| Reference Entity | Date | Final Price | |
| Anglo Irish Bank Corporation Limited | 02Feb11 | 71.25 |
|
| Ambac Financial Group, Inc.CDS | 10Dec10 | 9.5 |
|
| Anglo Irish Bank CDS Subordinated Bucket2 | 09Dec10 | 18.25 |
|
| Anglo Irish Bank CDS Subordinated Bucket3 | 09Dec10 | 18 |
|
| Anglo Irish Bank CDS SNR/SUB Bucket1 | 09Dec10 | 74.5 |
|
| Anglo Irish Bank CDS Senior Bucket2 | 09Dec10 | 76 |
|
| Anglo Irish Bank CDS Senior Bucket3 | 09Dec10 | 74.5 |
|
| Takefuji Corp CDS | 28Oct10 | 14.75 |
|
| Boston Generating, LLC LCDS | 21Sep10 | 96.75 |
|
| Truvo (formerly known as World Directories)ELCDS | 09Sep10 | 41.125 |
|
| Truvo Subsidiary Corp CDS | 15Jul10 | 3 |
|
| Ambac Assurance Corporation CDS | 04Jun10 | 20 |
|
| Japan Airlines Corporation CDS | 22Apr10 | 20 |
|
| McCarthy and Stone 1st Lien ELCDS | 15Apr10 | 70.375 |
|
| Aiful Corporation CDS | 25Mar10 | 33.875 |
|
| Cemex CDS | 18Feb10 | 97 |
|
| FGIC CDS | 07Jan10 | 26 |
|
| NJSC Naftogaz of Ukraine CDS | 16Dec09 | 83.5 |
|
| Hellas II CDS | 15Dec09 | 1.375 |
|
| Thomson (Bankruptcy) CDS | 10Dec09 | 77.75 |
|
| CIT Group CDS | 20Nov09 | 68.125 |
|
| MGM LCDS | 10Nov09 | 58.50 |
|
| Thomson 7.5Y | 22Oct09 | 63.25 |
|
| Thomson 5Y | 22Oct09 | 65.125 |
|
| Thomson 2.5Y | 22Oct09 | 96.25 |
|
| SSP 1st Lien ELCDS | 08Oct09 | 52.375 |
|
| Bradford & Bingley Senior CDS | 30Jul09 | 94.625 |
|
| Bradford & Bingley Subordinated CDS | 30Jul09 | 5 |
|
| Lear Corp LCDS | 21Jul09 | 66 |
|
| Lear Corp CDS | 21Jul09 | 38.5 |
|
| Six Flags LCDS | 09Jul09 | 96.125 |
|
| Six Flags CDS | 09Jul09 | 14 |
|
| R.H. Donnelley Inc. LCDS | 24Jun09 | 78.125 |
|
| Dex Media East LCDS | 24Jun09 | 77.25 |
|
| Dex Media West LCDS | 24Jun09 | 82.875 |
|
| Visteon LCDS | 23Jun09 | 39 |
|
| Visteon CDS | 23Jun09 | 3 |
|
| JSC Alliance Bank CDS | 18Jun09 | 16.75 |
|
| General Motors LCDS | 12Jun09 | 97.5 |
|
| General Motors CDS | 12Jun09 | 12.5 |
|
| R.H. Donnelley Corp. CDS | 11Jun09 | 4.875 |
|
| Georgia Gulf LCDS | 10Jun09 | 83 |
|
| JSC BTA Bank CDS | 10Jun09 | 10.25 |
|
| HLI Operating Company LCDS | 09Jun09 | 9.5 |
|
| Edscha LCDS (Mezzanine) | 28May09 | 3.75 |
|
| Syncora | 27May09 | 15 |
|
| General Growth Properties LCDS | 13May09 | 44.25 |
|
| Bowater CDS | 12May09 | 15 |
|
| Idearc CDS | 23Apr09 | 1.75 |
|
| Idearc LCDS | 23Apr09 | 38.5 |
|
| Capmark CDS | 22Apr09 | 23.375 |
|
| Charter LCDS | 21Apr09 | 78 |
|
| Charter CDS | 21Apr09 | 2.375 |
|
| Abitibi CDS | 17Apr09 | 3.25 |
|
| LyondellBasell CDS | 16Apr09 | 2 |
|
| Rouse CDS | 15Apr09 | 29.25 |
|
| Great Lakes CDS | 14Apr09 | 18.25 |
|
| Chemtura CDS | 14Apr09 | 15 |
|
| Station Casinos CDS | 31Mar09 | 32 |
|
| Aleris LCDS | 09Mar09 | 8 |
|
| Ferreti LCDS | 26Feb09 | 10.875 |
|
| Smurfit CDS | 19Feb09 | 8.875 |
|
| Smurfit LCDS | 19Feb09 | 65.375 |
|
| Nortel Networks Corp | 10Feb09 | 12 |
|
| Nortel Ltd. | 10Feb09 | 6.5 |
|
| British Vita ELCDS 1st Lien | 09Feb09 | 15.5 |
|
| British Vita ELCDS 2nd Lien | 09Feb09 | 2.875 |
|
| Sanitec ELCDS 1st Lien | 05Feb09 | 33.5 |
|
| Sanitec ELCDS 2nd Lien | 05Feb09 | 4 |
|
| Equistar | 03Feb09 | 27.5 |
|
| Lyondell CDS | 03Feb09 | 15.5 |
|
| Lyondell LCDS | 03Feb09 | 20.75 |
|
| Millenium | 03Feb09 | 7.125 |
|
| Ecuador | 14Jan09 | 31.375 |
|
| Tribune CDS | 06Jan09 | 1.5 |
|
| Tribune LCDS | 06Jan09 | 23.75 |
|