*Proxy for Investment Grade Corporate EUR: IBOXX € Liquid Corporates Index, Proxy for Investment Grade Corporate USD: IBOXX $ Domestic Corporates index, Proxy for High-Yield EUR: IBOXX € Liquid High Yield Index, Proxy for High-Yield USD: Markit iBoxx USD Liquid High Yield Capped Index, Proxy for ED in Local Currency: Barclays Emerging Markets Local NTR - USD.