| Name | Bid | Offer | Ratings (Moody's/S&P) |
| U.S. | |||
| CIT | 53 | 63 | A1/A+ |
| Citigroup | 23 | 33 | Aa2/AA- |
| Enron | 110 | 125 | Baa1/BBB+ |
| Ford | 71 | 76 | A2/A |
| Georgia Pacific | 155 | 195 | Baa3/BBB- |
| Hilton | 160 | 180 | Baa3/BBB- |
| IBM | 35 | 42 | A1/A+ |
| Sears Roebuck Acceptance | 68 | 78 | A3/A- |
| AOL (sr) | 52 | 60 | Baa1/BBB+ |
| TXU Corp. | 80 | 100 | Baa3/BBB |
| Europe | |||
| BSkyB | 255 | 305 | Ba1/BB+ |
| Credit Lyonnais Sub | 36 | 43 | A1/A- |
| DaimlerChrysler | 87 | 90 | A3/A- |
| Deutsche Telekom | 103 | 108 | A2/A- |
| Poland | 36 | 39 | Baa1/BBB+ |
| Olivetti | 140 | 150 | Baa2/BBB |
| Turkey | 750 | 850 | B1/B- |
| Unicredito Italiano | 36 | 42 | Aa3/A+ |
| Vivendi | 85 | 92 | Baa2/BBB |
| Japan | |||
| BOTM | 32 | 42 | A2/A- |
| Japan | 13 | 15 | Aa2/AAA |
| NTT | 22 | 27 | Aa1/AA |
| Toyota | 16 | 23 | Aa1/AAA |
| Asia Ex-Japan | |||
| China | 50 | 58 | A3/BBB |
| Hutchison Whampoa Finance | 100 | 110 | A3/A |
| Korea | 100 | 110 | Baa2/BBB |
| Malaysia | 135 | 145 | Baa2/BBB |
| Philippines | 415 | 465 | Ba1/BB+ |
| Latin America | |||
| Argentina | 900 | 1100 | B2/B |
| Brazil | 690 | 750 | B1/BB |
| Colombia | 550 | 625 | Ba2/BB |
| Mexico | 230 | 250 | Baa3/BB+ |
| Venezuela | 740 | 800 | B2/B |
| Source: Lehman Brothers |
Five Year Credit Default Swap Levels (June 6, 2001)
