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.
Federated Dept. Stores 40 5 5
Ford  935 55 55
Ford credit 519 19 11
GMAC 292 7 -15
Hertz 231 14 30
Europe
DaimlerChrysler 59 -2 3
Volkswagen 30 -2 2
Marks & Spencer 40 1 3
Telecom Italia 57 2 5
Asia
China 23 0 1
Malaysia  32 -1 3
NEC 33 -1 -1
Philippines 227 -5 9
North America Current Mid Change On Week Change On Two Weeks
CDX.NA 45.13 -0.88 1.63
CDX.NA.HY 265.94 11.44 48.42
CDX.EM 197 10 20
Europe Current Mid Change On Week Change On Two Weeks
iTraxx Main 33.75 -0.75 1.75
iTraxx Crossover 287 4 27
iTraxx High Vol 61 -0.5 4.25
iTraxx Sub Financial 28.5 1 4.25
Asia Current Mid Change On Week Change On Two Weeks
iTraxx Japan 28.18 0.88 1.53
iTraxx Asia 61.12 3.14 6.73
iTraxx Australia 29.1 0 0

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