Five Year Credit Default Swap Levels (JANUARY 31, 2001)
GlobalCapital, is part of the Delinian Group, DELINIAN (GLOBALCAPITAL) LIMITED, 4 Bouverie Street, London, EC4Y 8AX, Registered in England & Wales, Company number 15236213
Copyright © DELINIAN (GLOBALCAPITAL) LIMITED and its affiliated companies 2024

Accessibility | Terms of Use | Privacy Policy | Modern Slavery Statement
Derivatives

Five Year Credit Default Swap Levels (JANUARY 31, 2001)

Name Bid Offer Ratings (Moody's/S&P)
U.S.
CIT 85 105 A1/A+
Citigroup 35 45 Aa2/AA-
Enron 120 140 Baa1/BBB+
Ford 110 120 A2/A
Georgia Pacific 250 280 Baa2/BBB-
Hilton 70 90 Baa3/BBB-
IBM 42 50 A1/A+
Sears Roebuck Acceptance 80 100 A3/A-
Time Warner 60 70 Baa1/BBB
TXU Corp. 100 120 Baa3/BBB
Europe
Ahold 50 56 Baa1/BBB+
BSkyB 275 325 Ba1/BB+
Credit Lyonnais 45 50 A2/A-
DaimlerChrysler 100 110 A1/A+
Deutsche Telekom 110 120 A2/A-
Poland 31 37 Baa1/BBB+
Tecnost 240 260 Baa2/BBB
Turkey 490 540 B1/B+
Unicredito Italiano 37 47 Aa3/A+
Vivendi 105 115 Baa2/BBB
Japan
BOTM 53 65 A2/A-
Japan 15 19 Aa2/AAA
NTT 35 47 Aa1/AA+
Toyota 20 35 Aa1/AAA
Asia Ex-Japan
China 60 70 A3/BBB
Hutchison Whampoa Finance 130 140 A3/A
Korea 130 140 Baa2/BBB
Malaysia 120 130 Baa2/BBB
Latin America
Argentina 590 640 B1/BB
Brazil 210 540 B2/B+
Colombia 630 720 Ba2/BB
Mexico 225 265 Baa3/BB+
Venezuela 690 790 B2/B
Source: Lehman Brothers

Related articles

Gift this article