Spread Daily Chg (%) Daily Chg (bps) Weekly Chg (bps) Monthly Chg (bps) Markit itraxx Europe Series %

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1 News & Commentary Credit Biggest Credit Movers Markit itraxx and CDX Index Spread (%) Weekly Chg Monthly Chg 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 (%) Weekly Chg Monthly Chg Markit itraxx SovX Global Liquid Investment Grade Series % Markit itraxx SovX G7 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 % -0.27% Markit iboxx USD Overall % -0.21% Markit iboxx USD Liquid High Yield Index % -0.02% Markit iboxx EUR Overall % 0.11% Markit iboxx EUR Sovereigns % 0.11% Markit iboxx GBP Overall % -0.09% Markit iboxx Asia % -0.34% Markit iboxx Global Inflation-Linked Index All USD % -0.28% Markit iboxx Europe ABS Index EUR % 0.27% Markit iboxx RMBS Index EUR % 0.27% Markit iboxx GEMX USD % -0.40% Markit Structured Finance Indices Name Price (%) (Price) Weekly Chg (Price) Monthly Chg (Price) Markit PRIMEX.ARM % Markit CMBX.NA.BB % Markit MBX.FN % Markit IOS.FN % Sovereign Credit Improvement Ticker Name 5Y Today (%) Weekly Chg Monthly Chg GREECE Hellenic Rep % AUSTLA Comwlth Aust % BGARIA Rep Bulgaria % RUSSIA Russian Fedn % POLAND Rep Poland %

3 Sovereign Credit Deterioration Ticker Name 5Y Today (%) Weekly Chg Monthly Chg URUGAY Oriental Rep Uruguay % ESTONI Rep Estonia % BRAZIL Federative Rep Brazil % SLOVAK Slovak Rep % PANAMA Rep Panama % G7 Industrialised Countries CDS Ticker Name 5Y Today (%) Weekly Chg Monthly Chg UKIN Utd Kdom Gt Britn & Nthn Irlnd % DBR Fed Rep Germany % USGB Utd Sts Amer % 0 0 FRTR French Rep % ITALY Rep Italy % JAPAN Japan % Corporate Credit Improvement North America Ticker Name 5Y Today (%) Weekly Chg Monthly Chg DRI Darden Restaurants Inc % HNZ H J HEINZ CO % KBH KB HOME % GR Goodrich Corp % MWD Morgan Stanley %

4 Europe Ticker Name 5Y Today (%) Weekly Chg Monthly Chg AGASSA ageas SA NV % OTE Hellenic Telecom Org SA % BACRED Mediobanca SpA % NSINO Norske Skogindustrier ASA % SANPAO Intesa Sanpaolo SpA % Asia Ticker Name 5Y Today (%) Weekly Chg Monthly Chg KDICB Korea Dep Ins Corp % MITTOA Mitsui Chems Inc % EIBC Expt Import Bk of China % JAPTOB Japan Tob Inc % NIPYU Nippon Yusen Kabushiki Kaisha % Corporate Credit Deterioration North America Ticker Name 5Y Today (%) Weekly Chg Monthly Chg PLCOAL Peabody Engy Corp % BMY Bristol Myers Squibb Co % PFE Pfizer Inc % AET Aetna Inc % CB CHUBB CORP %

5 Europe Ticker Name 5Y Today (%) Weekly Chg Monthly Chg LADBRK LADBROKES PLC % SCORS SCOR SE % DBB Deutsche Bahn AG % ACE ACE Ltd % MDPAC-SKF Smurfit Kappa Fdg plc % Asia Ticker Name 5Y Today (%) Weekly Chg Monthly Chg KOMATS Komatsu Ltd % ASGHL Asahi Group Hldgs Ltd % NSANY Nissan Mtr Co Ltd % JXHLD JX Hldgs Inc % BSTONE Bridgestone Corp % This also includes states, municipalities, supranational and other government, but non-sovereign, entities. For further information, please visit 5

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