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 | |
| 12-Nov-2009 | 102.604 | 56 | -37.42% | 4.13% | -60.66% | 505.45 | -9.34% | 17.13% | |
| 11-Nov-2009 | 509.92 | -8.54% | 18.16% | ||||||
| 10-Nov-2009 | 102.642 | 55 | -38.54% | 4.17% | -61.36% | 507.27 | -9.01% | 17.55% | |
| 9-Nov-2009 | 102.651 | 55 | -38.54% | 4.18% | -61.36% | 506.71 | -9.11% | 17.42% | |
| 6-Nov-2009 | 102.582 | 56 | -37.42% | 4.11% | -60.66% | 496.19 | -11.00% | 14.98% | |
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