Five-Year Credit-Default Swap Levels March 29, 2006

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Five-Year Credit-Default Swap Levels March 29, 2006

 

U.S.      
  Current  Change  Change On 
Name Mid On Week Two Weeks
American Express  19 0 0
AOL Time Warner  50 5 3
Bear Stearns  22 0 -1
Disney  22 -1 -3
Federated Dept. Stores 31 0 -2
Ford  899 15 -16
Ford credit 485 10 -5
GMAC 440 20 35
Goldman Sachs  19 -1 -2
Hertz 218 0 -12
IBM 14 0 -1
Lehman Brothers 22 0 -1
Philip Morris 55 0 -2
Europe      
  Current  Change Change On 
Name Mid On Week Two Weeks
DaimlerChrysler 55 -1 -3
Volkswagen 32 -1 -2
J Sainsbury 18 2 -12
Marks & Spencer 39 -2 -3
France Telecom 39 -4 -5
Deutsche Telekom 38 -3 -4
Telecom Italia 48 -3 -4
Vivendi Universal 60 6 15
Asia      
  Current  Change Change On 
Name Mid On Week Two Weeks
British American Tobacco 42 1 2
Amcor 49 0 -1
Hutchison Whampoa 38 0 -1
Mizuho Bank  15 0 -2
Telstra 35 -1 -1
Toshiba 34 1 1
China 21 0 2
Korea 23 0 1
Malaysia  28 0 2
Thailand  43 -1 1
North America Current Mid Change On Week Change On Two Weeks
CDX.NA 42 2.75 2.25
CDX.NA.HY 331 29.61 14.96
CDX.EM 116 6 12
Europe Current Mid Change On Week Change On Two Weeks
iTraxx Main 33.75 -1.75 -0.75
iTraxx Crossover 267 -18 17
iTraxx High Vol 61.5 -2.75 -7
iTraxx Sub Financial 26.5 2.25 4.75
Asia Current Mid Change On Week Change On Two Weeks
iTraxx Japan 26.71 0.07 1
iTraxx Asia 51.19 0.55 12.93
iTraxx Australia 29.2 -0.32 -0.37


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