REFERENCE ENTITY MATURITY ATTACHMENT
POINT
EXHAUSTION
POINT
AVERAGE
DAILY
NOTIONAL
(USD EQ)
AVERAGE
DAILY
CONTRACTS
DOW JONES CDX.NA.HY.7 5Y 15 25 1,381,806 0-1
DOW JONES CDX.NA.HY.7 5Y 25 35 931,017 0-1
           
DOW JONES CDX.NA.HY.7 7Y 15 25 740,492 0-1
DOW JONES CDX.NA.HY.7 7Y 25 35 1,430,000 0-1
           
CDX.NA.HY.8 5Y 10 15 7,321,936 0-1
CDX.NA.HY.8 5Y 15 25 15,297,333 0-1
CDX.NA.HY.8 5Y 25 35 8,277,816 0-1
CDX.NA.HY.8 5Y 35 100 10,483,554 0-1
           
CDX.NA.HY.8 7Y 10 15 1,147,700 0-1
CDX.NA.HY.8 7Y 15 25 1,998,536 0-1
CDX.NA.HY.8 7Y 25 35 930,043 0-1
CDX.NA.HY.8 7Y 35 100 6,747,004 0-1
           
CDX.NA.HY.9 5Y 10 15 22,887,378 1
CDX.NA.HY.9 5Y 15 25 19,736,725 0-1
CDX.NA.HY.9 5Y 25 35 11,124,904 0-1
CDX.NA.HY.9 5Y 35 100 41,629,283 0-1
           
CDX.NA.HY.9 3Y 10 15 3,148,000 0-1
CDX.NA.HY.9 3Y 15 25 530,000 0-1
           
CDX.NA.HY.9 7Y 10 15 1,560,000 0-1
CDX.NA.HY.9 7Y 15 25 1,482,563 0-1
CDX.NA.HY.9 7Y 25 35 1,338,334 0-1
           
CDX.NA.HY.10 5Y 10 15 17,726,000 1
CDX.NA.HY.10 5Y 15 25 20,217,968 1
CDX.NA.HY.10 5Y 25 35 15,229,276 0-1
CDX.NA.HY.10 5Y 35 100 53,014,060 0-1
           
CDX.NA.HY.10 7Y 10 15 17,490,685 0-1
CDX.NA.HY.10 7Y 15 25 6,473,975 0-1
CDX.NA.HY.10 7Y 25 35 3,112,000 0-1
CDX.NA.HY.10 7Y 35 100 11,430,000 0-1
           
CDX.NA.HY.10 3Y 10 15 12,959,550 1
CDX.NA.HY.10 3Y 15 25 3,964,000 0-1
CDX.NA.HY.10 3Y 25 35 770,000 0-1
CDX.NA.HY.10 3Y 35 100 2,280,151 0-1
           
CDX.NA.HY.11 3Y 10 15 40,956,522 3
CDX.NA.HY.11 3Y 15 25 3,480,000 0-1
CDX.NA.HY.11 3Y 25 35 655,000 0-1
CDX.NA.HY.11 3Y 35 100 4,223,344 0-1
           
CDX.NA.HY.11 5Y 10 15 8,975,354 0-1
CDX.NA.HY.11 5Y 15 25 6,528,400 0-1
CDX.NA.HY.11 5Y 25 35 4,035,000 0-1
CDX.NA.HY.11 5Y 35 100 6,221,795 0-1
           
CDX.NA.HY.11 7Y 10 15 484,000 0-1
           
CDX.NA.HY.15 5Y 0 15 9,131,994 0-1
CDX.NA.HY.15 5Y 15 25 5,497,910 0-1
CDX.NA.HY.15 5Y 25 35 12,487,138 0-1
CDX.NA.HY.15 5Y 35 100 33,981,511 0-1
           
CDX.NA.HY.15 3Y 0 15 10,666,209 1
CDX.NA.HY.15 3Y 15 25 4,670,257 0-1
CDX.NA.HY.15 3Y 25 35 2,601,286 0-1
CDX.NA.HY.15 3Y 35 100 5,614,148 0-1
           
