RCD_TABX_HE_INDEX 0.2 2008-06-26

TABX.HE.07-1.06-2.BBB.0-3 2007-02-14 07-1.06-2 0 3 1.000000 USD 8F936FAA2 N 2007-02-14 2007-04-02 1M 2046-05-25 30000.00 0.050000 1000000.00 0.00 970000.00 2008-05-27 2008-06-24 2008-07-02 30000.000000000 0.000000000 970000.000000000 120.833333333 0.00 120.833333333 0.000000000 1.00000000000 0.000000000 0.000000000 0.00 0.00 0.00 0.00 0.00 1000000.00 0.000000000 0.000000000 0.00 0.00 0.00 0.00 2008-06-25 2008-07-24 2008-08-01 125.000000000 1.00000000000 TABX.HE.07-1.06-2.BBB.3-7 2007-02-14 07-1.06-2 3 7 1.000000 USD 8F936GAA0 N 2007-02-14 2007-04-02 1M 2046-05-25 40000.00 0.050000 1000000.00 30000.00 930000.00 2008-05-27 2008-06-24 2008-07-02 40000.000000000 30000.000000000 930000.000000000 161.111111111 0.00 161.111111111 0.00 1.00000000000 0.000000000 0.000000000 0.00 0.00 0.00 0.00 0.00 1000000.00 0.000000000 0.000000000 0.00 0.00 0.00 0.00 2008-06-25 2008-07-24 2008-08-01 166.666666667 1.00000000000 TABX.HE.07-1.06-2.BBB.7-12 2007-02-14 07-1.06-2 7 12 1.000000 USD 8F936HAA8 N 2007-02-14 2007-04-02 1M 2046-05-25 50000.00 0.050000 1000000.00 70000.00 880000.00 2008-05-27 2008-06-24 2008-07-02 50000.000000000 70000.000000000 880000.000000000 201.388888889 0.00 201.388888889 0.00 1.00000000000 0.000000000 0.000000000 0.00 0.00 0.00 0.00 0.00 1000000.00 0.000000000 0.000000000 0.00 0.00 0.00 0.00 2008-06-25 2008-07-24 2008-08-01 208.333333333 1.00000000000 TABX.HE.07-1.06-2.BBB.12-20 2007-02-14 07-1.06-2 12 20 1.000000 USD 8F936KAA1 N 2007-02-14 2007-04-02 1M 2046-05-25 80000.00 0.046700 1000000.00 120000.00 800000.00 2008-05-27 2008-06-24 2008-07-02 80000.000000000 120000.000000000 800000.000000000 300.955555556 0.00 300.955555556 0.00 1.00000000000 0.000000000 0.000000000 0.00 0.00 0.00 0.00 0.00 1000000.00 0.000000000 0.000000000 0.00 0.00 0.00 0.00 2008-06-25 2008-07-24 2008-08-01 311.333333333 1.00000000000 TABX.HE.07-1.06-2.BBB.20-35 2007-02-14 07-1.06-2 20 35 1.000000 USD 8F936JAA4 N 2007-02-14 2007-04-02 1M 2046-05-25 150000.00 0.020000 1000000.00 200000.00 650000.00 2008-05-27 2008-06-24 2008-07-02 150000.000000000 200000.000000000 650000.000000000 241.666666667 0.00 241.666666667 0.00 1.00000000000 0.000000000 0.000000000 0.00 0.00 0.00 0.00 0.00 1000000.00 0.000000000 0.000000000 0.00 0.00 0.00 0.00 2008-06-25 2008-07-24 2008-08-01 250.000000000 1.00000000000 TABX.HE.07-1.06-2.BBB.35-100 2007-02-14 07-1.06-2 35 100 1.000000 USD 8F936IAA6 N 2007-02-14 2007-04-02 1M 2046-05-25 650000.00 0.005100 1000000.00 350000.00 0.00 2008-05-27 2008-06-24 2008-07-02 650000.000000000 350000.000000000 0.000000000 267.041666667 0.00 267.041666667 0.00 1.00000000000 0.000000000 0.000000000 0.00 0.00 0.00 0.00 0.00 1000000.00 0.000000000 0.000000000 0.00 0.00 0.00 0.00 2008-06-25 2008-07-24 2008-08-01 276.250000000 1.00000000000 