Today: Monday, September 15th, 2008
Settlement date: Thursday, September 18th, 2008

                          ZC     Fixed  Floating
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 Net present value    100.95    107.68    102.36
       Clean price    100.95    106.14    101.80
       Dirty price    100.95    107.68    102.36
    Accrued coupon      0.00      1.54      0.56
   Previous coupon    0.00 %    4.50 %    2.89 %
       Next coupon       xxx    4.50 %    3.43 %
             Yield    2.99 %    3.65 %    2.20 %

Sample indirect computations (for the floating rate bond):
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Yield to Clean Price: 101.80
Clean Price to Yield: 2.20 %

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