RCD_CMBX_Index 0.1 2009-06-18

CMBX.NA.AAA.1 2006-03-07 1 1 1.00 USD 137BENAA4 N 0.001 2006-03-07 2006-04-25 1M 2052-10-12 1000000 1 Fixed 2009-05-25 2009-06-24 2009-06-25 1.00 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 86.111111111 86.111111111 None 0.000000000 0.000000000 0.000000000 0.000000000 2009-06-25 2009-07-24 2009-07-27 83.333333333 0.000000000 0.000000000 1.00 None 0.000000000 CMBX.NA.AJ.1 2008-01-04 1 1 1.00 USD 137BEKAB8 N .0084 2008-01-04 2008-01-25 1M 2052-10-12 1000000 1 Fixed 2009-05-25 2009-06-24 2009-06-25 1.00 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 723.333333333 723.333333333 None 0.000000000 0.000000000 0.000000000 0.000000000 2009-06-25 2009-07-24 2009-07-27 700.000000000 0.000000000 0.000000000 1.00 None 0.000000000 CMBX.NA.AA.1 2006-03-07 1 1 1.00 USD 137BEPAA9 N 0.0025 2006-03-07 2006-04-25 1M 2052-10-12 1000000 1 Fixed 2009-05-25 2009-06-24 2009-06-25 1.00 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 215.277777778 215.277777778 None 0.000000000 0.000000000 0.000000000 0.000000000 2009-06-25 2009-07-24 2009-07-27 208.333333333 0.000000000 0.000000000 1.00 None 0.000000000 CMBX.NA.A.1 2006-03-07 1 1 1.00 USD 137BEOAA2 N 0.0035 2006-03-07 2006-04-25 1M 2052-10-12 1000000 1 Fixed 2009-05-25 2009-06-24 2009-06-25 1.00 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 301.388888889 301.388888889 None 0.000000000 0.000000000 0.000000000 0.000000000 2009-06-25 2009-07-24 2009-07-27 291.666666667 0.000000000 0.000000000 1.00 None 0.000000000 CMBX.NA.BBB.1 2006-03-07 1 1 1.00 USD 137BESAA3 N 0.0076 2006-03-07 2006-04-25 1M 2052-10-12 1000000 1 Fixed 2009-05-25 2009-06-24 2009-06-25 1.00 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 654.444444444 654.444444444 None 0.000000000 0.000000000 0.000000000 0.000000000 2009-06-25 2009-07-24 2009-07-27 633.333333333 0.000000000 0.000000000 1.00 None 0.000000000 CMBX.NA.BBB-.1 2006-03-07 1 1 1.00 USD 137BERAA5 N 0.0134 2006-03-07 2006-04-25 1M 2052-10-12 1000000 1 Fixed 2009-05-25 2009-06-24 2009-06-25 1.00 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 1153.888888889 1153.888888889 None 0.000000000 250.922528190 132.511111112 0.000000000 2009-06-25 2009-07-24 2009-07-27 1116.666666667 0.000000000 0.000000000 1.00 None 0.000000000 CMBX.NA.AAA.2 2006-10-25 2 1 1.00 USD 137BENAB2 N .0007 2006-10-25 2006-11-25 1M 2049-03-15 1000000 1 Fixed 2009-05-25 2009-06-24 2009-06-25 1.00 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 60.277777778 60.277777778 None 0.000000000 0.123441816 0.123441324 0.000000000 2009-06-25 2009-07-24 2009-07-27 58.333333333 0.000000000 0.000000000 1.00 None 0.000000000 CMBX.NA.AJ.2 2008-01-04 2 1 1.00 USD 137BEKAC6 N .0109 2008-01-04 2008-01-25 1M 2049-03-15 1000000 1 Fixed 2009-05-25 2009-06-24 2009-06-25 1.00 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 938.611111111 938.611111111 None 0.000000000 0.124168456 0.124169434 0.000000000 2009-06-25 2009-07-24 2009-07-27 908.333333333 0.000000000 0.000000000 1.00 None 0.000000000 CMBX.NA.AA.2 2006-10-25 2 1 1.00 USD 137BEPAB7 N .0015 2006-10-25 2006-11-25 1M 2049-03-15 1000000 1 Fixed 2009-05-25 2009-06-24 2009-06-25 1.00 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 129.166666667 