Factors Effective: 2010-02-25 17-Mar-10 Overview Index Series Version Coupon RED ID Price High Low Factor ABX.HE.PENAAA.07-2 7 2 76 0A08AWAD1 38.40 70.00 24.56 1 ABX.HE.AAA.07-2 7 2 76 0A08AHAD4 35.07 99.33 23.10 1 ABX.HE.AA.07-2 7 2 192 0A08AGAD6 4.87 97.00 3.75 0.890940174 ABX.HE.A.07-2 7 2 369 0A08AFAD8 4.44 81.94 2.97 0.468366677 ABX.HE.BBB.07-2 7 2 500 0A08AIAD2 3.34 56.61 2.89 0.15 ABX.HE.BBB-.07-2 7 2 500 0A08AOAD9 3.34 50.33 2.88 0.15 ABX.HE.PENAAA.07-1 7 1 9 0A08AWAC3 43.42 80.27 28.36 1 ABX.HE.AAA.07-1 7 1 9 0A08AHAC6 35.22 100.09 23.25 1 ABX.HE.AA.07-1 7 1 15 0A08AGAC8 4.03 100.09 2.86 0.848296565 ABX.HE.A.07-1 7 1 64 0A08AFAC0 3.39 100.01 2.33 0.472252455 ABX.HE.BBB.07-1 7 1 224 0A08AIAC4 3.43 98.35 2.19 0.15 ABX.HE.BBB-.07-1 7 1 389 0A08AOAC1 3.43 97.47 2.19 0.139025804 ABX.HE.PENAAA.06-2 6 2 11 0A08AWAB5 71.63 93.88 53.04 0.73815323 ABX.HE.AAA.06-2 6 2 11 0A08AHAB8 47.23 100.12 28.72 0.9877575 ABX.HE.AA.06-2 6 2 17 0A08AGAB0 12.71 100.12 6.94 0.934303253 ABX.HE.A.06-2 6 2 44 0A08AFAB2 5.21 100.12 3.42 0.489496063 ABX.HE.BBB.06-2 6 2 133 0A08AIAB6 6.63 100.59 2.29 0.125060075 ABX.HE.BBB-.06-2 6 2 242 0A08AOAB3 5.83 100.94 2.34 0.1 ABX.HE.PENAAA.06-1 6 1 18 0A08AWAA7 87.94 98.50 82.18 0.195690873 ABX.HE.AAA.06-1 6 1 18 0A08AHAA1 82.41 100.38 59.75 0.851047672 ABX.HE.AA.06-1 6 1 32 0A08AGAA9 35.88 100.73 15.90 0.984413949 ABX.HE.A.06-1 6 1 54 0A08AFAA7 12.66 100.51 7.50 0.859138522 ABX.HE.BBB.06-1 6 1 154 0A08AIAA4 4.59 101.20 3.95 0.448516181 ABX.HE.BBB-.06-1 6 1 267 0A08AOAA2 4.77 102.19 3.90 0.297372507