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Derivatives

Five-Year Credit-Default Swap Levels - June 18, 2003

Name Bid Offer Bid Change (Weekly)
U.S.
American Express 25 31 -4
AOL Time Warner 95 111 -20
Citigroup 20 26 0
Disney 58 68 -12
Federated Dept. Stores 45 61 -2
Ford 343 357 -55
Ford Credit 277 293 -40
General Electric Cap Corp. 35 41 -4
GMAC 257 273 0
Goldman Sachs 33 39 -2
Hertz 280 300 -35
Hewlett Packard 36 44 0
IBM 31 37 -1
Lehman Brothers 34 42 -3
Merrill Lynch 35 41 -2
Morgan Stanley 34 40 -3
Philip Morris 204 216 -5
Wal-Mart 9.2 16.7 0
Name Bid Offer Bid Change (Weekly)
Europe
ABN AMRO 14 22 -2
Aventis 19 27 0
BAE Systems 55 85 -10
BASF 12 22 0
Carrefour 27 37 -3
Credit Lyonnais 16 22 0
CSFB 36.5 43.5 -6
DaimlerChrysler 115 125 -5
Deutsche Telekom 90.5 95.5 -23.5
Dixons 60 70 -5
Endesa 40 50 -5
France Telecom 85.5 90.5 -19.5
Halifax 12 22 -1
Iberdrola 30 40 0
Marks & Spencer 30 40 0
Siemens 31 41 -2
UBS 11 17 0
Vodafone 31 41 -5
Name Bid Offer Bid Change (Weekly)
Asia
Amcor 53 53 0
BHP Billiton 35 35 -2
Fujitsu 145 165 -25
Hutchison Whampoa 152.5 167.5 15
Japan 13.5 16.5 -1
Korea 80 90 0
Malaysia 82.5 97.5 0
Mizuho Bank 135 135 -50
NEC 80 100 -5
Qantas Airways 95 95 -12
Sony 22.5 37.5 -6


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