Issue Code

Maturity Date

Coupon Rate

Yield

Price

NY01100F

1-Sep-16

3.75%

0.79

101.00

N710100Z

1-Apr-17

2.38%

0.88

101.37

N215100F

1-Oct-17

1.38%

0.89

100.68

N513100T

1-Apr-18

0.50%

1.02

99.01

NY03100A

1-Sep-18

4.00%

1.06

106.77

NX09100W

1-Jun-19

2.50%

1.17

104.02

N514100H

1-Oct-19

1.63%

1.24

101.30

N515100S

1-Jul-20

2.00%

1.37

102.53

NY05100N

1-Sep-20

3.25%

1.43

107.65

NX11100X

1-Jun-21

2.25%

1.61

103.13

NY07100X

1-Sep-22

3.13%

1.79

107.97

NX13100H

1-Jul-23

2.75%

1.94

105.43

NY09100H

1-Sep-24

3.00%

2.01

107.58

NX15100Z

1-Jun-25

2.38%

2.00

103.12

NZ07100S

1-Mar-27

3.50%

2.16

112.84

NY14100E

1-Jul-29

2.88%

2.30

106.45

NZ10100F

1-Sep-30

2.88%

2.37

106.05

NZ13100V

1-Sep-33

3.38%

2.44

113.08

NA12100N

1-Apr-42

2.75%

2.51

104.62

NA16100H

1-Mar-46

2.75%

2.57

103.67