Issue Code

Maturity Date

Coupon Rate

Yield

Price

N708100S

1-Jul-15

2.88%

6.50

99.99

N511100W

1-Apr-16

1.13%

0.91

100.16

NY01100F

1-Sep-16

3.75%

0.91

103.30

N710100Z

1-Apr-17

2.38%

0.91

102.54

N513100T

1-Apr-18

0.50%

1.17

98.20

NY03100A

1-Sep-18

4.00%

1.35

108.19

NX09100W

1-Jun-19

2.50%

1.59

103.44

N514100H

1-Oct-19

1.63%

1.75

99.49

NY05100N

1-Sep-20

3.25%

2.04

105.90

NX11100X

1-Jun-21

2.25%

2.22

100.17

NY07100X

1-Sep-22

3.13%

2.42

104.61

NX13100H

1-Jul-23

2.75%

2.54

101.52

NY09100H

1-Sep-24

3.00%

2.63

103.03

NX15100Z

1-Jun-25

2.38%

2.69

97.25

NZ07100S

1-Mar-27

3.50%

2.76

107.29

NY14100E

1-Jul-29

2.88%

2.93

99.35

NZ10100F

1-Sep-30

2.88%

3.00

98.47

NZ13100V

1-Sep-33

3.38%

3.05

104.46

NA12100N

1-Apr-42

2.75%

3.06

94.43

Issue Code

Maturity Date

Coupon Rate

Yield

Price

N708100S

1-Jul-15

2.88%

1.11

100.16

N511100W

1-Apr-16

1.13%

0.93

100.16

NY01100F

1-Sep-16

3.75%

0.99

103.44

N710100Z

1-Apr-17

2.38%

1.02

102.46

N513100T

1-Apr-18

0.50%

1.24

97.94

NY03100A

1-Sep-18

4.00%

1.40

108.26

NX09100W

1-Jun-19

2.50%

1.57

103.58

N514100H

1-Oct-19

1.63%

1.70

99.70

NY05100N

1-Sep-20

3.25%

1.92

106.64

NX11100X

1-Jun-21

2.25%

2.03

101.25

NY07100X

1-Sep-22

3.13%

2.20

106.17

NX13100H

1-Jul-23

2.75%

2.30

103.28

NY09100H

1-Sep-24

3.00%

2.36

105.28

NX15100Z

1-Jun-25

2.38%

2.42

99.62

NZ07100S

1-Mar-27

3.50%

2.53

109.86

NY14100E

1-Jul-29

2.88%

2.67

102.44

NZ10100F

1-Sep-30

2.88%

2.73

101.78

NZ13100V

1-Sep-33

3.38%

2.81

107.99

NA12100N

1-Apr-42

2.75%

2.89

97.39

Issue Code

Maturity Date

Coupon Rate

Yield

Price

N708100S

1-Jul-15

2.88%

1.11

100.30

N511100W

1-Apr-16

1.13%

1.04

100.08

NY01100F

1-Sep-16

3.75%

1.08

103.54

N710100Z

1-Apr-17

2.38%

1.07

102.47

N513100T

1-Apr-18

0.50%

1.24

97.88

NY03100A

1-Sep-18

4.00%

1.31

108.75

NX09100W

1-Jun-19

2.50%

1.49

104.01

N514100H

1-Oct-19

1.63%

1.59

100.16

NY05100N

1-Sep-20

3.25%

1.86

107.03

NX11100X

1-Jun-21

2.25%

2.00

101.40

NY07100X

1-Sep-22

3.13%

2.11

106.89

NX13100H

1-Jul-23

2.75%

2.20

104.11

NY09100H

1-Sep-24

3.00%

2.25

106.32

NZ07100S

1-Mar-27

3.50%

2.38

111.49

NY14100E

1-Jul-29

2.88%

2.51

104.34

NZ10100F

1-Sep-30

2.88%

2.64

102.98

NZ13100V

1-Sep-33

3.38%

2.70

109.77

NA12100N

1-Apr-42

2.75%

2.83

98.59

Issue Code

Maturity Date

Coupon Rate

Yield

Price

N708100S

1-Jul-15

2.88%

1.13

100.44

N511100W

1-Apr-16

1.13%

1.11

100.01

NY01100F

1-Sep-16

3.75%

1.18

103.61

N710100Z

1-Apr-17

2.38%

1.31

102.10

N513100T

1-Apr-18

0.50%

1.52

97.03

NY03100A

1-Sep-18

4.00%

1.60

107.96

NX09100W

1-Jun-19

2.50%

1.75

103.00

N514100H

1-Oct-19

1.63%

1.83

99.10

NY05100N

1-Sep-20

3.25%

2.02

106.28

NX11100X

1-Jun-21

2.25%

2.09

100.94

NY07100X

1-Sep-22

3.13%

2.16

106.55

NX13100H

1-Jul-23

2.75%

2.24

103.82

NY09100H

1-Sep-24

3.00%

2.27

106.12

NZ07100S

1-Mar-27

3.50%

2.42

111.07

NY14100E

1-Jul-29

2.88%

2.54

104.04

NZ10100F

1-Sep-30

2.88%

2.64

102.93

NZ13100V

1-Sep-33

3.38%

2.75

108.97

NA12100N

1-Apr-42

2.75%

2.87

97.84

Issue Code

Maturity Date

Coupon Rate

Yield

Price

N708100S

1-Jul-15

2.88%

0.91

100.67

N511100W

1-Apr-16

1.13%

0.93

100.21

NY01100F

1-Sep-16

3.75%

0.99

104.11

N710100Z

1-Apr-17

2.38%

1.03

102.77

N513100T

1-Apr-18

0.50%

1.21

97.85

NY03100A

1-Sep-18

4.00%

1.33

109.12

NX09100W

1-Jun-19

2.50%

1.52

104.04

N514100H

1-Oct-19

1.63%

1.62

100.01

NY05100N

1-Sep-20

3.25%

1.89

107.10

NX11100X

1-Jun-21

2.25%

1.99

101.50

NY07100X

1-Sep-22

3.13%

2.10

107.11

NX13100H

1-Jul-23

2.75%

2.20

104.18

NY09100H

1-Sep-24

3.00%

2.23

106.52

NZ07100S

1-Mar-27

3.50%

2.43

111.06

NY14100E

1-Jul-29

2.88%

2.53

104.07

NZ10100F

1-Sep-30

2.88%

2.62

103.27

NZ13100V

1-Sep-33

3.38%

2.68

110.08

NA12100N

1-Apr-42

2.75%

2.80

99.04