Five-Year Credit Default Swap Levels
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Derivatives

Five-Year Credit Default Swap Levels

Name Bid Offer
U.S.
Bank of America 25 35
Caterpillar 38 52
Citigroup 23 33
Delphi Auto 65 85
Disney 60 80
Eastman Kodak 183 233
Ford 133 153
GMAC 130 150
Goldman Sachs 53 67
Goodyear Tire 260 300
Hewlett Parcard 82 98
Household Finance 67 87
IBM 35 45
Lehman Brothers 55 75
Merrill Lynch 47 61
Wal-Mart 17 27
WorldCom 175 195
Europe
ABN AMRO 19 25
Akzo Nobel 20 30
Aventis 23 31
BAE Systems 46 54
Carrefour 23 31
Credit Lyonnais 21 27
DaimlerChrysler 140 150
Deutsche Telekom 110 120
Dixons 49 57
Fiat 115 125
France Telecom 150 160
Halifax 17 23
Iberdrola 23 29
Marks & Spencer 52 62
Siemens 35 45
UBS 14 20
Vodafone 65 75
Asia Ex-Japan
Amcor 61 77
AMP Bank 30 40
Australia 2 6
BHP Billiton 45 53
China 45 55
CSR 54 66
Fosters 51 61
Hutchison Whampoa Finance 140 155
Korea 85 95
Malaysia 135 150
Philippines 525 575
Quantas Airways 160 190
Singapore 10 20
Singapore Telecoms 115 135
Telstar 52 62
Thailand 120 135
WMC 32 42
Source: J.P. Morgan


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