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Unformatted text preview: 15.0 - Amt. Outstdg. ($mm) 322.39 247.33 128.57 3.0 200.0 200.0 100.0 130.0 233.97 200.6 167.33 1.0 454.9 370.95 438.28 247.0 174.52 259.37 212.42 15.0 - Current Price 101.089 101.444 105.92 105.714 108.198 111.645 137.6 118.321 117.013 123.419 139.855 122.247 133.838 128.398 - Current YTW 0.374 0.524 0.524 0.674 0.574 0.922 1.333 1.723 1.773 2.926 4.516 4.436 4.466 - S&P Rating AAA AAA AAA AAA AAA AAA AAA AAA AAA AAA AAA AAA AAA AAA NR S&P Rating Date Jun-24-2010 Jun-24-2010 Jun-24-2010 Jun-24-2010 Jun-24-2010 Jun-24-2010 Jun-24-2010 Jun-24-2010 Jun-24-2010 Dec-01-1999 Jun-24-2010 Jun-24-2010 Jun-24-2010 Mar-23-2010 Nov-23-2005 Coupon Type Fixed Fixed Fixed Fixed Fixed Fixed Fixed Fixed Fixed Fixed Fixed Fixed Fixed Fixed Fixed Variable Zero Zero Interest Frequency Semi-Annual Semi-Annual Semi-Annual Semi-Annual Semi-Annual Semi-Annual Semi-Annual Semi-Annual Semi-Annual Semi-Annual Semi-Annual Semi-Annual Semi-Annual Semi-Annual Semi-Annual Semi-Annual - Coupon Day Count Basis 30/360 30/360 30/360 30/360 30/360 30/360 30/360 30/360 30/360 30/360 30/360 30/360 30/360 30/360 30/360 ACT/360 - Offering Price 99.931 99.342 99.918 99.918 99.683 99.917 100.0 100.0 99.71 99.539 99.713 99.0 99.346 99.881 99.864 100.0 - Offering YTM 5.763 4.984 5.009 5.009 5.34 5.661 5.0 6.289 5.559 6.537 8.719 6.148 6.759 6.384 - Dated Date Aug-07-2008 Jan-22-2004 Jan-31-2005 Sep-23-2004 Apr-13-2005 Mar-30-2006 Apr-12-2012 Jul-19-2007 Apr-18-2008 Aug-07-2008 Aug-15-1991 Mar-30-2006 Jul-19-2007 Apr-18-2008 Oct-12-1994 - First Coupon Date Dec-15-2008 Aug-01-2004 Jul-31-2005 Jan-31-2005 Dec-30-2005 Oct-01-2006 Oct-31-2012 Feb-01-2008 Jun-15-2008 Dec-15-2008 Feb-15-1992 Oct-01-2006 Feb-01-2008 Jun-15-2008 Apr-12-1995 - Last Coupon Date Jun-15-2013 Aug-01-2013 Jul-31-2014 Jul-31-2014 Dec-30-2014 Oct-01-2015 Oct-31-2016 Feb-01-2017 Dec-15-2017 Jun-15-2018 Feb-15-2021 Oct-01-2035 Feb-01-2037 Dec-15-2037 Apr-12-2054 - Next Call Date Apr-30-2015 Oct-12-2036 - Call Price 100.0 105.0 - Yield to Maturity Coupon Payments Remaining Gain/Loss Coupon Income Capital Total $ Return Total % Return Annualized Err:502 Err:502 (1.089) Err:502 Err:502 Err:502 Err:502 (1.444) Err:502 Err:502 2 5 (5.92) (0.920) -0.87% 2 5 (5.714) (0.714) -0.68% Amount Outstanding Amount Outstanding * Coupon Debt Market Value Excel YTM Err:502 Err:502 Err:502 Err:502 -0.88% -0.65% -0.68% -0.51% 322.39 247.33 128.57 3.00 1,854 1,212 643 15 325.90 250.90 136.18 3.17 3 5 7 7.95 14.125 17.5 (8.198) (11.645) (37.6) (0.248) 2.480 (20.100) -0.23% 2.22% -14.61% -0.16% 1.03% -4.77% -0.35% 0.16% -4.51% 233.97 200.60 167.33 1,240 1,133 837 253.15 223.96 230.25 7 9 10 16 45 47 49 21.875 24.75 32.5 69 137.25 158.625 156.1875 (18.321) (17.013) (23.419) (39.855) (22.247) (33.838) (28.398) 3.554 7.737 9.081 29.145 115.003 124.787 127.790 3.00% 6.61% 7.36% 20.84% 94.07% 93.24% 99.53% 0.85% 1.48% 1.47% 2.55% 3.04% 2.84% 2.87% 0.63% 1.07% 1.06% 1.00% 2.99% 2.98% 3.15% 454.90 370.95 438.28 247.00 174.52 259.37 212.42 2,843 2...
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This document was uploaded on 02/05/2014.

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