| FIVE YEAR CREDIT DEFAULT SWAP LEVELS (FEBRUARY 6, 2001) | |||
| Name | Bid | Offer | Ratings (Moody's/S&P) |
| U.S. | |||
| CIT | 80 | 100 | A1/A+ |
| Citigroup | 35 | 45 | Aa2/AA- |
| Enron | 135 | 150 | Baa1/BBB+ |
| Ford | 87 | 97 | A2/A |
| Georgia Pacific | 240 | 270 | Baa2/BBB- |
| Hilton | 160 | 180 | Baa3/BBB- |
| IBM | 42 | 50 | A1/A+ |
| Sears Roebuck Acceptance | 80 | 90 | A3/A- |
| AOL | 65 | 75 | Baa1/BBB+ |
| TXU Corp. | 100 | 120 | Baa3/BBB |
| Europe | |||
| Ahold | 46 | 52 | Baa1/BBB+ |
| BSkyB | 270 | 320 | Ba1/BB+ |
| Credit Lyonnais | 45 | 50 | A2/A- |
| DaimlerChrysler | 122 | 128 | A1/A+ |
| Deutsche Telekom | 105 | 112 | A2/A- |
| Poland | 32 | 38 | Baa1/BBB+ |
| Tecnost | 240 | 260 | Baa2/BBB |
| Turkey | 500 | 600 | B1/B+ |
| Unicredito Italiano | 36 | 44 | Aa3/A+ |
| Vivendi | 115 | 125 | Baa2/BBB |
| Japan | |||
| BOTM | 52 | 62 | A2/A- |
| Japan | 18 | 21 | Aa2/AAA |
| NTT | 35 | 44 | Aa1/AA |
| Toyota | 23 | 33 | Aa1/AAA |
| Asia Ex-Japan | |||
| China | 52 | 62 | A3/BBB |
| Hutchison Whampoa Finance | 130 | 140 | A3/A |
| Korea | 130 | 140 | Baa2/BBB |
| Malaysia | 115 | 125 | Baa2/BBB |
| Latin America | |||
| Argentina | 575 | 640 | B1/BB |
| Brazil | 475 | 515 | B2/B+ |
| Colombia | 640 | 700 | Ba2/BB |
| Mexico | 215 | 265 | Baa3/BB+ |
| Venezuela | 725 | 825 | B2/B |
| Source: Lehman Brothers |
Five Year Credit Default Swap Levels (FEBRUARY 6, 2001)
