Five-Year Credit-Default Swap Levels
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Derivatives

Five-Year Credit-Default Swap Levels

Region   Current Mid Change on Week Change on Fortnight
North America American Express  8 0 -1
AOL Time Warner  27 0 -4
Bear Stearns  23 1 2
Citigroup  8 1 0
Disney  11 0 -2
Federated Dept. Stores 51 4 2
Ford  466 2 -10
Ford credit 243 8 -6
General Electric Cap Corp.  11 1 0
GMAC 100 4 0
Goldman Sachs  22 0 1
Hertz 161 0 -14
Hewlett Packard 11 0 0
IBM 9 0 0
Lehman Brothers 23 1 1
Morgan Stanley  24 0 1
Philip Morris 20 -1 -4
Wal-Mart 7 0 0
Europe  British American Tobacco 23 0 -1
DaimlerChrysler 49 -2 -2
Deutsche Telekom 33 2 2
France Telecom 24 0 -1
J Sainsbury 27 3 5
Marks & Spencer 26 0 0
Telecom Italia 59 3 6
Vivendi Universal 45 -2 1
Volkswagen 23 0 -1
Asia Amcor 48 2 2
Australia  2 0 0
BHP Billiton  13 0 -2
China 10 1 0
Fujitsu 16 0 -1
Hutchison Whampoa 24 0 -1
Japan  3 0 0
Korea 18 2 1
Malaysia  18 2 1
Mizuho Bank  11 0 0
NEC 23 0 -2
Philippines 119 4 4
Qantas Airways 188 5 -9
Sony  15 0 0
Telstra 26 1 1
Thailand  37 -1 2
Toshiba 28 -1 -2
Region   Current Mid Change on Week Change on Fortnight
North America CDX.NA 31.13 0.50 -1.50
CDX.NA.HY 127.08 5.22 1.55
CDX.EM 103.00 3.00 3.00
Europe iTraxx Main 23.25 0.63 0.13
iTraxx Crossover 202.00 7.50 -3.50
iTraxx High Vol 45.25 0.75 -0.50
iTraxx Sub Financial 15.00 0.00 -0.25
Asia iTraxx Japan 21.67 0.44 -0.18
iTraxx Asia 41.84 1.13 1.44
iTraxx Australia 37.45 0.38 -0.61
Spread levels on 31-January


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