Copying and distributing are prohibited without permission of the publisher.

Watermark

Five Year Credit Default Swap Levels (July 26, 2001)

29 Jul 2001

NameBidOfferRatings (Moody's/S&P)
U.S.
CIT5060A1/A+
Citigroup2535Aa2/AA-
Enron120135Baa1/BBB+
Ford6873A2/A
Georgia Pacific200245Baa3/BBB-
Hilton160180Baa3/BBB-
IBM4247A1/A+
Sears Roebuck Acceptance6575A3/A-
AOL (sr)5062Baa1/BBB+
TXU Corp.8595Baa3/BBB
Europe
Ahold4450Baa1/BBB+
BSkyB265315Ba1/BB+
BSkyB270320Ba1/BB+
Credit Lyonnais Sub3744A2/BBB+
DaimlerChrysler7378A3/A-
Deutsche Telekom8694A2/A-
Poland4248Baa1/BBB+
Olivetti155165Baa2/BBB
Turkey10501250B1/B-
Unicredito Italiano Sub3337A1/A
Vivendi105115Baa2/BBB
Japan
BOTM3745A2/A-
Japan1719Aa2/AAA
NTT2030Aa1/AA
Toyota1619Aa1/AAA
Asia Ex-Japan
Argentina20003000B2/B
China4757A3/BBB
Hutchison Whampoa Finance98108A3/A
Korea95105Baa2/BBB
Malaysia146156Baa2/BBB
Philippines470540Ba1/BB+
Latin America
Argentina20003000B2/B
Brazil850910B1/BB-
Colombia475575Ba2/BB
Mexico210230Baa3/BB+
Venezuela850900B2/B
Source:Lehman Brothers


29 Jul 2001