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  11 0 0
AOL Time Warner  32 -1 -1
Bear Stearns  19 -2 -2
Citigroup  9 0 0
Disney  13 0 -1
Federated Dept. Stores 50 4 11
Ford  524 -20 -35
Ford credit 274 -32 -58
General Electric Cap Corp.  12 0 0
GMAC 105 -19 -32
Goldman Sachs  19 -1 -1
Hertz 184 -16 -10
Hewlett Packard 12 0 -2
IBM 9 0 0
Lehman Brothers 19 -2 -2
Morgan Stanley  19 -1 -1
Philip Morris 24 0 0
Wal-Mart 8 0 0
Europe
British American Tobacco 26 0 1
DaimlerChrysler 56 -1 0
Deutsche Telekom 35 -1 0
France Telecom 28 -2 -1
J Sainsbury 25 0 0
Marks & Spencer 28 0 0
Telecom Italia 62 -4 -2
Vivendi Universal 50 -2 -1
Volkswagen 25 -1 0
Asia
Amcor 52 -1 1
Australia  2 0 0
BHP Billiton  16 0 1
China 14 0 0
Fujitsu 18 0 0
Hutchison Whampoa 30 -1 1
Japan  4 0 0
Korea 19 -2 -3
Malaysia  17 -2 -3
Mizuho Bank  12 0 0
NEC 25 0 0
Philippines 123 -7 -3
Qantas Airways 126 16 69
Sony  18 0 0
Telstra 25 0 1
Thailand  28 -2 -4
Toshiba 32 2 2
North America Current Mid Change On Week Change On Two Weeks
CDX.NA 33.88 -0.25 0
CDX.NA.HY 149.77 -11.63 -40.72
CDX.EM 106 0 0
Europe Current Mid Change On Week Change On Two Weeks
iTraxx Main 24.5 -0.5 0.25
iTraxx Crossover 235 -8.5 -2.5
iTraxx High Vol 47.5 -1.5 0.25
iTraxx Sub Financial 14.75 -1.25 -0.75
Asia Current Mid Change On Week Change On Two Weeks
iTraxx Japan 24.14 0.19 0.18
iTraxx Asia 46.04 -6.69 -7.18
iTraxx Australia 30.66 0.61 6.14

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