| Name | Bid | Offer |
| U.S. | ||
| BofA | 27 | 37 |
| Caterpillar | 33 | 47 |
| Citigroup | 25 | 35 |
| Delta Airlines | 600 | 700 |
| Disney | 65 | 85 |
| Enron | 295 | 325 |
| Ford | 195 | 215 |
| GMAC | 185 | 205 |
| Goldman Sachs | 60 | 74 |
| Goodyear Tire | 250 | 300 |
| Hilton | 325 | 375 |
| Household Finance | 68 | 88 |
| IBM | 35 | 45 |
| Merrill Lynch | 51 | 65 |
| Sears Roebuck Acceptance | 115 | 135 |
| Wal-Mart | 17 | 27 |
| WorldCom | 160 | 180 |
| Europe | ||
| ABN AMRO | 20 | 26 |
| Akzo Nobel | 41 | 51 |
| Deutche Bank | 17 | 23 |
| BAE Systems | 61 | 69 |
| Carrefour | 30 | 38 |
| Credit Lyonnais | 22 | 28 |
| DaimlerChrysler | 195 | 205 |
| Deutsche Telekom | 145 | 155 |
| Dixons | 30 | 38 |
| Fiat | 170 | 180 |
| France Telecom | 200 | 210 |
| Halifax | 17 | 23 |
| Iberdrola | 37 | 43 |
| Marks & Spencer | 65 | 75 |
| Siemens | 55 | 65 |
| UBS | 14 | 20 |
| Vodafone | 90 | 100 |
| Japan | ||
| BOTM | 52 | 78 |
| Japan | 12 | 20 |
| NTT | 31 | 43 |
| Sony | 55 | 65 |
| Toyota | 22 | 38 |
| Asia Ex-Japan | ||
| Amcor | 56 | 75 |
| Australia | 1 | 7 |
| China | 55 | 70 |
| Hutchison Whampoa Finance | 165 | 180 |
| Korea | 110 | 125 |
| Malaysia | 160 | 175 |
| Philippines | 525 | 575 |
| Singapore | 10 | 20 |
| Singapore Telecoms | 65 | 75 |
| Thailand | 145 | 160 |
| Source: J.P. Morgan |
Five-Year Credit Default Swap Levels (October 18, 2001)
