Five-Year Credit-Default Swap Levels March 8, 2006

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Five-Year Credit-Default Swap Levels March 8, 2006

U.S.
Name Current Mid Change On Week Change On Two Weeks
American Express  19 0 -1
AOL Time Warner  52 4 4
Citigroup  12 0 -2
Disney  26 0 0
Federated Dept. Stores 33 -2 -4
Ford  945 20 75
Ford credit 520 0 35
GMAC 470 -25 10
Hertz 244 11 11
Hewlett Packard 17 0 0
IBM 14 0 -1
Lehman Brothers 23 0 0
Morgan Stanley  21 0 0
Philip Morris 60 0 0
Wal-Mart 10 0 0
Europe
Name Current Mid Change On Week Change On Two Weeks
DaimlerChrysler 60 -2 -2
Volkswagen 33 -1 -2
J Sainsbury 29 0 -25
Marks & Spencer 41 -1 -7
France Telecom 45 -1 -5
Deutsche Telekom 43 -1 -5
Telecom Italia 54 1 -3
Vivendi Universal 42 0 -2
Asia
Name Current Mid Change On Week Change On Two Weeks
British American Tobacco 40 3 5
Amcor 51 0 -8
Fujitsu 29 1 0
Hutchison Whampoa 38 2 2
Qantas Airways 46 0 -2
Sony  28 3 3
Telstra 36 1 -1
Toshiba 32 3 2
China 18 0 0
Korea 22 0 0
Malaysia  25 1 1
Philippines 198 8 2
Thailand  40 2 5
North America Current Mid Change On Week Change On Two Weeks
CDX.NA 42.13 -0.13 -1.13
CDX.NA.HY 250.84 1.18 2.46
CDX.EM 118 22 13
Europe Current Mid Change On Week Change On Two Weeks
iTraxx Main 35.25 -0.25 -0.5
iTraxx Crossover 258 4 -4
iTraxx High Vol 70.75 -1.25 -2.5
iTraxx Sub Financial 22.25 2.5 1.75
Asia Current Mid Change On Week Change On Two Weeks
iTraxx Japan 25.3 0.47 -0.97
iTraxx Asia 37.89 0.88 0.71
iTraxx Australia 29.79 0.13 -0.81

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