| Name | Bid | Offer | Ratings (Moody's/S&P) |
| U.S. | |||
| CIT | 125 | 135 | A1/A+ |
| Citigroup | 53 | 63 | Aa2/AA- |
| Enron | 125 | 135 | Baa1/BBB+ |
| Ford | 100 | 105 | A2/A+ |
| Georgia Pacific | 300 | 375 | Baa2/BBB- |
| Hilton | 175 | 185 | Baa3/BBB- |
| IBM | 63 | 70 | A1/A+ |
| Sears Roebuck Acceptance | 125 | 135 | A3/A- |
| Time Warner | 90 | 100 | Baa1/BBB |
| TXU Corp. | 100 | 110 | Baa3/BBB |
| Asia Ex-Japan | |||
| China | 65 | 75 | A3/BBB |
| Hutchinson Whampoa Finance | 120 | 140 | A3/A |
| Korea | 145 | 155 | Baa2/BBB |
| Malaysia | 133 | 143 | Baa3/BBB(Fitch) |
| Latin America | |||
| Argentina | 625 | 725 | B1/BB |
| Brazil | 550 | 580 | B2/B+ |
| Colombia | 700 | 800 | Ba2/BB |
| Mexico | 195 | 230 | Baa3/BB+ |
| Venezuela | 775 | 875 | B2/B |
| Source: Lehman Brothers |
FIVE YEAR CREDIT DEFAULT SWAP LEVELS (JANUARY 3, 2000)
