CDS IndexCo & Markit Announce Additions to the CDX North America High Yield Index

CDS IndexCo LLC (CDS IndexCo), a consortium of 16 investment banks licensed as market makers in the CDX indices, and Markit Group Limited (Markit), the leading provider of independent data, portfolio valuations and OTC derivatives trade processing, today announced which companies will be added to the CDX NA High Yield Index (CDX.NA.HY). The index is expected to roll on September 27, 2007. The portfolio selection process was conducted by Markit, the index administrator, with input from the member banks of the CDS IndexCo consortium.

The member banks that are part of the CDS IndexCo consortium include: ABN AMRO, Bank of America, Barclays Capital, Bear Stearns, BNP Paribas, Citigroup, Credit Suisse, Deutsche Bank, Goldman Sachs, HSBC, JPMorgan, Lehman Brothers, Merrill Lynch, Morgan Stanley, UBS, and Wachovia.

COMPANIES TO BE ADDED TO AND REMOVED FROM THE CDX.NA.HY INDEX

The following table outlines the companies that will be added to and removed from the CDX.NA.HY Index. Companies that were removed from the index were announced on September 6th, 2007, after the close of market via press release. The changes to the index will be effective as of the roll date.

The index is scheduled to roll every six months in order to rebalance the portfolio as necessary.

To view the underlying constituents of each index, daily prices and spreads, constituent information and documentation for CDX.NA.HY, please go to www.markit.com.