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

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