Markit RED Markit RED Index Codes Markit RED Index Codes Copyright © 2011 Markit Group Limited This work and the data herein is a copyrighted work, proprietary property and contains confidential information of Markit Group Limited. Only authorized users are permitted to access this work. Any unauthorized use, disclosure, reproduction or dissemination, in full or in part, in any media or by any means, without the prior written permission of Markit Group Limited may subject the unauthorized party to civil and criminal liabilities. Trademarks Mark-it™, Markit™, Markit CDX™, Markit LCDX™, Markit ABX, Markit CMBX, Markit MCDX, Markit Loans™, Markit RED™, Markit Connex™, Markit Metrics™ iTraxx®, LevX® and iBoxx® are trademarks of Markit Group Limited. Other brands or product names are trademarks or registered trademarks of their respective holders and should be treated as such. Limited Warranty and Disclaimer The Markit RED Index Codes herein is made available on an “as is” basis. Neither Markit, its affiliates nor any data provider has any obligations to you to update the Markit RED Index Codes herein. Neither Markit, its affiliates nor any data provider make any warranty, express or implied, as to the accuracy, timeliness or completeness of the Markit RED Index Codes or as to the results to be attained by you or others from the use of the Markit RED Index Codes. You hereby acknowledge that there are no express or implied warranties of title, merchantability or fitness for a particular purpose or use, and that it has not relied upon any warranty, guaranty or representation made by Markit, its affiliates or any data provider. Neither Markit, its affiliates nor any data provider shall in any way be liable to you or any client of yours for any inaccuracies, errors or omissions, regardless of cause, in the Markit RED Index Codes provided hereunder or for any damages (whether direct or indirect) resulting there from. Without limiting the foregoing, Markit shall have no liability whatsoever to you or any client of yours, whether in contract (including under an indemnity), in tort (including negligence), under a warranty, under statute or otherwise, in respect of any loss or damage suffered by you or any client of yours as a result of or in connection with any opinions, recommendations, forecasts, judgments, or any other conclusions, or any course of action determined, by you or any client of yours, whether or not based on the Markit RED Index Codes. Under no circumstances will Markit have any liability to you or any client of yours arising from contract (including under any indemnity), in tort (including negligence), under any warranty (express or implied) under statute or otherwise, in each case for any indirect, incidental, special or consequential damages with respect to the subject matter, including lost of profits, regardless of whether such damages could have been foreseen or prevented. The Markit RED Index Codes is made available on the following conditions. You hereby agree that: (i) Markit RED Index Codes shall be restricted for viewing purposes; (ii) Markit RED Index Codes made available to you shall only be used solely for the confirmation of indices transactions through DTCC Deriv/SERV System in accordance with DTCC Deriv/SERV operating procedures; (iii) you shall not distribute any Markit RED Index Codes or use it for any other purpose; and (iv) Markit may terminate access to Markit RED Index Codes herein at any time in its sole discretion. Confidential. Copyright © 2011, Markit Group Limited. All rights reserved. www.markit.com 2 Markit RED Index Codes Markit RED Index Codes This document contains all credit indices with their corresponding RED codes. For more information please contact info@markit.com. Credit Index Overview The below table contains all on-the-run and off-the-run credit indices. Each index version is included and contains a separate, unique RED code. The legal index name and official annex date are also displayed. Family CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-SDI MCDXNA LCDX.NA ITRAXX-L ITRAXX-L Index Name Annex Date Series Version Currency Index Factor On-The-Run Indices CDX.NA.IG.16 21-Mar-11 16 1 USD 1 CDX.NA.IG.CONS.16 21-Mar-11 16 1 USD 1 CDX.NA.IG.ENRG.16 21-Mar-11 16 1 USD 1 CDX.NA.IG.FIN.16 21-Mar-11 16 1 USD 1 CDX.NA.IG.HVOL.16 21-Mar-11 16 1 USD 1 CDX.NA.IG.INDU.16 21-Mar-11 16 1 USD 1 CDX.NA.IG.TMT.16 21-Mar-11 16 1 USD 1 CDX.NA.XO.11 19-Mar-09 11 2 USD 0.97143 CDX.NA.HY.15 27-Sep-10 15 1 USD 1 CDX.NA.HY.B.15 27-Sep-10 15 1 USD 1 CDX.NA.HY.BB.15 27-Sep-10 15 1 USD 1 CDX.NA.HY.HB.15 27-Sep-10 15 1 USD 1 CDX.EM.15 21-Mar-11 15 1 USD 1 CDX.EM.DIVERSIFIED.12 20-Sep-10 12 1 USD 1 iTraxx Europe Series 15 Version 1 17-Mar-11 15 1 EUR 1 iTraxx Europe Crossover Series 15 Version 1 17-Mar-11 15 1 EUR 1 iTraxx Europe HiVol Series 15 Version 1 17-Mar-11 15 1 EUR 1 iTraxx Europe Non-Financial Series 15 Version 1 17-Mar-11 15 1 EUR 1 iTraxx Europe Senior Financials Series 15 Version 1 17-Mar-11 15 1 EUR 1 iTraxx Europe Sub Financials Series 15 Version 1 17-Mar-11 15 1 EUR 1 iTraxx Japan Series Number 14 Version 1 17-Sep-10 14 1 JPY 1 iTraxx Australia Series Number 15 Version 1 17-Mar-11 15 1 USD 1 iTraxx Asia ex-Japan IG Series Number 15 Version 1 17-Mar-11 15 1 USD 1 iTraxx Asia ex-Japan HY Series Number 15 Version 1 17-Mar-11 15 1 USD 1 iTraxx SDI-75 Series 4 Version 3 3-Nov-09 4 3 GBP 0.9732 MCDX.NA.15-V1 4-Oct-10 15 1 USD 1 LCDX.NA Series 15 Version 1 4-Oct-10 15 1 USD 1 iTraxx LevX Senior Series 6 Version 2 12-Aug-10 6 2 EUR 0.975 iTraxx LevX Subordinated Series 3 Version 10 16-Feb-11 3 10 EUR 0.7998 RED Code 2I65BYCM5 2I65B0AR0 2I65B1AR8 2I65B2CI4 2I65B3AR4 2I65B4AW1 2I65DJAZ9 1D764IAU1 2I65BRHK9 2I65BSEL8 2I65BVBW0 2I65BWEU9 2I65BZAO0 2165EKAO7 2I666VAV7 2I667KBX5 2I667LAS5 2I667NAV4 2I667DAO2 2I667EAP7 2I668HBC7 2I668IAO0 4ABCAMAH9 4ABCAGAH2 4ABCAIAK1 5A79DPAF4 5F199GDQ7 4ABCAJEH2 4ABCAKCH1 Off-The-Run Indices CDX.NA.IG CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX.NA.IG.15 CDX.NA.IG.14 CDX.NA.IG.13 CDX.NA.IG.12 CDX.NA.IG.12 CDX.NA.IG.11 CDX.NA.IG.11 CDX.NA.IG.10-V4 CDX.NA.IG.10-V3 CDX.NA.IG.10-V2 CDX.NA.IG.10-V1 CDX.NA.IG.9-V4 CDX.NA.IG.9-V3 CDX.NA.IG.9-V2 CDX.NA.IG.9-V1 CDX.NA.IG.8-V4 CDX.NA.IG.8-V3 CDX.NA.IG.8-V2 CDX.NA.IG.8-V1 Dow Jones CDX.NA.IG.7-V5 Dow Jones CDX.NA.IG.7-V4 Dow Jones CDX.NA.IG.7-V3 Dow Jones CDX.NA.IG.7-V2 Dow Jones CDX.NA.IG.7-V1 Dow Jones CDX.NA.IG.6-V6 Dow Jones CDX.NA.IG.6-V5 Dow Jones CDX.NA.IG.6-V4 Dow Jones CDX.NA.IG.6-V3 Dow Jones CDX.NA.IG.6-V2 Dow Jones CDX.NA.IG.6-V1 Dow Jones CDX.NA.IG.5-V5 Confidential. Copyright © 2011, Markit Group Limited. All rights reserved. www.markit.com 20-Sep-10 22-Mar-10 21-Sep-09 3-Nov-09 20-Mar-09 3-Nov-09 2-Oct-08 3-Nov-09 29-Sep-08 8-Sep-08 25-Mar-08 3-Nov-09 29-Sep-08 8-Sep-08 20-Sep-07 3-Nov-09 29-Sep-08 8-Sep-08 20-Mar-07 3-Nov-09 31-Mar-09 29-Sep-08 8-Sep-08 20-Sep-06 3-Nov-09 31-Mar-09 9-Dec-08 29-Sep-08 8-Sep-08 20-Mar-06 3-Nov-09 15 14 13 12 12 11 11 10 10 10 10 9 9 9 9 8 8 8 8 7 7 7 7 7 6 6 6 6 6 6 5 1 1 1 2 1 2 1 4 3 2 1 4 3 2 1 4 3 2 1 5 4 3 2 1 6 5 4 3 2 1 5 USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD 1 1 1 0.992 1 0.992 1 0.968 0.976 0.984 1 0.968 0.976 0.984 1 0.968 0.976 0.984 1 0.964 0.972 0.976 0.984 1 0.956 0.964 0.968 0.976 0.984 1 0.964 2I65BYCL7 2I65BYCK9 2I65BYBX2 2I65BYCJ2 2I65BYBN4 2I65BYCI4 2I65BYAS4 2I65BYCH6 2I65BYAT2 2I65BYAP0 2I65BYAO3 2I65BYCG8 2I65BYAY1 2I65BYAR6 2I65BYAN5 2I65BYCF0 2I65BYAU9 2I65BYAQ8 2I65BYAM7 2I65BYCE3 2I65BYBU8 2I65BYBL8 2I65BYBC8 2I65BYAL9 2I65BYCD5 2I65BYBT1 2I65BYBM6 2I65BYBK0 2I65BYBB0 2I65BYAK1 2I65BYCC7 Markit RED Index Codes Family CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX Index Name Dow Jones CDX.NA.IG.5-V4 Dow Jones CDX.NA.IG.5-V3 Dow Jones CDX.NA.IG.5-V2 Dow Jones CDX.NA.IG.5-V1 Dow Jones CDX.NA.IG.4-V6 Dow Jones CDX.NA.IG.4-V5 Dow Jones CDX.NA.IG.4-V4 Dow Jones CDX.NA.IG.4-V3 Dow Jones CDX.NA.IG.4-V2 Dow Jones CDX.NA.IG.4-V1 Dow Jones CDX.NA.IG.3-V6 Dow Jones CDX.NA.IG.3-V5 Dow Jones CDX.NA.IG.3-V4 Dow Jones CDX.NA.IG.3-V3 Dow Jones CDX.NA.IG.3-V2 Dow Jones CDX.NA.IG.3-V1 Dow Jones CDX.NA.IG.2-V7 Dow Jones CDX.NA.IG.2-V6 Dow Jones CDX.NA.IG.2-V5 Dow Jones CDX.NA.IG.2-V4 Dow Jones CDX.NA.IG.2-V3 Dow Jones CDX.NA.IG.2-V2 Dow Jones CDX.NA.IG.2-V1 Dow Jones CDX.NA.IG.1-V8 Dow Jones CDX.NA.IG.1-V7 Dow Jones CDX.NA.IG.1-V6 Dow Jones CDX.NA.IG.1-V5 Dow Jones CDX.NA.IG.1-V4 Dow Jones CDX.NA.IG.1-V3 Dow Jones CDX.NA.IG.1-V2 Dow Jones CDX.NA.IG.1-V1 CDX.NA.IG.CONS.15 CDX.NA.IG.CONS.14 CDX.NA.IG.CONS.13 CDX.NA.IG.CONS.12 CDX.NA.IG.CONS.11 CDX.NA.IG.CONS.10-V1 CDX.NA.IG.CONS.9-V1 CDX.NA.IG.CONS.8-V1 Dow Jones CDX.NA.IG.CONS.7-V1 Dow Jones CDX.NA.IG.CONS.6-V1 Dow Jones CDX.NA.IG.CONS.5-V1 Dow Jones CDX.NA.IG.CONS.4-V1 Dow Jones CDX.NA.IG.CONS.3-V1 Dow Jones CDX.NA.IG.CONS.2-V2 Dow Jones CDX.NA.IG.CONS.2-V1 Dow Jones CDX.NA.IG.CONS.1-V2 Dow Jones CDX.NA.IG.CONS.1-V1 CDX.NA.IG.ENRG.15 CDX.NA.IG.ENRG.14 CDX.NA.IG.ENRG.13 CDX.NA.IG.ENRG.12 CDX.NA.IG.ENRG.11 CDX.NA.IG.ENRG.10-V1 CDX.NA.IG.ENRG.9-V1 CDX.NA.IG.ENRG.8-V1 Dow Jones CDX.NA.IG.ENRG.7-V1 Dow Jones CDX.NA.IG.ENRG.6-V1 Dow Jones CDX.NA.IG.ENRG.5-V1 Dow Jones CDX.NA.IG.ENRG.4-V1 Dow Jones CDX.NA.IG.ENRG.3-V1 Dow Jones CDX.NA.IG.ENRG.2-V2 Dow Jones CDX.NA.IG.ENRG.2-V1 Dow Jones CDX.NA.IG.ENRG.1-V2 Dow Jones CDX.NA.IG.ENRG.1-V1 CDX.NA.IG.FIN.15 CDX.NA.IG.FIN.14 CDX.NA.IG.FIN.13 CDX.NA.IG.FIN.12 CDX.NA.IG.FIN.12 CDX.NA.IG.FIN.11 CDX.NA.IG.FIN.11 CDX.NA.IG.FIN.10-V4 Confidential. Copyright © 2011, Markit Group Limited. All rights reserved. www.markit.com Annex Date Series Version Currency Index Factor 31-Mar-09 5 4 USD 0.972 29-Sep-08 5 3 USD 0.976 8-Sep-08 5 2 USD 0.984 20-Sep-05 5 1 USD 1 3-Nov-09 4 6 USD 0.956 6-Jul-09 4 5 USD 0.964 31-Mar-09 4 4 USD 0.972 29-Sep-08 4 3 USD 0.976 8-Sep-08 4 2 USD 0.984 20-Mar-05 4 1 USD 1 3-Nov-09 3 6 USD 0.956 31-Mar-09 3 5 USD 0.964 29-Sep-08 3 4 USD 0.968 8-Sep-08 3 3 USD 0.976 10-Oct-05 3 2 USD 0.992 20-Sep-04 3 1 USD 1 3-Nov-09 2 7 USD 0.956 31-Mar-09 2 6 USD 0.964 29-Sep-08 2 5 USD 0.968 8-Sep-08 2 4 USD 0.976 7-Feb-06 2 3 USD 0.992 10-Oct-05 2 2 USD 0.992 6-Jul-04 2 1 USD 1 3-Nov-09 1 8 USD 0.948 29-May-09 1 7 USD 0.956 31-Mar-09 1 6 USD 0.964 29-Sep-08 1 5 USD 0.968 8-Sep-08 1 4 USD 0.976 7-Feb-06 1 3 USD 0.992 10-Oct-05 1 2 USD 0.992 3-Nov-04 1 1 USD 1 20-Sep-10 15 1 USD 1 22-Mar-10 14 1 USD 1 21-Sep-09 13 1 USD 1 20-Mar-09 12 1 USD 1 2-Oct-08 11 1 USD 1 25-Mar-08 10 1 USD 1 20-Sep-07 9 1 USD 1 20-Mar-07 8 1 USD 1 20-Sep-06 7 1 USD 1 20-Mar-06 6 1 USD 1 20-Sep-05 5 1 USD 1 20-Mar-05 4 1 USD 1 20-Sep-04 3 1 USD 1 14-Aug-06 2 2 USD 1 6-Jul-04 2 1 USD 1 14-Aug-06 1 2 USD 1 2-Dec-04 1 1 USD 1 20-Sep-10 15 1 USD 1 22-Mar-10 14 1 USD 1 21-Sep-09 13 1 USD 1 20-Mar-09 12 1 USD 1 2-Oct-08 11 1 USD 1 25-Mar-08 10 1 USD 1 20-Sep-07 9 1 USD 1 20-Mar-07 8 1 USD 1 20-Sep-06 7 1 USD 1 20-Mar-06 6 1 USD 1 20-Sep-05 5 1 USD 1 20-Mar-05 4 1 USD 1 20-Sep-04 3 1 USD 1 14-Aug-06 2 2 USD 1 6-Jul-04 2 1 USD 1 14-Aug-06 1 2 USD 1 2-Dec-04 1 1 USD 1 20-Sep-10 15 1 USD 1 22-Mar-10 14 1 USD 1 21-Sep-09 13 1 USD 1 3-Nov-09 12 2 USD 0.95238 20-Mar-09 12 1 USD 1 3-Nov-09 11 2 USD 0.95238 2-Oct-08 11 1 USD 1 3-Nov-09 10 4 USD 0.83333 