Weekly Bond List

WEEKLY BOND LIST
02 September 2013
ADVISORY DESK
S. Rabreaud / D. Litvinskaite
TRANSACTIONS DESK
J. Chakowski / A. Bchli / D. Braun
% 058 321 96 44
CRNCY
ISIN
Number
Valoren
Min./ Incr.
Trad. Unit
Rating Rating
S & P Moody's
XS0581166708
XS0408832151
XS0584381544
XS0285388632
XS0597611705
XS0754262755
XS0399249431
XS0418730601
XS0418799630
XS0427065585
XS0428007081
DE000A0SLVZ0
XS0428149545
XS0627082984
XS0430452457
XS0302633168
XS0441800579
XS0446860826
DE000EH1A4G9
XS0451689565
XS0420117383
XS0455122076
XS0547937408
XS0456451938
XS0702340505
XS0336018832
12'339'151
4'969'315
12'387'615
2'903'038
12'573'047
18'104'438
4'823'022
10'044'166
10'044'330
10'160'234
10'172'175
10'174'826
10'175'002
13'012'465
10'206'932
3'124'005
10'385'648
10'461'089
10'521'858
10'541'079
10'061'239
10'600'295
11'844'818
10'630'761
14'237'909
3'617'589
100000 / 1000
1000
50000
1000
100000 / 1000
100000 / 1000
50000 / 1000
50000 / 1000
50000 / 1000
50000 / 1000
50000 / 1000
1000
50000 / 1000
100000 / 1000
50000 / 1000
50000
1000
50000
1000
1000
1000
50000 / 1000
50000 / 1000
1000
100000
50000
A
AAA
AA+
A
AAA+
AA+
A+
AAAA
AA+
A
AAA+
A
NR
A
AAAA
A
AA
AAA
XS0729046051
XS0469028582
XS0434882014
DE000EH1A4X4
XS0470518605
XS0483673132
XS0491898184
XS0416848363
FR0011033281
FR0010765354
FR0010913806
XS0438843871
XS0493491657
XS0525490198
XS0802756501
XS0576107519
XS0526338693
XS0526903827
XS0226062981
XS0532183935
XS0537421736
XS0385771158
DE000A0T06N0
XS0385754733
14'676'642
10'753'495
10'279'985
10'677'853
10'775'895
10'967'445
11'078'607
10'006'177
12'808'526
10'230'792
11'442'114
10'327'654
11'099'556
11'512'020
18'972'432
12'262'401
11'523'293
11'530'033
2'233'293
11'609'972
11'676'290
4'535'030
4'538'472
4532964
1000
50000 / 1000
50000
1000
1000
50000 / 1000
50000 / 1000
50000 / 1000
100000
50000
50000
1000
50000 / 1000
1000
100000
50000
50000 / 1000
50000
50000 / 1000
50000 / 1000
50000 / 1000
50000
50000
1000
A
AAANR
AA
A
AAA
A
AAA
AAA+
A
AA
A
AAAAAA
A
AA-
A2
Aa2
A2
A1
A2
A3
Aaa
A2
A1
A1
Aa3
A2
A1
A2
Baa2
A1
A2
Aa3
A2
A3
Aaa
A2
A1
A3
A1
A2
Aa2
A2
Aa3
A3
A2
WR
Aa2
Aaa
A3
A3
A2
A2
A3
A3
A2
Baa2
Aa3
Aaa
A2
A3
A3
EUR BOND SELECTION
CPN_FREQ
(Subject to Liquidity Issue)
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
ask TOULT_PARENT_CNTRY_OF_RISK
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Ccy
Coupon
%
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
3.375
4.375
3.625
4.250
4.125
3.625
4.125
4.625
4.500
5.500
4.500
3.125
4.250
3.000
5.250
4.875
4.750
3.750
2.750
4.000
4.625
3.000
3.100
3.125
2.250
4.750
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
Abn Amro Bank Nv

Rabobank Nederland
Raiffeisen Bank Intl
Ge Capital Euro Funding
Abbey Natl Treasury Serv
Kbc Ifima Nv
Autobahn Schnell Ag
Fortum Oyj
Schlumberger Finance Bv
Skandinaviska Enskilda
Nordea Bank Ab
Land Hessen
Vattenfall Ab
Paccar Financial Europe
Barclays Bank Plc
Merrill Lynch & Co
Societe Generale
Hypothekenbank Frankfurt
Bmw Finance Nv
Bayer Capital Corp Bv
Ing Bank Nv
Bp Capital Markets Plc
Sanofi
Volkswagen Leasing Gmbh
Pfizer Inc
21.01.14
22.01.14
27.01.14
06.02.14
03.03.14
07.03.14
14.03.14
20.03.14
25.03.14
06.05.14
12.05.14
13.05.14
19.05.14
19.05.14
27.05.14
30.05.14
30.07.14
21.08.14
09.09.14
17.09.14
26.09.14
30.09.14
07.10.14
10.10.14
10.11.14
15.12.14
0.4
0.4
0.4
0.4
0.5
0.5
0.5
0.5
0.5
0.7
0.7
0.7
0.7
0.7
0.7
0.7
0.9
1.0
1.0
1.0
1.0
1.0
1.1
1.1
1.2
1.2
101.18
101.57
101.33
101.69
101.79
101.61
102.17
102.28
102.30
103.48
102.89
102.04
102.70
102.09
103.53
103.09
103.88
103.16
102.44
103.67
104.45
102.82
102.84
102.93
102.00
105.62
0.24
0.23
0.25
0.23
0.47
0.39
-0.04
0.37
0.32
0.26
0.25
0.14
0.38
0.02
0.36
0.62
0.42
0.44
0.33
0.43
0.40
0.35
0.48
0.44
0.54
0.33
14
14
15
13
35
28
-16
25
19
12
11
-1
23
-13
20
46
24
25
13
23
20
15
28
24
34
12
Netherlands
Financial
Netherlands
Financial
Austria
Financial
USA
Industrial
United Kingdom
Financial
Belgium
Financial
Austria
Consumer
Finland
Utilities
USA
Energy
Sweden
Financial
Sweden
Financial
Germany
Sovereign-linked Entity
Sweden
Utilities
USA
Financial
United Kingdom
Financial
USA
Financial
USA
Financial
France
Financial
Germany
Financial
Germany
Automaker
Germany
Consumer
Netherlands
Financial
United Kingdom
Energy
France
Consumer
Germany
Automaker
USA
Consumer
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
2.125
3.500
4.500
3.000
3.500
4.000
3.375
4.375
3.375
4.375
2.500
4.125
3.875
2.875
2.375
2.750
4.875
3.000
3.500
2.750
2.250
5.875
6.125
5.250
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
Bmw Finance Nv
National Australia Bank
Axa Sa
Hypothekenbank Frankfurt
Volkswagen Intl Fin Nv
Fortis Bank Nederland Nv
Unibail-Rodamco Se
Statoil Asa
Lvmh Moet Hennessy Louis
Air Liquide Sa
Credit Agricole Home Loa
Enbw Intl Finance Bv
Wesfarmers Ltd
Bnp Paribas
Societe Generale
Royal Bk Of Scotland Plc
Credit Agricole London
Citigroup Inc
Nordea Bank Ab
Ing Bank Nv
Philip Morris Intl Inc
Daimler Intl Finance Bv
E.On Intl Finance Bv
13.01.15
23.01.15
23.01.15
26.01.15
02.02.15
03.02.15
11.03.15
11.03.15
07.04.15
03.06.15
24.06.15
07.07.15
10.07.15
13.07.15
13.07.15
13.07.15
15.07.15
20.07.15
05.08.15
11.08.15
31.08.15
04.09.15
08.09.15
08.09.15
1.3
1.3
1.3
1.4
1.4
1.4
1.5
1.5
1.5
1.7
1.8
1.8
1.8
1.8
1.8
1.8
1.8
1.8
1.9
1.9
2.0
1.9
1.8
1.9
102.12
103.88
105.09
103.57
103.93
104.46
104.06
105.76
104.37
106.59
103.49
106.11
105.61
103.74
102.72
103.57
107.00
103.98
104.88
104.03
103.22
110.13
110.69
109.06
0.55
0.67
0.78
0.42
0.69
0.81
0.66
0.54
0.60
0.56
0.55
0.76
0.80
0.83
0.89
0.80
1.05
0.84
0.92
0.64
0.61
0.75
0.74
0.69
33
45
56
20
47
59
44
31
36
32
30
51
55
58
64
54
80
59
66
39
35
48
48
43
Germany
Australia
France
Germany
Germany
Netherlands
France
Norway
France
France
France
Germany
Australia
France
France
Germany
United Kingdom
France
USA
Sweden
Netherlands
USA
Germany
Germany
Freq.
Name
Maturity
Modified
Duration
Ind. Ask
Price %
C = Callable - P=Putable -= FAVORITES - PRIMARY MARKET - GLOBAL BONDS (Restricted for U.S. persons)
Automaker
Financial
Financial
Financial
Automaker
Financial
REITS
Energy
Consumer
Basic Materials
Financial
Utilities
Consumer
Financial
Financial
Automaker
Financial
Financial
Financial
Financial
Financial
Consumer
Automaker
Utilities
02-Sep-13
This document is not considered as a financial analysis regarding the SBA directives aiming to guarantee the financial analysis independence. Therefore these directives do not apply to it. By addressing to the Bank instructions relating to any instrument described herein, the clients represents and warrants in particular having
sufficient knowledge and experience in financial matters to assess the related advantages and risks (solely or with the assistance of his own financial, legal and tax advisers), taking into account his objectives and his personal, financial and tax situation, having carried out such an evaluation, even if the operation was the subject of a
preliminary advice from the Bank, understood the nature and scope of the related risks and accepted to fully assume such risks.
CRNCY
ISIN
Number
Valoren
Min./ Incr.
Trad. Unit
Rating Rating
S & P Moody's
XS0539871763
FR0010231357
XS0541454467
XS0544720641
XS0230663196
FR0010245555
XS0832873060
XS0550978364
XS0630375912
11'717'580
2'268'667
11'736'058
11'787'478
2'284'121
2'301'503
19'599'080
11'886'802
13'059'736
50000 / 1000
1000
1000
50000 / 1000
1000
1000
1000
50000 / 1000
100000 / 1000
AAA
AA+
A
A+
BBB+
AA+
A
A-
XS0576922271
XS0408285913
XS0732496194
FR0011153006
XS0583801997
XS0412968876
XS0590179692
XS0592450232
XS0747743937
XS0594515966
FR0011008366
XS0599711826
XS0599962072
XS0605207983
XS0605440345
XS0760245539
XS0612837657
XS0686597286
EU000A1AJM31
XS0615797700
XS0618909807
XS0619051971
XS0426090485
XS0428037740
XS0627824633
XS0628653007
XS0629960302
XS0633014427
XS0633111207
XS0432070752
XS0257807957
XS0637844605
XS0435070288
XS0640936067
DE000A0JRFB0
XS0642351505
DE000A1R0683
XS0440279338
FR0010922542
12'277'458
4'958'427
14'740'479
14'345'454
12'368'122
2'333'256
12'403'118
12'486'181
14'997'635
12'526'456
12'484'774
12'599'897
12'614'226
12'659'569
12'670'543
18'189'446
12'782'073
13'990'788
10'306'346
12'828'848
12'875'199
12'882'207
10'147'813
10'172'448
13'024'292
13'029'318
13'058'198
13'105'388
13'107'758
10'234'546
2'593'122
13'180'460
10'279'027
13'210'685
2'609'076
13'243'802
20'839'800
10'359'332
11'525'604
100000 / 1000
50000 / 1000
1000
100000
1000
1000
100000 / 1000
100000 / 1000
100000 / 1000
50000 / 1000
1000
1000
100000
50000 / 1000
50000
100000 / 1000
1000
100000 / 1000
1000
100000 / 1000
100000
1000
1000
1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000
50000
50000 / 1000
100000 / 1000
50000 / 1000
100000 / 1000
1000
1000
1000
50000 / 1000
50000
AAAA
BBBA
AA
AAAAA
ANR
A+
A
A
AAAA+
A
AAA
A
A
AAAAAA
A
A+
A+
A
AAA
AA
A
A
A+
AA
AAAA-
EUR BOND SELECTION
CPN_FREQ
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Ccy
Coupon
%
Aaa
Aaa
A1
A1
A1
A3
A1
A2
A3
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
3.000
3.125
2.875
2.875
3.375
3.625
1.250
3.375
4.375
A
A
A
A
A
A
A
A
A

Caisse Francaise De Fin
Credit Suisse Guernsey
Unilever Nv
Orange Sa
Kbc Ifima Nv
08.09.15
15.09.15
17.09.15
24.09.15
29.09.15
14.10.15
15.10.15
20.10.15
26.10.15
1.9
1.9
1.9
2.0
2.0
2.0
2.1
2.0
2.0
104.67
105.01
104.00
104.08
105.83
105.74
100.71
104.61
106.74
0.65
0.63
0.88
0.86
0.53
0.86
0.91
1.16
1.16
39
37
61
60
26
58
63
88
88
United Kingdom
France
USA
Switzerland
Netherlands
France
USA
Spain
Belgium
Aa3
A3
A2
Baa3u
A2
Aa1
Aa3
Aa3
A2
Baa1
Aa1
A2
A2
A2
A3
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
3.125
6.250
3.125
4.375
3.250
4.500
3.625
3.625
2.177
4.500
3.000
3.500
3.625
4.125
5.000
1.750
3.750
3.500
3.625
4.250
4.000
3.875
4.375
4.500
4.750
3.750
3.875
3.472
3.375
4.750
4.750
3.750
6.375
3.250
4.500
2.875
1.000
4.750
2.875
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
Pohjola Bank Plc

Vodafone Group Plc
Ubs Ag London
Autoroutes Paris-Rhin-Rh
Bmw Finance Nv
Shell International Fin
Nordea Bank Ab
Svenska Handelsbanken Ab
Morgan Stanley
Caisse D'Amort Dette Soc
Bnp Paribas
Barclays Bank Plc
Kbc Ifima Nv
Scania Cv Ab
Unibail-Rodamco Se
European Union
Abn Amro Bank Nv
Societe Generale
Rabobank Nederland
Rabobank Nederland
Sanofi
Ing Bank Nv
Pfizer Inc
Vodafone Group Plc
Jpmorgan Chase & Co
Lloyds Tsb Bank Plc
John Deere Bank Sa
Basf Se
Deutsche Bahn Finance Bv
Daimler Ag
Schneider Electric Sa
12.01.16
15.01.16
18.01.16
25.01.16
28.01.16
09.02.16
11.02.16
16.02.16
16.02.16
23.02.16
25.02.16
07.03.16
08.03.16
15.03.16
16.03.16
22.03.16
04.04.16
06.04.16
06.04.16
11.04.16
20.04.16
20.04.16
05.05.16
18.05.16
18.05.16
19.05.16
24.05.16
01.06.16
03.06.16
03.06.16
14.06.16
15.06.16
17.06.16
22.06.16
29.06.16
30.06.16
08.07.16
15.07.16
20.07.16
2.2
2.2
2.3
2.2
2.3
2.3
2.3
2.3
2.4
2.3
2.4
2.4
2.4
2.4
2.4
2.5
2.4
2.5
2.5
2.5
2.5
2.5
2.5
2.6
2.5
2.6
2.6
2.6
2.6
2.6
2.6
2.6
2.6
2.7
2.7
2.7
2.8
2.7
2.8
105.12
112.52
105.02
107.37
105.66
109.32
106.45
106.49
103.03
107.14
105.92
106.05
106.24
107.54
109.09
101.76
106.73
106.19
107.96
107.68
107.46
107.20
108.64
109.90
108.83
107.29
107.02
106.73
106.31
110.68
110.56
107.29
114.33
106.49
110.28
105.68
100.46
110.07
105.42
0.92
0.87
0.97
1.22
0.85
0.62
0.93
0.93
0.92
1.53
0.58
1.04
1.08
1.08
1.31
1.04
1.09
1.06
0.51
1.22
1.10
1.07
1.06
0.78
1.39
1.00
1.23
0.97
1.03
0.80
0.88
1.07
1.11
0.89
0.79
0.82
0.84
1.15
0.95
60
55
65
90
52
29
60
60
58
119
25
69
74
73
97
69
73
70
15
87
73
71
69
40
101
62
85
58
65
41
49
68
72
50
39
43
44
74
55
Finland
Financial
United Kingdom
TMT
Switzerland
Financial
France
Consumer
Germany
Automaker
Netherlands
Energy
Sweden
Financial
Sweden
Financial
United Kingdom
Energy
USA
Financial
France
France
Financial
France
Financial
United Kingdom
Financial
Belgium
Financial
Germany
Automaker
USA
Financial
France
REITS
SNAT
Government
Netherlands
Financial
France
Financial
Netherlands
Financial
Netherlands
Financial
France
Consumer
United Kingdom
Financial
Sweden
Financial
Netherlands
Financial
United Kingdom
Energy
Germany
Automaker
USA
Consumer
United Kingdom
TMT
USA
Financial
United Kingdom
Financial
USA
Financial
Germany
Basic Materials
Germany
Transportation
Germany
Automaker
Australia
Financial
France
Industrial
A1
NR
Aaa
A2
A2
Aa2
Aa2
A1
A3
A1
A2
A2
A3
A1
A3
A2
A2
A2
A1
Aa1
A3
Aa2
A3
Freq.
Name
Maturity
Modified
Duration
Ind. Ask
Price %
Financial
Financial
Financial
Financial
Consumer
TMT
Financial
Financial
Financial
02-Sep-13
CRNCY
ISIN
Number
Valoren
Min./ Incr.
Trad. Unit
Rating Rating
S & P Moody's
XS0667463995
XS0820869948
XS0453410978
FR0011121631
XS0548105559
XS0270800815
XS0550634355
XS0693854605
XS0272770396
XS0273766732
XS0557312922
XS0465601754
FR0010398115
XS0470370932
FR0011156017
13'659'526
19'327'075
10'571'918
13'945'355
11'850'980
2'736'691
4'880'839
14'106'654
2'759'645
2'769'791
11'978'418
10'720'250
2'794'435
10'774'337
14'367'687
1000
100000 / 1000
50000 / 1000
100000
50000 / 1000
50000 / 1000
50000
100000 / 1000
1000
50000 / 1000
50000 / 1000
50000 / 1000
1000
50000 / 1000
100000
AAA
AAAAAABBB+
A+
AA+
A+
AAAAAA
AAA
XS0635040685
FR0010989111
XS0731153291
XS0282445336
XS0478931354
XS0480133338
XS0479945353
FR0011181130
XS0736300293
XS0740795041
XS0749822556
FR0010859686
XS0751166835
XS0491042353
XS0289507997
XS0491922828
XS0756457833
XS0494870701
BE6243181672
XS0764303490
XS0762421195
XS0730498143
XS0297699588
DE000A1MA9V5
XS0782708456
XS0301945860
XS0302816672
XS0433001137
XS0850006593
XS0803117612
XS0732016596
XS0805452405
FR0011289222
13'138'009
12'273'932
14'710'522
2'870'624
10'909'808
10'920'631
10'917'404
14'714'455
14'805'247
14'868'134
18'026'834
11'046'589
18'049'290
11'066'976
2'959'341
11'078'683
18'133'983
11'117'699
19'592'225
18'237'935
18'216'165
14'690'854
3'066'963
18'083'470
18'581'020
3'112'883
3'127'633
10'250'773
19'902'935
18'978'172
14'730'410
19'034'218
19'027'328
1000
100000
1000
1000
1000
50000 / 1000
50000 / 1000
100000
100000 / 1000
100000 / 1000
1000
50000
100000 / 1000
1000
50000 / 1000
50000 / 1000
1000
50000 / 1000
1000
100000 / 1000
100000 / 1000
100000 / 1000
1000
1000
1000
50000
50000
50000
100000 / 1000
100000
100000 / 1000
100000 / 1000
1000
AABBBA+
AAA
A
A
A
AA
A+
AAAA+
AAANR
AAA
AA+
A
AAAA
A
AAA
A
AAAA
Aaa
NR
Aa2
A3
Baa1
A2
A2
A1
A2
A3
Aa2
Aaa
Aa3
Aa2
Baa3u
A2
Aa2
A2
A3
A2
A2
A2
Baa1
A1
A3
Aa3
A3
Aa3
A3
A3
A2
A1
A3
A3
A3
Aa1
A2
A2
Aa3
A3
A1
EUR BOND SELECTION
CPN_FREQ
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Ccy
Coupon
%
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
2.250
3.000
4.250
2.500
4.125
4.375
2.750
3.875
4.125
4.125
3.250
4.250
3.875
3.750
3.000
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
Bk Nederlandse Gemeenten
Kbc Ifima Nv
Westpac Banking Corp
Danone
Heathrow Funding Ltd
Morgan Stanley
Thales Sa
Standard Chartered Plc
Wells Fargo & Company
Thames Water Util Cayman
Commonwealth Bank Aust
Hsbc Bank Plc
Groupe Auchan Sa
24.08.16
29.08.16
22.09.16
29.09.16
12.10.16
12.10.16
19.10.16
20.10.16
27.10.16
03.11.16
09.11.16
10.11.16
24.11.16
30.11.16
02.12.16
2.9
2.9
2.8
2.9
2.8
2.8
2.9
2.9
2.9
2.9
3.0
2.9
3.0
3.0
3.0
104.20
104.58
109.14
104.97
108.42
108.02
105.13
107.66
108.75
109.13
106.49
109.59
109.09
108.01
106.10
0.81
1.42
1.18
0.85
1.33
1.70
1.07
1.35
1.27
1.16
1.16
1.16
0.99
1.21
1.07
39
100
74
41
89
125
62
91
82
71
70
70
52
73
59
Netherlands
Belgium
Australia
France
United Kingdom
USA
France
United Kingdom
USA
USA
United Kingdom
Australia
France
United Kingdom
France
Financial
Financial
Financial
Consumer
Industrial
Financial
Industrial
Financial
Industrial
Financial
Utilities
Financial
Financial
Financial
Consumer
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
3.750
5.000
4.250
4.250
3.875
4.875
4.000
4.500
4.375
4.625
3.000
4.250
3.875
4.250
4.750
4.000
2.125
3.875
1.250
4.500
3.500
3.875
4.750
2.000
1.875
4.625
4.875
5.125
1.625
2.750
3.375
3.000
1.500
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A

Ing Bank Nv
Rabobank Nederland
Bmw Finance Nv
Barclays Bank Plc
Credit Mutuel Arkea
Lloyds Tsb Bank Plc
Bnp Paribas
Legrand Sa
Danske Bank A/S
Teliasonera Ab
Bnz International Fndng
Man Se
Westpac Securities Nz Lt
Anheuser-Busch Inbev Nv
Kbc Ifima Nv
Sparebank 1 Sr Bank
Linde Finance Bv
Daimler Ag
Cargill Inc
Robert Bosch Gmbh
Unibail-Rodamco Se
Aegon Nv
Gdf Suez
06.01.17
12.01.17
13.01.17
16.01.17
18.01.17
20.01.17
20.01.17
23.01.17
25.01.17
02.02.17
24.02.17
24.02.17
28.02.17
01.03.17
07.03.17
08.03.17
13.03.17
20.03.17
24.03.17
27.03.17
27.03.17
12.04.17
24.04.17
05.05.17
15.05.17
22.05.17
29.05.17
12.06.17
26.06.17
10.07.17
17.07.17
18.07.17
20.07.17
3.1
3.0
3.1
3.1
3.1
3.1
3.1
3.1
3.1
3.1
3.3
3.2
3.2
3.2
3.2
3.2
3.4
3.3
3.4
3.3
3.3
3.4
3.4
3.5
3.5
3.4
3.4
3.5
3.7
3.6
3.6
3.6
3.7
108.11
110.77
109.05
109.62
108.77
110.61
108.93
110.19
109.67
110.99
105.34
109.49
107.84
109.66
112.24
108.45
103.23
108.35
100.75
109.71
106.44
109.11
113.04
102.85
102.20
113.00
113.52
115.16
100.48
104.01
107.35
105.51
101.15
1.25
1.67
1.46
1.31
1.20
1.62
1.28
1.39
1.43
1.31
1.41
1.43
1.54
1.39
1.16
1.51
1.18
1.43
1.03
1.66
1.62
1.27
1.07
1.20
1.26
1.03
1.15
1.00
1.49
1.66
1.41
1.52
1.19
75
116
96
80
69
110
77
88
91
79
87
89
100
85
61
96
63
88
47
110
106
70
49
61
67
43
54
39
87
103
77
88
55
Australia
France
Netherlands
Netherlands
Germany
United Kingdom
United Kingdom
France
United Kingdom
United Kingdom
France
France
Denmark
USA
Sweden
Australia
Germany
Australia
Belgium
Belgium
Norway
Sweden
Germany
Germany
Germany
Netherlands
USA
Germany
France
Austria
Sweden
Netherlands
France
Financial
Consumer
Financial
Financial
Automaker
Financial
Financial
Financial
Industrial
Financial
Financial
Industrial
Financial
Financial
TMT
Financial
Industrial
Financial
Consumer
Financial
Financial
Financial
Basic Materials
Automaker
Automaker
Energy
Consumer
Industrial
REITS
Financial
Financial
Financial
Utilities
Freq.
Name
Maturity
Modified
Duration
Ind. Ask
Price %
02-Sep-13
CRNCY
ISIN
Number
Valoren
Min./ Incr.
Trad. Unit
FR0010921544
XS0540216669
XS0321334442
XS0542607683
XS0832446230
FR0010532762
XS0544714750
XS0323657527
XS0801636571
XS0546218925
XS0547796077
XS0457145430
FR0010952739
XS0849677348
FR0010539734
FR0011355791
FR0010962134
XS0798334875
FR0011361948
XS0561875450
XS0860567477
XS0718969271
11'520'847
11'722'589
3'405'159
11'752'724
19'568'431
3'471'117
11'787'435
3'435'842
18'962'913
11'827'514
11'847'911
10'641'030
11'876'866
19'895'072
3'529'506
19'995'097
12'006'326
18'876'270
20'083'271
12'039'045
20'120'822
14'490'994
50000
50000 / 1000
50000 / 1000
50000
1000
1000
100000 / 1000
50000 / 1000
100000 / 1000
50000 / 1000
50000 / 1000
1000
1000
100000 / 1000
1000
1000
50000
1000
100000
100000 / 1000
100000 / 1000
100000 / 1000
XS0873248420
XS0339454851
XS0340180149
FR0011182930
XS0563730984
XS0653885961
XS0881544281
BE6215434620
XS0593606550
XS0895722071
XS0821220281
xs0872705057
XS0901338706
XS0901370691
xs0874839086
XS0906792014
FR0011022623
EU000A1GN002
XS0613920502
FR0011033232
XS0359388690
BE6000782712
XS0360897689
XS0702452995
XS0428147093
XS0630545852
20'395'022
3'676'705
3'681'218
14'751'948
12'067'778
13'435'862
20'549'078
12'429'083
12'507'373
20'776'421
19'333'542
20'381'543
20'880'050
20'881'331
20'423'357
20'955'579
12'675'059
12'726'862
12'808'631
12'808'541
3'965'107
11'230'553
3'982'481
14'237'914
10'174'583
13'073'719
100000
1000
1000
100000
50000 / 1000
1000
100000
100000
100000 / 1000
100000 / 1000
100000
1000
100000
1000
1000
100000
100000
1000
100000 / 1000
100000
50000 / 1000
1000
50000 / 1000
100000
1000
100000 / 1000
Rating Rating
S & P Moody's
A
AAA
AAAA
BBB
AAAA
A
AA
A
A+
AAA
AA
A
A+
AA+
A2
Aa3
A1
A2
Baa1
Aaa
A3
Baa1
Aa3
A2
A2
Aa1
A1
A2
Aaa
A1
A2
A3
A2
A3
A
A
AAAA+
BBBA
A
AA
AA+
A
A+
A
AAA+
BBB+
AAAA
AAA
A
A
A+
AAA
AA-
Aa3
Aa2
A1
Baa3u
Aa3
A2
Baa1
A1
A3
A2
A2
A2
A2
Baa1
A1
A2
Aaa
Aa2
A2
A3
Aa2
A3
Aa1
Aa2
EUR BOND SELECTION
CPN_FREQ
Ccy
Coupon
%
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
3.750
3.000
5.125
3.125
3.750
4.625
3.125
5.500
2.250
3.625
3.830
3.625
2.750
1.750
4.500
1.000
2.875
2.875
1.125
3.750
2.250
3.875
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
1.625
4.750
5.375
5.125
3.750
3.625
2.625
3.875
3.875
1.875
2.375
1.500
1.750
2.250
1.625
1.625
4.375
3.250
4.250
4.000
6.000
4.000
4.750
3.250
4.375
4.125
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
Freq.
Name
Bpce Sa
Pohjola Bank Plc
Credit Suisse London
Societe Generale
Morgan Stanley
Cie Financement Foncier
Coca-Cola Enterprises
Morgan Stanley
Nordea Bank Ab
Abn Amro Bank Nv
Gdf Suez
Sanofi
Groupe Auchan Sa
Bnp Paribas
Danone
Motability Operations Gr
Coventry Bldg Society
Unibail-Rodamco Se
Banque Fed Cred Mutuel
Rabobank Nederland
Bmw Finance Nv
Unicredit Bk Austria Ag
Belgacom S.A. Droit Pub
Tennet Holding Bv
Ing Bank Nv
Societe Generale
Bnp Paribas
Morgan Stanley
Thales Sa
Legrand Sa
European Union
Ubs Ag London
Anheuser-Busch Inbev Sa
Province Of Quebec
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Maturity
Modified
Duration
Ind. Ask
Price %
21.07.17
08.09.17
18.09.17
21.09.17
21.09.17
23.09.17
29.09.17
02.10.17
05.10.17
06.10.17
06.10.17
16.10.17
18.10.17
29.10.17
13.11.17
14.11.17
15.11.17
27.11.17
27.11.17
29.11.17
04.12.17
13.12.17
3.6
3.7
3.6
3.7
3.6
3.6
3.7
3.5
3.8
3.7
3.7
3.8
3.8
3.9
3.8
4.0
3.9
3.9
4.1
3.8
4.0
3.9
108.11
105.90
114.33
105.82
106.87
113.33
106.80
113.49
103.36
107.47
109.63
109.69
106.01
100.19
113.00
99.31
106.43
105.03
99.73
109.23
100.73
109.05
1.57
1.47
1.44
1.62
1.97
1.23
1.39
2.02
1.40
1.72
1.39
1.19
1.24
1.70
1.29
1.17
1.29
1.63
1.19
1.48
2.07
1.66
93
80
76
94
128
54
70
132
70
102
70
49
54
99
56
44
56
89
45
74
132
90
France
Finland
Switzerland
France
USA
France
USA
USA
Sweden
Netherlands
United Kingdom
Germany
France
United Kingdom
France
France
France
France
France
United Kingdom
United Kingdom
France
Financial
Financial
Financial
Financial
Financial
Financial
Consumer
Financial
Financial
Financial
Energy
Transportation
Utilities
Financial
Financial
Consumer
Consumer
Financial
Consumer
Industrial
#N/A
REITS
11.01.18
15.01.18
16.01.18
18.01.18
26.01.18
29.01.18
30.01.18
07.02.18
21.02.18
27.02.18
28.02.18
12.03.18
12.03.18
12.03.18
15.03.18
20.03.18
21.03.18
04.04.18
06.04.18
06.04.18
18.04.18
26.04.18
29.04.18
10.05.18
14.05.18
25.05.18
4.1
3.9
3.9
3.9
4.0
4.0
4.1
4.0
4.1
4.2
4.2
4.3
4.3
4.2
4.3
4.3
4.1
4.2
4.2
4.2
4.1
4.2
4.2
4.3
4.3
4.3
99.14
113.15
115.55
112.74
108.15
109.15
101.03
110.42
109.68
99.91
102.25
98.56
99.41
100.64
100.32
100.11
111.73
109.55
111.70
111.61
119.10
111.29
115.37
107.41
113.79
111.01
1.83
1.60
1.65
2.04
1.80
1.46
2.37
1.43
1.61
1.89
1.85
1.83
1.89
2.10
1.55
1.60
1.67
1.10
1.58
1.37
1.66
1.46
1.32
1.59
1.32
1.68
105
81
86
125
100
66
157
62
78
106
102
99
104
126
71
75
82
24
72
50
79
58
44
71
43
78
France
Netherlands
USA
France
France
Germany
Italy
Belgium
Netherlands
Netherlands
France
France
France
USA
USA
France
France
SNAT
Australia
France
Switzerland
Belgium
Canada
Germany
Netherlands
Australia
Financial
Financial
Industrial
Consumer
Financial
Automaker
Financial
TMT
Utilities
Financial
Financial
Financial
Financial
Financial
Financial
Industrial
Industrial
Government
Financial
Consumer
Financial
Consumer
Automaker
Energy
Financial
02-Sep-13
CRNCY
ISIN
Number
Valoren
Min./ Incr.
Trad. Unit
XS0625977987
XS0630817442
FR0011261916
XS0760139773
XS0519671787
DE000A1PGQY7
FR0011075183
XS0811116853
FR0011560069
FR0010660043
EU000A1GV187
XS0692728511
XS0691801327
FR0011064500
XS0695461458
XS0706245163
XS0787785715
XS0710090928
XS0718526790
13'014'428
13'073'607
18'666'777
18'193'102
11'448'141
18'868'940
13'304'181
19'139'909
22'235'016
4'539'365
14'010'320
14'081'617
14'071'268
13'182'080
14'127'026
14'304'676
18'677'831
14'451'463
14'483'897
1000
100000 / 1000
1000
1000
50000 / 1000
1000
100000
100000 / 1000
100000
50000
1000
1000
1000
100000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
1000
XS0729213131
XS0729046218
XS0385688097
FR0011050764
XS0731681556
FR0011119460
XS0616431507
XS0746002392
XS0747744232
XS0669743246
XS0763122578
EU000A0VUCF1
XS0787510618
xs0789996245
FR0011266519
XS0794230507
XS0526811384
DE000A1AKHB8
XS0444030646
XS0445843526
XS0823954580
XS0454984765
XS0911431517
XS0456451771
FR0011443985
XS0856977144
XS0469000144
BE6243180666
14'684'008
14'676'641
4'531'052
13'040'772
14'725'546
13'885'974
12'839'250
14'957'885
14'997'673
13'693'397
18'228'978
11'092'670
18'666'649
18'736'334
18'748'576
18'816'758
11'526'298
10'377'332
10'418'547
10'443'880
19'380'616
10'600'755
21'043'510
10'630'769
20'903'441
20'043'618
10'759'881
19'592'244
100000 / 1000
1000
50000
100000
1000
100000
100000
100000
100000 / 1000
1000
100000 / 1000
1000
100000 / 1000
1000
100000
1000
50000 / 1000
50000
50000 / 1000
50000 / 1000
100000 / 1000
50000 / 1000
100000
1000
1000
100000 / 1000
50000 / 1000
1000
Rating Rating
S & P Moody's
A
AA
AA
AAA
BBB+
A+
AAA
AAA
AAA
AAAA+
A
A
A
A
AA+
BBBAABBB+
A
A
AAA
A
A
AAA
A+
AA+
AAA
A
A
A
A
BBB+
AA
A
AAA
A
A3
A1
A1
Aaa
A3
A3
A3
Aaa
Aaa
Aa2
Aa3
A2
A1
Baa1
A3
A2
A2
A1
Baa3u
A3
A3
A3
A2
A2
Aaa
A2
Aaa
A2
Aaa
A1
A2
Aa3
A1
A2
A2
A3
A3
A1
Aaa
A2
WR
A3
EUR BOND SELECTION
CPN_FREQ
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Ccy
Coupon
%
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
3.750
3.875
2.250
2.000
4.000
2.125
3.750
2.250
1.875
5.125
2.375
2.500
3.500
3.625
3.875
3.000
2.125
4.375
3.125
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
Wuerth Finance Intl Bv

Skf Ab
Gdf Suez
Roche Finance Europe Bv
Lloyds Tsb Bank Plc
Daimler Ag
Unibail-Rodamco Se
Orange Sa
Rte Edf Transport S.A
European Union
European Investment Bank
Rabobank Nederland
Groupe Auchan Sa
Hsbc Bank Plc
Bg Energy Capital Plc
Bhp Billiton Finance Ltd
Amgen Inc
Linde Finance Bv
25.05.18
25.05.18
01.06.18
25.06.18
25.06.18
27.06.18
12.07.18
01.08.18
03.09.18
12.09.18
04.10.18
15.10.18
17.10.18
19.10.18
24.10.18
16.11.18
29.11.18
05.12.18
12.12.18
4.3
4.3
4.5
4.6
4.4
4.5
4.4
4.6
4.7
4.3
4.7
4.7
4.6
4.6
4.6
4.7
4.8
4.6
4.8
109.53
109.75
103.53
103.47
112.08
102.87
108.92
101.61
99.47
116.84
105.61
105.96
108.04
109.70
110.43
105.99
101.78
111.61
107.85
1.63
1.70
1.47
1.25
1.38
1.50
1.81
1.90
1.99
1.61
1.23
1.29
1.84
1.63
1.73
1.78
1.76
2.02
1.56
74
81
57
34
47
59
89
97
104
66
27
32
87
67
76
80
77
103
56
Germany
Consumer
Sweden
Basic Materials
France
Utilities
Switzerland
Consumer
United Kingdom
Financial
Germany
Automaker
France
Industrial
France
REITS
France
TMT
France
Utilities
SNAT
Government
SNAT
Netherlands
Financial
France
Consumer
United Kingdom
Financial
United Kingdom
Energy
Australia
Basic Materials
USA
Consumer
Germany
Basic Materials
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
4.750
3.250
6.000
4.875
3.250
3.500
4.125
3.875
2.994
2.500
2.625
3.375
2.125
1.875
2.375
2.875
3.625
4.750
4.750
4.875
1.875
5.375
1.875
4.125
1.375
1.875
4.125
2.000
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
Abn Amro Bank Nv

Bmw Finance Nv
Orange Sa
Abb Finance Bv
European Union
Adp
Bg Energy Capital Plc
Allianz Finance Ii B.V.
Barclays Bank Plc
Cargill Inc
Orange Sa
Sanofi
Caisse Refinance L'Habit
Jpmorgan Chase & Co
Danske Bank A/S
11.01.19
14.01.19
15.01.19
21.01.19
21.01.19
22.01.19
23.01.19
13.02.19
18.02.19
15.03.19
26.03.19
10.05.19
30.05.19
06.06.19
11.06.19
18.06.19
16.07.19
22.07.19
05.08.19
13.08.19
04.09.19
30.09.19
02.10.19
11.10.19
25.10.19
21.11.19
26.11.19
16.12.19
4.7
4.8
4.6
4.7
4.9
4.8
4.8
4.8
5.0
5.1
5.1
5.2
5.3
5.4
5.3
5.3
5.3
5.2
5.2
5.2
5.6
5.0
5.6
5.3
5.8
5.7
5.4
5.8
113.17
107.61
119.83
112.84
107.21
107.80
109.92
108.61
105.94
105.46
103.74
111.00
101.20
101.25
102.98
103.66
109.05
115.62
114.91
115.01
99.28
114.41
97.56
113.47
98.26
98.11
113.86
100.30
2.12
1.75
2.05
2.31
1.83
1.96
2.15
2.18
1.84
1.46
1.91
1.35
1.90
1.65
1.83
2.19
1.97
1.91
2.05
2.15
2.00
2.76
2.31
1.77
1.68
2.20
1.75
1.95
111
73
104
129
81
94
113
115
80
42
86
27
82
56
73
110
86
80
93
103
87
161
116
62
51
103
57
76
Netherlands
Financial
Germany
Automaker
USA
Financial
France
Consumer
Germany
Automaker
France
Industrial
France
TMT
France
Financial
United Kingdom
Energy
SNAT
Switzerland
Industrial
SNAT
Government
USA
Consumer
Netherlands
Financial
France
Industrial
USA
Financial
United Kingdom
Energy
Germany
Financial
Switzerland
Financial
United Kingdom
Financial
USA
Consumer
United Kingdom
Financial
France
TMT
France
Consumer
France
Financial
USA
Financial
Denmark
Financial
Belgium
Consumer
Freq.
Name
Maturity
Modified
Duration
Ind. Ask
Price %
02-Sep-13
CRNCY
ISIN
Number
Valoren
Min./ Incr.
Trad. Unit
XS0478074924
FR0011147305
XS0453908377
XS0485316102
XS0592627003
XS0500397905
XS0503251489
FR0010895987
XS0863129135
XS0633025977
FR0010908905
XS0515937406
XS0942081570
XS0944451243
XS0522407351
XS0525146907
XS0524597613
XS0953219416
XS0526612188
XS0531922465
XS0858366098
XS0834386228
XS0544936817
XS0554819465
XS0854400800
XS0562852375
10'896'071
14'297'919
10'580'365
10'996'710
12'489'120
11'190'060
11'221'842
11'291'468
20'185'549
13'107'100
11'397'227
11'394'440
21'565'694
21'620'303
11'482'037
11'498'243
11'501'461
21'868'517
11'526'293
11'605'107
20'080'810
19'615'836
11'789'575
11'947'200
19'997'573
12'050'868
1000
100000
1000
1000
100000 / 1000
50000 / 1000
50000
50000
100000 / 1000
100000 / 1000
50000
1000
100000 / 1000
100000 / 1000
50000 / 1000
50000 / 1000
1000
100000 / 1000
50000
50000
1000
100000 / 1000
50000 / 1000
50000 / 1000
100000 / 1000
1000
XS0951216083
XS0576797947
XS0563306314
XS0578368143
XS0579847673
FR0011001098
XS0592505316
XS0595092098
XS0468425615
XS0894202968
XS0596704170
DE000A1UDWM7
XS0552375577
XS0906792105
XS0613145712
XS0621167732
FR0011048966
XS0629937409
XS0632241112
XS0632659933
BE6221503202
EU000A1GRVV3
21'798'222
12'277'554
12'058'653
12'292'475
12'311'778
12'403'123
12'489'131
12'536'809
10'746'073
20'749'166
12'557'423
20'839'837
11'914'538
20'955'602
12'791'585
12'915'476
13'029'318
13'053'557
13'090'895
13'101'618
13'097'741
13'093'168
100000 / 1000
100000 / 1000
50000
100000 / 1000
100000 / 1000
100000
100000
100000 / 1000
50000 / 1000
100000 / 1000
100000
1000
50000 / 1000
100000
100000 / 1000
100000 / 1000
100000
100000 / 1000
1000
1000
1000
1000
Rating Rating
S & P Moody's
AAA
AA+
ABBB+
AA+
A+
AA
A
AA
AAAAAAA+
A
A
AAAA
A+
AAA
AAA+
A+
AAA
BBB+
AAA
A+
A+
A
A+
AA
A
A+
A
BBB+
AAA
A
AAA
A
A
AAA
Aa2
A1
A1
A3
A3
A3
A3
A2
Aa1
A3
A3
Aa2
Aaa
A2
Aa3
Baa1
Aaa
A1
Aa2
NR
Aa3
A2
A1
Aaa
A3
Aaa
A2
A2
A1
A3
A2
Aa3
A2
A2
Aaa
A1
A3
A2
Aa1
A3
A3
Aaa
EUR BOND SELECTION
CPN_FREQ
Ccy
Coupon
%
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
4.125
3.125
5.375
4.375
4.250
3.875
3.625
3.886
2.000
4.154
3.889
3.500
2.000
2.000
4.000
4.000
3.000
2.625
4.125
5.375
1.375
2.250
3.000
3.875
1.875
3.750
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
2.250
4.000
3.875
3.500
4.875
4.125
4.000
4.375
4.875
2.375
4.750
1.750
3.625
2.250
4.250
4.430
4.078
4.000
3.750
3.875
4.000
3.500
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
Freq.
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Maturity
Modified
Duration
Ind. Ask
Price %
Rabobank Nederland
Gdf Suez
Omv Ag
Teliasonera Ab
Orange Sa
Agence Francaise Develop
Adp
Rio Tinto Finance Plc
Air Liquide Finance
Vier Gas Transport Gmbh
Sse Plc
Bat Holdings Bv
Council Of Europe
Morgan Stanley
Ontario (Province Of)
Unibail-Rodamco Se
Enexis Holding Nv
Bnp Paribas
14.01.20
21.01.20
23.01.20
10.02.20
18.02.20
09.04.20
21.04.20
10.05.20
11.05.20
01.06.20
09.06.20
10.06.20
12.06.20
17.06.20
07.07.20
13.07.20
13.07.20
16.07.20
20.07.20
10.08.20
15.09.20
25.09.20
28.09.20
05.11.20
13.11.20
25.11.20
5.5
5.7
5.4
5.6
5.6
5.8
5.9
5.9
6.1
5.9
6.0
6.0
6.2
6.2
6.0
6.0
6.2
6.2
6.0
5.8
6.5
6.3
6.2
6.1
6.5
6.2
110.70
106.63
117.57
113.68
113.35
108.53
110.93
111.40
97.66
112.56
111.96
109.75
99.13
99.31
111.35
110.24
107.80
99.43
109.63
114.74
97.00
99.80
107.12
109.15
98.04
108.27
2.30
2.01
2.37
2.08
2.02
2.46
1.86
2.04
2.38
2.13
1.98
1.95
2.14
2.11
2.19
2.36
1.78
2.72
2.58
2.99
1.83
2.28
1.91
2.47
2.17
2.48
109
80
116
86
80
120
60
77
111
85
70
66
85
82
89
106
48
141
127
167
50
94
57
110
80
111
Netherlands
Financial
France
Utilities
USA
Financial
Austria
Energy
Sweden
TMT
France
TMT
France
Financial
France
Industrial
United Kingdom
Basic Materials
United Kingdom
Energy
France
Basic Materials
Germany
Transportation
Germany
Energy
United Kingdom
Utilities
United Kingdom
Consumer
Australia
Financial
SNAT
Spain
Financial
France
Financial
USA
Financial
Snat
Australia
Basic Materials
Canada
France
REITS
Netherlands
Utilities
France
Financial
Oracle Corp
Barclays Bank Plc
Orange Sa
Neder Waterschapsbank
Ing Bank Nv
Rte Edf Transport S.A
Mcdonald'S Corp
Dnb Bank Asa
Bat Holdings Bv
Unibail-Rodamco Se
Societe Generale
Siemens Financieringsmat
Telstra Corp Ltd
Thales Sa
Abn Amro Bank Nv
Schiphol Nederland Bv
Suez Environnement
Fortum Oyj
Linde Finance Bv
Anheuser-Busch Inbev Sa
European Union
10.01.21
12.01.21
14.01.21
14.01.21
18.01.21
03.02.21
17.02.21
24.02.21
24.02.21
25.02.21
02.03.21
12.03.21
15.03.21
19.03.21
06.04.21
28.04.21
17.05.21
24.05.21
01.06.21
01.06.21
02.06.21
04.06.21
6.7
6.3
6.3
6.4
6.1
6.3
6.4
6.3
6.2
6.7
6.2
6.9
6.5
6.8
6.5
6.5
6.6
6.6
6.7
6.7
6.7
6.8
100.02
114.18
108.42
109.98
114.59
111.89
112.36
112.34
116.99
98.57
113.21
97.56
108.84
98.20
114.72
114.26
111.46
110.09
111.77
112.01
111.98
111.40
2.25
1.91
2.60
2.03
2.67
2.36
2.18
2.54
2.37
2.59
2.77
2.10
2.33
2.51
2.13
2.37
2.43
2.54
2.09
2.17
2.29
1.90
84
51
120
62
126
94
76
111
94
116
134
66
89
107
67
90
95
106
60
69
81
41
USA
United Kingdom
France
Netherlands
Netherlands
France
USA
Norway
United Kingdom
France
France
Germany
Australia
France
Netherlands
Netherlands
France
Finland
Germany
Germany
Belgium
SNAT
Name
DUR ADJ ASK
Industrial
Financial
TMT
Financial
Financial
Utilities
Consumer
Financial
Consumer
REITS
Financial
Industrial
TMT
Industrial
Financial
Industrial
Utilities
Utilities
Transportation
Basic Materials
Consumer
Government
02-Sep-13
CRNCY
ISIN
Number
Valoren
Min./ Incr.
Trad. Unit
Rating Rating
S & P Moody's
XS0944838241
DE000A1TNJ97
XS0648186517
XS0670798171
XS0671138377
EU000A1GVJX6
XS0690406243
FR0011344076
XS0695263730
XS0460357550
XS0704178556
21'630'096
21'673'781
13'336'133
13'702'175
13'707'500
13'880'984
14'041'043
19'780'118
14'127'618
10'680'357
14'257'587
100000 / 1000
1000
1000
1000
1000
1000
1000
100000
1000
50000 / 1000
100000 / 1000
A
AAA+
AAA
AA+
AAA
XS0728812495
FR0011182641
XS0732513972
XS0479869744
FR0011193515
DE000A1G0RU9
FR0011140912
XS0748187902
XS0680904827
XS0765299572
FR0011234921
AT0000A0N9A0
XS0706229555
XS0798504030
XS0801636902
XS0802756683
XS0804217536
FR0011289230
XS0810622935
XS0813400305
XS0817639924
XS0819130302
XS0819759571
XS0820547825
XS0823975585
XS0826531120
XS0541453147
XS0541787783
XS0760187400
FR0010952770
XS0847433561
XS0858366684
DE000A1R0XG3
FR0011372622
14'683'994
14'740'499
14'740'502
10'916'885
14'868'111
14'963'994
14'195'450
18'004'077
13'899'642
18'252'577
18'391'936
12'324'115
14'304'654
18'877'329
18'962'986
18'972'289
19'000'285
19'027'336
19'127'895
19'182'641
19'258'345
19'289'603
19'307'446
19'316'458
19'380'676
19'423'449
11'736'775
11'743'591
18'192'255
11'876'878
19'859'572
20'083'990
20'119'995
20'195'527
1000
100000
100000 / 1000
50000 / 1000
100000
100000
100000
100000 / 1000
100000 / 1000
1000
100000
1000
100000 / 1000
100000 / 1000
100000 / 1000
100000
100000 / 1000
1000
100000 / 1000
1000
100000 / 1000
100000
100000 / 1000
100000 / 1000
100000
1000
50000
1000
100000 / 1000
1000
1000
100000 / 1000
1000
100000
AAA+
A+
ABBB+
AA
A+
A+
AA
AAA+
A
A+
AAA
AAA
AAAA+
A
DE000DB5DCS4
XS0873665706
20'411'646
20'414'183
100000
100000 / 1000
A
AA-
A
AAA
AA+
A-
A
A-
AAA
A
A+
AA+
A
A3
A3
Aaa
Aaa
Aaa
Aaa
A3
Aaa
Aaa
A3
Aa2
Aa3
A1
A3
A3
Aa3
A2
A3
A2
Aaa
A2
A1
Aa3
A2
A2
A1
A3
Aa2
A2
Aa3
Aa3
A2
A3
Aa2
A3
Aa1
A2
A1
A2
Baa1
A1
A2
Aa3
EUR BOND SELECTION
CPN_FREQ
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Ccy
Coupon
%
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
2.125
2.000
3.625
2.875
2.875
2.750
4.250
2.125
3.000
4.000
3.625
A
A
A
A
A
A
A
A
A
A
A
Rolls-Royce Plc
Daimler Ag
Oebb Infrastruktur Ag
Landwirtsch. Rentenbank
Council Of Europe
European Union
Omv Ag
Air Liquide Finance
Eurofima
Bat Intl Finance Plc
18.06.21
25.06.21
13.07.21
30.08.21
31.08.21
21.09.21
12.10.21
15.10.21
25.10.21
27.10.21
09.11.21
7.1
7.1
6.9
7.1
7.1
7.0
6.7
7.2
7.0
6.8
6.9
98.94
97.39
111.47
107.52
106.37
105.69
113.27
98.47
106.17
113.11
108.44
2.27
2.37
2.03
1.85
2.00
1.98
2.43
2.33
2.16
2.22
2.47
78
87
52
32
47
43
86
77
59
65
89
United Kingdom
Industrial
Germany
Automaker
Austria
Transportation
Germany
Financial
SNAT
SNAT
Government
Austria
Energy
France
Basic Materials
Netherlands
Financial
SNAT
Financial
United Kingdom
Consumer
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
4.000
3.875
4.250
4.650
4.500
3.500
3.875
4.500
4.000
4.125
3.375
3.650
3.750
3.375
3.250
4.250
2.625
2.625
2.750
2.750
2.625
3.250
2.625
2.750
2.375
1.750
3.375
3.125
3.500
3.500
2.875
2.500
2.000
2.375
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
Rabobank Nederland
Electricite De France
Dnb Bank Asa
Vodafone Group Plc
Bouygues Sa
Adp
Ing Bank Nv
Teliasonera Ab
Abn Amro Bank Nv
Legrand Sa
Republic Of Austria
Telstra Corp Ltd
Willow No.2 For Zurich I
Nordea Bank Ab
Societe Generale
Nederlandse Gasunie N.V.
Gdf Suez
Wesfarmers Ltd
Jpmorgan Chase & Co
Nestle Finance Intl Ltd
Orange Sa
Total Capital Sa
Telstra Corp Ltd
Gdf Suez
Bnp Paribas
Statkraft As
Basf Se
Groupe Auchan Sa
11.01.22
18.01.22
18.01.22
20.01.22
09.02.22
14.02.22
15.02.22
21.02.22
22.03.22
28.03.22
19.04.22
20.04.22
16.05.22
27.06.22
05.07.22
13.07.22
13.07.22
20.07.22
02.08.22
08.08.22
16.08.22
23.08.22
23.08.22
24.08.22
06.09.22
12.09.22
16.09.22
16.09.22
21.09.22
18.10.22
24.10.22
28.11.22
05.12.22
12.12.22
7.0
7.0
6.9
6.9
6.9
7.2
7.1
6.9
7.2
7.1
7.4
7.4
7.4
7.5
7.6
7.4
7.8
7.8
7.8
7.8
7.9
7.7
7.9
7.9
7.8
8.1
7.5
7.6
7.5
7.6
7.7
8.0
8.2
8.1
109.71
109.67
111.74
115.52
111.23
108.10
111.56
111.58
111.17
109.33
105.89
112.35
109.30
103.40
104.87
110.32
100.99
101.00
99.66
99.74
99.76
102.00
99.97
100.49
98.24
96.21
103.72
105.88
106.94
108.10
99.57
98.52
96.88
98.52
2.68
2.57
2.66
2.57
2.97
2.43
2.35
2.93
2.53
2.88
2.60
2.07
2.54
2.93
2.62
2.91
2.50
2.50
2.79
2.78
2.65
2.99
2.63
2.69
2.60
2.22
2.90
2.39
2.63
2.49
2.93
2.68
2.38
2.56
106
95
104
94
133
79
71
129
86
121
92
39
84
121
89
118
76
76
105
103
90
123
87
93
83
45
113
62
85
70
113
87
56
73
Netherlands
France
Norway
United Kingdom
France
Germany
France
Netherlands
Sweden
Netherlands
France
Austria
Australia
Switzerland
Sweden
France
Netherlands
France
Australia
Australia
USA
France
Sweden
USA
Germany
Switzerland
France
France
Australia
France
France
Norway
Germany
France
Financial
Utilities
Financial
TMT
Industrial
Financial
Industrial
Financial
TMT
Financial
Industrial
Government
TMT
Financial
Financial
Financial
Energy
Utilities
Consumer
Financial
Financial
Financial
Financial
Financial
Automaker
Consumer
TMT
Energy
TMT
Utilities
Financial
Utilities
Basic Materials
Consumer
EUR
EUR
2.375
2.375
A
A
Deutsche Bank Ag
Met Life Glob Funding I
11.01.23
11.01.23
8.1
8.1
97.91
96.81
2.63
2.77
79
93
Germany
USA
Financial
Financial
Freq.
Name
Maturity
Modified
Duration
Ind. Ask
Price %
02-Sep-13
CRNCY
ISIN
Number
Valoren
Min./ Incr.
Trad. Unit
Rating Rating
S & P Moody's
EUR BOND SELECTION
CPN_FREQ
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Ccy
Coupon
%
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
3.625
2.375
3.000
2.750
3.125
4.625
2.500
2.375
2.250
5.125
4.500
2.500
2.600
2.500
3.125
2.875
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
Bouygues Sa
Bat Holdings Bv
Gdf Suez
Jpmorgan Chase & Co
Talanx Ag
Tennet Holding Bv
Orange Sa
Daimler Ag
Groupe Auchan Sa
Investor Ab
Unibail-Rodamco Se
Danone
Telstra Corp Ltd
Bpifrance
Bnp Paribas
16.01.23
19.01.23
01.02.23
01.02.23
13.02.23
21.02.23
01.03.23
08.03.23
06.04.23
18.04.23
12.05.23
12.06.23
28.06.23
15.09.23
26.09.23
26.09.23
7.6
8.1
8.0
8.1
8.0
7.6
8.2
8.3
8.4
7.6
7.9
8.5
8.5
8.6
8.3
8.5
103.34
97.24
103.30
99.65
101.78
115.10
95.70
97.48
96.46
116.77
114.83
96.53
100.12
97.09
103.82
98.57
3.20
2.71
2.60
2.79
2.90
2.79
3.03
2.68
2.67
3.08
2.73
2.91
2.59
2.84
2.69
3.04
136
87
75
94
105
92
116
81
78
119
83
100
66
90
74
110
France
Industrial
United Kingdom
Consumer
France
Utilities
USA
Financial
Germany
Financial
Netherlands
Utilities
France
TMT
Germany
Automaker
France
Consumer
France
Financial
Sweden
Financial
France
REITS
France
Consumer
Australia
TMT
France
France
Financial
A3
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
3.625
3.000
3.000
2.875
2.875
2.875
2.750
2.875
A
A
A
A
A
A
A
A
Teliasonera Ab
Alliander Nv
La Poste
14.02.24
08.03.24
29.05.24
30.05.24
14.06.24
25.09.24
26.11.24
11.12.24
8.5
8.8
9.0
9.1
9.1
9.1
9.3
9.3
107.60
104.06
101.22
99.69
100.70
100.25
98.61
97.34
2.78
2.55
2.86
2.91
2.80
2.85
2.90
3.16
80
57
86
90
79
81
84
110
Sweden
Germany
Australia
USA
Netherlands
Belgium
France
United Kingdom
TMT
Transportation
Basic Materials
Consumer
Utilities
Consumer
Transportation
Basic Materials
Vier Gas Transport Gmbh

Oracle Corp
Ville De Paris
12.06.25
10.07.25
29.12.25
9.8
9.7
9.6
98.48
100.80
107.44
3.03
3.04
3.14
93
93
98
Germany
USA
France
Energy
Industrial
Name
Maturity
Ind. Ask
Price %
FR0011332196
XS0856014583
FR0011261924
XS0883614231
DE000TLX2003
XS0593606121
XS0827999318
DE000A1R0691
FR0011462571
XS0617251995
XS0625859516
XS0942388462
FR0011527241
XS0903136736
FR0011119783
XS0895249620
19'594'096
20'027'766
18'666'787
20'579'017
20'671'914
12'507'363
19'440'576
20'839'831
21'052'743
12'861'305
12'984'862
21'576'057
21'723'363
20'895'740
13'922'903
20'761'726
100000
100000 / 1000
1000
100000 / 1000
100000
100000 / 1000
100000
1000
100000
100000
100000 / 1000
100000 / 1000
100000
100000 / 1000
100000
1000
BBB+
AA
A
AABBB+
AA
A
AAA
AA
XS0746010908
XS0753143709
XS0787786440
XS0787527349
XS0792977984
BE6243179650
FR0011360478
XS0863127279
14'961'333
18'082'399
18'681'690
18'665'177
18'786'975
19'590'545
20'051'758
20'185'551
100000 / 1000
1000
100000 / 1000
100000 / 1000
100000 / 1000
1000
100000
100000 / 1000
AAA
A+
A
AAA
A
A-
XS0942082115
XS0951216166
FR0010975730
21'565'670
21'798'219
12'121'598
100000 / 1000
100000 / 1000
50000
AA+
AA+
A1
WR
EUR
EUR
EUR
2.875
3.125
3.875
A
A
A
XS0617307375
EU000A1GVVF8
12'864'025
13'953'983
100000
1000
AA
AAA
Aa2
Aaa
EUR
EUR
4.375
3.000
A
A
Soc Natl Chemins Fer Fra

European Union
15.04.26
04.09.26
9.7
10.7
113.76
104.40
3.04
2.60
86
38
France
SNAT
Transportation
Government
XS0834385923
19'616'559
100000 / 1000
A+
A1
EUR
3.250
24.09.27
10.8
100.32
3.22
91
Australia
Basic Materials
DE000A1UDWN5
BE0002432079
20'839'841
21'044'566
1000
100000
A+
A-
Aa3
EUR
EUR
2.875
3.250
A
A
Elia System Op Sa/Nv
10.03.28
04.04.28
11.5
11.3
97.85
98.95
3.06
3.34
70
98
Germany
Belgium
Industrial
Utilities
EU000A1G1Q17
18'083'520
1000
Aaa
EUR
3.375
European Union
04.04.32
13.7
106.80
2.90
36
SNAT
Government
A+
A3
A3
A1
A2
Freq.
Modified
Duration
A3
A3
A3
A2
A1
A3
A2
Aa1
A2
A3
Aa1
A1
A2
Aa3
A3
02-Sep-13
CRNCY
ISIN
Number
Valoren
Min./ Incr.
Trad. Unit
Rating Rating
S & P Moody's
CPN_FREQ
Ccy
Coupon
%
Freq.
USD BOND SELECTION

Name
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Maturity
Modified
Duration
Ind. Ask
Price %
US05252BBJ70
US21685WBS52
XS0576906316
USF8586CAL66
US026874BV83
XS0579362319
US22532MAD48
USF2893TAA46
US68323AAE47
US89153UAB70
XS0588430081
US20825CAS35
XS0494562639
US718172AG43
USU2339CAG34
US9612E1CD51
US6325C1BL25
US002799AK07
US06366QGJ04
US22546QAA58
US19416QDT40
US74977SBQ49
US149123BU42
USN4578BPY49
US92857WAT71
FR0010775239
US06739FFZ99
US03523TBL17
US89114QAA67
USJ7771KNW38
US78010KCV98
US0258M0CZ01
US713448BV91
XS0670236768
US36962GK864
XS0543243678
XS0453470527
US801060AA22
US85771SAC08
US78008TXA77
USQ2594WBW84
XS0465484938
US36962G4G62
US03523TBG22
US055451AJ72
US98956PAD42
USC2428PAM35
12'277'524
12'260'213
12'287'957
12'152'642
12'104'817
12'301'071
12'336'027
4'996'704
12'384'215
12'390'122
12'428'071
1'796'884
11'112'442
4'832'525
12'742'762
12'783'712
12'844'631
12'916'109
12'938'512
10'158'233
12'954'957
10'175'440
13'091'864
13'138'249
10'251'125
10'301'901
10'344'935
13'350'560
13'350'554
13'404'539
10'479'510
10'487'647
13'692'750
13'704'086
1'953'053
11'761'184
10'572'830
13'984'885
10'645'754
14'195'343
10'700'877
10'719'865
10'736'887
12'507'227
14'345'145
14'287'352
14'488'599
100000 / 1000
1000
100000 / 1000
100000 / 1000
2000 / 1000
1000
200000 / 1000
2000 / 1000
5000 / 1000
1000
200000 / 1000
2000 / 1000
2000
2000 / 1000
150000 / 1000
100000 / 1000
100000 / 1000
1000
2000 / 1000
100000 / 1000
1000
100000 / 1000
2000 / 1000
200000 / 1000
1000
1000
100000 / 1000
1000
2000 / 1000
200000 / 1000
100000 / 1000
2000 / 1000
2000 / 1000
1000
1000
2000
100000 / 1000
2000 / 1000
1000
1000
2000 / 1000
2000
1000
2000 / 1000
2000 / 1000
2000 / 1000
200000 / 1000
AAAAAAA
A
AAAA
A+
AAAAA
A
AA+
A
AAAAAA
A+
A
AAAAA
A+
ANR
A
A
AAA+
A
AAAAA
AA+
AAAA+
AA
AAAAAA
AA+
A
A+
AAAA
Aa2
Aa2
Aa1
A2
Baa1
Aa1
A2
Aa3
Aa2
Aa1
A2
A1
A1
A2
A3
Aa2
Aa2
A2
Aa3
A1
Aa3
Aa2
A2
A2
A3
Aa1
A2
A3
Aa1
Aa3
A3
A2
A1
Aaa
A1
Aa2
Aa1
A1
Aa2
Aa3
A3
A3
A1
A3
A1
Baa1
Aaa
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
2.125
1.850
1.500
2.500
3.650
1.625
2.625
5.500
1.375
1.625
3.000
4.750
3.125
6.875
1.950
1.006
2.250
2.875
1.750
5.500
1.250
4.200
1.375
2.375
4.150
3.500
5.200
1.500
1.375
1.900
4.875
5.125
0.800
0.750
4.750
2.125
2.875
1.200
2.900
1.450
3.250
3.625
3.750
5.375
1.125
1.400
1.500
S
S
S
S
S
A
S
S
S
S
S
S
A
S
S
Q
S
S
S
S
S
S
S
S
S
A
S
S
S
S
S
S
S
A
S
A
S
S
S
S
S
A
S
S
S
S
S
Aust & Nz Banking Group

Rabobank Nederland
Network Rail Infra Fin
Societe Generale
American Intl Group
Nrw.Bank
Total Capital Canada Ltd
Abn Amro Bank Nv
Conocophillips
General Elec Cap Corp
Daimler Finance Na Llc
Bank Of Montreal
Credit Suisse New York
Colgate-Palmolive Co
Rabobank Nederland
Caterpillar Inc
Ing Bank Nv
Vodafone Group Plc
Barclays Bank Plc
Anheuser-Busch Inbev Wor
Toronto-Dominion Bank
Sumitomo Mitsui Banking
Amer Express Credit Co
Pepsico Inc
Kommunekredit
Sfef
Sanofi
Statoil Asa
Royal Bank Of Canada
Coca-Cola Amatil Ltd
Linde Finance Bv
Bhp Billiton Fin Usa Ltd
Zimmer Holdings Inc
Canadian Imperial Bank
10.01.14
10.01.14
13.01.14
15.01.14
15.01.14
17.01.14
21.01.14
26.01.14
27.01.14
28.01.14
31.01.14
01.02.14
12.03.14
17.03.14
28.03.14
31.03.14
11.04.14
25.04.14
29.04.14
01.05.14
01.05.14
13.05.14
27.05.14
09.06.14
10.06.14
01.07.14
10.07.14
14.07.14
14.07.14
22.07.14
25.08.14
25.08.14
25.08.14
02.09.14
15.09.14
19.09.14
22.09.14
30.09.14
15.10.14
30.10.14
02.11.14
13.11.14
14.11.14
15.11.14
21.11.14
30.11.14
12.12.14
0.3
0.3
0.4
0.4
0.4
0.4
0.4
0.4
0.4
0.4
0.4
0.4
0.5
0.5
0.6
0.1
0.6
0.6
0.6
0.6
0.7
0.7
0.7
0.8
0.8
0.8
0.8
0.9
0.9
0.9
1.0
1.0
1.0
1.0
1.0
1.0
1.0
1.1
1.1
1.1
1.1
1.1
1.2
1.2
1.2
1.2
1.3
100.64
100.57
100.49
100.90
101.02
100.51
100.93
102.16
100.52
100.55
101.00
101.71
101.46
103.50
100.74
100.36
101.09
101.49
100.88
103.38
100.71
102.66
100.74
101.43
102.75
102.61
104.06
101.16
100.91
101.25
103.33
104.53
100.51
100.47
104.43
101.67
102.73
100.92
102.86
101.17
102.77
103.53
103.78
105.83
100.73
100.60
101.42
0.28
0.22
0.13
0.02
0.81
0.23
0.16
-0.02
0.06
0.24
0.52
0.52
0.30
0.31
0.63
0.38
0.43
0.54
0.40
0.33
0.17
0.33
0.36
0.50
0.54
0.32
0.39
0.14
0.31
0.48
1.42
0.45
0.27
0.27
0.43
0.51
0.26
0.34
0.32
0.43
0.84
0.63
0.56
0.48
0.52
0.91
0.38
US36962G5M22
USJ7771KPG69
US53947PAA75
14'678'238
14'695'359
10'887'748
1000
200000 / 1000
100000 / 1000
AA+
A+
A
A1
Aa3
A2
USD
USD
USD
2.150
1.900
4.375
S
S
S

Lloyds Tsb Bank Plc
09.01.15
12.01.15
12.01.15
1.3
1.3
1.3
102.07
101.25
104.33
0.60
0.96
1.14
25
18
10
-1
77
19
12
-6
2
20
48
48
25
25
57
36
47
32
26
10
25
28
41
45
23
29
4
21
38
130
34
16
15
29
38
13
20
17
27
67
45
38
30
34
72
18
Australia
Netherlands
United Kingdom
France
USA
Germany
France
France
Canada
France
Netherlands
USA
USA
USA
Germany
Australia
Australia
Spain
Canada
Switzerland
USA
Netherlands
USA
Netherlands
United Kingdom
France
United Kingdom
Belgium
Canada
Japan
United Kingdom
USA
USA
Denmark
USA
Australia
France
France
Norway
Canada
Australia
Germany
USA
Belgium
Australia
USA
Canada
Financial
Financial
Transportation
Financial
Financial
Financial
Financial
Utilities
Energy
Financial
Energy
Financial
Consumer
Automaker
Financial
Financial
Financial
Financial
Financial
Consumer
Financial
Industrial
Financial
TMT
Financial
Consumer
Financial
Financial
Financial
Financial
Consumer
Industrial
Financial
Consumer
Energy
Financial
Consumer
Basic Materials
Financial
Consumer
Basic Materials
Consumer
Financial
38
74
92
USA
Japan
United Kingdom
Financial
Financial
Financial
02-Sep-13
CRNCY
ISIN
Number
US25244SAF83
US263534BY40
US064149A641
US61747YCL74
US6832348H42
US055451AN84
US02666RAV33
US6325C1BB43
US172967FY29
US63254AAA60
US74977SCE00
US02666RAL50
US78010XAC56
US65557HAC60
US76720AAA43
XS0763676045
USU2339CAW83
US22532MAC64
USU03597AM00
US45950KBF66
XS0505252956
XS0506368363
US172967FD81
XS0512291856
US58013MEP59
US913017BX62
US1107098W54
US89233P4B94
XS0795938348
USG4637EFT76
US36962G4L57
US865622AU81
USJ7771KMX20
US6174467N38
US55608RAB69
USU2339CAY40
US63254AAC27
US00182FAJ57
USN45799AA63
XS0670227858
US06051GED79
US24422ERV38
XS0540029807
USJ04237AB91
US6832348Z40
US35177PAU12
XS0540225496
US780099CC94
US02666RAM34
Valoren
10'717'659
10'720'867
10'941'487
10'953'830
10'982'486
18'053'369
14'916'000
11'068'841
18'059'072
18'112'340
11'106'420
11'118'316
11'119'089
18'193'867
18'233'774
18'231'569
18'344'542
11'208'378
11'171'045
11'222'735
11'249'342
11'271'040
11'323'360
11'340'985
18'679'482
18'687'023
11'244'942
11'438'389
18'865'326
11'462'751
11'461'731
19'026'422
11'541'593
11'565'460
19'095'923
19'141'373
19'152'758
11'604'656
11'657'620
13'704'621
11'656'555
19'433'477
11'716'382
11'745'340
11'744'143
11'736'454
11'744'112
19'505'665
11'760'948
Min./ Incr.
Trad. Unit
1000
2000 / 1000
2000 / 1000
100000 / 1000
5000 / 1000
2000 / 1000
200000 / 1000
100000 / 1000
1000
250000 / 1000
100000 / 1000
150000 / 1000
100000 / 1000
200000 / 1000
2000 / 1000
100000 / 1000
150000 / 1000
100000 / 1000
2000 / 1000
1000
100000 / 1000
100000 / 2000
1000
1000
1000
2000 / 1000
5000 / 1000
2000 / 1000
200000 / 1000
100000 / 1000
1000
250000 / 1000
100000 / 1000
100000 / 1000
2000 / 1000
150000 / 1000
250000 / 1000
100000 / 1000
100000 / 1000
1000
5000
1000
1000
100000 / 1000
5000 / 1000
2000 / 1000
100000 / 1000
1000
150000 / 1000
Rating Rating
S & P Moody's
AA
A+
AAAA+
A+
AAAAAAAA+
A
AAAAAA
A
A+
AAA
AAAA
A
A
AAA
AAAAAAA+
A+
A+
AA
AAAAAA+
AAA
AA
AAA
A+
AABBB+
A+
AA+
A3
A2
Aa2
Baa1
Aa2
A1
A1
Aa2
Baa2
Aa2
Aa2
A1
A3
Aa3
A3
A3
A3
A2
A3
Aaa
A2
Aaa
Baa2
Aaa
A2
A2
Aaa
Aa3
Aa3
A1
Aa3
Aa3
Baa1
A2
A3
Aa2
Aa3
A2
Aaa
Baa2
A2
Aaa
Aa3
Aa2
A3
A1
Baa1
A1
CPN_FREQ
Ccy
Coupon
%
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
3.250
3.250
3.400
4.100
2.950
1.000
1.450
3.750
2.650
2.000
3.200
3.500
4.875
2.250
1.125
1.625
1.650
3.500
3.625
2.750
3.850
2.750
4.750
2.750
0.750
0.760
2.850
3.200
2.500
3.500
3.500
1.350
3.150
4.000
3.450
1.300
1.600
3.125
3.000
0.750
3.700
0.700
2.000
2.450
1.875
2.125
2.750
2.550
2.500
Freq.
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
A
S
Q
S
S
S
S
S
S
S
S
S
S
S
S
S
A
S
S
A
S
S
S
S
S
S
USD BOND SELECTION

