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  16 0 0
AOL Time Warner  51 0 0
Bear Stearns  25 -1 -1
Citigroup  11 0 -1
Disney  18 0 0
Federated Dept. Stores 45 7 7
Ford  694 -60 -119
Ford credit 389 -15 -39
General Electric Cap Corp.  15 0 0
GMAC 202 -17 -15
Goldman Sachs  25 -1 -1
Hertz 181 0 -14
Hewlett Packard 21 0 0
IBM 18 0 0
Lehman Brothers 25 -1 -1
Morgan Stanley  25 -1 -1
Philip Morris 35 0 1
Wal-Mart 10 0 0
Europe
DaimlerChrysler 51 -4 -5
Volkswagen 22 -4 -6
J Sainsbury 20 0 0
Marks & Spencer 35 -1 -1
France Telecom 33 -2 -3
Deutsche Telekom 39 -1 -4
Telecom Italia 52 -1 -4
Vivendi Universal 48 -4 -4
Asia
Amcor 59 0 -1
BHP Billiton  18 0 0
Fujitsu 27 -1 -2
Hutchison Whampoa 31 -2 -2
Mizuho Bank  17 0 0
NEC 34 0 -2
Qantas Airways 43 0 -1
Sony  23 0 -4
Telstra 32 0 0
Toshiba 36 0 0
Australia  2 0 0
China 22 1 0
Japan  4 0 0
Korea 23 0 0
Malaysia  26 0 -2
Philippines 178 -5 -13
Thailand  37 0 -2
North America Current Mid Change On Week Change On Two Weeks
CDX.NA 41 0.5 -0.25
CDX.NA.HY 248.26 7.79 5.31
CDX.EM 136 -7 -14
Europe Current Mid Change On Week Change On Two Weeks
iTraxx Main 30 -0.5 -1.5
iTraxx Crossover 265 -6 -12
iTraxx High Vol 55.25 -1.25 -3.25
iTraxx Sub Financial 22 0 -0.75
Asia Current Mid Change On Week Change On Two Weeks
iTraxx Japan 29.72 -0.53 -0.59
iTraxx Asia 55.7 -0.74 -2.07
iTraxx Australia 28.54 0 -0.15

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