News & Commentary. Credit. Biggest Credit Movers. Markit itraxx and CDX. Markit itraxx SovX. Markit Credit Research

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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.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 % Markit itraxx SovX Index Spread Markit itraxx SovX CEEMEA 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 %

2 Markit iboxx Index Current Index Value Asset Swap Margin Return YTD Daily Return Markit iboxx USD Liquid Investment Grade Index % 0.13% Markit iboxx USD Overall % 0.12% Markit iboxx USD Liquid High Yield Index % 0.13% Markit iboxx EUR Overall % -0.08% Markit iboxx EUR Sovereigns % -0.17% Markit iboxx GBP Overall % 0.28% Markit iboxx Asia % 0.34% Markit iboxx Global Inflation-Linked Index All USD % 0.42% Markit iboxx Europe ABS Index EUR % 0.03% Markit iboxx RMBS Index EUR % 0.02% Markit iboxx GEMX USD % 0.30% 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 CHINA- HongKong Hong Kong Spl Admin Region % KOREA Rep Korea % INDON Rep Indonesia % BGARIA Rep Bulgaria % CHINA Peoples Rep China %

3 Sovereign Credit Deterioration SPAIN Kdom Spain % PORTUG Rep Portugal % BRAZIL Federative Rep Brazil % RUSSIA Russian Fedn % GREECE Hellenic Rep % G7 Industrialised Countries CDS ITALY Rep Italy % DBR Fed Rep Germany % UKIN Utd Kdom Gt Britn & Nthn Irlnd % FRTR French Rep % USGB Utd Sts Amer % 0 0 JAPAN Japan % Corporate Credit Improvement North America RSH RadioShack Corp % -871 SHC- Acceptance SEARS ROEBUCK Accep CORP % UTX Utd Tech Corp % TSO Tesoro Corp % PLCOAL Peabody Engy Corp %

4 Europe SUNRICO Sunrise Comms Hldgs SA % SUEDZU Suedzucker AG % TSCO Tesco PLC % VOUGBID VOUGEOT BIDCO PLC % BASFSE BASF SE % Asia KDICB Korea Dep Ins Corp % PTTEXP-PTT Ptt Pub Co Ltd % HYNMTR-Kia Kia Mtrs Corp % HYSAN Hysan Dev Co Ltd % KTG KTG Corp % Corporate Credit Deterioration North America IBM Intl Business Machs Corp % HMA Health Mgmt Assoc Inc % UPS Utd Parcel Svc Inc % RAD Rite Aid Corp % NORGRM Northrop Grumman Corp %

5 Europe HSBC- HSBCBank HSBC Bk plc % ACCOR ACCOR % AXAF AXA % MEHI MELIA HOTELS Intl SA % PLTMPL-IntFin Portugal Telecom Intl Fin B V % Asia STSP Singapore Telecom Ltd % MTRC MTR Corp Ltd % MITEST Mitsubishi Estate Co Ltd % ACOM ACOM CO LTD % FLEX Flextronics Intl Ltd % This also includes states, municipalities, supranational and other government, but non-sovereign, entities. For further information, please visit 5

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