Name
Diageo Finance Bv
E.I. Du Pont De Nemours
Bank Of Nova Scotia
Morgan Stanley
American Honda Finance
Citigroup Inc
National Australia Bk Lt
Rabobank Nederland
Nordea Bank Ab
Rio Tinto Fin Usa Plc
Intl Finance Corp
Kommunalbanken As
Citigroup Inc
L-Bank Bw Foerderbank
Mcdonald'S Corp
United Technologies Corp
British Columbia Prov Of
Toyota Motor Credit Corp
Hsbc Bank Plc
Morgan Stanley
Macquarie Bank Ltd
Anz New Zealand Intl/Ldn
Ing Bank Nv
Asian Development Bank
Bank Of America Corp
John Deere Capital Corp
Bk Tokyo-Mitsubishi Ufj
Orange Sa
Mitsubishi Corp
Royal Bk Scotlnd Grp Plc
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Maturity
Modified
Duration
Ind. Ask
Price %
15.01.15
15.01.15
22.01.15
26.01.15
05.02.15
24.02.15
27.02.15
02.03.15
02.03.15
09.03.15
11.03.15
16.03.15
16.03.15
20.03.15
20.03.15
22.03.15
10.04.15
13.04.15
15.04.15
20.04.15
27.04.15
05.05.15
19.05.15
26.05.15
29.05.15
01.06.15
15.06.15
17.06.15
25.06.15
28.06.15
29.06.15
18.07.15
22.07.15
24.07.15
27.07.15
31.07.15
07.08.15
10.08.15
01.09.15
01.09.15
01.09.15
04.09.15
09.09.15
11.09.15
15.09.15
16.09.15
16.09.15
18.09.15
21.09.15
1.3
1.3
1.4
1.4
1.4
1.5
1.5
1.5
1.5
1.5
1.5
1.5
1.5
1.5
1.5
1.5
1.6
1.5
1.6
1.6
1.6
1.6
1.6
1.7
1.7
0.2
1.7
1.7
1.8
1.8
1.8
1.8
1.8
1.8
1.8
1.9
1.9
1.9
1.9
2.0
1.9
2.0
1.9
1.9
2.0
2.0
2.0
2.0
2.0
103.51
103.95
104.01
103.95
103.52
100.70
101.05
104.56
103.14
102.20
103.57
104.19
105.63
102.21
100.20
101.27
101.13
104.19
104.22
103.89
104.43
103.75
106.52
103.81
100.31
100.65
104.31
104.61
100.93
104.56
104.74
101.01
104.15
104.76
103.74
100.59
101.90
103.95
102.70
100.63
104.83
100.20
102.71
103.11
102.52
101.64
103.28
102.12
103.28
0.66
0.34
0.48
1.22
0.45
0.52
0.73
0.67
0.54
0.54
0.83
0.74
1.16
0.80
0.99
0.80
0.94
0.87
0.98
0.34
1.12
0.49
0.89
0.52
0.57
0.39
0.41
0.60
1.97
0.96
0.87
0.81
0.92
1.43
1.44
0.99
0.60
1.05
1.61
0.43
1.24
0.60
0.64
0.89
0.62
1.31
1.11
1.49
0.88
43
11
25
99
21
26
48
41
28
27
56
47
89
53
72
52
65
58
69
5
82
18
57
20
25
7
26
162
61
52
44
55
106
107
61
22
67
122
3
84
20
23
48
21
89
69
107
45
United Kingdom
USA
Canada
USA
Canada
Australia
Japan
Australia
USA
Australia
Netherlands
Japan
United Kingdom
Sweden
United Kingdom
Germany
Germany
France
Belgium
SNAT
United Kingdom
Norway
USA
Germany
USA
USA
Canada
Japan
United Kingdom
United Kingdom
USA
Japan
Japan
USA
Australia
Germany
Australia
Australia
Netherlands
SNAT
USA
USA
Netherlands
Japan
Canada
France
Japan
United Kingdom
Japan
Consumer
Basic Materials
Financial
Financial
Basic Materials
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Basic Materials
Automaker
Automaker
Financial
Consumer
Financial
Financial
Financial
Consumer
Industrial
Financial
Industrial
Financial
Financial
Financial
Financial
Financial
Financial
Automaker
Financial
Financial
Financial
Financial
Financial
Financial
Financial
TMT
Consumer
Financial
Financial
02-Sep-13
CRNCY
ISIN
Number
Valoren
Min./ Incr.
Trad. Unit
Rating Rating
S & P Moody's
CPN_FREQ
Ccy
Coupon
%
Freq.
USD BOND SELECTION

Name
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Maturity
Modified
Duration
Ind. Ask
Price %
US78010XAG60
US36962G4F89
USQ98418AG37
XS0543242431
USN45780CR71
US6325C1BC26
US00182FAM86
US91324PBX96
US931142CX95
US767201AJ59
US92857WAU45
US961214BP70
US136069DS70
US084664BN03
US172967FH95
11'756'776
10'577'777
11'760'937
11'761'538
19'607'279
11'783'706
19'152'751
19'861'286
11'905'940
11'959'223
10'753'545
12'120'012
12'135'980
12'144'659
12'112'223
1000
1000
2000 / 1000
100000
200000 / 1000
100000 / 1000
200000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
1000
2000 / 1000
2000 / 1000
2000 / 1000
1000
A
AA+
AAAA+
AAAAA
AA
AAAAA+
AA
A-
A3
A1
A3
Aa3
A2
Aa2
Aa3
A3
Aa2
A3
A3
Aa2
Aa3
Aa2
Baa2
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
3.950
4.375
2.550
1.875
2.000
2.750
1.850
0.850
1.500
1.875
3.375
3.000
2.350
2.450
4.587
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S

Woolworths Limited
Jpn Bank For Int'L Coop
Ing Bank Nv
Unitedhealth Group Inc
Wal-Mart Stores Inc
Rio Tinto Fin Usa Ltd
Vodafone Group Plc
Berkshire Hathaway Fin
Citigroup Inc
21.09.15
21.09.15
22.09.15
24.09.15
25.09.15
28.09.15
15.10.15
15.10.15
25.10.15
02.11.15
24.11.15
09.12.15
11.12.15
15.12.15
15.12.15
1.9
1.9
2.0
2.0
2.0
2.0
2.1
2.1
2.1
2.1
2.1
2.2
2.2
2.2
2.2
104.90
106.94
103.13
102.66
101.56
104.18
101.63
100.24
102.08
101.65
104.95
105.05
103.38
103.80
107.33
1.51
0.94
1.00
0.57
1.23
0.70
1.07
0.74
0.52
1.10
1.11
0.74
0.84
0.77
1.31
109
52
58
14
80
28
62
29
6
63
62
23
33
25
79
United Kingdom
Financial
USA
Financial
Australia
Consumer
Japan
Netherlands
Financial
Australia
Financial
Australia
Financial
USA
Consumer
USA
Consumer
Australia
Basic Materials
United Kingdom
TMT
Australia
Financial
Canada
Financial
USA
Financial
USA
Financial
US36962G6R00
US89233P4R47
XS0576210289
US06051GES49
USJ7771KNJ27
USF8586CAM40
USF8176MAB21
US58933YAB11
XS0580358660
US539473AG31
US748356AA02
US594918AK09
US904764AL12
US03523TBA51
US500769EG57
US92857WBA71
US05567LU545
US61746BDG86
USJ0423YBC78
US05252BBN82
US748148RR64
US46625HHX17
US05565QBQ01
USU65478AG19
XS0605177384
USN3113TAQ24
US298785FK77
XS0247659542
US78009PCC32
US92857WAW01
US06051GEG01
USU2339CAK46
US064149D876
20'384'169
12'274'843
12'263'069
20'423'874
12'284'196
12'150'218
12'275'988
12'144'702
12'335'602
12'335'857
12'144'692
12'457'264
12'471'552
12'396'747
12'484'397
20'696'569
12'535'201
20'776'763
20'761'889
12'568'044
2'463'354
12'535'196
12'663'046
20'937'354
12'664'615
12'664'660
12'264'362
2'480'138
12'696'316
12'669'432
12'696'314
12'742'644
12'749'324
1000
2000 / 1000
2000
2000 / 1000
200000 / 1000
100000 / 1000
2000 / 1000
2000 / 1000
100000
1000
2000 / 1000
2000 / 1000
100000 / 1000
1000
1000
1000
1000
1000
200000 / 1000
100000 / 1000
1000
2000 / 1000
1000
1000
100000
200000 / 1000
1000
2000
2000 / 1000
1000
5000
150000 / 1000
2000 / 1000
AA+
AAAAA
AA+
A
A+
AA
AAA
AAAA
A+
A
AAA
AA+
AA+
AAA+
A
A
BBB+
AAA+
AAA
A+
A
AAAA+
A1
Aa3
Aaa
Baa2
Aa3
A2
A1
A2
Aa3
A2
A3
Aaa
A1
A3
Aaa
A3
A2
Baa1
Aa3
Aa2
Aa2
A2
A2
A3
Aa3
A2
Aaa
Aa3
A3
A3
Baa2
A3
Aa2
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
1.000
2.800
2.500
1.250
3.100
3.500
2.650
2.250
2.500
4.875
2.750
2.500
2.750
2.875
2.625
0.900
3.600
1.750
1.000
3.250
5.000
3.450
3.200
1.000
2.750
4.000
2.250
5.625
4.375
2.875
3.625
3.000
2.900
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
A
S
S
S
S
S

Societe Generale
Schlumberger Sa
Merck & Co Inc
Japan Finance Corp
Lloyds Tsb Bank Plc
Questar Corp
Microsoft Corp
Unilever Capital Corp
Kfw
Vodafone Group Plc
Bnp Paribas
Morgan Stanley
Province Of Quebec
Jpmorgan Chase & Co
Nissan Motor Acceptance
Development Bk Of Japan
Ing Bank Nv
Vodafone Group Plc
Bank Of Nova Scotia
08.01.16
11.01.16
11.01.16
11.01.16
14.01.16
15.01.16
15.01.16
15.01.16
21.01.16
21.01.16
01.02.16
08.02.16
10.02.16
15.02.16
16.02.16
19.02.16
23.02.16
25.02.16
26.02.16
01.03.16
01.03.16
01.03.16
11.03.16
15.03.16
15.03.16
15.03.16
15.03.16
16.03.16
16.03.16
16.03.16
17.03.16
28.03.16
29.03.16
2.3
2.3
2.3
2.3
2.3
2.3
2.3
2.3
2.3
2.3
2.3
2.4
2.4
2.4
2.4
2.4
2.4
2.4
2.4
2.4
2.4
2.4
2.4
2.5
2.4
2.4
2.4
2.4
2.4
2.4
2.4
2.4
2.5
99.69
104.48
103.81
99.83
104.15
104.77
103.45
103.24
104.10
108.14
103.03
104.40
104.43
104.68
104.60
98.83
105.46
100.20
99.34
105.38
110.11
105.30
105.08
99.12
104.86
105.76
103.67
111.95
106.66
103.69
105.07
103.93
104.42
1.13
0.87
0.86
1.32
1.31
1.44
1.16
0.86
0.76
1.38
1.46
0.67
0.90
0.94
0.73
1.39
1.34
1.67
1.27
1.05
0.88
1.28
1.15
1.36
0.80
1.66
0.78
0.83
1.67
1.39
1.58
1.43
1.15
59
33
31
78
76
89
62
31
20
83
89
10
33
35
14
80
75
108
68
45
29
68
54
74
19
105
17
21
106
77
96
81
52
USA
Japan
Netherlands
USA
Japan
France
USA
USA
Japan
United Kingdom
USA
USA
Netherlands
Belgium
Germany
United Kingdom
France
USA
Japan
Australia
Canada
USA
United Kingdom
Japan
Japan
Netherlands
SNAT
Germany
United Kingdom
United Kingdom
USA
Germany
Canada
Financial
Financial
Financial
Financial
Financial
Financial
Energy
Consumer
Financial
Energy
TMT
Consumer
Consumer
Financial
TMT
Financial
Financial
Financial
Financial
Financial
Energy
Automaker
Financial
Industrial
Financial
TMT
Financial
Automaker
Financial
02-Sep-13
CRNCY
ISIN
Number
Valoren
Min./ Incr.
Trad. Unit
Rating Rating
S & P Moody's
US23636BAB53
US22532MAF95
US002799AJ34
US61747YDD40
US037833AH30
XS0627063091
US00206RAW25
US718172AJ81
USQ95870AD52
US38259PAC68
US767201AM88
USG4637EFU40
XS0628646480
US24422ERC56
USU00292AA73
US166764AC43
US86960BAA08
US471065AH55
US89114QAB41
US865622BA19
US78008TLB88
USJ7771KNY93
US6325C1BN80
US009158AQ92
US89153VAF67
US55608RAC43
US00206RAY80
US25468PCM68
US19122TAD19
XS0671005576
US008281BA42
US35177PAV94
XS0674841696
USU2339CAR98
US24422ERF87
US767201AP10
US02666RAT86
US500769ES95
XS0804777679
US36962G5H37
US05565QBT40
US055451AK46
XS0641398788
XS0468848253
12'852'741
21'145'199
12'916'107
12'930'178
21'311'599
13'013'694
12'930'181
13'015'594
13'007'783
13'047'517
13'055'759
13'059'076
13'061'977
13'141'303
13'198'678
21'675'177
13'325'572
13'336'589
13'350'555
21'892'845
13'385'581
13'404'553
13'426'191
13'483'205
22'072'386
22'100'044
13'635'465
13'659'137
13'649'786
13'704'608
13'711'004
13'818'594
13'823'057
13'823'080
13'703'742
13'884'704
13'875'328
13'987'390
19'024'727
14'093'632
14'217'090
14'345'147
13'217'159
10'751'084
200000 / 1000
200000 / 1000
1000
100000 / 1000
2000 / 1000
100000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
150000 / 1000
200000 / 1000
1000
1000
2000 / 1000
250000 / 1000
200000 / 1000
2000 / 1000
250000 / 1000
1000
200000 / 1000
100000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
200000 / 1000
100000 / 1000
1000
2000 / 1000
200000 / 1000
150000 / 1000
1000
2000 / 1000
200000 / 1000
1000
2000
1000
1000
2000 / 1000
2000
1000
AA
A
AAA+
A+
AA
AAA
AAAAAA
A
A
AA
AAAAAAA+
AAA+
AAA
AAA
AA
BBB
AAA
AAA
BBB+
A+
AA
AA+
AAA
AAA+
A
A+
AAA
Baa1
A2
A2
Baa1
Aa1
A2
A3
A2
A3
Aa2
A3
Aa3
Aaa
A2
A2
Aa1
Aa3
Aa3
Aa1
Aa3
Aa3
Aa3
Aa2
A2
Aa1
A2
A3
A2
A3
Aa1
Aaa
A3
A1
A3
A2
A3
A1
Aaa
A3
A1
A2
A1
Aa2
Aaa
US36962G5N05
US172967FW62
USU2339CAT54
USJ7771KPH43
14'678'239
14'666'887
14'678'231
14'695'619
1000
1000
150000 / 1000
200000 / 1000
AA+
AAA+
A1
Baa2
A3
Aa3
CPN_FREQ
USD BOND SELECTION
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Ccy
Coupon
%
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
3.875
1.625
4.000
3.800
0.450
3.200
2.950
2.500
2.983
2.125
2.500
3.100
2.350
2.250
2.500
0.889
3.125
2.250
2.500
1.450
2.300
2.900
3.000
2.000
1.000
2.000
2.400
1.350
2.000
1.250
1.250
2.750
2.250
2.625
1.850
2.250
2.600
1.250
1.875
3.350
2.248
1.875
2.000
3.125
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
A
S
S
S
A
S
Danske Bank A/S

Morgan Stanley
Apple Inc
At&T Inc
Wesfarmers Ltd
Google Inc
Hsbc Bank Plc
Idb Trust Services Ltd
Abb Treasury Center Usa
Chevron Corp
Japan Finance Corp
Toronto-Dominion Bank
Air Products & Chemicals
Total Capital Intl Sa
Macquarie Bank Ltd
At&T Inc
Walt Disney Company/The
African Development Bank
Orange Sa
Mitsubishi Corp
Kfw
Vw Credit Inc
Nestle Holdings Inc
14.04.16
15.04.16
27.04.16
29.04.16
03.05.16
12.05.16
15.05.16
16.05.16
18.05.16
19.05.16
20.05.16
24.05.16
25.05.16
07.06.16
15.06.16
24.06.16
12.07.16
13.07.16
14.07.16
19.07.16
20.07.16
22.07.16
27.07.16
02.08.16
12.08.16
15.08.16
15.08.16
16.08.16
19.08.16
31.08.16
02.09.16
14.09.16
14.09.16
15.09.16
15.09.16
20.09.16
20.09.16
05.10.16
13.10.16
17.10.16
01.11.16
21.11.16
28.11.16
15.12.16
2.5
2.5
2.5
2.5
2.6
2.6
2.6
2.6
2.6
2.6
2.6
2.6
2.6
2.7
2.7
2.8
2.7
2.8
2.8
2.8
2.8
2.8
2.8
2.8
2.9
2.8
2.8
2.9
2.9
2.9
2.9
2.9
2.9
2.9
2.9
2.9
2.9
3.0
3.0
2.9
3.0
3.1
3.1
3.1
105.28
99.96
106.27
105.22
98.95
104.51
104.63
104.03
104.10
103.72
102.56
104.86
103.83
103.31
103.80
100.07
104.53
103.58
104.01
100.22
103.61
103.92
104.81
101.67
99.68
100.00
103.19
101.41
101.81
100.99
101.00
102.86
101.97
103.07
101.89
102.18
103.52
100.90
101.48
105.55
102.89
101.97
103.10
106.41
1.79
1.64
1.57
1.77
0.85
1.48
1.20
0.98
1.43
0.73
1.53
1.27
0.92
1.03
1.11
0.86
1.50
0.98
1.07
1.37
1.02
1.50
1.30
1.41
1.11
2.00
1.29
0.87
1.37
0.91
0.91
1.77
1.58
1.58
1.21
1.51
1.41
0.95
1.39
1.52
1.31
1.25
1.02
1.13
115
99
91
111
18
80
52
30
75
5
85
58
23
32
39
14
75
23
32
62
27
75
54
65
33
122
51
8
59
11
11
96
76
77
40
69
59
11
53
67
44
35
11
21
Denmark
France
Spain
USA
USA
United Kingdom
USA
USA
Australia
USA
Australia
United Kingdom
SNAT
USA
Switzerland
USA
Sweden
Japan
Canada
Japan
Canada
Japan
Australia
USA
France
Australia
USA
USA
USA
United Kingdom
SNAT
France
Japan
Germany
USA
Australia
Japan
Germany
Germany
USA
United Kingdom
Australia
Switzerland
SNAT
Financial
Financial
Financial
Financial
TMT
Financial
TMT
Consumer
Consumer
TMT
Basic Materials
Financial
Financial
Industrial
Energy
Financial
Financial
Financial
Financial
Financial
Financial
Basic Materials
Energy
Financial
TMT
TMT
Consumer
Transportation
TMT
Consumer
Automaker
Financial
Basic Materials
Financial
Financial
Automaker
Financial
Energy
Basic Materials
Consumer
USD
USD
USD
USD
2.900
4.450
2.950
2.650
S
S
S
S

Citigroup Inc
09.01.17
10.01.17
11.01.17
12.01.17
3.2
3.1
3.2
3.2
103.63
108.14
103.33
101.90
1.78
1.93
1.92
2.06
83
98
97
111
USA
USA
Germany
Japan
Financial
Financial
Automaker
Financial
Freq.
Name
Maturity
Modified
Duration
Ind. Ask
Price %
02-Sep-13
CRNCY
ISIN
Number
Valoren
Min./ Incr.
Trad. Unit
US89233P5S11
US21686CAD20
XS0741962681
US55608RAA86
US055451AP33
US02666RAW16
USN4578BQC10
US63254AAB44
US686330AG66
US65557HAB87
US92857WAX83
XS0763676557
US06051GEQ82
US61747YDT91
US539473AQ13
US86960BAB80
USU2339CAX66
xs0771920856
US36962G5W04
US19416QDU13
US05565QBY35
US00037BAA08
US25243YAR09
US031162BQ24
US913017BU24
USG08820BU89
xs0789060653
XS0795390318
USF58485AU18
US865622AV64
XS0528837841
US110122AS73
US55608KAC99
US48126EAA55
US85771PAB85
XS0533969415
US59018YJ698
US02666RBB69
USU65478AE60
US22533E2A60
US24422ERW11
US83368RAC60
US91324PBY79
US25243YAM12
US73755LAJ61
US68323AAC80
XS0558939269
14'711'867
14'740'848
14'894'956
18'005'031
18'050'731
18'050'413
18'103'476
18'112'795
18'137'209
18'196'517
18'178'524
18'231'702
18'229'725
18'229'553
18'256'257
18'319'017
18'344'569
18'352'956
18'477'190
12'954'862
18'531'843
18'540'980
18'574'985
18'589'347
18'687'039
18'750'558
18'724'010
18'850'448
18'924'926
19'026'573
11'559'799
19'152'747
11'604'664
19'277'114
11'629'839
11'642'592
3'359'425
19'433'500
19'441'030
19'650'355
19'433'479
19'755'407
19'861'288
3'368'189
12'062'706
12'149'886
12'002'730
2000 / 1000
1000
200000 / 1000
2000 / 1000
2000 / 1000
200000 / 1000
200000 / 1000
250000 / 1000
2000 / 1000
200000 / 1000
1000
100000 / 1000
2000 / 1000
1000
1000
250000 / 1000
150000 / 1000
100000 / 1000
1000
1000
1000
2000 / 1000
1000
2000 / 1000
2000 / 1000
2000 / 1000
200000 / 1000
2000 / 1000
2000 / 1000
250000 / 1000
1000
2000 / 1000
2000 / 1000
2000 / 1000
1000
1000
1000
200000 / 1000
2000 / 1000
200000 / 1000
1000
250000 / 1000
2000 / 1000
1000
2000 / 1000
5000 / 1000
1000
US59217HAF47
20'383'837
100000 / 1000
Rating Rating
S & P Moody's
AAAAA
A
A+
A+
A+
AAAAAAAAAA
AAANR
AA+
AAA
A
AA
A
AAA-
Ccy
Coupon
%
Aa3
Aaa
A2
A3
A2
Aa2
Aaa
Baa2
A1
A3
A2
A2
A2
A3
A3
A3
Aa2
Aaa
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
2.050
3.375
4.250
5.000
1.625
2.125
3.750
2.750
3.750
3.125
1.625
2.375
3.875
4.750
4.200
2.875
2.400
2.125
2.300
2.625
1.846
1.625
1.500
2.125
1.800
2.125
1.750
1.375
1.625
1.800
2.750
0.875
4.875
2.000
3.125
2.250
6.400
1.500
1.950
3.000
1.200
2.750
1.400
5.750
3.250
3.150
2.000
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
A
A
S
S
A
S
S
S
S
A
S
S
S
S
S
S
S
S
S
S
S
Aa3
USD
1.500
Aa3
Aa2
A2
A2
A1
A1
A2
Aa2
Baa2u
Aa3
A3
A3
Baa2
Baa1
A2
Aa3
A3
Aa1
A1
Aa3
A2
A2
A3
Baa1
A2
A3
Aa2
A
A+
AAA
A+
BBB
A
AAAAA
AA+
BBB+
A
A
A
A
AAAA-
AA-
USD BOND SELECTION
CPN_FREQ
Freq.
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Maturity
Modified
Duration
Ind. Ask
Price %

Rabobank Nederland
Abn Amro Bank Nv
Macquarie Bank Ltd
Ing Bank Nv
Orix Corp
Nordea Bank Ab
Vodafone Group Plc
Morgan Stanley
Lloyds Tsb Bank Plc
Abb Finance Usa Inc
Diageo Capital Plc
Amgen Inc
Tokyo Metropolitan Govt
Nestle Holdings Inc
Kfw
Bristol-Myers Squibb Co
Macquarie Group Ltd
Jpmorgan Chase & Co
Statoil Asa
Merrill Lynch & Co
Credit Agricole Sa
Societe Generale
Diageo Capital Plc
Potash Corp-Saskatchewan
12.01.17
19.01.17
02.02.17
22.02.17
24.02.17
28.02.17
07.03.17
09.03.17
09.03.17
20.03.17
20.03.17
22.03.17
22.03.17
22.03.17
28.03.17
04.04.17
10.04.17
12.04.17
27.04.17
01.05.17
05.05.17
08.05.17
11.05.17
15.05.17
01.06.17
07.06.17
08.06.17
21.06.17
29.06.17
18.07.17
27.07.17
01.08.17
10.08.17
15.08.17
17.08.17
18.08.17
28.08.17
11.09.17
12.09.17
01.10.17
10.10.17
12.10.17
15.10.17
23.10.17
01.12.17
15.12.17
15.12.17
3.2
3.2
3.2
3.2
3.4
3.3
3.2
3.3
3.2
3.3
3.4
3.4
3.3
3.2
3.3
3.4
3.4
3.4
3.5
3.5
3.5
3.5
3.5
3.5
3.6
3.6
3.6
3.7
3.7
3.7
3.7
3.8
3.6
3.8
3.7
3.8
3.6
3.8
3.8
3.8
4.0
3.8
4.0
3.7
3.9
4.0
4.1
101.86
105.65
106.90
108.15
99.73
101.25
104.91
102.88
104.02
104.61
99.30
101.89
106.03
107.63
106.97
103.28
101.39
102.29
101.52
104.29
100.11
99.30
99.27
100.75
100.66
101.35
100.93
99.54
100.13
98.81
105.32
97.03
107.11
99.68
105.59
103.74
114.25
98.12
98.63
101.99
97.76
101.82
98.69
114.70
103.39
106.07
101.50
1.48
1.64
2.14
2.53
1.71
1.75
2.28
1.90
2.54
1.78
1.83
1.82
2.10
2.49
2.16
1.92
2.00
1.47
1.87
1.42
1.81
1.82
1.70
1.91
1.62
1.75
1.49
1.50
1.59
2.12
1.34
1.66
2.95
2.08
1.66
1.27
2.61
1.99
2.31
2.48
1.77
2.28
1.73
2.02
2.40
1.67
1.63
53
68
116
153
70
75
127
88
153
75
80
79
107
145
112
88
94
41
79
34
73
74
61
82
50
63
36
36
44
95
16
48
175
88
45
6
139
76
108
123
50
101
46
74
108
33
29
Japan
Netherlands
Netherlands
Australia
Australia
Japan
Netherlands
Australia
Japan
Sweden
United Kingdom
Germany
USA
USA
United Kingdom
Sweden
Germany
France
USA
USA
United Kingdom
Switzerland
United Kingdom
USA
USA
United Kingdom
Japan
Switzerland
France
Japan
Germany
USA
Australia
USA
Norway
SNAT
USA
Japan
Japan
France
USA
France
USA
United Kingdom
Canada
Canada
SNAT
Financial
Financial
Financial
Financial
Basic Materials
Financial
Financial
Financial
Financial
Financial
TMT
Automaker
Financial
Financial
Financial
Financial
Automaker
Financial
Consumer
Energy
Industrial
Consumer
Consumer
Industrial
Consumer
Consumer
Consumer
Financial
Financial
Consumer
Financial
Financial
Energy
Financial
Financial
Automaker
Financial
Financial
Financial
Consumer
Consumer
Basic Materials
10.01.18
4.2
98.07
1.97
59
USA
Financial
Name
DUR ADJ ASK
02-Sep-13
CRNCY
ISIN
Number
Valoren
Min./ Incr.
Trad. Unit
Rating Rating
S & P Moody's
CPN_FREQ
Ccy
Coupon
%
Freq.
USD BOND SELECTION

Name
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Maturity
Modified
Duration
Ind. Ask
Price %
US06051GET22
US40428HPH92
US46625HJG65
US92857WBE93
USJ0423YBE35
USU65478AH91
XS0914293575
US22532MAH51
US36962G3U65
US037833AJ95
US59217HAH03
XS0951574085
US865622BC74
US89152UAG76
US822582AW21
US05574LPT97
20'423'876
20'275'022
20'504'317
20'696'256
20'761'898
20'937'356
21'087'360
21'145'197
3'968'873
21'311'603
21'675'186
21'874'995
21'892'847
22'072'404
22'099'943
22'137'678
2000 / 1000
100000 / 1000
2000 / 1000
1000
200000 / 1000
1000
2000
200000 / 1000
1000
2000 / 1000
150000 / 1000
200000 / 1000
250000 / 1000
2000 / 1000
1000
1000
AA+
A
AA+
BBB+
AA
AA+
AA+
AAA+
A+
AAAA
A+
Baa2
A2
A2
A3
Aa3
A3
A3
A2
A1
Aa1
Aa3
A1
Aa3
Aa1
Aa1
A2
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
2.000
1.625
1.800
1.500
1.650
1.800
1.750
2.125
5.625
1.000
1.875
2.875
2.500
2.125
1.900
2.700
S
S
S
S
S
S
A
S
S
S
S
S
S
S
S
S

Hsbc Usa Inc
Jpmorgan Chase & Co
Vodafone Group Plc
Apple Inc
Mitsubishi Corp
Total Capital Sa
Bnp Paribas
11.01.18
16.01.18
25.01.18
19.02.18
26.02.18
15.03.18
10.04.18
17.04.18
01.05.18
03.05.18
22.06.18
18.07.18
19.07.18
10.08.18
10.08.18
20.08.18
4.1
4.2
4.2
4.3
4.3
4.3
4.3
4.4
4.1
4.5
4.5
4.5
4.5
4.6
4.7
4.6
97.26
96.99
97.60
96.49
96.93
97.98
98.37
101.71
114.20
95.87
97.80
101.49
100.38
99.64
99.39
99.65
2.67
2.35
2.38
2.33
2.38
2.27
2.12
1.74
2.38
1.93
2.36
2.55
2.42
2.20
2.03
2.78
130
98
99
92
95
83
64
25
88
43
80
96
82
59
41
115
USA
United Kingdom
USA
United Kingdom
Japan
Japan
Germany
France
USA
USA
USA
Japan
Japan
France
Netherlands
France
US58013MEQ33
US563469TV78
USU2339CAZ15
US882508AU85
US36962G4D32
US22546QAC15
US822582AJ10
US61747YCJ29
XS0833058273
US6832348D38
US2027A1DJ35
US780097AW11
18'679'488
18'681'627
19'141'376
19'170'333
10'435'985
10'453'086
10'573'065
10'577'990
19'599'050
10'623'906
10'649'629
10'668'023
1000
1000
150000 / 1000
2000 / 1000
1000
100000 / 1000
1000
100000 / 1000
200000 / 1000
5000 / 1000
2000 / 1000
100000 / 1000
A
AA
AA+
AA+
A
AA
AAAAAAAA-
A2
Aa1
A3
A1
A1
A1
Aa1
Baa1
Aa3
Aa2
Aa2
Baa1
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
1.875
1.750
2.250
1.650
6.000
5.300
4.300
5.625
1.625
4.000
5.000
6.400
S
S
S
S
S
S
S
S
S
S
S
S
Mcdonald'S Corp
Manitoba (Province Of)
Texas Instruments Inc
Credit Suisse New York
Morgan Stanley
Development Bk Of Japan
29.05.19
30.05.19
31.07.19
03.08.19
07.08.19
13.08.19
22.09.19
23.09.19
25.09.19
07.10.19
15.10.19
21.10.19
5.4
5.4
5.5
5.6
5.0
5.1
5.3
5.0
5.7
5.3
5.2
5.0
99.14
97.72
96.97
96.13
115.57
112.36
110.10
110.23
95.89
108.12
111.45
112.53
2.03
2.17
2.81
2.36
3.10
3.01
2.49
3.72
2.36
2.55
2.94
4.07
17
31
89
43
118
108
53
176
39
57
96
208
USA
Consumer
Canada
Germany
Automaker
USA
Industrial
USA
Financial
Switzerland
Financial
Netherlands
Energy
USA
Financial
Japan
Canada
Australia
Financial
United Kingdom
Financial
US55608KAB17
US61747YCM57
US822582AM49
USU03597AN82
USN93695BL23
USG4639DVV48
US500769DZ48
US298785FH49
US36962G4R28
USQ98418AH10
US05565QBP28
US931142CZ44
US767201AK23
US191216AR14
US427866AR98
US026874BW66
US14149YAT55
10'898'640
10'953'839
11'153'569
11'171'044
11'615'640
11'616'115
11'711'784
11'739'106
11'756'761
11'760'939
11'822'628
11'905'941
11'959'224
11'992'536
12'149'165
12'104'966
12'149'170
2000 / 1000
100000 / 1000
1000
2000 / 1000
100000 / 1000
100000 / 1000
1000
1000
1000
2000 / 1000
1000
2000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
BBB
AAA
A
AAAAAA
AAA
AA+
AA
AA
AAAA
AA-
A3
Baa1
Aa1
A3
A3
Aa3
Aaa
Aaa
A1
A3
A2
Aa2
A3
Aa3
A1
Baa1
Baa2
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
6.000
5.500
4.375
5.000
4.000
4.125
2.750
2.875
4.375
4.000
4.500
3.250
3.500
3.150
4.125
6.400
4.625
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
Macquarie Group Ltd

Morgan Stanley
Hsbc Bank Plc
Kfw
Woolworths Limited
Wal-Mart Stores Inc
Coca-Cola Co/The
Hershey Company
American Intl Group
Cardinal Health Inc
14.01.20
26.01.20
25.03.20
15.04.20
12.08.20
12.08.20
08.09.20
15.09.20
16.09.20
22.09.20
01.10.20
25.10.20
02.11.20
15.11.20
01.12.20
15.12.20
15.12.20
5.3
5.4
5.6
5.5
6.0
6.0
6.3
6.2
5.9
6.0
6.0
6.3
6.2
6.4
6.2
5.9
6.1
108.26
110.14
109.69
100.00
105.66
104.15
101.20
100.59
105.64
103.34
107.14
103.20
98.84
102.09
107.96
116.74
107.32
4.49
3.70
2.75
5.00
3.09
3.45
2.56
2.78
3.46
3.46
3.36
2.75
3.69
2.83
2.90
3.75
3.48
243
163
63
286
85
121
31
52
120
120
109
47
140
54
60
145
117
Australia
Financial
USA
Financial
Netherlands
Energy
Belgium
Consumer
Germany
Automaker
United Kingdom
Financial
Germany
Financial
SNAT
USA
Financial
Australia
Consumer
United Kingdom
Energy
USA
Consumer
Australia
Basic Materials
USA
Consumer
USA
Consumer
USA
Financial
USA
Consumer
US06051GEE52
12'201'383
5000
A-
Baa2
USD
5.875
05.01.21
6.0
112.66
3.87
156
USA
Financial
Financial
Financial
TMT
Financial
Automaker
Automaker
Financial
Industrial
TMT
Financial
Consumer
Financial
Energy
Energy
Financial
Financial
02-Sep-13
CRNCY
ISIN
Number
Valoren
Min./ Incr.
Trad. Unit
Rating Rating
S & P Moody's
CPN_FREQ
USD BOND SELECTION
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Ccy
Coupon
%
4.250
4.500
6.125
4.875
4.375
4.000
6.250
4.875
5.000
6.375
4.125
4.000
4.250
4.375
4.375
4.250
4.742
4.375
5.200
4.625
5.000
4.450
4.125
3.625
4.125
3.900
5.000
4.000
3.900
4.875
4.350
3.875
2.750
3.000
3.000
4.125
3.875
3.750
3.800
4.800
3.150
4.650
3.561
4.500
3.250
4.250
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S

Rabobank Nederland
Bank Of Nova Scotia
Japan Fin Org Municipal
Macquarie Group Ltd
Nordea Bank Ab
Bnp Paribas
Lloyds Tsb Bank Plc
Total Capital Sa
Microsoft Corp
Unilever Capital Corp
Honeywell International
Vodafone Group Plc
Societe Generale
Jpmorgan Chase & Co
At&T Inc
Google Inc
Caterpillar Inc
Ing Bank Nv
Abb Treasury Center Usa
Jpmorgan Chase & Co
At&T Inc
Walt Disney Company/The
Pepsico Inc
Praxair Inc
Orange Sa
Telstra Corp Ltd
Prudential Financial Inc
Total Capital Sa
11.01.21
11.01.21
11.01.21
12.01.21
13.01.21
13.01.21
14.01.21
14.01.21
15.01.21
21.01.21
28.01.21
08.02.21
10.02.21
15.02.21
16.02.21
01.03.21
11.03.21
16.03.21
15.04.21
10.05.21
13.05.21
15.05.21
17.05.21
19.05.21
20.05.21
27.05.21
09.06.21
15.06.21
12.07.21
15.07.21
15.08.21
15.08.21
16.08.21
25.08.21
01.09.21
14.09.21
15.09.21
20.09.21
20.09.21
12.10.21
15.10.21
17.10.21
01.11.21
16.11.21
21.11.21
15.12.21
6.3
6.2
5.9
6.2
6.3
6.4
5.9
6.2
6.1
6.0
6.4
6.4
6.4
6.4
6.4
6.4
6.2
6.3
6.2
6.4
6.3
6.4
6.5
6.6
6.5
6.6
6.4
6.6
6.7
6.5
6.7
6.8
7.1
7.0
7.0
6.7
6.7
6.8
6.8
6.6
7.0
6.7
6.9
6.8
7.1
6.9
107.90
105.67
111.71
109.39
108.08
108.10
107.92
109.54
106.70
116.49
107.24
106.94
107.98
107.59
109.74
108.40
107.96
105.12
107.31
106.62
106.87
106.10
105.08
103.87
101.91
104.18
107.23
103.99
104.69
105.45
104.45
101.92
97.79
97.77
97.79
100.75
102.06
98.78
103.95
108.54
99.69
105.68
100.12
106.14
98.08
107.36
3.04
3.61
4.25
3.42
3.14
2.77
4.95
3.40
3.94
3.79
3.02
2.95
3.04
3.22
2.91
2.99
3.53
3.59
4.07
3.63
3.95
3.54
3.37
3.06
3.84
3.28
3.91
3.41
3.22
4.06
3.70
3.59
3.07
3.32
3.32
4.01
3.58
3.93
3.24
3.58
3.19
3.83
3.54
3.63
3.52
3.23
72
130
194
110
82
46
263
108
162
147
70
62
71
89
58
65
118
124
171
125
158
116
99
68
145
90
152
102
81
165
127
117
64
89
89
158
114
149
80
112
74
137
108
116
105
74
Japan
Netherlands
United Kingdom
Australia
Canada
Japan
Australia
Sweden
France
United Kingdom
France
USA
Netherlands
Belgium
Netherlands
USA
United Kingdom
United Kingdom
France
USA
USA
USA
USA
USA
Australia
USA
Netherlands
Switzerland
USA
United Kingdom
USA
USA
USA
USA
USA
France
Germany
Australia
Japan
Australia
USA
USA
United Kingdom
USA
Australia
France
Financial
Financial
Financial
Financial
Financial
Government
Financial
Financial
Financial
Financial
Energy
TMT
Consumer
Consumer
Financial
Industrial
Energy
TMT
Financial
Financial
Financial
TMT
Consumer
TMT
Basic Materials
Industrial
Financial
Industrial
Financial
Industrial
Financial
TMT
TMT
Consumer
Basic Materials
TMT
Automaker
Basic Materials
Financial
TMT
Financial
Financial
Energy
Financial
Basic Materials
Energy
3.950
3.300
S
S

12.01.22
12.01.22
7.0
7.2
101.19
99.03
3.78
3.43
128
94
Japan
Japan
Financial
Financial
US89233P4S20
US21685WBT36
US78010XAK72
US05252BBK44
US064149C886
XS0568671555
US55608KAD72
US65557DAF87
US05567LT315
US539473AH14
US89152UAF93
US594918AL81
US904764AM94
US03523TBB35
XS0592582653
US438516BA30
US05565QBR83
US92857WAV28
US83368TAA60
US46625HHZ64
US06051GEH83
US00206RAX08
US718172AK54
US38259PAB85
US767201AN61
US149123BV25
USN4578BQA53
USU00292AB56
US24422ERE13
XS0643616435
US46625HJC51
US00206RAZ55
US25468PCN42
US713448BW74
US74005PAZ71
US35177PAW77
USU2339CAM02
US767201AQ92
US02666RAU59
USQ8975NAB12
US24422ERH44
US36962G5J92
US05565QBU13
US74432QBT13
US055451AL29
US89152UAB89
12'274'848
12'260'216
12'260'491
12'276'044
12'288'105
12'287'856
12'284'020
12'308'770
12'323'269
12'335'627
12'390'123
12'457'270
12'471'554
12'396'748
12'489'091
12'507'260
12'663'047
12'669'429
12'870'455
12'987'195
13'015'596
12'930'182
13'015'571
13'047'520
13'055'757
13'091'865
13'138'254
13'198'679
13'350'524
13'252'534
13'517'069
13'635'466
13'659'139
13'692'749
13'765'327
13'818'595
13'823'084
13'884'706
13'884'658
12'852'746
14'040'866
14'093'628
14'217'091
14'313'075
14'345'148
10'817'539
2000 / 1000
1000
2000 / 1000
100000 / 1000
2000 / 1000
100000
2000 / 1000
200000 / 1000
1000
1000
1000
2000 / 1000
100000 / 1000
1000
2000
2000 / 1000
1000
1000
200000 / 1000
2000 / 1000
5000
2000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
200000 / 1000
1000
1000
100000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
150000 / 1000
2000 / 1000
200000 / 1000
2000 / 1000
1000
1000
1000
1000
2000 / 1000
1000
AAAAA
AAA+
AABBB
AAA+
A
AAAAA
A+
A
AAA
A
A
AA
A
AAA
AA
AA
A+
A
A
AA
AA
AA
BBB+
AAA+
A
A
AA+
A
A
A+
AA-
Aa3
Aa2
A3
Aa2
Aa2
Aa3
A3
Aa3
A2
A2
Aa1
Aaa
A1
A3
Aaa
A2
A2
A3
A2
A2
Baa2
A3
A2
Aa2
A3
A2
A2
A2
A2
A2
A3
A2
A1
A2
A3
A3
A3
A1
A2
A2
A1
A2
Baa1
A1
Aa1
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USJ7771KPK71
US89233P5T93
14'695'043
14'711'870
200000 / 1000
2000 / 1000
A+
AA-
Aa3
Aa3
USD
USD
Freq.
Name
Maturity
Modified
Duration
Ind. Ask
Price %
02-Sep-13
CRNCY
ISIN
Number
Valoren
Min./ Incr.
Trad. Unit
Rating Rating
S & P Moody's
CPN_FREQ
Ccy
Coupon
%
Freq.
USD BOND SELECTION

Name
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Maturity
Modified
Duration
Ind. Ask
Price %
US404280AL34
US172967FT34
US46625HJD35
US06051GEM78
US21685WDD65
US055451AQ16
XS0748939880
US500472AF27
US87164KAA25
US404280AN99
US05565QBZ00
US00037BAB80
US25245BAB36
US913017BV07
USG08820BX29
USF12033AZ33
US865622AW48
US459200HG92
US110122AT56
US134429AY59
US563469TX35
US66989HAE80
USF86921CJ48
US369604BD45
USF42768GM14
USU7514EAU48
14'329'631
14'195'341
14'762'770
14'816'884
14'916'010
18'050'718
18'059'203
18'127'295
18'256'079
18'307'994
18'531'775
18'540'982
18'574'969
18'687'030
18'750'573
18'717'512
19'027'023
19'141'368
19'152'749
19'170'340
19'390'295
19'607'231
19'624'769
19'722'577
19'736'374
20'145'680
2000 / 1000
1000
2000 / 1000
2000 / 1000
1000
2000 / 1000
200000 / 1000
2000 / 1000
1000
2000 / 1000
1000
2000 / 1000
1000
2000 / 1000
2000 / 1000
200000 / 1000
250000 / 1000
100000 / 1000
2000 / 1000
2000 / 1000
1000
2000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
A+
AA
AAAA+
A
AA
A+
A
A
AA
AAA+
AAA+
BBB+
AA
AAAAA+
A
AA-
Aa3
Baa2
A2
Baa2
Aa2
A1
A1
A3
A2
Aa3
A2
A2
A3
A2
A3
A3
Aa3
Aa3
A2
A2
Aa1
Aa3
A3
Aa3
A1
A1
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
4.875
4.500
4.500
5.700
3.875
2.875
4.850
3.750
3.125
4.000
3.245
2.875
2.875
3.100
3.250
3.000
3.200
1.875
2.000
2.500
2.100
2.400
2.950
2.700
2.875
2.875
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
Hsbc Holdings Plc

Citigroup Inc
Jpmorgan Chase & Co
Rabobank Nederland
Koninklijke Philips Nv
Syngenta Finance Nv
Hsbc Holdings Plc
Abb Finance Usa Inc
Diageo Investment Corp
Danone
Ibm Corp
Campbell Soup Co
Manitoba (Province Of)
Novartis Capital Corp
General Electric Co
Gdf Suez
Swiss Re Treasury (Us)
14.01.22
14.01.22
24.01.22
24.01.22
08.02.22
24.02.22
01.03.22
15.03.22
28.03.22
30.03.22
06.05.22
08.05.22
11.05.22
01.06.22
07.06.22
15.06.22
18.07.22
01.08.22
01.08.22
02.08.22
06.09.22
21.09.22
27.09.22
09.10.22
10.10.22
06.12.22
6.9
6.9
6.9
6.7
7.1
7.4
6.9
7.1
7.3
7.1
7.4
7.5
7.5
7.5
7.5
7.6
7.6
8.0
8.0
7.8
8.0
7.9
7.7
7.9
7.8
8.0
107.65
104.07
104.48
111.43
100.33
94.60
103.61
101.13
96.17
101.37
96.37
95.60
95.59
97.79
97.92
95.77
95.29
88.47
89.19
90.51
91.43
92.38
94.79
93.97
94.07
94.52
3.80
3.92
3.87
4.08
3.83
3.62
4.34
3.59
3.65
3.81
3.74
3.47
3.47
3.39
3.53
3.57
3.83
3.39
3.42
3.76
3.20
3.38
3.63
3.48
3.65
3.58
130
142
137
157
132
110
182
107
111
128
119
91
91
83
96
99
124
79
82
117
59
76
100
85
102
92
United Kingdom
Financial
USA
Financial
USA
Financial
USA
Financial
Netherlands
Financial
Australia
Basic Materials
Japan
Financial
Netherlands
Industrial
Switzerland
Basic Materials
United Kingdom
Financial
United Kingdom
Energy
Switzerland
Industrial
United Kingdom
Consumer
USA
Industrial
United Kingdom
Consumer
France
Consumer
Japan
Financial
USA
TMT
USA
Consumer
USA
Consumer
Canada
Switzerland
Consumer
France
Industrial
USA
Industrial
France
Utilities
Switzerland
Financial
US36962G6S82
US59217HAE71
US06051GEU94
US46625HJH49
US19416QEA40
US92857WBC38
US61746BDJ26
USJ0423YBF00
US05574LFY92
US037833AK68
US865622BE31
US06053FAA75
US822582AX04
20'384'170
20'384'161
20'423'878
20'504'309
19'159'408
20'696'531
20'776'779
20'761'899
20'801'740
21'311'623
21'892'850
21'942'275
22'099'982
1000
100000 / 1000
2000 / 1000
2000 / 1000
1000
1000
1000
200000 / 1000
1000
2000 / 1000
250000 / 1000
2000 / 1000
1000
AA+
AAAA
AAAAA+
A+
AA+
A+
AAA
A1
Aa3
Baa2
A2
Aa3
A3
Baa1
Aa3
A2
Aa1
Aa3
Baa2
Aa1
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
3.100
3.000
3.300
3.200
1.950
2.950
3.750
3.200
3.250
2.400
3.950
4.100
3.400
S
S
S
S
S
S
S
S
S
S
S
S
S

Jpmorgan Chase & Co
Vodafone Group Plc
Morgan Stanley
Bnp Paribas
Apple Inc
09.01.23
10.01.23
11.01.23
25.01.23
01.02.23
19.02.23
25.02.23
26.02.23
03.03.23
03.05.23
19.07.23
24.07.23
12.08.23
7.9
8.0
7.9
7.9
8.4
8.1
7.8
8.1
8.0
8.4
8.1
8.0
8.3
92.78
95.09
92.51
93.80
89.65
91.46
94.91
95.68
92.20
90.43
99.34
98.67
99.45
4.03
3.62
4.28
4.00
3.23
4.05
4.41
3.75
4.26
3.58
4.03
4.27
3.47
136
95
160
131
55
135
171
105
156
85
126
149
68
USA
USA
USA
USA
USA
United Kingdom
USA
Japan
France
USA
Japan
USA
Netherlands
Financial
Financial
Financial
Financial
Consumer
TMT
Financial
Financial
Financial
TMT
Financial
Financial
Energy
US89153VAG41
22'072'393
2000 / 1000
AA-
Aa1
USD
3.700
15.01.24
8.5
100.35
3.66
86
France
Energy
US055451AR98
US713448BZ06
US500472AE51
US87164KAB08
US25245BAA52
US913017BT50
18'050'720
18'103'475
18'146'471
18'256'124
18'574'922
18'687'034
2000 / 1000
2000 / 1000
2000 / 1000
1000
1000
2000 / 1000
A+
AAA
AA
A1
A1
A3
A2
A3
A2
USD
USD
USD
USD
USD
USD
4.125
4.000
5.000
4.375
4.250
4.500
S
S
S
S
S
S

Pepsico Inc
Koninklijke Philips Nv
Syngenta Finance Nv
Diageo Investment Corp
24.02.42
05.03.42
15.03.42
28.03.42
11.05.42
01.06.42
16.1
16.2
14.8
15.6
15.8
15.7
92.61
89.94
100.63
96.10
93.34
98.45
4.59
4.64
4.96
4.62
4.67
4.60
96
101
132
99
103
95
Australia
USA
Netherlands
Switzerland
United Kingdom
USA
Basic Materials
Consumer
Industrial
Basic Materials
Consumer
Industrial
02-Sep-13
CRNCY
ISIN
Number
Valoren
Min./ Incr.
Trad. Unit
/
/
/
/
Rating Rating
S & P Moody's
CPN_FREQ
Ccy
Coupon
%
Freq.
USD BOND SELECTION

Name
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Maturity
Modified
Duration
Ind. Ask
Price %
US110122AU20
US134429AZ25
US66989HAF55
USU7514EAV21
19'152'752
19'170'341
19'607'235
20'145'687
2000
2000
2000
2000
1000
1000
1000
1000
A+
BBB+
AAAA-
A2
A2
Aa3
A1
USD
USD
USD
USD
3.250
3.800
3.700
4.250
S
S
S
S
Campbell Soup Co
Novartis Capital Corp
Swiss Re Treasury (Us)
01.08.42
02.08.42
21.09.42
06.12.42
17.3
16.1
16.6
15.7
80.82
82.48
87.92
89.86
4.43
4.94
4.44
4.91
78
129
79
124
USA
USA
Switzerland
Switzerland
Consumer
Consumer
Consumer
Financial
US92857WBD11
US037833AL42
US822582AY86
20'696'535
21'311'624
22'099'986
1000
2000 / 1000
1000
AAA+
AA
A3
Aa1
Aa1
USD
USD
USD
4.375
3.850
4.550
S
S
S
Vodafone Group Plc

Apple Inc
19.02.43
04.05.43
12.08.43
15.7
16.3
16.2
90.20
85.86
100.18
5.02
4.74
4.54
134
106
84
United Kingdom
USA
Netherlands
TMT
TMT
Energy
02-Sep-13
CRNCY
ISIN
Number
Valoren
Min./ Incr.
Trad. Unit
XS0586992504
AU3CB0170116
XS0497655687
XS0506533404
XS0583174205
XS0482500419
XS0442441522
XS0532191284
XS0447814178
XS0674434203
AU3CB0173342
XS0677831660
AU3CB0162337
AU3CB0130649
XS0553735076
AU3CB0186260
XS0794786367
XS0569025629
12'407'235
12'479'767
11'153'710
11'265'117
12'366'730
10'944'970
10'396'716
11'607'551
10'476'868
13'765'633
12'757'618
13'839'742
11'888'261
10'644'310
11'929'594
14'338'149
18'824'077
12'149'210
2000
10000
1000
1000
1000
1000
1000
2000
5000
2000
100000 / 10000
2000
1000
1000
1000
10000
1000
5000
XS0471990340
XS0480598480
XS0484443188
XS0486328585
XS0754812336
XS0602914896
AU3CB0144525
XS0782699366
XS0628828161
AU3CB0176410
XS0802744754
XS0497789536
XS0525912365
XS0732506760
AU3CB0198463
XS0822605522
XS0755987004
AU3CB0192417
XS0842190612
XS0859549890
10'797'446
10'926'463
10'975'465
11'005'128
18'109'828
12'632'742
11'104'387
18'577'477
13'027'661
13'059'570
18'971'064
11'152'673
11'519'042
14'740'195
19'337'883
19'355'584
18'126'809
18'310'138
19'761'926
20'102'582
2000
1000
1000
2000
2000
2000
100000 / 1000
2000
2000
200000 / 2000
1000
1000
5000
2000
125000 / 5000
2000
2000
150000 / 10000
2000
2000
XS0577607533
XS0741177595
AU3CB0170009
XS0593164519
XS0598237013
XS0903336310
AU0000XQLQN5
XS0935031806
XS0796307998
XS0951563120
XS0782582844
12'281'959
14'878'997
12'479'107
12'494'122
12'581'949
20'892'474
11'246'348
21'435'485
18'864'093
21'797'792
18'574'216
2000
1000
1000
1000
100000 / 1000
2000
1000
2000
5000 / 1000
2000
1000
Rating Rating
S & P Moody's
CPN_FREQ
AUD BOND SELECTION
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Ccy
Coupon
%
AA+
AA
AAA
AAA
AAAAAAA+
Aa1
A1
Aa2
Aaa
A3
Aa3
Aa2
Aa1
A1
A3
A2
Aa2
A2
Aaa
Aa3
A3
Aa2
A1
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
5.750
6.750
6.375
6.000
6.125
6.250
6.625
5.750
7.500
5.250
7.500
4.750
6.750
5.500
5.750
5.250
4.250
7.000
A
S
A
A
A
A
A
A
A
A
S
A
S
S
A
S
A
A
Total Capital Canada Ltd

Ge Cap Australia Funding
Coca-Cola Amatil Ltd
Rabobank Nederland Au
Total Capital Sa
Lloyds Tsb Bank Plc-Au
Societe Generale
Intl Bk Recon & Develop
Volkswagen Fin Serv Aust
Rabobank Nederland
04.02.14
18.02.14
01.04.14
12.05.14
30.05.14
01.08.14
06.08.14
18.08.14
01.09.14
12.09.14
01.10.14
19.10.14
20.10.14
21.10.14
03.11.14
21.11.14
15.12.14
22.12.14
0.4
0.4
0.6
0.7
0.7
0.9
0.9
0.9
1.0
0.9
1.0
1.0
1.1
1.1
1.1
1.2
1.2
1.2
101.28
101.65
102.11
102.08
102.22
102.89
103.19
102.58
104.17
102.20
104.72
101.79
103.56
103.19
102.98
103.20
101.45
104.79
2.55
3.01
2.55
2.84
2.98
2.95
3.03
2.95
3.15
3.02
2.99
3.09
3.48
2.60
3.09
2.55
3.07
3.15
20
67
18
47
60
55
62
54
73
60
58
66
107
19
65
12
61
69
France
Energy
USA
Financial
Australia
Financial
Netherlands
Financial
Australia
Consumer
Japan
Financial
Netherlands
Financial
France
Energy
USA
Financial
Germany
Automaker
United Kingdom
Financial
Netherlands
Financial
France
Financial
SNAT
Japan
Financial
Germany
Financial
Netherlands
Financial
USA
Financial
AAAAA
NR
AA
AAAAAAAA+
AAAAAA
AA+
A
A+
AAAA
AA-
Aa1
Aaa
Aaa
Aa2
A3
Aa2
Aa3
A3
A1
Baa1
Aa2
Aaa
A1
A2
A2
A3
Aa2
A2
A3
A3
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
6.000
6.000
5.875
6.125
5.500
6.375
6.750
4.500
6.500
7.250
4.500
6.250
7.000
5.500
5.500
4.125
5.625
7.500
3.750
4.000
A
A
A
A
A
A
S
A
A
S
A
A
A
A
S
A
A
S
A
A
Total Capital Sa
Kfw
Council Of Europe
Mercedes-Benz Australia
Hsbc Bank Plc
Morgan Stanley
Bmw Finance Nv
Ing Bank Nv/Sydney
15.01.15
29.01.15
10.02.15
23.02.15
09.03.15
11.03.15
12.03.15
18.05.15
26.05.15
26.05.15
09.07.15
16.07.15
16.07.15
20.07.15
03.09.15
04.09.15
14.09.15
02.10.15
15.10.15
07.12.15
1.3
1.3
1.3
1.4
1.4
1.4
1.4
1.6
1.6
1.6
1.7
1.7
1.7
1.8
1.9
1.9
1.8
1.9
1.9
2.1
103.61
104.26
104.04
104.18
103.23
104.55
105.11
101.94
104.95
105.34
102.13
105.47
106.01
104.45
103.25
102.55
104.03
107.12
100.87
101.19
3.23
2.83
2.94
3.15
3.26
3.23
3.28
3.30
3.47
4.00
3.28
3.17
3.59
3.01
3.79
2.79
3.53
3.89
3.32
3.44
76
37
46
67
77
74
81
78
94
150
73
61
103
45
123
21
92
131
70
78
France
Energy
Germany
Financial
SNAT
France
Transportation
Germany
Automaker
Australia
Financial
United Kingdom
Financial
Germany
Automaker
USA
Financial
USA
Financial
Netherlands
Financial
Netherlands
Financial
USA
Financial
Germany
Automaker
Netherlands
Financial
Germany
Automaker
Netherlands
Financial
United Kingdom
Financial
Germany
Automaker
Germany
Automaker
Aa1
Aa2
Aaa
Aa2
Baa1
A3
Aa1
A3
Aa2
A3
Aa2
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
6.500
5.500
6.000
6.500
7.625
3.750
6.000
3.500
4.625
3.875
5.000
A
A
S
A
S
A
S
A
A
A
A
Total Capital Sa
Rabobank Nederland
Export Developmnt Canada
Morgan Stanley
Queensland Treasury Corp
20.01.16
03.02.16
18.02.16
25.02.16
03.03.16
15.03.16
21.04.16
23.05.16
27.06.16
12.07.16
27.07.16
2.1
2.2
2.3
2.2
2.3
2.3
2.4
2.5
2.6
2.6
2.7
106.72
104.18
107.29
106.48
107.45
100.75
107.27
100.11
103.64
100.38
103.37
3.49
3.65
2.90
3.70
4.44
3.43
3.09
3.45
3.24
3.73
3.74
81
96
23
99
176
71
38
69
46
93
94
AA+
AAA
AAAAA-
AAAAA
AAAAAA+
AAAAA-
Freq.
Name
Maturity
Modified
Duration
Ind. Ask
Price %
France
Netherlands
Canada
Netherlands
USA
Germany
Australia
Germany
Australia
Germany
Netherlands
Energy
Financial
Financial
Financial
Automaker
Government
Automaker
Financial
Automaker
Financial
02-Sep-13
CRNCY
ISIN
Number
Valoren
Min./ Incr.
Trad. Unit
Rating Rating
S & P Moody's
CPN_FREQ
Ccy
Coupon
%
Freq.
AUD BOND SELECTION

Name
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Maturity
Modified
Duration
Ind. Ask
Price %
23.08.16
24.08.16
21.09.16
05.12.16
15.12.16
2.8
2.7
2.7
3.0
2.9
100.10
103.19
101.84
101.29
106.35
4.21
3.47
3.60
4.07
3.89
142
65
76
121
99
AU3CB0212660
XS0819413351
XS0831773063
AU3CB0202760
XS0755579223
22'154'348
19'299'073
19'549'496
20'129'616
18'118'618
125000 / 5000
2000
1000
10000
2000 / 1000
A+
AAA+
AAA-
A2
A3
A1
A3
Aa2
AUD
AUD
AUD
AUD
AUD
4.250
4.625
4.250
4.500
6.000
S
A
A
S
A
XS0734731283
XS0745117167
XS0747624095
XS0906046270
XS0912138939
AU3CB0146660
XS0780192802
XS0797449641
AU3CB0195964
XS0800948175
XS0805537064
XS0813516274
AU3CB0197572
AU0000KFWHV4
AU3CB0198240
AU3CB0198760
XS0803499044
AU3CB0201366
AU3CB0201820
AU3FN0017257
AU3CB0202216
14'761'861
14'949'905
14'988'343
209'937'379
21'055'266
11'191'238
18'531'863
18'870'609
18'896'602
18'933'040
19'034'442
19'183'723
19'154'339
19'185'969
19'303'877
19'381'784
18'986'998
19'921'085
19'987'234
19'985'992
20'044'741
2000
2000
1000
1000
2000
1000
1000
2000
10000
2000
2000
2000 / 1000
1000
1000
10000
125000 / 5000
2000 / 1000
10000
200000 / 1000
200000 / 1000
10000
AAAAAAAA+
AAAA
AAAAAAAAAAAAA
AAA
AA+
A
Aa1
Aa2
Aa2
A1
A3
Aaa
NR
Aa1
A3
Aa3
Aa2
Aa2
Aaa
Aaa
A1
A2
Aa2
A2
Aa2
Aa2
A2
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
4.875
5.875
6.000
4.250
4.125
6.500
8.000
4.125
5.000
4.375
5.000
5.000
3.250
3.750
5.250
4.500
4.000
4.650
4.250
3.622
4.250
A
A
A
A
A
S
S
A
S
A
A
A
S
S
S
S
A
S
S
Q
S

Daimler Ag
Morgan Stanley
Export Developmnt Canada
Kfw
Nestle Holdings Inc
Jpmorgan Chase & Co
Hsbc Ltd/Sydney
Hsbc Ltd, Sydney Branch
Abb Finance Australia
25.01.17
13.02.17
23.02.17
20.03.17
05.04.17
12.04.17
09.05.17
26.06.17
27.06.17
05.07.17
25.07.17
08.08.17
08.08.17
10.08.17
23.08.17
05.09.17
13.10.17
07.11.17
16.11.17
16.11.17
22.11.17
3.0
3.0
3.0
3.2
3.2
3.2
3.1
3.4
3.4
3.5
3.5
3.5
3.6
3.6
3.6
3.6
3.6
3.7
3.8
0.2
3.8
103.46
105.68
106.34
101.66
101.59
109.73
110.70
100.93
102.62
101.37
102.71
103.13
99.04
100.43
103.54
100.72
101.58
100.81
100.36
100.82
100.32
3.76
4.06
4.00
3.74
3.64
3.59
4.79
3.85
4.24
3.98
4.23
4.12
3.51
3.63
4.27
4.30
3.58
4.43
4.16
4.24
4.17
83
111
104
77
66
65
182
82
125
94
117
105
49
61
123
126
48
135
106
XS0873667744
XS0875034703
XS0866313264
AU3CB0204691
AU3CB0204808
AU0000ATBHH9
XS0819243097
AU0000KFWHQ4
XS0914258586
XS0937583580
AU3CB0208775
XS0942787911
XS0932235194
20'409'469
20'423'369
20'249'220
20'524'546
20'549'624
12'486'506
19'303'643
12'540'469
210'865'885
21'470'973
21'413'654
21'579'221
21'372'840
2000
1000
2000
10000
100000
1000
1000
1000
2000
2000 / 1000
10000
1000
1000
A
AAA+
AA+
AAAA
AAAA
A
A+
AAAA-
A2
Aa2
Aa3
A1
Aaa
Baa1
Aaa
A2
A2
Baa2
Aa2
Baa1
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
4.625
4.250
4.250
4.500
4.750
6.000
7.375
6.250
4.625
4.500
4.500
4.125
4.750
A
A
A
S
S
S
A
S
A
A
S
A
S
Abn Amro Bank Nv

Rabobank Nederland
Citigroup Inc
Morgan Stanley
Kfw
Abn Amro Bank Nv
Ing Bank Nv/Sydney
Morgan Stanley
15.01.18
22.01.18
24.01.18
30.01.18
05.02.18
22.02.18
22.02.18
23.02.18
10.04.18
04.06.18
23.08.18
19.09.18
16.11.18
3.8
3.8
3.8
3.9
3.9
3.9
3.7
3.9
4.0
4.1
4.4
4.4
4.5
100.14
100.54
99.90
100.84
100.32
109.57
109.36
110.04
99.57
99.55
99.50
98.38
99.56
4.58
4.11
4.27
4.29
4.67
3.66
4.97
3.78
4.72
4.60
4.61
4.48
4.84
140
93
109
115
152
50
176
63
149
135
137
117
155
Netherlands
Netherlands
Canada
USA
USA
SNAT
USA
Germany
Netherlands
Netherlands
USA
Netherlands
USA
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
XS0904123535
XS0916739328
XS0947397302
AU0000XQLQW6
XS0953132999
XS0953725115
XS0954928601
20'905'829
21'135'658
21'698'377
19'191'082
21'868'913
21'893'013
21'927'283
2000
2000
2000
1000
2000
2000
2000
A
AAA
AA+
A2
Aa2
A3
Aa1
A2
Aa3
Aa2
AUD
AUD
AUD
AUD
AUD
AUD
AUD
5.000
4.375
4.250
4.000
5.250
4.750
4.750
A
A
A
S
A
A
A
Abn Amro Bank Nv

Linde Finance Bv
Queensland Treasury Corp
Abn Amro Bank Nv
21.03.19
16.04.19
20.06.19
21.06.19
23.07.19
25.07.19
06.08.19
4.6
4.8
5.0
5.1
4.9
5.0
5.0
100.55
99.66
99.94
99.72
100.26
99.17
100.02
4.88
4.44
4.26
4.05
5.19
4.91
4.74
146
102
81
65
170
143
126
Netherlands
Australia
Germany
Australia
Netherlands
Canada
Australia
Financial
Financial
Basic Materials
Government
Financial
Financial
Financial
A
AAAAA
AA-
Ing Bank Nv/Sydney

DUR ADJ ASK
107
Netherlands
Germany
USA
Germany
Australia
Financial
Automaker
Financial
Financial
Financial
France
Energy
Australia
Financial
Netherlands
Financial
USA
Financial
Germany
Automaker
Germany
Financial
USA
Financial
France
Energy
Germany
Financial
Japan
Financial
Australia
Financial
Australia
Financial
Canada
Germany
Financial
USA
Financial
United Kingdom
Energy
Switzerland
Consumer
USA
Financial
United Kingdom
Financial
United Kingdom
Financial
Switzerland
Industrial
02-Sep-13
CRNCY
ISIN
Number
Valoren
Min./ Incr.
Trad. Unit
Rating Rating
S & P Moody's
CPN_FREQ
Ccy
Coupon
%
Freq.
AUD BOND SELECTION

Name
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Maturity
Modified
Duration
Ind. Ask
Price %
AU3CB0122448
AU0000KFWHN1
10'421'569
10'781'534
1000
1000
AAA
AAA
Aaa
Aaa
AUD
AUD
6.500
6.250
S
S

Kfw
07.08.19
04.12.19
4.9
5.1
110.04
110.49
4.55
4.31
111
82
SNAT
Germany
Financial
AU3CB0206134
AU0000IFXHD4
AU3CB0160695
20'839'812
11'563'183
11'796'389
100000
1000
5000
AAAA
AA-
A3
Aaa
AUD
AUD
AUD
4.750
5.750
6.250
S
S
S
Wesfarmers Ltd
Intl Finance Corp
12.03.20
28.07.20
29.09.20
5.5
5.7
5.6
98.09
108.46
108.78
5.10
4.32
4.77
155
71
114
Australia
SNAT
Canada
Consumer
AU3CB0212868
22'188'291
10000
AA-
A1
AUD
5.750
Transpower New Zealand L
28.08.23
7.5
100.23
5.72
174
New Zealand
Utilities
02-Sep-13
CRNCY
ISIN
Number
Valoren
Min./ Incr.
Trad. Unit
Rating Rating
S & P Moody's
XS0484532790
XS0529512591
XS0199842906
XS0455309061
XS0554697689
XS0492305593
XS0297663477
10'976'088
11'569'760
1'935'410
10'602'757
11'942'661
11'085'524
3'066'629
1000
1000
1000
1000
2000 / 1000
1000
5000
AAA
AAAAA
AAA
AAAAA
AA+
XS0583773337
12'371'219
1000
NZKBNDT005C4
XS0299261403
NZIFCDT005C7
18'436'139
3'080'553
19'330'777
XS0896428843
20'785'623
CPN_FREQ
NZD BOND SELECTION
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Ccy
Coupon
%
Aaa
Aa2
Aaa
Aaa
Aa2
Aaa
A1
NZD
NZD
NZD
NZD
NZD
NZD
NZD
5.375
5.250
6.500
5.500
5.250
5.500
7.625
A
A
A
A
A
A
S
Kfw
Kfw
12.02.14
05.08.14
10.09.14
07.10.14
10.11.14
05.12.14
10.12.14
0.4
0.9
0.9
1.0
1.1
1.2
1.2
101.23
101.75
103.35
103.51
102.11
102.64
104.84
2.46
3.27
3.09
2.19
3.39
3.30
3.66
-5
55
34
-58
56
45
83
Germany
Netherlands
SNAT
Germany
Australia
Netherlands
USA
Financial
Financial
Financial
Financial
Financial
Financial
AA-
Aa2
NZD
5.375
02.02.15
1.3
102.47
3.53
62
Australia
Financial
3000 / 1000
2000
5000 / 1000
AAA
AAA
AAA
Aaa
Aaa
Aaa
NZD
NZD
NZD
4.250
7.000
3.500
S
A
S
Kommunalbanken As
Intl Finance Corp
02.05.17
10.05.17
05.09.17
3.3
3.2
3.7
99.23
108.27
96.97
4.48
4.50
4.33
86
83
61
Norway
Germany
SNAT
Financial
1000
AA-
Aa2
NZD
4.625
28.02.19
4.6
96.70
5.33
118
Netherlands
Financial
Freq.
Name
Maturity
Modified
Duration
Ind. Ask
Price %
02-Sep-13
CRNCY
ISIN
Number
Valoren
Min./ Incr.
Trad. Unit
Rating Rating
S & P Moody's
CAD BOND SELECTION
CPN_FREQ
Ccy
Coupon
%
Freq.
Name
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Maturity
Modified
Duration
Ind. Ask
Price %
XS0731408547
XS0740794580
XS0595252809
CA13509PBS17
XS0788624244
XS0197261935
CA13509PBW29
XS0447430199
CA13509PBZ59
XS0548635605
14'714'558
14'867'877
12'534'810
10'052'136
18'700'143
1'910'671
10'283'664
10'467'647
10'577'846
11'853'034
2000
1000
1000
5000
2000
2000
5000
1000
5000
1000
AAAAAAAA
AA+
AAA
AAA
AAA
AAA
A3
Aa2
Aa2
Aaa
A3
Aa2
Aaa
Aaa
Aaa
Aaa
CAD
CAD
CAD
CAD
CAD
CAD
CAD
CAD
CAD
CAD
2.500
2.125
2.750
2.200
2.000
5.125
3.150
2.875
2.750
1.750
A
A
A
S
A
A
S
A
S
A
Daimler Canada Finance

