Five-Year Credit-Default Swap Levels - July 2, 2003
Name |
Bid |
Offer |
Bid Change (Weekly) |
U.S. |
American Express |
20 |
26 |
-5 |
AOL Time Warner |
95 |
111 |
-2 |
Citigroup |
22 |
28 |
1 |
Disney |
67 |
77 |
9 |
Federated Dept. Stores |
43 |
59 |
1 |
Ford |
363 |
377 |
10 |
Ford Credit |
302 |
318 |
10 |
General Electric Cap Corp. |
37 |
43 |
2 |
GMAC |
292 |
308 |
0 |
Goldman Sachs |
36 |
42 |
1 |
Hertz |
300 |
320 |
10 |
Hewlett Packard |
29 |
37 |
1 |
IBM |
32 |
38 |
3 |
Lehman Brothers |
33 |
41 |
-1 |
Merrill Lynch |
37 |
43 |
2 |
Morgan Stanley |
35 |
41 |
-2 |
Philip Morris |
219 |
231 |
10 |
Wal-Mart |
9.2 |
16.7 |
0 |
Name |
Bid |
Offer |
Bid Change (Weekly) |
Europe |
ABN AMRO |
15 |
23 |
0 |
Aventis |
14 |
22 |
-5 |
BAE Systems |
64 |
94 |
4 |
BASF |
12 |
22 |
0 |
Carrefour |
30 |
40 |
3 |
Credit Lyonnais |
16 |
22 |
0 |
CSFB |
36.5 |
43.5 |
0 |
DaimlerChrysler |
136 |
146 |
1 |
Deutsche Telekom |
101.5 |
106.5 |
1 |
Dixons |
60 |
70 |
0 |
Endesa |
40 |
50 |
0 |
France Telecom |
99.5 |
104.5 |
3 |
Halifax |
12 |
22 |
0 |
Iberdrola |
30 |
40 |
0 |
Marks & Spencer |
30 |
40 |
0 |
Siemens |
35 |
45 |
0 |
UBS |
11 |
17 |
0 |
Vodafone |
35 |
45 |
0 |
Name |
Bid |
Offer |
Bid Change (Weekly) |
Asia |
Amcor |
58 |
58 |
5 |
BHP Billiton |
35 |
35 |
0 |
Fujitsu |
127 |
147 |
-3 |
Hutchison Whampoa |
142.5 |
157.5 |
-10 |
Japan |
17 |
20 |
2 |
Korea |
90 |
100 |
-10 |
Malaysia |
87.5 |
102.5 |
0 |
Mizuho Bank |
135 |
135 |
0 |
NEC |
70 |
90 |
-8 |
Qantas Airways |
100 |
100 |
7 |