| Fixing | ISIN | Date | Index Level | Daily % | MTD % | QTD % | YTD % |
CDX North American High Yield Credit Short Index
| United States End of Day | GB00BGFQLC36 | 15-Jan-21 | 54.12 | 0.424 | 0.448 | 0.448 | 0.448 |
CDX North American High Yield Long Credit Index
| United States End of Day | GB00BGFQLD43 | 15-Jan-21 | 213.05 | -0.349 | -0.355 | -0.355 | -0.355 |
CDX.NA.HY 5Y Long Mid Excess Return 5-Day Rollover
| United States End of Day | GB00BL09GM73 | 15-Jan-21 | 189.61 | -0.383 | -0.401 | -0.401 | -0.401 |
CDX.NA.IG 10Y Long Mid Excess Return 5-Day Rollover
| United States End of Day | GB00BL09GP05 | 15-Jan-21 | 111.48 | -0.159 | -0.170 | -0.170 | -0.170 |
CDX.NA.IG 5Y Long Mid Excess Return 5-Day Rollover
| United States End of Day | GB00BL09GL66 | 15-Jan-21 | 113.73 | -0.088 | -0.081 | -0.081 | -0.081 |
iBoxx $ 10 Year Breakeven Inflation (Futures)
| United States End of Day | GB00BHFSRH32 | 15-Jan-21 | 113.65 | 0.062 | 1.045 | 1.045 | 1.045 |
iBoxx $ 10-Year TIPS Custom TCA
| United States End of Day | GB00BHFSXF36 | 15-Jan-21 | 128.31 | 0.341 | -0.453 | -0.453 | -0.453 |
iBoxx $ Contingent Convertible Liquid Developed Market AT1 (8/5% Issuer Cap)
| United States End of Day | GB00BF9QH132 | 15-Jan-21 | 171.09 | 0.100 | 0.258 | 0.258 | 0.258 |
iBoxx $ Corporates
| United States End of Day | GB00B0598748 | 15-Jan-21 | 338.37 | 0.178 | -0.925 | -0.925 | -0.925 |
iBoxx $ Corporates 0-3 Yield Plus
| United States End of Day | GB00BF9QKG98 | 15-Jan-21 | 127.85 | 0.015 | 0.087 | 0.087 | 0.087 |
iBoxx $ Domestic Corporates
| United States End of Day | GB00B05CZG16 | 15-Jan-21 | 337.37 | 0.196 | -1.039 | -1.039 | -1.039 |
iBoxx $ Inverse Breakeven 10-Year Inflation
| United States End of Day | GB00BF9QJQ24 | 15-Jan-21 | 114.09 | -0.050 | -0.888 | -0.888 | -0.888 |
iBoxx $ Liquid High Yield Index
| United States End of Day | GB00B4K07738 | 15-Jan-21 | 319.16 | 0.018 | 0.313 | 0.313 | 0.313 |
iBoxx $ Liquid Investment Grade Index
| United States End of Day | GB00B4K4X773 | 15-Jan-21 | 350.42 | 0.210 | -1.327 | -1.327 | -1.327 |
iBoxx $ Liquid Investment Grade Inflation Hedged
| United States End of Day | GB00BF9QCM90 | 15-Jan-21 | 150.23 | 100.469 | -0.029 | 99.971 | 99.971 |
iBoxx $ Liquid Investment Grade Top 30
| United States End of Day | GB00B1YNKF68 | 15-Jan-21 | 323.56 | 0.234 | -1.164 | -1.164 | -1.164 |
iBoxx $ Treasuries
| United States End of Day | GB00B05D1P51 | 15-Jan-21 | 259.39 | 0.180 | -1.130 | -1.130 | -1.130 |
iBoxx $ Treasuries 10Y+
| United States End of Day | GB00B05D1X36 | 15-Jan-21 | 418.57 | 0.406 | -3.434 | -3.434 | -3.434 |
iBoxx $ Treasuries 1-3Y
| United States End of Day | GB00B05D1Q68 | 15-Jan-21 | 185.27 | 0.036 | -0.024 | -0.024 | -0.024 |
iBoxx $ Treasuries 3-5Y
| United States End of Day | GB00B05D1R75 | 15-Jan-21 | 242.45 | 0.098 | -0.250 | -0.250 | -0.250 |