Understanding the data presented in this report
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| Free CDS Pricing Report | |||||||||||
| Markit Group has developed this free CDS pricing report to address a public interest in CDS prices. In total, the CDS for roughly 450 entities (constituents of Markit CDS Indices, the largest Financials and G20 Sovereigns) as well as the Markit CDS Indices are listed. If the CDS contract is centrally cleared, the price provided is from Markit-ICE Settlements. If the contract is not yet centrally cleared, the price provided is the most recent CDS dealer quote at the time of the report. As the CDS for more entities are centrally cleared, the cleared prices for the 5 year CDS contract will be provided in this report. The 5 year CDS contract is the liquid contract traded in the market. | |||||||||||
Understanding the data presented in this report | |||||||||||
| The Notional and CDS Contracts data is provided by DTCC. Price quotes from Markit are for the 5 year tenor only. | |||||||||||
| Reference Entity | Equity Ticker | Equity Exchange | Region | Industry | # of CDS Contracts Outstanding | # of CDS Contracts (Weekly Δ) | Net Notional CDS | Net Notional CDS (Weekly Δ) | Price | Daily Change | Price Type |
| Markit CDX-NAIG* | N/A | N/A | N.Amer | N/A | 45,660 | -1,337 | $329,967,948,510 | $17,071,832,578 | 112 | - | Spread (bps) |
| Markit CDX-NAHY* | N/A | N/A | N.Amer | N/A | 11,624 | -600 | $70,258,243,734 | $1,669,362,135 | 95 | - | Price |
| Markit ITRAXX-Europe* | N/A | N/A | Europe | N/A | 31,410 | -5,444 | $311,747,606,477 | -$20,396,571,832 | 87 | -3.75 | Spread (bps) |
| Markit ITRAXX-AsiaXJIG* | N/A | N/A | Asia | N/A | 3,191 | 26 | $3,427,750,000 | -$85,000,000 | 95 | - | Spread (bps) |
| Argentine Rep | N/A | N/A | Lat.Amer | Government | 4,921 | 37 | $1,554,197,009 | $362,785 | 17 | - | Upfront+500bps |
| Comwlth Aust | N/A | N/A | Oceania | Government | 279 | 4 | $442,707,160 | $19,477,400 | 30 | 1.01 | Spread (bps) |
| Fed Rep Germany | N/A | N/A | Europe | Government | 1,375 | -20 | $11,956,885,798 | -$114,027,802 | 21 | 1.2 | Spread (bps) |
| Federative Rep Brazil | N/A | N/A | Lat.Amer | Government | 9,505 | 121 | $10,589,821,915 | $51,086,781 | 114 | - | Spread (bps) |
| French Rep | N/A | N/A | Europe | Government | 1,212 | 5 | $8,382,425,795 | -$62,760,949 | 23 | 0.56 | Spread (bps) |
| Kdom Saudi Arabia | N/A | N/A | MiddleEast | Government | N/A | N/A | N/A | N/A | 78 | 1.12 | Spread (bps) |
| Rep India | N/A | N/A | India | Government | N/A | N/A | N/A | N/A | 2,022 | - | Spread (bps) |
| Rep Indonesia | N/A | N/A | Asia | Government | 3,924 | 35 | $1,829,348,769 | -$122,208,944 | 174 | 1.25 | Spread (bps) |
| Rep Italy | N/A | N/A | Europe | Government | 4,521 | 42 | $22,409,945,412 | -$39,566,723 | 68 | -0.19 | Spread (bps) |
| Rep South Africa | N/A | N/A | Africa | Government | 4,052 | 37 | $2,159,641,776 | -$15,503,864 | 123 | -0.83 | Spread (bps) |
| Rep Turkey | N/A | N/A | MiddleEast | Government | 10,924 | 114 | $5,396,336,317 | $57,110,877 | 4 | -0.05 | Upfront+100bps |
| Russian Fedn | N/A | N/A | E.Eur | Government | 7,688 | 72 | $5,008,733,465 | $165,825,512 | 173 | -1.29 | Spread (bps) |
| Utd Kdom Gt Britn & Nthn Irlnd | N/A | N/A | Europe | Government | 1,019 | 1 | $3,433,293,762 | -$51,622,070 | 47 | 0.48 | Spread (bps) |
| Utd Mexican Sts | N/A | N/A | Lat.Amer | Government | 8,860 | 109 | $6,466,934,924 | -$96,610,131 | 2 | - | Upfront+100bps |
| Utd Sts Amer | N/A | N/A | N.Amer | Government | 271 | -12 | $2,225,600,670 | -$80,072,915 | 23 | 1.51 | Spread (bps) |
| 3i Gp plc | III | LON | Europe | Financials | 956 | 4 | $1,077,374,787 | -$13,303,530 | 5 | -0.4 | Upfront+100bps |
| AB Volvo | VOLV-B | STO | Europe | Industrials | 3,681 | 164 | $1,532,251,310 | -$112,383,272 | 6 | -0.36 | Upfront+100bps |
| ABB Intl Fin Ltd | ABBN | VTX | OffShore | Financials | 2,638 | 22 | $918,385,974 | -$23,676,179 | 68 | -1.59 | Spread (bps) |
| ABN AMRO Bk N V | N/A | N/A | Europe | Financials | 2,186 | 71 | $1,538,028,244 | -$85,684,842 | 79 | -0.55 | Spread (bps) |
