RCD_CMBX_Index 0.1 2010-02-20

CMBX.NA.AAA.1 2006-03-07 1 1 1.0 USD 137BENAA4 N 0.001 2006-03-07 2006-04-25 1M 2052-10-12 1000000.0 1.0 Fixed 2010-01-25 2010-02-24 2010-02-25 1.0 0.000002932 0.000022757 0 0 0 0 0 0 86.111111111 86.111133868 None 0 0.300372485 0.300372485 1.0 2010-02-25 2010-03-24 2010-03-25 77.777777778 0 0 1.0 USD 1M USD-LIBOR-BBA 0.0022875 CMBX.NA.AM.1 2010-02-09 1 1 1.0 USD 19HGEMAA1 N 0.005 2010-02-09 2010-02-25 1M 2052-10-12 1000000.0 1.0 Fixed 2010-02-09 2010-02-24 2010-02-25 1.0 0.000002645 0 0 0 0 0 0 0 222.222222222 222.222222222 None 0 0.000002645 0.000002645 1.0 2010-02-25 2010-03-24 2010-03-25 388.888888889 0 0 1.0 USD 1M USD-LIBOR-BBA 0.0022875 CMBX.NA.AJ.1 2008-01-04 1 1 1.0 USD 137BEKAB8 N 0.0084 2008-01-04 2008-01-25 1M 2052-10-12 1000000.0 1.0 Fixed 2010-01-25 2010-02-24 2010-02-25 1.0 28.933335425 0.000037723 0 0 0 0 0 0 723.333333333 723.333371056 None 0 112.550849271 29.23371453 1.0 2010-02-25 2010-03-24 2010-03-25 653.333333333 0 0 1.0 USD 1M USD-LIBOR-BBA 0.0022875 CMBX.NA.AA.1 2006-03-07 1 1 1.0 USD 137BEPAA9 N 0.0025 2006-03-07 2006-04-25 1M 2052-10-12 1000000.0 1.0 Fixed 2010-01-25 2010-02-24 2010-02-25 1.0 8.611130491 0.000047259 0 0 0 0 0 0 215.277777778 215.277825037 None 0 178.618353836 8.911564947 1.0 2010-02-25 2010-03-24 2010-03-25 194.444444444 0 0 1.0 USD 1M USD-LIBOR-BBA 0.0022875 CMBX.NA.A.1 2006-03-07 1 1 1.0 USD 137BEOAA2 N 0.0035 2006-03-07 2006-04-25 1M 2052-10-12 1000000.0 1.0 Fixed 2010-01-25 2010-02-24 2010-02-25 1.0 12.055596809 0.000034289 0 0 0 0 0 0 301.388888889 301.388923178 None 0 178.764259189 12.501914745 1.0 2010-02-25 2010-03-24 2010-03-25 272.222222222 0 0 1.0 USD 1M USD-LIBOR-BBA 0.0022875 CMBX.NA.BBB.1 2006-03-07 1 1 1.0 USD 137BESAA3 N 0.0076 2006-03-07 2006-04-25 1M 2052-10-12 1000000.0 1.0 Fixed 2010-01-25 2010-02-24 2010-02-25 1.0 52.355612899 0.000051157 0 0 0 0 0 0 654.444444444 654.444495601 None 0 523.451281282 78.980543558 1.0 2010-02-25 2010-03-24 2010-03-25 591.111111111 0 0 1.0 USD 1M USD-LIBOR-BBA 0.0022875 CMBX.NA.BBB-.1 2006-03-07 1 1 1.0 USD 137BERAA5 N 0.0134 2006-03-07 2006-04-25 1M 2052-10-12 1000000.0 1.0 Fixed 2010-01-25 2010-02-24 2010-02-25 1.0 132.729610327 0.000050543 0 0 0 0 0 0 1153.888888889 1153.888939432 None 0 576.471538461 186.545805127 1.0 2010-02-25 2010-03-24 2010-03-25 1042.222222222 0 0 1.0 USD 1M USD-LIBOR-BBA 0.0022875 CMBX.NA.AAA.2 2006-10-25 2 1 1.0 USD 137BENAB2 N 0.0007 2006-10-25 2006-11-27 1M 2049-03-15 1000000.0 1.0 Fixed 2010-01-25 2010-02-24 2010-02-25 1.0 0.0000121 0.000012591 0 0 0 0 0 0 60.277777778 60.277790369 None 0 0.123986173 