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Tue, June 8, 2010
[ Tue, Jun 08th 2010 ] - Market Wire
MEGA Brands Annual Meeting
[ Tue, Jun 08th 2010 ] - Market Wire
O.C. Beverages Products Arrive

Recovery Rate With Respect To Ambac Assurance Corporation


Published on 2010-06-08 05:41:36 - Market Wire
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 ------------------------------------------------------------------------- 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% -------------------------------------------------------------------------