Five-Year Credit Default Swap Levels (January 2, 2002)
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Derivatives

Five-Year Credit Default Swap Levels (January 2, 2002)

Name Bid Offer
U.S.
Bank of America 22 32
Caterpillar 46 60
Citigroup 18 30
Delphi Auto 138 168
Disney 57 77
Eastman Kodak 210 260
Ford 170 190
GMAC 135 155
Goldman Sachs 51 65
Goodyear Tire 330 380
Hewlett Packard 75 95
IBM 30 42
Lehman Brothers 60 80
Merrill Lynch 45 59
Morgan Stanley 40 54
Wal-Mart 15 25
WorldCom 143 163
Europe
ABN AMRO 19 25
Akzo Nobel 18 28
Aventis 21 29
BAE Systems 41 49
Carrefour 25 33
Credit Lyonnais 20 26
DaimlerChrysler 170 180
Deutsche Telekom 100 110
Dixons 41 49
Fiat 187 197
France Telecom 170 180
Halifax 17 23
Iberdrola 23 29
Marks & Spencer 50 60
Siemens 35 45
UBS 14 20
Vodafone 65 75
Asia Ex-Japan
Amcor 61 77
AMP Bank 30 40
Australia 2 6
BHP Billiton 41 49
China 45 55
CSR 49 61
Fosters 49 59
Hutchison Whampoa Finance 125 140
Korea 80 95
Malaysia 120 135
Philippines 475 525
Quantas Airways 130 160
Singapore 10 20
Southcorp 60 76
Telstra 50 60
Thailand 115 130
WMC 43 63


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