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 |
