| Fixing | ISIN | Date | Index Level | Daily % | MTD % | QTD % | YTD % |
CDX North American High Yield Credit Short Index
| United States End of Day | GB00BGFQLC36 | 26-Feb-21 | 54.08 | -0.075 | -0.671 | 0.376 | 0.376 |
CDX North American High Yield Long Credit Index
| United States End of Day | GB00BGFQLD43 | 26-Feb-21 | 213.24 | 0.065 | 0.589 | -0.266 | -0.266 |
CDX.NA.HY 5Y Long Mid Excess Return 5-Day Rollover
| United States End of Day | GB00BL09GM73 | 26-Feb-21 | 189.74 | 0.069 | -0.331 | -0.331 | -0.331 |
CDX.NA.IG 10Y Long Mid Excess Return 5-Day Rollover
| United States End of Day | GB00BL09GP05 | 26-Feb-21 | 111.12 | 0.027 | -0.491 | -0.491 | -0.491 |
CDX.NA.IG 5Y Long Mid Excess Return 5-Day Rollover
| United States End of Day | GB00BL09GL66 | 26-Feb-21 | 113.57 | 0.010 | -0.217 | -0.217 | -0.217 |
iBoxx $ 10 Year Breakeven Inflation (Futures)
| United States End of Day | GB00BHFSRH32 | 28-Feb-21 | 115.07 | 0.010 | 0.337 | 2.308 | 2.308 |
iBoxx $ 10-Year TIPS Custom TCA
| United States End of Day | GB00BHFSXF36 | 28-Feb-21 | 126.12 | 0.010 | -2.655 | -2.149 | -2.149 |
iBoxx $ Contingent Convertible Liquid Developed Market AT1 (8/5% Issuer Cap)
| United States End of Day | GB00BF9QH132 | 28-Feb-21 | 172.23 | 0.034 | 0.681 | 0.927 | 0.927 |
iBoxx $ Corporates
| United States End of Day | GB00B0598748 | 28-Feb-21 | 331.27 | 0.019 | -1.965 | -3.003 | -3.003 |
iBoxx $ Corporates 0-3 Yield Plus
| United States End of Day | GB00BF9QKG98 | 28-Feb-21 | 128.18 | 0.022 | 0.121 | 0.344 | 0.344 |
iBoxx $ Domestic Corporates
| United States End of Day | GB00B05CZG16 | 28-Feb-21 | 329.23 | 0.018 | -2.173 | -3.428 | -3.428 |
iBoxx $ Inverse Breakeven 10-Year Inflation
| United States End of Day | GB00BF9QJQ24 | 28-Feb-21 | 112.80 | -0.001 | -0.315 | -2.007 | -2.007 |
iBoxx $ Liquid High Yield Index
| United States End of Day | GB00B4K07738 | 28-Feb-21 | 319.18 | 0.030 | 0.063 | 0.320 | 0.320 |
iBoxx $ Liquid Investment Grade Index
| United States End of Day | GB00B4K4X773 | 28-Feb-21 | 340.02 | 0.019 | -2.605 | -4.256 | -4.256 |
iBoxx $ Liquid Investment Grade Inflation Hedged
| United States End of Day | GB00BF9QCM90 | 28-Feb-21 | 145.91 | 100.019 | -3.018 | 97.095 | 97.095 |
iBoxx $ Liquid Investment Grade Top 30
| United States End of Day | GB00B1YNKF68 | 28-Feb-21 | 316.43 | 0.018 | -2.047 | -3.341 | -3.341 |
iBoxx $ Treasuries
| United States End of Day | GB00B05D1P51 | 28-Feb-21 | 253.42 | 0.010 | -2.343 | -3.408 | -3.408 |
iBoxx $ Treasuries 10Y+
| United States End of Day | GB00B05D1X36 | 28-Feb-21 | 391.34 | 0.014 | -6.446 | -9.715 | -9.715 |
iBoxx $ Treasuries 1-3Y
| United States End of Day | GB00B05D1Q68 | 28-Feb-21 | 185.19 | 0.008 | -0.076 | -0.065 | -0.065 |
iBoxx $ Treasuries 3-5Y
| United States End of Day | GB00B05D1R75 | 28-Feb-21 | 240.62 | 0.010 | -0.848 | -1.005 | -1.005 |