Five Year Credit Default Swap Levels July 4, 2001

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Five Year Credit Default Swap Levels July 4, 2001

Name Bid Offer Ratings (Moody's/S&P)
U.S.
CIT 50 60 A1/A+
Citigroup 24 34 Aa2/AA-
Enron 145 160 Baa1/BBB+
Ford 80 90 A2/A
Georgia Pacific 205 240 Baa3/BBB-
Hilton 160 180 Baa3/BBB-
IBM 41 47 A1/A+
Sears Roebuck Acceptance 70 80 A3/A-
AOL (sr) 47 57 Baa1/BBB+
TXU Corp. 80 100 Baa3/BBB
Europe
Ahold 42 47 Baa1/BBB+
BSkyB 270 320 Ba1/BB+
Credit Lyonnais Sub 38 44 A2/BBB+
DaimlerChrysler 84 88 A3/A-
Deutsche Telekom 78 85 A2/A-
Poland 38 43 Baa1/BBB+
Olivetti 130 140 Baa2/BBB
Turkey 800 875 B1/B-
Unicredito Italiano Sub 34 39 A1/A
Vivendi 100 110 Baa2/BBB
Japan
BOTM 32 42 A2/A-
Japan 16 18 Aa2/AAA
NTT 22 32 Aa1/AA
Toyota 15 20 Aa1/AAA
Asia Ex-Japan
China 50 60 A3/BBB
Hutchinson Whampoa Finance 107 117 A3/A
Korea 95 105 Baa2/BBB
Malaysia 147 157 Baa2/BBB
Philippines 430 480 Ba1/BB+
Latin America
Argentina (3yr) 1400 1800 B2/B
Brazil 750 800 B1/BB-
Colombia 500 565 Ba2/BB
Mexico (3yr) 210 225 Baa3/BB+
Venezuela (3yr) 700 775 B2/B


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