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| USTISM (U.S. Treasury Index) |
| | 1D Total Ret | MTD Total Ret | YTD Total Ret |
| Index Total | -0.90 | -0.90 | -0.90 | | 1-3 | -0.24 | -0.24 | -0.24 | | 3-5 | -0.73 | -0.73 | -0.73 | | 5-7 | -0.99 | -0.99 | -0.99 | | 7-10 | -1.30 | -1.30 | -1.30 | | 10PLUS | -1.75 | -1.75 | -1.75 |
| U.S. Treasury Index as of 1/02/2009 |
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| TIPS (U.S. Inflation Protected Treasury Index) |
| | 1D Total Ret | MTD Total Ret | YTD Total Ret |
| Index Total | -0.87 | -0.87 | -0.87 | | 1-3 | -0.30 | -0.30 | -0.30 | | 3-5 | -0.56 | -0.56 | -0.56 | | 5-7 | -0.55 | -0.55 | -0.55 | | 7-10 | -0.85 | -0.85 | -0.85 | | 10PLUS | -1.74 | -1.74 | -1.74 |
| U.S. TIPS Index as of 1/02/2009 |
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| TBISM (US Treasury Bill Index)SM |
| | 1D Total Ret | MTD Total Ret | YTD Total Ret |
| Index Total | 0.00 | 0.00 | 0.00 |
| U.S. TBills Index as of 1/02/2009 |
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| LUAI® (Liquid U.S. Agency Index)SM |
| | Bench Spread | 1D Chg | MTD Chg | Assetswap Spread | 1D Chg | MTD Chg |
| Index Total | 78.0 | 2.9 | 2.9 | 22.0 | -3.6 | -3.6 | | FHLB | 74.5 | 1.5 | 1.5 | 18.3 | -3.4 | -3.4 | | FHLMC | 83.3 | 4.4 | 4.4 | 23.9 | -3.9 | -3.9 | | FNMA | 74.9 | 2.3 | 2.3 | 22.2 | -3.3 | -3.3 | | 1-3 | 55.7 | 1.7 | 1.7 | -3.5 | -2.9 | -2.9 | | 3-5 | 84.7 | 3.2 | 3.2 | 17.5 | -4.2 | -4.2 | | 5-7 | 112.4 | 3.2 | 3.2 | 42.1 | -0.9 | -0.9 | | 7-10 | 111.0 | 7.1 | 7.1 | 68.1 | -4.0 | -4.0 | | 10PLUS | 100.5 | 2.1 | 2.1 | 105.4 | -6.5 | -6.5 |
| Credit Suisse Liquid U.S. Agency Index (USD) as of 1/02/2009 |
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| LUCI® (Liquid US Corporate Index)SM |
| | Bench Spread | 1D Chg | MTD Chg | Assetswap Spread | 1D Chg | MTD Chg |
| Index Total | 518.2 | 1.9 | 1.9 | 458.6 | 13.7 | 13.7 | | FINANCIAL | 580.8 | 4.3 | 4.3 | 498.3 | 16.2 | 16.2 | | INDUSTRIAL | 509.1 | 0.2 | 0.2 | 457.7 | 12.5 | 12.5 | | PUBLIC | 205.4 | 6.3 | 6.3 | 186.4 | 14.6 | 14.6 | | UTILITY | 587.3 | 5.3 | 5.3 | 522.2 | 13.2 | 13.2 | | AAA Bucket | 247.5 | 2.3 | 2.3 | 223.7 | 16.2 | 16.2 | | AA Bucket | 343.1 | 6.1 | 6.1 | 322.8 | 18.3 | 18.3 | | A Bucket | 466.1 | 1.3 | 1.3 | 423.4 | 13.8 | 13.8 | | BBB Bucket | 703.4 | 0.3 | 0.3 | 598.5 | 10.5 | 10.5 | | 1-4 | 606.9 | 20.3 | 20.3 | 518.1 | 17.0 | 17.0 | | 4-7 | 519.3 | 0.6 | 0.6 | 452.7 | 18.7 | 18.7 | | 7-10 | 516.4 | -1.1 | -1.1 | 462.0 | 13.0 | 13.0 | | 10PLUS | 468.7 | -3.8 | -3.8 | 425.8 | 7.8 | 7.8 |
| Credit Suisse Liquid U.S. Corporate Index (USD) as of 1/02/2009 |
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| US-CINDISM (U.S. Credit Indexed-Note Default Index) |
| | Default Sprd | 1D Chg | MTD Chg | YTD Chg |
| Index Total | 247.46 | 0.00 | 0.00 | 0.00 | | FINANCIAL | 326.75 | 0.00 | 0.00 | 0.00 | | INDUSTRIAL | 236.20 | 0.00 | 0.00 | 0.00 | | UTILITY | 99.20 | 0.00 | 0.00 | 0.00 | | AAA Bucket | 390.00 | 0.00 | 0.00 | 0.00 | | AA Bucket | 215.60 | 0.00 | 0.00 | 0.00 | | A Bucket | 200.85 | 0.00 | 0.00 | 0.00 | | BBB Bucket | 278.01 | 0.00 | 0.00 | 0.00 |
| U.S. Credit Default Swap Index as of 1/02/2009 |
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| MTGISM (Mortgage Index)SM |
| | 1D Total Return | MTD Total Return | YTD Total Return |
| Index Total | 0.051 | 0.051 | 0.051 | | FH | 0.038 | 0.038 | 0.038 | | FN | 0.060 | 0.060 | 0.060 | | GN | 0.051 | 0.051 | 0.051 | | 15 Yrs | 0.024 | 0.024 | 0.024 | | 30 Yrs | 0.055 | 0.055 | 0.055 |
| Credit Suisse TBA Mortgage Index (USD) as of 1/02/2009 |
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| CMBSISM (Commercial Mortgage Backed Securities Index) |
| | Bench Spread | 1D Chg | MTD Chg | Swap Spread | 1D Chg | MTD Chg |
| Index Total | 86.75 | 0.42 | 7.43 | 31.75 | 0.00 | 2.73 | | AAA Bucket | 81.33 | 0.42 | 7.75 | 26.38 | 0.00 | 3.05 | | AA Bucket | 93.11 | 0.45 | 8.03 | 37.59 | 0.00 | 3.23 | | A Bucket | 106.10 | 0.45 | 8.00 | 50.47 | 0.00 | 3.24 | | BBB Bucket | 143.98 | 0.42 | 1.50 | 89.30 | 0.00 | -3.24 |
| Credit Suisse Commercial Mortgage Backed Securities Index (USD) as of 5/31/2006 |
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LEI, LUAI and LUCI are registered trademarks of Credit Suisse or its affiliates. LJCI, LSI, MTGI, TBI, USTI, US-CINDI, JP-CINDI, EU-CINDI, Liquid U.S. Corporate Index, Liquid Eurobond Index and Liquid U.S. Agency Index are service marks of Credit Suisse or its affiliates.
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