| Name | Bid | Offer |
| U.S. | ||
| Bank of America | 26 | 36 |
| Caterpillar | 48 | 62 |
| Citigroup | 22 | 33 |
| Delphi Auto | 145 | 175 |
| Disney | 67 | 87 |
| Eastman Kodak | 260 | 290 |
| Ford | 207 | 221 |
| GMAC | 151 | 165 |
| Goldman Sachs | 47 | 61 |
| Goodyear Tire | 315 | 365 |
| Heinz | 32 | 48 |
| Hewlett Packard | 80 | 100 |
| IBM | 30 | 42 |
| Lehman Brothers | 52 | 68 |
| Merrill Lynch | 47 | 57 |
| Wal-Mart | 15 | 25 |
| WorldCom | 150 | 170 |
| Europe | ||
| ABN AMRO | 18 | 24 |
| Akzo Nobel | 20 | 30 |
| Aventis | 21 | 29 |
| BAE Systems | 44 | 52 |
| Carrefour | 22 | 30 |
| Credit Lyonnais | 20 | 26 |
| DaimlerChrysler | 152 | 162 |
| Deutsche Telekom | 115 | 125 |
| Dixons | 46 | 54 |
| Fiat | 180 | 190 |
| France Telecom | 165 | 175 |
| Halifax | 17 | 23 |
| Iberdrola | 29 | 35 |
| Marks & Spencer | 47 | 57 |
| Siemens | 33 | 43 |
| UBS | 14 | 20 |
| Vodafone | 52 | 62 |
| Asia Ex-Japan | ||
| Amcor | 50 | 66 |
| AMP Bank | 30 | 40 |
| Australia | 2 | 6 |
| BHP Billiton | 41 | 49 |
| China | 40 | 50 |
| CSR | 49 | 61 |
| Fosters | 49 | 59 |
| Hutchison Whampoa Finance | 120 | 135 |
| Korea | 85 | 100 |
| Malaysia | 120 | 135 |
| Philippines | 425 | 475 |
| Qantas Airways | 110 | 140 |
| Singapore | 10 | 20 |
| Southcorp | 60 | 70 |
| Telstra | 35 | 45 |
| Thailand | 110 | 125 |
| WMC | 43 | 63 |
| Source: J.P. Morgan |
Five-Year Credit Default Swap Levels (January 16, 2002)