RED Code 2I65BYBS3 2I65BYBJ3 2I65BYBA2 2I65BYAE5 2I65BYCB9 2I65BYBW4 2I65BYBR5 2I65BYBI5 2I65BYAW5 2I65BYAD7 2I65BYCA1 2I65BYBQ7 2I65BYBH7 2I65BYAV7 2I65BYAF2 2I65BYAB1 2I65BYBZ7 2I65BYBP9 2I65BYBG9 2I65BYAZ8 2I65BYAJ4 2I65BYAG0 2I65BYAA3 2I65BYBY0 2I65BYBV6 2I65BYBO2 2I65BYBF1 2I65BYAX3 2I65BYAI6 2I65BYAH8 2I65BYAC9 2I65B0AQ2 2I65B0AP4 2I65B0AO7 2I65B0AN9 2I65B0AM1 2I65B0AL3 2I65B0AK5 2I65B0AJ8 2I65B0AI0 2I65B0AF6 2I65B0AE9 2I65B0AD1 2I65B0AB5 2I65B0AH2 2I65B0AA7 2I65B0AG4 2I65B0AC3 2I65B1AQ0 2I65B1AP2 2I65B1AO5 2I65B1AN7 2I65B1AM9 2I65B1AL1 2I65B1AK3 2I65B1AJ6 2I65B1AI8 2I65B1AF4 2I65B1AE7 2I65B1AD9 2I65B1AB3 2I65B1AH0 2I65B1AA5 2I65B1AG2 2I65B1AC1 2I65B2CH6 2I65B2CG8 2I65B2BT1 2I65B2CF0 2I65B2AN5 2I65B2CE3 2I65B2AM7 2I65B2CD5 Markit RED Index Codes Family CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX Index Name CDX.NA.IG.FIN.10-V3 CDX.NA.IG.FIN.10-V2 CDX.NA.IG.FIN.10-V1 CDX.NA.IG.FIN.9-V4 CDX.NA.IG.FIN.9-V3 CDX.NA.IG.FIN.9-V2 CDX.NA.IG.FIN.9-V1 CDX.NA.IG.FIN.8-V4 CDX.NA.IG.FIN.8-V3 CDX.NA.IG.FIN.8-V2 CDX.NA.IG.FIN.8-V1 Dow Jones CDX.NA.IG.FIN.7-V4 Dow Jones CDX.NA.IG.FIN.7-V3 Dow Jones CDX.NA.IG.FIN.7-V2 Dow Jones CDX.NA.IG.FIN.7-V1 Dow Jones CDX.NA.IG.FIN.6-V4 Dow Jones CDX.NA.IG.FIN.6-V3 Dow Jones CDX.NA.IG.FIN.6-V2 Dow Jones CDX.NA.IG.FIN.6-V1 Dow Jones CDX.NA.IG.FIN.5-V4 Dow Jones CDX.NA.IG.FIN.5-V3 Dow Jones CDX.NA.IG.FIN.5-V2 Dow Jones CDX.NA.IG.FIN.5-V1 Dow Jones CDX.NA.IG.FIN.4-V4 Dow Jones CDX.NA.IG.FIN.4-V3 Dow Jones CDX.NA.IG.FIN.4-V2 Dow Jones CDX.NA.IG.FIN.4-V1 Dow Jones CDX.NA.IG.FIN.3-V4 Dow Jones CDX.NA.IG.FIN.3-V3 Dow Jones CDX.NA.IG.FIN.3-V2 Dow Jones CDX.NA.IG.FIN.3-V1 Dow Jones CDX.NA.IG.FIN.2-V5 Dow Jones CDX.NA.IG.FIN.2-V4 Dow Jones CDX.NA.IG.FIN.2-V3 Dow Jones CDX.NA.IG.FIN.2-V2 Dow Jones CDX.NA.IG.FIN.2-V1 Dow Jones CDX.NA.IG.FIN.1-V5 Dow Jones CDX.NA.IG.FIN.1-V4 Dow Jones CDX.NA.IG.FIN.1-V3 Dow Jones CDX.NA.IG.FIN.1-V2 Dow Jones CDX.NA.IG.FIN.1-V1 CDX.NA.IG.HVOL.15 CDX.NA.IG.HVOL.14 CDX.NA.IG.HVOL.13 CDX.NA.IG.HVOL.12 CDX.NA.IG.HVOL.12 CDX.NA.IG.HVOL.11 CDX.NA.IG.HVOL.11 CDX.NA.IG.HVOL.10-V3 CDX.NA.IG.HVOL.10-V2 CDX.NA.IG.HVOL.10-V1 CDX.NA.IG.HVOL.9-V3 CDX.NA.IG.HVOL.9-V2 CDX.NA.IG.HVOL.9-V1 CDX.NA.IG.HVOL.8-V1 Dow Jones CDX.NA.IG.HVOL.7-V1 Dow Jones CDX.NA.IG.HVOL.6-V2 Dow Jones CDX.NA.IG.HVOL.6-V1 Dow Jones CDX.NA.IG.HVOL.5-V1 Dow Jones CDX.NA.IG.HVOL.4-V2 Dow Jones CDX.NA.IG.HVOL.4-V1 Dow Jones CDX.NA.IG.HVOL.3-V2 Dow Jones CDX.NA.IG.HVOL.3-V1 Dow Jones CDX.NA.IG.HVOL.2-V3 Dow Jones CDX.NA.IG.HVOL.2-V2 Dow Jones CDX.NA.IG.HVOL.2-V1 Dow Jones CDX.NA.IG.HVOL.1-V4 Dow Jones CDX.NA.IG.HVOL.1-V3 Dow Jones CDX.NA.IG.HVOL.1-V2 Dow Jones CDX.NA.IG.HVOL.1-V1 CDX.NA.IG.INDU.15 CDX.NA.IG.INDU.14 CDX.NA.IG.INDU.13 Confidential. Copyright © 2011, Markit Group Limited. All rights reserved. www.markit.com Annex Date Series Version Currency Index Factor 29-Sep-08 10 3 USD 0.875 8-Sep-08 10 2 USD 0.91666 25-Mar-08 10 1 USD 1 3-Nov-09 9 4 USD 0.84 29-Sep-08 9 3 USD 0.88 8-Sep-08 9 2 USD 0.92 20-Sep-07 9 1 USD 1 3-Nov-09 8 4 USD 0.84 29-Sep-08 8 3 USD 0.88 8-Sep-08 8 2 USD 0.92 20-Mar-07 8 1 USD 1 3-Nov-09 7 4 USD 0.84 29-Sep-08 7 3 USD 0.88 8-Sep-08 7 2 USD 0.92 20-Sep-06 7 1 USD 1 3-Nov-09 6 4 USD 0.83333 29-Sep-08 6 3 USD 0.875 8-Sep-08 6 2 USD 0.91666 20-Mar-06 6 1 USD 1 3-Nov-09 5 4 USD 0.83333 29-Sep-08 5 3 USD 0.875 8-Sep-08 5 2 USD 0.91666 20-Sep-05 5 1 USD 1 3-Nov-09 4 4 USD 0.83333 29-Sep-08 4 3 USD 0.875 8-Sep-08 4 2 USD 0.91666 20-Mar-05 4 1 USD 1 3-Nov-09 3 4 USD 0.83333 29-Sep-08 3 3 USD 0.875 8-Sep-08 3 2 USD 0.91666 20-Sep-04 3 1 USD 1 3-Nov-09 2 5 USD 0.83333 29-Sep-08 2 4 USD 0.875 8-Sep-08 2 3 USD 0.91666 14-Aug-06 2 2 USD 1 6-Jul-04 2 1 USD 1 3-Nov-09 1 5 USD 0.83333 29-Sep-08 1 4 USD 0.875 8-Sep-08 1 3 USD 0.91666 14-Aug-06 1 2 USD 1 2-Dec-04 1 1 USD 1 20-Sep-10 15 1 USD 1 22-Mar-10 14 1 USD 1 21-Sep-09 13 1 USD 1 3-Nov-09 12 2 USD 0.96666 20-Mar-09 12 1 USD 1 3-Nov-09 11 2 USD 0.96666 2-Oct-08 11 1 USD 1 3-Nov-09 10 3 USD 0.93333 29-Sep-08 10 2 USD 0.96667 25-Mar-08 10 1 USD 1 3-Nov-09 9 3 USD 0.93333 29-Sep-08 9 2 USD 0.96667 20-Sep-07 9 1 USD 1 20-Mar-07 8 1 USD 1 20-Sep-06 7 1 USD 1 9-Dec-08 6 2 USD 0.96667 20-Mar-06 6 1 USD 1 20-Sep-05 5 1 USD 1 6-Jul-09 4 2 USD 0.96667 20-Mar-05 4 1 USD 1 10-Oct-05 3 2 USD 0.96666 20-Sep-04 3 1 USD 1 7-Feb-06 2 3 USD 0.96666 10-Oct-05 2 2 USD 0.96666 6-Jul-04 2 1 USD 1 29-May-09 1 4 USD 0.93334 7-Feb-06 1 3 USD 0.96667 10-Oct-05 1 2 USD 0.96667 2-Dec-04 1 1 USD 1 20-Sep-10 15 1 USD 1 22-Mar-10 14 1 USD 1 21-Sep-09 13 1 USD 1 RED Code 2I65B2BA2 2I65B2AS4 2I65B2AL9 2I65B2CC7 2I65B2BC8 2I65B2AU9 2I65B2AK1 2I65B2CB9 2I65B2BB0 2I65B2AT2 2I65B2AJ4 2I65B2CA1 2I65B2BS3 2I65B2BJ3 2I65B2AI6 2I65B2BZ7 2I65B2BR5 2I65B2BI5 2I65B2AF2 2I65B2BY0 2I65B2BQ7 2I65B2BH7 2I65B2AE5 2I65B2BX2 2I65B2BP9 2I65B2BG9 2I65B2AD7 2I65B2BW4 2I65B2BO2 2I65B2BF1 2I65B2AB1 2I65B2BV6 2I65B2BN4 2I65B2BE4 2I65B2AH8 2I65B2AA3 2I65B2BU8 2I65B2BM6 2I65B2BD6 2I65B2AG0 2I65B2AC9 2I65B3AQ6 2I65B3BL6 2I65B3BG7 2I65B3BK8 2I65B3BD4 2I65B3BJ1 2I65B3AP8 2I65B3BI3 2I65B3BA0 2I65B3AO1 2I65B3BH5 2I65B3BB8 2I65B3AN3 2I65B3AM5 2I65B3AL7 2I65B3BC6 2I65B3AK9 2I65B3AE3 2I65B3BF9 2I65B3AD5 2I65B3AF0 2I65B3AB9 2I65B3AJ2 2I65B3AG8 2I65B3AA1 2I65B3BE2 2I65B3AI4 2I65B3AH6 2I65B3AC7 2I65B4AV3 2I65B4AU5 2I65B4AT8 Markit RED Index Codes Family CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX Index Name CDX.NA.IG.INDU.12 CDX.NA.IG.INDU.11 CDX.NA.IG.INDU.10-V1 CDX.NA.IG.INDU.9-V1 CDX.NA.IG.INDU.8-V1 Dow Jones CDX.NA.IG.INDU.7-V1 Dow Jones CDX.NA.IG.INDU.6-V1 Dow Jones CDX.NA.IG.INDU.5-V1 Dow Jones CDX.NA.IG.INDU.4-V2 Dow Jones CDX.NA.IG.INDU.4-V1 Dow Jones CDX.NA.IG.INDU.3-V2 Dow Jones CDX.NA.IG.INDU.3-V1 Dow Jones CDX.NA.IG.INDU.2-V3 Dow Jones CDX.NA.IG.INDU.2-V2 Dow Jones CDX.NA.IG.INDU.2-V1 Dow Jones CDX.NA.IG.INDU.1-V4 Dow Jones CDX.NA.IG.INDU.1-V3 Dow Jones CDX.NA.IG.INDU.1-V2 Dow Jones CDX.NA.IG.INDU.1-V1 CDX.NA.IG.TMT.15 CDX.NA.IG.TMT.14 CDX.NA.IG.TMT.13 CDX.NA.IG.TMT.12 CDX.NA.IG.TMT.11 CDX.NA.IG.TMT.10-V1 CDX.NA.IG.TMT.9-V1 CDX.NA.IG.TMT.8-V1 Dow Jones CDX.NA.IG.TMT.7-V2 Dow Jones CDX.NA.IG.TMT.7-V1 Dow Jones CDX.NA.IG.TMT.6-V3 Dow Jones CDX.NA.IG.TMT.6-V2 Dow Jones CDX.NA.IG.TMT.6-V1 Dow Jones CDX.NA.IG.TMT.5-V2 Dow Jones CDX.NA.IG.TMT.5-V1 Dow Jones CDX.NA.IG.TMT.4-V2 Dow Jones CDX.NA.IG.TMT.4-V1 Dow Jones CDX.NA.IG.TMT.3-V2 Dow Jones CDX.NA.IG.TMT.3-V1 Dow Jones CDX.NA.IG.TMT.2-V3 Dow Jones CDX.NA.IG.TMT.2-V2 Dow Jones CDX.NA.IG.TMT.2-V1 Dow Jones CDX.NA.IG.TMT.1-V3 Dow Jones CDX.NA.IG.TMT.1-V2 Dow Jones CDX.NA.IG.TMT.1-V1 Annex Date Series Version Currency Index Factor 20-Mar-09 12 1 USD 1 2-Oct-08 11 1 USD 1 25-Mar-08 10 1 USD 1 20-Sep-07 9 1 USD 1 20-Mar-07 8 1 USD 1 20-Sep-06 7 1 USD 1 20-Mar-06 6 1 USD 1 20-Sep-05 5 1 USD 1 6-Jul-09 4 2 USD 0.96667 20-Mar-05 4 1 USD 1 10-Oct-05 3 2 USD 0.96666 20-Sep-04 3 1 USD 1 7-Feb-06 2 3 USD 0.96552 10-Oct-05 2 2 USD 0.96552 6-Jul-04 2 1 USD 1 29-May-09 1 4 USD 0.93332 7-Feb-06 1 3 USD 0.96666 10-Oct-05 1 2 USD 0.96666 2-Dec-04 1 1 USD 1 20-Sep-10 15 1 USD 1 22-Mar-10 14 1 USD 1 21-Sep-09 13 1 USD 1 20-Mar-09 12 1 USD 1 2-Oct-08 11 1 USD 1 25-Mar-08 10 1 USD 1 20-Sep-07 9 1 USD 1 20-Mar-07 8 1 USD 1 31-Mar-09 7 2 USD 0.977275 20-Sep-06 7 1 USD 1 31-Mar-09 6 3 USD 0.931825 9-Dec-08 6 2 USD 0.95455 20-Mar-06 6 1 USD 1 31-Mar-09 5 2 USD 0.977275 20-Sep-05 5 1 USD 1 31-Mar-09 4 2 USD 0.977275 20-Mar-05 4 1 USD 1 31-Mar-09 3 2 USD 0.977275 20-Sep-04 3 1 USD 1 31-Mar-09 2 3 USD 0.98077 14-Aug-06 2 2 USD 1 6-Jul-04 2 1 USD 1 31-Mar-09 1 3 USD 0.98077 14-Aug-06 1 2 USD 1 2-Dec-04 1 1 USD 1 RED Code 2I65B4AQ4 2I65B4AP6 2I65B4AO9 2I65B4AN1 2I65B4AM3 2I65B4AL5 2I65B4AK7 2I65B4AE1 2I65B4AS0 2I65B4AD3 2I65B4AF8 2I65B4AB7 2I65B4AJ0 2I65B4AG6 2I65B4AA9 2I65B4AR2 2I65B4AI2 2I65B4AH4 2I65B4AC5 2I65DJAY2 2I65DJAX4 2I65DJAW6 2I65DJAO4 2I65DJAM8 2I65DJAL0 2I65DJAK2 2I65DJAJ5 2I65DJAV8 2I65DJAI7 2I65DJAU0 2I65DJAN6 2I65DJAF3 2I65DJAT3 2I65DJAE6 2I65DJAS5 2I65DJAD8 2I65DJAR7 2I65DJAB2 2I65DJAQ9 2I65DJAG1 2I65DJAA4 2I65DJAP1 2I65DJAH9 2I65DJAC0 CDX.NA.XO CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX.NA.XO.11 CDX.NA.XO.10-V2 CDX.NA.XO.10-V1 CDX.NA.XO.9-V2 CDX.NA.XO.9-V1 CDX.NA.XO.8-V3 CDX.NA.XO.8-V2 CDX.NA.XO.8-V1 Dow Jones CDX.NA.XO.7-V3 Dow Jones CDX.NA.XO.7-V2 Dow Jones CDX.NA.XO.7-V1 Dow Jones CDX.NA.XO.6-V3 Dow Jones CDX.NA.XO.6-V2 Dow Jones CDX.NA.XO.6-V1 Dow Jones CDX.NA.XO.5-V5 Dow Jones CDX.NA.XO.5-V4 Dow Jones CDX.NA.XO.5-V3 Dow Jones CDX.NA.XO.5-V2 Dow Jones CDX.NA.XO.5-V1 CDX CDX CDX CDX CDX CDX CDX CDX CDX.NA.HY.14 CDX.NA.HY.13 CDX.NA.HY.13 CDX.NA.HY.12 CDX.NA.HY.12 CDX.NA.HY.12 CDX.NA.HY.12 CDX.NA.HY.12 2-Oct-08 19-Mar-09 25-Mar-08 19-Mar-09 20-Sep-07 19-Mar-09 9-Dec-08 20-Mar-07 9-Dec-08 22-Jan-08 20-Sep-06 6-Jul-09 22-Jan-08 20-Mar-06 6-Jul-09 16-Apr-09 27-Mar-09 3-Mar-06 20-Sep-05 11 10 10 9 9 8 8 8 7 7 7 6 6 6 5 5 5 5 5 1 2 1 2 1 3 2 1 3 2 1 3 2 1 5 4 3 2 1 USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD 1 0.97143 1 0.97142 1 0.94286 0.97143 1 0.94286 0.97143 1 0.94286 0.97143 1 0.88571 0.91428 0.94285 0.97143 1 1D764IAO5 1D764IAT4 1D764IAI8 1D764IAS6 1D764IAF4 1D764IAR8 1D764IAQ0 1D764IAE7 1D764IAP2 1D764IAH0 1D764IAD9 1D764IAY3 1D764IAG2 1D764IAC1 1D764IAX5 1D764IAW7 1D764IAV9 1D764IAB3 1D764IAA5 29-Mar-10 3-Nov-09 29-Sep-09 6-Jul-09 16-Jun-09 2-Jun-09 1-Jun-09 29-May-09 14 13 13 12 12 12 12 12 1 2 1 8 7 6 5 4 USD USD USD USD USD USD USD USD 1 0.99 1 0.94 0.95 0.96 0.97 0.97 2I65BRHJ2 2I65BRHI4 2I65BRHH6 2I65BRHG8 2I65BRGO2 2I65BRGL8 2I65BRGD6 2I65BRFV7 CDX.NA.HY Confidential. Copyright © 2011, Markit Group Limited. All rights reserved. www.markit.com Markit RED Index Codes Family CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX Index Name CDX.NA.HY.12 CDX.NA.HY.12 CDX.NA.HY.12 CDX.NA.HY.11 CDX.NA.HY.11 CDX.NA.HY.11 CDX.NA.HY.11 CDX.NA.HY.11 CDX.NA.HY.11 CDX.NA.HY.11 CDX.NA.HY.11 CDX.NA.HY.11 CDX.NA.HY.11 CDX.NA.HY.11 CDX.NA.HY.11 CDX.NA.HY.11 CDX.NA.HY.11 CDX.NA.HY.11 CDX.NA.HY.11 CDX.NA.HY.11 CDX.NA.HY.10-V17 CDX.NA.HY.10-V16 CDX.NA.HY.10-V15 CDX.NA.HY.10-V14 CDX.NA.HY.10-V13 CDX.NA.HY.10-V12 CDX.NA.HY.10-V11 CDX.NA.HY.10-V10 CDX.NA.HY.10-V9 CDX.NA.HY.10-V8 CDX.NA.HY.10-V7 CDX.NA.HY.10-V6 CDX.NA.HY.10-V5 CDX.NA.HY.10-V4 CDX.NA.HY.10-V3 CDX.NA.HY.10-V2 CDX.NA.HY.10-V1 CDX.NA.HY.9-V18 CDX.NA.HY.9-V17 CDX.NA.HY.9-V16 CDX.NA.HY.9-V15 CDX.NA.HY.9-V14 CDX.NA.HY.9-V13 CDX.NA.HY.9-V12 CDX.NA.HY.9-V11 CDX.NA.HY.9-V10 CDX.NA.HY.9-V9 CDX.NA.HY.9-V8 CDX.NA.HY.9-V7 CDX.NA.HY.9-V6 CDX.NA.HY.9-V5 CDX.NA.HY.9-V4 CDX.NA.HY.9-V3 CDX.NA.HY.9-V2 CDX.NA.HY.9-V1 CDX.NA.HY.8-V17 CDX.NA.HY.8-V16 CDX.NA.HY.8-V15 CDX.NA.HY.8-V14 CDX.NA.HY.8-V13 CDX.NA.HY.8-V12 CDX.NA.HY.8-V11 CDX.NA.HY.8-V10 CDX.NA.HY.8-V9 CDX.NA.HY.8-V8 CDX.NA.HY.8-V7 CDX.NA.HY.8-V6 CDX.NA.HY.8-V5 CDX.NA.HY.8-V4 CDX.NA.HY.8-V3 CDX.NA.HY.8-V2 CDX.NA.HY.8-V1 Dow Jones CDX.NA.HY.7-V16 Confidential. Copyright © 2011, Markit Group Limited. All rights reserved. www.markit.com Annex Date Series Version Currency Index Factor 18-May-09 12 3 USD 0.98 31-Mar-09 12 2 USD 0.99 27-Mar-09 12 1 USD 1 6-Jul-09 11 17 USD 0.87 16-Jun-09 11 16 USD 0.88 2-Jun-09 11 15 USD 0.89 1-Jun-09 11 14 USD 0.9 29-May-09 11 13 USD 0.9 18-May-09 11 12 USD 0.91 7-Apr-09 11 11 USD 0.92 6-Apr-09 11 10 USD 0.93 3-Apr-09 11 9 USD 0.94 31-Mar-09 11 8 USD 0.92 27-Mar-09 11 7 USD 0.93 