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Derivatives

Five-Year Credit-Default Swap Levels (November 7, 2002)



Name Bid Offer
U.S.
American Express 49 61
AOL Time Warner 277 323
Bear Sterns 53 67
Citigroup 35 41
Disney 73 87
Federated Dept. Stores 100 120
Ford 549 581
General Electric Cap Corp. 86 94
GMAC 349 371
Goldman Sachs 55 69
Hewlett Packard 94 106
IBM 48 54
Lehman Brothers 61 69
Morgan Stanley 58 72
Philip Morris 142 258
Safeway 84 96
Wal-Mart 22 28
Name Bid Offer
Europe
ABN AMRO 29 39
Akzo Nobel 40 50
Aventis 33 41
BAE Systems 111 119
Carrefour 43 51
Credit Lyonnais 29 35
DaimlerChrysler 135 145
Deutsche Bank 47 57
Deutsche Telekom 250 270
Dixons 66 74
France Telecom 340 370
Halifax 24 34
Iberdrola 65 75
Marks & Spencer 43 53
Siemens 55 65
UBS 21 27
Vodafone 110 120
Name Bid Offer
Asia
Amcor 75 85
Australia 3 7
BHP Billiton 49 57
China 50 60
Fujitsu 200 220
Hutchison Whampoa 212 228
Japan 24 28
Korea 70 80
Malaysia 122 138
Mizuho Bank 172 198
NEC 150 170
Philippines 480 510
Qantas Airways 120 130
Sony 32 48
Telstra 38 46
Thailand 122 138
Toshiba 115 135


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