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.
Federated Dept. Stores 39 -1 -6
Ford  684 77 89
Ford credit 372 30 60
Hertz 176 -4 -17
Europe
J Sainsbury 36 1 2
Marks & Spencer 45 2 6
Telecom Italia 74 4 25
Vivendi Universal 55 12 13
Asia
Mizuho Bank  33 -2 -1
Thailand  156 -7 -8
Toshiba 47 12 11
Philippines 19 0 -1
North America Current Mid Change On Week Change On Two Weeks
CDX.NA 40.13 4.25 2.38
CDX.NA.HY 223.68 3.55 0.75
CDX.EM - - -
Europe Current Mid Change On Week Change On Two Weeks
iTraxx Main 29.75 2.5 2.25
iTraxx Crossover 281 46 39
iTraxx High Vol 55.75 6.75 6.25
iTraxx Sub Financial 18 2 0.5
Asia Current Mid Change On Week Change On Two Weeks
iTraxx Japan 25.53 0.17 -0.74
iTraxx Asia 59.41 7.73 7.12
iTraxx Australia 32.06 -1.13 -0.23
This data is updated every Wednesday.
Source: JPMorgan

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