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  13 0 0
AOL Time Warner  45 0 0
Bear Stearns  21 0 -1
Citigroup  10 0 0
Disney  17 1 0
Federated Dept. Stores 49 11 9
Ford  664 -19 58
Ford credit 367 -5 25
General Electric Cap Corp.  12 1 0
GMAC 185 -3 -3
Goldman Sachs  22 0 -1
Hertz 182 6 2
Hewlett Packard 19 0 -1
IBM 17 0 -1
Lehman Brothers 21 0 -1
Morgan Stanley  21 0 -1
Philip Morris 39 6 5
Wal-Mart 10 0 0
Europe
British American Tobacco 63 -1 13
DaimlerChrysler 26 2 2
Deutsche Telekom 20 0 0
France Telecom 33 0 1
J Sainsbury 34 -2 -1
Marks & Spencer 42 -2 0
Telecom Italia 73 -2 3
Vivendi Universal 51 -4 8
Volkswagen 27 1 1
Asia
Amcor 62 2 3
Australia  17 -2 -1
BHP Billiton  23 0 -1
China 33 2 2
Fujitsu 14 0 0
Hutchison Whampoa 30 0 -1
Japan  38 -2 -2
Korea 22 2 1
Malaysia  30 -3 -4
Mizuho Bank  33 0 -2
NEC 2 -1 0
Philippines 19 0 0
Qantas Airways 4 0 0
Sony  22 0 -1
Telstra 25 -2 0
Thailand  164 7 0
Toshiba 42 -5 7
North America Current Mid Change On Week Change On Two Weeks
CDX.NA 39.63 -0.5 3.75
CDX.NA.HY 221.03 -2.65 0.9
CDX.EM 131 131 -1
Europe Current Mid Change On Week Change On Two Weeks
iTraxx Main 29.75 0 2.5
iTraxx Crossover 284.5 3.5 49.5
iTraxx High Vol 57.25 1.5 8.25
iTraxx Sub Financial 18 0 2
Asia Current Mid Change On Week Change On Two Weeks
iTraxx Japan 25.34 -0.19 -0.02
iTraxx Asia 61.8 2.39 10.12
iTraxx Australia 30.57 -1.49 -2.62

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