Financial corporate sample

IntesaSanPaolo

Bond

1936

223.8288

159.949

CDS

1936

176.5421

114.4459

UniCredit

Bond

1936

243.3868

176.2055

CDS

1936

212.6215

131.545

BNP Paribas

Bond

1936

123.4868

92.22734

CDS

1936

99.44283

63.22024

SociétéGénérale

Bond

1936

135.4512

115.9673

CDS

1936

119.2966

84.58553

DeutscheBank

Bond

1936

146.7232

59.14231

CDS

1936

123.9791

43.72524

CommerzBank

Bond

1936

144.508

97.54702

CDS

1936

126.3052

59.14076

Santander

Bond

1936

166.2512

175.3955

CDS

1936

156.5169

100.1498

Non-Financial corporate sample

Vivendi

Bond

1936

156.4874

105.2335

CDS

1936

957.277

46.18623

Thyssenkrupp

Bond

1936

267.4002

94.50681

CDS

1936

225.9291

95.7954

Telecom Italia

Bond

1936

300.4848

148.152

CDS

1936

245.5792

103.8226

Eni

Bond

1936

148.7673

103.0528

CDS

1936

98.75479

43.16216

Air Liquid

Bond

1936

95.26478

73.87698

CDS

1936

44.05934

13.84592

Orange

Bond

1936

120.8782

83.4405

CDS

1936

79.80429

31.98928

Telefonica

Bond

1936

206.2219

164.0505

CDS

1936

164.8542

106.4995

Sovereign sample

(Apr. 2011-Apr. 2014)

Germany

Bond

798

85.02995

55.12994

CDS

798

52.69386

28.52075

Italy

Bond

798

388.4534

120.6.666

CDS

798

309.2732

128.002

France

Bond

798

141.9738

60.89029

CDS

798

113.085

57.78981

Spain

Bond

798

397.1912

110.1692

CDS

798

3.2.1766

126.9553

Portugal

Bond

798

866.4617

437.1732

CDS

798

658.414

333.0365

Belgium

Bond

798

1.898.066

106.3083

CDS

798

1.427.229

94.56208