A B C D E

YAHOO: NON-CALLABLE BBB CORPORATE BONDS WITH MATURITY

1 0.5 - 10 YEARS
11 August 2006

2 Issuer Price Coupon Maturity YTM

3 PANHANDLE EASTN PIPE LINE CO 100.29 2.75% 15-Mar-07 2.24%
4 SAFEWAY INC 104.75 9.88% 15-Mar-07 1.62%
5 WEYERHAEUSER CO 102.35 6.13% 15-Mar-07 2.03%
6 CONSTELLATION ENERGY GROUP INC 102.35 6.35% 1-Apr-07 2.53%
7 PENNEY J C INC 103.10 7.60% 1-Apr-07 2.56%
8 MOHAWK INDS INC 102.61 6.50% 15-Apr-07 2.50%
9 PROGRESS ENERGY INC 102.26 6.05% 15-Apr-07 2.59%
10 AOL TIME WARNER INC 102.34 6.15% 1-May-07 2.78%
11 ARAMARK SVCS INC 102.77 7.00% 1-May-07 3.01%
12 BANK UTD CORP 104.32 8.88% 1-May-07 2.67%
13 COMCAST CABLE COMMUNICATIONS 103.96 8.38% 1-May-07 2.68%
14 STARWOOD HOTELS&RESORTS WRLDWD 103.00 7.38% 1-May-07 3.05%
15 VIACOM INC 101.90 5.63% 1-May-07 2.89%
16 REALTY INCOME CORP 103.41 7.75% 6-May-07 2.94%
CIGNA CORP
BBB Bond Yields, 103.31
11Aug06
7.40% 15-May-07 2.88%
17
7%
18 TELUS CORP 103.58 7.50% 1-Jun-07 2.87%
19 EOP OPER LTD PARTNERSHIP 102.98 6.76% 15-Jun-07 3.08%
f(x) = 0.000122797731632 x³ − 0.002314967573556 x² + 0.015247747565798 x + 0.02211184123471
20 POTASH CORP SASK INC
R² = 0.847946610663477 103.25 7.13% 15-Jun-07 3.11%
6%
21 VORNADO RLTY TR 102.04 5.63% 15-Jun-07 3.10%
22 KENTUCKY POWER CO 102.06 5.50% 1-Jul-07 3.08%
23 AVALONBAY CMNTYS INC MTN BE 101.45 5.00% 1-Aug-07 3.44%
5%
24 ARCHSTONE SMITH TR 101.62 5.00% 15-Aug-07 3.33%
25 BANK OKLA N A TULSA 103.54 7.13% 15-Aug-07 3.48%
26 LIBERTY PPTY LTD PARTNERSHIP 103.56 7.25% 15-Aug-07 3.57%
Yield

4%
27 MASCO CORP 101.15 4.63% 15-Aug-07 3.44%
28 RAYTHEON CO 103.09 6.75% 15-Aug-07 3.56%
29 TIME WARNER COMPANIES INC 104.45 8.18% 15-Aug-07 3.59%
3%
30 TANDY CORP 103.33 6.95% 1-Sep-07 3.66%
31 ICI WILMINGTON INC 103.27 7.05% 15-Sep-07 3.92%
32 PHH CORP INTERNOTES BOOK ENTRY 101.90 5.60% 15-Sep-07 3.78%
2%
33 OCEAN ENERGY INC DEL 100.82 4.38% 1-Oct-07 Maturity 3.62%
34 USA WASTE SVCS INC 103.58 7.13% 1-Oct-07 3.83%
35 CALENERGY INC 104.21 7.63% 15-Oct-07 3.88%
1%
36 ENTERPRISE PRODS OPER LP 100.15 4.00% 15-Oct-07 3.87%
0 1 2 3 4 5 6 7 8 9 10
37 POTOMAC ELEC PWR CO 102.73 6.25% 15-Oct-07 3.82%
38 ROYAL CARIBBEAN CRUISES LTD 103.13 7.00% 15-Oct-07 4.20%
39 UNION PAC CORP 103.99 5.75% 15-Oct-07 2.24%
40 CVS CORP 100.01 3.88% 1-Nov-07 3.87%
41 ENSCO INTL INC 103.33 6.75% 15-Nov-07 3.97%
42 EOP OPER LTD PARTNERSHIP 104.56 7.75% 15-Nov-07 3.96%
43 MALLINCKRODT GROUP INC 103.10 6.50% 15-Nov-07 3.92%
44 MEDIAONE GROUP INC MTN BE 103.02 6.83% 15-Nov-07 4.30%
 A B C D E
45 UNION CAMP CORP 103.04 6.50% 15-Nov-07 3.97%
46 PSEG FDG TR I 101.57 5.38% 16-Nov-07 4.07%
47 PLATINUM UNDERWRITERS FIN INC 102.17 6.37% 16-Nov-07 4.55%
48 GENERAL MLS INC 99.89 3.88% 30-Nov-07 3.96%
49 LILLY INDS INC 104.46 7.75% 1-Dec-07 4.16%
50 AMERICAN FINL GROUP INC OHIO 103.81 7.13% 15-Dec-07 4.14%
51 PENNEY JC INC MTN BE 102.92 6.50% 15-Dec-07 4.21%
52 PRECISION CASTPARTS CORP 103.64 6.75% 15-Dec-07 3.91%
53 NEWS AMER INC 103.56 6.63% 9-Jan-08 3.97%
54 CNA FINL CORP 103.02 6.45% 15-Jan-08 4.22%
55 CENTURY TEL ENTERPRISES INC 102.83 6.30% 15-Jan-08 4.21%
56 CLEAR CHANNEL COMMUNICATIONS 100.42 4.63% 15-Jan-08 4.31%
57 SARA LEE CORP MTN BE 102.38 6.00% 15-Jan-08 4.24%
58 TIME WARNER COMPANIES INC 104.42 7.48% 15-Jan-08 4.22%
59 AMERICAN STD INC 104.21 7.38% 1-Feb-08 4.35%
60 CONSUMERS ENERGY CO 102.98 6.38% 1-Feb-08 4.24%
61 UNION PAC CORP 103.52 6.63% 1-Feb-08 4.11%
62 ARAMARK SVCS INC 102.38 6.38% 15-Feb-08 4.71%
63 AVNET INC 107.51 9.75% 15-Feb-08 4.50%
64 DOMINION RES INC VA NEW 100.19 4.13% 15-Feb-08 4.00%
65 EOP OPER LTD PARTNERSHIP 103.55 6.75% 15-Feb-08 4.27%
66 IDEX CORP 103.42 6.88% 15-Feb-08 4.48%
67 LENFEST COMMUNICATIONS INC 104.77 7.63% 15-Feb-08 4.30%
68 MARSH & MCLENNAN COS INC 99.34 3.63% 15-Feb-08 4.08%
69 PEMEX PROJ FDG MASTER TR 106.23 8.50% 15-Feb-08 4.16%
70 TANGER PPTYS LTD PARTNERSHIP 106.63 9.13% 15-Feb-08 4.49%
71 HOSPITALITY PPTYS TR 103.96 7.00% 1-Mar-08 4.31%
72 KROGER CO 103.13 6.38% 1-Mar-08 4.25%
73 UNITED DOMINION RLTY TR MTNSBE 100.27 4.50% 3-Mar-08 4.32%
74 BECKMAN COULTER INC 104.68 7.45% 4-Mar-08 4.29%
75 ROYAL CARIBBEAN CRUISES LTD 103.50 6.75% 15-Mar-08 4.43%
76 GREATER BAY BANCORP 101.06 5.25% 31-Mar-08 4.56%
77 CAROLINA PWR & LT CO MTN BE 103.60 6.65% 1-Apr-08 4.32%
78 FORTUNE BRANDS INC 103.04 6.25% 1-Apr-08 4.29%
79 GOODRICH CORP 104.81 7.50% 15-Apr-08 4.46%
80 PROLOGIS 104.35 7.10% 15-Apr-08 4.35%
81 APPALACHIAN PWR CO 98.75 3.60% 15-May-08 4.35%
82 BERKLEY W R CORP 108.80 9.88% 15-May-08 4.56%
83 DOMINION RES INC VA NEW 102.21 5.69% 15-May-08 4.37%
84 MIDAMERICAN ENERGY HLDGS NEW 98.20 3.50% 15-May-08 4.58%
85 TRW INC SR MEDTERMNTS BK EN 103.28 6.30% 15-May-08 4.32%
86 DUKE RLTY LTD PARTNERSHIP 103.98 6.75% 30-May-08 4.41%
87 AAG HLDG INC 103.77 6.88% 1-Jun-08 4.65%
88 CENTERPOINT ENERGY INC 102.14 5.88% 1-Jun-08 4.61%
89 NORTHEAST UTILS 98.14 3.30% 1-Jun-08 4.39%
90 ARCHSTONE-SMITH OPER TR 97.26 3.00% 15-Jun-08 4.58%
91 SARA LEE CORP MTN BE 102.61 6.15% 19-Jun-08 4.65%
92 PHILIP MORRIS COS INC 105.50 7.65% 1-Jul-08 4.55%
93 CAPITAL ONE FINL CORP 104.69 7.13% 1-Aug-08 4.59%
94 COX COMMUNICATIONS INC NEW 103.27 6.40% 1-Aug-08 4.63%
 A B C D E
95 MILLER BREWING CO 99.53 4.25% 15-Aug-08 4.50%
96 PENNEY J C INC 106.00 7.38% 15-Aug-08 4.21%
97 CONTINENTAL CABLEVISION INC 108.37 9.00% 1-Sep-08 4.65%
98 TIME WARNER ENTMT CO LP 105.12 7.25% 1-Sep-08 4.59%
99 BALT GAS & ELEC CO MTN BE BONY 102.24 5.78% 1-Oct-08 4.66%
100 CADBURY SCHWEPPES US FINANACE 98.66 3.88% 1-Oct-08 4.55%
101 COX COMMUNICATIONS INC NEW 98.17 3.88% 1-Oct-08 4.79%
102 TRIBUNE CO MTN BK MONT TR CO 101.08 5.50% 6-Oct-08 4.96%
103 MASCO CORP 102.07 5.75% 15-Oct-08 4.73%
104 RAYCHEM CORP DEL 105.11 7.20% 15-Oct-08 4.68%
105 UNIVISION COMMUNICATIONS INC 97.91 3.88% 15-Oct-08 4.90%
106 NEWS AMER HLDGS INC 105.50 7.38% 17-Oct-08 4.67%
107 CHANCELLOR MEDIA CORP LA 106.18 8.00% 1-Nov-08 5.00%
108 MAY DEPT STORES CO 102.61 5.95% 1-Nov-08 4.69%
109 UNION PAC CORP 105.55 7.25% 1-Nov-08 4.57%
110 WEYERHAEUSER CO 103.01 5.95% 1-Nov-08 4.50%
111 ALTRIA GROUP INC 101.96 5.63% 4-Nov-08 4.68%
112 COMCAST CABLE COMMUNICATIONS 103.31 6.20% 15-Nov-08 4.63%
113 SPRINT CAP CORP 103.20 6.13% 15-Nov-08 4.61%
114 TELECOM ITALIA CAP 98.55 4.00% 15-Nov-08 4.69%
115 WASTE MGMT INC DEL 103.98 6.50% 15-Nov-08 4.61%
116 HALLIBURTON CO MTN BE 102.12 5.63% 1-Dec-08 4.64%
117 LUBRIZOL CORP 102.14 5.88% 1-Dec-08 4.87%
118 TRIBUNE CO MTN BK MONT TR CO 101.26 5.67% 8-Dec-08 5.08%
119 CNA FINL CORP 103.79 6.60% 15-Dec-08 4.85%
120 EOP OPER LTD PARTNERSHIP EOP 98.20 4.00% 15-Dec-08 4.82%
121 OAKMONT ASSET TR 98.51 4.51% 22-Dec-08 5.19%
122 D R HORTON INC 100.00 5.00% 15-Jan-09 5.00%
123 EOP OPER LTD PARTNERSHIP 104.43 6.80% 15-Jan-09 4.83%
124 VALASSIS COMMUNICATIONS INC 103.38 6.63% 15-Jan-09 5.12%
125 D R HORTON INC 106.50 8.00% 1-Feb-09 5.15%
126 EOP OPER LTD PARTNERSHIP EOP 97.69 4.10% 15-Feb-09 5.09%
127 CONSUMERS ENERGY CO 100.05 4.80% 17-Feb-09 4.78%
128 BRITISH SKY BROADCASTING GROUP 104.77 6.88% 23-Feb-09 4.84%
129 LENNAR CORP 106.00 7.63% 1-Mar-09 5.08%
130 PPL CAP FDG INC 98.92 4.33% 1-Mar-09 4.78%
131 SOUTHWESTERN PUB SVC CO 103.55 6.20% 1-Mar-09 4.70%
132 BURLINGTON NORTHN SANTA FE CP 103.58 6.13% 15-Mar-09 4.63%
133 COLONIAL BK MONTGOMERY ALA 107.31 8.00% 15-Mar-09 4.94%
134 MACK-CALI RLTY L P 106.04 7.25% 15-Mar-09 4.73%
135 PSEG PWR LLC 97.58 3.75% 1-Apr-09 4.74%
136 PENNSYLVANIA ELEC CO 103.09 6.13% 1-Apr-09 4.85%
137 UNION CARBIDE CORP 102.99 6.70% 1-Apr-09 5.46%
138 AMERICAN FINL GROUP INC OHIO 105.64 7.13% 15-Apr-09 4.84%
139 DTE ENERGY CO 104.24 6.65% 15-Apr-09 4.93%
140 UNION PAC RES GROUP INC 106.02 7.30% 15-Apr-09 4.86%
141 NIPSCO CAP MKTS INC MTN BE 106.73 7.72% 17-Apr-09 4.99%
142 ASHLAND INC MTN BE 105.38 6.86% 1-May-09 4.72%
143 GENERAL AMERICAN TRANS CORP 104.70 6.75% 1-May-09 4.87%
144 SPIEKER PPTYS L P 105.94 7.25% 1-May-09 4.88%
 A B C D E
145 SPRINT CAP CORP 103.97 6.38% 1-May-09 4.79%
146 CLEAR CHANNEL COMMUNICATIONS 97.78 4.25% 15-May-09 5.13%
147 SEMPRA ENERGY 99.84 4.75% 15-May-09 4.81%
148 GATX FINL CORP 109.44 8.88% 1-Jun-09 5.19%
149 MARSH & MCLENNAN COS INC 105.77 7.13% 15-Jun-09 4.91%
150 UNITED DOMINION REALTY TR INC 103.96 6.50% 15-Jun-09 4.98%
151 WILLAMETTE INDS INC MTN BE 104.17 6.45% 18-Jun-09 4.86%
152 BRITISH SKY BROADCASTING GROUP 108.86 8.20% 15-Jul-09 4.89%
153 MAY DEPT STORES CO 99.77 4.80% 15-Jul-09 4.88%
154 PUBLIC SERVICE CO COLO 105.28 6.88% 15-Jul-09 4.91%
155 PULTE HOMES INC 99.27 4.88% 15-Jul-09 5.15%
156 COX COMMUNICATIONS INC NEW 107.72 7.88% 15-Aug-09 5.06%
157 NEW PLAN EXCEL RLTY TR INC MTN 106.50 7.40% 15-Sep-09 5.09%
158 DUKE CAP CORP 107.23 7.50% 1-Oct-09 4.97%
159 ELECTRONIC DATA SYS CORP 105.95 7.13% 15-Oct-09 5.06%
160 CLEVELAND ELEC ILLUM CO 107.29 7.43% 1-Nov-09 4.94%
161 FEDERAL REALTY INVT TR 110.50 8.75% 1-Dec-09 5.23%
162 DOMINION RES INC 100.45 5.13% 15-Dec-09 4.98%
163 WELLPOINT INC 98.07 4.25% 15-Dec-09 4.88%
164 CLEAR CHANNEL COMMUNICATIONS 97.11 4.50% 15-Jan-10 5.44%
165 COMCAST CORP NEW 102.74 5.85% 15-Jan-10 4.97%
166 COX COMMUNICATIONS INC NEW 98.26 4.63% 15-Jan-10 5.19%
167 TELECOM ITALIA CAP 96.36 4.00% 15-Jan-10 5.18%
168 COX COMMUNICATIONS INC NEW 98.27 4.63% 15-Jan-10 5.18%
169 TELECOM ITALIA CAP 96.36 4.00% 15-Jan-10 5.18%
170 COLONIAL RLTY LTD PARTNERSHIP 98.89 4.75% 1-Feb-10 5.10%
171 IBP INC 108.09 7.95% 1-Feb-10 5.36%
172 KROGER CO 108.78 8.05% 1-Feb-10 5.24%
173 SAFECO CORP 99.65 4.88% 1-Feb-10 4.99%
174 AMERICAN STD INC 107.30 7.63% 15-Feb-10 5.31%
175 AIFUL CORPORATION 96.59 4.45% 16-Feb-10 5.54%
176 PENNEY J C CORP INC 109.17 8.00% 1-Mar-10 5.14%
177 SEMPRA ENERGY 109.33 7.95% 1-Mar-10 5.04%
178 NISSAN MTR ACCEP CORP 98.25 4.63% 8-Mar-10 5.17%
179 AMERICAN ELEC PWR INC 101.17 5.38% 15-Mar-10 5.01%
180 METROPOLITAN EDISON CO 97.95 4.45% 15-Mar-10 5.08%
181 NEWS AMER INC 99.26 4.75% 15-Mar-10 4.98%
182 RAYTHEON CO 105.22 6.55% 15-Mar-10 4.94%
183 SCOTTISH PWR PLC 99.39 4.91% 15-Mar-10 5.10%
184 INTL PAPER CO 96.67 4.00% 1-Apr-10 5.01%
185 WASHINGTON MUT INC 110.22 8.25% 1-Apr-10 5.12%
186 MACK-CALI RLTY L P 99.31 5.05% 15-Apr-10 5.26%
187 NEWELL RUBBERMAID INC 96.37 4.00% 1-May-10 5.09%
188 NORFOLK SOUTHERN CORP 112.21 8.63% 15-May-10 5.01%
189 PEPCO HOLDINGS INC 96.03 4.00% 15-May-10 5.18%
190 ROYAL CARIBBEAN CRUISES LTD 107.06 8.00% 15-May-10 5.87%
191 ENTERPRISE PRODS OPER LP 98.92 4.95% 1-Jun-10 5.26%
192 UNION PAC CORP 95.45 3.63% 1-Jun-10 4.96%
193 DOMINION RES INC VA NEW 110.11 8.13% 15-Jun-10 5.18%
194 EXELON CORP 98.00 4.45% 15-Jun-10 5.03%
 A B C D E
195 NORTHERN BORDER PARTNERS L P 112.15 8.88% 15-Jun-10 5.32%
196 HARRAHS OPER INC 100.64 5.50% 1-Jul-10 5.31%
197 WILLIS NORTH AMER INC 99.49 5.13% 15-Jul-10 5.27%
198 EOP OPER LTD PARTNERSHIP 109.97 8.10% 1-Aug-10 5.27%
199 WASTE MGMT INC DEL 108.08 7.38% 1-Aug-10 5.09%
200 PENNSYLVANIA ELEC CO UNSEC MTN 108.45 7.77% 2-Aug-10 5.37%
201 TRIBUNE CO NEW 96.74 4.88% 15-Aug-10 5.80%
202 DUKE ENERGY FIELD SVCS LLC 109.57 7.88% 16-Aug-10 5.19%
203 SAFEWAY INC 98.63 4.95% 16-Aug-10 5.33%
204 SOVEREIGN BANCORP INC 98.83 4.80% 1-Sep-10 5.12%
205 CLEAR CHANNEL COMMUNICATIONS 106.57 7.65% 15-Sep-10 5.82%
206 CONAGRA FOODS INC 109.89 7.88% 15-Sep-10 5.15%
207 HEALTH CARE PPTY INVS INC MTN 98.23 4.88% 15-Sep-10 5.36%
208 MARSH & MCLENNAN COS INC 99.76 5.15% 15-Sep-10 5.21%
209 NUVEEN INVTS INC 99.03 5.00% 15-Sep-10 5.27%
210 PUBLIC SERVICE CO OKLA 98.89 4.85% 15-Sep-10 5.16%
211 MOLSON COORS CAP FIN 99.25 4.85% 22-Sep-10 5.05%
212 BERKLEY W R CORP 99.56 5.13% 30-Sep-10 5.24%
213 EOP OPER LTD PARTNERSHIP 97.77 4.65% 1-Oct-10 5.26%
214 ROYAL KPN NV 108.83 8.00% 1-Oct-10 5.57%
215 TELECOM ITALIA CAP 98.30 4.88% 1-Oct-10 5.34%
216 GTECH HLDGS CORP 98.13 4.75% 15-Oct-10 5.25%
217 HALLIBURTON CO 101.26 5.50% 15-Oct-10 5.16%
218 HALLIBURTON CO 101.78 5.50% 15-Oct-10 5.02%
219 CENTEX CORP 96.64 4.55% 1-Nov-10 5.45%
220 KINDER MORGAN ENERGY PARTNERS 107.46 7.50% 1-Nov-10 5.49%
221 MAY DEPT STORES CO 119.01 10.63% 1-Nov-10 5.50%
222 UNITRIN INC 97.98 4.88% 1-Nov-10 5.42%
223 COMCAST CORP NEW 101.14 5.45% 15-Nov-10 5.15%
224 NISOURCE FIN CORP 110.92 7.88% 15-Nov-10 4.99%
225 TEXAS EASTN TRANSMISSION CORP 107.86 7.30% 1-Dec-10 5.23%
226 XCEL ENERGY INC MINN 107.06 7.00% 1-Dec-10 5.14%
227 BURLINGTON NORTHN SANTA FE CP 107.87 7.13% 15-Dec-10 5.08%
228 DOMINION RES INC VA NEW 98.23 4.75% 15-Dec-10 5.21%
229 ISTAR FINL INC 102.61 6.00% 15-Dec-10 5.32%
230 RAYTHEON CO 103.82 6.00% 15-Dec-10 5.00%
231 VIRGINIA ELEC & PWR CO 97.56 4.50% 15-Dec-10 5.13%
232 KINDER MORGAN FINANCE CORP ULC 95.83 5.35% 5-Jan-11 6.46%
233 BOSTON SCIENTIFIC CORP 95.94 4.25% 12-Jan-11 5.29%
234 AGL CAP CORP 107.48 7.13% 14-Jan-11 5.20%
235 BRE PROPERTIES INC 108.54 7.45% 15-Jan-11 5.26%
236 FORTUNE BRANDS INC 99.56 5.13% 15-Jan-11 5.24%
237 RAYTHEON CO 99.30 4.85% 15-Jan-11 5.03%
238 RECKSON OPER PARTNERSHIP L P 98.41 5.15% 15-Jan-11 5.56%
239 WADDELL & REED FINL INC 100.43 5.60% 15-Jan-11 5.49%
240 WELLPOINT INC 99.57 5.00% 15-Jan-11 5.11%
241 COMCAST CABLE COMMUNICATIONS 106.08 6.75% 30-Jan-11 5.20%
242 SPRINT CAP CORP 108.95 7.63% 30-Jan-11 5.34%
243 CENTEX CORP 108.80 7.88% 1-Feb-11 5.62%
244 ROYAL CARIBBEAN CRUISES LTD 110.50 8.75% 2-Feb-11 6.03%
 A B C D E
245 CARDINAL HEALTH INC 106.44 6.75% 15-Feb-11 5.13%
246 NORFOLK SOUTHERN CORP 106.76 6.75% 15-Feb-11 5.05%
247 VORNADO RLTY L P 101.11 5.60% 15-Feb-11 5.32%
248 RESIDENTIAL CAP CORP 100.42 6.00% 22-Feb-11 5.89%
249 SAFEWAY INC 104.16 6.50% 1-Mar-11 5.45%
250 NISSAN MTR ACCEP CORP 101.11 5.63% 14-Mar-11 5.35%
251 ALCAN INC 105.27 6.45% 15-Mar-11 5.14%
252 CSX CORP 106.30 6.75% 15-Mar-11 5.18%
253 CLEAR CHANNEL COMMUNICATIONS 101.18 6.25% 15-Mar-11 5.95%
254 COMCAST CORP NEW 101.05 5.50% 15-Mar-11 5.24%
255 COX COMMUNICATIONS INC NEW 104.60 6.75% 15-Mar-11 5.60%
256 KINDER MORGAN ENERGY PARTNERS 104.92 6.75% 15-Mar-11 5.52%
257 COLONIAL RLTY LTD PARTNERSHIP 97.94 4.80% 1-Apr-11 5.31%
258 FEDERATED DEPT STORES INC DEL 105.47 6.63% 1-Apr-11 5.28%
259 KELLOGG CO 106.23 6.60% 1-Apr-11 5.07%
260 KROGER CO 105.84 6.80% 1-Apr-11 5.36%
261 RYDER SYS MTN BE 98.64 5.00% 1-Apr-11 5.33%
262 AOL TIME WARNER INC 105.13 6.75% 15-Apr-11 5.49%
263 ONEOK INC NEW 106.64 7.13% 15-Apr-11 5.49%
264 TRICON GLOBAL RESTAURANTS 114.09 8.88% 15-Apr-11 5.41%
265 VIACOM INC 100.74 5.75% 30-Apr-11 5.57%
266 ANADARKO FIN CO 106.03 6.75% 1-May-11 5.28%
267 EXELON CORP 105.83 6.75% 1-May-11 5.33%
268 HEALTHCARE RLTY TR 110.51 8.13% 1-May-11 5.55%
269 PREMCOR REFNG GROUP INC 103.69 6.13% 1-May-11 5.23%
270 RYDER SYS MTN BE 102.41 5.95% 2-May-11 5.36%
271 CLEAR CHANNEL COMMUNICATIONS 93.69 4.40% 15-May-11 5.94%
272 PUBLIC SERVICE CO OKLA 97.67 4.70% 15-May-11 5.26%
273 VIACOM INC 105.21 6.63% 15-May-11 5.36%
274 BLACK & DECKER CORP 107.17 7.13% 1-Jun-11 5.40%
275 DTE ENERGY CO 106.78 7.05% 1-Jun-11 5.42%
276 MATTEL INC MTN BE 104.60 7.30% 13-Jun-11 6.18%
277 BOSTON SCIENTIFIC CORP 101.75 6.00% 15-Jun-11 5.58%
278 EXELON GENERATION CO LLC 106.95 6.95% 15-Jun-11 5.30%
279 WHIRLPOOL CORP 102.89 6.13% 15-Jun-11 5.43%
280 TELEFONICA EMISONES SA 102.72 5.98% 20-Jun-11 5.34%
281 SABMILLER PLC 104.06 6.20% 1-Jul-11 5.24%
282 QUEST DIAGNOSTICS INC 109.69 7.50% 12-Jul-11 5.23%
283 ALLIED CAP CORP NEW 102.61 6.63% 15-Jul-11 6.00%
284 BURLINGTON NORTHN SANTA FE CP 107.10 6.75% 15-Jul-11 5.10%
285 EOP OPER LTD PARTNERSHIP 106.81 7.00% 15-Jul-11 5.40%
286 HEINZ H J FIN CO 105.66 6.63% 15-Jul-11 5.30%
287 LAFARGE COPPEE S A 102.97 6.15% 15-Jul-11 5.45%
288 PULTE HOMES INC 108.88 7.88% 1-Aug-11 5.79%
289 CNA FINL CORP 102.17 6.00% 15-Aug-11 5.50%
290 FIDELITY NATL FINL INC 104.05 7.30% 15-Aug-11 6.34%
291 REPUBLIC SVCS INC 106.39 6.75% 15-Aug-11 5.28%
292 CONAGRA FOODS INC 106.31 6.75% 15-Sep-11 5.32%
293 MAY DEPT STORES CO 108.00 7.45% 15-Sep-11 5.62%
294 SARA LEE CORP 103.04 6.25% 15-Sep-11 5.55%
 A B C D E
295 DEVON FING CORP U L C 107.34 6.88% 30-Sep-11 5.22%
296 TYSON FOODS INC 108.80 8.25% 1-Oct-11 6.22%
297 TYCO INTL GROUP S A 105.61 6.38% 15-Oct-11 5.12%
298 CONSOLIDATED NAT GAS CO 103.77 6.25% 1-Nov-11 5.41%
299 PPL ENERGY SUPPLY LLC 104.64 6.40% 1-Nov-11 5.36%
300 FIRSTENERGY CORP 104.95 6.45% 15-Nov-11 5.35%
301 COVENTRY HEALTH CARE INC 99.86 5.88% 15-Jan-12 5.91%
302 WELLPOINT HEALTH NETWORK NEW 104.87 6.38% 15-Jan-12 5.33%
303 EOP OPER LTD PARTNERSHIP 106.38 6.75% 15-Feb-12 5.39%
304 TEPPCO PARTNERS L P 108.03 7.63% 15-Feb-12 5.89%
305 CRH AMER INC 106.40 6.95% 15-Mar-12 5.60%
306 CLEAR CHANNEL COMMUNICATIONS 94.29 5.00% 15-Mar-12 6.23%
307 HEINZ H J FIN CO 102.43 6.00% 15-Mar-12 5.49%
308 JEFFERIES GROUP INC NEW 110.29 7.75% 15-Mar-12 5.58%
309 KINDER MORGAN ENERGY PARTNERS 106.26 7.13% 15-Mar-12 5.79%
310 MARSH & MCLENNAN COS INC 102.65 6.25% 15-Mar-12 5.69%
311 SPRINT CAP CORP 113.02 8.38% 15-Mar-12 5.62%
312 WEYERHAEUSER CO 105.51 6.75% 15-Mar-12 5.59%
313 MEADWESTVACO CORP 105.65 6.85% 1-Apr-12 5.66%
314 PROLOGIS 100.34 5.50% 1-Apr-12 5.43%
315 KROGER CO 105.65 6.75% 15-Apr-12 5.57%
316 UNION PAC CORP 106.35 6.50% 15-Apr-12 5.19%
317 VALERO ENERGY CORP NEW 107.17 6.88% 15-Apr-12 5.39%
318 AOL TIME WARNER INC 105.71 6.88% 1-May-12 5.69%
319 STARWOOD HOTELS&RESORTS WRLDWD 109.00 7.88% 1-May-12 5.99%
320 ARAMARK CORP 88.50 5.00% 1-Jun-12 7.48%
321 PSEG PWR LLC 107.03 6.95% 1-Jun-12 5.51%
322 KENNAMETAL INC 107.32 7.20% 15-Jun-12 5.70%
323 HEALTH CARE PPTY INVS INC 104.07 6.45% 25-Jun-12 5.62%
324 DOMINION RES INC VA NEW 103.86 6.25% 30-Jun-12 5.47%
325 NEXFOR INC 108.11 7.25% 1-Jul-12 5.61%
326 MAY DEPT STORES CO 111.78 8.00% 15-Jul-12 5.63%
327 CONTINENTAL CORP 109.71 8.38% 15-Aug-12 6.40%
328 PEPCO HOLDINGS INC 104.20 6.45% 15-Aug-12 5.62%
329 VIACOM INC 100.47 5.63% 15-Aug-12 5.53%
330 KINDER MORGAN INC 98.52 6.50% 1-Sep-12 6.80%
331 SAFECO CORP 107.00 7.25% 1-Sep-12 5.86%
332 ALCAN INC 97.28 4.88% 15-Sep-12 5.41%
333 AMERISOURCEBERGEN CORP 99.08 5.63% 15-Sep-12 5.81%
334 CINCINNATI GAS & ELEC CO 101.45 5.70% 15-Sep-12 5.42%
335 MIDAMERICAN ENERGY HLDGS NEW 103.01 5.88% 1-Oct-12 5.29%
336 STANCORP FINL GROUP INC 107.21 6.88% 1-Oct-12 5.47%
337 ASTORIA FINL CORP 101.39 5.75% 15-Oct-12 5.48%
338 DEVELOPERS DIVERSIFIED RLTY CO 99.52 5.38% 15-Oct-12 5.47%
339 PLAINS ALL AMERN PIPELINE L P 111.18 7.75% 15-Oct-12 5.58%
340 INTL PAPER CO 102.39 5.85% 30-Oct-12 5.39%
341 CENDANT CORP 106.00 7.38% 15-Jan-13 6.22%
342 CLEAR CHANNEL COMMUNICATIONS 96.38 5.75% 15-Jan-13 6.45%
343 TIME WARNER COMPANIES INC 115.84 9.13% 15-Jan-13 6.10%
344 USA INTERACTIVE 103.30 7.00% 15-Jan-13 6.36%
 A B C D E
345 SEMPRA ENERGY 102.64 6.00% 1-Feb-13 5.51%
346 AEP TEX CENT CO 99.82 5.50% 15-Feb-13 5.53%
347 BERKLEY W R CORP 101.87 5.88% 15-Feb-13 5.53%
348 DUKE CAP CORP 102.92 6.25% 15-Feb-13 5.71%
349 AEP TEX NORTH CO 99.86 5.50% 1-Mar-13 5.53%
350 COX COMMUNICATIONS INC NEW 107.18 7.13% 1-Mar-13 5.79%
351 NATIONAL FUEL GAS CO N J 97.00 5.25% 1-Mar-13 5.81%
352 TXU ENERGY CO LLC 105.19 7.00% 15-Mar-13 6.03%
353 CENTERPOINT ENERGY RESOURCES 111.45 7.88% 1-Apr-13 5.77%
354 RESIDENTIAL CAP CORP 102.29 6.50% 17-Apr-13 6.07%
355 D R HORTON INC 103.00 6.88% 1-May-13 6.32%
356 FUND AMERN COS INC 99.08 5.88% 15-May-13 6.04%
357 M D C HLDGS INC 94.15 5.50% 15-May-13 6.59%
358 EMBARQ CORP 103.13 6.74% 1-Jun-13 6.16%
359 ROYAL CARIBBEAN CRUISES LTD 102.50 7.00% 15-Jun-13 6.54%
360 CYTEC INDS INC 92.39 4.60% 1-Jul-13 5.97%
361 HARLEYSVILLE GROUP INC 98.25 5.75% 15-Jul-13 6.06%
362 PACKAGING CORP AMER 98.69 5.75% 1-Aug-13 5.98%
363 TELE COMMUNICATIONS INC 111.33 7.88% 1-Aug-13 5.87%
364 CAROLINA TEL & TELEG CO 102.50 6.75% 15-Aug-13 6.30%
365 PSI ENERGY INC 96.97 5.00% 15-Sep-13 5.52%
366 POTOMAC ELEC PWR CO 97.72 4.95% 15-Nov-13 5.33%
367 TELECOM ITALIA CAP 96.36 5.25% 15-Nov-13 5.87%
368 CONSOLIDATED NAT GAS CO 105.59 6.63% 1-Dec-13 5.68%
369 ROYAL CARIBBEAN CRUISES LTD 101.50 6.88% 1-Dec-13 6.61%
370 COMMERCE GROUP INC MASS 100.29 5.95% 9-Dec-13 5.90%
371 CLEVELAND ELEC ILLUM CO 99.67 5.65% 15-Dec-13 5.70%
372 IMCERA GROUP INC 106.39 7.00% 15-Dec-13 5.91%
373 PLAINS ALL AMERN PIPELINE L P 99.53 5.63% 15-Dec-13 5.70%
374 CENTERPOINT ENERGY RES CORP 101.08 5.95% 15-Jan-14 5.77%
375 COMCAST CORP NEW 97.26 5.30% 15-Jan-14 5.76%
376 EXELON GENERATION CO LLC 98.57 5.35% 15-Jan-14 5.59%
377 MACK-CALI RLTY L P 96.25 5.13% 15-Feb-14 5.75%
378 DUKE CAP CORP 98.73 5.50% 1-Mar-14 5.71%
379 PACIFIC GAS & ELEC CO 96.38 4.80% 1-Mar-14 5.39%
380 CORNING INC 102.14 5.90% 15-Mar-14 5.55%
381 TOLL BROS FIN CORP 90.12 4.95% 15-Mar-14 6.63%
382 METROPOLITAN EDISON CO 96.25 4.88% 1-Apr-14 5.48%
383 GLENCORE FDG LLC 95.60 6.00% 15-Apr-14 6.74%
384 POTOMAC ELEC PWR CO 95.09 4.65% 15-Apr-14 5.44%
385 MAGELLAN MIDSTREAM PRTNRS LP 103.26 6.45% 1-Jun-14 5.92%
386 OHIO CAS CORP 106.57 7.30% 15-Jun-14 6.23%
387 ARIZONA PUB SVC CO 99.97 5.80% 30-Jun-14 5.80%
388 WESTAR ENERGY INC 102.94 6.00% 1-Jul-14 5.53%
389 MARSH & MCLENNAN COS INC 96.23 5.38% 15-Jul-14 5.98%
390 MAYTAG CORP MEDTERM NTS BK ENT 102.31 6.45% 15-Aug-14 6.08%
391 CLEAR CHANNEL COMMUNICATIONS 92.88 5.50% 15-Sep-14 6.65%
392 D R HORTON INC 95.00 5.63% 15-Sep-14 6.43%
393 TELECOM ITALIA CAP 93.18 4.95% 30-Sep-14 6.02%
394 LUBRIZOL CORP 97.54 5.50% 1-Oct-14 5.88%
 A B C D E
395 ATMOS ENERGY CORP 94.74 4.95% 15-Oct-14 5.77%
396 INDIANA MICH PWR CO 95.95 5.05% 15-Nov-14 5.67%
397 JONES APPAREL GROUP INC / 89.05 5.13% 15-Nov-14 6.89%
398 CONSOLIDATED NAT GAS CO 95.24 5.00% 1-Dec-14 5.73%
399 COMCAST CORP NEW 104.78 6.50% 15-Jan-15 5.77%
400 ONCOR ELEC DELIVERY CO 104.06 6.38% 15-Jan-15 5.76%
401 APPALACHIAN PWR CO 95.38 4.95% 1-Feb-15 5.65%
402 CENTURYTEL INC 91.87 5.00% 15-Feb-15 6.25%
403 PULTE HOMES INC 93.33 5.20% 15-Feb-15 6.22%
404 ENTERPRISE PRODS OPER LP 93.79 5.00% 1-Mar-15 5.94%
405 INTL PAPER CO 96.22 5.30% 1-Apr-15 5.86%
406 ARCHSTONE-SMITH OPER TR 97.18 5.25% 1-May-15 5.66%
407 ODYSSEY RE HLDGS CORP 95.13 6.88% 1-May-15 7.65%
408 HEALTH CARE REIT INC 98.86 5.88% 15-May-15 6.04%
409 MAYTAG CORP MEDTERM NTS BK ENT 92.00 5.00% 15-May-15 6.20%
410 AMERICAN ELEC PWR INC 96.81 5.25% 1-Jun-15 5.72%
411 CENTERPOINT ENERGY INC 106.09 6.85% 1-Jun-15 5.95%
412 HARRAHS OPER INC 95.25 5.63% 1-Jun-15 6.34%
413 CENTEX CORP 93.66 5.25% 15-Jun-15 6.19%
414 CONSTELLATION ENERGY GROUP INC 92.05 4.55% 15-Jun-15 5.71%
415 EXELON CORP 94.74 4.90% 15-Jun-15 5.66%
416 ONEOK INC NEW 95.60 5.20% 15-Jun-15 5.84%
417 COX COMMUNICATIONS INC NEW 95.96 5.50% 1-Oct-15 6.08%
418 TELECOM ITALIA CAP 94.47 5.25% 1-Oct-15 6.05%
419 NEWS AMER HLDGS INC 112.59 7.60% 11-Oct-15 5.81%
420 EQUITY ONE 95.92 5.38% 15-Oct-15 5.96%
421 PENNEY JC INC MTN BE 106.33 6.88% 15-Oct-15 5.97%
422 COMCAST CORP NEW 99.40 5.85% 15-Nov-15 5.93%
423 HARRAHS OPER INC 100.50 6.50% 1-Jun-16 6.43%
424 ROYAL CARIBBEAN CRUISES LTD 102.12 7.25% 15-Jun-16 6.95%
425 WHIRLPOOL CORP 102.83 6.50% 15-Jun-16 6.11%
426 PENNEY J C INC 113.86 7.65% 15-Aug-16 5.80%
 F

