Five-Year Credit-Default Swap Levels
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Derivatives

Five-Year Credit-Default Swap Levels

  Current Mid Change On Week Change On Two Weeks
U.S.
American Express  16 0 0
AOL Time Warner  50 0 -1
Bear Stearns  23 0 -2
Citigroup  10 -1 -1
Disney  19 0 0
Ford  703 65 10
Ford credit 394 22 5
General Electric Cap Corp.  14 -1 -1
GMAC 209 4 7
Goldman Sachs  23 0 -2
Hertz 192 9 10
Hewlett Packard 21 0 -1
IBM 18 0 0
Lehman Brothers 23 0 -2
Morgan Stanley  23 0 -2
Europe
 DaimlerChrysler 48 2 -3
Volkswagen 24 2 1
J Sainsbury 19 -1 -1
Marks & Spencer 35 -1 -1
France Telecom 34 1 0
Deutsche Telekom 41 2 2
Telecom Italia 53 2 1
Vivendi Universal 44 -4 -4
British American Tobacco 30 -3 -3
Asia
Amcor 61 2 2
Australia  2 0 0
BHP Billiton  19 1 1
China 21 -1 -1
Japan  4 0 0
Korea 25 1 2
Malaysia  28 1 1
Mizuho Bank  14 -3 -2
NEC 34 -1 -1
Philippines 174 -5 -4
Sony  23 -1 1
Telstra 34 1 1
Thailand  36 0 -1
North America Current Mid Change On Week Change On Two Weeks
CDX.NA 39.75 0.75 -1.25
CDX.NA.HY 232.53 -2.7 -15.72
CDX.EM 137 6 1
Europe Current Mid Change On Week Change On Two Weeks
iTraxx Main 28.5 0.25 -1.5
iTraxx Crossover 257 5 -8
iTraxx High Vol 53 1 -2.25
iTraxx Sub Financial 19.25 -0.5 -2.75
Asia Current Mid Change On Week Change On Two Weeks
iTraxx Japan 28.67 -0.72 -1.05
iTraxx Asia 55.23 -0.62 -0.47
iTraxx Australia 33.11 4.5 4.57

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