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

2 Markit iboxx Index Current Index Value Asset Swap Margin Return YTD Daily Return Markit iboxx USD Liquid Investment Grade Index % -0.61% Markit iboxx USD Overall % -0.39% Markit iboxx USD Liquid High Yield Index % -0.34% Markit iboxx EUR Overall % -0.03% Markit iboxx EUR Sovereigns % -0.04% Markit iboxx GBP Overall % -0.29% Markit iboxx Asia % -0.40% Markit iboxx Global Inflation-Linked Index All USD % -1.11% Markit iboxx CVBX Vintage Index % -0.01% Markit iboxx Europe ABS Index EUR % -0.06% Markit iboxx RMBS Index EUR % -0.05% Markit iboxx GEMX USD % -0.63% Markit Structured Finance Indices Name Price (Price) (Price) (Price) Markit PRIMEX.ARM % Markit CMBX.NA.BBB % Markit MBX.FN % Markit IOS.FN % Sovereign Credit Improvement AUST Rep Austria % VENZ Rep Venezuela % POLAND Rep Poland % CROATI Rep Croatia % HUNGAA Hungary %

3 Sovereign Credit Deterioration CHILE Rep of Chile % MEX Utd Mexican Sts % PERU Rep Peru % BRAZIL Federative Rep Brazil % ARGENT Argentine Rep % G7 Industrialised Countries CDS ITALY Rep Italy % USGB Utd Sts Amer % JAPAN Japan % 1-1 DBR Fed Rep Germany % UKIN Utd Kdom Gt Britn & Nthn Irlnd % FRTR French Rep % Corporate Credit Improvement North America MKCINC- MSDC Merck Sharp & Dohme Corp % AVB Avalon Bay Cmntys Inc % ODP Office Depot Inc % ETE Energy Transfer Equity LP % WEATHIN Weatherford Intl LLC %

4 Europe LOCKLOW Lock Lower Hldg AS % SCHAFIN Schaeffler Fin BV % REPSSA REPSOL SA % PEUGOT Peugeot SA % JAGLAN JAGUAR LD ROVER AUTOMOTIVE PLC % Asia SAMSNG- Electron Samsung Electrs Co Ltd % NOMURA-Secs Nomura Secs Co Ltd % MUFJ-BTMUFJ Bk of Tokyo Mitsubishi UFJ Ltd % SEKIS Sekisui House Ltd % CMBKKO Woori Bk % Corporate Credit Deterioration North America HOSHOT- HSTRES Host Hotels & Resorts LP % DLX DELUXE CORP % FON-CapCorp Sprint Cap Corp % JCI Johnson Ctls Inc % WILLIPA Williams Partners %

5 Europe ELISSA Eli % IBERDU-Intl Iberdrola Intl BV % EILEAB Eileme 2 AB publ % RENAUL- RCIBanq RCI Bqe % PREMFOO Premier Foods Fin PLC % Asia H2O H2O RETAILING Corp % SMBCCON SMBC Consumer Fin CoLtd % JFEHLD- JFE JFE Stl Corp % TMSK Temasek Hldgs % TOKGAS TOKYO GAS COLTD % This also includes states, municipalities, supranational and other government, but non-sovereign, entities. For further information, please visit 5

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