Returns - Updated Daily

Global Family of Indices
 Modified Adjusted Duration Yield-to-WorstTotal Return (%)CurrencyReturn Type
DailyMTDYTD12-mth
Global IndicesAs of Sep 05, 2008
Multiverse5.434.450.04-0.491.306.41USDUnhedged
Global Aggregate5.454.240.04-0.491.466.69USDUnhedged
Global Aggregate - Corporate5.476.06-0.25-0.79-1.851.70USDUnhedged
U.S. and Canadian IndicesAs of Sep 05, 2008
U.S. Universal4.685.39-0.150.562.145.33USDUnhedged
U.S. Aggregate4.674.96-0.160.612.636.02USDUnhedged
U.S. Treasury5.363.01-0.110.814.798.98USDUnhedged
U.S. Treasury: 1-3 Year1.772.19-0.090.203.226.11USDUnhedged
U.S. Treasury 3-7 Yr4.222.82-0.180.765.069.58USDUnhedged
U.S. Treasury: 7-10 Year7.023.50-0.171.166.3911.34USDUnhedged
U.S. Treasury: 10-20 Year9.944.14-0.021.495.8110.92USDUnhedged
U.S. Treasury: 20+ Year14.864.300.072.005.7111.86USDUnhedged
Short Treasury0.401.79-0.010.051.913.50USDUnhedged
U.S. Treasury: U.S. TIPS6.586.730.00-0.404.7810.88USDUnhedged
U.S. Credit6.156.07-0.240.620.332.83USDUnhedged
1-3 Yr Credit1.984.99-0.100.212.825.13USDUnhedged
U.S. Intermediate Credit4.425.82-0.210.531.133.59USDUnhedged
U.S. Long Credit A11.657.02-0.360.92-2.47-0.19USDUnhedged
U.S. Government/Credit5.374.46-0.170.652.586.00USDUnhedged
Intermediate U.S. Government/Credit3.854.15-0.170.522.886.16USDUnhedged
U.S. Mortgage Backed Securities3.715.42-0.160.543.627.12USDUnhedged
U.S. Corporate High Yield4.4311.63-0.11-0.14-2.42-1.53USDUnhedged
Municipal Bond8.083.990.150.612.194.69USDUnhedged
European IndicesAs of Sep 05, 2008
Pan-European Aggregate5.594.870.320.591.301.26EURUnhedged
Euro-Aggregate5.314.740.260.682.743.41EURUnhedged
Euro-Aggregate: Corporates4.256.100.170.390.970.64EURUnhedged
Euro-Aggregate: 500MM5.354.720.260.692.783.46EURUnhedged
Pan-European High Yield3.7512.96-0.150.23-7.01-8.39EURUnhedged
EURO Floating Rate Notes0.086.490.020.071.732.33EURUnhedged
Euro-Aggregate: Corporates -- 500MM4.286.070.170.391.070.71EURUnhedged
Asian IndicesAs of Sep 05, 2008
Asian Pacific Aggregate5.901.690.02-0.69-0.380.64JPYUnhedged
Global Aggregate Ex-JPY5.284.88-0.33-0.980.495.82USDUnhedged
Asian Pacific Japanese Yen6.121.190.30-0.061.202.38JPYUnhedged
Emerging MarketsAs of Sep 05, 2008
Emerging Markets (U.S. Dollar)6.467.28-0.12-0.160.784.89USDUnhedged
Customized IndicesAs of Sep 05, 2008
Euro Treasury 0-6 Months0.214.370.010.062.493.80EURUnhedged
Global Aggregate Excluding U.S. MBS and U.S. CMBS5.743.960.10-0.641.156.60USDUnhedged
Euro Aggregate Corporate Senior 1BN xBBB4.095.480.180.532.462.60EURUnhedged
Euro FRN Corporate 500MM0.066.620.010.071.652.17EURUnhedged
Combined EuroTsy/Corp 350 (10%/90% Mix)4.455.920.180.431.210.98EURUnhedged
U.S. Tsy/EuroDollar Corp 350 (10%/90% Mix)5.766.01-0.250.600.452.91USDUnhedged
 Total Return (%)Excess Return (%)
 Since InceptionDailyMTDYTDSince
Inception
DailyMTDYTDCurrent % of Index
CommoditiesAs of Sep 05, 2008
LBCI114.56-1.59-6.603.40105.40-1.60-6.642.07100.00
Energy99.32-0.95-7.278.8291.37-0.96-7.317.4260.18
Metals112.05-2.51-5.58-2.64103.11-2.51-5.62-3.9025.28
Agriculture149.26-3.28-6.90-3.15137.35-3.28-6.93-4.3911.53
Livestock77.940.03-0.03-11.4671.720.03-0.06-12.603.01
Indices are unmanaged and cannot accommodate direct investments.