0.123986173 1.0 2010-02-25 2010-03-24 2010-03-25 54.444444444 0 0 1.0 USD 1M USD-LIBOR-BBA 0.0022875 CMBX.NA.AM.2 2010-02-09 2 1 1.0 USD 19HGEMAB9 N 0.005 2010-02-09 2010-02-25 1M 2049-03-15 1000000.0 1.0 Fixed 2010-02-09 2010-02-24 2010-02-25 1.0 0.000018193 0 0 0 0 0 0 0 222.222222222 222.222222222 None 0 0.000018193 0.000018193 1.0 2010-02-25 2010-03-24 2010-03-25 388.888888889 0 0 1.0 USD 1M USD-LIBOR-BBA 0.0022875 CMBX.NA.AJ.2 2008-01-04 2 1 1.0 USD 137BEKAC6 N 0.0109 2008-01-04 2008-01-25 1M 2049-03-15 1000000.0 1.0 Fixed 2010-01-25 2010-02-24 2010-02-25 1.0 0.000040528 0.000007928 0 0 0 0 0 0 938.611111111 938.611119039 None 0 0.124641582 0.124641582 1.0 2010-02-25 2010-03-24 2010-03-25 847.777777778 0 0 1.0 USD 1M USD-LIBOR-BBA 0.0022875 CMBX.NA.AA.2 2006-10-25 2 1 1.0 USD 137BEPAB7 N 0.0015 2006-10-25 2006-11-27 1M 2049-03-15 1000000.0 1.0 Fixed 2010-01-25 2010-02-24 2010-02-25 1.0 5.166705191 0.000009192 0 0 0 0 0 0 129.166666667 129.166675859 None 0 714.690282063 20.624844004 1.0 2010-02-25 2010-03-24 2010-03-25 116.666666667 0 0 1.0 USD 1M USD-LIBOR-BBA 0.0022875 CMBX.NA.A.2 2006-10-25 2 1 1.0 USD 137BEOAB0 N 0.0025 2006-10-25 2006-11-27 1M 2049-03-15 1000000.0 1.0 Fixed 2010-01-25 2010-02-24 2010-02-25 1.0 8.611137746 0.000017493 0 0 0 0 0 0 215.277777778 215.277795271 None 0 795.962605516 34.29153885 1.0 2010-02-25 2010-03-24 2010-03-25 194.444444444 0 0 1.0 USD 1M USD-LIBOR-BBA 0.0022875 CMBX.NA.BBB.2 2006-10-25 2 1 1.0 USD 137BESAB1 N 0.006 2006-10-25 2006-11-27 1M 2049-03-15 1000000.0 1.0 Fixed 2010-01-25 2010-02-24 2010-02-25 1.0 41.333388009 0.000033565 0 0 0 0 0 0 516.666666667 516.666700232 None 0 3069.213240134 366.791783828 1.0 2010-02-25 2010-03-24 2010-03-25 466.666666667 0 0 1.0 USD 1M USD-LIBOR-BBA 0.0022875 CMBX.NA.BBB-.2 2006-10-25 2 1 1.0 USD 137BERAB3 N 0.0087 2006-10-25 2006-11-27 1M 2049-03-15 1000000.0 1.0 Fixed 2010-01-25 2010-02-24 2010-02-25 1.0 179.800040763 29.966683224 0 0 0 0 0 0 749.166666667 779.133349891 None 0 4046.643754853 706.68740471 1.0 2010-02-25 2010-03-24 2010-03-25 676.666666667 0 0 1.0 USD 1M USD-LIBOR-BBA 0.0022875 CMBX.NA.BB.2 2006-10-25 2 1 1.0 USD 137BEMAA6 N 0.018 2006-10-25 2006-11-27 1M 2049-03-15 1000000.0 1.0 Fixed 2010-01-25 2010-02-24 2010-02-25 1.0 496.0 336.205254516 0 0 0 0 0 0 1550.0 1886.205254516 None 0 6940.154993536 2364.78832687 1.0 2010-02-25 2010-03-24 2010-03-25 1400.0 0 0 1.0 USD 1M USD-LIBOR-BBA 0.0022875 CMBX.NA.AAA.3 2007-04-25 3 1 1.0 USD 137BENAC0 N 0.0008 2007-04-25 2007-05-25 1M 2049-12-13 1000000.0 1.0 Fixed 2010-01-25 2010-02-24 2010-02-25 1.0 3.58E-7 0 0 0 0 