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  17 0 -1
AOL Time Warner  47 3 -3
Bear Stearns  23 0 -3
Ford  864 -11 -101
Ford credit 476 -5 -47
GMAC 256 3 -39
Hertz 217 -3 -29
Lehman Brothers 23 0 -3
Philip Morris 40 -13 -14
Europe
DaimlerChrysler 56 -1 -6
Volkswagen 31 0 -2
J Sainsbury 19 0 -1
Marks & Spencer 37 2 0
France Telecom 34 -3 -5
Deutsche Telekom 42 0 -2
Telecom Italia 54 0 -5
Vivendi Universal 53 -1 -3
British American Tobacco 33 -2 -3
Asia
Amcor 56 -2 -3
BHP Billiton  18 0 -3
China 22 -2 -4
Hutchison Whampoa 37 0 -3
Malaysia  32 0 -3
Philippines 207 -17 -40
Qantas Airways 45 -1 -4
Telstra 31 -1 -4
Toshiba 37 2 2
North America Current Mid Change On Week Change On Two Weeks
CDX.NA 41.5 0.75 -2.5
CDX.NA.HY 247.99 11.83 -13.18
CDX.EM 177 -18 -28
Europe Current Mid Change On Week Change On Two Weeks
iTraxx Main 30.75 0 -2.5
iTraxx Crossover 273 3 -23
iTraxx High Vol 55.25 -0.5 -6.25
iTraxx Sub Financial 22.75 -1.5 -4.25
Asia Current Mid Change On Week Change On Two Weeks
iTraxx Japan 31.68 0.38 1.44
iTraxx Asia 59.97 -1.74 -3
iTraxx Australia 28.83 -0.35 -1.54


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