27/02/2008 (C) FTSE International Limited 2008. All Rights Reserved,,,,,,,,,,
FTSE Americas Government Bonds - Index Valuations,,,,,,,,,,

Name,Index Value,Coupon,Yield,Time to Maturity,Macaulay Duration,Mod. Duration,Convexity,Nominal Amount,Number of Bonds,Weighting
CAGOVTOP,109.573,5.287,3.978,10.597,7.505,7.218,107.75,162002,20,100
CAGOVTOPP,172.093,5.287,3.978,10.597,7.505,7.218,107.75,162002,20,100
CAGOVTOP3,94.662,4.943,3.12,1.84,1.766,1.712,4.89,32680,6,18.4
CAGOVTOPP3,149.359,4.943,3.12,1.84,1.766,1.712,4.89,32680,6,18.4
CAGOVTOP5,102.012,4.803,3.351,3.778,3.471,3.358,15.31,36837,4,21.2
CAGOVTOPP5,162.753,4.803,3.351,3.778,3.471,3.358,15.31,36837,4,21.2
CAGOVTOP7,108.187,5.321,3.536,5.781,5.018,4.847,30.57,19543,3,11.7
CAGOVTOPP7,171.718,5.321,3.536,5.781,5.018,4.847,30.57,19543,3,11.7
CAGOVTOP10,116.179,4.252,3.71,7.747,6.627,6.39,51.45,19945,2,11.3
CAGOVTOPP10,177.794,4.252,3.71,7.747,6.627,6.39,51.45,19945,2,11.3
CAGOVTOP30,123.756,6.214,4.216,23.584,13.672,13.119,252.24,52997,5,37.3
CAGOVTOPP30,194.611,6.214,4.216,23.584,13.672,13.119,252.24,52997,5,37.3
USGOVTOP,112.812,4.973,3.672,6.649,5.192,5.008,52.17,2366497,134,100
USGOVTOPP,168.74,4.973,3.672,6.649,5.192,5.008,52.17,2366497,134,100
USGOVTOP3,103.24,4.238,1.936,1.674,1.622,1.591,4.37,845169,45,33.7
USGOVTOPP3,147.452,4.238,1.936,1.674,1.622,1.591,4.37,845169,45,33.7
USGOVTOP5,111.698,4.557,2.534,3.877,3.576,3.488,16.46,492337,28,20.3
USGOVTOPP5,164.873,4.557,2.534,3.877,3.576,3.488,16.46,492337,28,20.3
USGOVTOP7,116.772,4.192,3.097,5.858,5.236,5.079,32.84,207489,8,8.4
USGOVTOPP7,176.358,4.192,3.097,5.858,5.236,5.079,32.84,207489,8,8.4
USGOVTOP10,121.106,5.492,3.695,8.375,6.86,6.616,56.39,378519,20,16.4
USGOVTOPP10,179.522,5.492,3.695,8.375,6.86,6.616,56.39,378519,20,16.4
USGOVTOP30,120.514,6.76,4.543,18.119,11.125,10.642,167.14,442983,33,21.1
USGOVTOPP30,193.464,6.76,4.543,18.119,11.125,10.642,167.14,442983,33,21.1
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