DS WITH MATURITY
1

Years to
2
maturity
3 0.59
4 0.59
5 0.59
6 0.64
7 0.64
8 0.68
9 0.68
10 0.72
11 0.72
12 0.72
13 0.72
14 0.72
15 0.72
16 0.73
17 0.76
18 0.81
19
565798 x + 0.02211184123471
0.84
20 0.84
21 0.84
22 0.89
23 0.97
24 1.01
25 1.01
26 1.01
27 1.01
28 1.01
29 1.01
30 1.06
31 1.10
32 1.10
Maturity
33 1.14
34 1.14
35 1.18
36 1.18
8 9 10
37 1.18
38 1.18
39 1.18
40 1.22
41 1.26
42 1.26
43 1.26
44 1.26
 F
45 1.26
46 1.27
47 1.27
48 1.30
49 1.31
50 1.35
51 1.35
52 1.35
53 1.41
54 1.43
55 1.43
56 1.43
57 1.43
58 1.43
59 1.48
60 1.48
61 1.48
62 1.52
63 1.52
64 1.52
65 1.52
66 1.52
67 1.52
68 1.52
69 1.52
70 1.52
71 1.56
72 1.56
73 1.56
74 1.56
75 1.59
76 1.64
77 1.64
78 1.64
79 1.68
80 1.68
81 1.76
82 1.76
83 1.76
84 1.76
85 1.76
86 1.80
87 1.81
88 1.81
89 1.81
90 1.85
91 1.86
92 1.89
93 1.98
94 1.98
 F
95 2.01
96 2.01
97 2.06
98 2.06
99 2.14
100 2.14
101 2.14
102 2.16
103 2.18
104 2.18
105 2.18
106 2.19
107 2.23
108 2.23
109 2.23
110 2.23
111 2.24
112 2.27
113 2.27
114 2.27
115 2.27
116 2.31
117 2.31
118 2.33
119 2.35
120 2.35
121 2.37
122 2.43
123 2.43
124 2.43
125 2.48
126 2.52
127 2.52
128 2.54
129 2.56
130 2.56
131 2.56
132 2.59
133 2.59
134 2.59
135 2.64
136 2.64
137 2.64
138 2.68
139 2.68
140 2.68
141 2.68
142 2.72
143 2.72
144 2.72
 F
145 2.72
146 2.76
147 2.76
148 2.81
149 2.85
150 2.85
151 2.85
152 2.93
153 2.93
154 2.93
155 2.93
156 3.01
157 3.10
158 3.14
159 3.18
160 3.23
161 3.31
162 3.35
163 3.35
164 3.43
165 3.43
166 3.43
167 3.43
168 3.43
169 3.43
170 3.48
171 3.48
172 3.48
173 3.48
174 3.52
175 3.52
176 3.56
177 3.56
178 3.58
179 3.59
180 3.59
181 3.59
182 3.59
183 3.59
184 3.64
185 3.64
186 3.68
187 3.72
188 3.76
189 3.76
190 3.76
191 3.81
192 3.81
193 3.85
194 3.85
 F
195 3.85
196 3.89
197 3.93
198 3.98
199 3.98
200 3.98
201 4.01
202 4.02
203 4.02
204 4.06
205 4.10
206 4.10
207 4.10
208 4.10
209 4.10
210 4.10
211 4.12
212 4.14
213 4.14
214 4.14
215 4.14
216 4.18
217 4.18
218 4.18
219 4.23
220 4.23
221 4.23
222 4.23
223 4.27
224 4.27
225 4.31
226 4.31
227 4.35
228 4.35
229 4.35
230 4.35
231 4.35
232 4.41
233 4.42
234 4.43
235 4.43
236 4.43
237 4.43
238 4.43
239 4.43
240 4.43
241 4.47
242 4.47
243 4.48
244 4.48
 F
245 4.52
246 4.52
247 4.52
248 4.54
249 4.56
250 4.59
251 4.59
252 4.59
253 4.59
254 4.59
255 4.59
256 4.59
257 4.64
258 4.64
259 4.64
260 4.64
261 4.64
262 4.68
263 4.68
264 4.68
265 4.72
266 4.72
267 4.72
268 4.72
269 4.72
270 4.73
271 4.76
272 4.76
273 4.76
274 4.81
275 4.81
276 4.84
277 4.85
278 4.85
279 4.85
280 4.86
281 4.89
282 4.92
283 4.93
284 4.93
285 4.93
286 4.93
287 4.93
288 4.98
289 5.01
290 5.01
291 5.01
292 5.10
293 5.10
294 5.10
 F
295 5.14
296 5.14
297 5.18
298 5.23
299 5.23
300 5.27
301 5.43
302 5.43
303 5.52
304 5.52
305 5.60
306 5.60
307 5.60
308 5.60
309 5.60
310 5.60
311 5.60
312 5.60
313 5.64
314 5.64
315 5.68
316 5.68
317 5.68
318 5.73
319 5.73
320 5.81
321 5.81
322 5.85
323 5.88
324 5.89
325 5.89
326 5.93
327 6.02
328 6.02
329 6.02
330 6.06
331 6.06
332 6.10
333 6.10
334 6.10
335 6.15
336 6.15
337 6.18
338 6.18
339 6.18
340 6.22
341 6.44
342 6.44
343 6.44
344 6.44
 F
345 6.48
346 6.52
347 6.52
348 6.52
349 6.56
350 6.56
351 6.56
352 6.60
353 6.64
354 6.69
355 6.73
356 6.76
357 6.76
358 6.81
359 6.85
360 6.89
361 6.93
362 6.98
363 6.98
364 7.02
365 7.10
366 7.27
367 7.27
368 7.31
369 7.31
370 7.33
371 7.35
372 7.35
373 7.35
374 7.44
375 7.44
376 7.44
377 7.52
378 7.56
379 7.56
380 7.60
381 7.60
382 7.64
383 7.68
384 7.68
385 7.81
386 7.85
387 7.89
388 7.89
389 7.93
390 8.02
391 8.10
392 8.10
393 8.14
394 8.15
 F
395 8.18
396 8.27
397 8.27
398 8.31
399 8.44
400 8.44
401 8.48
402 8.52
403 8.52
404 8.56
405 8.64
406 8.73
407 8.73
408 8.76
409 8.76
410 8.81
411 8.81
412 8.81
413 8.85
414 8.85
415 8.85
416 8.85
417 9.15
418 9.15
419 9.17
420 9.18
421 9.18
422 9.27
423 9.81
424 9.85
425 9.85
426 10.02
 A B C

1
COMPUTING KRAFT'S rD FROM A YIELD CURVE
YTM=0.0001*time3-0.0023*time2+0.0152*time+0.0221
2 Average time to maturity (years) 5
3 Yield 5.31% #VALUE!
4
5 Sensitivity analysis
6 Years to maturity #VALUE!
7 3 4.97%
8 4 5.25%
9 5 5.31%
10 6 5.21%
11 7 5.01%
12 8 4.77%
13 9 4.55%
14 10 4.41%
15 11 4.41%
16
17
18 Average time to maturity (years) 1
19 Yield 0.03444
20
21 Sensitivity analysis
22 Years to maturity
23 3 4.97%
24 4 5.25% 4E-05x4 + 0.0009x3 - 0.0075x2 + 0.0283x + 0.0127
25 5 5.31%
26 6 5.21%
27 7 5.01%
28 8 4.77%
29 9 4.55%
30 10 4.41%
31 11 4.41%
 A B C D E

1 CAN WE SPOT MISPRICED BONDS?

2 Issuer Price Coupon Maturity YTM
3 PANHANDLE EASTN PIPE LINE CO 100.29 2.75% 15-Mar-07 2.24%
4 SAFEWAY INC 104.75 9.88% 15-Mar-07 1.62%
5 WEYERHAEUSER CO 102.35 6.13% 15-Mar-07 2.03%
6 CONSTELLATION ENERGY GROUP INC 102.35 6.35% 1-Apr-07 2.53%
7 PENNEY J C INC 103.1 7.60% 1-Apr-07 2.56%
8 MOHAWK INDS INC
7%
Mispriced Bonds?
102.61 6.50% 15-Apr-07 2.50%
9 PROGRESS ENERGY INC 102.26 6.05% 15-Apr-07 2.59%
10 AOL TIME WARNER INC 102.34 6.15% 1-May-07 2.78%
11 ARAMARK SVCS INC f(x) = 0.000122797731632 x³ − 0.0023149675735563.01%
102.77 7.00% 1-May-07 x² + 0.015247747565798
12 BANK UTD CORP R² = 104.32
0.847946610663477 8.88% 1-May-07 2.67%
13 6% COMMUNICATIONS
COMCAST CABLE 103.96 8.38% 1-May-07 2.68%
14 STARWOOD HOTELS&RESORTS WRLDWD 103 7.38% 1-May-07 3.05%
15 VIACOM INC 101.9 5.63% 1-May-07 2.89%
16 REALTY INCOME CORP 103.41 7.75% 6-May-07 2.94%
5%
17 CIGNA CORP 103.31 7.40% 15-May-07 2.88%
18 TELUS CORP 103.58 7.50% 1-Jun-07 2.87%
19 EOP OPER LTD PARTNERSHIP 102.98 6.76% 15-Jun-07 3.08%
POTASH CORP SASK INC 103.25 7.13% 15-Jun-07 3.11%
Yield

