July 6, 2006

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

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