Markit Credit Research

04/04/2013

News & Commentary

Credit
Biggest Credit Movers Markit iTraxx and CDX
Index Spread Daily Chg (%) Daily Chg (bps) Weekly Chg (bps) Monthly Chg (bps)

Markit iTraxx Europe Series 19 Markit iTraxx Europe Crossover Series 19 Markit iTraxx Europe HiVol Series 19 Markit CDX.NA.IG.20 Markit CDX.NA.HY.20 Markit CDX.NA.IG.HVOL.20 Markit CDX.EM.19 Markit iTraxx Japan Series Number 19 Markit iTraxx Asia ex-Japan IG Series Number 19

120.32 479.38 177.75 88.02 425.95 185.53 258.91 105.50 120.00

-0.34% 0.89% -0.25% -1.38% -0.79% -1.27% -1.82% -4.95% -0.05%

-0.41 4.23 -0.44 -1.23 -3.40 -2.38 -4.80 -5.50 -0.06

-5.27 -6.22 -5.67 -2.79 -5.08 -5.32 -7.56 -6.39 -2.00

Markit iTraxx SovX

Index Spread Daily Chg (%) Daily Chg (bps) Weekly Chg (bps) Monthly Chg (bps)

Markit iTraxx SovX CEEMEA Series 9 Markit iTraxx SovX Western Europe Series 8 Markit iTraxx SovX Global Liquid Investment Grade Series 9 Markit iTraxx SovX G7 Series 9 Markit iTraxx SovX BRIC Series 9 Markit iTraxx SovX Asia Pacific Series 9

206.75 103.72 110.21

-0.36% 0.33% -0.85%

-0.75 0.34 -0.94

5.29 -1.50 -3.16 4.92

88.27 120.49

-0.56% -1.87%

-0.50 -2.29

-2.44 -3.95

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Markit iBoxx
Index Current Index Value Asset Swap Margin Return YTD Daily Return

Markit iBoxx USD Liquid Investment Grade Index Markit iBoxx USD Overall Markit iBoxx USD Liquid High Yield Index Markit iBoxx EUR Overall Markit iBoxx EUR Sovereigns Markit iBoxx GBP Overall Markit iBoxx Asia Markit iBoxx Global Inflation-Linked Index All USD Markit iBoxx Europe ABS Index EUR Markit iBoxx RMBS Index EUR Markit iBoxx GEMX USD

236.12 217.85 218.75 194.48 193.68 261.04 171.11 250.52 110.52 109.76 137.47

159.44 53.93 440.72 92.67 95.80 48.85

0.42% 0.45% 2.38% 1.01% 0.95% 1.52% 0.41% 0.18% 0.54% 0.47% 0.64%

0.45% 0.28% -0.02% 0.25% 0.28% 0.35% -0.11% 0.80% 0.05% 0.05% 0.37%

Markit Structured Finance Indices

Name Price Daily Chg (%) Daily Chg (Price) Weekly Chg (Price) Monthly Chg (Price)

Markit ABX.HE.A.07-1 Markit PRIMEX.ARM.1 Markit CMBX.NA.A.6 Markit MBX.FN30.300.12 Markit IOS.FN30.400.09

4.33 110.45 98.25 103.98 12.55

406.00% 1.00% -30.00% 47.00% -508.00%

0.17 0.01 -0.30 0.48 -0.67

0.16 -0.11 -0.46 0.86 -1.27

0.17 0.63 -1.97 1.34 -1.00

Sovereign Credit Improvement

Ticker Name 5Y Today Daily Chg (%) Daily Chg (bps) Weekly Chg (bps) Monthly Chg (bps)

ARGENT CYPRUS HUNGAA ESTONI RUSSIA

Argentine Rep Rep Cyprus Hungary Rep Estonia Russian Fedn

2558 973 355 61 155

-7.4% -3.9% -3.6% -3.5% -3.1%

-205 -40 -13 -2 -5

-550 -51 -33 -2 -8

21 319 52 0 14

04/04/2013

Markit Credit Research

Sovereign Credit Deterioration

Ticker Name 5Y Today Daily Chg (%) Daily Chg (bps) Weekly Chg (bps) Monthly Chg (bps)

