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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 -1 -1
AOL Time Warner 32 0 -3
Bear Stearns 20 1 1
Citigroup 9 0 0
Disney 14 0 -2
Federated Dept. Stores 42 -1 -7
Ford 518 -25 -49
Ford credit 314 -17 -34
General Electric Cap Corp. 12 0 0
GMAC 122 -13 -25
Goldman Sachs 19 1 1
Hertz 194 3 6
Hewlett Packard 14 0 0
IBM 9 -1 -4
Lehman Brothers 20 1 1
Morgan Stanley 19 1 1
Philip Morris 24 -5 -7
Wal-Mart 8 -1 -1
Europe
British American Tobacco 51 0 2
DaimlerChrysler 24 0 1
Deutsche Telekom 22 5 5
France Telecom 28 1 1
J Sainsbury 29 0 -1
Marks & Spencer 36 2 1
Telecom Italia 58 3 2
Vivendi Universal 52 2 8
Volkswagen 25 2 0
Asia
Amcor 51 0 -4
Australia 12 -2 -3
BHP Billiton 16 -2 -2
China 30 3 0
Fujitsu 12 0 0
Hutchison Whampoa 25 0 0
Japan 32 -1 -2
Korea 19 -2 -2
Malaysia 24 0 -3
Mizuho Bank 28 -1 -1
NEC 2 0 0
Philippines 14 -3 -3
Qantas Airways 4 0 0
Sony 24 1 -1
Telstra 21 1 -1
Thailand 127 -4 -5
Toshiba 32 0 -3
North America Current Mid Change On Week Change On Two Weeks
CDX.NA 34.38 0.25 0.25
CDX.NA.HY 191.28 -3.15 -4.32
CDX.EM 101 0 -11
Europe Current Mid Change On Week Change On Two Weeks
iTraxx Main 25 0.5 1.5
iTraxx Crossover 239 -2.5 -5.5
iTraxx High Vol 48.75 3.5 3.75
iTraxx Sub Financial 15.25 1 0.75
Asia Current Mid Change On Week Change On Two Weeks
iTraxx Japan 22.26 -0.26 -0.6
iTraxx Asia 54.65 0.65 -2.49
iTraxx Australia 25.31 0.05 -2.63
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