Security Name Issue Date Benchmark Date Due Days to MatuPrice YTM Face Value Discount Yield

1105 (6 months) 22-Jul-21 22-Jan-22 2.00 99.947 6.707 29183300000 9.735

1112 (3 months) 28-Oct-21 7 day 27-Jan-22 7.00 99.870 6.773 20000000000 6.764
1106 (6 months) 5-Aug-21 3-Feb-22 14.00 99.742 6.746 23033800000 6.728
1113 (3 months) 11-Nov-21 10-Feb-22 21.00 99.615 6.718 238222500000 6.692
1107 (6 months) 19-Aug-21 17-Feb-22 28.00 99.489 6.691 45000000000 6.657
1114 (3 months) 25-Nov-21 24-Feb-22 35.00 99.365 6.663 551384200000 6.621
1108 (6 months) 2-Sep-21 3-Mar-22 42.00 99.242 6.636 40552600000 6.586
1115 (3 months) 9-Dec-21 10-Mar-22 49.00 99.121 6.609 439924880490 6.550
1109 (6 months) 16-Sep-21 17-Mar-22 56.00 99.000 6.581 45000000000 6.515
1116 (3 months) 23-Dec-21 24-Mar-22 63.00 98.881 6.554 21644400000 6.480
1110 (6 months) 30-Sep-21 31-Mar-22 70.00 98.764 6.526 40629500000 6.446
1117 (3 months) 6-Jan-22 7-Apr-22 77.00 98.648 6.499 213149300000 6.411
1111 (6 months) 14-Oct-21 14-Apr-22 84.00 98.533 6.471 15074700000 6.376
1118 (3 months) 20-Jan-22 3 month 21-Apr-22 91.00 98.419 6.444 199908800000 6.342
1112 (6 months) 28-Oct-21 28-Apr-22 98.00 98.254 6.617 40000000000 6.501
1099 (12 months) 6-May-21 5-May-22 105.00 98.084 6.789 195000000000 6.659
1113 (6 months) 11-Nov-21 12-May-22 112.00 97.908 6.962 23545100000 6.817
1100 (12 months) 20-May-21 19-May-22 119.00 97.727 7.135 195000000000 6.973
1114 (6 months) 25-Nov-21 26-May-22 126.00 97.539 7.308 40000000000 7.128
1101 (12 months) 4-Jun-21 3-Jun-22 134.00 97.327 7.480 200000000000 7.280
1115 (6 months) 9-Dec-21 9-Jun-22 140.00 97.148 7.653 37822800000 7.435
1102 (12 months) 17-Jun-21 16-Jun-22 147.00 96.945 7.826 166663500000 7.587
1116 (6 months) 23-Dec-21 23-Jun-22 154.00 96.735 7.999 181001600000 7.737
1117 (6 months) 6-Jan-22 7-Jul-22 168.00 96.375 8.171 254301000000 7.875
1118 (6 months) 20-Jan-22 6 month 21-Jul-22 182.00 96.006 8.344 275070500000 8.011
1106 (12 months) 5-Aug-21 4-Aug-22 196.00 95.653 8.462 234988600000 8.094
1107 (12 months) 19-Aug-21 18-Aug-22 210.00 95.296 8.580 228348800000 8.177
1108 (12 months) 2-Sep-21 1-Sep-22 224.00 94.932 8.699 223143400000 8.258
1109 (12 months) 16-Sep-21 15-Sep-22 238.00 94.563 8.817 213351600000 8.338
1110 (12 months) 30-Sep-21 29-Sep-22 252.00 94.190 8.935 176804100000 8.416
1111 (12 months) 14-Oct-21 13-Oct-22 266.00 93.811 9.053 160000000000 8.493
1112 (12 months) 28-Oct-21 27-Oct-22 280.00 93.427 9.172 139631800000 8.569
1113 (12 months) 11-Nov-21 10-Nov-22 294.00 93.038 9.290 171357800000 8.643
1114 (12 months) 25-Nov-21 24-Nov-22 308.00 92.645 9.408 160000000000 8.716
1115 (12 months) 14-Dec-21 8-Dec-22 322.00 92.247 9.526 196381600000 8.788
1116 (12 months) 23-Dec-21 22-Dec-22 336.00 91.846 9.645 223240600000 8.858
1117 (12 months) 6-Jan-22 5-Jan-23 350.00 91.440 9.763 188765100000 8.927
1118 (12 months) 20-Jan-22 1 year 19-Jan-23 364.00 91.030 9.881 160000000000 8.995
Maturity Date YTM
2022-01-22 6.707 0.3
2022-01-27 6.773 0.3
2022-02-03 6.746 0.3
2022-02-10 6.718 0.3
2022-02-17 6.691 0.3
2022-02-24 6.663 0.3
2022-03-03 6.636 0.3
2022-03-10 6.609 0.3
2022-03-17 6.581 0.3
2022-03-24 6.554 0.3
2022-03-31 6.526 0.3
2022-04-07 6.499 0.3
2022-04-14 6.471 0.3
