All material subject to strictly enforced copyright laws. © 2022 Euromoney Institutional Investor PLC group
Derivatives

Five-Year Credit Default Swap Levels (November 14, 2001)

Name Bid Offer
U.S.
Bank of America 34 44
Caterpillar 58 72
Citigroup 30 40
Dow Chemical 48 62
Disney 85 105
Eastman Kodak 295 345
Ford 167 187
GMAC 160 180
Goldman Sachs 50 64
Goodyear Tire 420 460
Hilton 425 505
Household Finance 77 97
IBM 35 45
Lehman 72 92
Safeway 50 70
Wal-Mart 17 27
WorldCom 190 210
Europe
ABN AMRO 19 25
Akzo Nobel 22 32
Aventis 26 34
BAE Systems 56 64
Carrefour 26 34
Credit Lyonnais 22 28
DaimlerChrysler 165 175
Deutsche Telekom 115 125
Dixons 51 59
Fiat 145 155
France Telecom 145 155
Halifax 17 23
Iberdrola 30 36
Marks & Spencer 60 70
Siemens 44 54
UBS 14 20
Vodafone 68 78
Japan
BOTM 58 74
Japan 13 19
NTT 29 45
Sony 45 58
Toshiba 82 98
Asia Ex-Japan
Amcor 61 71
Australia 2 6
China 50 65
Hutchison Whampoa Finance 155 170
Korea 95 110
Malaysia 155 170
Philippines 550 600
Singapore 10 20
Singapore Telecoms 75 90
Thailand 140 155
Source: J.P. Morgan


We use cookies to provide a personalized site experience.
By continuing to use & browse the site you agree to our Privacy Policy.
I agree