| Name | Bid | Offer | Ratings (Moody's/S&P) |
| U.S. | |||
| CIT | 45 | 55 | A1/A+ |
| Citigroup | 20 | 30 | Aa2/AA- |
| Enron | 160 | 185 | Baa1/BBB+ |
| Ford | 95 | 100 | A2/A |
| Georgia Pacific | 200 | 230 | Baa3/BBB- |
| Hilton | 160 | 180 | Baa3/BBB- |
| IBM | 38 | 44 | A1/A+ |
| Sears Roebuck Acceptance | 65 | 75 | A3/A- |
| AOL (sr) | 57 | 67 | Baa1/BBB+ |
| TXU Corp. | 85 | 95 | Baa3/BBB |
| Europe | |||
| Ahold | 43 | 47 | Baa1/BBB+ |
| BSkyB | 225 | 275 | Ba1/BB+ |
| Credit Lyonnais Sub | 37 | 44 | A2/BBB+ |
| DaimlerChrysler | 75 | 85 | A3/A- |
| Deutsche Telekom | 91 | 99 | A2/A- |
| Poland | 47 | 53 | Baa1/BBB+ |
| Olivetti | 128 | 137 | Baa2/BBB |
| Turkey | 975 | 1050 | B1/B- |
| Unicredito Italiano Sub | 31 | 36 | A1/A |
| Vivendi | 98 | 108 | Baa2/BBB |
| Japan | |||
| BOTM | 43 | 48 | A2/A- |
| Japan | 16.5 | 18.5 | Aa2/AAA |
| NTT | 20 | 27 | Aa1/AA |
| Toyota | 17 | 21 | Aa1/AAA |
| Asia Ex-Japan | |||
| China | 44 | 54 | A3/BBB |
| Hutchison Whampoa Finance | 105 | 115 | A3/A |
| Korea | 84 | 94 | Baa2/BBB |
| Malaysia | 127 | 135 | Baa2/BBB |
| Philippines | 450 | 500 | Ba1/BB+ |
| Thai | 125 | 135 | Baa3/BBB- |
| Latin America | |||
| Brazil | 900 | 950 | B1/BB- |
| Colombia | 500 | 550 | Ba2/BB |
| Mexico | 225 | 250 | Baa3/BB+ |
| Venezuela | 875 | 925 | B2/B |
| Source: Lehman Brothers |
Five Year Credit Default Swap Levels (August 22, 2001)
