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  12 0 0
AOL Time Warner  32 -3 -4
Bear Stearns  19 0 -2
Citigroup  9 0 0
Disney  14 -2 -2
Federated Dept. Stores 43 -6 -12
Ford  543 -25 -84
Ford credit 330 -17 -33
General Electric Cap Corp.  12 0 0
GMAC 135 -12 -21
Goldman Sachs  18 0 -3
Hertz 191 3 20
Hewlett Packard 14 0 -2
IBM 10 -3 -3
Lehman Brothers 19 0 -2
Morgan Stanley  18 0 -2
Philip Morris 29 -2 -4
Wal-Mart 9 0 -1
Europe
British American Tobacco 23 -2 -4
DaimlerChrysler 51 1 -3
Deutsche Telekom 33 -1 -8
France Telecom 28 -1 -5
J Sainsbury 17 0 -2
Marks & Spencer 26 0 -5
Telecom Italia 54 -2 -9
Vivendi Universal 50 6 -1
Volkswagen 24 1 -2
Asia
Amcor 51 -4 -4
BHP Billiton  14 -1 -1
China 17 0 -1
Fujitsu 18 0 -4
Hutchison Whampoa 27 -3 -3
Korea 23 -2 -4
Malaysia  20 -2 -4
Mizuho Bank  12 0 -1
NEC 25 0 -2
Philippines 131 -1 -8
Qantas Airways 33 -1 -4
Sony  21 0 -4
Telstra 24 -2 -2
Thailand  32 -3 -6
Toshiba 29 0 -6
North America Current Mid Change On Week Change On Two Weeks
CDX.NA 34.13 0 -0.75
CDX.NA.HY 194.43 -1.17 -5.78
CDX.EM 101 -11 -7
Europe Current Mid Change On Week Change On Two Weeks
iTraxx Main 24.5 1 -2
iTraxx Crossover 241.5 -3 -16.5
iTraxx High Vol 45.25 0.25 -5.5
iTraxx Sub Financial 14.25 -0.25 -1.75
Asia Current Mid Change On Week Change On Two Weeks
iTraxx Japan 22.52 -0.34 -2.96
iTraxx Asia 54 -3.14 -4.68
iTraxx Australia 25.26 -2.68 -2.26


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