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 13 2 5Y 2I65BRHI4 Y 500 20Dec14 08Feb10 N1830 94.884% 96.708% 633.45 584.31  
CDX.NA.HY.B 13 1 5Y 2I65BSEK0 Y 500 20Dec14 08Feb10 N1830 97.026% 98.740% 576.01 531.50  
CDX.NA.HY.BB 13 1 5Y 2I65BVBU4 Y 500 20Dec14 08Feb10 N1830 105.193% 107.210% 374.75 329.03  
CDX.EM 12 1 5Y 2I65BZAL6 Y 500 20Dec14 08Feb10 N1830 108.630% 108.408% 298.58 303.69  
CDX.EM.DIVERSIFIED 10 1 5Y 2165EKAN9 Y 500 20Dec14 08Feb10 N1830 106.457% 110.680% 346.94 254.52  
CDX.NA.IG 13 1 5Y 2I65BYBX2 Y 100 20Dec14 08Feb10 N1830 99.715% 99.946% 106.23 101.13  
CDX.NA.IG.HVOL 13 1 5Y 2I65B3BG7 Y 100 20Dec14 08Feb10 N1830 96.399% 96.516% 182.00 179.16  
CDX.NA.XO 11 2 5Y 1D764IAU1 Y 340 20Dec13 08Feb10 N1830 103.407% 102.537% 243.05 267.20  
                             
iTraxx Europe 12 1 5Y 2I666VAS4 Y 100 20Dec14 08Feb10 L1600 100.236% 100.221% 94.76 95.09  
iTraxx Europe HiVol 12 1 5Y 2I667LAP1 Y 100 20Dec14 08Feb10 L1600 98.325% 98.510% 137.38 133.19  
iTraxx Europe Crossover 12 1 5Y 2I667KAX6 Y 500 20Dec14 08Feb10 L1600 100.096% 100.751% 497.18 480.48  
                             
iTraxx Japan 12 1 5Y 2I668HAL8 Y 100 20Dec14 09Feb10 T1600 97.333%   157.62    
iTraxx Australia 12 1 5Y 2I668IAL6 Y 100 20Dec14 09Feb10 T1600 99.496%   111.10    
iTraxx Asia ex-Japan IG 12 1 5Y 4ABCAMAE6 Y 100 20Dec14 09Feb10 T1600 98.663%   129.67    
iTraxx Asia ex-Japan HY 12 1 5Y 4ABCAGAE9 Y 500 20Dec14 09Feb10 T1600 102.872%   430.00    
                             
iTraxx SovX Western Europe 2 1 5Y 5C769MAB7 Y 100 20Dec14 08Feb10 L1600 99.568% 99.447% 109.50 112.19  
iTraxx SovX CEEMEA 3 1 5Y 5C769NAC3 Y 100 20Jun15 08Feb10 L1600 92.122% 92.605% 267.50 256.59  
iTraxx SovX Global Liquid Investment Grade 2 1 5Y 5C769KAB1 Y 100 20Dec14 08Feb10     97.239%   162.30  
iTraxx SovX G7 2 1 5Y 5C769JAB4 Y 100 20Dec14 08Feb10     100.727%   84.01  
                             
LCDX.NA 13 1 5Y 5F199GCQ8 Y 500 20Dec14 08Feb10 N1600 100.185%   494.95    
iTraxx LevX Senior 5 1 5Y 4ABCAJDA8 Y 500 20Dec14 09Feb10 L1100 102.900%        
 

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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