| Name | Bid | Offer |
| U.S. | ||
| Bank of America | 22 | 32 |
| Caterpillar | 46 | 60 |
| Citigroup | 20 | 32 |
| Delphi Auto | 150 | 180 |
| Disney | 55 | 75 |
| Eastman Kodak | 205 | 225 |
| Ford | 205 | 225 |
| GMAC | 160 | 180 |
| Goldman Sachs | 51 | 65 |
| Goodyear Tire | 330 | 380 |
| Hewlett Packard | 76 | 96 |
| Household Finance | 115 | 135 |
| IBM | 33 | 45 |
| Lehman Brothers | 64 | 84 |
| Merrill Lynch | 48 | 62 |
| Wal-Mart | 15 | 25 |
| WorldCom | 162 | 182 |
| Europe | ||
| ABN AMRO | 19 | 25 |
| Akzo Nobel | 18 | 28 |
| Aventis | 21 | 29 |
| BAE Systems | 41 | 49 |
| Carrefour | 21 | 29 |
| Credit Lyonnais | 20 | 26 |
| DaimlerChrysler | 180 | 190 |
| Deutsche Telekom | 103 | 113 |
| Dixons | 41 | 49 |
| Fiat | 185 | 195 |
| France Telecom | 180 | 190 |
| Halifax | 17 | 23 |
| Iberdrola | 23 | 29 |
| Marks & Spencer | 55 | 66 |
| Siemens | 35 | 45 |
| UBS | 14 | 20 |
| Vodafone | 65 | 75 |
| Asia Ex-Japan | ||
| Amcor | 61 | 77 |
| AMP Bank | 30 | 40 |
| Australia | 2 | 6 |
| BHP Billiton | 41 | 49 |
| China | 45 | 55 |
| CSR | 49 | 61 |
| Fosters | 49 | 59 |
| Hutchison Whampoa Finance | 125 | 140 |
| Korea | 80 | 95 |
| Malaysia | 120 | 135 |
| Philippines | 475 | 525 |
| Quantas Airways | 130 | 160 |
| Singapore | 10 | 20 |
| Southcorp | 60 | 76 |
| Telstra | 50 | 60 |
| Thailand | 115 | 130 |
| WMC | 43 | 63 |
Five-Year Credit Default Swap Levels (December 20, 2001)