Rabobank Nederland
Rabobank Nederland
Canada Housing Trust
Volkswagen Fin Serv Nv
Province Of Quebec
Kfw
Kfw
23.01.14
10.02.14
03.03.14
15.03.14
30.05.14
03.06.14
15.06.14
26.08.14
15.09.14
20.10.14
0.4
0.4
0.5
0.5
0.7
0.7
0.8
1.0
1.0
1.1
100.52
100.32
100.70
100.59
100.41
102.89
101.59
101.55
101.65
100.46
1.11
1.36
1.31
1.08
1.43
1.18
1.09
1.26
1.14
1.33
11
35
29
6
38
13
3
17
4
22
Germany
Netherlands
Netherlands
Canada
Germany
Canada
Canada
Germany
Canada
Germany
Automaker
Financial
Financial
Automaker
Financial
Financial
CA052528AE67
XS0741981806
XS0589953123
CA459058CN10
XS0620348820
XS0219274908
XS0784824194
CA13509PCJ09
XS0816711252
XS0858468415
10'918'419
14'893'412
12'437'810
18'463'786
12'902'091
2'148'354
18'620'887
11'445'906
19'246'012
20'085'542
100000 / 1000
2000
1000
1000
5000 / 1000
1000
2000
5000
2000
2000
AAAAAA
AAAAA
AAAA
AA-
Aa2
A3
Aa2
Aaa
Aa2
Aaa
A3
Aaa
A3
A3
CAD
CAD
CAD
CAD
CAD
CAD
CAD
CAD
CAD
CAD
3.750
2.500
3.125
1.700
3.250
4.375
2.500
3.150
2.250
2.000
S
A
A
S
A
A
A
S
A
A

Daimler Ag
Daimler Ag
22.01.15
06.02.15
10.02.15
30.04.15
05.05.15
13.05.15
03.06.15
15.06.15
17.08.15
27.11.15
1.3
1.4
1.4
1.6
1.6
1.6
1.7
1.7
1.9
2.1
102.86
101.60
101.96
100.56
102.65
104.85
101.36
103.26
100.91
100.41
1.64
1.35
1.73
1.35
1.62
1.44
1.70
1.29
1.77
1.81
51
21
58
20
46
27
53
12
57
54
Australia
Germany
Australia
SNAT
Australia
Netherlands
Germany
Canada
Germany
Germany
Financial
Automaker
Financial
Financial
Financial
Automaker
Automaker
Automaker
XS0577454951
CA6174467Q64
XS0752832617
XS0773207336
CA13509PCT80
XS0813456273
XS0841417719
CA13509PCZ41
12'281'922
12'428'341
18'078'123
18'382'411
12'734'383
19'182'407
19'743'291
13'937'767
1000
100000 / 1000
1000
1000
5000
2000
1000
5000
AAA
AA+
AAAAA
Aaa
Baa1
Aa2
Aa3
Aaa
Aa1
Aa2
Aaa
CAD
CAD
CAD
CAD
CAD
CAD
CAD
CAD
3.000
4.850
2.500
2.250
2.750
2.000
2.125
1.850
A
S
A
A
S
A
A
S
Morgan Stanley
Rabobank Nederland
Toyota Credit Canada Inc
Swedish Export Credit
Rabobank Nederland
20.01.16
03.02.16
02.03.16
19.04.16
15.06.16
10.08.16
17.10.16
15.12.16
2.3
2.3
2.4
2.5
2.7
2.8
2.9
3.2
102.79
104.84
101.23
101.26
103.15
100.50
99.79
100.29
1.79
2.76
1.98
1.75
1.58
1.82
2.20
1.76
48
145
65
39
19
38
69
22
Netherlands
USA
Netherlands
Japan
Canada
Sweden
Netherlands
Canada
Financial
Financial
Financial
Automaker
Financial
Financial
XS0748483467
XS0906883839
XS0912081998
XS0804642311
XS0854584694
XS0861827268
18'004'089
20'955'605
21'055'449
19'009'102
19'997'550
20'136'587
1000
2000
2000
1000
1000
2000
AAA
AAAAA
AAAA-
Aaa
A3
A3
Aaa
Aa2
Aa1
CAD
CAD
CAD
CAD
CAD
CAD
2.000
2.125
2.125
2.375
2.250
2.000
A
A
A
A
A
A
Kfw
Daimler Ag
Rabobank Nederland
21.02.17
03.04.17
05.04.17
24.07.17
20.11.17
07.12.17
3.3
3.4
3.4
3.7
3.9
4.0
100.22
99.16
99.22
100.79
99.15
99.40
1.93
2.37
2.35
2.16
2.46
2.15
33
73
71
43
66
34
Germany
Germany
Germany
Netherlands
Netherlands
France
Financial
Automaker
Automaker
Financial
Financial
Energy
XS0875625062
XS0876782615
XS0945074051
CA13509PBN20
20'434'768
20'465'471
21'630'110
4'857'937
1000
2000
1000
5000
AAA
A
AAAAA
Aaa
A2
Aa2
Aaa
CAD
CAD
CAD
CAD
2.125
2.750
2.625
4.100
A
A
A
S
Abn Amro Bank Nv
Rabobank Nederland
22.01.18
25.01.18
25.06.18
15.12.18
4.1
4.0
4.4
4.7
98.69
98.96
99.15
108.72
2.44
3.00
2.82
2.33
60
116
89
34
Netherlands
Netherlands
Netherlands
Canada
Financial
Financial
Financial
CA13509PCA99
CA202712BD64
10'761'960
11'201'661
5000
150000 / 1000
AAA
Aaa
Aa2
CAD
CAD
3.750
5.150
S
S

15.03.20
09.04.20
5.7
5.5
107.06
109.39
2.57
3.54
36
132
Canada
Australia
Financial
CA86682ZAD83
13'692'812
1000
CAD
4.570
Sun Life Financial Inc
23.08.21
6.7
106.35
3.64
124
Canada
Financial
CA05545FAA53
21'383'793
150000 / 1000
A+
CAD
3.230
15.05.23
8.1
92.97
4.12
151
Australia
Basic Materials
AAA
AAA-
A1
02-Sep-13
CRNCY
ISIN
Number
Valoren
Min./ Incr.
Trad. Unit
Rating Rating
S & P Moody's
GBP BOND SELECTION
CPN_FREQ
Ccy
Coupon
%
Freq.
Name
Sse Plc
Vodafone Group Plc
Amer Express Credit Co
Suncorp-Metway Ltd
Fms Wertmanagement
Kfw
Centrica Plc
Ge Capital Uk Funding
Merrill Lynch & Co
Unilever Plc
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Maturity
Modified
Duration
Ind. Ask
Price %
27.01.14
05.02.14
07.03.14
21.05.14
18.06.14
09.07.14
08.09.14
08.09.14
01.10.14
27.10.14
08.12.14
08.12.14
10.12.14
12.12.14
12.12.14
19.12.14
19.12.14
29.12.14
0.4
0.4
0.5
0.7
0.8
0.8
1.0
1.0
1.0
1.1
1.2
1.2
1.2
1.2
1.2
1.3
1.2
1.3
101.63
101.96
100.99
100.46
103.37
104.82
102.80
103.52
104.47
104.05
100.91
103.20
105.08
105.80
105.57
101.23
104.12
103.84
0.96
1.03
0.51
1.08
1.17
0.84
0.58
1.10
1.15
1.52
0.64
0.57
1.05
1.00
1.29
1.16
0.77
1.04
70
77
23
77
84
50
20
72
76
113
25
17
65
60
89
77
37
64
03.03.15
10.09.15
30.11.15
14.12.15
15.12.15
17.12.15
1.4
1.9
2.1
2.1
2.1
2.1
105.89
105.24
107.09
105.93
105.85
105.03
1.11
1.34
1.86
1.22
1.25
1.61
70
89
132
67
71
106
USA
Netherlands
USA
Australia
Sweden
France
Industrial
Financial
Financial
Financial
Financial
Financial
XS0409119871
XS0411057713
XS0592437726
XS0783260853
XS0434592449
XS0439121194
XS0423205524
XS0229306138
XS0455318567
XS0459048657
XS0775390189
XS0479413931
XS0416397098
XS0191374817
XS0191960896
XS0732930226
XS0418570130
XS0436300247
4'974'523
1'027'687
12'483'360
18'588'571
10'271'844
10'331'003
10'099'034
2'268'617
10'602'998
10'669'100
18'433'954
10'911'056
4'749'253
1'844'891
1'852'203
14'740'513
10'037'779
10'294'570
50000
50000 / 1000
100000 / 1000
1000
50000 / 1000
50000 / 1000
1000
50000 / 1000
50000
50000 / 1000
100000
1000
50000 / 1000
1000
1000
1000
2000 / 1000
1000
AAAAA
AA
A+
AAA
AAA+
AAA
AAA
AAA+
AAA+
A
A3
A3
Aa1
A3
A2
A1
Aaa
A3
A2
A1
Aaa
Aaa
A3
A1
Baa2
A3
A1
A2
GBP
GBP
GBP
GBP
GBP
GBP
GBP
GBP
GBP
GBP
GBP
GBP
GBP
GBP
GBP
GBP
GBP
GBP
5.125
5.750
2.500
1.750
5.500
6.625
3.375
4.625
5.375
5.125
1.375
3.125
5.125
5.625
5.750
2.125
4.000
4.000
A
A
A
A
S
A
A
A
A
A
A
A
A
A
A
S
A
A
XS0213823619
XS0451037062
XS0236338504
XS0502022758
XS0503464801
XS0503530874
2'080'496
10'526'381
2'345'700
11'210'123
11'225'336
11'225'406
1000
1000
50000 / 1000
50000 / 1000
50000 / 1000
50000
AA+
AAAAAAAA
A1
Aa2
Baa1
Aa2
Aa3
A2
GBP
GBP
GBP
GBP
GBP
GBP
5.125
4.000
5.125
3.875
3.875
3.875
A
A
A
A
A
A
XS0241042141
XS0427529325
XS0429682429
XS0440316635
XS0433107041
XS0247309569
XS0604804194
XS0471076876
2'406'447
10'162'769
10'197'966
10'362'856
10'251'307
2'478'048
12'747'487
10'781'681
1000
50000 / 1000
50000 / 1000
1000
1000
50000 / 1000
1000 / 100
50000 / 1000
AA+
BBB+
AAA
AAA
AA
A-
A1
A3
Aa3
A2
Aaa
A3
A2
Baa1u
GBP
GBP
GBP
GBP
GBP
GBP
GBP
GBP
4.625
5.000
5.500
6.375
3.750
5.500
5.500
5.125
A
A
A
A
A
A
S
A
Orange Sa
Ubs Ag London
Kfw
Bat Holdings Bv
Lloyds Tsb Bank Plc
Wales & West Utl Fin Plc
18.01.16
12.05.16
26.05.16
20.07.16
07.09.16
15.09.16
25.09.16
02.12.16
2.2
2.5
2.5
2.7
2.8
2.7
2.8
2.9
106.69
108.17
110.58
113.04
108.05
111.25
110.65
110.67
1.72
1.85
1.50
1.68
1.02
1.66
1.90
1.71
114
115
80
93
22
85
108
79
USA
France
Sweden
Switzerland
Germany
United Kingdom
United Kingdom
United Kingdom
Industrial
TMT
Financial
Financial
Financial
Consumer
Financial
Energy
XS0140144204
XS0420401779
XS0541558085
XS0544837676
XS0455542521
XS0554658947
XS0595707570
XS0430265693
1'338'632
10'064'740
11'736'781
11'788'096
10'608'898
11'942'856
12'546'301
10'204'456
1000
50000
50000 / 1000
2000
1000
1000
1000
1000
NR
A+
A
AA+
A
AAAAAA-
A3
A1
A2
A1
A2
Aa2
Aa3
Aa1
GBP
GBP
GBP
GBP
GBP
GBP
GBP
GBP
6.000
5.875
4.125
4.125
5.000
3.250
4.000
4.250
A
A
A
A
A
A
A
A
Safeway Ltd
Basf Se
Bmw (Uk) Capital Plc
Rabobank Nederland
Total Capital Sa
10.01.17
31.03.17
14.09.17
28.09.17
02.10.17
01.11.17
07.12.17
08.12.17
3.0
3.2
3.6
3.6
3.6
3.8
3.8
3.8
112.18
114.91
106.60
107.32
112.57
104.78
109.51
110.56
2.18
1.54
2.39
2.22
1.77
2.04
1.67
1.66
121
47
109
91
47
70
29
28
United Kingdom
Germany
United Kingdom
USA
Germany
Netherlands
Japan
France
Consumer
Basic Materials
Financial
Financial
Automaker
Financial
Financial
Energy
XS0343698790
XS0357891208
XS0361197725
XS0381559979
XS0388021270
XS0454509455
XS0585243289
3'728'618
3'947'004
3'987'887
4'467'814
4'569'761
10'586'534
12'388'127
1000
50000 / 1000
50000
1000
50000 / 1000
50000 / 1000
100000 / 1000
AAA
A
AAA+
A
AA-
Aaa
A2
Baa2
A1
A3
A3
Baa1
GBP
GBP
GBP
GBP
GBP
GBP
GBP
4.875
6.625
7.750
6.750
6.625
5.000
4.750
A
A
A
A
S
A
A
Kfw
Ubs Ag London
Merrill Lynch & Co
Sse Plc
Experian Finance Plc
01.02.18
11.04.18
30.04.18
06.08.18
17.09.18
01.10.18
23.11.18
3.9
4.0
3.9
4.3
4.2
4.4
4.5
114.28
118.45
121.41
118.70
117.46
112.69
110.54
1.50
2.34
2.77
2.64
2.87
2.32
2.56
7
83
123
101
123
65
86
Germany
Switzerland
USA
USA
United Kingdom
United Kingdom
United Kingdom
Financial
Financial
Financial
Financial
Financial
Utilities
Consumer
Rabobank Nederland
Morgan Stanley
Nordea Bank Ab
Societe Generale
Germany
Utilities
United Kingdom
Utilities
United Kingdom
Transportation
Germany
Automaker
Spain
Financial
Sweden
Financial
SNAT
United Kingdom
TMT
USA
Financial
Australia
Financial
Germany
#N/A
Germany
Financial
United Kingdom
Energy
USA
Industrial
USA
Financial
Germany
Automaker
United Kingdom
Consumer
United Kingdom
Energy
02-Sep-13
CRNCY
ISIN
Number
Valoren
Min./ Incr.
Trad. Unit
Rating Rating
S & P Moody's
GBP BOND SELECTION
CPN_FREQ
Ccy
Coupon
%
Freq.
Name
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Maturity
Modified
Duration
Ind. Ask
Price %
XS0400780960
XS0604380724
XS0578264870
XS0739933421
4'846'257
12'649'745
12'292'256
14'857'937
50000 / 1000
100000 / 1000
1000
1000
AA
AAA
A3
A2
Aa1
A2
GBP
GBP
GBP
GBP
8.125
4.325
3.875
3.375
A
A
A
A
Vodafone Group Plc

Total Capital Sa
Bmw Finance Nv
26.11.18
10.12.18
14.12.18
14.12.18
4.2
4.6
4.7
4.7
127.11
109.88
108.65
105.47
2.52
2.31
2.12
2.26
81
59
41
54
United Kingdom
United Kingdom
France
Germany
TMT
Energy
Energy
Automaker
XS0426014899
XS0741965940
XS0740772420
XS0458569927
XS0856595961
10'145'294
14'890'344
14'868'848
10'663'810
20'035'318
50000 / 1000
1000
2000
50000 / 1000
1000
A
AAA+
AAA+
A3
A3
A1
Aa2
A2
GBP
GBP
GBP
GBP
GBP
6.750
3.500
4.375
5.000
2.375
A
A
A
A
A
Rolls-Royce Plc
Bnp Paribas
30.04.19
06.06.19
31.07.19
21.10.19
20.11.19
4.8
5.1
5.2
5.1
5.6
122.02
104.68
107.41
112.40
97.99
2.52
2.61
2.99
2.77
2.73
70
77
110
83
77
United Kingdom
Germany
USA
Australia
France
Industrial
Automaker
Financial
Financial
Financial
XS0463588052
10'699'607
2000
AA+
A1
GBP
5.875
04.11.20
5.7
115.85
3.35
113
USA
Financial
XS0618011463
XS0677073206
XS0453820366
XS0472503589
XS0583495188
12'871'540
13'818'835
10'580'346
10'802'062
12'366'836
100000 / 1000
100000 / 1000
50000
50000 / 1000
100000 / 1000
A+
AAAAA
A2
A3
Baa2
Aa2
A2
GBP
GBP
GBP
GBP
GBP
5.375
4.250
6.125
5.125
5.500
A
A
S
A
A
Ing Bank Nv
Sse Plc
15.04.21
14.09.21
15.09.21
09.12.21
17.12.21
6.2
6.5
6.3
6.6
6.5
112.41
106.43
116.56
112.40
112.67
3.49
3.32
3.72
3.38
3.69
116
90
132
89
120
Netherlands
United Kingdom
USA
Australia
France
Financial
Utilities
Financial
Financial
Financial
XS0813371100
XS0758779192
XS0849673602
XS0860538379
19'182'638
18'170'688
19'894'869
20'122'951
100000 / 1000
1000
100000 / 1000
100000 / 1000
AA+
AAAAA-
Aa2
Aa2
A1
Aa3
GBP
GBP
GBP
GBP
2.250
4.000
2.500
2.750
A
A
S
A
Transport For London

Rabobank Nederland
Pepsico Inc
09.08.22
19.09.22
01.11.22
05.12.22
7.9
7.2
8.0
7.8
93.89
102.49
94.19
94.39
3.04
3.67
3.24
3.47
38
97
55
73
United Kingdom
Netherlands
USA
Sweden
Transportation
Financial
Consumer
Financial
XS0873675846
20'414'735
100000 / 1000
AA-
Aa3
GBP
2.875
11.01.23
8.1
95.73
3.41
69
USA
Financial
XS0875301912
XS0944831154
XS0866897829
20'434'044
21'630'114
20'260'615
100000 / 1000
100000 / 1000
100000 / 1000
BBB+
A
A
A3
A3
A2
GBP
GBP
GBP
3.625
3.375
3.500
A
A
S
Severn Trent Water Util

Rolls-Royce Plc
Jpmorgan Chase & Co
16.01.26
18.06.26
18.12.26
9.5
10.1
10.4
96.46
96.17
94.85
3.99
3.76
4.00
92
65
89
United Kingdom
United Kingdom
USA
Utilities
Industrial
Financial
XS0866588527
20'250'762
100000 / 1000
A+
A1
GBP
3.375
Glaxosmithkline Capital
20.12.27
10.7
92.49
4.08
84
United Kingdom
Consumer
XS0753789980
XS0828013838
XS0863076930
18'094'567
19'441'343
20'185'553
100000 / 1000
100000 / 1000
100000 / 1000
AA+
A-
A3
A2
A3
GBP
GBP
GBP
4.375
3.500
4.000
A
S
A
Centrica Plc
13.03.29
12.09.29
11.12.29
10.9
11.7
11.3
101.75
91.80
94.66
4.22
4.21
4.47
92
93
113
United Kingdom
USA
United Kingdom
Energy
Financial
Basic Materials
02-Sep-13
CRNCY
ISIN
Number
Valoren
Min./ Incr.
Trad. Unit
Rating Rating
S & P Moody's
A
CHF BOND SELECTION
CPN_FREQ
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Ccy
Coupon
%
A2
A1
Aa3
Aa3
Baa1
A3
Aa2
A3
Aa2
A3
A1
Aa3
A3
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
2.250
2.000
2.750
2.875
3.125
4.500
2.125
2.250
2.250
3.500
3.375
2.000
3.250
A
A
A
A
A
A
A
A
A
A
A
A
A
Credit Agricole (London)

Morgan Stanley
Brandbrew Sa
Nestle Finance Intl Ltd
Kbc Ifima Nv
Orange Sa
13.01.14
18.02.14
21.02.14
30.04.14
30.05.14
11.06.14
12.08.14
04.11.14
02.12.14
04.12.14
05.12.14
16.12.14
17.12.14
0.4
0.5
0.5
0.7
0.7
0.8
0.9
1.1
1.2
1.2
1.2
1.3
1.3
100.78
101.03
101.41
102.05
102.06
103.44
102.26
102.41
102.83
103.95
104.18
102.50
104.21
0.04
-0.26
-0.30
-0.26
0.32
0.02
-0.28
0.18
-0.03
0.32
0.03
0.05
-0.03
0
-34
-37
-28
32
3
-20
33
12
47
18
20
12
France
USA
Japan
Canada
USA
Belgium
Switzerland
Belgium
Australia
France
USA
Australia
Germany
Financial
Financial
Automaker
Financial
Financial
Consumer
Consumer
Financial
Financial
TMT
Industrial
Financial
Utilities
2.125
3.625
2.375
2.000
3.625
2.500
3.000
2.125
3.125
3.875
3.125
2.750
2.125
2.625
A
A
A
A
A
A
A
A
A
A
A
A
A
A

Bmw Us Capital Llc
Credit Agricole (London)
Ibm Corp
Bmw (Uk) Capital Plc
Adp
Wuerth Finance Intl Bv
Total Capital Sa
Lgt Finance Limited
05.02.15
04.03.15
11.03.15
08.04.15
27.05.15
08.06.15
15.06.15
29.06.15
15.07.15
03.08.15
29.09.15
08.10.15
25.11.15
28.12.15
1.4
1.5
1.5
1.6
1.7
1.7
1.7
1.8
1.8
1.9
2.0
2.0
2.2
2.2
102.68
105.37
103.45
102.62
105.93
103.66
104.91
103.62
105.12
106.66
106.13
104.30
103.88
105.66
0.23
0.04
0.10
0.35
0.18
0.41
0.23
0.13
0.36
0.37
0.15
0.67
0.37
0.17
37
17
23
47
30
52
34
24
46
47
23
75
43
22
Switzerland
Germany
France
France
USA
Spain
USA
Germany
France
Germany
France
United Kingdom
Liechtenstein
Sweden
Financial
Automaker
Financial
Financial
TMT
Financial
Industrial
Automaker
Industrial
Consumer
Energy
Financial
Financial
Financial
France
Energy
USA
Financial
Netherlands
Financial
Sweden
Financial
United Kingdom
Financial
Netherlands
Financial
USA
Consumer
Australia
Financial
United Kingdom
Financial
Japan
Automaker
Denmark
Financial
SNAT
Netherlands
Financial
Switzerland
Industrial
France
TMT
Australia
Financial
Australia
Financial
USA
Financial
USA
Financial
USA
Financial
Freq.
Name
Maturity
Modified
Duration
Ind. Ask
Price %
CH0023686576
CH0109156007
CH0028813316
CH0030548793
CH0030728833
CH0101997309
CH0049987727
CH0118594271
CH0105004078
CH0035317616
CH0035434866
CH0110411524
CH0035907895
2'368'657
10'915'600
2'881'331
3'054'879
3'072'883
10'199'730
4'998'772
11'859'427
10'500'407
3'531'761
354'386
11'041'152
3'590'789
5000
5000
5000
5000
5000
5000
5000
5000
5000
5000
5000
5000
5000
AABBB+
AA+
AAA-
CH0109648144
CH0037423826
CH0020643760
CH0110741052
CH0042308780
CH0130164624
CH0031026476
CH0113927575
CH0102834923
CH0103193311
CH0031320507
CH0117124179
CH0128250500
CH0100786125
10'964'814
3'742'382
2'064'376
11'074'105
4'230'878
13'016'462
3'102'647
11'392'757
10'283'492
10'319'331
3'132'050
11'712'417
12'825'050
10'078'612
5000
5000
5000
5000
5000
5000
5000
5000
5000
5000
5000
5000
5000
5000
A
A
AAA
A
AAA
AA+
A
A+
A
AAA
A+
AA+
A1
A2
Aaa
A2
Aa3
A2
A1
A2
Aa1
A3
Aa3
Aa1
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CH0023743740
CH0108870020
CH0122489104
CH0112134751
CH0025368751
CH0101589361
CH0113643818
CH0112262982
CH0116055317
CH0026734449
CH0193819585
CH0194215650
CH0118178620
CH0139264961
CH0140244770
CH0119172978
CH0133273877
CH0122489096
CH0205170555
CH0117441565
2'374'374
10'887'002
12'248'910
11'213'475
2'536'875
10'158'936
11'364'381
11'226'298
11'605'531
2'673'444
19'381'958
19'421'565
11'817'862
13'926'496
13'937'767
11'917'297
13'327'387
12'248'909
20'517'055
11'744'156
5000
5000
5000
5000
5000
5000
5000
5000
5000
5000
5000
5000
5000
5000
5000
5000
5000
5000
5000
5000
AA-
Aa1
A1
A2
Aa3
A2
Aa2
A2
Aa2
Aa3
Aa3
NR
A3
A2
A2
A3
Aa3
Aa2
A1
Baa3u
Baa2
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
2.375
2.625
2.375
2.250
3.000
3.000
1.875
2.000
1.875
2.875
1.750
2.500
2.125
1.250
1.625
2.125
2.000
2.250
3.000
3.000
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
Total Capital Sa
Abn Amro Bank Nv
Nordea Bank Ab
Bank Of Scotland Plc
Rabobank Nederland
Mcdonald'S Corp
Hsbc Bank Plc
Nykredit Bank A/S
Black Sea Trade And Deve
Ing Bank Nv
Abb Ltd
Orange Sa
Asb Finance Ltd London
Nibc Bank Nv
13.01.16
20.01.16
02.02.16
06.05.16
26.05.16
10.06.16
23.06.16
08.07.16
01.09.16
20.09.16
26.09.16
04.10.16
07.10.16
11.10.16
13.10.16
17.11.16
15.12.16
19.12.16
19.12.16
23.12.16
2.3
2.3
2.3
2.6
2.6
2.7
2.7
2.8
2.9
2.9
2.9
2.9
3.0
3.0
3.0
3.1
3.2
3.1
3.1
3.1
105.15
105.51
104.42
105.15
106.94
107.36
104.39
104.56
104.26
107.82
104.00
101.97
104.68
102.60
102.92
105.32
105.15
105.78
101.78
107.06
0.18
0.29
0.52
0.31
0.43
0.32
0.30
0.39
0.44
0.29
0.43
1.84
0.59
0.40
0.67
0.45
0.42
0.48
2.43
0.82
23
34
56
32
44
32
29
37
41
26
40
180
55
36
63
39
34
40
236
75
CH0122644567
12'264'456
5000
Aa2
CHF
2.125
03.02.17
3.3
105.64
0.46
36
AAAAAA
AA
A
A
AAA
AAAAAAA+
AA+
A
BBB+
AAAA+
A-
Australia
Financial
02-Sep-13
CRNCY
ISIN
Number
Valoren
Min./ Incr.
Trad. Unit
Rating Rating
S & P Moody's
AAA-
CHF BOND SELECTION
CPN_FREQ
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Ccy
Coupon
%
A2
A1
A1
Aaa
Aa2
Aa2
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
2.750
2.500
2.500
2.875
1.875
2.750
3.000
1.750
2.250
3.000
2.250
1.750
1.625
1.500
1.500
3.000
1.375
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
Corp Andina De Fomento

Abn Amro Bank Nv
Hsbc Bank Plc
Zurich Insurance Co
Macquarie Bank Ltd
Bmw Finance Nv
Gdf Suez
Norges Statsbaner As
03.02.17
08.02.17
16.02.17
27.02.17
08.03.17
03.04.17
14.06.17
30.06.17
27.07.17
09.08.17
29.09.17
29.09.17
19.10.17
20.10.17
03.11.17
09.11.17
15.11.17
3.2
3.3
3.3
3.3
3.4
3.4
3.6
3.7
3.7
3.7
3.8
3.9
3.9
4.0
4.0
3.9
4.0
106.87
106.49
105.85
107.93
105.20
108.36
109.39
105.19
106.06
107.74
106.74
104.34
104.12
103.53
104.24
109.81
104.12
0.71
0.58
0.77
0.56
0.38
0.39
0.48
0.38
0.67
0.98
0.57
0.66
0.61
0.63
0.47
0.62
0.38
61
48
67
46
27
27
33
21
49
80
37
46
40
42
25
40
16
Aa3
Freq.
Name
Maturity
Modified
Duration
Ind. Ask
Price %
CH0140939940
CH0147029299
CH0148611426
CH0028944681
CH0109361821
CH0029630131
CH0030983685
CH0113872284
CH0133090610
CH0190369048
CH0111174576
CH0138773053
CH0146796062
CH0139756859
CH0118596888
CH0106596916
CH0118882353
14'093'994
14'702'929
14'861'142
2'894'468
10'936'182
2'963'013
3'098'368
11'387'228
13'309'061
19'036'904
11'117'457
13'877'305
14'679'606
13'975'685
11'859'688
10'659'691
11'888'235
5000
5000
5000
5000
5000
5000
5000
5000
5000
5000
5000
5000
5000
5000
5000
5000
5000
AA+
AA+
NR
A
AAA
A+
A
A+
A
AA+
A
AAA
AAAA-
CH0039621724
CH0184786181
CH0118532834
CH0017992477
CH0025633717
CH0043595203
CH0045490817
CH0199544781
CH0142821401
CH0107746130
3'962'172
18'478'618
11'853'283
1'799'247
2'563'371
4'359'520
4'549'081
19'954'478
14'282'140
10'774'613
5000
5000
5000
5000
5000
5000
5000
5000
5000
5000
A+
AAAAAA+
AA+
AAAA+
A
A
AA-
Aa2
Aa3
Aa2
Aa1
A1
Aa2
A1
A2
A2
Aa2
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
3.375
1.500
2.000
3.000
3.375
3.750
4.500
2.125
1.750
3.125
A
A
A
A
A
A
A
A
A
A
Province Of Quebec
Bnz International Fndng
Rabobank Nederland
Macquarie Bank Ltd
Telstra Corp Ltd
19.01.18
22.01.18
31.01.18
27.02.18
19.06.18
30.07.18
09.10.18
29.11.18
14.12.18
21.12.18
4.1
4.2
4.2
4.2
4.5
4.6
4.5
4.9
5.0
4.8
112.41
103.39
105.33
110.72
111.56
115.10
117.65
104.10
104.99
111.10
0.50
0.71
0.77
0.57
0.90
0.61
0.94
1.31
0.78
0.96
25
46
51
30
58
27
56
91
37
55
Canada
Australia
Netherlands
Sweden
USA
Canada
USA
Australia
Australia
Australia
Financial
Financial
Financial
Industrial
Financial
Financial
TMT
Financial
CH0020626773
CH0147023466
CH0187695553
CH0106942508
CH0106680777
CH0104007577
CH0107212968
2'062'677
14'702'346
18'769'555
10'694'250
10'668'077
10'400'757
10'721'296
5000
5000
5000
5000
5000
5000
5000
AA
AAA+
AA
AAA
AAA
AA-
Aa2
Aa2
Aa3
Aa2
Aaa
Aaa
Aa2
CHF
CHF
CHF
CHF
CHF
CHF
CHF
2.750
2.000
2.000
2.375
2.625
2.875
2.500
A
A
A
A
A
A
A

Rabobank Nederland
Lgt Bank In Liechtenstei
Cie Financement Foncier
23.01.19
06.02.19
02.07.19
24.07.19
12.08.19
10.09.19
04.12.19
5.0
5.1
5.5
5.5
5.5
5.4
5.7
109.51
105.18
104.69
107.67
108.72
110.07
109.74
0.93
1.01
1.16
1.03
1.10
1.13
0.89
50
58
65
51
57
59
30
France
Netherlands
Liechtenstein
France
France
France
Canada
Transportation
Financial
Financial
Transportation
Financial
Financial
CH0115013226
CH0112138794
CH0120096398
CH0193296990
CH0194405335
CH0116103448
11'501'322
11'213'879
12'009'639
19'329'699
19'440'533
11'610'344
5000
5000
5000
5000
5000
5000
AAA
AAAA
A
AA-
Aaa
Aa2
Aa1
A2
Aa2
Aaa
CHF
CHF
CHF
CHF
CHF
CHF
1.875
2.375
1.750
1.000
1.250
1.750
A
A
A
A
A
A
Rabobank Nederland
03.02.20
07.05.20
03.06.20
18.09.20
15.10.20
27.10.20
6.0
6.2
6.3
6.7
6.7
6.6
105.24
109.11
105.25
97.94
99.10
104.25
1.03
0.96
0.94
1.31
1.38
1.13
41
30
27
59
65
39
Netherlands
Canada
Germany
USA
Netherlands
Netherlands
Financial
Transportation
Consumer
Financial
Financial
CH0204567322
CH0124071959
CH0131220730
CH0133090636
CH0115457670
20'456'732
12'407'195
13'122'073
13'309'063
11'545'767
5000
5000
5000
5000
5000
AAAAA
A
A+
AA-
Aa3
Aaa
A2
A1
Aa2
CHF
CHF
CHF
CHF
CHF
1.375
2.250
3.125
2.875
2.000
A
A
A
A
A

Abn Amro Bank Nv
Zurich Insurance Co
Rabobank Nederland
11.02.21
23.02.21
28.06.21
27.07.21
16.09.21
6.9
6.8
6.9
7.1
7.3
98.39
107.38
107.49
109.92
103.64
1.61
1.21
2.08
1.53
1.52
82
42
123
68
64
SNAT
Netherlands
Netherlands
Switzerland
Netherlands
Financial
Financial
Financial
Financial
A2
A1
Aa1
Aaa
A2
Aaa
A1
A2
SNAT
United Kingdom
Industrial
Netherlands
Financial
USA
Industrial
Sweden
Financial
United Kingdom
Financial
United Kingdom
Energy
Canada
Financial
Switzerland
Financial
Australia
Financial
France
Utilities
Germany
Automaker
USA
Financial
France
Utilities
Netherlands
Financial
Australia
Financial
Norway
Transportation
02-Sep-13
CRNCY
ISIN
Number
Valoren
Min./ Incr.
Trad. Unit
Rating Rating
S & P Moody's
CHF BOND SELECTION
CPN_FREQ
Ccy
Coupon
%
Freq.
Name
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Maturity
Modified
Duration
Ind. Ask
Price %
CH0139265000
13'926'500
5000
A2
CHF
2.250
Abb Ltd
11.10.21
7.3
105.25
1.55
67
Switzerland
Industrial
CH0199544989
19'954'498
5000
A2
CHF
3.000
Macquarie Bank Ltd
29.11.22
7.9
106.98
2.16
111
Australia
Financial
CH0200252838
20'025'283
5000
A+
Aa3
CHF
1.875
Lgt Bank Ag
08.02.23
8.5
101.22
1.73
66
Switzerland
Financial
CH0188335365
18'833'536
5000
A2
CHF
1.750
Swisscom Ag
10.07.24
9.8
99.30
1.82
66
Switzerland
TMT
CH0180006113
18'000'611
5000
AAA
Aaa
CHF
1.625
02.04.26
11.2
98.31
1.78
49
SNAT
02-Sep-13
CRNCY
ISIN
Number
Valoren
Min./ Incr.
Trad. Unit
Rating Rating
S & P Moody's
CPN_FREQ
Ccy
Coupon
%
Freq.
NOK BOND SELECTION

Name
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Maturity
Modified
Duration
Ind. Ask
Price %
XS0487758533
XS0503643990
XS0427514137
XS0591889844
XS0667522246
XS0448022102
XS0449022226
11'022'892
11'227'246
10'162'797
12'470'306
13'656'850
10'482'637
10'495'281
10000
10000
10000
10000
10000
10000
10000
AAA
AAA
AAA
AAA
AAAAAAA
Aaa
Aaa
Aaa
Aaa
Aa3
Aa2
Aaa
NOK
NOK
NOK
NOK
NOK
NOK
NOK
3.500
3.250
4.000
3.750
3.125
4.250
4.000
A
A
A
A
A
A
A
Kommunalbanken As
Kfw
Municipality Finance Plc
Hsbc Bank Plc
Rabobank Nederland
Kfw
24.02.14
28.04.14
15.05.14
15.08.14
01.09.14
02.09.14
15.12.14
0.5
0.6
0.7
0.9
1.0
1.0
1.2
100.88
100.99
101.58
102.24
101.15
102.33
102.67
1.60
1.67
1.67
1.34
1.94
1.86
1.85
13
20
19
-17
42
34
30
XS0479655432
XS0736517607
XS0590384359
XS0504873182
XS0782727910
XS0730005567
DE000A1HDA43
10'912'299
14'798'588
12'448'596
11'241'571
18'580'941
14'690'717
20'110'846
10000
10000
10000
10000
10000
10000
10000
AA-
Aa2
Aa2
Aaa
Aaa
A3
A2
A2
NOK
NOK
NOK
NOK
NOK
NOK
NOK
4.000
3.250
3.750
3.375
3.000
3.500
2.375
A
A
A
A
A
A
A
Rabobank Nederland
Bmw Finance Nv
Bmw Us Capital Llc
27.01.15
09.02.15
17.02.15
30.04.15
18.05.15
17.07.15
04.12.15
1.3
1.4
1.4
1.6
1.6
1.8
2.1
102.55
101.45
102.45
102.40
101.23
103.18
101.52
2.12
2.20
2.01
1.88
2.25
1.75
1.68
54
62
42
26
62
8
-8
Netherlands
Australia
Netherlands
SNAT
Germany
Germany
Germany
Financial
Financial
Financial
Automaker
Automaker
Automaker
XS0731740741
XS0552381385
XS0736534446
XS0935312305
XS0795086916
XS0799410773
XS0654470532
XS0822354774
XS0669864976
XS0672296737
XS0669838541
XS0690389217
XS0796988813
14'725'512
11'911'396
14'799'222
21'434'843
18'832'334
18'894'427
13'454'722
19'355'307
13'691'681
13'725'653
13'691'465
14'041'100
18'869'968
10000
10000
10000
10000
10000
10000
15000 / 1000
10000
10000
10000
10000
10000
10000
AA
AAA
AAA
AAA
AA+
A3
Aaa
A3
A3
A3
Aa2
Aaa
NR
Aa1
Aaa
Aaa
Aaa
A1
NOK
NOK
NOK
NOK
NOK
NOK
NOK
NOK
NOK
NOK
NOK
NOK
NOK
3.625
3.000
3.500
2.250
3.000
3.250
3.875
2.250
3.375
3.000
3.000
2.875
3.500
A
A
A
A
A
A
A
A
A
A
A
A
A

Daimler Ag
Rabobank Nederland
Toyota Finance Australia
Nordic Investment Bank
Kommunalbanken As
Kfw
20.01.16
29.01.16
02.02.16
27.05.16
20.06.16
05.07.16
03.08.16
31.08.16
01.09.16
01.09.16
02.09.16
12.10.16
15.12.16
2.2
2.3
2.3
2.6
2.6
2.7
2.7
2.9
2.8
2.9
2.8
2.9
3.0
102.65
101.92
102.38
99.69
101.12
101.92
103.73
100.14
102.04
103.73
101.97
101.47
103.97
2.46
2.17
2.47
2.37
2.58
2.54
2.53
2.20
2.66
1.71
2.31
2.38
2.23
67
38
67
50
70
64
62
27
73
-22
38
42
23
Germany
SNAT
Germany
Germany
Germany
Netherlands
Netherlands
Japan
Germany
SNAT
Norway
Germany
USA
Automaker
Automaker
Automaker
Automaker
Financial
Financial
Automaker
Transportation
Financial
Financial
XS0739410164
XS0770748217
XS0506435733
XS0783811671
XS0812998036
XS0827681908
XS0835302513
XS0859670290
14'848'792
18'344'144
11'263'419
18'595'740
19'181'698
19'433'294
19'634'153
20'105'248
10000
10000
10000
10000
10000
10000
10000
10000
AA+
AAAAA
BBB+
AAA
AAA
A-
A1
Aa2
NR
Baa1
Aaa
Aa1
A3
A3
NOK
NOK
NOK
NOK
NOK
NOK
NOK
NOK
3.875
3.500
4.000
3.625
2.125
2.250
2.750
2.875
A
A
A
A
A
A
A
A

Rabobank Nederland
European Bk Recon & Dev
Deutsche Telekom Ag
Nordic Investment Bank
Linde Ag
Daimler Ag
02.02.17
18.04.17
11.05.17
22.05.17
09.08.17
11.09.17
28.09.17
29.11.17
3.1
3.3
3.4
3.4
3.7
3.7
3.7
3.8
104.19
103.99
105.40
103.46
98.89
99.15
100.23
99.70
2.57
2.33
2.45
2.63
2.43
2.47
2.69
2.95
54
26
35
53
28
31
52
75
USA
Netherlands
SNAT
Germany
SNAT
France
Germany
Germany
Financial
Financial
TMT
Energy
Basic Materials
Automaker
XS0874834525
XS0858571184
XS0933295114
XS0938998225
XS0949742323
XS0686448019
20'422'499
20'085'294
21'400'079
21'496'725
21'755'637
13'987'819
10000
10000
10000
10000
10000
1000
A
AA+
AAAAAAA
A2
A1
Aa2
Baa1
A3
Aaa
NOK
NOK
NOK
NOK
NOK
NOK
3.125
3.000
2.625
3.000
3.000
3.500
A
A
A
A
A
A
Abn Amro Bank Nv

Rabobank Nederland
Danske Bank A/S
Daimler Ag
15.01.18
28.02.18
29.05.18
07.06.18
10.07.18
05.10.18
3.9
4.1
4.3
4.3
4.4
4.5
99.57
101.62
98.15
98.81
99.20
103.55
3.23
2.61
3.05
3.27
3.18
2.74
100
36
74
96
85
37
Netherlands
USA
Netherlands
Denmark
Germany
Germany
Financial
Financial
Financial
Financial
Automaker
Financial
AAA
AAA
AA
A
AAAA
AAAAAAAA
Norway
Germany
Financial
SNAT
Finland
United Kingdom
Financial
Netherlands
Financial
Germany
Financial
02-Sep-13
CRNCY
ISIN
Number
Valoren
Min./ Incr.
Trad. Unit
Rating Rating
S & P Moody's
SEK BOND SELECTION
CPN_FREQ
Ccy
Coupon
%
Freq.
Name
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Maturity
Modified
Duration
Ind. Ask
Price %
XS0741177918
XS0200551975
XS0640996632
14'878'197
1'942'039
13'211'007
10000
10000
10000
AAAAA
AA-
Aa2
Aaa
Aa2
SEK
SEK
SEK
2.500
4.500
3.250
A
A
A
Rabobank Nederland
Rabobank Nederland
10.02.14
05.05.14
30.06.14
0.4
0.7
0.8
100.46
102.03
101.50
1.41
1.39
1.38
61
53
46
Netherlands
SNAT
Netherlands
Financial
Financial
XS0733013519
XS0752041755
XS0857439615
14'740'510
18'057'945
20'053'446
10000
1000000
10000
AAA+
BBB
A3
A1
Baa3
SEK
SEK
SEK
3.125
3.125
3.125
A
A
A
Daimler Canada Finance

Rci Banque Sa
20.01.15
24.02.15
30.11.15
1.3
1.4
2.1
101.85
101.79
100.27
1.74
1.87
2.99
65
75
166
Germany
USA
France
Automaker
Financial
Financial
XS0770203908
XS0830810585
18'336'451
19'506'016
10000
10000
AAAA-
Aa2
Aa2
SEK
SEK
3.000
2.250
A
A
Rabobank Nederland
Rabobank Nederland
12.04.16
21.12.16
2.5
3.1
101.91
99.90
2.23
2.28
81
71
Netherlands
Netherlands
Financial
Financial
XS0698632212
XS0769841312
14'185'625
18'329'150
10000
1000
AAA
AAA
Aaa
Aaa
SEK
SEK
2.625
3.000
A
A

15.03.17
12.04.17
3.3
3.4
103.34
103.34
1.64
2.03
3
40
SNAT
Netherlands
Financial
02-Sep-13
CRNCY
ISIN
Number
Valoren
Min./ Incr.
Trad. Unit
Rating Rating
S & P Moody's
CH0123693969
CH0122488445
CH0136594352
CH0043174397
12'369'396
12'248'844
13'659'435
4'317'439
5000
5000
5000
5000
ABBB
BBB-
A3
FR0010239319
FR0010301713
DE000A0GNPZ3
XS0178404793
XS0356687219
BE0934378747
FR0010136382
DE000A1ALVC5
FR0010814558
FR0010289496
XS0188853526
FR0010306738
XS0260057285
FR0010456764
XS0336598064
XS0336744650
XS0877720986
FR0010603159
DE000A0TU305
FR0010638338
XS0903872355
XS0449487619
FR0010814434
FR0011401736
XS0214398199
2'301'809
2'471'799
2'468'959
1'697'252
3'940'793
4'230'905
2'045'860
10'501'281
10'665'764
2'442'979
1'815'405
2'516'227
2'618'914
3'031'665
3'627'776
3'630'370
20'558'224
3'912'806
4'239'446
4'360'638
20'910'498
10'503'037
10'668'870
20'535'251
2'087'222
1000
50000
1000
1000
1000
1000
1000
1000
1000
50000
1000
50000
50000 / 1000
50000
50000
50000
1000
50000
1000
50000
100000 / 1000
50000
50000
100000
10000
BBB
BBB
A+
BBB+
BBBBB+
BBBBBBBBBBBBBBB+
BBB
BBBBBB
BBBBBBBB+
BBBBBBBBB
BB
BBBBBBBBB+
BBB-
Ba2
A3
A3
Baa2
Ba1
Ba2
Ba2
Ba2
Ba2
Baa3
Baa2
Ba2
Baa1
Ba2
Ba2
Ba2
Baa3
Ba2
FR0010291997
FR0010814418
FR0010575654
2'454'477
10'668'880
3'717'804
50000
50000
50000
USG3980PAA33
FR0010239368
FR0010533554
FR0010279208
XS0173838847
XS0161441000
XS0365481935
XS0406095041
FR0010477125
XS0371612762
XS0180995945
XS0387971152
XS0347919457
FR0010772244
XS0453319039
XS0454569863
2'508'416
2'298'955
3'488'814
2'408'708
1'650'884
1'544'368
4'250'683
4'935'285
3'115'593
4'323'649
1'725'165
4'569'714
10'279'779
10'287'167
10'571'916
10'623'196
100000 / 1000
2000
2000
2000
1000
1000
2000
1000
2000
2000
1000
2000
1000
2000
2000 / 1000
2000
Ccy
PERPETUAL BOND SELECTION
CPN_FREQ
Coupon
Freq.
%
Name
NXT_CALL_DT
Next Call
Date
(HIGH
PRICE
VOLATILITY)
PX ASK YLD_YTC_ASK
ULT_PARENT_CNTRY_OF_RISK
ISSUER INDUSTRY
Ind. Ask
Price %
Yield to
Call %
Country
Sector
CHF
CHF
CHF
CHF
5.375
5.250
5.250
5.500
A
A
A
A
Scor Se (5.375% To 08/16 Then 3M Eur+373.59Bp)

Swiss Life Ag (5.25% To 10/16 Then 5Yr/5Yrchf+355.1Bp)
Rwe Ag
Rabobank Nederland (5.5% To 06/18 Then 6M Lib+280Bp)
02.08.16
04.10.16
04.04.17
27.06.18
104.01
103.51
103.56
107.35
3.83
4.01
4.15
3.80
France
Switzerland
Germany
Netherlands
Financial
Financial
Utilities
Financial
Ba2
Ba1
Ba2
Ba2
A3
Ba2
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
4.875
1.359
5.375
5.369
8.000
8.000
4.196
9.500
9.250
6.250
5.130
4.730
5.777
5.019
6.999
7.152
5.625
8.200
8.000
7.781
6.125
9.375
7.875
4.250
4.750
A
Q
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
Bnp Paribas
Credit Logement Sa 4.604% To 03/11 Then 3M Eur+115Bp
Hsbc Capital Funding Lp (5.36% To 03/2014 Then 3M Eur+200Bp)
Ing Groep Nv
Kbc Bank Nv
Societe Generale (4.196% To 01/2015 Then 3Meur+153Bp)
Db Capital Funding Xi
Bpce Sa
Vinci Sa
Hsbc Capital Funding Lp (5.13% To 03/16 Then 3M Eur+190Bp)
Bnp Paribas (4.73% To 04/2016 Then 3Meur+169Bp)
Axa Sa (5.777% To 07/2016 Then 3Meur+250Bp)
Bnp Paribas (5.019% To 04/17 Then 3M Eur+172Bp)
Societe Generale
(6.999% To 12/17 Then 3M Eur+335Bp)
Ubs
(7.152% To 12/17 Then 3M Eur+345Bp)
Telekom Austria Ag
Credit Agricole Sa
(8.2% To 03/18 Then 3M Eur+480Bp)
Deutsche Bank Contingent Capital Trust
Bnp Paribas
(7.781% To 07/18 Then 3M Eur+ 375Bp)
Koninklijke Kpn Nv
Societe Generale 9.375% Till Call 09/2019 Then 3M Eur+890.1Bp
Credit Agricole Sa (7.875% To 10/19 Then 3M Eur+642.4Bp)
Barclays Bank
(4.75% To 03/20 Then 3M Eur+71Bp)
17.10.13
16.12.13
03.03.14
24.03.14
18.04.14
14.05.14
26.01.15
31.03.15
22.04.15
13.11.15
29.03.16
12.04.16
06.07.16
13.04.17
19.12.17
21.12.17
01.02.18
31.03.18
15.05.18
02.07.18
14.09.18
04.09.19
26.10.19
29.01.20
15.03.20
90.89
74.83
103.21
100.90
104.29
103.47
98.00
107.01
105.81
106.00
103.52
99.54
102.99
99.78
106.81
110.72
102.25
113.51
110.02
109.93
103.03
114.04
109.81
101.79
77.23
88.28
116.48
-1.10
3.61
0.97
2.78
5.71
4.72
5.39
3.36
3.66
4.91
4.62
5.08
5.18
3.97
5.03
4.82
5.51
5.38
5.42
6.48
5.92
3.92
9.59
France
France
Germany
United Kingdom
Netherlands
Belgium
France
Germany
France
France
United Kingdom
France
France
France
France
Switzerland
Austria
France
Germany
France
Netherlands
France
France
France
United Kingdom
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Industrial
Financial
Financial
Financial
Financial
Financial
Financial
TMT
Financial
Financial
Financial
TMT
Financial
Financial
Utilities
Financial
BBBBBBBBB-
Ba2
Ba2
Ba2
GBP
GBP
GBP
5.136
8.125
7.589
A
A
A
Credit Agricole Sa (5.136% To 02/2016 Then 3M Libor+157.5Bp)

Credit Agricole Sa (8.125% To 10/19 Then 3M Lib+614.6Bp)
Credit Agricole Sa
(7.589% To 01/20 Then 3M Lib+355Bp)
24.02.16
26.10.19
30.01.20
97.72
106.23
101.22
6.14
6.84
7.33
France
France
France
Financial
Financial
Financial
BBB
BBBBBBBBB
BBB
BBB+
BB
BBB
BBBAAABBBBBB+
BBB-
B3
Ba2
Ba2
Ba2
Ba2
Ba2
Baa2
Ba3
Ba2
Ba1
Baa1
Baa1
A3
Ba2
Baa3
Ba2
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
8.750
6.250
7.375
6.750
7.000
7.000
8.125
7.875
6.500
8.250
5.260
7.375
9.500
9.750
8.375
8.750
Q
A
S
Q
Q
Q
S
S
Q
S
S
S
S
S
S
S
Gol Finance
05.10.13
Bnp Paribas
17.10.13
Credit Agricole Sa
19.10.13
Bpce Sa
27.10.13
Ca Preferred Fund Trust
30.10.13
Ca Preferred Fund Trust
30.10.13
27.11.13
Lloyds Banking Group Plc
29.11.13
Bnp Paribas
06.12.13
Claudius (Credit Suisse)
27.12.13
Rabobank Capital Fund Ii (5.26% To 12/2013 Then 3Mlib+162.75Bp)
31.12.13
Rabobank Nederland
24.03.14
Std.Chtd 9.5% Till Call 12/14 Then 5Yust+678Bp Till 12/19 Then 5Yust+1017Bp
24.12.14
Credit Agricole Sa
26.12.14
Nordea Bank Ab
25.03.15
Societe Generale
07.04.15
59.70
98.30
100.02
98.47
97.48
97.80
101.15
100.14
98.61
101.78
101.28
103.45
108.10
106.76
108.05
105.73
805.04
20.06
7.04
17.49
23.93
21.73
2.98
7.13
12.18
2.46
1.22
1.09
3.10
4.37
3.04
4.95
Brazil
France
France
France
France
France
United Kingdom
United Kingdom
France
Switzerland
Netherlands
Netherlands
United Kingdom
France
Sweden
France
Consumer
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Baa3
Baa1
02-Sep-13
CRNCY
ISIN
Number
USW5816FCM42
USP47773AK54
USG6710EAF72
USG2585XAA75
XS0556373347
USG3812BAB65
XS0562354422
XS0622491701
US90264AAA79
USN08328AA95
USG4673LAA29
USF22797FJ25
XS0813929782
XS0857872500
USF0609NAP36
USP3772WAA01
USF2893TAF33
USN4297BBC74
USG463802037
Valoren
2'131'086
11'524'817
11'736'504
11'772'748
11'969'322
11'993'401
12'083'567
12'948'636
2'559'013
13'528'612
18'531'897
3'133'459
20'144'910
20'093'619
2'837'472
10'663'497
20'558'120
21'015'805
1'632'410
Min./ Incr.
Trad. Unit
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
2000 / 1000
100000 / 1000
200000 / 1000
75000 / 1000
200000 / 1000
50000 / 1000
100000 / 1000
200000 / 1000
200000
100000 / 1000
100000 / 1000
100000 / 1000
200000 / 1000
1000
Rating Rating
S & P Moody's
BBB+
BBB+
BBBBBBBB
BB+
BB
BBBBBB
BBBBBB
A+
BBBBBB+
BB
NR
Baa3
Baa2
Baa3
Ba1
Ba2
Ba3
Ba1
Ba2
Ba2
Baa2
Ba2
NR
A2
Baa1
Baa2
A3
Ba1
WR
Ccy
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
CPN_FREQ
Coupon
Freq.
%
5.424
6.250
7.500
7.000
8.250
10.000
8.375
7.250
6.243
9.750
6.000
6.637
6.625
5.500
6.463
8.500
5.250
7.000
4.610
S
Q
Q
Q
Q
Q
S
S
S
S
S
S
S
S
S
S
S
S
S
PERPETUAL BOND SELECTION

Name
NXT_CALL_DT
Next Call
Date
Nordea Bank Ab (5.424% To 04/2015 Then 3M Lib+158.75Bp)

20.04.15
Globo Communicacoes Part
20.07.15
Odebrecht Finance Ltd
14.09.15
Csn Islands Xii
23.09.15
Cosan Overseas Ltd
05.11.15
General Shopping Finance
09.11.15
Macquarie Pmi Llc
02.12.15
China Resources Power (7.25% To 05/16 Then Ust + 524 And Ust +624) 09.05.16
Ubs Pfd Funding Tr V (6.243% To 05/2016 Then 3Mlib+161.5Bp)
15.05.16
Ballarpur Intl Grapic Pa (9.75% To 5Yr Then Ct5+857Bp To 10Yr Then ...) 11.08.16
Hutch Whampoa Int 12 Ltd (6% To 05/2017 Then 5Y Ust+517.6 Bp)
07.05.17
Credit Agricole Sa (6.637% Till 05/2017 Then 3M Lib+123.25Bp)
31.05.17
Societe Generale (6.625% To 06/18 Then Usd+575.4 Every 5Yr)
11.06.18
Allianz Se
26.09.18
Axa Sa (6.463% To 02/18 Then 3M Us Lib + 144.9 Bp)
14.12.18
Banco Do Brasil (Cayman)
20.10.20
29.01.23
Koninklijke Kpn Nv
28.03.23
Hsbc Capital Funding Lp (4.61% To 06/2013 Then 3M Lib+199.5Bp)
(HIGH
PRICE
VOLATILITY)
PX ASK YLD_YTC_ASK
ISSUER INDUSTRY
Ind. Ask
Price %
Yield to
Call %
104.13
105.58
95.75
81.25
101.56
90.00
104.77
103.38
106.00
60.50
105.76
95.68
101.70
98.27
100.42
107.83
94.12
100.34
2.81
3.17
9.84
18.15
7.46
15.49
6.06
5.86
3.87
31.26
4.29
7.99
6.20
5.90
6.37
7.08
6.08
6.95
Country
Sector
Sweden
Brazil
Brazil
Brazil
Brazil
Brazil
Australia
China
Switzerland
India
Hong Kong
France
France
Germany
France
Brazil
France
Netherlands
United Kingdom
Financial
TMT
Industrial
Basic Materials
Consumer
Real Estate
Financial
Utilities
Financial
Basic Materials
Industrial
Financial
Financial
Financial
Financial
Financial
Utilities
TMT
Financial
02-Sep-13
CRNCY
ISIN
Number
Valoren
Min./ Incr.
Trad. Unit
Rating Rating
S & P Moody's
SUBORDINATED
BOND SELECTION
CPN_FREQ
Ccy
Coupon
%
Freq.
Maturity
Ind. Ask
Price %
01.10.14
0.1
101.44
3.39

Adcb Finance Cayman Ltd
24.05.23
13.06.23
02.11.15
24.10.22
4.2
4.4
2.0
7.1
101.60
90.67
99.04
104.88
4.00
3.21
2.84
4.10
Loxam Sas
Groupama Sa
Hbos Plc
Hsbc Holdings Plc
Lloyds Tsb Bank Plc
Rabobank Nederland
Rabobank Nederland
Barclays Bank Plc
Deutsche Telekom Int Fin
Credit Agricole Sa
Rabobank Nederland
Eandis
Rabobank Nederland
10.02.19
12.03.19
06.05.19
24.01.20
12.09.22
27.10.39
21.05.14
20.03.15
16.03.16
21.02.18
09.04.18
10.09.19
25.02.20
24.03.20
09.11.20
09.11.20
12.01.21
14.01.21
18.01.21
19.04.21
14.09.22
30.11.22
25.07.23
0.4
0.5
0.6
4.4
3.6
4.4
0.7
1.5
2.4
4.0
3.8
5.0
5.6
5.2
6.1
6.0
6.2
5.8
6.6
6.4
7.1
7.9
8.0
99.26
101.21
99.54
102.37
105.31
96.60
103.76
103.77
107.00
111.27
107.09
111.64
112.51
111.99
111.72
101.71
110.83
109.14
98.38
98.98
101.06
100.04
97.60
Santander Issuances
Credit Agricole Sa
27.07.19
18.12.23
1.0
7.0
16.02.16

China Citic Bank Intl Lt
United Overseas Bank Ltd
Oversea-Chinese Banking
Emirates Nbd Pjsc
Ubs Ag Stamford Ct
L-Bank Bw Foerderbank
Morgan Stanley
Citigroup Inc
Banco Industr E Comrcl
Alfa Bank (Alfa Bond)
Nomos Bank(Nomos Cap)
Gazprombk (Gpb Finance)
12.07.22
08.08.22
28.09.22
17.10.22
11.03.23
28.03.23
28.05.23
28.01.14
18.02.14
01.04.14
15.09.14
25.10.15
22.02.17
26.04.19
03.05.19
AU3FN0012811
12'757'609
100000 / 10000
A2
AUD
5.008
CH0212937210
CH0214333731
CH0022976853
CH0194405343
21'293'721
21'433'373
2'297'685
19'440'534
5000
5000
5000
5000
BBB
ABBBBBB
Baa3
NR
Ba1
Baa3
CHF
CHF
CHF
CHF
4.000
1.875
2.375
4.750
A
A
A
A
C
C
xs0185490934
XS0187584312
xs0191752434
XS0876763748
XS0828014133
FR0010815464
XS0430052869
XS0165449736
XS0605521185
XS0592695000
XS0356705219
XS0450880496
XS0490013801
XS0497187640
XS0555833580
XS0557252417
XS0576532054
XS0525912449
XS0875796541
XS0550466469
XS0826634874
BE0002420926
XS0954910146
1'782'914
1'803'279
1'850'306
20'503'888
19'441'061
10'674'162
10'202'131
1'576'430
12'670'494
12'490'928
3'926'538
10'526'268
11'052'158
11'148'435
11'966'949
11'978'517
12'273'942
11'519'018
20'446'310
11'876'082
19'433'512
20'118'108
21'927'446
1000
1000
1000
100000 / 1000
100000 / 1000
50000
50000 / 1000
1000
100000 / 1000
100000 / 1000
50000 / 1000
50000 / 1000
50000 / 1000
50000 / 1000
50000 / 1000
50000 / 1000
1000
50000 / 1000
1000
50000
100000 / 1000
100000
100000 / 1000
BBB+
BBB+
BBB+
B
BBB+
NR
A
BB+
A+
A+
BBBAAABBBA
A
AABBB
BBB+
BBB+
A
Baa3
Baa3
Baa3
4.750
4.500
4.750
7.375
4.000
7.875
5.750
4.875
3.875
4.250
6.934
5.125
4.375
6.500
4.000
3.750
4.125
6.000
2.125
3.900
4.125
2.750
3.875
A
A
A
S
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
C
Citigroup Inc
C
Societe Generale
C Bank Of America Corp
A3
Ba1
Aa3
A1
Ba1
Aa3
Aa2
Baa3
A1
A2
Aa2
Baa3
Baa1
Baa3
A2
A1
A2
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
XS0440403797
XS0405953257
10'408'009
4'916'052
50000
50000
BBBBBB+
Baa3
Baa3
GBP
GBP
7.300
7.375
A
A
XS0590975396
12'458'029
1000
AAA
Aaa
SEK
4.000
XS0803659340
XS0813493631
XS0834385840
XS0843128603
US69033DAA54
XS0910935021
XS0937539921
US90261XGX49
XS0592010853
us61748aae64
US172967CQ22
XS0552649021
XS0288690539
XS0776121062
XS0779213460
18'991'141
19'183'725
19'625'072
19'791'676
19'433'498
21'034'299
21'479'760
12'404'605
12'479'750
1'824'856
1934767
11'921'859
2'944'435
18'462'409
18'510'553
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
250000 / 1000
1000
1000
1000
100000 / 1000
100000 / 1000
200000 / 1000
200000 / 1000
AA-
A3
Aa3
Baa3
Aa2
Aa2
NR
NR
A2
Aaa
Baa2
Baa3
Ba1
Ba3
B1
Ba3
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
4.000
3.450
3.875
2.875
3.150
4.875
3.125
2.250
1.750
4.750
5.000
5.250
6.300
10.000
7.250
S
S
S
S
S
S
S
S
A
S
S
S
S
S
S
A+
A+
AA
AAA
BBB+
BBB+
BBBB+
C
C
C
C
C
C
C
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Modified
Duration
Name
C
C
DUR ADJ ASK
United Kingdom
Financial
331
375
290
306
Austria
UAE
United Kingdom
Austria
Financial
Financial
Financial
Financial
2.04
1.24
2.16
6.91
3.56
6.88
0.41
2.34
1.05
1.61
5.15
2.98
2.27
4.35
2.21
3.48
2.49
4.51
2.37
4.06
3.98
2.74
4.18
624
197
524
594
191
744
26
211
70
79
428
184
104
311
85
211
109
310
96
260
221
93
225
USA
France
USA
France
Sweden
France
United Kingdom
United Kingdom
United Kingdom
Sweden
United Kingdom
Australia
Australia
United Kingdom
Japan
Netherlands
Netherlands
United Kingdom
Germany
France
Netherlands
Belgium
Netherlands
Financial
Financial
Financial
Consumer
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
TMT
Financial
Financial
Utilities
Financial
103.32
114.70
4.61
5.46
361
253
Spain
France
Financial
Financial
2.3
104.77
1.98
60
Netherlands
Financial
3.5
3.6
3.6
3.8
4.1
3.9
4.3
0.4
0.5
0.6
1.0
1.9
3.1
4.1
4.5
100.51
100.54
95.57
98.65
99.09
96.69
89.74
100.81
100.71
102.17
105.08
91.88
103.88
104.91
106.70
4.43
4.03
4.98
3.58
3.72
5.71
4.86
0.20
0.18
0.94
0.05
9.53
5.07
8.87
5.84
269
211
384
195
193
425
409
16
13
88
-8
907
406
703
400
United Kingdom
Australia
China
Singapore
Singapore
UAE
UAE
Switzerland
Germany
USA
USA
Brazil
Luxembourg
Russia
Russia
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
02-Sep-13
CRNCY
ISIN
Number
XS0832412505
XS0854763355
US46556MAA09
US53947QAA58
US06739GBP37
XS0563742138
USP3772WAB83
USG0732RAF58
US46556MAB81
USF0819HE459
US55608YAA38
USG59606AA46
US65557HAA05
US46556MAE21
XS0736418962
USG07402DN01
USG0732RAG32
US46556MAF95
XS0803109270
US46556MAH51
USP07790AD31
XS0842078536
XS0847042024
XS0848530977
XS0849728190
US854502AD32
US21685WDF14
XS0861979440
US780099CE50
XS0874014722
USP3772WAE23
XS0897453493
US165167CL94
US46556MAJ18
US61747YDU64
XS0935311240
US780097AY76
USG59606AB29
Valoren
19'616'041
20'012'814
11'213'134
11'736'486
11'857'692
12'066'678
11'823'036
11'626'561
11'772'681
12'786'373
12'815'863
12'987'214
13'014'159
13'198'664
14'799'533
13'077'386
18'067'680
18'171'465
19'045'963
19'170'354
19'634'396
19'758'176
19'871'722
19'871'720
19'903'466
19'958'336
19'966'237
20'151'540
20'129'422
20'423'890
18'824'367
20'819'644
20'987'248
19'976'581
21'445'690
21'445'823
21'565'932
12'989'335
Min./ Incr.
Trad. Unit
200000 / 1000
200000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
2000 / 1000
2000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
2000 / 1000
250000 / 1000
200000 / 1000
2000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
2000 / 1000
200000 / 1000
1000
200000 / 1000
2000 / 1000
200000 / 1000
Rating Rating
S & P Moody's
BB-
BBB+
Ba3
B1
Baa3
Baa3
Baa3
A3
Baa1
Baa2
Baa3
Ba1
A3
Baa1
Baa1
Baa3
A3
Baa1
Baa2
Baa3
A2
Baa3
Ba1
Ba1
Ba1
Baa3
Ba2
Baa1
A2
Ba1
Ba2
A3
Baa1
NR
Ba3
Baa3
Baa2
BB+
A-
Ba2
Baa1
BBBBBB
BB+
BBB
AA
A-
BBB-
A
A
BB+
ABB+
ABB-
SUBORDINATED
BOND SELECTION
CPN_FREQ
Ccy
Coupon
%
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
7.500
8.500
6.200
6.500
5.140
5.125
5.375
5.900
5.750
5.750
6.625
5.000
4.875
6.200
5.700
5.875
5.750
5.650
4.200
5.500
5.750
6.950
6.000
5.125
6.000
2.900
3.950
5.500
6.125
3.950
5.875
4.500
5.750
5.125
4.100
5.250
6.100
6.375
Freq.
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
Name
Ceb Cptl (Credit Eur Bk)
Itau Unibanco Hldg Sa/Ky
Lloyds Tsb Bank Plc
Barclays Bank Plc
Icbc Asia Ltd
Banco Bradesco (Cayman)
Banque Psa Finance
Macquarie Bank Ltd
Mega Advance Investments
Nordea Bank Ab
Mizuho Fin Grp Cayman 2
Banco Btg Pactual/Cayman
Vtb Bank (Vtb Capital Sa
Turkiye Is Bankasi A.S
Sberbank (Sb Cap Sa)
Turkiye Vakiflar Bankasi
Stanley Black & Decker I
Rabobank Nederland
Yapi Ve Kredi Bankasi
Chesapeake Energy Corp
Morgan Stanley
Mega Advance Investments
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Maturity
Modified
Duration
Ind. Ask
Price %
26.09.19
15.11.19
15.04.20
14.09.20
14.10.20
30.11.20
15.01.21
16.01.21
22.01.21
04.04.21
07.04.21
12.05.21
13.05.21
21.12.21
25.01.22
26.01.22
01.03.22
19.03.22
18.07.22
06.08.22
28.09.22
17.10.22
24.10.22
29.10.22
01.11.22
01.11.22
09.11.22
06.12.22
15.12.22
11.01.23
19.01.23
06.03.23
15.03.23
13.05.23
22.05.23
23.05.23
10.06.23
12.05.41
4.7
4.7
5.3
5.5
5.8
6.0
5.9
5.8
5.9
5.9
5.8
6.3
6.3
6.3
6.6
6.4
6.6
6.4
7.3
6.8
6.6
6.5
6.6
7.0
6.6
7.8
7.5
6.8
6.9
7.6
7.0
7.4
7.1
7.2
7.7
7.3
7.1
13.4
105.53
104.00
103.05
110.40
104.41
104.63
95.51
98.15
97.57
99.73
108.07
103.52
103.71
98.00
104.24
94.73
95.25
92.70
98.13
91.68
87.88
99.25
89.67
92.78
87.25
93.57
95.86
84.03
97.47
92.73
93.50
95.73
100.38
88.76
91.77
90.67
96.22
110.46
6.38
7.67
5.64
4.74
4.41
4.37
6.14
6.22
6.16
5.79
5.32
4.45
4.30
6.51
5.07
6.70
6.49
6.79
4.46
6.76
7.63
7.06
7.59
6.17
7.99
3.74
4.51
7.97
6.49
4.93
6.82
5.07
5.70
6.72
5.19
6.56
6.63
5.62
442
566
350
248
214
207
382
390
384
344
296
208
193
403
257
420
397
426
187
416
500
443
495
353
535
109
186
531
383
225
414
237
299
398
245
382
388
203
Luxembourg
Luxembourg
Brazil
United Kingdom
United Kingdom
China
Brazil
Brazil
Brazil
France
Australia
China
Sweden
Brazil
United Kingdom
Brazil
Brazil
Brazil
Japan
Brazil
Brazil
Russia
Turkey
Russia
Turkey
USA
Netherlands
Turkey
United Kingdom
United Kingdom
Brazil
UAE
USA
Brazil
USA
Russia
United Kingdom
China
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Energy
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Industrial
Financial
Financial
Financial
Financial
Financial
Financial
Energy
Financial
Financial
Financial
Financial
Energy
02-Sep-13
LOW-INVESTMENT
GRADE/HIGH
YIELD BOND SELECTION
CRNCY
CPN_FREQ
ISIN
Number
Valoren
Min./ Incr.
Trad. Unit
AU3CB0191864
XS0841812851
AU3CB0196848
AU3CB0196699
XS0881550411
XS0965107641
AU3CB0208494
AU3CB0200111
XS0968975457
AU3CB0211415
AU3CB0212967
18'207'928
19'754'119
19'036'621
19'027'461
20'548'394
22'177'976
21'326'635
19'671'345
22'248'529
21'908'006
22'224'662
10000
2000
10000
10000
2000
2000
10000
10000
2000 / 1000
1000
10000
XS0868675835
20'289'430
5000
CA07813ZBB90
18'850'760
1000
CH0123385764
CH0137675481
CH0181738904
CH0148606178
CH0187216012
CH0023153270
CH0142132015
CH0117367430
CH0149058163
CH0185349351
CH0214886563
CH0136940258
CH0130720599
CH0102162952
CH0197841544
CH0148560995
CH0110623722
CH0140684512
XS0548100246
XS0804472057
XS0585440430
CH0221386136
CH0188295239
CH0197841551
CH0185843023
CH0197841569
CH0195757254
CH0204574914
CH0181721629
CH0106322123
XS0742406407
CH0215076339
CH0131078435
CH0136940282
CH0146839870
12'338'576
13'767'548
18'173'890
14'860'617
18'721'601
2'315'327
14'213'201
11'736'743
14'905'816
18'534'935
21'488'656
13'694'025
13'072'059
10'216'295
19'784'154
148'560'999
11'062'372
14'068'451
11'866'699
19'034'455
12'400'249
22'138'613
18'829'523
19'784'155
18'584'302
19'784'156
19'575'725
20'457'491
18'172'162
10'632'212
14'941'241
21'507'633
13'107'843
13'694'028
14'683'987
5000
5000
5000
5000
5000
5000
5000
5000
5000
5000
5000
5000
5000
5000
5000
5000
5000
5000
150000 / 1000
150000 / 1000
150000 / 1000
5000
5000
5000
5000
5000
5000
5000
5000
5000
150000 / 1000
5000
5000
5000
5000
Rating Rating
S & P Moody's
(Due to liquidity issue, re-check prices before trading)
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Ccy
Coupon
%
7.000
6.000
5.750
6.000
4.125
5.000
5.500
5.250
4.750
6.000
5.750
S
A
S
S
A
A
S
S
A
S
S
Holcim Finance Australia