| ACCOR | AC | EPA | Europe | Consumer Services | 4,019 | 37 | $1,425,544,169 | -$57,964,651 | 5 | -0.14 | Upfront+100bps |
| Adecco S A | ADEN | VTX | Europe | Financials | 2,943 | 105 | $1,402,552,903 | -$12,949,667 | 2 | -0.02 | Upfront+100bps |
| Aegon N.V. | AGN | AMS | Europe | Financials | 3,519 | 26 | $2,012,999,396 | -$44,737,469 | 3 | -0.04 | Upfront+100bps |
| Aiful Corp | 8515 | TYO | Asia | Financials | 2,550 | 33 | $1,292,880,036 | $22,632,965 | 69 | - | Upfront+500bps |
| AKZO Nobel N V | AKZA | AMS | Europe | Basic Materials | 3,993 | -4 | $1,804,420,707 | -$29,061,648 | 84 | 0.5 | Spread (bps) |
| Allianz SE | ALV | FRA | Europe | Financials | 3,920 | 44 | $3,797,021,601 | -$79,776,374 | 68 | -1.15 | Spread (bps) |
| ALSTOM | ALO | EPA | Europe | Industrials | 1,787 | 133 | $731,942,868 | $19,582,751 | 111 | -2.5 | Spread (bps) |
| Amern Express Co | AXP | NYSE | N.Amer | Financials | 3,271 | 22 | $1,756,486,219 | -$19,767,648 | 2 | -0.01 | Upfront+100bps |
| Amgen Inc. | AMGN | NASDAQ | N.Amer | Health Care | 2,103 | -1 | $1,291,447,474 | -$81,043,101 | 45 | -1.42 | Spread (bps) |
| Anglo Amern plc | AAL | LON | Europe | Basic Materials | 2,478 | 16 | $1,513,915,543 | -$27,624,710 | 3 | -0.32 | Upfront+100bps |
| ArcelorMittal | MT | AMS | Europe | Basic Materials | 5,997 | 63 | $3,474,047,655 | $59,171,058 | 7 | -0.42 | Upfront+100bps |
| Assicurazioni Generali S p A | G | BIT | Europe | Financials | 3,045 | 28 | $2,216,582,301 | $11,799,465 | 63 | -2.53 | Spread (bps) |
| Aust & New Zld Bkg Gp Ltd | ANZ | ASX | Oceania | Financials | 1,019 | 11 | $841,707,302 | -$38,378,380 | 65 | -6.4 | Spread (bps) |
| Autozone Inc | AZO | NYSE | N.Amer | Consumer Services | 4,188 | - | $2,871,998,615 | -$7,396,171 | 61 | -1.66 | Spread (bps) |
| Aviva plc | AV | LON | Europe | Financials | 3,130 | 19 | $2,223,976,773 | -$116,570,831 | 108 | -4.75 | Spread (bps) |
| AXA | AXA | EPA | Europe | Financials | 4,685 | 31 | $2,280,061,840 | -$20,893,967 | 68 | -1.98 | Spread (bps) |
| Barclays Bk plc | BARC | LON | Europe | Financials | 4,394 | 38 | $4,348,733,733 | -$81,195,053 | 80 | -0.29 | Spread (bps) |
| BASF SE | BAS | FRA | Europe | Basic Materials | 3,114 | -1 | $2,062,173,237 | $59,637,517 | 57 | -0.02 | Spread (bps) |
| Baxter Intl Inc | BAX | NYSE | N.Amer | Health Care | 1,762 | 13 | $1,045,485,911 | -$75,846,731 | 24 | -3.67 | Spread (bps) |
| Bay Hypo und Vereinsbank AG | N/A | N/A | Europe | Financials | 1,825 | 16 | $1,090,179,893 | -$48,348,013 | 66 | 0.82 | Spread (bps) |
| Bay Motoren Werke AG | BMW | FRA | Europe | Consumer Goods | 4,392 | 15 | $2,413,063,559 | -$140,801,769 | 101 | -3.79 | Spread (bps) |
| Bayer AG | BAY | FRA | Europe | Health Care | 3,730 | 11 | $2,089,422,693 | -$31,964,008 | 57 | -0.29 | Spread (bps) |
| Bca Monte dei Paschi di Siena S p A | BMPS | BIT | Europe | Financials | 2,698 | 3 | $2,105,636,695 | $15,149,651 | 64 | -2.25 | Spread (bps) |
| Bco Bilbao Vizcaya Argentaria S A | BBVA | MCE | Europe | Financials | 3,420 | 20 | $2,969,128,241 | -$62,086,646 | 85 | -1.5 | Spread (bps) |
| Bco Comercial Portugues SA | BCP | ELI | Europe | Financials | 1,946 | 5 | $1,378,802,944 | -$23,540,257 | 92 | -3.82 | Spread (bps) |
| Bco Espirito Santo S A | BES | ELI | Europe | Financials | 2,857 | 5 | $2,862,558,468 | -$36,296,058 | 117 | -1.02 | Spread (bps) |
| Bco SANTANDER SA | SAN | MCE | Europe | Financials | 4,457 | 44 | $3,433,290,546 | -$17,931,208 | 81 | -2.28 | Spread (bps) |
| Bertelsmann AG | BTG4 | FRA | Europe | Consumer Services | 3,038 | 23 | $1,299,449,021 | -$26,319,719 | 7 | -0.26 | Upfront+100bps |
| Bk of America Corp | BAC | NYSE | N.Amer | Financials | 9,109 | 65 | $6,650,158,422 | $2,710,043 | 121 | 0.42 | Spread (bps) |
| Bk of China Ltd | 601988 | SHA | Asia | Financials | 548 | 6 | $304,064,184 | -$24,622 | 28 | - | Upfront+100bps |
| Bk of India | 532149 | BOM | India | Financials | N/A | N/A | N/A | N/A | 103 | 2.5 | Spread (bps) |
| Bk OF SCOTLAND PLC | RBS | LON | Europe | Financials | 2,994 | 18 | $2,260,250,316 | -$58,160,060 | 115 | -3.33 | Spread (bps) |
