| Equity Ticker |
CEBO/Thomson Ticker |
Bloomberg Ticker |
Reference Entity |
Reference Obligation |
CUSIP Numbers |
Expiration Months |
| AKS |
AKSC |
AKSA |
AK Steel Corporation |
AKS 7.625% 2020 Sr. Notes |
001546AL4 |
Dec. 2012 |
| AXL |
AXLC |
AXCA |
American Axle & Manufacturing, INC. |
9.25% Senior Secured Notes due 2017 |
U02436AB6 |
Dec. 2012 |
| HOV |
HOVC |
HOCA |
K. Hovnanian Enterprises, INC |
61/4% Senior Notes Due 2016 |
442488AY8 |
Dec. 2012 |
| MBI |
MBID |
MBDA |
MBIA INC. |
Senior Indenture (generic) |
55262CAJ9 |
Dec. 2012 |
| BAC |
BACD |
BACA |
Bank of America Corporation |
BAC 3.625% 2016 Sr. Notes |
06051GEG0 |
Dec. 2012,2013,2014 |
| JPM |
JPMD |
JPDA |
JPMorgan Chase & Co. |
JPM 3.45% 2016 Sr. Notes |
46625HHX1 |
Dec. 2012,2013,2014 |
| C |
CITD |
CIDA |
Citigroup Inc. |
C 4.75% 2015 Sr. Notes |
172967FD8 |
Dec. 2012,2013,2014 |
| GS |
GSSD |
SGAA |
The Goldman Sachs Group, Inc. |
GS 3.625% 2016 Sr. Notes |
38143USC6 |
Dec. 2012,2013,2014 |
| MS |
MSTD |
MSYA |
Morgan Stanley |
MS 3.45% 2015 Sr. Notes |
61747YCT0 |
Dec. 2012,2013,2014 |