
Five-Year Credit-Default Swap Levels - June 12, 2003
Name | Bid | Offer | Bid Change (Weekly) |
U.S. | |||
American Express | 29 | 35 | 0 |
AOL Time Warner | 115 | 131 | -4 |
Citigroup | 20 | 26 | -2 |
Disney | 70 | 80 | -10 |
Federated Dept. Stores | 47 | 63 | -3 |
Ford | 398 | 412 | -10 |
Ford Credit | 317 | 333 | -20 |
General Electric Cap Corp. | 39 | 45 | 0 |
GMAC | 257 | 273 | 5 |
Goldman Sachs | 35 | 41 | -2 |
Hertz | 315 | 335 | -15 |
Hewlett Packard | 36 | 44 | 0 |
IBM | 32 | 38 | 0 |
Lehman Brothers | 37 | 45 | -2 |
Merrill Lynch | 37 | 43 | -2 |
Morgan Stanley | 37 | 43 | 0 |
Philip Morris | 209 | 221 | 0 |
Wal-Mart | 9.2 | 16.7 | -2 |
Name | Bid | Offer | Bid Change (Weekly) |
Europe | |||
ABN AMRO | 16 | 24 | 2 |
Aventis | 19 | 27 | 0 |
BAE Systems | 65 | 95 | -10 |
BASF | 12 | 22 | 0 |
Carrefour | 30 | 40 | 0 |
Credit Lyonnais | 16 | 22 | 0 |
CSFB | 42.5 | 49.5 | 0 |
DaimlerChrysler | 120 | 130 | 5 |
Deutsche Telekom | 109 | 119 | 0 |
Dixons | 65 | 75 | -5 |
Endesa | 45 | 55 | 0 |
France Telecom | 100 | 110 | -1 |
Halifax | 13 | 23 | 0 |
Iberdrola | 30 | 40 | 0 |
Marks & Spencer | 30 | 40 | 0 |
Siemens | 33 | 43 | -2 |
UBS | 11 | 17 | 0 |
Vodafone | 36 | 46 | 1 |
Name | Bid | Offer | Bid Change (Weekly) |
Asia | |||
Amcor | 53 | 53 | 0 |
BHP Billiton | 37 | 37 | 0 |
Fujitsu | 170 | 190 | -10 |
Hutchison Whampoa | 137.5 | 152.5 | 0 |
Japan | 14.5 | 17.5 | 0 |
Korea | 80 | 90 | 0 |
Malaysia | 82.5 | 97.5 | 0 |
Mizuho Bank | 185 | 185 | 0 |
NEC | 85 | 105 | -33 |
Qantas Airways | 107 | 107 | 0 |
Sony | 28.5 | 43.5 | -4 |
Telstra | 33 | 33 | -2 |
Toshiba | 46 | 66 | -13 |
15 Jun 2003