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					               The New Yield Book Calculator
                               sales@yieldbook.com
                                       212-816-7120




October 2008
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The New Yield Book Calculator

• The Yield Book Calculator is a fixed income security analysis tool accessible
  over the internet


  – Quickly prices fixed income securities and calculates risk measures


  – Accesses the same set of proprietary analytic models, powerful servers, and
    databases implemented in The Yield Book fixed income analytical system


  – Requires minimal technology: Web Browser, Adobe Flash v9




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Expanded Security Data

  Global Markets
  – Governments, Agencies, and Inflation Linked Securities
  – Investment Grade and High Yield Corporates
  – Emerging Markets
  – Brady Bonds
  – Japanese Mortgage Pools


  US Market
  – Mortgage Pools
  – Fixed-Rate Mortgage Generics
  – ARMs
  – CMOs
  – ABSs
  – CMBS



                                      4
Expanded Analytics Measures

  Price/Yield Analytics
  – Live curves and historical closing curves (Swap/Government)
  – Option adjusted measures
  – Actual/Projected prepayment speed analysis
  – WAL sensitivity analysis


  New Features for Analytics
  – Partial duration measures
  – User-defined swap/government curve for pricing
  – Historical pricing




                                      5
New Tools

  Quick reports capture the expanded data set and analytic measures
  Bond Management
  – Save folders of bonds
  – Import bond lists
  Customizable settings for pricing, language, layout, and fonts
  New Language Options
  – English
  – Japanese
  – Korean
  – Chinese
      Simplified
      Traditional
  Glossary is contact-sensitive
  Resizable workspace
  No installation required: Web Browser and Adobe Flash v9



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Indicative Data




                  7
Price/Yield Analytics




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Reports




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Feedback

  We want to hear your feedback
  – Overall layout and general ease of use
  – Ability to manage bonds
  – Performance
      Start-up
      Pricing securities
      Navigating through pages


  If you encounter any problems at all, please contact us!




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Planned Enhancements

  We are currently working on adding these features:


  – Scenario Analysis
  –   Cash Flows
  –   User-defined securities (User Bonds)
  –   Trade List Analysis
  –   Historical Data




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Resources

  www.yieldbook.com
  – Manuals, FAQ’s, Release Highlights and Workshop information is available
    under “Customer Login”
  – To get access, give us your e-mail address

  Quick Card
  – Searching, Shortcuts, Auto P/Y Logic

  Contact Information
    Usage/Analytics        (212) 816-BOOK [2665]      howto@yieldbook.com
    Tech Support           (212) 816-TECH [8324]      support@yieldbook.com
    Sales                  (212) 816-7120             sales@yieldbook.com

  New York Customer Service Hours (see website for changes)
    Mon-Thurs   6am-8pm EST
    Friday      6am-6pm EST
    Sunday      10am-3pm EST




                                       13
Yield Book Products

The Yield Book - Introduced July 1989
  – Fixed Income Analytical System
  – Includes models, databases, calculation engine to analyze bonds, trades, portfolios, and benchmarks

Yield Book Calculator - Introduced January 2001, Upgrade October 2008
  – Single security calculator
  – Includes 1-for-1 and 2-for-1 swaps


Yield Book Add-in - Introduced February 2006
  – Yield Book analytics in your Excel spreadsheets


Yield Book Consulting Services - Introduced January 2005
  – Customized fixed income analytics and automation solutions


Yield Book XML API - Introduced January 2007
  – Incorporate Yield Book analytics into your own programs and interfaces


Citigroup Fixed Income Indexes
  – Family of global fixed income index products
  – Downloadable issue level data
  – Available for licensing in structured products




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