| BNP Paribas | BNP | EPA | Europe | Financials | 2,949 | 13 | $2,617,621,302 | $135,963,773 | 58 | -0.66 | Spread (bps) |
| Boeing Cap Corp | BA | NYSE | N.Amer | Industrials | 2,036 | 5 | $1,116,138,469 | -$4,785,423 | 95 | 2.63 | Spread (bps) |
| Bombardier Inc | BBD.A | TSE | N.Amer | Industrials | 3,173 | 17 | $818,832,444 | $1,251,502 | 7 | -0.1 | Upfront+100bps |
| BP P.L.C. | BP | LON | Europe | Oil & Gas | 1,023 | 20 | $1,230,991,541 | -$1,427,012 | 42 | 0.1 | Spread (bps) |
| Brit Amern Tob plc | BATS | LON | Europe | Consumer Goods | 4,687 | 36 | $2,431,837,498 | -$51,633,429 | 60 | -1.95 | Spread (bps) |
| Brit Telecom PLC | BT | NYSE | Europe | Telecommunications | 6,503 | 69 | $2,900,376,111 | -$222,287,610 | 2 | -0.16 | Upfront+100bps |
| CADBURY Hldgs Ltd | CBRY | LON | Europe | Consumer Goods | 3,536 | 21 | $1,369,247,814 | -$47,495 | 55 | -2.21 | Spread (bps) |
| Cap One Bk USA Natl Assn | COF | NYSE | N.Amer | Financials | 2,941 | -2 | $884,512,210 | -$22,019,367 | 85 | 0.04 | Spread (bps) |
| Cap One Finl Corp | COF | NYSE | N.Amer | Financials | 2,416 | 6 | $1,234,273,236 | $4,208,880 | 2 | 0.1 | Upfront+100bps |
| CapitaLand Ltd | C31 | SIN | Asia | Financials | N/A | N/A | N/A | N/A | 175 | -56.82 | Spread (bps) |
| Cardinal Health Inc | CAH | NYSE | N.Amer | Health Care | 2,643 | -1 | $1,438,147,629 | $18,545,435 | 44 | -1.24 | Spread (bps) |
| Carrefour | CA | EPA | Europe | Consumer Services | 4,229 | 25 | $2,187,441,421 | -$77,244,928 | 76 | -1.1 | Spread (bps) |
| Casino Guichard Perrachon | CO | EPA | Europe | Consumer Services | 5,064 | 8 | $1,884,581,374 | -$52,816,043 | 1 | -0.14 | Upfront+100bps |
| Centrica plc | CAN | LON | Europe | Utilities | 3,339 | 6 | $1,728,697,875 | $21,432,346 | 51 | 0.36 | Spread (bps) |
| CHINA Dev Bk Corp | Asia | Government | 322 | 3 | $393,665,067 | $10,051,255 | 100 | -5.43 | Spread (bps) | ||
| Cie de St Gobain | SGO | EPA | Europe | Industrials | 4,413 | 240 | $2,186,573,820 | -$104,438,431 | 2 | 0.02 | Upfront+100bps |
| CIT Gp Inc | CIT | NYSE | N.Amer | Financials | 6,343 | 139 | $3,120,189,939 | -$200,138,227 | 41 | - | Upfront+500bps |
| Citigroup Inc | C | NYSE | N.Amer | Financials | 4,824 | 55 | $4,059,595,702 | -$128,741,788 | 6 | 0.08 | Upfront+100bps |
| CNOOC Ltd | 0883 | HKG | Asia | Oil & Gas | 588 | 5 | $340,662,587 | $15,642,879 | 70 | -5.88 | Spread (bps) |
| Commerzbank AG | CBK | FRA | Europe | Financials | 6,154 | 66 | $3,202,651,910 | -$3,974,796 | 69 | -1.28 | Spread (bps) |
| Compass Gp PLC | CPG | LON | Europe | Consumer Services | 4,613 | 22 | $1,991,978,557 | $2,162,752 | 45 | 0.48 | Spread (bps) |
| Comwlth Bk Aust | CBA | ASX | Oceania | Financials | 840 | -2 | $855,195,569 | -$13,907,138 | 63 | -4.56 | Spread (bps) |
| Cr Agricole SA | ACA | EPA | Europe | Financials | 1,771 | 14 | $2,472,489,293 | $34,024,649 | 86 | 1.04 | Spread (bps) |
| Credit Suisse Gp Ltd | CSGN | VTX | Europe | Financials | 3,144 | 14 | $3,832,931,948 | $39,055,671 | 79 | -0.9 | Spread (bps) |
| CVS Caremark Corp | CVS | NYSE | N.Amer | Consumer Services | 2,387 | -4 | $1,283,227,122 | -$47,554,141 | 41 | -1.2 | Spread (bps) |
| Daimler AG | DAI | FRA | Europe | Consumer Goods | 8,250 | 65 | $3,596,491,131 | $9,557,792 | 110 | -3.1 | Spread (bps) |
| DBS Bk Ltd | D05 | SIN | Asia | Financials | 822 | 1 | $469,526,591 | $12,625,768 | 77 | -0.35 | Spread (bps) |
| Deutsche Bk AG | DBK | FRA | Europe | Financials | 5,863 | 41 | $6,618,737,904 | $154,871,581 | 82 | 2.18 | Spread (bps) |
| Deutsche Post AG | DPW | FRA | Europe | Industrials | 1,929 | 61 | $973,116,211 | $12,692,100 | 44 | -0.39 | Spread (bps) |
| Deutsche Telekom AG | DTE | FRA | Europe | Telecommunications | 7,097 | 67 | $4,679,065,242 | $43,145,256 | 81 | -0.85 | Spread (bps) |
| Dexia Cr Loc | DEXB | EBR | Europe | Financials | 949 | 10 | $1,757,932,906 | $77,354,032 | 4 | 0.09 | Upfront+100bps |
| Diageo PLC | DGE | LON | Europe | Consumer Goods | 2,707 | 2 | $1,562,752,815 | -$17,904,074 | 78 | 2.53 | Spread (bps) |
| E.ON AG | EOAN | FRA | Europe | Utilities | 4,324 | 11 | $3,349,039,209 | -$38,352,871 | 60 | 0.01 | Spread (bps) |
