TABLE stime(ts,*) time information for securities day month year 1-Jun-00 01 06 2000 29-Jun-00 29 06 2000 19-Jul-00 19 07 2000 1-Aug-00 01 08 2000 8-Aug-00 08 08 2000 1-Sep-00 01 09 2000 8-Sep-00 08 09 2000 1-Oct-00 01 10 2000 15-Oct-00 15 10 2000 9-Nov-00 09 11 2000 1-Dec-00 01 12 2000 29-Dec-00 29 12 2000 1-Feb-01 01 02 2001 8-Feb-01 08 02 2001 1-Mar-01 01 03 2001 8-Mar-01 08 03 2001 1-Apr-01 01 04 2001 15-Apr-01 15 04 2001 1-Jun-01 01 06 2001 29-Jun-01 29 06 2001 19-Jul-01 19 07 2001 1-Aug-01 01 08 2001 1-Sep-01 01 09 2001 8-Sep-01 08 09 2001 1-Oct-01 01 10 2001 9-Nov-01 09 11 2001 1-Dec-01 01 12 2001 29-Dec-01 29 12 2001 1-Feb-02 01 02 2002 15-Feb-02 15 02 2002 1-Mar-02 01 03 2002 8-Mar-02 08 03 2002 1-Apr-02 01 04 2002 1-Jun-02 01 06 2002 29-Jun-02 29 06 2002 1-Jul-02 01 07 2002 1-Aug-02 01 08 2002 1-Sep-02 01 09 2002 8-Sep-02 08 09 2002 1-Oct-02 01 10 2002 9-Nov-02 09 11 2002 1-Dec-02 01 12 2002 1-Feb-03 01 02 2003 1-Mar-03 01 03 2003 8-Mar-03 08 03 2003 1-Apr-03 01 04 2003 1-Jun-03 01 06 2003 1-Aug-03 01 08 2003 15-Aug-03 15 08 2003 1-Sep-03 01 09 2003 8-Sep-03 08 09 2003 1-Oct-03 01 10 2003 9-Nov-03 09 11 2003 1-Dec-03 01 12 2003 1-Feb-04 01 02 2004 1-Mar-04 01 03 2004 8-Mar-04 08 03 2004 1-Apr-04 01 04 2004 1-Jun-04 01 06 2004 1-Aug-04 01 08 2004 15-Aug-04 15 08 2004 1-Sep-04 01 09 2004 8-Sep-04 08 09 2004 1-Oct-04 01 10 2004 9-Nov-04 09 11 2004 1-Dec-04 01 12 2004 1-Mar-05 01 03 2005 8-Mar-05 08 03 2005 1-Apr-05 01 04 2005 1-Jun-05 01 06 2005 1-Sep-05 01 09 2005 8-Sep-05 08 09 2005 1-Oct-05 01 10 2005 1-Dec-05 01 12 2005 1-Mar-06 01 03 2006 8-Mar-06 08 03 2006 1-Jun-06 01 06 2006 1-Sep-06 01 09 2006 1-Dec-06 01 12 2006 1-Mar-07 01 03 2007 1-Jun-07 01 06 2007 1-Jul-07 01 07 2007 1-Sep-07 01 09 2007 1-Dec-07 01 12 2007 15-Feb-08 15 02 2008 1-Mar-08 01 03 2008 1-Jun-08 01 06 2008 1-Sep-08 01 09 2008 1-Dec-08 01 12 2008 1-Mar-09 01 03 2009 1-Jun-09 01 06 2009 1-Sep-09 01 09 2009 1-Apr-10 01 04 2010; TABLE BondData( *, i, class) Bond data Bond-1.AAA Bond-2.AAA Bond-3.AAA Bond-4.AAA Bond-5.AAA 1-Jun-00 4.4375 29-Jun-00 19-Jul-00 8-Aug-00 4.385 8-Sep-00 3.0625 9-Nov-00 1-Dec-00 4.4375 29-Dec-00 8-Feb-01 104.385 8-Mar-01 3.0625 1-Jun-01 4.4375 29-Jun-01 19-Jul-01 8-Sep-01 3.0625 9-Nov-01 1-Dec-01 4.4375 29-Dec-01 15-Feb-02 100 8-Mar-02 3.0625 1-Jun-02 4.4375 29-Jun-02 1-Jul-02 100 8-Sep-02 3.0625 9-Nov-02 1-Dec-02 4.4375 8-Mar-03 3.0625 1-Jun-03 4.4375 15-Aug-03 8-Sep-03 3.0625 9-Nov-03 1-Dec-03 4.4375 8-Mar-04 3.0625 1-Jun-04 4.4375 15-Aug-04 8-Sep-04 3.0625 9-Nov-04 1-Dec-04 4.4375 8-Mar-05 3.0625 1-Jun-05 4.4375 8-Sep-05 3.0625 1-Dec-05 4.4375 8-Mar-06 