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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 -1 -1
AOL Time Warner  36 -3 -5
Citigroup  9 -1 -1
Federated Dept. Stores 62 -1 5
Ford  664 28 34
Ford credit 361 8 14
GMAC 159 -2 -10
Goldman Sachs  20 -1 -2
Hertz 166 -10 -13
IBM 15 0 -2
Lehman Brothers 20 -1 -1
Morgan Stanley  19 -1 -2
Philip Morris 36 -1 -2
Europe
British American Tobacco 27 0 0
DaimlerChrysler 57 0 -4
Deutsche Telekom 42 0 1
France Telecom 34 -1 0
J Sainsbury 18 0 -1
Marks & Spencer 31 -1 -2
Telecom Italia 63 -6 -7
Vivendi Universal 49 0 -3
Volkswagen 25 0 -2
Asia
Amcor 56 -2 -5
BHP Billiton  15 -1 -1
China 19 -1 -1
Fujitsu 24 0 1
Hutchison Whampoa 30 0 -1
Korea 27 2 5
Malaysia  23 -1 -2
Philippines 141 -12 -16
Qantas Airways 37 0 -1
Sony  25 0 3
Thailand  39 -2 -2
Toshiba 35 0 2
North America Current Mid Change On Week Change On Two Weeks
CDX.NA 36.38 -2.25 -2.63
CDX.NA.HY 207.58 -7.19 -12.83
CDX.EM 106 -22 -22
Europe Current Mid Change On Week Change On Two Weeks
iTraxx Main 27.5 -1 -2
iTraxx Crossover 259 -10.5 -21.5
iTraxx High Vol 51.75 -2 -4
iTraxx Sub Financial 16.5 0 -1.5
Asia Current Mid Change On Week Change On Two Weeks
iTraxx Japan 25.38 0.44 0.44
iTraxx Asia 58.87 -2.66 -2.66
iTraxx Australia 27.82 -1.67 -1.67
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