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Five-Year Credit-Default Swap Levels

24 Aug 2006

Current MidChange On WeekChange On Two Weeks
U.S.
American Express 1600
AOL Time Warner 500-1
Bear Stearns 230-2
Citigroup 10-1-1
Disney 1900
Ford 7036510
Ford credit394225
General Electric Cap Corp. 14-1-1
GMAC20947
Goldman Sachs 230-2
Hertz192910
Hewlett Packard210-1
IBM1800
Lehman Brothers230-2
Morgan Stanley 230-2
Europe
 DaimlerChrysler482-3
Volkswagen2421
J Sainsbury19-1-1
Marks & Spencer35-1-1
France Telecom3410
Deutsche Telekom4122
Telecom Italia5321
Vivendi Universal44-4-4
British American Tobacco30-3-3
Asia
Amcor6122
Australia 200
BHP Billiton 1911
China21-1-1
Japan 400
Korea2512
Malaysia 2811
Mizuho Bank 14-3-2
NEC34-1-1
Philippines174-5-4
Sony 23-11
Telstra3411
Thailand 360-1
North AmericaCurrent MidChange On WeekChange On Two Weeks
CDX.NA39.750.75-1.25
CDX.NA.HY232.53-2.7-15.72
CDX.EM13761
EuropeCurrent MidChange On WeekChange On Two Weeks
iTraxx Main28.50.25-1.5
iTraxx Crossover2575-8
iTraxx High Vol531-2.25
iTraxx Sub Financial19.25-0.5-2.75
AsiaCurrent MidChange On WeekChange On Two Weeks
iTraxx Japan28.67-0.72-1.05
iTraxx Asia55.23-0.62-0.47
iTraxx Australia33.114.54.57
24 Aug 2006