

[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - WOPRAI
[ Tue, Jun 08th 2010
] - WOPRAI
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - WOPRAI
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - WOPRAI
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - WOPRAI
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - WOPRAI
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
[ Tue, Jun 08th 2010
] - Market Wire
Recovery Rate With Respect To Ambac Assurance Corporation
------------------------------------------------------------------------- As at June 4, 2010 At Inception Subordina- Subordina- Corporate tion tion Debt (Attachment Detachment (Attachment Detachment Portfolio Exposure Point) Point Point) Point ------------------------------------------------------------------------- D 1 5.09% 6.54% 9.55% 11.00% 2 7.45% 9.45% 11.00% 13.00% 3 6.05% 8.05% 11.00% 13.00% 4 4.63% 6.33% 7.85% 9.55% 5 6.05% 7.50% 9.55% 11.00% ------------------------------------------------------------------------- E 1 6.54% 8.54% 11.00% 13.00% 2 6.00% 7.45% 9.55% 11.00% 3 2.90% 4.60% 7.85% 9.55% 4 6.33% 7.78% 9.55% 11.00% 5 7.50% 9.50% 11.00% 13.00% ------------------------------------------------------------------------- F 1 6.54% 8.54% 11.00% 13.00% 2 7.45% 9.45% 11.00% 13.00% 3 4.60% 6.05% 9.55% 11.00% 4 6.33% 7.78% 9.55% 11.00% 5 4.35% 6.05% 7.85% 9.55% -------------------------------------------------------------------------