Name FEDERAL REP GERMANY SNR CR 5Y-ECDS PREM. 5YMIDCDS PREM. MID PREM. - CDS
UK AND NI US DEPT OFMID CDSREPUBLIC - OF SPAIN CDS
SNR CR 5Y FRENCH PREM. E
- KINGDOM
REPUBLIC OF ITALY SNR CR 5Y E - CDS PREM.E TRSY SNR CR MID SNR CR 5Y E -SNR CR 5Y E MID PREM. MID
ITA GER UK USA FRA SPA
4/29/2011 102.713 27.92699 52.353 43.78299 51.97899 172.551
5/2/2011 102.713 27.92699 52.353 43.78299 51.97899 172.551
5/3/2011 101.829 28.09599 52.83199 42.338 52.26599 170.675
5/4/2011 97.41399 26.161 51.84599 41.868 50.32199 163.851
5/5/2011 104.31 25.17299 49.633 42.36899 52.80399 172.191
5/6/2011 107.792 25.18199 49.89799 42.36299 53.05499 178.63
5/9/2011 117.753 26.862 51.39899 42.89799 56.07199 193.497
5/10/2011 113.869 26.37299 49.94699 42.903 55.07599 185.108
5/11/2011 108.924 25.215 49.98799 42.91399 52.58499 180.108
5/12/2011 107.033 25.23499 48.96799 42.91899 51.66299 180.17
5/13/2011 104.057 23.74799 48.036 42.92499 50.14899 171.327
5/16/2011 95.756 23.16599 46.97899 41.883 48.21899 164.049
5/17/2011 98.71399 23.17099 47.01099 41.89999 48.42599 167.985
5/18/2011 98.71399 24.008 47.01099 41.89999 50.405 175.558
5/19/2011 110.085 24.34799 49.27899 46.868 51.41299 182.439
5/20/2011 114.003 24.35999 50.30499 48.002 51.409 189.704
5/23/2011 117.501 25.381 51.33099 48.53999 52.907 193.653
5/24/2011 124.503 26.71799 53.09 50.03299 55.92 205.187
5/25/2011 117.159 26.23999 52.336 49.06299 53.75299 194.459
5/26/2011 117.167 25.42299 51.63599 48.56299 53.5 192.432
5/27/2011 120.601 25.931 51.66299 50.05899 53.521 192.457
5/30/2011 120.601 25.931 51.66299 50.05899 53.521 192.457
5/31/2011 118.702 25.48199 50.256 50.07599 52.60999 187.578
6/1/2011 115.753 25.493 50.767 49.09799 50.64799 187.576
6/2/2011 114.793 25.338 50.27199 49.11699 49.93999 190.585
6/3/2011 104.444 24.68399 48.82799 48.63499 47.713 175.306
6/6/2011 105.97 23.71999 47.82999 47.68999 46.06999 176.36
6/7/2011 105.993 22.91299 47.86699 48.18799 50.103 177.851
6/8/2011 117.319 24.73999 52.323 49.68599 46.87299 192.636
6/9/2011 120.769 25.25 53.58299 49.685 45.52499 197.088
6/10/2011 132.052 27.07199 56.83199 51.66399 54.74599 214.136
6/13/2011 134.623 26.614 57.87299 52.15099 56.293 219.207
6/14/2011 122.837 25.47299 54.437 51.66199 54.81599 207.919
6/15/2011 132.636 26.633 57.17499 52.66599 57.78299 221.753
6/16/2011 137.12 27.96999 58.17299 52.64099 60.03999 236.131
6/17/2011 127.261 26.325 56.49599 52.13199 59.04099 224.197
6/20/2011 130.648 26.95699 56.411 52.04599 58.81099 223.145
6/21/2011 122.793 25.31699 53.474 51.062 55.868 216.314
6/22/2011 134.578 26.976 55.452 51.57899 57.38699 216.696
6/23/2011 149.843 29.961 57.461 51.52899 60.806 236.157
6/24/2011 160.179 29.97299 58.49799 51.549 63.76099 241.266
6/27/2011 162.732 30.338 59.53699 52.077 67.75 243.367
6/28/2011 148.487 28.868 57.338 51.588 64.838 223.679
6/29/2011 133.283 27.06599 54.133 51.25099 60.48499 212.314
6/30/2011 127.848 26.08099 52.42299 51.23199 57.258 198.441
7/1/2011 133.28 25.42 51.93999 51.25999 56.03999 194.84
7/4/2011 137.203 25.465 52.752 51.252 55.61099 200.146
7/5/2011 150.5 25.96999 53.26099 51.24699 56.127 210
7/6/2011 175.161 28.79599 56.22899 54.70999 61.09799 243.292
7/7/2011 173.328 29.142 57.239 54.69499 62.642 240.069
7/8/2011 203.566 30.28899 58.03 53.23099 66.96799 250.458
7/11/2011 248.825 36.601 62.297 51.70299 79.82799 280.8088
7/12/2011 240.489 38.76299 68.22099 51.19299 81.85399 258.7129
7/13/2011 234.129 38.446 65.76799 50.70299 79.92099 247.965
7/14/2011 239.725 38.476 65.99199 55.19199 80.97198 259.9568