Rci Banque Sa
Crown Group Finance Ltd
Danske Bank A/S
Lend Lease Fin Ltd
Perth Airport Pty Ltd
Connecteast Finance Pty
27.03.15
18.10.16
18.07.17
18.07.17
07.02.18
05.09.18
13.11.18
04.04.19
10.09.19
23.07.20
02.09.20
1.4
2.7
3.4
3.4
3.9
4.3
4.4
4.7
5.1
5.6
5.7
104.51
102.23
102.95
103.91
99.26
99.80
101.11
99.22
99.58
101.83
99.74
3.98
5.20
4.90
4.88
4.31
5.05
5.25
5.41
4.83
5.67
5.80
152
231
189
187
112
173
196
205
132
207
217
Switzerland
France
Australia
Switzerland
Australia
Denmark
Australia
Switzerland
Australia
Australia
Australia
Industrial
Financial
Consumer
Industrial
Financial
Financial
Real Estate
Industrial
Financial
Consumer
Consumer
92.53
9.76
-171
Sweden
Financial
3.47
138
Canada
TMT
1.03
0.94
0.99
2.92
2.01
0.53
1.73
1.06
0.86
0.91
1.12
1.17
1.42
3.30
3.82
1.60
4.17
2.84
5.30
4.48
6.59
1.25
1.75
3.33
1.76
1.86
1.97
1.95
2.10
4.18
5.29
1.49
2.07
2.66
2.14
97
109
110
301
209
59
179
107
87
89
111
113
138
324
376
150
405
264
286
375
658
89
138
294
136
145
156
151
162
370
490
90
139
178
121
Portugal
France
France
Italy
France
USA
Switzerland
Switzerland
Germany
Netherland
France
Switzerland
Switzerland
Norway
Italy
Spain
Japan
Germany
Switzerland
Switzerland
Switzerland
Switzerland
Switzerland
Portugal
Switzerland
Spain
Italy
Spain
Switzerland
Norway
United Kingdom
Netherlands
Italy
Switzerland
France
Utilities
Financial
Financial
Automaker
Financial
Financial
Consumer
Basic Materials
Consumer
Financial
Financial
Utilities
Consumer
Financial
Automaker
Utilities
Utilities
Industrial
TMT
TMT
Industrial
Automaker
Basic Materials
Utilities
Basic Materials
TMT
Utilities
Energy
Basic Materials
Financial
TMT
Financial
Utilities
Utilities
Industrial
Freq.
Name
Maturity
Modified
Duration
Ind. Ask
Price %
BBB
BBB
BBB
BBB
Baa2
Baa3
Baa2
Baa2
BBBBBB
Baa3
Baa2
BBB
Baa2
Baa2
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
NR
BRL
6.000
21.12.15
1.9
BBB+
Baa1
CAD
3.350
Bell Canada
18.06.19
5.2
BB+
BBB
BBB
BBBB+
Ba1
Baa3
Baa3
B1
Ba1
Baa1
BBB
BBBBBB+
BBB
Baa2
Baa3
Baa2
Baa3
BB+
BBBBB
BB+
NR
BBBBB
Ba3
B1
Baa1
Ba2
Ba2
Ba3
Ba3
B2
BBBBB+
BBB
BBB
BBB
BBB
BBBBB+
B+
Ba1
Ba1
Baa2
Baa2
Baa2
Baa2
Ba1
Ba3
B1
BBB
Baa2
BBB+
Baa1
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
3.500
3.000
2.500
5.000
3.250
2.500
4.875
3.625
1.875
2.250
1.500
1.375
4.000
2.875
5.250
3.000
2.125
7.250
7.000
5.625
7.875
1.500
2.500
4.000
2.625
2.718
2.750
2.125
3.250
2.500
6.750
1.500
3.000
2.250
3.000
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
S
S
S
S
A
A
A
A
A
A
A
A
A
S
A
A
A
A
14.02.14
28.11.14
16.07.15
07.09.15
25.09.15
17.11.15
07.12.15
06.04.16
02.05.16
18.07.16
19.07.16
20.09.16
10.10.16
16.11.16
23.11.16
13.02.17
24.03.17
14.11.17
31.12.17
31.12.17
31.01.18
12.09.18
26.09.18
29.11.18
03.12.18
14.12.18
17.12.18
08.02.19
24.04.19
29.04.19
15.05.19
27.12.19
23.06.20
20.09.21
24.01.22
0.4
1.2
1.8
1.8
1.9
2.1
2.1
2.5
2.6
2.8
2.8
2.9
2.8
2.9
2.8
3.2
3.3
3.6
0.3
0.9
2.2
4.8
4.6
4.6
4.8
4.8
4.8
5.0
5.1
5.1
3.1
5.9
6.1
7.1
7.3
Edp Finance Bv
Rci Banque Sa
Rci Banque Sa
Fiat Finance & Trade
Banque Psa Finance
Morgan Stanley
Actelion Ltd
Glencore Finance Europe
Metro Ag
Leaseplan Corporation Nv
Rci Banque Sa
Alpiq Holding Ag
Nobel Biocare Holding Ag
Eksportfinans Asa
Iberdrola Intl Bv
Tokyo Electric Power Co
Heidelbergcement Fin Lux
Sunrise Communications I
Aguila (Swissport)
Georg Fischer Finanz Ag
Clariant Ag
Edp Finance Bv
Telefonica Emisiones Sau
Enel Finance Intl Nv
Gas Natural Fenosa Fin B
Clariant Ag
Eksportfinans Asa
Matterhorn Mobile Sa
Abn Amro Bank Nv
Alpiq Holding Ag
Vinci Sa
101.08
102.51
102.77
103.99
102.47
104.29
106.90
106.51
102.65
103.79
101.06
100.62
107.77
98.73
104.24
104.63
93.38
117.29
106.50
104.45
104.84
101.20
103.61
103.18
104.28
104.26
103.88
100.90
106.05
91.70
107.10
100.05
105.83
97.09
106.54
02-Sep-13
This document is not considered as a financial analysis regarding the SBA directives aiming to guarantee the financial analysis independence. Therefore these directives do not apply to it. By addressing to the Bank instructions relating to any instrument described herein, the clients represents and warrants in particular having sufficient
knowledge and experience in financial matters to assess the related advantages and risks (solely or with the assistance of his own financial, legal and tax advisers), taking into account his objectives and his personal, financial and tax situation, having carried out such an evaluation, even if the operation was the subject of a preliminary
advice from the Bank, understood the nature and scope of the related risks and accepted to fully assume such risks.
LOW-INVESTMENT
GRADE/HIGH
CRNCY
CPN_FREQ
ISIN
Number
Valoren
Min./ Incr.
Trad. Unit
CH0221386144
CH0188295312
CH0200252788
XS0909771056
22'138'614
18'829'531
20'025'278
21'014'664
5000
5000
5000
150000 / 1000
FR0010957274
XS0542174395
XS0576551781
XS0411735300
XS0413462721
XS0751352898
XS0599959953
FR0010874115
FR0010070805
XS0615771143
XS0430328525
XS0862695110
XS0437047292
AT0000A0H999
XS0643300717
XS0647263317
DE000A0Z2CS9
XS0196630270
XS0730061396
XS0440007176
XS0821078861
XS0451641285
XS0830346374
FR0010943316
FR0010801761
FR0010805309
FR0010808071
FR0010809236
XS0459131636
XS0203831432
XS0204395213
XS0698425690
XS0856173546
FR0010827048
XS0472505287
XS0207037507
XS0731124516
XS0578317587
FR0010766329
XS0628597683
FR0010806745
XS0440312725
FR0010773697
XS0329479728
11'928'936
11'747'374
12'273'445
1'500'146
3'023'354
18'048'728
18'026'834
11'136'750
1'829'797
12'830'386
10'207'155
20'167'864
10'303'741
11'175'403
13'250'225
13'326'159
10'344'799
1'904'532
14'694'236
10'354'058
19'335'055
10'540'364
19'503'502
11'752'595
10'547'127
10'573'080
10'602'944
10'626'876
10'669'370
1'976'910
1'982'996
14'207'130
20'028'786
10'764'544
10'802'049
2'009'465
14'712'120
12'292'462
10'238'435
13'029'318
10'590'094
10'362'401
10'295'797
3'528'710
1000
50000 / 1000
1000
50000 / 1000
50000 / 1000
100000 / 1000
50000 / 1000
50000
1000
100000 / 1000
50000 / 1000
100000
50000
1000
1000
100000 / 1000
1000
1000
100000 / 1000
1000
100000
50000 / 1000
100000 / 1000
50000
50000
50000
50000
1000
1000
1000
1000
1000
1000
50000
50000 / 1000
1000
100000 / 1000
100000 / 1000
50000
100000 / 1000
50000
50000 / 1000
50000
50000 / 1000
Rating Rating
S & P Moody's
BBBBBB
B
Ba1
Baa2
B2
BBBB+
BBB
B+
BB+
BB+
NR
B1
Ba1
Baa3
B1
Ba1
Baa3
Baa2
CCC
B+
BB+
BBBBBB+
NR
BBB
BBBBBBB+
BB+
BBB
BBB
BBBB+
BBB
BBB
Caa1
Caa1
Ba1
Baa2
Baa2
Ba2
Baa3
B1
Baa3
Ba1
Ba1
Baa2
Baa2
B1
Baa3
Baa2
Baa3
BB+
BB
BB+
BB+
BBB
BBB
Ba1
Ba2
Ba1
Baa3
Baa3
BBB+
BBB
BBB+
BB+
BBBBBB-
Baa2
Baa2
Ba1
Baa3
Baa3
BBB+
BBBBBB
Baa1
Baa2
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Ccy
Coupon
%
CHF
CHF
CHF
CHF
2.500
3.500
3.450
6.750
A
A
A
S
Georg Fischer Finanz Ag

Clariant Ag
Upc Holding Bv
12.09.22
26.09.22
14.12.22
15.03.23
8.0
7.5
7.7
6.7
100.53
105.62
104.30
98.85
2.43
2.79
2.91
6.92
142
177
186
596
Switzerland
Switzerland
Spain
United Kingdom
Automaker
Basic Materials
TMT
TMT
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
4.000
3.500
3.250
5.500
5.500
5.250
3.750
5.875
6.375
7.250
8.875
3.250
6.250
4.875
3.750
6.125
5.750
5.000
6.000
5.375
4.375
7.625
4.375
4.500
4.000
3.750
4.875
6.000
8.000
4.875
4.625
4.500
2.125
4.000
5.125
4.375
4.125
3.875
7.000
4.750
8.375
4.500
5.500
5.250
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
Peugeot Sa
Banque Psa Finance
Rci Banque Sa
Nokia Oyj
Edp Finance Bv
Fga Capital Ireland
Caisse Cent Credit Immob
Rallye Sa
Alcatel-Lucent
Ote Plc
Lafarge Sa
Santan Consumer Finance
Aon Services Luxembourg
Wienerberger Ag
Rci Banque Sa
Metro Ag
Lafarge Sa
Banque Psa Finance
Dexia Credit Local
Santander Intl Debt Sa
Fga Capital Ireland
Gecina
Alstom
Christian Dior
Lagardere Sca
Renault S.A.
Franz Haniel & Cie Gmbh
Wendel
Arcelormittal Finance
Rci Banque Sa
Rci Banque Sa
Safran Sa
Nomura Europe Finance Nv
Holcim Finance Lux Sa
Banque Psa Finance
Pernod-Ricard Sa
Fce Bank Plc
Rallye Sa
Sabmiller Plc
Casino Guichard Perracho
Wpp Finance Sa
28.10.13
17.01.14
17.01.14
04.02.14
18.02.14
28.02.14
10.03.14
24.03.14
07.04.14
08.04.14
27.05.14
20.06.14
01.07.14
07.07.14
07.07.14
08.07.14
14.07.14
16.07.14
16.07.14
21.07.14
04.09.14
15.09.14
18.09.14
19.09.14
23.09.14
23.09.14
06.10.14
13.10.14
23.10.14
04.11.14
07.11.14
16.11.14
24.11.14
26.11.14
09.12.14
09.12.14
13.01.15
14.01.15
15.01.15
19.01.15
20.01.15
20.01.15
30.01.15
30.01.15
0.1
0.4
0.4
0.4
0.5
0.5
0.5
0.5
0.6
0.6
0.7
0.8
0.8
0.8
0.8
0.8
0.8
0.8
0.8
0.9
1.0
0.9
1.0
1.0
1.0
1.0
1.0
1.0
1.1
1.1
1.1
1.1
1.2
1.2
1.2
1.2
1.3
1.3
1.3
1.3
1.3
1.3
1.3
1.3
100.43
100.74
100.95
101.58
101.81
101.84
101.52
102.67
103.46
102.68
105.32
101.50
104.65
103.22
102.28
103.31
104.32
102.89
103.54
103.02
102.91
105.30
102.53
103.95
103.29
102.76
104.22
104.93
107.81
103.99
103.99
103.59
101.20
103.49
105.11
104.78
104.39
102.50
108.31
105.22
108.93
105.29
106.48
106.23
0.99
1.45
0.64
1.63
1.46
1.38
0.74
0.96
0.45
2.55
1.41
1.32
0.54
0.99
0.99
2.09
0.66
1.58
1.81
1.85
1.41
2.34
1.88
0.67
0.84
1.09
0.95
1.46
1.02
1.39
1.18
1.45
1.13
1.11
1.02
0.56
0.86
1.99
0.83
0.91
1.74
0.62
0.83
0.76
92
136
55
153
135
127
63
83
32
242
125
115
37
82
82
192
49
141
163
167
122
215
168
48
64
89
75
126
81
119
97
124
92
90
81
35
64
177
61
69
152
40
61
54
France
France
France
Finland
Portugal
Italy
France
France
France
Greece
France
Spain
USA
Austria
France
Italy
Germany
France
France
Belgium
Spain
Italy
Ireland
France
France
France
France
France
Germany
France
Luxembourg
France
France
France
Japan
Switzerland
Netherland
France
France
USA
France
United Kingdom
France
United Kingdom
Automaker
Financial
Financial
TMT
Utilities
Financial
Financial
Consumer
Tmt
TMT
Industrial
Financial
Financial
Industrial
Financial
Automaker
Consumer
Industrial
Financial
Financial
Financial
Automaker
Financial
REITS
Industrial
Consumer
TMT
Automaker
Industrial
Industrial
Basic Materials
Financial
Financial
Industrial
Financial
Industrial
Financial
Financial
Consumer
Financial
Consumer
Consumer
Consumer
Tmt
Freq.
Name
Maturity
Modified
Duration
Ind. Ask
Price %
02-Sep-13
LOW-INVESTMENT
GRADE/HIGH
CRNCY
CPN_FREQ
ISIN
Number
XS0346402463
XS0465889912
XS0598445129
XS0604640499
XS0729061795
XS0495010133
XS0214238239
FR0010878991
XS0503278847
XS0503684838
XS0359781191
XS0365901734
XS0222766973
XS0640796032
XS0695403765
FR0010915116
FR0010916734
FR0010633974
FI4000014329
FR0011076447
DE000A1AY2A0
XS0522343101
XS0478802548
XS0290422095
XS0798333802
XS0833631343
XS0683565476
FR0010948232
XS0683639933
XS0230962853
XS0846550746
DE000A1R0U31
FR0011157726
XS0236951207
XS0520759803
XS0473999984
XS0564563921
DE000A1A1P09
XS0551845265
DE000A0GMHG2
FR0011001361
XS0587805457
XS0718395089
FR0011392349
XS0594299066
FR0011193531
XS0755521142
XS0602211202
FR0010871376
Valoren
3'771'572
10'736'816
12'582'106
12'652'013
14'676'576
11'118'100
2'088'246
11'174'312
11'227'620
11'227'804
3'966'636
4'256'246
2'191'647
13'209'381
14'131'098
11'461'401
11'466'022
4'337'502
11'489'109
13'312'648
11'526'232
11'482'664
10'913'124
2'970'825
18'877'322
19'600'593
13'944'284
11'820'623
13'941'787
2'287'696
19'847'163
19'985'137
14'383'474
2'352'911
11'467'092
10'829'074
12'088'462
11'475'827
11'901'545
2'419'857
12'405'022
12'422'606
14'486'598
20'447'704
12'523'912
14'872'072
18'118'602
12'622'509
11'127'122
Min./ Incr.
Trad. Unit
50000 / 1000
50000 / 1000
1000
100000 / 1000
1000
50000 / 1000
1000
1000
1000
50000 / 1000
50000
50000
1000
100000 / 1000
100000 / 1000
1000
1000
50000
50000
100000
50000 / 1000
50000 / 1000
1000
50000
1000
100000 / 1000
100000 / 1000
100000
1000
50000 / 1000
100000 / 1000
1000
100000
50000 / 1000
1000
50000 / 1000
50000 / 1000
50000 / 1000
1000
1000
100000
100000 / 1000
100000
100000
100000 / 1000
100000
50000
1000
50000
Rating Rating
S & P Moody's
B+
BBBBB+
BB+
BBB
BB+
BB
BBB
Caa1
B1
B+
BBB
BB+
BBBBB+
BBB
BBBB+
BBB+
B1
Baa2
Ba1
Baa2
Ba1
Baa2
B1
Ba1
BBB
BB
B+
NR
BB+
BB+
BBB+
BBB
BBB
BBB
BBB+
Baa2
WR
B1
Ba2
Ba2
Baa3
Ba1
Ba1
Ba1
Baa2
Baa3
Baa3
Baa1
Caa1
BBB
BBB
NR
BBB
CCC
BB
BBB
Baa2
WR
Ba2
Baa2
Caa1
Ba1
Baa3
BBB
BB
BBBBBB+
BB+
BBB
NR
BBB
BBB-
Baa2
Ba2
Baa3
Ba1
Baa3
Ba2
Baa3
Baa3
Ccy
Coupon
%
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
7.250
6.875
4.000
5.250
5.625
3.250
4.375
3.750
4.000
7.500
7.125
6.125
4.000
4.000
4.625
5.625
5.625
6.125
4.875
3.500
8.500
8.500
6.500
4.875
4.875
2.875
3.500
2.875
5.625
3.625
2.375
1.000
3.875
4.000
6.750
5.875
8.500
6.500
4.000
3.875
4.250
5.625
4.250
2.125
4.250
3.875
4.000
4.000
4.875
Freq.
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
S
S
S
A
A
A
A
A
A
A
A
A
A
A
S
A
S
S
A
A
A
A
A
A
A
A
S
A
A
Name
Ote Plc
Grenke Finance Plc
Fiat Industrial Fin Eur
Rci Banque Sa
Edp Finance Bv
Thyssenkrupp Ag
Kering
Stada Arzneimittel Ag
Gmac Intl Finance Bv
Lafarge Sa
Koninklijke Kpn Nv
Banque Psa Finance
Peugeot Sa
Renault S.A.
Bouygues Sa
Neste Oil Oyj
Vivendi Sa
Conti-Gummi Finance B.V.
C
Hertz Holdgs Netherlands
Wendel
Banque Psa Finance
Carrefour Banque
Compagnie De St Gobain
Alstom
Rci Banque Sa
Bertelsmann Se & Co Kgaa
Co-Operative Bank Plc
Sap Ag
Vivendi Sa
Altadis Emisiones Financ
Tdc
Alcatel-Lucent
C
Rci Banque Sa
Porsche Intl Financing
Gecina
Portugal Telecom Int Fin
Repsol Intl Finance
Socram Banque
Banque Psa Finance
Alstom
Rci Banque Sa
Pernod-Ricard Sa
Maturity
12.02.15
13.02.15
09.03.15
11.03.15
13.03.15
16.03.15
18.03.15
08.04.15
21.04.15
21.04.15
23.04.15
28.05.15
22.06.15
24.06.15
24.06.15
29.06.15
30.06.15
03.07.15
06.07.15
13.07.15
15.07.15
31.07.15
03.08.15
21.09.15
25.09.15
25.09.15
30.09.15
05.10.15
05.10.15
06.10.15
23.10.15
13.11.15
30.11.15
11.12.15
15.12.15
16.12.15
15.01.16
15.01.16
25.01.16
01.02.16
03.02.16
08.02.16
12.02.16
23.02.16
25.02.16
02.03.16
08.03.16
16.03.16
18.03.16
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Modified
Duration
Ind. Ask
Price %
1.3
1.3
1.4
1.4
1.4
1.5
1.5
1.5
1.6
1.5
1.5
1.6
1.7
1.7
1.7
1.7
1.7
1.8
1.8
1.8
103.69
105.48
103.72
104.81
106.24
101.34
103.85
104.67
104.12
107.98
109.47
106.74
105.29
102.88
105.69
104.77
106.29
109.45
105.63
104.74
4.51
2.92
1.48
1.98
1.43
2.34
1.79
0.78
1.41
2.42
1.22
2.10
1.01
2.34
1.40
2.88
2.06
0.88
1.72
0.91
429
269
126
175
120
211
156
54
117
218
98
186
76
210
115
263
180
63
147
65
0.1
1.8
1.9
1.9
2.0
2.0
2.0
1.9
2.0
1.9
2.1
2.1
2.1
2.1
2.1
2.1
0.1
2.2
2.3
2.3
2.2
2.3
2.4
2.3
2.3
2.3
2.4
2.4
105.35
108.26
105.45
104.57
103.90
105.04
103.52
108.19
105.80
93.49
100.55
106.17
106.39
110.41
111.09
109.41
103.98
105.32
106.23
107.15
104.25
106.48
100.06
103.62
105.91
104.62
105.37
108.92
5.50
2.07
2.12
2.56
0.95
1.02
1.15
1.60
0.81
5.70
0.75
1.07
1.13
2.05
0.93
4.26
4.70
1.71
1.23
1.22
3.75
1.52
2.10
2.71
1.44
2.10
1.80
1.27
-575
182
186
229
68
75
88
132
53
542
45
77
82
175
63
399
-221
138
91
89
342
119
176
237
109
176
146
92
Greece
Italy
Germany
Italy
France
Portugal
Germany
France
Germany
USA
Switzerland
France
Netherlands
France
Italy
France
France
France
Finland
France
Germany
USA
Germany
France
France
France
France
France
France
Germany
United Kingdom
Germany
France
United Kingdom
Germany
Denmark
France
Germany
France
Germany
France
Portugal
Spain
France
France
France
Germany
France
France
TMT
Automaker
Financial
Automaker
Financial
Utilities
Basic Materials
Consumer
Consumer
Financial
Industrial
Industrial
TMT
Financial
Utilities
Automaker
Automaker
Tmt
Energy
TMT
Automaker
Consumer
Industrial
Industrial
Financial
Financial
Industrial
Industrial
Financial
Tmt
#N/A
Industrial
TMT
Consumer
Industrial
TMT
TMT
Automaker
Financial
Automaker
REITS
TMT
Energy
Financial
Financial
Industrial
Industrial
Financial
Consumer
02-Sep-13
LOW-INVESTMENT
GRADE/HIGH
CRNCY
CPN_FREQ
ISIN
Number
XS0828735893
XS0235605853
FR0011124544
XS0787399673
XS0613002368
FR0011124601
DE000A1KQXZ0
DE000A1KQ1M5
BE6220236143
FR0011044890
XS0888827333
XS0857214968
XS0275776283
FR0011052117
FR0011052745
XS0253989635
FR0010333385
DE000A0GTCB9
FR0011057439
FR0011043108
XS0431928414
XS0940658361
FR0011512417
XS0940302002
XS0477568637
XS0630382538
XS0268583993
XS0435879605
XS0456567055
XS0805410239
XS0842560640
XS0843328526
DE000A1E8V89
FR0010814459
FR0010957282
FR0010815472
XS0273988393
XS0466300257
XS0434974217
FR0011149954
FR0010830042
XS0470632646
BE6000480606
FR0010914408
XS0273933902
FR0010397927
FR0011182112
XS0735784851
XS0458230322
Valoren
19'481'927
2'335'809
13'980'814
18'665'184
12'789'183
13'980'670
12'881'696
12'887'300
12'936'962
12'969'266
20'656'703
20'052'054
2'791'816
13'056'076
13'063'132
2'552'375
2'570'572
2'586'675
13'105'232
13'105'255
10'233'157
21'532'462
21'556'927
21'523'043
10'918'530
13'061'567
2'708'352
10'290'736
10'633'211
19'034'204
19'780'513
19'802'653
11'904'422
10'668'027
11'928'943
10'674'009
2'788'773
10'731'414
10'279'226
14'361'245
10'777'377
10'777'069
10'806'413
11'457'561
2'820'964
2'787'753
14'712'097
14'789'046
10'665'407
Min./ Incr.
Trad. Unit
100000
50000 / 1000
1000
1000
100000 / 1000
100000
1000
1000
1000
100000
100000 / 1000
100000 / 1000
50000
1000
100000
50000
50000
1000
100000
100000
50000 / 1000
100000 / 1000
100000
1000
1000
100000 / 1000
1000
50000 / 1000
1000
100000 / 1000
100000 / 1000
1000
1000
50000
1000
50000
50000 / 1000
50000 / 1000
50000 / 1000
100000
50000
50000 / 1000
1000
50000
50000 / 1000
1000
100000
100000 / 1000
1000
Rating Rating
S & P Moody's
BBB
BB+
BBBBB+
BBBBB-
Baa2
Ba1
B1
B1
Baa3
BBB
B+
BB+
Baa3
Baa2
Caa1
Ba1
BB+
BBB
BBB+
Baa2
Baa1
BB+
BB+
BBB+
BBB
BB+
BBB+
BBB+
BB+
Ba1
Ba2
Baa3
Baa1
Baa1
Ba1
BBBBB+
B1
BB-
B1
BB
BBB
BB+
BBB
BBB
BBB
Ba2
Baa1
Ba1
BB+
BBBBB+
Ba1
Ba3
Baa1
Baa3
Ba1
Ba2
BBBNR
Baa2
Baa2
Ccy
Coupon
%
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
4.625
4.250
6.875
3.750
6.375
4.472
7.125
4.250
5.375
4.000
1.875
1.750
4.625
4.625
5.375
4.875
4.875
4.750
4.875
4.500
10.625
2.750
1.500
1.750
5.500
3.625
4.750
4.750
4.625
7.750
2.875
4.000
4.125
6.750
5.000
7.625
7.250
4.250
8.875
5.250
4.250
4.375
5.750
5.180
6.250
4.375
5.750
5.625
8.000
Freq.
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
S
A
A
A
A
A
A
A
A
A
A
A
S
A
A
A
A
A
A
S
S
A
A
A
S
Name
Santander Intl Debt Sa
Lafarge Sa
Peugeot Sa
Grenke Finance Plc
Freenet Ag
Gea Group Ag
Nyrstar
Christian Dior
Fce Bank Plc
Xstrata Finance Dubai Lt
Ote Plc
Renault S.A.
Bollore Investissement
Wendel Sa
Iliad Sa
Seb Sa
Arcelormittal
Governor & Co Of The Ban
Banque Solfea
Rci Banque Sa
Fresenius
Svenska Cellulosa Ab
Edp Finance Bv
Heineken Nv
F Van Lanschot Bankiers
Celesio Finance Bv
Sixt Ag
Air France-Klm
Peugeot Sa
Rallye Sa
C
Bombardier Inc
Coca-Cola Hbc Finance Bv
Lafarge Sa
Cap Gemini Sogeti
Vivendi Sa
Anglo American Capital
Ucb Sa
Remy Cointreau Sa
Veolia Environnement
Valeo Sa
Clariant Finance Lux
Heidelbergcement Finance
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Maturity
Modified
Duration
Ind. Ask
Price %
21.03.16
23.03.16
30.03.16
30.03.16
01.04.16
04.04.16
20.04.16
21.04.16
11.05.16
12.05.16
12.05.16
19.05.16
20.05.16
25.05.16
26.05.16
26.05.16
31.05.16
31.05.16
01.06.16
03.06.16
03.06.16
05.06.16
07.06.16
06.07.16
15.07.16
26.08.16
26.09.16
26.09.16
10.10.16
17.10.16
17.10.16
18.10.16
25.10.16
27.10.16
28.10.16
04.11.16
15.11.16
16.11.16
24.11.16
29.11.16
01.12.16
02.12.16
10.12.16
15.12.16
15.01.17
16.01.17
19.01.17
24.01.17
31.01.17
2.4
2.4
2.3
2.4
2.3
2.4
2.4
2.5
2.4
2.5
2.6
2.6
2.4
2.5
2.5
2.5
2.6
2.6
2.6
2.6
2.4
2.6
2.7
2.7
2.7
2.8
2.8
2.7
2.8
2.6
2.9
2.8
2.9
2.7
2.8
2.7
0.1
2.9
2.7
2.9
3.0
3.0
2.9
3.0
3.0
3.1
3.0
3.0
3.0
104.90
104.51
106.83
104.62
105.04
108.05
111.99
108.00
104.44
105.87
101.18
100.01
97.49
105.69
107.22
105.65
109.73
110.19
107.53
105.95
119.69
98.33
99.56
100.41
110.22
107.32
110.82
103.29
110.25
109.22
99.92
104.58
107.09
109.09
103.92
113.83
104.60
108.81
117.73
111.59
108.86
108.70
109.07
110.81
107.56
110.47
112.50
111.12
116.24
2.60
2.40
4.01
1.88
4.25
1.27
2.35
1.14
3.60
1.74
1.42
1.74
5.64
2.43
2.59
2.69
1.23
0.96
2.02
2.24
3.02
3.39
1.66
1.60
1.82
1.11
1.13
3.59
1.23
4.51
2.90
2.46
1.78
3.63
3.66
2.97
5.65
1.41
3.01
1.55
1.43
1.60
2.80
1.77
3.83
1.18
1.89
2.18
2.95
225
205
365
153
389
92
199
77
323
136
105
137
526
206
221
232
85
57
163
185
264
301
128
120
142
69
69
316
79
406
245
201
137
318
320
252
-1943
94
253
107
95
112
231
129
336
67
137
166
245
Spain
France
France
Germany
Italy
France
Germany
Germany
Belgium
France
USA
Switzerland
Greece
France
France
France
France
Germany
France
France
Luxembourg
Ireland
France
France
Germany
Sweden
Germany
Portugal
Netherlands
Italy
Netherlands
Germany
Germany
France
France
France
Canada
Switzerland
France
France
France
United Kingdom
Belgium
France
USA
France
France
Switzerland
Germany
Financial
Industrial
Automaker
Financial
Automaker
Consumer
TMT
Industrial
Basic Materials
Consumer
Financial
Basic Materials
TMT
Automaker
Industrial
Industrial
Industrial
TMT
TMT
Consumer
Basic Materials
Financial
Financial
Financial
Consumer
Basic Materials
Tmt
Utilities
Consumer
Automaker
Financial
Consumer
Consumer
Consumer
Automaker
Consumer
Industrial
Consumer
Industrial
TMT
TMT
Basic Materials
Consumer
Consumer
Energy
Utilities
Automaker
Financial
Industrial
02-Sep-13
LOW-INVESTMENT
GRADE/HIGH
CRNCY
CPN_FREQ
ISIN
Number
FR0010850701
XS0482703286
XS0742446700
XS0585904443
FR0010850719
FR0011149947
FR0011164888
DE000A1MA9H4
XS0751937185
FR0011022110
XS0495913229
FR0010871541
XS0495973470
XS0764640149
DE000A1MA9X1
XS0215828913
FR0010877183
FI4000041785
FR0010878751
XS0499542396
FR0010454090
XS0500128326
XS0294547285
FR0010885160
XS0503554627
XS0775870982
FR0010890517
XS0777017376
XS0506435576
XS0926848572
XS0511389453
XS0305093311
XS0304756405
XS0305188533
XS0787483626
XS0307005545
XS0795872901
FR0011233451
XS0647288140
XS0438150160
FR0011182559
XS0224749100
XS0827573766
DE000A1A0U37
FR0011321447
XS0831842645
XS0829209195
XS0542369219
XS0838847381
Valoren
10'962'433
10'951'625
14'903'659
12'397'867
11'000'787
14'506'812
14'513'084
18'051'280
18'051'298
12'659'547
1'127'009
11'127'599
11'127'626
18'238'776
18'223'053
579'294
11'152'817
18'252'557
11'169'378
11'178'864
3'017'250
11'190'186
3'028'300
11'205'741
11'237'378
18'440'812
11'240'961
18'462'382
11'263'400
21'301'649
11'353'291
3'184'315
3'186'788
3'187'315
18'845'037
3'205'212
18'664'129
18'353'009
13'325'668
10'328'186
14'725'550
2'220'466
19'433'316
11'724'180
19'495'212
19'549'644
19'493'288
11'771'437
19'694'087
Min./ Incr.
Trad. Unit
50000
1000
100000 / 1000
100000
50000
100000
100000
1000
100000 / 1000
100000
50000 / 1000
1000
50000
100000 / 1000
1000
50000 / 1000
50000
100000 / 1000
50000
50000 / 1000
50000
1000
50000 / 1000
50000
1000
1000
50000
100000 / 1000
1000
100000 / 1000
1000
50000
50000 / 1000
50000 / 1000
1000
50000
1000
1000
100000 / 1000
50000 / 1000
100000
50000
100000 / 1000
50000 / 1000
1000
100000 / 1000
100000
1000
100000 / 1000
Rating Rating
S & P Moody's
BBB
BB
BBB
BBB
BBBBBB+
BBB+
BB
BBB
BBBBBB
BB+
BBB
BB-
Baa3
Ba2
Baa2
Baa2
BB
BBB
Ba2
NR
BBB
BBBBB+
Baa2
Baa3
Ba2
BBB
BBB+
Baa2
BBB
Baa3
BBBBBB+
Baa2
BBB+
BBBBB
BB+
NR
BBBBB
B
BBB
BB+
BBB+
BB
BB+
BB+
BBB
Baa1
Ba1
NR
Baa3
Baa2
Ba1
Baa2
B1
B1
Baa2
Baa2
Baa3
Ba1
Baa1
B1
Baa2
B3
Baa2
Baa3
Ba1
Ba1
Ba1
Baa1
Baa3
Baa3
Ccy
Coupon
%
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
4.125
7.125
3.500
4.750
4.379
4.250
4.125
4.375
2.750
5.000
5.625
5.625
5.250
7.000
5.500
4.375
4.125
4.000
4.000
5.750
4.750
3.500
4.750
4.000
4.500
4.250
4.500
2.875
4.125
8.000
4.000
5.625
5.750
5.250
3.000
5.375
1.875
5.625
4.125
11.750
4.125
4.375
6.250
7.500
4.625
5.750
4.500
4.000
2.875
Freq.
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
S
A
A
A
A
A
A
A
A
A
S
A
A
A
S
A
A
A
A
A
Name
Alstom
Everything Everywhere Fi
Vallourec Sa
Vinci Sa
Thyssenkrupp Ag
Securitas Ab
Pernod-Ricard Sa
3I Group Plc
Renault S.A.
Hochtief Ag
Eutelsat Sa
Neste Oil Oyj
Vivendi Sa
Mondi Finance Ltd
Ciments Francais
Sap Ag
Klepierre
Celesio Finance Bv
Rci Banque Sa
Galeries Lafayette
G4S Intl Finance Plc
Smiths Group Plc
Hellenic Petroleum Finan
Heraeus Finance Gmbh
Fiat
Asml Holding Nv
Xstrata Finance Canada
Mtu Aero Engines Ag
Lafarge Sa
Deutsche Post Finance
Peugeot Sa
Wind Acquisition Fin Sa
Vivendi Sa
Wendel
Esb Finance Limited
C
Renault S.A.
Edp Finance Bv
Iberdrola Intl Bv
Rheinmetall Ag
Fce Bank Plc
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Maturity
Modified
Duration
Ind. Ask
Price %
01.02.17
01.02.17
06.02.17
07.02.17
08.02.17
14.02.17
20.02.17
28.02.17
28.02.17
15.03.17
17.03.17
22.03.17
22.03.17
23.03.17
23.03.17
24.03.17
27.03.17
28.03.17
31.03.17
03.04.17
04.04.17
10.04.17
11.04.17
13.04.17
26.04.17
27.04.17
28.04.17
02.05.17
05.05.17
10.05.17
29.05.17
12.06.17
13.06.17
13.06.17
21.06.17
26.06.17
27.06.17
11.07.17
12.07.17
15.07.17
18.07.17
09.08.17
11.09.17
15.09.17
18.09.17
21.09.17
21.09.17
22.09.17
03.10.17
3.1
3.0
3.2
3.1
3.1
3.2
3.2
3.1
3.3
3.2
3.2
3.2
3.2
3.0
3.2
3.2
3.3
3.2
3.3
3.2
3.2
3.4
3.3
3.3
3.3
3.3
3.3
3.4
3.4
3.1
3.5
3.3
3.4
3.4
3.6
3.4
3.7
3.4
3.5
1.6
3.6
3.6
3.4
0.0
3.5
3.4
3.6
3.6
3.7
106.99
113.89
104.47
107.52
108.79
109.26
109.12
103.02
103.30
111.41
110.27
108.91
109.79
106.36
107.23
101.24
108.26
103.73
108.31
113.07
104.36
107.32
110.72
108.29
106.03
107.48
106.31
101.29
107.93
101.31
108.62
104.23
114.59
110.21
105.06
106.89
102.47
103.57
105.81
105.24
108.47
104.50
115.19
104.03
106.27
106.56
108.49
105.73
103.99
1.98
2.79
2.13
2.43
1.71
1.47
1.40
3.44
1.76
1.64
2.54
2.93
2.33
4.99
3.30
3.99
1.71
2.88
1.58
1.93
3.43
1.40
1.65
1.61
2.73
2.09
2.66
2.50
1.86
7.58
1.60
4.38
1.72
2.38
1.61
3.41
1.21
4.59
2.52
10.07
1.84
3.14
2.25
-2.51
2.95
3.96
2.28
2.49
1.85
146
227
160
190
119
94
87
290
122
109
199
238
178
443
274
343
115
232
102
136
286
83
108
104
215
151
207
191
128
713
99
376
110
177
99
279
58
395
188
856
120
248
157
-256
227
328
159
181
116
France
Germany
United Kingdom
Spain
France
France
France
Germany
Sweden
France
United Kingdom
France
Switzerland
Italy
Spain
Portugal
France
Finland
France
United Kingdom
Italy
Germany
France
France
Germany
France
France
United Kingdom
United Kingdom
Greece
Germany
Italy
Netherlands
Switzerland
Germany
France
Germany
France
Italy
Italy
France
France
Ireland
Germany
France
Portugal
Spain
Germany
USA
Industrial
Industrial
TMT
TMT
Consumer
Industrial
Industrial
Basic Materials
Consumer
Consumer
Financial
Automaker
Basic Materials
Automaker
Industrial
TMT
TMT
Energy
TMT
Basic Materials
Industrial
Industrial
Industrial
REITS
Consumer
Financial
Consumer
Consumer
Industrial
Energy
Industrial
Automaker
TMT
Basic Materials
Industrial
Industrial
Transportation
Automaker
Utilities
TMT
TMT
Industrial
Utilities
Automaker
Automaker
Utilities
Utilities
Industrial
Financial
02-Sep-13
LOW-INVESTMENT
GRADE/HIGH
CRNCY
CPN_FREQ
ISIN
Number
FR0011125442
FR0011342740
XS0548805299
FR0010950857
FR0010955559
FR0011348531
XS0466370540
XS0559641146
XS0563106730
FR0011361070
XS0858803066
XS0861828407
XS0866278921
XS0548101723
PTBENJOM0015
FR0011345545
FR0011374099
XS0905797113
XS0550979842
XS0479541699
XS0879082914
AT0000A0MS58
XS0885718782
FR0011413863
XS0743603358
FR0010853226
XS0560905506
IT0004794142
XS0831370613
XS0893201433
XS0593960304
FR0011439975
XS0604641034
XS0602534637
XS0828724004
XS0906420574
FR0011376201
XS0606202454
XS0765621569
XS0911806692
XS0767815599
XS0501648371
XS0616395199
XS0562670181
DE000A1KQ1E2
XS0842659343
XS0843939918
XS0617785943
FR0011036979
Valoren
13'994'152
19'754'412
11'856'401
11'866'278
11'890'314
19'861'352
10'744'658
12'015'250
12'055'304
20'068'662
20'094'228
20'137'883
20'248'792
11'866'621
20'425'780
19'787'447
20'215'916
20'936'583
11'887'498
10'912'695
20'516'455
12'403'118
20'607'536
20'638'488
14'916'990
10'971'307
12'052'789
18'003'070
19'536'535
20'731'193
12'514'827
20'839'915
12'652'115
12'628'132
19'482'179
20'944'389
20'260'324
12'748'342
18'266'703
21'052'210
18'305'767
11'208'381
12'850'105
12'052'462
12'816'552
19'782'209
19'803'202
12'868'260
12'868'280
Min./ Incr.
Trad. Unit
100000
100000
50000 / 1000
50000
50000
100000
50000 / 1000
50000 / 1000
50000 / 1000
100000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000
100000
100000
1000
50000 / 1000
50000
100000 / 1000
1000
100000 / 1000
100000
1000
50000
100000 / 1000
1000
100000
100000 / 1000
100000 / 1000
1000
100000 / 1000
100000
100000 / 1000
100000 / 1000
100000
1000
100000 / 1000
200000 / 1000
100000 / 1000
50000 / 1000
100000 / 1000
100000 / 1000
50000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000
Rating Rating
S & P Moody's
BBBBBB
Baa3
Baa2
BBB
Baa2
BB
BB+
Ba2
Ba1
BBBBBB+
BB+
BBB
BBBBBBB-
Baa3
Baa3
NR
Ba3
Ba3
BBB
BBB+
BBB
BBB
Baa3
Baa2
Baa2
B+
BBB
BB
BBB+
BBBBB
BBBBB+
Caa1
Baa2
Ba2
BBBB+
NR
BBB
BBBB
BBB+
BB+
BBB
BBB
BB+
BBB
CCC+
CCC+
BBB
BB
BB+
Ba3
Baa2
Baa3
Ba3
Baa2
B1
Ba2
Baa3
B1
Ba1
Baa3
Baa2
Ba1
Baa3
Caa2
Caa1
Baa2
Ba2
Baa3
Ccy
Coupon
%
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
4.625
2.250
3.375
4.875
4.000
4.125
7.250
5.875
4.375
3.500
3.625
4.375
1.875
7.000
4.750
3.875
6.250
2.875
4.625
4.125
3.375
4.750
7.875
2.000
6.250
4.000
7.375
4.875
4.375
6.125
4.375
7.375
6.250
5.750
2.250
6.625
4.250
4.125
5.750
3.125
4.625
6.250
4.750
9.375
9.250
3.625
5.875
5.500
6.750
Freq.
A
A
A
A
A
A
S
A
A
A
A
A
A
S
A
A
A
A
A
A
A
A
S
A
A
A
S
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
S
S
A
A
A
A
Name
Areva Sa
Alstom Sa
Carlsberg Breweries A/S
Compagnie Des Alpes
Arkema
Lagardere Sca
Smurfit Kappa Acquisitio
Arcelormittal
Ap Moller-Maersk A/S
Fonciere Lyonnaise
Bord Gais Eireann
Finmec Finance Sa
Carrefour Sa
Banco Espirito Santo Sa
Fonciere Des Regions
Air France-Klm
Rci Banque Sa
Corio Nv
Gas Natural Capital
Ferrovial Emisiones
Voestalpine Ag
Ote Plc
Jcdecaux Sa
Bouygues Sa
Enel Spa
Repsol Intl Finance
Italcementi Finance
Tdc A/S
Peugeot Sa
Fiat Industrial Fin Eur
Holding DInfrastructures Et De Transport
Securitas Ab
Nexans Sa
Suedzucker Int Finance
Arcelormittal
Gelf Bond Issuer I Sa
Lafarge Sa
Adecco Int Financial Svs
Europcar Groupe Sa
Heidelberger Druckmaschi
Global Switch Holdings L
Wendel Sa
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Maturity
Modified
Duration
Ind. Ask
Price %
05.10.17
11.10.17
13.10.17
18.10.17
25.10.17
31.10.17
15.11.17
17.11.17
24.11.17
28.11.17
04.12.17
05.12.17
19.12.17
31.12.17
15.01.18
16.01.18
18.01.18
22.01.18
22.01.18
26.01.18
30.01.18
05.02.18
07.02.18
08.02.18
08.02.18
12.02.18
15.02.18
20.02.18
20.02.18
21.02.18
23.02.18
06.03.18
09.03.18
09.03.18
14.03.18
15.03.18
19.03.18
29.03.18
29.03.18
03.04.18
03.04.18
13.04.18
13.04.18
15.04.18
15.04.18
17.04.18
17.04.18
18.04.18
20.04.18
3.6
3.8
3.7
3.6
3.7
3.7
0.2
3.6
3.8
3.8
3.8
3.7
4.0
0.3
3.7
3.9
3.6
4.0
3.9
3.9
4.0
3.9
3.7
4.2
3.8
4.0
2.8
3.9
4.0
3.7
4.0
3.7
3.9
3.9
4.2
3.7
4.0
4.1
3.9
4.2
4.1
3.9
4.1
2.6
2.9
4.2
3.9
4.0
3.9
109.26
100.64
106.99
107.54
108.72
105.11
104.84
107.70
109.09
105.16
105.91
102.97
101.29
106.46
97.28
104.75
106.12
101.63
109.01
106.41
102.83
107.93
104.36
100.60
113.25
109.16
102.22
107.32
107.46
102.48
110.84
105.72
111.55
113.90
100.43
103.68
101.00
110.78
107.46
100.72
108.05
108.96
110.71
100.08
103.75
103.65
102.50
112.18
112.76
2.23
2.08
1.60
2.90
1.79
2.80
5.93
3.85
2.10
2.21
2.15
3.60
1.56
5.30
5.46
2.70
4.66
2.48
2.43
2.56
2.68
2.81
6.72
1.86
3.00
1.83
6.79
3.09
2.58
5.47
1.82
5.88
3.43
2.45
2.15
5.67
3.99
1.65
3.93
2.95
2.73
4.07
2.27
9.35
8.25
2.77
5.24
2.66
3.69
153
139
90
220
108
209
85
312
136
146
140
285
80
291
467
191
387
168
163
176
188
200
602
104
220
102
623
227
176
465
100
504
259
161
130
482
315
79
307
209
186
320
140
910
762
189
437
178
282
France
France
Denmark
France
France
France
Ireland
Luxembourg
Denmark
France
Ireland
Italy
France
Switzerland
Portugal
France
France
France
Netherlands
Spain
Spain
Austria
Greece
France
Germany
France
Italy
Italy
Spain
Italy
Denmark
France
Italy
Spain
Sweden
Italy
France
Germany
Luxembourg
France
Switzerland
France
Switzerland
France
Germany
Italy
Portugal
United Kingdom
France
Energy
Industrial
Consumer
Consumer
Basic Materials
TMT
Basic Materials
Basic Materials
Transportation
REITS
Energy
Industrial
Consumer
TMT
Financial
REITS
Consumer
Financial
REITS
Energy
Industrial
Basic Materials
TMT
TMT
Industrial
Industrial
TMT
Utilities
Energy
Industrial
TMT
Automaker
Automaker
Consumer
Consumer
Automaker
Industrial
Consumer
Basic Materials
REITS
Basic Materials
Industrial
Consumer
Consumer
Industrial
Utilities
TMT
Tmt
Industrial
02-Sep-13
LOW-INVESTMENT
GRADE/HIGH
CRNCY
CPN_FREQ
ISIN
Number
FR0011043124
XS0863116231
XS0923613060
XS0932291007
DE000A1PGPF8
XS0626028566
XS0933505967
AT0000A0PHV9
XS0626691447
XS0633050736
XS0938218400
XS0940685091
XS0941073420
XS0794990050
BE0374557404
XS0637823864
AT0000A0PQY4
XS0645669200
XS0647264398
XS0953199634
XS0811603090
DE000A1R08U3
FI4000068598
XS0675221419
XS0830380639
FR0011119775
CH0222437011
XS0544395808
XS0838764685
FR0010948240
XS0546725358
XS0767977811
DE000A1A1P25
BE0002178441
XS0694766279
XS0695401801
XS0697395472
FR0010893396
XS0857215346
XS0562783034
FR0011157742
XS0862010625
XS0686703736
XS0629656496
XS0548102531
FR0011164664
FR0011536614
XS0736488585
XS0733696495
Valoren
12'979'967
20'184'175
21'256'755
21'413'159
18'596'471
13'028'202
21'412'302
13'053'624
13'030'834
13'107'915
21'532'359
21'532'556
21'556'088
18'832'495
1'624'773
13'192'026
13'247'037
13'296'375
13'325'612
21'868'910
19'150'897
20'749'018
22'202'825
1'387'634
19'503'317
13'916'555
22'243'701
11'796'153
19'688'273
11'820'649
11'826'525
18'309'495
11'126'051
13'987'326
14'115'599
14'131'101
14'219'472
11'291'263
20'051'749
12'052'118
14'257'587
20'145'497
13'994'137
13'093'227
11'866'205
14'506'807
21'869'253
14'799'615
14'751'980
Min./ Incr.
Trad. Unit
100000
1000
100000 / 1000
100000 / 1000
1000
1000
100000 / 1000
1000
100000 / 1000
100000 / 1000
1000
100000 / 1000
100000 / 1000
100000 / 1000
250000 / 1000
100000 / 1000
1000
100000 / 1000
100000 / 1000
1000
100000 / 1000
1000
100000 / 1000
1000
100000 / 1000
100000
1000
100000 / 1000
1000
100000
50000 / 1000
100000
50000 / 1000
1000
100000 / 1000
100000 / 1000
100000 / 1000
50000
100000 / 1000
50000 / 1000
100000
100000 / 1000
50000
100000 / 1000
100000 / 1000
100000
100000
100000
100000
Rating Rating
S & P Moody's
BBBB+
BBBBBBBBBBB-
Baa3
Baa3
Ba3
B1
Ba1
Baa3
B+
B3
Ba3
BBB+
B+
BBBBBB+
BB+
NR
BBB
BBBB
BBB
BB
B1
Baa3
Baa1
Ba2
Ba2
Baa3
B1
Ba1
Baa2
Ba1
BB+
BBB
BBB+
Ba2
Baa2
Baa1
Bu
B3
BBB
BBB
BBB
BB
Baa3
Baa2
Baa1
Ba1
BBB
BBB
BBB+
BBBBBB
BB+
BBB
BBBNR
BB
BBBB
BBB
BBB+
BBB-
NR
Baa2
Baa1
Baa2
Ba1
Baa2
Ba2
Ba3
B3
Baa2
Baa2
Baa2
Baa3
Ccy
Coupon
%
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
4.875
2.250
4.250
8.250
3.750
5.000
1.750
4.750
8.875
8.000
2.250
3.125
6.000
4.500
4.625
6.500
5.250
4.500
7.375
3.000
3.250
4.000
5.000
6.500
2.500
4.000
5.250
9.000
4.000
3.625
4.000
4.250
7.125
4.250
5.250
5.750
3.375
4.481
2.625
6.625
4.875
2.625
9.500
7.000
8.500
5.000
2.375
5.000
4.875
Freq.
A
A
S
S
A
A
A
A
S
S
A
A
S
A
A
S
A
A
A
S
A
A
A
S
A
A
A
S
A
A
A
A
S
A
A
A
A
A
A
A
A
A
S
S
S
A
A
A
A
Name
Valeo Sa
Metro Finance Bv
Schaeffler Finance Bv
Frigoglass Finance Bv
Sixt Ag
Gerresheimer Ag
Fce Bank Plc
Strabag Se
Pagesjaunes Finance & Co
Xefin Lux Sca
Stada Arzneimittel Ag
F Van Lanschot Bankiers
Novalis Sas
Manpowergroup
Solvay S.A.
Kabel Deutschland Gmbh
Wienerberger Ag
Imperial Tobacco Finance
Continental Ag
Thyssenkrupp Ag
Finnair Oyj
Fmc Finance Viii Sa
Autoroutes Du Sud De La
Htm Sport Gmbh
Picard Bondco
Voestalpine Ag
Alstom
Iberdrola Intl Bv
C
Delhaize Group
Carrefour Sa
Tesco Plc
Xstrata Finance Dubai Lt
Lafarge Sa
Vivendi Sa
G4S Intl Finance Plc
Rexel Sa
Sunrise Communications H
Eutelsat Sa
Vivendi Sa
Crh Finance Bv
Repsol Intl Finance
Maturity
11.05.18
11.05.18
15.05.18
15.05.18
16.05.18
19.05.18
21.05.18
25.05.18
01.06.18
01.06.18
05.06.18
05.06.18
15.06.18
22.06.18
27.06.18
29.06.18
04.07.18
05.07.18
09.07.18
16.07.18
03.08.18
27.08.18
29.08.18
15.09.18
18.09.18
24.09.18
26.09.18
01.10.18
05.10.18
05.10.18
08.10.18
11.10.18
15.10.18
19.10.18
24.10.18
24.10.18
02.11.18
12.11.18
19.11.18
29.11.18
30.11.18
06.12.18
15.12.18
17.12.18
31.12.18
14.01.19
21.01.19
25.01.19
19.02.19
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Modified
Duration
Ind. Ask
Price %
4.2
4.4
3.3
3.1
4.2
4.2
4.4
4.2
3.6
0.7
4.4
4.3
2.5
4.3
4.3
0.8
4.2
4.4
4.0
4.5
4.5
4.4
4.3
4.2
4.6
4.5
111.49
101.72
100.54
106.13
104.82
110.20
98.31
108.87
91.35
109.13
100.65
98.70
103.75
107.83
113.89
106.81
107.48
111.55
107.25
101.93
103.20
101.03
102.74
116.31
99.66
110.16
2.26
1.86
4.12
6.70
2.64
2.66
2.13
2.72
11.27
5.77
2.10
3.42
5.10
2.73
1.60
4.90
3.53
1.97
5.62
2.58
2.55
3.77
4.38
2.98
2.57
1.87
137
98
354
587
175
177
124
182
1069
334
121
252
472
183
69
188
262
105
470
167
162
283
343
205
162
92
1.0
4.4
4.5
4.5
4.4
0.1
4.5
4.4
4.3
4.6
4.5
4.7
4.2
4.5
4.7
4.3
1.7
1.2
4.6
5.0
4.7
4.7
110.24
104.24
104.82
108.63
107.40
104.26
107.82
115.75
112.83
107.54
110.21
98.75
110.53
112.33
98.79
127.26
109.81
108.35
112.29
99.64
113.37
109.59
6.59
3.09
2.60
2.19
2.68
6.14
2.60
1.99
3.01
1.83
2.36
2.89
4.33
2.34
2.87
3.76
4.87
6.61
2.52
2.45
2.33
2.94
318
212
164
123
171
-128
163
102
204
85
138
190
334
135
188
279
299
487
150
143
131
191
France
Germany
Germany
Greece
Germany
Germany
USA
Austria
France
Luxembourg
Germany
Netherlands
France
USA
Belgium
Germany
Austria
United Kingdom
Italy
Germany
United Kingdom
Germany
Finland
Germany
United Kingdom
France
Netherlands
France
Austria
France
France
Spain
Germany
Belgium
France
Italy
United Kingdom
France
Switzerland
France
France
United Kingdom
Germany
France
Switzerland
France
France
Ireland
Spain
Automaker
Consumer
Automaker
Industrial
Consumer
Industrial
Financial
Industrial
TMT
Industrial
Consumer
Financial
Industrial
Consumer
Basic Materials
TMT
Industrial
Consumer
Automaker
Automaker
TMT
Basic Materials
Consumer
Consumer
Basic Materials
Consumer
Consumer
Consumer
Basic Materials
Industrial
Industrial
Utilities
Automaker
Consumer
Consumer
Utilities
Consumer
Consumer
Basic Materials
Industrial
TMT
Consumer
Industrial
Industrial
TMT
TMT
TMT
Industrial
Energy
02-Sep-13
LOW-INVESTMENT
GRADE/HIGH
CRNCY
CPN_FREQ
ISIN
Number
DE000A1MA9K8
XS0753190296
XS0754290459
FR0011441831
FR0011452291
FR0011223692
FR0011233337
XS0618662562
XS0759200321
XS0615238630
FR0011236983
FR0011242460
AT0000A0V7D8
XS0934191114
XS0789283792
XS0778917814
XS0652911776
AT0000A0VL70
XS0800572454
XS0801954867
FR0011301480
XS0821175717
XS0447977801
FR0011321256
FI4000047360
XS0832466931
XS0834382151
XS0683564156
XS0836360254
XS0838968849
XS0841018004
XS0953215349
FR0010957662
XS0458685913
XS0847087714
XS0462994343
DE000A1R0U23
XS0467785613
XS0808637309
XS0953093308
XS0856023493
XS0858089740
FR0010830034
XS0715437140
XS0473114543
FR0011365220
XS0842214818
XS0875513268
XS0829360923
Valoren
18'059'344
18'115'093
18'102'517
20'863'967
20'975'813
18'216'575
18'353'111
12'892'804
18'252'546
12'894'372
18'416'704
18'440'227
18'531'930
21'418'446
18'716'951
18'510'846
18'584'443
18'894'716
18'923'814
18'971'007
19'158'979
19'335'071
10'518'171
19'483'624
19'506'219
19'506'219
19'615'388
13'945'445
19'667'645
19'694'824
19'734'007
21'869'248
11'947'195
10'665'422
19'893'770
10'692'036
19'985'162
10'744'818
20'012'526
21'857'612
20'029'028
20'074'514
10'777'248
14'432'320
10'812'829
20'125'254
19'763'115
20'502'086
19'493'285
Min./ Incr.
Trad. Unit
1000
100000 / 1000
100000 / 1000
100000
100000
100000
100000
100000 / 1000
1000
100000 / 1000
1000
100000
1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
1000
100000 / 1000
100000 / 1000
100000
100000 / 1000
1000
100000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
50000
1000
1000
50000 / 1000
1000
50000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
50000
100000 / 1000
50000 / 1000
100000
100000
1000
100000
Rating Rating
S & P Moody's
BBBBBBB
BBBBBB
BBB
CCC+
BB+
BB
BBB
BBBBBB
BBB
B+
BB+
BBB-
Baa3
B1
Ba2
Baa2
Caa2
Ba1
Ba2
NR
Baa2
B3
B1
Baa2
Ba1
BB+
BBBBBB
BBB
BBB
BBB
BBBBB+
NR
Baa2
Baa2
Baa2
Baa2
Baa2
B1
Ba2
BB
Ba2
BB
BBBBB
BBB+
BBB
BBB
BBB
BB+
BBB
BBB
Ba2
Ba3
Baa3
Baa3
Baa2
Baa2
Baa3
Ba1
Baa2
Baa2
Baa2
Baa2
BBB
Ccy
Coupon
%
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
3.375
6.750
5.500
4.250
2.500
4.125
4.750
8.875
4.250
6.750
3.125
4.750
4.250
1.750
2.750
8.750
7.500
4.000
2.625
5.875
3.157
3.375
5.250
5.875
4.000
3.375
2.750
4.500
2.250
2.750
2.875
6.750
3.641
8.500
3.875
5.000
2.125
7.750
6.125
2.750
4.375
2.375
4.875
5.000
6.750
2.500
4.710
2.375
6.000
Freq.
A
S
A
A
A
A
A
S
S
S
A
A
A
A
A
S
S
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
S
A
A
A
S
S
A
A
A
A
A
A
A
A
A
A
Name
Metro Ag
Gategroup Finance Lux Sa
Stora Enso Oyj
Rallye Sa
Accor Sa
Mercialys Sa
Gecina
Cma Cgm
Fresenius Finance Bv
Goodyear Dunlop Tires
Kering
Galeries Lafayette
Strabag Se
Carrefour Sa
Faurecia
Carlson Wagonlit Bv
Borealis Ag
Carlsberg Breweries A/S
Lafarge Sa
Ap Moller-Maersk A/S
Fraport Ag
Wendel Sa
Neste Oil Oyj
Rentokil Initial Plc
Hammerson Plc
Elisa Oyj
Metso Oyj
Origin Energy Finance
Bouygues Sa
Otto Gmbh & Co Kg
Sap Ag
Rottapharm Ltd
C
Adecco Int Financial Svs
Esb Finance Limited
Volvo Treasury Ab
Vivendi Sa
Lafarge Sa
Vivendi Sa
Hella Kgaa Hueck & Co
Gas Natural Capital
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Maturity
Modified
Duration
Ind. Ask
Price %
01.03.19
01.03.19
07.03.19
11.03.19
21.03.19
26.03.19
11.04.19
15.04.19
15.04.19
15.04.19
23.04.19
26.04.19
10.05.19
22.05.19
07.06.19
15.06.19
15.06.19
02.07.19
03.07.19
09.07.19
06.08.19
28.08.19
10.09.19
17.09.19
18.09.19
24.09.19
26.09.19
30.09.19
04.10.19
04.10.19
11.10.19
14.10.19
29.10.19
31.10.19
01.11.19
04.11.19
13.11.19
15.11.19
15.11.19
15.11.19
21.11.19
26.11.19
02.12.19
02.12.19
16.12.19
15.01.20
20.01.20
24.01.20
27.01.20
4.9
3.8
4.6
4.8
5.0
4.9
4.9
4.1
4.9
1.5
5.1
4.8
5.0
5.3
5.2
2.8
3.9
5.1
5.3
4.9
5.3
5.4
5.0
4.8
5.1
5.3
5.4
5.1
5.5
5.4
5.4
4.9
5.4
4.8
5.3
5.0
5.7
1.1
4.3
5.6
5.3
5.6
5.3
5.3
4.9
5.7
5.3
5.8
5.2
105.59
103.03
105.12
101.80
98.74
107.75
111.14
94.75
107.70
108.20
105.01
106.13
106.62
97.91
98.71
114.04
105.88
104.65
101.94
108.06
102.38
103.21
115.54
108.14
102.44
102.32
101.47
110.46
99.42
99.46
100.35
103.78
107.14
123.96
103.01
98.28
100.31
109.06
101.68
99.40
108.52
99.01
112.85
115.05
110.76
98.60
105.95
99.28
113.96
2.28
6.09
4.43
3.88
2.75
2.60
2.58
10.12
2.76
5.05
2.17
3.53
2.96
2.14
3.00
5.85
6.27
3.11
2.26
4.28
2.72
2.79
2.44
4.31
3.54
2.95
2.49
2.61
2.35
2.85
2.81
5.99
2.38
4.06
3.33
5.33
2.07
5.98
5.80
2.86
2.86
2.55
2.61
2.38
4.72
2.74
3.64
2.50
3.52
124
523
338
283
170
155
152
932
172
332
110
246
189
106
191
543
525
201
116
318
160
165
130
317
240
180
134
146
120
170
166
484
121
293
216
416
90
298
484
168
168
137
143
119
353
153
244
129
231
Germany
Switzerland
Finland
France
France
France
France
France
Germany
USA
France
France
Austria
France
United Kingdom
France
Netherlands
Germany
Denmark
France
France
Denmark
Germany
France
Finland
United Kingdom
United Kingdom
France
Finland
Finland
Australia
Italy
France
Germany
Germany
Portugal
Germany
Ireland
Ireland
Switzerland
Ireland
Sweden
France
United Kingdom
France
France
Spain
Germany
Spain
Consumer
Transportation
Basic Materials
Consumer
Consumer
REITS
REITS
Transportation
Consumer
Automaker
Consumer
Consumer
Industrial
Consumer
Basic Materials
Automaker
Consumer
Basic Materials
Consumer
Industrial
Consumer
Transportation
Industrial
Industrial
Energy
Consumer
REITS
Industrial
TMT
Industrial
Utilities
Automaker
Industrial
Industrial
Consumer
TMT
Industrial
Basic Materials
Consumer
Consumer
Utilities
Automaker
TMT
Consumer
Industrial
TMT
TMT
Automaker
Energy
02-Sep-13
LOW-INVESTMENT
GRADE/HIGH
CRNCY
CPN_FREQ
ISIN
Number
XS0880132989
DE000A1R02E0
XS0742407983
BE0002189554
FR0011439900
XS0860855930
FR0011215508
XS0827692269
XS0495219874
FR0010870949
DE000A1TM5X8
XS0909788613
FR0011225127
XS0906984272
XS0478803355
XS0911405784
XS0499243300
FR0010883058
XS0918548644
AT0000A100E2
XS0918754895
XS0619706657
XS0927581842
DE000A1TNA88
AT0000A109Z8
XS0933604943
FR0011502830
XS0840521677
XS0908821639
XS0937169570
XS0944362812
XS0946179529
BE6254681248
FR0011535764
XS0811554962
FR0011560986
XS0825829590
XS0543354236
XS0920705737
XS0699330097
XS0940711947
XS0555929263
BE6242927075
XS0811124790
XS0879869187
XS0576395478
XS0896119384
XS0600056641
FR0010941690
Valoren
20'550'430
20'678'213
14'942'190
20'084'004
20'830'602
20'137'862
18'112'491
19'432'958
11'126'048
11'121'739
20'960'990
21'014'570
18'238'035
20'969'484
10'912'828
21'044'223
11'175'395
11'189'695
21'226'581
21'153'289
21'172'311
12'886'008
21'311'655
21'327'294
21'355'633
21'412'352
21'472'210
19'734'636
21'007'044
21'495'955
21'620'000
21'659'983
21'738'875
21'858'281
19'151'068
22'252'293
19'395'461
11'764'663
21'196'990
14'181'914
21'532'562
11'964'308
19'488'047
19'141'456
20'524'513
12'414'129
20'784'594
12'621'646
11'744'105
Min./ Incr.
Trad. Unit
100000 / 1000
1000
100000 / 1000
100000
100000
100000
100000
100000 / 1000
50000 / 1000
50000
1000
100000 / 1000
100000
100000 / 1000
1000
1000
50000 / 1000
50000
100000 / 1000
1000
100000 / 1000
100000
100000 / 1000
100000 / 1000
1000
100000
100000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000
100000
100000 / 1000
100000
100000 / 1000
50000 / 1000
100000 / 1000
1000
100000
100000 / 1000
100000
100000 / 1000
100000
1000
100000 / 1000
100000 / 1000
50000
Rating Rating
S & P Moody's
BB
BB+
CCC+
BBBBB+
BBBBBBBBB
BB
BBB
Ba2
Ba2
B3
Baa3
Ba3
Baa3
BBBBBB+
B+
NR
BBB+
BBB
BBB+
BB+
Baa3
Baa1
BBBBBB
BB
B+
BBBBBBBB+
BB
B
BBB
BBBBBB
BBB+
BBB
BBBBBB
BBB
B+
BBBBBB
BB+
BBB+
BBB
BBB-
Baa2
B2
Baa3
Ba2
Baa2
NR
Baa1
Ba1
Ba2
Baa2
Ba2
B2
Baa3
Ba3
Baa1
Baa3
Baa1
Baa1
Baa2
Baa2
Baa2
Baa1
Baa1
B1
Baa2
Baa1
Ba2
Baa2
Baa2
Ccy
Coupon
%
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
4.125
3.875
8.250
3.125
4.250
3.500
3.994
4.875
7.875
4.500
3.875
3.625
3.375
6.750
7.500
1.875
4.000
4.125
4.625
4.000
4.000
4.875
4.625
6.500
3.000
2.625
2.875
5.500
5.125
7.750
2.375
3.750
3.250
2.500
2.125
3.250
2.625
3.750
2.500
4.125
2.875
6.375
2.125
3.250
3.500
5.250
3.250
4.750
3.500
Freq.
S
A
S
A
A
A
A
A
S
A
A
A
A
S
S
A
A
A
S
A
A
A
A
S
A
A
A
S
S
S
A
A
A
A
A
A
A
A
A
A
A
S
A
A
A
S
A
A
A
Name
Hornbach Baumarkt Ag
Matterhorn Mobile Hldgs
Delhaize Group
C Tereos Finance Group I
Gtech Spa
Stena Ab
Alstom
Hochtief Ag
Ziggo Bv
Vinci Sa
Cegedim Sa
Evonik Industries Ag
Carrefour Sa
Softbank Corp
Wienerberger Ag
Atrium European Real Est
Red Electrica Fin Sa Uni
Wepa Hygieneprodukte Gmb
Strabag Se
Repsol Intl Finance
Compagnie Plastic-Omnium
Spcm Sa
Rexel Sa
Thomas Cook Finance Plc
C
Coca-Cola Hbc Finance Bv
Citycon Oyj
Brussels Airport Holding
Kering
Heineken Nv
Areva Sa
Holcim Us Finance Sarl &
Koninklijke Kpn Nv
Origin Energy Finance
Ewe Ag
Iberdrola Intl Bv
Telenet Finance Lux
Apetra Nv
Koninklijke Kpn Nv
Iberdrola Intl Bv
Fresenius Medical Care
Corio Nv
Ses
Areva Sa
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Maturity
Modified
Duration
Ind. Ask
Price %
30.01.20
15.02.20
15.02.20
27.02.20
04.03.20
05.03.20
09.03.20
11.03.20
15.03.20
18.03.20
20.03.20
27.03.20
30.03.20
01.04.20
03.04.20
08.04.20
09.04.20
13.04.20
15.04.20
17.04.20
20.04.20
29.04.20
08.05.20
15.05.20
21.05.20
28.05.20
29.05.20
15.06.20
15.06.20
15.06.20
18.06.20
24.06.20
01.07.20
15.07.20
04.08.20
04.09.20
07.09.20
21.09.20
23.10.20
04.11.20
11.11.20
15.11.20
17.12.20
01.02.21
01.02.21
15.02.21
26.02.21
11.03.21
22.03.21
5.5
5.5
3.7
5.7
5.4
5.7
5.6
5.4
5.0
5.5
5.6
5.6
5.8
5.1
5.2
6.1
5.7
5.7
5.6
5.6
5.6
5.6
5.5
4.7
5.9
6.0
5.9
2.6
4.9
3.9
6.2
5.9
6.0
6.2
6.3
6.2
6.2
6.0
6.3
6.0
6.3
2.0
6.6
6.4
6.3
6.2
6.4
6.3
6.4
98.50
101.57
107.25
102.59
98.33
102.73
106.33
106.90
111.04
107.53
100.55
99.30
106.18
97.75
118.54
97.93
108.97
110.76
101.25
100.25
100.39
108.91
94.36
105.62
100.21
96.10
95.28
107.92
102.70
100.70
99.01
99.93
103.60
100.09
98.65
99.58
99.76
104.63
95.68
109.95
97.58
105.50
99.97
100.34
100.61
110.23
98.28
113.94
101.04
4.40
3.59
6.84
2.68
4.55
3.03
2.91
3.66
5.82
3.20
3.78
3.74
2.35
7.18
4.24
2.21
2.51
2.34
4.40
3.95
3.93
3.35
5.66
5.48
2.96
3.28
3.68
4.15
4.65
7.61
2.54
3.76
2.66
2.49
2.34
3.32
2.66
3.01
3.19
2.58
3.26
5.44
2.13
3.20
3.40
3.67
3.51
2.67
3.34
323
237
563
145
332
179
167
243
466
196
253
250
110
607
304
96
125
109
320
270
267
209
439
433
169
200
240
308
354
681
125
247
137
118
102
199
133
167
183
122
189
485
74
178
199
228
208
124
190
Ireland
Germany
United Kingdom
Belgium
France
Italy
France
Italy
Sweden
France
Germany
Netherlands
France
USA
Germany
Germany
France
France
Japan
Austria
Austria
Spain
Portugal
Germany
Austria
Spain
France
France
France
United Kingdom
Greece
Finland
Belgium
France
Netherlands
France
Switzerland
Netherlands
Australia
Germany
Spain
United Kingdom
Belgium
Netherlands
Spain
Germany
Netherlands
Luxembourg
France
Basic Materials
Industrial
TMT
Consumer
Consumer
Consumer
Consumer
Utilities
Industrial
Industrial
Industrial
TMT
Industrial
Consumer
Industrial
Basic Materials
Consumer
Consumer
TMT
Industrial
Real Estate
Utilities
TMT
Basic Materials
Industrial
Energy
Automaker
Basic Materials
Industrial
Consumer
Consumer
Real Estate
Industrial
Consumer
Consumer
Energy
Industrial
TMT
Utilities
Utilities
Utilities
TMT
Energy
TMT
Utilities
Consumer
REITS
TMT
Energy
02-Sep-13
LOW-INVESTMENT
GRADE/HIGH
CRNCY
CPN_FREQ
ISIN
Number
XS0907289978
XS0908230781
XS0911691003
XS0923361827
XS0552915943
FR0011052661
XS0942100388
XS0791007734
BE6222320614
FR0011075043
XS0647298883
FR0011076462
XS0677389347
XS0271758301
XS0473783891
XS0458887030
XS0876289652
XS0752092311
XS0752467497
XS0760364116
XS0764637194
XS0767278301
XS0914400246
XS0794245018
DE000A1PGZ82
XS0795877454
XS0525787874
XS0809847667
XS0811690550
XS0829114999
BE0000325341
FR0011339746
XS0855167523
XS0862322947
XS0875343757
FR0011394907
XS0874864860
FR0011400571
XS0909769407
IE00B4S3JD47
XS0907301260
XS0842659426
FR0011502814
XS0942094805
XS0950055359
FR0011538222
FR0011560077
XS0758420748
XS0847580353
Valoren
20'968'887
20'998'291
21'044'583
21'241'433
11'928'411
13'064'650
21'577'000
18'749'133
13'175'819
13'300'052
13'326'967
13'312'645
13'833'272
2'746'271
10'820'440
10'667'485
20'456'049
18'059'529
18'066'932
18'193'223
18'240'555
18'294'770
21'087'419
18'816'730
18'823'957
18'864'132
11'519'837
19'108'256
19'150'879
19'491'030
14'789'038
19'718'878
20'018'817
20'158'556
20'434'061
20'456'672
20'423'625
20'515'434
21'015'818
20'958'462
20'966'282
19'783'104
21'471'299
21'566'006
21'765'675
21'892'988
22'235'076
18'171'675
19'860'115
Min./ Incr.
Trad. Unit
100000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000
100000 / 1000
100000 / 1000
100000 / 1000
100000
100000 / 1000
100000
100000 / 1000
50000
50000 / 1000
50000 / 1000
100000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
1000
100000
100000
100000
1000
1000
100000 / 1000
100000
100000 / 1000
0.01
100000
1000
100000 / 1000
100000
100000
100000
100000
100000 / 1000
0.01
100000 / 1000
100000 / 1000
100000
100000 / 1000
100000
100000
100000
1000
1000
Rating Rating
S & P Moody's
BBB
BB+
BBB+
BBB
BB
BBBBBB
BBB
BB+
BBB
BBB
BBBNR
BBB+
BB+
BBB
BBBBBB
BBB
BBB
BBB
BBB
BBB+
BBB+
NR
BBB+
BBB+
BBB+
BBB+
BBB
BBB
B+
BBB
BBB+
BBB
BBBB
BBB+
NR
BBB
BBB
BBB+
BBB
BBB+
BBB+
BBB+
BBB+
Baa2
Ba2
Baa1
Baa2
Ba2
Baa3
Baa2
Ba1
Baa2
Baa2
Baa2
Baa2
Baa3
Baa1
Baa3
Baa2
Baa2
Baa2
Baa2
Baa2
Baa1
Baa2
NR
Baa2
Baa1
Baa1
Baa1
Baa1
Baa1
Baa2
Baa2
Ba3
Baa2
Baa1
Baa2
B2
Ba1
Baa1
Baa2
Baa2
Baa1
Baa1
Baa1
Baa1
Ccy
Coupon
%
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
3.961
4.875
2.000
2.500
6.125
4.726
3.875
3.625
5.625
4.339
5.000
4.750
4.500
4.875
4.875
5.250
3.875
4.250
3.750
3.625
3.500
4.000
3.875
3.000
3.000
2.950
4.250
2.625
2.625
2.625
4.250
3.125
2.625
5.750
3.875
2.875
3.987
3.311
6.750
3.900
2.875
4.875
2.875
2.500
3.500
4.625
3.125
3.500
2.750
Freq.
A
S
A
A
S
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
S
A
A
A
A
S
A
A
A
A
A
A
A
A
A
A
Name
Oi European Group Bv
Heineken Nv
Bombardier Inc
Nasdaq Omx Group
Barry Callebaut Svcs Nv
Total Infrastructures Ga
Vivendi Sa
Koninklijke Kpn Nv
Hit Finance Bv
Dong Energy A/S
Finmeccanica Finance
Red Electrica Finance Bv
Koninklijke Kpn Nv
Tdc A/S
Telekom Finanzmanagement
Gas Natural Fenosa Finan
Orange Sa
K+S Ag
Deutsche Post Finance
Akzo Nobel Sweden Financ
Dong Energy A/S
Belgium Kingdom
Eutelsat Sa
Lanxess Finance Bv
Unitymedia Hessen / Nrw
Upc Holding Bv
Irish Tsy 3.9% 2023
Wolters Kluwer Nv
Gecina
Svenska Cellulosa Ab
Telekom Finanzmanagement
Bpce Sa
Orange Sa
Heineken Nv
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Maturity
Modified
Duration
Ind. Ask
Price %
26.03.21
31.03.21
06.04.21
29.04.21
15.05.21
26.05.21
07.06.21
15.06.21
15.06.21
07.07.21
12.07.21
13.07.21
04.10.21
27.10.21
16.12.21
21.01.22
25.01.22
01.03.22
02.03.22
28.03.22
28.03.22
04.04.22
11.04.22
15.06.22
20.06.22
27.06.22
13.07.22
27.07.22
02.08.22
19.09.22
28.09.22
10.10.22
21.11.22
15.01.23
17.01.23
18.01.23
23.01.23
25.01.23
15.03.23
20.03.23
21.03.23
17.04.23
30.05.23
09.06.23
04.07.23
18.07.23
09.01.24
19.03.24
24.10.24
6.3
6.2
6.9
6.7
6.0
6.4
6.6
6.7
6.2
6.6
6.4
6.6
6.5
6.5
6.7
6.5
6.9
7.0
7.1
7.2
7.1
7.1
7.1
7.6
7.5
7.7
7.4
7.8
7.8
7.7
7.3
7.6
7.9
7.1
7.5
8.0
7.5
7.8
6.7
7.7
8.1
7.5
8.2
8.5
8.1
7.7
8.7
8.6
9.2
99.69
101.87
96.76
92.85
105.48
109.96
103.42
103.39
109.27
109.41
106.81
111.64
108.14
108.66
115.41
101.88
100.50
105.68
106.40
102.65
97.58
105.82
98.69
100.82
96.39
103.12
111.61
97.88
98.76
97.71
113.17
98.12
96.85
98.50
97.88
100.29
97.02
97.66
98.74
98.34
99.19
103.42
94.81
97.20
99.97
99.64
99.08
104.90
97.66
4.01
4.58
2.47
3.58
5.25
3.24
3.37
3.13
4.20
2.97
3.97
3.06
3.33
3.63
2.77
4.97
3.80
3.46
2.89
3.26
3.83
3.21
4.06
2.89
3.48
2.55
2.75
2.90
2.78
2.92
2.60
3.37
3.02
5.96
4.15
2.84
4.38
3.61
6.93
4.11
2.97
4.43
3.51
2.83
3.50
4.67
3.23
2.95
3.00
256
318
102
212
384
176
188
163
271
147
246
155
178
205
116
334
217
181
124
159
217
154
238
117
176
82
102
115
104
114
82
158
121
421
231
99
253
176
518
223
109
253
160
92
158
274
127
96
95
Spain
USA
Netherlands
United Kingdom
Canada
France
USA
France
Switzerland
France
Italy
France
Netherlands
France
Denmark
Italy
Spain
Netherlands
Denmark
France
United Kingdom
Austria
Spain
France
Germany
Germany
Germany
Netherlands
Germany
Denmark
Belgium
France
Germany
United Kingdom
Spain
France
Spain
France
United Kingdom
Ireland
Netherlands
Italy
France
Sweden
Austria
France
France
Netherlands
Germany
TMT
Industrial
Consumer
Basic Materials
Industrial
Consumer
Financial
Industrial
Consumer
Energy
Utilities
TMT
TMT
Consumer
Utilities
Industrial
Utilities
TMT
TMT
Industrial
Basic Materials
TMT
Utilities
TMT
Basic Materials
Transportation
TMT
Basic Materials
TMT
Utilities
Government
TMT
Basic Materials
TMT
Utilities
Consumer
TMT
Consumer
TMT
Government
TMT
Utilities
REITS
Basic Materials
TMT
Financial
TMT
Consumer
TMT
02-Sep-13
LOW-INVESTMENT
GRADE/HIGH
CRNCY
CPN_FREQ
ISIN
Number
Valoren
Min./ Incr.
Trad. Unit
Rating Rating
S & P Moody's
Ccy
Coupon
%
Freq.
Name
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Maturity
Modified
Duration
Ind. Ask
Price %
30.03.27
17.01.28
9.9
11.1
107.53
99.50
3.90
3.29
163
95
France
Germany
Utilities
TMT
23.09.14
11.12.14
16.11.15
11.11.16
11.11.16
22.11.16
09.12.16
16.12.16
15.02.17
01.03.17
10.07.17
29.11.17
25.04.18
15.07.18
10.09.18
02.11.18
27.02.19
28.03.19
01.04.19
02.12.19
15.03.20
20.03.20
05.06.20
15.02.22
03.04.22
08.06.22
28.11.22
29.11.22
23.02.23
26.11.24
02.06.26
28.09.26
1.0
1.2
2.0
2.9
2.8
2.9
2.9
2.9
3.1
3.1
3.5
3.5
4.2
3.2
4.1
4.4
4.5
4.8
4.4
5.0
2.2
5.3
5.7
6.7
6.5
7.2
7.4
6.9
7.2
8.5
8.9
9.0
103.99
104.90
107.64
111.05
111.48
110.76
112.61
110.74
108.53
108.05
110.76
109.75
99.79
106.46
113.90
112.37
111.07
101.62
109.04
111.30
111.50
112.25
96.08
95.67
107.18
101.14
99.67
102.17
111.55
98.91
116.50
110.15
1.03
1.45
1.56
1.77
3.29
2.01
1.97
2.31
2.22
4.60
2.54
4.06
3.30
7.63
3.21
2.53
4.19
4.04
5.83
4.04
6.09
3.84
4.94
5.78
4.95
3.97
3.92
4.95
4.12
4.37
4.63
4.46
65
105
104
88
241
110
104
137
120
358
134
266
176
609
154
84
239
222
405
205
428
177
285
327
234
134
118
219
134
138
151
131
Germany
USA
USA
United Kingdom
United Kingdom
United Kingdom
United Kingdom
United Kingdom
USA
United Kingdom
United Kingdom
France
France
United Kingdom
United Kingdom
United Kingdom
Switzerland
United Kingdom
United Kingdom
United Kingdom
United Kingdom
United Kingdom
United Kingdom
United Kingdom
Switzerland
United Kingdom
United Kingdom
United Kingdom
Denmark
Australia
Ireland
United Kingdom
TMT
Consumer
Financial
Utilities
Consumer
Consumer
Consumer
Transportation
Financial
Industrial
Energy
Industrial
Financial
Automaker
Industrial
Energy
Basic Materials
TMT
Financial
Consumer
Automaker
Industrial
Consumer
TMT
Basic Materials
Industrial
Consumer
Transportation
TMT
Utilities
Utilities
Consumer
FR0011224963
XS0875797515
18'227'898
20'446'408
100000
1000
BBB+
BBB+
Baa1
Baa1
EUR
EUR
4.625
3.250
A
A
XS0230363805
XS0417033007
XS0559319172
XS0466117057
XS0466169876
XS0275432358
XS0472569416
XS0473964764
XS0746650984
XS0555678597
XS0462854687
XS0158276708
XS0921284666
XS0637514489
XS0539845684
XS0460691966
XS0288783979
XS0764313291
XS0612409184
XS0471074582
XS0765386627
XS0759599409
XS0941604307
XS0850236596
XS0767865263
XS0789683462
XS0859098351
XS0859438557
XS0593952111
XS0858000606
XS0633547087
XS0683568223
2'280'910
10'005'008
12'007'822
10'728'403
10'727'318
2'788'222
10'805'637
10'822'860
14'969'887
11'980'074
10'699'632
1'518'608
21'212'428
13'192'589
11'716'748
10'683'393
2'949'246
18'238'771
12'821'107
10'780'994
18'270'688
18'178'180
21'551'800
19'924'291
18'310'127
18'737'351
20'085'071
20'104'808
12'514'821
20'074'726
13'117'899
13'941'780
1000
50000 / 1000
50000
50000 / 1000
50000 / 1000
50000
50000 / 1000
50000 / 1000
100000 / 1000
50000 / 1000
50000 / 1000
1000
1000
100000 / 1000
50000 / 1000
50000 / 1000
50000
100000 / 1000
100000 / 1000
50000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
BBB+
BBBBBBBBB+
BB+
BBB
BBB
BBBBBB-
Baa1
Baa1
Baa3
Baa1
Ba1
Baa3
Baa3
GBP
GBP
GBP
GBP
GBP
GBP
GBP
GBP
GBP
GBP
GBP
GBP
GBP
GBP
GBP
GBP
GBP
GBP
GBP
GBP
GBP
GBP
GBP
GBP
GBP
GBP
GBP
GBP
GBP
GBP
GBP
GBP
4.875
5.375
5.125
5.375
7.125
5.500
6.000
5.750
4.825
7.125
5.500
6.625
3.250
9.250
6.250
5.125
6.500
4.375
7.750
6.125
8.250
6.000
4.250
5.125
6.000
4.125
3.875
5.250
5.625
4.250
6.375
5.500
A
S
A
A
S
A
A
A
A
S
S
A
A
S
A
A
A
A
S
A
S
A
S
S
A
A
A
A
A
A
A
A
XS0906452007
XS0945403649
20'947'428 1000000 / 10000

