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 20 1 5Y 2I65BRJU5 Y 500 20Jun18 17May13 N1830 107.144% 107.192% 341.00 339.99  
CDX.NA.HY.B 20 1 5Y 2I65BSKP2 Y 500 20Jun18 17May13     107.695%   329.43  
CDX.NA.HY.BB 20 1 5Y 2I65BVCC3 Y 500 20Jun18 17May13     112.956%   223.36  
CDX.EM 19 1 5Y 2I65BZAS1 Y 500 20Jun18 17May13 N1830 111.870% 111.667% 245.99 250.00  
CDX.NA.IG 20 1 5Y 2I65BYCW3 Y 100 20Jun18 17May13 N1830 101.462% 101.295% 70.33 73.67  
CDX.NA.IG.HVOL 20 1 5Y 2I65B3AV5 Y 100 20Jun18 17May13 N1830 97.321% 97.474% 156.38 153.08  
                             
iTraxx Europe 19 1 5Y 2I666VAZ8 Y 100 20Jun18 17May13 L1600 100.425% 100.349% 91.32 92.86  
iTraxx Europe HiVol 19 1 5Y 2I667LAW6 Y 100 20Jun18 17May13 L1600 98.116% 98.287% 139.28 135.64  
iTraxx Europe Crossover 19 1 5Y 2I667KDE5 Y 500 20Jun18 17May13 L1600 105.138% 105.232% 381.68 379.61  
                             
iTraxx Japan 19 1 5Y 2I668HBS2 Y 100 20Jun18 17May13 T1600 101.044% 100.925% 78.93 81.30  
iTraxx Australia 19 1 5Y 2I668IAS1 Y 100 20Jun18 17May13 T1600 99.939% 100.163% 101.25 96.65  
iTraxx Japan 80 8 4 5Y 4ABCAHAH0 Y 30 20Dec12              
iTraxx Asia ex-Japan IG 19 1 5Y 4ABCAMAL0 Y 100 20Jun18 17May13     99.945%   101.12  
                             
iTraxx SDI-75 4 3 10Y 4ABCAIAK1 Y 35 20Jun17 17May13     97.108%   108.45  
                             
iTraxx SovX Western Europe 8 1 5Y 5C769MAO9 Y 100 20Dec17 17May13 L1600 100.500% 100.674% 88.74 84.85  
iTraxx SovX CEEMEA 9 1 5Y 5C769NAI0 Y 100 20Jun18 17May13     96.332%   176.70  
iTraxx SovX Global Liquid Investment Grade 9 1 5Y 5C769KAL9 Y 100 20Jun18 17May13     100.140%   97.13  
iTraxx SovX G7 9 1 5Y 5C769JAI9 Y 100 20Jun18 17May13     101.233%   74.92  
iTraxx SovX BRIC 9 1 5Y 4ABCAPAG4 Y 100 20Jun18 17May13     99.419%   112.00  
iTraxx SovX Asia Pacific 9 1 5Y 4ABCANAG9 Y 100 20Jun18 17May13     100.712%   85.47  
                             
LCDX.NA 20 1 5Y 5F199GGK7 Y 250 20Jun18 17May13 N1600 104.875%   140.61    
iTraxx LevX Senior 6 13 5Y 4ABCAJLL5 Y 500 20Jun15 17May13 L1630 102.500%        
iTraxx LevX Subordinated 3 19 5Y 4ABCAKFD7 Y 1,200 20Dec13              
                             
MCDX.NA 20 1 5Y 5A79DPAK3 Y 100 20Jun18 17May13 N1830 100.122%   97.35    
 

T1500 - Tokyo Mid-Day, T1600 - Tokyo End of Day, L1200 - London Mid-Day, L1600 - London End of Day, N1600 - New York Mid-Day, N1830 - New York End of Day.

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