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 -1
AOL Time Warner  32 0 0
Bear Stearns  21 1 2
Citigroup  9 0 0
Disney  14 0 0
Federated Dept. Stores 38 -4 -5
Ford  551 23 8
Ford credit 329 8 -3
General Electric Cap Corp.  12 0 0
GMAC 131 5 -3
Goldman Sachs  20 1 2
Hertz 194 -2 4
Hewlett Packard 14 0 0
IBM 9 0 -1
Lehman Brothers 21 1 2
Morgan Stanley  20 1 2
Philip Morris 24 -4 -6
Wal-Mart 8 0 -1
Europe
British American Tobacco 25 0 2
DaimlerChrysler 54 1 4
Deutsche Telekom 36 0 3
France Telecom 29 0 1
J Sainsbury 23 0 6
Marks & Spencer 28 0 1
Telecom Italia 60 2 6
Vivendi Universal 50 -3 3
Volkswagen 25 1 3
Asia
BHP Billiton  12 0 -2
China 14 0 -3
Fujitsu 18 0 0
Hutchison Whampoa 29 0 2
Japan  4 0 0
Korea 23 0 0
Mizuho Bank  12 0 0
NEC 25 -1 -1
Philippines 125 -5 -6
Qantas Airways 32 0 0
Sony  19 -1 -2
Telstra 23 -1 -1
Thailand  32 0 0
Toshiba 29 -1 -1
North America Current Mid Change On Week Change On Two Weeks
CDX.NA 33.63 -0.75 0.25
CDX.NA.HY 190.6 -3.15 0.42
CDX.EM 106 5 5
Europe Current Mid Change On Week Change On Two Weeks
iTraxx Main 24 -1.25 0.75
iTraxx Crossover 237 -4.5 1
iTraxx High Vol 46.75 -2.5 3.5
iTraxx Sub Financial 15.5 0.25 2
Asia Current Mid Change On Week Change On Two Weeks
iTraxx Japan 23.96 1.7 1.44
iTraxx Asia 53.22 -1.43 -0.78
iTraxx Australia 24.52 -0.79 -0.74

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