Credit Markets Update - April 2nd 2013

Markit Credit Research
01/04/2013
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 90.01 428.56 189.23 272.51 113.85 -0.88% -0.57% -0.85% 2.27% -0.01% -0.80 -2.47 -1.62 6.04 -0.01 -0.86 16.42 6.08 -1.12
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 9 113.60 0.17% 0.20 7.05
90.93 124.63
0.21% 0.17%
0.19 0.22
3.81 4.25
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 Asia Markit iBoxx Global Inflation-Linked Index All USD Markit iBoxx GEMX USD
234.30 216.84 218.44 171.08 248.01 137.10
160.03 54.29 434.35
-0.35% -0.02% 2.23% 0.39% -0.01 0.36%
0.15% 0.10% 0.05% -0.08% 0.00 0.10%
Markit Structured Finance Indices

Name Price Daily Chg (%) Daily Chg (Price) Weekly Chg (Price) Monthly Chg (Price)
Markit ABX.HE.AAA.07-2 Markit PRIMEX.ARM.1 Markit CMBX.NA.BB.6 Markit MBX.FN30.650.67 Markit IOS.FN30.350.10
52.40 110.44 92.18 113.09 16.11
140.00% -11.00% -59.00% -15.00% -106.00%
0.73 -0.12 -0.54 -0.17 -0.17
0.53 0.05 -1.39 -0.03 -0.31
1.40 0.59 -0.21 -0.03 1.17
Sovereign Credit Improvement

Ticker Name 5Y Today Daily Chg (%) Daily Chg (bps) Weekly Chg (bps) Monthly Chg (bps)
EGYPT THAI MALAYS INDON CHINA
Arab Rep Egypt Kdom Thailand Malaysia Rep Indonesia Peoples Rep China
669 98 88 162 73
-0.4% -0.3% -0.2% -0.1% -0.1%
-3 0 0 0 0
8 6 4 13 7
61 7 10 22 7
01/04/2013
Sovereign Credit Deterioration

CYPRUS ARGENT CHINAHongKong JAPAN MEX
Rep Cyprus Argentine Rep Hong Kong Spl Admin Region Japan Utd Mexican Sts
1250 3159 47
4.1% 1.8% 1.6%
50 55 1
367 202 3
527 652 2
74 99
1.5% 1.4%
1 1
3 5
5 -3
G7 Industrialised Countries CDS

JAPAN Japan USGB DBR UKIN ITALY FRTR Utd Sts Amer Fed Rep Germany Utd Kdom Gt Britn & Nthn Irlnd Rep Italy French Rep
74 36 37 46 305 83
1.5% 0.0% 0.0% 0.0% 0.0% 0.0%
1 0 0 0 0 0
3 0 0 1 17 4
5 -1 -2 -1 18 6
Corporate Credit Improvement

North America
ERACUSA HMA AYEEnergySupp DE TOY
ERAC USA Fin LLC Health Mgmt Assoc Inc Allegheny Engy Supp Co LLC Deere & Co TOYS R US INC
81 319 143
-3.1% -2.8% -2.1%
-3 -9 -3
-1 0 -4
-1 -2 -19
36 823
-2.0% -1.6%
-1 -13
-1 -1
0 -20
01/04/2013
Europe
HBOS CAWILD BANCIT BPESP
HBOS Plc CABLE WIRELESS LTD Bca ITALEASE SPA Bco Pop Espanol
75 317 312 501 469
-3.5% -2.5% -2.3% -0.7% -0.7%
-3 -8 -7 -4 -3
0 7 -7 69 47
4 10 16 90 73
BANSAB Bco de Sabadell S A
Asia
OSAKAG SOFTBK MITELC BSTONE KEIOC
Osaka Gas Co Ltd Softbank Corp Mitsubishi Elec Corp Bridgestone Corp Keio Corp
31 153 44 31 34
-8.8% -5.3% -5.1% -4.6% -3.6%
-3 -9 -2 -1 -1
-3 -4 -2 -1 -1
-1 -26 -1 -4 -4
Corporate Credit Deterioration

North America
EFHC AGO-AGC
Energy Future Hldgs Corp Assur Gty Corp
1148 412 390 116 2222
6.5% 4.3% 4.2% 3.6% 3.0%
70 17 16 4 65
72 21 21 11 151
-92 -25 47 4 -76
DEXBB-AGM Assur Gty Mun Corp C MBI-InsCorp Citigroup Inc MBIA Ins Corp
01/04/2013
Europe
ACE
ACE Ltd
37 639 101 74 138
2.0% 0.7% 0.5% 0.5% 0.4%
1 5 1 0 1
1 6 4 1 5
-1 -16 -2 3 3
WINDAQ Wind Acquisition Fin SA EDF TYCL ADO Electricite de France Tyco Intl Ltd Adecco S A
Asia
EJRAIL TAISHO
East Japan Rwy Co Mitsui Sumitomo Ins Co Ltd
32 38 33 72 85
6.2% 4.8% 4.7% 4.4% 2.6%
2 2 1 3 2
3 2 2 -1 2
-2 -1 0 -13 -27
NTTDCM NTT Docomo Inc TOBRAI NANKAI Tobu Rwy Co Ltd Nankai Elec Rwy Co Ltd
* Data for some of the Indices is missing due to holiday in UK as of 01 April13. This also includes states, municipalities, supranational and other government, but non-sovereign, entities.
For further information, please visit www.markit.com
01/04/2013

Credit Markets Update - April 2nd 2013

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Credit Markets Update - April 2nd 2013

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Formats disponibles

Markit Credit Research

News & Commentary

Markit iTraxx SovX

Markit Credit Research

234.30 216.84 218.44 171.08 248.01 137.10

160.03 54.29 434.35

-0.35% -0.02% 2.23% 0.39% -0.01 0.36%

0.15% 0.10% 0.05% -0.08% 0.00 0.10%

Markit Structured Finance Indices

52.40 110.44 92.18 113.09 16.11

140.00% -11.00% -59.00% -15.00% -106.00%

0.73 -0.12 -0.54 -0.17 -0.17

0.53 0.05 -1.39 -0.03 -0.31

1.40 0.59 -0.21 -0.03 1.17

Sovereign Credit Improvement

EGYPT THAI MALAYS INDON CHINA

-0.4% -0.3% -0.2% -0.1% -0.1%

Markit Credit Research

Sovereign Credit Deterioration

CYPRUS ARGENT CHINAHongKong JAPAN MEX

4.1% 1.8% 1.6%

G7 Industrialised Countries CDS

1.5% 0.0% 0.0% 0.0% 0.0% 0.0%

Corporate Credit Improvement

ERACUSA HMA AYEEnergySupp DE TOY

-3.1% -2.8% -2.1%

Markit Credit Research

HBOS CAWILD BANCIT BPESP

75 317 312 501 469

-3.5% -2.5% -2.3% -0.7% -0.7%

BANSAB Bco de Sabadell S A

OSAKAG SOFTBK MITELC BSTONE KEIOC

-8.8% -5.3% -5.1% -4.6% -3.6%

Corporate Credit Deterioration

Energy Future Hldgs Corp Assur Gty Corp

1148 412 390 116 2222

6.5% 4.3% 4.2% 3.6% 3.0%

-92 -25 47 4 -76

Markit Credit Research

37 639 101 74 138

2.0% 0.7% 0.5% 0.5% 0.4%

East Japan Rwy Co Mitsui Sumitomo Ins Co Ltd

6.2% 4.8% 4.7% 4.4% 2.6%

For further information, please visit www.markit.com

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