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Credit Default Swaps
March 2008 Credit Default Swap Index Futures Expire at 413.16
CDR Liquid 50TM NAIG Index, Series 082, Risk Factors June 2008
CDR Liquid 50TM NAIG 082 Index Composition
CDR Liquid 50TM NAIG Index, Series 082, Risk Factors June 2008
CDR Liquid 50TM NAIG 082 Index Composition
Interest Rate
Revised U.S. Treasury Conversion Factors – March 26-27, 2008
March 2008 Fed Funds Futures Settle @ 97.390
Strike Price Notice - Ag, Fim, March 6, 2008
March 2008 Fed Funds Futures Settle @ 97.390
Strike Price Notice - Ag, Fim, March 6, 2008
Exchange News
CDR Liquid 50TM NAIG 081 Index Composition
For March 2008 Futures Contract
|
Company Name |
Index Weight (Pct) |
|
AMBAC Financial Group Inc. |
2.0 |
|
American Express Company |
2.0 |
|
Autozone Inc. |
2.0 |
|
Bank of America Corp. |
2.0 |
|
Bear Stearns Cos |
2.0 |
| Capital One Financial Corp |
2.0 |
| Century Tel Inc |
2.0 |
| CIT Group Inc |
2.0 |
| Citigroup Inc |
2.0 |
| Comcast Cable Communications LLC |
2.0 |
| ConocoPhillips |
2.0 |
| CVS Caremark Corporation |
2.0 |
| Fannie Mae |
2.0 |
| Financial Guaranty Insurance Company |
2.0 |
| Financial Security Assurance Inc. |
2.0 |
| Fortune Brands Inc. |
2.0 |
| Gannett Co Inc. |
2.0 |
| General Electric Capital Corp |
2.0 |
| Goldman Sachs Group Inc |
2.0 |
| Heinz (HJ) Co |
2.0 |
| Home Depot Inc. |
2.0 |
| HSBC Finance Corporation |
2.0 |
| iStar Financial Inc. |
2.0 |
| JP Morgan Chase & Co. |
2.0 |
| Kohls Corp |
2.0 |
| Kraft Foods Inc. |
2.0 |
| Lehman Brothers Holdings Inc |
2.0 |
| Macy's, Inc. |
2.0 |
| Masco Corp. |
2.0 |
| MBIA Inc. |
2.0 |
| Merrill Lynch & Co Inc |
2.0 |
| MGIC Investment Corp |
2.0 |
| Morgan Stanley |
2.0 |
| New York Times Company/The |
2.0 |
| News America Inc |
2.0 |
| Nordstrom Inc. |
2.0 |
| PMI Group Inc/The |
2.0 |
| Radian Group Inc |
2.0 |
| RR Donnellyey & Sons Company |
2.0 |
| Sara Lee Corp. |
2.0 |
| SLM Corp |
2.0 |
| Time Warner Inc. |
2.0 |
| Transocean |
2.0 |
| Verizon Communications Inc |
2.0 |
| Wachovia Corp. |
2.0 |
| Washington Mutual Inc. |
2.0 |
| Wells Fargo & Company |
2.0 |
| Weyerhaeuser Co |
2.0 |
| Whirlpool Corp. |
2.0 |
| XL Capital Assurance Inc. |
2.0 |
|
Total |
100.0 |
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