Bond Trades on the SPX

Issuer	Trade Date	Coupon Rate	Maturity Date	Yield to Maturity	Price/ 100 units	Nominal Value (F$)	Market Value
FDL (LT)	05-Jul-11	12.31%	11-Apr-14	8.93%	$122.54	7,500.00	$9,190.50
FDL (LT)	17-Oct-07	7.20%	01-Dec-14	6.81%	$102.19	1,900,000.00	$1,941,610.00
FDL (MT)	27-Aug-07	6.00%	02-May-08	4.29%	$101.25	1,300,000.00	$1,316,250.00
FDL (LT)	27-Aug-07	6.80%	01-Dec-09	6.27%	$101.12	1,800,000.00	$1,820,160.00
FDL (MT)	27-Aug-07	6.14%	19-Feb-08	4.62%	$100.82	500,000.00	$504,100.00
FDL (LT)	28-Jun-01	6.95%	29-Nov-10	0.00%	$106.68	150,000.00	$160,020.00
FDB (MT)	26-Oct-00	7.50%	21-Aug-05	6.30%	$106.33	1,000,000.00	$1,063,300.00
FDB (MT)	24-Oct-00	7.98%	12-Mar-05	6.25%	$107.48	1,000,000.00	$1,074,800.00
FDL (ST)	26-Sep-00	4.70%	12-Apr-03	5.97%	$99.20	100,000.00	$99,200.00
FDL (MT)	26-Sep-00	4.54%	12-Apr-05	6.09%	$96.01	100,000.00	$96,010.00
FDB (MT)	11-Sep-00	7.95%	16-Apr-03	6.45%	$110.18	210,000.00	$231,378.00
FDL (LT)	07-Sep-00	7.60%	19-Aug-06	6.40%	$109.14	210,000.00	$229,194.00
FDB (MT)	07-Sep-00	8.05%	30-Apr-03	6.40%	$110.58	250,000.00	$276,450.00
FDB (MT)	29-Aug-00	7.00%	21-Aug-01	6.68%	$101.27	1,000,000.00	$1,012,700.00
FDB (ST)	17-Aug-00	7.07%	01-Oct-01	6.50%	$104.26	100,000.00	$104,260.00
FDL (ST)	17-Aug-00	8.00%	01-Nov-01	5.78%	$104.90	100,000.00	$104,900.00
FDB (ST)	31-Jul-00	8.00%	17-Apr-00	6.20%	$103.53	100,000.00	$103,530.00
FDL (ST)	13-Jul-00	4.75%	22-Dec-01	5.94%	$97.62	100,000.00	$97,620.00
FDL (MT)	13-Jul-00	5.10%	22-Dec-02	6.25%	$95.90	100,000.00	$95,900.00
FDL (LT)	13-Jul-00	7.15%	22-Dec-10	7.49%	$97.45	100,000.00	$97,450.00
FDL (MT)	06-Jun-00	6.36%	22-Dec-04	6.66%	$101.35	100,000.00	$101,350.00
FDL (LT)	06-Jun-00	6.71%	22-Dec-06	6.96%	$101.35	100,000.00	$101,350.00
FDL (LT)	04-May-00	8.82%	28-Jun-09	6.00%	$122.74	250,000.00	$306,850.00
FDL (LT)	25-Apr-00	8.90%	09-Aug-10	6.25%	$121.76	400,000.00	$487,040.00
FDL (MT)	20-Apr-00	5.42%	01-Dec-02	4.47%	$106.07	700,000.00	$742,490.00
FDL (ST)	15-Feb-00	5.20%	17-Nov-01	4.65%	$102.70	450,000.00	$462,150.00
FDB (ST)	27-Jan-00	8.10%	29-Nov-00	4.09%	$104.61	200,000.00	$209,220.00
TOTALS						12,320,000.00	$25,159,282.00