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 23 1 5Y 2I65BRKM1 Y 500 20Dec19 18Dec14 NY1930 106.293% 106.114% 354.85 358.79  
CDX.NA.HY.B 23 1 5Y 2I65BSKB3 Y 500 20Dec19 18Dec14     105.578%   370.63  
CDX.NA.HY.BB 23 1 5Y 2I65BVCF6 Y 500 20Dec19 18Dec14     113.106%   212.17  
CDX.EM 22 1 5Y 2I65BZBN1 Y 100 20Dec19 18Dec14 NY1930 88.908% 89.067% 353.70 349.76  
CDX.EM.DIVERSIFIED 12 2 5Y 2165EKKL2 Y 100 20Dec15 18Dec14     97.450%   357.02  
CDX.NA.IG 23 1 5Y 2I65BYCZ6 Y 100 20Dec19 18Dec14 NY1930 101.664% 101.256% 65.16 73.60  
CDX.NA.IG.HVOL 23 1 5Y 2I65B3AY9 Y 100 20Dec19 18Dec14     96.668%   172.92  
                             
iTraxx Europe 22 1 5Y 2I666VBC8 Y 100 20Dec19 19Dec14 JP1800 101.898%   61.32    
iTraxx Europe HiVol 20 1 5Y 2I667LAX4 Y 100 20Dec18 18Dec14 LN1930 101.360% 101.449% 65.61 63.38  
iTraxx Europe Crossover 22 1 5Y 2I667KDY1 Y 500 20Dec19 19Dec14 JP1800 107.138%   337.15    
                             
iTraxx Japan 22 1 5Y 2I668HBV5 Y 100 20Dec19 19Dec14 LN1200 101.703%   65.42    
iTraxx Australia 22 1 5Y 2I668IAV4 Y 100 20Dec19 19Dec14 LN1200 100.267%   94.33    
iTraxx Asia ex-Japan IG 22 1 5Y 4ABCAMAO4 Y 100 20Dec19 19Dec14 LN1200 99.748%   105.37    
                             
iTraxx SDI-75 4 3 10Y 4ABCAIAK1 Y 35 20Jun17 18Dec14     99.835%   41.64  
                             
iTraxx SovX Western Europe 8 1 5Y 5C769MAO9 Y 100 20Dec17 18Dec14 LN1930 102.060% 102.087% 30.92 30.02  
iTraxx SovX CEEMEA 11 1 5Y 5C769NAK5 Y 100 20Jun19 18Dec14     91.178%   318.34  
iTraxx SovX Global Liquid Investment Grade 12 1 5Y 5C769KAO3 Y 100 20Dec19 18Dec14     99.369%   113.48  
iTraxx SovX G7 12 1 5Y 5C769JAL2 Y 100 20Dec19 18Dec14     102.396%   50.13  
iTraxx SovX BRIC 12 1 5Y 4ABCAPAJ8 Y 100 20Dec19 18Dec14     93.293%   251.50  
iTraxx SovX Asia Pacific 10 1 5Y 4ABCANAH7 Y 100 20Dec18 18Dec14     101.168%   69.86  
                             
LCDX.NA 21 2 5Y 5F199GII0 Y 250 20Dec18 18Dec14 N1600 103.792%   147.06    
iTraxx LevX Senior 6 18 5Y 4ABCAJMK6 Y 500 20Jun15 18Dec14 L1630 100.250%        
iTraxx LevX Subordinated 3 21 5Y 4ABCAKFH8 Y 1,200 20Dec13              
                             
MCDX.NA 23 1 5Y 5A79DPAN7 Y 100 20Dec19 18Dec14 NY1930 100.782%   82.70    
 

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

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