
Five-Year Credit Default Swap Levels (January 9, 2002)
Name | Bid | Offer |
U.S. | ||
Bank of America | 27 | 37 |
Caterpillar | 43 | 57 |
Citigroup | 21 | 34 |
Delta Aitlines | 525 | 575 |
Delphi Auto | 140 | 170 |
Disney | 60 | 80 |
Eastman Kodak | 235 | 265 |
Ford | 180 | 200 |
GMAC | 140 | 160 |
Goldman Sachs | 47 | 61 |
Heinz | 40 | 56 |
Hewlett Packard | 70 | 90 |
IBM | 30 | 42 |
Lehman Brothers | 54 | 74 |
Merrill Lynch | 45 | 59 |
Wal-Mart | 15 | 25 |
WorldCom | 135 | 145 |
Europe | ||
ABN AMRO | 19 | 25 |
Akzo Nobel | 18 | 28 |
Aventis | 21 | 29 |
BAE Systems | 44 | 52 |
Carrefour | 20 | 26 |
Credit Lyonnais | 20 | 26 |
DaimlerChrysler | 155 | 165 |
Deutsche Telekom | 85 | 95 |
Dixons | 46 | 54 |
Fiat | 180 | 190 |
France Telecom | 150 | 160 |
Halifax | 17 | 23 |
Iberdrola | 29 | 135 |
Marks & Spencer | 45 | 55 |
Siemens | 35 | 45 |
UBS | 14 | 20 |
Vodafone | 50 | 60 |
Asia Ex-Japan | ||
Amcor | 50 | 66 |
AMP Bank | 30 | 40 |
Australia | 2 | 6 |
BHP Billiton | 41 | 49 |
China | 45 | 55 |
CSR | 49 | 61 |
Fosters | 49 | 59 |
Hutchison Whampoa Finance | 125 | 140 |
Korea | 70 | 85 |
Malaysia | 110 | 125 |
Philippines | 400 | 450 |
Quantas Airways | 130 | 160 |
Singapore | 10 | 20 |
Southcorp | 60 | 76 |
Telstra | 35 | 45 |
Thailand | 105 | 120 |
WMC | 43 | 63 |
Source: J.P. Morgan |
11 Jan 2002