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 -2 -2
AOL Time Warner  50 0 3
Bear Stearns  26 0 2
Citigroup  12 -1 -1
Disney  18 0 -2
Federated Dept. Stores 38 0 -3
Ford  813 -116 -52
Ford credit 428 -70 -48
General Electric Cap Corp.  15 0 0
GMAC 216 -37 -40
Goldman Sachs  25 0 2
Hertz 195 0 -22
Hewlett Packard 21 0 0
IBM 18 0 3
Lehman Brothers 25 0 2
Morgan Stanley  25 0 2
Philip Morris 34 -1 -6
Europe
DaimlerChrysler 56 -2 0
Volkswagen 28 -2 -3
J Sainsbury 20 0 0
Marks & Spencer 36 -1 -1
France Telecom 36 2 2
Deutsche Telekom 43 2 1
Telecom Italia 56 2 1
Vivendi Universal 52 -1 -1
British American Tobacco 33 0 0
Asia
Amcor 60 2 3
BHP Billiton  18 0 0
Fujitsu 29 -1 -1
Hutchison Whampoa 33 -2 -4
Mizuho Bank  17 0 0
NEC 36 0 -1
Qantas Airways 44 -2 -1
Sony  26 -1 -2
Telstra 32 1 1
Toshiba 36 0 0
Australia  2 0 0
China 22 0 0
Japan  4 0 0
Korea 23 -1 -2
Malaysia  28 -3 -4
Philippines 190 -26 -17
Thailand  38 -3 -5
North America Current Mid Change On Week Change On Two Weeks
CDX.NA 41.25 0.75 -0.25
CDX.NA.HY 242.95 -0.48 -5.05
CDX.EM 150 -28 -27
Europe Current Mid Change On Week Change On Two Weeks
iTraxx Main 31.5 0.25 0.75
iTraxx Crossover 277 1 4
iTraxx High Vol 58.5 1.5 3.25
iTraxx Sub Financial 22.75 0.25 0
Asia Current Mid Change On Week Change On Two Weeks
iTraxx Japan 30.31 -0.31 -1.37
iTraxx Asia 57.77 -1.89 -2.2
iTraxx Australia 28.69 -0.19 -0.14


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