TABX.HE.07-1.06-2.BBB-.0-5 2007-02-14 07-1.06-2 0 5 1.000000 USD 8F936LAA9 N 2007-02-14 2007-04-02 1M 2046-05-25 50000.00 0.050000 1000000.00 0.00 950000.00 2008-05-27 2008-06-24 2008-07-02 43606.358990081 0.000000000 950000.000000000 201.388888889 0.00 201.388888889 6393.641009919 1.000000000 6393.641009919 6393.641009919 0.00 0.00 0.00 0.00 0.00 1000000.00 6393.641009919 6393.641009919 0.00 0.00 0.00 0.00 2008-06-25 2008-07-24 2008-08-01 181.693162459 0.87212717980 TABX.HE.07-1.06-2.BBB-.5-10 2007-02-14 07-1.06-2 5 10 1.000000 USD 8F936YAA1 N 2007-02-14 2007-04-02 1M 2046-05-25 50000.00 0.050000 1000000.00 50000.00 900000.00 2008-05-27 2008-06-24 2008-07-02 50000.000000000 43606.358990081 900000.000000000 201.388888889 0.00 201.388888889 0.00 1.00000000000 0.000000000 0.000000000 0.00 0.00 0.00 0.00 0.00 1000000.00 6393.641009919 6393.641009919 0.00 0.00 0.00 0.00 2008-06-25 2008-07-24 2008-08-01 208.333333333 1.00000000000 TABX.HE.07-1.06-2.BBB-.10-15 2007-02-14 07-1.06-2 10 15 1.000000 USD 8F936MAA7 N 2007-02-14 2007-04-02 1M 2046-05-25 50000.00 0.050000 1000000.00 100000.00 850000.00 2008-05-27 2008-06-24 2008-07-02 50000.000000000 93606.358990081 850000.000000000 201.388888889 0.00 201.388888889 0.00 1.00000000000 0.000000000 0.000000000 0.00 0.00 0.00 0.00 0.00 1000000.00 6393.641009919 6393.641009919 0.00 0.00 0.00 0.00 2008-06-25 2008-07-24 2008-08-01 208.333333333 1.00000000000 TABX.HE.07-1.06-2.BBB-.15-25 2007-02-14 07-1.06-2 15 25 1.000000 USD 8F936RAA6 N 2007-02-14 2007-04-02 1M 2046-05-25 100000.00 0.050000 1000000.00 150000.00 750000.00 2008-05-27 2008-06-24 2008-07-02 100000.000000000 143606.358990081 750000.000000000 402.777777778 0.00 402.777777778 0.00 1.00000000000 0.000000000 0.000000000 0.00 0.00 0.00 0.00 0.00 1000000.00 6393.641009919 6393.641009919 0.00 0.00 0.00 0.00 2008-06-25 2008-07-24 2008-08-01 416.666666667 1.00000000000 TABX.HE.07-1.06-2.BBB-.25-40 2007-02-14 07-1.06-2 25 40 1.000000 USD 8F936OAA3 N 2007-02-14 2007-04-02 1M 2046-05-25 150000.00 0.026700 1000000.00 250000.00 600000.00 2008-05-27 2008-06-24 2008-07-02 150000.000000000 243606.358990081 600000.000000000 322.625000000 0.00 322.625000000 0.00 1.00000000000 0.000000000 0.000000000 0.00 0.00 0.00 0.00 0.00 1000000.00 6393.641009919 6393.641009919 0.00 0.00 0.00 0.00 2008-06-25 2008-07-24 2008-08-01 333.750000000 1.00000000000 TABX.HE.07-1.06-2.BBB-.40-100 2007-02-14 07-1.06-2 40 100 1.000000 USD 8F936QAA8 N 2007-02-14 2007-04-02 1M 2046-05-25 600000.00 0.007200 1000000.00 400000.00 0.00 2008-05-27 2008-06-24 2008-07-02 600000.000000000 393606.358990081 0.000000000 348.000000000 0.00 348.000000000 0.00 1.00000000000 0.000000000 0.000000000 0.00 0.00 0.00 0.00 0.00 1000000.00 6393.641009919 6393.641009919 0.00 0.00 0.00 0.00 2008-06-25 2008-07-24 