Five-Year Credit-Default Swap Levels
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Derivatives

Five-Year Credit-Default Swap Levels

  Current Mid Change On Week Change On Two Weeks
U.S.
American Express  9 0 -1
AOL Time Warner  31 0 0
Bear Stearns  21 -1 0
Citigroup  7 1 0
Disney  12 0 0
Federated Dept. Stores 48 -7 -2
Ford  476 -41 -37
Ford credit 249 -33 -21
General Electric Cap Corp.  12 0 0
GMAC 99 -7 1
Goldman Sachs  20 -1 1
Hertz 175 -11 -11
Hewlett Packard 11 0 -1
IBM 9 0 0
Lehman Brothers 21 0 2
Morgan Stanley  22 0 2
Philip Morris 23 0 -1
Wal-Mart 7 0 0
Europe
British American Tobacco 24 -2 -2
DaimlerChrysler 51 -3 1
Deutsche Telekom 31 -3 -5
France Telecom 25 -1 -2
J Sainsbury 22 0 0
Marks & Spencer 26 0 0
Telecom Italia 54 -7 -6
Vivendi Universal 44 -4 -7
Volkswagen 24 -2 -1
Asia
Amcor 46 -4 -2
Australia  2 0 0
BHP Billiton  15 1 2
China 11 0 0
Fujitsu 17 0 0
Hutchison Whampoa 25 1 0
Japan  3 -1 -1
Korea 17 -2 0
Malaysia  17 0 0
Mizuho Bank  11 0 0
NEC 25 0 0
Philippines 115 -4 -5
Qantas Airways 197 -14 1
Sony  16 0 -3
Telstra 24 1 2
Thailand  34 -10 9
Toshiba 31 0 0
North America Current Mid Change On Week Change On Two Weeks
CDX.NA 32.63 -1.38 -0.75
CDX.NA.HY 125.53 -10.59 -16.49
CDX.EM 100 1 8
Europe Current Mid Change On Week Change On Two Weeks
iTraxx Main 23.13 -0.75 0.13
iTraxx Crossover 205.5 -14 -8.5
iTraxx High Vol 45.75 -2 0.25
iTraxx Sub Financial 15.25 -0.25 0.75
Asia Current Mid Change On Week Change On Two Weeks
iTraxx Japan 21.85 -0.94 -1.68
iTraxx Asia 40.4 -1.59 -0.04
iTraxx Australia 38.06 -0.6 4.64

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