| Date Updated : 29/06/2007 |
| Date | Monthly net margin | Net margin | Margin trigger | Weighted average interest rate - fixed swap rate | Trigger | | 30/11/2001 | 9.27% | 9.27% | 0.50% | 11.72% | 7.84% | | 31/12/2001 | 9.23% | 9.21% | 0.50% | 11.71% | 7.84% | | 31/01/2002 | 9.21% | 9.24% | 0.50% | 11.66% | 7.84% | | 28/02/2002 | 9.13% | 9.19% | 0.50% | 11.62% | 7.84% | | 31/03/2002 | 9.12% | 9.15% | 0.50% | 11.71% | 7.84% | | 30/04/2002 | 8.85% | 9.03% | 0.50% | 11.69% | 7.84% | | 31/05/2002 | 7.83% | 8.60% | 0.50% | 11.68% | 7.84% | | 30/06/2002 | 7.83% | 8.17% | 0.50% | 11.65% | 7.84% | | 31/07/2002 | 7.80% | 7.82% | 0.50% | 11.61% | 7.84% | | 31/08/2002 | 7.06% | 7.57% | 0.50% | 11.56% | 7.84% | | 30/09/2002 | 6.57% | 7.15% | 0.50% | 11.44% | 7.84% | | 31/10/2002 | 6.83% | 6.82% | 0.50% | 11.44% | 7.84% | | 30/11/2002 | 5.87% | 6.42% | 1.00% | 11.41% | 7.34% | | 31/12/2002 | 6.48% | 6.39% | 1.00% | 11.36% | 7.34% | | 31/01/2003 | 5.97% | 6.11% | 1.00% | 10.77% | 7.34% | | 28/02/2003 | 5.25% | 5.90% | 1.00% | 10.74% | 7.34% | | 31/03/2003 | 4.40% | 5.21% | 1.00% | 10.70% | 7.34% | | 30/04/2003 | 4.63% | 4.76% | 1.00% | 11.03% | 7.34% | | 31/05/2003 | 5.77% | 4.94% | 1.00% | 11.03% | 7.34% | | 30/06/2003 | 5.30% | 5.23% | 1.00% | 11.00% | 7.34% | | 31/07/2003 | 5.51% | 5.53% | 1.00% | 10.78% | 7.34% | | 31/08/2003 | 5.70% | 5.67% | 1.00% | 11.28% | 7.34% | | 30/09/2003 | 5.62% | 5.78% | 1.00% | 11.24% | 7.34% | | 31/10/2003 | 5.36% | 5.56% | 1.00% | 10.90% | 7.34% | | 30/11/2003 | 4.91% | 5.30% | 1.00% | 10.90% | 6.84% | | 31/12/2003 | 5.39% | 5.22% | 1.00% | 10.85% | 6.84% | | 31/01/2004 | 4.95% | 5.08% | 1.00% | 10.53% | 6.84% | | 29/02/2004 | 5.27% | 5.20% | 1.00% | 10.49% | 6.84% | | 31/03/2004 | 5.14% | 5.12% | 1.00% | 10.46% | 6.84% | | 30/04/2004 | 5.62% | 5.34% | 1.00% | 10.47% | 6.84% | | 31/05/2004 | 5.74% | 5.50% | 1.00% | 10.44% | 6.84% | | 30/06/2004 | 5.78% | 5.71% | 1.00% | 10.41% | 6.84% | | 31/07/2004 | 5.05% | 5.52% | 1.00% | 10.37% | 6.84% | | 31/08/2004 | 4.41% | 5.08% | 1.00% | 10.34% | 6.84% | | 30/09/2004 | 5.00% | 4.82% | 1.00% | 10.26% | 6.84% | | 31/10/2004 | 4.88% | 4.76% | 1.00% | 10.12% | 6.84% | | 30/11/2004 | 5.39% | 5.09% | 1.00% | 10.10% | 6.84% | | 31/12/2004 | 4.56% | 4.95% | 1.00% | 10.08% | 6.84% | | 31/01/2005 | 5.67% | 5.21% | 1.00% | 10.03% | 6.84% | | 28/02/2005 | 5.40% | 5.21% | 1.00% | 10.01% | 6.84% | | 31/03/2005 | 5.27% | 5.45% | 1.00% | 10.09% | 6.84% | | 30/04/2005 | 5.43% | 5.37% | 1.00% | 10.07% | 6.84% | | 31/05/2005 | 5.43% | 5.38% | 1.00% | 10.15% | 6.84% | | 30/06/2005 | 5.83% | 5.56% | 1.00% | 10.24% | 6.84% | | 31/07/2005 | 5.48% | 5.58% | 1.00% | 10.23% | 6.84% | | 31/08/2005 | 5.35% | 5.55% | 1.00% | 10.25% | 6.84% | | 30/09/2005 | 5.90% | 5.58% | 1.00% | 10.40% | 6.84% | | 31/10/2005 | 5.39% | 5.55% | 1.00% | 10.43% | 6.84% | | 30/11/2005 | 4.99% | 5.43% | 1.00% | 10.80% | 6.84% | | 31/12/2005 | 6.69% | 5.69% | 1.00% | 10.77% | 6.84% | | 31/01/2006 | 5.87% | 5.85% | 1.00% | 10.74% | 6.84% | | 28/02/2006 | 6.48% | 6.35% | 1.00% | 10.81% | 6.84% | | 31/03/2006 | 6.00% | 6.12% | 1.00% | 10.64% | 6.84% | | 30/04/2006 | 7.08% | 6.52% | 1.00% | 10.58% | 6.84% | | 31/05/2006 | 5.21% | 6.10% | 1.00% | 10.57% | 6.84% | | 30/06/2006 | 5.15% | 5.81% | 1.00% | 10.46% | 6.84% | | 31/07/2006 | 6.01% | 5.46% | 1.00% | 10.66% | 6.84% | | 31/08/2006 | 4.81% | 5.32% | 1.00% | 10.68% | 6.84% | | 30/09/2006 | 6.56% | 5.79% | 1.00% | 10.81% | 6.84% | | 31/10/2006 | 5.01% | 5.46% | 1.00% | 10.79% | 6.84% | | 30/11/2006 | 5.42% | 5.66% | 1.00% | 10.82% | 6.84% | | 31/12/2006 | 6.54% | 5.65% | 1.00% | 11.13% | 6.84% | | 31/01/2007 | 5.35% | 5.77% | 1.00% | 11.11% | 6.84% | | 28/02/2007 | 5.08% | 5.66% | 1.00% | 11.09% | 6.84% | | 31/03/2007 | 6.23% | 5.55% | 1.00% | 11.39% | 6.84% | | 30/04/2007 | 6.40% | 5.90% | 1.00% | 11.37% | 6.84% | | 31/05/2007 | 5.78% | 6.13% | 1.00% | 11.38% | 6.84% | | 30/06/2007 | 6.50% | 6.23% | 1.00% | 11.59% | 6.84% | | Array created by LINCOLN |
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