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Derivatives

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


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