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 21 2 4
AOL Time Warner 49 3 10
Bear Stearns 25 0 5
Ford 918 18 38
Ford credit 524 7 25
GMAC 340 5 27
Goldman Sachs 25 1 6
Hertz 203 5 38
Lehman Brothers 25 0 6
Morgan Stanley 24 0 5
Europe
DaimlerChrysler 59 1 5
Volkswagen 31 2 5
J Sainsbury 21 1 2
Marks & Spencer 38 3 5
France Telecom 38 0 2
Deutsche Telekom 41 0 4
Telecom Italia 53 3 7
Vivendi Universal 55 -2 8
Asia
BHP Billiton 20 2 3
Fujitsu 27 0 0
Hutchison Whampoa 40 7 9
Mizuho Bank 14 0 0
NEC 34 0 0
Qantas Airways 49 3 3
Sony 28 1 1
Telstra 37 2 2
China 24 2 3
Korea 25 3 4
Malaysia 30 4 5
Philippines 220 51 63
Thailand 41 5 5
North America Current Mid Change On Week Change On Two Weeks
CDX.NA 43.25 1.25 6.25
CDX.NA.HY 232.72 13.08 29.7
CDX.EM 151 38 57
Europe Current Mid Change On Week Change On Two Weeks
iTraxx Main 33.5 2 5
iTraxx Crossover 271 14 38
iTraxx High Vol 59 3.5 9.25
iTraxx Sub Financial 23.5 1.5 3.5
Asia Current Mid Change On Week Change On Two Weeks
iTraxx Japan 26.9 -0.59 -0.14
iTraxx Asia 55.29 6.16 7.6
iTraxx Australia 29.51 1.34 1.72
Source: JPMorgan

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