Credit Index Annexes

Date (e.g. 01Jan05) 
On Run only 
Family
Sector
Category
Term
Pricing for latest On The Run indices (Default list)
 Index   Series   Version   Term   RED Id   On Run   Coupon   Maturity   Date   Time   Comp Price   Theo Price   Comp Spread   Theo Spread   Mid Day Spread Change 
CDX.NA.HY 22 2 5Y 2I65BRKL3 Y 500 20Jun19 11Jul14 NY1930 108.536% 108.988% 304.84 295.16  
CDX.NA.HY.B 22 1 5Y 2I65BSKA5 Y 500 20Jun19 11Jul14 NY1930 108.468% 109.431% 306.28 285.76  
CDX.NA.HY.BB 22 1 5Y 2I65BVCE9 Y 500 20Jun19 11Jul14     114.008%   191.83  
CDX.EM 21 1 5Y 2I65BZAU6 Y 500 20Jun19 11Jul14 NY1930 112.385% 112.200% 225.77 229.54  
CDX.NA.IG 22 1 5Y 2I65BYCY9 Y 100 20Jun19 11Jul14 NY1930 101.982% 101.974% 58.23 58.40  
CDX.NA.IG.HVOL 22 1 5Y 2I65B3AX1 Y 100 20Jun19 11Jul14 NY1930 99.030% 99.099% 120.97 119.46  
                             
iTraxx Europe 21 1 5Y 2I666VBB0 Y 100 20Jun19 11Jul14 LN1930 101.860% 101.901% 61.50 60.65  
iTraxx Europe HiVol 20 1 5Y 2I667LAX4 Y 100 20Dec18 11Jul14 LN1930 101.299% 101.361% 70.13 68.73  
iTraxx Europe Crossover 21 1 5Y 2I667KDT2 Y 500 20Jun19 11Jul14 LN1930 111.386% 111.666% 245.93 240.27  
                             
iTraxx Japan 21 1 5Y 2I668HBU7 Y 100 20Jun19 11Jul14 LN1200 101.736% 102.039% 64.32 58.20  
iTraxx Australia 21 1 5Y 2I668IAU6 Y 100 20Jun19 11Jul14 LN1200 100.684% 100.941% 85.42 79.99  
iTraxx Japan 80 8 4 5Y 4ABCAHAH0 Y 30 20Dec12              
iTraxx Asia ex-Japan IG 21 1 5Y 4ABCAMAN6 Y 100 20Jun19 11Jul14 LN1200 99.838% 100.429% 103.47 90.84  
                             
iTraxx SDI-75 4 3 10Y 4ABCAIAK1 Y 35 20Jun17 11Jul14     99.652%   47.04  
                             
iTraxx SovX Western Europe 8 1 5Y 5C769MAO9 Y 100 20Dec17 11Jul14 LN1930 102.253% 102.190% 33.85 35.67  
iTraxx SovX CEEMEA 11 1 5Y 5C769NAK5 Y 100 20Jun19 11Jul14 LN1930 95.371% 96.129% 201.71 184.58  
iTraxx SovX Global Liquid Investment Grade 11 1 5Y 5C769KAN5 Y 100 20Jun19 11Jul14     101.345%   71.50  
iTraxx SovX G7 11 1 5Y 5C769JAK4 Y 100 20Jun19 11Jul14     103.003%   37.25  
iTraxx SovX BRIC 11 1 5Y 4ABCAPAI0 Y 100 20Jun19 11Jul14     98.769%   126.68  
iTraxx SovX Asia Pacific 10 1 5Y 4ABCANAH7 Y 100 20Dec18 11Jul14     101.226%   71.35  
                             
LCDX.NA 21 2 5Y 5F199GII0 Y 250 20Dec18 11Jul14 N1600 104.875%   130.85    
iTraxx LevX Senior 6 17 5Y 4ABCAJMF7 Y 500 20Jun15 11Jul14 L1630 102.500%        
iTraxx LevX Subordinated 3 21 5Y 4ABCAKFH8 Y 1,200 20Dec13              
                             
MCDX.NA 22 1 5Y 5A79DPAM9 Y 100 20Jun19 11Jul14 NY1930 101.129%   75.02    
 

JP1800 - Tokyo End of Day, LN1930 - London End of Day, NY1930 - New York End of Day

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