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Derivatives

Five-Year Credit-Default Swap Levels

  Current Mid Change On Week Change On Two Weeks
U.S.
American Express  13 0 0
AOL Time Warner  41 -4 -3
Bear Stearns  21 0 0
Citigroup  10 0 0
Disney  17 0 1
Federated Dept. Stores 57 7 18
Ford  630 -34 -54
Ford credit 347 -20 -24
General Electric Cap Corp.  12 0 1
GMAC 168 -17 -20
Goldman Sachs  22 0 0
Hertz 179 -3 3
Hewlett Packard 19 0 0
IBM 16 -1 -1
Lehman Brothers 21 0 0
Morgan Stanley  21 0 0
Philip Morris 38 -1 5
Wal-Mart 10 0 0
Europe
British American Tobacco 61 -2 -3
DaimlerChrysler 27 1 3
Deutsche Telekom 20 0 0
France Telecom 33 0 0
J Sainsbury 34 0 -2
Marks & Spencer 41 -1 -3
Telecom Italia 70 -2 -4
Vivendi Universal 51 0 -3
Volkswagen 27 0 1
Asia
Amcor 61 -1 1
Australia  16 -1 -3
BHP Billiton  23 0 0
China 31 -2 -1
Fujitsu 14 0 0
Hutchison Whampoa 29 -1 -1
Japan  38 0 -2
Korea 22 0 2
Malaysia  28 -2 -5
Mizuho Bank  33 0 0
NEC 2 0 -1
Philippines 19 0 0
Qantas Airways 4 0 0
Sony  23 1 1
Telstra 25 0 -2
Thailand  157 -7 1
Toshiba 41 -1 -6
North America Current Mid Change On Week Change On Two Weeks
CDX.NA 39 -0.62 -1.12
CDX.NA.HY 220.41 -0.62 -3.27
CDX.EM 128 -3 128
Europe Current Mid Change On Week Change On Two Weeks
iTraxx Main 29.5 -0.25 -0.25
iTraxx Crossover 280.5 -4 -0.5
iTraxx High Vol 55.75 -1.5 0
iTraxx Sub Financial 18 0 0
Asia Current Mid Change On Week Change On Two Weeks
iTraxx Japan 24.94 -0.4 -0.59
iTraxx Asia 61.53 -0.27 2.12
iTraxx Australia 29.49 -1.08 -2.57


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