| Name | Bid | Offer |
| U.S. | ||
| Bank of America 27 | 27 | 37 |
| Caterpillar | 33 | 47 |
| Citigroup | 25 | 35 |
| Delta Airlines | 550 | 650 |
| Disney | 65 | 85 |
| Enron | 600 | 650 |
| Ford | 185 | 205 |
| GMAC | 175 | 195 |
| Goldman Sachs | 55 | 69 |
| Goodyear Tire | 240 | 290 |
| Hilton | 325 | 375 |
| Household Finance | 71 | 91 |
| IBM | 35 | 45 |
| Lehman Brothers | 70 | 90 |
| Sears Roebuck Acceptance | 115 | 135 |
| Wall-Mart | 17 | 27 |
| WorldCom | 160 | 180 |
| Europe | ||
| ABN AMRO | 22 | 29 |
| Akzo Nobel | 35 | 45 |
| Aventis | 36 | 44 |
| BAE Systems | 66 | 74 |
| Carrefour | 30 | 80 |
| Credit Lyonnais | 22 | 28 |
| DaimlerChrysler | 195 | 205 |
| Deutsche Telekom | 140 | 150 |
| Dixons | 51 | 59 |
| Fiat | 165 | 175 |
| France Telecom | 175 | 185 |
| Halifax | 17 | 23 |
| Iberdrola | 32 | 38 |
| Marks & Spencer | 70 | 80 |
| Siemens | 52 | 62 |
| UBS | 15 | 21 |
| Vodafone | 85 | 95 |
| Asia Ex-Japan | ||
| Amcor | 61 | 77 |
| AMP bank | 30 | 40 |
| Australia | 1 | 7 |
| BHP Billiton | 48 | 56 |
| 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 | 130 | 160 |
| Singapore | 10 | 20 |
| Singapore Telecoms | 65 | 80 |
| Telstar | 56 | 66 |
| Thailand | 140 | 155 |
| WMC | 29 | 39 |
| Source: J.P. Morgan |
Five-Year Credit Default Swap Levels (October 25, 2001)
