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  18 -1 -1
AOL Time Warner  44 -6 -8
Bear Stearns  23 -3 -5
Citigroup  13 0 0
Disney  20 -1 -1
Federated Dept. Stores 42 0 2
Ford  875 -90 -60
Ford credit 481 -42 -38
General Electric Cap Corp.  17 0 1
GMAC 253 -42 -39
Goldman Sachs  23 -3 -5
Hertz 220 -25 -10
Hewlett Packard 21 0 -1
IBM 14 0 -1
Lehman Brothers 23 -3 -3
Morgan Stanley  23 -3 -5
Philip Morris 53 -1 -2
Wal-Mart 10 0 0
Europe
DaimlerChrysler 57 -5 -3
Volkswagen 31 -2 0
J Sainsbury 19 -1 -1
Marks & Spencer 35 -2 -5
France Telecom 37 -2 1
Deutsche Telekom 42 -2 1
Telecom Italia 54 -5 -3
Vivendi Universal 54 -2 -5
British American Tobacco 35 -1 -1
Asia
Amcor 58 -1 9
BHP Billiton  18 -3 -1
Fujitsu 29 -1 1
Hutchison Whampoa 37 -2 0
Mizuho Bank  17 0 2
NEC 35 -2 2
Qantas Airways 46 -3 -1
Sony  28 -2 0
Telstra 32 -3 -3
Toshiba 35 0 2
Australia  2 0 0
China 24 -2 1
Japan  4 0 0
Korea 26 -1 1
Malaysia  32 -3 0
Philippines 224 -23 -3
Thailand  44 0 2
North America Current Mid Change On Week Change On Two Weeks
CDX.NA 40.75 -3.25 -4.38
CDX.NA.HY 236.17 -25 -29.77
CDX.EM 195 -10 -2
Europe Current Mid Change On Week Change On Two Weeks
iTraxx Main 30.75 -2.5 -3
iTraxx Crossover 270 -26 -17
iTraxx High Vol 55.75 -5.75 -5.25
iTraxx Sub Financial 24.25 -2.75 -4.25
Asia Current Mid Change On Week Change On Two Weeks
iTraxx Japan 31.3 1.06 3.12
iTraxx Asia 61.71 -1.26 0.59
iTraxx Australia 29.18 -1.19 0.08

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