Descrip# Coupon Maturity Price

Yield
Dur
Dv01
1
2 20100228 100.0469 -0.81981 0.016643 1.681138
2
4 20100315 100.2344 -0.03939 0.058022 5.918428
3
1.75 20100331 100.1875 -0.09377 0.101696 10.25956
4
4 20100415 100.5625 0.06128 0.142813 14.56569
5
2.125 20100430 100.3906 0.014307 0.18507 18.70311
6
3.875 20100515 100.8594 0.079645 0.226429 23.07746
7
4.5 20100515
101 0.083503 0.226425 23.14756
8
2.625 20100531 100.6875 0.070517 0.269136 27.26165
9
3.625 20100615 101.0938 0.099989 0.310284 31.58103
10
2.875 20100630 100.9844 0.089802 0.353432 35.83992
11
3.875 20100715 101.5313 -0.00129 0.39503 40.26859
12
2.75 20100731 101.1406 0.151129 0.438895 44.46345
13
5.75 20100815 102.6719 0.186092 0.480216 49.35809
14
4.125 20100815 101.8906 0.187928 0.480212 48.96738
15
2.375 20100831 101.1406 0.165062 0.510349 52.20296
16
3.875 20100915 102.0625 0.175254 0.548197 56.88921
17
2 20100930 101.0781 0.205877 0.596128 60.73041
18
4.25 20101015 102.5938 0.210079 0.631991 65.7976
19
1.5 20101031 100.8594 0.243623 0.680555 68.96181
20
4.5 20101115 103.0938 0.235091 0.714901 74.58163
21
1.25 20101130 100.7656 0.252962 0.765173 77.32383
22
4.375 20101215 103.2969 0.298558 0.798753 83.1711
23
0.875 20101231 100.4844 0.306287 0.850117 85.53243
24
4.25 20110115
103.5 0.330173 0.883361 91.82196
25
0.875 20110131
100.5 0.341297 0.935458 94.06327
26
5 20110215 104.5313 0.366765 0.966964 101.1714
27
4.5 20110228 104.2031 0.354232 0.983128 104.5837
28
0.875 20110228 100.5156 0.36636 1.008231 101.7694
29
4.75 20110331
104.75 0.423287 1.066024 113.6831
30
0.875 20110331 100.5156 0.405366 1.092934 110.2379
31
4.875 20110430 105.2344 0.441159 1.148359 122.6098
32
0.875 20110430
100.5 0.451386 1.175927 118.5047
33
4.875 20110531 105.5469 0.485378 1.232037 131.4237
34
0.875 20110531 100.5156 0.466971 1.259787 126.8826
35
5.125 20110630 106.1719 0.541919 1.314182 140.5153
36
1.125 20110630 100.8281 0.510196 1.341836 135.5158
37
4.875 20110731 106.1563 0.573463 1.400982 149.1381
38
1 20110731 100.6094 0.574183 1.427703 143.7271
39
5 20110815 106.5469 0.554047 1.441631 153.7407
40
4.625 20110831 106.0625 0.603097 1.448283 156.8466
41
1 20110831 100.5625 0.626735 1.497071 151.2729
42
4.5 20110930 106.1094 0.658757 1.534217 165.545
43
1 20110930 100.5156 0.675691 1.581485 159.5939
44
4.625 20111031 106.5625 0.700138 1.615435 174.4977
45
1 20111031 100.4688 0.719509 1.664267 167.731
46
1.75 20111115 101.7031 0.755007 1.694541 173.1511
47
4.5 20111130 106.5781 0.749658 1.700416 182.993
48
0.75 20111130 99.95313 0.776625 1.751247 175.3457
49
1.125 20111215 100.5938 0.793882 1.786693 180.1111
50
4.625 20111231 107.0156 0.803731 1.782363 191.9476
51
1 20111231 100.3125 0.829643 1.831148 183.9552

52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103

1.125
4.75
0.875
4.875
1.375
4.625
1.375
4.5
1.375
4.5
1.375
4.75
1.875
4.875
1.5
4.625
4.375
1.75
4.125
1.375
4.25
1.375
3.875
4
1.375
3.375
1.125
3.625
1.375
2.875
3.875
1.375
2.75
2.5
3.125
3.625
3.5
3.375
3.375
4.25
3.125
3.125
2.75
4.25
2
1.5
1.75
4
1.875
1.75
1.875
4.75

