| Name | Bid | Offer | Ratings (Moody's/S&P) |
| U.S. | |||
| CIT | 85 | 105 | A1/A+ |
| Citigroup | 35 | 45 | Aa2/AA- |
| Enron | 135 | 150 | Baa1/BBB+ |
| Ford | 95 | 105 | A2/A |
| Georgia Pacific | 220 | 250 | Baa2/BBB- |
| Hilton | 180 | 200 | Baa3/BBB- |
| IBM | 42 | 50 | A1/A+ |
| Sears Roebuck Acceptance | 83 | 93 | A3/A- |
| AOL | 66 | 76 | Baa1/BBB+ |
| TXU Corp. | 100 | 120 | Baa3/BBB |
| Europe | |||
| Ahold | 46 | 52 | Baa1/BBB+ |
| BSkyB | 270 | 320 | Ba1/BB+ |
| Credit Lyonnais Sub | 47 | 53 | A2/A- |
| DaimlerChrysler | 138 | 148 | A1/A+ |
| Deutsche Telekom | 132 | 140 | A2/A- |
| Poland | 34 | 39 | Baa1/BBB+ |
| Tecnost | 210 | 230 | Baa2/BBB |
| Turkey | 600 | 700 | B1/B+ |
| Unicredito Italiano | 39 | 46 | Aa3/A+ |
| Vivendi | 120 | 125 | Baa2/BBB |
| Japan | |||
| BOTM | 53 | 63 | A2/A- |
| Japan | 15 | 19 | Aa2/AAA |
| NTT | 35 | 45 | Aa1/AA |
| Toyota | 20 | 33 | Aa1/AAA |
| Source: Lehman Brothers |
Five Year Credit Default Swap Levels (February 15, 2001)
