| Date Updated : 29/06/2007 |
| Date | Monthly net margin | Net margin | Margin trigger | Weighted average interest rate - fixed swap rate | Trigger | | 31/12/2000 | 7.87% | 7.87% | 0.50% | 10.34% | 7.84% | | 31/01/2001 | 7.81% | 7.85% | 0.50% | 10.28% | 7.84% | | 28/02/2001 | 7.95% | 7.88% | 0.50% | 10.42% | 7.84% | | 31/03/2001 | 7.65% | 7.80% | 0.50% | 10.12% | 7.84% | | 30/04/2001 | 7.61% | 7.74% | 0.50% | 10.27% | 7.84% | | 31/05/2001 | 7.53% | 7.60% | 0.50% | 10.73% | 7.84% | | 30/06/2001 | 7.06% | 7.40% | 0.50% | 10.62% | 7.84% | | 31/07/2001 | 6.11% | 6.90% | 0.50% | 10.60% | 7.84% | | 31/08/2001 | 5.69% | 6.29% | 0.50% | 10.58% | 7.84% | | 30/09/2001 | 5.84% | 5.88% | 0.50% | 10.81% | 7.84% | | 31/10/2001 | 6.29% | 5.94% | 0.50% | 11.43% | 7.84% | | 30/11/2001 | 6.61% | 6.24% | 0.50% | 12.44% | 7.84% | | 31/12/2001 | 6.70% | 6.53% | 1.00% | 11.37% | 7.34% | | 31/01/2002 | 5.81% | 6.37% | 1.00% | 11.25% | 7.34% | | 28/02/2002 | 6.27% | 6.26% | 1.00% | 11.18% | 7.34% | | 31/03/2002 | 6.56% | 6.21% | 1.00% | 11.26% | 7.34% | | 30/04/2002 | 6.17% | 6.33% | 1.00% | 11.19% | 7.34% | | 31/05/2002 | 6.00% | 6.24% | 1.00% | 11.19% | 7.34% | | 30/06/2002 | ( 0.59%) | 3.86% | 1.00% | 11.12% | 7.34% | | 31/07/2002 | 4.49% | 3.30% | 1.00% | 11.07% | 7.34% | | 31/08/2002 | 4.62% | 2.84% | 1.00% | 11.03% | 7.34% | | 30/09/2002 | 4.45% | 4.52% | 1.00% | 10.87% | 7.34% | | 31/10/2002 | 4.63% | 4.57% | 1.00% | 10.92% | 7.34% | | 30/11/2002 | 4.46% | 4.51% | 1.00% | 10.88% | 7.34% | | 31/12/2002 | 4.32% | 4.47% | 1.00% | 10.84% | 6.84% | | 31/01/2003 | 4.74% | 4.50% | 1.00% | 10.23% | 6.84% | | 28/02/2003 | 3.82% | 4.29% | 1.00% | 10.53% | 6.84% | | 31/03/2003 | 4.24% | 4.26% | 1.00% | 10.49% | 6.84% | | 30/04/2003 | 4.41% | 4.16% | 1.00% | 10.42% | 6.84% | | 31/05/2003 | 5.16% | 4.60% | 1.00% | 10.45% | 6.84% | | 30/06/2003 | 4.83% | 4.80% | 1.00% | 10.41% | 6.84% | | 31/07/2003 | 4.15% | 4.71% | 1.00% | 10.19% | 6.84% | | 31/08/2003 | 3.51% | 4.17% | 1.00% | 10.15% | 6.84% | | 30/09/2003 | 4.31% | 3.99% | 1.00% | 10.11% | 6.84% | | 31/10/2003 | 4.08% | 3.97% | 1.00% | 9.77% | 6.84% | | 30/11/2003 | 3.78% | 4.06% | 1.00% | 9.82% | 6.84% | | 31/12/2003 | 4.11% | 3.99% | 1.00% | 9.78% | 6.84% | | 31/01/2004 | 3.74% | 3.88% | 1.00% | 9.46% | 6.84% | | 