CMBX Indices

03-Feb-12 Overview

Index Series Version Coupon RED ID Price High Low Factor

CMBX.NA.AAA.5 5 1 35 137BENAE6 92.72 97.66 55.06 1

CMBX.NA.AM.5 5 1 50 19HGEMAE3 82.77 93.59 68.38 1

CMBX.NA.AJ.5 5 1 98 137BEKAE2 67.88 89.11 22.06 1

CMBX.NA.AA.5 5 1 175 137BEPAE1 49.32 80.95 12.84 1

CMBX.NA.A.5 5 1 350 137BEOAE4 34.54 79.65 12.62 1

CMBX.NA.BBB.5 5 1 500 137BESAE5 17.93 65.44 10.58 0.9853686

CMBX.NA.BBB-.5 5 1 500 137BERAE7 14.37 53.11 9.74 0.883135851

CMBX.NA.BB.5 5 1 500 137BEMAD0 5.00 40.52 5.00 0.64

CMBX.NA.AAA.4 4 1 35 137BENAD8 92.49 99.72 55.94 1

CMBX.NA.AM.4 4 1 50 19HGEMAD5 81.79 93.53 65.07 1

CMBX.NA.AJ.4 4 1 96 137BEKAA0 67.20 99.02 22.67 1

CMBX.NA.AA.4 4 1 165 137BEPAD3 44.82 98.47 12.93 1

CMBX.NA.A.4 4 1 348 137BEOAD6 33.86 99.51 12.70 1

CMBX.NA.BBB.4 4 1 500 137BESAD7 17.90 89.82 10.64 0.96

CMBX.NA.BBB-.4 4 1 500 137BERAD9 14.46 83.11 9.79 0.830331748

CMBX.NA.BB.4 4 1 500 137BEMAC2 5.00 65.73 4.99 0.611805658

CMBX.NA.AAA.3 3 1 8 137BENAC0 92.59 100.12 55.84 1

CMBX.NA.AM.3 3 1 50 19HGEMAC7 83.68 94.87 68.86 1

CMBX.NA.AJ.3 3 1 147 137BEKAD4 70.56 98.37 25.06 1

CMBX.NA.AA.3 3 1 27 137BEPAC5 43.55 100.18 12.68 1

CMBX.NA.A.3 3 1 62 137BEOAC8 29.14 100.89 10.95 1

CMBX.NA.BBB.3 3 1 200 137BESAC9 10.87 103.92 8.78 0.925973058

CMBX.NA.BBB-.3 3 1 320 137BERAC1 9.32 105.08 8.22 0.77553745

CMBX.NA.BB.3 3 1 500 137BEMAB4 4.96 101.40 4.95 0.546131201

CMBX.NA.AAA.2 2 1 7 137BENAB2 94.31 100.09 61.37 1

CMBX.NA.AM.2 2 1 50 19HGEMAB9 87.09 96.15 75.25 1

CMBX.NA.AJ.2 2 1 109 137BEKAC6 80.11 98.58 28.70 1

CMBX.NA.AA.2 2 1 15 137BEPAB7 64.02 99.64 14.75 1

CMBX.NA.A.2 2 1 25 137BEOAB0 49.39 99.20 13.75 1

CMBX.NA.BBB.2 2 1 60 137BESAB1 16.91 97.33 8.79 0.959051087

CMBX.NA.BBB-.2 2 1 87 137BERAB3 11.46 94.95 8.05 0.957481135

CMBX.NA.BB.2 2 1 180 137BEMAA6 5.00 88.72 4.21 0.697242734

CMBX.NA.AAA.1 1 1 10 137BENAA4 96.06 100.33 64.82 1

CMBX.NA.AM.1 1 1 50 19HGEMAA1 91.27 97.60 82.48 1

CMBX.NA.AJ.1 1 1 84 137BEKAB8 86.52 99.33 36.06 1

CMBX.NA.AA.1 1 1 25 137BEPAA9 76.25 100.60 19.92 1

CMBX.NA.A.1 1 1 35 137BEOAA2 64.29 100.54 16.46 1

CMBX.NA.BBB.1 1 1 76 137BESAA3 37.82 100.61 11.20 0.96

CMBX.NA.BBB-.1 1 1 134 137BERAA5 19.89 102.17 10.09 0.959861555