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

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

U.S.
Name Current Mid Change On Week Change On Two Weeks
AOL Time Warner  60 0 -3
Bear Stearns  24 -1 -1
Citigroup  14 0 1
Disney  30 -4 -6
Ford  770 -125 -190
Ford credit 430 -75 -100
GMAC 310 -90 -125
Goldman Sachs  22 -1 -1
Hertz 247 -27 -46
Lehman Brothers 23 -1 -1
Morgan Stanley  22 -1 -1
Wal-Mart 10 0 0
Europe
Name Current Mid Change On Week Change On Two Weeks
DaimlerChrysler 61 -3 -5
Volkswagen 37 -4 -4
J Sainsbury 48 -4 -6
Marks & Spencer 40 -2 -6
France Telecom 45 -1 -4
Deutsche Telekom 44 -2 -5
Telecom Italia 53 -2 -5
Vivendi Universal 39 -4 -7
British American Tobacco 31 0 -3
Asia
Name Current Mid Change On Week Change On Two Weeks
Fujitsu 28 -2 -4
Qantas Airways 45 -2 -3
Sony  26 -4 -8
Telstra 34 -1 -1
Toshiba 25 -1 4
Korea 22 -1 -3
Malaysia  22 -1 -3
Philippines 222 -10 -28
Thailand  30 -2 -5
North America Current Mid Change On Week Change On Two Weeks
CDX.NA 44.13 -2.38 -2.13
CDX.NA.HY 240.97 2.49 -7.05
CDX.EM 128 0 -24
Europe Current Mid Change On Week Change On Two Weeks
iTraxx Main 35.5 -0.5 -2.5
iTraxx Crossover 267 -2 -7
iTraxx High Vol 73.5 -1.5 -4.25
iTraxx Sub Financial 23.5 -0.5 -0.5
Asia Current Mid Change On Week Change On Two Weeks
iTraxx Japan 23.4 0.19 -1.91
iTraxx Asia 37.9 -0.83 -2.49
iTraxx Australia 30.4 -0.63 -0.35


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