29/02/2004 | 3.82% | 3.89% | 1.00% | 9.41% | 6.84% | | 31/03/2004 | 4.05% | 3.87% | 1.00% | 9.38% | 6.84% | | 30/04/2004 | 4.33% | 4.07% | 1.00% | 9.41% | 6.84% | | 31/05/2004 | 4.53% | 4.30% | 1.00% | 9.38% | 6.84% | | 30/06/2004 | 4.23% | 4.36% | 1.00% | 9.36% | 6.84% | | 31/07/2004 | 4.16% | 4.31% | 1.00% | 9.33% | 6.84% | | 31/08/2004 | 3.04% | 3.81% | 1.00% | 9.31% | 6.84% | | 30/09/2004 | 3.95% | 3.72% | 1.00% | 9.24% | 6.84% | | 31/10/2004 | 4.22% | 3.74% | 1.00% | 9.13% | 6.84% | | 30/11/2004 | 3.91% | 4.03% | 1.00% | 9.11% | 6.84% | | 31/12/2004 | 4.37% | 4.17% | 1.00% | 9.09% | 6.84% | | 31/01/2005 | 3.46% | 3.91% | 1.00% | 9.07% | 6.84% | | 28/02/2005 | 3.93% | 3.92% | 1.00% | 9.05% | 6.84% | | 31/03/2005 | 4.04% | 3.81% | 1.00% | 9.14% | 6.84% | | 30/04/2005 | 4.49% | 4.15% | 1.00% | 9.11% | 6.84% | | 31/05/2005 | 4.07% | 4.20% | 1.00% | 9.23% | 6.84% | | 30/06/2005 | 5.71% | 4.75% | 1.00% | 9.33% | 6.84% | | 31/07/2005 | 4.60% | 4.79% | 1.00% | 9.33% | 6.84% | | 31/08/2005 | 4.36% | 4.89% | 1.00% | 9.36% | 6.84% | | 30/09/2005 | 4.71% | 4.56% | 1.00% | 9.51% | 6.84% | | 31/10/2005 | 4.23% | 4.43% | 1.00% | 9.57% | 6.84% | | 30/11/2005 | 4.83% | 4.59% | 1.00% | 9.93% | 6.84% | | 31/12/2005 | 4.73% | 4.60% | 1.00% | 9.91% | 6.84% | | 31/01/2006 | 4.96% | 4.84% | 1.00% | 9.89% | 6.84% | | 28/02/2006 | 4.94% | 4.87% | 1.00% | 9.97% | 6.84% | | 31/03/2006 | 5.00% | 4.96% | 1.00% | 9.75% | 6.84% | | 30/04/2006 | 5.99% | 5.31% | 1.00% | 9.69% | 6.84% | | 31/05/2006 | 3.04% | 4.67% | 1.00% | 9.69% | 6.84% | | 30/06/2006 | 4.87% | 4.63% | 1.00% | 9.59% | 6.84% | | 31/07/2006 | 4.50% | 4.14% | 1.00% | 9.82% | 6.84% | | 31/08/2006 | 3.56% | 4.31% | 1.00% | 9.84% | 6.84% | | 30/09/2006 | 5.90% | 4.66% | 1.00% | 10.01% | 6.84% | | 31/10/2006 | 4.49% | 4.65% | 1.00% | 9.99% | 6.84% | | 30/11/2006 | 5.07% | 5.15% | 1.00% | 10.01% | 6.84% | | 31/12/2006 | 4.63% | 4.73% | 1.00% | 10.32% | 6.84% | | 31/01/2007 | 4.50% | 4.74% | 1.00% | 10.30% | 6.84% | | 28/02/2007 | 4.30% | 4.48% | 1.00% | 10.46% | 6.84% | | 31/03/2007 | 4.66% | 4.49% | 1.00% | 10.58% | 6.84% | | 30/04/2007 | 5.02% | 4.66% | 1.00% | 10.54% | 6.84% | | 31/05/2007 | 4.11% | 4.60% | 1.00% | 10.56% | 6.84% | | Array created by LINCOLN |
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