| Name | Bid | Offer |
| U.S. | ||
| Bear Stearns | 34 | 44 |
| Caterpillar | 63 | 77 |
| Citigroup | 30 | 40 |
| Delta Autos | 190 | 210 |
| Disney | 75 | 95 |
| Enron | 1400 | 1600 |
| Ford | 180 | 200 |
| GMAC | 170 | 190 |
| Goldman Sachs | 56 | 70 |
| Goodyear Tire | 420 | 460 |
| Hilton | 415 | 515 |
| Household Finance | 87 | 107 |
| IBM | 35 | 45 |
| Lehman Brothers | 85 | 105 |
| Merril Lynch | 51 | 65 |
| Wal-Mart | 17 | 27 |
| WorldCom | 200 | 220 |
| Europe | ||
| ABN AMRO | 24 | 30 |
| Akzo Nobel | 25 | 35 |
| Aventis | 26 | 34 |
| BAE Systems | 56 | 64 |
| Carrefour | 26 | 34 |
| Credit Lyonnais | 22 | 28 |
| DaimlerChrysler | 180 | 190 |
| Deutsche Telekom | 135 | 145 |
| Dixons | 51 | 59 |
| Eni | 14 | 20 |
| Fiat | 160 | 170 |
| France Telecom | 160 | 175 |
| Iberdrola | 30 | 36 |
| Marks & Spencer | 62 | 72 |
| Siemens | 45 | 55 |
| UBS | 15 | 21 |
| Vodafone | 75 | 85 |
| Asia Ex-Japan | ||
| Amcor | 61 | 77 |
| AMP Bank | 30 | 40 |
| Australia | 2 | 6 |
| BHP Billiton | 49 | 57 |
| China | 50 | 65 |
| CSR | 60 | 72 |
| Fosters | 51 | 61 |
| Hutchinson Whampoa Finanace | 155 | 170 |
| Korea | 105 | 170 |
| Malaysia | 175 | 190 |
| Philippines | 575 | 625 |
| Singapore | 15 | 25 |
| Sony | 42 | 58 |
| Swire Pac | 60 | 75 |
| Thailand | 155 | 170 |
| Wharf Holdings | 135 | 155 |
| Source: J.P. Morgan |
Five Year Credit Default Swap Levels (November 7, 2001)
