Five Year Credit Default Swap Levels March 21, 2001

  • 26 Mar 2001
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FIVE YEAR CREDIT DEFAULT SWAP LEVELS (MARCH 21, 2001)
NameBidOfferRatings (Moody's/S&P)
U.S.
CIT105115A1/A+
Citigroup3646Aa2/AA-
Enron145160Baa1/BBB+
Ford92102A2/A
Georgia Pacific260280Baa2/BBB-
Hilton160180Baa3/BBB-
IBM5262A1/A+
Sears Roebuck Acceptance7585A3/A-
AOL7080Baa1/BBB+
TXU Corp.100120Baa3/BBB
Europe
Ahold4753Baa1/BBB+
BSkyB275325Ba1/BB+
Credit Lyonnais4955A2/A-
DaimlerChrysler130140A1/A+
Deutsche Telekom155165A2/A-
Poland3545Baa1/BBB+
Tecnost215235Baa2/BBB
Turkey8001000B1/B
Unicredito Italiano4549Aa3/A+
Vivendi120130Baa2/BBB
Japan
BOTM6575A2/A-
Japan1822Aa2/AAA
NTT3545Aa1/AA
Toyota2535Aa1/AAA
Asia Ex-Japan
China5060A3/BBB
Hutchison Whampoa Finance130140A3/A
Korea132142Baa2/BBB
Malaysia130140Baa2/BBB
Latin America
Argentina8501000B1/BB-
Brazil585640B1/B-
Colombia625700Ba2/BB
Mexico250280Baa3/BB+
Venezuela740840B2/B
Source:Lehman Brothers
  • 26 Mar 2001

All International Bonds

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Citi 358,291.38 1348 9.06%
2 JPMorgan 320,704.66 1461 8.11%
3 Bank of America Merrill Lynch 318,128.31 1104 8.04%
4 Goldman Sachs 236,643.87 789 5.98%
5 Barclays 231,197.41 895 5.84%

Bookrunners of All Syndicated Loans EMEA

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 HSBC 35,007.57 165 6.53%
2 Deutsche Bank 34,880.53 120 6.51%
3 Bank of America Merrill Lynch 31,805.65 97 5.93%
4 BNP Paribas 27,920.60 169 5.21%
5 SG Corporate & Investment Banking 24,398.89 138 4.55%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 JPMorgan 19,745.92 80 8.85%
2 Morgan Stanley 16,334.63 83 7.32%
3 Citi 15,972.34 95 7.16%
4 UBS 15,487.17 60 6.94%
5 Goldman Sachs 14,053.61 76 6.30%