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Five-Year Credit-Default Swap Levels - August 6, 2003

10 Aug 2003

NameBidOfferBid Change (Weekly)
U.S.
American Express19250
AOL Time Warner82980
Citigroup26324
Disney57674
Federated Dept. Stores37530
Ford333347-5
Ford Credit2822985
General Electric Cap Corp.35410
GMAC2592757
Goldman Sachs37435
Hertz2883083
Hewlett Packard24320
IBM34400
Lehman Brothers36442
Merrill Lynch40465
Morgan Stanley37434
Philip Morris2792910
Wal-Mart11.218.72
NameBidOfferBid Change (Weekly)
Europe
ABN AMRO12.820.80
Aventis12.820.80
BAE Systems52.682.64.3
BASF10200
Carrefour35.145.13.2
Credit Lyonnais16220
CSFB33.340.30
DaimlerChrysler131.7141.718.1
Deutsche Telekom93.698.619.1
Dixons54.364.35.5
Endesa35.145.13.2
France Telecom93.398.314.8
Halifax10.820.80
Iberdrola25.635.60
Marks & Spencer25.835.80
Siemens30.940.90
UBS12.818.81.8
Vodafone35.245.28.5
NameBidOfferBid Change (Weekly)
Asia
Amcor56560
BHP Billiton30300
Fujitsu1271475
Hutchison Whampoa142.5157.520
Japan16190
Korea85950
Malaysia72.587.5-5
Mizuho Bank1351350
NEC67877
Qantas Airways86868
Sony26.536.5-2


10 Aug 2003