| Edison S p A | EDNR | BIT | Europe | Utilities | 1,752 | 7 | $939,431,826 | -$29,712,820 | 92 | -0.26 | Spread (bps) |
| EDP Energias de Portugal SA | EDPAE | ELI | Europe | Utilities | 2,293 | 8 | $1,011,798,645 | -$19,974,815 | 95 | -2.02 | Spread (bps) |
| ELECTRICITE DE FRANCE | EDF | EPA | Europe | Utilities | 3,543 | 20 | $1,882,752,227 | -$101,039,602 | 43 | 1.12 | Spread (bps) |
| EnBW Energie Baden Wuerttemberg AG | EEGBF | PINK | Europe | Utilities | 1,889 | - | $1,163,719,590 | -$93,606,608 | 60 | 0.75 | Spread (bps) |
| ENEL S p A | ENEL | BIT | Europe | Utilities | 4,642 | 26 | $2,698,775,535 | -$51,838,066 | 108 | -0.14 | Spread (bps) |
| Eurpn Aero Defence & Space Co Eads N V | EADSF | PINK | Europe | Industrials | 3,407 | 195 | $1,643,114,666 | $8,621,594 | 89 | 1.07 | Spread (bps) |
| EXPERIAN Fin PLC | EXPN | LON | Europe | Consumer Services | 3,971 | 18 | $1,659,191,313 | -$1,757,242 | 47 | 1.22 | Spread (bps) |
| Expt Import Bk Korea | N/A | N/A | Asia | Government | 669 | 1 | $466,712,191 | -$301,549 | 105 | -2.84 | Spread (bps) |
| Expt Import Bk of China | N/A | N/A | Asia | Government | 302 | - | $313,193,870 | $110,550 | 100 | -3.71 | Spread (bps) |
| Fairfax Finl Hldgs Ltd | FFH | TSE | N.Amer | Financials | 726 | 6 | $221,687,940 | $6,459,500 | 335 | - | Spread (bps) |
| FCE Bk PLC | N/A | N/A | Europe | Financials | 630 | - | $747,779,486 | -$92,149,239 | 4 | 0.01 | Upfront+500bps |
| Finmeccanica S p A | FNC | BIT | Europe | Industrials | 2,261 | 135 | $950,207,003 | -$56,178,644 | 92 | 1.4 | Spread (bps) |
| Fortum Oyj | FUM1V | HEL | Europe | Utilities | 1,856 | 2 | $1,009,551,128 | -$6,462,639 | 48 | -0.48 | Spread (bps) |
| France Telecom | FTE | EPA | Europe | Telecommunications | 6,813 | 53 | $3,740,877,986 | $141,000,985 | 48 | -1.31 | Spread (bps) |
| Gas Nat SDG SA | GAS | MCE | Europe | Utilities | 2,639 | 8 | $1,983,181,930 | -$11,644,978 | 1 | -0.1 | Upfront+100bps |
| GDF SUEZ | GSZ | EPA | Europe | Utilities | 4,290 | 30 | $3,271,781,293 | $12,712,587 | 58 | -0.19 | Spread (bps) |
| Gen Elec Cap Corp | GEC | NYSE | N.Amer | Financials | 7,591 | 96 | $10,465,796,857 | $63,082,006 | 6 | 0.14 | Upfront+100bps |
| Genting Bhd | GENTING | KUL | Asia | Consumer Services | 407 | 6 | $264,345,471 | $29,202,704 | 100 | 4.96 | Spread (bps) |
| Genworth Finl Inc | GNW | NYSE | N.Amer | Financials | 1,858 | 43 | $1,352,243,170 | $43,391,915 | 438 | 1.15 | Spread (bps) |
| Glencore Intl AG | N/A | N/A | Europe | Basic Materials | 4,596 | 64 | $2,475,056,598 | -$30,230,736 | 5 | -0.34 | Upfront+100bps |
| Goldman Sachs Gp Inc | GS | NYSE | N.Amer | Financials | 6,169 | 89 | $5,662,657,585 | -$116,685,043 | 117 | 1.53 | Spread (bps) |
| Goodrich Corp | GR | NYSE | N.Amer | Industrials | 2,188 | 30 | $1,085,513,256 | $10,236,049 | 44 | 0.97 | Spread (bps) |
| GROUPE AUCHAN | N/A | N/A | Europe | Consumer Services | 2,223 | 3 | $1,349,014,382 | -$24,545,961 | 74 | -1.07 | Spread (bps) |
| GS Caltex Oil Corp | N/A | N/A | Asia | Oil & Gas | 477 | 2 | $426,503,215 | $16,432,068 | 105 | -2.14 | Spread (bps) |
| Hana Bank | 86790 | SEO | Asia | Financials | 335 | 6 | $300,968,468 | $9,803,020 | 118 | -4.1 | Spread (bps) |
| Hannover Ruck AG | HNR1 | FRA | Europe | Financials | 4,688 | 53 | $2,520,321,476 | -$85,640,542 | 38 | -0.02 | Spread (bps) |
| Harrahs Oper Co Inc | N/A | N/A | N.Amer | Consumer Services | 4,423 | 105 | $1,887,827,356 | $47,415,705 | 31 | 1.32 | Upfront+500bps |
| Hellenic Telecom Org SA | HTO | ATH | Europe | Telecommunications | 4,221 | 9 | $2,170,502,755 | $20,480,214 | 81 | 0.19 | Spread (bps) |
| Henkel AG & Co KGaA | HEN3 | FRA | Europe | Consumer Goods | 2,019 | 14 | $1,437,345,699 | -$8,830,388 | 65 | -0.51 | Spread (bps) |
| Hewlett Packard Co | HPQ | NASDAQ | N.Amer | Technology | 2,103 | 3 | $1,169,415,053 | -$47,783,869 | 17 | -8.52 | Spread (bps) |
| Holcim Ltd | HOLN | VTX | Europe | Industrials | 2,471 | 226 | $1,490,179,579 | $10,805,288 | 2 | -0.1 | Upfront+100bps |
| Home Depot Inc | HD | NYSE | N.Amer | Consumer Services | 2,869 | 12 | $1,595,085,417 | $16,128,599 | 64 | -0.19 | Spread (bps) |
