Five-Year Credit-Default Swap Levels

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Five-Year Credit-Default Swap Levels

  Current Mid Change On Week Change On Two Weeks
U.S.
American Express  8 0 0
AOL Time Warner  25 -2 -2
Bear Stearns  26 4 3
Citigroup  8 0 0
Disney  10 -1 -1
Federated Dept. Stores 47 -2 -3
Ford  429 -6 -36
Ford credit 220 0 -23
General Electric Cap Corp.  11 0 0
GMAC 100 5 0
Goldman Sachs  26 4 4
Hertz 133 -19 -27
Hewlett Packard 11 0 0
IBM 9 0 0
Lehman Brothers 26 3 3
Morgan Stanley  27 3 3
Philip Morris 22 0 2
Wal-Mart 7 0 0
Europe
British American Tobacco 23 -1 -1
DaimlerChrysler 42 -4 -7
Deutsche Telekom 32 -1 -1
France Telecom 23 0 -1
J Sainsbury 79 -10 52
Marks & Spencer 32 3 6
Telecom Italia 55 -3 -4
Vivendi Universal 44 0 -1
Volkswagen 22 0 -2
Asia
Amcor 46 0 -2
Australia  2 0 0
BHP Billiton  13 0 1
China 10 0 0
Fujitsu 16 0 0
Hutchison Whampoa 23 -1 -2
Japan  3 0 0
Korea 16 -1 -2
Malaysia  17 0 -1
Mizuho Bank  11 0 0
NEC 23 0 0
Philippines 110 2 -8
Qantas Airways 179 -7 -9
Sony  15 0 0
Telstra 26 0 0
Thailand  35 -2 -2
Toshiba 28 -1 -1
North America Current Mid Change On Week Change On Two Weeks
CDX.NA 30.5 0.38 -0.62
CDX.NA.HY 115.43 -1.46 -11.65
CDX.EM 93 -1 -10
Europe Current Mid Change On Week Change On Two Weeks
iTraxx Main 22.75 0.25 -0.5
iTraxx Crossover 184 -1.5 -18
iTraxx High Vol 43.75 0.25 -1.5
iTraxx Sub Financial 13.75 -0.25 -1.25
Asia Current Mid Change On Week Change On Two Weeks
iTraxx Japan 20.23 -0.16 -1.44
iTraxx Asia 41.03 0.61 -0.81
iTraxx Australia 35.87 -1.03 -1.58

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