Markit Credit Research

09/09/2011

Markit News: Biggest Credit Movers

Markit iTraxx and CDX
Index Markit iTraxx Europe Series 15 Markit iTraxx Europe Crossover Series 15 Markit iTraxx Europe HiVol Series 15 Markit CDX.NA.IG.16 Markit CDX.NA.HY.16 Markit CDX.NA.IG.HVOL.16 Markit CDX.EM.15 Spread 187.86 757.29 279.70 131.60 732.65 215.11 308.87 Daily Chg Daily Chg Weekly Chg Monthly Chg (%) (bps) (bps) (bps) 8.40% 6.03% 7.54% 5.56% 7.59% 1.90% 7.21% 1.16% -0.76% 14.55 43.10 19.60 6.93 51.71 4.02 20.78 1.75 -1.21 23.07 63.43 30.37 10.59 62.89 12.45 28.00 7.94 6.79 37.79 129.09 50.70 16.28 80.01 15.77 34.39 11.75 -0.50

Markit iTraxx Japan Series Number 152.50 15 Markit iTraxx Asia ex-Japan IG Series Number 15 158.58

Markit iTraxx SovX

Index Markit iTraxx SovX CEEMEA Series 5 Markit iTraxx SovX Western Europe Series 5 Markit iTraxx SovX Global Liquid Investment Grade Series 5 Markit iTraxx SovX G7 Series 5 Markit iTraxx SovX BRIC Series 5 Markit iTraxx SovX Asia Pacific Series 5 Spread 273.00 335.90 211.68 151.17 163.34 146.13 Daily Chg Daily Chg Weekly Chg Monthly Chg (%) (bps) (bps) (bps) 6.36% 4.16% 5.55% 6.26% 6.37% -0.68% 16.33 13.40 11.13 8.91 9.79 -1.00 15.73 26.06 15.86 14.08 13.62 5.50 3.50 52.81 22.81 21.27 11.12 -8.37

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Markit iBoxx
Index 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 Europe RMBS Index EUR Markit iBoxx GEMX USD Current Index Value 207.58 205.56 179.57 173.90 173.80 232.23 161.25 228.99 97.13 95.56 126.20 Asset Swap Margin 232.12 73.19 642.72 100.95 78.02 59.57 Return YTD 7.77% 7.56% 1.63% 3.73% 3.93% 8.44% 7.13% 10.32% -0.13% -0.88% 3.61% Daily Return 0.05% 0.21% -0.21% 0.21% 0.18% 0.71% -0.06% -0.22% 0.30% 0.31% -1.17%

Sovereign Credit Improvement

Ticker VIETNM PHILIP AUSTLA NORWAY CHINAHongKong Name Socialist Rep Vietnam Rep Philippines Comwlth Aust Kdom Norway Hong Kong Spl Admin Region 5Y Today 387 169 72 47 81 Daily Daily Chg Weekly Chg Monthly Chg Chg (%) (bps) (bps) (bps) -1.8% -1.3% -0.8% -0.8% -0.7% -7 -2 -1 0 -1 -4 4 1 1 2 -21 -4 -14 6 2

09/09/2011

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Sovereign Credit Deterioration

Ticker Name 5Y Today 3188 139 122 167 162 Daily Chg (%) 17.2% 8.5% 8.4% 8.2% 8.2% Daily Chg (bps) 468 11 9 13 12 Weekly Chg (bps) 961 10 13 16 15 Monthly Chg (bps) 1457 16 1 19 19

GREECE Hellenic Rep AUST CZECH COLOM Rep Austria Czech Rep Rep Colombia

PANAMA Rep Panama

G7 Industrialised Countries CDS

Ticker Name ITALY Rep Italy DBR FRTR UKIN Fed Rep Germany French Rep Utd Kdom Gt Britn & Nthn Irlnd 5Y Daily Chg Today (%) 467 84 180 80 110 51 7.7% 5.5% 5.4% 5.3% 2.2% 1.5% Daily Chg (bps) 33 4 9 4 2 1 Weekly Chg (bps) 68 6 9 4 6 -1 Monthly Chg (bps) 115 4 27 1 1 -1

JAPAN Japan USGB Utd Sts Amer

Corporate Credit Improvement

North America
Ticker DPL RIOALC TIN Name DPL Inc Rio Tinto Alcan Inc Temple Inland Inc 5Y Daily Chg Today (%) 216 20 107 184 76 -2.7% -1.9% -1.2% -0.7% -0.6% Daily Chg (bps) -6 0 -1 -1 0 Weekly Chg (bps) -4 1 -57 5 3 Monthly Chg (bps) 6 -2 -48 -6 7

PACKAM Packaging Corp Amer POT Potash Corp Sask Inc

09/09/2011

Markit Credit Research

Europe
Daily Chg (bps) -5 -2

Ticker SECURI CTSGL

Name Securitas AB COLT Tech SERVICES GROUP Ltd Man Gp plc ISS Glob A S PILKINGTON GROUP Ltd

5Y Daily Today Chg (%) 156 192 -2.9% -1.0%

Weekly Chg (bps) -6 2

Monthly Chg (bps) 29 6

EMGLN ISSASGlobal NIPSHGPILKING

305 426 34

-0.8% -0.8% -0.4%

-3 -3 0

-37 7 0

-22 50 2

Asia
Ticker TOPPAN RESONABank NPG NTTDCM MITSCO Name Toppan Prtg Co Ltd Resona Bk Ltd Nippon Paper Group Inc NTT Docomo Inc Mitsui & Co Ltd 5Y Daily Chg Today (%) 51 161 152 53 77 -5.9% -3.4% -2.4% -1.9% -1.9% Daily Chg (bps) -3 -6 -4 -1 -1 Weekly Chg (bps) -2 -3 19 -1 1 Monthly Chg (bps) 6 -11 23 -1 3

Corporate Credit Deterioration

North America
Ticker CCU DRI CESEOP GS ATTINCML Name Clear Channel Comms Inc Darden Restaurants Inc Caesars Entmt Oper Co Inc Goldman Sachs Gp Inc AT&T Mobility LLC 5Y Daily Chg Today (%) 3290 127 2132 252 26 15.7% 12.3% 11.1% 9.9% 9.6% Daily Chg (bps) 447 14 212 23 2 Weekly Chg (bps) 480 18 473 29 3 Monthly Chg (bps) 911 -1 562 52 1

09/09/2011

Markit Credit Research

Europe

Ticker

Name

5Y Daily Chg Today (%) 249 251 680 1638 206 25.0% 18.0% 17.6% 17.2% 16.8%

Daily Chg (bps) 50 38 102 240 30

Weekly Chg (bps) 69 58 195 626 35

Monthly Chg (bps) 110 56 228 793 43

PAUTO Porsche Automobil Hldg SE METSO Metso Corp EDP OTE LIFP EDP Energias de Portugal SA Hellenic Telecom Org SA Klepierre

Asia

Ticker EIBC HYSAN

Name Expt Import Bk of China Hysan Dev Co Ltd

5Y Daily Chg Today (%) 237 140 182 267 129 6.1% 5.5% 3.1% 3.0% 3.0%

Daily Chg (bps) 14 7 5 8 4

Weekly Chg (bps) 25 19 12 -4 7

Monthly Chg (bps) 27 6 25 56 2

KANSEL Kansai Elec Pwr Co Inc RENSEL Renesas Electrs Corp MISCBH MISC BHD

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

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09/09/2011