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 |
