Markit itraxx Europe Series % Markit itraxx Europe Crossover Series %

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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 Traxx 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 % 0.04% Markit iboxx USD Overall % -0.06% Markit iboxx USD Liquid High Yield Index % 0.10% Markit iboxx EUR Overall % 0.15% Markit iboxx EUR Sovereigns % 0.20% Markit iboxx GBP Overall % 0.09% Markit iboxx Asia % 0.23% Markit iboxx Global Inflation-Linked Index All USD % -0.37% Markit iboxx Europe ABS Index EUR % 0.12% Markit iboxx RMBS Index EUR % 0.12% Markit iboxx GEMX USD % -0.24% Markit iboxx CVBX Vintage Index % 0.71% 2

3 Markit Structured Finance Indices Name Price (Price) (Price) (Price) Markit ABX.HE.AAA % Markit PRIMEX.A RM % Markit CMBX.NA.BB % Markit MBX.FN % Markit IOS.FN % Sovereign Credit Improvement ITALY Rep Italy % SLOVAK Slovak Rep % SPAIN Kdom Spain % PHILIP Rep Philippines % INDON Rep Indonesia % Sovereign Credit Deterioration VENZ Rep Venezuela % UKIN Utd Kdom Gt Britn & Nthn Irlnd % UKRAIN Ukraine % MEX Utd Mexican Sts % GREECE Hellenic Rep %

4 G7 Industrialised Countries CDS UKIN Utd Kdom Gt Britn & Nthn Irlnd % DBR Fed Rep Germany % USGB Utd Sts Amer % 0 1 JAPAN Japan % FRTR French Rep % ITALY Rep Italy % Corporate Credit Improvement North America X Utd Sts Stl Corp % LEN Lennar Corp % SPF Std Pac Corp % AKS-Corp AK Stl Corp % NUE Nucor Corp % Europe HBOS HBOS Plc % SWREL Sw iss Reins Co Ltd % HSBC- HSBCBank HSBC Bk plc % LBTG-UPC UPC Hldg BV % PERMTSB PERM TSB PUB LTD CO %

5 Asia WJRAIL West Japan Rw y Co % PTTEXP- PTT Ptt Pub Co Ltd % NANKAI Nankai Elec Rw y Co Ltd % LGCOIL- ELEC Lg Electrs % SAMSNG- Electron Samsung Electrs Co Ltd % Corporate Credit Deterioration North America DD E I du Pont de Nemours & Co % NBR-Inc Nabors Inds Inc % UCL Unocal Corp % SHC- Acceptance SEARS ROEBUCK Accep CORP % ALL Allstate Corp % Europe ALLIALE Alliance Leicester Ltd % HBOS- ScotBkPLC Bk OF SCOTLAND PLC % PREUSS TUI AG % ALT ALTADIS SA % INTINV Intelsat Invts SA %

6 Asia SNE Sony Corp % RESONA- Bank Resona Bk Ltd % MITTOA Mitsui Chems Inc % NPG-NPI Nippon Paper Inds CoLtd % CJAPRR Cen Japan Rw y Co % This also includes states, municipalities, supranational and other government, but non-sovereign, entities. For further information, please visit 6

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Spread Daily Chg (%) Daily Chg (bps) Weekly Chg (bps) Monthly Chg (bps) Markit itraxx Europe Series % News & Commentary Credit Biggest Credit Movers Markit Credit Research Markit itraxx and CDX Index Spread Markit itraxx Europe Series 21 60.81 3.28% 1.93 4.94-0.12 Markit itraxx Europe Crossover Series

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