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Five-Year Credit Default Swap Levels (January 9, 2002)

11 Jan 2002

NameBidOffer
U.S.
Bank of America2737
Caterpillar4357
Citigroup2134
Delta Aitlines525575
Delphi Auto140170
Disney6080
Eastman Kodak235265
Ford180200
GMAC140160
Goldman Sachs4761
Heinz4056
Hewlett Packard7090
IBM3042
Lehman Brothers5474
Merrill Lynch4559
Wal-Mart1525
WorldCom135145
Europe
ABN AMRO1925
Akzo Nobel1828
Aventis2129
BAE Systems4452
Carrefour2026
Credit Lyonnais2026
DaimlerChrysler155165
Deutsche Telekom8595
Dixons4654
Fiat180190
France Telecom150160
Halifax1723
Iberdrola29135
Marks & Spencer4555
Siemens3545
UBS1420
Vodafone5060
Asia Ex-Japan
Amcor5066
AMP Bank3040
Australia26
BHP Billiton4149
China4555
CSR4961
Fosters4959
Hutchison Whampoa Finance125140
Korea7085
Malaysia110125
Philippines400450
Quantas Airways130160
Singapore1020
Southcorp6076
Telstra3545
Thailand105120
WMC4363
Source: J.P. Morgan


11 Jan 2002