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  13 -2 -2
AOL Time Warner  50 0 0
Bear Stearns  22 -1 -1
Citigroup  10 0 -1
Disney  19 0 0
Federated Dept. Stores 45 0 0
Ford  646 -57 8
Ford credit 329 -65 -43
General Electric Cap Corp.  14 0 -1
GMAC 200 -10 -6
Goldman Sachs  23 0 0
Hertz 192 0 9
Hewlett Packard 21 0 0
IBM 18 0 0
Lehman Brothers 22 -1 -1
Morgan Stanley  22 -1 -1
Philip Morris 35 0 0
Wal-Mart 10 0 0
Europe
DaimlerChrysler 49 0 2
Volkswagen 23 -1 1
J Sainsbury 18 0 -1
Marks & Spencer 35 0 -1
France Telecom 32 -2 -1
Deutsche Telekom 40 -1 0
Telecom Italia 51 -3 -1
Vivendi Universal 45 0 -4
British American Tobacco 28 -2 -5
Asia
Amcor 64 2 5
Australia  2 0 0
BHP Billiton  19 0 1
China 21 0 -1
Fujitsu 26 0 -1
Hutchison Whampoa 32 0 0
Japan  4 0 0
Korea 25 0 1
Malaysia  27 0 1
Mizuho Bank  14 0 -3
NEC 33 -1 -2
Philippines 179 5 0
Qantas Airways 43 0 0
Sony  23 0 -1
Telstra 34 0 1
Thailand  36 0 0
Toshiba 35 0 -1
North America Current Mid Change On Week Change On Two Weeks
CDX.NA 38.25 -1.5 -0.75
CDX.NA.HY 229.89 -2.65 -5.34
CDX.EM 135 -2 4
Europe Current Mid Change On Week Change On Two Weeks
iTraxx Main 27.5 -1 -0.75
iTraxx Crossover 249 -8 -3
iTraxx High Vol 50.5 -2.5 -1.5
iTraxx Sub Financial 18.75 -0.5 -1
Asia Current Mid Change On Week Change On Two Weeks
iTraxx Japan 28.46 -0.21 -0.93
iTraxx Asia 55.1 -0.13 -0.75
iTraxx Australia 34.12 1.01 5.51

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