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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  38 -3 -6
Bear Stearns  21 0 0
Citigroup  10 0 0
Disney  17 0 0
Federated Dept. Stores 63 6 13
Ford  636 6 -29
Ford credit 353 5 -14
General Electric Cap Corp.  12 0 0
GMAC 161 -8 -24
Goldman Sachs  21 -1 -1
Hertz 176 -3 -6
Hewlett Packard 19 0 0
IBM 15 -2 -3
Lehman Brothers 21 0 0
Morgan Stanley  20 -1 -1
Philip Morris 37 -1 -2
Wal-Mart 10 0 0
Europe
British American Tobacco 56 -5 -7
DaimlerChrysler 25 -2 -1
Deutsche Telekom 18 -1 -1
France Telecom 32 -1 -1
J Sainsbury 35 1 1
Marks & Spencer 42 1 -1
Telecom Italia 69 -1 -4
Vivendi Universal 48 -3 -3
Volkswagen 27 0 0
Asia
Amcor 57 -4 -5
Australia  2 0 0
BHP Billiton  16 0 -1
China 19 0 0
Fujitsu 24 1 0
Hutchison Whampoa 30 -1 -3
Japan  4 0 0
Korea 26 3 3
Malaysia  24 -1 -1
Mizuho Bank  14 0 0
NEC 29 0 -1
Philippines 152 -5 -11
Qantas Airways 37 -1 -1
Sony  25 3 3
Telstra 28 1 -2
Thailand  41 0 -1
Toshiba 35 2 2
North America Current Mid Change On Week Change On Two Weeks
CDX.NA 38.63 -0.38 -1
CDX.NA.HY 214.77 -5.64 -6.26
CDX.EM 128 -3 128
Europe Current Mid Change On Week Change On Two Weeks
iTraxx Main 28.5 -1 -1.25
iTraxx Crossover 269.5 -11 -15
iTraxx High Vol 53.75 -2 -3.5
iTraxx Sub Financial 16.5 -1.5 -1.5
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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