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Five-Year Credit-Default Swap Levels (November 20, 2002)

25 Nov 2002



NameBidOffer
U.S.
American Express4456
AOL Time Warner227273
Bear Sterns4054
Citigroup3238
Disney7387
Federated Dept. Stores7595
Ford399431
General Electric Cap Corp.6674
GMAC249271
Goldman Sachs5064
Household Finance188212
Hewlett Packard8496
IBM4955
Lehman Brothers5664
Morgan Stanley5165
Philip Morris157173
Wal-Mart2127
NameBidOffer
Europe
ABN AMRO2434
Akzo Nobel3545
Aventis3644
BAE Systems8694
Carrefour4149
Credit Lyonnais2531
DaimlerChrysler120130
Deutsche Bank3848
Deutsche Telekom220240
Dixons6674
France Telecom302332
Halifax2030
Iberdrola5060
Marks & Spencer3848
Siemens4858
UBS1925
Vodafone8292
NameBidOffer
Asia
Amcor7585
Australia37
BHP Billiton4654
China5060
Fujitsu225245
Hutchison Whampoa222238
Japan2327
Korea6070
Malaysia127143
Mizuho Bank197223
NEC160180
Philippines485515
Qantas Airways105115
Sony3046
Telstra3745
Thailand117133
Toshiba110130


25 Nov 2002