21'680'046
10000
Baa2
Baa2
NOK
NOK
4.000
3.000
A
A
Citigroup Inc
27.03.18
25.06.18
4.0
4.4
100.95
97.10
3.76
3.67
150
135
France
USA
Industrial
Financial
XS0968941988
22'248'528
NZD
5.750
Abn Amro Bank Nv
12.09.18
4.2
99.54
5.86
180
Netherlands
Financial
XS0968975705
XS0940437352
22'252'079
1000000
21'527'559 1000000 / 100000
SEK
SEK
2.500
3.250
A
A
Volvo Treasury Ab
Arla Foods Finance
12.01.16
04.06.18
2.3
4.3
100.13
96.60
2.45
4.05
108
221
Sweden
Danemark
Automaker
Consumer
USF0819HE293
USF7806FQE45
USG4721SAP68
USL2967VEB73
USC98874AF43
12'784'753
12'836'416
10'541'243
10'633'078
14'269'122
USD
USD
USD
USD
USD
3.375
3.400
3.800
3.875
2.850
S
S
S
S
S
Banque Psa Finance

Rci Banque Sa
Iberdrola Fin Ireland
04.04.14
11.04.14
11.09.14
07.10.14
10.11.14
0.6
0.6
1.0
1.1
1.1
101.09
101.16
102.56
102.71
101.27
1.48
1.44
1.25
1.36
1.76
141
138
113
121
158
France
France
Spain
Italy
Switzerland
Financial
Financial
Utilities
Utilities
Basic Materials
BB+
BBB
B+
BBB
BBB
BBB
BBB
BBBBB
BBB
BB+
B
BBB
BBB+
BBB
BBBBBB
BBB
BBB+
BBB
BBB
Baa2
Baa3
Ba3
Baa2
Ba1
Baa3
B3
Baa1
Baa2
Baa2
B1
Baa3
Ba3
Ba1
B2
Baa2
Baa2
Baa2
Baa2
2000
2000 / 1000
2000 / 1000
75000 / 1000
100000 / 1000
2000 / 1000
BB+
BBB
BBB
BBB
BBB
Ba1
Baa3
Baa1
Baa2
Baa2
Veolia Environnement
DUR ADJ ASK

Mondelez International
Fce Bank Plc
London Power Networks
William Hill Plc
Intercontinental Hotels
Stagecoach Group Plc
Fce Bank Plc
Heathrow Finance Plc
Phoenix Natural Gas Fin
Lafarge Sa
Rci Banque Sa
C
Aston Martin Capital Ltd
Southern Gas Network Plc
Thames Water Kemble Fina
Marks & Spencer Plc
Jaguar Land Rover Automo
William Hill Plc
Virgin Media Finance Plc
Bae Systems Plc
Intercontinental Hotels
Firstgroup Plc
Tdc A/S
Apt Pipelines Ltd
Nie Finance Plc
02-Sep-13
LOW-INVESTMENT
GRADE/HIGH
CRNCY
CPN_FREQ
ISIN
Number
USG87623JG33
US428236BT96
USU7787RAD36
US345397VW07
US465410BV92
US984121BZ56
US03938LAV62
US65535HAA77
USF1754PAB07
US345397WC34
US03938LAR50
US80282KAB26
US87927VAQ14
US055299AL58
USC98874AL11
USQ3919KAA99
USQ4887EAA93
US277432AJ92
USC10602AU14
US12626PAK93
US46115HAG20
US345397WE99
US65535HAC34
XS0244930599
US465410BQ08
US50075NBB91
US03938LAT17
US65504LAE74
US165167CJ49
USU24652AA44
USF0819HE376
USN2557FFA77
USF7806FQF10
US80282KAA43
US345397WJ86
US302182AF78
USU37047AC89
USX3446PDH48
US25179MAJ27
US544152AD32
US423074AL75
US487836BF43
US786514BT58
US428236BU69
US893830BA68
USG87623JH16
USF7061BAM21
USC98874AG26
USU7787RAB79
Valoren
14'434'461
14'493'086
1'473'599
14'233'205
10'941'406
10'799'565
18'067'696
11'081'896
18'352'937
18'589'137
11'599'694
19'616'006
2'288'838
19'755'352
19'871'688
11'948'765
12'103'633
12'112'213
20'434'639
12'103'630
20'413'076
19'182'877
12'323'272
2'451'126
2'415'660
11'007'897
12'600'854
12'433'222
20'987'248
12'615'152
12'784'797
12'830'779
12'836'420
12'888'572
21'347'771
12'939'987
21'358'927
13'186'254
13'325'584
13'498'267
13'818'590
14'329'568
14'452'925
14'493'088
14'452'610
14'434'463
14'693'229
14'269'123
14'726'693
Min./ Incr.
Trad. Unit
200000 / 1000
2000 / 1000
200000 / 1000
200000 / 1000
100000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
200000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
200000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
200000 / 1000
200000 / 1000
2000 / 1000
1000
100000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
150000 / 1000
2000 / 1000
2000 / 1000
200000 / 1000
2000 / 1000
2000 / 1000
100000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
1000
200000 / 1000
150000 / 1000
2000 / 1000
200000 / 1000
Rating Rating
S & P Moody's
BBB+
BBB+
BBB+
BB+
NR
BBBBB+
BBB+
BBB
BB+
BB+
BBB
BBBBBBBBB
B+
BBB
BBB
BB
BBB+
BBB
BB+
BBB+
NR
NR
BBBBB+
BBB+
BBBBB+
BB+
BBB+
BBB
BBB
BB+
BBB+
BBBBBBBB+
BBBBBBBB+
BBB
BBB+
BBBBBB+
BBBBBB
BBB+
Baa1
Baa1
Baa1
Baa3
NR
Baa2
Ba1
Baa3
Baa2
Baa3
Ba1
Baa2
Baa3
Baa3
Baa2
B1
Baa3
Baa2
Ba2
Baa2
Baa2
Baa3
Baa3
NR
Baa1
Ba1
Baa2
Ba3
Baa1
Ba1
Baa1
Baa3
Baa2
Baa3
Baa3
Ba3
Baa3
Baa1
Baa2
B2
Baa1
Baa3
Baa1
Baa3
Baa1
Baa3
Baa2
Baa1
Ccy
Coupon
%
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
2.000
2.625
1.850
3.875
3.125
4.250
4.250
5.000
2.400
2.750
4.250
3.000
5.250
4.664
2.050
7.000
4.000
3.000
4.250
4.125
3.125
2.500
4.125
5.125
4.750
4.125
4.250
3.050
3.250
3.875
4.375
3.125
4.600
4.625
1.700
3.125
2.750
4.875
2.400
3.500
2.000
1.875
3.400
3.300
5.050
2.700
2.950
3.600
2.450
Freq.
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
A
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
Name
Tesco Plc
Hewlett-Packard Co
Sabmiller Holdings Inc
Ford Motor Credit Co Llc
Italy Gov'T Int Bond
Xerox Corporation
Arcelormittal
Nomura Holdings Inc
Vivendi Sa
Arcelormittal
C
Santander Holdings Usa
Telecom Italia Capital
Bbva Us Senior Sa Uniper
Fortescue Resources
Incitec Pivot Ltd
Eastman Chemical Co
Bombardier Inc
Crh America Inc
Intesa Sanpaolo Spa
Nomura Holdings Inc
Hypothekenbank Fra Lux
Italy Gov'T Int Bond
Mondelez International
Arcelormittal
Noble Holding Intl Ltd
Harley-Davidson Finl Ser
Banque Psa Finance
Rci Banque Sa
Express Scripts Holding
General Motors Finl Co
Republic Of Iceland
Devon Energy Corporation
Lorillard Tobacco Co
Hj Heinz Co
Kellogg Co
Safeway Inc
Hewlett-Packard Co
Transocean Inc
Tesco Plc
Pernod-Ricard Sa
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Maturity
Modified
Duration
Ind. Ask
Price %
05.12.14
09.12.14
15.01.15
15.01.15
26.01.15
15.02.15
25.02.15
04.03.15
10.04.15
15.05.15
05.08.15
24.09.15
01.10.15
09.10.15
23.10.15
01.11.15
07.12.15
15.12.15
15.01.16
15.01.16
15.01.16
15.01.16
19.01.16
21.01.16
25.01.16
09.02.16
01.03.16
01.03.16
15.03.16
15.03.16
04.04.16
11.04.16
12.04.16
19.04.16
09.05.16
15.05.16
15.05.16
16.06.16
15.07.16
04.08.16
12.09.16
17.11.16
01.12.16
09.12.16
15.12.16
05.01.17
15.01.17
15.01.17
15.01.17
1.2
1.2
1.3
1.3
1.4
1.4
1.4
1.5
1.6
1.6
1.8
1.9
1.9
2.0
2.1
1.1
2.1
2.2
2.2
2.2
2.2
2.3
2.3
2.2
2.3
2.3
2.4
2.4
1.5
2.4
2.4
2.5
2.4
2.4
2.6
2.6
2.6
2.6
2.7
2.8
2.9
3.1
3.0
3.1
3.0
3.2
3.2
3.1
3.2
101.47
102.09
101.48
103.57
102.72
104.50
103.55
105.32
101.97
102.17
103.70
103.06
105.20
103.51
100.04
103.40
104.44
104.25
103.95
104.98
99.94
101.45
106.39
105.85
106.50
107.08
103.16
103.03
101.03
106.01
102.96
104.28
105.20
104.78
99.52
104.07
100.38
104.94
102.88
104.72
99.90
101.91
105.40
104.32
109.62
102.08
103.05
101.65
101.87
0.81
0.95
0.75
1.22
1.15
1.10
1.80
1.40
1.15
1.45
2.27
1.48
2.65
2.92
2.03
5.31
1.98
1.10
2.52
1.96
3.15
1.87
1.38
2.55
1.95
1.16
2.93
1.80
2.83
1.45
3.17
1.44
2.52
2.72
1.89
1.58
2.60
3.01
1.37
1.83
2.03
1.26
1.68
1.93
2.00
2.05
2.01
3.08
1.87
62
76
53
100
92
86
154
114
86
113
189
103
222
248
157
379
147
59
197
141
260
132
83
198
139
58
233
120
229
83
253
80
188
207
121
90
192
229
63
106
122
37
77
101
108
111
105
212
92
United Kingdom
USA
United Kingdom
USA
Italy
USA
Luxembourg
Japan
France
USA
Luxembourg
Spain
Italy
Spain
Switzerland
Australia
Australia
USA
Canada
Ireland
Italy
USA
Japan
Germany
Italy
USA
Luxembourg
USA
USA
USA
France
Germany
France
Spain
USA
USA
USA
Iceland
USA
USA
USA
USA
USA
USA
USA
United Kingdom
France
Switzerland
United Kingdom
Consumer
TMT
Consumer
Financial
Government
TMT
Basic Materials
Financial
TMT
Financial
Basic Materials
Financial
TMT
Financial
Basic Materials
Basic Materials
Basic Materials
Basic Materials
Industrial
Industrial
Financial
Financial
Financial
Financial
Government
Consumer
Basic Materials
Energy
Energy
Financial
Financial
TMT
Financial
Financial
Financial
Consumer
Financial
Government
Energy
Consumer
Consumer
Consumer
Consumer
TMT
Energy
Consumer
Consumer
Basic Materials
Consumer
02-Sep-13
LOW-INVESTMENT
GRADE/HIGH
CRNCY
CPN_FREQ
ISIN
Number
US345397VX89
US03938LAW46
USU84691AC56
US98310WAH16
US423074AN32
USN27915AA03
US65504LAH06
USU24652AB27
US984121CF83
USQ3919KAE12
US92553PAG72
USG03762CF96
USF2020UAD12
USU7185PAD51
US25179MAM55
USU5009CAA81
US345397WD17
USU37047AB07
US50540RAK86
USL2967VCY94
US428236BW26
USG03762CG79
USN39427AN46
US52206BAA61
USC98874AN76
USF1754PAC89
US855030AL63
US46115HAJ68
US34540UAA79
USG01304AA50
USQ3919KAB72
US878742AX37
XS0328781728
USL97437AE47
XS0895794658
USC10602AN70
USF48957AB45
USQ0560UAC10
US472319AK86
USU37047AD62
US52206BAB45
XS0934113076
US487836BE77
US03938LAF13
USU37047AA24
XS0938043766
US80282KAC09
USU31434AA85
US165167CH82
Valoren
14'904'021
18'067'701
18'083'909
18'083'896
18'094'730
18'094'937
14'963'759
14'871'822
18'154'509
18'193'878
12'764'371
18'297'399
12'888'576
18'146'474
18'564'297
18'737'792
18'794'613
19'277'597
19'327'583
3'415'941
18'146'456
19'624'992
19'736'408
19'837'877
19'871'660
18'352'946
20'412'553
20'413'078
20'423'854
12'396'754
12'168'972
19'170'344
3'522'477
12'052'060
20'776'808
11'143'933
21'034'552
12'816'752
12'862'070
21'358'926
21'358'720
21'433'236
13'047'495
4'673'455
13'106'720
21'524'884
22'203'011
13'831'077
14'998'553
Min./ Incr.
Trad. Unit
200000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
150000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
200000 / 1000
150000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
200000 / 1000
1000
1000
100000 / 1000
2000 / 1000
200000 / 1000
2000 / 1000
200000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
200000 / 1000
200000 / 1000
150000 / 1000
2000 / 1000
2000 / 1000
100000 / 1000
200000 / 1000
500000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
5000 / 1000
2000 / 1000
200000 / 1000
200000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
200000 / 1000
2000 / 1000
2000 / 1000
1000
Rating Rating
S & P Moody's
BB+
BB+
BBBBBBBBBB+
BBB+
BBB+
BBBB+
BBB
BBB
CCC+
BBB
BBB+
BBB
BB+
BBBBB
BBB
BBB+
BBB
BBB+
BBB+
BBB
BBB
BBB
BBB
BB+
B
B+
BBB
BB+
BBBBBBB
BBB
BBBBBB
BBBBB+
Baa3
Ba1
B1
Baa3
B2
Baa1
Baa2
Baa1
Baa2
B1
Baa2
Baa2
Caa2
Baa1
Baa1
Baa2
Baa3
Ba3
Baa2
Baa2
Baa1
Baa2
Baa1
Baa2
Baa2
Baa2
Baa2
Baa2
Baa3
B2
B1
Baa2
Ba1
Ba3
Baa3
Ba2
Baa3
Baa2
Baa3
Ba3
Baa2
BBB+
BB+
BBBBBBBB
BB+
BB-
Baa1
Ba1
Ba3
Baa2
Baa2
Ba2
WR
Ccy
Coupon
%
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
4.250
5.000
9.125
2.950
1.500
2.250
2.500
2.700
2.950
6.000
3.500
2.625
8.500
2.950
1.875
2.250
3.000
4.750
2.200
6.250
2.600
2.625
1.400
3.000
2.700
3.450
2.750
3.875
2.375
7.875
6.875
2.500
6.000
7.250
4.000
7.500
3.500
5.000
5.125
3.250
2.500
5.875
3.250
6.125
6.750
3.875
3.450
6.500
6.775
Freq.
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
A
S
S
S
S
S
S
S
S
S
S
S
S
S
S
Name
Arcelormittal
Sprint Communications
Wyndham Worldwide
Hj Heinz Co
Harley-Davidson Finl Ser
Xerox Corporation
Fmg Resources Aug 2006
Viacom Inc
Cma Cgm
Phillips 66
Kraft Foods Group Inc
Lab Corp Of Amer Hldgs
Hewlett-Packard Co
Heineken Nv
Vivendi Sa
Staples Inc
Intesa Sanpaolo Spa
Aguila (Swissport)
Teck Resources Limited
Edp Finance Bv
Kingdom Of Spain
Bombardier Inc
Rci Banque Sa
Asciano Finance
Jefferies Group Llc
Gunvor Group Ltd
Kellogg Co
Arcelormittal
African Export-Import Ba
Fresenius Med Care Us
Maturity
03.02.17
25.02.17
01.03.17
01.03.17
01.03.17
06.03.17
15.03.17
15.03.17
15.03.17
01.04.17
01.04.17
03.04.17
15.04.17
01.05.17
15.05.17
05.06.17
12.06.17
15.08.17
23.08.17
15.09.17
15.09.17
27.09.17
01.10.17
23.10.17
25.10.17
12.01.18
12.01.18
16.01.18
16.01.18
31.01.18
01.02.18
01.02.18
02.02.18
15.02.18
06.03.18
15.03.18
03.04.18
07.04.18
13.04.18
15.05.18
16.05.18
21.05.18
21.05.18
01.06.18
01.06.18
04.06.18
27.08.18
15.09.18
15.03.19
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Modified
Duration
Ind. Ask
Price %
3.2
3.2
3.0
3.2
3.4
3.3
3.3
3.3
3.3
2.3
3.3
3.3
2.9
3.4
3.5
3.6
3.5
3.6
3.8
3.5
3.8
3.8
3.9
3.8
3.8
4.0
4.0
3.9
4.1
2.2
3.0
4.1
3.8
2.8
4.0
3.7
4.1
4.0
4.0
4.3
4.3
4.0
4.3
4.0
4.0
4.2
4.5
4.2
105.60
103.10
115.38
101.71
95.85
100.96
100.50
100.60
102.71
101.13
104.21
97.79
94.25
103.26
99.05
101.62
101.24
104.10
99.70
109.92
100.46
96.86
97.72
99.58
97.75
101.25
100.81
98.20
98.22
105.45
102.38
97.13
104.52
101.50
100.31
111.25
100.03
106.09
106.68
98.00
96.22
98.42
105.61
104.20
112.38
97.63
101.43
109.38
2.53
4.03
4.33
2.44
2.76
1.96
2.35
2.52
2.15
5.65
2.27
3.28
10.45
2.02
2.14
1.80
2.65
3.62
2.28
3.58
2.48
3.46
1.99
3.11
3.28
3.14
2.55
4.33
2.81
6.43
6.25
3.20
4.85
6.85
3.92
4.71
3.49
3.55
3.54
3.72
3.38
6.27
2.00
5.11
3.87
4.43
3.14
4.40
155
303
332
145
175
95
133
150
112
489
122
224
938
94
105
68
152
242
107
235
124
221
73
183
200
177
121
295
143
560
511
181
345
583
245
327
202
208
206
220
186
474
47
358
233
289
150
275
USA
Financial
Luxembourg
Basic Materials
Japan
TMT
USA
Consumer
USA
Consumer
Germany
TMT
USA
Energy
USA
Financial
USA
TMT
Australia
Basic Materials
USA
TMT
United Kingdom
Basic Materials
France
Transportation
USA
Energy
USA
Energy
USA
Consumer
USA
Financial
USA
Financial
USA
Consumer
Italy
Utilities
USA
TMT
United Kingdom
Basic Materials
Netherlands
Consumer
Netherlands
Financial
Switzerland
Basic Materials
France
TMT
USA
Consumer
Italy
Financial
USA
Financial
France
Industrial
Australia
Basic Materials
Canada
Basic Materials
Portugal
Utilities
Italy
TMT
Spain
Government
Canada
Industrial
France
Financial
Australia
Transportation
USA
Financial
USA
Financial
Netherlands
Financial
Switzerland
Energy
USA
Consumer
Luxembourg
Basic Materials
USA
Financial
SNAT
Spain
Financial
Germany
Consumer
USA
Energy
02-Sep-13
LOW-INVESTMENT
GRADE/HIGH
CRNCY
CPN_FREQ
ISIN
Number
USG01283AF01
US24668PAF45
US654902AB18
USU1712QAA41
USN1897AAB28
US87938WAH60
USU31434AB68
USG4721SAQ42
XS0454935395
USL2967VEC56
USU53538AE15
USF75549AA77
XS0455643394
USG77636AA91
USU84691AD30
USJ75963AU23
USL97437AH77
XS0921332069
USF75549AC34
US03938LAQ77
US013817AU59
US615369AA32
USG03762CE22
US428236BF92
US487836BD94
US12626PAL76
US902133AK37
USG9372GAC27
US277432AK65
US345397VR12
USU31433AA03
US502413BA45
US03938LAU89
US65504LAF40
US925524BG48
US887317AK12
USF7061BAK64
US02209SAL79
USN77608AD49
USU0684TAA44
US13342BAE56
USU1712QAB24
US165167CK12
US25179MAK99
US345397VU41
US448579AD49
US29265NAS71
US423074AM58
US26441CAF23
Valoren
18'112'583
18'352'771
10'162'839
13'074'715
18'581'942
10'295'953
14'789'195
10'541'826
10'584'870
10'632'784
18'098'789
18'265'310
10'608'853
14'828'551
18'083'912
21'226'221
21'235'631
21'453'214
21'006'970
11'599'693
11'575'522
11'651'932
11'781'983
12'097'353
12'149'163
12'103'631
12'193'386
12'580'816
12'112'214
12'449'668
12'412'477
12'449'669
12'600'855
12'433'223
12'507'324
12'791'852
12'829'698
12'963'095
21'256'132
13'091'849
13'101'156
13'074'716
20'987'251
13'325'585
13'468'935
13'527'852
13'505'919
13'818'592
13'692'748
Min./ Incr.
Trad. Unit
200000 / 1000
2000 / 1000
2000 / 1000
200000 / 1000
200000 / 1000
1000
2000 / 1000
75000 / 1000
100000 / 1000
100000 / 1000
1000
200000 / 1000
2000 / 1000
200000 / 1000
2000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
100000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
200000 / 1000
2000 / 1000
200000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
150000 / 1000
2000 / 1000
200000 / 1000
2000 / 1000
2000 / 1000
200000 / 1000
2000 / 1000
2000 / 1000
200000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
Rating Rating
S & P Moody's
B+
BBBB+
B
B+
BBB
BB+
BBB
BB+
BBB
B
BB
BBB
BB
BB+
BB+
BBBB
BB+
BBBBBB+
BBB
BBB+
BBB+
BBB+
BBB+
BBBBB
BB+
BB+
BBBBB+
BBB+
BBB
BBB
BBBBBB
B+
BBB
BBB+
B
BBBBB+
BB+
BBB
BBB
BBBBB
Baa3
B1
B1
B1
Baa2
Ba2
Baa1
Ba1
Baa2
B2
Ba3
Baa2
Ba2
Ba2
Ba1
Ba3
Ba2
Ba3
Ba1
Ba1
Baa2
Baa1
Baa1
Baa2
Baa2
Ba3
Baa2
Baa3
Ba2
Baa3
Ba1
Baa2
Baa2
Baa2
Baa3
Baa1
Ba3
Baa2
Baa1
B1
Ba3
Baa1
Baa3
Baa2
Baa3
B2
Baa2
Ccy
Coupon
%
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
10.250
4.125
5.375
8.000
6.875
5.877
5.625
5.000
4.900
5.125
6.250
6.125
6.000
8.750
7.000
4.500
6.500
4.750
5.250
5.750
6.150
5.500
4.450
3.750
4.000
5.750
4.875
5.250
4.500
5.750
5.750
4.950
6.000
4.625
4.500
4.750
5.750
4.750
4.750
4.400
4.500
8.250
5.375
4.000
5.875
5.375
4.625
3.125
3.550
Freq.
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
Name
Afren Plc
Delhaize Group
Nokia Corp
Chrysler Gp/Cg Co-Issuer
Carlson Wagonlit Bv
Fresenius Med Care Ii
Edp Finance Bv
Linn Energy Llc/Fin Corp
Rexel Sa
Holcim Us Finance Sarl &
Sable Intl Finance Ltd
Sprint Communications
Softbank Corp
Millicom Intl Cellular
Rexel Sa
Arcelormittal
Alcoa Inc
Moody'S Corporation
Hewlett-Packard Co
Kellogg Co
Crh America Inc
Tyco Electronics Group S
Virgin Media Secured Fin
Eastman Chemical Co
Fresenius Med Care Us
L-3 Communications Corp
Arcelormittal
Viacom Inc
Time Warner Inc
Pernod-Ricard Sa
Altria Group Inc
Barrick Na Finance Llc
Cameron Intl Corp
Chrysler Gp/Cg Co-Issuer
Hyatt Hotels Corps
Energen Corp
Hj Heinz Co
Duke Energy Corp
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Maturity
Modified
Duration
Ind. Ask
Price %
08.04.19
10.04.19
15.05.19
15.06.19
15.06.19
15.07.19
31.07.19
11.09.19
01.10.19
07.10.19
01.11.19
15.12.19
30.12.19
01.02.20
01.03.20
15.04.20
30.04.20
22.05.20
15.06.20
05.08.20
15.08.20
01.09.20
27.09.20
01.12.20
15.12.20
15.01.21
15.01.21
15.01.21
15.01.21
01.02.21
15.02.21
15.02.21
01.03.21
01.03.21
01.03.21
29.03.21
07.04.21
05.05.21
15.05.21
30.05.21
01.06.21
15.06.21
15.06.21
15.07.21
02.08.21
15.08.21
01.09.21
12.09.21
15.09.21
2.2
4.9
4.7
1.6
4.0
4.9
5.0
5.1
5.1
5.1
4.9
3.7
5.3
2.2
5.2
5.5
4.6
5.6
5.5
5.6
5.6
5.8
5.9
6.2
6.3
6.0
6.1
6.0
6.0
6.0
6.0
6.0
5.9
6.3
6.4
6.2
6.1
6.3
6.2
6.3
6.3
4.5
4.8
6.5
6.3
6.3
6.6
6.8
6.8
114.58
103.21
96.12
109.13
102.50
107.88
105.50
105.40
99.43
102.68
92.60
102.56
113.81
113.62
108.50
96.08
101.35
97.13
99.90
100.75
107.19
109.19
99.59
96.77
104.73
108.34
104.93
97.88
103.66
109.72
106.51
104.72
99.13
103.13
105.72
106.40
112.71
106.47
95.00
93.79
106.31
106.75
100.42
102.35
109.91
106.51
98.00
88.50
99.90
7.05
3.49
6.19
6.10
6.35
4.34
4.55
3.98
5.01
4.61
7.78
5.63
3.54
6.14
5.43
5.21
6.25
5.26
5.26
5.62
4.91
3.98
4.52
4.27
3.26
4.41
4.09
5.61
3.92
4.21
4.70
4.20
6.15
4.14
3.62
3.77
3.81
3.77
5.56
5.39
3.56
7.10
5.30
3.65
4.38
4.39
4.93
4.87
3.56
531
166
434
442
471
243
263
203
304
264
579
410
149
389
333
307
437
310
308
339
268
173
225
198
96
209
177
329
163
188
237
190
381
179
128
142
145
140
318
301
119
493
340
128
196
199
250
244
113
United Kingdom
Belgium
Finland
Italy
Netherlands
Spain
Germany
Spain
Portugal
Italy
USA
France
Switzerland
United Kingdom
Japan
Japan
Italy
Luxembourg
France
Luxembourg
USA
USA
United Kingdom
USA
USA
Ireland
Switzerland
United Kingdom
USA
USA
Germany
USA
Luxembourg
USA
USA
USA
France
USA
Germany
Canada
USA
Italy
USA
USA
USA
USA
USA
USA
USA
Energy
Consumer
TMT
Automaker
Consumer
TMT
Consumer
Utilities
Utilities
Utilities
Energy
Industrial
Industrial
TMT
TMT
TMT
TMT
TMT
Industrial
Basic Materials
Basic Materials
Consumer
Basic Materials
TMT
Consumer
Industrial
Industrial
TMT
Basic Materials
Financial
Consumer
Industrial
Basic Materials
Energy
TMT
TMT
Consumer
Consumer
Automaker
Basic Materials
Energy
Automaker
Energy
Energy
Financial
Consumer
Energy
Consumer
Utilities
02-Sep-13
LOW-INVESTMENT
GRADE/HIGH
CRNCY
CPN_FREQ
ISIN
Number
US988498AH48
USQ66511AA69
USC98874AH09
US260543CF88
US786514BU22
US428236BV43
US893830BB42
USF7061BAL48
USU7787RAA96
US887317AN50
US651290AP34
USU31434AC42
US92769VAD10
US460146CG68
US03938LAX29
US98310WAJ71
US423074AP89
US494550BJ49
USC10602AR84
us912909ag34
US316773CL24
US65504LAJ61
USQ3919KAF86
USC03420AD51
USN39427AK07
USU7185PAA13
USF1754PAD62
US053332AM44
USG6964QAA43
USX34650AA31
US25179MAP86
US620076BB42
USU5009CAC48
US92553PAM41
USF7061BAN04
US40414LAG41
US31428XAS53
US31620RAF29
US92936MAC10
US345397WF64
USG03762CH52
USG82401AH63
USC98874AM93
USQ55038AA33
US444859BA90
US855030AM47
USC10602AW79
US878742AY10
US494550BM77
Valoren
13'692'741
14'287'397
14'269'752
14'281'739
14'452'928
14'493'089
14'452'834
14'169'940
14'730'690
14'093'651
13'984'888
14'795'480
19'920'638
14'297'433
18'067'687
18'083'897
18'094'830
13'517'077
18'127'276
18'171'471
18'119'100
14'963'765
18'193'875
18'329'813
18'329'822
18'146'471
18'352'953
18'433'502
18'525'241
18'541'003
18'564'296
18'574'971
18'738'192
18'794'190
14'693'231
19'088'575
19'128'337
19'336'415
19'433'485
19'625'043
19'625'009
19'755'346
19'871'655
19'976'255
20'197'809
20'412'574
20'434'637
17'170'349
19'246'383
Min./ Incr.
Trad. Unit
2000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
1000
150000 / 1000
200000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
200000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
1000
2000 / 1000
1000
2000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
200000 / 1000
100000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
150000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
1000
200000 / 1000
200000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
1000
Rating Rating
S & P Moody's
BBB
BBBBBB
BBB
BBB
BBB+
BBBBBBBBB+
BBB
BBBBB+
B
BBB
BB+
BBBBBBBB
BB
BBBBB
BBB+
B+
BBB
BBB+
BBB
BBB
BBB
BBB+
BBBBBB+
BBB
BBB
BBB
BBBBBB+
BBB
BBBBBB
BB+
BBB
BBB+
BBB
BBBBBB+
BBB
BB
BBB
BBB
Baa3
Baa3
Baa2
Baa2
Baa3
Baa1
Baa3
Baa3
Baa1
Baa2
Ba1
Ba2
B2
Baa3
Ba1
Baa3
B2
Baa2
Ba2
B1
Baa1
Baa2
B1
Baa2
Baa1
Baa1
Baa2
Baa2
Baa1
Baa3
Baa1
Baa2
Baa2
Baa2
Baa3
Baa1
Baa1
Baa3
Baa2
Baa3
Baa2
Baa2
Baa2
Baa2
Baa3
Baa2
Ba2
Baa2
Baa2
Ccy
Coupon
%
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
3.750
4.450
4.950
4.125
4.750
4.650
6.375
4.450
3.750
4.000
5.750
5.875
4.875
4.750
6.750
4.250
2.850
4.150
5.750
7.500
3.500
3.950
6.875
3.850
3.400
4.300
4.750
3.700
3.750
5.875
3.250
3.750
3.500
3.125
4.250
3.150
2.625
5.500
3.625
4.250
4.125
3.625
4.250
5.950
3.150
4.375
6.125
3.750
3.450
Freq.
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
Name
Yum! Brands Inc

Newcrest Finance Pty Ltd
Dow Chemical Co/The
Safeway Inc
Hewlett-Packard Co
Transocean Inc
Pernod-Ricard Sa
Time Warner Inc
Newfield Exploration Co
Fresenius Med Care Ii
Virgin Media Finance Plc
Intl Paper Co
Arcelormittal
Wyndham Worldwide
Hj Heinz Co
Kinder Morgan Ener Part
Bombardier Inc
Us Steel Corp
Fifth Third Bancorp
Barrick Gold Corp
Heineken Nv
Phillips 66
Vivendi Sa
Autozone Inc
Pearson Funding Four Plc
Republic Of Iceland
Motorola Solutions Inc
Viacom Inc
Pernod-Ricard Sa
Hcp Inc
Fedex Corp
Fidelity Natl Financial
Wpp Finance 2010
Smiths Group Plc
Leighton Finance Usa Pty
Humana Inc
Staples Inc
Bombardier Inc
Teck Resources Limited
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Maturity
Modified
Duration
Ind. Ask
Price %
01.11.21
15.11.21
15.11.21
15.11.21
01.12.21
09.12.21
15.12.21
15.01.22
15.01.22
15.01.22
30.01.22
31.01.22
15.02.22
15.02.22
25.02.22
01.03.22
01.03.22
01.03.22
15.03.22
15.03.22
15.03.22
15.03.22
01.04.22
01.04.22
01.04.22
01.04.22
12.04.22
15.04.22
08.05.22
11.05.22
15.05.22
15.05.22
06.06.22
15.06.22
15.07.22
01.08.22
01.08.22
01.09.22
07.09.22
20.09.22
27.09.22
12.10.22
25.10.22
13.11.22
01.12.22
12.01.23
15.01.23
01.02.23
15.02.23
6.7
6.5
6.5
6.7
6.7
6.7
6.4
6.9
7.1
7.0
6.6
6.6
6.8
6.8
6.4
7.0
7.4
7.1
6.5
4.9
7.2
7.0
6.2
7.0
7.2
7.0
6.9
7.2
7.2
6.6
7.4
7.2
7.4
7.5
7.3
7.6
7.8
7.1
7.4
7.3
7.3
7.4
7.3
6.8
7.8
7.5
7.0
7.7
7.9
100.27
85.50
97.18
101.92
102.13
98.41
110.66
100.93
100.41
100.46
100.79
105.75
94.88
105.31
103.22
98.71
95.45
99.93
98.69
101.26
98.59
97.23
99.85
88.18
96.98
101.15
100.87
97.47
96.97
102.83
95.39
95.40
98.45
93.76
101.45
92.12
91.09
105.02
94.36
99.30
93.42
90.00
91.54
97.70
92.42
97.11
99.97
90.13
94.20
3.71
6.78
5.38
3.85
4.44
4.89
4.80
4.32
3.69
3.93
5.63
5.03
5.65
4.00
6.25
4.43
3.47
4.16
5.95
7.30
3.69
4.34
6.90
5.60
3.82
4.14
4.63
4.05
4.17
5.46
3.88
4.39
3.71
3.97
4.05
4.22
3.81
4.81
4.39
4.34
5.04
5.01
5.44
6.28
4.14
4.76
6.13
5.08
4.20
129
432
291
142
196
240
231
182
119
144
312
252
313
152
374
191
95
164
342
514
117
181
436
307
128
160
208
151
161
290
132
183
114
140
146
162
122
219
178
172
241
237
280
363
149
208
345
240
151
USA
Australia
Switzerland
USA
USA
USA
USA
France
United Kingdom
USA
USA
Germany
United Kingdom
USA
Luxembourg
USA
USA
USA
Canada
USA
USA
USA
Australia
Canada
Netherlands
USA
France
USA
United Kingdom
Iceland
USA
USA
USA
USA
France
USA
USA
USA
United Kingdom
USA
United Kingdom
United Kingdom
Switzerland
Spain
USA
USA
Canada
Canada
USA
Consumer
Basic Materials
Basic Materials
Basic Materials
Consumer
TMT
Energy
Consumer
Consumer
TMT
Energy
Consumer
TMT
Basic Materials
Basic Materials
Consumer
Consumer
Energy
Industrial
Basic Materials
Financial
Energy
Basic Materials
Basic Materials
Consumer
Energy
TMT
Automaker
TMT
Government
Energy
TMT
Consumer
TMT
Consumer
REITS
Transportation
Financial
TMT
Financial
Basic Materials
Industrial
Basic Materials
Financial
Consumer
Consumer
Industrial
Basic Materials
Energy
02-Sep-13
LOW-INVESTMENT
GRADE/HIGH
CRNCY
CPN_FREQ
ISIN
Number
US620076BC25
USQ8809VAD12
USN39427AQ76
USQ0560UAD92
USU37047AE46
BE6254003252
US345397WK59
US03938LAS34
US887317AL94
US13342BAF22
US25179MAL72
US494550BK12
US887317AM77
USQ66511AB43
USC98874AJ64
US260543CE14
US893830AZ29
USF7061BAP51
USU7787RAC52
USN27915AB85
US65504LAK35
USU7185PAC78
US25179MAN39
USU5009CAB64
US31428XAT37
US494550BN50
USN39427AR59
USC98874AK38
US444859BB73
US345370CQ17
Valoren
20'801'722
19'847'312
19'736'388
14'345'676
21'359'057
21'569'139
22'057'609
12'600'857
12'791'853
13'101'177
13'325'586
13'517'079
14'093'647
14'287'401
14'269'124
14'281'733
14'452'930
14'693'233
14'726'655
18'094'944
14'963'755
18'127'300
18'564'303
18'737'590
19'128'446
19'246'406
19'736'402
19'871'510
20'197'821
20'384'167
Min./ Incr.
Trad. Unit
2000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
200000 / 1000
200000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
1000
2000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
1000
150000 / 1000
200000 / 1000
150000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
1000
2000 / 1000
2000 / 1000
2000 / 1000
2000 / 1000
Rating Rating
S & P Moody's
BBB
BBB
BBB+
BBBBBBB+
BB+
BB+
BBB
BBB+
BBB+
BBB
BBB
BBBBBB
BBB
BBBBBBBBB+
BBB+
BBB+
BBB
BBB+
BBB
BBB
BBB
BBB+
BBB
BBB+
BB+
Baa2
Baa2
Baa1
Baa2
Ba3
Ba1
Baa3
Ba1
Baa2
Baa1
Baa1
Baa2
Baa2
Baa3
Baa2
Baa2
Baa3
Baa3
Baa1
Baa1
Baa2
Baa1
Baa1
Baa2
Baa1
Baa2
Baa1
Baa2
Baa3
Baa3
Ccy
Coupon
%
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
3.500
3.900
2.750
6.000
4.250
5.500
4.375
7.250
6.250
5.950
5.600
5.625
5.375
5.750
6.000
5.250
7.350
5.500
4.950
4.875
5.250
5.875
4.750
5.000
3.875
5.000
4.000
5.550
4.625
4.750
Freq.
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
Name
Sydney Airport Finance
Heineken Nv
Asciano Finance
Barry Callebaut Svcs Nv
Arcelormittal
Time Warner Inc
Cameron Intl Corp
Time Warner Inc
Newcrest Finance Pty Ltd
Dow Chemical Co/The
Transocean Inc
Pernod-Ricard Sa
Phillips 66
Fedex Corp
Heineken Nv
Humana Inc
Ford Motor Company
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Maturity
Modified
Duration
Ind. Ask
Price %
01.03.23
22.03.23
01.04.23
07.04.23
15.05.23
15.06.23
06.08.23
01.03.41
29.03.41
01.06.41
15.07.41
01.09.41
15.10.41
15.11.41
15.11.41
15.11.41
15.12.41
15.01.42
15.01.42
06.03.42
15.03.42
01.05.42
15.05.42
04.06.42
01.08.42
15.08.42
01.10.42
25.10.42
01.12.42
15.01.43
7.9
7.7
8.2
7.1
7.7
7.4
7.9
11.3
13.4
14.0
14.2
14.2
14.1
12.2
12.7
14.3
12.7
14.3
14.9
14.7
13.8
13.9
14.8
15.0
16.2
14.7
15.5
12.6
15.0
14.9
93.36
94.91
91.18
104.78
93.49
102.53
97.86
92.10
110.61
113.23
105.38
103.09
100.36
81.82
92.00
100.81
115.34
102.33
97.60
96.27
92.52
105.77
92.71
99.74
85.16
94.15
82.92
82.05
90.15
89.55
4.36
4.56
3.86
5.35
5.11
5.17
4.65
7.96
5.50
5.06
5.23
5.41
5.35
7.28
6.63
5.19
6.19
5.34
5.11
5.13
5.79
5.47
5.24
5.02
4.83
5.40
5.14
7.00
5.29
5.47
166
185
114
264
237
241
187
437
191
147
165
180
173
366
301
160
257
171
148
149
215
183
160
137
118
175
148
334
162
180
USA
Australia
Netherlands
Australia
USA
Switzerland
USA
Luxembourg
USA
USA
USA
USA
USA
Australia
Switzerland
USA
USA
France
United Kingdom
Germany
USA
USA
USA
USA
USA
USA
Netherlands
Switzerland
USA
USA
TMT
Industrial
Consumer
Transportation
Financial
Consumer
Financial
Basic Materials
TMT
Energy
Energy
Energy
TMT
Basic Materials
Basic Materials
Basic Materials
Energy
Consumer
Consumer
TMT
Energy
Energy
Energy
Consumer
Transportation
Energy
Consumer
Basic Materials
Consumer
Automaker
02-Sep-13
HIGH
GROWTH
MARKETS BOND SELECTION
CRNCY
CPN_FREQ
ISIN
Number
Valoren
Min./ Incr.
Trad. Unit
Rating Rating
S & P Moody's
Ccy
Coupon
%
5.375
5.000
4.500
4.500
4.500
4.750
A
S
S
S
S
A
Freq.
Name
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Maturity
Modified
Duration
Ind. Ask
Price %
29.06.15
27.07.15
25.09.15
09.10.15
16.05.17
17.11.17
1.7
1.8
1.9
1.9
3.3
3.6
102.20
101.93
101.14
100.77
99.54
100.71
4.09
3.93
3.92
4.11
4.64
4.56
152
139
134
152
167
141
Korea
Korea
Korea
Korea
Korea
Korea
Financial
Financial
Energy
Financial
Financial
TMT
XS0796804432
AU3CB0197085
AU3CB0199875
AU0000SHBHA1
AU3CB0208619
XS0876184390
18'877'291
19'079'051
19'616'392
19'655'141
21'376'068
20'447'778
2000
1000
1000
1000
5000
2000
BBB+
A+
A+
A
BBB+
A-
NR
Aa3
A1
A1
A3
AUD
AUD
AUD
AUD
AUD
AUD
XS0775808917
18'441'614
2000
BBB
Baa1
AUD
6.125
Petroleos Mexicanos
26.04.17
3.2
103.61
5.01
199
Mexico
Energy
XS0863569298
20'198'438
200000 / 1000
BBB
Baa2
AUD
7.500
11.12.17
3.4
105.45
6.00
281
Russia
Financial
XS0935802495
21'440'149
200000 / 1000
Baa2
AUD
5.500
Turkiye Garanti Bankasi
23.05.18
3.9
93.06
7.28
396
Turkey
Financial
CH0129722499
CH0181943983
CH0132470227
12'972'249
18'194'398
13'247'022
5000
5000
5000
BBB
BBB
BBB
Baa1
Baa1
Baa2
CHF
CHF
CHF
3.125
3.250
2.750
A
A
A
Banco Santander Brasil

Banco Santander Braz Ci
Banco Nac De Desen Econo
01.12.14
12.04.16
15.12.16
1.2
2.5
3.1
102.98
103.64
103.33
0.70
1.80
1.69
85
182
162
Brazil
Brazil
Brazil
Financial
Financial
CH0106812362
10'681'236
5000
AA-
A1
CHF
2.875
Czech Republic
23.11.16
3.0
107.34
0.57
50
Czech Republic
Government
CH0123326081
CH0182096997
CH0124470995
CH0127699434
CH0148606145
CH0202406440
12'332'608
18'209'699
12'447'099
12'769'943
14'860'614
20'240'644
5000
5000
5000
5000
5000
5000
BBBBBBBBBBBBBBB-
Baa3
Baa3
Baa2
Baa3
Baa3
Baa2
CHF
CHF
CHF
CHF
CHF
CHF
3.375
3.125
3.375
3.500
3.500
2.750
A
A
A
A
A
A
Union Bank Of India

Idbi Bank Ltd/Difc Dubai
State Bank Of India
Export-Import Bk India
Rural Electrification
Icici Bank Ltd/Dubai
07.08.15
12.10.15
22.02.16
13.04.16
07.03.17
07.01.20
1.8
2.0
2.3
2.4
3.2
5.5
99.81
101.23
101.48
102.56
100.69
91.68
3.48
2.52
2.74
2.47
3.28
4.27
357
259
278
249
317
367
India
India
India
India
India
India
Financial
Financial
Financial
Financial
Financial
Financial
CH0183365128
18'336'512
5000
A-
A3
CHF
1.500
Teva Pharm Fin V Bv
25.10.18
4.9
102.21
1.06
71
Israel
Consumer
CH0116863694
CH0117725124
CH0114511394
CH0196924010
CH0181915718
CH0129638372
CH0138773251
CH0187696114
CH0143421169
CH0148059923
CH0149710771
CH0186130446
CH0217986378
CH0215076313
CH0138775876
11'686'369
11'772'512
11'451'139
19'692'401
18'191'571
12'963'837
13'877'325
18'769'611
14'342'116
14'805'992
14'971'077
18'613'044
21'798'637
21'507'631
13'877'587
5000
5000
5000
5000
5000
5000
5000
5000
5000
5000
5000
5000
5000
5000
5000
A
BBB+
BBB+
Aa3
Baa1
Baa1
Aa3
Aa3
Baa1
A1
Baa2
A1
Baa1
A1
A3
A1
A1
A1
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
1.750
2.250
3.000
0.522
1.500
3.000
2.000
2.000
2.125
2.500
1.875
1.750
1.625
1.625
2.875
A
A
A
Q
A
A
A
A
A
A
A
A
A
A
A
Korea Development Bank

Hyundai Capital Services
Korea Finance Corp
Korea Gas Corp
Lg Electronics Inc
Korea Land & Housing Cor
Korea National Oil Corp
Sk Telecom Co Ltd
Korea Western Power Co
Korea Gas Corp
01.10.14
15.10.14
16.07.15
29.10.15
23.05.16
27.05.16
11.10.16
02.12.16
12.12.16
15.02.17
08.03.17
12.06.17
29.11.18
26.03.19
11.10.19
1.1
1.1
1.8
0.2
2.7
2.6
3.0
3.1
3.1
3.3
3.4
3.6
5.0
5.2
5.5
101.73
102.12
104.51
101.06
102.63
106.28
103.80
102.86
104.03
105.10
103.26
103.35
101.33
100.48
110.09
0.14
0.33
0.56
0.03
0.52
0.67
0.75
1.10
0.87
0.99
0.93
0.84
1.36
1.53
1.15
26
46
66
53
67
71
103
80
89
81
69
96
108
59
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Financial
Financial
Financial
Financial
Financial
Financial
Energy
Industrial
Financial
Energy
TMT
Energy
Utilities
Energy
CH0198380237
19'838'023
5000
Baa2
CHF
2.750
Gic Funding Limited
16.11.15
2.1
101.84
1.89
195
Kuwait
Financial
CH0196124355
19'612'435
5000
BBB
CHF
2.000
Republic Of Lithuania
11.04.18
4.3
100.52
1.88
159
Lithuania
Government
CH0105654088
CH0111182108
CH0137501174
10'565'408
11'118'210
13'750'117
5000
5000
5000
BBB
CHF
CHF
CHF
3.500
2.250
2.000
A
A
A
Petroleos Mexicanos
America Movil Sab De Cv
13.10.14
07.04.15
27.12.17
1.1
1.6
4.1
103.43
102.88
103.99
0.39
0.43
1.05
52
55
81
Mexico
Mexico
Mexico
Energy
TMT
TMT
A
BBB+
A+
BBBBBB+
A+
AA+
A+
Baa1
A2

Export-Import Bk Korea
Korea Gas Corp
Shinhan Bank
Sk Telecom Co Ltd
DUR ADJ ASK
02-Sep-13
HIGH
GROWTH
CRNCY
CPN_FREQ
ISIN
Number
Valoren
Min./ Incr.
Trad. Unit
Rating Rating
S & P Moody's
Ccy
Coupon
%
Freq.
Name
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Maturity
Modified
Duration
Ind. Ask
Price %
CH0181646883
18'164'688
5000
BBB
Baa1
CHF
2.500
Petroleos Mexicanos
10.04.19
5.2
103.97
1.75
128
Mexico
Energy
CH0104007692
CH0192720842
CH0124656056
CH0184250261
CH0030644030
10'400'769
19'272'084
12'465'605
18'425'026
3'064'403
5000
5000
5000
5000
5000
AAAA-
A2
A2
A2
A2
A2
CHF
CHF
CHF
CHF
CHF
3.000
2.536
2.750
2.250
3.250
A
A
A
A
A
Republic Of Poland
Pko Fin Ab (Pko Bank Pl)
Republic Of Poland
Republic Of Poland
Republic Of Poland
23.09.14
21.12.15
25.02.16
15.05.18
15.05.19
1.0
2.2
2.4
4.4
5.2
102.98
103.49
105.33
105.28
110.15
0.16
0.99
0.57
1.09
1.38
27
105
60
79
90
Poland
Poland
Poland
Poland
Poland
Government
Financial
Government
Government
Government
CH0120169799
12'016'979
5000
A-
A1
CHF
3.000
Cbq Finance Ltd
07.12.15
2.2
104.65
0.91
96
Qatar
Financial
CH0119190228
CH0188931916
CH0190653870
CH0148606160
CH0141533403
CH0123431709
CH0193724280
CH0204477274
CH0205819433
CH0205819441
11'919'022
18'893'191
19'065'387
14'860'616
14'153'340
12'343'170
19'372'428
20'447'727
20'581'943
20'581'944
5000
5000
5000
5000
5000
5000
5000
5000
5000
5000
BBB
BBB
Baa1
Baa3
Baa3
Baa1
Baa2
NR
Baa2
Baa1
Baa1
Baa1
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
CHF
3.500
3.375
3.125
3.100
5.000
3.750
3.150
2.065
2.177
2.730
A
A
A
A
A
A
A
A
A
A
12.11.14
05.08.15
17.08.15
14.09.15
17.11.15
17.02.16
16.12.16
28.02.17
26.02.18
26.02.21
1.1
1.9
1.9
1.9
2.0
2.3
3.0
3.3
4.2
6.6
102.95
103.68
102.29
103.56
106.55
103.35
103.35
101.51
101.44
99.81
0.98
1.41
1.91
1.31
1.93
2.33
2.08
1.61
1.84
2.76
114
151
201
139
199
236
201
151
157
196
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Transportation
Transportation
CH0181379774
CH0206594498
CH0181915585
18'137'977
20'659'450
18'191'558
5000
5000
5000
A
A
A
A2
A2
A2
CHF
CHF
CHF
2.125
1.375
2.750
A
A
A
Slovak Republic
Slovak Republic
Slovak Republic
25.04.18
16.10.19
25.04.22
4.4
5.8
7.6
105.40
100.69
108.17
0.93
1.26
1.72
64
70
76
Slovakia
Slovakia
Slovakia
Government
Government
Government
CH0190227691
CH0199541308
19'022'769
19'954'130
5000
5000
Baa3
Baa3
CHF
CHF
4.750
4.000
A
A
African Bank Limited

24.07.15
09.11.16
1.8
2.9
103.04
101.93
3.07
3.35
316
329
South Africa
South Africa
Financial
Financial
CH0215572717
21'557'271
5000
BBB
Baa1
CHF
1.125
Banco Santander Brasil
26.06.15
1.8
100.43
0.88
99
Spain
Financial
CH0124757904
CH0123133297
12'475'790
12'313'329
5000
5000
A1u
CHF
CHF
3.000
3.000
A
A

First Gulf Bank
08.12.15
16.02.16
2.2
2.3
104.93
105.02
0.79
0.92
85
95
UAE
UAE
Financial
Financial
CH0119014212
11'901'421
5000
AA-
Aa3
CHF
2.625
05.11.15
2.1
104.80
0.39
46
Venezuela
XS0554792670
11'958'130
50000 / 1000
B+
B1
EUR
7.500
Republic Of Albania
04.11.15
1.9
104.75
5.11
483
Albania
Government
XS0205545840
2'047'270
NR
EUR
7.820
Republic Of Argentina
31.12.33
6.7
59.50
14.44
1254
Argentina
Government
XS0947658208
21'699'854
100000 / 1000
BBB+
Baa1
EUR
2.750
Bacardi Ltd
03.07.23
8.4
98.23
2.96
104
Bermuda
Consumer
XS0211229637
XS0580519931
XS0505532134
XS0077157575
XS0540449096
XS0569301327
XS0716979249
XS0497362748
2'053'015
12'335'953
11'250'247
654'860
11'748'059
12'162'655
14'466'782
11'148'328
1000
100000 / 1000
50000 / 1000
1
50000 / 1000
100000 / 1000
100000 / 1000
50000 / 1000
BBB
BBB
BBB
BBB
BBB
BBBBBB
A-
Baa2
Baa1
Baa3
Baa2
Baa2
Baa3
A3
Baa2
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
7.375
4.500
5.250
11.000
4.125
5.125
4.875
4.375
A
A
A
A
A
A
A
A
03.02.15
20.01.16
28.04.17
26.06.17
15.09.17
15.12.17
07.03.18
24.03.18
1.3
2.2
3.3
3.3
3.5
3.6
3.9
4.1
109.28
103.85
106.90
136.34
101.84
101.68
105.77
108.57
0.75
2.80
3.21
1.18
3.63
4.68
3.46
2.36
53
248
263
-176
294
392
263
151
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Government
Financial
Industrial
Government
TMT
Energy
Basic Materials
BBB-
BBB
BBB

Ojsc Russ Agric Bk(Rshb)
Vnesheconombank(Veb)
Rzd Capital Plc (Rzd)
Fed Republic Of Brazil

Votorantim Cimentos Sa
Telemar Norte Leste Sa
Petrobras Intl Fin Co
Vale Sa
02-Sep-13
HIGH
GROWTH
CRNCY
CPN_FREQ
ISIN
Number
Valoren
Min./ Incr.
Trad. Unit
/
/
/
/
/
Rating Rating
S & P Moody's
Ccy
Coupon
%
Freq.
Name
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Maturity
Modified
Duration
Ind. Ask
Price %
25.07.18
01.04.19
07.03.22
10.01.23
02.10.23
4.4
4.9
6.5
7.6
7.7
98.83
98.89
109.77
98.55
98.79
4.02
3.47
4.46
3.94
4.40
309
241
281
210
245
Brazil
Brazil
Brazil
Brazil
Brazil
Financial
Energy
Energy
Basic Materials
Energy
XS0955552178
XS0835886598
XS0716979595
XS0802953165
XS0835890350
21'942'319
19'655'139
14'467'033
18'979'211
19'650'394
100000
100000
100000
100000
100000
1000
1000
1000
1000
1000
BBB
BBB
BBB
ABBB
Baa1
A3
A3
Baa2
A3
EUR
EUR
EUR
EUR
EUR
3.750
3.250
5.875
3.750
4.250
A
A
A
A
A
XS0802005289
18'971'011
100000 / 1000
BBB
Baa2
EUR
4.250
Republic Of Bulgaria
09.07.17
3.5
107.25
2.26
162
Bulgaria
Government
XS0431967230
XS0309688918
XS0645940288
XS0776111188
XS0836495183
10'235'787
3'246'803
13'299'538
18'463'685
19'709'080
50000 / 1000
50000
100000 / 1000
100000 / 1000
100000 / 1000
BB+
B
BB+
B
B
Ba1
Ba2
Ba1
B2
B2
EUR
EUR
EUR
EUR
EUR
6.500
5.500
5.875
9.875
9.125
A
A
A
S
S
Croatia
Zagrebacki Holding Doo
Croatia
Agrokor D.D
Agrokor D.D
05.01.15
10.07.17
09.07.18
01.05.19
01.02.20
1.2
3.2
4.1
1.5
4.2
105.39
87.76
106.08
111.88
108.46
2.34
9.43
4.45
7.27
7.44
212
880
353
636
631
Croatia
Croatia
Croatia
Croatia
Croatia
Government
Industrial
Government
Consumer
Consumer
XS0554655505
11'942'781
1000
CCC+
Caa3
EUR
3.750
Republic Of Cyprus
01.11.15
1.8
79.92
15.36
1508
Cyprus
Government
XS0427020309
XS0641963839
XS0504814509
XS0808636244
XS0757372114
XS0783933350
XS0215153296
XS0521158500
XS0541140793
XS0458257796
XS0750894577
XS0940293763
10'158'668
13'227'489
11'242'775
21'164'109
18'150'969
19'910'010
2'096'311
11'472'275
11'731'584
10'659'463
18'040'606
21'523'188
1000
100000 / 1000
50000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
1000
50000 / 1000
1000
50000 / 1000
1000
100000 / 1000
AAB-
A1
Baa2
B3
AA-
A1
AAAAAAAAA-
A1
A2
A1
A2
A1
A2
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
4.500
4.500
7.875
4.375
3.625
5.875
4.125
4.500
3.625
5.000
3.875
3.000
A
A
S
S
A
S
A
A
A
A
A
A
05.11.14
24.06.16
01.05.18
01.05.18
15.03.19
01.11.19
18.03.20
29.06.20
14.04.21
19.10.21
24.05.22
05.06.28
1.1
2.6
3.4
4.1
4.9
5.1
5.7
5.9
6.6
6.5
7.4
11.5
104.87
107.31
70.75
101.65
107.99
107.08
114.89
113.00
109.94
116.12
111.34
92.36
0.31
1.80
17.26
3.98
2.08
4.54
1.70
2.41
2.19
2.76
2.41
3.68
11
141
1712
314
103
343
46
111
73
119
71
130
XS0956201759
21'972'864
100000 / 1000
EUR
3.875
Louis Dreyfus Commoditie
30.07.18
4.4
100.96
3.66
273
XS0223429084
XS0268587127
XS0466303194
XS0790010747
XS0790011398
2'200'618
2'713'313
10'734'853
18'737'344
18'736'559
50000
50000
50000
100000 / 1000
100000 / 1000
AAAAA-
EUR
EUR
EUR
EUR
EUR
4.125
4.625
4.750
2.500
3.625
A
A
A
A
A
Hutchison Whampoa
Hutchison Whampoa
Hutch Whampoa Finance 09
Hutchison Whampoa
Hutchison Whampoa
28.06.15
21.09.16
14.11.16
06.06.17
06.06.22
1.8
2.8
2.9
3.6
7.4
105.94
109.70
110.28
103.02
105.82
0.80
1.35
1.43
1.66
2.86
56
92
96
105
115
XS0231264275
XS0240732114
XS0503453275
XS0284810719
XS0369470397
XS0625388136
XS0212993678
2'292'291
2'404'519
11'225'320
2'900'969
4'299'393
12'979'638
2'073'738
50000 / 1000
1000
50000 / 1000
1000
1000
1000
1000
BB+
BB
BB+
BB
BB
BB
BB
Ba1
Ba1
Ba1
Ba1
EUR
EUR
EUR
EUR
EUR
EUR
EUR
3.875
3.500
5.875
4.375
5.750
6.000
3.875
A
A
A
A
A
A
A
Mol Hungarian Oil & Gas