2008-08-01 360.000000000 1.00000000000 TABX.HE.07-2.07-1.BBB.0-3 2007-08-02 07-2.07-1 0 3 1.000000 USD 8F936FAB0 Y 2007-08-02 2007-09-25 1M 2038-01-25 30000.00 0.050000 1000000.00 0.00 970000.00 2008-05-27 2008-06-24 2008-07-02 30000.000000000 0.000000000 970000.000000000 120.833333333 0.00 120.833333333 0.000000000 1.00000000000 0.000000000 0.000000000 0.00 0.00 0.00 0.00 0.00 1000000.00 0.000000000 0.000000000 0.00 0.00 0.00 0.00 2008-06-25 2008-07-24 2008-08-01 125.000000000 1.00000000000 TABX.HE.07-2.07-1.BBB.3-7 2007-08-02 07-2.07-1 3 7 1.000000 USD 8F936GAB8 Y 2007-08-02 2007-09-25 1M 2038-01-25 40000.00 0.050000 1000000.00 30000.00 930000.00 2008-05-27 2008-06-24 2008-07-02 40000.000000000 30000.000000000 930000.000000000 161.111111111 0.00 161.111111111 0.00 1.00000000000 0.000000000 0.000000000 0.00 0.00 0.00 0.00 0.00 1000000.00 0.000000000 0.000000000 0.00 0.00 0.00 0.00 2008-06-25 2008-07-24 2008-08-01 166.666666667 1.00000000000 TABX.HE.07-2.07-1.BBB.7-12 2007-08-02 07-2.07-1 7 12 1.000000 USD 8F936HAB6 Y 2007-08-02 2007-09-25 1M 2038-01-25 50000.00 0.050000 1000000.00 70000.00 880000.00 2008-05-27 2008-06-24 2008-07-02 50000.000000000 70000.000000000 880000.000000000 201.388888889 0.00 201.388888889 0.00 1.00000000000 0.000000000 0.000000000 0.00 0.00 0.00 0.00 0.00 1000000.00 0.000000000 0.000000000 0.00 0.00 0.00 0.00 2008-06-25 2008-07-24 2008-08-01 208.333333333 1.00000000000 TABX.HE.07-2.07-1.BBB.12-20 2007-08-02 07-2.07-1 12 20 1.000000 USD 8F936KAB9 Y 2007-08-02 2007-09-25 1M 2038-01-25 80000.00 0.050000 1000000.00 120000.00 800000.00 2008-05-27 2008-06-24 2008-07-02 80000.000000000 120000.000000000 800000.000000000 322.222222222 0.00 322.222222222 0.00 1.00000000000 0.000000000 0.000000000 0.00 0.00 0.00 0.00 0.00 1000000.00 0.000000000 0.000000000 0.00 0.00 0.00 0.00 2008-06-25 2008-07-24 2008-08-01 333.333333333 1.00000000000 TABX.HE.07-2.07-1.BBB.20-35 2007-08-02 07-2.07-1 20 35 1.000000 USD 8F936JAB2 Y 2007-08-02 2007-09-25 1M 2038-01-25 150000.00 0.050000 1000000.00 200000.00 650000.00 2008-05-27 2008-06-24 2008-07-02 150000.000000000 200000.000000000 650000.000000000 604.166666667 0.00 604.166666667 0.00 1.00000000000 0.000000000 0.000000000 0.00 0.00 0.00 0.00 0.00 1000000.00 0.000000000 0.000000000 0.00 0.00 0.00 0.00 2008-06-25 2008-07-24 2008-08-01 625.000000000 1.00000000000 TABX.HE.07-2.07-1.BBB.35-100 2007-08-02 07-2.07-1 35 100 1.000000 USD 8F936IAB4 Y 2007-08-02 2007-09-25 1M 2038-01-25 650000.00 0.041000 1000000.00 350000.00 0.00 2008-05-27 2008-06-24 2008-07-02 650000.000000000 350000.000000000 0.000000000 2146.805555556 0.00 2146.805555556 0.00 1.00000000000 0.000000000 0.000000000 0.00 0.00 0.00 0.00 0.00 1000000.00 0.000000000 0.000000000 0.00 0.00 0.00 0.00 2008-06-25 2008-07-24 2008-08-01 2220.833333333 