| Fixing | ISIN | Date | Index Level | Daily % | MTD % | QTD % | YTD % |
CDX North American High Yield Credit Short Index
| United States End of Day | GB00BGFQLC36 | 07-Jan-22 | 51.38 | 25.658 | -9923.438 | 76.562 | 76.562 |
CDX North American High Yield Long Credit Index
| United States End of Day | GB00BGFQLD43 | 07-Jan-22 | 222.45 | -21.437 | -10063.274 | -63.274 | -63.274 |
CDX.NA.HY 5Y Long Mid Excess Return 5-Day Rollover
| United States End of Day | GB00BL09GM73 | 05-Apr-21 | 193.43 | 89.142 | -9839.393 | 160.607 | 160.607 |
CDX.NA.IG 10Y Long Mid Excess Return 5-Day Rollover
| United States End of Day | GB00BL09GP05 | 08-Apr-21 | 112.24 | 8.344 | -9971.581 | 28.419 | 51.194 |
CDX.NA.IG 5Y Long Mid Excess Return 5-Day Rollover
| United States End of Day | GB00BL09GL66 | 08-Apr-21 | 114.26 | 4.229 | -9983.350 | 16.650 | 38.520 |
iBoxx $ 10 Year Breakeven Inflation (Futures *)
| United States End of Day | GB00BHFSRH32 | 27-Jan-23 | 128.08 | -0.014 | 0.806 | 0.806 | 0.806 |
iBoxx $ 10-Year TIPS Custom TCA
| United States End of Day | GB00BHFSXF36 | 27-Jan-23 | 121.97 | -0.223 | 3.269 | 3.269 | 3.269 |
iBoxx $ Contingent Convertible Liquid Developed Market AT1 (8/5% Issuer Cap)
| United States End of Day | GB00BF9QH132 | 27-Jan-23 | 170.27 | 0.022 | 5.458 | 5.458 | 5.458 |
iBoxx $ Corporates
| United States End of Day | GB00B0598748 | 27-Jan-23 | 298.21 | -0.095 | 3.765 | 3.765 | 3.765 |
iBoxx $ Corporates 0-3 Yield Plus
| United States End of Day | GB00BF9QKG98 | 27-Jan-23 | 124.78 | 0.036 | 1.386 | 1.386 | 1.386 |
iBoxx $ Corporates Liquid 1-3
| United States End of Day | GB00B53JTJ07 | 27-Jan-23 | 143.75 | -0.015 | 1.194 | 1.194 | 1.194 |
iBoxx $ Corporates Liquid 3-7
| United States End of Day | GB00B52G9477 | 27-Jan-23 | 184.13 | -0.111 | 2.719 | 2.719 | 2.719 |
iBoxx $ Domestic Corporates
| United States End of Day | GB00B05CZG16 | 27-Jan-23 | 296.10 | -0.114 | 3.935 | 3.935 | 3.935 |
iBoxx $ Inverse Breakeven 10-Year Inflation
| United States End of Day | GB00BF9QJQ24 | 26-Jan-23 | 104.04 | -0.370 | 0.375 | 0.375 | 0.375 |
iBoxx $ Liquid High Yield Index
| United States End of Day | GB00B4K07738 | 27-Jan-23 | 308.82 | -0.060 | 4.063 | 4.063 | 4.063 |
iBoxx $ Liquid Investment Grade Index
| United States End of Day | GB00B4K4X773 | 27-Jan-23 | 300.88 | -0.155 | 4.772 | 4.772 | 4.772 |
iBoxx $ Liquid Investment Grade Inflation Hedged
| United States End of Day | GB00BF9QCM90 | 31-Dec-21 | 165.45 | 100.033 | 1.490 | 103.622 | 110.097 |
iBoxx $ Liquid Investment Grade Top 30
| United States End of Day | GB00B1YNKF68 | 27-Jan-23 | 286.61 | -0.075 | 3.711 | 3.711 | 3.711 |
iBoxx $ Treasuries
| United States End of Day | GB00B05D1P51 | 27-Jan-23 | 228.68 | -0.083 | 2.658 | 2.658 | 2.658 |
iBoxx $ Treasuries 10Y+
| United States End of Day | GB00B05D1X36 | 27-Jan-23 | 316.03 | -0.148 | 6.358 | 6.358 | 6.358 |