Five-Year Credit-Default Swap Levels January 11, 2006

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Five-Year Credit-Default Swap Levels January 11, 2006

U.S.      
  Current  Change  Change On 
Name Mid On Week Fortnight
American Express  21 2 2
Bear Stearns  24 1 2
Citigroup  13 1 1
Ford credit 480 -71 -101
General Electric Cap Corp.  18 1 1
GMAC 370 -65 -109
Goldman Sachs  22 1 1
Hertz 270 -24 -44
Lehman Brothers 24 1 2
Morgan Stanley  22 1 1
Philip Morris 63 2 2
Europe      
  Current  Change Change On 
Name Mid On Week Fortnight
DaimlerChrysler 66 -3 -4
Volkswagen 41 0 -2
J Sainsbury 54 0 0
Marks & Spencer 46 -3 -5
France Telecom 44 -1 -4
Deutsche Telekom 44 -1 -4
Telecom Italia 53 -4 -5
Vivendi Universal 42 -2 -2
British American Tobacco 34 0 0
Asia      
  Current  Change Change On 
Name Mid On Week Fortnight
BHP Billiton  21 1 1
Fujitsu 27 -2 -3
Mizuho Bank  15 -1 -2
NEC 32 -1 -1
Sony  31 -3 -3
Telstra 33 1 1
China 18 0 -1
Malaysia  24 -2 -1
Philippines 228 -17 -33
Thailand  32 -4 -7
North America Current Mid Change On Week Change On Fortnight
CDX.NA 45.25 0.25 -0.75
CDX.NA.HY 232.17 -18.59 -17.18
CDX.EM 152 0 0
Europe Current Mid Change On Week Change On Fortnight
iTraxx Main 36.25 0.5 -0.5
iTraxx Crossover 265 -4 -14
iTraxx High Vol 74.25 0.5 -1
iTraxx Sub Financial 22.5 -3.25 -4
Asia Current Mid Change On Week Change On Fortnight
iTraxx Japan 24.26 -1.13 -1.13
iTraxx Asia 37.54 -2.33 -2.98
iTraxx Australia 29.04 -0.15 -0.15

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