Five-Year Credit-Default Swap Levels March 15, 2006

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Five-Year Credit-Default Swap Levels March 15, 2006

U.S.
Name Current Mid Change On Week Change On Two Weeks
American Express  21 -1 1
American Express  19 0 0
AOL Time Warner  47 -5 -1
Bear Stearns  23 0 0
Citigroup  13 1 1
Disney  25 -1 -1
Federated Dept. Stores 33 0 -2
Ford  915 -30 -10
Ford credit 490 -30 -30
General Electric Cap Corp.  15 0 0
GMAC 405 -65 -90
Goldman Sachs  21 0 0
Hertz 230 -14 -3
Hewlett Packard 17 0 0
IBM 15 1 1
Lehman Brothers 23 0 0
Morgan Stanley  21 0 0
Philip Morris 57 -3 -3
Wal-Mart 10 0 0
Europe
Name Current Mid Change On Week Change On Two Weeks
DaimlerChrysler 59 -1 -2
Volkswagen 34 1 0
J Sainsbury 30 1 1
Marks & Spencer 42 1 0
France Telecom 44 -1 -2
Deutsche Telekom 42 -1 -2
Telecom Italia 52 -2 -1
Vivendi Universal 45 3 3
Asia
Name Current Mid Change On Week Change On Two Weeks
British American Tobacco 41 1 4
Amcor 50 -1 -1
BHP Billiton  20 -1 -1
Fujitsu 29 0 1
Hutchison Whampoa 39 1 3
Mizuho Bank  16 1 0
NEC 33 1 2
Qantas Airways 46 0 0
Sony  28 0 3
Telstra 36 0 1
Toshiba 33 1 4
Australia  2 0 0
China 18 1 1
Japan  4 0 0
Korea 22 0 0
Malaysia  26 1 2
Philippines 192 -6 2
Thailand  42 2 4
North America Current Mid Change On Week Change On Two Weeks
CDX.NA 39.75 -2.38 -2.5
CDX.NA.HY 241.04 -9.8 -8.62
CDX.EM 104 -14 8
Europe Current Mid Change On Week Change On Two Weeks
iTraxx Main 34.5 -0.75 -1
iTraxx Crossover 250 -8 -4
iTraxx High Vol 68.5 -2.25 -3.5
iTraxx Sub Financial 21.75 -0.5 2
Asia Current Mid Change On Week Change On Two Weeks
iTraxx Japan 25.71 0.41 0.88
iTraxx Asia 38.26 0.37 1.25
iTraxx Australia 29.57 -0.22 -0.09


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