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Derivatives

Five-Year Credit-Default Swap Levels

  Current Mid Change On Week Change On Two Weeks
U.S.
American Express  12 0 0
AOL Time Warner  35 -1 -1
Bear Stearns  19 -2 -2
Citigroup  9 0 0
Disney  15 0 -1
Federated Dept. Stores 49 -7 -13
Ford  567 -60 -96
Ford credit 347 -16 -13
General Electric Cap Corp.  12 0 0
GMAC 147 -9 -12
Goldman Sachs  18 -3 -3
Hertz 188 17 21
Hewlett Packard 14 -2 -6
IBM 13 0 -2
Lehman Brothers 19 -2 -2
Morgan Stanley  18 -2 -2
Philip Morris 30 -2 -6
Wal-Mart 9 -1 -1
Europe
British American Tobacco 25 -2 -2
DaimlerChrysler 50 -5 -7
Deutsche Telekom 34 -7 -8
France Telecom 29 -4 -5
J Sainsbury 17 -2 -2
Marks & Spencer 26 -5 -5
Telecom Italia 56 -7 -7
Vivendi Universal 44 -7 -5
Volkswagen 22 -3 -3
Asia
Amcor 55 0 -1
Fujitsu 18 -4 -6
Korea 25 -1 -2
Malaysia  22 -1 -1
Mizuho Bank  12 -1 -2
NEC 25 -2 -3
Philippines 132 -7 -9
Qantas Airways 34 -3 -3
Sony  21 -4 -4
Telstra 26 0 -2
Thailand  35 -3 -5
Toshiba 29 -6 -5
North America Current Mid Change On Week Change On Two Weeks
CDX.NA 34.13 -0.75 -2.25
CDX.NA.HY 195.6 -4.61 -11.98
CDX.EM 112 4 6
Europe Current Mid Change On Week Change On Two Weeks
iTraxx Main 23.5 -3 -4
iTraxx Crossover 244.5 -13.5 -14.5
iTraxx High Vol 45 -5.75 -6.75
iTraxx Sub Financial 14.5 -1.5 -2
Asia Current Mid Change On Week Change On Two Weeks
iTraxx Japan 22.86 -2.62 -2.52
iTraxx Asia 57.14 -1.54 -1.73
iTraxx Australia 27.94 0.42 0.12
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