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 |