129.166666667 None 0.000000000 0.124171773 0.124171531 0.000000000 2009-06-25 2009-07-24 2009-07-27 125.000000000 0.000000000 0.000000000 1.00 None 0.000000000 CMBX.NA.A.2 2006-10-25 2 1 1.00 USD 137BEOAB0 N .0025 2006-10-25 2006-11-25 1M 2049-03-15 1000000 1 Fixed 2009-05-25 2009-06-24 2009-06-25 1.00 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 215.277777778 215.277777778 None 0.000000000 0.124176370 0.124174646 0.000000000 2009-06-25 2009-07-24 2009-07-27 208.333333333 0.000000000 0.000000000 1.00 None 0.000000000 CMBX.NA.BBB.2 2006-10-25 2 1 1.00 USD 137BESAB1 N .0060 2006-10-25 2006-11-25 1M 2049-03-15 1000000 1 Fixed 2009-05-25 2009-06-24 2009-06-25 1.00 20.666666667 20.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 516.666666667 516.666666667 None 0.000000000 779.582833911 121.457496678 0.000000000 2009-06-25 2009-07-24 2009-07-27 500.000000000 0.000000000 0.000000000 1.00 None 0.000000000 CMBX.NA.BBB-.2 2006-10-25 2 1 1.00 USD 137BERAB3 N .0087 2006-10-25 2006-11-25 1M 2049-03-15 1000000 1 Fixed 2009-05-25 2009-06-24 2009-06-25 1.00 41.382005274 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 749.166666667 749.166666667 None 0.000000000 1410.974950619 216.472846287 0.000000000 2009-06-25 2009-07-24 2009-07-27 725.000000000 0.000000000 0.000000000 1.00 None 0.000000000 CMBX.NA.BB.2 2006-10-25 2 1 1.00 USD 137BEMAA6 N .0180 2006-10-25 2006-11-25 1M 2049-03-15 1000000 1 Fixed 2009-05-25 2009-06-24 2009-06-25 1.00 243.060737623 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 1550.000000000 1550.000000000 None 0.000000000 1700.074973937 605.174885025 0.000000000 2009-06-25 2009-07-24 2009-07-27 1500.000000000 0.000000000 0.000000000 1.00 None 0.000000000 CMBX.NA.AAA.3 2007-04-25 3 1 1.00 USD 137BENAC0 N .0008 2007-04-25 2007-05-25 1M 2049-12-13 1000000 1 Fixed 2009-05-25 2009-06-24 2009-06-25 1.00 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 68.888888889 68.888888889 None 0.000000000 0.000000000 0.000000000 0.000000000 2009-06-25 2009-07-24 2009-07-27 66.666666667 0.000000000 0.000000000 1.00 None 0.000000000 CMBX.NA.AJ.3 2008-01-04 3 1 1.00 USD 137BEKAD4 N .0147 2008-01-04 2008-01-25 1M 2049-12-13 1000000 1 Fixed 2009-05-25 2009-06-24 2009-06-25 1.00 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 1265.833333333 1265.833333333 None 0.000000000 0.000000000 0.000000000 0.000000000 2009-06-25 2009-07-24 2009-07-27 1225.000000000 0.000000000 0.000000000 1.00 None 0.000000000 CMBX.NA.AA.3 2007-04-25 3 1 1.00 USD 137BEPAC5 N .0027 2007-04-25 2007-05-25 1M 2049-12-13 1000000 1 Fixed 2009-05-25 2009-06-24 2009-06-25 1.00 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 232.500000000 232.500000000 None 0.000000000 0.000000000 0.000000000 0.000000000 2009-06-25 2009-07-24 2009-07-27 225.000000000 0.000000000 0.000000000 1.00 None 0.000000000 CMBX.NA.A.3 2007-04-25 3 1 1.00 USD 137BEOAC8 N .0062 2007-04-25 2007-05-25 1M 2049-12-13 1000000 1 Fixed 2009-05-25 2009-06-24 2009-06-25 1.00 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 533.888888889 533.888888889 None 0.000000000 0.000000000 0.000000000 0.000000000 2009-06-25 2009-07-24 2009-07-27 516.666666667 0.000000000 0.000000000 1.00 None 0.000000000 CMBX.NA.BBB.3 2007-04-25 