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Lehman Brothers Global Family of Fixed Income Indices
As the world's largest provider of fixed income indices, Lehman Brothers has a major responsibility to thousands of investors, issuers and consultants. The very heart of the index franchise is the ability to deliver data, analytics and ideas to the desktops of our clients. We provide an extensive offering of products and services to the investment community. As of the end of 2006, our database contains over 70,000 securities, with a total market value of approximately $32 trillion. Global asset class coverage includes treasuries, sovereigns, agencies, corporates, mortgage-backeds, asset-backeds, commercial mortgages, emerging markets, interest-rate swaps, inflation-swaps, CDS, U.S. municipals and commodities.

Global Americas Europe Asia
Multiverse
 •  Gov-Related
 •  Corporate
 •  Securitized

Global Aggregate
 •  Treasuries
 •  Gov-Related
 •  Corporate
 •  Securitized

Global High-Yield

Global Emerging Markets
 •  U.S. Dollar
 •  Mexican Peso
 •  Euro

Other Global
 •  Global Inflation-Linked
 •  Global Inflation-Linked Swaps
   -  Rolling Maturity
   -  Fixed Maturity Date
 •  Global Capital Securities
 •  Credit Default Swaps
   -  Equal Weighted
   -  Market Weighted
 •  CDX/iTraxx Total Returns
   -  Basket Total Returns
   -  Tranche Total Returns

Alternative Asset
Classes
 •  Hedge Fund Indices
   -  Equal Weighted
   -  Asset Weighted
 •  Commodity Indices
   -  LBCI
 •  FX Indices

Customized
U.S. Universal

U.S. Aggregate
 •  Treasuries
 •  Gov-Related
 •  Corporate
   -  Details
 •  Securitized

 •  Gov/Credit
 •  Government
 •  Credit
   -  Details

U.S. High-Yield
 •  Details

U.S. High-Yield Loans

U.S. High-Yield FRN

Non-Taxable
 •  Municipals

Hybrid
 •  U.S. Convertibles

Other Americas
 •  Canadian
 •  Eurodollar
 •  Hourly Treasury
 •  Short Treasury
 •  Bellwethers
 •  144A
 •  CMBS
 •  Swaps
   -  USD
   -  CAD
 •  FRN
 •  Short Term
 •  ABS Floating Rate
 •  Hybrid ARM

Customized
Pan-European Universal
 •  Euro

Pan-European Aggregate

Euro-Aggregate
 •  Treasuries
 •  Gov-Related
 •  Corporate
   -  Details
 •  Securitized

Local Currency Aggregates
 •  Sterling
   -  Gilts
   -  Non-Gilts
 •  Swedish Krona
 •  Danish Krone
 •  Norwegian Krone
 •  Central European

Pan-European High-Yield
 •  Details

Other Pan-European
 •  Swiss Franc
 •  Danish Mortgages
 •  Swaps
   -  Euro
   -  Sterling
   -  Krona
   -  Swiss Franc
 •  EUR Floating Rate Notes
 •  Short Treasury
 •  Short Treasury Bills
 •  Asset Backed

Customised
Asian-Pacific Aggregate
 •  Japan
 •  Non-Japan
 •  Australian Dollar Aggregate

Other Asia-Pacific
 •  Euro Yen
 •  Asia Credit
 •  Swaps
 •  China Aggregate
 •  India Government

Customized

Indices are unmanaged and cannot accommodate direct investments. The products mentioned herein carry different risks and rewards and may not be suitable for all types of investors.