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Five-Year Credit-Default Swap Levels

26 Oct 2006

Current MidChange On WeekChange On Two Weeks
U.S.
American Express 120-1
AOL Time Warner 360-3
Bear Stearns 210-1
Citigroup 90-1
Disney 15-1-2
Federated Dept. Stores55-7-7
Ford 627-37-9
Ford credit363211
General Electric Cap Corp. 120-1
GMAC156-3-5
Goldman Sachs 200-1
Hertz1715-6
Hewlett Packard16-4-4
IBM13-2-2
Lehman Brothers200-1
Morgan Stanley 200-1
Philip Morris32-4-5
Wal-Mart1000
Europe
British American Tobacco2700
DaimlerChrysler55-2-1
Deutsche Telekom41-1-1
France Telecom340-1
J Sainsbury1800
Marks & Spencer310-1
Telecom Italia640-5
Vivendi Universal5122
Volkswagen2500
Asia
Amcor55-1-2
Australia 200
BHP Billiton 150-1
China190-1
Fujitsu22-2-2
Hutchison Whampoa3000
Japan 400
Korea26-11
Malaysia 230-1
Mizuho Bank 13-1-1
NEC28-1-1
Philippines139-1-13
Qantas Airways3700
Sony 2511
Telstra26-2-2
Thailand 38-1-3
Toshiba3500
North AmericaCurrent MidChange On WeekChange On Two Weeks
CDX.NA34.88-1.5-3.75
CDX.NA.HY200.21-7.37-14.56
CDX.EM1082-20
EuropeCurrent MidChange On WeekChange On Two Weeks
iTraxx Main26.5-1-2
iTraxx Crossover258-1-11.5
iTraxx High Vol50.75-1-3
iTraxx Sub Financial16-0.5-0.5
AsiaCurrent MidChange On WeekChange On Two Weeks
iTraxx Japan25.480.10.54
iTraxx Asia58.68-0.19-2.85
iTraxx Australia27.52-0.3-1.97
26 Oct 2006