RCD_TABX_HE_INDEX 0.1 2009-06-26

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 2009-05-26 2009-06-24 2009-07-02 0.000000000 0.000000000 256455.587353231 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 30000.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 1000000.000000000 77702.667815676 743544.412646769 0.000000000 0.000000000 0.000000000 0.000000000 2009-06-25 2009-07-26 2009-08-03 0.000000000 0.000000000 0.000000000 0.000000000 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 2009-05-26 2009-06-24 2009-07-02 0.000000000 0.000000000 256455.587353231 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 40000.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 1000000.000000000 77702.667815676 743544.412646769 0.000000000 0.000000000 0.000000000 0.000000000 2009-06-25 2009-07-26 2009-08-03 0.000000000 0.000000000 0.000000000 0.000000000 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 2009-05-26 2009-06-24 2009-07-02 0.000000000 0.000000000 256455.587353231 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 50000.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 1000000.000000000 77702.667815676 743544.412646769 0.000000000 0.000000000 0.000000000 0.000000000 2009-06-25 2009-07-26 2009-08-03 0.000000000 0.000000000 0.000000000 0.000000000 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 2009-05-26 2009-06-24 2009-07-02 0.000000000 0.000000000 256455.587353231 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 80000.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 1000000.000000000 77702.667815676 743544.412646769 0.000000000 0.000000000 0.000000000 0.000000000 2009-06-25 2009-07-26 2009-08-03 0.000000000 0.000000000 0.000000000 0.000000000 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 2009-05-26 2009-06-24 2009-07-02 0.000000000 0.000000000 256455.587353231 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 150000.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 1000000.000000000 77702.667815676 743544.412646769 0.000000000 0.000000000 0.000000000 0.000000000 2009-06-25 2009-07-26 2009-08-03 0.000000000 0.000000000 0.000000000 0.000000000 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 2009-05-26 2009-06-24 2009-07-02 256455.587353231 0.000000000 0.000000000 1215.636102011 0.000000000 142.017258447 0.000000000 142.017258447 77702.667815676 0.514089623 77702.667815676 393544.412646769 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 1000000.000000000 77702.667815676 743544.412646769 0.000000000 0.000000000 0.000000000 0.000000000 2009-06-25 2009-07-26 2009-08-03 116.259866267 0.000000000 0.000000000 0.394547057 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 2009-05-26 2009-06-24 2009-07-02 0.000000000 0.000000000 175854.682771351 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 50000.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 1000000.000000000 13005.173242457 824145.317228649 0.000000000 0.000000000 0.000000000 0.000000000 2009-06-25 2009-07-26 2009-08-03 0.000000000 0.000000000 0.000000000 0.000000000 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 2009-05-26 2009-06-24 2009-07-02 0.000000000 0.000000000 175854.682771351 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 50000.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 1000000.000000000 13005.173242457 824145.317228649 0.000000000 0.000000000 0.000000000 0.000000000 2009-06-25 2009-07-26 2009-08-03 0.000000000 0.000000000 0.000000000 0.000000000 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 2009-05-26 2009-06-24 2009-07-02 0.000000000 0.000000000 175854.682771351 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 50000.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 1000000.000000000 13005.173242457 824145.317228649 0.000000000 0.000000000 0.000000000 0.000000000 2009-06-25 2009-07-26 2009-08-03 0.000000000 0.000000000 0.000000000 0.000000000 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 2009-05-26 2009-06-24 2009-07-02 0.000000000 0.000000000 175854.682771351 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 100000.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 1000000.000000000 13005.173242457 824145.317228649 0.000000000 0.000000000 0.000000000 0.000000000 2009-06-25 2009-07-26 2009-08-03 0.000000000 0.000000000 9387.630766322 0.000000000 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 2009-05-26 2009-06-24 2009-07-02 0.000000000 0.000000000 175854.682771351 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 150000.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 1000000.000000000 13005.173242457 824145.317228649 0.000000000 0.000000000 0.000000000 0.000000000 2009-06-25 2009-07-26 2009-08-03 0.000000000 0.000000000 0.000000000 0.000000000 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 2009-05-26 2009-06-24 2009-07-02 175854.682771351 0.000000000 0.000000000 0.000000000 0.000000000 113.315913608 0.000000000 113.315913608 13005.173242457 0.314766427 13005.173242457 424145.317228649 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 1000000.000000000 13005.173242457 824145.317228649 0.000000000 0.000000000 0.000000000 0.000000000 2009-06-25 2009-07-26 2009-08-03 112.546996974 0.000000000 0.000000000 0.293091138 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 2009-05-26 2009-06-24 2009-07-02 0.000000000 0.000000000 398877.630652374 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 30000.