Five-Year Credit-Default Swap Levels
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Derivatives

Five-Year Credit-Default Swap Levels

  Current  Change  Change On 
  Mid On Week Two Weeks
U.S.
American Express  11 0 3
AOL Time Warner  30 9 9
Bear Stearns  36 4 11
Citigroup  11 -1 1
Disney  9 2 2
Federated Dept. Stores 46 -4 -1
Ford  578 86 146
Ford credit 309 46 88
General Electric Cap Corp.  13 2 2
GMAC 170 33 68
Goldman Sachs  32 0 7
Hertz 169 25 46
Hewlett Packard 9 0 0
IBM 6 0 0
Lehman Brothers 36 3 10
Morgan Stanley  32 -1 6
Philip Morris 27 5 6
Wal-Mart 6 0 0
Europe
British American Tobacco 22 0 -1
DaimlerChrysler 41 0 3
Deutsche Telekom 27 -1 -2
France Telecom 23 0 1
J Sainsbury 99 19 13
Marks & Spencer 36 -3 3
Telecom Italia 52 2 4
Vivendi Universal 46 4 3
Volkswagen 21 0 1
Asia
Amcor 49 0 2
Australia  2 0 0
BHP Billiton  14 -1 1
China 12 3 3
Fujitsu 16 0 0
Hutchison Whampoa 26 1 4
Japan  3 0 0
Korea 19 2 4
Malaysia  19 3 3
Mizuho Bank  12 0 0
NEC 22 0 0
Philippines 133 17 24
Qantas Airways 218 27 45
Sony  14 0 0
Telstra 24 -1 0
Thailand  45 6 11
Toshiba 27 0 0
North America Current Mid Change On Week Change On Two Weeks
CDX.NA.HY 270 12 56
CDX.EM 93 0 0
Europe Current Mid Change On Week Change On Two Weeks
iTraxx Main 23.38 0.38 1.5
iTraxx Crossover 220 9 46
iTraxx High Vol 46 1.75 4.5
iTraxx Sub Financial 13.5 1 0
Asia Current Mid Change On Week Change On Two Weeks
iTraxx Japan 21.63 0.25 1.39
iTraxx Asia 46.56 3.12 5.87
iTraxx Australia 36.84 -0.04 2.31
This data is updated every Wednesday.
Source: JPMorgan


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