July 10, 2006

Index Current Yield (at bid) YTW Average Trading Value Mod Dur (YTW) Issues Day’s Perf. Index Value
Ratchet N/A 3.96% 128,146 17.55 2 -0.10% 999.2
Fixed-Floater N/A 3.99% 83,966 10.26 5 -0.02% 996.1
Floater N/A -16.49% 59,142 6.47 5 +0.06% 1000.7
Op. Retract N/A 3.36% 85,234 3.08 18 +0.06% 996.9
Split-Share N/A 2.80% 55,216 3.05 14 -0.10% 997.6
Interest Bearing N/A 5.74% 65,387 2.26 7 -0.12% 1005.22
Perpetual N/A 4.74% 170,153 6.96 53 +0.08% 1,000.31

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