20 4%
21 VORNADO RLTY TR 102.04 5.63% 15-Jun-07 3.10%
22 KENTUCKY POWER CO 102.06 5.50% 1-Jul-07 3.08%
23 AVALONBAY CMNTYS INC MTN BE 101.45 5.00% 1-Aug-07 3.44%
24 ARCHSTONE3% SMITH TR 101.62 5.00% 15-Aug-07 3.33%
25 BANK OKLA N A TULSA 103.54 7.13% 15-Aug-07 3.48%
26 LIBERTY PPTY LTD PARTNERSHIP 103.56 7.25% 15-Aug-07 3.57%
27 MASCO CORP 101.15 4.63% 15-Aug-07 3.44%
28 RAYTHEON CO2% 103.09 6.75% 15-Aug-07 3.56%
29 TIME WARNER COMPANIES INC 104.45 8.18% 15-Aug-07 3.59%
30 TANDY CORP 103.33 6.95% 1-Sep-07 3.66%
31 ICI WILMINGTON INC 103.27 7.05% 15-Sep-07 3.92%
1%
PHH CORP INTERNOTES BOOK ENTRY 101.9 5.60% 15-Sep-07 3.78%
32
33
0 DEL 1
OCEAN ENERGY INC 2 3
100.82 4
4.38% 5
1-Oct-07 3.62%6 7
34 USA WASTE SVCS INC 103.58 7.13% 1-Oct-07 3.83%
35 CALENERGY INC 104.21 7.63% 15-Oct-07 3.88%
36 ENTERPRISE PRODS OPER LP 100.15 4.00% 15-Oct-07 3.87%
37 POTOMAC ELEC PWR CO 102.73 6.25% 15-Oct-07 3.82%
38 ROYAL CARIBBEAN CRUISES LTD 103.13 7.00% 15-Oct-07 4.20%
39 UNION PAC CORP 103.99 5.75% 15-Oct-07 2.24%
40 CVS CORP 100.01 3.88% 1-Nov-07 3.87%
41 ENSCO INTL INC 103.33 6.75% 15-Nov-07 3.97%
42 EOP OPER LTD PARTNERSHIP 104.56 7.75% 15-Nov-07 3.96%
43 MALLINCKRODT GROUP INC 103.1 6.50% 15-Nov-07 3.92%
44 MEDIAONE GROUP INC MTN BE 103.02 6.83% 15-Nov-07 4.30%
45 UNION CAMP CORP 103.04 6.50% 15-Nov-07 3.97%
46 PSEG FDG TR I 101.57 5.38% 16-Nov-07 4.07%
47 PLATINUM UNDERWRITERS FIN INC 102.17 6.37% 16-Nov-07 4.55%
 A B C D E
48 GENERAL MLS INC 99.89 3.88% 30-Nov-07 3.96%
49 LILLY INDS INC 104.46 7.75% 1-Dec-07 4.16%
50 AMERICAN FINL GROUP INC OHIO 103.81 7.13% 15-Dec-07 4.14%
51 PENNEY JC INC MTN BE 102.92 6.50% 15-Dec-07 4.21%
52 PRECISION CASTPARTS CORP 103.64 6.75% 15-Dec-07 3.91%
53 NEWS AMER INC 103.56 6.63% 9-Jan-08 3.97%
54 CNA FINL CORP 103.02 6.45% 15-Jan-08 4.22%
55 CENTURY TEL ENTERPRISES INC 102.83 6.30% 15-Jan-08 4.21%
56 CLEAR CHANNEL COMMUNICATIONS 100.42 4.63% 15-Jan-08 4.31%
57 SARA LEE CORP MTN BE 102.38 6.00% 15-Jan-08 4.24%
58 TIME WARNER COMPANIES INC 104.42 7.48% 15-Jan-08 4.22%
59 AMERICAN STD INC 104.21 7.38% 1-Feb-08 4.35%
60 CONSUMERS ENERGY CO 102.98 6.38% 1-Feb-08 4.24%
61 UNION PAC CORP 103.52 6.63% 1-Feb-08 4.11%
62 ARAMARK SVCS INC 102.38 6.38% 15-Feb-08 4.71%
63 AVNET INC 107.51 9.75% 15-Feb-08 4.50%
64 DOMINION RES INC VA NEW 100.19 4.13% 15-Feb-08 4.00%
65 EOP OPER LTD PARTNERSHIP 103.55 6.75% 15-Feb-08 4.27%
66 IDEX CORP 103.42 6.88% 15-Feb-08 4.48%
67 LENFEST COMMUNICATIONS INC 104.77 7.63% 15-Feb-08 4.30%
68 MARSH & MCLENNAN COS INC 99.34 3.63% 15-Feb-08 4.08%
69 PEMEX PROJ FDG MASTER TR 106.23 8.50% 15-Feb-08 4.16%
70 TANGER PPTYS LTD PARTNERSHIP 106.63 9.13% 15-Feb-08 4.49%
71 HOSPITALITY PPTYS TR 103.96 7.00% 1-Mar-08 4.31%
72 KROGER CO 103.13 6.38% 1-Mar-08 4.25%
73 UNITED DOMINION RLTY TR MTNSBE 100.27 4.50% 3-Mar-08 4.32%
74 BECKMAN COULTER INC 104.68 7.45% 4-Mar-08 4.29%
75 ROYAL CARIBBEAN CRUISES LTD 103.5 6.75% 15-Mar-08 4.43%
76 GREATER BAY BANCORP 101.06 5.25% 31-Mar-08 4.56%
77 CAROLINA PWR & LT CO MTN BE 103.6 6.65% 1-Apr-08 4.32%
78 FORTUNE BRANDS INC 103.04 6.25% 1-Apr-08 4.29%
79 GOODRICH CORP 104.81 7.50% 15-Apr-08 4.46%
80 PROLOGIS 104.35 7.10% 15-Apr-08 4.35%
81 APPALACHIAN PWR CO 98.75 3.60% 15-May-08 4.35%
82 BERKLEY W R CORP 108.8 9.88% 15-May-08 4.56%
83 DOMINION RES INC VA NEW 102.21 5.69% 15-May-08 4.37%
84 MIDAMERICAN ENERGY HLDGS NEW 98.2 3.50% 15-May-08 4.58%
85 TRW INC SR MEDTERMNTS BK EN 103.28 6.30% 15-May-08 4.32%
86 DUKE RLTY LTD PARTNERSHIP 103.98 6.75% 30-May-08 4.41%
87 AAG HLDG INC 103.77 6.88% 1-Jun-08 4.65%
88 CENTERPOINT ENERGY INC 102.14 5.88% 1-Jun-08 4.61%
89 NORTHEAST UTILS 98.14 3.30% 1-Jun-08 4.39%
90 ARCHSTONE-SMITH OPER TR 97.26 3.00% 15-Jun-08 4.58%
91 SARA LEE CORP MTN BE 102.61 6.15% 19-Jun-08 4.65%
92 PHILIP MORRIS COS INC 105.5 7.65% 1-Jul-08 4.55%
93 CAPITAL ONE FINL CORP 104.69 7.13% 1-Aug-08 4.59%
94 COX COMMUNICATIONS INC NEW 103.27 6.40% 1-Aug-08 4.63%
95 MILLER BREWING CO 99.53 4.25% 15-Aug-08 4.50%
96 PENNEY J C INC 106 7.38% 15-Aug-08 4.21%
97 CONTINENTAL CABLEVISION INC 108.37 9.00% 1-Sep-08 4.65%
 A B C D E
98 TIME WARNER ENTMT CO LP 105.12 7.25% 1-Sep-08 4.59%
99 BALT GAS & ELEC CO MTN BE BONY 102.24 5.78% 1-Oct-08 4.66%
100 CADBURY SCHWEPPES US FINANACE 98.66 3.88% 1-Oct-08 4.55%
101 COX COMMUNICATIONS INC NEW 98.17 3.88% 1-Oct-08 4.79%
102 TRIBUNE CO MTN BK MONT TR CO 101.08 5.50% 6-Oct-08 4.96%
103 MASCO CORP 102.07 5.75% 15-Oct-08 4.73%
104 RAYCHEM CORP DEL 105.11 7.20% 15-Oct-08 4.68%
105 UNIVISION COMMUNICATIONS INC 97.91 3.88% 15-Oct-08 4.90%
106 NEWS AMER HLDGS INC 105.5 7.38% 17-Oct-08 4.67%
107 CHANCELLOR MEDIA CORP LA 106.18 8.00% 1-Nov-08 5.00%
108 MAY DEPT STORES CO 102.61 5.95% 1-Nov-08 4.69%
109 UNION PAC CORP 105.55 7.25% 1-Nov-08 4.57%
110 WEYERHAEUSER CO 103.01 5.95% 1-Nov-08 4.50%
111 ALTRIA GROUP INC 101.96 5.63% 4-Nov-08 4.68%
112 COMCAST CABLE COMMUNICATIONS 103.31 6.20% 15-Nov-08 4.63%
113 SPRINT CAP CORP 103.2 6.13% 15-Nov-08 4.61%
114 TELECOM ITALIA CAP 98.55 4.00% 15-Nov-08 4.69%
115 WASTE MGMT INC DEL 103.98 6.50% 15-Nov-08 4.61%
116 HALLIBURTON CO MTN BE 102.12 5.63% 1-Dec-08 4.64%
117 LUBRIZOL CORP 102.14 5.88% 1-Dec-08 4.87%
118 TRIBUNE CO MTN BK MONT TR CO 101.26 5.67% 8-Dec-08 5.08%
119 CNA FINL CORP 103.79 6.60% 15-Dec-08 4.85%
120 EOP OPER LTD PARTNERSHIP EOP 98.2 4.00% 15-Dec-08 4.82%
121 OAKMONT ASSET TR 98.51 4.51% 22-Dec-08 5.19%
122 D R HORTON INC 100 5.00% 15-Jan-09 5.00%
123 EOP OPER LTD PARTNERSHIP 104.43 6.80% 15-Jan-09 4.83%
124 VALASSIS COMMUNICATIONS INC 103.38 6.63% 15-Jan-09 5.12%
125 D R HORTON INC 106.5 8.00% 1-Feb-09 5.15%
126 EOP OPER LTD PARTNERSHIP EOP 97.69 4.10% 15-Feb-09 5.09%
127 CONSUMERS ENERGY CO 100.05 4.80% 17-Feb-09 4.78%
128 BRITISH SKY BROADCASTING GROUP 104.77 6.88% 23-Feb-09 4.84%
129 LENNAR CORP 106 7.63% 1-Mar-09 5.08%
130 PPL CAP FDG INC 98.92 4.33% 1-Mar-09 4.78%
131 SOUTHWESTERN PUB SVC CO 103.55 6.20% 1-Mar-09 4.70%
132 BURLINGTON NORTHN SANTA FE CP 103.58 6.13% 15-Mar-09 4.63%
133 COLONIAL BK MONTGOMERY ALA 107.31 8.00% 15-Mar-09 4.94%
134 MACK-CALI RLTY L P 106.04 7.25% 15-Mar-09 4.73%
135 PSEG PWR LLC 97.58 3.75% 1-Apr-09 4.74%
136 PENNSYLVANIA ELEC CO 103.09 6.13% 1-Apr-09 4.85%
137 UNION CARBIDE CORP 102.99 6.70% 1-Apr-09 5.46%
138 AMERICAN FINL GROUP INC OHIO 105.64 7.13% 15-Apr-09 4.84%
139 DTE ENERGY CO 104.24 6.65% 15-Apr-09 4.93%
140 UNION PAC RES GROUP INC 106.02 7.30% 15-Apr-09 4.86%
141 NIPSCO CAP MKTS INC MTN BE 106.73 7.72% 17-Apr-09 4.99%
142 ASHLAND INC MTN BE 105.38 6.86% 1-May-09 4.72%
143 GENERAL AMERICAN TRANS CORP 104.7 6.75% 1-May-09 4.87%
144 SPIEKER PPTYS L P 105.94 7.25% 1-May-09 4.88%
145 SPRINT CAP CORP 103.97 6.38% 1-May-09 4.79%
146 CLEAR CHANNEL COMMUNICATIONS 97.78 4.25% 15-May-09 5.13%
147 SEMPRA ENERGY 99.84 4.75% 15-May-09 4.81%
 A B C D E
148 GATX FINL CORP 109.44 8.88% 1-Jun-09 5.19%
149 MARSH & MCLENNAN COS INC 105.77 7.13% 15-Jun-09 4.91%
150 UNITED DOMINION REALTY TR INC 103.96 6.50% 15-Jun-09 4.98%
151 WILLAMETTE INDS INC MTN BE 104.17 6.45% 18-Jun-09 4.86%
152 BRITISH SKY BROADCASTING GROUP 108.86 8.20% 15-Jul-09 4.89%
153 MAY DEPT STORES CO 99.77 4.80% 15-Jul-09 4.88%
154 PUBLIC SERVICE CO COLO 105.28 6.88% 15-Jul-09 4.91%
155 PULTE HOMES INC 99.27 4.88% 15-Jul-09 5.15%
156 COX COMMUNICATIONS INC NEW 107.72 7.88% 15-Aug-09 5.06%
157 NEW PLAN EXCEL RLTY TR INC MTN 106.5 7.40% 15-Sep-09 5.09%
158 DUKE CAP CORP 107.23 7.50% 1-Oct-09 4.97%
159 ELECTRONIC DATA SYS CORP 105.95 7.13% 15-Oct-09 5.06%
160 CLEVELAND ELEC ILLUM CO 107.29 7.43% 1-Nov-09 4.94%
161 FEDERAL REALTY INVT TR 110.5 8.75% 1-Dec-09 5.23%
162 DOMINION RES INC 100.45 5.13% 15-Dec-09 4.98%
163 WELLPOINT INC 98.07 4.25% 15-Dec-09 4.88%
164 CLEAR CHANNEL COMMUNICATIONS 97.11 4.50% 15-Jan-10 5.44%
165 COMCAST CORP NEW 102.74 5.85% 15-Jan-10 4.97%
166 COX COMMUNICATIONS INC NEW 98.26 4.63% 15-Jan-10 5.19%
167 TELECOM ITALIA CAP 96.36 4.00% 15-Jan-10 5.18%
168 COX COMMUNICATIONS INC NEW 98.27 4.63% 15-Jan-10 5.18%
169 TELECOM ITALIA CAP 96.36 4.00% 15-Jan-10 5.18%
170 COLONIAL RLTY LTD PARTNERSHIP 98.89 4.75% 1-Feb-10 5.10%
171 IBP INC 108.09 7.95% 1-Feb-10 5.36%
172 KROGER CO 108.78 8.05% 1-Feb-10 5.24%
173 SAFECO CORP 99.65 4.88% 1-Feb-10 4.99%
174 AMERICAN STD INC 107.3 7.63% 15-Feb-10 5.31%
175 AIFUL CORPORATION 96.59 4.45% 16-Feb-10 5.54%
176 PENNEY J C CORP INC 109.17 8.00% 1-Mar-10 5.14%
177 SEMPRA ENERGY 109.33 7.95% 1-Mar-10 5.04%
178 NISSAN MTR ACCEP CORP 98.25 4.63% 8-Mar-10 5.17%
179 AMERICAN ELEC PWR INC 101.17 5.38% 15-Mar-10 5.01%
180 METROPOLITAN EDISON CO 97.95 4.45% 15-Mar-10 5.08%
181 NEWS AMER INC 99.26 4.75% 15-Mar-10 4.98%
182 RAYTHEON CO 105.22 6.55% 15-Mar-10 4.94%
183 SCOTTISH PWR PLC 99.39 4.91% 15-Mar-10 5.10%
184 INTL PAPER CO 96.67 4.00% 1-Apr-10 5.01%
185 WASHINGTON MUT INC 110.22 8.25% 1-Apr-10 5.12%
186 MACK-CALI RLTY L P 99.31 5.05% 15-Apr-10 5.26%
187 NEWELL RUBBERMAID INC 96.37 4.00% 1-May-10 5.09%
188 NORFOLK SOUTHERN CORP 112.21 8.63% 15-May-10 5.01%
189 PEPCO HOLDINGS INC 96.03 4.00% 15-May-10 5.18%
190 ROYAL CARIBBEAN CRUISES LTD 107.06 8.00% 15-May-10 5.87%
191 ENTERPRISE PRODS OPER LP 98.92 4.95% 1-Jun-10 5.26%
192 UNION PAC CORP 95.45 3.63% 1-Jun-10 4.96%
193 DOMINION RES INC VA NEW 110.11 8.13% 15-Jun-10 5.18%
194 EXELON CORP 98 4.45% 15-Jun-10 5.03%
195 NORTHERN BORDER PARTNERS L P 112.15 8.88% 15-Jun-10 5.32%
196 HARRAHS OPER INC 100.64 5.50% 1-Jul-10 5.31%
197 WILLIS NORTH AMER INC 99.49 5.13% 15-Jul-10 5.27%
 A B C D E
198 EOP OPER LTD PARTNERSHIP 109.97 8.10% 1-Aug-10 5.27%
199 WASTE MGMT INC DEL 108.08 7.38% 1-Aug-10 5.09%
200 PENNSYLVANIA ELEC CO UNSEC MTN 108.45 7.77% 2-Aug-10 5.37%
201 TRIBUNE CO NEW 96.74 4.88% 15-Aug-10 5.80%
202 DUKE ENERGY FIELD SVCS LLC 109.57 7.88% 16-Aug-10 5.19%
203 SAFEWAY INC 98.63 4.95% 16-Aug-10 5.33%
204 SOVEREIGN BANCORP INC 98.83 4.80% 1-Sep-10 5.12%
205 CLEAR CHANNEL COMMUNICATIONS 106.57 7.65% 15-Sep-10 5.82%
206 CONAGRA FOODS INC 109.89 7.88% 15-Sep-10 5.15%
207 HEALTH CARE PPTY INVS INC MTN 98.23 4.88% 15-Sep-10 5.36%
208 MARSH & MCLENNAN COS INC 99.76 5.15% 15-Sep-10 5.21%
209 NUVEEN INVTS INC 99.03 5.00% 15-Sep-10 5.27%
210 PUBLIC SERVICE CO OKLA 98.89 4.85% 15-Sep-10 5.16%
211 MOLSON COORS CAP FIN 99.25 4.85% 22-Sep-10 5.05%
212 BERKLEY W R CORP 99.56 5.13% 30-Sep-10 5.24%
213 EOP OPER LTD PARTNERSHIP 97.77 4.65% 1-Oct-10 5.26%
214 ROYAL KPN NV 108.83 8.00% 1-Oct-10 5.57%
215 TELECOM ITALIA CAP 98.3 4.88% 1-Oct-10 5.34%
216 GTECH HLDGS CORP 98.13 4.75% 15-Oct-10 5.25%
217 HALLIBURTON CO 101.26 5.50% 15-Oct-10 5.16%
218 HALLIBURTON CO 101.78 5.50% 15-Oct-10 5.02%
219 CENTEX CORP 96.64 4.55% 1-Nov-10 5.45%
220 KINDER MORGAN ENERGY PARTNERS 107.46 7.50% 1-Nov-10 5.49%
221 MAY DEPT STORES CO 119.01 10.63% 1-Nov-10 5.50%
222 UNITRIN INC 97.98 4.88% 1-Nov-10 5.42%
223 COMCAST CORP NEW 101.14 5.45% 15-Nov-10 5.15%
224 NISOURCE FIN CORP 110.92 7.88% 15-Nov-10 4.99%
225 TEXAS EASTN TRANSMISSION CORP 107.86 7.30% 1-Dec-10 5.23%
226 XCEL ENERGY INC MINN 107.06 7.00% 1-Dec-10 5.14%
227 BURLINGTON NORTHN SANTA FE CP 107.87 7.13% 15-Dec-10 5.08%
228 DOMINION RES INC VA NEW 98.23 4.75% 15-Dec-10 5.21%
229 ISTAR FINL INC 102.61 6.00% 15-Dec-10 5.32%
230 RAYTHEON CO 103.82 6.00% 15-Dec-10 5.00%
231 VIRGINIA ELEC & PWR CO 97.56 4.50% 15-Dec-10 5.13%
232 KINDER MORGAN FINANCE CORP ULC 95.83 5.35% 5-Jan-11 6.46%
233 BOSTON SCIENTIFIC CORP 95.94 4.25% 12-Jan-11 5.29%
234 AGL CAP CORP 107.48 7.13% 14-Jan-11 5.20%
235 BRE PROPERTIES INC 108.54 7.45% 15-Jan-11 5.26%
236 FORTUNE BRANDS INC 99.56 5.13% 15-Jan-11 5.24%
237 RAYTHEON CO 99.3 4.85% 15-Jan-11 5.03%
238 RECKSON OPER PARTNERSHIP L P 98.41 5.15% 15-Jan-11 5.56%
239 WADDELL & REED FINL INC 100.43 5.60% 15-Jan-11 5.49%
240 WELLPOINT INC 99.57 5.00% 15-Jan-11 5.11%
241 COMCAST CABLE COMMUNICATIONS 106.08 6.75% 30-Jan-11 5.20%
242 SPRINT CAP CORP 108.95 7.63% 30-Jan-11 5.34%
243 CENTEX CORP 108.8 7.88% 1-Feb-11 5.62%
244 ROYAL CARIBBEAN CRUISES LTD 110.5 8.75% 2-Feb-11 6.03%
245 CARDINAL HEALTH INC 106.44 6.75% 15-Feb-11 5.13%
246 NORFOLK SOUTHERN CORP 106.76 6.75% 15-Feb-11 5.05%
247 VORNADO RLTY L P 101.11 5.60% 15-Feb-11 5.32%
 A B C D E
248 RESIDENTIAL CAP CORP 100.42 6.00% 22-Feb-11 5.89%
249 SAFEWAY INC 104.16 6.50% 1-Mar-11 5.45%
250 NISSAN MTR ACCEP CORP 101.11 5.63% 14-Mar-11 5.35%
251 ALCAN INC 105.27 6.45% 15-Mar-11 5.14%
252 CSX CORP 106.3 6.75% 15-Mar-11 5.18%
253 CLEAR CHANNEL COMMUNICATIONS 101.18 6.25% 15-Mar-11 5.95%
254 COMCAST CORP NEW 101.05 5.50% 15-Mar-11 5.24%
255 COX COMMUNICATIONS INC NEW 104.6 6.75% 15-Mar-11 5.60%
256 KINDER MORGAN ENERGY PARTNERS 104.92 6.75% 15-Mar-11 5.52%
257 COLONIAL RLTY LTD PARTNERSHIP 97.94 4.80% 1-Apr-11 5.31%
258 FEDERATED DEPT STORES INC DEL 105.47 6.63% 1-Apr-11 5.28%
259 KELLOGG CO 106.23 6.60% 1-Apr-11 5.07%
260 KROGER CO 105.84 6.80% 1-Apr-11 5.36%
261 RYDER SYS MTN BE 98.64 5.00% 1-Apr-11 5.33%
262 AOL TIME WARNER INC 105.13 6.75% 15-Apr-11 5.49%
263 ONEOK INC NEW 106.64 7.13% 15-Apr-11 5.49%
264 TRICON GLOBAL RESTAURANTS 114.09 8.88% 15-Apr-11 5.41%
265 VIACOM INC 100.74 5.75% 30-Apr-11 5.57%
266 ANADARKO FIN CO 106.03 6.75% 1-May-11 5.28%
267 EXELON CORP 105.83 6.75% 1-May-11 5.33%
268 HEALTHCARE RLTY TR 110.51 8.13% 1-May-11 5.55%
269 PREMCOR REFNG GROUP INC 103.69 6.13% 1-May-11 5.23%
270 RYDER SYS MTN BE 102.41 5.95% 2-May-11 5.36%
271 CLEAR CHANNEL COMMUNICATIONS 93.69 4.40% 15-May-11 5.94%
272 PUBLIC SERVICE CO OKLA 97.67 4.70% 15-May-11 5.26%
273 VIACOM INC 105.21 6.63% 15-May-11 5.36%
274 BLACK & DECKER CORP 107.17 7.13% 1-Jun-11 5.40%
275 DTE ENERGY CO 106.78 7.05% 1-Jun-11 5.42%
276 MATTEL INC MTN BE 104.6 7.30% 13-Jun-11 6.18%
277 BOSTON SCIENTIFIC CORP 101.75 6.00% 15-Jun-11 5.58%
278 EXELON GENERATION CO LLC 106.95 6.95% 15-Jun-11 5.30%
279 WHIRLPOOL CORP 102.89 6.13% 15-Jun-11 5.43%
280 TELEFONICA EMISONES SA 102.72 5.98% 20-Jun-11 5.34%
281 SABMILLER PLC 104.06 6.20% 1-Jul-11 5.24%
282 QUEST DIAGNOSTICS INC 109.69 7.50% 12-Jul-11 5.23%
283 ALLIED CAP CORP NEW 102.61 6.63% 15-Jul-11 6.00%
284 BURLINGTON NORTHN SANTA FE CP 107.1 6.75% 15-Jul-11 5.10%
285 EOP OPER LTD PARTNERSHIP 106.81 7.00% 15-Jul-11 5.40%
286 HEINZ H J FIN CO 105.66 6.63% 15-Jul-11 5.30%
287 LAFARGE COPPEE S A 102.97 6.15% 15-Jul-11 5.45%
288 PULTE HOMES INC 108.88 7.88% 1-Aug-11 5.79%
289 CNA FINL CORP 102.17 6.00% 15-Aug-11 5.50%
290 FIDELITY NATL FINL INC 104.05 7.30% 15-Aug-11 6.34%
291 REPUBLIC SVCS INC 106.39 6.75% 15-Aug-11 5.28%
292 CONAGRA FOODS INC 106.31 6.75% 15-Sep-11 5.32%
293 MAY DEPT STORES CO 108 7.45% 15-Sep-11 5.62%
294 SARA LEE CORP 103.04 6.25% 15-Sep-11 5.55%
295 DEVON FING CORP U L C 107.34 6.88% 30-Sep-11 5.22%
296 TYSON FOODS INC 108.8 8.25% 1-Oct-11 6.22%
297 TYCO INTL GROUP S A 105.61 6.38% 15-Oct-11 5.12%
 A B C D E
298 CONSOLIDATED NAT GAS CO 103.77 6.25% 1-Nov-11 5.41%
299 PPL ENERGY SUPPLY LLC 104.64 6.40% 1-Nov-11 5.36%
300 FIRSTENERGY CORP 104.95 6.45% 15-Nov-11 5.35%
301 COVENTRY HEALTH CARE INC 99.86 5.88% 15-Jan-12 5.91%
302 WELLPOINT HEALTH NETWORK NEW 104.87 6.38% 15-Jan-12 5.33%
303 EOP OPER LTD PARTNERSHIP 106.38 6.75% 15-Feb-12 5.39%
304 TEPPCO PARTNERS L P 108.03 7.63% 15-Feb-12 5.89%
305 CRH AMER INC 106.4 6.95% 15-Mar-12 5.60%
306 CLEAR CHANNEL COMMUNICATIONS 94.29 5.00% 15-Mar-12 6.23%
307 HEINZ H J FIN CO 102.43 6.00% 15-Mar-12 5.49%
308 JEFFERIES GROUP INC NEW 110.29 7.75% 15-Mar-12 5.58%
309 KINDER MORGAN ENERGY PARTNERS 106.26 7.13% 15-Mar-12 5.79%
310 MARSH & MCLENNAN COS INC 102.65 6.25% 15-Mar-12 5.69%
311 SPRINT CAP CORP 113.02 8.38% 15-Mar-12 5.62%
312 WEYERHAEUSER CO 105.51 6.75% 15-Mar-12 5.59%
313 MEADWESTVACO CORP 105.65 6.85% 1-Apr-12 5.66%
314 PROLOGIS 100.34 5.50% 1-Apr-12 5.43%
315 KROGER CO 105.65 6.75% 15-Apr-12 5.57%
316 UNION PAC CORP 106.35 6.50% 15-Apr-12 5.19%
317 VALERO ENERGY CORP NEW 107.17 6.88% 15-Apr-12 5.39%
318 AOL TIME WARNER INC 105.71 6.88% 1-May-12 5.69%
319 STARWOOD HOTELS&RESORTS WRLDWD 109 7.88% 1-May-12 5.99%
320 ARAMARK CORP 88.5 5.00% 1-Jun-12 7.48%
321 PSEG PWR LLC 107.03 6.95% 1-Jun-12 5.51%
322 KENNAMETAL INC 107.32 7.20% 15-Jun-12 5.70%
323 HEALTH CARE PPTY INVS INC 104.07 6.45% 25-Jun-12 5.62%
324 DOMINION RES INC VA NEW 103.86 6.25% 30-Jun-12 5.47%
325 NEXFOR INC 108.11 7.25% 1-Jul-12 5.61%
326 MAY DEPT STORES CO 111.78 8.00% 15-Jul-12 5.63%
327 CONTINENTAL CORP 109.71 8.38% 15-Aug-12 6.40%
328 PEPCO HOLDINGS INC 104.2 6.45% 15-Aug-12 5.62%
329 VIACOM INC 100.47 5.63% 15-Aug-12 5.53%
330 KINDER MORGAN INC 98.52 6.50% 1-Sep-12 6.80%
331 SAFECO CORP 107 7.25% 1-Sep-12 5.86%
332 ALCAN INC 97.28 4.88% 15-Sep-12 5.41%
333 AMERISOURCEBERGEN CORP 99.08 5.63% 15-Sep-12 5.81%
334 CINCINNATI GAS & ELEC CO 101.45 5.70% 15-Sep-12 5.42%
335 MIDAMERICAN ENERGY HLDGS NEW 103.01 5.88% 1-Oct-12 5.29%
336 STANCORP FINL GROUP INC 107.21 6.88% 1-Oct-12 5.47%
337 ASTORIA FINL CORP 101.39 5.75% 15-Oct-12 5.48%
338 DEVELOPERS DIVERSIFIED RLTY CO 99.52 5.38% 15-Oct-12 5.47%
339 PLAINS ALL AMERN PIPELINE L P 111.18 7.75% 15-Oct-12 5.58%
340 INTL PAPER CO 102.39 5.85% 30-Oct-12 5.39%
341 CENDANT CORP 106 7.38% 15-Jan-13 6.22%
342 CLEAR CHANNEL COMMUNICATIONS 96.38 5.75% 15-Jan-13 6.45%
343 TIME WARNER COMPANIES INC 115.84 9.13% 15-Jan-13 6.10%
344 USA INTERACTIVE 103.3 7.00% 15-Jan-13 6.36%
345 SEMPRA ENERGY 102.64 6.00% 1-Feb-13 5.51%
346 AEP TEX CENT CO 99.82 5.50% 15-Feb-13 5.53%
347 BERKLEY W R CORP 101.87 5.88% 15-Feb-13 5.53%
 A B C D E
348 DUKE CAP CORP 102.92 6.25% 15-Feb-13 5.71%
349 AEP TEX NORTH CO 99.86 5.50% 1-Mar-13 5.53%
350 COX COMMUNICATIONS INC NEW 107.18 7.13% 1-Mar-13 5.79%
351 NATIONAL FUEL GAS CO N J 97 5.25% 1-Mar-13 5.81%
352 TXU ENERGY CO LLC 105.19 7.00% 15-Mar-13 6.03%
353 CENTERPOINT ENERGY RESOURCES 111.45 7.88% 1-Apr-13 5.77%
354 RESIDENTIAL CAP CORP 102.29 6.50% 17-Apr-13 6.07%
355 D R HORTON INC 103 6.88% 1-May-13 6.32%
356 FUND AMERN COS INC 99.08 5.88% 15-May-13 6.04%
357 M D C HLDGS INC 94.15 5.50% 15-May-13 6.59%
358 EMBARQ CORP 103.13 6.74% 1-Jun-13 6.16%
359 ROYAL CARIBBEAN CRUISES LTD 102.5 7.00% 15-Jun-13 6.54%
360 CYTEC INDS INC 92.39 4.60% 1-Jul-13 5.97%
361 HARLEYSVILLE GROUP INC 98.25 5.75% 15-Jul-13 6.06%
362 PACKAGING CORP AMER 98.69 5.75% 1-Aug-13 5.98%
363 TELE COMMUNICATIONS INC 111.33 7.88% 1-Aug-13 5.87%
364 CAROLINA TEL & TELEG CO 102.5 6.75% 15-Aug-13 6.30%
365 PSI ENERGY INC 96.97 5.00% 15-Sep-13 5.52%
366 POTOMAC ELEC PWR CO 97.72 4.95% 15-Nov-13 5.33%
367 TELECOM ITALIA CAP 96.36 5.25% 15-Nov-13 5.87%
368 CONSOLIDATED NAT GAS CO 105.59 6.63% 1-Dec-13 5.68%
369 ROYAL CARIBBEAN CRUISES LTD 101.5 6.88% 1-Dec-13 6.61%
370 COMMERCE GROUP INC MASS 100.29 5.95% 9-Dec-13 5.90%
371 CLEVELAND ELEC ILLUM CO 99.67 5.65% 15-Dec-13 5.70%
372 IMCERA GROUP INC 106.39 7.00% 15-Dec-13 5.91%
373 PLAINS ALL AMERN PIPELINE L P 99.53 5.63% 15-Dec-13 5.70%
374 CENTERPOINT ENERGY RES CORP 101.08 5.95% 15-Jan-14 5.77%
375 COMCAST CORP NEW 97.26 5.30% 15-Jan-14 5.76%
376 EXELON GENERATION CO LLC 98.57 5.35% 15-Jan-14 5.59%
377 MACK-CALI RLTY L P 96.25 5.13% 15-Feb-14 5.75%
378 DUKE CAP CORP 98.73 5.50% 1-Mar-14 5.71%
379 PACIFIC GAS & ELEC CO 96.38 4.80% 1-Mar-14 5.39%
380 CORNING INC 102.14 5.90% 15-Mar-14 5.55%
381 TOLL BROS FIN CORP 90.12 4.95% 15-Mar-14 6.63%
382 METROPOLITAN EDISON CO 96.25 4.88% 1-Apr-14 5.48%
383 GLENCORE FDG LLC 95.6 6.00% 15-Apr-14 6.74%
384 POTOMAC ELEC PWR CO 95.09 4.65% 15-Apr-14 5.44%
385 MAGELLAN MIDSTREAM PRTNRS LP 103.26 6.45% 1-Jun-14 5.92%
386 OHIO CAS CORP 106.57 7.30% 15-Jun-14 6.23%
387 ARIZONA PUB SVC CO 99.97 5.80% 30-Jun-14 5.80%
388 WESTAR ENERGY INC 102.94 6.00% 1-Jul-14 5.53%
389 MARSH & MCLENNAN COS INC 96.23 5.38% 15-Jul-14 5.98%
390 MAYTAG CORP MEDTERM NTS BK ENT 102.31 6.45% 15-Aug-14 6.08%
391 CLEAR CHANNEL COMMUNICATIONS 92.88 5.50% 15-Sep-14 6.65%
392 D R HORTON INC 95 5.63% 15-Sep-14 6.43%
393 TELECOM ITALIA CAP 93.18 4.95% 30-Sep-14 6.02%
394 LUBRIZOL CORP 97.54 5.50% 1-Oct-14 5.88%
395 ATMOS ENERGY CORP 94.74 4.95% 15-Oct-14 5.77%
396 INDIANA MICH PWR CO 95.95 5.05% 15-Nov-14 5.67%
397 JONES APPAREL GROUP INC / 89.05 5.13% 15-Nov-14 6.89%
 A B C D E
398 CONSOLIDATED NAT GAS CO 95.24 5.00% 1-Dec-14 5.73%
399 COMCAST CORP NEW 104.78 6.50% 15-Jan-15 5.77%
400 ONCOR ELEC DELIVERY CO 104.06 6.38% 15-Jan-15 5.76%
401 APPALACHIAN PWR CO 95.38 4.95% 1-Feb-15 5.65%
402 CENTURYTEL INC 91.87 5.00% 15-Feb-15 6.25%
403 PULTE HOMES INC 93.33 5.20% 15-Feb-15 6.22%
404 ENTERPRISE PRODS OPER LP 93.79 5.00% 1-Mar-15 5.94%
405 INTL PAPER CO 96.22 5.30% 1-Apr-15 5.86%
406 ARCHSTONE-SMITH OPER TR 97.18 5.25% 1-May-15 5.66%
407 ODYSSEY RE HLDGS CORP 95.13 6.88% 1-May-15 7.65%
408 HEALTH CARE REIT INC 98.86 5.88% 15-May-15 6.04%
409 MAYTAG CORP MEDTERM NTS BK ENT 92 5.00% 15-May-15 6.20%
410 AMERICAN ELEC PWR INC 96.81 5.25% 1-Jun-15 5.72%
411 CENTERPOINT ENERGY INC 106.09 6.85% 1-Jun-15 5.95%
412 HARRAHS OPER INC 95.25 5.63% 1-Jun-15 6.34%
413 CENTEX CORP 93.66 5.25% 15-Jun-15 6.19%
414 CONSTELLATION ENERGY GROUP INC 92.05 4.55% 15-Jun-15 5.71%
415 EXELON CORP 94.74 4.90% 15-Jun-15 5.66%
416 ONEOK INC NEW 95.6 5.20% 15-Jun-15 5.84%
417 COX COMMUNICATIONS INC NEW 95.96 5.50% 1-Oct-15 6.08%
418 TELECOM ITALIA CAP 94.47 5.25% 1-Oct-15 6.05%
419 NEWS AMER HLDGS INC 112.59 7.60% 11-Oct-15 5.81%
420 EQUITY ONE 95.92 5.38% 15-Oct-15 5.96%
421 PENNEY JC INC MTN BE 106.33 6.88% 15-Oct-15 5.97%
422 COMCAST CORP NEW 99.4 5.85% 15-Nov-15 5.93%
423 HARRAHS OPER INC 100.5 6.50% 1-Jun-16 6.43%
424 ROYAL CARIBBEAN CRUISES LTD 102.12 7.25% 15-Jun-16 6.95%
425 WHIRLPOOL CORP 102.83 6.50% 15-Jun-16 6.11%
426 PENNEY J C INC 113.86 7.65% 15-Aug-16 5.80%
 F G