7/15/2011 261.6858 41.76799 68.269 56.67599 80.97198 285.845
7/18/2011 280.9458 45.09698 71.76799 56.655 80.97198 319.7019
7/19/2011 258.2888 43.62799 65.38699 53.196 88.89 292.125
7/20/2011 239.544 40.17699 62.446 52.7 80.56898 277.3008
7/21/2011 208.937 37.71899 59.967 54.211 76.668 246.698
7/22/2011 206.889 38.05499 58.504 53.239 76.64799 237.517
7/25/2011 227.313 42.72299 63.49199 56.70499 89.50699 266.7119
7/26/2011 220.653 43.04599 62.54199 57.08099 90.52299 260.4868
7/27/2011 235.94 43.56799 63.52399 62.01099 91.56699 268.429
7/28/2011 245.383 44.39 64.05099 65.00099 93.99899 276.7058
7/29/2011 260.5859 45.56299 65.058 61.92599 96.45 298.24
8/1/2011 276.4619 45.10999 65.627 54.004 98.46399 311.637
8/2/2011 296.3899 47.08099 68.59999 56.922 107.366 332.2048
8/3/2011 305.6548 48.077 68.13199 55.76199 113.795 350.1658
8/4/2011 325.4058 50.88899 68.15399 55.27599 117.23 364.0078
8/5/2011 327.178 52.55299 68.659 54.77699 118.254 341.1729
8/8/2011 278.0479 55.16399 69.74899 55.22099 134.765 281.1589
8/9/2011 283.7478 61.62 74.42999 55.23799 135.914 281.261
8/10/2011 325.0479 63.571 78.627 54.02199 147.149 320.8218
8/11/2011 314.5039 63.77699 81.10799 54.752 144.36 311.3489
8/12/2011 290.6929 57.87199 71.76399 50.84599 126.698 283.751
8/15/2011 280.7698 57.07799 69.353 49.86699 123.811 278.762
8/16/2011 282.3149 55.946 66.894 49.88799 122.882 286.252
8/17/2011 274.376 54.65599 65.91599 48.39899 113.588 277.5488
8/18/2011 292.1399 58.07999 70.87 48.89999 122.86 295.73
8/19/2011 295.709 64.51999 72.383 47.41299 126.798 296.3579
8/22/2011 311.6228 60.618 73.894 47.937 133.33 309.8069
8/23/2011 318.3218 62.743 76.87399 47.92599 132.187 313.0588
8/24/2011 315.4199 62.76599 76.38799 47.94499 131.379 309.6648
8/25/2011 313.4438 69.68799 75.41499 47.474 134.252 306.1238
8/26/2011 318.2659 69.68599 76.42899 47.95099 134.234 310.5769
8/29/2011 318.2659 63.15799 76.42899 47.95099 134.234 310.5769
8/30/2011 314.2458 69.68599 73.459 48.42 130.773 310.6218
8/31/2011 306.8569 59.83499 71.965 48.44699 129.801 300.6118
9/1/2011 314.375 50.668 71.965 49.433 132.767 306.6648
9/2/2011 329.3179 69.68599 72.45399 49.92999 136.274 317.179
9/5/2011 354.1348 69.68599 73.44699 50.85599 145.175 336.6099
9/6/2011 388.116 56.463 72.23099 52.879 140.865 345.074
9/7/2011 367.761 52.95699 66.855 50.17899 130.591 319.0229
9/8/2011 370.9348 53.74399 67.35599 49.67599 129.067 320.6499
9/9/2011 404.8938 56.89099 71.299 51.174 134.086 342.6189
9/12/2011 442.0068 59.25699 73.355 51.37299 147.458 357.1958
9/13/2011 436.9028 57.59698 77.77499 50.39899 149.813 350.9438
9/14/2011 420.3838 57.59698 76.83299 50.41899 142.267 336.5459
9/15/2011 383.303 54.70499 71.903 49.435 127.031 300.3379
9/16/2011 383.303 54.70499 71.903 49.435 127.031 300.3379
9/19/2011 383.303 54.70499 71.903 49.435 127.031 300.3379
9/20/2011 447.2158 59.978 80.12099 51.44099 149.22 349.1389
9/21/2011 457.0798 63.28999 82.10999 52.40999 153.22 358.0598
9/22/2011 482.0408 69.89899 89.05399 54.353 164.931 378.8159
480.5455
SPAIN SNR CR 5Y E - CDS PREM. MID
Covered Deafult Swap
500
5Y COVERED DE
475
SUL DEBITO
450
29/04/2011 : 2
425
ITA GER
400
375
350
325
300
PUNTI BASE
275
250
225
200
25
50
75
150
175
100
125
200
0
4/29/11
5/4/11
5/9/11
5/14/11
5/19/11
5/24/11
5/29/11
6/3/11
6/8/11
6/13/11
6/18/11
COVERED DEFAULT SWAP 482,04
SUL DEBITO SOVRANO
29/04/2011 : 22/09/2011
UK USA FRA SPA
6/18/11
6/23/11
6/28/11
7/3/11
7/8/11
7/13/11
7/18/11
7/23/11
7/28/11
8/2/11
8/7/11
8/12/11
8/17/11
8/22/11
8/27/11
9/1/11
9/6/11
482,04
9/6/11
9/11/11
9/16/11
9/21/11