19-Mar-09 11 6 USD 0.95 4-Mar-09 11 5 USD 0.96 26-Jan-09 11 4 USD 0.97 14-Jan-09 11 3 USD 0.98 9-Dec-08 11 2 USD 0.99 6-Oct-08 11 1 USD 1 6-Jul-09 10 17 USD 0.87 16-Jun-09 10 16 USD 0.88 2-Jun-09 10 15 USD 0.89 1-Jun-09 10 14 USD 0.9 29-May-09 10 13 USD 0.9 18-May-09 10 12 USD 0.91 7-Apr-09 10 11 USD 0.92 6-Apr-09 10 10 USD 0.93 3-Apr-09 10 9 USD 0.94 31-Mar-09 10 8 USD 0.92 27-Mar-09 10 7 USD 0.93 19-Mar-09 10 6 USD 0.95 4-Mar-09 10 5 USD 0.96 26-Jan-09 10 4 USD 0.97 14-Jan-09 10 3 USD 0.98 9-Dec-08 10 2 USD 0.99 1-Apr-08 10 1 USD 1 6-Jul-09 9 18 USD 0.86 16-Jun-09 9 17 USD 0.87 2-Jun-09 9 16 USD 0.88 1-Jun-09 9 15 USD 0.89 29-May-09 9 14 USD 0.89 18-May-09 9 13 USD 0.9 7-Apr-09 9 12 USD 0.91 6-Apr-09 9 11 USD 0.92 3-Apr-09 9 10 USD 0.93 31-Mar-09 9 9 USD 0.91 27-Mar-09 9 8 USD 0.92 26-Jan-09 9 7 USD 0.94 14-Jan-09 9 6 USD 0.95 7-Jan-09 9 5 USD 0.96 9-Dec-08 9 4 USD 0.97 8-Sep-08 9 3 USD 0.98 22-Jan-08 9 2 USD 0.99 27-Sep-07 9 1 USD 1 6-Jul-09 8 17 USD 0.87 16-Jun-09 8 16 USD 0.88 2-Jun-09 8 15 USD 0.89 1-Jun-09 8 14 USD 0.9 29-May-09 8 13 USD 0.9 18-May-09 8 12 USD 0.91 7-Apr-09 8 11 USD 0.92 6-Apr-09 8 10 USD 0.93 3-Apr-09 8 9 USD 0.94 31-Mar-09 8 8 USD 0.92 27-Mar-09 8 7 USD 0.93 26-Jan-09 8 6 USD 0.95 14-Jan-09 8 5 USD 0.96 7-Jan-09 8 4 USD 0.97 8-Sep-08 8 3 USD 0.98 22-Jan-08 8 2 USD 0.99 27-Mar-07 8 1 USD 1 6-Jul-09 7 16 USD 0.87 RED Code 2I65BRFM7 2I65BRDV9 2I65BRDF4 2I65BRHF0 2I65BRGN4 2I65BRGK0 2I65BRGC8 2I65BRFU9 2I65BRFL9 2I65BREY2 2I65BREX4 2I65BREV8 2I65BRDU1 2I65BRDQ0 2I65BRDE7 2I65BRDC1 2I65BRDA5 2I65BRCP3 2I65BRBW9 2I65BRBQ2 2I65BRHE3 2I65BRGM6 2I65BRGJ3 2I65BRGB0 2I65BRFT2 2I65BRFK1 2I65BREU0 2I65BRET3 2I65BRES5 2I65BRDT4 2I65BRDP2 2I65BRDD9 2I65BRDB3 2I65BRCZ1 2I65BRCO6 2I65BRBV1 2I65BRBJ8 2I65BRHD5 2I65BRGQ7 2I65BRGI5 2I65BRGA2 2I65BRFS4 2I65BRFJ4 2I65BRER7 2I65BREQ9 2I65BREP1 2I65BRDS6 2I65BRDO5 2I65BRCY4 2I65BRCN8 2I65BRBX7 2I65BRBU3 2I65BRBL3 2I65BRBI0 2I65BRBE9 2I65BRHC7 2I65BRGP9 2I65BRGH7 2I65BRFZ8 2I65BRFR6 2I65BRFI6 2I65BREO4 2I65BREN6 2I65BREM8 2I65BRDR8 2I65BRDN7 2I65BRCX6 2I65BRCM0 2I65BRBR0 2I65BRBK5 2I65BRBH2 2I65BRBD1 2I65BRHB9 Markit RED Index Codes Family CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX Index Name Dow Jones CDX.NA.HY.7-V15 Dow Jones CDX.NA.HY.7-V14 Dow Jones CDX.NA.HY.7-V13 Dow Jones CDX.NA.HY.7-V12 Dow Jones CDX.NA.HY.7-V11 Dow Jones CDX.NA.HY.7-V10 Dow Jones CDX.NA.HY.7-V9 Dow Jones CDX.NA.HY.7-V8 Dow Jones CDX.NA.HY.7-V7 Dow Jones CDX.NA.HY.7-V6 Dow Jones CDX.NA.HY.7-V5 Dow Jones CDX.NA.HY.7-V4 Dow Jones CDX.NA.HY.7-V3 Dow Jones CDX.NA.HY.7-V2 Dow Jones CDX.NA.HY.7-V1 Dow Jones CDX.NA.HY.6-V16 Dow Jones CDX.NA.HY.6-V15 Dow Jones CDX.NA.HY.6-V14 Dow Jones CDX.NA.HY.6-V13 Dow Jones CDX.NA.HY.6-V12 Dow Jones CDX.NA.HY.6-V11 Dow Jones CDX.NA.HY.6-V10 Dow Jones CDX.NA.HY.6-V9 Dow Jones CDX.NA.HY.6-V8 Dow Jones CDX.NA.HY.6-V7 Dow Jones CDX.NA.HY.6-V6 Dow Jones CDX.NA.HY.6-V5 Dow Jones CDX.NA.HY.6-V4 Dow Jones CDX.NA.HY.6-V3 Dow Jones CDX.NA.HY.6-V2 Dow Jones CDX.NA.HY.6-V1 Dow Jones CDX.NA.HY.5-V18 Dow Jones CDX.NA.HY.5-V17 Dow Jones CDX.NA.HY.5-V16 Dow Jones CDX.NA.HY.5-V15 Dow Jones CDX.NA.HY.5-V14 Dow Jones CDX.NA.HY.5-V13 Dow Jones CDX.NA.HY.5-V12 Dow Jones CDX.NA.HY.5-V11 Dow Jones CDX.NA.HY.5-V10 Dow Jones CDX.NA.HY.5-V9 Dow Jones CDX.NA.HY.5-V8 Dow Jones CDX.NA.HY.5-V7 Dow Jones CDX.NA.HY.5-V6 Dow Jones CDX.NA.HY.5-V5 Dow Jones CDX.NA.HY.5-V4 Dow Jones CDX.NA.HY.5-V3 Dow Jones CDX.NA.HY.5-V2 Dow Jones CDX.NA.HY.5-V1 Dow Jones CDX.NA.HY.4-V16 Dow Jones CDX.NA.HY.4-V15 Dow Jones CDX.NA.HY.4-V14 Dow Jones CDX.NA.HY.4-V13 Dow Jones CDX.NA.HY.4-V12 Dow Jones CDX.NA.HY.4-V11 Dow Jones CDX.NA.HY.4-V10 Dow Jones CDX.NA.HY.4-V9 Dow Jones CDX.NA.HY.4-V8 Dow Jones CDX.NA.HY.4-V7 Dow Jones CDX.NA.HY.4-V6 Dow Jones CDX.NA.HY.4-V5 Dow Jones CDX.NA.HY.4-V4 Dow Jones CDX.NA.HY.4-V3 Dow Jones CDX.NA.HY.4-V2 Dow Jones CDX.NA.HY.4-V1 Dow Jones CDX.NA.HY.3-V15 Dow Jones CDX.NA.HY.3-V14 Dow Jones CDX.NA.HY.3-V13 Dow Jones CDX.NA.HY.3-V12 Dow Jones CDX.NA.HY.3-V11 Dow Jones CDX.NA.HY.3-V10 Dow Jones CDX.NA.HY.3-V9 Dow Jones CDX.NA.HY.3-V8 Confidential. Copyright © 2011, Markit Group Limited. All rights reserved. www.markit.com Annex Date Series Version Currency Index Factor 16-Jun-09 7 15 USD 0.88 2-Jun-09 7 14 USD 0.89 1-Jun-09 7 13 USD 0.9 29-May-09 7 12 USD 0.9 18-May-09 7 11 USD 0.91 16-Apr-09 7 10 USD 0.92 6-Apr-09 7 9 USD 0.93 3-Apr-09 7 8 USD 0.94 27-Mar-09 7 7 USD 0.93 26-Jan-09 7 6 USD 0.95 14-Jan-09 7 5 USD 0.96 7-Jan-09 7 4 USD 0.97 8-Sep-08 7 3 USD 0.98 22-Jan-08 7 2 USD 0.99 27-Sep-06 7 1 USD 1 6-Jul-09 6 16 USD 0.87 16-Jun-09 6 15 USD 0.88 2-Jun-09 6 14 USD 0.89 1-Jun-09 6 13 USD 0.9 29-May-09 6 12 USD 0.9 16-Apr-09 6 11 USD 0.91 6-Apr-09 6 10 USD 0.92 3-Apr-09 6 9 USD 0.93 27-Mar-09 6 8 USD 0.92 26-Jan-09 6 7 USD 0.94 14-Jan-09 6 6 USD 0.95 7-Jan-09 6 5 USD 0.96 8-Sep-08 6 4 USD 0.97 22-Jan-08 6 3 USD 0.98 30-Oct-06 6 2 USD 0.99 27-Mar-06 6 1 USD 1 6-Jul-09 5 18 USD 0.85 16-Jun-09 5 17 USD 0.86 2-Jun-09 5 16 USD 0.87 1-Jun-09 5 15 USD 0.88 29-May-09 5 14 USD 0.88 16-Apr-09 5 13 USD 0.89 6-Apr-09 5 12 USD 0.9 3-Apr-09 5 11 USD 0.91 27-Mar-09 5 10 USD 0.9 26-Jan-09 5 9 USD 0.92 14-Jan-09 5 8 USD 0.93 7-Jan-09 5 7 USD 0.94 8-Sep-08 5 6 USD 0.95 30-Oct-06 5 5 USD 0.96 3-Mar-06 5 4 USD 0.97 21-Dec-05 5 3 USD 0.98 10-Oct-05 5 2 USD 0.99 6-Oct-05 5 1 USD 1 16-Jun-09 4 16 USD 0.86 29-May-09 4 15 USD 0.87 16-Apr-09 4 14 USD 0.88 6-Apr-09 4 13 USD 0.89 3-Apr-09 4 12 USD 0.9 27-Mar-09 4 11 USD 0.89 26-Jan-09 4 10 USD 0.91 14-Jan-09 4 9 USD 0.92 7-Jan-09 4 8 USD 0.93 8-Sep-08 4 7 USD 0.94 30-Oct-06 4 6 USD 0.95 3-Mar-06 4 5 USD 0.96 21-Dec-05 4 4 USD 0.97 10-Oct-05 4 3 USD 0.98 18-May-05 4 2 USD 0.99 8-Apr-05 4 1 USD 1 16-Jun-09 3 15 USD 0.87 16-Apr-09 3 14 USD 0.88 6-Apr-09 3 13 USD 0.89 3-Apr-09 3 12 USD 0.9 27-Mar-09 3 11 USD 0.89 26-Jan-09 3 10 USD 0.91 14-Jan-09 3 9 USD 0.92 7-Jan-09 3 8 USD 0.93 RED Code 2I65BRGY0 2I65BRGG9 2I65BRFY1 2I65BRFQ8 2I65BRFH8 2I65BRFG0 2I65BREL0 2I65BREK2 2I65BRDM9 2I65BRCW8 2I65BRCL2 2I65BRCG3 2I65BRBP4 2I65BRBG4 2I65BRAW0 2I65BRHA1 2I65BRGW4 2I65BRGF1 2I65BRFX3 2I65BRFP0 2I65BRFE5 2I65BREJ5 2I65BREI7 2I65BRDL1 2I65BRCV0 2I65BRCK4 2I65BRCF5 2I65BRBO7 2I65BRBF6 2I65BRBC3 2I65BRAV2 2I65BRGZ7 2I65BRGV6 2I65BRGE4 2I65BRFW5 2I65BRFO3 2I65BRFD7 2I65BREH9 2I65BREG1 2I65BRDK3 2I65BRCU2 2I65BRCJ7 2I65BRCE8 2I65BRBT6 2I65BRBB5 2I65BRAU4 2I65BRAO7 2I65BRAI1 2I65BRAH3 2I65BRGU8 2I65BRFN5 2I65BRFC9 2I65BREF3 2I65BREE6 2I65BRDJ6 2I65BRCT5 2I65BRCI9 2I65BRCD0 2I65BRBS8 2I65BRBA7 2I65BRAT7 2I65BRAN0 2I65BRAJ9 2I65BRAF7 2I65BRAE0 2I65BRGT1 2I65BRFB1 2I65BRED8 2I65BREC0 2I65BRDI8 2I65BRCS7 2I65BRCH1 2I65BRCC2 Markit RED Index Codes Family CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX Index Name Dow Jones CDX.NA.HY.3-V7 Dow Jones CDX.NA.HY.3-V6 Dow Jones CDX.NA.HY.3-V5 Dow Jones CDX.NA.HY.3-V4 Dow Jones CDX.NA.HY.3-V3 Dow Jones CDX.NA.HY.3-V2 Dow Jones CDX.NA.HY.3-V1 Dow Jones CDX.NA.HY.2-V14 Dow Jones CDX.NA.HY.2-V13 Dow Jones CDX.NA.HY.2-V12 Dow Jones CDX.NA.HY.2-V11 Dow Jones CDX.NA.HY.2-V10 Dow Jones CDX.NA.HY.2-V9 Dow Jones CDX.NA.HY.2-V8 Dow Jones CDX.NA.HY.2-V7 Dow Jones CDX.NA.HY.2-V6 Dow Jones CDX.NA.HY.2-V5 Dow Jones CDX.NA.HY.2-V4 Dow Jones CDX.NA.HY.2-V3 Dow Jones CDX.NA.HY.2-V2 Dow Jones CDX.NA.HY.2-V1 Dow Jones CDX.NA.HY.1-V11 Dow Jones CDX.NA.HY.1-V10 Dow Jones CDX.NA.HY.1-V9 Dow Jones CDX.NA.HY.1-V8 Dow Jones CDX.NA.HY.1-V7 Dow Jones CDX.NA.HY.1-V6 Dow Jones CDX.NA.HY.1-V5 Dow Jones CDX.NA.HY.1-V4 Dow Jones CDX.NA.HY.1-V3 Dow Jones CDX.NA.HY.1-V2 Dow Jones CDX.NA.HY.1-V1 CDX.NA.HY.B.14 CDX.NA.HY.B.13 CDX.NA.HY.B.12 CDX.NA.HY.B.11 CDX.NA.HY.B.11 CDX.NA.HY.B.11 CDX.NA.HY.B.11 CDX.NA.HY.B.11 CDX.NA.HY.B.11 CDX.NA.HY.B.10-V8 CDX.NA.HY.B.10-V7 CDX.NA.HY.B.10-V6 CDX.NA.HY.B.10-V5 CDX.NA.HY.B.10-V4 CDX.NA.HY.B.10-V3 CDX.NA.HY.B.10-V2 CDX.NA.HY.B.10-V1 CDX.NA.HY.B.9-V10 CDX.NA.HY.B.9-V9 CDX.NA.HY.B.9-V8 CDX.NA.HY.B.9-V7 CDX.NA.HY.B.9-V6 CDX.NA.HY.B.9-V5 CDX.NA.HY.B.9-V4 CDX.NA.HY.B.9-V3 CDX.NA.HY.B.9-V2 CDX.NA.HY.B.9-V1 CDX.NA.HY.B.8-V9 CDX.NA.HY.B.8-V8 CDX.NA.HY.B.8-V7 CDX.NA.HY.B.8-V6 CDX.NA.HY.B.8-V5 CDX.NA.HY.B.8-V4 CDX.NA.HY.B.8-V3 CDX.NA.HY.B.8-V2 CDX.NA.HY.B.8-V1 Dow Jones CDX.NA.HY.B.7-V7 Dow Jones CDX.NA.HY.B.7-V6 Dow Jones CDX.NA.HY.B.7-V5 Dow Jones CDX.NA.HY.B.7-V4 Dow Jones CDX.NA.HY.B.7-V3 Confidential. Copyright © 2011, Markit Group Limited. All rights reserved. www.markit.com Annex Date Series Version Currency Index Factor 8-Sep-08 3 7 USD 0.95 30-Oct-06 3 6 USD 0.96 3-Mar-06 3 5 USD 0.97 21-Dec-05 3 4 USD 0.98 27-Jul-05 3 3 USD 0.99 10-Feb-05 3 2 USD 1 20-Jul-04 3 1 USD 1 16-Jun-09 2 14 USD 0.85 16-Apr-09 2 13 USD 0.86 6-Apr-09 2 12 USD 0.87 3-Apr-09 2 11 USD 0.88 27-Mar-09 2 10 USD 0.87 26-Jan-09 2 9 USD 0.89 14-Jan-09 2 8 USD 0.9 7-Jan-09 2 7 USD 0.91 8-Sep-08 2 6 USD 0.94 30-Oct-06 2 5 USD 0.95 3-Mar-06 2 4 USD 0.96 7-Feb-06 2 3 USD 0.97 21-Dec-05 2 2 USD 0.97 8-Jul-04 2 1 USD 1 16-Jun-09 1 11 USD 0.85 16-Apr-09 1 10 USD 0.86 27-Mar-09 1 9 USD 0.87 26-Jan-09 1 8 USD 0.88 14-Jan-09 1 7 USD 0.89 7-Jan-09 1 6 USD 0.9 8-Sep-08 1 5 USD 0.93 30-Oct-06 1 4 USD 0.94 3-Mar-06 1 3 USD 0.95 21-Dec-05 1 2 USD 0.96 8-Feb-05 1 1 USD 1 29-Mar-10 14 1 USD 1 29-Sep-09 13 1 USD 1 27-Mar-09 12 1 USD 1 6-Jul-09 11 6 USD 0.86113 18-May-09 11 5 USD 0.88891 31-Mar-09 11 4 USD 0.91668 4-Mar-09 11 3 USD 0.94446 26-Jan-09 11 2 USD 0.97223 6-Oct-08 11 1 USD 1 6-Jul-09 10 8 USD 0.84445 1-Jun-09 10 7 USD 0.86667 18-May-09 10 6 USD 0.88889 31-Mar-09 10 5 USD 0.91111 27-Mar-09 10 4 USD 0.93333 4-Mar-09 10 3 USD 0.95556 26-Jan-09 10 2 USD 0.97778 1-Apr-08 10 1 USD 1 6-Jul-09 9 10 USD 0.80435 1-Jun-09 9 9 USD 0.82609 18-May-09 9 8 USD 0.84783 31-Mar-09 9 7 USD 0.86957 27-Mar-09 9 6 USD 0.89131 26-Jan-09 9 5 USD 0.91305 14-Jan-09 9 4 USD 0.93479 9-Dec-08 9 3 USD 0.95653 22-Jan-08 9 2 USD 0.97826 27-Sep-07 9 1 USD 1 6-Jul-09 8 9 USD 0.83673 1-Jun-09 8 8 USD 0.85714 18-May-09 8 7 USD 0.87755 31-Mar-09 8 6 USD 0.89796 27-Mar-09 8 5 USD 0.91837 26-Jan-09 8 4 USD 0.93878 14-Jan-09 8 3 USD 0.95918 22-Jan-08 8 2 USD 0.97959 27-Mar-07 8 1 USD 1 6-Jul-09 7 7 USD 0.88 29-May-09 7 6 USD 0.9 16-Apr-09 7 5 USD 0.92 27-Mar-09 7 4 USD 0.94 26-Jan-09 7 3 USD 0.96 RED Code 2I65BRBN9 2I65BRAZ3 2I65BRAS9 2I65BRAM2 2I65BRAG5 2I65BRAD2 2I65BRAB6 2I65BRGS3 2I65BRFA3 2I65BREB2 2I65BREA4 2I65BRDH0 2I65BRCR9 2I65BRBZ2 2I65BRCB4 2I65BRBM1 2I65BRAY6 2I65BRAR1 2I65BRAP5 2I65BRAL4 2I65BRAA8 2I65BRGR5 2I65BREZ9 2I65BRDG2 2I65BRCQ1 2I65BRBY5 2I65BRCA6 2I65BRAO8 2I65BRAX8 2I65BRAQ3 2I65BRAK6 2I65BRAC4 2I65BSKL1 2I65BSEK0 2I65BSDD7 2I65BSEJ3 2I65BSDS4 2I65BSDM7 2I65BSDC9 2I65BSDA3 2I65BSAU2 2I65BSEI5 2I65BSDZ8 2I65BSDR6 2I65BSDL9 2I65BSDI6 2I65BSDB1 2I65BSCZ9 2I65BSAT5 2I65BSEH7 2I65BSDY1 2I65BSDQ8 2I65BSDK1 2I65BSDH8 2I65BSCY2 2I65BSCP1 2I65BSBH0 2I65BSAS7 2I65BSAQ1 2I65BSEG9 2I65BSDX3 2I65BSDP0 2I65BSDJ4 2I65BSDG0 2I65BSCX4 2I65BSCO4 2I65BSAR9 2I65BSAP3 2I65BSEF1 2I65BSDV7 2I65BSDO3 2I65BSDF2 2I65BSCW6 Markit RED Index Codes Family CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX Index Name Dow Jones CDX.NA.HY.B.7-V2 Dow Jones CDX.NA.HY.B.7-V1 Dow Jones CDX.NA.HY.B.6-V9 Dow Jones CDX.NA.HY.B.6-V8 Dow Jones CDX.NA.HY.B.6-V7 Dow Jones CDX.NA.HY.B.6-V6 Dow Jones CDX.NA.HY.B.6-V5 Dow Jones CDX.NA.HY.B.6-V4 Dow Jones CDX.NA.HY.B.6-V3 Dow Jones