2022-04-21 6.444 0.3
2022-04-28 6.617 0.3
2022-05-05 6.789 0.3
2022-05-12 6.962 0.3
2022-05-19 7.135 0.3
2022-05-26 7.308 0.3
2022-06-03 7.480 0.3
2022-06-09 7.653 0.3
2022-06-16 7.826 0.3
2022-06-23 7.999 0.3
2022-07-07 8.171 0.3
2022-07-21 8.344 0.3
2022-08-04 8.462 0.3
2022-08-18 8.580 0.3
2022-09-01 8.699 0.3
2022-09-15 8.817 0.3
2022-09-29 8.935 0.3
2022-10-13 9.053 0.3
2022-10-27 9.172 0.3
2022-11-10 9.290 0.3
2022-11-24 9.408 0.3
2022-12-08 9.526 0.3
2022-12-22 9.645 0.3
2023-01-05 9.763 0.3
2023-01-19 9.881 0.3
Security Name Issue Date Benchmark Date Due Days to MatuPrice YTM Face Value Discount Yield Market value 75% MV
7 day 20-Aug-20 3.00 99.940 7.290 10000000000 7.286 9,994,011,807.17
27-Aug-20 10.00 99.797 7.420 194321100000 7.405 193,926,892,673.76
4-Sep-20 18.00 99.629 7.549 6592300000 7.521 6,567,848,708.99
10-Sep-20 24.00 99.498 7.679 207477800000 7.640 206,435,498,683.50
17-Sep-20 31.00 99.341 7.808 6601900000 7.757 6,558,406,385.78
24-Sep-20 38.00 99.180 7.938 186098800000 7.873 184,573,460,481.35
1-Oct-20 45.00 99.015 8.068 329465400000 7.988 326,220,732,624.11
8-Oct-20 52.00 98.846 8.197 218908100000 8.102 216,381,192,529.31
15-Oct-20 59.00 98.672 8.327 11086600000 8.216 10,939,361,193.48
22-Oct-20 66.00 98.494 8.456 210000000000 8.329 206,837,301,818.87
29-Oct-20 73.00 98.312 8.586 17756200000 8.441 17,456,443,766.46
5-Nov-20 80.00 98.126 8.715 10,000,000,000.00 8.552 9,812,557,743.99 7,359,418,307.99
3 month 12-Nov-20 87.00 97.935 8.845 18163000000 8.662 17,787,983,020.44
19-Nov-20 94.00 97.728 9.026 211273800000 8.821 206,474,469,713.74
3-Dec-20 108.00 97.348 9.206 145998100000 8.962 142,126,481,199.11
4-Dec-20 109.00 97.273 9.387 20000000000 9.131 19,454,639,549.10
17-Dec-20 122.00 96.901 9.568 18962700000 9.271 18,375,072,563.03
31-Dec-20 136.00 96.495 9.748 28770100000 9.407 27,761,723,223.64
1-Jan-21 137.00 96.407 9.929 246458600000 9.572 237,603,645,911.38
14-Jan-21 150.00 96.011 10.110 239810300000 9.706 230,244,432,344.42
28-Jan-21 164.00 95.581 10.290 220664600000 9.836 210,912,830,515.98
6 month 11-Feb-21 178.00 95.142 10.471 278820300000 9.962 265,274,317,705.13
25-Feb-21 192.00 94.709 10.621 183558700000 10.059 173,846,231,619.91
11-Mar-21 206.00 94.270 10.771 240800800000 10.153 227,001,995,945.11
25-Mar-21 220.00 93.824 10.920 175000000000 10.246 164,192,668,972.08
9-Apr-21 235.00 93.347 11.070 229033400000 10.334 213,795,530,222.91
22-Apr-21 248.00 92.917 11.220 194368800000 10.425 180,600,961,103.89
6-May-21 262.00 92.455 11.370 135078500000 10.512 124,886,276,954.09
20-May-21 276.00 91.987 11.519 115000000000 10.596 105,785,502,628.58
4-Jun-21 291.00 91.489 11.669 134382000000 10.676 122,944,078,627.87
17-Jun-21 304.00 91.038 11.819 78340000000 10.760 71,319,516,610.08
1-Jul-21 318.00 90.557 11.969 204573000000 10.839 185,255,453,785.03
15-Jul-21 332.00 90.072 12.118 204573000000 10.915 184,262,118,679.29
29-Jul-21 346.00 89.582 12.268 198521300000 10.990 177,839,283,899.92
1080 (12 months) 13-Aug-20 1 year 12-Aug-21 360.00 89.089 12.418 203023300000 11.063 180,870,481,624.82
Security Name Issue Date Date Due DTM Price YTM
1070 (6 months) 26-Mar-20 24-Sep-20 28.00 99.431 7.457
1072 (6 months) 23-Apr-20 22-Oct-20 56.00 98.778 8.066