| Name | Bid | Offer | Ratings (Moody's/S&P) |
| U.S. | |||
| CIT | 95 | 105 | A1/A+ |
| Citigroup | 36 | 46 | Aa2/AA- |
| Enron | 150 | 170 | Baa1/BBB+ |
| Ford | 88 | 95 | A2/A |
| Georgia Pacific | 230 | 260 | Baa3/BBB- |
| Hilton | 160 | 180 | Baa3/BBB- |
| IBM | 46 | 55 | A1/A+ |
| Sears Roebuck Acceptance | 70 | 80 | A3/A- |
| AOL | 70 | 80 | Baa1/BBB+ |
| TXU Corp. | 100 | 120 | Baa3/BBB |
| Europe | |||
| Ahold | 47 | 53 | Baa1/BBB+ |
| BSkyB | 275 | 375 | Ba1/BB+ |
| Credit Lyonnais Sub | 46 | 52 | A1/A- |
| DaimlerChrysler | 118 | 128 | A3/A- |
| Deutsche Telekom | 152 | 162 | A2/A- |
| Poland | 31 | 41 | Baa1/BBB+ |
| Tecnost | 180 | 210 | Baa2/BBB |
| Turkey | 1000 | 1200 | B1/B |
| Unicredito Italiano | 44 | 49 | Aa3/A+ |
| Vivendi | 120 | 130 | Baa2/BBB |
| Japan | |||
| BOTM | 50 | 60 | A2/A- |
| Japan | 16 | 19 | Aa2/AAA |
| NTT | 28 | 38 | Aa1/AA |
| Toyota | 20 | 28 | Aa1/AAA |
| Source: Lehman Brothers |
Five Year Credit Default Swap Levels (April 11,2001)
