RESP003a VAL003a BBBBBB ABCDEF 2004-06-14T12:47:50-00:00

ABCDEF 1234 2345 3456 4576 5678 EOD Valuation 2004-05-01 Mid USD 123000 NPV Interest Rate Delta Sensitivity in $/bp 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 123000 Cash 456000 NPV Interest Rate Delta Sensitivity in $/bp 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 456000 Cash 789000 NPV Interest Rate Delta Sensitivity in $/bp 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 789000 Cash -123000 NPV Interest Rate Delta Sensitivity in $/bp -78 -76 -74 -72 -70 -68 -66 -64 -62 -60 -58 -56 -54 -52 -50 -123000 Cash -456000 NPV Interest Rate Delta Sensitivity in $/bp -11 -12 -13 -14 -15 -16 -17 -18 -19 -20 -21 -22 -23 -24 -25 -456000 Cash