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 0 -2
AOL Time Warner  48 0 -2
Bear Stearns  24 0 -1
Citigroup  12 0 0
Disney  20 0 0
Federated Dept. Stores 35 2 2
Ford  880 -10 -38
Ford credit 508 -2 -17
General Electric Cap Corp.  15 0 0
GMAC 307 -13 -33
Goldman Sachs  24 0 -1
Hertz 201 1 -2
Hewlett Packard 20 0 0
IBM 15 0 0
Lehman Brothers 24 0 -1
Morgan Stanley  23 0 -1
Philip Morris 55 0 1
Wal-Mart 10 1 1
Europe
DaimlerChrysler 57 0 -3
Volkswagen 29 0 -2
J Sainsbury 21 0 0
Marks & Spencer 37 -2 -1
France Telecom 35 -1 -3
Deutsche Telekom 39 0 -2
Telecom Italia 52 0 -2
Vivendi Universal 57 -1 2
Asia
Amcor 50 0 0
British American Tobacco 36 -1 1
Amcor 49 0 -3
BHP Billiton  19 0 -1
Fujitsu 28 1 1
Hutchison Whampoa 36 0 -4
Mizuho Bank  14 0 0
NEC 34 1 0
Qantas Airways 46 0 -2
Sony  28 0 0
Telstra 35 0 -2
Toshiba 33 1 1
Australia  2 0 0
China 22 0 -2
Japan  4 0 0
Korea 23 -1 -2
Malaysia  29 -1 -1
Philippines 219 1 -2
Thailand  40 0 -1
Merrill 23 0 0
Bayer 35 -1 -1
basf 18 -2 -2
CSFB 16 0 0
North America Current Mid Change On Week Change On Two Weeks
CDX.NA 43.5 1.5 0.25
CDX.NA.HY 217.52 1.35 -15.2
CDX.EM 177 35 26
Europe Current Mid Change On Week Change On Two Weeks
iTraxx Main 32 0.25 -1.5
iTraxx Crossover 260 0 -11
iTraxx High Vol 56.75 0.75 -2.25
Asia Current Mid Change On Week Change On Two Weeks
iTraxx Sub Financial 24.25 1.25 0.75
iTraxx Japan 26.65 -0.18 -0.25
iTraxx Asia 54.39 0.34 -0.9
iTraxx Australia 29.1 -0.01 -0.41


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