3 1 1.00 USD 137BESAC9 N .0200 2007-04-25 2007-05-25 1M 2049-12-13 1000000 1 Fixed 2009-05-25 2009-06-24 2009-06-25 1.00 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 1722.222222222 1722.222222222 None 0.000000000 0.000000000 0.000000000 0.000000000 2009-06-25 2009-07-24 2009-07-27 1666.666666667 0.000000000 0.000000000 1.00 None 0.000000000 CMBX.NA.BBB-.3 2007-04-25 3 1 1.00 USD 137BERAC1 N .0320 2007-04-25 2007-05-25 1M 2049-12-13 1000000 1 Fixed 2009-05-25 2009-06-24 2009-06-25 1.00 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 2755.555555556 2755.555555556 None 0.000000000 0.000000000 0.000000000 0.000000000 2009-06-25 2009-07-24 2009-07-27 2666.666666667 0.000000000 0.000000000 1.00 None 0.000000000 CMBX.NA.BB.3 2007-04-25 3 1 1.00 USD 137BEMAB4 N .0500 2007-04-25 2007-05-25 1M 2049-12-13 1000000 1 Fixed 2009-05-25 2009-06-24 2009-06-25 1.00 127.226502569 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 4305.555555556 4305.555555556 None 0.000000000 296.926707668 296.926502569 0.000000000 2009-06-25 2009-07-24 2009-07-27 4166.666666667 0.000000000 0.000000000 1.00 None 0.000000000 CMBX.NA.AAA.4 2007-10-25 4 1 1.00 USD 137BENAD8 Y 0.0035 2007-10-25 2007-11-26 1M 2051-02-17 1000000 1 Fixed 2009-05-25 2009-06-24 2009-06-25 1.00 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 301.388888889 301.388888889 None 0.000000000 0.000000000 0.000000000 0.000000000 2009-06-25 2009-07-24 2009-07-27 291.666666667 0.000000000 0.000000000 1.00 None 0.000000000 CMBX.NA.AJ.4 2007-10-25 4 1 1.00 USD 137BEKAA0 Y 0.0096 2007-10-25 2007-11-26 1M 2051-02-17 1000000 1 Fixed 2009-05-25 2009-06-24 2009-06-25 1.00 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 826.666666667 826.666666667 None 0.000000000 0.000000000 0.000000000 0.000000000 2009-06-25 2009-07-24 2009-07-27 800.000000000 0.000000000 0.000000000 1.00 None 0.000000000 CMBX.NA.AA.4 2007-10-25 4 1 1.00 USD 137BEPAD3 Y 0.0165 2007-10-25 2007-11-26 1M 2051-02-17 1000000 1 Fixed 2009-05-25 2009-06-24 2009-06-25 1.00 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 1420.833333333 1420.833333333 None 0.000000000 0.000000000 0.000000000 0.000000000 2009-06-25 2009-07-24 2009-07-27 1375.000000000 0.000000000 0.000000000 1.00 None 0.000000000 CMBX.NA.A.4 2007-10-25 4 1 1.00 USD 137BEOAD6 Y 0.0348 2007-10-25 2007-11-26 1M 2051-02-17 1000000 1 Fixed 2009-05-25 2009-06-24 2009-06-25 1.00 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 2996.666666667 2996.666666667 None 0.000000000 0.000000000 0.000000000 0.000000000 2009-06-25 2009-07-24 2009-07-27 2900.000000000 0.000000000 0.000000000 1.00 None 0.000000000 CMBX.NA.BBB.4 2007-10-25 4 1 1.00 USD 137BESAD7 Y 0.05 2007-10-25 2007-11-26 1M 2051-02-17 1000000 1 Fixed 2009-05-25 2009-06-24 2009-06-25 1.00 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 4305.555555556 4305.555555556 None 0.000000000 0.000000000 0.000000000 0.000000000 2009-06-25 2009-07-24 2009-07-27 4166.666666667 0.000000000 0.000000000 1.00 None 0.000000000 CMBX.NA.BBB-.4 2007-10-25 4 1 1.00 USD 137BERAD9 Y 0.05 2007-10-25 2007-11-26 1M 2051-02-17 1000000 1 Fixed 2009-05-25 2009-06-24 2009-06-25 1.00 124.958974957 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 4305.555555556 