| Honeywell Intl Inc | HON | NYSE | N.Amer | Industrials | 1,749 | 23 | $1,295,173,032 | -$153,026,915 | 43 | 1.94 | Spread (bps) |
| Hong Kong Spl Admin Region | Asia | Government | N/A | N/A | N/A | N/A | 48 | -6.43 | Spread (bps) | ||
| Hongkong Ld Co Ltd | H78 | SIN | Asia | Financials | 554 | 8 | $239,545,746 | $14,726,539 | 85 | -0.61 | Spread (bps) |
| HSBC Bk plc | HSBA | LON | Europe | Financials | 2,121 | 2 | $2,196,153,908 | -$6,056,028 | 54 | -0.39 | Spread (bps) |
| Hutchison Whampoa Ltd | 0013 | HKG | Asia | Industrials | 6,076 | 26 | $2,812,530,315 | $60,820,190 | 82 | -0.55 | Spread (bps) |
| HYUNDAI Mtr Co | 005380 | SEO | Asia | Consumer Goods | 658 | 6 | $525,700,556 | $20,568,087 | 155 | 2.09 | Spread (bps) |
| Iberdrola S A | IBE | MCE | Europe | Utilities | 2,977 | 22 | $2,056,017,980 | -$54,547,650 | 92 | -1.41 | Spread (bps) |
| ICICI Bk Ltd | 532174 | BOM | India | Financials | 1,792 | -1 | $876,734,419 | -$580,653 | 188 | -5.78 | Spread (bps) |
| IDBI Bk Ltd | 500116 | BOM | India | Government | N/A | N/A | N/A | N/A | 103 | 2.54 | Spread (bps) |
| Indl Bk Korea | 024110 | SEO | Asia | Government | 286 | 6 | $273,881,930 | $16,013,568 | 110 | -0.73 | Spread (bps) |
| ING Bk N V | ING | AMS | Europe | Financials | 1,440 | 26 | $988,873,540 | -$57,633,964 | 63 | -1.38 | Spread (bps) |
| Ingersoll Rand Co | IR | NYSE | N.Amer | Industrials | 2,777 | 11 | $2,055,258,301 | $21,140,354 | 60 | 3.82 | Spread (bps) |
| Intesa Sanpaolo SpA | ISP | BIT | Europe | Financials | 3,801 | 12 | $3,032,976,906 | $3,386,688 | 48 | -1.05 | Spread (bps) |
| Intl Lease Fin Corp | AIG | NYSE | N.Amer | Financials | 4,378 | 39 | $3,425,814,922 | -$41,805,397 | 16 | 0.55 | Upfront+500bps |
| J Sainsbury PLC | SBRY | LON | Europe | Consumer Services | 4,719 | 22 | $1,642,324,189 | $3,971,531 | 109 | 0.74 | Spread (bps) |
| JPMorgan Chase & Co | JPM | NYSE | N.Amer | Financials | 12,872 | 54 | $5,933,588,011 | -$62,055,419 | 70 | 1.37 | Spread (bps) |
| JTI UK Fin PLC | N/A | N/A | Europe | Financials | 1,977 | 7 | $986,703,191 | -$11,867,614 | 23 | -0.82 | Spread (bps) |
| Kdom Thailand | N/A | N/A | Asia | Government | 2,279 | 7 | $981,138,492 | $53,180,736 | 83 | -1.21 | Spread (bps) |
| Kohls Corp | KSS | NYSE | N.Amer | Consumer Services | 2,547 | -6 | $1,372,426,740 | -$5,735,756 | 89 | -0.91 | Spread (bps) |
| Koninklijke Ahold N V | AH | AMS | Europe | Consumer Services | 3,562 | 12 | $1,264,582,036 | $20,536,597 | 101 | -1.36 | Spread (bps) |
| Koninklijke DSM NV | DSM | AMS | Europe | Basic Materials | 3,707 | 13 | $2,043,419,339 | $45,288,507 | 54 | 0.16 | Spread (bps) |
| Koninklijke KPN N V | KPN | AMS | Europe | Telecommunications | 6,067 | 30 | $3,039,134,992 | -$58,200,357 | 64 | 0.27 | Spread (bps) |
| Koninklijke Philips Electrs N V | PHIA | AMS | Europe | Consumer Goods | 3,411 | 25 | $1,679,925,309 | $76,598,955 | 46 | -2.83 | Spread (bps) |
| Kookmin Bk | 060000 | TYO | Asia | Financials | 782 | 6 | $464,037,561 | $11,462,581 | 113 | -2.59 | Spread (bps) |
| Korea Dev Bk | N/A | N/A | Asia | Government | 953 | - | $642,100,642 | -$15,902,218 | 105 | -1.67 | Spread (bps) |
| Korea Elec Pwr Corp | 015760 | SEO | Asia | Government | 1,123 | 5 | $553,127,347 | -$9,726,370 | 73 | -8.53 | Spread (bps) |
| KT Corp | 030200 | SEO | Asia | Telecommunications | 686 | 4 | $363,110,161 | $7,495,894 | 73 | -11.46 | Spread (bps) |
| Lanxess | LXSG | FRA | Europe | Basic Materials | 1,836 | 3 | $856,158,322 | -$39,503,175 | 1 | 0.06 | Upfront+100bps |
| Linde AG | LIN | FRA | Europe | Basic Materials | 3,780 | 9 | $1,616,198,285 | -$17,327,239 | 62 | -0.79 | Spread (bps) |
| Lloyds TSB Bk plc | LLOY | LON | Europe | Financials | 1,683 | 9 | $1,227,446,862 | $24,312,044 | 106 | -1.26 | Spread (bps) |
| Lockheed Martin Corp | LMT | NYSE | N.Amer | Industrials | 1,789 | 25 | $998,113,014 | -$4,629,609 | 33 | -0.45 | Spread (bps) |
| Lowes Cos Inc | LOW | NYSE | N.Amer | Consumer Services | 1,796 | -4 | $1,182,352,343 | $26,870,269 | 60 | -4 | Spread (bps) |
| LVMH Moet Hennessy Louis Vuitton | MC | EPA | Europe | Consumer Goods | 2,862 | 19 | $1,228,290,453 | $53,175,319 | 65 | 0.3 | Spread (bps) |
