| Index | Current Yield (at bid) | YTW | Average Trading Value | Mod Dur (YTW) | Issues | Day’s Perf. | Index Value |
| Ratchet | N/A | 3.94% | 137,880 | 17.61 | 2 | +0.06% | 999.2 |
| Fixed-Floater | N/A | 3.86% | 86,146 | 10.3 | 5 | -0.02% | 997.3 |
| Floater | N/A | -16.87% | 61,045 | 6.47 | 5 | -0.06% | 1001.4 |
| Op. Retract | N/A | 3.35% | 86,296 | 3.05 | 18 | +0.11% | 998.4 |
| Split-Share | N/A | 3.19% | 55,114 | 3.06 | 14 | +0.12% | 997.4 |
| Interest Bearing | N/A | 5.59% | 66,012 | 2.25 | 7 | +0.11% | 1003.4 |
| Perpetual | N/A | 4.74% | 172,102 | 6.96 | 53 | -0.03% | 999.7 |
July 5, 2006
| Index | Current Yield (at bid) | YTW | Average Trading Value | Mod Dur (YTW) | Issues | Day’s Perf. | Index Value |
| Ratchet | N/A | 3.94% | 142,723 | 17.62 | 2 | +0.04% | 998.6 |
| Fixed-Floater | N/A | 3.99% | 86,114 | 13.81 | 5 | +0.03% | 997.6 |
| Floater | N/A | -17.43% | 61,517 | 6.47 | 5 | -0.05% | 1002.0 |
| Op. Retract | N/A | 3.38% | 87,105 | 3.05 | 18 | -0.06% | 997.3 |
| Split-Share | N/A | 3.28% | 54,689 | 3.06 | 14 | -0.12% | 996.3 |
| Interest Bearing | N/A | 5.70% | 66,528 | 2.6 | 7 | +0.09 | 1002.3 |
| Perpetual | N/A | 4.72% | 173,979 | 6.92 | 53 | -0.04% | 1000.0 |
July 4, 2006
| Index | Current Yield | YTW | Average Trading Value | Mod Dur (YTW) | Issues | Day’s Perf. | Index Value |
| Ratchet | N/A | 3.93% | 143,477 | 17.63 | 2 | -0.18% | 998.2 |
| Fixed-Floater | N/A | 4.01% | 85,975 | 13.85 | 5 | -0.28% | 997.2 |
| Floater | N/A | -17.10% | 60,832 | 6.49 | 5 | +0.25% | 1002.5 |
| Op. Retract | N/A | 3.34% | 87,736 | 3.05 | 18 | -0.21% | 997.9 |
| Split-Share | N/A | 3.22% | 54,635 | 3.13 | 14 | -0.25% | 997.5 |
| Interest Bearing | N/A | 5.76% | 67,058 | 2.26 | 7 | +0.14% | 1001.4 |
| Perpetual | N/A | 4.71% | 174,981 | 6.94 | 53 | +0.04% | 1000.4 |
June 30, 2006
| Index | Current Yield (at bid) | Av YTW | Price Disparity | Average Trading Value | Av Mod Dur (YTW) | Issues | Day’s Perf. | Index Value |
| Ratchet | N/A | 3.91% | -$0.34 | 147,726 | 17.66 | 2 | N/A | 1000.000 |
| Fixed-Floater | N/A | 3.93% | -$0.47 | 87,889 | 10.42 | 5 | N/A | 1000.000 |
| Floater | N/A | -15.46% | +$0.52 | 61,254 | 6.48 | 5 | N/A | 1000.000 |
| Op. Retract | N/A | 3.26% | -$0.37 | 89,701 | 2.78 | 18 | N/A | 1000.000 |
| Split-Share | N/A | 1.93% | +$0.02 | 55,464 | 2.97 | 14 | N/A | 1000.000 |
| Interest Bearing | N/A | 5.77% | -$0.25 | 68,060 | 2.27 | 7 | N/A | 1000.000 |
| Perpetual | N/A | 4.65% | -$0.02 | 177,316 | 6.84 | 53 | N/A | 1000.000 |