Five-Year Credit-Default Swap Levels November 16, 2005

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Five-Year Credit-Default Swap Levels November 16, 2005

U.S.
  Current  Change  Change On 
Name Mid On Week Fortnight
American Express  22 0 -1
Disney  42 0 0
Ford  920 113 198
Ford credit 528 75 101
GMAC 441 156 176
Hertz 391 26 42
IBM 17 0 0
Lehman Brothers 25 0 0
Wal-Mart 10 -5 -5
Europe
DaimlerChrysler 67 1 -2
Volkswagen 45 2 1
J Sainsbury 63 0 -4
Marks & Spencer 62 0 -6
France Telecom 42 0 -1
Deutsche Telekom 42 0 -1
Telecom Italia 53 1 -1
Vivendi Universal 45 2 -1
British American Tobacco 43 -1 -2
Asia
BHP Billiton  23 -2 -2
Fujitsu 33 0 -3
Qantas Airways 48 0 0
Toshiba 21 0 0
China 21 -1 -1
Japan  5 0 0
Korea 26 -1 -3
Malaysia  29 1 1
Philippines 293 -12 -21
North America
CDX.NA 50.5 1.5 1.5
CDX.NA.HY 296.24 3.41 -0.52
CDX.EM 155 0 0
Europe
iTraxx Main 36.75 0 -0.25
iTraxx Crossover 295 4 -3
iTraxx High Vol 77.75 1.25 0.25
iTraxx Sub Financial 30 -0.25 -1.5
Asia
iTraxx Japan 25.56 -5.58 -3.79
iTraxx Asia 45.78 -0.83 -1.67
iTraxx Australia 31.09 0.03 0.03


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