| U.S. | |||
| Name | Bid | Offer | Ratings (Moody's/S&P) |
| CIT | 80 | 90 | A1/A+ |
| Citigroup | 23 | 33 | Aa2/AA- |
| Enron | 110 | 125 | Baa1/BBB+. |
| Ford | 72 | 77 | A2/A |
| Georgia Pacific | 150 | 195 | Baa3/BBB- |
| Hilton | 145 | 155 | Baa3/BBB- |
| IBM | 38 | 45 | A1/A+ |
| Sears Roebuck Acceptance | 75 | 85 | A3/A- |
| AOL (sr) | 80 | 100 | Baa1/BBB+ |
| TXU Corp. | 80 | 100 | Baa3/BBB |
| Europe | |||
| Ahold | 4 | 50 | Baa1/BBB+ |
| BSkyB | 280 | 330 | Ba1/BB+ |
| Credit Lyonnais | 40 | 50 | A1/A- |
| DaimlerChrysler | 86 | 96 | A3/A- |
| Deutsche Telekom | 105 | 115 | A2/A- |
| Poland | 30 | 40 | Baa1/BBB+ |
| Tecnost | 140 | 160 | Baa2/BBB |
| Turkey | 775 | 875 | B1/B |
| Unicredito Italiano | 39 | 46 | Aa3/A+ |
| Vivendi | 70 | 80 | Baa2/BBB |
| Japan | |||
| BOTM | 32 | 42 | A2/A- |
| Japan | 14 | 17 | Aa2/AAA |
| NTT | 20 | 30 | Aa1/AA |
| Toyota | 15 | 23 | Aa1/AAA |
| Asia Ex-Japan | |||
| China | 50 | 60 | A3/BBB |
| Hutchinson Whampoa Finance | 115 | 130 | A3/A |
| Korea | 120 | 130 | Baa2/BBB |
| Malaysia | 150 | 160 | Baa2/BBB |
| Latin America | |||
| Argentina | 1000 | 1200 | B1/BB- |
| Brazil | 675 | 775 | B1/B- |
| Colombia | 550 | 650 | Ba2/BB |
| Mexico | 250 | 280 | Baa3/BB+ |
| Venezuela | 750 | 850 | B2/B |
| Source: Lehman Brothers |
Five Year Credit Default Swap Levels (May 9, 2001)
