Five-Year Credit-Default Swap Levels

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Five-Year Credit-Default Swap Levels

U.S.      
  Current  Change  Change On 
  Mid On Week Two Weeks
American Express  13 0 0
AOL Time Warner  45 -3 -5
Bear Stearns  22 0 0
Citigroup  10 0 0
Disney  17 0 -2
Federated Dept. Stores 45 -1 -1
Ford  584 -65 -99
Ford credit 312 -17 -77
General Electric Cap Corp.  14 0 0
GMAC 185 -15 -23
Goldman Sachs  23 0 0
Hertz 182 -10 -10
Hewlett Packard 20 0 -1
IBM 18 0 0
Lehman Brothers 22 0 0
Morgan Stanley  22 0 0
Philip Morris 34 0 -1
Wal-Mart 10 0 0
Europe      
British American Tobacco 26 -1 -4
DaimlerChrysler 51 4 3
Deutsche Telekom 39 -1 -2
France Telecom 33 2 -1
J Sainsbury 18 0 0
Marks & Spencer 31 -4 -4
Telecom Italia 50 -1 -4
Vivendi Universal 41 -4 -4
Volkswagen 24 2 0
Asia      
Current  Change  Change On 
Mid On Week Two Weeks
Amcor 61 -1 -1
Australia  2 0 0
BHP Billiton  18 0 -1
China 20 -1 -1
Fujitsu 24 -1 -2
Hutchison Whampoa 31 -1 -1
Japan  4 0 0
Korea 23 -1 -1
Malaysia  27 0 -1
Mizuho Bank  14 0 0
NEC 31 -2 -3
Philippines 168 -3 -10
Qantas Airways 40 -3 -4
Sony  22 -1 -1
Telstra 33 -1 -1
Thailand  36 1 1
Toshiba 34 -1 -1
North America Current Mid Change On Week Change On Two Weeks
CDX.NA 38 0.25 -1.37
CDX.NA.HY 224.92 -2.87 -26.36
CDX.EM 129 -6 -8
Europe Current Mid Change On Week Change On Two Weeks
iTraxx Main 27.75 0.5 -0.75
iTraxx Crossover 244 1 -13
iTraxx High Vol 50 0.25 -3
iTraxx Sub Financial 17 -1.25 -2.25
Asia Current Mid Change On Week Change On Two Weeks
iTraxx Japan 26.27 -2.19 -2.4
iTraxx Asia 52.29 -2.81 -2.94
iTraxx Australia 32.29 -1.83 -0.82


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