0 0 0 68.888888889 68.888888889 None 0 0.000010457 0.000010457 1.0 2010-02-25 2010-03-24 2010-03-25 62.222222222 0 0 1.0 USD 1M USD-LIBOR-BBA 0.0022875 CMBX.NA.AM.3 2010-02-09 3 1 1.0 USD 19HGEMAC7 N 0.005 2010-02-09 2010-02-25 1M 2049-12-13 1000000.0 1.0 Fixed 2010-02-09 2010-02-24 2010-02-25 1.0 0 0 0 0 0 0 0 0 222.222222222 222.222222222 None 0 0 0 1.0 2010-02-25 2010-03-24 2010-03-25 388.888888889 0 0 1.0 USD 1M USD-LIBOR-BBA 0.0022875 CMBX.NA.AJ.3 2008-01-04 3 1 1.0 USD 137BEKAD4 N 0.0147 2008-01-04 2008-01-25 1M 2049-12-13 1000000.0 1.0 Fixed 2010-01-25 2010-02-24 2010-02-25 1.0 0.000001993 0 0 0 0 0 0 0 1265.833333333 1265.833333333 None 0 0.000051222 0.000051222 1.0 2010-02-25 2010-03-24 2010-03-25 1143.333333333 0 0 1.0 USD 1M USD-LIBOR-BBA 0.0022875 CMBX.NA.AA.3 2007-04-25 3 1 1.0 USD 137BEPAC5 N 0.0027 2007-04-25 2007-05-25 1M 2049-12-13 1000000.0 1.0 Fixed 2010-01-25 2010-02-24 2010-02-25 1.0 0 0 0 0 0 0 0 0 232.5 232.5 None 0 0.000233046 0.000233046 1.0 2010-02-25 2010-03-24 2010-03-25 210.0 0 0 1.0 USD 1M USD-LIBOR-BBA 0.0022875 CMBX.NA.A.3 2007-04-25 3 1 1.0 USD 137BEOAC8 N 0.0062 2007-04-25 2007-05-25 1M 2049-12-13 1000000.0 1.0 Fixed 2010-01-25 2010-02-24 2010-02-25 1.0 21.355570623 0 0 0 0 0 0 0 533.888888889 533.888888889 None 0 229.920588601 43.634630686 1.0 2010-02-25 2010-03-24 2010-03-25 482.222222222 0 0 1.0 USD 1M USD-LIBOR-BBA 0.0022875 CMBX.NA.BBB.3 2007-04-25 3 1 1.0 USD 137BESAC9 N 0.02 2007-04-25 2007-05-25 1M 2049-12-13 1000000.0 1.0 Fixed 2010-01-25 2010-02-24 2010-02-25 1.0 200.481330019 0.000047857 0 0 0 0 0 0 1722.222222222 1722.222270079 None 0 1615.738656342 802.058721808 1.0 2010-02-25 2010-03-24 2010-03-25 1555.555555556 0 0 1.0 USD 1M USD-LIBOR-BBA 0.0022875 CMBX.NA.BBB-.3 2007-04-25 3 1 1.0 USD 137BERAC1 N 0.032 2007-04-25 2007-05-25 1M 2049-12-13 1000000.0 1.0 Fixed 2010-01-25 2010-02-24 2010-02-25 1.0 770.092321247 13.984430859 0 0 0 0 0 0 2755.555555556 2769.539986415 None 0 5493.993968354 3511.242499415 1.0 2010-02-25 2010-03-24 2010-03-25 2488.888888889 0 0 1.0 USD 1M USD-LIBOR-BBA 0.0022875 CMBX.NA.BB.3 2007-04-25 3 1 1.0 USD 137BEMAB4 N 0.05 2007-04-25 2007-05-25 1M 2049-12-13 1000000.0 1.0 Fixed 2010-01-25 2010-02-24 2010-02-25 1.0 1958.146637847 0 0 0 0 0 0 0 4305.555555556 4305.555555556 None 0 9830.467962278 9769.079073389 1.0 2010-02-25 2010-03-24 2010-03-25 3888.888888889 0 0 1.0 USD 1M USD-LIBOR-BBA 0.0022875 CMBX.NA.AAA.4 2007-10-25 4 1 1.0 USD 137BENAD8 N 0.0035 2007-10-25 2007-11-26 1M 2051-02-17 1000000.0 1.0 Fixed 2010-01-25 2010-02-24 2010-02-25 1.0 0.000074395 0.000047375 0 0 0 0 0 0 