T MISPRICED
1 BONDS?
Years to
2
maturity
3 0.59
4 0.59
5 0.59
6 0.64
7 0.64
8 0.68
9 0.68
10 0.72
0.72
67573556 x²11+ 0.015247747565798 x + 0.02211184123471
12 0.72
13 0.72
14 0.72
15 0.72
16 0.73
17 0.76
18 0.81
19 0.84
20 0.84
21 0.84
22 0.89
23 0.97
24 1.01
25 1.01
26 1.01
27 1.01
28 1.01 Maturity
29 1.01
30 1.06
31 1.10
32 1.10
5 33
6 1.14 7 8 9 10
34 1.14
35 1.18
36 1.18
37 1.18
38 1.18
39 1.18 <-- Yield appears to be unusually low; bond overpriced?
40 1.22
41 1.26
42 1.26
43 1.26
44 1.26
45 1.26
46 1.27
47 1.27
 F G
48 1.30
49 1.31
50 1.35
51 1.35
52 1.35
53 1.41
54 1.43
55 1.43
56 1.43
57 1.43
58 1.43
59 1.48
60 1.48
61 1.48
62 1.52
63 1.52
64 1.52
65 1.52
66 1.52
67 1.52
68 1.52
69 1.52
70 1.52
71 1.56
72 1.56
73 1.56
74 1.56
75 1.59
76 1.64
77 1.64
78 1.64
79 1.68
80 1.68
81 1.76
82 1.76
83 1.76
84 1.76
85 1.76
86 1.80
87 1.81
88 1.81
89 1.81
90 1.85
91 1.86
92 1.89
93 1.98
94 1.98
95 2.01
96 2.01
97 2.06
 F G
98 2.06
99 2.14
100 2.14
101 2.14
102 2.16
103 2.18
104 2.18
105 2.18
106 2.19
107 2.23
108 2.23
109 2.23
110 2.23
111 2.24
112 2.27
113 2.27
114 2.27
115 2.27
116 2.31
117 2.31
118 2.33
119 2.35
120 2.35
121 2.37
122 2.43
123 2.43
124 2.43
125 2.48
126 2.52
127 2.52
128 2.54
129 2.56
130 2.56
131 2.56
132 2.59
133 2.59
134 2.59
135 2.64
136 2.64
137 2.64
138 2.68
139 2.68
140 2.68
141 2.68
142 2.72
143 2.72
144 2.72
145 2.72
146 2.76
147 2.76
 F G
148 2.81
149 2.85
150 2.85
151 2.85
152 2.93
153 2.93
154 2.93
155 2.93
156 3.01
157 3.10
158 3.14
159 3.18
160 3.23
161 3.31
162 3.35
163 3.35
164 3.43
165 3.43
166 3.43
167 3.43
168 3.43
169 3.43
170 3.48
171 3.48
172 3.48
173 3.48
174 3.52
175 3.52
176 3.56
177 3.56
178 3.58
179 3.59
180 3.59
181 3.59
182 3.59
183 3.59
184 3.64
185 3.64
186 3.68
187 3.72
188 3.76
189 3.76
190 3.76
191 3.81
192 3.81
193 3.85
194 3.85
195 3.85
196 3.89
197 3.93
 F G
198 3.98
199 3.98
200 3.98
201 4.01
202 4.02
203 4.02
204 4.06
205 4.10
206 4.10
207 4.10
208 4.10
209 4.10
210 4.10
211 4.12
212 4.14
213 4.14
214 4.14
215 4.14
216 4.18
217 4.18
218 4.18
219 4.23
220 4.23
221 4.23
222 4.23
223 4.27
224 4.27
225 4.31
226 4.31
227 4.35
228 4.35
229 4.35
230 4.35
231 4.35
232 4.41
233 4.42
234 4.43
235 4.43
236 4.43
237 4.43
238 4.43
239 4.43
240 4.43
241 4.47
242 4.47
243 4.48
244 4.48
245 4.52
246 4.52
247 4.52
 F G
248 4.54
249 4.56
250 4.59
251 4.59
252 4.59
253 4.59
254 4.59
255 4.59
256 4.59
257 4.64
258 4.64
259 4.64
260 4.64
261 4.64
262 4.68
263 4.68
264 4.68
265 4.72
266 4.72
267 4.72
268 4.72
269 4.72
270 4.73
271 4.76
272 4.76
273 4.76
274 4.81
275 4.81
276 4.84
277 4.85
278 4.85
279 4.85
280 4.86
281 4.89
282 4.92
283 4.93
284 4.93
285 4.93
286 4.93
287 4.93
288 4.98
289 5.01
290 5.01
291 5.01
292 5.10
293 5.10
294 5.10
295 5.14
296 5.14
297 5.18
 F G
298 5.23
299 5.23
300 5.27
301 5.43
302 5.43
303 5.52
304 5.52
305 5.60
306 5.60
307 5.60
308 5.60
309 5.60
310 5.60
311 5.60
312 5.60
313 5.64
314 5.64
315 5.68
316 5.68
317 5.68
318 5.73
319 5.73
320 5.81
321 5.81
322 5.85
323 5.88
324 5.89
325 5.89
326 5.93
327 6.02
328 6.02
329 6.02
330 6.06 <-- Yield is significantly above curve. Bond underpriced?
331 6.06
332 6.10
333 6.10
334 6.10
335 6.15
336 6.15
337 6.18
338 6.18
339 6.18
340 6.22
341 6.44
342 6.44
343 6.44
344 6.44
345 6.48
346 6.52
347 6.52
 F G
348 6.52
349 6.56
350 6.56
351 6.56
352 6.60
353 6.64
354 6.69
355 6.73
356 6.76
357 6.76
358 6.81
359 6.85
360 6.89
361 6.93
362 6.98
363 6.98
364 7.02
365 7.10
366 7.27
367 7.27
368 7.31
369 7.31
370 7.33
371 7.35
372 7.35
373 7.35
374 7.44
375 7.44
376 7.44
377 7.52
378 7.56
379 7.56
380 7.60
381 7.60
382 7.64
383 7.68
384 7.68
385 7.81
386 7.85
387 7.89
388 7.89
389 7.93
390 8.02
391 8.10
392 8.10
393 8.14
394 8.15
395 8.18
396 8.27
397 8.27
 F G
398 8.31
399 8.44
400 8.44
401 8.48
402 8.52
403 8.52
404 8.56
405 8.64
406 8.73
407 8.73
408 8.76
409 8.76
410 8.81
411 8.81
412 8.81
413 8.85
414 8.85
415 8.85
416 8.85
417 9.15
418 9.15
419 9.17
420 9.18
421 9.18
422 9.27
423 9.81
424 9.85
425 9.85
426 10.02
 A B C D E
1 YAHOO AA BOND DATA, 23 FEBRUARY 2007
Maturity Maturity in
2 Issuer Price Coupon
date years
3 HOUSEHOLD FIN CORP INT NT BE 102.10 5.75% 15-Mar-07 0.05
4 MERRILL LYNCH CO INC MTN BE 101.62 3.00% 30-Apr-07 0.18
5 INTERNATIONAL LEASE FIN MTN BE 101.62 3.13% 3-May-07 0.19
6 HSBC FIN CORP HSBC FIN 101.94 5.20% 15-May-07 0.22
7 WELLS FARGO FINL INC 101.88 4.88% 12-Jun-07 0.30
8 NORWEST CORP MEDTERM
10% NTS BK EN 102.62 6.75% 15-Jun-07 0.31
9 PROCTER & GAMBLE CO 101.94 4.75% 15-Jun-07 0.31
10 CITICORP MTN SUB BE 102.53 7.00% 1-Jul-07 0.35
5% f(x)
INTERNATIONAL LEASE FIN= CORP
1.66830375486976E-05
101.34 x³3.75%
− 0.000800542351241
1-Aug-07 x² + 0.44
0.010774499703841 x + 0
11
R² =
GOLDEN WEST FINL CORP DEL 0.277097385572519
101.46 4.13% 15-Aug-07 0.47
12
13 INTERNATIONAL0% LEASE FIN MTN BE 102.20 5.80% 15-Aug-07 0.47
14 U S BANCORP MTNS0BK ENT2 4 6
101.36 8 3.95%10 12
23-Aug-07 14 16
0.50 18 20 2
15 BANK NEW YORK MTN BK ENT 101.28 3.90% 1-Sep-07 0.52
-5%
16 BANK ONE CORP 101.41 4.13% 1-Sep-07 0.52
17 SUNAMERICA INC 102.79 6.75% 1-Oct-07 0.60
18 BANKAMERICA-10%CORP 102.77 6.63% 15-Oct-07 0.64
19 HOUSEHOLD FIN CORP INT NT BE 103.65 8.00% 15-Oct-07 0.64
20 INTERNATIONAL LEASE FIN CORP
-15% 101.04 4.00% 15-Nov-07 0.73
21 MERRILL LYNCH CO INC MTN BE 101.10 4.00% 15-Nov-07 0.73
22 MERRILL LYNCH & CO INC 103.25 6.56% 16-Dec-07 0.81
23 BANKBOSTON-20% NA 102.91 6.50% 19-Dec-07 0.82
24 BANK ONE CHICAGO ILL MTN BE 100.69 3.70% 15-Jan-08 0.89
25 GOLDMAN SACHS -25%GROUP INC 101.09 4.13% 15-Jan-08 0.89
26 BANK NEW YORK NY MEDTERM NT BE 100.81 3.80% 1-Feb-08 0.94
27 CITIGROUP INC 100.50 3.50% 1-Feb-08 0.94
-30%
28 CHEVRONTEXACO CAP CO 100.47 3.38% 15-Feb-08 0.98
29 WELLS FARGO & CO NEW 100.94 4.13% 10-Mar-08 1.04
30 ABBOTT LABS -35% 102.96 6.00% 15-Mar-08 1.06
31 GILLETTE CO 99.72 2.88% 15-Mar-08 1.06
32 LILLY ELI & CO 99.78 2.90% 15-Mar-08 1.06
33 MBNA AMER BK NA SUB MTN 144A 103.54 6.75% 15-Mar-08 1.06
34 U S BANCORP MTNS BK ENT 99.85 3.13% 15-Mar-08 1.06
35 MERRILL LYNCH & CO INC MERRILL 99.77 3.05% 17-Mar-08 1.06
36 US BK NATL ASSN MINNEAPOLISMTN 100.94 4.13% 17-Mar-08 1.06
37 BANKBOSTON NA SUB BK MTN 103.20 6.38% 25-Mar-08 1.08
38 BANKBOSTON NA SUB BK MTN 103.18 6.38% 15-Apr-08 1.14
39 INTERNATIONAL LEASE FIN CORP 101.16 4.50% 1-May-08 1.19
40 FLEET FINL GROUP INC NEW 103.33 6.38% 15-May-08 1.22
41 HOUSEHOLD FIN CORP INT NT BE 100.19 3.75% 15-May-08 1.22
42 AMERICAN EXPRESS CR CORP 99.47 3.00% 16-May-08 1.23
43 MERRILL LYNCH & CO INC MERRILL 98.62 2.85% 27-May-08 1.26
44 FLORIDA PWR & LT CO 102.84 6.00% 1-Jun-08 1.27
45 GILLETTE CO 98.86 2.50% 1-Jun-08 1.27
46 INTERNATIONAL LEASE FIN MTN BE 101.28 4.63% 2-Jun-08 1.27
47 INTERNATIONAL LEASE FIN CORP 99.91 3.60% 15-Jun-08 1.31
48 MORGAN STANLEY 107.74 10.00% 15-Jun-08 1.31
 A B C D E
49 HOUSEHOLD FIN CORP 103.47 6.40% 17-Jun-08 1.32
50 BANK ONE CORP 98.75 2.63% 30-Jun-08 1.35
51 MERRILL LYNCH CO INC MTN BE 99.28 3.13% 15-Jul-08 1.39
52 BANK ONE CORP 103.11 6.00% 1-Aug-08 1.44
53 BANK OF AMERICA CORPORATION 99.36 3.25% 15-Aug-08 1.48
54 CHEMICAL BK NY NY 104.04 6.70% 15-Aug-08 1.48
55 INTERNATIONAL LEASE FIN MTN BE 101.38 4.81% 15-Aug-08 1.48
56 PROCTER & GAMBLE CO 100.95 4.30% 15-Aug-08 1.48
57 ABBOTT LABS 102.54 5.40% 15-Sep-08 1.56
58 INTERNATIONAL LEASE FIN CORP 100.65 4.35% 15-Sep-08 1.56
59 MANITOBA PROV CDA 102.63 5.50% 1-Oct-08 1.61
60 WAL MART STORES INC 99.48 3.38% 1-Oct-08 1.61
61 MERRILL LYNCH & CO INC 103.65 6.25% 15-Oct-08 1.64
62 MERRILL LYNCH & CO INC 104.06 6.38% 15-Oct-08 1.64
63 SUNTRUST BKS INC 100.16 4.00% 15-Oct-08 1.64
64 MERRILL LYNCH CO INC MTN BE 101.55 4.83% 27-Oct-08 1.68
65 ASSOCIATES CORP NORTH AMER 103.72 6.25% 1-Nov-08 1.69
66 CHEMICAL BK NY NY 103.45 6.13% 1-Nov-08 1.69
67 CITICORP MTN SUB BE 103.91 6.38% 15-Nov-08 1.73
68 PROCTER & GAMBLE CO 99.39 3.50% 15-Dec-08 1.81
69 BANK NEW YORK MTN BK ENT 99.22 3.63% 15-Jan-09 1.90
70 FLEET NATL BK PROV RI MTN BE 103.10 5.75% 15-Jan-09 1.90
71 GOLDMAN SACHS GROUP INC 99.81 3.88% 15-Jan-09 1.90
72 MORGAN STANLEY 99.74 3.88% 15-Jan-09 1.90
73 HOUSEHOLD FIN CORP 103.33 5.88% 1-Feb-09 1.94
74 CITIGROUP INC 99.34 3.63% 9-Feb-09 1.96
75 BANKAMERICA CORP 103.44 5.88% 15-Feb-09 1.98
76 ABBOTT LABS 99.10 3.50% 17-Feb-09 1.99
77 BANK OF AMERICA CORPORATION 98.78 3.38% 17-Feb-09 1.99
78 MERRILL LYNCH & CO INC 103.64 6.00% 17-Feb-09 1.99
79 WACHOVIA CORP 2ND NEW 99.28 3.63% 17-Feb-09 1.99
80 BANKAMERICA CORP 105.74 7.13% 1-Mar-09 2.02
81 BANQUE PARIBAS 105.16 6.88% 1-Mar-09 2.02
82 ILLINOIS TOOL WKS INC 103.27 5.75% 1-Mar-09 2.02
83 US BK NATL ASSN MINNEAPOLISMTN 98.77 3.40% 1-Mar-09 2.02
84 CITIGROUP INC 104.10 6.20% 15-Mar-09 2.06
85 FLORIDA PWR & LT CO 103.42 5.88% 1-Apr-09 2.10
86 ATLANTIC RICHFIELD CO 103.66 5.90% 15-Apr-09 2.14
87 ROYAL BK CDA MONTREAL QUE 99.52 3.88% 4-May-09 2.19
88 GOLDMAN SACHS GROUP INC 105.06 6.65% 15-May-09 2.22
89 WORLD SVGS BK FSB 100.73 4.50% 15-Jun-09 2.31
90 ASSOCIATES CORP NORTH AMER 109.36 8.55% 15-Jul-09 2.39
91 INTERNATIONAL LEASE FIN CORP 98.50 3.55% 15-Jul-09 2.39
92 NORWEST FINL INC 105.81 6.85% 15-Jul-09 2.39
93 AMERICAN EXPRESS CENTURION MTN 100.45 4.38% 30-Jul-09 2.43
94 ASSOCIATES CORP NORTH AMER 108.81 8.15% 1-Aug-09 2.44
95 WAL MART STORES INC 106.22 6.88% 10-Aug-09 2.46
96 INTERNATIONAL LEASE FIN CORP 98.58 3.75% 15-Aug-09 2.48
97 GILLETTE CO 99.07 3.80% 15-Sep-09 2.56
98 HSBC BK USA GLBL MEDIUM TM SR 99.27 3.88% 15-Sep-09 2.56
 A B C D E
99 HOUSEHOLD FIN CORP INT NT BE 104.66 6.30% 15-Sep-09 2.56
100 NCNB CORP 111.55 9.38% 15-Sep-09 2.56
101 GOLDMAN SACHS GROUP INC 107.42 7.35% 1-Oct-09 2.61
102 NATIONAL WESTMINSTER BK PLC 107.30 7.38% 1-Oct-09 2.61
103 PROTECTIVE LIFE SECD TRS SECD 99.36 4.00% 7-Oct-09 2.62
104 INTERNATIONAL LEASE FIN MTN BE 100.03 4.38% 1-Nov-09 2.69
105 GOLDMAN SACHS GROUP INC 109.25 7.80% 28-Jan-10 2.93
106 NATL CITY BK CLEVE SR MTN BE 99.71 4.25% 29-Jan-10 2.93
107 ASSOCIATES CORP NORTH AMER 110.00 7.95% 15-Feb-10 2.98
108 ALLSTATE LIFE GLOBAL FDG SECD 99.53 4.25% 26-Feb-10 3.01
109 PROTECTIVE LIFE SECD TRS 97.61 3.63% 15-Mar-10 3.06
110 PAINE WEBB GROUP INC SR MTN BE 106.58 6.64% 14-Apr-10 3.14
111 INTERNATIONAL LEASE FIN CORP 101.70 5.00% 15-Apr-10 3.14
112 MORGAN STANLEY & CO INC 99.41 4.25% 15-May-10 3.22
113 NATIONSBANK CORP 106.21 6.60% 15-May-10 3.22
114 GOLDMAN SACHS GROUP INC 100.19 4.50% 15-Jun-10 3.31
115 WELLS FARGO BK N A 109.31 7.55% 21-Jun-10 3.33
116 CITIGROUP INC 100.63 4.63% 3-Aug-10 3.44
117 WELLS FARGO & CO NEW 100.63 4.63% 9-Aug-10 3.46
118 AMERICAN GENERAL CORP 109.09 7.50% 11-Aug-10 3.47
119 HOME DEPOT INC 100.25 4.63% 15-Aug-10 3.48
120 1ST UN NATL BK CHARLOTTE MTNBE 110.33 7.80% 18-Aug-10 3.48
121 HSBC FINANCE CORP 100.41 4.63% 15-Sep-10 3.56
122 BANK OF AMERICA CORPORATION 99.36 4.25% 1-Oct-10 3.61
123 CITIGROUP INC 108.77 7.25% 1-Oct-10 3.61
124 MERRILL LYNCH CO INC MTN BE 100.04 4.50% 4-Nov-10 3.70
125 HSBC FINANCE CORP 102.22 5.25% 14-Jan-11 3.89
126 BANK OF AMERICA CORPORATION 109.86 7.40% 15-Jan-11 3.90
127 GOLDMAN SACHS GROUP INC 108.07 6.88% 15-Jan-11 3.90
128 WELLS FARGO BK N A 106.54 6.45% 1-Feb-11 3.94
129 CREDIT SUISSE USA INC 102.52 5.25% 2-Mar-11 4.02
130 HSBC FINANCE CORP 107.84 6.75% 15-May-11 4.22
131 WASHINGTON MUT FIN CORP 108.19 6.88% 15-May-11 4.22
132 HSBC FINANCE CORP 103.97 5.70% 1-Jun-11 4.27
133 MERRILL LYNCH & CO INC MERRILL 100.37 4.80% 14-Jun-11 4.31
134 HSBC FIN CORP HSBC FIN 103.19 5.60% 15-Jun-11 4.31
135 HOUSEHOLD FIN CORP INT NT BE 107.03 6.60% 15-Jun-11 4.31
136 BANK AMER CORP SR INTNOTES BE 99.15 4.50% 15-Jul-11 4.39
137 US BK NATL ASSN MINN SUB MTNBE 106.96 6.38% 1-Aug-11 4.44
138 WELLS FARGO & CO NEW 106.84 6.38% 1-Aug-11 4.44
139 WELLS FARGO & CO NEW 102.78 5.30% 26-Aug-11 4.51
140 CITIGROUP INC 101.82 5.10% 29-Sep-11 4.60
141 BANKAMERICA CORP 109.79 7.13% 15-Oct-11 4.64
142 CITICORP 110.47 7.25% 15-Oct-11 4.64
143 HOUSEHOLD FIN CORP 106.73 6.38% 15-Oct-11 4.64
144 HOUSEHOLD FIN CORP INT NT BE 105.43 6.05% 15-Oct-11 4.64
145 WACHOVIA CORP 2ND NEW 102.59 5.30% 15-Oct-11 4.64
146 CREDIT SUISSE USA INC 105.96 6.13% 15-Nov-11 4.73
147 HOUSEHOLD FIN CORP INT NT BE 105.06 6.10% 15-Nov-11 4.73
148 MORGAN STANLEY 103.65 5.63% 9-Jan-12 4.88
 A B C D E
149 CREDIT SUISSE USA INC 107.60 6.50% 15-Jan-12 4.90
150 GOLDMAN SACHS GROUP INC 107.89 6.60% 15-Jan-12 4.90
151 GOLDMAN SACHS GROUP INC 102.24 5.30% 14-Feb-12 4.98
152 BANK AMER CORP SUB INTNTS BE 105.35 6.00% 15-Feb-12 4.98
153 CITIGROUP INC 102.37 5.25% 27-Feb-12 5.01
154 MBNA CORP SR MTN BE 112.20 7.50% 15-Mar-12 5.06
155 COLGATE PALMOLIVE CO MTNS BE 106.19 5.98% 25-Apr-12 5.17
156 BOTTLING GROUP LLC 99.37 4.63% 15-Nov-12 5.73
157 BANK OF AMERICA CORPORATION 100.65 4.88% 15-Jan-13 5.90
158 MERCK & CO INC 98.06 4.38% 15-Feb-13 5.98
159 MORGAN STANLEY 101.98 5.30% 1-Mar-13 6.02
160 GOLDMAN SACHS GROUP INC 101.98 5.25% 1-Apr-13 6.11
161 WAL MART STORES INC 98.64 4.55% 1-May-13 6.19
162 BANK AMER CORP SUB INTNTS BE 93.38 4.10% 15-May-13 6.23
163 ENGELHARD CORP 95.49 4.25% 15-May-13 6.23
164 NORFOLK SOUTHN RY CO 112.55 7.30% 15-Jun-13 6.31
165 PITNEY BOWES INC GLBL MTNS BE 94.34 3.88% 15-Jun-13 6.31
166 GOLDMAN SACHS GROUP INC 99.04 4.75% 15-Jul-13 6.39
167 SALOMON SMITH BARNEY HLDGS INC 112.07 7.30% 1-Aug-13 6.44
168 BANK OF AMERICA CORPORATION 99.55 4.75% 15-Aug-13 6.48
169 CREDIT SUISSE USA INC 103.66 5.50% 15-Aug-13 6.48
170 AETNA INC 109.56 6.75% 15-Sep-13 6.56
171 CITIGROUP GLOBAL MKTS HLDGS 99.40 5.00% 15-Nov-13 6.73
172 HOME DEPOT INC 102.21 5.25% 16-Dec-13 6.82
173 CREDIT SUISSE USA INC 101.72 5.13% 15-Jan-14 6.90
174 GOLDMAN SACHS GROUP INC 101.01 5.15% 15-Jan-14 6.90
175 ABBOTT LABS 97.09 4.35% 15-Mar-14 7.06
176 HSBC BK USA NEW YORK NY 97.98 4.63% 1-Apr-14 7.11
177 GLAXOSMITHKLINE CAP INC 97.23 4.38% 15-Apr-14 7.15
178 WELLS FARGO & CO NEW 98.14 4.63% 15-Apr-14 7.15
179 CITIGROUP INC 101.71 5.13% 5-May-14 7.20
180 ASTRAZENECA PLC 103.23 5.40% 1-Jun-14 7.27
181 MERRILL LYNCH CO INC MTN BE 102.95 5.45% 15-Jul-14 7.39
182 PITNEY BOWES INC GLBL MTNS BE 99.28 4.88% 15-Aug-14 7.48
183 PROCTER & GAMBLE CO 100.64 4.95% 15-Aug-14 7.48
184 CITIGROUP INC 100.02 5.00% 15-Sep-14 7.56
185 GOLDMAN SACHS GROUP INC 99.52 5.00% 1-Oct-14 7.61
186 ROYAL BK SCOTLAND GROUP PLC 100.62 5.00% 1-Oct-14 7.61
187 GOLDMAN SACHS GROUP INC 102.79 5.50% 15-Nov-14 7.73
188 GOLDMAN SACHS GROUP INC 100.17 5.13% 15-Jan-15 7.90
189 MERRILL LYNCH CO INC MTN BE 99.94 5.00% 15-Jan-15 7.90
190 JP MORGAN CHASE & CO 98.82 4.75% 1-Mar-15 8.02
191 MERCK & CO INC 98.50 4.75% 1-Mar-15 8.02
192 US BK NATL ASSN MINN SUB MTNBE 98.46 4.80% 15-Apr-15 8.15
193 CITIGROUP INC 99.12 4.88% 7-May-15 8.21
194 CITIGROUP INC 98.60 4.70% 29-May-15 8.27
195 MBNA CORP SR MTN BE 100.05 5.00% 15-Jun-15 8.31
196 WAL MART STORES INC 97.03 4.50% 1-Jul-15 8.36
197 WESTLB AG NEW YORK BRH 98.35 4.80% 15-Jul-15 8.39
198 BANK OF AMERICA CORPORATION 98.68 4.75% 1-Aug-15 8.44
 A B C D E
199 KIMBERLY CLARK CORP 98.85 4.88% 15-Aug-15 8.48
200 SUNTRUST BK ATLANTA MDTMSBNTBE 99.82 5.00% 1-Sep-15 8.53
201 MERRILL LYNCH CO INC MTN BE 101.84 5.30% 30-Sep-15 8.61
202 CITIGROUP GLOBAL MKTS HLDGS 98.75 5.00% 15-Oct-15 8.65
203 MORGAN STANLEY 101.54 5.38% 15-Oct-15 8.65
204 AMERICAN EXPRESS CR CORP MTNBE 102.74 5.30% 2-Dec-15 8.78
205 PROCTER & GAMBLE CO 99.60 4.85% 15-Dec-15 8.81
206 DEAN WITTER DISCOVER & CO 110.48 6.75% 1-Jan-16 8.86
207 GOLDMAN SACHS GROUP INC 101.08 5.35% 15-Jan-16 8.90
208 HSBC FINANCE CORP 103.03 5.50% 19-Jan-16 8.91
209 HOME DEPOT INC 100.66 5.40% 1-Mar-16 9.02
210 CREDIT SUISSE USA INC 102.87 5.38% 2-Mar-16 9.03
211 ABBOTT LABS 106.27 5.88% 15-May-16 9.23
212 JPMORGAN CHASE BK NEW YORK N Y 105.63 5.88% 13-Jun-16 9.31
213 CITIGROUP INC 106.47 5.85% 2-Aug-16 9.45
214 BANK OF AMERICA CORPORATION 105.00 5.75% 15-Aug-16 9.48
215 NATIONSBANK CORP 119.53 7.80% 15-Sep-16 9.57
216 WELLS FARGO & CO NEW 100.25 5.13% 15-Sep-16 9.57
217 GOLDMAN SACHS GROUP INC 103.52 5.75% 1-Oct-16 9.61
218 AMERICAN INTL GROUP INC MTN BE 104.29 5.60% 18-Oct-16 9.66
219 MORGAN STANLEY 104.20 5.75% 18-Oct-16 9.66
220 COLGATE PALMOLIVE CO MTNS BE 101.60 5.20% 7-Nov-16 9.71
221 MORGAN STANLEY 101.38 5.45% 9-Jan-17 9.88
222 CITIGROUP INC 102.74 5.50% 15-Feb-17 9.99
223 SUNTRUST BK ATLANTA MDTMSBNTBE 104.62 5.45% 1-Dec-17 10.78
224 PITNEY BOWES INC GLBL MTNS BE 97.36 4.75% 15-May-18 11.23
225 KIMBERLY CLARK CORP 109.82 6.25% 15-Jul-18 11.40
226 MERRILL LYNCH & CO INC 112.35 6.50% 15-Jul-18 11.40
227 MERRILL LYNCH & CO INC 115.81 6.88% 15-Nov-18 11.73
228 FIFTH THIRD BK CIN OHIO MTN BE 99.09 5.20% 1-Mar-19 12.02
229 ATLANTIC RICHFIELD CO 132.01 8.25% 1-Feb-22 14.95
230 CITIGROUP INC 125.85 7.88% 15-May-25 18.24
231 MERCK & CO INC 111.02 6.30% 1-Jan-26 18.87
232 SUNAMERICA INC MTN BE 113.70 7.00% 13-Feb-26 18.99
233 MORGAN STANLEY 110.44 6.25% 9-Aug-26 19.47
234 HYDRO-QUEBEC 137.75 8.25% 15-Jan-27 19.91
235 NORTHERN ILL GAS CO 116.30 6.58% 15-Feb-28 20.99
236 MERCK & CO INC 107.38 5.95% 1-Dec-28 21.79
237 WAL MART STORES INC 127.27 7.55% 15-Feb-30 22.99
238 CREDIT SUISSE USA INC 124.87 7.13% 15-Jul-32 25.41
239 GOLDMAN SACHS GROUP INC 107.82 6.13% 15-Feb-33 26.00
240 CITIGROUP INC 108.40 6.00% 31-Oct-33 26.70
241 PROCTER & GAMBLE CO 107.97 5.80% 15-Aug-34 27.49
242 CITIGROUP INC 106.82 5.85% 11-Dec-34 27.82
243 WAL MART STORES INC 97.87 5.25% 1-Sep-35 28.54
244 HSBC HLDGS PLC 114.13 6.50% 2-May-36 29.21
245 BAC CAPITAL TRUST XI 113.93 6.63% 23-May-36 29.27
246 CITIGROUP INC 109.49 6.13% 25-Aug-36 29.52
247 MERCK & CO INC 104.75 5.75% 15-Nov-36 29.75
248 HOME DEPOT INC 104.24 5.88% 16-Dec-36 29.83
 A B C D E
249 WACHOVIA BK NATL ASSN MTN SUB 105.60 5.85% 1-Feb-37 29.96
 F G
D DATA, 23
1 FEBRUARY 2007

