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For all traded securities
As on June 22, 2004

Sec Type	Security	Issue Name	Normal	Wt Normal	Hist Simulation	Wt Hist Simulation	EVT	Clean Price
GS	CG2005	11.19%	0.559	0.705	0.779	0.554	0.645	106.518
GS	CG2006	11.68%	0.649	0.799	0.917	0.770	0.729	110.922
GS	CG2008	11.40%	0.831	0.566	0.934	0.386	0.727	122.143
GS	CG2008	12%	0.795	0.614	0.911	0.388	0.757	122.811
GS	CG2009	11.99%	0.887	0.486	0.910	0.320	0.711	127.207
GS	CG2010	12.29%	0.975	0.402	0.992	0.325	0.701	132.178
GS	CG2010	5.87%	1.085	0.395	1.075	0.348	0.753	101.527
GS	CG2010	7.55%	1.100	0.378	1.088	0.408	0.731	109.801
GS	CG2011	12.32%	1.094	0.360	1.041	0.253	0.698	136.506
GS	CG2011	9.39%	1.213	0.380	1.138	0.284	0.784	121.273
GS	CG2012	11.03%	1.302	0.425	1.205	0.363	0.853	133.605
GS	CG2012	6.85%	1.412	0.467	1.231	0.466	0.951	106.710
GS	CG2012	7.40%	1.400	0.463	1.229	0.454	0.941	110.181
GS	CG2012	9.40%	1.372	0.458	1.226	0.418	0.920	123.346
GS	CG2013	12.40%	1.391	0.482	1.206	0.390	0.899	145.935
GS	CG2013	7.27%	1.596	0.583	1.374	0.522	1.084	109.635
GS	CG2013	9.81%	1.447	0.506	1.225	0.526	0.950	127.258
GS	CG2014	11.83%	1.540	0.566	1.361	0.485	1.013	145.033
GS	CG2014	6.72%	1.694	0.638	1.468	1.771	1.163	105.627
GS	CG2014	7.37%	1.674	0.629	1.461	0.550	1.136	110.428
GS	CG2015	7.38%	1.845	0.717	1.735	0.554	1.202	110.552
GS	CG2015	9.85%	1.716	0.655	1.595	0.523	1.105	130.850
GS	CG2016	10.71%	1.727	0.662	1.639	0.450	1.117	138.707
GS	CG2016	5.59%	2.090	0.829	2.005	0.551	1.381	95.264
GS	CG2017	7.46%	2.052	0.826	2.013	0.586	1.383	111.102
GS	CG2017	7.49%	2.013	0.802	1.949	0.745	1.347	111.405
GS	CG2017	8.07%	1.945	0.768	1.892	0.711	1.252	116.535
GS	CG2018	6.25%	2.197	0.901	2.178	0.648	1.549	99.916
GS	CG2019	6.05%	2.358	1.063	2.402	2.201	1.729	97.062
GS	CG2020	6.35%	2.370	1.123	2.436	2.236	1.737	99.678
GS	CG2021	10.25%	2.160	1.127	2.240	0.880	1.586	139.688
GS	CG2026	10.18%	2.488	2.201	2.697	4.516	2.145	141.648
GS	CG2028	6.13%	2.964	3.317	3.557	6.801	2.702	92.995
TB	364D	040305	0.442	0.543	0.623	0.397	0.500	96.477
TB	364D	100605	0.528	0.662	0.755	0.538	0.612	95.153
TB	364D	130505	0.506	0.632	0.713	0.517	0.583	95.530
TB	364D	290405	0.495	0.616	0.685	0.455	0.571	95.718
TB	91D	100704	0.051	0.052	0.067	0.070	0.054	99.747
TB	91D	100904	0.192	0.212	0.265	0.142	0.218	98.881
TB	91D	160704	0.066	0.068	0.088	0.093	0.071	99.662
TB	91D	170904	0.205	0.229	0.285	0.154	0.234	98.783
TB	91D	270804	0.163	0.178	0.222	0.119	0.186	99.076
TB	91D	300704	0.101	0.106	0.136	0.070	0.110	99.467

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