| Name | Bid | Offer |
| U.S. | ||
| Bear Stearns | 75 | 95 |
| Caterpillar | 30 | 50 |
| Citigroup | 23 | 43 |
| Delta Airlines | 525 | 575 |
| Disney | 62 | 78 |
| Enron | 245 | 275 |
| Ford | 150 | 170 |
| GMAC | 150 | 170 |
| Goldman Sachs | 55 | 71 |
| Goodyear Tire | 270 | 320 |
| Hilton | 305 | 345 |
| Household Finance | 65 | 85 |
| IBM | 35 | 55 |
| KMart | 665 | 715 |
| Sears Roebuck Acceptance | 120 | 140 |
| Wall-Mart | 17 | 27 |
| WorldCom | 165 | 185 |
| Europe | ||
| ABN AMRO | 20 | 26 |
| Akzo Nobel | 41 | 51 |
| Allied Domecq | 80 | 90 |
| BAE Systems | 61 | 69 |
| Carrefour | 30 | 38 |
| Credit Lyonnais | 22 | 28 |
| DaimlerChrysler | 165 | 175 |
| Deutsche Telekom | 170 | 180 |
| Dixons | 30 | 38 |
| Fiat | 140 | 150 |
| France Telecom | 215 | 225 |
| Halifax | 17 | 23 |
| Iberdrola | 27 | 33 |
| Marks & Spencer | 60 | 70 |
| Siemens | 60 | 68 |
| UBS | 14 | 20 |
| Vodafone | 100 | 110 |
| Japan | ||
| BOTM | 42 | 68 |
| Japan | 14 | 22 |
| NTT | 34 | 46 |
| Sony | 48 | 58 |
| Toyota | 22 | 38 |
| Asia Ex-Japan | ||
| Amcor | 52 | 68 |
| Australia | 1 | 7 |
| China | 55 | 70 |
| Hutchison Whampoa Finance | 185 | 200 |
| Korea | 125 | 140 |
| Malaysia | 165 | 180 |
| Philippines | 575 | 625 |
| Singapore | 10 | 20 |
| Singapore Telecoms | 55 | 66 |
| Thailand | 155 | 170 |
| Source: J.P. Morgan |
Five Year Credit Default Swap Levels (October 11, 2001)
