credit markets update - march 27 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 19 123.12 0.66% 0.81 23.12

Markit iTraxx Europe Crossover Series 19 482.07 0.26% 1.24

Markit iTraxx Europe HiVol Series 19 176.34 -0.07% -0.12 76.34

Markit CDX.NA.IG.20 90.41 -0.79% -0.72

Markit CDX.NA.HY.19 394.54 -1.48% -5.91 -9.13 -51.55

Markit CDX.NA.IG.HVOL.20 185.91 -2.20% -4.18

Markit CDX.EM.19 259.19 1.21% 3.10

Markit iTraxx Japan Series Number 19 110.17 2.23% 2.40

Markit iTraxx Asia ex-Japan IG Series Number 19

119.00 1.75% 2.05

Markit iTraxx SovX

Index Spread Daily Chg

(%) Daily Chg

(bps) Weekly Chg

(bps) Monthly Chg

(bps)

Markit iTraxx SovX CEEMEA Series 9 0.00 0.00%

Markit iTraxx SovX Western Europe Series 8 102.71 1.19% 1.21 -0.07 -2.42

Markit iTraxx SovX Global Liquid Investment Grade Series 9

108.11 1.46% 1.56

Markit iTraxx SovX G7 Series 9 87.21 0.11% 0.10

Markit iTraxx SovX BRIC Series 9 121.08 0.58% 0.70

Markit iTraxx SovX Asia Pacific Series 9

Markit Credit Research

26/03/2013


2 26/03/2013

Markit iBoxx

Index Current Index Value Asset Swap Margin Return YTD Daily Return

Markit iBoxx USD Liquid Investment Grade Index 233.44 158.17 -0.72% -0.09%

Markit iBoxx USD Overall 216.24 53.3 -0.30% 0.01%

Markit iBoxx USD Liquid High Yield Index 218.2 432.59 2.12% -0.06%

Markit iBoxx EUR Overall 193.65 92.67 0.58% -0.06%

Markit iBoxx EUR Sovereigns 192.69 96.24 0.44% -0.08%

Markit iBoxx GBP Overall 259.41 49.2 0.89% 0.18%

Markit iBoxx Asia 170.93 0.31% 0.01%

Markit iBoxx Global Inflation-Linked Index All USD 246.76 -1.32% 0.18%

Markit iBoxx GEMX USD 136.78 0.13% 0.08%

Markit Structured Finance Indices

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

Makit ABX.HE.PENAAA.07-2 59.88 42.00% 0.25 0.42 4.00

Markit PRIMEX.FRM.1 110.59 3.00% 0.03 0.05 0.54

Markit CMBX.NA.AJ.2 85.81 65.00% 0.55 0.19 2.07

Markit MBX.FN30.350.10 104.84 -6.00% -0.06 -0.19 -0.14

Markit IOS.FN30.350.10 16.45 19.00% 0.03 0.22 1.69

Sovereign Credit Improvement

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

AUST Rep Austria 42 -1.9% -1 1 -2

RUSSIA Russian Fedn 158 -1.3% -2 10 4

TURKEY Rep Turkey 142 -1.3% -2 4 -4

IRELND Rep Irlnd 183 -1.2% -2 3 3

ICELND Rep Iceland 162 -0.8% -1 -3 -8


3 26/03/2013

Sovereign Credit Deterioration


SLOVEN Rep Slovenia 326 10.4% 31 81 66

INDON Rep Indonesia 157 5.2% 8 24 17

CHINA Peoples Rep China 69 4.9% 3 8 3

ARGENT Argentine Rep 3039 2.8% 82 299 882

NETHRS Kdom Neth 56 2.5% 1 5 2

G7 Industrialised Countries CDS


JAPAN Japan 72 1.9% 1 5 0

FRTR French Rep 80 0.6% 1 9 -1

DBR Fed Rep Germany 37 0.1% 0 2 -5

USGB Utd Sts Amer 37 0.0% 0 0 -2

UKIN Utd Kdom Gt Britn & Nthn Irlnd 45 -0.3% 0 1 -4

ITALY Rep Italy 287 -0.5% -1 -9 -4

Corporate Credit Improvement†

North America


CAH Cardinal Health Inc 64 -3.7% -2 6 11

XTO XTO Engy Inc 15 -3.4% -1 0 -2

TXT TEXTRON INC 120 -3.2% -4 -2 -8

FCX Freeport McMoran Copper & Gold Inc 156 -2.5% -4 9 7

R Ryder Sys Inc 102 -2.2% -2 -3 -6


4 26/03/2013

Europe

Ticker Name 5Y

Today Daily Chg

(%) Daily Chg

(bps) Weekly Chg

(bps) Monthly Chg

(bps)

TMSNRP-TRGL

THOMSON REUTERS GROUP Ltd

37 -3.5% -1 -1 -2

VDR Vedanta Res PLC 434 -2.2% -10 -30 -25

ACE ACE Ltd 35 -2.2% -1 1 -5

GENP Rallye 475 -2.0% -10 0 -43

CODSA-Fin CODERE Fin LUXEMBOURG SA

1833 -1.4% -25 -12 140

Asia


ISETAMI Isetan Mitsukoshi Ltd 57 -8.0% -5 -1 -3

TOBRAI Tobu Rwy Co Ltd 69 -5.0% -4 -6 -18

C-JHC Citigroup Japan Hldgs Corp 118 -5.0% -6 -11 -13

TOPPAN Toppan Prtg Co Ltd 39 -5.0% -2 -2 -7

OSAKAG Osaka Gas Co Ltd 33 -3.9% -1 -1 2

Corporate Credit Deterioration†

North America


ORAMR Oracle America Inc 21 7.0% 1 0 0

LIFUNG Li & Fung Ltd 146 3.9% 5 7 15

NMG Neiman Marcus Gp Inc 229 3.3% 7 20 -23

BOL Bausch & Lomb Inc 139 2.8% 4 8 51

CTX CENTEX CORP 65 2.6% 2 3 -7


5 26/03/2013

Europe


BPESP Bco Pop Espanol 465 7.5% 33 33 47

ASSGEN Assicurazioni Generali S p A 325 7.1% 21 52 80

BFCM Bqe Federative Du Cr Mutuel 164 5.8% 9 19 17

SANUK SANTANDER UK PLC 173 5.1% 8 5 10

CSGAG Credit Suisse Gp Ltd 113 5.0% 5 18 14

Asia


KTG KT&G Co Ltd 76 11.9% 8 8 6

FUJITS Fujitsu Ltd 77 11.9% 8 13 4

SNE Sony Corp 199 10.0% 18 27 -23

SANYO SANYO Elec Co Ltd 132 9.8% 12 34 -7

JFEHLD-JFE JFE Stl Corp 107 9.6% 9 16 -7

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

entities.

For further information, please visit www.markit.com

http://www.markit.com/

credit markets update - march 27 2013

Documents