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Derivatives

Five-Year Credit-Default Swap Levels

  Current Mid Change On Week Change On Two Weeks
U.S.
American Express  8 0 0
AOL Time Warner  27 0 0
Bear Stearns  22 0 1
Citigroup  8 0 1
Disney  11 0 0
Federated Dept. Stores 49 -2 2
Ford  436 -30 -28
Ford credit 221 -22 -14
General Electric Cap Corp.  11 0 1
GMAC 95 -5 0
Goldman Sachs  22 0 0
Hertz 152 -8 -8
Hewlett Packard 11 0 0
IBM 9 0 0
Lehman Brothers 23 0 1
Morgan Stanley  24 0 0
Philip Morris 22 2 1
Wal-Mart 7 0 0
Europe
British American Tobacco 23 0 0
DaimlerChrysler 46 -3 -5
Deutsche Telekom 32 0 1
France Telecom 22 -1 -1
J Sainsbury 89 62 65
Marks & Spencer 29 3 3
Telecom Italia 58 -1 1
Vivendi Universal 44 -1 -3
Volkswagen 22 -2 -2
Asia
Amcor 46 -2 0
Australia  2 0 0
BHP Billiton  14 1 1
China 10 0 0
Fujitsu 16 0 0
Hutchison Whampoa 24 0 0
Japan  3 0 0
Korea 18 0 1
Malaysia  17 -1 1
Mizuho Bank  11 0 0
NEC 23 0 0
Philippines 108 -11 -6
Qantas Airways 187 -2 4
Sony  15 0 0
Telstra 26 0 1
Thailand  37 0 -1
Toshiba 28 0 -1
North America Current Mid Change On Week Change On Two Weeks
CDX.NA 30.13 -1 -0.5
CDX.NA.HY 116.88 -10.19 -4.97
CDX.EM 94 -9 -6
Europe Current Mid Change On Week Change On Two Weeks
iTraxx Main 22.5 -0.75 -0.13
iTraxx Crossover 185.5 -16.5 -9
iTraxx High Vol 43.5 -1.75 -1
iTraxx Sub Financial 14 -1 -1
Asia Current Mid Change On Week Change On Two Weeks
iTraxx Japan 20.39 -1.28 -0.84
iTraxx Asia 40.42 -1.42 -0.29
iTraxx Australia 36.9 -0.55 -0.17


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