| Name | Bid | Offer | Ratings (Moody's/S&P) |
| U.S. | |||
| CIT | 50 | 60 | A1/A+ |
| Citigroup | 24 | 34 | Aa2/AA- |
| Enron | 130 | 150 | Baa1/BBB+ |
| Ford | 76 | 81 | A2/A |
| Georgia Pacific | 205 | 240 | Baa3/BBB- |
| Hilton | 160 | 180 | Baa3/BBB- |
| IBM | 32 | 42 | A1/A+ |
| Sears Roebuck Acceptance | 68 | 78 | A3/A- |
| AOL (sr) | 53 | 60 | Baa1/BBB+ |
| TXU Corp. | 80 | 100 | Baa3/BBB |
| Europe | |||
| Ahold | 40 | 50 | Baa1/BBB+ |
| BSkyB | 265 | 315 | Ba1/BB+ |
| Credit Lyonnais Sub | 34 | 43 | A2/BBB+ |
| DaimlerChrysler | 85 | 95 | A3/A- |
| Deutsche Telekom | 95 | 105 | A2/A- |
| Poland | 36 | 40 | Baa1/BBB+ |
| Olivetti | 140 | 150 | Baa2/BBB |
| Turkey | 675 | 775 | B1/B- |
| Unicredito Italiano | 16 | 21 | Aa3/A+ |
| Vivendi | 85 | 100 | Baa2/BBB |
| Japan | |||
| BOTM | 32 | 44 | A2/A- |
| Japan | 14 | 17 | Aa2/AAA |
| NTT | 20 | 30 | Aa1/AA |
| Toyota | 14 | 20 | Aa1/AAA |
| Asia Ex-Japan | |||
| China | 63 | 73 | A3/BBB |
| Hutchison Whampoa Finance | 115 | 130 | A3/A |
| Korea | 145 | 155 | Baa2/BBB |
| Malaysia | 125 | 135 | Baa2/BBB |
| Thailand | 155 | 165 | Ba1/BB+ |
| Latin America | |||
| Argentina (3yr) | 1300 | 1625 | B2/B |
| Brazil | 810 | 880 | B1/BB- |
| Colombia | - | 615 | Ba2/BB |
| Mexico | 165 | 200 | Baa3/BB+ |
| Venezuela (3yr) | 685 | 740 | B2/B |
| Source: Lehman Brothers |
Five Year Credit Default Swap Levels (May 23, 2001)