DOW JONES CDX.NA.IG.2 10Y 3 7 554,000 0-1
           
DOW JONES CDX.NA.IG.3 10Y 0 3 1,295,000 0-1
DOW JONES CDX.NA.IG.3 10Y 3 7 744,191 0-1
DOW JONES CDX.NA.IG.3 10Y 7 10 2,872,176 0-1
DOW JONES CDX.NA.IG.3 10Y 10 15 580,504 0-1
DOW JONES CDX.NA.IG.3 10Y 15 30 1,726,408 0-1
           
DOW JONES CDX.NA.IG.4 10Y 0 3 831,968 0-1
DOW JONES CDX.NA.IG.4 10Y 3 7 6,227,592 0-1
DOW JONES CDX.NA.IG.4 10Y 7 10 6,116,252 0-1
DOW JONES CDX.NA.IG.4 10Y 10 15 5,479,864 0-1
DOW JONES CDX.NA.IG.4 10Y 15 30 2,047,681 0-1
           
DOW JONES CDX.NA.IG.4 7Y 0 3 1,118,900 0-1
DOW JONES CDX.NA.IG.4 7Y 3 7 3,406,457 0-1
DOW JONES CDX.NA.IG.4 7Y 7 10 2,404,517 0-1
DOW JONES CDX.NA.IG.4 7Y 10 15 1,156,127 0-1
DOW JONES CDX.NA.IG.4 7Y 15 30 6,653,947 0-1
DOW JONES CDX.NA.IG.4 7Y 30 100 8,299,999 0-1
           
DOW JONES CDX.NA.IG.5 7Y 0 3 2,303,552 0-1
DOW JONES CDX.NA.IG.5 7Y 3 7 4,099,575 0-1
DOW JONES CDX.NA.IG.5 7Y 7 10 4,574,989 0-1
DOW JONES CDX.NA.IG.5 7Y 10 15 4,855,603 0-1
DOW JONES CDX.NA.IG.5 7Y 15 30 4,941,016 0-1
           
DOW JONES CDX.NA.IG.5 10Y 0 3 3,232,220 0-1
DOW JONES CDX.NA.IG.5 10Y 3 7 1,362,976 0-1
DOW JONES CDX.NA.IG.5 10Y 7 10 1,993,553 0-1
DOW JONES CDX.NA.IG.5 10Y 10 15 3,498,357 0-1
DOW JONES CDX.NA.IG.5 10Y 15 30 1,538,550 0-1
           
DOW JONES CDX.NA.IG.5 5Y 0 3 429,488 0-1
DOW JONES CDX.NA.IG.5 5Y 3 7 905,762 0-1
DOW JONES CDX.NA.IG.5 5Y 7 10 717,991 0-1
DOW JONES CDX.NA.IG.5 5Y 10 15 1,049,664 0-1
DOW JONES CDX.NA.IG.5 5Y 15 30 1,253,040 0-1
           
DOW JONES CDX.NA.IG.6 7Y 0 3 5,508,062 0-1
DOW JONES CDX.NA.IG.6 7Y 3 7 4,778,837 0-1
DOW JONES CDX.NA.IG.6 7Y 7 10 5,641,009 0-1
DOW JONES CDX.NA.IG.6 7Y 10 15 4,814,660 0-1
DOW JONES CDX.NA.IG.6 7Y 15 30 5,745,894 0-1
           
DOW JONES CDX.NA.IG.6 10Y 0 3 2,807,820 0-1
DOW JONES CDX.NA.IG.6 10Y 3 7 3,529,316 0-1
DOW JONES CDX.NA.IG.6 10Y 7 10 2,549,659 0-1
DOW JONES CDX.NA.IG.6 10Y 10 15 3,821,420 0-1
DOW JONES CDX.NA.IG.6 10Y 15 30 3,816,000 0-1
           
DOW JONES CDX.NA.IG.6 5Y 0 3 2,269,986 0-1
DOW JONES CDX.NA.IG.6 5Y 3 7 932,986 0-1
DOW JONES CDX.NA.IG.6 5Y 7 10 2,938,888 0-1
DOW JONES CDX.NA.IG.6 5Y 10 15 885,092 0-1
DOW JONES CDX.NA.IG.6 5Y 15 30 2,208,431 0-1
           
