Markit's Indices Changed To Encompass Most Liquid Entities

Markit accomplishes changes to the Markit iTraxx LevX indices. The Markit iTraxx LevX Senior will be composed of 50 names instead of 75 as of its roll into Series 4 on 20 March 2009. This is to ensure that only

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Markit accomplishes changes to the Markit iTraxx LevX indices.

The Markit iTraxx LevX Senior will be composed of 50 names instead of 75 as of its roll into Series 4 on 20 March 2009. This is to ensure that only the most liquid entities are selected for inclusion in the index.

The Markit iTraxx LevX Subordinated index will not roll into Series 4. Series 1 to 3 of the Markit iTraxx LevX Subordinated remain tradable.

Both decisions were taken based on dealer polls conducted by Markit.

L.D.

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