| Macy s Inc | M | NYSE | N.Amer | Consumer Services | 4,358 | 29 | $2,437,719,139 | -$39,400,360 | 8 | -0.16 | Upfront+100bps |
| Malayan Bkg BHD | MAYBANK | KUL | Asia | Financials | N/A | N/A | N/A | N/A | 79 | -3.41 | Spread (bps) |
| Malaysia | N/A | N/A | Asia | Government | 2,219 | 25 | $1,019,043,432 | $45,993,998 | 82 | -1.14 | Spread (bps) |
| Marks & Spencer p l c | MKS | LON | Europe | Consumer Services | 5,000 | 27 | $2,260,934,567 | -$23,650,004 | 1 | -0.1 | Upfront+100bps |
| McKesson Corp | MCK | NYSE | N.Amer | Consumer Services | 2,427 | 37 | $1,155,788,391 | $51,876,312 | 26 | -1.39 | Spread (bps) |
| Merrill Lynch & Co Inc | N/A | N/A | N.Amer | Financials | 5,259 | 67 | $5,191,621,972 | -$40,023,413 | 2 | 0.05 | Upfront+100bps |
| METRO AG | MEO | FRA | Europe | Consumer Services | 3,710 | 25 | $1,947,203,204 | -$75,816,594 | 3 | -0.25 | Upfront+100bps |
| MGM MIRAGE | MGM | NYSE | N.Amer | Consumer Services | 3,713 | 67 | $1,230,122,908 | -$22,674,860 | 19 | -0.73 | Upfront+500bps |
| MISC BHD | MISC | KUL | Asia | Industrials | N/A | N/A | N/A | N/A | 88 | 3.31 | Spread (bps) |
| Morgan Stanley | MS | NYSE | N.Amer | Financials | 6,068 | 87 | $5,521,987,995 | -$104,727,380 | 2 | 0.12 | Upfront+100bps |
| MTR Corp Ltd | 0066 | HKG | Asia | Consumer Services | 294 | 6 | $257,681,160 | $10,848,465 | 43 | -2.53 | Spread (bps) |
| Munich Re | MUV2 | FRA | Europe | Financials | 4,920 | 44 | $2,745,162,971 | -$133,753,309 | 33 | -0.67 | Spread (bps) |
| Natl Grid Plc | NG | LON | Europe | Utilities | 2,814 | 7 | $1,588,869,652 | -$3,619,700 | 100 | -1.14 | Spread (bps) |
| Nestle S A | NESN | VTX | Europe | Consumer Goods | 1,911 | 21 | $1,524,527,707 | $1,460,865 | 58 | 1.32 | Spread (bps) |
| Next plc | NXT | LON | Europe | Consumer Services | 2,456 | 35 | $1,111,907,282 | -$28,197,905 | 110 | -0.28 | Spread (bps) |
| Nordstrom Inc | JWN | NYSE | N.Amer | Consumer Services | 3,286 | 16 | $1,760,311,514 | -$81,195,514 | 2 | -0.07 | Upfront+100bps |
| Northrop Grumman Corp | NOC | NYSE | N.Amer | Industrials | 1,724 | 17 | $1,054,869,086 | $22,543,968 | 42 | 0.56 | Spread (bps) |
| Oversea Chinese Bkg Corp Ltd | 039 | SIN | Asia | Financials | 483 | 5 | $296,197,600 | -$1,665,776 | 76 | 0.5 | Spread (bps) |
| PCCW HKT Tel Ltd | 0008 | HKG | Asia | Telecommunications | 1,622 | 1 | $629,877,410 | $677,574 | 108 | -0.88 | Spread (bps) |
| Pearson plc | PSON | LON | Europe | Consumer Services | 4,360 | 18 | $1,825,304,715 | $40,811,426 | 50 | 0.13 | Spread (bps) |
| Peoples Rep China | N/A | N/A | Asia | Government | 2,226 | 37 | $1,696,767,690 | $83,182,250 | 66 | -0.39 | Spread (bps) |
| Petroliam Nasional BHD Petronas | N/A | N/A | Asia | Oil & Gas | 946 | 3 | $523,002,529 | -$18,940,562 | 75 | -0.47 | Spread (bps) |
| Pfizer Inc | PFE | NYSE | N.Amer | Health Care | 1,626 | -2 | $1,296,150,209 | $614,809 | 44 | -4.96 | Spread (bps) |
| Portugal Telecom Intl Fin B V | PTCA | ELI | Europe | Telecommunications | 4,462 | 23 | $1,969,383,769 | -$62,153,084 | 80 | 0.22 | Spread (bps) |
| POSCO | 005490 | SEO | Asia | Basic Materials | 1,682 | 3 | $838,886,257 | $953,882 | 73 | -2.53 | Spread (bps) |
| PPR | PP | EPA | Europe | Consumer Services | 3,913 | 16 | $2,042,143,632 | -$1,578,313 | 4 | -0.27 | Upfront+100bps |
| ProLogis | PLD | NYSE | N.Amer | Financials | 1,751 | 9 | $1,081,897,950 | $8,856,760 | 9 | -0.37 | Upfront+100bps |
| Prudential PLC | PRU | LON | Europe | Financials | 1,112 | 6 | $907,053,353 | -$10,157,861 | 73 | -6.01 | Spread (bps) |
| PTT Aromatics & Refng Pub Co Ltd | PTTAR | BAK | Asia | Basic Materials | N/A | N/A | N/A | N/A | 170 | 15.09 | Spread (bps) |
| Ptt Pub Co Ltd | PTT | BAK | Asia | Government | N/A | N/A | N/A | N/A | 80 | 7 | Spread (bps) |
| Publicis Groupe SA | PUB | EPA | Europe | Consumer Services | 2,743 | 15 | $941,056,892 | -$11,689,720 | 97 | -1.57 | Spread (bps) |
| Rabobank Nederland | N/A | N/A | Europe | Financials | 1,222 | 7 | $1,911,536,342 | $36,651,939 | 58 | 1.18 | Spread (bps) |
| RadioShack Corp | RSH | NYSE | N.Amer | Consumer Services | 3,280 | 30 | $2,218,468,331 | $39,085,973 | 105 | -2.24 | Spread (bps) |