2 Yield
3 -28.79% #VALUE!
4 -5.69% #VALUE!
5 -5.20%
6 -3.34%
7 -1.36%
8 -1.70%
9 -1.51%
10 -0.15%
2351241 x² + 0.010774499703841
0.69% x + 0.01248722807841
11
12 1.05%
13 1.17%
14 16
14 18 20
1.21% 22 24 26 28 30
15 1.40%
16 1.38%
17 2.06%
18 2.24%
19 2.22%
20 2.54%
21 2.45%
22 2.48%
23 2.87%
24 2.91%
25 2.88%
26 2.92%
27 2.95%
28 2.88%
29 3.20%
30 3.12%
31 3.15%
32 3.11%
33 3.31%
34 3.27%
35 3.27%
36 3.21%
37 3.34%
38 3.50%
39 3.49%
40 3.56%
41 3.59%
42 3.44%
43 3.98%
44 3.68%
45 3.42%
46 3.58%
47 3.67%
48 3.86%
 F G
49 3.66%
50 3.58%
51 3.66%
52 3.76%
53 3.70%
54 3.86%
55 3.84%
56 3.63%
57 3.70%
58 3.91%
59 3.79%
60 3.71%
61 3.93%
62 3.79%
63 3.90%
64 3.86%
65 3.94%
66 3.98%
67 4.00%
68 3.85%
69 4.06%
70 4.03%
71 3.98%
72 4.02%
73 4.07%
74 3.98%
75 4.05%
76 3.98%
77 4.02%
78 4.07%
79 4.01%
80 4.13%
81 4.18%
82 4.04%
83 4.04%
84 4.10%
85 4.16%
86 4.09%
87 4.10%
88 4.24%
89 4.16%
90 4.38%
91 4.21%
92 4.27%
93 4.18%
94 4.30%
95 4.19%
96 4.36%
97 4.19%
98 4.18%
 F G
99 4.35%
100 4.53%
101 4.30%
102 4.37%
103 4.26%
104 4.36%
105 4.40%
106 4.36%
107 4.33%
108 4.42%
109 4.47%
110 4.37%
111 4.41%
112 4.45%
113 4.51%
114 4.44%
115 4.50%
116 4.43%
117 4.43%
118 4.63%
119 4.55%
120 4.56%
121 4.50%
122 4.44%
123 4.58%
124 4.49%
125 4.62%
126 4.60%
127 4.59%
128 4.61%
129 4.56%
130 4.68%
131 4.71%
132 4.66%
133 4.70%
134 4.77%
135 4.77%
136 4.72%
137 4.62%
138 4.65%
139 4.61%
140 4.65%
141 4.75%
142 4.71%
143 4.74%
144 4.73%
145 4.67%
146 4.70%
147 4.89%
148 4.78%
 F G
149 4.74%
150 4.77%
151 4.79%
152 4.78%
153 4.71%
154 4.76%
155 4.62%
156 4.75%
157 4.75%
158 4.75%
159 4.92%
160 4.87%
161 4.81%
162 5.36%
163 5.10%
164 4.96%
165 4.93%
166 4.93%
167 5.08%
168 4.83%
169 4.83%
170 5.02%
171 5.11%
172 4.86%
173 4.83%
174 4.97%
175 4.84%
176 4.97%
177 4.84%
178 4.94%
179 4.84%
180 4.87%
181 4.97%
182 4.99%
183 4.85%
184 5.00%
185 5.08%
186 4.90%
187 5.06%
188 5.10%
189 5.01%
190 4.93%
191 4.98%
192 5.03%
193 5.01%
194 4.91%
195 4.99%
196 4.94%
197 5.04%
198 4.94%
 F G
199 5.04%
200 5.03%
201 5.03%
202 5.18%
203 5.15%
204 4.91%
205 4.91%
206 5.25%
207 5.20%
208 5.07%
209 5.31%
210 4.98%
211 5.02%
212 5.11%
213 4.98%
214 5.08%
215 5.18%
216 5.09%
217 5.28%
218 5.03%
219 5.19%
220 4.99%
221 5.27%
222 5.15%
223 4.89%
224 5.06%
225 5.10%
226 5.06%
227 5.07%
228 5.30%
229 5.15%
230 5.59%
231 5.36%
232 5.80%
233 5.38%
234 5.19%
235 5.28%
236 5.37%
237 5.45%
238 5.33%
239 5.55%
240 5.40%
241 5.25%
242 5.37%
243 5.40%
244 5.52%
245 5.65%
246 5.47%
247 5.43%
248 5.58%
 F G
249 5.47%
 A B C D E

1
YAHOO AA BOND DATA, 23 FEBRUARY 2007
Yields on bonds with maturity > 1/2 year
Maturity Maturity in
2 Issuer Price Coupon
date years
3 U S BANCORP MTNS BK ENT 101.36 3.95% 23-Aug-07 0.50
4 BANK NEW YORK MTN BK ENT 101.28 3.90% 1-Sep-07 0.52
5 BANK ONE CORP 101.41 4.13% 1-Sep-07 0.52
6 SUNAMERICA
7% INC 102.79 6.75% 1-Oct-07 0.60
7 BANKAMERICA CORP 102.77 6.63% 15-Oct-07 0.64
8 HOUSEHOLD FIN CORP INT NT BE 103.65 8.00% 15-Oct-07 0.64
9 INTERNATIONAL
6% LEASE FIN CORP 101.04 4.00% 15-Nov-07 0.73
10 MERRILL LYNCH CO INC MTN BE 101.10 4.00% 15-Nov-07 0.73
f(x) = 6.20293705237782E-06 x³ − 0.000320418215761 x² + 0.004990669149123 x + 0.0291793
11 MERRILL LYNCH & CO INC 103.25 6.56% 16-Dec-07 0.81
R² = 0.815394505769138
12 5%
BANKBOSTON NA 102.91 6.50% 19-Dec-07 0.82
13 BANK ONE CHICAGO ILL MTN BE 100.69 3.70% 15-Jan-08 0.89
14 GOLDMAN SACHS GROUP INC 101.09 4.13% 15-Jan-08 0.89
15 BANK4%NEW YORK NY MEDTERM NT BE 100.81 3.80% 1-Feb-08 0.94
16 CITIGROUP INC 100.50 3.50% 1-Feb-08 0.94
17 CHEVRONTEXACO CAP CO 100.47 3.38% 15-Feb-08 0.98
18 WELLS3%FARGO & CO NEW 100.94 4.13% 10-Mar-08 1.04
19 ABBOTT LABS 102.96 6.00% 15-Mar-08 1.06
20 GILLETTE CO 99.72 2.88% 15-Mar-08 1.06
21 LILLY2%
ELI & CO 99.78 2.90% 15-Mar-08 1.06
22 MBNA AMER BK NA SUB MTN 144A 103.54 6.75% 15-Mar-08 1.06
23 U S BANCORP MTNS BK ENT 99.85 3.13% 15-Mar-08 1.06
24 1%
MERRILL LYNCH & CO INC MERRILL 99.77 3.05% 17-Mar-08 1.06
25 US BK NATL ASSN MINNEAPOLISMTN 100.94 4.13% 17-Mar-08 1.06
26 BANKBOSTON NA SUB BK MTN 103.20 6.38% 25-Mar-08 1.08
27 0%
BANKBOSTON NA SUB BK MTN 103.18 6.38% 15-Apr-08 1.14
28 0
INTERNATIONAL 2
LEASE 4 CORP6
FIN 8 101.1610 4.50%12 14
1-May-08 16 181.19 20 22 24
29 FLEET FINL GROUP INC NEW 103.33 6.38% 15-May-08 1.22
30 HOUSEHOLD FIN CORP INT NT BE 100.19 3.75% 15-May-08 1.22
31 AMERICAN EXPRESS CR CORP 99.47 3.00% 16-May-08 1.23
32 MERRILL LYNCH & CO INC MERRILL 98.62 2.85% 27-May-08 1.26
33 FLORIDA PWR & LT CO 102.84 6.00% 1-Jun-08 1.27
34 GILLETTE CO 98.86 2.50% 1-Jun-08 1.27
35 INTERNATIONAL LEASE FIN MTN BE 101.28 4.63% 2-Jun-08 1.27
36 INTERNATIONAL LEASE FIN CORP 99.91 3.60% 15-Jun-08 1.31
37 MORGAN STANLEY 107.74 10.00% 15-Jun-08 1.31
38 HOUSEHOLD FIN CORP 103.47 6.40% 17-Jun-08 1.32
39 BANK ONE CORP 98.75 2.63% 30-Jun-08 1.35
40 MERRILL LYNCH CO INC MTN BE 99.28 3.13% 15-Jul-08 1.39
41 BANK ONE CORP 103.11 6.00% 1-Aug-08 1.44
42 BANK OF AMERICA CORPORATION 99.36 3.25% 15-Aug-08 1.48
43 CHEMICAL BK NY NY 104.04 6.70% 15-Aug-08 1.48
44 INTERNATIONAL LEASE FIN MTN BE 101.38 4.81% 15-Aug-08 1.48
45 PROCTER & GAMBLE CO 100.95 4.30% 15-Aug-08 1.48
46 ABBOTT LABS 102.54 5.40% 15-Sep-08 1.56
 A B C D E
47 INTERNATIONAL LEASE FIN CORP 100.65 4.35% 15-Sep-08 1.56
48 MANITOBA PROV CDA 102.63 5.50% 1-Oct-08 1.61
49 WAL MART STORES INC 99.48 3.38% 1-Oct-08 1.61
50 MERRILL LYNCH & CO INC 103.65 6.25% 15-Oct-08 1.64
51 MERRILL LYNCH & CO INC 104.06 6.38% 15-Oct-08 1.64
52 SUNTRUST BKS INC 100.16 4.00% 15-Oct-08 1.64
53 MERRILL LYNCH CO INC MTN BE 101.55 4.83% 27-Oct-08 1.68
54 ASSOCIATES CORP NORTH AMER 103.72 6.25% 1-Nov-08 1.69
55 CHEMICAL BK NY NY 103.45 6.13% 1-Nov-08 1.69
56 CITICORP MTN SUB BE 103.91 6.38% 15-Nov-08 1.73
57 PROCTER & GAMBLE CO 99.39 3.50% 15-Dec-08 1.81
58 BANK NEW YORK MTN BK ENT 99.22 3.63% 15-Jan-09 1.90
59 FLEET NATL BK PROV RI MTN BE 103.10 5.75% 15-Jan-09 1.90
60 GOLDMAN SACHS GROUP INC 99.81 3.88% 15-Jan-09 1.90
61 MORGAN STANLEY 99.74 3.88% 15-Jan-09 1.90
62 HOUSEHOLD FIN CORP 103.33 5.88% 1-Feb-09 1.94
63 CITIGROUP INC 99.34 3.63% 9-Feb-09 1.96
64 BANKAMERICA CORP 103.44 5.88% 15-Feb-09 1.98
65 ABBOTT LABS 99.10 3.50% 17-Feb-09 1.99
66 BANK OF AMERICA CORPORATION 98.78 3.38% 17-Feb-09 1.99
67 MERRILL LYNCH & CO INC 103.64 6.00% 17-Feb-09 1.99
68 WACHOVIA CORP 2ND NEW 99.28 3.63% 17-Feb-09 1.99
69 BANKAMERICA CORP 105.74 7.13% 1-Mar-09 2.02
70 BANQUE PARIBAS 105.16 6.88% 1-Mar-09 2.02
71 ILLINOIS TOOL WKS INC 103.27 5.75% 1-Mar-09 2.02
72 US BK NATL ASSN MINNEAPOLISMTN 98.77 3.40% 1-Mar-09 2.02
73 CITIGROUP INC 104.10 6.20% 15-Mar-09 2.06
74 FLORIDA PWR & LT CO 103.42 5.88% 1-Apr-09 2.10
75 ATLANTIC RICHFIELD CO 103.66 5.90% 15-Apr-09 2.14
76 ROYAL BK CDA MONTREAL QUE 99.52 3.88% 4-May-09 2.19
77 GOLDMAN SACHS GROUP INC 105.06 6.65% 15-May-09 2.22
78 WORLD SVGS BK FSB 100.73 4.50% 15-Jun-09 2.31
79 ASSOCIATES CORP NORTH AMER 109.36 8.55% 15-Jul-09 2.39
80 INTERNATIONAL LEASE FIN CORP 98.50 3.55% 15-Jul-09 2.39
81 NORWEST FINL INC 105.81 6.85% 15-Jul-09 2.39
82 AMERICAN EXPRESS CENTURION MTN 100.45 4.38% 30-Jul-09 2.43
83 ASSOCIATES CORP NORTH AMER 108.81 8.15% 1-Aug-09 2.44
84 WAL MART STORES INC 106.22 6.88% 10-Aug-09 2.46
85 INTERNATIONAL LEASE FIN CORP 98.58 3.75% 15-Aug-09 2.48
86 GILLETTE CO 99.07 3.80% 15-Sep-09 2.56
87 HSBC BK USA GLBL MEDIUM TM SR 99.27 3.88% 15-Sep-09 2.56
88 HOUSEHOLD FIN CORP INT NT BE 104.66 6.30% 15-Sep-09 2.56
89 NCNB CORP 111.55 9.38% 15-Sep-09 2.56
90 GOLDMAN SACHS GROUP INC 107.42 7.35% 1-Oct-09 2.61
91 NATIONAL WESTMINSTER BK PLC 107.30 7.38% 1-Oct-09 2.61
92 PROTECTIVE LIFE SECD TRS SECD 99.36 4.00% 7-Oct-09 2.62
93 INTERNATIONAL LEASE FIN MTN BE 100.03 4.38% 1-Nov-09 2.69
94 GOLDMAN SACHS GROUP INC 109.25 7.80% 28-Jan-10 2.93
95 NATL CITY BK CLEVE SR MTN BE 99.71 4.25% 29-Jan-10 2.93
96 ASSOCIATES CORP NORTH AMER 110.00 7.95% 15-Feb-10 2.98
 A B C D E
97 ALLSTATE LIFE GLOBAL FDG SECD 99.53 4.25% 26-Feb-10 3.01
98 PROTECTIVE LIFE SECD TRS 97.61 3.63% 15-Mar-10 3.06
99 PAINE WEBB GROUP INC SR MTN BE 106.58 6.64% 14-Apr-10 3.14
100 INTERNATIONAL LEASE FIN CORP 101.70 5.00% 15-Apr-10 3.14
101 MORGAN STANLEY & CO INC 99.41 4.25% 15-May-10 3.22
102 NATIONSBANK CORP 106.21 6.60% 15-May-10 3.22
103 GOLDMAN SACHS GROUP INC 100.19 4.50% 15-Jun-10 3.31
104 WELLS FARGO BK N A 109.31 7.55% 21-Jun-10 3.33
105 CITIGROUP INC 100.63 4.63% 3-Aug-10 3.44
106 WELLS FARGO & CO NEW 100.63 4.63% 9-Aug-10 3.46
107 AMERICAN GENERAL CORP 109.09 7.50% 11-Aug-10 3.47
108 HOME DEPOT INC 100.25 4.63% 15-Aug-10 3.48
109 1ST UN NATL BK CHARLOTTE MTNBE 110.33 7.80% 18-Aug-10 3.48
110 HSBC FINANCE CORP 100.41 4.63% 15-Sep-10 3.56
111 BANK OF AMERICA CORPORATION 99.36 4.25% 1-Oct-10 3.61
112 CITIGROUP INC 108.77 7.25% 1-Oct-10 3.61
113 MERRILL LYNCH CO INC MTN BE 100.04 4.50% 4-Nov-10 3.70
114 HSBC FINANCE CORP 102.22 5.25% 14-Jan-11 3.89
115 BANK OF AMERICA CORPORATION 109.86 7.40% 15-Jan-11 3.90
116 GOLDMAN SACHS GROUP INC 108.07 6.88% 15-Jan-11 3.90
117 WELLS FARGO BK N A 106.54 6.45% 1-Feb-11 3.94
118 CREDIT SUISSE USA INC 102.52 5.25% 2-Mar-11 4.02
119 HSBC FINANCE CORP 107.84 6.75% 15-May-11 4.22
120 WASHINGTON MUT FIN CORP 108.19 6.88% 15-May-11 4.22
121 HSBC FINANCE CORP 103.97 5.70% 1-Jun-11 4.27
122 MERRILL LYNCH & CO INC MERRILL 100.37 4.80% 14-Jun-11 4.31
123 HSBC FIN CORP HSBC FIN 103.19 5.60% 15-Jun-11 4.31
124 HOUSEHOLD FIN CORP INT NT BE 107.03 6.60% 15-Jun-11 4.31
125 BANK AMER CORP SR INTNOTES BE 99.15 4.50% 15-Jul-11 4.39
126 US BK NATL ASSN MINN SUB MTNBE 106.96 6.38% 1-Aug-11 4.44
127 WELLS FARGO & CO NEW 106.84 6.38% 1-Aug-11 4.44
128 WELLS FARGO & CO NEW 102.78 5.30% 26-Aug-11 4.51
129 CITIGROUP INC 101.82 5.10% 29-Sep-11 4.60
130 BANKAMERICA CORP 109.79 7.13% 15-Oct-11 4.64
131 CITICORP 110.47 7.25% 15-Oct-11 4.64
132 HOUSEHOLD FIN CORP 106.73 6.38% 15-Oct-11 4.64
133 HOUSEHOLD FIN CORP INT NT BE 105.43 6.05% 15-Oct-11 4.64
134 WACHOVIA CORP 2ND NEW 102.59 5.30% 15-Oct-11 4.64
135 CREDIT SUISSE USA INC 105.96 6.13% 15-Nov-11 4.73
136 HOUSEHOLD FIN CORP INT NT BE 105.06 6.10% 15-Nov-11 4.73
137 MORGAN STANLEY 103.65 5.63% 9-Jan-12 4.88
138 CREDIT SUISSE USA INC 107.60 6.50% 15-Jan-12 4.90
139 GOLDMAN SACHS GROUP INC 107.89 6.60% 15-Jan-12 4.90
140 GOLDMAN SACHS GROUP INC 102.24 5.30% 14-Feb-12 4.98
141 BANK AMER CORP SUB INTNTS BE 105.35 6.00% 15-Feb-12 4.98
142 CITIGROUP INC 102.37 5.25% 27-Feb-12 5.01
143 MBNA CORP SR MTN BE 112.20 7.50% 15-Mar-12 5.06
144 COLGATE PALMOLIVE CO MTNS BE 106.19 5.98% 25-Apr-12 5.17
145 BOTTLING GROUP LLC 99.37 4.63% 15-Nov-12 5.73
146 BANK OF AMERICA CORPORATION 100.65 4.88% 15-Jan-13 5.90
 A B C D E
147 MERCK & CO INC 98.06 4.38% 15-Feb-13 5.98
148 MORGAN STANLEY 101.98 5.30% 1-Mar-13 6.02
149 GOLDMAN SACHS GROUP INC 101.98 5.25% 1-Apr-13 6.11
150 WAL MART STORES INC 98.64 4.55% 1-May-13 6.19
151 BANK AMER CORP SUB INTNTS BE 93.38 4.10% 15-May-13 6.23
152 ENGELHARD CORP 95.49 4.25% 15-May-13 6.23
153 NORFOLK SOUTHN RY CO 112.55 7.30% 15-Jun-13 6.31
154 PITNEY BOWES INC GLBL MTNS BE 94.34 3.88% 15-Jun-13 6.31
155 GOLDMAN SACHS GROUP INC 99.04 4.75% 15-Jul-13 6.39
156 SALOMON SMITH BARNEY HLDGS INC 112.07 7.30% 1-Aug-13 6.44
157 BANK OF AMERICA CORPORATION 99.55 4.75% 15-Aug-13 6.48
158 CREDIT SUISSE USA INC 103.66 5.50% 15-Aug-13 6.48
159 AETNA INC 109.56 6.75% 15-Sep-13 6.56
160 CITIGROUP GLOBAL MKTS HLDGS 99.40 5.00% 15-Nov-13 6.73
161 HOME DEPOT INC 102.21 5.25% 16-Dec-13 6.82
162 CREDIT SUISSE USA INC 101.72 5.13% 15-Jan-14 6.90
163 GOLDMAN SACHS GROUP INC 101.01 5.15% 15-Jan-14 6.90
164 ABBOTT LABS 97.09 4.35% 15-Mar-14 7.06
165 HSBC BK USA NEW YORK NY 97.98 4.63% 1-Apr-14 7.11
166 GLAXOSMITHKLINE CAP INC 97.23 4.38% 15-Apr-14 7.15
167 WELLS FARGO & CO NEW 98.14 4.63% 15-Apr-14 7.15
168 CITIGROUP INC 101.71 5.13% 5-May-14 7.20
169 ASTRAZENECA PLC 103.23 5.40% 1-Jun-14 7.27
170 MERRILL LYNCH CO INC MTN BE 102.95 5.45% 15-Jul-14 7.39
171 PITNEY BOWES INC GLBL MTNS BE 99.28 4.88% 15-Aug-14 7.48
172 PROCTER & GAMBLE CO 100.64 4.95% 15-Aug-14 7.48
173 CITIGROUP INC 100.02 5.00% 15-Sep-14 7.56
174 GOLDMAN SACHS GROUP INC 99.52 5.00% 1-Oct-14 7.61
175 ROYAL BK SCOTLAND GROUP PLC 100.62 5.00% 1-Oct-14 7.61
176 GOLDMAN SACHS GROUP INC 102.79 5.50% 15-Nov-14 7.73
177 GOLDMAN SACHS GROUP INC 100.17 5.13% 15-Jan-15 7.90
178 MERRILL LYNCH CO INC MTN BE 99.94 5.00% 15-Jan-15 7.90
179 JP MORGAN CHASE & CO 98.82 4.75% 1-Mar-15 8.02
180 MERCK & CO INC 98.50 4.75% 1-Mar-15 8.02
181 US BK NATL ASSN MINN SUB MTNBE 98.46 4.80% 15-Apr-15 8.15
182 CITIGROUP INC 99.12 4.88% 7-May-15 8.21
183 CITIGROUP INC 98.60 4.70% 29-May-15 8.27
184 MBNA CORP SR MTN BE 100.05 5.00% 15-Jun-15 8.31
185 WAL MART STORES INC 97.03 4.50% 1-Jul-15 8.36
186 WESTLB AG NEW YORK BRH 98.35 4.80% 15-Jul-15 8.39
187 BANK OF AMERICA CORPORATION 98.68 4.75% 1-Aug-15 8.44
188 KIMBERLY CLARK CORP 98.85 4.88% 15-Aug-15 8.48
189 SUNTRUST BK ATLANTA MDTMSBNTBE 99.82 5.00% 1-Sep-15 8.53
190 MERRILL LYNCH CO INC MTN BE 101.84 5.30% 30-Sep-15 8.61
191 CITIGROUP GLOBAL MKTS HLDGS 98.75 5.00% 15-Oct-15 8.65
192 MORGAN STANLEY 101.54 5.38% 15-Oct-15 8.65
193 AMERICAN EXPRESS CR CORP MTNBE 102.74 5.30% 2-Dec-15 8.78
194 PROCTER & GAMBLE CO 99.60 4.85% 15-Dec-15 8.81
195 DEAN WITTER DISCOVER & CO 110.48 6.75% 1-Jan-16 8.86
196 GOLDMAN SACHS GROUP INC 101.08 5.35% 15-Jan-16 8.90
 A B C D E
197 HSBC FINANCE CORP 103.03 5.50% 19-Jan-16 8.91
198 HOME DEPOT INC 100.66 5.40% 1-Mar-16 9.02
199 CREDIT SUISSE USA INC 102.87 5.38% 2-Mar-16 9.03
200 ABBOTT LABS 106.27 5.88% 15-May-16 9.23
201 JPMORGAN CHASE BK NEW YORK N Y 105.63 5.88% 13-Jun-16 9.31
202 CITIGROUP INC 106.47 5.85% 2-Aug-16 9.45
203 BANK OF AMERICA CORPORATION 105.00 5.75% 15-Aug-16 9.48
204 NATIONSBANK CORP 119.53 7.80% 15-Sep-16 9.57
205 WELLS FARGO & CO NEW 100.25 5.13% 15-Sep-16 9.57
206 GOLDMAN SACHS GROUP INC 103.52 5.75% 1-Oct-16 9.61
207 AMERICAN INTL GROUP INC MTN BE 104.29 5.60% 18-Oct-16 9.66
208 MORGAN STANLEY 104.20 5.75% 18-Oct-16 9.66
209 COLGATE PALMOLIVE CO MTNS BE 101.60 5.20% 7-Nov-16 9.71
210 MORGAN STANLEY 101.38 5.45% 9-Jan-17 9.88
211 CITIGROUP INC 102.74 5.50% 15-Feb-17 9.99
212 SUNTRUST BK ATLANTA MDTMSBNTBE 104.62 5.45% 1-Dec-17 10.78
213 PITNEY BOWES INC GLBL MTNS BE 97.36 4.75% 15-May-18 11.23
214 KIMBERLY CLARK CORP 109.82 6.25% 15-Jul-18 11.40
215 MERRILL LYNCH & CO INC 112.35 6.50% 15-Jul-18 11.40
216 MERRILL LYNCH & CO INC 115.81 6.88% 15-Nov-18 11.73
217 FIFTH THIRD BK CIN OHIO MTN BE 99.09 5.20% 1-Mar-19 12.02
218 ATLANTIC RICHFIELD CO 132.01 8.25% 1-Feb-22 14.95
219 CITIGROUP INC 125.85 7.88% 15-May-25 18.24
220 MERCK & CO INC 111.02 6.30% 1-Jan-26 18.87
221 SUNAMERICA INC MTN BE 113.70 7.00% 13-Feb-26 18.99
222 MORGAN STANLEY 110.44 6.25% 9-Aug-26 19.47
223 HYDRO-QUEBEC 137.75 8.25% 15-Jan-27 19.91
224 NORTHERN ILL GAS CO 116.30 6.58% 15-Feb-28 20.99
225 MERCK & CO INC 107.38 5.95% 1-Dec-28 21.79
226 WAL MART STORES INC 127.27 7.55% 15-Feb-30 22.99
227 CREDIT SUISSE USA INC 124.87 7.13% 15-Jul-32 25.41
228 GOLDMAN SACHS GROUP INC 107.82 6.13% 15-Feb-33 26.00
229 CITIGROUP INC 108.40 6.00% 31-Oct-33 26.70
230 PROCTER & GAMBLE CO 107.97 5.80% 15-Aug-34 27.49
231 CITIGROUP INC 106.82 5.85% 11-Dec-34 27.82
232 WAL MART STORES INC 97.87 5.25% 1-Sep-35 28.54
233 HSBC HLDGS PLC 114.13 6.50% 2-May-36 29.21
234 BAC CAPITAL TRUST XI 113.93 6.63% 23-May-36 29.27
235 CITIGROUP INC 109.49 6.13% 25-Aug-36 29.52
236 MERCK & CO INC 104.75 5.75% 15-Nov-36 29.75
237 HOME DEPOT INC 104.24 5.88% 16-Dec-36 29.83
238 WACHOVIA BK NATL ASSN MTN SUB 105.60 5.85% 1-Feb-37 29.96
 F G H I J

