Five-Year Credit-Default Swap Levels: December 4, 2002
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Derivatives

Five-Year Credit-Default Swap Levels: December 4, 2002



Name Bid Offer Bid Change (Weekly)
U.S.
American Express 47 59 3
AOL Time Warner 227.6 272.4 20
Citigroup 29 35 -3
Disney 73.6 86.4 10
Federated Dept. Stores 60.3 79.8 -10
Ford Credit 394.8 425.2 5
General Electric Cap Corp. 61.8 68.2 0
GMAC 269.2 290.8 10
Goldman Sachs 43.4 56.6 -3
Hertz 430 450 15
Hewlett Packard 66.4 77.6 2
IBM 32 38 -5
Lehman Brothers 56.6 63.4 0
Merrill Lynch 56.6 65.4 -4
Morgan Stanley 50.4 63.6 -3
Philip Morris 147.6 162.4 -15
Wal-Mart 20 26 -1
Name Bid Offer Bid Change (Weekly)
Europe
ABN AMRO 24 34 0
Aventis 31 39 0
BAE Systems 85 95 0
BASF 17 37 0
Carrefour 41 49 0
Credit Lyonnais 23 29 0
DaimlerChrysler 122 132 -3
Deutsche Telekom 202.1 222 -23
Dixons 66 74 0
Endesa 90 100 -10
France Telecom 255 285 -10
Halifax 20 30 0
Iberdrola 47 57 -3
Marks & Spencer 36 46 -2
Siemens 47 57 2
UBS 17 23 0
Vodafone 84 94 2
Name Bid Offer Bid Change (Weekly)
Asia
Amcor 76 76 -4
BHP Billiton 50 50 0
China 45 55 -5
Fujitsu 210 230 -22
Hutchison Whampoa 202.5 217.5 0
Japan 24.5 27.5 0
NEC 165 185 -10
Qantas Airways 110 110 -5
Sony 30.5 45.5 -3
Telstra 43 43 0
Toshiba 115 135 -5
Unfunded Mid Mid Change
JECI-2 Main 61.01 62.42 -1.41
JECI-2 Corporate 74.07 74.5 -0.43
JECI-2 Financial Senior 29.74 31.41 -1.67
JECI-2 Financial Sub 56.79 64.54 -7.75


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