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Derivatives

Five-Year Credit-Default Swap Levels

  Current  Change  Change On 
  Mid On Week Two Weeks
U.S.
American Express  8 0 0
AOL Time Warner  21 -5 -7
Bear Stearns  25 -1 3
Citigroup  10 2 2
Disney  7 -3 -4
Federated Dept. Stores 46 -1 -3
Ford  433 4 -3
Ford credit 221 0 0
General Electric Cap Corp.  11 0 0
GMAC 101 1 6
Goldman Sachs  25 0 4
Hertz 123 -10 -29
Hewlett Packard 9 -2 -2
IBM 6 -3 -3
Lehman Brothers 26 0 3
Morgan Stanley  26 0 3
Philip Morris 21 -1 -1
Wal-Mart 6 -1 -1
Europe
British American Tobacco 23 0 -1
DaimlerChrysler 38 -5 -9
Deutsche Telekom 29 -3 -4
France Telecom 22 0 0
J Sainsbury 86 7 -3
Marks & Spencer 32 0 3
Telecom Italia 47 -8 -11
Vivendi Universal 42 -2 -2
Volkswagen 20 -1 -1
Asia
Amcor 46 0 0
Australia  2 0 0
BHP Billiton  13 0 -1
China 9 -1 -1
Fujitsu 16 0 0
Hutchison Whampoa 22 -1 -2
Japan  3 0 0
Korea 15 -1 -2
Malaysia  16 0 0
Mizuho Bank  11 0 0
NEC 22 -1 -1
Philippines 109 -1 1
Qantas Airways 173 -6 -14
Sony  14 -1 -1
Telstra 24 -2 -2
Thailand  34 -1 -3
Toshiba 27 0 -1
North America Current Mid Change On Week Change On Two Weeks
CDX.NA 29.38 -1.13 -0.75
CDX.NA.HY 109.47 -5.96 -7.42
CDX.EM 93 0 -1
Europe Current Mid Change On Week Change On Two Weeks
iTraxx Main 21.88 -0.88 -0.63
iTraxx Crossover 174 -10 -11.5
iTraxx High Vol 41.5 -2.25 -2
iTraxx Sub Financial 13.5 -0.25 -0.5
Asia Current Mid Change On Week Change On Two Weeks
iTraxx Japan 20.24 0.01 -0.15
iTraxx Asia 40.69 -0.34 0.27
iTraxx Australia 34.53 -1.34 -2.37


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