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Derivatives

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
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