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.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 % -0.09% Markit iboxx USD Overall % -0.15% Markit iboxx USD Liquid High Yield Index % 0.61% Markit iboxx EUR Overall % 0.01% Markit iboxx EUR Sovereigns % 0.04% Markit iboxx GBP Overall % -0.56% Markit iboxx Asia % -0.22% Markit iboxx Global Inflation-Linked Index All USD % -0.96% Markit iboxx CVBX Vintage Index % 0.64% Markit iboxx Europe ABS Index EUR % 0.00% Markit iboxx RMBS Index EUR % 0.01% Markit iboxx GEMX USD % 0.38% Markit Structured Finance Indices Name Price (Price) (Price) (Price) Markit PRIMEX.ARM % Markit CMBX.NA.BB % Markit MBX.FN % Markit IOS.FN % Sovereign Credit Improvement Ticker Name 5Y Today MEX Utd Mexican Sts % SRILAN Dem Socialist Rep Sri Lanka % PANAMA Rep Panama % BRAZIL Federative Rep Brazil % SWED Kdom Sweden %

3 Sovereign Credit Deterioration Ticker Name 5Y Today NZ New Zld % DBR Fed Rep Germany % BGARIA Rep Bulgaria % JAPAN Japan % LEBAN Lebanese Rep % G7 Industrialised Countries CDS Ticker Name 5Y Today DBR Fed Rep Germany % USGB Utd Sts Amer % JAPAN Japan % FRTR French Rep % UKIN Utd Kdom Gt Britn & Nthn Irlnd % ITALY Rep Italy % Corporate Credit Improvement North America Ticker Name 5Y Today WEATHIN Weatherford Intl LLC % WFT Weatherford Itl Ltd % UPS Utd Parcel Svc Inc % MGMRI MGM Resorts Intl % JPM JPMorgan Chase & Co %

4 Europe Ticker Name 5Y Today AAUK Anglo Amern plc % HANNRUE Hannover Rueck SE % PNL PostNL NV % ARMLL ArcelorMittal % AXAF AXA % Asia Ticker Name 5Y Today NSANY Nissan Mtr Co Ltd % JFEHLD JFE Hldgs Inc % KAWKIS Kawasaki Kisen Kaisha Ltd % KHCL Kirin Hldgs Co Ltd % MITSOL Mitsui OSK Lines Ltd % Corporate Credit Deterioration North America Ticker Name 5Y Today CCREFM CocaCola Refreshments USA Inc % VZW-Capital Verizon Wireless Cap LLC % PEG-PSEGPower PSEG Pwr LLC % DPL DPL Inc % MCCC- MedcomLLC Mediacom LLC %

5 Europe Ticker Name 5Y Today INPOWE INTL PWR LTD % DBB Deutsche Bahn AG % VW Volkswagen AG % GARFUNH GARFUNKELUX HOLDCO 2 SA % ONOSM- ONOFin2 ONO Fin II plc % Asia Ticker Name 5Y Today KUB Kubota Corp % TOPPAN Toppan Prtg Co Ltd % YAMAHA YAMAHA Mtr CO LTD % KANSEL Kansai Elec Pwr Co Inc % GSCO GS Caltex Oil Corp % This also includes states, municipalities, supranational and other government, but non-sovereign, entities. For further information, please visit 5

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Spread Daily Chg (%) Daily Chg (bps) Weekly Chg (bps) Monthly Chg (bps) Markit itraxx Europe HiVol Series % News & Commentary Credit Biggest Credit Movers Markit itraxx and CDX Index Spread Markit itraxx Europe Series 26 73.43-0.93% -0.69-0.45 Markit itraxx Europe Crossover Series 26 331.02-1.07% -3.57-6.98

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