Five-Year Credit-Default Swap Levels

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Five-Year Credit-Default Swap Levels

  Current  Change  Change On 
  Mid On Week Two Weeks
U.S.
American Express  9 -1 -1
AOL Time Warner  31 0 0
Bear Stearns  21 1 1
Citigroup  6 -2 -2
Disney  12 0 0
Federated Dept. Stores 56 5 5
Ford  517 4 4
Ford credit 282 12 8
General Electric Cap Corp.  12 0 0
GMAC 106 8 5
Goldman Sachs  21 2 3
Hertz 186 0 0
Hewlett Packard 11 -1 -1
IBM 9 0 0
Lehman Brothers 21 2 2
Morgan Stanley  23 3 3
Philip Morris 23 -1 -1
Wal-Mart 7 0 0
Europe
British American Tobacco 26 0 0
DaimlerChrysler 54 4 4
Deutsche Telekom 34 -1 -3
France Telecom 26 -1 -3
J Sainsbury 22 0 0
Marks & Spencer 26 0 -1
Telecom Italia 60 0 0
Vivendi Universal 47 -4 -4
Volkswagen 26 1 1
Asia
Amcor 50 2 2
Australia  2 0 0
BHP Billiton  14 1 1
China 11 0 0
Fujitsu 17 0 0
Hutchison Whampoa 24 -1 -1
Japan  4 0 0
Korea 20 3 3
Malaysia  18 1 1
Mizuho Bank  11 0 0
NEC 25 0 0
Philippines 119 -1 -1
Qantas Airways 211 15 15
Sony  16 -3 -3
Telstra 24 2 1
Thailand  44 19 17
Toshiba 31 0 0
North America Current Mid Change On Week Change On Two Weeks
CDX.NA 34 0.63 0.5
CDX.NA.HY 0 -142.01 -147.63
CDX.EM 99 7 2
Europe Current Mid Change On Week Change On Two Weeks
iTraxx Main 23.88 0.88 0.25
iTraxx Crossover 219.5 5.5 -1.5
iTraxx High Vol 47.75 2.25 1.25
iTraxx Sub Financial 15.5 1 0.5
Asia Current Mid Change On Week Change On Two Weeks
iTraxx Japan 22.79 -0.74 -1.73
iTraxx Asia 41.99 1.55 -1.45
iTraxx Australia 38.66 5.24 4.16


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