DOW JONES CDX.NA.IG.7 7Y 0 3 5,250,823 0-1
DOW JONES CDX.NA.IG.7 7Y 3 7 3,917,032 0-1
DOW JONES CDX.NA.IG.7 7Y 7 10 6,839,280 0-1
DOW JONES CDX.NA.IG.7 7Y 10 15 8,148,494 0-1
DOW JONES CDX.NA.IG.7 7Y 15 30 8,012,052 0-1
DOW JONES CDX.NA.IG.7 7Y 30 100 15,500,000 0-1
           
DOW JONES CDX.NA.IG.7 10Y 0 3 3,018,018 0-1
DOW JONES CDX.NA.IG.7 10Y 3 5 348,998 0-1
DOW JONES CDX.NA.IG.7 10Y 3 7 3,899,802 0-1
DOW JONES CDX.NA.IG.7 10Y 5 7 278,786 0-1
DOW JONES CDX.NA.IG.7 10Y 7 10 4,074,759 0-1
DOW JONES CDX.NA.IG.7 10Y 10 15 4,123,886 0-1
DOW JONES CDX.NA.IG.7 10Y 15 30 14,008,125 0-1
DOW JONES CDX.NA.IG.7 10Y 30 100 39,493,058 0-1
           
DOW JONES CDX.NA.IG.7 5Y 0 3 2,950,098 0-1
DOW JONES CDX.NA.IG.7 5Y 3 7 5,425,668 0-1
DOW JONES CDX.NA.IG.7 5Y 7 10 6,664,421 0-1
DOW JONES CDX.NA.IG.7 5Y 10 15 3,384,862 0-1
DOW JONES CDX.NA.IG.7 5Y 15 30 2,168,347 0-1
           
CDX.NA.IG.8 7Y 0 3 3,483,545 0-1
CDX.NA.IG.8 7Y 3 7 8,066,032 0-1
CDX.NA.IG.8 7Y 7 10 9,969,907 0-1
CDX.NA.IG.8 7Y 10 15 10,476,824 0-1
CDX.NA.IG.8 7Y 15 30 27,524,238 0-1
CDX.NA.IG.8 7Y 30 100 45,653,377 0-1
           
CDX.NA.IG.8 10Y 0 3 4,879,337 0-1
CDX.NA.IG.8 10Y 3 5 940,000 0-1
CDX.NA.IG.8 10Y 3 7 7,491,592 0-1
CDX.NA.IG.8 10Y 5 7 624,019 0-1
CDX.NA.IG.8 10Y 7 10 4,995,608 0-1
CDX.NA.IG.8 10Y 10 15 5,510,125 0-1
CDX.NA.IG.8 10Y 15 30 18,249,994 0-1
CDX.NA.IG.8 10Y 30 100 45,828,802 0-1
           
CDX.NA.IG.8 5Y 0 3 2,421,054 0-1
CDX.NA.IG.8 5Y 3 7 8,633,810 0-1
CDX.NA.IG.8 5Y 7 10 7,433,669 0-1
CDX.NA.IG.8 5Y 10 15 2,749,113 0-1
CDX.NA.IG.8 5Y 15 30 5,638,288 0-1
CDX.NA.IG.8 5Y 30 100 6,239,884 0-1
           
CDX.NA.IG.9 7Y 0 3 92,909,129 5
CDX.NA.IG.9 7Y 3 7 79,725,774 5
CDX.NA.IG.9 7Y 7 10 68,947,355 4
CDX.NA.IG.9 7Y 10 15 79,891,360 2
CDX.NA.IG.9 7Y 15 30 155,751,471 2
CDX.NA.IG.9 7Y 30 100 216,925,119 1
           
CDX.NA.IG.9 5Y 0 3 111,245,902 7
CDX.NA.IG.9 5Y 3 7 98,792,591 6
CDX.NA.IG.9 5Y 7 10 56,775,377 3
CDX.NA.IG.9 5Y 10 15 83,458,683 2
CDX.NA.IG.9 5Y 15 30 160,400,509 2
CDX.NA.IG.9 5Y 30 100 233,800,001 1
           
CDX.NA.IG.9 10Y 0 3 59,614,854 4
CDX.NA.IG.9 10Y 3 7 56,120,451 4
CDX.NA.IG.9 10Y 7 10 48,486,673 3
CDX.NA.IG.9 10Y 10 15 54,989,988 2
CDX.NA.IG.9 10Y 15 30 87,691,164 1
CDX.NA.IG.9 10Y 30 100 172,801,830 0-1
           
