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  19 -2 0
Citigroup  12 0 0
Federated Dept. Stores 32 0 0
Lehman Brothers 24 -1 -1
Morgan Stanley  23 -1 -1
Europe
DaimlerChrysler 56 -3 -2
France Telecom 36 -2 -2
Deutsche Telekom 39 -2 -2
Telecom Italia 52 -2 1
Vivendi Universal 58 3 1
Asia
Sony  28 0 1
China 22 -2 0
Korea 24 -1 2
Malaysia  30 0 4
Thailand  40 -1 4
North America Current Mid Change On Week Change On Two Weeks
CDX.NA 42 -1.25 0
CDX.NA.HY 216.16 -16.55 -3.47
CDX.EM 142 -9 29
Europe Current Mid Change On Week Change On Two Weeks
iTraxx Main 31.75 -1.75 0.25
iTraxx Crossover 260 -11 3
iTraxx High Vol 56 -3 0.5
Asia Current Mid Change On Week Change On Two Weeks
iTraxx Sub Financial 23 -0.5 1
iTraxx Japan 26.83 -0.07 -0.66
iTraxx Asia 54.05 -1.24 4.92
iTraxx Australia 29.11 -0.4 0.94

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