DATA, 23 1FEBRUARY 2007

s with maturity > 1/2 year
2 Yield
3 1.21% #VALUE!
4 1.40%
5 1.38%
6 2.06%
7 2.24%
8 2.22%
9 2.54%
10 2.45%
x² + 0.004990669149123 x + 0.029179339712969
11 2.48%
12 2.87%
13 2.91%
14 2.88%
15 2.92%
16 2.95%
17 2.88%
18 3.20%
19 3.12%
20 3.15%
21 3.11%
22 3.31% -
23 3.27%
24 3.27%
25 3.21%
26 3.34%
27 3.50%
16 1828 20 22
3.49% 24 26 28 30
29 3.56%
30 3.59%
31 3.44%
32 3.98%
33 3.68%
34 3.42%
35 3.58%
36 3.67%
37 3.86%
38 3.66%
39 3.58%
40 3.66%
41 3.76%
42 3.70%
43 3.86%
44 3.84%
45 3.63%
46 3.70%
 F G H I J
47 3.91%
48 3.79%
49 3.71%
50 3.93%
51 3.79%
52 3.90%
53 3.86%
54 3.94%
55 3.98%
56 4.00%
57 3.85%
58 4.06%
59 4.03%
60 3.98%
61 4.02%
62 4.07%
63 3.98%
64 4.05%
65 3.98%
66 4.02%
67 4.07%
68 4.01%
69 4.13%
70 4.18%
71 4.04%
72 4.04%
73 4.10%
74 4.16%
75 4.09%
76 4.10%
77 4.24%
78 4.16%
79 4.38%
80 4.21%
81 4.27%
82 4.18%
83 4.30%
84 4.19%
85 4.36%
86 4.19%
87 4.18%
88 4.35%
89 4.53%
90 4.30%
91 4.37%
92 4.26%
93 4.36%
94 4.40%
95 4.36%
96 4.33%
 F G H I J
97 4.42%
98 4.47%
99 4.37%
100 4.41%
101 4.45%
102 4.51%
103 4.44%
104 4.50%
105 4.43%
106 4.43%
107 4.63%
108 4.55%
109 4.56%
110 4.50%
111 4.44%
112 4.58%
113 4.49%
114 4.62%
115 4.60%
116 4.59%
117 4.61%
118 4.56%
119 4.68%
120 4.71%
121 4.66%
122 4.70%
123 4.77%
124 4.77%
125 4.72%
126 4.62%
127 4.65%
128 4.61%
129 4.65%
130 4.75%
131 4.71%
132 4.74%
133 4.73%
134 4.67%
135 4.70%
136 4.89%
137 4.78%
138 4.74%
139 4.77%
140 4.79%
141 4.78%
142 4.71%
143 4.76%
144 4.62%
145 4.75%
146 4.75%
 F G H I J
147 4.75%
148 4.92%
149 4.87%
150 4.81%
151 5.36%
152 5.10%
153 4.96%
154 4.93%
155 4.93%
156 5.08%
157 4.83%
158 4.83%
159 5.02%
160 5.11%
161 4.86%
162 4.83%
163 4.97%
164 4.84%
165 4.97%
166 4.84%
167 4.94%
168 4.84%
169 4.87%
170 4.97%
171 4.99%
172 4.85%
173 5.00%
174 5.08%
175 4.90%
176 5.06%
177 5.10%
178 5.01%
179 4.93%
180 4.98%
181 5.03%
182 5.01%
183 4.91%
184 4.99%
185 4.94%
186 5.04%
187 4.94%
188 5.04%
189 5.03%
190 5.03%
191 5.18%
192 5.15%
193 4.91%
194 4.91%
195 5.25%
196 5.20%
 F G H I J
197 5.07%
198 5.31%
199 4.98%
200 5.02%
201 5.11%
202 4.98%
203 5.08%
204 5.18%
205 5.09%
206 5.28%
207 5.03%
208 5.19%
209 4.99%
210 5.27%
211 5.15%
212 4.89%
213 5.06%
214 5.10%
215 5.06%
216 5.07%
217 5.30%
218 5.15%
219 5.59%
220 5.36%
221 5.80%
222 5.38%
223 5.19%
224 5.28%
225 5.37%
226 5.45%
227 5.33%
228 5.55%
229 5.40%
230 5.25%
231 5.37%
232 5.40%
233 5.52%
234 5.65%
235 5.47%
236 5.43%
237 5.58%
238 5.47%
 A B C D E F G H
1 USING LINEST TO ESTIMATE THE REGRESSION
Maturity Maturity in
2 Issuer Price Coupon Maturity2 Maturity3 Yield
date years
3 U S BANCORP MTNS BK E 101.36 3.95% 23-Aug-07 0.50 0.25 0.12 1.21%
4 BANK NEW YORK MTN BK 101.28 3.90% 1-Sep-07 0.52 0.27 0.14 1.40%
5 BANK ONE CORP 101.41 4.13% 1-Sep-07 0.52 0.27 0.14 1.38%
6 SUNAMERICA INC 102.79 6.75% 1-Oct-07 0.60 0.36 0.22 2.06%
7 BANKAMERICA CORP 102.77 6.63% 15-Oct-07 0.64 0.41 0.26 2.24%
8 HOUSEHOLD FIN CORP INT103.65 8.00% 15-Oct-07 0.64 0.41 0.26 2.22%
9 INTERNATIONAL LEASE F 101.04 4.00% 15-Nov-07 0.73 0.53 0.38 2.54%
10 MERRILL LYNCH CO INC M 101.10 4.00% 15-Nov-07 0.73 0.53 0.38 2.45%
11 MERRILL LYNCH & CO INC 103.25 6.56% 16-Dec-07 0.81 0.66 0.53 2.48%
12 BANKBOSTON N A 102.91 6.50% 19-Dec-07 0.82 0.67 0.55 2.87%
13 BANK ONE CHICAGO ILL M 100.69 3.70% 15-Jan-08 0.89 0.80 0.71 2.91%
14 GOLDMAN SACHS GROUP 101.09 4.13% 15-Jan-08 0.89 0.80 0.71 2.88%
15 BANK NEW YORK NY MED 100.81 3.80% 1-Feb-08 0.94 0.88 0.83 2.92%
16 CITIGROUP INC 100.50 3.50% 1-Feb-08 0.94 0.88 0.83 2.95%
17 CHEVRONTEXACO CAP C 100.47 3.38% 15-Feb-08 0.98 0.96 0.94 2.88%
18 WELLS FARGO & CO NEW 100.94 4.13% 10-Mar-08 1.04 1.09 1.14 3.20%
19 ABBOTT LABS 102.96 6.00% 15-Mar-08 1.06 1.12 1.18 3.12%
20 GILLETTE CO 99.72 2.88% 15-Mar-08 1.06 1.12 1.18 3.15%
21 LILLY ELI & CO 99.78 2.90% 15-Mar-08 1.06 1.12 1.18 3.11%
22 MBNA AMER BK NA SUB M 103.54 6.75% 15-Mar-08 1.06 1.12 1.18 3.31%
23 U S BANCORP MTNS BK E 99.85 3.13% 15-Mar-08 1.06 1.12 1.18 3.27%
24 MERRILL LYNCH & CO INC 99.77 3.05% 17-Mar-08 1.06 1.13 1.20 3.27%
25 US BK NATL ASSN MINNE 100.94 4.13% 17-Mar-08 1.06 1.13 1.20 3.21%
26 BANKBOSTON NA SUB BK 103.20 6.38% 25-Mar-08 1.08 1.18 1.28 3.34%
27 BANKBOSTON NA SUB BK 103.18 6.38% 15-Apr-08 1.14 1.31 1.49 3.50%
28 INTERNATIONAL LEASE F 101.16 4.50% 1-May-08 1.19 1.41 1.67 3.49%
29 FLEET FINL GROUP INC N 103.33 6.38% 15-May-08 1.22 1.50 1.84 3.56%
30 HOUSEHOLD FIN CORP INT100.19 3.75% 15-May-08 1.22 1.50 1.84 3.59%
31 AMERICAN EXPRESS CR 99.47 3.00% 16-May-08 1.23 1.51 1.85 3.44%
32 MERRILL LYNCH & CO INC 98.62 2.85% 27-May-08 1.26 1.58 1.99 3.98%
33 FLORIDA PWR & LT CO 102.84 6.00% 1-Jun-08 1.27 1.62 2.05 3.68%
34 GILLETTE CO 98.86 2.50% 1-Jun-08 1.27 1.62 2.05 3.42%
35 INTERNATIONAL LEASE FI 101.28 4.63% 2-Jun-08 1.27 1.62 2.07 3.58%
36 INTERNATIONAL LEASE F 99.91 3.60% 15-Jun-08 1.31 1.72 2.25 3.67%
37 MORGAN STANLEY 107.74 10.00% 15-Jun-08 1.31 1.72 2.25 3.86%
38 HOUSEHOLD FIN CORP 103.47 6.40% 17-Jun-08 1.32 1.73 2.27 3.66%
39 BANK ONE CORP 98.75 2.63% 30-Jun-08 1.35 1.82 2.46 3.58%
40 MERRILL LYNCH CO INC M 99.28 3.13% 15-Jul-08 1.39 1.94 2.70 3.66%
41 BANK ONE CORP 103.11 6.00% 1-Aug-08 1.44 2.07 2.98 3.76%
42 BANK OF AMERICA CORP 99.36 3.25% 15-Aug-08 1.48 2.18 3.22 3.70%
43 CHEMICAL BK NY NY 104.04 6.70% 15-Aug-08 1.48 2.18 3.22 3.86%
44 INTERNATIONAL LEASE FI 101.38 4.81% 15-Aug-08 1.48 2.18 3.22 3.84%
45 PROCTER & GAMBLE CO 100.95 4.30% 15-Aug-08 1.48 2.18 3.22 3.63%
46 ABBOTT LABS 102.54 5.40% 15-Sep-08 1.56 2.44 3.81 3.70%
 A B C D E F G H
47 INTERNATIONAL LEASE F 100.65 4.35% 15-Sep-08 1.56 2.44 3.81 3.91%
48 MANITOBA PROV CDA 102.63 5.50% 1-Oct-08 1.61 2.58 4.14 3.79%
49 WAL MART STORES INC 99.48 3.38% 1-Oct-08 1.61 2.58 4.14 3.71%
50 MERRILL LYNCH & CO INC 103.65 6.25% 15-Oct-08 1.64 2.70 4.44 3.93%
51 MERRILL LYNCH & CO INC 104.06 6.38% 15-Oct-08 1.64 2.70 4.44 3.79%
52 SUNTRUST BKS INC 100.16 4.00% 15-Oct-08 1.64 2.70 4.44 3.90%
53 MERRILL LYNCH CO INC M 101.55 4.83% 27-Oct-08 1.68 2.81 4.71 3.86%
54 ASSOCIATES CORP NORT 103.72 6.25% 1-Nov-08 1.69 2.86 4.83 3.94%
55 CHEMICAL BK NY NY 103.45 6.13% 1-Nov-08 1.69 2.86 4.83 3.98%
56 CITICORP MTN SUB BE 103.91 6.38% 15-Nov-08 1.73 2.99 5.17 4.00%
57 PROCTER & GAMBLE CO 99.39 3.50% 15-Dec-08 1.81 3.28 5.94 3.85%
58 BANK NEW YORK MTN BK 99.22 3.63% 15-Jan-09 1.90 3.59 6.81 4.06%
59 FLEET NATL BK PROV RI 103.10 5.75% 15-Jan-09 1.90 3.59 6.81 4.03%
60 GOLDMAN SACHS GROUP 99.81 3.88% 15-Jan-09 1.90 3.59 6.81 3.98%
61 MORGAN STANLEY 99.74 3.88% 15-Jan-09 1.90 3.59 6.81 4.02%
62 HOUSEHOLD FIN CORP 103.33 5.88% 1-Feb-09 1.94 3.77 7.33 4.07%
63 CITIGROUP INC 99.34 3.63% 9-Feb-09 1.96 3.86 7.58 3.98%
64 BANKAMERICA CORP 103.44 5.88% 15-Feb-09 1.98 3.92 7.77 4.05%
65 ABBOTT LABS 99.10 3.50% 17-Feb-09 1.99 3.95 7.84 3.98%
66 BANK OF AMERICA CORP 98.78 3.38% 17-Feb-09 1.99 3.95 7.84 4.02%
67 MERRILL LYNCH & CO INC 103.64 6.00% 17-Feb-09 1.99 3.95 7.84 4.07%
68 WACHOVIA CORP 2ND NE 99.28 3.63% 17-Feb-09 1.99 3.95 7.84 4.01%
69 BANKAMERICA CORP 105.74 7.13% 1-Mar-09 2.02 4.08 8.23 4.13%
70 BANQUE PARIBAS 105.16 6.88% 1-Mar-09 2.02 4.08 8.23 4.18%
71 ILLINOIS TOOL WKS INC 103.27 5.75% 1-Mar-09 2.02 4.08 8.23 4.04%
72 US BK NATL ASSN MINNE 98.77 3.40% 1-Mar-09 2.02 4.08 8.23 4.04%
73 CITIGROUP INC 104.10 6.20% 15-Mar-09 2.06 4.23 8.71 4.10%
74 FLORIDA PWR & LT CO 103.42 5.88% 1-Apr-09 2.10 4.43 9.32 4.16%
75 ATLANTIC RICHFIELD CO 103.66 5.90% 15-Apr-09 2.14 4.59 9.83 4.09%
76 ROYAL BK CDA MONTREA 99.52 3.88% 4-May-09 2.19 4.82 10.57 4.10%
77 GOLDMAN SACHS GROUP 105.06 6.65% 15-May-09 2.22 4.95 11.01 4.24%
78 WORLD SVGS BK FSB 100.73 4.50% 15-Jun-09 2.31 5.33 12.32 4.16%
79 ASSOCIATES CORP NORT 109.36 8.55% 15-Jul-09 2.39 5.72 13.68 4.38%
80 INTERNATIONAL LEASE F 98.50 3.55% 15-Jul-09 2.39 5.72 13.68 4.21%
81 NORWEST FINL INC 105.81 6.85% 15-Jul-09 2.39 5.72 13.68 4.27%
82 AMERICAN EXPRESS CEN 100.45 4.38% 30-Jul-09 2.43 5.92 14.40 4.18%
83 ASSOCIATES CORP NORT 108.81 8.15% 1-Aug-09 2.44 5.95 14.50 4.30%
84 WAL MART STORES INC 106.22 6.88% 10-Aug-09 2.46 6.07 14.94 4.19%
85 INTERNATIONAL LEASE F 98.58 3.75% 15-Aug-09 2.48 6.13 15.19 4.36%
86 GILLETTE CO 99.07 3.80% 15-Sep-09 2.56 6.56 16.81 4.19%
87 HSBC BK USA GLBL MEDI 99.27 3.88% 15-Sep-09 2.56 6.56 16.81 4.18%
88 HOUSEHOLD FIN CORP INT104.66 6.30% 15-Sep-09 2.56 6.56 16.81 4.35%
89 NCNB CORP 111.55 9.38% 15-Sep-09 2.56 6.56 16.81 4.53%
90 GOLDMAN SACHS GROUP 107.42 7.35% 1-Oct-09 2.61 6.79 17.69 4.30%
91 NATIONAL WESTMINSTER 107.30 7.38% 1-Oct-09 2.61 6.79 17.69 4.37%
92 PROTECTIVE LIFE SECD 99.36 4.00% 7-Oct-09 2.62 6.87 18.02 4.26%
93 INTERNATIONAL LEASE FI 100.03 4.38% 1-Nov-09 2.69 7.24 19.47 4.36%
94 GOLDMAN SACHS GROUP 109.25 7.80% 28-Jan-10 2.93 8.59 25.19 4.40%
95 NATL CITY BK CLEVE SR 99.71 4.25% 29-Jan-10 2.93 8.61 25.26 4.36%
96 ASSOCIATES CORP NORT 110.00 7.95% 15-Feb-10 2.98 8.89 26.49 4.33%
 A B C D E F G H
97 ALLSTATE LIFE GLOBAL F 99.53 4.25% 26-Feb-10 3.01 9.07 27.30 4.42%
98 PROTECTIVE LIFE SECD T 97.61 3.63% 15-Mar-10 3.06 9.35 28.58 4.47%
99 PAINE WEBB GROUP INC 106.58 6.64% 14-Apr-10 3.14 9.86 30.95 4.37%
100 INTERNATIONAL LEASE F 101.70 5.00% 15-Apr-10 3.14 9.88 31.03 4.41%
101 MORGAN STANLEY & CO I 99.41 4.25% 15-May-10 3.22 10.40 33.53 4.45%
102 NATIONSBANK CORP 106.21 6.60% 15-May-10 3.22 10.40 33.53 4.51%
103 GOLDMAN SACHS GROUP 100.19 4.50% 15-Jun-10 3.31 10.95 36.25 4.44%
104 WELLS FARGO BK N A 109.31 7.55% 21-Jun-10 3.33 11.06 36.79 4.50%
105 CITIGROUP INC 100.63 4.63% 3-Aug-10 3.44 11.86 40.84 4.43%
106 WELLS FARGO & CO NEW 100.63 4.63% 9-Aug-10 3.46 11.97 41.43 4.43%
107 AMERICAN GENERAL COR 109.09 7.50% 11-Aug-10 3.47 12.01 41.63 4.63%
108 HOME DEPOT INC 100.25 4.63% 15-Aug-10 3.48 12.09 42.02 4.55%
109 1ST UN NATL BK CHARLO 110.33 7.80% 18-Aug-10 3.48 12.14 42.32 4.56%
110 HSBC FINANCE CORP 100.41 4.63% 15-Sep-10 3.56 12.69 45.18 4.50%
111 BANK OF AMERICA CORP 99.36 4.25% 1-Oct-10 3.61 13.00 46.87 4.44%
112 CITIGROUP INC 108.77 7.25% 1-Oct-10 3.61 13.00 46.87 4.58%
113 MERRILL LYNCH CO INC M 100.04 4.50% 4-Nov-10 3.70 13.68 50.60 4.49%
114 HSBC FINANCE CORP 102.22 5.25% 14-Jan-11 3.89 15.16 59.01 4.62%
115 BANK OF AMERICA CORP 109.86 7.40% 15-Jan-11 3.90 15.18 59.13 4.60%
116 GOLDMAN SACHS GROUP 108.07 6.88% 15-Jan-11 3.90 15.18 59.13 4.59%
117 WELLS FARGO BK N A 106.54 6.45% 1-Feb-11 3.94 15.54 61.28 4.61%
118 CREDIT SUISSE USA INC 102.52 5.25% 2-Mar-11 4.02 16.18 65.06 4.56%
119 HSBC FINANCE CORP 107.84 6.75% 15-May-11 4.22 17.85 75.40 4.68%
120 WASHINGTON MUT FIN C 108.19 6.88% 15-May-11 4.22 17.85 75.40 4.71%
121 HSBC FINANCE CORP 103.97 5.70% 1-Jun-11 4.27 18.24 77.92 4.66%
122 MERRILL LYNCH & CO INC 100.37 4.80% 14-Jun-11 4.31 18.55 79.89 4.70%
123 HSBC FIN CORP HSBC FIN 103.19 5.60% 15-Jun-11 4.31 18.57 80.04 4.77%
124 HOUSEHOLD FIN CORP INT107.03 6.60% 15-Jun-11 4.31 18.57 80.04 4.77%
125 BANK AMER CORP SR INT 99.15 4.50% 15-Jul-11 4.39 19.29 84.71 4.72%
126 US BK NATL ASSN MINN 106.96 6.38% 1-Aug-11 4.44 19.70 87.43 4.62%
127 WELLS FARGO & CO NEW 106.84 6.38% 1-Aug-11 4.44 19.70 87.43 4.65%
128 WELLS FARGO & CO NEW 102.78 5.30% 26-Aug-11 4.51 20.31 91.54 4.61%
129 CITIGROUP INC 101.82 5.10% 29-Sep-11 4.60 21.16 97.34 4.65%
130 BANKAMERICA CORP 109.79 7.13% 15-Oct-11 4.64 21.57 100.15 4.75%
131 CITICORP 110.47 7.25% 15-Oct-11 4.64 21.57 100.15 4.71%
132 HOUSEHOLD FIN CORP 106.73 6.38% 15-Oct-11 4.64 21.57 100.15 4.74%
133 HOUSEHOLD FIN CORP INT105.43 6.05% 15-Oct-11 4.64 21.57 100.15 4.73%
134 WACHOVIA CORP 2ND NE 102.59 5.30% 15-Oct-11 4.64 21.57 100.15 4.67%
135 CREDIT SUISSE USA INC 105.96 6.13% 15-Nov-11 4.73 22.36 105.74 4.70%
136 HOUSEHOLD FIN CORP INT105.06 6.10% 15-Nov-11 4.73 22.36 105.74 4.89%
137 MORGAN STANLEY 103.65 5.63% 9-Jan-12 4.88 23.81 116.18 4.78%
138 CREDIT SUISSE USA INC 107.60 6.50% 15-Jan-12 4.90 23.97 117.35 4.74%
139 GOLDMAN SACHS GROUP 107.89 6.60% 15-Jan-12 4.90 23.97 117.35 4.77%
140 GOLDMAN SACHS GROUP 102.24 5.30% 14-Feb-12 4.98 24.78 123.36 4.79%
141 BANK AMER CORP SUB IN 105.35 6.00% 15-Feb-12 4.98 24.81 123.57 4.78%
142 CITIGROUP INC 102.37 5.25% 27-Feb-12 5.01 25.14 126.03 4.71%
143 MBNA CORP SR MTN BE 112.20 7.50% 15-Mar-12 5.06 25.61 129.58 4.76%
144 COLGATE PALMOLIVE CO 106.19 5.98% 25-Apr-12 5.17 26.76 138.40 4.62%
145 BOTTLING GROUP LLC 99.37 4.63% 15-Nov-12 5.73 32.85 188.28 4.75%
146 BANK OF AMERICA CORP 100.65 4.88% 15-Jan-13 5.90 34.79 205.24 4.75%
 A B C D E F G H
147 MERCK & CO INC 98.06 4.38% 15-Feb-13 5.98 35.80 214.23 4.75%
148 MORGAN STANLEY 101.98 5.30% 1-Mar-13 6.02 36.26 218.38 4.92%
149 GOLDMAN SACHS GROUP 101.98 5.25% 1-Apr-13 6.11 37.29 227.75 4.87%
150 WAL MART STORES INC 98.64 4.55% 1-May-13 6.19 38.30 237.07 4.81%
151 BANK AMER CORP SUB IN 93.38 4.10% 15-May-13 6.23 38.78 241.50 5.36%
152 ENGELHARD CORP 95.49 4.25% 15-May-13 6.23 38.78 241.50 5.10%
153 NORFOLK SOUTHN RY CO 112.55 7.30% 15-Jun-13 6.31 39.85 251.52 4.96%
154 PITNEY BOWES INC GLBL 94.34 3.88% 15-Jun-13 6.31 39.85 251.52 4.93%
155 GOLDMAN SACHS GROUP 99.04 4.75% 15-Jul-13 6.39 40.89 261.47 4.93%
156 SALOMON SMITH BARNEY 112.07 7.30% 1-Aug-13 6.44 41.49 267.23 5.08%
157 BANK OF AMERICA CORP 99.55 4.75% 15-Aug-13 6.48 41.98 272.03 4.83%
158 CREDIT SUISSE USA INC 103.66 5.50% 15-Aug-13 6.48 41.98 272.03 4.83%
159 AETNA INC 109.56 6.75% 15-Sep-13 6.56 43.09 282.87 5.02%
160 CITIGROUP GLOBAL MKTS 99.40 5.00% 15-Nov-13 6.73 45.31 305.03 5.11%
161 HOME DEPOT INC 102.21 5.25% 16-Dec-13 6.82 46.46 316.72 4.86%
162 CREDIT SUISSE USA INC 101.72 5.13% 15-Jan-14 6.90 47.59 328.31 4.83%
163 GOLDMAN SACHS GROUP 101.01 5.15% 15-Jan-14 6.90 47.59 328.31 4.97%
164 ABBOTT LABS 97.09 4.35% 15-Mar-14 7.06 49.85 351.94 4.84%
165 HSBC BK USA NEW YORK 97.98 4.63% 1-Apr-14 7.11 50.51 358.95 4.97%
166 GLAXOSMITHKLINE CAP I 97.23 4.38% 15-Apr-14 7.15 51.05 364.79 4.84%
167 WELLS FARGO & CO NEW 98.14 4.63% 15-Apr-14 7.15 51.05 364.79 4.94%
168 CITIGROUP INC 101.71 5.13% 5-May-14 7.20 51.84 373.25 4.84%
169 ASTRAZENECA PLC 103.23 5.40% 1-Jun-14 7.27 52.91 384.87 4.87%
170 MERRILL LYNCH CO INC M 102.95 5.45% 15-Jul-14 7.39 54.68 404.32 4.97%
171 PITNEY BOWES INC GLBL 99.28 4.88% 15-Aug-14 7.48 55.94 418.42 4.99%
172 PROCTER & GAMBLE CO 100.64 4.95% 15-Aug-14 7.48 55.94 418.42 4.85%
173 CITIGROUP INC 100.02 5.00% 15-Sep-14 7.56 57.22 432.83 5.00%
174 GOLDMAN SACHS GROUP 99.52 5.00% 1-Oct-14 7.61 57.88 440.40 5.08%
175 ROYAL BK SCOTLAND GR 100.62 5.00% 1-Oct-14 7.61 57.88 440.40 4.90%
176 GOLDMAN SACHS GROUP 102.79 5.50% 15-Nov-14 7.73 59.78 462.16 5.06%
177 GOLDMAN SACHS GROUP 100.17 5.13% 15-Jan-15 7.90 62.39 492.78 5.10%
178 MERRILL LYNCH CO INC M 99.94 5.00% 15-Jan-15 7.90 62.39 492.78 5.01%
179 JP MORGAN CHASE & CO 98.82 4.75% 1-Mar-15 8.02 64.35 516.22 4.93%
180 MERCK & CO INC 98.50 4.75% 1-Mar-15 8.02 64.35 516.22 4.98%
181 US BK NATL ASSN MINN 98.46 4.80% 15-Apr-15 8.15 66.34 540.39 5.03%
182 CITIGROUP INC 99.12 4.88% 7-May-15 8.21 67.33 552.47 5.01%
183 CITIGROUP INC 98.60 4.70% 29-May-15 8.27 68.32 564.74 4.91%
184 MBNA CORP SR MTN BE 100.05 5.00% 15-Jun-15 8.31 69.09 574.34 4.99%
185 WAL MART STORES INC 97.03 4.50% 1-Jul-15 8.36 69.83 583.47 4.94%
186 WESTLB AG NEW YORK B 98.35 4.80% 15-Jul-15 8.39 70.47 591.54 5.04%
187 BANK OF AMERICA CORP 98.68 4.75% 1-Aug-15 8.44 71.25 601.45 4.94%
188 KIMBERLY CLARK CORP 98.85 4.88% 15-Aug-15 8.48 71.90 609.68 5.04%
189 SUNTRUST BK ATLANTA 99.82 5.00% 1-Sep-15 8.53 72.69 619.78 5.03%
190 MERRILL LYNCH CO INC M 101.84 5.30% 30-Sep-15 8.61 74.05 637.27 5.03%
191 CITIGROUP GLOBAL MKTS 98.75 5.00% 15-Oct-15 8.65 74.76 646.45 5.18%
192 MORGAN STANLEY 101.54 5.38% 15-Oct-15 8.65 74.76 646.45 5.15%
193 AMERICAN EXPRESS CR 102.74 5.30% 2-Dec-15 8.78 77.05 676.39 4.91%
194 PROCTER & GAMBLE CO 99.60 4.85% 15-Dec-15 8.81 77.68 684.66 4.91%
195 DEAN WITTER DISCOVER 110.48 6.75% 1-Jan-16 8.86 78.50 695.57 5.25%
196 GOLDMAN SACHS GROUP 101.08 5.35% 15-Jan-16 8.90 79.19 704.64 5.20%
 A B C D E F G H
197 HSBC FINANCE CORP 103.03 5.50% 19-Jan-16 8.91 79.38 707.25 5.07%
198 HOME DEPOT INC 100.66 5.40% 1-Mar-16 9.02 81.44 735.01 5.31%
199 CREDIT SUISSE USA INC 102.87 5.38% 2-Mar-16 9.03 81.49 735.68 4.98%
200 ABBOTT LABS 106.27 5.88% 15-May-16 9.23 85.20 786.37 5.02%
201 JPMORGAN CHASE BK NE 105.63 5.88% 13-Jun-16 9.31 86.67 806.85 5.11%
202 CITIGROUP INC 106.47 5.85% 2-Aug-16 9.45 89.24 842.99 4.98%
203 BANK OF AMERICA CORP 105.00 5.75% 15-Aug-16 9.48 89.91 852.56 5.08%
204 NATIONSBANK CORP 119.53 7.80% 15-Sep-16 9.57 91.53 875.68 5.18%
205 WELLS FARGO & CO NEW 100.25 5.13% 15-Sep-16 9.57 91.53 875.68 5.09%
206 GOLDMAN SACHS GROUP 103.52 5.75% 1-Oct-16 9.61 92.37 887.77 5.28%
207 AMERICAN INTL GROUP IN 104.29 5.60% 18-Oct-16 9.66 93.27 900.74 5.03%
208 MORGAN STANLEY 104.20 5.75% 18-Oct-16 9.66 93.27 900.74 5.19%
209 COLGATE PALMOLIVE CO 101.60 5.20% 7-Nov-16 9.71 94.33 916.16 4.99%
210 MORGAN STANLEY 101.38 5.45% 9-Jan-17 9.88 97.71 965.88 5.27%
211 CITIGROUP INC 102.74 5.50% 15-Feb-17 9.99 99.73 995.90 5.15%
212 SUNTRUST BK ATLANTA 104.62 5.45% 1-Dec-17 10.78 116.17 1252.06 4.89%
213 PITNEY BOWES INC GLBL 97.36 4.75% 15-May-18 11.23 126.12 1416.30 5.06%
214 KIMBERLY CLARK CORP 109.82 6.25% 15-Jul-18 11.40 129.90 1480.48 5.10%
215 MERRILL LYNCH & CO INC 112.35 6.50% 15-Jul-18 11.40 129.90 1480.48 5.06%
216 MERRILL LYNCH & CO INC 115.81 6.88% 15-Nov-18 11.73 137.69 1615.72 5.07%
217 FIFTH THIRD BK CIN OHIO 99.09 5.20% 1-Mar-19 12.02 144.59 1738.67 5.30%
218 ATLANTIC RICHFIELD CO 132.01 8.25% 1-Feb-22 14.95 223.52 3341.82 5.15%
219 CITIGROUP INC 125.85 7.88% 15-May-25 18.24 332.54 6064.03 5.59%
220 MERCK & CO INC 111.02 6.30% 1-Jan-26 18.87 356.02 6717.56 5.36%
221 SUNAMERICA INC MTN BE 113.70 7.00% 13-Feb-26 18.99 360.48 6844.18 5.80%
222 MORGAN STANLEY 110.44 6.25% 9-Aug-26 19.47 379.13 7382.11 5.38%
223 HYDRO-QUEBEC 137.75 8.25% 15-Jan-27 19.91 396.28 7888.74 5.19%
224 NORTHERN ILL GAS CO 116.30 6.58% 15-Feb-28 20.99 440.65 9250.13 5.28%
225 MERCK & CO INC 107.38 5.95% 1-Dec-28 21.79 474.64 10340.71 5.37%
226 WAL MART STORES INC 127.27 7.55% 15-Feb-30 22.99 528.75 12158.31 5.45%
227 CREDIT SUISSE USA INC 124.87 7.13% 15-Jul-32 25.41 645.58 16402.98 5.33%
228 GOLDMAN SACHS GROUP 107.82 6.13% 15-Feb-33 26.00 675.86 17570.44 5.55%
229 CITIGROUP INC 108.40 6.00% 31-Oct-33 26.70 713.11 19042.95 5.40%
230 PROCTER & GAMBLE CO 107.97 5.80% 15-Aug-34 27.49 755.87 20781.34 5.25%
231 CITIGROUP INC 106.82 5.85% 11-Dec-34 27.82 773.75 21523.09 5.37%
232 WAL MART STORES INC 97.87 5.25% 1-Sep-35 28.54 814.52 23246.06 5.40%
233 HSBC HLDGS PLC 114.13 6.50% 2-May-36 29.21 853.12 24918.12 5.52%
234 BAC CAPITAL TRUST XI 113.93 6.63% 23-May-36 29.27 856.48 25065.66 5.65%
235 CITIGROUP INC 109.49 6.13% 25-Aug-36 29.52 871.62 25733.22 5.47%
236 MERCK & CO INC 104.75 5.75% 15-Nov-36 29.75 884.94 26325.15 5.43%
237 HOME DEPOT INC 104.24 5.88% 16-Dec-36 29.83 890.00 26551.28 5.58%
238 WACHOVIA BK NATL ASSN 105.60 5.85% 1-Feb-37 29.96 897.70 26896.57 5.47%
 I J K L M N
1