CDX.NA.HY.B.6-V2 Dow Jones CDX.NA.HY.B.6-V1 Dow Jones CDX.NA.HY.B.5-V6 Dow Jones CDX.NA.HY.B.5-V5 Dow Jones CDX.NA.HY.B.5-V4 Dow Jones CDX.NA.HY.B.5-V3 Dow Jones CDX.NA.HY.B.5-V2 Dow Jones CDX.NA.HY.B.5-V1 Dow Jones CDX.NA.HY.B.4-V5 Dow Jones CDX.NA.HY.B.4-V4 Dow Jones CDX.NA.HY.B.4-V3 Dow Jones CDX.NA.HY.B.4-V2 Dow Jones CDX.NA.HY.B.4-V1 Dow Jones CDX.NA.HY.B.3-V8 Dow Jones CDX.NA.HY.B.3-V7 Dow Jones CDX.NA.HY.B.3-V6 Dow Jones CDX.NA.HY.B.3-V5 Dow Jones CDX.NA.HY.B.3-V4 Dow Jones CDX.NA.HY.B.3-V3 Dow Jones CDX.NA.HY.B.3-V2 Dow Jones CDX.NA.HY.B.3-V1 Dow Jones CDX.NA.HY.B.2-V7 Dow Jones CDX.NA.HY.B.2-V6 Dow Jones CDX.NA.HY.B.2-V5 Dow Jones CDX.NA.HY.B.2-V4 Dow Jones CDX.NA.HY.B.2-V3 Dow Jones CDX.NA.HY.B.2-V2 Dow Jones CDX.NA.HY.B.2-V1 Dow Jones CDX.NA.HY.B.1-V7 Dow Jones CDX.NA.HY.B.1-V6 Dow Jones CDX.NA.HY.B.1-V5 Dow Jones CDX.NA.HY.B.1-V4 Dow Jones CDX.NA.HY.B.1-V3 Dow Jones CDX.NA.HY.B.1-V2 Dow Jones CDX.NA.HY.B.1-V1 CDX.NA.HY.BB.14 CDX.NA.HY.BB.13 CDX.NA.HY.BB.12 CDX.NA.HY.BB.11 CDX.NA.HY.BB.11 CDX.NA.HY.BB.10-V2 CDX.NA.HY.BB.10-V1 CDX.NA.HY.BB.9-V2 CDX.NA.HY.BB.9-V1 CDX.NA.HY.BB.8-V2 CDX.NA.HY.BB.8-V1 Dow Jones CDX.NA.HY.BB.7-V3 Dow Jones CDX.NA.HY.BB.7-V2 Dow Jones CDX.NA.HY.BB.7-V1 Dow Jones CDX.NA.HY.BB.6-V3 Dow Jones CDX.NA.HY.BB.6-V2 Dow Jones CDX.NA.HY.BB.6-V1 Dow Jones CDX.NA.HY.BB.5-V6 Dow Jones CDX.NA.HY.BB.5-V5 Dow Jones CDX.NA.HY.BB.5-V4 Dow Jones CDX.NA.HY.BB.5-V3 Dow Jones CDX.NA.HY.BB.5-V2 Dow Jones CDX.NA.HY.BB.5-V1 Dow Jones CDX.NA.HY.BB.4-V6 Dow Jones CDX.NA.HY.BB.4-V5 Dow Jones CDX.NA.HY.BB.4-V4 Dow Jones CDX.NA.HY.BB.4-V3 Dow Jones CDX.NA.HY.BB.4-V2 Dow Jones CDX.NA.HY.BB.4-V1 Confidential. Copyright © 2011, Markit Group Limited. All rights reserved. www.markit.com Annex Date Series Version Currency Index Factor 14-Jan-09 7 2 USD 0.98 27-Sep-06 7 1 USD 1 2-Jun-09 6 9 USD 0.85416 1-Jun-09 6 8 USD 0.875 29-May-09 6 7 USD 0.875 16-Apr-09 6 6 USD 0.89583 27-Mar-09 6 5 USD 0.91667 26-Jan-09 6 4 USD 0.93751 14-Jan-09 6 3 USD 0.95834 7-Jan-09 6 2 USD 0.97917 27-Mar-06 6 1 USD 1 29-May-09 5 6 USD 0.881 26-Jan-09 5 5 USD 0.9048 14-Jan-09 5 4 USD 0.9286 7-Jan-09 5 3 USD 0.9524 8-Sep-08 5 2 USD 0.9762 6-Oct-05 5 1 USD 1 26-Jan-09 4 5 USD 0.9 14-Jan-09 4 4 USD 0.925 7-Jan-09 4 3 USD 0.95 8-Sep-08 4 2 USD 0.975 8-Apr-05 4 1 USD 1 16-Jun-09 3 8 USD 0.8409 26-Jan-09 3 7 USD 0.86363 14-Jan-09 3 6 USD 0.88635 7-Jan-09 3 5 USD 0.90908 30-Oct-06 3 4 USD 0.95454 27-Jul-05 3 3 USD 0.97727 10-Feb-05 3 2 USD 1 20-Jul-04 3 1 USD 1 16-Jun-09 2 7 USD 0.81395 26-Jan-09 2 6 USD 0.8372 14-Jan-09 2 5 USD 0.86045 7-Jan-09 2 4 USD 0.8837 30-Oct-06 2 3 USD 0.95348 7-Feb-06 2 2 USD 0.97674 8-Jul-04 2 1 USD 1 16-Jun-09 1 7 USD 0.83721 26-Jan-09 1 6 USD 0.86046 14-Jan-09 1 5 USD 0.88371 7-Jan-09 1 4 USD 0.90696 30-Oct-06 1 3 USD 0.93022 8-Mar-06 1 2 USD 0.95348 13-Jul-05 1 1 USD 1 29-Mar-10 14 1 USD 1 29-Sep-09 13 1 USD 1 27-Mar-09 12 1 USD 1 19-Mar-09 11 2 USD 0.975 6-Oct-08 11 1 USD 1 19-Mar-09 10 2 USD 0.96969 1-Apr-08 10 1 USD 1 7-Jan-09 9 2 USD 0.97297 27-Sep-07 9 1 USD 1 7-Jan-09 8 2 USD 0.97222 27-Mar-07 8 1 USD 1 7-Jan-09 7 3 USD 0.94737 22-Jan-08 7 2 USD 0.97369 27-Sep-06 7 1 USD 1 6-Jul-09 6 3 USD 0.94737 22-Jan-08 6 2 USD 0.97369 27-Mar-06 6 1 USD 1 6-Jul-09 5 6 USD 0.87804 1-Jun-09 5 5 USD 0.90243 16-Apr-09 5 4 USD 0.92682 27-Mar-09 5 3 USD 0.95121 3-Mar-06 5 2 USD 0.97561 6-Oct-05 5 1 USD 1 29-May-09 4 6 USD 0.88371 16-Apr-09 4 5 USD 0.90696 27-Mar-09 4 4 USD 0.93022 3-Mar-06 4 3 USD 0.95348 10-Oct-05 4 2 USD 0.97674 8-Apr-05 4 1 USD 1 RED Code 2I65BSCN6 2I65BSAL2 2I65BSEA2 2I65BSDW5 2I65BSDU9 2I65BSDN5 2I65BSDE5 2I65BSCV8 2I65BSCM8 2I65BSBN7 2I65BSAK4 2I65BSDT2 2I65BSCU0 2I65BSCL0 2I65BSBM9 2I65BSBG2 2I65BSAH1 2I65BSCT3 2I65BSCK2 2I65BSBL1 2I65BSBF4 2I65BSAE8 2I65BSEC8 2I65BSCS5 2I65BSCJ5 2I65BSBK3 2I65BSAO6 2I65BSAG3 2I65BSAD0 2I65BSAB4 2I65BSEB0 2I65BSCR7 2I65BSCI7 2I65BSBJ6 2I65BSAN8 2I65BSAI9 2I65BSAA6 2I65BSEE4 2I65BSCQ9 2I65BSCH9 2I65BSBI8 2I65BSAM0 2I65BSAJ7 2I65BSAF5 2I65BVBV2 2I65BVBU4 2I65BVBG5 2I65BVBF7 2I65BVAV3 2I65BVBE0 2I65BVAR2 2I65BVBB6 2I65BVAO9 2I65BVBA8 2I65BVAN1 2I65BVBD2 2I65BVAQ4 2I65BVAM3 2I65BVBT7 2I65BVAP6 2I65BVAL5 2I65BVBS9 2I65BVBR1 2I65BVBP5 2I65BVBK6 2I65BVAK7 2I65BVAE1 2I65BVBQ3 2I65BVBO8 2I65BVBJ9 2I65BVAJ0 2I65BVAF8 2I65BVAC5 Markit RED Index Codes Family CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX Index Name Dow Jones CDX.NA.HY.BB.3-V5 Dow Jones CDX.NA.HY.BB.3-V4 Dow Jones CDX.NA.HY.BB.3-V3 Dow Jones CDX.NA.HY.BB.3-V2 Dow Jones CDX.NA.HY.BB.3-V1 Dow Jones CDX.NA.HY.BB.2-V5 Dow Jones CDX.NA.HY.BB.2-V4 Dow Jones CDX.NA.HY.BB.2-V3 Dow Jones CDX.NA.HY.BB.2-V2 Dow Jones CDX.NA.HY.BB.2-V1 Dow Jones CDX.NA.HY.BB.1-V5 Dow Jones CDX.NA.HY.BB.1-V4 Dow Jones CDX.NA.HY.BB.1-V3 Dow Jones CDX.NA.HY.BB.1-V2 Dow Jones CDX.NA.HY.BB.1-V1 CDX.NA.HY.HB.14 CDX.NA.HY.HB.13 CDX.NA.HY.HB.13 CDX.NA.HY.HB.12 CDX.NA.HY.HB.12 CDX.NA.HY.HB.12 CDX.NA.HY.HB.12 CDX.NA.HY.HB.12 CDX.NA.HY.HB.12 CDX.NA.HY.HB.12 CDX.NA.HY.HB.12 CDX.NA.HY.HB.11 CDX.NA.HY.HB.11 CDX.NA.HY.HB.11 CDX.NA.HY.HB.11 CDX.NA.HY.HB.11 CDX.NA.HY.HB.11 CDX.NA.HY.HB.11 CDX.NA.HY.HB.11 CDX.NA.HY.HB.11 CDX.NA.HY.HB.11 CDX.NA.HY.HB.11 CDX.NA.HY.HB.11 CDX.NA.HY.HB.11 CDX.NA.HY.HB.11 CDX.NA.HY.HB.11 CDX.NA.HY.HB.10-V13 CDX.NA.HY.HB.10-V12 CDX.NA.HY.HB.10-V11 CDX.NA.HY.HB.10-V10 CDX.NA.HY.HB.10-V9 CDX.NA.HY.HB.10-V8 CDX.NA.HY.HB.10-V7 CDX.NA.HY.HB.10-V6 CDX.NA.HY.HB.10-V5 CDX.NA.HY.HB.10-V4 CDX.NA.HY.HB.10-V3 CDX.NA.HY.HB.10-V2 CDX.NA.HY.HB.10-V1 CDX.NA.HY.HB.9-V12 CDX.NA.HY.HB.9-V11 CDX.NA.HY.HB.9-V10 CDX.NA.HY.HB.9-V9 CDX.NA.HY.HB.9-V8 CDX.NA.HY.HB.9-V7 CDX.NA.HY.HB.9-V6 CDX.NA.HY.HB.9-V5 CDX.NA.HY.HB.9-V4 CDX.NA.HY.HB.9-V3 CDX.NA.HY.HB.9-V2 CDX.NA.HY.HB.9-V1 CDX.NA.HY.HB.8-V12 CDX.NA.HY.HB.8-V11 CDX.NA.HY.HB.8-V10 CDX.NA.HY.HB.8-V9 CDX.NA.HY.HB.8-V8 CDX.NA.HY.HB.8-V7 CDX.NA.HY.HB.8-V6 Confidential. Copyright © 2011, Markit Group Limited. All rights reserved. www.markit.com Annex Date Series Version Currency Index Factor 16-Apr-09 3 5 USD 0.90697 27-Mar-09 3 4 USD 0.93023 8-Sep-08 3 3 USD 0.95349 3-Mar-06 3 2 USD 0.97674 20-Jul-04 3 1 USD 1 16-Apr-09 2 5 USD 0.90476 27-Mar-09 2 4 USD 0.92857 8-Sep-08 2 3 USD 0.95238 3-Mar-06 2 2 USD 0.97619 8-Jul-04 2 1 USD 1 16-Apr-09 1 5 USD 0.86364 7-Jan-09 1 4 USD 0.88637 8-Sep-08 1 3 USD 0.93183 3-Mar-06 1 2 USD 0.95455 13-Jul-05 1 1 USD 1 29-Mar-10 14 1 USD 1 3-Nov-09 13 2 USD 0.96666 29-Sep-09 13 1 USD 1 6-Jul-09 12 8 USD 0.80002 16-Jun-09 12 7 USD 0.83335 2-Jun-09 12 6 USD 0.86668 1-Jun-09 12 5 USD 0.90001 29-May-09 12 4 USD 0.90001 18-May-09 12 3 USD 0.93334 31-Mar-09 12 2 USD 0.96667 27-Mar-09 12 1 USD 1 6-Jul-09 11 15 USD 0.63335 16-Jun-09 11 14 USD 0.66668 2-Jun-09 11 13 USD 0.70001 1-Jun-09 11 12 USD 0.73334 29-May-09 11 11 USD 0.73334 18-May-09 11 10 USD 0.76667 7-Apr-09 11 9 USD 0.8 6-Apr-09 11 8 USD 0.83333 3-Apr-09 11 7 USD 0.86667 31-Mar-09 11 6 USD 0.8 27-Mar-09 11 5 USD 0.83333 4-Mar-09 11 4 USD 0.90001 14-Jan-09 11 3 USD 0.93334 9-Dec-08 11 2 USD 0.96667 6-Oct-08 11 1 USD 1 16-Jun-09 10 13 USD 0.70001 2-Jun-09 10 12 USD 0.73334 1-Jun-09 10 11 USD 0.76667 29-May-09 10 10 USD 0.76667 18-May-09 10 9 USD 0.8 7-Apr-09 10 8 USD 0.83333 6-Apr-09 10 7 USD 0.86666 3-Apr-09 10 6 USD 0.9 31-Mar-09 10 5 USD 0.83333 27-Mar-09 10 4 USD 0.86666 14-Jan-09 10 3 USD 0.93334 9-Dec-08 10 2 USD 0.96667 1-Apr-08 10 1 USD 1 6-Jul-09 9 12 USD 0.7 16-Jun-09 9 11 USD 0.73333 2-Jun-09 9 10 USD 0.76666 1-Jun-09 9 9 USD 0.8 29-May-09 9 8 USD 0.8 6-Apr-09 9 7 USD 0.83333 3-Apr-09 9 6 USD 0.86667 27-Mar-09 9 5 USD 0.83333 9-Dec-08 9 4 USD 0.90001 8-Sep-08 9 3 USD 0.93334 22-Jan-08 9 2 USD 0.96667 27-Sep-07 9 1 USD 1 6-Jul-09 8 12 USD 0.7 16-Jun-09 8 11 USD 0.73333 2-Jun-09 8 10 USD 0.76666 1-Jun-09 8 9 USD 0.8 29-May-09 8 8 USD 0.8 6-Apr-09 8 7 USD 0.83333 3-Apr-09 8 6 USD 0.86667 RED Code 2I65BVBN0 2I65BVBI1 2I65BVAU5 2I65BVAI2 2I65BVAB7 2I65BVBM2 2I65BVBH3 2I65BVAT8 2I65BVAH4 2I65BVAA9 2I65BVBL4 2I65BVBC4 2I65BVAS0 2I65BVAG6 2I65BVAD3 2I65BWET2 2I65BWES4 2I65BWER6 2I65BWEQ8 2I65BWEH8 2I65BWDV8 2I65BWDN6 2I65BWDF3 2I65BWCW7 2I65BWCB3 2I65BWBP3 2I65BWEP0 2I65BWEG0 2I65BWDU0 2I65BWDM8 2I65BWDE6 2I65BWCV9 2I65BWCS6 2I65BWCR8 2I65BWCQ0 2I65BWCA5 2I65BWBY4 2I65BWBO6 2I65BWBK4 2I65BWBH1 2I65BWBE8 2I65BWEF2 2I65BWDT3 2I65BWDL0 2I65BWDD8 2I65BWCU1 2I65BWCP2 2I65BWCO5 2I65BWCN7 2I65BWBZ1 2I65BWBX6 2I65BWBJ7 2I65BWBG3 2I65BWAW9 2I65BWEO3 2I65BWEJ4 2I65BWDS5 2I65BWDK2 2I65BWDC0 2I65BWCM9 2I65BWCL1 2I65BWBW8 2I65BWBF5 2I65BWAZ2 2I65BWAV1 2I65BWAS8 2I65BWEN5 2I65BWEI6 2I65BWDR7 2I65BWDJ5 2I65BWDB2 2I65BWCK3 2I65BWCJ6 Markit RED Index Codes Family CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX Index Name CDX.NA.HY.HB.8-V5 CDX.NA.HY.HB.8-V4 CDX.NA.HY.HB.8-V3 CDX.NA.HY.HB.8-V2 CDX.NA.HY.HB.8-V1 Dow Jones CDX.NA.HY.HB.7-V12 Dow Jones CDX.NA.HY.HB.7-V11 Dow Jones CDX.NA.HY.HB.7-V10 Dow Jones CDX.NA.HY.HB.7-V9 Dow Jones CDX.NA.HY.HB.7-V8 Dow Jones CDX.NA.HY.HB.7-V7 Dow Jones CDX.NA.HY.HB.7-V6 Dow Jones CDX.NA.HY.HB.7-V5 Dow Jones CDX.NA.HY.HB.7-V4 Dow Jones CDX.NA.HY.HB.7-V3 Dow Jones CDX.NA.HY.HB.7-V2 Dow Jones CDX.NA.HY.HB.7-V1 Dow Jones CDX.NA.HY.HB.6-V12 Dow Jones CDX.NA.HY.HB.6-V11 Dow Jones CDX.NA.HY.HB.6-V10 Dow Jones CDX.NA.HY.HB.6-V9 Dow Jones CDX.NA.HY.HB.6-V8 Dow Jones CDX.NA.HY.HB.6-V7 Dow Jones CDX.NA.HY.HB.6-V6 Dow Jones CDX.NA.HY.HB.6-V5 Dow Jones CDX.NA.HY.HB.6-V4 Dow Jones CDX.NA.HY.HB.6-V3 Dow Jones CDX.NA.HY.HB.6-V2 Dow Jones CDX.NA.HY.HB.6-V1 Dow Jones CDX.NA.HY.HB.5-V14 Dow Jones CDX.NA.HY.HB.5-V13 Dow Jones CDX.NA.HY.HB.5-V12 Dow Jones CDX.NA.HY.HB.5-V11 Dow Jones CDX.NA.HY.HB.5-V10 Dow Jones CDX.NA.HY.HB.5-V9 Dow Jones CDX.NA.HY.HB.5-V8 Dow Jones CDX.NA.HY.HB.5-V7 Dow Jones CDX.NA.HY.HB.5-V6 Dow Jones CDX.NA.HY.HB.5-V5 Dow Jones CDX.NA.HY.HB.5-V4 Dow Jones CDX.NA.HY.HB.5-V3 Dow Jones CDX.NA.HY.HB.5-V2 Dow Jones CDX.NA.HY.HB.5-V1 Dow Jones CDX.NA.HY.HB.4-V11 Dow Jones CDX.NA.HY.HB.4-V10 Dow Jones CDX.NA.HY.HB.4-V9 Dow Jones CDX.NA.HY.HB.4-V8 Dow Jones CDX.NA.HY.HB.4-V7 Dow Jones CDX.NA.HY.HB.4-V6 Dow Jones CDX.NA.HY.HB.4-V5 Dow Jones CDX.NA.HY.HB.4-V4 Dow Jones CDX.NA.HY.HB.4-V3 Dow Jones CDX.NA.HY.HB.4-V2 Dow Jones CDX.NA.HY.HB.4-V1 Dow Jones CDX.NA.HY.HB.3-V8 Dow Jones CDX.NA.HY.HB.3-V7 Dow Jones CDX.NA.HY.HB.3-V6 Dow Jones CDX.NA.HY.HB.3-V5 Dow Jones CDX.NA.HY.HB.3-V4 Dow Jones CDX.NA.HY.HB.3-V3 Dow Jones CDX.NA.HY.HB.3-V2 Dow Jones CDX.NA.HY.HB.3-V1 Annex Date Series Version Currency Index Factor 27-Mar-09 8 5 USD 0.83333 26-Jan-09 8 4 USD 0.90001 8-Sep-08 8 3 USD 0.93334 22-Jan-08 8 2 USD 0.96667 27-Mar-07 8 1 USD 1 6-Jul-09 7 12 USD 0.70001 16-Jun-09 7 11 USD 0.73334 2-Jun-09 7 10 USD 0.76667 1-Jun-09 7 9 USD 0.8 29-May-09 7 8 USD 0.8 6-Apr-09 7 7 USD 0.83333 3-Apr-09 7 6 USD 0.86667 27-Mar-09 7 5 USD 0.83333 26-Jan-09 7 4 USD 0.90001 8-Sep-08 7 3 USD 0.93334 22-Jan-08 7 2 USD 0.96667 27-Sep-06 7 1 USD 1 6-Jul-09 6 12 USD 0.7 16-Jun-09 6 11 USD 0.73333 2-Jun-09 6 10 USD 0.76666 1-Jun-09 6 9 USD 0.79999 29-May-09 6 8 USD 0.79999 6-Apr-09 6 7 USD 0.83332 3-Apr-09 6 6 USD 0.86666 27-Mar-09 6 5 USD 0.83332 26-Jan-09 6 4 USD 0.9 8-Sep-08 6 3 USD 0.93333 30-Oct-06 6 2 USD 0.96666 27-Mar-06 6 1 USD 1 6-Jul-09 5 14 USD 0.6332 16-Jun-09 5 13 USD 0.6665 2-Jun-09 5 12 USD 0.6998 1-Jun-09 5 11 USD 0.7331 29-May-09 5 10 USD 0.7331 6-Apr-09 5 9 USD 0.7664 3-Apr-09 5 8 USD 0.7998 27-Mar-09 