
Five-Year Credit-Default Swap Levels (November 20, 2002)
Name | Bid | Offer |
U.S. | ||
American Express | 44 | 56 |
AOL Time Warner | 227 | 273 |
Bear Sterns | 40 | 54 |
Citigroup | 32 | 38 |
Disney | 73 | 87 |
Federated Dept. Stores | 75 | 95 |
Ford | 399 | 431 |
General Electric Cap Corp. | 66 | 74 |
GMAC | 249 | 271 |
Goldman Sachs | 50 | 64 |
Household Finance | 188 | 212 |
Hewlett Packard | 84 | 96 |
IBM | 49 | 55 |
Lehman Brothers | 56 | 64 |
Morgan Stanley | 51 | 65 |
Philip Morris | 157 | 173 |
Wal-Mart | 21 | 27 |
Name | Bid | Offer |
Europe | ||
ABN AMRO | 24 | 34 |
Akzo Nobel | 35 | 45 |
Aventis | 36 | 44 |
BAE Systems | 86 | 94 |
Carrefour | 41 | 49 |
Credit Lyonnais | 25 | 31 |
DaimlerChrysler | 120 | 130 |
Deutsche Bank | 38 | 48 |
Deutsche Telekom | 220 | 240 |
Dixons | 66 | 74 |
France Telecom | 302 | 332 |
Halifax | 20 | 30 |
Iberdrola | 50 | 60 |
Marks & Spencer | 38 | 48 |
Siemens | 48 | 58 |
UBS | 19 | 25 |
Vodafone | 82 | 92 |
Name | Bid | Offer |
Asia | ||
Amcor | 75 | 85 |
Australia | 3 | 7 |
BHP Billiton | 46 | 54 |
China | 50 | 60 |
Fujitsu | 225 | 245 |
Hutchison Whampoa | 222 | 238 |
Japan | 23 | 27 |
Korea | 60 | 70 |
Malaysia | 127 | 143 |
Mizuho Bank | 197 | 223 |
NEC | 160 | 180 |
Philippines | 485 | 515 |
Qantas Airways | 105 | 115 |
Sony | 30 | 46 |
Telstra | 37 | 45 |
Thailand | 117 | 133 |
Toshiba | 110 | 130 |
25 Nov 2002