01-Apr-10
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Source: Standard & Poor's Index Services
| S&P 100 CDS Index Series 4 | |||||||
| Date | Rolling index level | "On the run" index spread | YTD return % of the S&P 100 CDS rolling index | YTD % change in index spread | S&P 100 Index TR (Equity) | S&P 100 Index YTD total return | |
| 1-Apr-2010 | 103.172 | 67 | -0.05% | 24.07% | 898.45 | 5.29% | |
| 31-Mar-2010 | 103.154 | 67 | -0.06% | 24.07% | 892.591 | 4.61% | |
| 30-Mar-2010 | 103.206 | 66 | -0.01% | 22.22% | 895.75 | 4.98% | |
| 29-Mar-2010 | 103.21 | 66 | -0.01% | 22.22% | 896.114 | 5.02% | |
| 26-Mar-2010 | 103.185 | 67 | -0.03% | 24.07% | 892.197 | 4.56% | |
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