103.0625 1-Jun-06 4.4375 1-Dec-06 4.4375 1-Jun-07 4.4375 1-Jul-07 1-Dec-07 4.4375 15-Feb-08 1-Jun-08 4.4375 1-Dec-08 4.4375 1-Jun-09 104.4375 1-Apr-10 yield 6.56 7.52 7.69 6.39 6.82 price 101.553 94.107 108.557 89.727 86.935 accr 2.41 1.17 4.09 0 0 + Bond-6.AAA Bond-7.AAA Bond-8.AAA Bond-9.AAA Bond-10.AAA 1-Jun-00 29-Jun-00 19-Jul-00 8-Aug-00 8-Sep-00 9-Nov-00 1-Dec-00 29-Dec-00 8-Feb-01 8-Mar-01 1-Jun-01 29-Jun-01 19-Jul-01 8-Sep-01 9-Nov-01 1-Dec-01 29-Dec-01 15-Feb-02 8-Mar-02 1-Jun-02 29-Jun-02 1-Jul-02 8-Sep-02 9-Nov-02 1-Dec-02 8-Mar-03 1-Jun-03 15-Aug-03 100 8-Sep-03 9-Nov-03 1-Dec-03 8-Mar-04 1-Jun-04 15-Aug-04 100 8-Sep-04 9-Nov-04 1-Dec-04 8-Mar-05 1-Jun-05 8-Sep-05 1-Dec-05 8-Mar-06 1-Jun-06 1-Dec-06 1-Jun-07 1-Jul-07 100 1-Dec-07 15-Feb-08 100 1-Jun-08 1-Dec-08 1-Jun-09 1-Apr-10 100 yield 7.07 7.29 7.57 7.65 8.12 price 80.114 74.15 59.435 56.449 46.247 accr 0 0 0 0 0 + Bond-11.AAA Bond-12.AAA Bond-13.AAA 1-Jun-00 29-Jun-00 3.875 19-Jul-00 6 8-Aug-00 8-Sep-00 9-Nov-00 8.25 1-Dec-00 29-Dec-00 3.875 8-Feb-01 8-Mar-01 1-Jun-01 29-Jun-01 3.875 19-Jul-01 106 8-Sep-01 9-Nov-01 8.25 1-Dec-01 29-Dec-01 3.875 15-Feb-02 8-Mar-02 1-Jun-02 29-Jun-02 103.875 1-Jul-02 8-Sep-02 9-Nov-02 8.25 1-Dec-02 8-Mar-03 1-Jun-03 15-Aug-03 8-Sep-03 9-Nov-03 8.25 1-Dec-03 8-Mar-04 1-Jun-04 15-Aug-04 8-Sep-04 9-Nov-04 108.25 1-Dec-04 8-Mar-05 1-Jun-05 8-Sep-05 1-Dec-05 8-Mar-06 1-Jun-06 1-Dec-06 1-Jun-07 1-Jul-07 1-Dec-07 15-Feb-08 1-Jun-08 1-Dec-08 1-Jun-09 1-Apr-10 yield 7.56 7.85 7.97 price 98.28 101.32 99.84 accr 4.97 4.31 2.97 + Bond-1.B3 Bond-2.B3 Bond-3.B3 Bond-4.B3 Bond-5.B3 Bond-6.b3 1-Aug-00 6.63 5.00 1-Sep-00 4.06 1-Oct-00 105.13 5.88 15-Oct-00 5.13 1-Feb-01 6.63 5.00 1-Mar-01 4.06 1-Apr-01 5.88 15-Apr-01 105.13 1-Aug-01 106.63 5.00 1-Sep-01 4.06 1-Oct-01 5.88 1-Feb-02 5.00 1-Mar-02 4.06 1-Apr-02 5.88 1-Aug-02 5.00 1-Sep-02 4.06 1-Oct-02 5.88 1-Feb-03 5.00 1-Mar-03 4.06 1-Apr-03 5.88 1-Aug-03 5.00 1-Sep-03 4.06 1-Oct-03 5.88 1-Feb-04 5.00 1-Mar-04 4.06 1-Apr-04 5.88 1-Aug-04 105.00 1-Sep-04 4.06 1-Oct-04 5.88 1-Mar-05 4.06 1-Apr-05 5.88 1-Sep-05 4.06 1-Oct-05 105.88 1-Mar-06 4.06 1-Sep-06 4.06 1-Mar-07 4.06 1-Sep-07 4.06 1-Mar-08 4.06 1-Sep-08 4.06 1-Mar-09 4.06 1-Sep-09 104.06 yield 20.37 25.82 28.41 27.42 21.08 26.54 price 96.75 89.0 86.75 60.75 73.25 40.0 accr 1.31 0.91 3.9 2.94 1.5 1.72 ; * note: (3) accr is interest accrued in the current coupon period * to date. * current yield structure TABLE LiabData(tl,*) Liability data month day year liability tl0 5 17 2000 0 tl1 3 1 2001 40000 tl2 6 15 2002 40000 tl3 12 1 2003 40000 tl4 12 1 2004 40000 tl5 6 1 2005 40000;