| Name | Bid | Offer | Ratings (Moody's/S&P) |
| U.S. | |||
| CIT | 45 | 55 | A1/A+ |
| Citigroup | 22 | 32 | Aa2/AA- |
| Enron | 140 | 155 | Baa1/BBB+ |
| Ford | 74 | 79 | A2/A |
| Georgia Pacific | 185 | 230 | Baa3/BBB- |
| Hilton | 160 | 180 | Baa3/BBB- |
| IBM | 38 | 44 | A1/A+ |
| Sears Roebuck Acceptance | 60 | 70 | A3/A- |
| AOL (sr) | 57 | 67 | Baa1/BBB+ |
| TXU Corp. | 85 | 95 | Baa3/BBB |
| Europe | |||
| Ahold | 40 | 50 | Baa1/BBB+ |
| BSkyB | 225 | 275 | Ba1/BB+ |
| Credit Lyonnais Sub | 38 | 45 | A2/BBB+ |
| DaimlerChrysler | 70 | 77 | A3/A- |
| Deutsche Telekom | 90 | 98 | A2/A- |
| Poland | 46 | 53 | Baa1/BBB+ |
| Olivetti | 115 | 125 | Baa2/BBB |
| Turkey | 1075 | 1175 | B1/B- |
| Unicredito Italiano Sub | 32 | 37 | A1/A |
| Vivendi | 95 | 105 | Baa2/BBB |
| Japan | |||
| BOTM | 46 | 51 | A2/A- |
| Japan | 16 | 19 | Aa2/AAA |
| NTT | 20 | 25 | Aa1/AA |
| Toyota | 16 | 19 | Aa1/AAA |
| Asia Ex-Japan | |||
| China | 45 | 55 | A3/BBB |
| Hutchison Whampoa Finance | 112 | 122 | A3/A |
| Korea | 84 | 94 | Baa2/BBB |
| Malaysia | 135 | 145 | Baa2/BBB |
| Philippines | 450 | 500 | Ba1/BB+ |
| Latin America | |||
| Brazil | 850 | 900 | B1/BB- |
| Colombia | 475 | 525 | Ba2/BB |
| Mexico | 225 | 260 | Baa3/BB+ |
| Venezuela | 875 | 925 | B2/B |
| Source: Lehman Brothers |
Five Year Credit Default Swap Levels (August 16, 2001)
