July 12, 2006

Index Current Yield (at bid) YTW Average Trading Value Mod Dur (YTW) Issues Day’s Perf. Index Value
Ratchet N/A 4.00% 120,723 17.48 2 -0.10% 998.2
Fixed-Floater N/A 3.94% 88,584 10.22 5 +0.08% 998.5
Floater N/A -20.72% 60,004 6.43 5 +0.50% 1,004.3
Op. Retract N/A 3.50% 85,498 3.04 18 -0.26% 993.4
Split-Share N/A 3.15% 53,934 2.80 14 +0.07%% 997.4
Interest Bearing N/A 5.70% 65,488 2.25 7 +0.16% 1,004.1
Perpetual N/A 4.70% 168,155 6.58 53 +0.04% 1,002.5

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