2 #VALUE!
3 time3 time2 time intercept
4 Slope 0.000006 -0.00032 0.005 0.02918
5 Standard error 0.00000 0.00002 0.00024 0.00059
6 R2 0.81539 0.00347 #N/A #N/A
7 F statistic 341.57800 232.00000 #N/A #N/A
8 SSxy 0.01234 0.00279 #N/A #N/A
9
10
11 Coefficients
12 time 0.000006 #VALUE!
13 time2 -0.000320 #VALUE!
14 time3 0.004991 #VALUE!
15
16 Intercept 0.02918 #VALUE!
17 R-squared 81.54% #VALUE!
18
19 Coefficient t-statistic
20 time 10.3510114 #VALUE!
21 time 2
-13.250878 #VALUE!
22 time3 20.763478 #VALUE!
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
 A B C D E F

YAHOO'S BOND SCREENER--TYPICAL PAGE

1 Data from 23 February 2007
Comparing the Yahoo YTM with Excel's Yield function

2 Issue Price Coupon Maturity YTM

3 BANKAMERICA CORP 102.77 6.63% 15-Oct-07 2.12%

4 HOUSEHOLD FIN CORP INT NT BE 103.65 8.00% 15-Oct-07 2.09%
5 INTERNATIONAL LEASE FIN CORP 101.04 4.00% ### 2.51%
6 MERRILL LYNCH CO INC MTN BE 101.10 4.00% ### 2.42%
7 MERRILL LYNCH & CO INC 103.25 6.56% ### 2.39%
8 BANKBOSTON N A 102.91 6.50% ### 2.79%
9 BANK ONE CHICAGO ILL MTN BE 100.69 3.70% 15-Jan-08 2.89%
10 GOLDMAN SACHS GROUP INC 101.09 4.13% 15-Jan-08 2.85%
11 BANK NEW YORK NY MEDTERM NT BE 100.81 3.80% 1-Feb-08 2.89%
12 CITIGROUP INC 100.50 3.50% 1-Feb-08 2.94%
13 CHEVRONTEXACO CAP CO 100.47 3.38% 15-Feb-08 2.87%
14 WELLS FARGO & CO NEW 100.94 4.13% 10-Mar-08 3.19%
15 ABBOTT LABS 102.96 6.00% 15-Mar-08 3.08%
16 GILLETTE CO 99.72 2.88% 15-Mar-08 3.15%
17 LILLY ELI & CO 99.78 2.90% 15-Mar-08 3.12%
 G H

REENER--TYPICAL PAGE
1
23 February 2007
TM with Excel's Yield function
Excel
2 Yield
function
3 2.24% #VALUE!
4 2.22% #VALUE!
5 2.54% #VALUE!
6 2.45% #VALUE!
7 2.48%
8 2.87%
9 2.91%
10 2.88%
11 2.92%
12 2.95%
13 2.88%
14 3.20%
15 3.12%
16 3.15%
17 3.11%
 A B C D E F
1 COMPUTING THE PAR YIELD ON 9 MAY 2006
Zero PV
Maturity PV Par
2 coupon of
(years) coupons yield
yield terminal
3 1 4.98% 0.9526 0.9526 4.98%
4 2 4.94% 1.8606 0.9080 4.94%
5 3 4.92% 2.7263 0.8657 4.92%
6 4 4.92% 3.5515 0.8251 4.92%
7 5 4.94% 4.3373 0.7858 4.94%
8 6 4.97% 5.0847 0.7474 4.97%
9 7 5.01% 5.7947 0.7100 5.00% Zero versus Par Yields on
10 8 5.06% 6.4683 0.6736 5.05% 5.50%
11 9 5.11% 7.1067 0.6384 5.09%
5.40%
12 10 5.16% 7.7112 0.6045 5.13%
13 11 5.21% 8.2832 0.5720 5.17%
5.30%
14 12 5.25% 8.8243 0.5411 5.20%
15 13 5.29% 9.3361 0.5118 5.23% 5.20%
16 14 5.32% 9.8203 0.4842 5.25%
17 15 5.34% 10.2785 0.4582 5.27% 5.10%
18 16 5.36% 10.7124 0.4339 5.28%
19 17 5.37% 11.1237 0.4113 5.29% 5.00%
20 18 5.37% 11.5138 0.3902 5.30%
21 19 5.36% 11.8844 0.3706 5.30% 4.90%
Zero
22 20 5.35% 12.2367 0.3524 5.29% coupon
23 21 5.34% 12.5722 0.3355 5.29% 4.80% Par yie
24 22 5.32% 12.8921 0.3199 5.28%
25 23 5.29% 13.1975 0.3054 5.26% 4.70%
26 24 5.26% 13.4896 0.2921 5.25%
25 5.23% 13.7693 0.2797 5.23% 4.60%
27
26 5.19% 14.0376 0.2683 5.21% 0 2 4 6 8 10 12 14 16
28
29 27 5.15% 14.2953 0.2577 5.19% Maturity
30 28 5.11% 14.5433 0.2480 5.17%
31 29 5.06% 14.7822 0.2389 5.15%
 G H I J K

OMPUTING1THE PAR YIELD ON 9 MAY 2006

Contents of Contents of
2 Contents of column C
column D column E

3 #VALUE! #VALUE! #VALUE!

4 #VALUE! #VALUE! #VALUE!
5 #VALUE! #VALUE! #VALUE!
6
7
8
9 Zero versus Par Yields on 9 May 2006
5.50%
10
11
5.40%
12
13
5.30%
14
15
5.20%
16
17
5.10%
18
19
5.00%
20
4.90%
21
Zero
22 coupon yield
4.80%
23 Par yield
24
4.70%
25
26
4.60%
27
0 2 4 6 8 10 12 14 16 18 20 22 24 26 28 30
28
29 Maturity
30
31
 A B C D E F G

CHECKING THE ARRAY FUNCTION COMPUTATION OF THE PAR YIELD

1 Instead of an array function in column C, we've used a recursive function:
Cell C3 = 1/(1+r1)1; Cell C2 = C3 + 1/(1+r2)2, etc.

Zero
PV
Maturity coupon PV Par
2 of Contents of column C
(years) yield in coupons yield
terminal
%
3 1 4.98% 0.9526 0.9526 4.98% #VALUE!
4 2 4.94% 1.8606 0.9080 4.94% #VALUE!
5 3 4.92% 2.7263 0.8657 4.92% #VALUE!
6 4 4.92% 3.5515 0.8251 4.92% #VALUE!
7 5 4.94% 4.3373 0.7858 4.94%
8 6 4.97% 5.0847 0.7474 4.97%
9 7 5.01% 5.7947 0.7100 5.00%
10 8 5.06% 6.4683 0.6736 5.05%
11 9 5.11% 7.1067 0.6384 5.09%
12 10 5.16% 7.7112 0.6045 5.13%
13 11 5.21% 8.2832 0.5720 5.17%
14 12 5.25% 8.8243 0.5411 5.20%
15 13 5.29% 9.3361 0.5118 5.23%
16 14 5.32% 9.8203 0.4842 5.25%
17 15 5.34% 10.2785 0.4582 5.27%
18 16 5.36% 10.7124 0.4339 5.28%
19 17 5.37% 11.1237 0.4113 5.29%
20 18 5.37% 11.5138 0.3902 5.30%
21 19 5.36% 11.8844 0.3706 5.30%
22 20 5.35% 12.2367 0.3524 5.29%
23 21 5.34% 12.5722 0.3355 5.29%
24 22 5.32% 12.8921 0.3199 5.28%
25 23 5.29% 13.1975 0.3054 5.26%
26 24 5.26% 13.4896 0.2921 5.25%
27 25 5.23% 13.7693 0.2797 5.23%
28 26 5.19% 14.0376 0.2683 5.21%
29 27 5.15% 14.2953 0.2577 5.19%
30 28 5.11% 14.5433 0.2480 5.17%
31 29 5.06% 14.7822 0.2389 5.15%
 H I

