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1 News & Commentary Credit Biggest Credit Movers Markit Credit Research Markit itraxx and CDX Index Spread Markit itraxx Europe Series % Markit itraxx Europe Crossover Series % Markit itraxx Europe HiVol Series % Markit itraxx CEEMEA Series % 3.84 Markit CDX.NA.IG % Markit CDX.NA.HY % Markit CDX.NA.IG.HVOL % Markit CDX.EM % Markit CDX.LATAM.CORP % Markit itraxx Australia Series % Markit itraxx Japan Series % Markit itraxx Asia ex-japan IG Series %

2 Markit itraxx SovX Index Spread Markit itraxx SovX CEEMEA ex-eu Series % Markit itraxx SovX Global Liquid Investment Grade Series % Markit itraxx SovX G7 Series % Markit itraxx SovX BRIC Series % Markit itraxx SovX Asia Pacific Series % Markit itraxx SovX Latin America Series % Markit iboxx Index Current Index Value Asset Swap Margin Return YTD Daily Return Markit iboxx USD Liquid Investment Grade Index % 0.08% Markit iboxx USD Overall % 0.08% Markit iboxx USD Liquid High Yield Index % -0.03% Markit iboxx EUR Overall % 0.09% Markit iboxx EUR Sovereigns % 0.09% Markit iboxx GBP Overall % 0.03% Markit iboxx Asia % -0.38% Markit iboxx Global Inflation-Linked Index All USD % -0.10% Markit iboxx Europe ABS Index EUR % 0.10% Markit iboxx RMBS Index EUR % 0.10% Markit iboxx GEMX USD % -0.31% Markit iboxx CVBX Vintage Index % -0.74% 2

3 Markit Structured Finance Indices Name Price (Price) (Price) (Price) Markit ABX.HE.BBB % Markit PRIMEX.ARM % Markit CMBX.NA.A % Markit MBX.FN % Markit IOS.FN % Sovereign Credit Improvement NZ New Zld % PANAMA Rep Panama % SLOVAK Slovak Rep % MEX Utd Mexican Sts % PERU Rep Peru % Sovereign Credit Deterioration CHINA- HongKong Hong Kong Spl Admin Region % CHINA Peoples Rep China % INDON Rep Indonesia % UKRAIN Ukraine % RUSSIA Russian Fedn %

4 G7 Industrialised Countries CDS UKIN Utd Kdom Gt Britn & Nthn Irlnd % FRTR French Rep % USGB Utd Sts Amer % 0 1 ITALY Rep Italy % 7-11 JAPAN Japan % DBR Fed Rep Germany % Corporate Credit Improvement North America TRWAuto TRW Automotive Inc % XOM Exxon Mobil Corp % HMA Health Mgmt Assoc Inc % AYE- EnergySupp Allegheny Engy Supp Co LLC % WWCORP Wyndham Worldwide Corp % Europe SECURI Securitas AB % ANGLIA Nationwide Bldg Soc % SVSKHB Svenska Handelsbanken AB % ACE ACE Ltd % INTINV Intelsat Invts SA %

5 Asia MITHI Mitsubishi Heavy Inds Ltd % RESONA- Bank Resona Bk Ltd % HYNMTR-HCS Hyundai Cap Services Inc % YAMAHA YAMAHA Mtr CO LTD % NOMURA Nomura Hldgs Inc % Corporate Credit Deterioration North America APA APACHE CORP % APC ADARKO PETROLEUM CORP % DVN Devon Engy Corp % VLOC Valero Energy Corp % LEVI- +Co Levi Strauss & Co % Europe PREUSS TUI AG % HBOS HBOS Plc % ANBUS Anheuser Busch InBev NV % TELDAN TDC A/S % NOVOBAN NOVO BCO SA %

6 Asia KDICB Korea Dep Ins Corp % ASGHL Asahi Group Hldgs Ltd % MISCBH MISC BHD % MITMAT Mitsubishi Matls Corp % SAMSNG- Electron Samsung Electrs Co Ltd % This also includes states, municipalities, supranational and other government, but non-sovereign, entities. For further information, please visit 6

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