20120115
20120131
20120131
20120215
20120215
20120229
20120315
20120331
20120415
20120430
20120515
20120531
20120615
20120630
20120715
20120731
20120815
20120815
20120831
20120915
20120930
20121015
20121031
20121115
20121115
20121130
20121215
20121231
20130115
20130131
20130215
20130215
20130228
20130331
20130430
20130515
20130531
20130630
20130731
20130815
20130831
20130930
20131031
20131115
20131130
20131231
20140131
20140215
20140228
20140331
20140430
20140515

100.5156
107.5156
99.98438
107.8281
100.9531
107.4531
100.9063
107.375
100.8125
107.5469
100.7188
108.2969
101.8125
108.75
100.8906
108.375
107.9375
101.3594
107.3281
100.3438
107.7344
100.25
106.875
107.2969
100.1094
105.6094
99.32813
106.375
99.875
104.2188
107.1875
99.71875
103.8125
103.0313
104.875
106.4844
106.0156
105.6563
105.6406
108.6563
104.7188
104.6563
103.25
108.8125
100.4531
98.4375
99.15625
107.8906
99.5
98.79688
99.14063
110.875

0.850026
0.834618
0.883091
0.87942
0.888442
0.887613
0.929321
0.947093
0.990692
0.99912
1.047361
1.040242
1.078331
1.098229
1.121928
1.133824
1.12148
1.192197
1.161755
1.237977
1.220218
1.278324
1.26231
1.268145
1.333805
1.305452
1.369347
1.340062
1.419081
1.40462
1.404265
1.471757
1.453597
1.495949
1.54996
1.556054
1.603367
1.634412
1.679975
1.679142
1.73589
1.784128
1.833489
1.794021
1.874604
1.922414
1.973559
1.93096
2.005148
2.057196
2.09024
2.049982

1.870413
1.865772
1.917728
1.905011
1.951715
1.903197
2.01496
1.989756
2.098743
2.072187
2.18135
2.150354
2.25281
2.231036
2.34513
2.320778
2.367239
2.423567
2.362467
2.491963
2.442453
2.575734
2.536075
2.573364
2.658083
2.634508
2.74979
2.709994
2.824202
2.817745
2.827489
2.908427
2.860145
2.955114
3.009188
3.028754
3.075552
3.163996
3.248055
3.252605
3.285698
3.369013
3.472294
3.431056
3.599986
3.714168
3.781919
3.692913
3.814157
3.907183
3.978948
3.816894

188.2266
201.1383
191.8448
205.5934
197.0836
208.7597
204.5467
217.2169
212.6102
225.7938
220.5231
235.2338
230.165
244.2176
236.9709
252.1667
255.7142
245.7332
258.2702
251.5674
267.2712
259.4823
274.1378
278.9289
267.0986
280.2806
273.7179
289.7138
282.4749
294.1541
303.2834
290.102
300.7211
307.412
318.55
325.5175
328.5407
335.8593
343.7928
353.6831
349.0379
356.7821
361.5215
377.3296
363.2914
366.4291
375.4032
398.7163
382.9659
388.7412
396.8249
428.1564

104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155

2.25
2.625
2.625
4.25
2.375
2.375
2.375
4.25
2.125
2.625
2.25
4
4.125
4.25
4.5
4.5
2.625
2.375
2.625
5.125
3.25
3.25
3.25
4.875
3
3
3.125
4.625
2.75
3.25
3.125
4.625
4.5
4.25
3.5
3.875
4
3.75
2.75
3.125
3.625
3.375
3.625
8.75
7.875
8.125
8.125
8
7.25
7.625
7.125
6.25

20140531
20140630
20140731
20140815
20140831
20140930
20141031
20141115
20141130
20141231
20150131
20150215
20150515
20150815
20151115
20160215
20160229
20160331
20160430
20160515
20160531
20160630
20160731
20160815
20160831
20160930
20161031
20161115
20161130
20161231
20170131
20170215
20170515
20171115
20180215
20180515
20180815
20181115
20190215
20190515
20190815
20191115
20200215
20200815
20210215
20210515
20210815
20211115
20220815
20221115
20230215
20230815

100.5
101.9063
101.75
109
100.5781
100.4063
100.2031
108.7813
98.96875
101.0625
99.125
107.4375
107.8906
108.2188
109.5156
109.2031
98.45313
96.79688
98.03125
112.4219
101.4375
101.3281
101.2031
110.9844
99.46875
99.23438
99.82813
109.1719
97.35938
100.2813
99.375
109.0469
108.0313
105.7969
100.2813
102.5
103.125
100.8906
92.9375
95.4375
99.01563
96.76563
98.70313
142.0156
134.9375
137.375
137.625
136.625
130.1094
133.9688
128.8281
120.0156

