Factors Effective: 2012-01-25 03-Feb-12 Overview Index Series Version Coupon RED ID Price High Low Factor ABX.HE.PENAAA.07-2 7 2 76 0A08AWAD1 36.27 70.00 24.56 0.966462525 ABX.HE.AAA.07-2 7 2 76 0A08AHAD4 36.02 99.33 23.10 0.922833152 ABX.HE.AA.07-2 7 2 192 0A08AGAD6 6.30 97.00 3.75 0.482956525 ABX.HE.A.07-2 7 2 369 0A08AFAD8 5.96 81.94 2.97 0.11356203 ABX.HE.BBB.07-2 7 2 500 0A08AIAD2 3.80 56.61 2.89 0.04269009 ABX.HE.BBB-.07-2 7 2 500 0A08AOAD9 3.51 50.33 2.88 0 ABX.HE.PENAAA.07-1 7 1 9 0A08AWAC3 51.07 80.27 28.36 0.953960527 ABX.HE.AAA.07-1 7 1 9 0A08AHAC6 39.79 100.09 23.25 0.938358265 ABX.HE.AA.07-1 7 1 15 0A08AGAC8 5.56 100.09 2.86 0.559390641 ABX.HE.A.07-1 7 1 64 0A08AFAC0 4.41 100.01 2.33 0.118615057 ABX.HE.BBB.07-1 7 1 224 0A08AIAC4 3.92 98.35 2.19 0 ABX.HE.BBB-.07-1 7 1 389 0A08AOAC1 1.73 97.47 1.25 0 ABX.HE.PENAAA.06-2 6 2 11 0A08AWAB5 73.77 93.88 53.04 0.541695251 ABX.HE.AAA.06-2 6 2 11 0A08AHAB8 51.54 100.12 28.72 0.956880488 ABX.HE.AA.06-2 6 2 17 0A08AGAB0 12.13 100.12 6.94 0.756561557 ABX.HE.A.06-2 6 2 44 0A08AFAB2 6.89 100.12 3.42 0.206367892 ABX.HE.BBB.06-2 6 2 133 0A08AIAB6 7.43 100.59 2.29 0.05 ABX.HE.BBB-.06-2 6 2 242 0A08AOAB3 6.31 100.94 2.34 0.05 ABX.HE.PENAAA.06-1 6 1 18 0A08AWAA7 77.28 98.50 74.91 0.079888213 ABX.HE.AAA.06-1 6 1 18 0A08AHAA1 89.43 100.38 59.75 0.658745174 ABX.HE.AA.06-1 6 1 32 0A08AGAA9 43.09 100.73 15.90 0.95 ABX.HE.A.06-1 6 1 54 0A08AFAA7 13.17 100.51 7.50 0.660434914 ABX.HE.BBB.06-1 6 1 154 0A08AIAA4 6.46 101.20 3.95 0.183534569 ABX.HE.BBB-.06-1 6 1 267 0A08AOAA2 6.94 102.19 3.90 0.122666638