| Raytheon Co | RTN | NYSE | N.Amer | Industrials | 1,675 | 22 | $1,177,477,465 | -$22,553,292 | 42 | 0.68 | Spread (bps) |
| Reed Elsevier PLC | REL | LON | Europe | Consumer Services | 3,878 | 4 | $1,583,925,336 | $24,629,715 | 64 | -0.12 | Spread (bps) |
| Reliance Inds Ltd | 500325 | BOM | India | Basic Materials | 1,071 | -1 | $803,814,832 | $2,173,401 | 118 | -4.91 | Spread (bps) |
| Rep Korea | N/A | N/A | Asia | Government | 5,823 | 48 | $3,319,792,578 | -$58,458,331 | 94 | 0.22 | Spread (bps) |
| Repsol YPF SA | REP | MCE | Europe | Oil & Gas | 3,331 | 12 | $1,678,391,861 | $4,086,572 | 113 | -0.21 | Spread (bps) |
| Rolls Royce plc | RR | LON | Europe | Industrials | 1,932 | 113 | $938,267,248 | -$25,968,281 | 72 | 2.04 | Spread (bps) |
| Royal Bk Scotland plc | RBS | LON | Europe | Financials | 3,938 | 26 | $4,217,534,222 | $77,437,806 | 109 | -3.47 | Spread (bps) |
| Royal Caribbean Cruises Ltd | RCL | NYSE | Africa | Consumer Services | 3,430 | 26 | $1,762,016,035 | -$8,595,843 | 548 | -7.94 | Spread (bps) |
| RWE AG | RWE | FRA | Europe | Utilities | 3,374 | 6 | $1,561,025,736 | -$25,467,694 | 44 | -0.42 | Spread (bps) |
| SABMiller PLC | SAB | LON | Europe | Consumer Goods | 463 | -9 | $397,078,265 | -$18,942,246 | 123 | 7.82 | Spread (bps) |
| SAFEWAY LTD | N/A | N/A | Europe | Consumer Services | 3,287 | 13 | $1,680,732,282 | -$14,258,391 | 46 | -0.22 | Spread (bps) |
| Samsung Electrs Co Ltd | 005930 | SEO | Asia | Technology | 1,081 | 9 | $425,288,012 | -$1,935,932 | 68 | -7.8 | Spread (bps) |
| SANOFI AVENTIS | SAN | EPA | Europe | Health Care | 2,873 | -12 | $2,297,149,700 | -$40,730,623 | 58 | 2.3 | Spread (bps) |
| SBERBANK | SBER | RTC | E.Eur | Financials | 1,602 | -4 | $1,563,615,513 | $21,613,982 | 4 | -0.18 | Upfront+100bps |
| SEARS ROEBUCK Accep CORP | SHLD | NASDAQ | N.Amer | Financials | 2,738 | 20 | $1,017,528,715 | -$15,748,138 | 415 | 2.72 | Spread (bps) |
| Siemens AG | SIE | FRA | Europe | Industrials | 3,831 | 191 | $2,790,392,077 | -$153,913,618 | 68 | -1.5 | Spread (bps) |
| Singapore Telecom Ltd | Z74 | SIN | Asia | Telecommunications | 660 | 4 | $440,546,999 | $14,807,794 | 48 | 7.36 | Spread (bps) |
| SK Energy Co Ltd | 096770 | SEO | Asia | Oil & Gas | N/A | N/A | N/A | N/A | 118 | -1.95 | Spread (bps) |
| SK Telecom Co Ltd | 017670 | SEO | Asia | Telecommunications | 934 | 1 | $443,314,288 | -$2,684,059 | 73 | -5.87 | Spread (bps) |
| SLM Corp | SLM | NYSE | N.Amer | Financials | 4,973 | -3 | $3,506,507,099 | -$18,870,235 | 8 | -6.34 | Upfront+500bps |
| Societe Generale | GLE | EPA | Europe | Financials | 2,190 | 8 | $2,475,898,084 | $28,705,590 | 86 | 0.96 | Spread (bps) |
| SODEXO | SW | EPA | Europe | Consumer Services | 1,579 | 25 | $1,182,358,163 | -$30,594,149 | 50 | 1.55 | Spread (bps) |
| Solvay SA | SOLB | EBR | Europe | Basic Materials | 2,403 | 10 | $956,480,596 | -$45,043,902 | 64 | 0.09 | Spread (bps) |
| St Bk India | 500112 | BOM | India | Government | 1,140 | 3 | $754,564,120 | -$30,279,641 | 113 | 1.14 | Spread (bps) |
| Std Chartered Bk | STAN | LON | Europe | Financials | 1,278 | -15 | $831,989,443 | -$23,778,207 | 65 | -2.63 | Spread (bps) |
| Stmicroelectronics N V | STM | EPA | Europe | Technology | 3,189 | 13 | $1,598,310,296 | -$22,089,454 | 63 | -0.24 | Spread (bps) |
| Suedzucker AG | SZU | FRA | Europe | Consumer Goods | 2,153 | 22 | $899,982,211 | -$69,099,978 | 92 | -0.63 | Spread (bps) |
| Svenska Cellulosa AB SCA | SVCBY | PINK | Europe | Consumer Goods | 3,041 | 43 | $1,397,051,132 | -$19,237,373 | 93 | -3.01 | Spread (bps) |
| Swedish Match AB | SWMA | STO | Europe | Consumer Goods | 1,225 | 10 | $587,193,650 | $12,883,591 | 72 | 2.93 | Spread (bps) |
| Swire Pac Ltd | 0019 | HKG | Asia | Financials | 578 | 4 | $365,266,770 | $9,929,506 | 82 | 0.5 | Spread (bps) |
| Swiss Reins Co Ltd | RUKN | VTX | Europe | Financials | 5,030 | 27 | $2,745,663,253 | $63,165,644 | 115 | -1.37 | Spread (bps) |
| Takefuji Corp | 8564 | TYO | Asia | Financials | 2,338 | 9 | $944,077,211 | -$26,110,760 | 42 | - | Upfront+500bps |
| Target Corp | TGT | NYSE | N.Amer | Consumer Services | 2,433 | 8 | $1,052,993,910 | -$77,433,152 | 69 | -2.23 | Spread (bps) |
