CDS IndexCo and Markit Announce Additions to the CDX North America High Yield Index, Which is Expected to Roll on September 27, 2007
The member banks that are part of the CDS IndexCo consortium include: ABN AMRO, Bank of America, Barclays Capital, Bear Stearns, BNP Paribas, Citigroup, Credit Suisse, Deutsche Bank, Goldman Sachs, HSBC, JPMorgan, Lehman Brothers, Merrill Lynch, Morgan Stanley, UBS, and Wachovia.
COMPANIES TO BE ADDED TO AND REMOVED FROM THE CDX.NA.HY INDEX
The following table outlines the companies that will be added to and removed from the CDX.NA.HY Index. Companies that were removed from the index were announced on September 6, 2007, after the close of market via press release. The changes to the index will be effective as of the roll date.
| INDEX | ADDED | REMOVED |
| CDX.NA.HY Series 9 | • ALLTEL Corporation • Community Health Systems, Inc. • First Data Corporation • Freeport-McMoRan Copper & Gold Inc. • Realogy Corporation • Residential Capital Corporation • Tribune Company | • Delhaize America, Inc. • Huntsman International, LLC • Lucent Technologies, Inc. • Parker Drilling Company • Reynolds American, Inc. • Solectron Corporation • Triad Hospitals, Inc. |
The index is scheduled to roll every six months in order to rebalance the portfolio as necessary.
To view the underlying constituents of each index, daily prices and spreads, constituent information and documentation for CDX.NA.HY, please go to www.markit.com.
For additional information regarding this press release please contact:
CDS IndexCo
Michael Mandelbaum
Tel: +1 310 785-0810
Email: michael@mandelbaummorgan.com
Markit
Teresa Chick
Tel: +44 20 7260 2094
Email: teresa.chick@markit.com
Note to Editors
About CDS IndexCo
CDS IndexCo is a consortium of 16 investment banks which are licensed as market makers in the CDX indices. The market makers include: ABN AMRO, Bank of America, Barclays Capital, Bear Stearns, BNP Paribas, Citigroup, Credit Suisse, Deutsche Bank, Goldman Sachs, HSBC, JPMorgan, Lehman Brothers, Merrill Lynch, Morgan Stanley, UBS, and Wachovia.
About Markit
Markit Group Limited ("Markit") is the leading provider of independent data, portfolio valuations and OTC derivatives trade processing to the global financial markets. The company receives daily data contributions from over 85 dealing firms, and its services are used by almost 1,000 institutions to enhance trading operations, reduce risk and manage compliance.