Issue Code

Maturity Date

Coupon Rate

Yield

Price

N710100Z

1-Apr-17

2.38%

0.88

100.75

N215100F

1-Oct-17

1.38%

0.82

100.55

N513100T

1-Apr-18

0.50%

0.88

99.44

NY03100A

1-Sep-18

4.00%

0.92

105.84

NX09100W

1-Jun-19

2.50%

1.04

103.83

N514100H

1-Oct-19

1.63%

1.10

101.55

N515100S

1-Jul-20

2.00%

1.20

102.94

NY05100N

1-Sep-20

3.25%

1.20

107.84

NX11100X

1-Jun-21

2.25%

1.30

104.31

N516100Z

1-Oct-21

1.25%

1.32

99.65

NY07100X

1-Sep-22

3.13%

1.47

109.32

NX13100H

1-Jul-23

2.75%

1.59

107.42

NY09100H

1-Sep-24

3.00%

1.69

109.64

NX15100Z

1-Jun-25

2.38%

1.74

105.09

NX16100F

1-Jun-26

2.13%

1.78

103.09

NZ07100S

1-Mar-27

3.50%

1.85

115.56

NY14100E

1-Jul-29

2.88%

1.97

110.20

NZ10100F

1-Sep-30

2.88%

2.04

110.13

NZ13100V

1-Sep-33

3.38%

2.10

118.07

NZ16100X

1-Aug-36

2.25%

2.12

102.10

NA12100N

1-Apr-42

2.75%

2.13

112.24

NA16100H

1-Mar-46

2.75%

2.14

113.32