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Coupon Maturity Yield Price Duration Modified Convexity Duration 10.00 1-Jun-08 0.064487 127.526 7.3310 7.1020 67.2307 11.75 1-Oct-08 0.064992 141.436 7.1481 6.923] 65.9916 1 1.00 1-Jun-09
Coupon Maturity Yield Price Duration Modified Convexity Duration 10.00 1-Jun-08 0.064487 127.526 7.3310 7.1020 67.2307 11.75 1-Oct-08 0.064992 141.436 7.1481 6.923] 65.9916 1 1.00 1-Jun-09 0.065309 136.613 7.6114 7.3707 74.0159 10.75 1-Oct-09 0.065584 134.908 7.6766 7.4329 76.4211 9.75 1-Mar-10 0.066014 126.735 7.9372 7.6836 81.9046 9.50 1-Jun-10 0.066014 124.929 8.2282 7.9653 86.4652 9.00 1-Mar-11 0.066489 120.885 8.4466 8.1749 93.2142 10.25 15-Mar-14 0.067559 134.659 9.2450 8.9429 116.8012 10.50 15-Mar-21 0.068764 142.068 10.9125 10.5498 175.0757 9.75 1-Jun-21 0.068734 133.530 11.2604 10.8863 183.4384 9.25 1-Jun-22 0.068843 127.993 11.5514 1 1.1670 194.4447 8.00 1-Jun-23 0.068801 113.450 12.0318 11.6316 211.6878 9.00 1-Jun-25 0.068982 125.873 12.1206 11.7164 219.7335 8.00 1-Jun-27 0.068880 114.007 12.6560 12.2346 242.8398Modified Coupon Maturity Yield Price Duration Duration Convexity 11.75 1-Oct-08 0.058683 147.187 6.9916 6.7923 64.1055 1-Jun-09 0.059172 142.385 7.4612 7.2468 72.2106 10.75 1-Oct-09 0.059345 140.927 7.5375 7.3203 74.6737 9.75 1-Mar-10 0.059630 132.880 8.0960 7.8616 83.1795 9.50 1-Jun-10 0.059634 131.121 8.1021 7.8675 84.8116 9.00 1-Mar-11 0.060098 127.265 8.6357 8.3838 95.0683 10.25 15-Mar-14 0.061296 142.323 9.5322 9.2488 120.8720 10.50 15-Mar-21 0.062904 151.259 11.3992 11.0516 185.3959 9.75 1-Jun-21 0.062855 142.364 11.3745 11.0280 187.8708 8.00 I-Jun-23 0.063123 121.300 12.1997 11.8264 217.9914 9.00 1-Jun-25 0.063163 134.870 12.3373 11.9596 227.9746 8.00 1-Jun-27 0.063182 122.401 12.9264 12.5306 253.3274
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