| Name | Bid | Offer | Ratings (Moody's/S&P) |
| U.S. | |||
| CIT | 50 | 60 | A1/A+ |
| Citigroup | 25 | 35 | Aa2/AA- |
| Enron | 120 | 135 | Baa1/BBB+ |
| Ford | 68 | 73 | A2/A |
| Georgia Pacific | 200 | 245 | Baa3/BBB- |
| Hilton | 160 | 180 | Baa3/BBB- |
| IBM | 42 | 47 | A1/A+ |
| Sears Roebuck Acceptance | 65 | 75 | A3/A- |
| AOL (sr) | 50 | 62 | Baa1/BBB+ |
| TXU Corp. | 85 | 95 | Baa3/BBB |
| Europe | |||
| Ahold | 44 | 50 | Baa1/BBB+ |
| BSkyB | 265 | 315 | Ba1/BB+ |
| BSkyB | 270 | 320 | Ba1/BB+ |
| Credit Lyonnais Sub | 37 | 44 | A2/BBB+ |
| DaimlerChrysler | 73 | 78 | A3/A- |
| Deutsche Telekom | 86 | 94 | A2/A- |
| Poland | 42 | 48 | Baa1/BBB+ |
| Olivetti | 155 | 165 | Baa2/BBB |
| Turkey | 1050 | 1250 | B1/B- |
| Unicredito Italiano Sub | 33 | 37 | A1/A |
| Vivendi | 105 | 115 | Baa2/BBB |
| Japan | |||
| BOTM | 37 | 45 | A2/A- |
| Japan | 17 | 19 | Aa2/AAA |
| NTT | 20 | 30 | Aa1/AA |
| Toyota | 16 | 19 | Aa1/AAA |
| Asia Ex-Japan | |||
| Argentina | 2000 | 3000 | B2/B |
| China | 47 | 57 | A3/BBB |
| Hutchison Whampoa Finance | 98 | 108 | A3/A |
| Korea | 95 | 105 | Baa2/BBB |
| Malaysia | 146 | 156 | Baa2/BBB |
| Philippines | 470 | 540 | Ba1/BB+ |
| Latin America | |||
| Argentina | 2000 | 3000 | B2/B |
| Brazil | 850 | 910 | B1/BB- |
| Colombia | 475 | 575 | Ba2/BB |
| Mexico | 210 | 230 | Baa3/BB+ |
| Venezuela | 850 | 900 | B2/B |
| Source: Lehman Brothers |
Five Year Credit Default Swap Levels (July 26, 2001)
