01-Oct-09
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Source: Standard & Poor's Index Services
| S&P 100 CDS Index Series 1 | |||||||||
| Date | Index level | Index spread | Spread change since inception (22/9/08) | Index YTD Return | 2009 YTD change in index spread | S&P 100 Index (Equity) | Change in S&P 100 Index since 22/9/08 | S&P 100 Index 2009 YTD Return | |
| 1-Oct-2009 | 102.755 | 54 | -39.66% | 4.29% | -62.06% | 476.71 | -14.49% | 10.47% | |
| 30-Sep-2009 | 102.652 | 56 | -37.42% | 4.18% | -60.66% | 488.35 | -12.41% | 13.16% | |
| 29-Sep-2009 | 102.763 | 54 | -39.66% | 4.29% | -62.06% | 490.25 | -12.06% | 13.60% | |
| 28-Sep-2009 | 102.835 | 52 | -41.89% | 4.37% | -63.47% | 491.69 | -11.81% | 13.94% | |
| 25-Sep-2009 | 102.81 | 53 | -40.78% | 4.34% | -62.77% | 484.11 | -13.17% | 12.18% | |
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