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  18 -2 -2
Ford  950 20 5
Ford credit 495 25 10
GMAC 335 -5 -25
Morgan Stanley  20 -1 -2
Europe
British American Tobacco 35 -3 -5
Marks & Spencer 34 -1 -2
Telecom Italia 46 -3 -3
Volkswagen 26 -2 -3
Asia
Amcor 50 0 0
Malaysia  27 -1 -2
NEC 34 3 3
Philippines 181 8 -8
North America Current Mid Change On Week Change On Two Weeks
CDX.NA 36.5 -2 -3
CDX.NA.HY 191.33 -12.37 -20.48
CDX.EM 95 -5 -20
Europe Current Mid Change On Week Change On Two Weeks
iTraxx Main 29 -1.75 -2.75
iTraxx Crossover 245 -17 -25
iTraxx High Vol 49.5 -4.5 -6.75
Asia Current Mid Change On Week Change On Two Weeks
iTraxx Sub Financial 22 -1.25 -2
iTraxx Japan 28.33 0.61 3.12
iTraxx Asia 50.76 0.31 -1.6
iTraxx Australia 29.3 0.01 0.01


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