301.388888889 301.388936264 None 0 0.000377202 0.000377202 1.0 2010-02-25 2010-03-24 2010-03-25 272.222222222 0 0 1.0 USD 1M USD-LIBOR-BBA 0.0022875 CMBX.NA.AM.4 2010-02-09 4 1 1.0 USD 19HGEMAD5 N 0.005 2010-02-09 2010-02-25 1M 2051-02-17 1000000.0 1.0 Fixed 2010-02-09 2010-02-24 2010-02-25 1.0 0.000031342 0 0 0 0 0 0 0 222.222222222 222.222222222 None 0 0.000031342 0.000031342 1.0 2010-02-25 2010-03-24 2010-03-25 388.888888889 0 0 1.0 USD 1M USD-LIBOR-BBA 0.0022875 CMBX.NA.AJ.4 2007-10-25 4 1 1.0 USD 137BEKAA0 N 0.0096 2007-10-25 2007-11-26 1M 2051-02-17 1000000.0 1.0 Fixed 2010-01-25 2010-02-24 2010-02-25 1.0 0.000072866 0.000072892 0 0 0 0 0 0 826.666666667 826.666739559 None 0 0.000379556 0.000379556 1.0 2010-02-25 2010-03-24 2010-03-25 746.666666667 0 0 1.0 USD 1M USD-LIBOR-BBA 0.0022875 CMBX.NA.AA.4 2007-10-25 4 1 1.0 USD 137BEPAD3 N 0.0165 2007-10-25 2007-11-26 1M 2051-02-17 1000000.0 1.0 Fixed 2010-01-25 2010-02-24 2010-02-25 1.0 0.000073882 0.000050743 0 0 0 0 0 0 1420.833333333 1420.833384076 None 0 0.000477206 0.000477206 1.0 2010-02-25 2010-03-24 2010-03-25 1283.333333333 0 0 1.0 USD 1M USD-LIBOR-BBA 0.0022875 CMBX.NA.A.4 2007-10-25 4 1 1.0 USD 137BEOAD6 N 0.0348 2007-10-25 2007-11-26 1M 2051-02-17 1000000.0 1.0 Fixed 2010-01-25 2010-02-24 2010-02-25 1.0 0.000089091 0.000049554 0 0 0 0 0 0 2996.666666667 2996.666716221 None 0 0.000457764 0.000457764 1.0 2010-02-25 2010-03-24 2010-03-25 2706.666666667 0 0 1.0 USD 1M USD-LIBOR-BBA 0.0022875 CMBX.NA.BBB.4 2007-10-25 4 1 1.0 USD 137BESAD7 N 0.05 2007-10-25 2007-11-26 1M 2051-02-17 1000000.0 1.0 Fixed 2010-01-25 2010-02-24 2010-02-25 1.0 492.469803966 0.000074426 0 0 0 0 0 0 4305.555555556 4305.555629982 None 0 784.775770975 754.948325597 1.0 2010-02-25 2010-03-24 2010-03-25 3888.888888889 0 0 1.0 USD 1M USD-LIBOR-BBA 0.0022875 CMBX.NA.BBB-.4 2007-10-25 4 1 1.0 USD 137BERAD9 N 0.05 2007-10-25 2007-11-26 1M 2051-02-17 1000000.0 1.0 Fixed 2010-01-25 2010-02-24 2010-02-25 1.0 1035.351772261 0.000067088 0 0 0 0 0 82.056690635 4305.555555556 4305.555622644 None 0 2242.382266495 2075.030788241 1.0 2010-02-25 2010-03-24 2010-03-25 3888.888888889 0 0 1.0 USD 1M USD-LIBOR-BBA 0.0022875 CMBX.NA.BB.4 2007-10-25 4 1 1.0 USD 137BEMAC2 N 0.05 2007-10-25 2007-11-26 1M 2051-02-17 1000000.0 1.0 Fixed 2010-01-25 2010-02-24 2010-02-25 1.0 1883.044444444 0 0 0 0 0 0 0 4305.555555556 4305.555555556 None 0 7615.197618577 7206.33095191 1.0 2010-02-25 2010-03-24 2010-03-25 3888.888888889 0 0 1.0 USD 1M USD-LIBOR-BBA 0.0022875 CMBX.NA.AAA.5 2008-05-22 5 1 1.0 USD 137BENAE6 Y 0.0035 2008-05-22 2008-06-25 1M 2051-02-15 1000000.0 