Five-Year Credit-Default Swap Levels (February 27, 2002)
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Derivatives

Five-Year Credit-Default Swap Levels (February 27, 2002)

Name Bid Offer
U.S.
Bank of America 31 41
Caterpillar 33 47
Citigroup 23 33
Delphi Auto 142 162
Disney 77 97
Federated Dept Stores 75 95
Ford 245 259
General Electric Cap Corp. 32 43
GMAC 155 185
Goldman Sachs 42 56
Heinz 25 41
Hewlett Packard 80 100
IBM 49 61
Lehman Brothers 52 68
Merrill Lynch 50 60
Wal-Mart 15 25
Wells Fargo 21 31
Europe
ABN AMRO 17 23
Akzo Nobel 23 33
Aventis 21 29
BAE Systems 46 54
Carrefour 24 32
Credit Lyonnais 20 26
DaimlerChrysler 160 170
Deutsche Telekom 200 210
Dixons 46 54
Fiat 315 345
France Telecom 320 330
Halifax 14 20
Iberdrola 35 41
Marks & Spencer 43 53
Siemens 43 53
UBS 12 18
Vodafone 63 73
Asia Ex-Japan
Amcor 50 66
AMP Bank 30 40
Australia 2 6
BHP Billiton 40 48
China 45 55
CSR 60 72
Fosters 52 62
Hutchison Whampoa Finance 132 148
Korea 60 75
Malaysia 125 140
Philippines 345 395
Qantas Airways 80 110
Singapore 10 20
Southcorp 60 76
Telstra 37 47
Thailand 115 130
WMC 42 62
Source: JPMorgan


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