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 32 1 5Y 2I65BRRT9 Y 500 20Jun24 24May19 NY1930 105.832% 104.997% 363.79 382.55  
CDX.NA.HY.B 32 1 5Y 2I65BSEO2 Y 500 20Jun24 24May19     95.611%   611.47  
CDX.NA.HY.BB 32 1 5Y 2I65BVCX7 Y 500 20Jun24 24May19     114.266%   186.73  
CDX.EM 31 1 5Y 2I65BZDL3 Y 100 20Jun24 24May19 NY1930 95.139% 95.117% 206.98 207.48  
CDX.EM.DIVERSIFIED 12 4 10Y 2165EKKS7 Y 100 20Dec20 24May19     99.922%   105.06  
CDX.NA.IG 32 1 5Y 2I65BYBE4 Y 100 20Jun24 24May19 NY1930 101.659% 101.533% 64.97 67.60  
CDX.NA.IG.HVOL 32 1 5Y 2I65B3CI2 Y 100 20Jun24 24May19     99.197%   117.33  
CDX.NA.XO 11 4 10Y 1D764IBJ5 Y 340 20Dec18              
                             
iTraxx Europe 31 2 5Y 2I666VCU7 Y 100 20Jun24 24May19 LN1930 101.597% 101.539% 68.20 69.34  
iTraxx Europe HiVol 20 1 5Y 2I667LAX4 Y 100 20Dec18              
iTraxx Europe Crossover 31 1 5Y 2I667KFO1 Y 500 20Jun24 24May19 LN1930 109.418% 109.236% 293.90 297.58  
                             
iTraxx Japan 31 1 5Y 2I668HBD5 Y 100 20Jun24 24May19 LN1200 101.836% 102.147% 63.46 57.38  
iTraxx Australia 31 1 5Y 2I668IBE1 Y 100 20Jun24 24May19 LN1200 101.211% 101.438% 74.33 69.58  
iTraxx Asia ex-Japan IG 31 1 5Y 4ABCAMBB1 Y 100 20Jun24 24May19 LN1200 101.214% 101.480% 74.28 68.71  
                             
iTraxx SDI-75 4 3 10Y 4ABCAIAK1 Y 35 20Jun17              
                             
iTraxx SovX Western Europe 8 1 5Y 5C769MAO9 Y 100 20Dec17              
iTraxx SovX CEEMEA 11 2 5Y 5C769NAV1 Y 100 20Jun19 24May19     99.998%   102.09  
iTraxx SovX Global Liquid Investment Grade 14 1 5Y 5C769KAQ8 Y 100 20Dec20 24May19     100.992%   36.29  
iTraxx SovX G7 14 1 5Y 5C769JAN8 Y 100 20Dec20 24May19     101.174%   24.73  
iTraxx SovX BRIC 14 1 5Y 4ABCAPAL3 Y 100 20Dec20 24May19     100.698%   55.08  
iTraxx SovX Asia Pacific 10 1 5Y 4ABCANAH7 Y 100 20Dec18              
                             
LCDX.NA 21 5 5Y 5F199GJJ7 Y 250 20Dec18              
iTraxx LevX Senior 6 18 5Y 4ABCAJMK6 Y 500 20Jun15 20Jan15 L1630 100.250%        
iTraxx LevX Subordinated 3 21 5Y 4ABCAKFH8 Y 1,200 20Dec13              
                             
MCDX.NA 32 1 5Y 5A79DPBU0 Y 100 20Jun24              
 

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

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