| Name | Bid | Offer | Ratings (Moody's/S&P) |
| U.S. | |||
| CIT | 50 | 60 | A1/A+ |
| Citigroup | 25 | 35 | Aa2/AA- |
| Enron | 145 | 160 | Baa1/BBB+ |
| Ford | 80 | 90 | A2/A |
| Georgia Pacific | 205 | 240 | Baa3/BBB- |
| Hilton | 160 | 180 | Baa3/BBB- |
| IBM | 37 | 45 | A1/A+ |
| Sears Roebuck Acceptance | 70 | 80 | A3/A- |
| AOL (sr) | 55 | 65 | Baa1/BBB+ |
| TXU Corp. | 85 | 95 | Baa3/BBB |
| Europe | |||
| Ahold | 40 | 50 | Baa1/BBB+ |
| BSkyB | 270 | 320 | Ba1/BB+ |
| Credit Lyonnais Sub | 36 | 44 | A2/BBB+ |
| DaimlerChrysler | 84 | 88 | A3/A- |
| Deutsche Telekom | 85 | 95 | A2/A- |
| Poland | 38 | 43 | Baa1/BBB+ |
| Olivetti | 145 | 165 | Baa2/BBB |
| Turkey | 800 | 875 | B1/B- |
| Unicredito Italiano Sub | 33 | 40 | A1/A |
| Vivendi | 105 | 130 | Baa2/BBB |
| Japan | |||
| BOTM | 33 | 37 | A2/A- |
| Japan | 16 | 20 | Aa2/AAA |
| NTT | 22 | 30 | Aa1/AA |
| Toyota | 17 | 21 | Aa1/AAA |
| Asia Ex-Japan | |||
| China | 50 | 58 | A3/BBB |
| Hutchison Whampoa Finance | 105 | 115 | A3/A |
| Korea | 105 | 115 | Baa2/BBB |
| Malaysia | 168 | 178 | Baa2/BBB |
| Philippines | 460 | 510 | Ba1/BB+ |
| Latin America | |||
| Argentina (3yr) | 1700 | 2000 | B2/B |
| Brazil | 1000 | 1200 | B1/BB- |
| Colombia | 550 | 650 | Ba2/BB |
| Mexico (3yr) | 250 | 320 | Baa3/BB+ |
| Venezuela (3yr) | 775 | 900 | B2/B |
| Source: Lehman Brothers |
Five Year Credit Default Swaps Levels (July 11, 2001)