CDX.NA.IG.9 3Y 0 3 891,000 0-1
           
CDX.NA.IG.10 5Y 0 3 882,000 0-1
CDX.NA.IG.10 5Y 3 7 2,543,323 0-1
CDX.NA.IG.10 5Y 7 10 492,476 0-1
CDX.NA.IG.10 5Y 30 100 1,658,179 0-1
           
CDX.NA.IG.10 7Y 0 3 864,700 0-1
CDX.NA.IG.10 7Y 3 7 1,719,442 0-1
CDX.NA.IG.10 7Y 7 10 909,055 0-1
CDX.NA.IG.10 7Y 10 15 921,079 0-1
           
CDX.NA.IG.10 10Y 0 3 484,000 0-1
CDX.NA.IG.10 10Y 3 7 499,881 0-1
CDX.NA.IG.10 10Y 7 10 1,240,000 0-1
           
CDX.NA.IG.12 5Y 3 7 845,000 0-1
           
CDX.NA.IG.13 5Y 0 3 340,000 0-1
           
CDX.NA.IG.13 3Y 7 10 170,000 0-1
           
CDX.NA.IG.15 5Y 0 3 6,325,723 0-1
CDX.NA.IG.15 5Y 3 7 3,726,768 0-1
CDX.NA.IG.15 5Y 7 15 4,372,990 0-1
CDX.NA.IG.15 5Y 15 100 13,850,920 0-1
           
CDX.NA.IG.15 3Y 0 3 3,054,662 0-1
CDX.NA.IG.15 3Y 3 7 2,316,720 0-1
CDX.NA.IG.15 3Y 7 15 1,254,019 0-1
CDX.NA.IG.15 3Y 15 100 5,016,077 0-1
           
CDX.NA.IG.15 7Y 0 3 1,032,258 0-1
           
CDX.NA.IG.17 5Y 0 3 6,141,667 0-1
CDX.NA.IG.17 5Y 3 7 7,666,667 0-1
           
ITRAXX EUROPE CROSSOVER SERIES 7 5Y 0 10 413,581 0-1
ITRAXX EUROPE CROSSOVER SERIES 7 5Y 20 35 776,466 0-1
           
ITRAXX EUROPE SERIES 2C 10Y 3 6 592,723 0-1
ITRAXX EUROPE SERIES 2C 10Y 6 9 947,103 0-1
ITRAXX EUROPE SERIES 2C 10Y 9 12 1,053,608 0-1
           
ITRAXX EUROPE SERIES 3A 7Y 0 3 1,400,840 0-1
ITRAXX EUROPE SERIES 3A 7Y 3 6 1,895,038 0-1
ITRAXX EUROPE SERIES 3A 7Y 6 9 1,133,198 0-1
ITRAXX EUROPE SERIES 3A 7Y 12 22 2,946,509 0-1
           
ITRAXX EUROPE SERIES 3C 10Y 0 3 1,275,432 0-1
ITRAXX EUROPE SERIES 3C 10Y 3 6 2,036,503 0-1
ITRAXX EUROPE SERIES 3C 10Y 6 9 2,980,589 0-1
ITRAXX EUROPE SERIES 3C 10Y 9 12 1,537,532 0-1
ITRAXX EUROPE SERIES 3C 10Y 12 22 4,299,417 0-1
           
ITRAXX EUROPE SERIES 3 7Y 6 9 474,763 0-1
           
ITRAXX EUROPE SERIES 4A 5Y 0 3 436,262 0-1
ITRAXX EUROPE SERIES 4A 5Y 3 6 703,520 0-1
ITRAXX EUROPE SERIES 4A 5Y 9 12 1,185,762 0-1
           
ITRAXX EUROPE SERIES 4B 7Y 0 3 1,324,106 0-1
ITRAXX EUROPE SERIES 4B 7Y 3 6 2,969,631 0-1
ITRAXX EUROPE SERIES 4B 7Y 6 9 2,573,758 0-1
ITRAXX EUROPE SERIES 4B 7Y 9 12 2,837,614 0-1
ITRAXX EUROPE SERIES 4B 7Y 12 22 2,535,372 0-1
ITRAXX EUROPE SERIES 4B 7Y 22 100 19,574,811 0-1
           
