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 0
AOL Time Warner  50 3 6
Bear Stearns  25 2 2
Citigroup  13 0 0
Disney  18 -2 -2
Federated Dept. Stores 38 -3 -5
Ford  929 64 54
Ford credit 498 22 17
General Electric Cap Corp.  16 0 -1
GMAC 253 -3 0
Goldman Sachs  25 2 2
Hertz 195 -22 -25
Hewlett Packard 21 0 0
IBM 17 3 3
Lehman Brothers 25 2 2
Morgan Stanley  25 2 2
Philip Morris 35 -5 -18
Wal-Mart 10 0 0
Europe
DaimlerChrysler 58 2 1
Volkswagen 30 -1 -1
J Sainsbury 19 0 0
Marks & Spencer 37 0 2
France Telecom 35 1 -2
Deutsche Telekom 41 -1 -1
Telecom Italia 54 -1 -1
Vivendi Universal 53 0 -1
British American Tobacco 33 0 -2
Asia
Amcor 58 1 0
BHP Billiton  18 0 0
Fujitsu 29 0 0
Hutchison Whampoa 35 -1 -2
Mizuho Bank  17 0 0
NEC 36 -1 1
Qantas Airways 46 1 0
Sony  27 -1 -1
Telstra 31 0 -1
Toshiba 36 0 2
Australia  2 0 0
China 22 0 -2
Japan  4 0 0
Korea 25 0 -1
Malaysia  32 0 0
Philippines 217 9 -7
Thailand  41 -2 -3
North America Current Mid Change On Week Change On Two Weeks
CDX.NA 40.5 -1 -0.25
CDX.NA.HY 243.42 -4.57 7.25
CDX.EM 178 1 -17
Europe Current Mid Change On Week Change On Two Weeks
iTraxx Main 31.25 0.5 0.5
iTraxx Crossover 276 3 6
iTraxx High Vol 57 1.75 1.25
iTraxx Sub Financial 22.5 -0.25 -1.75
Asia Current Mid Change On Week Change On Two Weeks
iTraxx Japan 30.62 -1.06 -0.68
iTraxx Asia 59.66 -0.31 -2.05
iTraxx Australia 28.88 0.05 -0.3


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