Hungary
Mol Hungarian Oil & Gas
Hungary
Hungary
Hungary
Hungary
05.10.15
18.07.16
20.04.17
04.07.17
11.06.18
11.01.19
24.02.20
1.9
2.7
3.2
3.4
4.1
4.4
5.4
101.78
100.58
106.16
100.47
103.06
104.10
94.21
2.98
3.28
4.01
4.23
5.01
5.10
4.94
271
288
343
360
410
408
371
Hungary
Hungary
Hungary
Hungary
Hungary
Hungary
Hungary
Energy
Government
Energy
Government
Government
Government
Government
XS0563463842
12'062'747
100000 / 1000
BBB-
Baa2
EUR
4.500
State Bank India/London
30.11.15
2.0
101.78
3.65
335
India
Financial
XS0765295828
XS0864611610
18'330'008
20'228'343
100000 / 1000
100000 / 1000
ABB-
A3
B1
EUR
EUR
2.875
8.000
A
S
Teva Pharm Fin Iv Bv

Altice Financing Sa
15.04.19
15.12.19
5.1
3.6
103.82
106.96
2.14
6.62
114
546
Israel
Israel
Consumer
TMT
A3
A3
A3
A3
A3
Ba1
Banco Do Brasil
Petrobras Global Finance
Vale Sa
DUR ADJ ASK
Czech Republic
Ceske Drahy
New World Resources Nv
Ep Energy As
Ceska Exportni Banka As
Ep Energy As
Czech Republic
Cez As
Czech Republic
Cez As
Czech Republic
Cez As
Czech
Czech
Czech
Czech
Czech
Czech
Czech
Czech
Czech
Czech
Czech
Czech
Republic
Republic
Republic
Republic
Republic
Republic
Republic
Republic
Republic
Republic
Republic
Republic
France
Hong
Hong
Hong
Hong
Hong
Kong
Kong
Kong
Kong
Kong
Government
Transportation
Energy
Energy
Financial
Energy
Government
Utilities
Government
Utilities
Government
Utilities
Industrial
Industrial
Industrial
Industrial
Industrial
Industrial
02-Sep-13
HIGH
GROWTH
CRNCY
CPN_FREQ
ISIN
Number
Valoren
Min./ Incr.
Trad. Unit
Rating Rating
S & P Moody's
XS0495946070
11'127'360
50000 / 1000
A+
DE000A0DED93
1'974'400
1000
XS0189713992
1'826'285
XS0212170939
XS0327304001
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Ccy
Coupon
%
A1
EUR
4.625
State Of Israel
18.03.20
5.6
114.78
2.17
93
Israel
Government
CCC+
Caa3
EUR
10.500
Government Of Jamaica
27.10.14
1.0
104.20
6.53
633
Jamaica
Government
1000
BBB+
Baa2
EUR
4.250
Republic Of Latvia
02.04.14
0.6
102.57
-0.24
-36
Latvia
Government
2'064'332
3'495'304
1000
1000
BBB
BBB
Baa1
Baa1
EUR
EUR
3.750
4.850
A
A
10.02.16
07.02.18
2.3
3.9
105.86
108.96
1.29
2.67
95
186
Lithuania
Lithuania
Government
Government
XS0289333048
XS0197620411
XS0456477578
XS0519903743
XS0525982657
XS0473787884
XS0699618863
XS0206170390
XS0519902851
XS0954302104
XS0213101073
2'955'607
1'914'171
10'629'355
11'453'819
11'523'515
10'820'667
14'185'559
2'001'353
11'453'783
21'908'094
2'073'853
50000 / 1000
10000 / 1000
50000 / 1000
50000 / 1000
1000
50000 / 1000
100000 / 1000
1000
50000 / 1000
100000 / 1000
10000 / 1000
B
BBB
BBB
ABBB
B
ABBB
AABBB
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
4.750
6.375
5.500
3.750
4.250
9.625
4.125
5.500
4.750
3.259
5.500
A
A
A
A
A
S
A
A
A
A
A
Cemex
Pemex
Petroleos Mexicanos
United Mexican States
Cemex Finance Llc
Pemex
05.03.14
05.08.16
09.01.17
28.06.17
14.07.17
14.12.17
25.10.19
17.02.20
28.06.22
22.07.23
24.02.25
0.5
2.7
3.0
3.5
3.6
0.3
5.3
5.4
7.2
8.3
8.5
101.92
113.64
111.63
107.38
109.32
106.53
108.51
113.29
111.70
98.00
114.34
0.85
1.55
1.88
1.73
1.73
7.79
2.61
3.18
3.20
3.50
3.92
73
114
137
111
109
307
144
196
148
157
185
Mexico
Mexico
Mexico
Mexico
Mexico
Mexico
Mexico
Mexico
Mexico
Mexico
Mexico
Industrial
Energy
Energy
TMT
Government
Industrial
TMT
Government
TMT
TMT
Energy
XS0307883891
XS0546649822
3'215'994
11'822'777
50000 / 1000
50000 / 1000
BBBBBB-
Ba1u
EUR
EUR
5.375
4.500
A
A
Kingdom Of Morocco
Kingdom Of Morocco
27.06.17
05.10.20
3.4
5.8
108.90
102.54
2.87
4.08
225
273
Morocco
Morocco
Government
Government
XS0410961014
XS0429817538
XS0545031642
XS0242491230
XS0626282783
XS0746259323
XS0498285351
XS0210314299
XS0543882095
XS0282701514
XS0841073793
XS0479333311
30'614
10'199'684
11'883'245
2'422'267
13'007'315
14'965'285
11'161'760
2'044'906
11'775'466
2'875'040
19'734'902
10'910'696
1000
50000 / 1000
50000 / 1000
1000
100000 / 1000
100000 / 1000
1000
1000
1000
1000
1000
1000
ABBB
A-
A2
Baa1
A2
A2
BBBAAAAAA-
Baa2
A2
A2
A2
A2
A2
A2
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
5.875
6.000
3.733
3.625
6.000
4.000
3.750
4.200
4.000
4.500
3.375
5.250
A
A
A
A
A
A
A
A
A
A
A
A
Republic Of Poland
Tpsa Eurofinance France
Republic Of Poland
Bos Finance Ab
Pgnig Finance Ab
Republic Of Poland
Republic Of Poland
Republic Of Poland
Republic Of Poland
Republic Of Poland
Republic Of Poland
03.02.14
22.05.14
21.10.15
01.02.16
11.05.16
14.02.17
29.03.17
15.04.20
23.03.21
18.01.22
09.07.24
20.01.25
0.4
0.7
2.0
2.3
2.5
3.2
3.3
5.7
6.4
6.9
8.9
8.5
102.37
103.81
104.77
106.77
109.88
105.77
108.98
111.43
110.28
113.90
101.33
117.05
0.14
0.59
1.44
0.78
2.16
2.24
1.16
2.31
2.49
2.63
3.23
3.41
4
44
116
45
179
171
60
106
104
100
121
135
Poland
Poland
Poland
Poland
Poland
Poland
Poland
Poland
Poland
Poland
Poland
Poland
Government
Tmt
Financial
Government
Financial
Energy
Government
Government
Government
Government
Government
Government
XS0638742485
XS0371163600
XS0852474336
13'188'699
4'318'741
19'953'944
1000
1000
1000
BB+
BB+
BB+
Baa3
Baa3
Baa3
EUR
EUR
EUR
5.250
6.500
4.875
A
A
A
Romania
Romania
Romania
17.06.16
18.06.18
07.11.19
2.6
4.1
5.1
107.51
112.23
104.26
2.42
3.66
4.08
203
276
291
Romania
Romania
Romania
Government
Government
Government
XS0303583412
XS0220790934
XS0244105283
XS0271772559
XS0805582011
XS0276455937
XS0290581569
XS0327237136
3'135'789
2'166'991
2'443'733
2'746'638
19'034'447
2'800'495
2'972'473
3'495'622
50000 / 1000
50000 / 1000
50000 / 1000
50000 / 1000
100000 / 1000
50000 / 1000
50000 / 1000
50000 / 1000
BBB
BBB
BBB
BBB
BBB
BBB
BBB
BBB
Baa1
Baa1
Baa2
Baa1
Baa1
Baa1
Baa1
Baa1
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
5.364
5.875
4.250
5.064
3.755
5.136
5.440
6.605
A
A
A
A
A
A
A
A
Gazprom
Gazprom
City Of Moscow
Gazprom (Gaz Capital Sa)
Gazprom
Gazprom
Gazprom
31.10.14
01.06.15
15.02.16
20.10.16
15.03.17
22.03.17
02.11.17
13.02.18
1.1
1.7
2.3
2.8
3.2
3.2
3.6
3.8
104.73
107.27
105.06
107.65
103.33
107.73
109.26
114.00
1.20
1.59
2.10
2.49
2.75
2.81
3.03
3.17
100
135
177
204
219
225
231
235
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Energy
Energy
Financial
Energy
Energy
Energy
Energy
Baa1
Baa1
A2
Baa1
A2
Baa1
A2
A2
Baa1
Freq.
Name
Maturity
Modified
Duration
Ind. Ask
Price %
02-Sep-13
HIGH
GROWTH
CRNCY
CPN_FREQ
ISIN
Number
Valoren
Min./ Incr.
Trad. Unit
/
/
/
/
/
/
/
Rating Rating
S & P Moody's
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Ccy
Coupon
%
Baa1
EUR
EUR
EUR
EUR
EUR
EUR
EUR
3.035
2.933
3.700
3.389
3.374
4.032
4.364
A
A
A
A
A
A
A
Gazprom Neft (Gpn Capita
21.02.18
26.04.18
25.07.18
20.03.20
20.05.21
21.02.23
21.03.25
4.0
4.2
4.4
5.7
6.5
7.5
8.8
98.51
96.73
101.80
98.00
94.20
96.10
101.00
3.40
3.71
3.29
3.74
4.27
4.55
4.25
257
283
237
250
279
268
217
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Financial
Energy
Energy
Energy
Transportation
Financial
Energy
Freq.
Name
Maturity
Modified
Duration
Ind. Ask
Price %
XS0893205186
XS0922296883
XS0954912514
XS0906946008
XS0919581982
XS0893212398
XS0906949523
20'732'499
21'225'778
21'927'339
20'956'725
21'172'472
20'732'565
20'956'726
100000
100000
100000
100000
100000
100000
100000
1000
1000
1000
1000
1000
1000
1000
BBB
BBBBBB
BBB
BBB
BBB
BBB
XS0953783239
XS0541498837
21'884'366
11'744'075
200000 / 1000
50000 / 1000
BBB+
A
A1
Aa3
EUR
EUR
2.375
3.500
A
A
Spi Electricity & Gas

Optus Finance Pty Ltd
24.07.20
15.09.20
6.2
6.0
98.67
107.64
2.59
2.31
128
97
Singapore
Singapore
Utilities
TMT
XS0430015742
SK4120008301
XS0299989813
SK4120007204
XS0249239830
SK4120009044
10'201'894
14'741'853
3'089'265
11'241'560
2'499'265
20'778'079
1000
1
1000
1
1000
1
A
A
A
A
A
A
A2
A2
A2
A2
A2
A2
EUR
EUR
EUR
EUR
EUR
EUR
4.375
4.625
4.375
4.000
4.000
3.000
A
A
A
A
A
A
Slovak Republic
Slovakia Government Bond
Slovak Republic
Slovak Republic
21.01.15
19.01.17
15.05.17
27.04.20
26.03.21
28.02.23
1.3
3.1
3.4
5.8
6.5
8.1
105.46
111.67
111.83
112.35
113.92
102.66
0.39
1.08
1.08
1.99
2.00
2.68
17
57
49
73
55
81
Slovakia
Slovakia
Slovakia
Slovakia
Slovakia
Slovakia
Government
Government
Government
Government
Government
Government
SI0002102935
SI0002103065
XS0473928371
XS0292653994
SI0002103149
SI0002102984
SI0002103164
10'072'109
11'114'286
10'823'218
3'001'754
12'301'044
10'519'256
12'749'570
1000
1000
50000 / 1000
1000
1000
1000
1000
AAAAAA-
Ba1
Ba1
Ba1
Ba1
Ba1
Ba1
Ba1
EUR
EUR
EUR
EUR
EUR
EUR
EUR
4.375
2.750
4.875
4.000
4.375
4.625
5.125
A
A
A
A
A
A
A
Republika Slovenija
Republika Slovenija
Telekom Slovenije Dd
Republic Of Slovenia
Republika Slovenija
Republika Slovenija
Republika Slovenija
02.04.14
17.03.15
21.12.16
22.03.18
18.01.21
09.09.24
30.03.26
0.6
1.5
2.9
4.0
5.9
8.1
8.5
101.19
99.70
103.06
95.87
89.92
85.03
86.51
2.24
2.95
3.86
5.03
6.11
6.58
6.75
211
272
337
418
470
455
457
Slovenia
Slovenia
Slovenia
Slovenia
Slovenia
Slovenia
Slovenia
Government
Government
TMT
Government
Government
Government
Government
XS0563498632
12'063'643
50000 / 1000
AA-
Aa3
EUR
4.625
29.03.18
4.1
112.63
1.72
86
SNAT
XS0250007498
XS0596538818
XS0615932331
2'509'695
12'593'156
12'839'304
50000 / 1000
100000 / 1000
100000 / 1000
BBB
B
BB
Baa1
B2
Ba2
EUR
EUR
EUR
4.500
8.750
6.625
A
S
S
Republic Of South Africa

Foodcorp Ltd
Sappi Papier Holdng Gmbh
05.04.16
01.03.18
15.04.18
2.4
1.4
3.1
106.59
108.78
102.99
1.86
6.46
5.87
150
524
520
South Africa
South Africa
South Africa
Government
Consumer
Basic Materials
XS0953958641
21'893'158
100000 / 1000
Baa1
EUR
3.750
Spp Infrastructure Fin
18.07.20
6.0
103.38
3.19
189
South Korea
Energy
XS0222293382
2'186'420
50000 / 1000
Ba2
EUR
4.500
Banque Cent De Tunisie
22.06.20
5.6
94.48
5.49
420
Tunisia
Government National
DE000A0AU933
XS0245387450
XS0212694920
XS0285127329
XS0503454166
1'780'415
2'456'055
2'067'825
2'900'482
11'225'639
1000
50000 / 1000
2000 / 1000
50000 / 1000
50000 / 1000
NR
NR
NR
NR
NR
Baa3
Baa3
Baa3
Baa3
Baa3
EUR
EUR
EUR
EUR
EUR
6.500
5.000
5.500
5.875
5.125
A
A
A
A
A
Republic Of Turkey
Republic Of Turkey
Republic Of Turkey
Republic Of Turkey
Republic Of Turkey
10.02.14
01.03.16
16.02.17
02.04.19
18.05.20
0.4
2.3
3.1
4.6
5.5
102.63
106.52
106.63
108.65
103.64
0.41
2.27
3.42
4.10
4.48
31
193
289
305
321
Turkey
Turkey
Turkey
Turkey
Turkey
Government
Government
Government
Government
Government
XS0605558856
XS0860583912
XS0605559821
XS0860584308
12'670'229
20'129'464
12'670'404
20'129'465
100000
100000
100000
100000
AA
AA
AA
AA
Aa3
Aa3
Aa3
Aa3
EUR
EUR
EUR
EUR
4.875
2.375
5.875
3.625
A
A
A
A
Ipic Gmtn Ltd

Ipic Gmtn Ltd
Ipic Gmtn Ltd
Ipic Gmtn Ltd
14.05.16
30.05.18
14.03.21
30.05.23
2.5
4.4
6.1
8.1
109.21
101.14
117.46
101.46
1.36
2.12
3.22
3.45
99
122
178
153
UAE
UAE
UAE
UAE
Financial
Financial
Financial
Financial
XS0214851874
2'091'957
B2
EUR
7.000
Republic Of Venezuela
16.03.15
1.4
101.50
5.91
568
Venezuela
Government
/
/
/
/
1000
1000
1000
1000
1000
Baa3
Baa1
Baa1
Baa1
02-Sep-13
HIGH
GROWTH
CRNCY
CPN_FREQ
ISIN
Number
Valoren
Min./ Incr.
Trad. Unit
Rating Rating
S & P Moody's
Ccy
Coupon
%
Freq.
Name
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Maturity
Modified
Duration
Ind. Ask
Price %
14.12.26
8.6
102.98
5.92
272
Brazil
Energy
XS0718502007
14'487'382
100000 / 1000
BBB
A3
GBP
6.250
XS0627215378
13'035'848
100000 / 1000
BB
Ba3
GBP
8.125
15.05.18
0.7
108.81
5.94
356
India
Automaker
XS0430799725
XS0699618350
10'218'028
14'183'501
50000 / 1000
100000 / 1000
BBB
A-
Baa1
A2
GBP
GBP
8.250
5.000
A
A
Petroleos Mexicanos
02.06.22
27.10.26
6.4
9.2
123.07
105.14
4.93
4.47
228
132
Mexico
Mexico
Energy
TMT
XS0609017917
12'733'625
100000 / 1000
BBB
Baa1
GBP
7.487
25.03.31
9.8
110.75
6.45
311
Russia
Transportation
XS0605560084
12'671'596
100000 / 1000
AA
Aa3
GBP
6.875
Ipic Gmtn Ltd
14.03.26
8.5
121.72
4.56
145
UAE
Financial
XS0500321756
XS0546539486
US05963GAF54
USP5880CAA82
USP7873PAD89
XS0501195480
XS0270992380
USP5880CAB65
USP0092MAD58
US69783UAA97
USP3710FAJ32
XS0290125391
US040114GL81
11'186'699
11'820'571
3'355'961
2'903'480
3'090'410
11'278'981
2'765'397
11'550'117
12'193'402
11'279'022
11'900'281
3'049'374
2'045'157
100000 / 1000
100000 / 1000
100000 / 1000
2000 / 1000
2000 / 1000
1
100000 / 1000
2000 / 1000
2000
2000 / 1000
2000 / 1000
100000 / 1000
1
BB-
Caa1
Caa1
B3
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
12.500
11.750
8.500
8.500
5.875
8.750
9.375
11.500
10.750
7.875
9.750
9.625
8.280
S
S
S
S
S
S
S
S
Q
S
S
S
S
City Of Buenos Aires

Provincia De Buenos Aire
Banco Macro Sa
Irsa
Petrobras Argentina Sa
Inversiones Y Representa
Aeropuertos Argent 2000
Pan American Energy Llc
Emp Distribuidora Norte
06.04.15
05.10.15
01.02.17
02.02.17
15.05.17
02.06.17
14.09.18
20.07.20
01.12.20
07.05.21
25.10.22
18.04.28
31.12.33
1.3
1.7
2.8
2.8
3.3
2.9
3.4
4.6
3.1
5.5
4.3
5.9
6.4
101.75
90.63
91.00
93.50
107.00
78.91
73.37
97.75
96.00
100.50
54.00
65.50
58.58
11.25
17.28
11.78
10.83
3.82
16.51
17.57
11.98
12.04
7.78
21.40
15.71
15.36
1096
1684
1080
985
273
1540
1591
977
992
541
1876
1271
1232
Argentina
Argentina
Argentina
Argentina
Argentina
Argentina
Argentina
Argentina
Argentina
Argentina
Argentina
Argentina
Argentina
Financial
Reits
Energy
Government
Real Estate
Industrial
Energy
Utilities
Government
USN06537AD10
19'466'546
200000 / 1000
BBB+
USD
4.625
Government Of Aruba
14.09.23
7.7
96.03
5.14
235
Aruba
Government
XS0744126961
XS0903465127
14'926'502
20'899'844
200000 / 1000
200000 / 1000
BB+
BB+
Ba1
Ba1
USD
USD
5.450
4.750
S
S
State Oil Co Of The Azer

State Oil Co Of The Azer
09.02.17
13.03.23
3.1
7.3
105.25
91.40
3.80
5.95
282
324
Azerbaijan
Azerbaijan
Energy
Energy
XS0847495248
USP06518AE74
19'903'594
10'753'554
200000 / 1000
1000
BBB
Ba2
Baa1
USD
USD
8.250
6.950
S
S
Investcorp Sa
Commonwealth Of Bahamas
01.11.17
20.11.29
3.4
10.0
105.09
115.75
6.82
5.47
553
240
Bahamas
Bahamas
Financial
Government
XS0521476118
XS0553706135
XS0498952679
USP0763MBW03
XS0927183441
XS0956406135
11'474'602
11'928'413
11'169'680
11'190'460
21'300'422
21'982'542
100000
100000
100000
100000
200000
200000
USD
USD
USD
USD
USD
USD
5.000
4.500
5.500
7.875
4.250
6.125
S
S
S
S
S
S
30.06.15
28.10.15
31.03.20
08.04.20
01.05.20
01.08.23
1.7
2.0
5.3
4.9
5.6
7.3
103.88
101.78
98.74
100.75
91.33
97.56
2.80
3.63
5.73
7.73
5.84
6.46
245
317
361
560
369
368
Bahrain
Bahrain
Bahrain
Bahrain
Bahrain
Bahrain
Financial
Financial
Government
Financial
TMT
Government
XS0583616239
12'371'142
100000 / 1000
B-
B3
USD
8.950
Republic Of Belarus
26.01.18
3.5
91.88
11.34
995
Belarus
Government
XS0863583281
USG1035JAB47
US94707VAC46
20'197'880
11'535'732
18'335'195
200000 / 1000
100000 / 1000
2000 / 1000
BB
AABBB-
Aa3
Baa2
USD
USD
USD
5.125
5.603
4.500
S
S
S
Eurochem M & C Ojsc Via

Govt Of Bermuda
Weatherford Bermuda
12.12.17
20.07.20
15.04.22
3.7
5.7
6.9
98.26
107.36
97.24
5.59
4.35
4.90
425
214
235
Bermuda
Bermuda
Bermuda
Basic Materials
Government
Energy
US10553JAE82
USG9393BAA29
XS0603643205
1'770'248
1'772'347
12'639'094
10000 / 1000
1000
150000 / 1000
BBBBBB
USD
USD
USD
11.750
7.875
6.500
S
S
S
Braskem Sa
Votorantim Overseas Iii
Banco Bmg Sa
22.01.14
23.01.14
14.03.14
0.4
104.25
0.55
51
WR
B1
0.5
100.00
6.50
644
Brazil
Brazil
Brazil
Basic Materials
Industrial
Financial
/
/
/
/
/
/
1000
1000
1000
1000
1000
1000
BBBB
BBB-
BNR
A3
Caa1
B3
B1
Caa1
Caa1
BBB
BBB
Baa2
NR
Ba1
BBB-
DUR ADJ ASK
Bahrain Mumtalakat Hldng

Bbk
Kingdom Of Bahrain
Banco Abc-Brasil Sa
Batelco Int Fin No 1 Ltd
Kingdom Of Bahrain
02-Sep-13
HIGH
GROWTH
CRNCY
CPN_FREQ
ISIN
Number
USG6710EAC42
XS0628248915
US105756BD15
KYG1986QAA91
US71645WAJ09
USG25842AA66
US05957PAQ90
US71645WAV37
XS0494896250
NO0010640824
US05947LAG32
US05540NAA37
US05966UAB08
USP1193TAJ36
USP22854AE65
US50212TAB17
US91911TAF03
US05966UAH77
USP07785AB71
US71645WAT80
US05956QAA31
XS0591920607
US40432UAA51
US05947LAK44
US71647NAC39
USP07790AA91
USP1655PAB96
US71645WAL54
USP3058WAB39
USG5814RAA61
US05947LAN82
US105756BM14
US05958AAF57
US91911TAG85
US29081YAB20
USP18533AK80
USG61473AA59
USG24419AA47
US71645WAU53
US05966UAP93
US38045UAC45
US87484EAB74
USG77650AA01
USN54468AB49
USG2440JAE58
US12803X2A85
USG93085AA94
USG9372JAA00
USG11010AA62
Valoren
10'099'426
13'024'530
1'902'850
10'437'395
1'949'178
1'956'946
10'926'196
14'916'011
11'118'223
18'194'423
11'145'832
11'152'506
11'191'244
11'992'520
2'348'800
2'580'218
2'401'106
12'301'095
2'382'062
12'381'295
12'390'116
12'473'997
12'980'001
13'007'791
21'412'781
13'298'987
2'738'145
2'733'429
2'762'081
2'788'226
14'693'234
2'782'470
14'351'146
2'797'165
2'851'149
2'717'022
2'891'831
2'891'357
14'916'000
14'954'807
3'404'986
3'072'370
3'119'572
20'488'340
3'494'843
19'928'230
3'693'858
12'390'125
11'568'132
Min./ Incr.
Trad. Unit
100000 / 1000
200000 / 1000
1000
100000 / 1000
1000
10000 / 1000
100000 / 1000
2000 / 1000
100000 / 1000
100000 / 1
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
150000 / 1000
100000 / 1000
2000 / 1000
150000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
2000 / 1000
200000 / 1000
100000 / 1000
2000 / 1000
100000 / 1000
2000 / 1000
200000 / 1000
100000 / 1000
200000 / 1000
2000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
2000 / 1000
200000 / 1000
2000 / 1000
100000 / 1000
100000 / 1000
200000 / 1000
100000 / 1000
150000 / 1000
100000 / 1000
200000 / 1000
100000 / 1000
Rating Rating
S & P Moody's
BBBBBB
BBB
BBBBBB
BBB
BB+
BBB
BBBBB
BBB
BBB
BBB
ABBB
B
BBB
BB+
BBBBBB
BBB
BBB
BB
BBB
BB+
B
BBB
BBB
ABBB
BBBBBBBB
BBB
BBB
BBBBBB
BBBBB+
B
BB
Baa2
Baa2
Baa3
A3
Ba1
Baa1
A3
Baa1
Ba3
Baa1
Baa2
Baa2
Baa1
B1
A3
Baa2
Baa1
Baa1
A3
Baa3
Ba3
A3
B2
Baa1
Baa2
Baa1
Baa2
Baa3
B1
Baa3
A3
Baa1
B3
Baa3
B2
Baa2
Ba2
B3
Ba3
Ccy
Coupon
%
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
9.625
3.500
10.500
9.500
7.750
10.000
4.500
2.875
6.500
9.250
4.100
5.625
4.500
3.625
7.750
7.250
6.250
4.250
9.150
3.875
6.250
5.250
4.000
4.125
2.000
4.875
10.250
6.125
7.500
9.625
4.500
6.000
3.875
6.250
6.375
8.000
9.500
7.000
3.500
4.625
7.500
7.375
6.875
9.875
7.250
2.375
7.250
10.500
8.250
Freq.
S
S
S
S
S
S
S
S
S
Q
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
Name
Banco Safra Sa
Raizen Fuels Finance
Csn Islands Ix Corp
Banco Daycoval Sa
C
Osx 3 Leasing Bv
Bes Investimento Brasil
Banco Santander Bras Ci
Banco Do Nordeste Brasil
Cent Elet Brasileiras Sa
Lpg International Inc
Vale Do Rio Doce
Banco Bmg Sa
Banco Daycoval Sa
Banco Votorantim
Hsbc Bank Brasil Sa
Bertin Sa & Finance Ltd
Cia Saneamento Basico
Marfrig Overseas Ltd
Vale Do Rio Doce
Embraer Overseas Ltd
Braskem Sa
Minerva Overseas Ltd
Raizen Energy Finance
Gol Finance
Tam Capital Inc
Sadia Overseas Ltd
Marfrig Holding Europe B
Gerdau
Caixa Economica Federal
Usiminas Commercial Ltd
Virgolino De Oliveira Fi
Jbs Finance Ii Limited
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Maturity
Modified
Duration
Ind. Ask
Price %
09.04.14
16.05.14
14.07.14
15.08.14
15.09.14
15.01.15
22.01.15
06.02.15
16.03.15
20.03.15
23.03.15
25.03.15
06.04.15
09.11.15
30.11.15
20.12.15
11.01.16
14.01.16
15.01.16
27.01.16
28.01.16
11.02.16
11.05.16
16.05.16
20.05.16
08.07.16
05.10.16
06.10.16
03.11.16
16.11.16
12.01.17
17.01.17
23.01.17
23.01.17
24.01.17
26.01.17
01.02.17
01.02.17
06.02.17
13.02.17
03.04.17
25.04.17
24.05.17
24.07.17
20.10.17
06.11.17
18.01.18
28.01.18
29.01.18
0.6
0.7
0.8
0.9
1.0
1.3
1.3
1.4
1.4
1.2
1.5
1.4
1.5
2.1
2.0
2.1
2.2
2.2
2.1
2.3
2.2
2.3
2.5
2.5
2.6
2.6
2.5
2.8
2.8
2.7
3.1
3.1
3.1
3.1
3.0
3.0
2.9
3.0
3.2
3.2
2.9
3.1
3.3
3.1
3.5
3.9
3.7
3.1
2.9
103.50
101.00
108.65
107.75
107.17
110.33
104.15
101.66
103.45
85.50
103.61
102.25
103.12
101.80
110.55
109.75
109.99
103.46
103.00
103.22
102.13
104.38
104.21
104.27
98.86
103.13
108.88
109.16
108.63
104.50
104.27
112.01
102.88
111.50
110.01
111.50
110.25
112.31
100.67
103.40
93.04
102.25
111.25
101.13
111.13
94.23
106.50
70.94
103.00
3.61
2.05
0.39
1.22
0.73
2.25
1.46
1.69
4.15
22.05
1.73
4.12
2.48
2.77
2.84
2.82
1.88
2.73
7.73
2.48
5.29
3.36
2.37
2.48
2.44
3.70
7.00
3.00
4.54
7.99
3.15
2.27
2.97
2.67
3.23
4.32
6.12
3.16
3.29
3.57
9.85
6.66
3.61
9.52
4.28
3.89
5.55
20.91
7.43
354
197
30
111
60
202
123
145
388
2068
145
384
220
229
235
230
134
218
718
192
473
278
170
180
175
297
616
215
366
711
219
131
201
170
226
335
514
218
231
258
880
559
251
834
300
259
417
1952
626
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Industrial
Financial
Government
Consumer
Energy
Basic Materials
Financial
Energy
Financial
Industrial
Financial
Financial
Financial
Financial
Utilities
Basic Materials
Basic Materials
Financial
Financial
Energy
Financial
Financial
Financial
Financial
Energy
Financial
Consumer
Energy
Utilities
Consumer
Financial
Government
Financial
Basic Materials
Industrial
Basic Materials
Consumer
Industrial
Energy
Financial
Consumer
Consumer
Consumer
Consumer
Basic Materials
Financial
Basic Materials
Consumer
Consumer
02-Sep-13
HIGH
GROWTH
CRNCY
CPN_FREQ
ISIN
Number
US71645WAM38
XS0917011628
USL01795AA80
USN54468AA65
USP9159EAA03
USG26593AA40
USP7356YAA12
USG1315RAA98
USP14486AA54
USG7306EAA67
US71645WAH43
US71647NAB55
US71645WAN11
USP1193TAK09
USP14486AC11
US91911TAJ25
USG2583XAA93
USG9393UAA00
USG08010BH52
USP04568AA23
US105756BE97
USA57902AA51
USG3400PAA50
USL7877XAA74
USP9634CAA91
USG6147PAA69
US29081YAC03
US105756AK66
US05971BAB53
USU37405AA20
US71645WAP68
USP1516SFE11
US05957PAR73
USG3400TAA72
USU0901CAD21
USD33488AA17
USG6710EAD25
USP14996AG02
USP1337QAT42
USG5814RAB45
USG3400PAB34
USG1315RAB71
USP14486AD93
USP1728MAA10
USP1400AAA27
USG3980PAD71
USL21779AA88
US91911TAL70
USP9037HAL70
Valoren
3'523'983
21'145'217
21'256'293
12'979'571
12'995'866
4'263'158
13'106'707
4'286'024
917'673
13'428'009
1'740'229
21'412'784
2'333'080
18'500'441
10'251'187
10'544'049
10'571'300
10'590'236
10'597'671
10'604'092
1'970'563
19'828'938
10'691'699
19'976'580
19'973'048
1'099'596
10'634'218
1'039'090
20'434'636
10'759'853
10'689'561
10'913'833
10'926'227
10'955'056
14'859'740
11'176'405
10'668'024
11'241'084
11'243'711
11'273'322
11'273'613
11'278'678
10'887'733
11'526'847
11'525'963
11'535'772
11'546'609
11'742'291
11'743'648
Min./ Incr.
Trad. Unit
2000 / 1000
250000 / 1000
200000 / 1000
200000 / 1000
2000 / 1000
2000 / 1000
200000 / 1000
100000 / 1000
100000 / 1000
200000 / 1000
1000
2000 / 1000
2000 / 1000
150000 / 1000
100000 / 1000
2000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
1000
200000 / 1000
100000 / 1000
200000 / 1000
200000 / 1000
100000 / 1000
1000
1000
200000 / 1000
100000 / 1000
2000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
2000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
2000 / 1000
100000 / 1000
2000 / 1000
100000 / 1000
Rating Rating
S & P Moody's
BBB
B
B
BB
CCCBBBBBB
BBB
BBB
BBB
BBB
BBB
ABBBBBB
BBB
BBBB+
BB+
BBBBBBB
BBB
BBBBBB
BBB
BBBBB
BB
BBB-
B
BB+
BBBBBB
BBB+
BBBBABBB-
A3
Ba1
B2
Ca
Baa3
Baa2
Baa3
A3
A3
A3
Baa2
Baa2
Baa2
Ba1
Baa2
Ba2
Baa2
Ba1
B1
Baa3
Baa2
Baa3
A3
Baa3
Baa1
Baa3
Ba3
B1
Baa3
Ba3
Ba2
B2
Ba1
Baa3
Baa2
Baa1
Ba3
Ba1
Baa2
Baa3
Ccy
Coupon
%
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
5.875
4.500
4.000
8.375
9.750
8.750
8.500
7.250
6.369
5.250
8.375
3.000
7.875
4.375
6.500
5.625
6.875
6.625
6.750
7.500
8.875
8.250
9.250
6.250
9.875
10.875
6.375
12.750
4.000
7.000
5.750
7.375
6.000
7.250
8.250
7.875
7.000
8.500
8.500
9.500
7.500
7.000
5.500
5.500
9.625
9.250
6.500
4.625
5.500
Freq.
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
Name
Btg Investments Lp
Andrade Gutier Int Sa
Marfrig Holding Europe B
Cimento Tupi Sa
Diagnosticos Da America Sa
Ogx Austria Gmbh
Braskem Sa
Qgog Atlantic/Alaskan Ri
Banco Do Nordeste Brasil
Vale Overseas Limited
Csn Islands Xi Corp
Voto-Votorantim O/S Trad
Arcos Dorados Bv
Oas Investments Gmbh
Fibria Overseas Finance
Qgog Constellation Sa
Usj Acucar E Alcool Sa
Minerva Overseas Ii Ltd
Embraer Overseas Ltd
Gerdau Holdings Inc
Banco Votorantim
Brasil Food
Jbs Usa Llc/Jbs Usa Fina
Rearden G Holdings Eins
Banco Panamericano Sa
Banco Industr E Comrcl
Marfrig Overseas Ltd
Braskem Finance Ltd
Bm&Fbovespa Sa
Banco Mercant Do Brasil
C
Gol Finance
Csn Resources Sa
Telemar Norte Leste Sa
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Maturity
Modified
Duration
Ind. Ask
Price %
01.03.18
17.04.18
30.04.18
09.05.18
11.05.18
29.05.18
01.06.18
05.06.18
16.06.18
30.07.18
10.12.18
15.01.19
15.03.19
03.05.19
10.06.19
15.09.19
21.09.19
25.09.19
29.09.19
01.10.19
14.10.19
19.10.19
30.10.19
09.11.19
09.11.19
15.11.19
15.01.20
15.01.20
16.01.20
20.01.20
20.01.20
21.01.20
22.01.20
28.01.20
01.02.20
30.03.20
21.04.20
23.04.20
27.04.20
04.05.20
04.05.20
07.05.20
12.07.20
16.07.20
16.07.20
20.07.20
21.07.20
15.09.20
23.10.20
3.9
4.0
4.1
3.6
3.6
3.8
1.9
4.0
4.1
3.7
4.3
4.8
4.4
4.9
4.8
5.0
4.7
4.9
4.9
1.0
4.8
4.6
1.1
4.9
4.4
1.9
5.2
4.8
5.4
5.1
5.3
5.0
5.3
5.1
3.7
3.7
1.5
4.9
4.6
4.7
1.5
5.2
5.6
5.6
4.8
4.6
5.4
5.8
5.6
106.63
92.74
93.75
92.88
99.25
103.00
19.13
110.80
108.47
101.94
118.06
93.24
114.12
96.38
108.20
108.06
99.93
108.12
108.02
106.50
129.07
98.85
108.50
93.58
96.13
109.00
112.56
152.72
87.88
105.38
102.47
104.38
105.40
110.50
106.63
103.00
107.00
102.25
84.50
97.19
107.89
104.75
102.62
103.18
92.50
80.00
96.96
100.10
90.08
4.24
6.34
5.54
10.33
9.95
281
485
404
882
844
64.61
4.69
4.38
4.80
4.48
4.43
4.93
5.12
4.85
4.10
6.89
5.05
5.19
6.20
3.54
8.49
7.50
7.57
10.74
8.95
4.11
3.45
6.34
5.97
5.29
6.52
5.00
5.29
6.95
7.29
5.71
8.05
11.94
10.08
6.04
6.12
5.04
4.95
11.22
13.85
7.06
4.61
7.31
6307
314
283
341
276
267
312
327
297
214
493
308
322
452
156
650
531
556
874
810
205
139
428
391
322
446
293
322
510
563
428
591
979
793
440
396
283
273
900
1163
485
235
503
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Energy
Financial
Industrial
Consumer
Industrial
Consumer
Energy
Basic Materials
Energy
Energy
Energy
Energy
Financial
Basic Materials
Basic Materials
Industrial
Financial
Consumer
Government
Industrial
Basic Materials
Energy
Consumer
Consumer
Industrial
Government
Financial
Basic Materials
Energy
Financial
Financial
Consumer
Consumer
Industrial
Industrial
Financial
Financial
Consumer
Basic Materials
Basic Materials
Financial
Financial
Consumer
Basic Materials
Basic Materials
TMT
02-Sep-13
HIGH
GROWTH
CRNCY
CPN_FREQ
ISIN
Number
Valoren
Min./ Incr.
Trad. Unit
USP3058WAC12
US105756BS83
USG8600UAA19
US71645WAR25
USG3925DAA84
USG3400PAC17
USG9400PAA24
USG1315RAD38
USU0901CAC48
USG86668AA10
USG67106AA51
USP22854AG14
US91911TAM53
USP18445AG42
USA6111FAA69
USP47773AL38
USG1315RAG68
USP47773AM11
USP1905CAA82
US29082AAA51
USG6710EAK67
USG785ARAA65
USP84050AA46
USP28610AA46
US105756BU30
USL6401PAC79
USA9617TAA90
USL20041AA41
USG6710EAG55
USG3925DAB67
US71647NAF69
USP1905CAD22
US105756BF62
USG6710EAP54
US105756AE07
US105756AL40
US91911TAE38
US105756BB58
US91911TAH68
US105756BK57
US91911TAK97
US71645WAQ42
US105756AP53
US105756BR01
US71645WAS08
USU1065PAA94
12'160'703
11'232'479
11'772'609
12'381'296
11'802'514
12'604'973
11'180'066
12'847'923
13'080'597
13'106'681
12'016'223
14'162'339
14'678'242
14'953'060
18'309'556
18'368'852
18'499'758
18'460'209
18'750'572
18'824'392
18'901'037
18'256'075
19'928'212
20'020'391
19'443'932
20'504'329
20'591'851
20'908'889
12'777'024
21'122'682
21'412'786
21'435'649
2'061'188
21'212'928
656'931
1'053'919
1'766'065
1'767'060
2'797'086
2'405'175
10'717'884
10'689'376
1'117'113
10'632'288
12'384'726
13'419'885
200000 / 1000
100000 / 1000
100000 / 1000
2000 / 1000
100000 / 1000
150000 / 1000
100000 / 1000
200000 / 1000
2000 / 1000
200000 / 1000
100000 / 1000
200000 / 1000
2000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
2000 / 1000
200000 / 1000
200000 / 10000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
150000 / 1000
200000 / 1000
2000 / 1000
200000 / 1000
1000
200000 / 1000
1000
1000
2000 / 1000
1000
2000 / 1000
1000
2000 / 1000
2000 / 1000
1000
100000 / 1000
2000 / 1000
200000 / 1000
USG1986TAA37
10'765'041
100000 / 1000
Rating Rating
S & P Moody's
Ccy
Coupon
%
Ba2
Baa3
Baa3
A3
Baa3
Baa2
Baa3
Baa2
Baa2
Baa2
Baa2
Baa2
Baa2
Baa2
A3
Baa2
Baa2
A3
Baa3
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
6.250
4.875
5.875
5.375
5.750
6.750
6.750
5.750
7.250
8.375
6.350
5.750
4.375
5.750
8.375
4.875
5.375
5.307
5.875
5.150
5.125
5.875
4.125
3.750
2.625
7.750
6.250
5.000
6.000
4.750
4.375
3.950
8.750
4.375
10.125
12.250
8.250
8.250
6.875
7.125
6.875
6.875
11.000
5.625
6.750
7.125
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
Aa3
USD
5.950
BB+
BB
BBB
BBBBB+
BBB
BBBBB
BBBBB
ABBBCCCBBB+
BBBBBB+
BBBBBB
BBBBBBBBB
BBB
BBBB
BB
BBBBBBBBB
BBBBBB
BBBBBB
BBB
ABBB
ABBB
ABBB
BBB
BBB
BBB
BBB-
Baa2
Ba2
A3
NR
Ba1
Baa3
Baa3
Ba3
Baa3
Baa3
Baa2
Baa3
Ca
Baa2
Baa3
Baa3
Baa3
Baa3
Baa3
Baa2
Baa2
B1
Freq.
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Maturity
Modified
Duration
Ind. Ask
Price %
Cia Saneamento Basico

Suzano Trading Ltd
Gerdau Trade Inc
Voto-Votorantim Ltd
Braskem Finance Ltd
Jbs Usa Llc/Jbs Usa Fina
Tam Capital 3 Inc
Odebrecht Drill Viii/Ix
Cent Elet Brasileiras Sa
Oi Sa
Ogx Austria Gmbh
Braskem Finance Ltd
Brf Sa
Empresa Bras De Aeronau
Schahin Ii Finan Co Spv
Samarco Mineracao Sa
Cielo Sa/Cielo Usa Inc
Minerva Luxembourg Sa
Esal Gmbh
Cosan Luxembourg Sa
Gerdau Trade Inc
Brf Sa
Vale Do Rio Doce
Braskem America Finance
16.12.20
22.01.21
23.01.21
27.01.21
30.01.21
03.03.21
05.04.21
15.04.21
01.06.21
03.06.21
30.06.21
27.10.21
11.01.22
10.02.22
01.04.22
11.04.22
02.05.22
11.05.22
06.06.22
15.06.22
26.06.22
25.09.22
01.11.22
16.11.22
05.01.23
31.01.23
05.02.23
14.03.23
05.04.23
15.04.23
20.05.23
22.05.23
04.02.25
25.04.25
15.05.27
06.03.30
17.01.34
20.01.34
21.11.36
20.01.37
10.11.39
20.01.40
17.08.40
07.01.41
27.01.41
22.07.41
4.4
6.2
5.8
6.0
5.9
2.3
5.8
5.9
4.6
5.5
6.0
6.2
6.8
6.4
2.0
6.8
6.6
3.3
6.7
6.9
6.9
6.7
7.2
7.4
8.0
6.5
6.8
7.1
7.1
7.3
7.5
7.7
7.8
8.6
8.5
8.8
10.3
10.9
11.3
12.0
11.8
11.8
1.8
13.5
12.0
10.9
100.46
105.11
96.93
98.47
97.40
107.06
106.88
95.13
103.44
99.11
99.13
93.88
94.36
89.17
17.88
97.90
91.57
99.50
101.07
99.66
96.03
94.50
85.13
85.05
85.50
98.56
89.79
89.43
103.00
88.26
88.39
85.88
134.96
86.25
151.25
167.00
112.88
126.96
99.87
114.36
99.37
96.87
117.96
96.74
95.11
87.06
6.17
4.07
6.40
5.63
6.19
5.58
5.62
6.57
6.67
8.53
6.49
6.74
5.22
7.51
51.44
5.18
6.67
6.37
5.72
5.20
5.70
6.68
6.29
5.88
4.55
7.97
7.80
6.51
5.59
6.40
5.97
5.88
4.75
6.04
4.93
5.86
7.05
5.95
6.89
5.98
6.93
7.14
9.19
5.87
7.16
8.32
441
174
408
330
387
439
326
421
465
614
409
428
272
499
4890
264
412
437
315
262
313
406
364
323
187
528
511
380
287
368
323
314
189
317
198
278
379
269
349
258
340
360
122
228
358
472
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Brazil
Utilities
Government
Basic Materials
Energy
Basic Materials
Basic Materials
Industrial
Basic Materials
Consumer
Consumer
Energy
Utilities
Basic Materials
TMT
Energy
TMT
Basic Materials
TMT
Consumer
Industrial
Industrial
Energy
Basic Materials
Consumer
Government
Consumer
Consumer
Consumer
Industrial
Basic Materials
Energy
Consumer
Government
Industrial
Government
Government
Basic Materials
Government
Basic Materials
Government
Basic Materials
Energy
Government
Government
Energy
Basic Materials
Cayman Islands Gov'T
24.11.19
5.2
112.12
3.75
173
Cayman Islands
Government
Name
C
DUR ADJ ASK
02-Sep-13
HIGH
GROWTH
CRNCY
CPN_FREQ
ISIN
Number
Valoren
Min./ Incr.
Trad. Unit
Rating Rating
S & P Moody's
USP3143NAF17
USP32133CE16
USP37110AD80
USP21963AD82
USP58072AE24
USP2867KAC01
USG86665AA70
USP8718AAC01
US168863AV04
USP37110AF39
USP1027DEN77
USP3143NAM67
USP36020AA68
USP2205JAE03
USP21963AE65
US168863AW86
USP3143NAN41
USP2195VAC92
USP58073AA84
USP3143NAP98
US05967FAB22
USP2205JAH34
USP8718AAF32
USP58072AG71
USP3143NAR54
USP3143NAQ71
1'983'097
19'466'615
10'325'396
10'392'814
10'706'024
10'922'913
10'687'786
11'228'498
11'592'073
11'614'984
11'835'899
11'939'364
12'160'698
12'323'268
11'760'942
13'823'041
14'226'305
14'678'240
18'441'521
19'027'040
19'520'281
20'145'686
21'044'838
21'372'799
22'089'350
19'027'044
100000 / 1000
200000 / 1000
100000 / 1000
2000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
150000 / 1000
2000 / 1000
100000 / 1000
200000 / 1000
2000 / 1000
150000 / 1000
200000 / 1000
150000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
AAA
BBBBBBBBB
BBBBBBBB
AABBBAAAABBB-
USG21555AA88
XS0694447920
USG3225AAA19
XS0531782273
USG2108VAB74
USG20768AA83
USG44403AB26
USG22004AC24
USG81877AC99
USG21895AA87
US12625GAA22
XS0650848723
USY1391CDU28
USG87572AA47
XS0745169044
USG22004AA67
XS0767049371
USG2116MAC58
USG01218AB54
USY97279AA45
USG8189YAA22
XS0794621010
3'110'213
14'118'706
10'951'825
11'610'113
11'633'377
11'888'473
11'958'967
21'136'113
21'226'516
12'918'579
21'325'492
13'440'655
14'240'239
14'487'371
14'984'454
18'411'828
18'416'347
18'462'896
11'249'682
18'582'247
18'590'400
18'832'542
200000 / 1000
100000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
100000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
BB
BBB+
BBBB-
BBBAAAABBBBBB
AAA
BBB
BBB
AAAA-
BBCCC
A+
A+
A+
AABB+
A+
ABBB+
A+
BBBB+
BB
BBBA+
BBB+
A1
A1
Baa3
Baa3
Baa3
Baa1
Aa3
Baa3
Aa3
A1
Baa3
Baa3
Aa3
A1
Baa3
Baa3
A1
Aa3
Baa3
Baa1
A1
A1
Ba3
B2
Ba3
Ba3
B1
Caa2
A1
Aa3
A1
Aa3
Ba1
Aa3
Baa1
Baa1
A1
Baa3
Ba2
Baa3
Aa3
Baa1
Ccy
Coupon
%
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
4.750
3.000
6.250
7.250
6.125
6.000
9.500
5.500
3.875
5.250
4.125
3.750
5.625
5.500
5.000
3.250
3.875
4.750
4.500
3.000
3.875
4.875
3.625
4.375
4.500
4.250
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
6.750
3.750
13.000
10.500
8.000
12.250
8.625
1.450
1.250
3.125
1.125
4.875
3.750
4.625
4.875
2.750
4.375
10.500
8.875
4.461
2.750
3.875
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
Freq.
Name
Codelco Inc
Banco De Cred E Inver
Empresa Nacional De Petr
Celulosa Arauco Constitu
Inversiones Cmpc Sa
Colbun Sa
Tam Capital 2 Inc
Soc Quimica Y Minera De
Republic Of Chile
Empresa Nacional De Petr
Banco Del Estado -Chile
Codelco Inc
E.Cl Sa
Cencosud Sa
Republic Of Chile
Codelco Inc
Inversiones Cmpc Sa
Codelco Inc
Banco Santander Chile
Cencosud Sa
Soc Quimica Y Minera De
Inversiones Cmpc Sa
Codelco Inc
Codelco Inc
Citic Resources Fin 2007
China Merchants Bank/Hk
Evergrande Real Estate G
Country Garden Hldg Co
China Oriental Group Co
Central China Real Estat
Hidili Industry Intl Dev
Cnpc General Capital
Sinopec Capital 2013
Cnpc Hk Overseas Capital
Cnooc Finance 2013 Ltd
Mcc Holding Hk Corp Ltd
Bank Of China Hong Kong
Tencent Holdings Ltd
China Overseas Fin Cayma
Shenzhen Intl Hldg
China Shanshui Cement Gr
C
Agile Property Hldgs Ltd
Yancoal Intl Res Dev
Sinopec Grp Oversea 2012
Tingyi (C.I.) Hldg Corp
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Maturity
Modified
Duration
Ind. Ask
Price %
15.10.14
13.09.17
08.07.19
29.07.19
05.11.19
21.01.20
29.01.20
21.04.20
05.08.20
10.08.20
07.10.20
04.11.20
15.01.21
20.01.21
21.01.21
14.09.21
03.11.21
11.01.22
25.04.22
17.07.22
20.09.22
20.01.23
03.04.23
15.05.23
13.08.23
17.07.42
1.1
3.7
4.9
4.9
5.1
5.3
3.5
5.5
6.0
5.7
6.0
6.1
6.0
6.0
6.1
6.9
6.8
6.7
6.9
7.6
7.3
7.3
7.8
7.6
7.9
15.0
104.81
98.83
108.13
115.80
109.75
106.63
102.68
107.13
103.55
102.00
101.05
98.51
104.50
101.17
101.38
97.22
97.56
96.00
95.13
90.23
93.88
92.67
90.50
93.38
98.61
81.43
0.40
3.31
4.64
4.20
4.31
4.78
8.94
4.25
3.30
4.91
3.95
3.99
4.89
5.31
4.78
3.65
4.23
5.35
5.21
4.34
4.71
5.90
4.88
5.25
4.68
5.55
25
208
274
228
231
272
736
211
107
267
168
171
257
298
245
121
177
285
266
175
209
322
216
252
189
190
Chile
Chile
Chile
Chile
Chile
Chile
Chile
Chile
Chile
Chile
Chile
Chile
Chile
Chile
Chile
Chile
Chile
Chile
Chile
Chile
Chile
Chile
Chile
Chile
Chile
Chile
Basic Materials
Financial
Energy
Basic Materials
Basic Materials
Utilities
Consumer
Basic Materials
Government
Energy
Financial
Basic Materials
Utilities
Consumer
Basic Materials
Government
Basic Materials
Basic Materials
Basic Materials
Basic Materials
Financial
Consumer
Basic Materials
Basic Materials
Basic Materials
Basic Materials
15.05.14
21.10.14
27.01.15
11.08.15
18.08.15
20.10.15
04.11.15
16.04.16
24.04.16
28.04.16
09.05.16
29.07.16
08.11.16
12.12.16
15.02.17
19.04.17
20.04.17
27.04.17
28.04.17
16.05.17
17.05.17
20.06.17
0.7
1.1
1.3
1.8
1.8
102.96
102.15
107.53
111.58
100.55
2.42
1.81
7.22
4.20
7.69
234
166
698
382
730
1.7
2.5
2.6
2.5
2.6
2.7
3.0
3.0
3.2
3.4
3.3
2.9
0.6
3.3
3.5
3.5
73.47
99.55
99.46
103.85
99.21
100.53
105.96
107.56
105.56
100.77
102.33
103.10
106.08
96.66
101.15
102.92
25.24
1.63
1.46
1.63
1.43
4.68
1.81
2.22
3.16
2.53
3.68
9.47
6.96
5.47
2.42
3.05
2477
98
80
97
75
392
93
130
216
146
261
839
590
437
132
192
China
China
China
China
China
China
China
China
China
China
China
China
China
China
China
China
China
China
China
China
China
China
Energy
Financial
Real Estate
Real Estate
Basic Materials
Real Estate
Energy
Energy
Energy
Energy
Energy
Basic Materials
Financial
TMT
Real Estate
Energy
Consumer
Industrial
Real Estate
Energy
Energy
Consumer
02-Sep-13
HIGH
GROWTH
CRNCY
CPN_FREQ
ISIN
Number
XS0529670159
XS0838771466
XS0847609434
USG2108VAC57
US056752AA67
XS0860854966
XS0758793342
USG87572AD85
XS0592717689
USG22004AD07
USG81877AB17
USG2115XAA66
XS0920864708
XS0923302227
US12625GAB05
XS0933097668
USG8449VAA47
XS0942140335
US056752AC24
XS0945673191
XS0872804207
XS0881550684
USY1391CAJ00
XS0912154381
XS0508012092
USG8185TAA72
USG3709DAA03
USG21895AB60
USG3066LAA91
USG2113BAA64
USG22004AB41
USG23530AA92
USY97279AB28
USG8189YAB05
USG2444PAA50
XS0852986156
XS0856597314
US056752AB41
XS0858461758
XS0860855344
USG24524AG84
XS0836465608
XS0875624099
XS0880288997
USG22004AE89
USG81877AA34
XS0925008533
US12625GAC87
USG3958RAB53
Valoren
11'582'247
19'694'803
19'878'812
12'016'370
20'085'977
20'131'718
18'171'497
19'381'678
12'614'337
21'136'116
21'226'517
21'226'558
21'275'717
21'275'724
21'325'496
21'412'817
21'435'725
21'579'552
22'031'856
22'127'992
20'413'087
20'616'384
11'007'042
21'055'978
11'993'211
11'993'480
12'862'651
12'918'754
12'995'845
18'329'742
18'411'831
18'488'565
18'582'260
18'590'402
19'395'590
19'997'988
20'045'384
20'085'987
20'120'766
20'129'607
20'384'238
19'781'693
20'558'258
20'591'976
21'136'118
21'226'518
21'266'732
21'325'498
21'423'890
Min./ Incr.
Trad. Unit
100000
200000
200000
100000
200000
200000
200000
200000
200000
200000
200000
200000
200000
200000
200000
200000
200000
200000
200000
200000
200000
200000
100000
200000
100000
100000
200000
200000
200000
200000
200000
200000
200000
200000
200000
200000
200000
200000
200000
200000
200000
200000
200000
200000
200000
200000
200000
200000
200000
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
Rating Rating
S & P Moody's
BBBBBBB
AABB
ABBA+
A+
BB+
A
AABBBAA-
B1
Ba1
Ba3
A3
Aa3
Ba1
Baa1
B1
A1
Aa3
Ba1
Ba1
Aa3
Baa3
Aa3
A3
BBA
A
BB
BBB+
BBB
BB
A+
BBBA+
AABBBA+
ABBB+
BBB
AABBBB
BBB+
A+
A+
BBBAABBB-
B1
A1
A1
Ba1
Baa1
Baa1
Ba1
A1
Baa3
Baa1
A1
Aa3
Baa3
Aa3
A3
Baa1
A3
A1
Aa3
Ba3
Ba1
A1
Aa3
Aa3
Baa3
Ccy
Coupon
%
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
9.650
2.875
4.700
7.000
2.250
2.000
6.875
3.375
11.000
1.950
1.875
5.250
4.500
2.500
1.750
3.000
1.750
3.375
3.250
4.000
6.625
3.625
5.550
6.375
5.500
4.500
6.750
4.500
6.000
4.500
3.950
3.875
5.730
3.900
3.250
3.950
4.125
3.500
4.000
3.250
7.500
6.800
4.375
3.850
3.400
3.125
4.375
3.000
4.625
Freq.
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
Name
Shimao Ppty Hldng Ltd
Boc Aviation Pte Ltd
Franshion Investment Ltd
C
China Oriental Group Co
Baidu Inc
Amber Circle Funding Ltd
Citic Pacific Limited
Tencent Holdings Ltd
C
China Oil And Gas Group
Parkson Retail Group
Citic Sec Finance 2013
Bright Food Hong Kong Lt
State Grid Overseas Inv
Huaneng Hk Capital Ltd
Baidu Inc
Meiya Power Co Ltd
Hainan Airline Hk
Bank Of China Hong Kong
China Ovrsea Fin Ky Ii
Sinochem Overseas Capita
Franshion Development Lt
Enn Energy Holdings Ltd
China Resources Gas Grou
Yancoal Intl Res Dev
Cosl Finance Bvi Ltd
China Overseas Finance C
China Taiping Capital
Baidu Inc
Cosco Finance 2011
Amber Circle Funding Ltd
Cosco Pacific Finance 20
China Railway Resources
Boc Aviation Pte Ltd
Golden Eagle Retail Grou
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Maturity
Modified
Duration
Ind. Ask
Price %
03.08.17
10.10.17
26.10.17
17.11.17
28.11.17
04.12.17
21.01.18
05.03.18
08.03.18
16.04.18
24.04.18
25.04.18
03.05.18
03.05.18
09.05.18
21.05.18
22.05.18
11.06.18
06.08.18
19.08.18
14.01.20
07.02.20
11.02.20
10.04.20
10.11.20
12.11.20
15.04.21
28.04.21
13.05.21
05.04.22
19.04.22
02.05.22
16.05.22
17.05.22
06.09.22
15.11.22
21.11.22
28.11.22
03.12.22
04.12.22
10.01.23
17.01.23
31.01.23
05.02.23
16.04.23
24.04.23
02.05.23
09.05.23
21.05.23
0.9
3.8
3.7
3.5
4.0
4.0
3.7
4.1
1.3
4.3
4.4
4.0
4.1
4.3
4.4
4.3
4.5
4.3
4.5
4.4
5.0
5.6
5.4
5.1
5.8
6.0
5.7
6.3
6.0
6.9
7.1
7.2
6.5
7.2
7.5
7.4
7.3
7.6
7.5
7.7
6.4
6.6
7.4
7.7
7.9
8.0
7.6
8.1
7.4
109.13
97.20
98.83
93.25
97.87
97.83
101.33
100.30
113.20
96.72
96.32
100.47
93.88
95.14
96.18
95.19
96.40
96.12
99.02
98.86
94.30
95.58
106.69
92.63
103.26
100.74
101.33
101.94
104.62
98.36
97.02
96.71
89.66
97.16
90.51
89.69
89.12
91.59
90.96
90.49
93.50
88.75
87.74
92.63
91.40
90.04
93.26
88.87
85.44
6.94
3.62
5.02
8.96
2.79
2.54
6.52
3.30
7.50
2.71
2.72
5.13
6.02
3.64
2.62
4.13
2.57
4.28
3.47
4.26
7.78
4.42
4.35
7.83
4.95
4.38
6.52
4.20
5.26
4.73
4.37
4.33
7.36
4.29
4.55
5.39
5.66
4.63
5.25
4.52
8.52
8.57
6.11
4.83
4.51
4.40
5.27
4.43
6.69
444
235
373
765
146
121
513
187
506
123
123
364
452
214
111
261
104
274
186
263
572
234
226
569
267
209
416
183
288
220
182
178
480
174
193
274
300
197
259
186
584
589
342
214
179
168
254
169
394
China
China
China
China
China
China
China
China
China
China
China
China
China
China
China
China
China
China
China
China
China
China
China
China
China
China
China
China
China
China
China
China
China
China
China
China
China
China
China
China
China
China
China
China
China
China
China
China
China
Real Estate
Financial
Real Estate
Basic Materials
TMT
Financial
Basic Materials
TMT
Real Estate
Energy
Energy
Energy
Consumer
Financial
Energy
Industrial
Utilities
Utilities
TMT
Utilities
Real Estate
Consumer
Financial
Basic Materials
Real Estate
Industrial
Real Estate
Energy
Energy
Energy
Energy
Energy
Energy
Energy
Energy
Real Estate
Financial
TMT
Transportation
Financial
Real Estate
Basic Materials
Consumer
Industrial
Energy
Energy
Financial
Energy
Consumer
02-Sep-13
HIGH
GROWTH
CRNCY
CPN_FREQ
ISIN
Number
Valoren
Min./ Incr.
Trad. Unit
Rating Rating
S & P Moody's
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Ccy
Coupon
%
USD
USD
USD
USD
USD
USD
USD
USD
USD
3.125
6.100
5.950
5.000
4.875
5.350
4.250
4.250
4.375
S
S
S
S
S
S
S
S
S

Citic Telecom Intl Finan
China Overseas Finance C
22.05.23
05.03.25
28.04.41
02.05.42
17.05.42
15.11.42
24.04.43
09.05.43
22.05.43
8.1
8.1
13.9
14.6
14.7
13.6
15.2
15.4
15.7
92.17
95.00
109.86
96.53
93.36
88.78
83.91
85.23
91.05
4.11
6.73
5.27
5.23
5.33
6.18
5.34
5.24
4.95
137
388
167
159
169
252
165
155
126
China
China
China
China
China
China
China
China
China
Utilities
TMT
Energy
Energy
Energy
Real Estate
Energy
Energy
Utilities
BBB
Baa3
Baa3
Ba2
Baa3
Baa3
Baa3
Ba2
Baa3
Baa3
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
4.250
5.000
5.250
5.700
4.375
6.125
7.250
5.700
4.750
2.625
5.125
4.375
6.125
S
S
S
S
S
S
S
S
S
S
S
S
S
Bancolombia Sa
Banco De Bogota Sa
Grupo Aval Ltd
Gruposura Finance
Republic Of Colombia
Empresa De Energia De Bo
Pacific Rubiales Energy
Transprtdra De Gas Intl
Grupo Aval Ltd
Transmantaro
12.01.16
15.01.17
01.02.17
18.05.21
12.07.21
10.11.21
12.12.21
20.03.22
26.09.22
15.03.23
28.03.23
07.05.23
18.01.41
2.2
3.1
3.1
6.1
6.6
4.3
4.9
5.3
7.0
8.1
7.1
7.5
13.5
100.00
103.81
103.92
100.88
102.45
104.00
104.56
102.50
88.83
87.00
90.38
90.50
105.94
4.25
3.78
4.01
5.56
4.01
5.51
6.53
5.33
6.39
4.30
6.49
5.66
5.69
370
282
303
318
160
370
432
313
377
159
378
293
211
Colombia
Colombia
Colombia
Colombia
Colombia
Colombia
Colombia
Colombia
Colombia
Colombia
Colombia
Colombia
Colombia
Financial
Financial
Financial
Financial
Government
Utilities
Energy
Energy
Financial
Government
Energy
Utilities
Government
BB
BB
Baa3
Baa3
Baa3
USD
USD
USD
6.950
4.250
4.375
S
S
S
Instit Costa De Electric

Costa Rica Government
Costa Rica Government
10.11.21
26.01.23
30.04.25
6.1
7.5
8.7
104.63
93.57
90.00
6.22
5.12
5.55
375
243
269
Costa Rica
Costa Rica
Costa Rica
Utilities
Government
Government
Aa3
A+
AAA+
BBB+
A+
AAAA-
A1
Aa3
Aa3
Baa1
Aa3
Aa3
Aa3
BBB-
Baa2
Baa2
Baa3
Name
Maturity
Ind. Ask
Price %
USG8449VAB20
XS0893206747
USG21895AC44
USG23530AB75
USG8189YAC87
XS0852986313
USG81877AD72
US12625GAD60
USG8449VAC03
21'436'998
20'818'325
12'918'771
18'488'539
18'590'396
19'997'989
21'226'519
21'325'500
21'436'545
200000
200000
200000
200000
200000
200000
200000
200000
200000
/
/
/
/
/
/
/
/
/
1000
1000
1000
1000
1000
1000
1000
1000
1000
USP1329PAA77
USP09252AB63
USG42045AA58
USG42036AA42
US195325BN40
USP37100AA51
USC71058AB42
USP93077AA61
USG42045AB32
USP3772NHK11
USC71058AC25
USP3083SAC90
US195325BM66
12'274'860
14'535'961
14'861'138
13'022'777
13'326'995
14'269'748
14'486'354
18'207'829
196'155'999
20'535'222
21'023'538
21'311'616
10'664'017
100000
200000
200000
200000
200000
200000
100000
200000
200000
200000
100000
200000
100000
/
/
/
/
/
/
/
/
/
/
/
/
/
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
USP56226AC09
USP3699PGB78
USP3699PGE18
14'267'418
20'070'020
21'256'942
200000 / 1000
200000 / 1000
200000 / 1000
XS0776179656
XS0464257152
USX0027KAG32
XS0525827845
XS0607904264
XS0908769887
18'448'544
10'705'545
19'708'327
11'518'049
12'716'600
21'045'172
200000
100000
200000
100000
200000
200000
1000
1000
1000
1000
1000
1000
BB+
BB+
B
BB+
BB+
BB+
Ba1
Ba1
B2
Ba1
Ba1
Ba1
USD
USD
USD
USD
USD
USD
6.250
6.750
8.875
6.625
6.375
5.500
S
S
S
S
S
S
Croatia
Croatia
Agrokor D.D
Croatia
Croatia
Croatia
27.04.17
05.11.19
01.02.20
14.07.20
24.03.21
04.04.23
3.2
4.9
4.3
5.4
5.8
7.1
105.38
106.14
106.87
104.56
102.43
96.27
4.63
5.56
7.50
5.81
5.97
6.02
355
356
554
360
362
330
Croatia
Croatia
Croatia
Croatia
Croatia
Croatia
Government
Government
Consumer
Government
Government
Government
XS0808632847
XS0783934325
20'697'562
19'616'018
200000 / 1000
200000 / 1000
BB+
BB+
Baa3
Baa3
USD
USD
4.450
4.950
S
S
Ojsc Novo(Steel Funding)

Ojsc Novo(Steel Funding)
19.02.18
26.09.19
4.0
5.0
97.15
96.82
5.17
5.57
375
361
Cyprus
Cyprus
Basic Materials
Basic Materials
XS0764313614
18'310'214
200000 / 1000
A-
A2
USD
4.250
Cez As
03.04.22
7.0
98.99
4.39
186
Czech Republic
Utilities
XS0531270378
XS0505265859
XS0505478684
11'591'926
11'255'754
11'255'695
100000 / 1000
100000 / 1000
100000 / 1000
CCC+
CCC+
Caa1
Caa1
Caa1
USD
USD
USD
5.250
5.750
6.875
S
S
S
Nile Finance Ltd

Arab Republic Of Egypt
Arab Republic Of Egypt
05.08.15
29.04.20
30.04.40
1.8
5.2
10.0
95.94
86.56
76.88
7.56
8.43
9.22
718
628
567
Egypt
Egypt
Egypt
Financial
Government
Government
USG87361AA26
USP01012AQ98
11'772'651
10'770'439
100000 / 1000
100000 / 1000
BB-
B1
Ba3
USD
USD
8.000
7.375
S
S
Telemovil Finance Co Ltd

Republic Of El Salvador
01.10.17
01.12.19
2.6
5.0
105.00
110.50
6.58
5.37
535
335
El Salvador
El Salvador
TMT
Government
XS0333225000
3'612'146
100000 / 1000
BB-
USD
8.200
Gabonese Republic
12.12.17
3.6
113.13
4.76
342
Gabon
Government
/
/
/
/
/
/
AA-
Freq.
Modified
Duration
BBB
BBB
BB+
BB+
BBBBBB
BB+
02-Sep-13
HIGH
GROWTH
CRNCY
CPN_FREQ
ISIN
Number
Valoren
Min./ Incr.
Trad. Unit
Rating Rating
S & P Moody's
Ccy
Coupon
%
Freq.
Name
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Maturity
Modified
Duration
Ind. Ask
Price %
XS0523947751
XS0800346362
11'548'469
18'927'548
100000 / 1000
200000 / 1000
BBBB-
USD
USD
9.875
7.750
S
S
Jsc Georgian Railway

Jsc Georgian Railway
22.07.15
11.07.22
1.7
6.4
110.69
106.83
3.92
6.71
355
413
Georgia
Georgia
Transportation
Transportation
XS0323760370
3'440'933
100000 / 1000
USD
8.500
Republic Of Ghana
04.10.17
3.4
109.29
5.90
464
Ghana
Government
XS0905659230
20'947'461
200000 / 1000
B2
USD
7.500
Honduras Government
15.03.24
6.6
84.91
9.83
702
Honduras
Government
USG4672CAB12
XS0191426807
USG6542FAA96
USG46726AA63
XS0530341873
USG9550BAA10
XS0536564981
USG75004AB07
XS0247747081
USG2108YAA31
XS0643649956
XS0681928114
USG01198AC73
USG4673GAA34
XS0742215568
XS0745985878
XS0768440975
XS0810321140
XS0831245633
XS0329230469
USG4690AAA54
XS0875312364
USG24524AF02
XS0906440333
XS0798486543
XS0446665886
USG4671AAA81
USG6542TAE13
XS0485770670
XS0899374002
XS0493535966
XS0507147725
XS0520042416
USG6542FAB79
XS0554846781
XS0561639211
XS0565475505
USG2353WAA92
XS0635017196
USG4673GAB17
XS0744757526
XS0751513572
1'728'577
1'845'632
11'596'078
10'540'375
11'758'815
12'357'528
11'667'764
11'722'480
2'483'979
13'029'029
13'265'409
14'183'344
10'720'384
14'726'867
14'893'385
14'963'965
18'323'707
19'142'333
19'528'826
3'522'690
19'976'577
20'535'244
12'526'288
20'956'853
18'896'592
10'460'968
10'540'363
10'686'757
11'003'620
20'866'830
11'133'059
11'299'089
11'453'439
11'596'081
11'950'114
12'061'596
12'132'639
12'390'127
13'323'343
14'739'309
14'948'493
18'050'785
100000 / 1000
1000
100000 / 1000
100000 / 1000
100000 / 1000
200000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
200000 / 1000
100000 / 10000
200000 / 1000
100000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
100000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
200000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
AABBBABBB+
BBB
CCC
ABBB
A3
A2
Baa3
A3
B1
B1
Baa2
Caa1
A3
Baa1
A1
A1
Ba2
A3
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
6.250
5.500
4.875
4.625
9.500
7.500
4.250
13.000
5.625
4.625
4.250
3.500
10.000
3.500
4.625
4.750
4.750
4.750
3.250
6.125
2.000
6.250
11.125
3.625
6.000
5.500
5.750
6.750
7.000
2.750
4.750
5.250
5.875
6.625
4.000
6.125
4.250
4.250
4.750
4.625
4.500
4.500
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
Hutchison Wham Int 03/33

