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Derivatives

Five-Year Credit-Default Swap Levels October 16, 2002

Name Bid Offer
U.S.
American Express 64 76
AOL Time Warner 487 533
Bear Sterns 75 89
Citigroup 54 60
Disney 138 152
Federated Dept. Stores 124 145
Ford 584 616
General Electric Cap Corp. 106 114
GMAC 424 446
Goldman Sachs 83 97
Harrford Financial Services 136 154
Hewlett Packard 154 166
IBM 77 83
Lehman Brothers 91 99
Morgan Stanley 85 99
Philip Morris 202 218
Wal-Mart 27 33
Name Bid Offer
Europe
ABN AMRO 40 50
Akzo Nobel 60 70
Aventis 36 44
BAE Systems 116 124
Carrefour 61 69
Credit Lyonnais 40 46
DaimlerChrysler 175 185
Deutsche Telekom 280 300
Dixons 56 64
Endesa 190 200
France Telecom 420 450
Halifax 25 35
Iberdrola 80 90
Marks & Spencer 50 60
Siemens 65 75
UBS 27 33
Vodafone 155 165
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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