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Derivatives

Five-Year Credit-Default Swap Levels October 31 2002



Name Bid Offer
U.S.
American Express 59 71
AOL Time Warner 292 338
Bear Sterns 61 75
Citigroup 39 45
Disney 93 107
Federated Dept. Stores 120 140
Ford 574 606
General Electric Cap Corp. 90 98
GMAC 364 386
Goldman Sachs 63 77
Hertz 610 630
Hewlett Packard 99 111
IBM 52 58
Lehman Brothers 81 89
Morgan Stanley 68 82
Philip Morris 172 188
Wal-Mart 27 33
Name Bid Offer
Europe
ABN AMRO 38 48
Akzo Nobel 45 55
Aventis 36 44
BAE Systems 121 129
Carrefour 44 52
Credit Lyonnais 37 43
DaimlerChrysler 145 155
Deutsche Telekom 237 257
Dixons 61 69
Endesa 145 155
France Telecom 360 390
Halifax 25 35
Iberdrola 75 85
Marks & Spencer 43 53
Siemens 60 70
UBS 25 31
Vodafone 113 123
Name Bid Offer
Asia
Amcor 75 85
Australia 3 7
BHP Billiton 49 57
China 50 60
Fujitsu 210 230
Hutchison Whampoa 242 258
Japan 27 30
Korea 75 85
Malaysia 137 153
Mizuho Bank 187 213
NEC 165 185
Philippines 485 515
Qantas Airways 135 145
Sony 32 48
Telstra 38 46
Thailand 132 148
Toshiba 110 130


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