5 7 USD 0.7664 8-Sep-08 5 6 USD 0.8332 30-Oct-06 5 5 USD 0.8665 3-Mar-06 5 4 USD 0.8998 21-Dec-05 5 3 USD 0.9332 10-Oct-05 5 2 USD 0.9666 6-Oct-05 5 1 USD 1 16-Jun-09 4 11 USD 0.6998 29-May-09 4 10 USD 0.7331 6-Apr-09 4 9 USD 0.7664 3-Apr-09 4 8 USD 0.7998 27-Mar-09 4 7 USD 0.7664 8-Sep-08 4 6 USD 0.8332 30-Oct-06 4 5 USD 0.8665 21-Dec-05 4 4 USD 0.8998 10-Oct-05 4 3 USD 0.9332 18-May-05 4 2 USD 0.9666 8-Apr-05 4 1 USD 1 16-Jun-09 3 8 USD 0.7665 27-Mar-09 3 7 USD 0.7998 7-Jan-09 3 6 USD 0.8332 8-Sep-08 3 5 USD 0.8665 30-Oct-06 3 4 USD 0.8998 21-Dec-05 3 3 USD 0.9332 27-Jul-05 3 2 USD 0.9666 20-Jul-04 3 1 USD 1 RED Code 2I65BWBV0 2I65BWBN8 2I65BWAX7 2I65BWAU3 2I65BWAR0 2I65BWEM7 2I65BWEE5 2I65BWDQ9 2I65BWDI7 2I65BWDA4 2I65BWCI8 2I65BWCH0 2I65BWBU2 2I65BWBM0 2I65BWBB4 2I65BWAT6 2I65BWAM1 2I65BWEL9 2I65BWED7 2I65BWDP1 2I65BWDH9 2I65BWCZ0 2I65BWCG2 2I65BWCF4 2I65BWBT5 2I65BWBL2 2I65BWBA6 2I65BWAQ2 2I65BWAL3 2I65BWEK1 2I65BWEC9 2I65BWDO4 2I65BWDG1 2I65BWCY3 2I65BWCE7 2I65BWCD9 2I65BWBS7 2I65BWBD0 2I65BWAP4 2I65BWAK5 2I65BWAJ8 2I65BWAF6 2I65BWAE9 2I65BWEB1 2I65BWCX5 2I65BWCC1 2I65BWCT4 2I65BWBR9 2I65BWAY5 2I65BWAO7 2I65BWAI0 2I65BWAG4 2I65BWAC3 2I65BWAB5 2I65BWEA3 2I65BWBQ1 2I65BWBI9 2I65BWBC2 2I65BWAN9 2I65BWAH2 2I65BWAD1 2I65BWAA7 CDX.EM CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX.EM.14 CDX.EM.13 CDX.EM.12 CDX.EM.11 CDX.EM.10 CDX.EM.9-V1 CDX.EM.8-V1 CDX.EM.7-V1 Dow Jones CDX.EM.6-V1 Dow Jones CDX.EM.5-V1 Confidential. Copyright © 2011, Markit Group Limited. All rights reserved. www.markit.com 20-Sep-10 22-Mar-10 21-Sep-09 20-Mar-09 2-Oct-08 25-Mar-08 20-Sep-07 20-Mar-07 20-Sep-06 20-Mar-06 14 13 12 11 10 9 8 7 6 5 1 1 1 1 1 1 1 1 1 1 USD USD USD USD USD USD USD USD USD USD 1 1 1 1 1 1 1 1 1 1 2I65BZAN2 2I65BZAM4 2I65BZAL6 2I65BZAK8 2I65BZAJ1 2I65BZAI3 2I65BZAH5 2I65BZAG7 2I65BZAF9 2I65BZAE2 Markit RED Index Codes Family CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX CDX ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European Index Name Dow Jones CDX.EM.4-V1 Dow Jones CDX.EM.3-V1 Dow Jones CDX.EM.2-V1 Dow Jones CDX.EM.1-V1 CDX.EM.DIVERSIFIED.11 CDX.EM.DIVERSIFIED.10 CDX.EM.DIVERSIFIED.9 CDX.EM.DIVERSIFIED.8 CDX.EM.DIVERSIFIED.7-V1 CDX.EM.DIVERSIFIED.6-V1 CDX.EM.DIVERSIFIED.5-V1 Dow Jones CDX.EM.DIVERSIFIED.4-V2 Dow Jones CDX.EM.DIVERSIFIED.4-V1 Dow Jones CDX.EM.DIVERSIFIED.3-V2 Dow Jones CDX.EM.DIVERSIFIED.3-V1 Dow Jones CDX.EM.DIVERSIFIED.2-V2 Dow Jones CDX.EM.DIVERSIFIED.2-V1 Dow Jones CDX.EM.DIVERSIFIED.1-V2 Dow Jones CDX.EM.DIVERSIFIED.1-V1 iTraxx Europe iTraxx Europe Series 14 Version 1 iTraxx Europe Series 13 Version 1 iTraxx Europe Series 12 Version 1 iTraxx Europe Series 11 Version 1 iTraxx Europe Series 10 Version 1 iTraxx Europe Series 9 Version 1 iTraxx Europe Series 8 Version 1 iTraxx Europe Series 7 Version 2 iTraxx Europe Series 7 Version 1 iTraxx Europe Series 6 Version 2 iTraxx Europe Series 6 Version 1 iTraxx Europe Series 5 Version 2 iTraxx Europe Series 5 Version 1 iTraxx Europe Series 4 Version 2 iTraxx Europe Series 4 Version 1 iTraxx Europe Series 3 Version 2 iTraxx Europe Series 3 Version 1 iTraxx Europe Series 2 Version 2 iTraxx Europe Series 2 Version 1 iTraxx Europe Series 1 Version 2 iTraxx Europe Series 1 Version 1 iTraxx Europe Autos Series 5 Version 1 iTraxx Europe Autos Series 4 Version 1 iTraxx Europe Autos Series 3 Version 1 iTraxx Europe Autos Series 2 Version 1 iTraxx Europe Autos Series 1 Version 1 iTraxx Europe Consumer Cyclical Series 1 Version 2 iTraxx Europe Consumer Cyclical Series 1 Version 1 iTraxx Europe Consumer Non-Cyclical Series 1 Version 1 iTraxx Europe Consumers Series 5 Version 2 iTraxx Europe Consumers Series 5 Version 1 iTraxx Europe Consumers Series 4 Version 2 iTraxx Europe Consumers Series 4 Version 1 iTraxx Europe Consumers Series 3 Version 2 iTraxx Europe Consumers Series 3 Version 1 iTraxx Europe Consumers Series 2 Version 2 iTraxx Europe Consumers Series 2 Version 1 iTraxx Europe Consumers Series 1 Version 2 iTraxx Europe Consumers Series 1 Version 1 iTraxx Europe Corporate Series 2 Version 1 iTraxx Europe Corporate Series 1 Version 1 iTraxx Europe Crossover Series 14 Version 1 iTraxx Europe Crossover Series 13 Version 2 iTraxx Europe Crossover Series 13 Version 1 iTraxx Europe Crossover Series 12 Version 2 iTraxx Europe Crossover Series 12 Version 1 iTraxx Europe Crossover Series 11 Version 2 iTraxx Europe Crossover Series 11 Version 1 iTraxx Europe Crossover Series 10 Version 5 iTraxx Europe Crossover Series 10 Version 4 iTraxx Europe Crossover Series 10 Version 3 iTraxx Europe Crossover Series 10 Version 2 iTraxx Europe Crossover Series 10 Version 1 Confidential. Copyright © 2011, Markit Group Limited. All rights reserved. www.markit.com Annex Date Series Version Currency Index Factor 20-Sep-05 4 1 USD 1 20-Mar-05 3 1 USD 1 13-Sep-04 2 1 USD 1 29-Jul-04 1 1 USD 1 22-Mar-10 11 1 USD 1 21-Sep-09 10 1 USD 1 20-Mar-09 9 1 USD 1 2-Oct-08 8 1 USD 1 25-Mar-08 7 1 USD 1 20-Sep-07 6 1 USD 1 20-Mar-07 5 1 USD 1 18-Dec-08 4 2 USD 0.975 20-Sep-06 4 1 USD 1 18-Dec-08 3 2 USD 0.975 20-Mar-06 3 1 USD 1 18-Dec-08 2 2 USD 0.975 20-Sep-05 2 1 USD 1 18-Dec-08 1 2 USD 0.975 12-Apr-05 1 1 USD 1 17-Sep-10 17-Mar-10 17-Sep-09 17-Mar-09 24-Sep-08 17-Mar-08 17-Sep-07 12-Aug-09 16-Mar-07 12-Aug-09 15-Sep-06 12-Aug-09 17-Mar-06 12-Aug-09 20-Sep-05 12-Aug-09 20-Mar-05 12-Aug-09 17-Sep-04 12-Aug-09 24-Jun-04 17-Mar-06 20-Sep-05 20-Mar-05 17-Sep-04 24-Jun-04 12-Aug-09 24-Jun-04 24-Jun-04 12-Aug-09 17-Mar-06 12-Aug-09 20-Sep-05 12-Aug-09 20-Mar-05 12-Aug-09 17-Sep-04 12-Aug-09 24-Jun-04 17-Sep-04 24-Jun-04 17-Sep-10 22-Jun-10 17-Mar-10 22-Jun-10 17-Sep-09 12-Aug-09 17-Mar-09 2-Jul-10 22-Jun-10 12-Aug-09 23-Mar-09 24-Sep-08 14 13 12 11 10 9 8 7 7 6 6 5 5 4 4 3 3 2 2 1 1 5 4 3 2 1 1 1 1 5 5 4 4 3 3 2 2 1 1 2 1 14 13 13 12 12 11 11 10 10 10 10 10 1 1 1 1 1 1 1 2 1 2 1 2 1 2 1 2 1 2 1 2 1 1 1 1 1 1 2 1 1 2 1 2 1 2 1 2 1 2 1 1 1 1 2 1 2 1 2 1 5 4 3 2 1 EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR 1 1 1 1 1 1 1 0.992 1 0.992 1 0.992 1 0.992 1 0.992 1 0.992 1 0.992 1 1 1 1 1 1 0.9333 1 1 0.9667 1 0.9667 1 0.9667 1 0.9667 1 0.9667 1 1 1 1 1 1 1 1 0.9778 1 0.94 0.96 0.96 0.98 1 RED Code 2I65BZAD4 2I65BZAC6 2I65BZAB8 2I65BZAA0 2165EKKB4 2165EKAN9 2165EKAM1 2165EKAH2 2165EKAG4 2165EKAF6 2165EKAE9 2165EKAL3 2165EKAD1 2165EKAK5 2165EKAC3 2165EKAJ8 2165EKAB5 2165EKAI0 2165EKAA7 2I666VAU9 2I666VAT2 2I666VAS4 2I666VAK1 2I666VAJ4 2I666VAI6 2I666VAH8 2I666VAR6 2I666VAG0 2I666VAQ8 2I666VAF2 2I666VAP0 2I666VAE5 2I666VAO3 2I666VAD7 2I666VAN5 2I666VAC9 2I666VAM7 2I666VAB1 2I666VAL9 2I666VAA3 2I666WAE3 2I666WAD5 2I666WAC7 2I666WAB9 2I666WAA1 2I666XAB7 2I666XAA9 2I666YAA7 2I667BAJ7 2I667BAE8 2I667BAI9 2I667BAD0 2I667BAH1 2I667BAC2 2I667BAG3 2I667BAB4 2I667BAF5 2I667BAA6 2I667MAB0 2I667MAA2 2I667KBW7 2I667KBN7 2I667KBB3 2I667KBM9 2I667KAX6 2I667KAW8 2I667KAL2 2I667KBV9 2I667KBL1 2I667KAV0 2I667KAN8 2I667KAK4 Markit RED Index Codes Family ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European Index Name iTraxx Europe Crossover Series 9 Version 6 iTraxx Europe Crossover Series 9 Version 5 iTraxx Europe Crossover Series 9 Version 4 iTraxx Europe Crossover Series 9 Version 3 iTraxx Europe Crossover Series 9 Version 2 iTraxx Europe Crossover Series 9 Version 1 iTraxx Europe Crossover Series 8 Version 6 iTraxx Europe Crossover Series 8 Version 5 iTraxx Europe Crossover Series 8 Version 4 iTraxx Europe Crossover Series 8 Version 3 iTraxx Europe Crossover Series 8 Version 2 iTraxx Europe Crossover Series 8 Version 1 iTraxx Europe Crossover Series 7 Version 5 iTraxx Europe Crossover Series 7 Version 4 iTraxx Europe Crossover Series 7 Version 3 iTraxx Europe Crossover Series 7 Version 2 iTraxx Europe Crossover Series 7 Version 1 iTraxx Europe Crossover Series 6 Version 4 iTraxx Europe Crossover Series 6 Version 3 iTraxx Europe Crossover Series 6 Version 2 iTraxx Europe Crossover Series 6 Version 1 iTraxx Europe Crossover Series 5 Version 4 iTraxx Europe Crossover Series 5 Version 3 iTraxx Europe Crossover Series 5 Version 2 iTraxx Europe Crossover Series 5 Version 1 iTraxx Europe Crossover Series 4 Version 4 iTraxx Europe Crossover Series 4 Version 3 iTraxx Europe Crossover Series 4 Version 2 iTraxx Europe Crossover Series 4 Version 1 iTraxx Europe Crossover Series 3 Version 4 iTraxx Europe Crossover Series 3 Version 3 iTraxx Europe Crossover Series 3 Version 2 iTraxx Europe Crossover Series 3 Version 1 iTraxx Europe Crossover Series 2 Version 2 iTraxx Europe Crossover Series 2 Version 1 iTraxx Europe Crossover Series 1 Version 2 iTraxx Europe Crossover Series 1 Version 1 iTraxx Europe Energy Series 5 Version 1 iTraxx Europe Energy Series 4 Version 1 iTraxx Europe Energy Series 3 Version 1 iTraxx Europe Energy Series 2 Version 1 iTraxx Europe Energy Series 1 Version 1 iTraxx Europe HiVol Series 14 Version 1 iTraxx Europe HiVol Series 13 Version 1 iTraxx Europe HiVol Series 12 Version 1 iTraxx Europe HiVol Series 11 Version 1 iTraxx Europe HiVol Series 10 Version 1 iTraxx Europe HiVol Series 9 Version 1 iTraxx Europe HiVol Series 8 Version 1 iTraxx Europe HiVol Series 7 Version 2 iTraxx Europe HiVol Series 7 Version 1 iTraxx Europe HiVol Series 6 Version 2 iTraxx Europe HiVol Series 6 Version 1 iTraxx Europe HiVol Series 5 Version 2 iTraxx Europe HiVol Series 5 Version 1 iTraxx Europe HiVol Series 4 Version 2 iTraxx Europe HiVol Series 4 Version 1 iTraxx Europe HiVol Series 3 Version 1 iTraxx Europe HiVol Series 2 Version 1 iTraxx Europe HiVol Series 1 Version 1 iTraxx Europe Industrials Series 5 Version 1 iTraxx Europe Industrials Series 4 Version 1 iTraxx Europe Industrials Series 3 Version 1 iTraxx Europe Industrials Series 2 Version 1 iTraxx Europe Industrials Series 1 Version 1 iTraxx Europe Non-Financial Series 14 Version 1 iTraxx Europe Non-Financial Series 13 Version 1 iTraxx Europe Non-Financial Series 12 Version 1 iTraxx Europe Non-Financial Series 11 Version 1 iTraxx Europe Non-Financial Series 10 Version 1 iTraxx Europe Non-Financial Series 9 Version 1 iTraxx Europe Non-Financial Series 8 Version 1 iTraxx Europe Non-Financial Series 7 Version 2 Confidential. Copyright © 2011, Markit Group Limited. All rights reserved. www.markit.com Annex Date Series Version Currency Index Factor 2-Jul-10 9 6 EUR 0.92 22-Jun-10 9 5 EUR 0.94 19-Nov-09 9 4 EUR 0.94 12-Aug-09 9 3 EUR 0.96 23-Mar-09 9 2 EUR 0.98 17-Mar-08 9 1 EUR 1 2-Jul-10 8 6 EUR 0.92 22-Jun-10 8 5 EUR 0.94 19-Nov-09 8 4 EUR 0.94 12-Aug-09 8 3 EUR 0.96 23-Mar-09 8 2 EUR 0.98 17-Sep-07 8 1 EUR 1 2-Jul-10 7 5 EUR 0.94 22-Jun-10 7 4 EUR 0.96 19-Nov-09 7 3 EUR 0.96 23-Mar-09 7 2 EUR 0.98 16-Mar-07 7 1 EUR 1 2-Jul-10 6 4 EUR 0.9555 22-Jun-10 6 3 EUR 0.9777 23-Mar-09 6 2 EUR 0.9777 15-Sep-06 6 1 EUR 1 2-Jul-10 5 4 EUR 0.9555 22-Jun-10 5 3 EUR 0.9777 23-Mar-09 5 2 EUR 0.9777 17-Mar-06 5 1 EUR 1 2-Jul-10 4 4 EUR 0.95 22-Jun-10 4 3 EUR 0.975 23-Mar-09 4 2 EUR 0.975 20-Sep-05 4 1 EUR 1 2-Jul-10 3 4 EUR 0.9715 22-Jun-10 3 3 EUR 1 27-Jun-05 3 2 EUR 1 20-Mar-05 3 1 EUR 1 22-Jun-10 2 2 EUR 1 17-Sep-04 2 1 EUR 1 22-Jun-10 1 2 EUR 1 24-Jun-04 1 1 EUR 1 17-Mar-06 5 1 EUR 1 20-Sep-05 4 1 EUR 1 20-Mar-05 3 1 EUR 1 17-Sep-04 2 1 EUR 1 24-Jun-04 1 1 EUR 1 17-Sep-10 14 1 EUR 1 17-Mar-10 13 1 EUR 1 17-Sep-09 