Factors Effective: 2009-04-27 02-Jul-09 Overview Index Series Version Coupon RED ID Price High Low Factor ABX.HE.PENAAA.07-2 7 2 76 0A08AWAD1 27.52 70.00 24.56 1 ABX.HE.AAA.07-2 7 2 76 0A08AHAD4 25.70 99.33 23.10 1 ABX.HE.AA.07-2 7 2 192 0A08AGAD6 3.79 97.00 3.75 1 ABX.HE.A.07-2 7 2 369 0A08AFAD8 3.50 81.94 2.97 0.958036367 ABX.HE.BBB.07-2 7 2 500 0A08AIAD2 3.00 56.61 2.89 0.625735473 ABX.HE.BBB-.07-2 7 2 500 0A08AOAD9 3.00 50.33 2.88 0.522959505 ABX.HE.PENAAA.07-1 7 1 9 0A08AWAC3 30.45 80.27 28.36 1 ABX.HE.AAA.07-1 7 1 9 0A08AHAC6 25.90 100.09 23.25 1 ABX.HE.AA.07-1 7 1 15 0A08AGAC8 3.03 100.09 2.86 1 ABX.HE.A.07-1 7 1 64 0A08AFAC0 2.91 100.01 2.33 0.886145109 ABX.HE.BBB.07-1 7 1 224 0A08AIAC4 2.68 98.35 2.19 0.4 ABX.HE.BBB-.07-1 7 1 389 0A08AOAC1 2.56 97.47 2.19 0.302546627 ABX.HE.PENAAA.06-2 6 2 11 0A08AWAB5 59.95 93.88 53.04 0.852305455 ABX.HE.AAA.06-2 6 2 11 0A08AHAB8 33.03 100.12 28.72 0.999001974 ABX.HE.AA.06-2 6 2 17 0A08AGAB0 7.53 100.12 6.94 1 ABX.HE.A.06-2 6 2 44 0A08AFAB2 3.50 100.12 3.42 0.856113553 ABX.HE.BBB.06-2 6 2 133 0A08AIAB6 2.84 100.59 2.29 0.319864153 ABX.HE.BBB-.06-2 6 2 242 0A08AOAB3 2.68 100.94 2.34 0.183857327 ABX.HE.PENAAA.06-1 6 1 18 0A08AWAA7 83.40 98.50 82.18 0.300592452 ABX.HE.AAA.06-1 6 1 18 0A08AHAA1 69.08 100.38 59.75 0.939266342 ABX.HE.AA.06-1 6 1 32 0A08AGAA9 23.00 100.73 15.90 1 ABX.HE.A.06-1 6 1 54 0A08AFAA7 7.87 100.51 7.50 1 ABX.HE.BBB.06-1 6 1 154 0A08AIAA4 4.00 101.20 3.95 0.681376544 ABX.HE.BBB-.06-1 6 1 267 0A08AOAA2 4.00 102.19 3.90 0.589653957