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 |