| Telecom Italia SpA | TIT | BIT | Europe | Telecommunications | 7,809 | 55 | $3,262,360,934 | $88,939,374 | 2 | -0.11 | Upfront+100bps |
| Telefonica S A | TEF | MCE | Europe | Telecommunications | 5,804 | 41 | $3,871,239,927 | $28,028,260 | 82 | -1.58 | Spread (bps) |
| Telekom Austria AG | TKA | WBAG | Europe | Telecommunications | 3,052 | 4 | $1,289,758,685 | $327,948 | 66 | 0.01 | Spread (bps) |
| Telekom Malaysia BHD | TM | KUL | Asia | Telecommunications | 520 | 5 | $245,360,001 | $12,054,936 | 83 | -0.53 | Spread (bps) |
| Telenor ASA | TEL | OSL | Europe | Telecommunications | 2,711 | 19 | $1,596,750,804 | -$81,763,504 | 81 | -0.93 | Spread (bps) |
| Temasek Hldgs | N/A | N/A | Asia | Financials | 308 | 6 | $501,833,887 | $9,282,267 | 55 | -1.97 | Spread (bps) |
| Tenaga Nasional BHD | TENAGA | KUL | Asia | Utilities | 506 | 1 | $196,716,447 | -$85,927 | 83 | 1.28 | Spread (bps) |
| Tesco PLC | TSCO | LON | Europe | Consumer Services | 3,383 | 36 | $1,872,580,531 | $4,804,495 | 104 | -1.99 | Spread (bps) |
| Textron Finl Corp | N/A | N/A | N.Amer | Industrials | 2,180 | 22 | $1,157,863,040 | $28,911,187 | 7 | -0.11 | Upfront+100bps |
| Time Warner Inc | TWX | NYSE | N.Amer | Consumer Services | 4,619 | 21 | $2,404,564,478 | $68,737,114 | 15 | - | Spread (bps) |
| TJX Cos Inc | TJX | NYSE | N.Amer | Consumer Services | 1,713 | 10 | $1,182,291,923 | $6,905,042 | 42 | 0.98 | Spread (bps) |
| TNT N.V. | TNT | AMS | Europe | Industrials | 2,169 | 52 | $1,155,839,334 | $90,051,664 | 70 | -1.1 | Spread (bps) |
| Total SA | FP | EPA | Europe | Oil & Gas | 1,284 | 18 | $1,588,385,767 | $14,474,328 | 52 | -0.91 | Spread (bps) |
| UBS AG | UBSN | VTX | Europe | Financials | 3,704 | 7 | $3,683,284,150 | -$57,934,350 | 92 | -1.5 | Spread (bps) |
| UniCredit SpA | UCG | BIT | Europe | Financials | 4,900 | 34 | $3,062,101,820 | -$134,599,116 | 81 | 0.3 | Spread (bps) |
| Unilever N V | UNA | AMS | Europe | Consumer Goods | 3,631 | 25 | $1,941,158,873 | $64,860,882 | 31 | -0.12 | Spread (bps) |
| Utd Overseas Bk Ltd | U11 | SIN | Asia | Financials | 537 | 8 | $190,897,043 | $15,407,544 | 76 | -1.08 | Spread (bps) |
| Utd Utils plc | UU | LON | Europe | Utilities | 2,676 | 7 | $1,445,301,576 | -$26,702,185 | 50 | -0.16 | Spread (bps) |
| Vattenfall AB | N/A | N/A | Europe | Utilities | 2,070 | 9 | $1,254,745,846 | -$31,488,823 | 52 | 0.37 | Spread (bps) |
| Veolia Environnement | VIE | EPA | Europe | Utilities | 3,607 | 31 | $1,548,743,680 | $26,558,503 | 104 | -0.74 | Spread (bps) |
| Vinci | DG | EPA | Europe | Industrials | 3,122 | 150 | $1,613,922,588 | $12,185,439 | 104 | -1.04 | Spread (bps) |
| Vivendi | VIV | EPA | Europe | Telecommunications | 4,413 | 5 | $2,458,033,227 | -$87,004,710 | 110 | -2.97 | Spread (bps) |
| Vodafone Gp PLC | VOD | LON | Europe | Telecommunications | 5,196 | 39 | $2,658,369,599 | $5,133,470 | 64 | - | Spread (bps) |
| Volkswagen AG | VOW | FRA | Europe | Consumer Goods | 6,620 | 31 | $3,631,993,449 | -$12,385,261 | 99 | -3.36 | Spread (bps) |
| Wal Mart Stores Inc | WMT | NYSE | N.Amer | Consumer Services | 2,232 | -11 | $2,228,415,315 | -$18,508,980 | 50 | 0.93 | Spread (bps) |
| Wells Fargo & Co | WFC | NYSE | N.Amer | Financials | 10,753 | 111 | $5,080,260,278 | $2,519,535 | 95 | 4.45 | Spread (bps) |
| WestLB AG | N/A | N/A | Europe | Financials | 1,154 | 8 | $891,473,297 | -$78,736,267 | 94 | -2.23 | Spread (bps) |
| Wolters Kluwer N V | WKL | AMS | Europe | Consumer Services | 4,628 | 43 | $2,113,782,509 | -$35,340,754 | 50 | 0.39 | Spread (bps) |
| Woori Bk | 053000 | SEO | Asia | Financials | 734 | 6 | $470,608,790 | $20,131,803 | 133 | 4.63 | Spread (bps) |
| WPP 2005 Ltd | WPP | LON | Europe | Consumer Services | 3,492 | 3 | $1,665,800,093 | $38,132,429 | 5 | -0.27 | Upfront+100bps |
| Wstfield Mgmt Ltd as respon entity of Wstfield Tr | WDC | ASX | Oceania | Financials | 1,844 | 5 | $896,051,592 | $51,109,690 | 195 | 0.98 | Spread (bps) |
| Xstrata Plc | XTA | LON | Europe | Basic Materials | 2,066 | 12 | $1,392,004,871 | -$20,791,461 | 4 | -0.27 | Upfront+100bps |