2.126501
2.163483
2.208791
2.133069
2.239652
2.281248
2.328621
2.279047
2.354522
2.391481
2.438957
2.4064
2.504245
2.629823
2.69495
2.817028
2.907045
2.952262
2.975446
2.927329
2.996259
3.018274
3.042618
2.997362
3.090571
3.128948
3.15324
3.102969
3.186313
3.20353
3.226031
3.17002
3.243656
3.390233
3.459288
3.52172
3.569586
3.629448
3.680619
3.713103
3.749255
3.774916
3.782137
3.841947
3.927249
3.966325
4.004567
4.04556
4.136897
4.159369
4.218042
4.280368

4.03186
4.085817
4.16934
4.098271
4.214429
4.297372
4.378493
4.258088
4.484842
4.519792
4.638294
4.525301
4.669437
4.903553
5.021132
5.266262
5.450308
5.571303
5.613298
5.32091
5.602166
5.68421
5.767378
5.597152
5.790626
5.872362
5.932147
5.746693
6.077434
6.074508
6.178307
5.99284
6.124713
6.520224
6.909247
6.944915
7.164145
7.32192
7.825364
7.837439
7.944454
8.113597
8.288256
7.51259
7.909151
7.873381
8.115687
8.138988
8.776539
8.690818
9.038334
9.495951

407.2954
417.9405
424.8955
447.0484
428.7181
435.5487
442.0134
468.1493
446.0585
458.5186
460.4052
486.5371
509.0561
531.0593
556.0717
575.5505
543.5163
544.5557
554.9189
605.6444
572.4713
578.6751
584.8158
621.7241
584.3844
589.758
598.033
634.646
595.552
612.0497
615.1427
654.0364
669.1978
697.3977
693.3355
719.2136
739.3566
746.2221
727.6859
754.6837
787.1819
792.6061
818.6577
1068.176
1068.446
1099.101
1118.197
1129.796
1143.14
1182.421
1165.637
1140.81

156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180

7.5
7.625
6.875
6
6.75
6.5
6.625
6.375
6.125
5.5
5.25
5.25
6.125
6.25
5.375
4.5
4.75
5
4.375
4.5
3.5
4.25
4.5
4.375
4.625

20241115
20250215
20250815
20260215
20260815
20261115
20270215
20270815
20271115
20280815
20281115
20290215
20290815
20300515
20310215
20360215
20370215
20370515
20380215
20380515
20390215
20390515
20390815
20391115
20400215

134.0781
135.5781
127.4063
117.5
126.5938
123.7031
125.2813
122.4375
119.4063
111.625
108.4844
108.4375
120.0156
121.9531
110.2188
97.57813
101.2813
105.2188
95.0625
96.98438
80.8125
92.5625
96.5625
94.54688
98.51563

4.342544
4.364567
4.412787
4.457235
4.45491
4.471648
4.48241
4.506379
4.52117
4.562127
4.570284
4.579761
4.563051
4.574034
4.609763
4.66169
4.665957
4.659285
4.693734
4.693459
4.721967
4.721382
4.716996
4.717635
4.717951

9.609529
9.820669
10.22631
10.70935
10.68462
10.72133
10.92498
11.20672
11.24657
11.93142
11.99458
12.23846
12.06589
12.13358
12.92928
15.07127
15.18698
14.92308
15.70556
15.49823
16.73207
15.92022
15.97906
15.94989
16.01036

1308.138
1332.916
1304.255
1259.592
1354
1345.32
1370.095
1373.504
1361.749
1333.113
1318.446
1328.35
1449.524
1500.467
1426.392
1471.938
1539.552
1590.593
1494.338
1522.159
1353.293
1492.119
1544.368
1527.096
1578.702

Series1

179
177
175
173
171
169
167
165
163
161
159
157
155
153
151
149
147
145
143
141
139
137
135
133
131
129
127
125
123
121
119
117
115
113
111
109
107
105
103
101
99
97
95
93
91
89
87
85
83
81
79
77
75
73
71
69
67
65
63
61
59
57
55
53
51
49
47
45
43
41
39
37
35
33
31
29
27
25
23
21
19
17
15
13
11
9
7
5

-2

-1

-0.5

-1
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
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23
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27
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29
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57
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60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100

2.5

1.5

1
Series1

0.5

0
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180

4.5

3.5

2.5
Series1

1.5

0.5