1.00000000000 TABX.HE.07-2.07-1.BBB-.0-5 2007-08-02 07-2.07-1 0 5 1.000000 USD 8F936LAB7 Y 2007-08-02 2007-09-25 1M 2038-01-25 50000.00 0.050000 1000000.00 0.00 950000.00 2008-05-27 2008-06-24 2008-07-02 50000.000000000 0.000000000 950000.000000000 201.388888889 0.00 201.388888889 0.000000000 1.00000000000 0.000000000 0.000000000 0.00 0.00 0.00 0.00 0.00 1000000.00 0.000000000 0.000000000 0.00 0.00 0.00 0.00 2008-06-25 2008-07-24 2008-08-01 208.333333333 1.00000000000 TABX.HE.07-2.07-1.BBB-.5-10 2007-08-02 07-2.07-1 5 10 1.000000 USD 8F936YAB9 Y 2007-08-02 2007-09-25 1M 2038-01-25 50000.00 0.050000 1000000.00 50000.00 900000.00 2008-05-27 2008-06-24 2008-07-02 50000.000000000 50000.000000000 900000.000000000 201.388888889 0.00 201.388888889 0.00 1.00000000000 0.000000000 0.000000000 0.00 0.00 0.00 0.00 0.00 1000000.00 0.000000000 0.000000000 0.00 0.00 0.00 0.00 2008-06-25 2008-07-24 2008-08-01 208.333333333 1.00000000000 TABX.HE.07-2.07-1.BBB-.10-15 2007-08-02 07-2.07-1 10 15 1.000000 USD 8F936MAB5 Y 2007-08-02 2007-09-25 1M 2038-01-25 50000.00 0.050000 1000000.00 100000.00 850000.00 2008-05-27 2008-06-24 2008-07-02 50000.000000000 100000.000000000 850000.000000000 201.388888889 0.00 201.388888889 0.00 1.00000000000 0.000000000 0.000000000 0.00 0.00 0.00 0.00 0.00 1000000.00 0.000000000 0.000000000 0.00 0.00 0.00 0.00 2008-06-25 2008-07-24 2008-08-01 208.333333333 1.00000000000 TABX.HE.07-2.07-1.BBB-.15-25 2007-08-02 07-2.07-1 15 25 1.000000 USD 8F936RAB4 Y 2007-08-02 2007-09-25 1M 2038-01-25 100000.00 0.050000 1000000.00 150000.00 750000.00 2008-05-27 2008-06-24 2008-07-02 100000.000000000 150000.000000000 750000.000000000 402.777777778 0.00 402.777777778 0.00 1.00000000000 0.000000000 0.000000000 0.00 0.00 0.00 0.00 0.00 1000000.00 0.000000000 0.000000000 0.00 0.00 0.00 0.00 2008-06-25 2008-07-24 2008-08-01 416.666666667 1.00000000000 TABX.HE.07-2.07-1.BBB-.25-40 2007-08-02 07-2.07-1 25 40 1.000000 USD 8F936OAB1 Y 2007-08-02 2007-09-25 1M 2038-01-25 150000.00 0.050000 1000000.00 250000.00 600000.00 2008-05-27 2008-06-24 2008-07-02 150000.000000000 250000.000000000 600000.000000000 604.166666667 0.00 604.166666667 0.00 1.00000000000 0.000000000 0.000000000 0.00 0.00 0.00 0.00 0.00 1000000.00 0.000000000 0.000000000 0.00 0.00 0.00 0.00 2008-06-25 2008-07-24 2008-08-01 625.000000000 1.00000000000 TABX.HE.07-2.07-1.BBB-.40-100 2007-08-02 07-2.07-1 40 100 1.000000 USD 8F936QAB6 Y 2007-08-02 2007-09-25 1M 2038-01-25 600000.00 0.041000 1000000.00 400000.00 0.00 2008-05-27 2008-06-24 2008-07-02 600000.000000000 400000.000000000 0.000000000 1981.666666667 0.00 1981.666666667 0.00 1.00000000000 0.000000000 0.000000000 0.00 0.00 0.00 0.00 0.00 1000000.00 0.000000000 0.000000000 0.00 0.00 0.00 0.00 2008-06-25 2008-07-24 2008-08-01 2050.000000000 1.00000000000