4305.555555556 None 0.000000000 124.958974957 124.958974957 0.000000000 2009-06-25 2009-07-24 2009-07-27 4166.666666667 0.000000000 0.000000000 1.00 None 0.000000000 CMBX.NA.BB.4 2007-10-25 4 1 1.00 USD 137BEMAC2 Y 0.05 2007-10-25 2007-11-26 1M 2051-02-17 1000000 1 Fixed 2009-05-25 2009-06-24 2009-06-25 1.00 172.222222222 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 4305.555555556 4305.555555556 None 0.000000000 184.133333333 172.222222222 0.000000000 2009-06-25 2009-07-24 2009-07-27 4166.666666667 0.000000000 0.000000000 1.00 None 0.000000000 CMBX.NA.AAA.5 2008-05-22 5 1 1 USD 137BENAE6 Y 0.0035 2008-05-22 2008-06-25 1M 2051-02-15 1000000 1 Fixed 2009-05-25 2009-06-24 2009-06-25 1.00 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 301.388888889 301.388888889 None 0.000000000 0.000000000 0.000000000 0.000000000 2009-06-25 2009-07-24 2009-07-27 291.666666667 0.000000000 0.000000000 1.00 None 0.000000000 CMBX.NA.AJ.5 2008-05-22 5 1 1 USD 137BEKAE2 Y 0.0098 2008-05-22 2008-06-25 1M 2051-02-15 1000000 1 Fixed 2009-05-25 2009-06-24 2009-06-25 1.00 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 843.888888889 843.888888889 None 0.000000000 0.000000000 0.000000000 0.000000000 2009-06-25 2009-07-24 2009-07-27 816.666666667 0.000000000 0.000000000 1.00 None 0.000000000 CMBX.NA.AA.5 2008-05-22 5 1 1 USD 137BEPAE1 Y 0.0175 2008-05-22 2008-06-25 1M 2051-02-15 1000000 1 Fixed 2009-05-25 2009-06-24 2009-06-25 1.00 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 1506.944444444 1506.944444444 None 0.000000000 0.000000000 0.000000000 0.000000000 2009-06-25 2009-07-24 2009-07-27 1458.333333333 0.000000000 0.000000000 1.00 None 0.000000000 CMBX.NA.A.5 2008-05-22 5 1 1 USD 137BEOAE4 Y 0.035 2008-05-22 2008-06-25 1M 2051-02-15 1000000 1 Fixed 2009-05-25 2009-06-24 2009-06-25 1.00 120.555555556 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 3013.888888889 3013.888888889 None 0.000000000 504.196127395 357.777777779 0.000000000 2009-06-25 2009-07-24 2009-07-27 2916.666666667 0.000000000 0.000000000 1.00 None 0.000000000 CMBX.NA.BBB.5 2008-05-22 5 1 1 USD 137BESAE5 Y 0.05 2008-05-22 2008-06-25 1M 2051-02-15 1000000 1 Fixed 2009-05-25 2009-06-24 2009-06-25 1.00 172.222222222 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 4305.555555556 4305.555555556 None 0.000000000 672.524215227 511.111111111 0.000000000 2009-06-25 2009-07-24 2009-07-27 4166.666666667 0.000000000 0.000000000 1.00 None 0.000000000 CMBX.NA.BBB-.5 2008-05-22 5 1 1 USD 137BERAE7 Y 0.05 2008-05-22 2008-06-25 1M 2051-02-15 1000000 1 Fixed 2009-05-25 2009-06-24 2009-06-25 1.00 172.222222222 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 4305.555555556 4305.555555556 None 0.000000000 672.524215227 511.111111111 0.000000000 2009-06-25 2009-07-24 2009-07-27 4166.666666667 0.000000000 0.000000000 1.00 None 0.000000000 CMBX.NA.BB.5 2008-05-22 5 1 1 USD 137BEMAD0 Y 0.05 2008-05-22 2008-06-25 1M 2051-02-15 1000000 1 Fixed 2009-05-25 2009-06-24 2009-06-25 1.00 296.900000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 4305.555555556 4305.555555556 None 0.000000000 695.326321150 695.326321150 0.000000000 2009-06-25 2009-07-24 2009-07-27 4166.666666667 0.000000000 0.000000000 1.00 None 0.000000000