ITRAXX EUROPE SERIES 4C 10Y 0 3 827,163 0-1
ITRAXX EUROPE SERIES 4C 10Y 3 6 2,282,670 0-1
ITRAXX EUROPE SERIES 4C 10Y 6 9 1,877,876 0-1
ITRAXX EUROPE SERIES 4C 10Y 9 12 3,210,945 0-1
ITRAXX EUROPE SERIES 4C 10Y 12 22 9,208,840 0-1
ITRAXX EUROPE SERIES 4C 10Y 22 100 14,865,689 0-1
           
ITRAXX EUROPE SERIES 4 7Y 3 6 736,690 0-1
ITRAXX EUROPE SERIES 4 7Y 6 9 721,926 0-1
ITRAXX EUROPE SERIES 4 7Y 9 12 1,042,591 0-1
ITRAXX EUROPE SERIES 4 7Y 12 22 1,592,764 0-1
           
ITRAXX EUROPE SERIES 4 5Y 0 3 1,225,898 0-1
ITRAXX EUROPE SERIES 4 5Y 3 6 425,318 0-1
           
ITRAXX EUROPE SERIES 5A 5Y 0 3 633,364 0-1
ITRAXX EUROPE SERIES 5A 5Y 3 6 848,700 0-1
ITRAXX EUROPE SERIES 5A 5Y 6 9 1,028,581 0-1
ITRAXX EUROPE SERIES 5A 5Y 9 12 1,515,242 0-1
           
ITRAXX EUROPE SERIES 5B 7Y 0 3 2,770,580 0-1
ITRAXX EUROPE SERIES 5B 7Y 3 6 4,506,367 0-1
ITRAXX EUROPE SERIES 5B 7Y 6 9 2,651,299 0-1
ITRAXX EUROPE SERIES 5B 7Y 9 12 4,494,361 0-1
ITRAXX EUROPE SERIES 5B 7Y 12 22 5,171,853 0-1
           
ITRAXX EUROPE SERIES 5C 10Y 0 3 1,763,440 0-1
ITRAXX EUROPE SERIES 5C 10Y 3 6 4,019,469 0-1
ITRAXX EUROPE SERIES 5C 10Y 6 9 2,540,078 0-1
ITRAXX EUROPE SERIES 5C 10Y 9 12 4,409,981 0-1
ITRAXX EUROPE SERIES 5C 10Y 12 22 5,043,251 0-1
ITRAXX EUROPE SERIES 5C 10Y 22 100 14,109,794 0-1
           
ITRAXX EUROPE SERIES 5 7Y 3 6 905,669 0-1
ITRAXX EUROPE SERIES 5 7Y 6 9 2,426,154 0-1
ITRAXX EUROPE SERIES 5 7Y 12 22 4,195,888 0-1
           
ITRAXX EUROPE SERIES 5 5Y 0 3 895,180 0-1
ITRAXX EUROPE SERIES 5 5Y 3 6 2,325,419 0-1
           
ITRAXX EUROPE SERIES 6A 5Y 0 3 2,953,649 0-1
ITRAXX EUROPE SERIES 6A 5Y 3 6 3,674,190 0-1
ITRAXX EUROPE SERIES 6A 5Y 6 9 645,053 0-1
ITRAXX EUROPE SERIES 6A 5Y 9 12 1,004,224 0-1
           
ITRAXX EUROPE SERIES 6B 7Y 0 3 1,692,624 0-1
ITRAXX EUROPE SERIES 6B 7Y 3 6 3,261,590 0-1
ITRAXX EUROPE SERIES 6B 7Y 6 9 2,624,572 0-1
ITRAXX EUROPE SERIES 6B 7Y 9 12 2,870,461 0-1
ITRAXX EUROPE SERIES 6B 7Y 12 22 3,873,367 0-1
           
ITRAXX EUROPE SERIES 6C 10Y 0 3 2,656,822 0-1
ITRAXX EUROPE SERIES 6C 10Y 3 6 3,532,125 0-1
ITRAXX EUROPE SERIES 6C 10Y 6 9 3,829,182 0-1
ITRAXX EUROPE SERIES 6C 10Y 9 12 3,635,079 0-1
ITRAXX EUROPE SERIES 6C 10Y 12 22 14,231,973 0-1
ITRAXX EUROPE SERIES 6C 10Y 22 100 25,336,602 0-1
           
