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  50 -1 0
Bear Stearns  23 -2 -3
Citigroup  11 0 0
Disney  19 0 0
Federated Dept. Stores 45 0 7
Ford  638 -55 -115
Ford credit 372 -17 -32
General Electric Cap Corp.  15 0 0
GMAC 205 3 -13
Goldman Sachs  23 -2 -3
Hertz 182 1 1
Hewlett Packard 21 -1 -1
IBM 18 0 0
Lehman Brothers 23 -2 -3
Morgan Stanley  23 -2 -3
Philip Morris 35 0 0
Wal-Mart 10 0 0
Europe
DaimlerChrysler 46 -5 -8
Volkswagen 22 -1 -5
J Sainsbury 20 0 0
Marks & Spencer 35 0 -1
France Telecom 33 -1 -3
Deutsche Telekom 39 0 -1
Telecom Italia 51 -1 -2
Vivendi Universal 48 0 -4
Asia
British American Tobacco 32 0 -1
Amcor 59 0 0
BHP Billiton  18 0 0
Fujitsu 27 1 -1
Hutchison Whampoa 32 0 -2
Mizuho Bank  17 1 1
NEC 34 0 0
Qantas Airways 43 0 0
Sony  24 2 1
Telstra 33 0 0
Toshiba 36 0 0
Australia  2 0 0
China 22 0 1
Japan  4 0 0
Korea 24 1 1
Malaysia  26 0 0
Philippines 179 2 -4
Thailand  36 -1 -1
North America Current Mid Change On Week Change On Two Weeks
CDX.NA 39 -2 -1.5
CDX.NA.HY 235.23 -13.03 -5.23
CDX.EM 131 -5 -12
Europe Current Mid Change On Week Change On Two Weeks
iTraxx Main 28.25 -1.75 -2.25
iTraxx Crossover 252 -13 -19
iTraxx High Vol 52 -3.25 -4.5
iTraxx Sub Financial 19.75 -2.25 -2.25
Asia Current Mid Change On Week Change On Two Weeks
iTraxx Japan 29.39 -0.33 -0.86
iTraxx Asia 55.85 0.15 -0.59
iTraxx Australia 28.61 0.07 0.07


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