Freddie SUBS®
07/13/09 - 07/17/09
|
CUSIP/ISIN
|
Title of Security
|
Principal Amount Outstanding
|
Fixed Spread
(bps) |
Reference Security
|
|---|---|---|---|---|
|
3134A4EW0/
US3134A4EW03 |
5.875% Freddie SUBS Due March 21, 2011 | $1,090,044,000 | 100 | 1.125% U.S. Treasury Due June 30, 2011 |
|
3134A4ZY3/
US3134A4ZY30 |
5.75% Freddie SUBS Due June 27, 2016 |
1,250,000,000 | 125 | 3.25% U.S. Treasury Due June 30, 2016 |
|
3134A4ZZ0/
US3134A4ZZ05 |
5.00% Freddie SUBS Due December 14, 2018 | 2,048,608,000 | 125 | 3.125% U.S. Treasury Due May 15, 2019 |
|
Total
|
$4,388,652,000 |