Five-Year Credit-Default Swap Levels
|
Current Mid |
Change On Week |
Change On Two Weeks |
U.S. |
American Express |
11 |
3 |
3 |
AOL Time Warner |
21 |
0 |
-5 |
Bear Stearns |
32 |
7 |
6 |
Citigroup |
12 |
2 |
4 |
Disney |
7 |
0 |
-3 |
Federated Dept. Stores |
49 |
3 |
2 |
Ford |
492 |
59 |
63 |
Ford credit |
263 |
42 |
43 |
General Electric Cap Corp. |
11 |
0 |
0 |
GMAC |
136 |
35 |
36 |
Goldman Sachs |
32 |
7 |
6 |
Hertz |
143 |
20 |
10 |
Hewlett Packard |
9 |
0 |
-2 |
IBM |
6 |
0 |
-3 |
Lehman Brothers |
33 |
7 |
7 |
Morgan Stanley |
33 |
7 |
6 |
Philip Morris |
22 |
1 |
0 |
Wal-Mart |
6 |
0 |
-1 |
Europe |
British American Tobacco |
22 |
-1 |
-1 |
DaimlerChrysler |
41 |
3 |
-2 |
Deutsche Telekom |
28 |
-1 |
-4 |
France Telecom |
23 |
1 |
1 |
J Sainsbury |
80 |
-6 |
2 |
Marks & Spencer |
39 |
6 |
6 |
Telecom Italia |
50 |
2 |
-6 |
Vivendi Universal |
42 |
-1 |
-3 |
Volkswagen |
21 |
1 |
-1 |
Asia |
Amcor |
49 |
2 |
2 |
Australia |
2 |
0 |
0 |
BHP Billiton |
15 |
2 |
2 |
China |
9 |
0 |
-1 |
Fujitsu |
16 |
0 |
0 |
Hutchison Whampoa |
25 |
3 |
2 |
Japan |
3 |
0 |
0 |
Korea |
17 |
2 |
1 |
Malaysia |
16 |
0 |
0 |
Mizuho Bank |
12 |
0 |
0 |
NEC |
22 |
0 |
-1 |
Philippines |
116 |
7 |
6 |
Qantas Airways |
190 |
17 |
11 |
Sony |
14 |
0 |
-1 |
Telstra |
25 |
2 |
0 |
Thailand |
39 |
5 |
4 |
Toshiba |
27 |
0 |
0 |
|
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North America |
Current Mid |
Change On Week |
Change On Two Weeks |
CDX.NA |
33.5 |
4.13 |
3 |
CDX.NA.HY |
136.07 |
26.6 |
20.64 |
CDX.EM |
93 |
0 |
0 |
Europe |
Current Mid |
Change On Week |
Change On Two Weeks |
iTraxx Main |
23 |
1.13 |
0.25 |
iTraxx Crossover |
211 |
37 |
27 |
iTraxx High Vol |
44.25 |
2.75 |
0.5 |
iTraxx Sub Financial |
12.5 |
-1 |
-1.25 |
Asia |
Current Mid |
Change On Week |
Change On Two Weeks |
iTraxx Japan |
21.38 |
1.14 |
1.15 |
iTraxx Asia |
43.44 |
2.75 |
2.41 |
iTraxx Australia |
36.88 |
2.35 |
1.01 |