July 11, 2006

Index Current Yield (at bid) YTW Average Trading Value Mod Dur (YTW) Issues Day’s Perf. Index Value
Ratchet N/A 3.98% 125,751 17.52 2 0.00% 999.2
Fixed-Floater N/A 3.94% 85,226 10.24 5 -0.24% 997.7
Floater N/A -18.43% 58,876 6.39 5 -0.14% 999.4
Op. Retract N/A 3.47% 85,298 3.08 18 -0.24% 994.5
Split-Share N/A 3.35% 54,651 2.81 14 -0.09% 996.6
Interest Bearing N/A 5.82% 65,681 2.25 7 -0.28% 1,002.45
Perpetual N/A 4.73% 169,969 6.55 53 +0.18 1,002.13

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