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Standard & Poor’s new Cross Reference ServicesSM increase transparency between securities and related business entities

Innovative offering helps financial organizations improve reference data management

NEW YORK, June 21, 2006 – Underscoring its commitment to fulfilling the growing market need for more sophisticated reference data management tools, Standard & Poor’s, the leading provider of independent research, ratings, indices and fixed-income evaluations, today announced the launch of its Cross Reference Services (CRS). CRS leverages data and technology solutions from Standard & Poor’s to help clients identify and manage the often complex hierarchical relationships between domestic and global securities, issuers and business entities as well as obligors/guarantors and sectors within the global marketplace. CRS enables financial professionals to more effectively manage portfolios, risk exposure, conflicts of interest and potential compliance issues.

The CRS solutions include Security-to-Entity CrossWalk®, a collaborative effort between Standard & Poor’s, D&B and Telekurs that automatically cross-references all recognized securities identifiers (IDs), including CUSIP®/CINS and ISIN IDs, to D&B’s DUNS entity identifiers. Standard & Poor’s Associated Obligor solution links reference IDs of the entities responsible for guaranteeing debt service to standard CUSIP securities IDs. CRS also provides cross-coding services to map Standard & Poor’s proprietary GICS, GV Key and organization IDs to ratings data and sector information. In addition, CRS uses Standard & Poor’s Reference Entity Link to map Standard & Poor’s CLIPS identifiers for credit derivatives with all issuers and issues associated with entities in the broadly used Markit Group’s reference database. Available to Markit RED subscribers, the Reference Entity Link enables dealers to comply with the new DTCC (Depository Trust and Clearing Corporation) requirement to use the nine-digit CLIPS codes for trade matching. Complementing these technology platforms, the new CRS offering leverages Standard & Poor’s longstanding history and expertise in multi-asset class reference data management.

“The formation of CRS places us in an ideal position to meet clients’ growing demands for a centralized, one-stop-shop for managing reference data and security-to-entity linkages,” says Scott Preiss, vice president Standard & Poor’s Securities Classification. “While helping our clients realize greater operational efficiencies, CRS supports better decision-making in trading, analysis, asset servicing as well as management of enterprise-wide risk exposure.”

Over the next six months, CRS will continue its work with clients to create cross-coding linkages between their own and/or third party reference data solutions. CRS also plans to enhance its linkages between CLIPS and syndicated loans to provide customers with visible connections between ratings data, sector information, descriptive data and market data.

CUSIPs are the standard, comprehensive North American issuer and instrument identifiers for virtually every asset class of interest to the marketplace, including bonds, mortgage backed securities, corporate and government issues, private placement, global instruments, syndicated loans and credit derivatives. Standard & Poor's has operated the CUSIP Service Bureau for the American Bankers Association under an exclusive licensing agreement since 1969. CINS are identifiers for financial instruments actively traded on an international basis that are either underwritten (debt issues) or domiciled (equities) outside of the United States and Canada. DUNS are D&B’s proprietary 9-digit sequence numbers recognized as the universal standard for identifying more than 110 million businesses worldwide. GICS (the Global Industry Classification Standard) was developed by Standard & Poor’s and Morgan Stanley in 1999 to provide a reliable, comprehensive and continually updated securities classification system.