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 1000000.000000000 69288.106658463 601122.369347626 0.000000000 0.000000000 0.000000000 0.000000000 2009-06-25 2009-07-26 2009-08-03 0.000000000 0.000000000 0.000000000 0.000000000 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 2009-05-26 2009-06-24 2009-07-02 0.000000000 0.000000000 398877.630652374 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 40000.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 1000000.000000000 69288.106658463 601122.369347626 0.000000000 0.000000000 0.000000000 0.000000000 2009-06-25 2009-07-26 2009-08-03 0.000000000 0.000000000 0.000000000 0.000000000 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 2009-05-26 2009-06-24 2009-07-02 0.000000000 0.000000000 398877.630652374 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 50000.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 1000000.000000000 69288.106658463 601122.369347626 0.000000000 0.000000000 0.000000000 0.000000000 2009-06-25 2009-07-26 2009-08-03 0.000000000 0.000000000 0.000000000 0.000000000 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 2009-05-26 2009-06-24 2009-07-02 0.000000000 0.000000000 398877.630652374 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 80000.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 1000000.000000000 69288.106658463 601122.369347626 0.000000000 0.000000000 0.000000000 0.000000000 2009-06-25 2009-07-26 2009-08-03 0.000000000 0.000000000 0.000000000 0.000000000 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 2009-05-26 2009-06-24 2009-07-02 0.000000000 0.000000000 398877.630652374 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 150000.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 1000000.000000000 69288.106658463 601122.369347626 0.000000000 0.000000000 0.000000000 0.000000000 2009-06-25 2009-07-26 2009-08-03 0.000000000 0.000000000 0.000000000 0.000000000 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 2009-05-26 2009-06-24 2009-07-02 398877.630652374 0.000000000 0.000000000 0.000000000 0.000000000 1599.566269145 0.000000000 1599.566269145 69288.106658463 0.720254980 69288.106658463 251122.369347626 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 1000000.000000000 69288.106658463 601122.369347626 0.000000000 0.000000000 0.000000000 0.000000000 2009-06-25 2009-07-26 2009-08-03 1453.687365044 0.000000000 0.000000000 0.613657893 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 2009-05-26 2009-06-24 2009-07-02 0.000000000 0.000000000 254821.271105638 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 50000.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 1000000.000000000 66543.673954384 745178.728894362 0.000000000 0.000000000 0.000000000 0.000000000 2009-06-25 2009-07-26 2009-08-03 0.000000000 0.000000000 0.000000000 0.000000000 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 2009-05-26 2009-06-24 2009-07-02 0.000000000 0.000000000 254821.271105638 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 50000.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 1000000.000000000 66543.673954384 745178.728894362 0.000000000 0.000000000 0.000000000 0.000000000 2009-06-25 2009-07-26 2009-08-03 0.000000000 0.000000000 0.000000000 0.000000000 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 2009-05-26 2009-06-24 2009-07-02 0.000000000 0.000000000 254821.271105638 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 50000.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 1000000.000000000 66543.673954384 745178.728894362 0.000000000 0.000000000 0.000000000 0.000000000 2009-06-25 2009-07-26 2009-08-03 0.000000000 0.000000000 0.000000000 0.000000000 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 2009-05-26 2009-06-24 2009-07-02 0.000000000 0.000000000 254821.271105638 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 100000.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 1000000.000000000 66543.673954384 745178.728894362 0.000000000 0.000000000 0.000000000 0.000000000 2009-06-25 2009-07-26 2009-08-03 0.000000000 0.000000000 0.000000000 0.000000000 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 2009-05-26 2009-06-24 2009-07-02 0.000000000 0.000000000 254821.271105638 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 150000.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 1000000.000000000 66543.673954384 745178.728894362 0.000000000 0.000000000 0.000000000 0.000000000 2009-06-25 2009-07-26 2009-08-03 0.000000000 0.000000000 0.000000000 0.000000000 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 2009-05-26 2009-06-24 2009-07-02 254821.271105638 0.000000000 0.000000000 0.000000000 0.000000000 1097.996895622 0.000000000 1097.996895622 66543.673954384 0.535608242 66543.673954384 345178.728894362 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 1000000.000000000 66543.673954384 745178.728894362 0.000000000 0.000000000 0.000000000 0.000000000 2009-06-25 2009-07-26 2009-08-03 928.681965807 0.000000000 0.000000000 0.424702119