12 1 EUR 1 17-Mar-09 11 1 EUR 1 24-Sep-08 10 1 EUR 1 17-Mar-08 9 1 EUR 1 17-Sep-07 8 1 EUR 1 12-Aug-09 7 2 EUR 0.9667 16-Mar-07 7 1 EUR 1 12-Aug-09 6 2 EUR 0.9667 15-Sep-06 6 1 EUR 1 12-Aug-09 5 2 EUR 0.9667 17-Mar-06 5 1 EUR 1 12-Aug-09 4 2 EUR 0.9667 20-Sep-05 4 1 EUR 1 20-Mar-05 3 1 EUR 1 17-Sep-04 2 1 EUR 1 24-Jun-04 1 1 EUR 1 17-Mar-06 5 1 EUR 1 20-Sep-05 4 1 EUR 1 20-Mar-05 3 1 EUR 1 17-Sep-04 2 1 EUR 1 24-Jun-04 1 1 EUR 1 17-Sep-10 14 1 EUR 1 17-Mar-10 13 1 EUR 1 17-Sep-09 12 1 EUR 1 17-Mar-09 11 1 EUR 1 24-Sep-08 10 1 EUR 1 17-Mar-08 9 1 EUR 1 17-Sep-07 8 1 EUR 1 12-Aug-09 7 2 EUR 0.99 RED Code 2I667KBU1 2I667KBK3 2I667KBA5 2I667KAU2 2I667KAM0 2I667KAJ7 2I667KBT4 2I667KBJ6 2I667KAZ1 2I667KAT5 2I667KAS7 2I667KAI9 2I667KBS6 2I667KBI8 2I667KAY4 2I667KAR9 2I667KAH1 2I667KBR8 2I667KBH0 2I667KAQ1 2I667KAG3 2I667KBQ0 2I667KBG2 2I667KAP3 2I667KAF5 2I667KBP2 2I667KBF4 2I667KAO6 2I667KAE8 2I667KBO5 2I667KBE7 2I667KAD0 2I667KAC2 2I667KBD9 2I667KAB4 2I667KBC1 2I667KAA6 2I667CAE6 2I667CAD8 2I667CAC0 2I667CAB2 2I667CAA4 2I667LAR7 2I667LAQ9 2I667LAP1 2I667LAK2 2I667LAJ5 2I667LAI7 2I667LAH9 2I667LAO4 2I667LAG1 2I667LAN6 2I667LAF3 2I667LAM8 2I667LAE6 2I667LAL0 2I667LAD8 2I667LAC0 2I667LAB2 2I667LAA4 2I667HAE5 2I667HAD7 2I667HAC9 2I667HAB1 2I667HAA3 2I667NAU6 2I667NAT9 2I667NAS1 2I667NAK8 2I667NAJ1 2I667NAI3 2I667NAH5 2I667NAR3 Markit RED Index Codes Family ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-European ITRAXX-SovX ITRAXX-SovX ITRAXX-SovX ITRAXX-SovX ITRAXX-SovX ITRAXX-SovX ITRAXX-SovX ITRAXX-SovX ITRAXX-SovX ITRAXX-SovX ITRAXX-SovX ITRAXX-SovX ITRAXX-SovX ITRAXX-SovX ITRAXX-SovX ITRAXX-SovX ITRAXX-SovX ITRAXX-SovX ITRAXX-SovX ITRAXX-SovX ITRAXX-SovX ITRAXX-SovX ITRAXX-SovX ITRAXX-SovX ITRAXX-SovX Index Name Annex Date Series Version Currency Index Factor iTraxx Europe Non-Financial Series 7 Version 1 16-Mar-07 7 1 EUR 1 iTraxx Europe Non-Financial Series 6 Version 2 12-Aug-09 6 2 EUR 0.99 iTraxx Europe Non-Financial Series 6 Version 1 15-Sep-06 6 1 EUR 1 iTraxx Europe Non-Financial Series 5 Version 2 12-Aug-09 5 2 EUR 0.99 iTraxx Europe Non-Financial Series 5 Version 1 17-Mar-06 5 1 EUR 1 iTraxx Europe Non-Financial Series 4 Version 2 12-Aug-09 4 2 EUR 0.99 iTraxx Europe Non-Financial Series 4 Version 1 20-Sep-05 4 1 EUR 1 iTraxx Europe Non-Financial Series 3 Version 2 12-Aug-09 3 2 EUR 0.99 iTraxx Europe Non-Financial Series 3 Version 1 20-Mar-05 3 1 EUR 1 iTraxx Europe Non-Financial Series 2 Version 2 12-Aug-09 2 2 EUR 0.99 iTraxx Europe Non-Financial Series 2 Version 1 17-Sep-04 2 1 EUR 1 iTraxx Europe Non-Financial Series 1 Version 2 12-Aug-09 1 2 EUR 0.99 iTraxx Europe Non-Financial Series 1 Version 1 24-Jun-04 1 1 EUR 1 iTraxx Europe Senior Financials Series 14 Version 1 17-Sep-10 14 1 EUR 1 iTraxx Europe Senior Financials Series 13 Version 1 17-Mar-10 13 1 EUR 1 iTraxx Europe Senior Financials Series 12 Version 1 17-Sep-09 12 1 EUR 1 iTraxx Europe Senior Financials Series 11 Version 1 17-Mar-09 11 1 EUR 1 iTraxx Europe Senior Financials Series 10 Version 1 24-Sep-08 10 1 EUR 1 iTraxx Europe Senior Financials Series 9 Version 1 17-Mar-08 9 1 EUR 1 iTraxx Europe Senior Financials Series 8 Version 1 17-Sep-07 8 1 EUR 1 iTraxx Europe Senior Financials Series 7 Version 1 16-Mar-07 7 1 EUR 1 iTraxx Europe Senior Financials Series 6 Version 1 15-Sep-06 6 1 EUR 1 iTraxx Europe Senior Financials Series 5 Version 1 17-Mar-06 5 1 EUR 1 iTraxx Europe Senior Financials Series 4 Version 1 20-Sep-05 4 1 EUR 1 iTraxx Europe Senior Financials Series 3 Version 1 20-Mar-05 3 1 EUR 1 iTraxx Europe Senior Financials Series 2 Version 1 17-Sep-04 2 1 EUR 1 iTraxx Europe Senior Financials Series 1 Version 1 24-Jun-04 1 1 EUR 1 iTraxx Europe Sub Financials Series 14 Version 1 17-Sep-10 14 1 EUR 1 iTraxx Europe Sub Financials Series 13 Version 1 17-Mar-10 13 1 EUR 1 iTraxx Europe Sub Financials Series 12 Version 1 17-Sep-09 12 1 EUR 1 iTraxx Europe Sub Financials Series 11 Version 1 17-Mar-09 11 1 EUR 1 iTraxx Europe Sub Financials Series 10 Version 1 24-Sep-08 10 1 EUR 1 iTraxx Europe Sub Financials Series 9 Version 1 17-Mar-08 9 1 EUR 1 iTraxx Europe Sub Financials Series 8 Version 1 17-Sep-07 8 1 EUR 1 iTraxx Europe Sub Financials Series 7 Version 1 16-Mar-07 7 1 EUR 1 iTraxx Europe Sub Financials Series 6 Version 1 15-Sep-06 6 1 EUR 1 iTraxx Europe Sub Financials Series 5 Version 1 17-Mar-06 5 1 EUR 1 iTraxx Europe Sub Financials Series 4 Version 1 20-Sep-05 4 1 EUR 1 iTraxx Europe Sub Financials Series 3 Version 1 20-Mar-05 3 1 EUR 1 iTraxx Europe Sub Financials Series 2 Version 2 16-Nov-04 2 2 EUR 1 iTraxx Europe Sub Financials Series 2 Version 1 17-Sep-04 2 1 EUR 1 iTraxx Europe Sub Financials Series 1 Version 1 24-Jun-04 1 1 EUR 1 iTraxx Europe TMT Series 5 Version 1 17-Mar-06 5 1 EUR 1 iTraxx Europe TMT Series 4 Version 1 20-Sep-05 4 1 EUR 1 iTraxx Europe TMT Series 3 Version 1 20-Mar-05 3 1 EUR 1 iTraxx Europe TMT Series 2 Version 1 17-Sep-04 2 1 EUR 1 iTraxx Europe TMT Series 1 Version 1 24-Jun-04 1 1 EUR 1 iTraxx SovX iTraxx SovX Western Europe Series 5 Version 1 17-Mar-11 5 1 USD 1 iTraxx SovX Western Europe Series 4 Version 1 17-Sep-10 4 1 USD 1 iTraxx SovX Western Europe Series 3 Version 1 17-Mar-10 3 1 USD 1 iTraxx SovX Western Europe Series 2 Version 1 22-Sep-09 2 1 USD 1 iTraxx SovX Western Europe Series 1 Version 1 17-Mar-09 1 1 USD 1 iTraxx SovX CEEMEA Series 5 Version 1 17-Mar-11 5 1 USD 1 iTraxx SovX CEEMEA Series 4 Version 1 17-Sep-10 4 1 USD 1 iTraxx SovX CEEMEA Series 3 Version 1 18-Jan-10 3 1 USD 1 iTraxx SovX CEEMEA Series 2 Version 1 22-Sep-09 2 1 USD 1 iTraxx SovX CEEMEA Series 1 Version 1 17-Mar-09 1 1 USD 1 iTraxx SovX Global Liquid Investment Grade Series 5 Version 1 17-Mar-11 5 1 USD 1 iTraxx SovX Global Liquid Investment Grade Series 4 Version 1 17-Sep-10 4 1 USD 1 iTraxx SovX Global Liquid Investment Grade Series 3 Version 1 17-Mar-10 3 1 USD 1 iTraxx SovX Global Liquid Investment Grade Series 2 Version 1 22-Sep-09 2 1 USD 1 iTraxx SovX Global Liquid Investment Grade Series 1 Version 1 17-Mar-09 1 1 USD 1 iTraxx SovX G7 Series 5 Version 1 17-Mar-11 5 1 USD 1 iTraxx SovX G7 Series 4 Version 1 17-Sep-10 4 1 USD 1 iTraxx SovX G7 Series 3 Version 1 17-Mar-10 3 1 USD 1 iTraxx SovX G7 Series 2 Version 1 22-Sep-09 2 1 USD 1 iTraxx SovX G7 Series 1 Version 1 17-Mar-09 1 1 USD 1 iTraxx SovX BRIC Series 5 Version 1 17-Mar-11 5 1 USD 1 iTraxx SovX BRIC Series 4 Version 1 17-Sep-10 4 1 USD 1 iTraxx SovX Asia Pacific Series 5 Version 1 17-Mar-11 5 1 USD 1 iTraxx SovX Asia Pacific Series 4 Version 1 17-Sep-10 4 1 USD 1 iTraxx SovX Latin America Series 5 Version 1 17-Mar-11 5 1 USD 1 Confidential. Copyright © 2011, Markit Group Limited. All rights reserved. www.markit.com RED Code 2I667NAG7 2I667NAQ5 2I667NAF9 2I667NAP7 2I667NAE2 2I667NAO0 2I667NAD4 2I667NAN2 2I667NAC6 2I667NAM4 2I667NAB8 2I667NAL6 2I667NAA0 2I667DAN4 2I667DAM6 2I667DAL8 2I667DAK0 2I667DAJ3 2I667DAI5 2I667DAH7 2I667DAG9 2I667DAF1 2I667DAE4 2I667DAD6 2I667DAC8 2I667DAB0 2I667DAA2 2I667EAO0 2I667EAN2 2I667EAM4 2I667EAL6 2I667EAK8 2I667EAJ1 2I667EAI3 2I667EAH5 2I667EAG7 2I667EAF9 2I667EAE2 2I667EAD4 2I667EAC6 2I667EAB8 2I667EAA0 2I667IAE3 2I667IAD5 2I667IAC7 2I667IAB9 2I667IAA1 5C769MAE1 5C769MAD3 5C769MAC5 5C769MAB7 5C769MAA9 5C769NAE9 5C769NAD1 5C769NAC3 5C769NAB5 5C769NAA7 5C769KAE5 5C769KAD7 5C769KAC9 5C769KAB1 5C769KAA3 5C769JAE8 5C769JAD0 5C769JAC2 5C769JAB4 5C769JAA6 4ABCAPAC3 4ABCAPAB5 4ABCANAC8 4ABCANAB0 4ABCAFAA9 Markit RED Index Codes Family Index Name Annex Date Series Version Currency Index Factor RED Code iTraxx Asia ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian iTraxx Japan Series Number 13 Version 1 iTraxx Japan Series Number 12 Version 1 iTraxx Japan Series Number 11 Version 3 iTraxx Japan Series Number 11 Version 2 iTraxx Japan Series Number 11 Version 1 iTraxx Japan Series Number 10 Version 3 iTraxx Japan Series Number 10 Version 2 iTraxx Japan Series Number 10 Version 1 iTraxx Japan Series Number 9 Version 3 iTraxx Japan Series Number 9 Version 2 iTraxx Japan Series Number 9 Version 1 iTraxx Japan Series Number 8 Version 3 iTraxx Japan Series Number 8 Version 2 iTraxx Japan Series Number 8 Version 1 iTraxx Japan Series Number 7 Version 3 iTraxx Japan Series Number 7 Version 2 iTraxx Japan Series Number 7 Version 1 iTraxx Japan Series Number 6 Version 3 iTraxx Japan Series Number 6 Version 2 iTraxx Japan Series Number 6 Version 1 iTraxx Japan Series Number 5 Version 3 iTraxx Japan Series Number 5 Version 2 iTraxx Japan Series Number 5 Version 1 iTraxx Japan Series Number 4 Version 3 iTraxx Japan Series Number 4 Version 2 iTraxx Japan Series Number 4 Version 1 iTraxx Japan Series Number 3 Version 4 iTraxx Japan Series Number 3 Version 3 iTraxx Japan Series Number 3 Version 2 iTraxx Japan Series Number 3 Version 1 iTraxx Japan Series Number 2 Version 4 iTraxx Japan Series Number 2 Version 3 iTraxx Japan Series Number 2 Version 2 iTraxx Japan Series Number 2 Version 1 iTraxx Japan Series Number 1 Version 3 iTraxx Japan Series Number 1 Version 2 iTraxx Japan Series Number 1 Version 1 iTraxx Japan Technology Series Number 5 Version 1 iTraxx Japan Technology Series Number 4 Version 1 iTraxx Japan Technology Series Number 3 Version 1 iTraxx Japan Technology Series Number 2 Version 1 iTraxx Japan 80 Series Number 8 Version 3 iTraxx Japan 80 Series Number 8 Version 2 iTraxx Japan 80 Series Number 8 Version 1 iTraxx Japan 80 Series Number 7 Version 3 iTraxx Japan 80 Series Number 7 Version 2 iTraxx Japan 80 Series Number 7 Version 1 iTraxx Japan Capital Goods Series Number 5 Version 1 iTraxx Japan Capital Goods Series Number 4 Version 1 iTraxx Japan Capital Goods Series Number 3 Version 1 iTraxx Japan Capital Goods Series Number 2 Version 1 iTraxx Japan Financials Series Number 5 Version 3 iTraxx Japan Financials Series Number 5 Version 2 iTraxx Japan Financials Series Number 5 Version 1 iTraxx Japan Financials Series Number 4 Version 3 iTraxx Japan Financials Series Number 4 Version 2 iTraxx Japan Financials Series Number 4 Version 1 iTraxx Japan Financials Series Number 3 Version 3 iTraxx Japan Financials Series Number 3 Version 2 iTraxx Japan Financials Series Number 3 Version 1 iTraxx Japan Financials Series Number 2 Version 3 iTraxx Japan Financials Series Number 2 Version 2 iTraxx Japan Financials Series Number 2 Version 1 iTraxx Japan HiVol Series Number 9 Version 4 iTraxx Japan HiVol Series Number 9 Version 3 iTraxx Japan HiVol Series Number 9 Version 2 iTraxx Japan HiVol Series Number 9 Version 1 iTraxx Japan HiVol Series Number 8 Version 4 iTraxx Japan HiVol Series Number 8 Version 3 iTraxx Japan HiVol Series Number 8 Version 2 iTraxx Japan HiVol Series Number 8 Version 1 iTraxx Japan HiVol Series Number 7 Version 4 Confidential. Copyright © 2011, Markit Group Limited. All rights reserved. www.markit.com 17-Mar-10 17-Sep-09 30-Sep-10 30-Dec-09 17-Mar-09 30-Sep-10 30-Dec-09 24-Sep-08 30-Sep-10 30-Dec-09 17-Mar-08 30-Sep-10 30-Dec-09 17-Sep-07 30-Sep-10 30-Dec-09 16-Mar-07 30-Sep-10 30-Dec-09 18-Sep-06 30-Sep-10 30-Dec-09 20-Mar-06 30-Sep-10 30-Dec-09 20-Sep-05 30-Sep-10 21-Jan-10 30-Dec-09 20-Mar-05 30-Sep-10 21-Jan-10 30-Dec-09 17-Sep-04 21-Jan-10 30-Dec-09 3-Aug-04 20-Mar-06 20-Sep-05 