Today: Wednesday, June 18th, 2008
Settlement date: Friday, June 20th, 2008

                          ZC     Fixed  Floating
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 Net present value     94.24     99.66    101.49
       Clean price     94.24     99.18    101.09
       Dirty price     94.24     99.66    101.49
    Accrued coupon      0.00      0.48      0.40
   Previous coupon    0.00 %    4.50 %    5.23 %
       Next coupon       xxx    4.50 %    2.67 %
             Yield    4.22 %    4.60 %    3.64 %

Sample indirect computations (for the floating rate bond):
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Yield to Clean Price: 101.08
Clean Price to Yield: 3.63 %

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