LEBAN ISRAEL KOREA CHINA ICELND

Lebanese Rep St Israel Rep Korea Peoples Rep China Rep Iceland

442 127 83 73 154

3.1% 1.2% 1.0% 0.7% 0.5%

13 2 1 1 1

15 0 6 0 -3

25 4 20 13 -14

G7 Industrialised Countries CDS

Ticker Name 5Y Today Daily Chg (%) Daily Chg (bps) Weekly Chg (bps) Monthly Chg (bps)

UKIN FRTR DBR ITALY

Utd Kdom Gt Britn & Nthn Irlnd French Rep Fed Rep Germany Rep Italy

46 82 37 289 75

0.4% -0.1% -0.5% -0.6% -1.7%

0 0 0 -2 -1

0 -1 -1 -16 2

0 8 0 24 13

JAPAN Japan

Corporate Credit Improvement

North America
Ticker Name 5Y Today Daily Chg (%) Daily Chg (bps) Weekly Chg (bps) Monthly Chg (bps)

EXC

Exelon Corp

65 1028 141 34 136

-6.8% -6.2% -4.4% -4.1% -4.0%

-5 -67 -6 -1 -6

-8 -58 -9 -1 -8

-10 -140 -10 -5 5

EFHC Energy Future Hldgs Corp FE AEP ARW FirstEnergy Corp Amern Elec Pwr Co Inc Arrow Electrs Inc

04/04/2013

Markit Credit Research

Europe
Ticker Name 5Y Today Daily Chg (%) Daily Chg (bps) Weekly Chg (bps) Monthly Chg (bps)

ITV ANBUS TIIMN HSBC

ITV Plc Anheuser Busch InBev NV Telecom Italia SpA HSBC Hldgs plc

143 63 354 115 1661

-7.2% -4.6% -4.5% -4.3% -3.8%

-11 -3 -17 -5 -66

-19 -4 -29 -7 -188

-22 -1 8 24 44

CODSA-Fin CODERE Fin LUXEMBOURG SA

Asia
Ticker Name 5Y Today Daily Chg (%) Daily Chg (bps) Weekly Chg (bps) Monthly Chg (bps)

EBARA NIPYU SANYO PC

Ebara Corp Nippon Yusen Kabushiki Kaisha SANYO Elec Co Ltd Panasonic Corp

170 118 147 146 131

-24.0% -6.3% -6.1% -6.0% -5.6%

-54 -8 -10 -9 -8

-84 -7 -8 -7 -8

-81 13 30 37 -4

NECORP NEC Corp

Corporate Credit Deterioration

North America
Ticker Name 5Y Today Daily Chg (%) Daily Chg (bps) Weekly Chg (bps) Monthly Chg (bps)

YRCWWI YRC Worldwide Inc MMC CIN HMA CESENT Marsh & Mclennan Cos Inc CINergy Corp Health Mgmt Assoc Inc Caesars Entmt Corp

3555 58 22 325 2490

5.0% 4.8% 4.6% 3.3% 2.4%

171 3 1 10 58

167 3 1 8 64

-1298 9 0 0 142

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Markit Credit Research

Europe
Ticker Name 5Y Today Daily Chg (%) Daily Chg (bps) Weekly Chg (bps) Monthly Chg (bps)

BMW RFIAG DAMLR

Bay Motoren Werke AG Raiffeisen Bk Intl AG Daimler AG

84 161 94 111 89

3.0% 2.5% 2.3% 1.9% 1.7%

2 4 2 2 1

3 -4 3 -3 4

11 13 9 26 12

HSBC-HSBCBank HSBC Bk plc VW Volkswagen AG

Asia
Ticker Name 5Y Today Daily Chg (%) Daily Chg (bps) Weekly Chg (bps) Monthly Chg (bps)

TEIJIN NATAG

Teijin Ltd Natl Agric Coop Federa

47 100 275 135 51

5.4% 4.8% 3.9% 3.7% 3.1%

2 5 10 5 2

0 6 13 0 3

-8 19 75 6 6

MITTOA Mitsui Chems Inc IHIC IHI Corp

MITSRE Mitsui Fudosan Co Ltd

This also includes states, municipalities, supranational and other government, but non-sovereign, entities.

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04/04/2013