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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
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