| Name | Bid | Offer |
| U.S. | ||
| Bank of America | 30 | 40 |
| Caterpillar | 23 | 37 |
| Citigroup | 25 | 35 |
| Delphi Auto | 70 | 90 |
| Disney | 60 | 80 |
| Federated Dept. Stores | 60 | 80 |
| Ford | 163 | 177 |
| General Electric Cap Corp. | 55 | 65 |
| GMAC | 90 | 120 |
| Goldman Sachs | 48 | 62 |
| Heinz | 15 | 31 |
| Hewlett Packard | 85 | 105 |
| IBM | 42 | 54 |
| Lehman Brothers | 62 | 78 |
| Merrill Lynch | 63 | 77 |
| Wal-Mart | 12 | 22 |
| Wells Fargo | 15 | 25 |
| Europe | ||
| ABN AMRO | 15 | 21 |
| Akzo Nobel | 25 | 35 |
| Aventis | 22 | 30 |
| BAE Systems | 39 | 47 |
| Carrefour | 20 | 28 |
| Credit Lyonnais | 19 | 25 |
| DaimlerChrysler | 115 | 125 |
| Deutsche Telekom | 215 | 225 |
| Dixons | 41 | 49 |
| Fiat | 450 | 480 |
| France Telecom | 360 | 380 |
| Halifax | 14 | 20 |
| Iberdrola | 30 | 36 |
| Marks & Spencer | 31 | 41 |
| Siemens | 45 | 55 |
| UBS | 9 | 15 |
| Vodafone | 85 | 95 |
| Asia | ||
| Amcor | 57 | 67 |
| AMP Bank | 30 | 40 |
| Australia | 3 | 7 |
| BHP Billiton | 39 | 47 |
| China | 35 | 45 |
| CSR | 51 | 63 |
| Fosters | 49 | 59 |
| Hitachi | 67 | 83 |
| Hutchison Whampoa Finance | 112 | 128 |
| Japan | 21 | 25 |
| Malaysia | 87 | 103 |
| Philippines | 290 | 320 |
| Qantas Airways | 72 | 88 |
| Singapore | 10 | 20 |
| Sony | 37 | 53 |
| Telstra | 37 | 45 |
| WMC | 52 | 72 |
| Source: JPMorgan |
Five-Year Credit-Default Swap Levels May 20, 2002
