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.
AOL Time Warner  27 -4 -4
Bear Stearns  22 1 0
Citigroup  7 0 1
Disney  11 -2 -2
Federated Dept. Stores 47 -2 -9
Ford  464 -12 -53
Ford credit 235 -14 -47
GMAC 95 -4 -11
Goldman Sachs  21 1 0
Hertz 161 -14 -25
Morgan Stanley  23 1 1
Philip Morris 20 -3 -3
Europe
British American Tobacco 23 -1 -3
DaimlerChrysler 51 0 -3
Deutsche Telekom 31 1 -3
France Telecom 24 -1 -2
J Sainsbury 24 2 2
Marks & Spencer 26 0 0
Telecom Italia 57 3 -4
Vivendi Universal 47 3 -1
Volkswagen 23 -1 -3
Asia
Amcor 46 0 -4
BHP Billiton  13 -2 -1
Malaysia  16 -1 -1
NEC 23 -2 -2
Philippines 114 0 -5
Qantas Airways 183 -14 -28
Telstra 25 0 1
Thailand  37 3 -7
Toshiba 29 -1 -1
North America Current Mid Change On Week Change On Two Weeks
CDX.NA 30.63 -2 -3.38
CDX.NA.HY 121.86 -3.67 -14.26
CDX.EM 100 0 1
Europe Current Mid Change On Week Change On Two Weeks
iTraxx Main 22.63 -0.5 -1.25
iTraxx Crossover 194.5 -11 -25
iTraxx High Vol 44.5 -1.25 -3.25
iTraxx Sub Financial 15 -0.25 -0.5
Asia Current Mid Change On Week Change On Two Weeks
iTraxx Japan 21.23 -0.62 -1.56
iTraxx Asia 40.71 0.31 -1.28
iTraxx Australia 37.07 -0.99 -1.59


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