Five-Year Credit-Default Swap Levels
| |
Current Mid |
Change On Week |
Change On Two Weeks |
| U.S. |
| American Express |
18 |
-1 |
-1 |
| AOL Time Warner |
50 |
-2 |
1 |
| Bear Stearns |
26 |
-2 |
-2 |
| Citigroup |
13 |
0 |
0 |
| Disney |
21 |
0 |
1 |
| Federated Dept. Stores |
42 |
2 |
7 |
| Ford |
965 |
30 |
85 |
| Ford credit |
523 |
4 |
23 |
| General Electric Cap Corp. |
17 |
1 |
2 |
| GMAC |
295 |
3 |
11 |
| Goldman Sachs |
26 |
-2 |
-2 |
| Hertz |
245 |
15 |
29 |
| Hewlett Packard |
21 |
-1 |
-1 |
| IBM |
14 |
-1 |
-1 |
| Lehman Brothers |
26 |
0 |
0 |
| Morgan Stanley |
26 |
-2 |
-2 |
| Philip Morris |
54 |
-1 |
-4 |
| Wal-Mart |
10 |
0 |
0 |
| Europe |
| DaimlerChrysler |
61 |
2 |
1 |
| Volkswagen |
32 |
2 |
1 |
| J Sainsbury |
20 |
0 |
-1 |
| Marks & Spencer |
37 |
-3 |
-2 |
| France Telecom |
39 |
4 |
3 |
| Deutsche Telekom |
44 |
3 |
5 |
| Telecom Italia |
59 |
2 |
4 |
| Vivendi Universal |
55 |
-3 |
-2 |
| British American Tobacco |
36 |
0 |
0 |
| Asia |
| Amcor |
50 |
0 |
0 |
| Hutchison Whampoa |
35 |
-1 |
-3 |
| Malaysia |
27 |
-1 |
-2 |
| NEC |
34 |
3 |
3 |
| Philippines |
181 |
8 |
-8 |
| Thailand |
37 |
1 |
-1 |
| Amcor |
59 |
10 |
10 |
| BHP Billiton |
20 |
2 |
2 |
| Fujitsu |
30 |
2 |
1 |
| Hutchison Whampoa |
39 |
2 |
-1 |
| Mizuho Bank |
17 |
2 |
3 |
| NEC |
37 |
4 |
3 |
| Qantas Airways |
48 |
2 |
2 |
| Sony |
30 |
2 |
1 |
| Telstra |
35 |
0 |
0 |
| Toshiba |
35 |
2 |
1 |
| Australia |
2 |
0 |
0 |
| China |
26 |
3 |
3 |
| Japan |
4 |
0 |
0 |
| Korea |
27 |
2 |
2 |
| Malaysia |
35 |
3 |
2 |
| Philippines |
247 |
20 |
15 |
| Thailand |
44 |
2 |
2 |
|
|
|
|
|
|
|
|
| North America |
Current Mid |
Change On Week |
Change On Two Weeks |
| CDX.NA |
44 |
-1.12 |
-2 |
| CDX.NA.HY |
261.17 |
-4.77 |
6.68 |
| CDX.EM |
205 |
8 |
18 |
| Europe |
Current Mid |
Change On Week |
Change On Two Weeks |
| iTraxx Main |
33.25 |
-0.5 |
-1.25 |
| iTraxx Crossover |
296 |
9 |
13 |
| iTraxx High Vol |
61.5 |
0.5 |
0 |
| iTraxx Sub Financial |
27 |
-1.5 |
-0.5 |
| Asia |
Current Mid |
Change On Week |
Change On Two Weeks |
| iTraxx Japan |
30.24 |
2.06 |
2.94 |
| iTraxx Asia |
62.97 |
1.85 |
4.99 |
| iTraxx Australia |
30.37 |
1.27 |
1.27 |