20-Mar-05 17-Sep-04 30-Sep-10 30-Dec-09 17-Sep-07 30-Sep-10 30-Dec-09 16-Mar-07 20-Mar-06 20-Sep-05 20-Mar-05 17-Sep-04 30-Sep-10 30-Dec-09 20-Mar-06 30-Sep-10 30-Dec-09 20-Sep-05 30-Sep-10 30-Dec-09 20-Mar-05 30-Sep-10 30-Dec-09 17-Sep-04 30-Sep-10 21-Jan-10 30-Dec-09 17-Mar-08 30-Sep-10 21-Jan-10 30-Dec-09 17-Sep-07 30-Sep-10 13 12 11 11 11 10 10 10 9 9 9 8 8 8 7 7 7 6 6 6 5 5 5 4 4 4 3 3 3 3 2 2 2 2 1 1 1 5 4 3 2 8 8 8 7 7 7 5 4 3 2 5 5 5 4 4 4 3 3 3 2 2 2 9 9 9 9 8 8 8 8 7 1 1 3 2 1 3 2 1 3 2 1 3 2 1 3 2 1 3 2 1 3 2 1 3 2 1 4 3 2 1 4 3 2 1 3 2 1 1 1 1 1 3 2 1 3 2 1 1 1 1 1 3 2 1 3 2 1 3 2 1 3 2 1 4 3 2 1 4 3 2 1 4 JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY 1 1 0.96 0.98 1 0.96 0.98 1 0.96 0.98 1 0.96 0.98 1 0.96 0.98 1 0.96 0.98 1 0.96 0.98 1 0.96 0.98 1 0.94 0.96 0.98 1 0.94 0.96 0.98 1 0.96 0.98 1 1 1 1 1 0.975 0.9875 1 0.975 0.9875 1 1 1 1 1 0.8 0.9 1 0.8 0.9 1 0.8 0.9 1 0.8 0.9 1 0.88 0.92 0.96 1 0.88 0.92 0.96 1 0.88 2I668HBB9 2I668HAL8 2I668HBN3 2I668HAX2 2I668HAK0 2I668HBM5 2I668HAW4 2I668HAJ3 2I668HBL7 2I668HAV6 2I668HAI5 2I668HBK9 2I668HAU8 2I668HAH7 2I668HBJ2 2I668HAT1 2I668HAG9 2I668HBI4 2I668HAS3 2I668HAF1 2I668HBH6 2I668HAR5 2I668HAE4 2I668HBG8 2I668HAQ7 2I668HAD6 2I668HBF0 2I668HBA1 2I668HAP9 2I668HAC8 2I668HBE3 2I668HAZ7 2I668HAN4 2I668HAB0 2I668HAY0 2I668HAM6 2I668HAA2 2I668NAD3 2I668NAC5 2I668NAB7 2I668NAA9 4ABCAHAF4 4ABCAHAD9 4ABCAHAB3 4ABCAHAE7 4ABCAHAC1 4ABCAHAA5 2I668JAD2 2I668JAC4 2I668JAB6 2I668JAA8 2I668LAL9 2I668LAH8 2I668LAD7 2I668LAK1 2I668LAG0 2I668LAC9 2I668LAJ4 2I668LAF2 2I668LAB1 2I668LAI6 2I668LAE5 2I668LAA3 2I668MBF9 2I668MAX1 2I668MAR4 2I668MAH6 2I668MBE2 2I668MAW3 2I668MAQ6 2I668MAG8 2I668MBD4 Markit RED Index Codes Family ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian Index Name iTraxx Japan HiVol Series Number 7 Version 3 iTraxx Japan HiVol Series Number 7 Version 2 iTraxx Japan HiVol Series Number 7 Version 1 iTraxx Japan HiVol Series Number 6 Version 4 iTraxx Japan HiVol Series Number 6 Version 3 iTraxx Japan HiVol Series Number 6 Version 2 iTraxx Japan HiVol Series Number 6 Version 1 iTraxx Japan HiVol Series Number 5 Version 3 iTraxx Japan HiVol Series Number 5 Version 2 iTraxx Japan HiVol Series Number 5 Version 1 iTraxx Japan HiVol Series Number 4 Version 3 iTraxx Japan HiVol Series Number 4 Version 2 iTraxx Japan HiVol Series Number 4 Version 1 iTraxx Japan HiVol Series Number 3 Version 4 iTraxx Japan HiVol Series Number 3 Version 3 iTraxx Japan HiVol Series Number 3 Version 2 iTraxx Japan HiVol Series Number 3 Version 1 iTraxx Japan HiVol Series Number 2 Version 4 iTraxx Japan HiVol Series Number 2 Version 3 iTraxx Japan HiVol Series Number 2 Version 2 iTraxx Japan HiVol Series Number 2 Version 1 iTraxx Greater China Series Number 7 Version 1 iTraxx Greater China Series Number 6 Version 1 iTraxx Greater China Series Number 5 Version 1 iTraxx Greater China Series Number 4 Version 1 iTraxx Greater China Series Number 3 Version 1 iTraxx Greater China Series Number 2 Version 1 iTraxx Greater China Series Number 1 Version 1 iTraxx Korea Series Number 7 Version 1 iTraxx Korea Series Number 6 Version 1 iTraxx Korea Series Number 5 Version 1 iTraxx Korea Series Number 4 Version 1 iTraxx Korea Series Number 3 Version 1 iTraxx Korea Series Number 2 Version 1 iTraxx Korea Series Number 1 Version 1 iTraxx Australia Series Number 14 Version 1 iTraxx Australia Series Number 13 Version 1 iTraxx Australia Series Number 12 Version 1 iTraxx Australia Series Number 11 Version 1 iTraxx Australia Series Number 10 Version 1 iTraxx Australia Series Number 9 Version 1 iTraxx Australia Series Number 8 Version 1 iTraxx Australia Series Number 7 Version 1 iTraxx Australia Series Number 6 Version 1 iTraxx Australia Series Number 5 Version 1 iTraxx Australia Series Number 4 Version 1 iTraxx Australia Series Number 3 Version 1 iTraxx Australia Series Number 2 Version 1 iTraxx Australia Series Number 1 Version 1 iTraxx Rest of Asia Series Number 7 Version 1 iTraxx Rest of Asia Series Number 6 Version 1 iTraxx Rest of Asia Series Number 5 Version 1 iTraxx Rest of Asia Series Number 4 Version 1 iTraxx Rest of Asia Series Number 3 Version 1 iTraxx Rest of Asia Series Number 2 Version 1 iTraxx Rest of Asia Series Number 1 Version 1 iTraxx Asia ex-Japan Series Number 8 Version 1 iTraxx Asia ex-Japan Series Number 7 Version 1 iTraxx Asia ex-Japan Series Number 6 Version 1 iTraxx Asia ex-Japan Series Number 5 Version 1 iTraxx Asia ex-Japan Series Number 4 Version 1 iTraxx Asia ex-Japan Series Number 3 Version 1 iTraxx Asia ex-Japan Series Number 2 Version 1 iTraxx Asia ex-Japan Series Number 1 Version 1 iTraxx Asia ex-Japan IG Series Number 14 Version 1 iTraxx Asia ex-Japan IG Series Number 13 Version 1 iTraxx Asia ex-Japan IG Series Number 12 Version 1 iTraxx Asia ex-Japan IG Series Number 11 Version 1 iTraxx Asia ex-Japan IG Series Number 10 Version 1 iTraxx Asia ex-Japan IG Series Number 9 Version 1 iTraxx Asia ex-Japan IG Series Number 8 Version 1 iTraxx Asia ex-Japan HY Series Number 14 Version 1 iTraxx Asia ex-Japan HY Series Number 13 Version 1 Confidential. Copyright © 2011, Markit Group Limited. All rights reserved. www.markit.com Annex Date Series Version Currency Index Factor 21-Jan-10 7 3 JPY 0.92 30-Dec-09 7 2 JPY 0.96 16-Mar-07 7 1 JPY 1 30-Sep-10 6 4 JPY 0.88 21-Jan-10 6 3 JPY 0.92 30-Dec-09 6 2 JPY 0.96 18-Sep-06 6 1 JPY 1 30-Sep-10 5 3 JPY 0.8 30-Dec-09 5 2 JPY 0.9 20-Mar-06 5 1 JPY 1 30-Sep-10 4 3 JPY 0.8 30-Dec-09 4 2 JPY 0.9 20-Sep-05 4 1 JPY 1 30-Sep-10 3 4 JPY 0.7 21-Jan-10 3 3 JPY 0.8 30-Dec-09 3 2 JPY 0.9 20-Mar-05 3 1 JPY 1 30-Sep-10 2 4 JPY 0.7 21-Jan-10 2 3 JPY 0.8 30-Dec-09 2 2 JPY 0.9 17-Sep-04 2 1 JPY 1 16-Mar-07 7 1 USD 1 18-Sep-06 6 1 USD 1 20-Mar-06 5 1 USD 1 20-Sep-05 4 1 USD 1 20-Mar-05 3 1 USD 1 17-Sep-04 2 1 USD 1 3-Aug-04 1 1 USD 1 16-Mar-07 7 1 USD 1 18-Sep-06 6 1 USD 1 20-Mar-06 5 1 USD 1 20-Sep-05 4 1 USD 1 20-Mar-05 3 1 USD 1 17-Sep-04 2 1 USD 1 3-Aug-04 1 1 USD 1 17-Sep-10 14 1 USD 1 17-Mar-10 13 1 USD 1 17-Sep-09 12 1 USD 1 17-Mar-09 11 1 USD 1 24-Sep-08 10 1 USD 1 17-Mar-08 9 1 USD 1 17-Sep-07 8 1 USD 1 16-Mar-07 7 1 USD 1 18-Sep-06 6 1 USD 1 20-Mar-06 5 1 USD 1 20-Sep-05 4 1 USD 1 20-Mar-05 3 1 USD 1 17-Sep-04 2 1 USD 1 3-Aug-04 1 1 USD 1 16-Mar-07 7 1 USD 1 18-Sep-06 6 1 USD 1 20-Mar-06 5 1 USD 1 20-Sep-05 4 1 USD 1 20-Mar-05 3 1 USD 1 17-Sep-04 2 1 USD 1 3-Aug-04 1 1 USD 1 17-Sep-07 8 1 USD 1 16-Mar-07 7 1 USD 1 18-Sep-06 6 1 USD 1 20-Mar-06 5 1 USD 1 20-Sep-05 4 1 USD 1 20-Mar-05 3 1 USD 1 17-Sep-04 2 1 USD 1 3-Aug-04 1 1 USD 1 17-Sep-10 14 1 USD 1 17-Mar-10 13 1 USD 1 17-Sep-09 12 1 USD 1 17-Mar-09 11 1 USD 1 24-Sep-08 10 1 USD 1 17-Mar-08 9 1 USD 1 17-Sep-07 8 1 USD 1 17-Sep-10 14 1 USD 1 17-Mar-10 13 1 USD 1 RED Code 2I668MAV5 2I668MAP8 2I668MAF0 2I668MBC6 2I668MAU7 2I668MAN3 2I668MAE3 2I668MBB8 2I668MAM5 2I668MAD5 2I668MBA0 2I668MAL7 2I668MAC7 2I668MAZ6 2I668MAT0 2I668MAK9 2I668MAB9 2I668MAY9 2I668MAS2 2I668MAJ2 2I668MAA1 2I668FAG3 2I668FAF5 2I668FAE8 2I668FAD0 2I668FAC2 2I668FAB4 2I668FAA6 2I668EAG6 2I668EAF8 2I668EAE1 2I668EAD3 2I668EAC5 2I668EAB7 2I668EAA9 2I668IAN2 2I668IAM4 2I668IAL6 2I668IAK8 2I668IAJ1 2I668IAI3 2I668IAH5 2I668IAG7 2I668IAF9 2I668IAE2 2I668IAD4 2I668IAC6 2I668IAB8 2I668IAA0 2I668GAG1 2I668GAF3 2I668GAE6 2I668GAD8 2I668GAC0 2I668GAB2 2I668GAA4 2I668DAH6 2I668DAG8 2I668DAF0 2I668DAE3 2I668DAD5 2I668DAC7 2I668DAB9 2I668DAA1 4ABCAMAG1 4ABCAMAF3 4ABCAMAE6 4ABCAMAD8 4ABCAMAC0 4ABCAMAB2 4ABCAMAA4 4ABCAGAG4 4ABCAGAF6 Markit RED Index Codes Family ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-Asian ITRAXX-SDI ITRAXX-SDI ITRAXX-SDI ITRAXX-SDI ITRAXX-SDI ITRAXX-SDI ITRAXX-SDI ITRAXX-SDI ITRAXX-SDI ITRAXX-SDI MCDXNA MCDXNA MCDXNA MCDXNA MCDXNA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA Index Name iTraxx Asia ex-Japan HY Series Number 12 Version 1 iTraxx Asia ex-Japan HY Series Number 11 Version 1 iTraxx Asia ex-Japan HY Series Number 10 Version 1 iTraxx Asia ex-Japan HY Series Number 9 Version 1 iTraxx Asia ex-Japan HY Series Number 8 Version 1 iTraxx SDI iTraxx SDI-75 Series 4 Version 2 iTraxx SDI-75 Series 4 Version 1 iTraxx SDI-75 Series 3 Version 3 iTraxx SDI-75 Series 3 Version 2 iTraxx SDI-75 Series 3 Version 1 iTraxx SDI-75 Series 2 Version 2 iTraxx SDI-75 Series 2 Version 1 iTraxx SDI-75 Series 1 Version 3 iTraxx SDI-75 Series 1 Version 2 iTraxx SDI-75 Series 1 Version 1 MCDX.NA MCDX.NA.14-V1 MCDX.NA.13-V1 MCDX.NA.12-V1 MCDX.NA.11-V1 MCDX.NA.10-V1 LCDX.NA LCDX.NA Series 14 Version 2 LCDX.NA Series 14 Version 1 LCDX.NA Series 13 Version 4 LCDX.NA Series 13 Version 3 LCDX.NA Series 13 Version 2 LCDX.NA Series 13 Version 1 LCDX.NA Series 12 Version 14 LCDX.NA Series 12 Version 13 LCDX.NA Series 12 Version 12 LCDX.NA Series 12 Version 11 LCDX.NA Series 12 Version 10 LCDX.NA Series 12 Version 9 LCDX.NA Series 12 Version 8 LCDX.NA Series 12 Version 7 LCDX.NA Series 12 Version 6 LCDX.NA Series 12 Version 5 LCDX.NA Series 12 Version 4 LCDX.NA Series 12 Version 3 LCDX.NA Series 12 Version 2 LCDX.NA Series 12 Version 1 LCDX.NA Series 10 Version 25 LCDX.NA Series 10 Version 24 LCDX.NA Series 10 Version 23 LCDX.NA Series 10 Version 22 LCDX.NA Series 10 Version 21 LCDX.NA Series 10 Version 20 LCDX.NA Series 10 Version 19 LCDX.NA Series 10 Version 18 LCDX.NA Series 10 Version 17 LCDX.NA Series 10 Version 16 LCDX.NA Series 10 Version 15 LCDX.NA Series 10 Version 14 LCDX.NA Series 10 Version 13 LCDX.NA Series 10 Version 12 LCDX.NA Series 10 Version 11 LCDX.NA Series 10 Version 10 LCDX.NA Series 10 Version 9 LCDX.NA Series 10 Version 8 LCDX.NA Series 10 Version 7 LCDX.NA Series 10 Version 6 LCDX.NA Series 10 Version 5 LCDX.NA Series 10 Version 4 LCDX.NA Series 10 Version 3 LCDX.NA Series 10 Version 2 LCDX.NA Series 10 Version 1 LCDX.NA Series 9 Version 25 LCDX.NA Series 9 Version 24 LCDX.NA Series 9 Version 23 LCDX.NA Series 9 Version 22 LCDX.NA Series 9 Version 21 Confidential. Copyright © 2011, Markit Group Limited. All rights reserved. www.markit.com Annex Date Series Version Currency Index Factor 17-Sep-09 12 1 USD 1 17-Mar-09 11 1 USD 1 24-Sep-08 10 1 USD 1 17-Mar-08 9 1 USD 1 17-Sep-07 8 1 USD 1 RED Code 4ABCAGAE9 4ABCAGAD1 4ABCAGAC3 4ABCAGAB5 4ABCAGAA7 9-Jul-09 16-Mar-07 3-Nov-09 9-Jul-09 15-Sep-06 3-Nov-09 20-Mar-06 3-Nov-09 9-Jul-09 28-Nov-05 4 4 3 3 3 2 2 1 1 1 2 1 3 2 1 2 1 3 2 1 GBP GBP GBP GBP GBP GBP GBP GBP GBP GBP 0.9866 1 0.9732 0.9866 1 0.9866 1 0.9732 0.9866 1 4ABCAIAG0 4ABCAIAD7 4ABCAIAJ4 4ABCAIAF2 4ABCAIAC9 4ABCAIAI6 4ABCAIAB1 4ABCAIAH8 4ABCAIAE5 4ABCAIAA3 5-Apr-10 5-Oct-09 3-Apr-09 3-Oct-08 6-May-08 14 13 12 11 10 1 1 1 1 1 USD USD USD USD USD 1 1 1 1 1 5A79DPAE7 5A79DPAD9 5A79DPAC1 5A79DPAB3 5A79DPAA5 21-Sep-10 5-Apr-10 23-Feb-11 21-Sep-10 16-Jul-10 5-Oct-09 23-Feb-11 21-Sep-10 16-Jul-10 30-Mar-10 23-Nov-09 10-Nov-09 7-Aug-09 21-Jul-09 9-Jul-09 24-Jun-09 23-Jun-09 12-Jun-09 10-Jun-09 15-Apr-09 23-Feb-11 21-Sep-10 16-Jul-10 30-Mar-10 23-Nov-09 10-Nov-09 21-Jul-09 9-Jul-09 24-Jun-09 23-Jun-09 12-Jun-09 10-Jun-09 13-May-09 23-Apr-09 21-Apr-09 9-Mar-09 5-Mar-09 19-Feb-09 3-Feb-09 27-Jan-09 8-Jan-09 10-Dec-08 2-Dec-08 19-Nov-08 8-Apr-08 23-Feb-11 21-Sep-10 16-Jul-10 30-Mar-10 31-Dec-09 14 14 13 13 13 13 12 12 12 12 12 12 12 12 12 12 12 12 12 12 