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ASSET-BACKED SECURITIES Semi-Annual Reviews of the Japanese ABS Market (Client Access Only) --SEMI-ANNUAL REVIEWS OF THE JAPANESE ABS MARKET-- May 2006 (Review of FY2005) January 2006 (Review of 1st Half of FY2005) May 2005 (Review of FY2004) October 2004 (Review of 1st Half of FY2004) Other reports related to MBS issues by the GHLC (Client Access Only) --OTHER REPORTS RELATED TO MBS ISSUES BY THE GHLC-- GHLC MBS: Greater depth of discussion about absolute levels of OAS (SW) 25-Sep-06 GHLC MBS: Interest rate characteristics of WAL and investment appeal of monthly MBS (SW) 31-Jul-06 GHLC MBS: Spread indicators and focus on OAS (SW) 26-Jun-06 GHLC MBS: Surplus return and risk of change in the conditional prepayment rate (SW) 29-May-06 GHLC MBS: The Importance of the Asset Swap Spread (OAS) (SW) 24-Apr-06 GHLC MBS: Excess return over JGBs and evaluating performance (SW) 27-Mar-06 GHLC MBS and methods for calculating WAL (SW) 27-Feb-06 GHLC MBS and the Extension of WAL Duration due to an interest rate rise (SW) 30-Jan-06 GHLC MBS: Shift from S-Type to Acquisition-Type - Considering curve risk hedge (SW) 26-Dec-05 GHLC MBS: Divergence between the reference trading data and trading prices (SW) 28-Nov-05 GHLC MBS: Changes in the yield curve and reference spread (SW) 31-Oct-05 GHLC Budget Requests for FY2006 (SW) 20-Sep-05 WAL spreads on GHLC MBS (SW) 29-Aug-05 GHLC Pre-existing Mortgage MBS could be issued shortly (SW) 27-Jun-05 15-year floating-rate bonds as a risk hedge for GHLC MBS (SW) 23-May-05 Risk of Conditional Prepayment Rate for GHLC MBS (SW) 25-Apr-05 Expansion of the MBS Market and Yield Levels on Securitized Loans (SW) 28-Mar-05 Disclosure of data relating to acquisition type MBS issues by the GHLC (SW) 28-Feb-05 Securitization of Pre-existing Mortgages of the GHLC; Future assessment of credit (SW) 31-Jan-05 GHLC Issuance plans for FY2005 (SW) 27-Dec-04 GHLC: Securitization of Pre-existing Residential Mortgages (SW) 06-Dec-04 Calculating the yield curve risk position (SW) 27-Sep-04 Investment strategy when interest rates are rising (SW) 23-Aug-04 Real Property Securitisation in Japan (MLIT) Leasing Industry in Japan (Japan Leasing Association)

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