Five-Year Credit-Default Swap Levels (March 14, 2002)
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Derivatives

Five-Year Credit-Default Swap Levels (March 14, 2002)

Name Bid Offer
U.S.
Bank of America 25 35
Caterpillar 40 54
Citigroup 20 30
Delphi Auto 105 125
Disney 55 75
Federated Dept. Stores 75 95
Ford 191 205
General Electric Cap Corp. 44 54
GMAC 120 150
Goldman Sachs 33 47
Heinz 30 46
Hewlett Packard 80 100
IBM 43 55
Lehman Brothers 52 68
Merrill Lynch 44 58
Wal-Mart 12 22
Wells Fargo 20 30
Europe
ABN AMRO 14 20
Akzo Nobel 17 27
Aventis 21 29
BAE Systems 44 52
Carrefour 22 30
Credit Lyonnais 20 26
DaimlerChrysler 130 140
Deutsche Telekom 180 190
Dixons 41 49
Fiat 260 290
France Telecom 290 300
Halifax 14 20
Iberdrola 32 38
Marks & Spencer 35 45
Siemens 36 46
UBS 12 18
Vodafone 55 65
Asia Ex-Japan
Amcor 50 66
AMP Bank 30 40
Australia 3 7
BHP Billiton 44 52
China 45 55
CSR 56 68
Fosters 50 60
Hutchison Whampoa Finance 122 138
Korea 50 60
Malaysia 90 105
Philippines 350 400
Qantas Airways 75 105
Singapore 10 20
Southcorp 60 76
Telstra 32 42
Thailand 80 95
WMC 53 73


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