Hongkong Land Finance
Noble Group Ltd
Rki Finance (2010) Ltd
C
West China Cement Ltd
Pccw-Hkt Capital No4 Ltd
Renhe Commercial Hlds Co
Swire Pacific Mtn Fin
China Resources Land Ltd
Zijin Intl Finance Co Lt
Sun Hung Kai Prop (Cap)
C
Agile Property Hldgs Ltd
Hutch Whampoa Int 11 Ltd
Wharf Finance Ltd
Henderson Land Mtn Ltd
Howes Capital Ltd
Dynamic Talent Ltd
Sino Mtn
Wharf Finance Ltd
Hutch Whampoa Int 12 Ii
C
Hengdeli Holdings Ltd
Noble Group Ltd
Fpc Finance Ltd
Noble Group Ltd
Fita International Ltd
Swire Propert Mtn Fin
Clp Power Hk Financing
Li & Fung Ltd
Standard Chartered Bk Hk
Noble Group Ltd
Fubon Bank Hong Kong Ltd
Hongkong Electric Financ
24.01.14
28.04.14
05.08.15
11.09.15
21.09.15
25.01.16
24.02.16
10.03.16
30.03.16
19.05.16
30.06.16
02.11.16
14.11.16
13.01.17
08.02.17
14.02.17
10.04.17
01.08.17
21.09.17
06.11.17
08.11.17
29.01.18
23.02.18
20.03.18
28.06.19
19.08.19
11.09.19
29.01.20
10.02.20
07.03.20
19.03.20
13.05.20
24.06.20
05.08.20
02.11.20
30.11.20
14.12.20
26.01.21
12.07.21
13.01.22
14.02.22
28.02.22
0.4
0.6
1.8
1.9
0.1
2.1
2.3
1.6
2.4
2.5
2.6
3.0
0.2
3.1
3.2
3.2
3.2
3.5
3.7
3.6
3.9
3.8
1.4
4.0
4.8
5.1
5.0
5.1
5.2
5.8
5.5
5.5
5.6
1.8
6.1
5.8
6.2
6.3
6.5
6.9
6.9
7.0
102.12
102.78
104.82
106.52
105.47
99.56
105.73
60.91
109.89
104.68
104.17
104.23
106.83
103.54
105.27
105.11
104.97
101.26
99.20
111.40
97.97
99.15
112.88
94.99
101.80
110.45
112.09
100.69
109.24
93.53
105.69
104.47
108.57
101.03
100.37
109.53
103.40
101.04
105.46
102.28
99.98
100.81
0.73
1.18
2.29
1.34
6.59
7.70
1.86
38.66
1.68
2.82
2.70
2.11
7.55
2.40
3.00
3.17
3.27
4.40
3.46
3.18
2.52
6.47
7.66
4.87
5.63
3.54
3.50
6.61
5.28
3.88
3.76
4.47
4.40
6.44
3.94
4.56
3.71
4.08
3.93
4.30
4.50
4.39
69
111
191
93
-89
714
127
3805
105
213
197
124
41
144
201
218
222
321
222
189
122
508
530
342
374
160
155
454
320
178
165
231
221
567
166
227
141
176
153
180
199
186
A+
BB
A-
NR
ABBBBB-
A3
Ba1
Ba3
Baa3
AABBB-
A3
A3
Baa3
AA
BBB+
A+
BBBA+
BBB
A+
AAA
AA+
A-
A2
A1
A3
A1
Baa3
A1
Aa3
A1
A3
A1
A3
Hong
Hong
Hong
Hong
Hong
Hong
Hong
Hong
Hong
Hong
Hong
Hong
Hong
Hong
Hong
Hong
Hong
Hong
Hong
Hong
Hong
Hong
Hong
Hong
Hong
Hong
Hong
Hong
Hong
Hong
Hong
Hong
Hong
Hong
Hong
Hong
Hong
Hong
Hong
Hong
Hong
Hong
Kong
Kong
Kong
Kong
Kong
Kong
Kong
Kong
Kong
Kong
Kong
Kong
Kong
Kong
Kong
Kong
Kong
Kong
Kong
Kong
Kong
Kong
Kong
Kong
Kong
Kong
Kong
Kong
Kong
Kong
Kong
Kong
Kong
Kong
Kong
Kong
Kong
Kong
Kong
Kong
Kong
Kong
Industrial
Real Estate
Industrial
Industrial
Real Estate
Industrial
TMT
Real Estate
Industrial
Real Estate
Basic Materials
Real Estate
Real Estate
Industrial
Industrial
Real Estate
Consumer
Consumer
Real Estate
Industrial
Industrial
Consumer
Real Estate
Industrial
Consumer
Industrial
Industrial
Industrial
Real Estate
Real Estate
Utilities
Consumer
Financial
Industrial
Real Estate
Financial
Utilities
Energy
Utilities
Industrial
Real Estate
Industrial
02-Sep-13
HIGH
GROWTH
CRNCY
CPN_FREQ
ISIN
Number
Valoren
Min./ Incr.
Trad. Unit
XS0766460157
XS0700181521
XS0782786171
XS0794206465
XS0831371264
XS0841191991
USG4690AAB38
XS0873639701
XS0871996491
XS0900763029
XS0909306135
XS0914313357
XS0846197019
XS0848445358
USG2353WAB75
18'407'110
14'231'200
18'700'582
18'816'767
19'550'006
19'791'562
19'976'585
20'411'974
20'434'643
20'879'788
21'063'336
21'152'543
19'870'958
19'873'016
12'390'128
200000
200000
200000
200000
200000
200000
200000
200000
200000
200000
200000
200000
200000
200000
200000
US445545AC05
XS0864511588
US445545AG19
XS0834435702
US445545AD87
XS0928972909
US445545AE60
US445545AH91
US445545AF36
2'058'790
20'206'837
20'711'035
19'616'559
10'967'104
21'412'831
12'769'084
20'711'039
12'769'081
USG9328DAE07
XS0458057352
XS0480289189
XS0482911129
USM5314BAE13
XS0503524711
USY81636AA39
XS0498932721
XS0463466028
XS0483734298
USY3860XAB92
XS0579361428
XS0530173987
XS0502133159
XS0602696618
US05463EAA64
USG9328DAF71
XS0594008517
XS0595649608
XS0615783239
XS0620328392
US45112FAB22
USU85528AB04
4'358'909
10'680'813
10'921'428
10'966'750
10'769'461
11'229'259
11'568'187
11'170'947
11'176'140
11'183'466
11'523'006
12'356'656
11'592'789
11'607'280
12'782'077
11'949'100
13'107'160
12'534'946
12'634'485
12'875'775
12'971'932
13'074'684
19'141'334
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
Rating Rating
S & P Moody's
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
5.750
6.375
4.500
4.375
4.500
4.250
3.250
3.625
3.500
3.750
3.875
4.500
2.875
3.375
5.750
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
4.750
5.500
4.125
6.250
6.250
7.875
6.375
5.375
7.625
S
S
S
S
S
S
S
S
S
8.750
4.500
4.750
4.375
5.500
4.400
4.500
4.750
5.250
4.750
5.000
4.250
4.750
4.625
4.406
4.750
6.750
5.000
5.125
5.000
4.750
4.750
4.125
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
AA+
BBB+
BBB
A3
A2
A2
Baa3
Baa3
A3
A1
A3
Baa2
A
A
AA-
A1
A1
Aa3
1000
200000 / 1000
2000
200000 / 1000
1000
200000 / 1000
2000
2000
2000
BB
BB
BB
BB+
BB
BBBB
BB
BB
Ba1
Ba1
Ba1
Ba1
USD
USD
USD
USD
USD
USD
USD
USD
USD
100000
100000
100000
100000
100000
100000
100000
100000
100000
100000
100000
100000
100000
100000
200000
100000
200000
200000
200000
200000
200000
200000
200000
BB
BBB-
Ba3
Baa2
Baa3
Baa3
Baa2
Baa3
Baa2
Baa3
Baa2
Baa3
Baa2
Baa3
Baa3
Baa3
Baa3
Baa2
Ba3
Baa3
Baa3
Baa3
Baa3
Baa2
Baa2
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
AAABBB-
Ccy
Coupon
%
BBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBB
BBBBBBBBBBBB-
Ba1
Ba1
Freq.
Name
Pccw Capital No4 Ltd

Bank Of East Asia Ltd
Hongkong Land Finance
Swire Propert Mtn Fin
Nan Fung Treasury Ltd
Ls Finance 2022 Ltd
Hysan (Mtn) Limited
Pccw-Hkt Capital No5 Ltd
Smartone Finance Ltd
Fpc Treasury Ltd
Hungary
Magyar Export-Import Ban
Hungary
Mol Group Finance Sa
Hungary
Nitrogenmuvek Zrt
Hungary
Hungary
Hungary
Vedanta Resources Plc
Indian Oil Corp Ltd
Icici Bank Ltd/Bahrain
Bank Of India London
Axis Bank/Dubai
Bank Of Baroda/London
Icici Bank Ltd/Hong Kong
Rural Electrification
Union Bank Of India Hk
Indian Railway Finance C
Axis Bank/Dubai
Bank Of Baroda/London
Canara Bank London
Indian Overseas Bank/Hk
Syndicate Bank
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Maturity
Modified
Duration
Ind. Ask
Price %
17.04.22
04.05.22
01.06.22
18.06.22
20.09.22
16.10.22
08.11.22
16.01.23
16.01.23
08.03.23
08.04.23
16.04.23
26.04.23
26.10.27
26.01.41
6.6
3.2
7.1
7.2
7.1
7.2
7.7
7.7
7.8
7.6
7.6
7.4
8.1
10.7
14.1
99.92
108.30
100.63
99.54
93.55
91.20
92.03
92.75
93.10
89.57
87.10
85.97
88.95
85.41
107.40
5.76
5.41
4.41
4.44
5.41
5.49
4.31
4.59
4.41
5.15
5.63
6.48
4.29
4.81
5.24
322
284
184
186
279
286
166
191
173
245
291
376
156
183
166
03.02.15
12.02.18
19.02.18
26.09.19
29.01.20
21.05.20
29.03.21
21.02.23
29.03.41
1.4
3.9
4.0
4.8
5.2
4.9
5.8
7.2
11.3
102.64
100.56
97.69
98.55
103.88
94.03
103.88
94.71
103.53
2.83
5.35
4.71
6.54
5.52
9.08
5.74
6.12
7.32
259
394
329
458
345
691
338
342
373
Hungary
Hungary
Hungary
Hungary
Hungary
Hungary
Hungary
Hungary
Hungary
Government
Financial
Government
Energy
Government
Basic Materials
Government
Government
Government
15.01.14
23.10.14
22.01.15
02.02.15
25.03.15
21.04.15
27.07.15
30.09.15
30.09.15
07.10.15
15.01.16
25.01.16
05.02.16
11.02.16
30.03.16
02.05.16
07.06.16
24.08.16
09.09.16
19.10.16
06.11.16
25.11.16
01.08.17
0.4
1.1
1.3
1.4
1.5
1.5
1.8
1.9
1.9
1.9
2.2
2.2
2.3
2.3
2.4
2.4
2.5
2.7
2.7
2.8
2.9
2.9
3.5
102.06
102.28
103.09
102.09
103.67
102.48
102.65
102.37
103.42
102.44
102.46
101.44
101.03
100.97
101.90
101.37
102.22
102.17
102.88
101.59
101.09
101.20
97.98
2.94
2.45
2.46
2.85
3.07
2.83
3.05
3.55
3.52
3.53
3.90
3.61
4.30
4.20
3.62
4.20
5.86
4.21
4.10
4.45
4.38
4.34
4.70
291
229
223
261
279
253
268
312
309
309
335
305
373
362
299
353
516
342
329
359
350
345
351
India
India
India
India
India
India
India
India
India
India
India
India
India
India
India
India
India
India
India
India
India
India
India
Basic Materials
Financial
Energy
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Basic Materials
Financial
Financial
Financial
Financial
Financial
Financial
Hong
Hong
Hong
Hong
Hong
Hong
Hong
Hong
Hong
Hong
Hong
Hong
Hong
Hong
Hong
Kong
Kong
Kong
Kong
Kong
Kong
Kong
Kong
Kong
Kong
Kong
Kong
Kong
Kong
Kong
TMT
Financial
Real Estate
Real Estate
Industrial
Consumer
Industrial
Real Estate
Real Estate
TMT
TMT
Consumer
Utilities
Utilities
Energy
02-Sep-13
HIGH
GROWTH
CRNCY
CPN_FREQ
ISIN
Number
Valoren
Min./ Incr.
Trad. Unit
XS0813393849
XS0836520717
XS0773015853
US45112FAC05
XS0897434949
XS0832492267
XS0907891047
XS0841358103
USY81636AC94
XS0927643030
USG50027AA20
USG9328DAD24
USY06865AA04
XS0923436264
XS0908349912
USG9328DAH38
USU75888AA26
USY3860XAC75
XS0561859926
XS0592238876
USG50027AB03
USG9328DAG54
XS0654493823
XS0835676353
XS0848436365
XS0872917660
XS0875759184
USG50027AE42
USN1384FAA32
XS0922882344
USG9328DAJ93
XS0955024236
USY72596BT83
19'183'716
19'743'654
19'277'610
19'289'158
20'829'901
19'569'094
21'034'797
19'791'674
21'163'588
21'300'422
13'029'039
4'358'888
20'968'424
21'242'299
20'996'822
21'487'052
11'891'783
12'003'016
12'038'641
12'484'775
13'029'003
13'106'717
13'449'047
19'650'367
19'870'982
20'412'400
20'446'101
20'549'467
20'866'824
21'299'643
21'487'055
21'972'769
20'588'330
200000
200000
200000
200000
200000
200000
200000
200000
200000
200000
150000
100000
200000
200000
200000
200000
250000
100000
100000
200000
150000
200000
200000
200000
200000
200000
200000
150000
200000
200000
200000
200000
200000
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
USN54360AB30
USY10038AA81
XS0776178419
XS0776621970
USN54360AC13
USY10048AA71
USY85516AA35
USY70902AA21
USY20721AQ27
USN44519AA99
USY20721AU39
USY7138AAA89
US71568QAA58
USY20721BC22
USY7138AAC46
2'745'035
10'728'157
18'448'546
18'477'436
3'219'211
11'835'907
21'034'627
10'669'384
10'913'463
11'569'775
12'786'187
13'050'136
14'338'722
18'433'551
18'499'802
100000
100000
200000
200000
100000
100000
200000
100000
100000
100000
200000
200000
200000
200000
200000
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
Rating Rating
S & P Moody's
BBBBBBBBBBBBBBBBBBBBBBBBBBBBB
BB
BBBBBBBBBBB
BBB+
BBBBBBBB
BB
Ccy
Coupon
%
Baa2
Ba3
Baa3
Baa2
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
4.000
3.417
4.625
4.700
3.000
4.375
4.969
4.125
3.250
2.500
7.750
9.500
3.625
3.625
3.750
6.000
4.500
5.750
7.000
6.250
8.125
8.250
5.625
4.750
4.625
4.000
3.875
5.625
5.125
3.750
7.125
5.750
5.875
S
S
S
S
S
S
Q
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
Baa3
Caa1
Baa3
Baa3
Baa3
Caa1
Ba3
Ba1
Baa3
Ba1
Baa3
Baa3
Baa3
Baa3
Baa3
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
7.750
12.000
3.750
4.125
7.250
10.750
4.625
7.625
5.875
7.375
4.875
5.250
5.500
3.750
4.875
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
Baa3
Baa3
Baa3
Baa2
Baa2
Baa3
Baa2
Baa3
Baa2
Baa2
Ba3
Ba3
Baa3
Baa3
Baa3
Ba3
Baa2
Baa2
Ba1
Baa3
Ba3
Ba3
Baa3
BBBBBBBBBBB
BB+
BBBBB
BBB+
BB
CCC
BB+
BB
BB
CCC
BB+
BB+
BB+
BB+
BB
BB+
BB+
Baa3
Baa3
Ba3
Freq.
Name
Maturity
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Modified
Duration
Ind. Ask
Price %
Indian Railway Finance C
Indian Overseas Bank/Hk
Hdfc Bank Ltd/Bah
Idbi Bank Ltd
Ae Rotor Holding Bv
Syndicate Bank
Ongc Videsh Ltd
Union Bank Of India Hk
Reliance Holdings Usa
Icici Bank Limited
Icici Bank Uk Plc
Indian Oil Corp Ltd
Ntpc Ltd
Bharat Petroleum Corp Lt
Power Grid Corp Of India
Bharti Airtel Internatio
Ongc Videsh Ltd
Indian Oil Corp Ltd
Reliance Industries Ltd
07.08.17
10.10.17
21.02.18
21.02.18
06.03.18
26.03.18
28.03.18
12.04.18
18.04.18
07.05.18
15.05.18
18.07.18
21.09.18
25.10.18
25.01.19
31.01.19
19.10.20
16.11.20
23.11.20
16.02.21
15.05.21
07.06.21
02.08.21
03.10.22
25.10.22
14.01.23
17.01.23
01.02.23
11.03.23
07.05.23
31.05.23
01.08.23
3.6
3.7
4.0
4.0
4.1
4.0
3.9
4.0
4.2
4.3
0.7
3.8
4.4
4.5
4.7
4.4
5.9
5.7
5.5
5.8
2.4
5.5
6.2
7.0
7.0
7.4
7.4
7.2
7.0
7.6
6.6
7.3
12.7
98.25
95.47
96.22
97.76
92.23
95.31
96.05
94.28
92.88
90.98
110.30
106.63
91.80
92.08
89.95
92.38
95.10
97.21
100.29
98.05
112.40
95.62
95.17
87.62
86.23
82.46
80.68
99.07
86.17
79.76
87.72
92.76
80.17
4.49
4.64
5.59
5.27
4.95
5.55
6.01
5.55
4.99
4.67
5.24
7.83
5.51
5.41
5.96
7.75
5.33
6.23
6.95
6.59
6.08
9.04
6.41
6.58
6.66
6.53
6.68
5.75
7.15
6.61
9.04
6.76
7.48
330
338
417
385
351
409
455
407
351
316
109
624
385
372
419
598
306
395
465
425
393
666
399
395
402
386
400
307
445
388
630
399
378
India
India
India
India
India
India
India
India
India
India
India
India
India
India
India
India
India
India
India
India
India
India
India
India
India
India
India
India
India
India
India
India
India
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Energy
Automaker
Basic Materials
Financial
Financial
Financial
Basic Materials
Energy
Financial
Financial
Financial
Automaker
Basic Materials
Energy
Utilities
Energy
Financial
Utilities
Automaker
TMT
Energy
Basic Materials
Energy
Energy
Pln
Bumi Capital Pte Ltd
Indonesia Eximbank
Bank Negara Indonesia Lo
Pln
Bumi Investment Pte Ltd
Tbg Global Pte Ltd
Pt Adaro Indonesia
Republic Of Indonesia
Indosat Palapa Co Bv
Pertamina Pt
Perusahaan Listrik Negar
Pertamina Pt
17.10.16
10.11.16
26.04.17
27.04.17
28.06.17
06.10.17
03.04.18
22.10.19
13.03.20
29.07.20
05.05.21
23.05.21
22.11.21
25.04.22
03.05.22
2.7
2.1
3.3
3.3
3.3
2.6
3.9
1.9
5.2
1.8
6.1
6.1
6.3
7.0
6.7
110.13
59.50
97.81
98.75
108.74
59.12
93.13
105.06
100.34
106.88
93.06
91.78
91.63
85.37
87.25
4.24
33.64
4.41
4.50
4.72
28.20
6.38
6.60
5.81
6.14
6.02
6.63
6.85
5.94
6.85
339
3276
333
342
357
2694
491
573
370
501
364
424
438
339
430
Indonesia
Indonesia
Indonesia
Indonesia
Indonesia
Indonesia
Indonesia
Indonesia
Indonesia
Indonesia
Indonesia
Indonesia
Indonesia
Indonesia
Indonesia
Utilities
Energy
Financial
Financial
Utilities
Energy
TMT
Energy
Government
TMT
Government
Energy
Utilities
Government
Energy
02-Sep-13
HIGH
GROWTH
CRNCY
CPN_FREQ
ISIN
Number
Valoren
Min./ Incr.
Trad. Unit
/
/
/
/
/
/
Rating Rating
S & P Moody's
Ccy
Coupon
%
Freq.
Name
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Maturity
Modified
Duration
Ind. Ask
Price %
USY20721BD05
USY7138AAE02
USY20721BH19
US71568QAB32
USY20721BE87
USY7138AAF76
21'122'761
21'412'780
21'878'569
19'847'316
21'122'763
21'412'778
200000
200000
200000
200000
200000
200000
1000
1000
1000
1000
1000
1000
BB+
BB+
BB+
BB
BB+
BB+
Baa3
Baa3
Baa3
Baa3
Baa3
Baa3
USD
USD
USD
USD
USD
USD
3.375
4.300
5.375
5.250
4.625
5.625
S
S
S
S
S
S
Pertamina Persero Pt
Perusahaan Listrik Negar
Pertamina Persero Pt
15.04.23
20.05.23
17.10.23
24.10.42
15.04.43
20.05.43
7.7
7.5
7.6
11.9
13.3
11.7
81.25
82.13
93.92
70.50
71.94
72.70
5.97
6.85
6.19
7.84
6.85
8.06
324
411
340
417
317
437
Indonesia
Indonesia
Indonesia
Indonesia
Indonesia
Indonesia
Government
Energy
Government
Utilities
Government
Energy
US803865AA25
19'985'559
200000 / 1000
BBB
Baa1
USD
4.500
Sasol Financing Int
14.11.22
7.2
90.31
5.88
323
Isle Of Man
Energy
US88165FAC68
US46507NAC48
XS0887586922
US46507NAD21
USL0178WAA01
USL0179RAA07
US88166JAA16
US46513AGA25
US46507NAE04
US4651387M19
US4651387N91
14'296'430
14'964'863
20'634'247
21'687'788
20'229'241
20'227'067
14'292'243
14'839'027
21'687'786
20'579'576
20'579'578
2000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
2000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
ABB+
A3
Baa3
BB+
BBBAA+
BB+
A+
A+
Baa3
B1
B3
A3
A1
Baa3
A1
A1
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
2.400
6.700
5.000
5.625
7.875
9.875
3.650
4.000
6.875
3.150
4.500
S
S
S
S
S
S
S
S
S
S
S
Teva Pharmaceut Fin Bv

Israel Electric Corp Ltd
Bankpozitif Kredi Ve Kal
Altice Financing Sa
Altice Finco Sa
Teva Pharm Fin Iv Bv
State Of Israel
State Of Israel
State Of Israel
10.11.16
10.02.17
07.02.18
21.06.18
15.12.19
15.12.20
10.11.21
30.06.22
21.06.23
30.06.23
30.01.43
3.0
3.1
3.9
4.1
3.6
4.0
6.9
7.4
7.0
8.3
15.2
102.85
107.15
93.50
102.49
106.25
108.67
99.38
102.69
102.68
94.29
87.19
1.48
4.43
6.72
5.03
6.64
8.26
3.74
3.64
6.50
3.85
5.37
60
344
532
347
484
610
127
106
374
109
170
Israel
Israel
Israel
Israel
Israel
Israel
Israel
Israel
Israel
Israel
Israel
Consumer
Utilities
Financial
Utilities
TMT
TMT
Consumer
Government
Utilities
Government
Government
XS0557127353
12'003'819
200000 / 1000
BB-
B1
USD
3.875
Kingdom Of Jordan
12.11.15
2.1
99.56
4.08
361
Jordania
Government
XS0282585859
XS0190240324
XS0510820011
XS0234488236
XS0253723281
XS0276707923
XS0298931287
USN45748AB15
XS0868359166
XS0546214007
XS0556885753
XS0925015074
XS0934609016
XS0925015157
2'886'205
1'831'164
11'324'689
2'322'567
2'552'848
2'802'243
3'078'061
3'091'919
20'277'439
11'829'762
11'984'638
21'268'117
21'453'599
21'268'119
100000 / 1000
10000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
B+
NR
B+
BB
BB+
BB+
BBBBBBBBBBBB+
BBB-
B2
Caa1
Baa3
Caa1
Caa1
Caa1
Ba3
Baa3
Baa3
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
8.625
7.875
6.250
8.000
9.000
7.500
7.250
6.375
3.750
6.375
6.375
4.400
4.625
5.750
S
S
S
S
S
S
S
S
S
S
S
S
S
S
Bccrd
Kazkommerts Bank
Kazatomprom
Kazkommerts Bank
Atf Bank
Kazkommerts Bank
Halyk Savings Bank-Kazak
Intergas Finance Bv
Samruk-Energy Jsc
Kazakhstan Temir Zholy
Kazmunaygas National Co
Kazagro Natl Mgmt Hldng
30.01.14
07.04.14
20.05.15
03.11.15
11.05.16
29.11.16
03.05.17
14.05.17
20.12.17
06.10.20
09.04.21
30.04.23
24.05.23
30.04.43
0.4
0.6
1.6
1.9
2.3
2.8
3.1
3.2
3.9
5.6
5.9
7.5
7.5
12.4
102.69
101.42
105.66
100.69
99.08
98.10
106.38
108.83
98.78
105.93
105.56
89.68
88.13
82.11
1.89
5.39
2.83
7.64
9.38
8.17
5.31
3.79
4.06
5.36
5.47
5.81
6.27
7.22
184
532
251
717
871
727
423
269
271
309
311
308
353
353
Kazakhstan
Kazakhstan
Kazakhstan
Kazakhstan
Kazakhstan
Kazakhstan
Kazakhstan
Kazakhstan
Kazakhstan
Kazakhstan
Kazakhstan
Kazakhstan
Kazakhstan
Kazakhstan
Financial
Financial
Basic Materials
Financial
Financial
Financial
Financial
Energy
Utilities
Transportation
Energy
Energy
Industrial
Energy
US50064FAH73
USY3994MAN66
USY4899GAF01
USY48861BG52
US50065GAA94
US50064FAD69
US63243MAA45
US302154AU32
US98105GAE26
USX3458MAA46
USY3815NAB74
10'112'968
10'126'622
10'270'420
10'359'709
10'369'030
1'954'945
10'600'320
10'344'806
10'399'822
11'222'738
10'704'329
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
2000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
A+
A+
A+
A+
A+
A+
A
A+
ABBB+
BBB+
Aa3
Aa3
A1
A1
A1
Aa3
A1
Aa3
A1
Baa1
Baa1
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
5.750
7.125
6.250
6.000
5.500
4.875
5.000
5.875
7.000
4.500
6.000
S
S
S
S
S
S
S
S
S
S
S
Republic Of Korea
Industrial Bank Of Korea
Korea Hydro & Nuclear Po
Korea Gas Corp
Korea Electric Power
Republic Of Korea
National Agricultural Co
Woori Bank
Hyundai Motor Manufactur
16.04.14
23.04.14
17.06.14
15.07.14
21.07.14
22.09.14
30.09.14
14.01.15
02.02.15
15.04.15
05.05.15
0.6
0.6
0.8
0.8
0.9
1.0
1.0
1.3
1.4
1.5
1.6
103.17
103.88
103.94
104.22
103.80
104.47
104.18
106.30
107.68
104.79
107.16
0.58
0.96
1.17
1.07
1.13
0.59
1.06
1.19
1.47
1.48
1.62
51
89
108
97
103
45
92
96
123
119
132
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Government
Financial
Utilities
Energy
Utilities
Government
Financial
Financial
Financial
Automaker
Financial
B+
Baa3
Baa3
Baa3
02-Sep-13
HIGH
GROWTH
CRNCY
CPN_FREQ
ISIN
Number
XS0507821584
US48268FAB85
XS0483222989
US500630BR88
US302154AV15
US82460EAA82
USY4899GAQ65
XS0833297186
USU44886AC06
US50065GAB77
US45604HAB33
US98105GAF90
US40963MAB81
XS0525717582
US98105GAG73
US63243MAB28
US40963MAF95
US500630BS61
USY49352AE00
USY38168AA19
XS0611897694
USY38383AJ76
XS0252544902
USY47606AC59
USY3815NAG61
US500630BT45
US50065TAB98
USY77488AB35
US302154AY53
US50065XAB01
US40963MAC64
XS0706631982
US302154BD08
XS0648400702
XS0734490906
XS0653886183
US63243MAC01
XS0743690140
US50065XAC83
USU7963ZAE98
XS0778826346
US500630BU18
USY5346TAG68
US50066EAA38
USU44886AA40
US40963MAD48
USY48585BD76
USY4836TAG68
US45604HAA59
Valoren
11'323'912
2'220'032
10'990'687
11'001'699
11'093'106
11'117'542
11'748'023
19'625'074
19'650'341
11'817'474
19'684'996
11'183'462
11'261'532
11'519'039
11'535'741
11'565'117
20'590'572
11'717'512
2'481'602
11'826'867
12'816'783
12'888'566
2'541'575
13'169'940
12'383'692
12'627'555
11'765'049
12'784'674
12'881'829
14'152'527
12'940'992
14'353'678
14'678'352
13'346'564
14'788'745
13'436'214
13'498'289
14'928'330
18'297'053
18'344'671
18'488'615
14'220'138
18'531'896
18'546'344
14'465'565
14'506'324
18'864'036
19'009'206
19'027'030
Min./ Incr.
Trad. Unit
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
200000 / 1000
2000 / 1000
100000 / 1000
200000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
200000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
200000 / 1000
200000 / 1000
100000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
100000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
Rating Rating
S & P Moody's
A+
AA+
A
A+
A
A+
ABBB+
A+
AA
AAA
A
A
A+
BBB+
BBBABBB+
BBB+
A
A+
A
A+
A+
A
A
A+
A
AA+
A
A+
A+
AA
A+
BBB+
A
AA+
A+
A1
A3
Aa3
Aa3
Aa3
A1
A1
A1
Baa1
A1
Aa3
A1
A1
A1
A1
A1
A1
Aa3
A1
Baa1
Baa1
Baa3
A3
Baa1
Baa1
Aa3
Aa3
A1
Aa3
A1
A1
Aa3
A1
A1
A1
A2
A1
A1
A2
Aa3
Baa1
A1
Baa1
A1
A1
A1
Aa3
Ccy
Coupon
%
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
4.125
4.875
4.375
4.375
4.125
4.375
3.125
1.750
1.625
3.000
1.375
4.500
4.500
4.875
4.750
4.250
1.375
3.250
5.500
3.750
3.875
4.625
5.875
3.625
4.375
4.000
3.250
4.125
3.750
4.000
4.000
4.500
4.000
3.625
3.875
3.625
3.500
4.125
3.125
1.750
3.500
3.875
3.375
3.125
4.000
4.250
3.125
2.500
2.375
Freq.
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
Name
Korea Resources Corp
Korean Telecom
Shinhan Bank
Korea Exchange Bank
Hyundai Capital America
Korea Electric Power
Woori Bank
Hana Bank
Korea Exchange Bank
Woori Bank
Hana Bank
Korea Midland Power Co
Lotte Shopping Co Ltd
Hyundai Steel Co
Korean Telecom
Kia Motors Corporation
Korea Finance Corp
Shinhan Bank
Hana Bank
Doosan Infracore Co Ltd
Kookmin Bank
Kt Corp
Korea South-East Power
Busan Bank
Samsung Electron America
National Federation Fish
Lotte Shopping Co Ltd
Korea Western Power Co
Hana Bank
Korea Exchange Bank
Korea East-West Power Co
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Maturity
Modified
Duration
Ind. Ask
Price %
19.05.15
15.07.15
04.08.15
10.08.15
09.09.15
15.09.15
16.09.15
27.09.15
02.10.15
05.10.15
05.10.15
07.10.15
30.10.15
14.01.16
20.01.16
28.01.16
05.02.16
09.03.16
14.03.16
06.04.16
07.04.16
21.04.16
03.05.16
14.06.16
27.07.16
09.09.16
20.09.16
04.10.16
20.10.16
27.10.16
03.11.16
23.11.16
11.01.17
14.01.17
20.01.17
29.01.17
08.02.17
09.02.17
03.04.17
10.04.17
03.05.17
04.05.17
09.05.17
10.05.17
08.06.17
14.06.17
26.06.17
16.07.17
17.07.17
1.6
1.8
1.8
1.9
1.9
1.9
1.9
2.0
2.0
2.0
2.0
2.0
2.0
2.2
2.2
2.3
2.4
2.4
2.3
2.4
2.4
2.4
2.4
2.6
2.7
2.8
2.9
2.9
2.9
2.9
2.9
3.0
3.1
3.1
3.1
3.2
3.2
3.2
3.3
3.4
3.4
3.4
3.4
3.4
3.5
3.5
3.6
3.6
3.7
104.31
106.46
105.85
105.95
105.60
105.73
103.30
100.14
100.31
103.30
100.14
105.85
105.93
107.08
107.30
105.96
99.26
103.96
108.54
104.76
104.26
105.19
110.50
104.73
106.89
106.45
104.32
106.86
106.26
106.50
106.12
106.94
105.55
103.70
104.62
103.17
102.94
104.61
102.19
99.80
102.87
105.05
102.36
101.52
104.73
105.45
101.91
99.30
99.35
1.56
1.35
1.27
1.25
1.30
1.50
1.47
1.68
1.47
1.39
1.31
1.64
1.68
1.80
1.61
1.70
1.69
1.63
2.01
1.86
2.17
2.57
1.81
1.87
1.92
1.79
1.78
1.83
1.68
1.86
1.99
2.25
2.27
2.47
2.44
2.64
2.60
2.71
2.48
1.81
2.67
2.43
2.70
2.69
2.67
2.72
2.59
2.69
2.55
124
98
89
86
89
108
105
125
104
95
87
120
122
125
105
114
112
103
140
122
154
192
115
115
116
98
96
99
83
100
112
136
132
151
148
167
161
172
143
75
159
134
161
160
154
159
145
153
138
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Energy
TMT
Financial
Financial
Financial
Financial
Utilities
Financial
Financial
Utilities
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Utilities
Financial
Consumer
Basic Materials
TMT
Automaker
Financial
Financial
Financial
Financial
Financial
Energy
Financial
Industrial
Financial
Financial
TMT
Utilities
Financial
Financial
Energy
Industrial
Financial
Financial
Consumer
Utilities
Financial
Financial
Financial
Utilities
Financial
02-Sep-13
HIGH
GROWTH
CRNCY
CPN_FREQ
ISIN
Number
Valoren
Min./ Incr.
Trad. Unit
Rating Rating
S & P Moody's
Ccy
Coupon
%
Freq.
Name
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Maturity
Modified
Duration
Ind. Ask
Price %
US50066CAE93
US50065TAD54
US500630BW73
USY3815NAT82
USU44886AB23
USY4872AAX55
US40963MAE21
USY4935NAL83
USC42970AC47
US50066CAF68
XS0940691578
US50065TAE38
US302154AW97
USY70750AN78
US50066CAA71
US98105HAB69
USY70750AR82
USY4899GAS22
US302154BA68
US50065TAC71
US302154BC25
US500630BX56
19'088'841
19'183'674
18'004'772
18'137'464
19'650'335
19'837'844
18'441'526
19'903'139
21'358'604
21'966'341
22'089'350
22'154'080
11'462'747
11'928'502
11'949'089
12'843'622
12'852'803
13'335'649
13'831'122
14'298'145
14'678'370
19'440'974
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
2000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
A+
A+
A
BBB+
BBB+
A+
A
AA+
A+
BBB
A+
A+
BBB+
A+
BBB+
BBB+
A+
A+
A+
A+
A
A1
Aa3
Aa3
Baa1
Baa1
A1
A1
A3
A1
A1
Baa2
Aa3
Aa3
Baa1
A1
A2
Baa1
A1
Aa3
Aa3
Aa3
Aa3
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
2.250
2.250
3.500
3.500
2.125
1.875
3.500
2.125
2.125
2.875
3.625
2.875
5.125
4.250
4.250
5.875
5.250
4.750
4.375
4.625
5.000
3.000
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
Korea Gas Corp

Korea Finance Corp
Korea Expressway Corp
Hana Bank
Sk Telecom Co Ltd
Harvest Operations Corp
Korea Gas Corp
Sk Innovation Co Ltd
Korea Finance Corp
Posco
Korea Gas Corp
Woori Bank
Posco
Korea Finance Corp
25.07.17
07.08.17
22.08.17
13.09.17
02.10.17
22.10.17
25.10.17
01.05.18
14.05.18
29.07.18
14.08.18
22.08.18
29.06.20
28.10.20
02.11.20
13.04.21
14.04.21
13.07.21
15.09.21
16.11.21
11.04.22
14.09.22
3.7
3.7
3.7
3.7
3.8
3.9
3.8
4.4
4.4
4.5
4.5
4.6
5.7
6.0
6.1
6.1
6.2
6.5
6.6
6.7
6.9
7.7
98.78
99.09
103.73
103.06
98.24
96.90
102.88
97.01
96.22
99.13
100.87
99.50
108.60
101.30
103.89
110.20
107.53
104.75
103.73
105.18
108.35
93.55
2.58
2.49
2.50
2.69
2.58
2.67
2.76
2.81
2.99
3.07
3.43
2.98
3.69
4.04
3.63
4.29
4.09
4.04
3.83
3.88
3.85
3.85
140
130
130
146
133
139
148
131
148
146
181
135
149
176
135
193
172
163
139
141
131
123
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Korea
Energy
Financial
Financial
Financial
Financial
Consumer
Financial
TMT
Energy
Energy
Energy
Financial
Financial
Basic Materials
Energy
Financial
Basic Materials
Utilities
Financial
Financial
Financial
Financial
XS0457137841
XS0859236092
XS0545106592
10'641'050
20'093'622
11'796'729
100000 / 1000
200000 / 1000
100000 / 1000
BBBBBB
Baa3
Baa2
Ba1
USD
USD
USD
8.875
3.250
7.875
S
S
S
Kuwait Projects Co
Gic Funding Limited
Burgan Finance No.1 Ltd
17.10.16
28.11.17
29.09.20
2.7
3.9
5.3
116.13
98.56
108.50
3.38
3.62
6.36
252
230
410
Kuwait
Kuwait
Kuwait
Industrial
Financial
Financial
XS0747927746
XS0638326263
14'999'024
13'185'691
200000 / 1000
200000 / 1000
BBB+
BBB+
Baa2
Baa2
USD
USD
5.250
5.250
S
S
Republic Of Latvia
Republic Of Latvia
22.02.17
16.06.21
3.2
6.3
108.20
106.56
2.75
4.25
175
186
Latvia
Latvia
Government
Government
XS0471737105
XS0559237952
XS0629509943
XS0493540297
XS0559237796
XS0471737444
10'793'908
12'005'284
13'059'059
11'104'135
12'005'111
10'793'836
1000
1000
1000
1000
1000
1000
B
B
B
B
B
B
NR
NR
NR
NR
NR
NR
USD
USD
USD
USD
USD
USD
5.875
5.150
6.000
6.375
6.100
7.000
S
S
S
S
S
S
Lebanese Republic
Lebanese Republic
Lebanese Republic
Lebanese Republic
Lebanese Republic
Lebanese Republic
15.01.15
12.11.18
20.05.19
09.03.20
04.10.22
03.12.24
1.3
4.4
4.7
5.1
6.7
7.6
102.88
97.63
99.63
100.13
96.92
102.13
3.69
5.68
6.08
6.35
6.55
6.73
346
398
422
425
393
388
Lebanon
Lebanon
Lebanon
Lebanon
Lebanon
Lebanon
Government
Government
Government
Government
Government
Government
XS0457764339
XS0541528682
XS0485991417
XS0602546136
XS0739988086
10'645'595
11'737'520
11'007'013
12'628'224
14'861'166
100000
100000
100000
100000
200000
BBB
BBB
BBB
BBB
BBB
Baa1
Baa1
Baa1
Baa1
Baa1
USD
USD
USD
USD
USD
6.750
5.125
7.375
6.125
6.625
S
S
S
S
S
15.01.15
14.09.17
11.02.20
09.03.21
01.02.22
1.3
3.6
5.2
5.9
6.5
106.72
107.98
118.69
111.54
114.66
1.73
3.00
4.05
4.31
4.51
150
177
196
196
200
Lithuania
Lithuania
Lithuania
Lithuania
Lithuania
Government
Government
Government
Government
Government
USY60808AB18
XS0200561180
XS0212370869
XS0726900953
XS0793277277
USY68856AH99
1'894'562
1'953'365
2'092'810
14'941'220
18'794'747
10'441'634
100000 / 1000
100000 / 1000
1000
200000 / 1000
200000 / 1000
100000 / 1000
BBB
BBB+
BBB
A-
Baa2
Baa1
Baa2
USD
USD
USD
USD
USD
USD
6.125
5.375
5.250
3.000
2.875
5.250
S
S
S
S
S
S
Misc Capital Ltd

Prime Holdings Labuan
Ioi Ventures
Malayan Banking Bhd
Export-Import Bank Of Ma
Petronas Capital Ltd
01.07.14
22.09.14
16.03.15
10.02.17
14.12.17
12.08.19
0.8
1.0
1.4
3.2
4.0
5.1
103.61
103.98
105.07
101.18
100.67
108.14
1.68
1.53
1.87
2.64
2.71
3.71
159
139
160
165
137
178
Malaysia
Malaysia
Malaysia
Malaysia
Malaysia
Malaysia
Transportation
Consumer
Industrial
Financial
Financial
Energy
/
/
/
/
/
1000
1000
1000
1000
1000
A-
A3
A1
02-Sep-13
HIGH
GROWTH
CRNCY
CPN_FREQ
ISIN
Number
Valoren
Min./ Incr.
Trad. Unit
Rating Rating
S & P Moody's
XS0504981746
XS0792911298
XS0828755495
11'249'679
18'879'120
19'688'536
100000 / 1000
200000 / 1000
200000 / 1000
BBBBBB
A-
USP49802AA24
US879403AS24
USP14008AA79
USP16259AA47
US02364WBC82
USU12763AA37
USP06064AA01
US02364WAN56
USP2253THR34
US706451BS94
USP8674JAC38
US40049JAX54
XS0630959152
US71656MAS89
XS0655700762
USP2253TJC47
USP06064AB83
USP0280ADQ15
USP3100SAA26
USP9048DEC94
USP2253TJD20
USP35053AA86
US91086QAY44
US64109TAD46
US71656MAC38
USP0280ADW82
US84265VAD73
USP7700WCG35
USP4949BAG97
US71656MAD11
USP37149AN42
USP16259AB20
USP30179AJ79
US71656MAL37
USP4949BAH70
US91086QBA58
USP3142CDD85
US02364WBD65
USP57908AD01
US84265VAF22
USP1507SAC19
USP01703AA82
USP9084BAD03
USP6638MAA91
US344419AA47
10'461'896
2'226'500
11'539'247
12'636'669
13'765'340
10'820'989
2'909'756
3'513'007
12'273'621
4'951'090
12'852'751
4'419'731
13'075'693
21'900'082
13'484'104
20'968'581
10'584'854
10'658'717
10'683'773
10'726'135
22'072'420
10'817'683
10'910'915
11'927'349
10'977'261
11'169'404
11'225'209
21'497'120
11'474'620
11'535'465
12'438'981
12'636'668
13'077'218
14'789'163
14'715'301
14'669'685
18'238'856
19'009'210
19'520'292
19'976'590
19'985'582
20'053'576
20'787'207
21'212'891
21'358'909
100000 / 1000
100000 / 1000
100000 / 1000
150000 / 1000
200000 / 1000
100000 / 1000
2000 / 1000
2000 / 1000
100000 / 1000
10000 / 1000
150000 / 1000
100000 / 1000
200000 / 1000
10000 / 1000
100000 / 1000
200000 / 1000
2000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
200000 / 1000
2000 / 1000
2000
100000 / 1000
10000 / 1000
100000 / 1000
2000 / 1000
2000 / 1000
100000 / 1000
10000 / 1000
2000 / 1000
150000 / 1000
200000 / 1000
10000 / 1000
100000 / 1000
2000
200000 / 1000
200000 / 1000
200000 / 1000
2000 / 1000
150000 / 1000
200000 / 1000
200000 / 1000
150000 / 1000
150000 / 2000
BBBABBBAB
NR
AB
BBB
BBBBBB+
BBB
B
NR
ABB+
AB
NR
BBB
BBB+
BBB
ABBB
B
BBB
B
BBB
BBB
BBB
D
ABBBBBB
BBB
BBBBBBB+
BBB+
Baa2
Baa2
A3
A2
A3
A2
A2
Caa2
A2
Baa1
Baa3
Baa1
Baa1
Caa2
A2
A2
C
Baa1
Baa3
Baa1
A2
Baa2
Baa2
Baa1
B2
Baa2
Baa1
Baa1
Baa2
Baa1
Ca
A2
Ba1
Baa2
Baa3
Ba2
Ccy
Coupon
%
USD
USD
USD
5.375
4.375
4.250
S
S
S
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
9.500
5.500
4.375
4.500
2.375
9.500
7.625
5.625
9.000
5.750
5.625
6.000
7.500
3.500
7.250
5.875
9.000
5.000
7.875
5.500
6.500
9.500
5.125
7.500
6.000
5.000
5.375
7.250
4.875
5.500
8.900
6.500
4.875
4.875
4.500
3.625
8.875
3.125
4.875
3.500
4.125
4.500
5.500
4.900
2.875
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
Freq.
Name
Axiata Spv1 Labuan Ltd
Ioi Investment L Bhd
Ssg Resources Ltd
Petrotemex Sa De Cv
Telefonos De Mexico Sab
Banco Mercantil Del Nort
Bbva Bancomer Sa Texas
Cemex Finance Llc
Axtel Sab De Cv
Cemex Sab De Cv
Pemex Proj Fdg Master Tr
Sigma Alimentos Sa
Grupo Televisa Sab
Tv Azteca Sab De Cv
Petroleos Mexicanos
Grupo Elektra Sab De Cv
Cemex Sab De Cv
Axtel Sab De Cv
Controladora Mabe Sa Cv
Telefonos De Mexico Sab
Cemex Sab De Cv
Desarrolladora Homex Sa
Net Servicos De Comunica
Petroleos Mexicanos
Southern Copper Corp
C Grupo Famsa Sa De Cv
Grupo Bimbo Sab De Cv
Petroleos Mexicanos
Empresas Ica Sociedad
Bbva Bancomer Sa Texas
Comision Fed De Electric
Petroleos Mexicanos
Grupo Bimbo Sab De Cv
Corporacion Geo Sa De Cv
Mexichem Sab De Cv
Banco Santander Sa
Alpek Sa De Cv
Tenedora Nemak Sa
Metalsa Sa De Cv
Fomento Economico Mex
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Maturity
Modified
Duration
Ind. Ask
Price %
28.04.20
27.06.22
04.10.22
5.5
7.1
7.2
105.56
92.82
93.45
4.40
5.41
5.16
225
283
253
Malaysia
Malaysia
Malaysia
TMT
Consumer
Financial
19.08.14
27.01.15
19.07.15
10.03.16
08.09.16
14.12.16
01.02.17
15.11.17
11.01.18
01.03.18
14.04.18
15.05.18
25.05.18
18.07.18
06.08.18
25.03.19
22.09.19
16.10.19
28.10.19
15.11.19
10.12.19
11.12.19
15.01.20
27.01.20
05.03.20
30.03.20
16.04.20
01.06.20
30.06.20
21.01.21
04.02.21
10.03.21
26.05.21
24.01.22
25.01.22
15.03.22
27.03.22
16.07.22
19.09.22
08.11.22
09.11.22
20.11.22
28.02.23
24.04.23
10.05.23
0.9
1.3
1.8
2.3
2.9
0.3
2.8
3.7
2.1
4.0
4.0
4.1
1.6
4.4
3.4
4.5
4.1
5.2
4.8
5.2
5.0
2.9
5.4
1.3
5.4
5.6
5.5
5.2
5.7
6.1
5.2
5.7
6.3
6.8
6.9
7.1
2.1
7.6
7.0
7.6
7.4
7.3
7.2
7.4
8.2
108.00
106.07
104.93
105.91
101.91
106.63
86.63
113.34
107.00
110.95
110.08
112.62
107.00
101.25
103.75
96.33
76.81
108.16
111.68
113.48
98.46
24.13
110.21
108.50
111.00
117.23
106.62
99.38
104.86
109.50
95.06
103.40
102.88
101.00
100.82
98.01
20.00
91.21
95.69
89.62
91.94
93.22
96.63
95.25
89.21
1.06
1.10
1.69
2.08
1.72
7.19
12.57
2.27
7.10
3.12
3.25
3.09
5.78
3.22
6.35
6.67
14.96
3.50
5.60
3.09
6.81
46.42
3.33
5.88
4.06
2.17
4.22
7.37
4.05
4.00
9.85
5.93
4.43
4.73
4.38
3.90
48.96
4.33
5.49
4.92
5.24
5.44
5.97
5.54
4.25
95
87
132
147
91
244
1159
96
608
169
177
157
497
163
497
486
1299
152
361
108
478
4439
127
359
196
5
208
519
185
168
752
359
205
222
188
137
4643
174
286
227
260
279
327
281
151
Mexico
Mexico
Mexico
Mexico
Mexico
Mexico
Mexico
Mexico
Mexico
Mexico
Mexico
Mexico
Mexico
Mexico
Mexico
Mexico
Mexico
Mexico
Mexico
Mexico
Mexico
Mexico
Mexico
Mexico
Mexico
Mexico
Mexico
Mexico
Mexico
Mexico
Mexico
Mexico
Mexico
Mexico
Mexico
Mexico
Mexico
Mexico
Mexico
Mexico
Mexico
Mexico
Mexico
Mexico
Mexico
Basic Materials
TMT
Financial
Financial
TMT
Industrial
TMT
Tmt
Industrial
Energy
Consumer
Tmt
TMT
Energy
Consumer
Industrial
TMT
TMT
Consumer
TMT
Industrial
Industrial
Government
TMT
Energy
TMT
Basic Materials
Consumer
Consumer
Energy
Industrial
Financial
Utilities
Energy
Consumer
Government
Industrial
TMT
Basic Materials
Basic Materials
Financial
Basic Materials
Industrial
Automaker
Consumer
02-Sep-13
HIGH
GROWTH
CRNCY
CPN_FREQ
ISIN
Number
Valoren
Min./ Incr.
Trad. Unit
Rating Rating
S & P Moody's
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Ccy
Coupon
%
Baa3
Baa1
Baa1
A2
Baa2
USD
USD
USD
USD
USD
USD
5.375
4.875
6.625
4.375
5.250
4.375
S
S
S
S
S
S
Alpek Sa De Cv
Petroleos Mexicanos
Grupo Televisa Sab
Fomento Economico Mex
08.08.23
18.01.24
15.01.40
16.07.42
08.11.42
10.05.43
7.6
8.0
12.8
14.8
12.9
15.1
98.09
99.08
108.14
82.10
79.37
84.57
5.63
4.99
6.01
5.64
6.90
5.43
285
219
247
199
324
174
Mexico
Mexico
Mexico
Mexico
Mexico
Mexico
Basic Materials
Energy
TMT
TMT
Basic Materials
Consumer
B1
B1
B1
USD
USD
USD
8.500
5.750
4.125
S
S
S
Trad & Dev Bank Mongolia

Devt Bank Of Mongolia
Mongolia Intl Bond
20.09.15
21.03.17
05.01.18
1.7
3.0
3.8
95.97
91.75
91.25
10.74
8.49
6.47
1032
746
510
Mongolia
Mongolia
Mongolia
Financial
Government
Freq.
Name
Maturity
Modified
Duration
Ind. Ask
Price %
USP01703AB65
US71656MAQ24
USP4987VAS27
US02364WBE49
US84265VAG05
US344419AB20
22'072'384
21'892'853
10'781'822
19'009'563
19'976'583
21'358'913
200000 / 1000
10000 / 1000
2000 / 1000
200000 / 1000
2000 / 1000
150000 / 2000
BBBBBB
BBB+
ABBB
BBB+
XS0831336192
XS0755567301
US60937GAA40
19'535'900
18'193'900
20'137'014
200000 / 1000
200000 / 1000
200000 / 1000
BBBB-
XS0850020586
20'197'889
200000 / 1000
BBB-
USD
4.250
Kingdom Of Morocco
11.12.22
7.3
86.94
6.12
345
Morocco
Government
XS0584435142
12'394'372
200000 / 1000
BB-
USD
6.750
Republic Of Nigeria
28.01.21
5.8
106.81
5.61
329
Nigeria
Government
XS0908549685
20'996'302
200000 / 1000
A-
A1
USD
2.500
Bank Muscat Saog
26.03.18
4.2
98.03
2.96
151
Oman
Financial
USY8793YAK83
USY8793YAM40
USY8793YAL66
2'502'485
3'135'787
2'501'176
100000 / 1000
100000 / 1000
100000 / 1000
BBB-
Caa1
Caa1
Caa1
USD
USD
USD
7.125
6.875
7.875
S
S
S
Islamic Rep Of Pakistan

31.03.16
01.06.17
31.03.36
2.2
3.2
9.0
97.67
96.17
81.92
8.14
8.08
9.89
751
696
653
Pakistan
Pakistan
Pakistan
Government
Government
Government
US698299AX28
10'749'334
100000 / 1000
BBB
Baa2
USD
5.200
Republic Of Panama
30.01.20
5.5
109.55
3.52
145
Panama
Government
US219868BP07
USP09645AG07
USR15893AA96
USP16236AF16
USP09646AC75
USP1342SAC00
USP98047AA42
USP31389AY82
US219868BS46
USP16260AA28
USP2194PAA77
USP9367RAG67
11'520'210
12'687'215
10'999'081
21'087'907
11'748'147
11'835'344
14'871'843
14'917'712
18'794'737
19'356'130
20'631'577
21'256'290
1000
10000 / 1000
100000 / 1000
10000 / 1000
10000 / 1000
100000 / 1000
2000 / 1000
200000 / 1000
1000
10000 / 1000
100000 / 1000
200000 / 1000
AABBB+
B+
BBB+
BBB+
Aa3
Baa2
B2
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
3.750
4.750
9.000
3.250
5.375
5.750
5.375
4.750
4.375
5.000
4.500
4.250
S
S
S
S
S
S
S
S
S
S
S
S

Banco De Credito Del Per
Corp Pesquera Inca Sac
Bbva Banco Continental
Banco De Credito Del Per
Banco Internac Del Peru
Volcan Cia Minera Saa-Cm
Corp Financi De Desarrol
Bbva Banco Continental
Cementos Pacasmayo Saa
Transport De Gas Peru
15.01.16
16.03.16
10.02.17
08.04.18
16.09.20
07.10.20
02.02.22
08.02.22
15.06.22
26.08.22
08.02.23
30.04.28
2.3
2.3
2.1
4.2
5.7
5.6
6.6
6.8
7.2
7.1
7.4
10.4
105.23
105.40
101.50
97.67
102.23
101.80
95.88
97.09
100.90
94.97
88.81
89.50
1.49
2.53
8.48
3.81
4.99
5.44
6.01
5.18
4.25
5.72
6.08
5.29
94
192
772
233
274
317
350
267
168
311
338
229
Peru
Peru
Peru
Peru
Peru
Peru
Peru
Peru
Peru
Peru
Peru
Peru
Financial
Consumer
Financial
Financial
Financial
Basic Materials
Financial
Financial
Industrial
Energy
XS0550961477
XS0843919480
XS0592233729
XS0876086975
XS0921226386
US718286BD89
US718286BW60
11'897'959
19'803'201
12'731'432
20'488'387
21'226'583
2'870'859
14'678'517
100000
200000
200000
200000
200000
100000
200000
3.875
4.250
5.500
4.375
4.875
6.375
5.000
S
S
S
S
S
S
S
Bdo Unibank Inc

Sm Investments Corp
Dev Bank Philippines
Jgsh Philippines Ltd
San Miguel Corp
Republic Of Philippines
Republic Of Philippines
22.04.16
17.10.19
25.03.21
23.01.23
26.04.23
15.01.32
13.01.37
2.5
5.2
6.0
7.5
7.1
11.1
13.8
101.95
96.38
105.60
94.87
80.66
112.63
104.25
3.10
4.94
4.61
5.07
7.76
5.29
4.70
244
296
226
238
503
212
130
Philippines
Philippines
Philippines
Philippines
Philippines
Philippines
Philippines
Financial
Consumer
Financial
Consumer
Industrial
Government
Government
XS0783934085
US731011AT95
19'620'485
19'495'874
XS0422945518
XS0432791498
10'099'202
10'249'928
/
/
/
/
/
/
/
1000
1000
1000
1000
1000
1000
1000
BBBBBB+
AABBB+
BB+
BBB
NR
Baa2
Baa3
Baa3
Aa3
Baa2
Ba1
BBBBBB-
Ba1
Ba1
USD
USD
USD
USD
USD
USD
USD
200000 / 1000
1000
AA-
A2
A2
USD
USD
4.630
3.000
S
S

Republic Of Poland
26.09.22
17.03.23
7.1
8.0
95.20
89.29
5.30
4.39
268
168
Poland
Poland
Financial
Government
100000 / 1000
100000 / 1000
AA
A
Aa2
A2
USD
USD
5.150
6.500
S
S
State Of Qatar
Qtel International Fin
09.04.14
10.06.14
0.6
0.7
102.80
104.44
0.43
0.67
36
58
Qatar
Qatar
Government
TMT
BBB-
02-Sep-13
HIGH
GROWTH
CRNCY
CPN_FREQ
ISIN
Number
Valoren
USM8222MAF97
XS0466365110
XS0468466486
XS0527351570
XS0549116290
XS0615235537
XS0748305017
XS0757032445
XS0771860003
XS0854469599
XS0423038875
XS0432791571
USM8222MAG70
XS0466365383
XS0468534580
XS0527351653
XS0549116530
XS0615236006
XS0866438475
XS0551307100
XS0880134258
XS0615236188
10'380'038
10'737'025
10'751'932
11'541'569
11'861'656
1'444'552
18'005'081
18'146'900
18'352'962
19'997'624
10'099'322
10'249'794
10'380'778
10'737'059
10'751'948
11'541'576
11'861'454
1'444'528
20'260'965
11'887'380
20'549'523
1'444'539
US77586TAA43
US77586TAC09
14'911'050
20'734'249
XS0288747669
XS0606382413
XS0190490606
XS0442348404
XS0463663442
XS0205828477
XS0531270964
XS0484208771
XS0491998133
XS0494095754
XS0493579238
XS0494933806
XS0504954180
XS0524435715
XS0230577941
XS0234987153
XS0562354182
XS0587030957
XS0588436799
XS0253861834
XS0708813653
XS0630950870
XS0640334768
2'959'826
12'684'045
1'835'648
10'394'630
10'706'028
1'995'977
11'591'672
10'973'794
11'079'804
11'105'469
11'104'829
11'118'088
11'253'595
11'499'616
2'281'768
2'328'821
12'045'608
12'413'907
12'424'759
2'554'401
14'345'742
13'079'719
13'219'253
Min./ Incr.
Trad. Unit
250000
100000
100000
100000
200000
200000
200000
200000
200000
200000
100000
100000
250000
100000
100000
100000
200000
200000
200000
200000
200000
200000
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
Rating Rating
S & P Moody's
Ccy
Coupon
%
Freq.
Name
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Maturity
Modified
Duration
Ind. Ask
Price %
A
AAA
AA
A
AA
A+
AAA+
AA
A
A
BBB+
AA
AA
A
AA
A
A
A
AA
Aa3
A1
Aa2
Aa2
A2
Aa2
Aa3
A2
A1
Aa3
Aa2
A2
Aa3
Baa1
Aa2
Aa2
A2
Aa2
A2
A2
A2
Aa2
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
5.500
5.000
4.000
3.500
3.375
3.125
3.375
3.500
3.375
2.125
6.550
7.875
6.750
7.500
5.250
5.000
4.750
4.500
3.250
5.000
3.875
5.750
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
Ras Laffan Lng 3

Cbq Finance Ltd
State Of Qatar
Qatari Diar Finance Qsc
State Of Qatar
Qnb Finance Ltd
Doha Finance Limited
Cbq Finance Ltd
Qnb Finance Ltd
State Of Qatar
Ras Laffan Lng 3
Cbq Finance Ltd
State Of Qatar
Qatari Diar Finance Qsc
State Of Qatar
State Of Qatar
30.09.14
18.11.14
20.01.15
21.07.15
14.10.16
20.01.17
22.02.17
14.03.17
11.04.17
14.02.18
09.04.19
10.06.19
30.09.19
18.11.19
20.01.20
21.07.20
16.02.21
20.01.22
21.02.23
19.10.25
31.01.28
20.01.42
1.0
1.2
1.3
1.8
2.9
3.2
3.3
3.3
3.3
4.2
4.7
4.7
5.0
5.0
5.4
5.8
6.2
6.9
8.0
8.9
10.6
14.1
104.71
104.72
104.14
104.14
104.31
104.13
103.13
103.31
103.00
97.02
119.03
121.92
117.13
117.56
111.06
108.54
104.63
104.88
90.55
101.17
86.88
104.74
1.06
1.04
0.96
1.26
1.94
1.86
2.43
2.51
2.50
2.84
2.85
3.63
3.58
4.25
3.31
3.59
4.02
3.81
4.49
4.87
5.18
5.42
91
86
74
90
109
89
143
149
144
143
102
175
161
224
125
137
169
131
179
199
219
179
Qatar
Qatar
Qatar
Qatar
Qatar
Qatar
Qatar
Qatar
Qatar
Qatar
Qatar
Qatar
Qatar
Qatar
Qatar
Qatar
Qatar
Qatar
Qatar
Qatar
Qatar
Qatar
Energy
Financial
Government
Real Estate
TMT
Government
Financial
Financial
Financial
Financial
Government
TMT
Energy
Financial
Government
Real Estate
TMT
Government
TMT
TMT
TMT
Government
2000
2000
BB+
BB+
Baa3
Baa3
USD
USD
6.750
4.375
S
S
Romania
Romania
07.02.22
22.08.23
6.5
7.9
111.80
93.75
5.01
5.19
250
240
Romania
Romania
Government
Government
100000 / 1000
150000 / 1000
2000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
100000
100000 / 1000
100000 / 1000
100000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
100000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
BBB
NR
BB+
BBB
BBB
BBBBBBBB
BBB
Baa1
Ba3
Ba1
Baa1
Baa2
Ba3
Baa3
Baa2
Baa2
Ba2
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
5.670
7.000
9.250
8.125
6.375
8.875
6.250
6.250
6.465
6.699
9.875
8.000
3.625
5.499
6.500
8.250
5.092
6.493
5.326
8.250
4.950
5.125
7.750
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
Transneft
Hcfb Llc(Eurasia Cap Sa)
Severstal
Lukoil Intl Finance Bv
Alrosa Finance Sa
Rosneft Finance Sa
Bk Moscow (Bom Capital)
Alliance Oil Co Ltd
Alfa Mtn Issuance Ltd
Russia Foreign Bond
Gazprombank
Evraz
Vimpelcom (Vip Fin)
Novatek(Novatek Fin Ltd)
Vimpelcom
Veb-Leasing (Veb)
Koks Oao (Koks Finance L
05.03.14
18.03.14
19.04.14
31.07.14
05.11.14
17.11.14
15.12.14
02.02.15
04.03.15
11.03.15
11.03.15
18.03.15
29.04.15
07.07.15
23.09.15
10.11.15
29.11.15
02.02.16
03.02.16
23.05.16
23.05.16
27.05.16
23.06.16
0.5
0.5
0.6
0.9
1.1
1.1
1.2
1.4
1.4
1.4
1.4
1.4
1.6
1.7
1.9
2.0
2.1
2.2
2.3
2.4
2.5
2.5
2.4
102.62
102.58
105.05
106.41
105.86
108.28
105.13
106.20
106.04
105.47
107.81
107.44
104.30
106.25
107.15
107.48
106.01
105.78
105.39
110.47
105.54
104.55
94.38
0.42
2.13
1.08
0.97
1.29
1.86
2.15
1.77
2.34
2.98
4.49
3.00
0.99
2.02
2.88
4.60
2.31
3.95
2.99
4.13
2.82
3.36
10.10
37
207
101
87
112
168
195
153
208
271
422
273
68
166
246
412
182
338
242
344
213
267
937
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Energy
Financial
Basic Materials
Energy
Energy
Basic Materials
Financial
Energy
Financial
Financial
Energy
Financial
Government
Financial
Financial
Basic Materials
Energy
TMT
Energy
TMT
Energy
Financial
Basic Materials
B+
BB+
BBB
BBBB+
BBB
BB
BBBBB
BBB
BBB
CCC+
Ba1
Baa1
Baa1
Baa3
B1
Baa1
Ba3
Baa3
Ba3
Baa1
B3
02-Sep-13
HIGH
GROWTH
CRNCY
CPN_FREQ
ISIN
Number
XS0650962185
XS0648402583
XS0276456315
XS0719009754
XS0643176448
XS0861980372
XS0292530309
XS0543956717
XS0499245180
XS0767469827
XS0772509484
XS0652913558
XS0775984213
XS0299183250
XS0300998779
XS0652911420
XS0783291221
XS0304273948
XS0544362972
XS0551315384
XS0552679879
XS0850393264
XS0559800122
XS0796426228
XS0585211591
XS0878855773
XS0888245122
XS0592794597
XS0324963932
XS0899969702
XS0357281558
XS0919502434
XS0923110232
XS0618905219
XS0361041808
XS0922134712
XS0923472814
XS0365923977
XS0366630902
XS0955232854
XS0889401054
XS0783242877
XS0799357354
XS0461926569
XS0484209159
XS0885733153
XS0918297382
XS0918604496
XS0808638612
Valoren
13'393'056
13'420'813
2'801'108
14'928'331
13'251'983
20'145'900
3'000'604
11'779'999
11'176'367
18'323'479
18'368'849
18'433'532
18'441'599
3'080'542
3'106'077
18'582'288
18'589'384
3'176'564
11'778'760
11'896'651
11'926'052
19'922'570
12'016'790
18'865'338
12'386'540
20'558'448
20'671'402
12'491'708
3'455'620
20'944'908
3'931'060
21'212'978
21'235'632
12'909'603
3'991'357
21'278'083
21'299'678
4'256'361
4'266'361
21'944'094
20'671'400
18'599'531
18'896'599
10'706'019
10'973'943
20'602'651
21'152'886
21'164'160
21'172'469
Min./ Incr.
Trad. Unit
200000 / 1000
200000 / 1000
100000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
200000
200000 / 1000
200000 / 1000
200000 / 1000
100000 / 1000
100000 / 1000
200000 / 1000
200000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
200000 / 1000
200000 / 1000
100000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
100000 / 1000
200000 / 1000
100000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
100000 / 1000
200000 / 1000
200000 / 1000
100000 / 1000
100000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
100000 / 1000
100000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
Rating Rating
S & P Moody's
BB+
BBB
BBB
BB
BBB
BBB
BBB
BBB
B+
B
BBBBBB
BB+
BB+
BBBBB
B+
BBB
BBB
BB+
BBB
BBB
B+
BB
BBBBBB
BB
BB
BBB
BBB
BBB
BBBB+
B+
Ba2
Ba1
Baa1
Ba3
Baa1
Baa2
Baa1
Baa1
Baa1
Baa2
B1
Ba2
B1
Baa3
Baa3
Baa2
Ba1
Ba1
Ba3
Ba3
Baa3
B1
Ba1
Baa3
Baa2
Baa2
NR
Baa1
Baa2
Ba3
B1
Ba3
Baa2
Ba3
Baa2
Baa3
Baa3
Ba3
Baa1
Baa2
Baa2
Baa1
Ba2
Ccy
Coupon
%
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
6.500
6.250
6.212
5.375
6.255
3.149
6.625
5.400
5.739
3.250
6.000
7.400
8.500
6.020
6.299
6.875
5.625
6.356
7.875
6.700
5.375
6.500
5.450
5.298
7.750
3.914
4.204
6.315
7.875
4.450
8.146
3.416
7.250
6.750
9.125
4.375
6.375
6.875
7.750
5.100
5.200
6.950
5.180
7.250
7.250
3.850
5.625
4.875
6.500
Freq.
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
Name
Metalloinvest Finance Lt
Jsc Severstal(Steel Cap)
Gazprom
Vimpelcom Hldgs
Rosneft(Rosneft Int Fin)
Rosneft Finance Sa
Russian Federation
Evraz Group Sa
Promsvyazbk(Psb Finance)
Bk Of Moscow (Kuznetski)
Russian Agricultural Bank
Georgian Oil & Gas Corp
Lukoil
Severstal (Steel Cap)
Sovcomflot
Brunswick Rail Finance
Oao Tmk (Tmk Capital)
Sibur Securities Ltd
Phosagro(Phos Bond Fund)
Rosneft Finance Sa
Gazprom
Nomos Bank(Nomos Cap)
Evraz Group Sa
Vimpelcom
Mmc Finance Ltd
Nord Gold Nv
P
Vtb Capital (Put At 100 On 05/13)
Russian Agricultural Bank
Vimpelcom Hldgs
Sistema Jsfc (Sistema In
Rosneft Finance Sa
Metalloinvest Finance Lt
Edc Finance Ltd
Evraz Group Sa
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Maturity
Modified
Duration
Ind. Ask
Price %
21.07.16
26.07.16
22.11.16
13.02.17
01.03.17
06.03.17
20.03.17
24.03.17
03.04.17
04.04.17
12.04.17
24.04.17
25.04.17
10.05.17
15.05.17
16.05.17
17.05.17
07.06.17
25.09.17
25.10.17
27.10.17
01.11.17
22.11.17
27.12.17
27.01.18
31.01.18
13.02.18
22.02.18
13.03.18
19.03.18
11.04.18
24.04.18
25.04.18
27.04.18
30.04.18
30.04.18
07.05.18
29.05.18
29.05.18
25.07.18
13.02.19
17.05.19
28.06.19
05.11.19
02.02.20
06.02.20
17.04.20
17.04.20
22.04.20
2.6
2.6
2.9
3.1
3.1
3.2
3.1
3.2
3.2
3.3
3.2
3.1
3.0
3.2
3.2
3.2
3.3
3.3
3.4
3.5
3.6
3.5
3.7
3.8
3.7
4.0
4.0
3.9
3.7
4.0
3.8
4.2
3.8
3.8
3.7
4.1
3.8
4.0
3.9
4.3
4.6
4.6
4.9
4.9
5.1
5.6
5.3
5.4
5.1
105.04
106.26
109.83
105.70
104.31
99.26
109.60
106.01
107.37
103.96
104.51
101.33
107.58
102.99
106.13
104.67
105.20
111.03
110.14
106.81
100.47
98.42
105.71
102.02
104.79
94.81
96.96
105.51
114.28
96.17
115.53
98.71
100.63
96.92
114.78
98.17
92.31
107.14
111.82
100.20
97.54
104.31
101.52
112.33
111.54
93.66
94.54
92.60
90.77
4.61
3.94
2.98
3.60
4.89
3.37
3.71
3.58
3.53
2.10
4.62
6.97
6.14
5.12
4.48
5.46
4.09
3.21
5.08
4.86
5.24
6.94
3.96
4.77
6.48
5.25
4.98
4.92
4.36
5.41
4.38
3.72
7.09
7.55
5.48
4.82
8.39
5.15
4.92
5.05
5.73
6.04
4.88
4.91
5.11
5.02
6.66
6.26
8.34
385
318
208
261
389
236
267
255
248
105
357
590
507
403
338
436
300
209
383
358
396
565
265
342
509
385
356
350
292
396
290
223
559
605
398
332
689
362
338
345
395
418
298
291
304
294
452
412
620
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Basic Materials
Basic Materials
Energy
Financial
TMT
Energy
Energy
Financial
Transportation
Government
Financial
Basic Materials
Financial
Financial
Financial
Energy
Financial
Energy
Financial
Basic Materials
Transportation
Transportation
Financial
Financial
Industrial
Energy
Basic Materials
Financial
Energy
Basic Materials
Energy
Energy
Financial
Basic Materials
TMT
Financial
Basic Materials
Financial
Financial
Financial
TMT
Financial
Energy
Energy
Energy
Basic Materials
Energy
Basic Materials
02-Sep-13
HIGH
GROWTH
CRNCY
CPN_FREQ
ISIN
Number
Valoren
Min./ Incr.
Trad. Unit
Rating Rating
S & P Moody's
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Ccy
Coupon
%
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
5.625
8.625
6.902
6.551
7.750
6.125
5.999
7.748
6.604
7.750
6.000
5.717
6.125
7.504
4.199
6.510
4.500
5.700
6.656
6.025
4.950
4.375
4.767
5.900
4.422
5.950
4.563
5.000
6.800
4.950
7.288
5.625
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
4.250
3.000
2.665
2.375
3.950
4.211
3.473
5.060
S
S
S
S
S
S
S
S
Banque Saudi Fransi