ITRAXX EUROPE SERIES 6 5Y 0 3 855,572 0-1
ITRAXX EUROPE SERIES 6 5Y 3 6 4,181,044 0-1
ITRAXX EUROPE SERIES 6 5Y 6 9 1,434,684 0-1
ITRAXX EUROPE SERIES 6 5Y 12 22 2,846,844 0-1
           
ITRAXX EUROPE SERIES 6 7Y 3 6 863,185 0-1
ITRAXX EUROPE SERIES 6 7Y 6 9 2,808,691 0-1
ITRAXX EUROPE SERIES 6 7Y 12 22 2,548,075 0-1
           
ITRAXX EUROPE SERIES 7A 5Y 0 3 2,580,469 0-1
ITRAXX EUROPE SERIES 7A 5Y 3 6 3,508,068 0-1
ITRAXX EUROPE SERIES 7A 5Y 6 9 2,479,566 0-1
ITRAXX EUROPE SERIES 7A 5Y 9 12 1,037,845 0-1
           
ITRAXX EUROPE SERIES 7B 7Y 0 3 1,959,474 0-1
ITRAXX EUROPE SERIES 7B 7Y 3 6 5,348,024 0-1
ITRAXX EUROPE SERIES 7B 7Y 6 9 4,171,233 0-1
ITRAXX EUROPE SERIES 7B 7Y 9 12 3,785,637 0-1
ITRAXX EUROPE SERIES 7B 7Y 12 22 6,779,139 0-1
           
ITRAXX EUROPE SERIES 7C 10Y 0 3 2,290,395 0-1
ITRAXX EUROPE SERIES 7C 10Y 3 6 2,372,458 0-1
ITRAXX EUROPE SERIES 7C 10Y 6 9 3,890,743 0-1
ITRAXX EUROPE SERIES 7C 10Y 9 12 2,142,468 0-1
ITRAXX EUROPE SERIES 7C 10Y 12 22 6,222,095 0-1
ITRAXX EUROPE SERIES 7C 10Y 22 100 26,690,350 0-1
           
ITRAXX EUROPE SERIES 7 5Y 0 3 1,754,210 0-1
ITRAXX EUROPE SERIES 7 5Y 3 6 6,051,106 0-1
ITRAXX EUROPE SERIES 7 5Y 6 9 2,769,781 0-1
ITRAXX EUROPE SERIES 7 5Y 9 12 2,201,952 0-1
ITRAXX EUROPE SERIES 7 5Y 12 22 1,993,580 0-1
           
ITRAXX EUROPE SERIES 7 7Y 0 3 288,162 0-1
ITRAXX EUROPE SERIES 7 7Y 3 6 2,429,270 0-1
ITRAXX EUROPE SERIES 7 7Y 6 9 1,929,027 0-1
ITRAXX EUROPE SERIES 7 7Y 9 12 605,732 0-1
ITRAXX EUROPE SERIES 7 7Y 12 22 2,145,247 0-1
           
ITRAXX EUROPE SERIES 8 5Y 0 3 4,126,795 0-1
ITRAXX EUROPE SERIES 8 5Y 3 6 8,993,840 0-1
ITRAXX EUROPE SERIES 8 5Y 6 9 4,662,323 0-1
ITRAXX EUROPE SERIES 8 5Y 9 12 3,716,856 0-1
ITRAXX EUROPE SERIES 8 5Y 12 22 4,970,710 0-1
ITRAXX EUROPE SERIES 8 5Y 22 100 27,065,263 0-1
           
ITRAXX EUROPE SERIES 8 7Y 0 3 3,127,778 0-1
ITRAXX EUROPE SERIES 8 7Y 3 6 6,971,184 0-1
ITRAXX EUROPE SERIES 8 7Y 6 9 2,843,684 0-1
ITRAXX EUROPE SERIES 8 7Y 9 12 3,823,690 0-1
ITRAXX EUROPE SERIES 8 7Y 12 22 4,857,985 0-1
ITRAXX EUROPE SERIES 8 7Y 22 100 26,795,380 0-1
           
