| Name | Bid | Offer |
| U.S. | ||
| Bank of America | 31 | 41 |
| Caterpillar | 3 | 47 |
| Citigroup | 27 | 37 |
| Delta Airlines | 600 | 700 |
| Disney | 75 | 95 |
| Enron | 800 | 1000 |
| Ford | 197 | 217 |
| GMAC | 188 | 208 |
| Goldman Sachs | 58 | 72 |
| Goodyear Tire | 280 | 330 |
| Hilton | 375 | 425 |
| Household Finance | 84 | 104 |
| IBM | 35 | 45 |
| Lehman Brothers | 70 | 90 |
| Merrill Lynch | 51 | 65 |
| Wall-Mart | 17 | 27 |
| WorldCom | 205 | 225 |
| Europe | ||
| ABN AMRO | 22 | 29 |
| Akzo Nobel | 35 | 45 |
| Aventis | 36 | 44 |
| BAE Systems | 66 | 74 |
| Carrefour | 30 | 38 |
| Credit Lyonnais | 22 | 28 |
| DaimlerChrysler | 208 | 218 |
| Deutsche Telekom | 135 | 145 |
| Dixons | 51 | 59 |
| Fiat | 175 | 185 |
| France Telecom | 180 | 190 |
| Halifax | 17 | 23 |
| Iberdrola | 32 | 38 |
| Marks & Spencer | 70 | 80 |
| Siemens | 49 | 59 |
| UBS | 15 | 21 |
| Vodafone | 83 | 93 |
| Asia Ex-Japan | ||
| Amcor | 61 | 77 |
| AMP bank | 30 | 40 |
| Australia | 2 | 6 |
| BHP Billiton | 49 | 57 |
| China | 50 | 65 |
| CSR | 54 | 66 |
| Fosters | 46 | 56 |
| Hutchison Whampoa Finance | 155 | 170 |
| Korea | 100 | 115 |
| Malaysia | 155 | 170 |
| Philippines | 525 | 575 |
| Quantas Airways | 145 | 175 |
| Singapore | 10 | 20 |
| Southcorp | 55 | 71 |
| Telstar | 56 | 66 |
| Thailand | 140 | 155 |
| WMC | 29 | 39 |
| Source: J.P. Morgan |
Five Year Credit Default Swap Levels (October 31, 2001)