ATION OF THE PAR YIELD

sed a recursive1 function:
/(1+r2) , etc.
2

Contents of Contents of
2
column D column E

3 #VALUE! #VALUE!
4 #VALUE! #VALUE!
5 #VALUE! #VALUE!
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
 A B C D E F G H I
1
2
3
4 Type Issuer Price Coupon Maturity Yield to maturity Current yield Fitch rating Callable?
5 Corp HOUSEHOLD FIN CORP INT NT BE 102.1 5.75 15-Mar-07 -47.14 5.632 AA No
6 Corp MERRILL LYNCH CO INC MTN BE 101.62 3 30-Apr-07 -6.697 2.952 AA No
7 Corp INTERNATIONAL LEASE FIN MTN BE 101.62 3.125 3-May-07 -6.054 3.075 AA No
8 Corp HSBC FIN CORP HSBC FIN 101.94 5.2 15-May-07 -4.107 5.101 AA No
9 Corp WELLS FARGO FINL INC 101.88 4.875 12-Jun-07 -1.757 4.785 AA No
10 Corp NORWEST CORP MEDTERM NTS BK EN 102.62 6.75 15-Jun-07 -2.246 6.577 AA No
11 Corp PROCTER & GAMBLE CO 101.94 4.75 15-Jun-07 -1.902 4.66 AA No
12 Corp CITICORP MTN SUB BE 102.53 7 1-Jul-07 -0.567 6.827 AA No
13 Corp INTERNATIONAL LEASE FIN CORP 101.34 3.75 1-Aug-07 0.531 3.7 AA No
14 Corp GOLDEN WEST FINL CORP DEL 101.46 4.125 15-Aug-07 0.914 4.066 AA No
15 Corp INTERNATIONAL LEASE FIN MTN BE 102.2 5.8 15-Aug-07 0.947 5.675 AA No
16 Corp U S BANCORP MTNS BK ENT 101.36 3.95 23-Aug-07 1.087 3.897 AA No
17 Corp BANK NEW YORK MTN BK ENT 101.28 3.9 1-Sep-07 1.316 3.851 AA No
18 Corp BANK ONE CORP 101.41 4.125 1-Sep-07 1.291 4.068 AA No
19 Corp SUNAMERICA INC 102.79 6.75 1-Oct-07 1.918 6.567 AA No
20 Corp BANKAMERICA CORP 102.77 6.625 15-Oct-07 2.122 6.447 AA No
21 Corp HOUSEHOLD FIN CORP INT NT BE 103.65 8 15-Oct-07 2.09 7.718 AA No
22 Corp INTERNATIONAL LEASE FIN CORP 101.04 4 15-Nov-07 2.512 3.959 AA No
23 Corp MERRILL LYNCH CO INC MTN BE 101.1 4 15-Nov-07 2.417 3.957 AA No
24 Corp MERRILL LYNCH & CO INC 103.25 6.56 16-Dec-07 2.385 6.354 AA No
25 Corp BANKBOSTON N A 102.91 6.5 19-Dec-07 2.793 6.316 AA No
26 Corp BANK ONE CHICAGO ILL MTN BE 100.69 3.7 15-Jan-08 2.889 3.675 AA No
27 Corp GOLDMAN SACHS GROUP INC 101.09 4.125 15-Jan-08 2.85 4.081 AA No
28 Corp BANK NEW YORK NY MEDTERM NT BE 100.81 3.8 1-Feb-08 2.891 3.769 AA No
29 Corp CITIGROUP INC 100.5 3.5 1-Feb-08 2.94 3.483 AA No
30 Corp CHEVRONTEXACO CAP CO 100.47 3.375 15-Feb-08 2.868 3.359 AA No
31 Corp WELLS FARGO & CO NEW 100.94 4.125 10-Mar-08 3.188 4.087 AA No
32 Corp ABBOTT LABS 102.96 6 15-Mar-08 3.083 5.828 AA No
33 Corp GILLETTE CO 99.72 2.875 15-Mar-08 3.148 2.883 AA No
34 Corp LILLY ELI & CO 99.78 2.9 15-Mar-08 3.115 2.906 AA No
35 Corp MBNA AMER BK NA SUB MTN 144A 103.54 6.75 15-Mar-08 3.252 6.519 AA No
 A B C D E F G H I
36 Corp U S BANCORP MTNS BK ENT 99.85 3.125 15-Mar-08 3.272 3.13 AA No
37 Corp MERRILL LYNCH & CO INC MERRILL 99.77 3.05 17-Mar-08 3.278 3.057 AA No
38 Corp US BK NATL ASSN MINNEAPOLISMTN 100.94 4.125 17-Mar-08 3.205 4.087 AA No
39 Corp BANKBOSTON NA SUB BK MTN 103.2 6.375 25-Mar-08 3.292 6.177 AA No
40 Corp BANKBOSTON NA SUB BK MTN 103.18 6.375 15-Apr-08 3.458 6.179 AA No
41 Corp INTERNATIONAL LEASE FIN CORP 101.16 4.5 1-May-08 3.469 4.448 AA No
42 Corp FLEET FINL GROUP INC NEW 103.33 6.375 15-May-08 3.522 6.169 AA No
43 Corp HOUSEHOLD FIN CORP INT NT BE 100.19 3.75 15-May-08 3.586 3.743 AA No
44 Corp AMERICAN EXPRESS CR CORP 99.47 3 16-May-08 3.448 3.016 AA No
45 Corp MERRILL LYNCH & CO INC MERRILL 98.62 2.85 27-May-08 3.989 2.89 AA No
46 Corp FLORIDA PWR & LT CO 102.84 6 1-Jun-08 3.652 5.834 AA No
47 Corp GILLETTE CO 98.86 2.5 1-Jun-08 3.434 2.529 AA No
48 Corp INTERNATIONAL LEASE FIN MTN BE 101.28 4.625 2-Jun-08 3.569 4.567 AA No
49 Corp INTERNATIONAL LEASE FIN CORP 99.91 3.6 15-Jun-08 3.671 3.603 AA No
50 Corp MORGAN STANLEY 107.74 10 15-Jun-08 3.783 9.282 AA No
51 Corp HOUSEHOLD FIN CORP 103.47 6.4 17-Jun-08 3.625 6.185 AA No
52 Corp BANK ONE CORP 98.75 2.625 30-Jun-08 3.594 2.658 AA No
53 Corp MERRILL LYNCH CO INC MTN BE 99.28 3.125 15-Jul-08 3.666 3.148 AA No
54 Corp BANK ONE CORP 103.11 6 1-Aug-08 3.722 5.819 AA No
55 Corp BANK OF AMERICA CORPORATION 99.36 3.25 15-Aug-08 3.702 3.271 AA No
56 Corp CHEMICAL BK NY NY 104.04 6.7 15-Aug-08 3.817 6.44 AA No
57 Corp INTERNATIONAL LEASE FIN MTN BE 101.38 4.81 15-Aug-08 3.83 4.745 AA No
58 Corp PROCTER & GAMBLE CO 100.95 4.3 15-Aug-08 3.626 4.26 AA No
59 Corp ABBOTT LABS 102.54 5.4 15-Sep-08 3.686 5.266 AA No
60 Corp INTERNATIONAL LEASE FIN CORP 100.65 4.35 15-Sep-08 3.908 4.322 AA No
61 Corp MANITOBA PROV CDA 102.63 5.5 1-Oct-08 3.772 5.359 AA No
62 Corp WAL MART STORES INC 99.48 3.375 1-Oct-08 3.715 3.393 AA No
63 Corp MERRILL LYNCH & CO INC 103.65 6.25 15-Oct-08 3.903 6.03 AA No
64 Corp MERRILL LYNCH & CO INC 104.06 6.375 15-Oct-08 3.77 6.126 AA No
65 Corp SUNTRUST BKS INC 100.16 4 15-Oct-08 3.893 3.993 AA No
66 Corp MERRILL LYNCH CO INC MTN BE 101.55 4.831 27-Oct-08 3.855 4.757 AA No
67 Corp ASSOCIATES CORP NORTH AMER 103.72 6.25 1-Nov-08 3.916 6.026 AA No
68 Corp CHEMICAL BK NY NY 103.45 6.125 1-Nov-08 3.963 5.921 AA No
69 Corp CITICORP MTN SUB BE 103.91 6.375 15-Nov-08 3.974 6.135 AA No
70 Corp PROCTER & GAMBLE CO 99.39 3.5 15-Dec-08 3.852 3.521 AA No
 A B C D E F G H I
71 Corp BANK NEW YORK MTN BK ENT 99.22 3.625 15-Jan-09 4.062 3.654 AA No
72 Corp FLEET NATL BK PROV RI MTN BE 103.1 5.75 15-Jan-09 4.011 5.577 AA No
73 Corp GOLDMAN SACHS GROUP INC 99.81 3.875 15-Jan-09 3.977 3.882 AA No
74 Corp MORGAN STANLEY 99.74 3.875 15-Jan-09 4.016 3.885 AA No
75 Corp HOUSEHOLD FIN CORP 103.33 5.875 1-Feb-09 4.047 5.685 AA No
76 Corp CITIGROUP INC 99.34 3.625 9-Feb-09 3.981 3.649 AA No
77 Corp BANKAMERICA CORP 103.44 5.875 15-Feb-09 4.028 5.68 AA No
78 Corp ABBOTT LABS 99.1 3.5 17-Feb-09 3.979 3.532 AA No
79 Corp BANK OF AMERICA CORPORATION 98.78 3.375 17-Feb-09 4.029 3.417 AA No
80 Corp MERRILL LYNCH & CO INC 103.64 6 17-Feb-09 4.052 5.79 AA No
81 Corp WACHOVIA CORP 2ND NEW 99.28 3.625 17-Feb-09 4.012 3.651 AA No
82 Corp BANKAMERICA CORP 105.74 7.125 1-Mar-09 4.106 6.738 AA No
83 Corp BANQUE PARIBAS 105.16 6.875 1-Mar-09 4.16 6.538 AA No
84 Corp ILLINOIS TOOL WKS INC 103.27 5.75 1-Mar-09 4.03 5.568 AA No
85 Corp US BK NATL ASSN MINNEAPOLISMTN 98.77 3.4 1-Mar-09 4.049 3.442 AA No
86 Corp CITIGROUP INC 104.1 6.2 15-Mar-09 4.084 5.956 AA No
87 Corp FLORIDA PWR & LT CO 103.42 5.875 1-Apr-09 4.142 5.681 AA No
88 Corp ATLANTIC RICHFIELD CO 103.66 5.9 15-Apr-09 4.08 5.692 AA No
89 Corp ROYAL BK CDA MONTREAL QUE 99.52 3.875 4-May-09 4.107 3.894 AA No
90 Corp GOLDMAN SACHS GROUP INC 105.06 6.65 15-May-09 4.219 6.33 AA No
91 Corp WORLD SVGS BK FSB 100.73 4.5 15-Jun-09 4.161 4.468 AA No
92 Corp ASSOCIATES CORP NORTH AMER 109.36 8.55 15-Jul-09 4.348 7.818 AA No
93 Corp INTERNATIONAL LEASE FIN CORP 98.5 3.55 15-Jul-09 4.216 3.604 AA No
94 Corp NORWEST FINL INC 105.81 6.85 15-Jul-09 4.246 6.474 AA No
95 Corp AMERICAN EXPRESS CENTURION MTN 100.45 4.375 30-Jul-09 4.176 4.355 AA No
96 Corp ASSOCIATES CORP NORTH AMER 108.81 8.15 1-Aug-09 4.27 7.49 AA No
97 Corp WAL MART STORES INC 106.22 6.875 10-Aug-09 4.167 6.472 AA No
98 Corp INTERNATIONAL LEASE FIN CORP 98.58 3.75 15-Aug-09 4.364 3.804 AA No
99 Corp GILLETTE CO 99.07 3.8 15-Sep-09 4.19 3.836 AA No
100 Corp HSBC BK USA GLBL MEDIUM TM SR 99.27 3.875 15-Sep-09 4.182 3.904 AA No
101 Corp HOUSEHOLD FIN CORP INT NT BE 104.66 6.3 15-Sep-09 4.341 6.02 AA No
102 Corp NCNB CORP 111.55 9.375 15-Sep-09 4.509 8.404 AA No
103 Corp GOLDMAN SACHS GROUP INC 107.42 7.35 1-Oct-09 4.285 6.843 AA No
104 Corp NATIONAL WESTMINSTER BK PLC 107.3 7.375 1-Oct-09 4.353 6.873 AA No
105 Corp PROTECTIVE LIFE SECD TRS SECD 99.36 4 7-Oct-09 4.26 4.026 AA No
 A B C D E F G H I
106 Corp INTERNATIONAL LEASE FIN MTN BE 100.03 4.375 1-Nov-09 4.362 4.374 AA No
107 Corp GOLDMAN SACHS GROUP INC 109.25 7.8 28-Jan-10 4.376 7.14 AA No
108 Corp NATL CITY BK CLEVE SR MTN BE 99.71 4.25 29-Jan-10 4.355 4.262 AA No
109 Corp ASSOCIATES CORP NORTH AMER 110 7.95 15-Feb-10 4.309 7.227 AA No
110 Corp ALLSTATE LIFE GLOBAL FDG SECD 99.53 4.25 26-Feb-10 4.421 4.27 AA No
111 Corp PROTECTIVE LIFE SECD TRS 97.61 3.625 15-Mar-10 4.475 3.714 AA No
112 Corp PAINE WEBB GROUP INC SR MTN BE 106.58 6.64 14-Apr-10 4.363 6.23 AA No
113 Corp INTERNATIONAL LEASE FIN CORP 101.7 5 15-Apr-10 4.41 4.917 AA No
114 Corp MORGAN STANLEY & CO INC 99.41 4.25 15-May-10 4.446 4.275 AA No
115 Corp NATIONSBANK CORP 106.21 6.6 15-May-10 4.494 6.214 AA No
116 Corp GOLDMAN SACHS GROUP INC 100.19 4.5 15-Jun-10 4.437 4.492 AA No
117 Corp WELLS FARGO BK N A 109.31 7.55 21-Jun-10 4.484 6.907 AA No
118 Corp UBS AG JERSEY BRH MTN BOOK ENT 459 0 30-Jul-10 0 0 AA No
119 Corp CITIGROUP INC 100.63 4.625 3-Aug-10 4.423 4.596 AA No
120 Corp WELLS FARGO & CO NEW 100.63 4.625 9-Aug-10 4.426 4.596 AA No
121 Corp AMERICAN GENERAL CORP 109.09 7.5 11-Aug-10 4.615 6.875 AA No
122 Corp HOME DEPOT INC 100.25 4.625 15-Aug-10 4.545 4.613 AA No
123 Corp 1ST UN NATL BK CHARLOTTE MTNBE 110.33 7.8 18-Aug-10 4.544 7.07 AA No
124 Corp HSBC FINANCE CORP 100.41 4.625 15-Sep-10 4.497 4.606 AA No
125 orp BANK OF AMERICA CORPORATION 99.36 4.25 1-Oct-10 4.444 4.277 AA No
126 Corp CITIGROUP INC 108.77 7.25 1-Oct-10 4.567 6.665 AA No
127 Corp MERRILL LYNCH CO INC MTN BE 100.04 4.5 4-Nov-10 4.487 4.498 AA No
128 Corp HSBC FINANCE CORP 102.22 5.25 14-Jan-11 4.615 5.136 AA No
129 Corp BANK OF AMERICA CORPORATION 109.86 7.4 15-Jan-11 4.59 6.736 AA No
130 Corp GOLDMAN SACHS GROUP INC 108.07 6.875 15-Jan-11 4.575 6.362 AA No
131 Corp WELLS FARGO BK N A 106.54 6.45 1-Feb-11 4.605 6.054 AA No
132 Corp CREDIT SUISSE USA INC 102.52 5.25 2-Mar-11 4.553 5.121 AA No
133 Corp MEDTRONIC INC 107 1.5 15-Apr-11 -0.191 1.402 AA No
134 Corp HSBC FINANCE CORP 107.84 6.75 15-May-11 4.673 6.259 AA No
135 Corp WASHINGTON MUT FIN CORP 108.19 6.875 15-May-11 4.703 6.355 AA No
136 Corp HSBC FINANCE CORP 103.97 5.7 1-Jun-11 4.656 5.482 AA No
137 Corp MERRILL LYNCH & CO INC MERRILL 100.37 4.8 14-Jun-11 4.705 4.782 AA No
138 Corp HSBC FIN CORP HSBC FIN 103.19 5.6 15-Jun-11 4.767 5.427 AA No
139 Corp HOUSEHOLD FIN CORP INT NT BE 107.03 6.6 15-Jun-11 4.767 6.167 AA No
140 Corp BANK AMER CORP SR INTNOTES BE 99.15 4.5 15-Jul-11 4.716 4.539 AA No
 A B C D E F G H I
141 Corp US BK NATL ASSN MINN SUB MTNBE 106.96 6.375 1-Aug-11 4.613 5.96 AA No
142 Corp WELLS FARGO & CO NEW 106.84 6.375 1-Aug-11 4.642 5.967 AA No
143 Corp WELLS FARGO & CO NEW 102.78 5.3 26-Aug-11 4.608 5.157 AA No
144 Corp CITIGROUP INC 101.82 5.1 29-Sep-11 4.653 5.009 AA No
145 Corp BANKAMERICA CORP 109.79 7.125 15-Oct-11 4.739 6.489 AA No
146 Corp CITICORP 110.47 7.25 15-Oct-11 4.701 6.563 AA No
147 Corp HOUSEHOLD FIN CORP 106.73 6.375 15-Oct-11 4.735 5.973 AA No
148 Corp HOUSEHOLD FIN CORP INT NT BE 105.43 6.05 15-Oct-11 4.727 5.738 AA No
149 Corp WACHOVIA CORP 2ND NEW 102.59 5.3 15-Oct-11 4.67 5.166 AA No
150 Corp CREDIT SUISSE USA INC 105.96 6.125 15-Nov-11 4.696 5.78 AA No
151 Corp HOUSEHOLD FIN CORP INT NT BE 105.06 6.1 15-Nov-11 4.882 5.806 AA No
152 Corp MORGAN STANLEY 103.65 5.625 9-Jan-12 4.772 5.427 AA No
153 Corp CREDIT SUISSE USA INC 107.6 6.5 15-Jan-12 4.733 6.041 AA No
154 Corp GOLDMAN SACHS GROUP INC 107.89 6.6 15-Jan-12 4.765 6.117 AA No
155 Corp GOLDMAN SACHS GROUP INC 102.24 5.3 14-Feb-12 4.786 5.184 AA No
156 Corp BANK AMER CORP SUB INTNTS BE 105.35 6 15-Feb-12 4.775 5.695 AA No
157 Corp CITIGROUP INC 102.37 5.25 27-Feb-12 4.71 5.128 AA No
158 Corp MBNA CORP SR MTN BE 112.2 7.5 15-Mar-12 4.749 6.685 AA No
159 Corp COLGATE PALMOLIVE CO MTNS BE 106.19 5.98 25-Apr-12 4.614 5.631 AA No
160 Corp BOTTLING GROUP LLC 99.37 4.625 15-Nov-12 4.751 4.654 AA No
161 Corp BANK OF AMERICA CORPORATION 100.65 4.875 15-Jan-13 4.745 4.843 AA No
162 Corp MERCK & CO INC 98.06 4.375 15-Feb-13 4.753 4.462 AA No
163 Corp MORGAN STANLEY 101.98 5.3 1-Mar-13 4.915 5.197 AA No
164 Corp GOLDMAN SACHS GROUP INC 101.98 5.25 1-Apr-13 4.868 5.148 AA No
165 Corp WAL MART STORES INC 98.64 4.55 1-May-13 4.806 4.613 AA No
166 Corp BANK AMER CORP SUB INTNTS BE 93.38 4.1 15-May-13 5.368 4.391 AA No
167 Corp ENGELHARD CORP 95.49 4.25 15-May-13 5.106 4.451 AA No
168 Corp NORFOLK SOUTHN RY CO 112.55 7.3 15-Jun-13 4.951 6.486 AA No
169 Corp PITNEY BOWES INC GLBL MTNS BE 94.34 3.875 15-Jun-13 4.931 4.107 AA No
170 Corp GOLDMAN SACHS GROUP INC 99.04 4.75 15-Jul-13 4.926 4.796 AA No
171 Corp SALOMON SMITH BARNEY HLDGS INC 112.07 7.3 1-Aug-13 5.074 6.514 AA No
172 Corp BANK OF AMERICA CORPORATION 99.55 4.75 15-Aug-13 4.832 4.772 AA No
173 Corp CREDIT SUISSE USA INC 103.66 5.5 15-Aug-13 4.833 5.306 AA No
174 Corp NATIONSBANK CORP SR MTN BE 361 0 15-Aug-13 0 0 AA No
175 Corp MERRILL LYNCH CO INC MTN BE 361 0 30-Aug-13 0 0 AA No
 A B C D E F G H I
176 Corp AETNA INC 109.56 6.75 15-Sep-13 5.017 6.161 AA No
177 Corp CITIGROUP GLOBAL MKTS HLDGS 99.4 5 15-Nov-13 5.106 5.03 AA No
178 Corp HOME DEPOT INC 102.21 5.25 16-Dec-13 4.863 5.137 AA No
179 Corp CREDIT SUISSE USA INC 101.72 5.125 15-Jan-14 4.826 5.038 AA No
180 Corp GOLDMAN SACHS GROUP INC 101.01 5.15 15-Jan-14 4.973 5.098 AA No
181 Corp ABBOTT LABS 97.09 4.35 15-Mar-14 4.843 4.481 AA No
182 Corp HSBC BK USA NEW YORK NY 97.98 4.625 1-Apr-14 4.965 4.72 AA No
183 Corp GLAXOSMITHKLINE CAP INC 97.23 4.375 15-Apr-14 4.838 4.5 AA No
184 Corp WELLS FARGO & CO NEW 98.14 4.625 15-Apr-14 4.938 4.713 AA No
185 orp CITIGROUP INC 101.71 5.125 5-May-14 4.838 5.039 AA No
186 Corp ASTRAZENECA PLC 103.23 5.4 1-Jun-14 4.864 5.231 AA No
187 Corp MERRILL LYNCH CO INC MTN BE 102.95 5.45 15-Jul-14 4.967 5.294 AA No
188 Corp PITNEY BOWES INC GLBL MTNS BE 99.28 4.875 15-Aug-14 4.992 4.911 AA No
189 Corp PROCTER & GAMBLE CO 100.64 4.95 15-Aug-14 4.847 4.919 AA No
190 Corp CITIGROUP INC 100.02 5 15-Sep-14 4.997 4.999 AA No
191 Corp GOLDMAN SACHS GROUP INC 99.52 5 1-Oct-14 5.076 5.024 AA No
192 Corp ROYAL BK SCOTLAND GROUP PLC 100.62 5 1-Oct-14 4.9 4.969 AA No
193 Corp GOLDMAN SACHS GROUP INC 102.79 5.5 15-Nov-14 5.057 5.351 AA No
194 Corp GOLDMAN SACHS GROUP INC 100.17 5.125 15-Jan-15 5.097 5.116 AA No
195 Corp MERRILL LYNCH CO INC MTN BE 99.94 5 15-Jan-15 5.008 5.003 AA No
196 Corp JP MORGAN CHASE & CO 98.82 4.75 1-Mar-15 4.931 4.807 AA No
197 Corp MERCK & CO INC 98.5 4.75 1-Mar-15 4.979 4.822 AA No
198 Corp US BK NATL ASSN MINN SUB MTNBE 98.46 4.8 15-Apr-15 5.032 4.875 AA No
199 Corp CITIGROUP INC 99.12 4.875 7-May-15 5.006 4.918 AA No
200 Corp CITIGROUP INC 98.6 4.7 29-May-15 4.908 4.767 AA No
201 Corp MBNA CORP SR MTN BE 100.05 5 15-Jun-15 4.991 4.998 AA No
202 Corp WAL MART STORES INC 97.03 4.5 1-Jul-15 4.937 4.637 AA No
203 Corp WESTLB AG NEW YORK BRH 98.35 4.796 15-Jul-15 5.04 4.877 AA No
204 Corp BANK OF AMERICA CORPORATION 98.68 4.75 1-Aug-15 4.943 4.813 AA No
205 Corp KIMBERLY CLARK CORP 98.85 4.875 15-Aug-15 5.043 4.932 AA No
206 Corp SUNTRUST BK ATLANTA MDTMSBNTBE 99.82 5 1-Sep-15 5.026 5.009 AA No
207 Corp MERRILL LYNCH CO INC MTN BE 101.84 5.3 30-Sep-15 5.032 5.204 AA No
208 Corp CITIGROUP GLOBAL MKTS HLDGS 98.75 5 15-Oct-15 5.18 5.063 AA No
209 Corp MORGAN STANLEY 101.54 5.375 15-Oct-15 5.151 5.294 AA No
210 Corp AMERICAN EXPRESS CR CORP MTNBE 102.74 5.3 2-Dec-15 4.909 5.158 AA No
 A B C D E F G H I
211 Corp PROCTER & GAMBLE CO 99.6 4.85 15-Dec-15 4.905 4.869 AA No
212 Corp DEAN WITTER DISCOVER & CO 110.48 6.75 1-Jan-16 5.25 6.11 AA No
213 Corp GOLDMAN SACHS GROUP INC 101.08 5.35 15-Jan-16 5.196 5.293 AA No
214 Corp HSBC FINANCE CORP 103.03 5.5 19-Jan-16 5.071 5.338 AA No
215 Corp HOME DEPOT INC 100.66 5.4 1-Mar-16 5.307 5.365 AA No
216 Corp CREDIT SUISSE USA INC 102.87 5.375 2-Mar-16 4.975 5.225 AA No
217 Corp ABBOTT LABS 106.27 5.875 15-May-16 5.015 5.528 AA No
218 Corp JPMORGAN CHASE BK NEW YORK N Y 105.63 5.875 13-Jun-16 5.105 5.562 AA No
219 Corp CITIGROUP INC 106.47 5.85 2-Aug-16 4.981 5.495 AA No
220 Corp BANK OF AMERICA CORPORATION 105 5.75 15-Aug-16 5.078 5.476 AA No
221 Corp NATIONSBANK CORP 119.53 7.8 15-Sep-16 5.18 6.526 AA No
222 Corp WELLS FARGO & CO NEW 100.25 5.125 15-Sep-16 5.091 5.112 AA No
223 Corp GOLDMAN SACHS GROUP INC 103.52 5.75 1-Oct-16 5.276 5.554 AA No
224 Corp AMERICAN INTL GROUP INC MTN BE 104.29 5.6 18-Oct-16 5.031 5.369 AA No
225 Corp MORGAN STANLEY 104.2 5.75 18-Oct-16 5.189 5.518 AA No
226 Corp COLGATE PALMOLIVE CO MTNS BE 101.6 5.2 7-Nov-16 4.988 5.118 AA No
227 Corp MORGAN STANLEY 101.38 5.45 9-Jan-17 5.268 5.376 AA No
228 Corp CITIGROUP INC 102.74 5.5 15-Feb-17 5.144 5.353 AA No
229 Corp SUNTRUST BK ATLANTA MDTMSBNTBE 104.62 5.45 1-Dec-17 4.891 5.209 AA No
230 Corp PITNEY BOWES INC GLBL MTNS BE 97.36 4.75 15-May-18 5.061 4.879 AA No
231 Corp KIMBERLY CLARK CORP 109.82 6.25 15-Jul-18 5.1 5.691 AA No
232 Corp MERRILL LYNCH & CO INC 112.35 6.5 15-Jul-18 5.058 5.786 AA No
233 Corp MERRILL LYNCH & CO INC 115.81 6.875 15-Nov-18 5.066 5.936 AA No
234 Corp FIFTH THIRD BK CIN OHIO MTN BE 99.09 5.2 1-Mar-19 5.303 5.248 AA No
235 Corp ATLANTIC RICHFIELD CO 132.01 8.25 1-Feb-22 5.149 6.25 AA No
236 Corp CITIGROUP INC 125.85 7.875 15-May-25 5.593 6.258 AA No
237 Corp MERCK & CO INC 111.02 6.3 1-Jan-26 5.362 5.675 AA No
238 Corp SUNAMERICA INC MTN BE 113.7 7 13-Feb-26 5.798 6.157 AA No
239 Corp MORGAN STANLEY 110.44 6.25 9-Aug-26 5.377 5.659 AA No
240 Corp HYDRO-QUEBEC 137.75 8.25 15-Jan-27 5.184 5.989 AA No
241 Corp NORTHERN ILL GAS CO 116.3 6.58 15-Feb-28 5.284 5.658 AA No
242 Corp MERCK & CO INC 107.38 5.95 1-Dec-28 5.37 5.541 AA No
243 Corp WAL MART STORES INC 127.27 7.55 15-Feb-30 5.453 5.932 AA No
244 Corp CREDIT SUISSE USA INC 124.87 7.125 15-Jul-32 5.326 5.706 AA No
245 Corp GOLDMAN SACHS GROUP INC 107.82 6.125 15-Feb-33 5.552 5.681 AA No
 A B C D E F G H I
246 Corp CITIGROUP INC 108.4 6 31-Oct-33 5.401 5.535 AA No
247 Corp PROCTER & GAMBLE CO 107.97 5.8 15-Aug-34 5.248 5.372 AA No
248 Corp CITIGROUP INC 106.82 5.85 11-Dec-34 5.374 5.477 AA No
249 Corp WAL MART STORES INC 97.87 5.25 1-Sep-35 5.397 5.364 AA No
250 Corp HSBC HLDGS PLC 114.13 6.5 2-May-36 5.519 5.695 AA No
251 Corp BAC CAPITAL TRUST XI 113.93 6.625 23-May-36 5.646 5.815 AA No
252 Corp CITIGROUP INC 109.49 6.125 25-Aug-36 5.473 5.594 AA No
253 Corp MERCK & CO INC 104.75 5.75 15-Nov-36 5.426 5.49 AA No
254 Corp HOME DEPOT INC 104.24 5.875 16-Dec-36 5.581 5.636 AA No
255 Corp WACHOVIA BK NATL ASSN MTN SUB 105.6 5.85 1-Feb-37 5.467 5.54 AA No