| Name | Bid | Offer | Ratings (Moody's/S&P) |
| U.S. | |||
| CIT | 105 | 115 | A1/A+ |
| Citigroup | 40 | 50 | Aa2/AA- |
| Enron | 130 | 145 | Baa1/BBB+ |
| Ford | 100 | 110 | A2/A |
| Georgia Pacific | 240 | 265 | Baa2/BBB- |
| Hilton | 180 | 200 | Baa3/BBB- |
| IBM | 50 | 55 | A1/A+ |
| Sears Roebuck Acceptance | 90 | 100 | A3/A- |
| Time Warner | 66 | 76 | Baa1/BBB+ |
| TXU Corp. | 100 | 120 | Baa3/BBB |
| Europe | |||
| Ahold | 53 | 57 | Baa1/BBB+ |
| BSkyB | 270 | 320 | Ba1/BB+ |
| Credit Lyonnais | 45 | 55 | A2/A- |
| DaimlerChrysler | 150 | 160 | A1/A+ |
| Deutsche Telekom | 155 | 165 | A2/A- |
| Poland | 36 | 42 | Baa1/BBB+ |
| Tecnost | 220 | 230 | Baa2/BBB |
| Turkey | 800 | 880 | B1/B |
| Unicredito Italiano | 38 | 48 | Aa3/A+ |
| Vivendi | 130 | 140 | Baa2/BBB |
| Japan | |||
| BOTM | 50 | 56 | A2/A- |
| Japan | 16 | 18 | Aa2/AAA |
| NTT | 35 | 45 | Aa1/AA |
| Toyota | 18 | 25 | Aa1/AAA |
| Source: Lehman Brothers |
Five Year Credit Default Swap Levels (MARCH 2, 2001)
