| Name | Bid | Offer |
| U.S. | ||
| Bank of America | 25 | 35 |
| Caterpillar | 33 | 47 |
| Citigroup | 23 | 33 |
| Delphi Auto | 130 | 150 |
| Disney | 70 | 90 |
| Eastman Kodak | 125 | 175 |
| Ford | 127 | 147 |
| GMAC | 114 | 134 |
| Goldman Sachs | 47 | 61 |
| Goodyear Tire | 280 | 320 |
| Hewlett Packard | 82 | 98 |
| Household Finance | 55 | 75 |
| IBM | 32 | 42 |
| Lehman Brothers | 60 | 80 |
| Merrill Lynch | 44 | 58 |
| Wal-Mart | 17 | 27 |
| WorldCom | 150 | 170 |
| Europe | ||
| ABN AMRO | 19 | 25 |
| Akzo Nobel | 18 | 28 |
| Aventis | 23 | 31 |
| BAE Systems | 46 | 54 |
| Carrefour | 20 | 28 |
| Credit Lyonnais | 21 | 27 |
| DaimlerChrysler | 120 | 130 |
| Deutsche Telekom | 88 | 98 |
| Dixons | 49 | 57 |
| Fiat | 110 | 120 |
| France Telecom | 128 | 138 |
| Halifax | 17 | 23 |
| Iberdrola | 23 | 29 |
| Marks & Spencer | 52 | 62 |
| Siemens | 32 | 42 |
| UBS | 14 | 20 |
| Vodafone | 60 | 70 |
| Asia Ex-Japan | ||
| Amcor | 61 | 77 |
| AMP Bank | 30 | 40 |
| Australia | 2 | 6 |
| BHP Billiton | 45 | 53 |
| China | 45 | 55 |
| CSR | 54 | 66 |
| Fosters | 51 | 61 |
| Hutchison Whampoa Finance | 130 | 145 |
| Korea | 80 | 95 |
| Malaysia | 120 | 135 |
| Philippines | 475 | 525 |
| Quantas Airways | 160 | 190 |
| Singapore | 10 | 20 |
| Sony | 42 | 58 |
| Telstar | 52 | 62 |
| Thailand | 115 | 130 |
| WMC | 32 | 42 |
| Source: J.P. Morgan |
Five-Year Credit Default Swap Levels (November 28, 2001)
