Five-Year Credit-Default Swap Levels

May 05, 2006 12:00 am

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	Current Mid	Change On Week	Change On Two Weeks
U.S.
American Express	17	-1	-3
AOL Time Warner	37	-5	-10
Bear Stearns	19	-4	-4
Citigroup	12	0	-1
Disney	18	-1	-2
Federated Dept. Stores	27	-7	-7
Ford	925	-25	-5
Ford credit	510	15	40
General Electric Cap Corp.	14	0	-1
GMAC	325	-10	-15
Goldman Sachs	19	-2	-2
Hertz	166	-10	-14
Hewlett Packard	19	0	0
IBM	15	0	0
Lehman Brothers	19	-4	-4
Morgan Stanley	18	-2	-3
Philip Morris	53	1	-1
Wal-Mart	8	0	-2
Europe
DaimlerChrysler	50	-5	-7
Volkswagen	23	-3	-5
J Sainsbury	18	-2	-2
Marks & Spencer	31	-3	-4
France Telecom	32	-4	-5
Deutsche Telekom	31	-5	-5
Telecom Italia	41	-5	-7
Vivendi Universal	38	-7	-14
British American Tobacco	32	-3	-6
Asia
Amcor	48	-1	-1
BHP Billiton	18	-2	-2
Fujitsu	29	0	1
Hutchison Whampoa	32	-3	-4
Mizuho Bank	14	0	0
NEC	34	0	3
Qantas Airways	45	-1	-1
Sony	27	0	0
Telstra	33	-3	-3
Toshiba	32	0	0
Australia	2	0	0
China	21	-1	-1
Japan	4	0	0
Korea	22	1	-1
Malaysia	26	-2	-3
Philippines	168	-13	-5
Thailand	37	0	0
North America	Current Mid	Change On Week	Change On Two Weeks
CDX.NA	35	-1.5	-3.5
CDX.NA.HY	201.93	10.6	-1.78
CDX.EM	90	-5	-10
Europe	Current Mid	Change On Week	Change On Two Weeks
iTraxx Main	26.75	-2.25	-4
iTraxx Crossover	228	-17	-34
iTraxx High Vol	46.25	-3.25	-7.75
Asia	Current Mid	Change On Week	Change On Two Weeks
iTraxx Sub Financial	20.5	-1.5	-2.75
iTraxx Japan	27.67	-0.66	-0.05
iTraxx Asia	49.45	-1.31	-1
iTraxx Australia	27.72	-1.58	-1.57

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