Movers of the day

Largest Widening Spreads
Name (5 year maturity)Latest SpreadChange From Close
bpsbps%

Ford Motor Credit Company LLC Sen USD MR

5299.7

963.2

22.21

Fiat SpA Sen EUR MMR

576.7

85

17.29

Anglo American Plc Sen EUR MMR

249.8

34.4

15.97

TIM Hellas Telecommunications S.A. Sub EUR MMR

2193.7

258.6

13.36

Swiss Reinsurance Company Sub EUR MMR

580.8

55.8

10.63

Largest Tightening Spreads
Name (5 year maturity)Latest SpreadChange From Close
bpsbps%

Royal Bank of Scotland Group Plc Sen EUR MMR

98.9

-91.1

-47.95

HBOS plc Sen EUR MMR

105.5

-79.5

-42.97

Royal Bank of Scotland Group Plc Sub EUR MMR

215.8

-133

-38.13

HBOS plc Sub EUR MMR

200.8

-110.9

-35.58

Deutsche Bank AG Sub EUR MMR

170

-80.8

-32.22

Closing prices as at 13 October 2008 16:00

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Richard Klijnstra, Senior Portfolio Manager, Kempen Capital Management

Kempen looked at a number of credit data vendors and we were impressed at DataVision’s accuracy and coverage. We believe CMA’s buy-side model accurately reflects true market prices.”

www.kempen.com