Sabic Capital I Bv
Saudi Electricity Global
Gulf International Bank
Tf Varlik Kiralama As
30.03.15
02.11.15
03.04.17
11.12.17
02.05.18
03.04.22
08.04.23
08.04.43
1.5
2.1
3.4
4.0
4.1
7.0
7.9
13.9
104.67
103.80
103.03
98.38
93.25
98.20
93.33
86.99
1.24
1.21
1.79
2.78
5.62
4.47
4.33
6.00
96
74
74
144
411
193
161
232
Freq.
Maturity
Modified
Duration
Ind. Ask
Price %
Polyus Gold Intl Ltd

Mts Intl Funding Ltd
Alrosa Finance Sa
Vimpelcom (Vip Fin)
Vimpelcom Hldgs
Rosneft(Rosneft Int Fin)
Gazprom
Russian Federation
Lukoil
Gazprom N (Gpn Capital)
Eurasian Development Ban
Vimpelcom Hldgs
Gazprom
Russian Federation
29.04.20
22.06.20
09.07.20
13.10.20
03.11.20
09.11.20
23.01.21
02.02.21
03.02.21
28.04.21
03.06.21
16.06.21
07.02.22
01.03.22
06.03.22
07.03.22
04.04.22
05.04.22
07.06.22
05.07.22
19.07.22
19.09.22
20.09.22
17.10.22
13.12.22
13.02.23
24.04.23
30.05.23
22.11.25
06.02.28
16.08.37
04.04.42
5.3
5.2
5.4
5.5
5.4
5.7
5.9
5.6
5.8
5.6
2.5
6.1
6.5
6.2
6.8
6.3
6.9
6.6
6.6
6.7
7.0
7.1
7.0
6.7
7.3
6.9
7.4
7.4
8.2
9.7
11.4
13.8
95.96
115.98
108.87
103.51
109.08
105.55
102.58
103.99
106.32
105.94
99.76
101.04
102.75
101.78
89.91
104.55
100.31
101.27
107.56
100.96
94.10
89.62
94.52
92.04
89.53
90.26
90.81
89.81
104.02
85.19
103.78
99.92
6.38
5.75
5.34
5.94
6.16
5.19
5.57
7.05
5.55
6.74
6.88
5.55
5.71
7.22
5.71
5.82
4.46
5.51
5.55
5.88
5.81
5.87
5.55
7.10
5.90
7.40
5.82
6.42
6.32
6.55
6.96
5.63
423
356
313
366
388
290
324
472
322
437
539
316
320
470
319
330
192
297
298
330
322
325
292
446
324
471
309
368
343
356
354
199
Name
XS0922301717
XS0513723873
XS0524610812
XS0548633659
XS0555493203
XS0554659671
XS0708813810
XS0587031096
XS0588433267
XS0620695204
XS0632887997
XS0638572973
XS0743596040
XS0643183220
XS0861981180
XS0290580595
XS0767472458
XS0764220017
XS0304274599
XS0800817073
XS0805570354
XS0830192711
XS0831571434
XS0841671000
XS0864383723
XS0889401724
XS0919504562
XS0921331509
XS0559915961
XS0885736925
XS0316524130
XS0767473852
21'227'808
11'446'291
11'503'338
11'857'937
11'959'752
11'967'385
14'345'842
12'412'552
12'423'881
12'909'573
13'106'862
13'185'681
14'911'548
13'252'272
20'145'902
2'971'103
18'319'102
18'329'887
3'178'767
18'928'345
19'034'440
19'497'176
19'536'909
19'755'418
20'218'260
20'671'401
21'212'979
21'487'138
12'016'796
20'607'581
3'327'215
18'319'101
200000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
100000 / 1000
200000
200000 / 1000
100000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
100000 / 1000
200000 / 1000
100000 / 1000
200000
BB+
BB+
BBB
BBB
BBBBB
BBB
BB
BBBBB+
XS0498751691
XS0554434240
XS0764883806
XS0863496633
XS0922143382
XS0767862914
XS0908512410
XS0911024635
11'166'804
11'949'194
18'308'052
20'186'977
21'268'091
18'308'152
21'044'575
21'044'776
100000
200000
200000
200000
200000
200000
200000
200000
A
A+
AABBB+
Aa3
A1
A1
A3
AAAAAA-
A1
A1
A1
USD
USD
USD
USD
USD
USD
USD
USD
XS0856951263
XS0893103852
XS0680231908
20'043'864
20'732'624
13'945'647
200000 / 1000
200000 / 1000
200000 / 1000
BBBBBB-
B1
B1
B1
USD
USD
USD
5.250
4.875
7.250
S
S
S
Republic Of Serbia
Republic Of Serbia
Republic Of Serbia
21.11.17
25.02.20
28.09.21
3.7
5.4
5.9
98.48
91.03
100.81
5.66
6.60
7.11
434
451
467
Serbia
Serbia
Serbia
Government
Government
Government
XS0500330237
USY8162BAE57
XS0541403803
11'186'884
11'609'952
11'736'822
100000 / 1000
100000 / 1000
100000 / 1000
A2
Ba1
Aa1
USD
USD
USD
4.321
7.500
2.375
S
S
S
Capitamall
Stats Chippac Ltd
Dbs Bank Ltd/Singapore
08.04.15
12.08.15
14.09.15
1.5
104.45
1.48
120
NR
AA-
2.0
103.29
0.74
32
Singapore
Singapore
Singapore
REITS
Industrial
Financial
/
/
/
/
/
/
/
/
1000
1000
1000
1000
1000
1000
1000
1000
BB
BBB
BBB
BBB
BBB
BBB
BBB
BBB
BBBBBB
BB+
BBBBB
BBB
BB+
BBB
BBB
BBB
BBB
Ba2
Baa2
Ba3
Baa2
Baa1
Ba3
Baa3
Ba1
Ba3
Baa1
Baa1
Ba3
Baa1
Baa1
Baa1
Baa1
Baa2
Baa1
Baa3
A3
Ba1
Baa3
Ba3
Baa2
Ba2
Baa1
Baa1
Baa1
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Russia
Saudi
Saudi
Saudi
Saudi
Saudi
Saudi
Saudi
Saudi
Arabia
Arabia
Arabia
Arabia
Arabia
Arabia
Arabia
Arabia
Basic Materials
TMT
Financial
Financial
Basic Materials
Energy
Energy
TMT
Energy
Financial
Financial
Financial
Financial
TMT
Energy
Energy
Government
Transportation
Energy
Financial
Energy
Energy
Basic Materials
Energy
TMT
Energy
TMT
Financial
Energy
Energy
Government
Financial
Basic Materials
Utilities
Financial
Financial
Utilities
Utilities
Utilities
02-Sep-13
HIGH
GROWTH
CRNCY
CPN_FREQ
ISIN
Number
Valoren
Min./ Incr.
Trad. Unit
Rating Rating
S & P Moody's
USY8585EAA65
US24023DAB01
XS0752983154
XS0754808227
USY8162BAG06
XS0758251028
XS0457559838
XS0466655890
XS0862889663
XS0531622404
XS0600103401
XS0827991505
XS0831700421
US24023DAC83
US87973RAC43
XS0836488485
US87973RAD26
KYG9289K2003
2'280'604
18'050'726
18'102'999
18'112'417
20'864'985
18'170'632
10'649'020
10'736'201
20'185'489
11'605'101
12'616'667
19'441'038
19'549'591
18'193'440
19'068'223
19'705'457
19'068'222
2'372'467
150000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
100000 / 1000
100000 / 1000
200000 / 1000
100000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
250000 / 1000
200000 / 1000
250000 / 1000
100000
AAA
AAAAA+
BB+
XS0782720402
18'591'376
XS0927637495
XS0847086237
XS0927637818
Ccy
Coupon
%
4.500
2.350
2.250
2.375
4.500
3.731
4.625
4.250
3.259
3.875
4.500
2.700
4.076
3.625
2.375
3.300
3.375
5.796
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
Freq.
Name
Maturity
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Modified
Duration
Ind. Ask
Price %
A
A+
Aaa
Aa1
Aa1
Aa3
Ba1
A2
NR
Aa2
AA
A+
AA-
Aa1
Aa3
Aa3
A+
AAA
BBB
AAA
BBB
Aa2
Aaa
A3
Aaa
A3
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
200000 / 1000
A2
USD
4.375
Slovak Republic
21.05.22
7.1
100.46
4.31
175
Slovakia
Government
21'326'619
19'878'918
21'326'671
200000 / 1000
200000 / 1000
200000 / 1000
AAA-
Ba1
Ba1
Ba1
USD
USD
USD
4.750
5.500
5.850
S
S
S
10.05.18
26.10.22
10.05.23
4.1
6.9
7.1
97.14
92.88
94.70
5.45
6.55
6.60
394
391
386
Slovenia
Slovenia
Slovenia
Government
Government
Government
XS0650262875
USP1393HAA60
13'426'228
18'319'014
200000 / 1000
150000 / 1000
BBBBBB
Baa2
USD
USD
5.750
3.750
S
S
African Export-Import Ba
Banco Latinoamericano Sa
27.07.16
04.04.17
2.6
3.3
105.42
101.25
3.76
3.38
300
233
SNAT
SNAT
Financial
XS0590902325
XS0635404477
XS0638008051
XS0751016865
USN5946FAA59
US836205AN45
US03512TAA97
USN5946FAB33
US03512TAD37
XS0579851949
USA35868AA59
XS0809571739
US03512TAC53
XS0958072240
US836205AQ75
US836205AP92
12'457'440
13'141'082
13'188'818
18'050'773
11'568'100
11'093'231
11'248'300
21'892'784
21'989'654
12'368'062
12'835'157
19'095'958
19'141'330
22'033'922
14'715'301
12'617'181
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
100000 / 1000
100000 / 1000
1000
200000 / 1000
1000
200000 / 1000
200000 / 1000
200000 / 1000
1000
200000 / 1000
100000 / 1000
100000 / 1000
BBB
BBB
A3
A3
Baa3
Baa3
Baa3
Baa1
Baa3
Baa3
Baa3
Baa3
Ba2
A3
Baa3
Baa3
Baa1
Baa1
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
4.500
4.375
6.000
8.125
6.375
5.500
5.375
6.000
8.500
5.750
6.625
4.000
5.125
6.750
4.665
6.250
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
Transnet Soc Ltd

Firstrand Bank Ltd
Naspers
Anglogold Holdings Plc
Myriad Int Holdings Bv
Eskom Holdings Limited
Sappi Papier Holdng Gmbh
Transnet Soc Ltd
Eskom Holdings Limited
10.02.16
09.06.16
15.06.16
24.02.17
28.07.17
09.03.20
15.04.20
18.07.20
30.07.20
26.01.21
15.04.21
26.07.22
01.08.22
06.08.23
17.01.24
08.03.41
2.3
2.6
2.5
3.0
3.4
5.3
5.3
5.6
5.1
5.9
5.7
7.2
6.8
7.1
8.0
12.6
103.19
104.42
101.19
104.23
108.75
104.44
88.67
103.03
100.00
96.95
98.15
83.69
85.12
98.53
93.69
99.08
3.13
2.70
5.53
6.74
3.93
4.70
7.58
5.46
8.50
6.27
6.94
6.44
7.44
6.96
5.47
6.32
255
200
481
573
275
260
545
325
627
395
458
384
484
418
267
273
South
South
South
South
South
South
South
South
South
South
South
South
South
South
South
South
USY0646EAR37
XS0914798268
USY2029SAG94
USY2029SAH77
18'499'804
21'122'381
13'426'216
19'077'992
200000
200000
200000
200000
B1
USD
USD
USD
USD
6.875
5.325
6.250
5.875
S
S
S
S
Bank Of Ceylon
Bank Of Ceylon
Republic Of Sri Lanka
Republic Of Sri Lanka
03.05.17
16.04.18
27.07.21
25.07.22
3.1
3.9
6.0
6.7
99.13
92.63
94.33
90.75
7.15
7.23
7.20
7.31
607
575
479
471
Sri
Sri
Sri
Sri
/
/
/
/
1000
1000
1000
1000
BBB
BB+
BB+
BBB
BB
BBB
BB+
BBB
BBB
BBB
B+
B+
B1
B1
Temasek Financial I Ltd

Singtel Group Treasury P
Stats Chippac Ltd
Cmt Mtn Pte Ltd
Singapore Telecom
Oversea-Chinese Banking
Keppel Land Financial Se
Psa International Pte Lt
Singtel Group Treasury P
Sp Powerassets Ltd
Capitaland Treasury Ltd
Spi Australia Assets Pty
Uob Cayman Ltd
21.09.15
28.02.17
07.03.17
08.09.17
20.03.18
21.03.18
15.10.19
18.11.19
11.12.19
11.02.21
08.09.21
14.09.22
20.09.22
21.09.22
23.01.23
09.04.23
23.07.42
1.9
3.3
3.3
3.8
4.0
4.1
5.2
1.2
5.5
6.4
6.6
7.8
7.3
3.7
8.2
7.8
16.9
2.3
107.45
101.26
100.99
101.22
99.10
103.29
106.42
102.90
95.29
102.20
105.15
92.14
94.39
101.50
90.54
90.63
80.74
104.75
0.82
1.97
1.96
2.06
4.72
2.95
3.45
4.00
4.12
3.54
3.75
3.73
4.85
3.64
3.57
4.78
4.58
2.19
40
96
94
83
327
150
147
162
209
120
131
112
223
198
89
205
93
319
Singapore
Singapore
Singapore
Singapore
Singapore
Singapore
Singapore
Singapore
Singapore
Singapore
Singapore
Singapore
Singapore
Singapore
Singapore
Singapore
Singapore
Singapore
Financial
Financial
Financial
TMT
Industrial
REITS
TMT
Financial
Real Estate
Transportation
TMT
Utilities
Real Estate
Financial
Financial
Utilities
Financial
Financial
Africa
Africa
Africa
Africa
Africa
Africa
Africa
Africa
Africa
Africa
Africa
Africa
Africa
Africa
Africa
Africa
Lanka
Lanka
Lanka
Lanka
Transportation
Financial
Financial
Financial
TMT
Government
Basic Materials
TMT
Basic Materials
Utilities
Basic Materials
Transportation
Basic Materials
Utilities
Government
Government
Financial
Financial
Government
Government
02-Sep-13
HIGH
GROWTH
CRNCY
CPN_FREQ
ISIN
Number
Valoren
Min./ Incr.
Trad. Unit
USQ7787RAA43
USY0606WBR08
XS0626018922
US82571BAA08
USY0606WBT63
USY0606WBS80
USC75088AA97
USY7150WAA37
USY0606WBU37
USY71548BY95
USY8620BAP68
USY8620BAQ42
11'541'732
11'888'244
12'995'237
18'170'523
19'607'229
11'888'240
12'791'836
19'520'304
19'607'258
19'872'578
20'503'611
20'503'951
100000
100000
200000
200000
200000
100000
200000
200000
200000
200000
200000
200000
/
/
/
/
/
/
/
/
/
/
/
/
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
XS0461517392
US900123AV22
USM0300LAA46
XS0546767863
XS0524202610
XS0558618384
USM8933FAB33
USM4R36CAA80
XS0701688128
XS0615235701
XS0772024120
XS0806482948
USM8931TAE93
USM0375YAJ75
XS0852697712
USM0300LAC02
XS0916347759
XS0849020556
XS0808632250
XS0774764152
XS0874840688
XS0882347072
XS0922615819
XS0927634807
XS0957598070
US900123BH29
USM8931TAA71
US900123BY51
USM8931TAF68
US900123BZ27
USM0375YAK49
XS0848940523
US900123CA66
XS0907295942
XS0910932788
10'686'179
1'965'615
11'546'842
11'827'806
11'848'290
11'995'400
12'396'752
12'987'223
14'233'891
14'917'045
18'441'609
19'049'522
19'466'627
19'837'854
19'958'359
12'634'090
21'122'899
19'921'264
21'089'515
18'418'155
20'466'062
20'594'496
21'227'831
21'325'525
22'059'087
11'128'063
12'890'280
14'131'378
19'466'626
14'806'369
19'837'856
19'879'676
20'417'130
21'014'538
21'038'374
100000 / 1000
2000 / 1000
100000 / 1000
200000 / 1000
100000 / 1000
100000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
150000 / 1000
200000 / 1000
150000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
100000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
150000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
200000 / 1000
Rating Rating
S & P Moody's
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
BBB
BBB+
BBB+
BBB
BBB
Baa1
A3
A3
A3
A3
A3
Baa1
Baa2
A3
Baa1
Baa1
Baa1
NR
Baa3
Baa2
B2
BB+
BB+
BB+
BBBBB+
NR
NR
NR
BBB-
BB+
Caa1
Baa2
Ba2
Baa3
Baa2
Baa2
Baa2
Baa2
Baa2
Baa2
Baa2
Baa2
Ba1
Baa2
Baa3
Baa2
Baa2
Baa3
Ba1
Baa3
Baa3
Baa2
Baa3
Baa2
Baa3
Baa2
Baa3
Baa3
Ba3
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Ccy
Coupon
%
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
4.152
3.250
3.900
3.375
2.750
4.800
5.692
4.250
3.875
3.375
3.625
4.875
S
S
S
S
S
S
S
S
S
S
S
S
Pttep Aust Intl Fin Pty

Bangkok Bank Pub Co (Hk)
Siam Commercial Bank(Hk)
Siam Commercial Bank(Hk)
Pttep Canada Intl Fin Lt
Ptt Global Chemical Pcl
Ptt Pcl
Thai Oil Pcl
Thai Oil Pcl
19.07.15
18.10.15
14.11.16
19.09.17
27.03.18
18.10.20
05.04.21
19.09.22
27.09.22
25.10.22
23.01.23
23.01.43
1.8
2.0
3.0
3.7
4.2
5.9
6.0
7.2
7.4
7.6
7.7
13.9
104.26
102.90
105.37
101.11
98.28
103.13
106.49
94.88
93.83
90.36
90.34
81.55
1.82
1.85
2.15
3.08
3.16
4.28
4.67
4.96
4.72
4.68
4.92
6.25
146
140
126
184
170
201
231
234
209
204
224
258
Thailand
Thailand
Thailand
Thailand
Thailand
Thailand
Thailand
Thailand
Thailand
Thailand
Thailand
Thailand
Financial
Financial
Financial
Financial
Financial
Financial
Energy
Basic Materials
Financial
Energy
Energy
Energy
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
7.000
7.250
5.125
9.625
5.188
9.500
5.100
5.500
5.375
6.750
5.750
4.875
4.000
3.875
3.875
6.500
3.750
4.125
3.750
5.875
4.000
3.875
3.500
4.250
5.875
5.625
6.250
5.125
5.250
6.250
5.000
3.375
3.250
7.500
5.000
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
Bankpozitif (Cisal)
Republic Of Turkey
Akbank Tas
Yasar(Willow No.2)
Yapi(Unicredit Luxemb)
Yuksel Insaat
Finansbank As
Export Credit Bank Of Tu
Turkiye Halk Bankasi
Akbank Tas
Akbank Tas
Tupras-Turkiye Petrol Ra
Export Credit Bank Of Tu
Koc Holdings As
Turk Sise Ve Cam Fabrika
Mersin Ulus Liman
Republic Of Turkey
Republic Of Turkey
Republic Of Turkey
Akbank Tas
Anadolu Efes
Republic Of Turkey
Asya Sukuk Co Ltd
Arcelik As
28.10.14
15.03.15
22.07.15
07.10.15
13.10.15
10.11.15
01.02.16
11.05.16
04.11.16
08.02.17
24.04.17
19.07.17
13.09.17
24.10.17
07.11.17
09.03.18
15.04.18
02.05.18
10.10.18
24.04.19
22.01.20
05.02.20
24.04.20
09.05.20
12.08.20
30.03.21
20.04.21
25.03.22
13.09.22
26.09.22
24.10.22
01.11.22
23.03.23
28.03.23
03.04.23
1.1
1.4
1.8
1.8
1.9
1.6
2.2
2.4
2.8
3.0
3.2
3.5
3.6
3.7
3.7
3.8
4.1
4.1
4.4
4.6
5.4
5.5
5.6
5.5
5.6
6.0
5.8
6.7
6.7
6.7
6.9
7.4
7.7
3.6
7.1
102.00
106.82
102.30
100.88
101.46
68.00
101.19
98.08
102.62
103.17
100.69
97.90
94.33
94.07
93.17
102.54
90.42
91.94
89.54
100.42
85.08
85.91
83.08
83.44
96.31
101.42
94.58
96.88
85.58
103.71
85.31
78.63
82.25
92.63
83.33
5.17
2.66
3.84
9.15
4.45
30.62
4.57
6.28
4.48
5.72
5.54
5.48
5.59
5.49
5.74
5.85
6.17
6.14
6.17
5.79
6.93
6.60
6.70
7.44
6.54
5.39
7.18
5.59
7.48
5.72
7.22
6.51
5.68
9.01
7.47
501
239
348
871
401
3015
400
561
360
473
447
431
436
421
444
441
469
464
450
395
487
453
455
528
431
304
482
306
486
309
458
387
297
807
475
Turkey
Turkey
Turkey
Turkey
Turkey
Turkey
Turkey
Turkey
Turkey
Turkey
Turkey
Turkey
Turkey
Turkey
Turkey
Turkey
Turkey
Turkey
Turkey
Turkey
Turkey
Turkey
Turkey
Turkey
Turkey
Turkey
Turkey
Turkey
Turkey
Turkey
Turkey
Turkey
Turkey
Turkey
Turkey
Financial
Government
Financial
Basic Materials
Financial
Industrial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Energy
Financial
Financial
Financial
Financial
Industrial
Consumer
Consumer
Government
Financial
Government
Financial
Government
Financial
Consumer
Government
Financial
Consumer
Freq.
Name
C
C
Maturity
Modified
Duration
Ind. Ask
Price %
02-Sep-13
HIGH
GROWTH
CRNCY
CPN_FREQ
ISIN
Number
Valoren
Min./ Incr.
Trad. Unit
Rating Rating
S & P Moody's
Ccy
Coupon
%
Freq.
Name
DUR ADJ ASK
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Maturity
Modified
Duration
Ind. Ask
Price %
US900123BG46
US900123BJ84
US900123CB40
10'887'708
12'275'691
21'136'612
100000 / 1000
200000 / 1000
200000 / 1000
NR
NR
Baa3
Baa3
Baa3
USD
USD
USD
6.750
6.000
4.875
S
S
S
Republic Of Turkey
Republic Of Turkey
Republic Of Turkey
30.05.40
14.01.41
16.04.43
12.0
12.6
13.4
99.17
90.67
78.18
6.82
6.75
6.55
326
317
287
Turkey
Turkey
Turkey
Government
Government
Government
XS0430234897
XS0436725765
XS0452295560
XS0456606481
XS0497249341
XS0504040725
XS0546426528
XS0558268628
XS0860583672
XS0613313104
XS0625554836
XS0632833553
XS0551313926
XS0272948554
XS0703254978
XS0708308845
XS0734046815
XS0742399198
XS0701035320
XS0717839525
XS0763531406
XS0765257141
XS0840538994
XS0863523972
XS0897680558
XS0897453907
XS0933999863
XS0380056183
USM28368AA21
XS0800825845
XS0805885349
XS0815939656
XS0923450414
XS0546428144
XS0551313686
XS0558268891
XS0619200990
XS0717839871
USM28368AB04
XS0701035676
XS0863524277
XS0880424337
XS0904232310
XS0885065887
10'217'873
10'308'556
10'548'046
10'633'830
11'152'502
11'231'029
11'826'228
12'012'982
20'129'459
12'881'540
13'073'541
13'138'013
11'892'249
2'764'037
14'258'638
14'345'806
14'757'144
14'903'772
14'226'287
14'487'372
18'230'009
18'256'267
19'722'606
20'197'878
20'837'565
20'819'719
21'417'841
4'454'326
10'398'009
18'939'022
19'044'693
19'223'950
21'242'298
11'826'394
11'892'344
12'012'803
12'852'746
14'488'384
14'963'767
14'226'293
20'197'904
20'534'246
20'948'102
20'620'810
100000
100000
100000
100000
100000
100000
100000
250000
200000
200000
200000
200000
100000
100000
200000
200000
200000
200000
200000
200000
200000
200000
200000
200000
200000
200000
200000
100000
100000
200000
200000
200000
200000
100000
100000
250000
200000
200000
200000
200000
200000
200000
200000
200000
B+
AA
AA
A+
B2
A1
A3
A1u
Aa3
Baa3
AA
AA
AA
BBB+
Aa3
Aa3
Aa3
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
10.750
6.500
4.750
4.750
4.250
8.500
6.700
3.125
1.750
3.750
4.715
5.125
6.375
5.875
3.875
4.071
5.154
5.850
3.750
4.125
3.250
4.625
2.862
2.500
3.000
2.500
3.375
7.250
5.888
5.250
6.400
3.000
2.875
7.750
7.375
5.000
5.500
5.875
5.500
5.500
3.625
3.875
3.875
4.500
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
Aldar Properties
Tdic Finance Ltd
Taqa Abu Dhabi Natl Ener
National Bk Of Abu Dhabi
Dubai Electricity & Wate
Dubai Govt Int'L Bonds
Ipic Gmtn Ltd
Ipic Gmtn Ltd
Mubadala
Sib Sukuk Co Ii Ltd
Emirates Airlines
Abu Dhabi Nat. Energy (Taqa)
Union National Bank/Abu
Adcb Islamic Finance Cay
Tamweel Funding Ltd
Maf Sukuk Ltd
Ipic Gmtn Ltd
Emirates Nbd Pjsc
First Gulf Bank
Abu Dhabi National Energ
Dewa Sukuk 2013 Ltd
Commercial Bank Of Dubai
Abu Dhabi Nat. Energy (Taqa)
Dolphin Energy Ltd
Maf Global Securities
Emaar Sukuk Ltd
Qnb Finance Ltd
Dubai Govt Int'L Bonds
Ipic Gmtn Ltd
Mdc-Gmtn B.V.
Dolphin Energy Ltd
Ipic Gmtn Ltd
Abu Dhabi National Energ
Dubai Dof Sukuk Ltd
Medjool Ltd
Emirates Airlines
27.05.14
02.07.14
15.09.14
08.10.14
25.03.15
22.04.15
05.10.15
15.11.15
30.11.15
20.04.16
25.05.16
08.06.16
21.10.16
27.10.16
10.11.16
22.11.16
18.01.17
07.02.17
01.03.17
13.03.17
27.03.17
28.03.17
09.10.17
12.01.18
05.03.18
06.03.18
21.05.18
01.08.18
15.06.19
05.07.19
18.07.19
13.08.19
29.04.20
05.10.20
21.10.20
15.11.20
20.04.21
13.12.21
15.12.21
01.03.22
12.01.23
30.01.23
19.03.23
06.02.25
0.7
0.8
1.0
1.1
1.5
1.5
1.9
2.1
2.2
2.5
2.5
2.5
2.8
2.8
3.0
3.0
3.1
3.1
3.3
3.2
3.3
3.2
3.8
4.1
4.2
4.2
4.3
4.2
4.9
5.0
4.8
5.4
5.9
5.4
5.5
6.0
6.2
6.5
6.6
6.8
7.7
7.6
7.6
8.6
106.13
104.82
103.88
103.99
104.78
110.37
108.44
103.64
100.51
105.70
105.31
104.60
111.46
111.13
104.76
105.59
106.08
108.25
105.65
105.52
103.56
104.53
100.13
98.33
98.47
98.00
98.19
118.00
109.64
102.80
104.56
97.04
94.13
114.92
113.47
106.71
109.88
109.71
106.31
106.97
92.68
88.31
91.42
91.10
2.21
0.64
0.95
1.06
1.14
2.00
2.52
1.43
1.52
1.53
2.68
3.36
2.54
2.19
2.31
2.26
3.23
3.28
2.06
2.48
2.21
3.27
2.83
2.91
3.37
2.98
3.80
3.25
4.00
4.69
5.48
3.56
3.89
5.20
5.10
3.92
3.98
4.46
4.57
4.50
4.60
5.48
5.02
5.56
213
54
82
91
87
171
208
95
102
87
199
266
168
133
143
136
227
230
105
146
117
223
156
154
193
154
227
164
212
280
357
163
174
294
282
163
162
197
209
198
192
280
231
271
UAE
UAE
UAE
UAE
UAE
UAE
UAE
UAE
UAE
UAE
UAE
UAE
UAE
UAE
UAE
UAE
UAE
UAE
UAE
UAE
UAE
UAE
UAE
UAE
UAE
UAE
UAE
UAE
UAE
UAE
UAE
UAE
UAE
UAE
UAE
UAE
UAE
UAE
UAE
UAE
UAE
UAE
UAE
UAE
Properties
Real Estate
Utilities
Financial
Financial
Utilities
Government
Financial
Financial
Financial
Consumer
Utilities
Utilities
Financial
Financial
Financial
Real Estate
Financial
Utilities
Financial
Financial
Financial
Utilities
Utilities
Financial
Financial
Utilities
Energy
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
AA
BBB
AA
AA+
ABBB
A
ABBB
BB+
A+
AA
AA
AAA
A-
Baa3
A3
A1
A1u
Baa1
Aa3
A3
Aa3
Baa1
A2
A3
A1u
Baa1
A3
A1
B1
Aa3
Aa3
Baa3
Aa3
Aa3
A3
A1
Aa3
A3
Real Estate
Financial
Financial
Government
Utilities
Financial
Utilities
Energy
Financial
Utilities
Government
Consumer
Consumer
02-Sep-13
HIGH
GROWTH
CRNCY
CPN_FREQ
ISIN
Number
Valoren
Min./ Incr.
Trad. Unit
XS0503737461
XS0511379066
XS0543744535
XS0543783434
XS0553088708
XS0614325586
XS0644750027
XS0276053112
XS0808758196
XS0330776617
XS0877737287
XS0591549232
XS0934134312
XS0543783194
XS0594390816
XS0858358236
XS0917605841
11'231'046
11'330'500
11'773'455
11'773'458
11'937'514
12'816'770
13'300'286
2'795'302
19'079'815
3'546'094
20'481'115
12'473'924
21'424'089
11'772'877
12'526'696
20'079'415
21'137'828
100000
100000
100000
100000
100000
200000
200000
100000
200000
100000
200000
200000
200000
100000
200000
200000
200000
US760942AZ58
22'091'625
XS0294364103
USP97475AD26
USP17625AA59
XS0217249126
XS0294364954
XS0234072568
USY9374MAF06
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
/
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
Rating Rating
S & P Moody's
PX ASK
yld true gross
SPREAD
tsy ask
ISSUER INDUSTRY
Spread to
Yield
Country
Sector
Gov. Bond
%
(bps)
Ccy
Coupon
%
8.375
10.250
9.375
6.875
10.000
7.875
9.375
6.580
9.250
6.750
8.750
8.750
9.500
7.750
7.950
7.800
7.500
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
Ukreximbank(Biz Fin Plc)

Metinvest Bv
Privatbank(Uk Spv Cred)
Ukraine Government
Avangardco Investments
Ferrexpo Finance Plc
City Of Kyiv (Kyiv Finan
Ukraine Government
Ukraine Government
Ukraine Government
State Exp-Imp (Biz Fin)
Metinvest Bv
Uz Rail Via Shortline
Ukraine Government
Ukraine Government
Ukraine Government
Ukraine Government
27.04.15
20.05.15
23.09.15
23.09.15
29.10.15
07.04.16
11.07.16
21.11.16
24.07.17
14.11.17
22.01.18
14.02.18
21.05.18
23.09.20
23.02.21
28.11.22
17.04.23
1.5
1.5
1.7
1.8
1.8
2.2
2.4
2.8
3.2
3.4
3.4
3.6
3.5
5.0
5.4
6.1
6.3
97.63
105.38
95.63
97.56
102.83
95.79
95.50
92.79
98.63
89.65
89.63
95.66
90.19
89.17
89.67
87.57
86.31
9.96
6.85
11.83
8.19
8.52
9.75
11.25
9.22
9.68
9.82
11.85
9.98
12.30
9.92
9.94
9.88
9.72
966
653
1141
776
806
911
1051
832
850
851
1046
857
1077
766
760
722
700
Ukraine
Ukraine
Ukraine
Ukraine
Ukraine
Ukraine
Ukraine
Ukraine
Ukraine
Ukraine
Ukraine
Ukraine
Ukraine
Ukraine
Ukraine
Ukraine
Ukraine
Financial
Basic Materials
Financial
Government
Consumer
Basic Materials
Government
Government
Government
Financial
Basic Materials
Transportation
Government
Government
Government
Government
Freq.
Name
Maturity
Modified
Duration
Ind. Ask
Price %
B
B
B
B
B
B3
B3
B3
B3
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
BBB-
Baa3
USD
4.500
Republica Orient Uruguay
14.08.24
8.5
98.31
4.70
187
Uruguay
Government
3'028'894
1'732'489
4'212'137
2'122'225
3'028'953
400 / 100
1000
100
1000
400 / 100
B
B
B
B
B
B2
B2
B2
USD
USD
USD
USD
USD
5.250
7.000
9.000
7.650
5.375
S
S
S
S
S
Petroleos De Venezuela S
Bolivarian Rep Of Vzla
Petroleos De Venezuela
12.04.17
01.12.18
07.05.23
21.04.25
12.04.27
3.0
4.1
5.7
6.5
7.7
80.37
83.36
80.64
71.63
57.87
12.13
11.29
12.50
12.30
11.61
1108
957
976
944
865
Venezuela
Venezuela
Venezuela
Venezuela
Venezuela
Energy
Government
Government
Government
Energy
2'321'973
10'962'577
100000 / 1000
100000 / 1000
BBBB-
B2
B2
USD
USD
6.875
6.750
S
S
Socialist Rep Of Vietnam

Socialist Rep Of Vietnam
15.01.16
29.01.20
2.2
5.2
107.33
107.38
3.60
5.37
306
330
Vietnam
Vietnam
Government
Government
B
B
BB
B
B
B3
B3
B3
B3
DUR ADJ ASK
Caa1
B3
B3
B3
B3
B3
B3
02-Sep-13
LOCAL CURRENCIES BOND SELECTION DUR

ADJ ASK PX ASK
yld true gross
ask
ISSUER INDUSTRY
CRNCY
ISIN
Number
Valoren
Min./ Incr.
Trad. Unit
XS0478474785
XS0295108814
XS0771413597
US03523TAY47
US46556MAC64
US105756BJ84
US05966UAR59
USP18445AF68
XS0902317071
US05957PAN69
USG6710EAN07
USP1905CAC49
US105756BL31
US105756BN96
10'897'481
3'040'021
18'344'742
12'008'395
12'039'866
2'285'350
20'944'588
1'387'616
20'883'707
3'269'305
21'212'929
21'436'893
2'698'066
2'925'440
5000 / 1000
250000 / 1000
5000
100000 / 1000
150000 / 1000
250000 / 1000
300000 / 1000
300000 / 1000
5000
5000 / 1000
300000 / 1000
300000 / 1000
250000 / 1000
250000 / 1000
XS0762540366
HK0000077922
XS0825401994
FR0011215359
XS0755916672
XS0773551972
SG56G9993465
XS0942221762
XS0831918056
XS0847441317
XS0857433097
HK0000130937
XS0864227276
XS0873816259
XS0880258651
HK0000138237
XS0888100319
XS0907930399
FR0011459874
XS0628622622
SG56H0993470
HK0000152543
XS0946772976
HK0000088796
18'218'501
12'744'479
19'387'695
18'111'563
18'126'776
18'441'618
21'524'889
21'675'293
19'552'945
19'852'340
20'053'648
20'105'764
20'205'045
20'422'646
20'549'522
20'549'522
20'647'921
20'996'823
21'046'077
13'050'145
21'515'246
21'535'581
21'688'732
13'845'988
1000000
1000000 / 100000
1000000 / 10000
1000000
1000000 / 10000
10000
1000000 / 10000
1000000 / 500000
1000000 / 10000
1000000 / 100000
1000000 / 10000
1000000 / 10000
1000000 / 10000
1000000 / 10000
1000000 / 500000
1000000 / 10000
1000000 / 100000
1000000 / 10000
1000000
1000000
1000000 / 1000
1000000 / 10000
1000000 / 10000
1000000 / 10000
XS0495010562
XS0632507322
11'121'341
13'096'238
XS0242351657
XS0583056691
XS0244595863
XS0877790765
XS0927127372
2'421'272
12'356'131
2'447'344
20'482'105
21'299'093
XS0553072611
XS0833264335
11'929'719 2500000 / 100000

19'607'337 5000000 / 100000
Rating Rating
S & P Moody's
AAA
A
BBB
BBB
BBBAAA
BBBBBBBBB
BBB
A
AA
BBB
AAAAA
BBBBBB
BBB
AAAABBBBBBBB+
AA+
CPN_FREQ
Ccy
Coupon
%
NR
Baa2
Aaa
A3
Baa1
Baa2
Baa1
Baa3
Aaa
Baa1
Baa3
Baa3
Baa2
Baa2
BRL
BRL
BRL
BRL
BRL
BRL
BRL
BRL
BRL
BRL
BRL
BRL
BRL
BRL
9.750
10.625
7.000
9.750
10.500
12.500
8.000
9.750
6.000
9.750
8.250
7.750
12.500
10.250
A
S
A
S
S
S
S
S
A
S
S
S
S
S
Ebrd(Vs.Usd)
Banco Votorantim (Vs Usd)
Ibrd ( Vs Usd)
Anheuser-Busch(Vs. Usd)
Itau Unibanco (Vs.Usd)
Brazil (Vs Usd)
Oi Sa
Banco Do Brasil (Vs Usd)
Brf Sa
Brazil (Vs Usd)
Brazil (Vs Usd)
A2
CNY
CNY
CNY
CNY
CNY
CNY
CNY
CNY
CNY
CNY
CNY
CNY
CNY
CNY
CNY
CNY
CNY
CNY
CNY
CNY
CNY
CNY
CNY
CNY
4.550
2.000
3.500
4.250
4.875
2.875
2.250
3.250
4.900
4.500
3.800
3.200
3.550
3.000
4.000
3.600
4.000
4.100
4.650
2.150
2.625
3.875
4.000
3.000
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
S
A2
Baa3
Baa1
Aa3
Aa2
A2
Baa2
Baa2
Baa2
Aa3
Aa3
Baa3
Baa3
Baa3
Ba1
A3
A2
Freq.
Maturity
Modified
Duration
Ind. Ask
Price %
Yield %
Country
Sector
28.01.10
10.04.07
13.04.12
17.11.10
23.11.10
26.09.05
18.03.13
15.09.11
15.03.13
18.07.07
25.04.13
22.05.13
13.09.06
14.02.07
28.01.14
10.04.14
13.04.15
17.11.15
23.11.15
05.01.16
18.03.16
15.09.16
15.09.16
18.07.17
25.04.18
22.05.18
05.01.22
10.01.28
0.4
0.5
1.4
1.9
1.9
2.0
2.1
2.4
2.5
3.1
3.6
3.6
5.2
7.3
100.53
100.21
96.99
101.58
98.82
107.15
90.61
89.74
91.01
98.88
87.68
83.00
112.76
98.83
7.92
10.21
9.05
8.93
11.10
9.02
12.43
14.02
9.56
10.10
11.77
12.64
10.18
10.40
SNAT
Brazil
SNAT
Belgium
Brazil
Brazil
Spain
Brazil
SNAT
Brazil
Brazil
Brazil
Brazil
Brazil
Financial
Consumer
Financial
Government
Financial
TMT
Financial
Industrial
Consumer
Government
Government

Orix Corp
Abn Amro Bank Nv
Alstom
Emirates Nbd Pjsc
Hsbc Bank Plc
Hsbc/Singapore
Caterpillar Financial Se
Icici Bank Ltd/Singapore
Volvo Treasury Ab
Agricultural Bank China
Noble Group Ltd
Gpb Eurobond Finance
Renault S.A.
Eastern Air Overseas Hk
Air Liquide Finance
23.03.12
24.03.11
05.09.12
09.03.12
12.03.12
30.04.12
05.06.13
26.06.13
21.09.12
30.10.12
22.11.12
28.11.12
12.12.12
15.01.13
30.01.13
04.02.13
19.02.13
26.03.13
11.04.13
23.05.11
31.05.13
05.06.13
25.06.13
19.09.11
23.03.14
24.03.14
05.09.14
09.03.15
12.03.15
30.04.15
05.06.15
26.06.15
21.09.15
30.10.15
22.11.15
28.11.15
12.12.15
15.01.16
30.01.16
04.02.16
24.02.16
26.03.16
11.04.16
23.05.16
31.05.16
05.06.16
25.06.16
19.09.16
0.5
0.5
1.0
1.4
1.4
1.6
1.7
1.7
1.9
2.0
2.1
2.1
2.2
2.3
2.3
2.3
2.3
2.3
2.4
2.6
2.6
2.6
2.6
2.8
100.74
99.49
100.46
101.76
102.44
100.49
99.24
100.80
100.91
100.91
100.75
100.13
100.71
99.91
100.25
98.80
100.06
96.55
99.79
98.11
98.76
100.15
99.56
99.71
3.17
2.94
3.03
3.05
3.21
2.57
2.70
2.79
4.43
4.05
3.44
3.14
3.22
3.04
3.89
4.13
3.98
5.56
4.73
2.88
3.10
3.82
4.17
3.10
Austria
Japan
Netherlands
France
UAE
United Kingdom
United Kingdom
USA
India
Russia
Sweden
China
SNAT
Sweden
Hong Kong
Russia
Russia
Brazil
France
Germany
United Kingdom
China
India
France
Financial
Financial
Financial
Industrial
Financial
Financial
Financial
Financial
Financial
Financial
Automaker
Financial
Financial
Industrial
Financial
Financial
Financial
Automaker
Automaker
Financial
Consumer
Financial
Basic Materials
Name
Issue Date
BBBA
Baa2
50000
100000 / 50000
AAA
Aaa
NR
INR
INR
3.000
5.250
A
A
Inter-American Devel Bk
European Bk Recon & Dev
25.03.10
06.06.11
25.03.14
06.06.14
0.5
0.7
96.20
97.00
10.14
9.40
SNAT
SNAT
1000
10000
1000
10000
25000
AAA
AAA
AAA
AAAA+
Aaa
Aaa
Aaa
Aa2
A1
MXN
MXN
MXN
MXN
MXN
8.000
6.000
8.500
4.625
4.125
S
A
A
A
A
Inter-American Devel Bk
Intl Finance Corp
Rabobank Nederland
26.01.06
28.01.11
22.02.06
23.01.13
15.05.13
26.01.16
28.01.16
22.02.16
23.01.17
15.05.17
2.2
2.2
2.2
3.0
3.3
109.50
104.95
110.23
99.38
98.23
3.86
3.79
4.04
4.82
4.65
SNAT
SNAT
Germany
Netherlands
USA
Financial
Financial
Financial
BB+
Ba1
Baa3
RUB
RUB
7.875
8.617
S
S
Rushydro (Rushydro Fin L

28.10.10
25.09.12
28.10.15
15.12.15
1.8
2.0
99.45
101.08
8.32
8.08
Russia
Russia
Utilities
Financial
02-Sep-13
knowledge and experience in financial matters to assess the related advantages and risks (solely or with the assistance of his own financial, legal and tax advisers), taking into account his objectives and his personal, financial and tax situation, having carried out such an evaluation, even if the operation was the subject of a preliminary advice
from the Bank, understood the nature and scope of the related risks and accepted to fully assume such risks.
LOCAL CURRENCIES BOND SELECTION DUR

ADJ ASK PX ASK
yld true gross
ask
ISSUER INDUSTRY
CRNCY
ISIN
Number
Valoren
Min./ Incr.
Trad. Unit
Rating Rating
S & P Moody's
A
CPN_FREQ
Ccy
Coupon
%
A2
Baa1
Ba1
Baa3
A3
Baa3
Ba3
Baa1
Baa3
RUB
RUB
RUB
RUB
RUB
RUB
RUB
RUB
RUB
7.500
7.000
8.625
7.875
8.000
7.875
9.000
7.850
8.446
S
S
S
S
S
S
S
S
S
SGD
SGD
SGD
SGD
SGD
SGD
SGD
SGD
SGD
SGD
4.100
2.850
4.000
4.000
3.800
3.865
3.450
4.100
6.000
4.950
S
S
S
S
S
S
S
S
S
S
Freq.
Name
Modified
Duration
Ind. Ask
Price %
Yield %
Country
Sector
20.12.12
31.01.13
26.04.13
24.01.13
05.10.12
07.02.13
13.02.13
10.03.11
13.12.12
20.12.15
31.01.16
26.04.16
25.07.16
05.10.17
07.02.18
13.02.18
10.03.18
13.03.19
2.0
2.2
2.2
2.5
3.3
3.6
3.6
3.6
4.2
100.90
100.22
99.55
98.77
100.51
97.11
100.76
103.65
98.38
7.06
6.89
8.81
8.36
7.85
8.67
8.79
6.89
8.82
USA
Russia
Luxembourg
Russia
Russia
Russia
Russia
Russia
Russia
Financial
Financial
Financial
Financial
Financial
TMT
Government
04.02.04
29.09.10
02.03.12
20.07.12
31.01.11
11.11.11
01.04.11
15.10.12
25.10.12
03.05.13
04.02.14
31.03.14
02.03.15
20.07.15
29.01.16
11.11.16
01.04.21
15.10.22
25.10.22
03.05.23
0.4
0.6
1.4
1.8
2.3
101.44
100.98
100.38
102.13
102.62
0.59
1.09
3.75
2.82
2.66
2.4
7.3
6.6
7.1
101.84
89.28
89.48
82.40
2.96
5.62
7.62
7.54
USA
United Kingdom
USA
Russia
USA
Hong Kong
Singapore
India
Singapore
India
Financial
Financial
Transportation
Financial
Financial
Real Estate
Financial
Energy
Consumer
Basic Materials
XS0868348987
XS0882561821
XS0922142574
XS0877983642
XS0837020014
XS0884734343
XS0889402029
XS0564087541
XS0863439161
20'276'078
20'558'225
21'225'579
20'485'065
19'714'488
20'594'904
20'672'039
12'514'821
20'205'050
5000000 / 100000
5000000 / 100000
5000000 / 100000
5000000 / 100000
5000000 / 100000
5000000 / 100000
5000000 / 100000
5000000
5000000 / 100000
XS0185365524
XS0544939167
XS0752608652
XS0807340699
XS0585780884
XS0704544591
XS0561857805
XS0841678278
SG6X10986208
SG55G7992081
1'782'130
11'796'187
18'084'389
19'056'549
12'398'878
14'269'754
12'784'785
19'755'417
19'837'886
21'275'765
250000
250000
250000
250000
250000 / 1000
250000
250000
250000 / 1000
250000
250000
AA
BB+
BBB
A-
Baa2
A3
A+
Aa2
Baa3
XS0477880057
XS0458474383
XS0580494689
XS0580501210
XS0875472309
XS0916811374
XS0885922475
XS0884723148
XS0895805876
XS0897427570
XS0898745210
10'890'163
10'661'016
12'331'684
12'331'681
20'434'091
21'135'674
20'602'536
20'602'536
20'776'526
20'802'537
20'847'862
1000
1000
1000
1000
5000 / 1000
2000
1000
300000 / 1000
1000
300000 / 1000
300000 / 1000
AAA
AAAAA
AAA
Aaa
Aa2
Aaa
Aaa
NR
A1
Aa2
Baa2
Aaa
Baa1
Baa2
TRY
TRY
TRY
TRY
TRY
TRY
TRY
TRY
TRY
TRY
TRY
10.000
9.500
6.750
7.250
5.500
6.000
6.125
7.500
5.625
7.400
7.375
A
A
A
A
A
A
A
S
A
S
S

Rabobank Nederland
Rabobank Nederland
Akbank Tas
20.01.10
22.10.09
25.01.11
25.01.11
23.01.13
18.04.13
14.02.13
05.02.13
27.02.13
04.03.13
07.03.13
20.01.14
22.01.14
25.07.14
25.01.16
23.01.17
18.04.17
02.05.17
05.02.18
27.02.18
04.03.18
07.03.18
0.4
0.4
0.8
2.0
2.8
3.0
3.0
3.6
3.6
3.7
3.5
100.63
100.26
99.00
97.91
90.24
91.38
90.99
88.72
88.85
89.39
88.03
7.78
8.31
7.90
8.22
8.95
8.87
9.09
10.77
8.72
10.41
10.80
SNAT
Netherlands
SNAT
SNAT
Sweden
USA
Netherlands
Turkey
Germany
Russia
Turkey
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
XS0222802877
2'191'949
1000
Aaa
ZAR
7.500
Kfw
22.06.05
22.06.15
1.6
102.25
6.12
Germany
Financial
BB+
BBBBBB
BB
BBB+
BBB
AA+
AAAAA
AAA
Baa2
Baa1
Caterpillar Intl Fin Ltd

Eurasian Development Ban
Vimpelcom Hldgs
Russia Foreign Bond
Fed Grid Co Ojsc Fed Fin
Maturity
Issue Date
Merrill Lynch & Co

Aviation Capital Group
Morgan Stanley
Henderson Land Mtn S
C
Indian Oil Corp Ltd
Olam International Ltd
Abja Investment Co
02-Sep-13
knowledge and experience in financial matters to assess the related advantages and risks (solely or with the assistance of his own financial, legal and tax advisers), taking into account his objectives and his personal, financial and tax situation, having carried out such an evaluation, even if the operation was the subject of a preliminary advice
from the Bank, understood the nature and scope of the related risks and accepted to fully assume such risks.
CRNCY
ISIN
Number
Valoren
Min./ Incr.
Trad. Unit
Rating Rating
S & P Moody's
Ccy
Coupon
Freq.
%
AU3FN0012704
AU3FN0014858
AU3FN0015194
AU3FN0013199
AU3FN0015061
AU3FN0019220
AU3FN0019899
AU3FN0020012
AU3FN0017737
AU3FN0019063
AU3FN0013124
12'634'799
14'788'693
18'433'974
13'059'742
18'210'050
21'524'961
22'116'219
22'188'402
20'524'628
21'413'242
12'980'524
10000
10000
200000 / 10000
200000 / 2000
150000 / 50000
200000 / 10000
1000
1000
10000
10000
100000 / 10000
A
A+
A+
AA+
A+
AAAAAA+
ABBB
A3
Aa3
A1
Baa1
A2
Aa3
Aa2
Aa2
A1
Baa2
Baa2
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
4.721
5.760
4.241
4.399
5.319
3.830
3.452
3.443
3.920
4.009
6.350
Q
Q
Q
Q
Q
Q
Q
Q
Q
Q
Q
CH0135605043
CH0180981364
CH0184250253
CH0216215167
CH0208991957
XS0804458817
13'560'504
18'098'136
18'425'025
21'621'516
20'899'195
19'034'478
5000
5000
5000
5000
5000
150000 / 1000
AAA
AAAA+
Aaa
Aa3
A2
Aa3
Aa3
WR
CHF
CHF
CHF
CHF
CHF
CHF
0.426
1.119
1.268
0.620
1.019
XS0614132438
BE0000322314
XS0804458064
XS0922256580
XS0744127936
XS0956139264
12'806'806
12'480'348
19'034'476
21'235'630
14'942'332
21'989'521
100000 / 1000
0.01
100000 / 1000
100000 / 1000
100000 / 1000
100000 / 1000
AABBBBB+
BB-
Aa2
Aa3
Ba3
Ba3
B1
Ba3
EUR
EUR
EUR
EUR
EUR
EUR
XS0699843982
14'233'484
100000 / 1000
AA-
Aa2
XS0940437436
21'527'866 1000000 / 100000
US05567LS572
US22532MAE21
US539473AK43
XS0588430164
US06051GEF28
USF11494AJ45
US055451AM02
XS0763676714
US06675EAD22
USU2339CAV01
US002799AH77
US06366QGN16
USN4578BPZ14
XS0643683971
US03523TBK34
US89114QAC24
XS0443728869
US05567L3Q81
US00254ELN03
US92857WBB54
US61746BDH69
12'275'800
12'335'948
12'390'130
12'428'091
12'412'486
12'433'226
18'050'745
18'233'760
12'783'713
18'344'522
12'916'108
12'930'168
13'138'252
13'256'979
13'350'564
13'350'556
10'414'224
14'436'771
19'174'239
20'696'574
20'776'777
1000
200000 / 1000
1000
200000 / 1000
5000
100000 / 1000
2000 / 1000
100000 / 1000
2000 / 1000
150000 / 1000
1000
2000 / 1000
200000 / 1000
200000 / 1000
1000
2000 / 1000
1000
1000
2000 / 1000
1000
1000
BB-
A+
A
A
A
AA
A+
ABB+
AA
A+
A+
BB
A
AAAAA
A+
AA+
AA-
A2
A2
A2
A2
Baa2
A2
A1
A3
Ba1
A3
A2
Aa3
A2
Ba3
A3
Aa1
Aaa
A2
Aa1
A3
Baa1
FLOATER BOND SELECTION
CPN_FREQ
Name
MATURITY
Maturity
(Subject
to
Liquidity Issue)
PX ASK
DISC_MRGN_ASK
ISSUER INDUSTRY
Ind. Ask Discount
Price % Margin
Country
Sector
Royal Bk Of Scotland/Au (3M Aud +195Bp)

Industrial Bank Of Korea (3M Aud +180Bp)
Suncorp-Metway Ltd (3M Aud +150Bp)
Morgan Stanley (3M Aud +180Bp)
Ing Bank Nv/Sydney (3M Aud +250Bp)
Korea Finance Corp (3M Aud +127Bp)
Aust & Nz Banking Group (3M Aud +85Bp)
National Australia Bank (3M Aud +85Bp)
Ge Cap Australia Funding (3M Aud +120Bp)
Bank Of America Corp (3M Aud +142Bp)
Bank Of Queensland Ltd (3M Aud +375Bp)
10.03.14
27.01.15
23.04.15
26.05.15
22.03.16
05.06.17
16.08.17
28.08.17
30.01.18
23.08.18
10.05.21
100.66
102.46
101.34
101.11
103.49
99.81
100.19
100.11
100.51
99.87
102.42
65.53
124.33
66.73
113.63
105.83
132.53
79.88
82.17
107.57
145.00
333.50
United Kingdom
Korea
Australia
USA
Netherlands
Korea
Australia
Australia
USA
USA
Australia
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Financial
Q
Q
Q
Q
Q
Q
Cie Financement Foncier (3M Chf +41Bp)

Bnz International Fndng (3M Chf +110Bp)
Republic Of Poland (3M Chf +125Bp)
Banco De Chile (3M Chf +60Bp)
Banco Santander Chile (3M Chf +100Bp)
Sunrise Communications I (3M Chf +550Bp)
08.09.14
27.03.15
14.08.15
18.07.16
28.03.17
31.12.17
100.13
101.78
101.87
100.33
100.17
28.13
-2.41
29.92
48.51
95.37
#N/A N/A
France
Australia
Poland
Chile
Spain
Switzerland
Financial
Financial
Government
Financial
Financial
TMT
0.722
0.825
4.969
5.476
5.475
4.477
Q
Q
Q
Q
Q
Q
National Australia Bank (3M Eur +50Bp)

Belgium Kingdom (3M Eur +60Bp)
Sunrise Communications I (3M Eur +475Bp)
C Wind Acquisition Fin Sa
(3M Eur +525Bp)
Matterhorn Mobile Sa (3M Eur +525Bp)
Picard Groupe Sa (3M Eur +425Bp)
07.04.14
15.02.16
31.12.17
30.04.19
15.05.19
01.08.19
100.34
101.35
102.08
101.03
102.48
101.85
-5.28
5.51
422.50
504.26
475.34
390.11
Australia
Belgium
Switzerland
Italy
United Kingdom
United Kingdom
Financial
Government
TMT
TMT
TMT
Consumer
GBP
1.609
31.10.14
101.17
8.48
Australia
Financial
SEK
2.920
Arla Foods Finance
04.06.18
100.37
161.67
Danemark
Consumer
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
1.169
1.716
2.615
2.035
1.685
2.015
0.533
1.022
2.174
1.049
1.844
0.734
1.674
4.276
0.628
0.568
0.406
3.022
0.747
0.648
1.512
Q
Q
Q
Q
Q
Q
Q
Q
Q
Q
Q
Q
Q
Q
Q
Q
Q
Q
Q
Q
Q
10.01.14
21.01.14
24.01.14
30.01.14
30.01.14
07.02.14
18.02.14
21.03.14
04.04.14
10.04.14
25.04.14
29.04.14
09.06.14
29.06.14
14.07.14
14.07.14
05.08.14
20.12.14
06.08.15
19.02.16
25.02.16
101.50
100.49
100.87
100.77
100.55
100.67
100.11
100.39
100.25
100.35
100.85
100.32
100.96
102.01
100.23
100.23
100.32
103.35
100.84
100.00
100.78
-332.60
France
17.21
France
12.91 United Kingdom
-11.51
Netherlands
8.16
USA
19.94
France
4.87
Australia
6.61
Germany
148.36
France
20.59
Germany
29.51
Spain
-1.27
Canada
15.53
Netherlands
156.02
Netherlands
10.97
Belgium
4.49
Canada
-20.12
Germany
18.65
France
5.02
Sweden
38.67 United Kingdom
93.50
USA
(3M Gbp +110Bp)
(3M Sek +170Bp)
Bnp Paribas (3M Lib +90Bp)

Credit Agricole London (3M Lib +145Bp)
Lloyds Tsb Bank Plc (3M Lib +235Bp)
Abn Amro Bank Nv (3M Lib +177Bp)
Bank Of America Corp (3M Lib +142Bp)
Bpce Sa (3M Lib +175Bp)
Bhp Billiton Fin Usa Ltd (3M Lib +27Bp)
Volkswagen Intl Fin Nv (3M Lib +75Bp)
Banque Psa Finance (3M Lib +190Bp)
Daimler Finance Na Llc (3M Lib +78Bp)
Abbey Natl Treasury Serv (3M Lib +158Bp)
Bank Of Montreal (3M Lib +47Bp)
Ing Bank Nv (3M Lib +140Bp)
Vimpelcom Hldgs (3M Lib +400Bp)
Anheuser-Busch Inbev Wor (3M Lib +36Bp)
Toronto-Dominion Bank (3M Lib +30Bp)
Kfw (3M Lib +14Bp)
Bnp Paribas (3M Lib +275Bp)
Swedish Export Credit (3M Lib +48Bp)
Vodafone Group Plc (3M Lib +38.5Bp)
Morgan Stanley (3M Lib +125Bp)
Financial
Financial
Financial
Financial
Financial
Financial
Basic Materials
Automaker
Financial
Automaker
Financial
Financial
Financial
TMT
Consumer
Financial
Financial
Financial
Financial
TMT
Financial
02-Sep-13
CRNCY
ISIN
Number
USJ0423YBD51
US22532MAG78
US71647NAD12
US865622BB91
US71656MAT62
US89153VAH24
US71647NAE94
Valoren
20'761'893
21'145'201
21'412'788
21'892'851
21'901'044
22'072'398
21'412'792
Min./ Incr.
Trad. Unit
200000 / 1000
200000 / 1000
2000 / 1000
250000 / 1000
10000 / 1000
2000 / 1000
2000 / 1000
Rating Rating
S & P Moody's
A+
A
BBB
A+
BBB
AABBB
Aa3
A2
A3
Aa3
Baa1
Aa1
A3
Ccy
USD
USD
USD
USD
USD
USD
USD
CPN_FREQ
Coupon
Freq.
%
0.712
1.428
1.884
0.936
2.286
0.835
2.408
Q
Q
Q
Q
Q
Q
Q
FLOATER BOND SELECTION

Name
Bk Tokyo-Mitsubishi Ufj (3M Lib +45Bp)
Credit Agricole London (3M Lib + 116Bp)
Petrobras Global Finance (3M Lib +162Bp)
Sumitomo Mitsui Banking (3M Lib + 67Bp)
Petroleos Mexicanos (3M Lib + 202Bp)
Total Capital Intl Sa (3M Lib +57Bp)
Petrobras Global Finance (3M Lib +214Bp)
MATURITY
Maturity
(Subject
to
Liquidity Issue)
PX ASK
DISC_MRGN_ASK
ISSUER INDUSTRY
Ind. Ask Discount
Price % Margin
26.02.16
15.04.16
20.05.16
19.07.16
18.07.18
10.08.18
15.01.19
99.99
101.12
99.45
100.58
103.40
100.34
98.28
45.59
73.50
182.80
46.98
130.48
50.01
248.39
Country
Sector
Japan
France
Brazil
Japan
Mexico
France
Brazil
Financial
Financial
Energy
Financial
Energy
Energy
Energy
02-Sep-13
RECENT CHANGES TO BOND UNIVERS / FAVORITES

ISIN
Number
USG21555AA88
XS0921331509
XS0919504562
XS0919502434
USU75888AA26
XS0800825845
XS0847042024
XS0806482948
XS0923613060
USG4690AAB38
USC71058AB42
USG6710EAK67
US92936MAC10
US19122TAE91
US76720AAC09
US91324PBZ45
XS0508553764
XS0841882128
US620076BB42
XS0941073420
XS0618905219
XS0832412505
XS0920864708
USM0300LAA46
XS0524202610
XS0808632250
DE000A1R0XG3
USF12033AZ33
USF42768GM14
US36962G6S82
XS0791007734
XS0858366098
xs0191752434
XS0920864708
XS0843919480
USP7700WCG35
XS0494933806
USG9328DAE07
USG9328DAH38
XS0499245180
FR0011223692
FR0011215508
USL20041AB24
USL20041AA41
USG6710EAF72
XS0897453493
XS0910935021
USL7877XAA74
FR0011242460
XS0800825845
USP47773AM11
US6325C1BC26
XS0346402463
XS0552915943
USG4673GAA34
US45112FAB22
US50065XAB01
XS0885065887
XS0904232310
XS0742399198
XS0551313686
USM28368AB04
XS0767862914
Valoren
3110213
21487138
21212979
21212978
11891783
18939022
19871722
19049522
21256755
19976585
14486354
18901037
19433485
13649793
18229967
19861290
11292793
19753119
18574971
21556088
12909603
19616041
21275717
11546842
11848290
21089515
20119995
18717512
19736374
20384170
18749133
20080810
1850306
21275717
19803201
21497120
11118088
4358909
21487052
11176367
18216575
18112491
20908942
20908889
11736504
20819644
21034299
19976580
18440227
18939022
18460209
11783706
3771572
11928411
14726867
13074684
14152527
20620810
20948102
14903772
11892344
14963767
18308152
Name
Citic Resources Fin 2007
Reliance Holdings Usa
Wpp Finance 2010
Rio Tinto Fin Usa Plc
Ineos Finance Plc
Bre Finance France Sa
Novalis Sas
Evraz Group Sa
Akbank Tas
Yapi(Unicredit Luxemb)
Basf Se
Danone
Gdf Suez
Sm Investments Corp
Grupo Famsa Sa De Cv
Alfa Mtn Issuance Ltd
Mercialys Sa
Cosan Luxembourg Sa
Cosan Luxembourg Sa
Emirates Nbd Pjsc
Qgog Constellation Sa
Galeries Lafayette
Ote Plc
Bombardier Inc
Emirates Airlines
Medjool Ltd
Maf Sukuk Ltd
Dolphin Energy Ltd
Coupon
6.750
5.000
4.563
3.416
4.500
5.250
6.000
4.875
4.250
3.250
7.250
5.125
3.625
3.250
3.500
2.750
9.250
2.750
3.750
6.000
6.750
7.500
4.500
5.125
5.188
3.750
2.000
3.000
2.875
3.100
3.625
1.375
4.750
4.500
4.250
7.250
8.000
8.750
6.000
5.739
4.125
3.994
9.500
5.000
7.500
4.500
4.875
6.250
4.750
5.250
5.307
2.750
7.250
6.125
3.500
4.750
4.000
4.500
3.875
5.850
7.375
5.500
4.211
Maturity
15.05.2014
30.05.2023
24.04.2023
24.04.2018
19.10.2020
05.07.2019
24.10.2022
19.07.2017
15.05.2018
08.11.2022
12.12.2021
26.06.2022
07.09.2022
19.08.2021
22.03.2022
15.02.2023
15.05.2015
12.10.2015
15.05.2022
15.06.2018
27.04.2018
26.09.2019
03.05.2018
22.07.2015
13.10.2015
10.10.2018
05.12.2022
15.06.2022
10.10.2022
09.01.2023
15.06.2021
15.09.2020
06.05.2019
03.05.2018
17.10.2019
01.06.2020
18.03.2015
15.01.2014
31.01.2019
03.04.2017
26.03.2019
09.03.2020
14.03.2018
14.03.2023
06.03.2023
28.03.2023
09.11.2019
26.04.2019
05.07.2019
11.05.2022
28.09.2015
12.02.2015
15.05.2021
13.01.2017
25.11.2016
27.10.2016
06.02.2025
19.03.2023
07.02.2017
21.10.2020
15.12.2021
03.04.2022
Action
In
Out
Out
In
Out
Out
Out
Out
Out
Out
Out
Out
Out
Out
Out
Out
Out
Out
Out
In
Out
Out
In
Out
Out
Out
Out
Out
Out
Out
Out
Out
In
Out
Out
Out
In
In
Out
In
Out
Out
Out
Out
Out
Out
In
Out
Out
In
Out
Out
In
Out
Out
In
Out
Out
In
In
In
In
In
Date
03.06.2013
03.06.2013
03.06.2013
03.06.2013
03.06.2013
03.06.2013
03.06.2013
03.06.2013
03.06.2013
03.06.2013
03.06.2013
03.06.2013
03.06.2013
07.06.2013
07.06.2013
07.06.2013
07.06.2013
07.06.2013
07.06.2013
07.06.2013
07.06.2013
07.06.2013
07.06.2013
10.06.2013
10.06.2013
10.06.2013
10.06.2013
10.06.2013
10.06.2013
10.06.2013
10.06.2013
10.06.2013
10.06.2013
14.06.2013
14.06.2013
14.06.2013
14.06.2013
14.06.2013
14.06.2013
14.06.2013
14.06.2013
14.06.2013
14.06.2013
14.06.2013
14.06.2013
24.06.2013
24.06.2013
24.06.2013
24.06.2013
24.06.2013
24.06.2013
01.07.2013
01.07.2013
01.07.2013
01.07.2013
01.07.2013
01.07.2013
01.07.2013
01.07.2013
01.07.2013
01.07.2013
01.07.2013
01.07.2013
RECENT CHANGES TO BOND UNIVERS / FAVORITES

ISIN
Number
XS0765257141
US46556MAF95
US46556MAA09
XS0743603358
XS0934113076
USF0609NAP36
FR0010289496
XS0347919457
XS0619706657
XS0875343757
USG4721SAQ42
XS0767862914
XS0840538994
XS0767977811
XS0955552178
USP14486AA54
US302154BA68
XS0910935021
XS0923450414
XS0903872355
XS0499245180
US45112FAC05
US46556MAA09
USP7700WCG35
US02364WBD65
US45112FAB22
US45112FAC05
XS0919502434
FR0010957274
FR0011321447
XS0588436799
XS0587030957
XS0903872355
US87927VAQ14
USP2253TJD20
FR0010871376
XS0743603358
XS0877720986
XS0544395808
XS0275776283
USY3860XAB92
USF0819HE376
Valoren
18256267
18171465
11213134
14916990
21433236
2837472
2442979
10279779
12886008
20434061
10541826
18308152
19722606
18309495
21942319
917673
13831122
21034299
21242298
20910498
11176367
19289158
11213134
21497120
19009210
13074684
19289158
21212978
11928936
19495212
12424759
12413907
20910498
2288838
22072420
11127122
14916990
20558224
11796153
2791816
11523006
12784797
Name
Emirates Nbd Pjsc
Gunvor Group Ltd
Axa Sa
Vinci Sa
Standard Chartered Bank
Red Electrica Fin Sa Uni
First Gulf Bank
Iberdrola Intl Bv
Banco Do Brasil
Emirates Nbd Pjsc
Qnb Finance Ltd
Koninklijke Kpn Nv
Grupo Famsa Sa De Cv
Peugeot Sa
Renault S.A.
Vimpelcom (Vip Fin)
Koninklijke Kpn Nv
Telecom Italia Capital
Cemex Sab De Cv
Pernod-Ricard Sa
Telekom Austria Ag
Picard Bondco
Ote Plc
Coupon
4.625
5.650
6.200
6.250
5.875
6.463
6.250
9.500
4.875
3.875
5.000
4.211
2.862
4.250
3.750
6.369
4.375
4.875
2.875
6.125
5.739
4.700
6.200
7.250
3.125
4.750
4.700
3.416
4.000
4.625
5.326
6.493
6.125
5.250
6.500
4.875
6.250
5.625
9.000
4.625
Maturity
28.03.2017
19.03.2022
15.04.2020
08.02.2018
21.05.2018
29.04.2020
17.01.2023
11.09.2019
03.04.2022
09.10.2017
11.10.2018
25.07.2018
16.06.2018
15.09.2021
28.03.2023
29.04.2020
03.04.2017
21.02.2018
15.04.2020
01.06.2020
16.07.2022
25.11.2016
21.02.2018
24.04.2018
28.10.2013
18.09.2017
03.02.2016
02.02.2016
01.10.2015
10.12.2019
18.03.2016
08.02.2018
01.10.2018
20.05.2016
Action
In
Out
In
In
In
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In
Out
Out
Out
Out
Out
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Out
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Date
01.07.2013
01.07.2013
01.07.2013
05.07.2013
05.07.2013
05.07.2013
05.07.2013
15.07.2013
15.07.2013
15.07.2013
15.07.2013
15.07.2013
15.07.2013
22.07.2013
22.07.2013
22.07.2013
22.07.2013
22.07.2013
22.07.2013
29.07.2013
29.07.2013
05.08.2013
05.08.2013
05.08.2013
05.08.2013
05.08.2013
05.08.2013
05.08.2013
05.08.2013
05.08.2013
12.08.2013
12.08.2013
12.08.2013
12.08.2013
12.08.2013
16.08.2013
16.08.2013
16.08.2013
16.08.2013
16.08.2013
23.08.2013
23.08.2013

Weekly Bond List

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Weekly Bond List

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WEEKLY BOND LIST

EUR BOND SELECTION

(Subject to Liquidity Issue)

DUR ADJ ASK

Abn Amro Bank Nv

EUR BOND SELECTION

(Subject to Liquidity Issue)

DUR ADJ ASK

Royal Bk Of Scotland Plc

Pohjola Bank Plc

EUR BOND SELECTION

(Subject to Liquidity Issue)

DUR ADJ ASK

National Australia Bank

EUR BOND SELECTION

(Subject to Liquidity Issue)

DUR ADJ ASK

EUR BOND SELECTION

(Subject to Liquidity Issue)

DUR ADJ ASK

Wuerth Finance Intl Bv

Abn Amro Bank Nv

EUR BOND SELECTION

(Subject to Liquidity Issue)

DUR ADJ ASK

EUR BOND SELECTION

(Subject to Liquidity Issue)

DUR ADJ ASK

EUR BOND SELECTION

(Subject to Liquidity Issue)

DUR ADJ ASK

Vier Gas Transport Gmbh

Soc Natl Chemins Fer Fra

Bhp Billiton Finance Ltd

USD BOND SELECTION

(Subject to Liquidity Issue)

DUR ADJ ASK

Aust & Nz Banking Group

General Elec Cap Corp

USD BOND SELECTION

(Subject to Liquidity Issue)

DUR ADJ ASK

USD BOND SELECTION

(Subject to Liquidity Issue)

DUR ADJ ASK

Royal Bk Of Scotland Plc

General Elec Cap Corp

USD BOND SELECTION

(Subject to Liquidity Issue)

DUR ADJ ASK

Danske Bank A/S

General Elec Cap Corp

USD BOND SELECTION

Toyota Motor Credit Corp

Met Life Glob Funding I

(Subject to Liquidity Issue)

DUR ADJ ASK

USD BOND SELECTION

(Subject to Liquidity Issue)

DUR ADJ ASK

Bank Of America Corp

Macquarie Group Ltd

Bank Of America Corp

USD BOND SELECTION