| Name | Bid | Offer | Ratings (Moody's/S&P) |
| U.S. | |||
| CIT | 45 | 55 | A1/A+ |
| Citigroup | 22 | 32 | Aa2/AA- |
| Enron | 120 | 135 | Baa1/BBB+ |
| Ford | 70 | 75 | A2/A |
| Georgia Pacific | 180 | 220 | Baa3/BBB- |
| Hilton | 165 | 185 | Baa3/BBB- |
| IBM | 40 | 45 | A1/A+ |
| Sears Roebuck Acceptance | 60 | 70 | A3/A- |
| AOL (sr) | 50 | 60 | Baa1/BBB+ |
| TXU Corp. | 85 | 95 | Baa3/BBB |
| Europe | |||
| Ahold | 42 | 48 | Baa1/BBB+ |
| BSkyB | 260 | 310 | Ba1/BB+ |
| Credit Lyonnais Sub | 37 | 44 | A2/BBB+ |
| DaimlerChrysler | 63 | 73 | A3/A- |
| Deutsche Telekom | 82 | 88 | A2/A- |
| Poland | 42 | 50 | Baa1/BBB+ |
| Olivetti | 120 | 130 | Baa2/BBB |
| Turkey | 850 | 1050 | B1/B- |
| Unicredito Italiano Sub | 33 | 37 | A1/A |
| Vivendi | 100 | 115 | Baa2/BBB |
| Japan | |||
| BOTM | 40 | 46 | A2/A- |
| Japan | 17 | 19 | Aa2/AAA |
| NTT | 20 | 25 | Aa1/AA |
| Toyota | 16 | 20 | Aa1/AAA |
| Asia Ex-Japan | |||
| China | 47 | 57 | A3/BBB |
| Hutchison Whampoa Finance | 105 | 115 | A3/A |
| Korea | 93 | 103 | Baa2/BBB |
| Malaysia | 142 | 152 | Baa2/BBB |
| Philippines | 460 | 520 | Ba1/BB+ |
| Latin America | |||
| Argentina | 2100 | 2800 | B2/B |
| Brazil | 860 | 960 | B1/BB- |
| Colombia | 540 | 620 | Ba2/BB |
| Mexico | 240 | 280 | Baa3/BB+ |
| Venezuela | 900 | 950 | B2/B |
| Source: Lehman Brothers |
Five Year Credit Default Swap Level (August 2, 2001)
