CUSIP/ISIN Stock Ticker MLCC Code Bond Ticker Issuer Name Convertible Price(USD) Par Amount Coupon Maturity/Mandatory Conversion Date Outstanding Amt ($MM) Bonds/Shrs Outstanding Market Value($MM) Index Weight(%) YTM(%) YTP(%) Greater of YTM/YTP(%) Duration Currency Country Series Accrued Interest Current Yield(%) Yield Advantage(%) Moody Rating S&P Rating Avg. Rating Internal Rating Collateral Type Status Security Type Announce Date Issue Date At-Issue Yield At-Issue Prem Delta Gamma RHO Theoretical Value Theoretical Discount (%) Cheap (%) Conversion Ratio Parity Cash Adjustment Payback Implied Volatility(%) Implied Spread Parity Delta Conversion Premium(%) Investment Value Premium(%) Investment Value(Bond floor) Price to Par Next Put Date Yrs to Put Yrs to Mat/Mand Conv Date Yrs to Mat/Yrs to Put Years to Call 1-Day Total Return(%) 1-WK Total Return(%) MTD Total Return(%) QTD Total Return(%) YTD Total Return(%) Index Sector Industry CS Sector L1 CS Sector L2 CS Sector L3 CS Sector L4 CS Sector L5 ML Sector L1 ML Sector L2 ML Sector L3 ML Sector L4 GIC Sector GIC Industry Group GIC Industry GIC Sub Industry Bloomberg Sector Stock Price(USD) Stock Yield 1-Day Equity Total Return(%) 1-WK Equity Total Return(%) MTD Equity Total Return(%) QTD Equity Total Return(%) YTD Equity Total Return(%) Eq Mkt Value($MM) 440694AA5 ZINC 7410 ZINC HORSEHEAD HOLDING CORP 99.625 1000 3.80 01-Jul-2017 100 100,000 99.625 .052856907327809700031209056384503770654 3.88 N/A 3.88 2.34 USD US 144A 0.10 3.81 null NA NA NR B5 SENIOR NOTES ISSUED Bond 22-Jul-2011 27-Jul-2011 100.00 35.26 0.47 0.25 -.0233593 101.83 1.02 2.16 66.66 null 8.42 35.79 985.31 0.70 47.37 29.93 76.68 9.96 N/A 4.99 4.99 null -0.8603 5.6406 1.3237 1.3237 5.5281 Materials Divers Metals & Mining Corporates Industrials Basic Materials Metals & Mining Non-ferrous Metals & Mining Corporate Industrials Basic Industry Metals/Mining Excluding Steel Materials Materials Metals & Mining Diversified Metals & Mining Non-Ferrous Metals 10.14 null -2.3121 10.0978 1.8073 1.8073 12.5417 444.21