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 9 9 9 9 9 2 1 4 3 2 1 14 13 12 11 10 9 8 7 6 5 4 3 2 1 25 24 23 22 21 20 19 18 17 16 15 14 13 12 11 10 9 8 7 6 5 4 3 2 1 25 24 23 22 21 USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD 0.99 1 0.97 0.98 0.99 1 0.86 0.87 0.88 0.89 0.9 0.92 0.93 0.94 0.95 0.96 0.97 0.98 0.99 1 0.76 0.77 0.78 0.79 0.8 0.82 0.83 0.84 0.85 0.86 0.87 0.88 0.89 0.9 0.91 0.92 0.93 0.94 0.95 0.96 0.96 0.97 0.98 0.99 1 0.76 0.77 0.78 0.79 0.8 5F199GDP9 5F199GDF1 5F199GDV6 5F199GDO2 5F199GDJ3 5F199GCQ8 5F199GDU8 5F199GDN4 5F199GDI5 5F199GDE4 5F199GCY1 5F199GCU9 5F199GCP0 5F199GCO3 5F199GCK1 5F199GCG0 5F199GCC9 5F199GBY2 5F199GBU0 5F199GBG1 5F199GDT1 5F199GDM6 5F199GDH7 5F199GDD6 5F199GCX3 5F199GCT2 5F199GCN5 5F199GCJ4 5F199GCF2 5F199GCB1 5F199GBX4 5F199GBT3 5F199GBP1 5F199GBM8 5F199GBJ5 5F199GBF3 5F199GBC0 5F199GBB2 5F199GAY3 5F199GAV9 5F199GAS6 5F199GAP2 5F199GAN7 5F199GAK3 5F199GAF4 5F199GDS3 5F199GDL8 5F199GDG9 5F199GDC8 5F199GDA2 Markit RED Index Codes Family LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA LCDX.NA Index Name LCDX.NA Series 9 Version 20 LCDX.NA Series 9 Version 19 LCDX.NA Series 9 Version 18 LCDX.NA Series 9 Version 17 LCDX.NA Series 9 Version 16 LCDX.NA Series 9 Version 15 LCDX.NA Series 9 Version 14 LCDX.NA Series 9 Version 13 LCDX.NA Series 9 Version 12 LCDX.NA Series 9 Version 11 LCDX.NA Series 9 Version 10 LCDX.NA Series 9 Version 9 LCDX.NA Series 9 Version 8 LCDX.NA Series 9 Version 7 LCDX.NA Series 9 Version 6 LCDX.NA Series 9 Version 5 LCDX.NA Series 9 Version 4 LCDX.NA Series 9 Version 3 LCDX.NA Series 9 Version 2 LCDX.NA Series 9 Version 1 LCDX.NA Series 8 Version 29 LCDX.NA Series 8 Version 28 LCDX.NA Series 8 Version 27 LCDX.NA Series 8 Version 26 LCDX.NA Series 8 Version 25 LCDX.NA Series 8 Version 24 LCDX.NA Series 8 Version 23 LCDX.NA Series 8 Version 22 LCDX.NA Series 8 Version 21 LCDX.NA Series 8 Version 20 LCDX.NA Series 8 Version 19 LCDX.NA Series 8 Version 18 LCDX.NA Series 8 Version 17 LCDX.NA Series 8 Version 16 LCDX.NA Series 8 Version 15 LCDX.NA Series 8 Version 14 LCDX.NA Series 8 Version 13 LCDX.NA Series 8 Version 12 LCDX.NA Series 8 Version 11 LCDX.NA Series 8 Version 10 LCDX.NA Series 8 Version 9 LCDX.NA Series 8 Version 8 LCDX.NA Series 8 Version 7 LCDX.NA Series 8 Version 6 LCDX.NA Series 8 Version 5 LCDX.NA Series 8 Version 4 LCDX.NA Series 8 Version 3 LCDX.NA Series 8 Version 2 LCDX.NA Series 8 Version 1 ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L iTraxx LevX Senior Series 6 Version 1 iTraxx LevX Senior Series 5 Version 4 iTraxx LevX Senior Series 5 Version 3 iTraxx LevX Senior Series 5 Version 2 iTraxx LevX Senior Series 5 Version 1 iTraxx LevX Senior Series 4 Version 4 iTraxx LevX Senior Series 4 Version 3 iTraxx LevX Senior Series 4 Version 2 iTraxx LevX Senior Series 4 Version 1 iTraxx LevX Senior Series 3 Version 9 iTraxx LevX Senior Series 3 Version 8 iTraxx LevX Senior Series 3 Version 7 iTraxx LevX Senior Series 3 Version 6 iTraxx LevX Senior Series 3 Version 5 iTraxx LevX Senior Series 3 Version 4 iTraxx LevX Senior Series 3 Version 3 iTraxx LevX Senior Series 3 Version 2 iTraxx LevX Senior Series 3 Version 1 iTraxx LevX Senior Series 2 Version 11 iTraxx LevX Senior Series 2 Version 10 iTraxx LevX Senior Series 2 Version 9 iTraxx LevX Senior Series 2 Version 8 iTraxx LevX Senior Series 2 Version 7 Annex Date Series Version Currency Index Factor 23-Nov-09 9 20 USD 0.81 10-Nov-09 9 19 USD 0.83 21-Jul-09 9 18 USD 0.84 9-Jul-09 9 17 USD 0.85 24-Jun-09 9 16 USD 0.86 23-Jun-09 9 15 USD 0.87 12-Jun-09 9 14 USD 0.88 10-Jun-09 9 13 USD 0.89 13-May-09 9 12 USD 0.9 23-Apr-09 9 11 USD 0.91 21-Apr-09 9 10 USD 0.92 9-Mar-09 9 9 USD 0.93 19-Feb-09 9 8 USD 0.94 3-Feb-09 9 7 USD 0.95 27-Jan-09 9 6 USD 0.96 8-Jan-09 9 5 USD 0.96 10-Dec-08 9 4 USD 0.97 2-Dec-08 9 3 USD 0.98 19-Nov-08 9 2 USD 0.99 3-Oct-07 9 1 USD 1 23-Feb-11 8 29 USD 0.72 21-Sep-10 8 28 USD 0.73 31-Mar-10 8 27 USD 0.74 31-Dec-09 8 26 USD 0.75 23-Nov-09 8 25 USD 0.76 10-Nov-09 8 24 USD 0.78 21-Jul-09 8 23 USD 0.79 9-Jul-09 8 22 USD 0.8 24-Jun-09 8 21 USD 0.81 23-Jun-09 8 20 USD 0.82 12-Jun-09 8 19 USD 0.83 10-Jun-09 8 18 USD 0.84 9-Jun-09 8 17 USD 0.85 13-May-09 8 16 USD 0.86 23-Apr-09 8 15 USD 0.87 21-Apr-09 8 14 USD 0.88 9-Mar-09 8 13 USD 0.89 19-Feb-09 8 12 USD 0.9 3-Feb-09 8 11 USD 0.91 27-Jan-09 8 10 USD 0.92 8-Jan-09 8 9 USD 0.92 2-Dec-08 8 8 USD 0.93 19-Nov-08 8 7 USD 0.94 12-Aug-08 8 6 USD 0.95 6-May-08 8 5 USD 0.96 28-Jan-08 8 4 USD 0.97 23-Oct-07 8 3 USD 0.98 11-Oct-07 8 2 USD 0.99 22-May-07 8 1 USD 1 RED Code 5F199GCW5 5F199GCS4 5F199GCM7 5F199GCI6 5F199GCE5 5F199GCA3 5F199GBW6 5F199GBS5 5F199GBO4 5F199GBL0 5F199GBI7 5F199GBE6 5F199GBA4 5F199GAX5 5F199GAU1 5F199GAR8 5F199GAO5 5F199GAM9 5F199GAJ6 5F199GAB3 5F199GDR5 5F199GDK0 5F199GDB0 5F199GCZ8 5F199GCV7 5F199GCR6 5F199GCL9 5F199GCH8 5F199GCD7 5F199GBZ9 5F199GBV8 5F199GBR7 5F199GBQ9 5F199GBN6 5F199GBK2 5F199GBH9 5F199GBD8 5F199GAZ0 5F199GAW7 5F199GAT4 5F199GAQ0 5F199GAL1 5F199GAI8 5F199GAH5 5F199GAG2 5F199GAE7 5F199GAD9 5F199GAC1 5F199GAA5 iTraxx LevX Confidential. Copyright © 2011, Markit Group Limited. All rights reserved. www.markit.com 19-Mar-10 12-Aug-10 5-May-10 24-Feb-10 15-Sep-09 12-Aug-10 5-May-10 24-Feb-10 18-Mar-09 12-Aug-10 5-May-10 24-Feb-10 7-Oct-09 27-Feb-09 14-Jan-09 12-Jan-09 31-Dec-08 26-Sep-08 12-Aug-10 5-May-10 15-Apr-10 24-Feb-10 7-Oct-09 6 5 5 5 5 4 4 4 4 3 3 3 3 3 3 3 3 3 2 2 2 2 2 1 4 3 2 1 4 3 2 1 9 8 7 6 5 4 3 2 1 11 10 9 8 7 EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR 1 0.925 0.95 0.975 1 0.94 0.96 0.98 1 0.8934 0.9066 0.92 0.9334 0.9466 0.96 0.9734 0.9866 1 0.8666 0.8798 0.8932 0.9066 0.92 4ABCAJEA7 4ABCAJEG4 4ABCAJBW2 4ABCAJDB6 4ABCAJDA8 4ABCAJEF6 4ABCAJBU6 4ABCAJCB7 4ABCAJCA0 4ABCAJEE9 4ABCAJBT9 4ABCAJBQ5 4ABCAJBM4 4ABCAJBJ1 4ABCAJBH5 4ABCAJBF9 4ABCAJBD4 4ABCAJBA0 4ABCAJED1 4ABCAJBS1 4ABCAJBR3 4ABCAJBN2 4ABCAJBL6 Markit RED Index Codes Family ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L ITRAXX-L Index Name iTraxx LevX Senior Series 2 Version 6 iTraxx LevX Senior Series 2 Version 5 iTraxx LevX Senior Series 2 Version 4 iTraxx LevX Senior Series 2 Version 3 iTraxx LevX Senior Series 2 Version 2 iTraxx LevX Senior Series 2 Version 1 iTraxx LevX Senior Series 1 Version 18 iTraxx LevX Senior Series 1 Version 17 iTraxx LevX Senior Series 1 Version 16 iTraxx LevX Senior Series 1 Version 15 iTraxx LevX Senior Series 1 Version 14 iTraxx LevX Senior Series 1 Version 13 iTraxx LevX Senior Series 1 Version 12 iTraxx LevX Senior Series 1 Version 11 iTraxx LevX Senior Series 1 Version 10 iTraxx LevX Senior Series 1 Version 9 iTraxx LevX Senior Series 1 Version 8 iTraxx LevX Senior Series 1 Version 7 iTraxx LevX Senior Series 1 Version 6 iTraxx LevX Senior Series 1 Version 5 iTraxx LevX Senior Series 1 Version 4 iTraxx LevX Senior Series 1 Version 3 iTraxx LevX Senior Series 1 Version 2 iTraxx LevX Senior Series 1 Version 1 iTraxx LevX Subordinated Series 3 Version 9 iTraxx LevX Subordinated Series 3 Version 8 iTraxx LevX Subordinated Series 3 Version 7 iTraxx LevX Subordinated Series 3 Version 6 iTraxx LevX Subordinated Series 3 Version 5 iTraxx LevX Subordinated Series 3 Version 4 iTraxx LevX Subordinated Series 3 Version 3 iTraxx LevX Subordinated Series 3 Version 2 iTraxx LevX Subordinated Series 3 Version 1 iTraxx LevX Subordinated Series 2 Version 10 iTraxx LevX Subordinated Series 2 Version 9 iTraxx LevX Subordinated Series 2 Version 8 iTraxx LevX Subordinated Series 2 Version 7 iTraxx LevX Subordinated Series 2 Version 6 iTraxx LevX Subordinated Series 2 Version 5 iTraxx LevX Subordinated Series 2 Version 4 iTraxx LevX Subordinated Series 2 Version 3 iTraxx LevX Subordinated Series 2 Version 2 iTraxx LevX Subordinated Series 2 Version 1 iTraxx LevX Subordinated Series 1 Version 23 iTraxx LevX Subordinated Series 1 Version 22 iTraxx LevX Subordinated Series 1 Version 21 iTraxx LevX Subordinated Series 1 Version 20 iTraxx LevX Subordinated Series 1 Version 19 iTraxx LevX Subordinated Series 1 Version 18 iTraxx LevX Subordinated Series 1 Version 17 iTraxx LevX Subordinated Series 1 Version 16 iTraxx LevX Subordinated Series 1 Version 15 iTraxx LevX Subordinated Series 1 Version 14 iTraxx LevX Subordinated Series 1 Version 13 iTraxx LevX Subordinated Series 1 Version 12 iTraxx LevX Subordinated Series 1 Version 11 iTraxx LevX Subordinated Series 1 Version 10 iTraxx LevX Subordinated Series 1 Version 9 iTraxx LevX Subordinated Series 1 Version 8 iTraxx LevX Subordinated Series 1 Version 7 iTraxx LevX Subordinated Series 1 Version 6 iTraxx LevX Subordinated Series 1 Version 5 iTraxx LevX Subordinated Series 1 Version 4 iTraxx LevX Subordinated Series 1 Version 3 iTraxx LevX Subordinated Series 1 Version 2 iTraxx LevX Subordinated Series 1 Version 1 Confidential. Copyright © 2011, Markit Group Limited. All rights reserved. www.markit.com Annex Date Series Version Currency Index Factor 27-Feb-09 2 6 EUR 0.9332 14-Jan-09 2 5 EUR 0.9466 12-Jan-09 2 4 EUR 0.96 31-Dec-08 2 3 EUR 0.9732 30-Oct-08 2 2 EUR 0.9866 14-Mar-08 2 1 EUR 1 8-Mar-11 1 18 EUR 0.5143 6-Dec-10 1 17 EUR 0.5248 13-May-10 1 16 EUR 0.57143 20-Apr-10 1 15 EUR 0.6 18-Nov-09 1 14 EUR 0.62857 7-Oct-09 1 13 EUR 0.65714 12-Jan-09 1 12 EUR 0.68571 22-Jul-08 1 11 EUR 0.71429 2-Jan-08 1 10 EUR 0.74286 18-Sep-07 1 9 EUR 0.77143 31-Jul-07 1 8 EUR 0.8 6-Jul-07 1 7 EUR 0.82857 29-May-07 1 6 EUR 0.85714 15-May-07 1 5 EUR 0.88571 11-May-07 1 4 EUR 0.91429 10-May-07 1 3 EUR 0.94286 12-Mar-07 1 2 EUR 0.97143 27-Oct-06 1 1 EUR 1 9-Sep-10 3 9 EUR 0.822 6-Aug-10 3 8 EUR 0.8444 27-Jul-10 3 7 EUR 0.8666 5-May-10 3 6 EUR 0.889 24-Feb-10 3 5 EUR 0.9112 14-Jan-09 3 4 EUR 0.9334 12-Jan-09 3 3 EUR 0.9556 31-Dec-08 3 2 EUR 0.9778 26-Sep-08 3 1 EUR 1 16-Feb-11 2 10 EUR 0.8 9-Sep-10 2 9 EUR 0.8222 6-Aug-10 2 8 EUR 0.8446 27-Jul-10 2 7 EUR 0.8668 5-May-10 2 6 EUR 0.889 24-Feb-10 2 5 EUR 0.9112 14-Jan-09 2 4 EUR 0.9334 12-Jan-09 2 3 EUR 0.9556 31-Dec-08 2 2 EUR 0.9778 14-Mar-08 2 1 EUR 1 6-Dec-10 1 23 EUR 0.3715 18-Nov-10 1 22 EUR 0.4 8-Jun-10 1 21 EUR 0.4286 13-May-10 1 20 EUR 0.457214 5-Feb-10 1 19 EUR 0.48571 18-Nov-09 1 18 EUR 0.51429 10-Feb-09 1 17 EUR 0.54286 14-Jan-09 1 16 EUR 0.57143 12-Jan-09 1 15 EUR 0.6 2-Jan-08 1 14 EUR 0.62857 6-Aug-07 1 13 EUR 0.65714 31-Jul-07 1 12 EUR 0.68571 18-Jul-07 1 11 EUR 0.71429 6-Jul-07 1 10 EUR 0.74286 14-Jun-07 1 9 EUR 0.77143 16-May-07 1 8 EUR 0.8 16-May-07 1 7 EUR 0.82857 20-Apr-07 1 6 EUR 0.85714 19-Apr-07 1 5 EUR 0.88571 2-Apr-07 1 4 EUR 0.91429 2-Apr-07 1 3 EUR 0.94286 2-Apr-07 1 2 EUR 0.97143 10-Nov-06 1 1 EUR 1 RED Code 4ABCAJBI3 4ABCAJBG7 4ABCAJBE2 4ABCAJBB8 4ABCAJKL6 4ABCAJAK9 4ABCAJCH4 4ABCAJEJ8 4ABCAJEC3 4ABCAJEB5 4ABCAJBP7 4ABCAJBK8 4ABCAJBC6 4ABCAJAL7 4ABCAJAJ2 4ABCAJAI4 4ABCAJAH6 4ABCAJAG8 4ABCAJAF0 4ABCAJAE3 4ABCAJAD5 4ABCAJAC7 4ABCAJAB9 4ABCAJAA1 4ABCAKCD0 4ABCAKCB4 4ABCAKBY5 4ABCAKBU3 4ABCAKBS8 4ABCAKBN9 4ABCAKBK5 4ABCAKBG4 4ABCAKBA7 4ABCAKCG3 4ABCAKCC2 4ABCAKCA6 4ABCAKBX7 4ABCAKBT6 4ABCAKBR0 4ABCAKBM1 4ABCAKBJ8 4ABCAKBF6 4ABCAKAO8 4ABCAKCF5 4ABCAKCE8 4ABCAKBW9 4ABCAKBV1 4ABCAKBQ2 4ABCAKBP4 4ABCAKBO7 4ABCAKBL3 4ABCAKBI0 4ABCAKAN0 4ABCAKAM2 4ABCAKAL4 4ABCAKAK6 4ABCAKAJ9 4ABCAKAI3 4ABCAKAH3 4ABCAKAG5 4ABCAKAF7 4ABCAKAE0 4ABCAKAD2 4ABCAKAC4 4ABCAKAB6 4ABCAKAA8