1.0 Fixed 2010-01-25 2010-02-24 2010-02-25 1.0 0.000007129 0.000052654 0 0 0 0 0 0 301.388888889 301.388941543 None 0 0.000173856 0.000173856 1.0 2010-02-25 2010-03-24 2010-03-25 272.222222222 0 0 1.0 USD 1M USD-LIBOR-BBA 0.0022875 CMBX.NA.AM.5 2010-02-09 5 1 1.0 USD 19HGEMAE3 N 0.005 2010-02-09 2010-02-25 1M 2051-02-15 1000000.0 1.0 Fixed 2010-02-09 2010-02-24 2010-02-25 1.0 0.00000654 0 0 0 0 0 0 0 222.222222222 222.222222222 None 0 0.00000654 0.00000654 1.0 2010-02-25 2010-03-24 2010-03-25 388.888888889 0 0 1.0 USD 1M USD-LIBOR-BBA 0.0022875 CMBX.NA.AJ.5 2008-05-22 5 1 1.0 USD 137BEKAE2 Y 0.0098 2008-05-22 2008-06-25 1M 2051-02-15 1000000.0 1.0 Fixed 2010-01-25 2010-02-24 2010-02-25 1.0 0.000053249 0.000125781 0 0 0 0 0 0 843.888888889 843.88901467 None 0 0.000576886 0.000576886 1.0 2010-02-25 2010-03-24 2010-03-25 762.222222222 0 0 1.0 USD 1M USD-LIBOR-BBA 0.0022875 CMBX.NA.AA.5 2008-05-22 5 1 1.0 USD 137BEPAE1 Y 0.0175 2008-05-22 2008-06-25 1M 2051-02-15 1000000.0 1.0 Fixed 2010-01-25 2010-02-24 2010-02-25 1.0 22.8009441 0.000156369 0 0 0 0 0 0 1506.944444444 1506.944600813 None 0 22.801635331 22.801635331 1.0 2010-02-25 2010-03-24 2010-03-25 1361.111111111 0 0 1.0 USD 1M USD-LIBOR-BBA 0.0022875 CMBX.NA.A.5 2008-05-22 5 1 1.0 USD 137BEOAE4 Y 0.035 2008-05-22 2008-06-25 1M 2051-02-15 1000000.0 1.0 Fixed 2010-01-25 2010-02-24 2010-02-25 1.0 120.555626022 0.000104861 0 0 0 0 0 0 3013.888888889 3013.88899375 None 0 2084.20326529 1310.556328567 1.0 2010-02-25 2010-03-24 2010-03-25 2722.222222222 0 0 1.0 USD 1M USD-LIBOR-BBA 0.0022875 CMBX.NA.BBB.5 2008-05-22 5 1 1.0 USD 137BESAE5 Y 0.05 2008-05-22 2008-06-25 1M 2051-02-15 1000000.0 1.0 Fixed 2010-01-25 2010-02-24 2010-02-25 1.0 525.224559105 0.000146712 0 0 0 0 0 0 4305.555555556 4305.555702268 None 0 3278.233832172 2638.896063876 1.0 2010-02-25 2010-03-24 2010-03-25 3888.888888889 0 0 1.0 USD 1M USD-LIBOR-BBA 0.0022875 CMBX.NA.BBB-.5 2008-05-22 5 1 1.0 USD 137BERAE7 Y 0.05 2008-05-22 2008-06-25 1M 2051-02-15 1000000.0 1.0 Fixed 2010-01-25 2010-02-24 2010-02-25 1.0 744.511300705 38.305035996 0 0 0 0 0 0 4305.555555556 4343.860591552 None 0 5036.349861246 3989.349806942 1.0 2010-02-25 2010-03-24 2010-03-25 3888.888888889 0 0 1.0 USD 1M USD-LIBOR-BBA 0.0022875 CMBX.NA.BB.5 2008-05-22 5 1 1.0 USD 137BEMAD0 Y 0.05 2008-05-22 2008-06-25 1M 2051-02-15 1000000.0 1.0 Fixed 2010-01-25 2010-02-24 2010-02-25 1.0 1297.630874086 320.638320812 0 0 0 0 0 0 4305.555555556 4626.193876368 None 0 5063.376637606 5059.665526495 1.0 2010-02-25 2010-03-24 2010-03-25 3888.888888889 0 0 1.0 USD 1M USD-LIBOR-BBA 0.0022875