Five-Year Credit-Default Swap Levels March 1, 2006

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Five-Year Credit-Default Swap Levels March 1, 2006

U.S.      
  Current  Change  Change On 
Name Mid On Week Two Weeks
American Express  19 -1 -1
AOL Time Warner  48 0 -9
Bear Stearns  23 0 0
Citigroup  12 -2 -2
Disney  26 0 -1
Federated Dept. Stores 34 -2 -2
Ford  925 55 40
Ford credit 520 35 30
General Electric Cap Corp.  15 -1 -2
GMAC 495 35 55
Goldman Sachs  21 0 0
Hertz 233 0 -15
Hewlett Packard 17 0 -3
IBM 14 -1 -4
Lehman Brothers 23 0 0
Morgan Stanley  21 0 0
Philip Morris 60 0 0
Wal-Mart 10 0 0
Europe      
  Current  Change Change On 
Name Mid On Week Two Weeks
DaimlerChrysler 61 0 -3
Volkswagen 34 -1 -1
J Sainsbury 29 -25 -27
Marks & Spencer 42 -6 -6
France Telecom 46 -4 -5
Deutsche Telekom 44 -4 -5
Telecom Italia 53 -4 -4
Vivendi Universal 42 -2 -1
Asia      
  Current  Change Change On 
Name Mid On Week Two Weeks
British American Tobacco 37 2 -1
Amcor 51 -8 -8
BHP Billiton  21 0 0
Fujitsu 28 -1 0
Hutchison Whampoa 36 0 1
Mizuho Bank  16 1 1
NEC 31 -1 -1
Qantas Airways 46 -2 -2
Sony  25 0 -1
Telstra 35 -2 -2
Toshiba 29 -1 1
Australia  2 0 0
China 18 0 1
Japan  4 0 0
Korea 22 0 0
Malaysia  24 0 0
Philippines 190 -6 -10
Thailand  38 3 3
North America Current Mid Change On Week Change On Two Weeks
CDX.NA 42.25 -1 -2.25
CDX.NA.HY 249.66 1.28 0.81
CDX.EM 96 -9 -36
Europe Current Mid Change On Week Change On Two Weeks
iTraxx Main 35.5 -0.25 -1.25
iTraxx Crossover 254 -8 -14.5
iTraxx High Vol 72 -1.25 -4
iTraxx Sub Financial 19.75 -0.75 -2
Asia Current Mid Change On Week Change On Two Weeks
iTraxx Japan 24.83 -1.44 -0.92
iTraxx Asia 37.01 -0.17 -0.19
iTraxx Australia 29.66 -0.94 -0.94


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