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Scott Atha scott.atha@barcap.com +1 212 526 9038 Sherwood Kuo, CFA sherwood.kuo@barcap.com +1 212 526 2490 Nolan Walsh nolan.walsh@barcap.com +1 212 526 4513
US Credit Index
The US Credit Index comprises the US Corporate Index and a non-corporate component that includes foreign agencies, sovereigns, supranationals and local authorities. The US Credit Index was called the US Corporate Investment Grade Index until July 2000, when it was renamed to reflect its inclusion of both corporate and non-corporate issuers. Index history is available back to 1973. The US Credit Index is a subset of the US Government/Credit Index and the US Aggregate Index.
Sector Composition (MV%) Trailing 5 Years (as of Dec 31, 2009) Quality Composition (MV%) Trailing 5 Years (as of Dec 31, 2009)
100 90 80 70 60 50 40 30 20 10 0
16.6
15.9
14.4
18.0
18.4
83.4
84.1
85.6
82.0
81.6
100 90 80 70 60 50 40 30 20 10 0
11.3 18.6
10.7 20.0
10.7 22.0
12.8 13.3
8.9 16.3
37.2
37.2
35.6
43.1
40.3
33.0
32.1
31.6
30.8
34.5
2005
2006 Corporate
2007
2008
2009
2005
2006 Baa
2007 A Aa
2008 Aaa
2009
Government-Related