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Derivatives

Five-Year Credit-Default Swap Levels

  Current Mid Change On Week Change On Two Weeks
U.S.
American Express  11 0 0
AOL Time Warner  32 0 -1
Bear Stearns  20 1 -1
Citigroup  9 0 0
Disney  13 0 0
Federated Dept. Stores 50 0 4
Ford  584 61 41
Ford credit 310 35 4
General Electric Cap Corp.  12 0 0
GMAC 122 17 -2
Goldman Sachs  18 -1 -2
Hertz 190 6 -11
Hewlett Packard 12 0 0
IBM 9 0 0
Lehman Brothers 20 1 -1
Morgan Stanley  20 1 0
Philip Morris 25 1 1
Wal-Mart 7 -1 -1
Europe
British American Tobacco 26 0 0
DaimlerChrysler 53 -3 -4
Deutsche Telekom 35 0 -1
France Telecom 28 0 -2
J Sainsbury 25 0 0
Marks & Spencer 28 0 0
Telecom Italia 59 -3 -7
Vivendi Universal 52 2 0
Volkswagen 26 1 -1
Asia
Amcor 52 0 -1
Australia  2 0 0
BHP Billiton  16 0 0
China 12 -2 -2
Fujitsu 17 0 0
Hutchison Whampoa 30 0 -1
Japan  4 0 0
Korea 17 -2 -4
Malaysia  17 0 -2
Mizuho Bank  11 -1 -1
NEC 26 2 2
Philippines 125 1 -5
Qantas Airways 132 5 21
Sony  18 0 -1
Telstra 25 0 0
Thailand  24 -4 -6
Toshiba 32 0 2
North America Current Mid Change On Week Change On Two Weeks
CDX.NA 34.63 0.75 0.5
CDX.NA.HY 152.5 2.73 -8.9
CDX.EM 97 -9 -9
Europe Current Mid Change On Week Change On Two Weeks
iTraxx Main 23.88 -0.63 -1.13
iTraxx Crossover 228.5 -6.5 -15
iTraxx High Vol 46.5 -1 -2.5
iTraxx Sub Financial 15 0.25 -1
Asia Current Mid Change On Week Change On Two Weeks
iTraxx Japan 24.52 0.38 0.57
iTraxx Asia 43.44 -2.6 -9.29
iTraxx Australia 34.5 3.84 4.45
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