ITRAXX EUROPE SERIES 8 10Y 0 3 2,975,647 0-1
ITRAXX EUROPE SERIES 8 10Y 3 6 3,289,476 0-1
ITRAXX EUROPE SERIES 8 10Y 6 9 2,651,156 0-1
ITRAXX EUROPE SERIES 8 10Y 9 12 2,567,293 0-1
ITRAXX EUROPE SERIES 8 10Y 12 22 9,282,861 0-1
ITRAXX EUROPE SERIES 8 10Y 22 100 27,155,063 0-1
           
ITRAXX EUROPE SERIES 9 5Y 0 3 71,731,414 4
ITRAXX EUROPE SERIES 9 5Y 3 6 57,131,001 3
ITRAXX EUROPE SERIES 9 5Y 3 100 14,864,919 0-1
ITRAXX EUROPE SERIES 9 5Y 6 9 39,730,455 2
ITRAXX EUROPE SERIES 9 5Y 9 12 34,242,442 1
ITRAXX EUROPE SERIES 9 5Y 9 100 3,708,572 0-1
ITRAXX EUROPE SERIES 9 5Y 12 22 73,886,148 0-1
ITRAXX EUROPE SERIES 9 5Y 22 100 289,682,291 1
           
ITRAXX EUROPE SERIES 9 10Y 0 3 35,484,330 2
ITRAXX EUROPE SERIES 9 10Y 3 6 30,510,669 2
ITRAXX EUROPE SERIES 9 10Y 6 9 25,330,212 1
ITRAXX EUROPE SERIES 9 10Y 9 12 24,416,220 0-1
ITRAXX EUROPE SERIES 9 10Y 12 22 55,179,891 0-1
ITRAXX EUROPE SERIES 9 10Y 22 100 198,280,604 0-1
           
ITRAXX EUROPE SERIES 9 7Y 0 3 34,017,666 2
ITRAXX EUROPE SERIES 9 7Y 3 6 30,994,143 2
ITRAXX EUROPE SERIES 9 7Y 6 9 25,834,041 1
ITRAXX EUROPE SERIES 9 7Y 9 12 28,702,543 0-1
ITRAXX EUROPE SERIES 9 7Y 9 100 868,521 0-1
ITRAXX EUROPE SERIES 9 7Y 12 22 54,274,047 0-1
ITRAXX EUROPE SERIES 9 7Y 22 100 214,300,111 0-1
           
ITRAXX EUROPE SERIES 9 3Y 0 3 2,537,522 0-1
ITRAXX EUROPE SERIES 9 3Y 3 6 1,560,937 0-1
ITRAXX EUROPE SERIES 9 3Y 6 9 867,187 0-1
ITRAXX EUROPE SERIES 9 3Y 9 12 3,815,623 0-1
           
ITRAXX EUROPE SERIES 13 3Y 0 3 994,480 0-1
           
ITRAXX EUROPE SERIES 15 5Y 0 3 14,983,901 0-1
ITRAXX EUROPE SERIES 15 5Y 3 6 1,728,636 0-1
ITRAXX EUROPE SERIES 15 5Y 6 9 1,255,233 0-1
ITRAXX EUROPE SERIES 15 5Y 9 12 4,742,630 0-1
ITRAXX EUROPE SERIES 15 5Y 22 100 34,716,170 0-1
           
ITRAXX EUROPE SERIES 15 3Y 0 3 7,538,573 0-1
ITRAXX EUROPE SERIES 15 3Y 3 6 6,297,685 0-1
ITRAXX EUROPE SERIES 15 3Y 6 9 1,219,370 0-1
ITRAXX EUROPE SERIES 15 3Y 9 12 10,974,326 0-1
ITRAXX EUROPE SERIES 15 3Y 12 22 10,543,961 0-1
ITRAXX EUROPE SERIES 15 3Y 22 100 50,030,018 0-1
           
ITRAXX EUROPE SERIES 15 7Y 0 3 13,233,747 0-1
ITRAXX EUROPE SERIES 15 7Y 3 6 3,206,225 0-1
ITRAXX EUROPE SERIES 15 7Y 6 9 2,080,101 0-1
ITRAXX EUROPE SERIES 15 7Y 9 12 1,291,097 0-1
ITRAXX EUROPE SERIES 15 7Y 22 100 22,235,563 0-1
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