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<yieldType>WORST</yieldType> <price>124.263</price> <smInactiveFlag>N</smInactiveFlag> <aiaNetB>837.158</aiaNetB> <aiaNetL>801.498</aiaNetL> <buySellFlag>N</buySellFlag> <bookValue>773.242</bookValue> <bookValueLocal>314.326</bookValueLocal> <cpNetB>788.494</cpNetB> <cpNetL>927.913</cpNetL> <creditLossB>886.699</creditLossB> <creditLossL>970.004</creditLossL> <costBasisType>C</costBasisType> <futureFeeNetB>273.92</futureFeeNetB> <futureFeeNetL>441.466</futureFeeNetL> <impairmentLtdBase>137.554</impairmentLtdBase> <impairmentLtdLocal>571.717</impairmentLtdLocal> <mbaNetB>844.029</mbaNetB> <mbaNetL>986.691</mbaNetL> <naiaNetB>356.188</naiaNetB> <naiaNetL>416.044</naiaNetL> <nonCreditLossB>177.163</nonCreditLossB> <nonCreditLossL>482.02</nonCreditLossL> <adjustedShares>492.95</adjustedShares> <baseGaapMarketValue>152.796</baseGaapMarketValue> <baseStatMarketValue>932.8</baseStatMarketValue> <cashEquivalents>709.582</cashEquivalents> <cirBrkFees>668.829</cirBrkFees> <closeOidIncome>757.379</closeOidIncome> <closeOidIncomeLocal>696.652</closeOidIncomeLocal> <closeTipsIncomeLocal>191.616</closeTipsIncomeLocal> <closeTipsIncome>967.244</closeTipsIncome> <deferredIncomeTotalPtdB>304.352</deferredIncomeTotalPtdB> <deferredIncomeTotalPtdL>487.039</deferredIncomeTotalPtdL> <deltaAdjQty>905.473</deltaAdjQty> <dlta>141.511</dlta> <expoPrice>202.505</expoPrice> <earnThruDate>2015-01-26</earnThruDate> <execBrkFees>678.717</execBrkFees> <fedTaxCostValue>355.838</fedTaxCostValue> <gaapUnitBookValue>804.965</gaapUnitBookValue> <gaapUnitCost>520.597</gaapUnitCost> <gaapBookValue>245.1</gaapBookValue> <gaapCostValue>776.8</gaapCostValue> <hedgedCusip>HEDGED_CUSIP</hedgedCusip> <hedgeTrading>HEDGE_TRAD</hedgeTrading> <interestEarned>983.607</interestEarned> <lastSettlementDate>2015-01-26</lastSettlementDate> <localGaapCostValue>330.424</localGaapCostValue> <localGaapUnitCost>130.403</localGaapUnitCost> <localGaapBookValue>121.162</localGaapBookValue> <localGaapUnitBookValue>802.141</localGaapUnitBookValue> <localGaapMarketValue>788.398</localGaapMarketValue> <localTaxUnitBookValue>107.854</localTaxUnitBookValue> <localStatUnitCost>972.296</localStatUnitCost> <localStatBookValue>204.444</localStatBookValue> <localStatCostValue>998.982</localStatCostValue> <localStatMarketValue>368.283</localStatMarketValue> <localStatUnitBookValue>597.394</localStatUnitBookValue> <localTaxBookValue>965.744</localTaxBookValue> <localTaxCostValue>301.085</localTaxCostValue> <localTaxUnitCost>220.943</localTaxUnitCost> <nonCreditLossAmortLtdB>634.574</nonCreditLossAmortLtdB> <nonCreditLossAmortLtdL>872.43</nonCreditLossAmortLtdL> <oidPtdBase>817.596</oidPtdBase> <oidPtdLocal>640.156</oidPtdLocal> <oidLtdIncomeLocal>839.675</oidLtdIncomeLocal> <oidLtdIncomeBase>935.914</oidLtdIncomeBase> <openMktPrice>941.162</openMktPrice> <origAccrPtdBase>745.15</origAccrPtdBase> <origSoldInterestBase>977.426</origSoldInterestBase> 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<tipsPtdBase>112.258</tipsPtdBase> <tipsPtdLocal>564.364</tipsPtdLocal> <taxBookValue>552.615</taxBookValue> <taxCostValue>566.381</taxCostValue> <taxUnitBookValue>318.006</taxUnitBookValue> <taxUnitCost>488.53</taxUnitCost> <tradeFxRate>421.51</tradeFxRate> <undPrice>963.156</undPrice> <uniqueAssetFlag>N</uniqueAssetFlag> <positionId>379144</positionId> <positionDetailId>527154</positionDetailId> <adjustedPrice>955.709</adjustedPrice> <processingIlbLtdBase>787.355</processingIlbLtdBase> <processingIlbLtdLocal>730.889</processingIlbLtdLocal> <spdDeltaInst>443361</spdDeltaInst> <urglVariationMargin>265.049</urglVariationMargin> <urglVariationMarginLocal>703.151</urglVariationMarginLocal> <variationMargin>934.495</variationMargin> <variationMarginLocal>415.317</variationMarginLocal> <analytics> <currentBenchmark>CURRENT_BENCHMARK</currentBenchmark> <priceSource>PRICE_SOURCE</priceSource> <pricingSpread>787.455</pricingSpread> <rikDate>2015-01-23</rikDate> 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<optionDelta>625.145</optionDelta> <optionGamma>441.678</optionGamma> <optionTheta>515.562</optionTheta> <parCurveDuration>676.333</parCurveDuration> <prepatConvexity>363.734</prepatConvexity> <prepayDuration>617.794</prepayDuration> <psaLife>920.631</psaLife> <psaWalEquivalent>400.748</psaWalEquivalent> <realYield>247.182</realYield> <riskParameterDate>2015-01-26</riskParameterDate> <riskParameterSource>RISK_PARAMETER_SOURCE</riskParameterSource> <spreadDuration>134.606</spreadDuration> <staticWal>225.118</staticWal> <staticYield>507.46</staticYield> <udfVolatilityStartDate>2015-01-26</udfVolatilityStartDate> <userDefinedVolatility>469.792</userDefinedVolatility> <volatility>306.816</volatility> <volatilityConvexity>932.787</volatilityConvexity> <volatilityDuration>422.096</volatilityDuration> <walToWorst>323.009</walToWorst> <yieldToMaturity>687.398</yieldToMaturity> <zvMaturityDate>2015-01-26</zvMaturityDate> <zvPrinBeginDate>2015-01-26</zvPrinBeginDate> <zvSpread>975.822</zvSpread> 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<krd7yr>548.329</krd7yr> <ktrd10yr>451.307</ktrd10yr> <ktrd1yr>422.886</ktrd1yr> <ktrd20yr>291.342</ktrd20yr> <ktrd2yr>733.136</ktrd2yr> <ktrd30yr>878.709</ktrd30yr> <ktrd3yr>332.105</ktrd3yr> <ktrd5yr>930.304</ktrd5yr> </analytics> </warehousePosition> </warehouseTransaction> </EagleML>
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