Merrill Lynch All U.S. Convertible Securities Index: A market capitalization-weighted index of domestic corporate convertible securities that are convertible to common stock only.

Goldman Sachs Commodity Index: The S&P GSCI™ is designed to provide investors with a reliable and publicly available benchmark for investment performance in the commodity markets comparable to the S&P 500 or FT equity indices.

The Credit Suisse High Yield II Index is a broad benchmark of the US high yield market, comprising the two most-liquid issues of every issuer in the market.

Citigroup WGBI: The Index includes some of the largest and most liquid government bond markets globally with at least an investment grade rating. The Index provides investors with a high quality and consistent benchmark for performance measurement. Furthermore, the Citigroup WGBI Index can also be used for comparison to other sovereign debt market.

The Dow Jones World Index, the flagship index of the Dow Jones Global Indexes (DJGI) family, represents approximately 95% of the float-adjusted market capitalization of countries that are open to foreign investors. It is the aggregate of the Dow Jones World Developed Markets Index and the Dow Jones World Emerging Markets Index.

The Dow Jones Emerging Markets Index is a market capitalization weighted index which provides a comprehensive measure of the equity markets for the emerging economies that are covered by the Dow Jones World Indexes.

Source: Credit Suisse, Bloomberg, Merrill Lynch, Goldman Sachs, Citigroup and Dow Jones. All data was obtained from publicly available information, internally developed data and other third party sources believed to be reliable. Credit Suisse has not sought to independently verify information obtained from public and third party sources and makes no representations or warranties as to accuracy, completeness or reliability of such information.