FIVE YEAR CREDIT DEFAULT SWAP LEVELS (JANUARY 24, 2001) | |||
Name | Bid | Offer | Ratings (Moody's/S&P) |
U.S. | |||
CIT | 85 | 105 | A1/A+ |
Citigroup | 50 | 60 | Aa2/AA- |
Enron | 120 | 140 | Baa1/BBB+ |
Ford | 110 | 120 | A2/A |
Georgia Pacific | 250 | 280 | Baa2/BBB- |
Hilton | 70 | 90 | Baa3/BBB- |
IBM | 45 | 55 | A1/A+ |
Sears Roebuck Acceptance | 90 | 110 | A3/A- |
Time Warner | 60 | 70 | Baa1/BBB |
TXU Corp. | 100 | 120 | Baa3/BBB |
Europe | |||
Ahold | 62 | 70 | Baa1/BBB+ |
BSkyB | 280 | 330 | Ba1/BB+ |
Credit Lyonnais | 60 | 80 | A2/A- |
DaimlerChrysler | 125 | 135 | A1/A+ |
Deutsche Telekom | 125 | 135 | A2/A- |
Poland | 35 | 42 | Baa1/BBB+ |
Tecnost | 220 | 240 | Baa2/BBB |
Turkey | 600 | 650 | B1/B+ |
Unicredito Italiano | 56 | 64 | Aa3/A+ |
Vivendi | 115 | 135 | Baa2/BBB |
Japan | |||
BOTM | 52 | 58 | A2/A- |
Japan | 15 | 18 | Aa2/AAA |
NTT | 37 | 46 | Aa1/AA |
Toyota | 23 | 33 | Aa1/AAA |
Asia Ex-Japan | |||
China | 60 | 70 | A3/BBB |
Hutchinson Whampoa Finance | 130 | 140 | A3/A |
Korea | 135 | 145 | Baa2/BBB |
Malaysia | 125 | 135 | Baa2/BBB |
Latin America | |||
Argentina | 580 | 660 | B1/BB |
Brazil | 525 | 550 | B2/B+ |
Colombia | 625 | 725 | Ba2/BB |
Mexico | 240 | 280 | Baa3/BB+ |
Venezuela | 775 | 850 | B2/B |
Source: Lehman Brothers |