| MONTANA BOARD OF INVESTMENTS | ||||||||
| STIP YIELD AND DAILY FACTOR CALCULATIONS | ||||||||
| DAILY NET | DAILY | MTD DAILY | ||||||
| DATE | YIELD | FACTOR | FACTOR | |||||
| 02/01/09 | 1.187633045 | 0.000031511 | 0.0000315111 | |||||
| 02/02/09 | 1.225544562 | 0.000032497 | 0.0000640077 | |||||
| 02/03/09 | 1.167857780 | 0.000030971 | 0.0000949788 | |||||
| 02/04/09 | 1.187133807 | 0.000030951 | 0.0001259299 | |||||
| 02/05/09 | 1.157932569 | 0.000030199 | 0.0001561292 | |||||
| 02/06/09 | 1.161942913 | 0.000030304 | 0.0001864335 | |||||
| 02/07/09 | 1.161925601 | 0.000030304 | 0.0002167378 | |||||
| 02/08/09 | 1.161909492 | 0.000030304 | 0.0002470421 | |||||
| 02/09/09 | 1.056787846 | 0.000027569 | 0.0002746112 | |||||
| 02/10/09 | 1.088727009 | 0.000028404 | 0.0003030154 | |||||
| 02/11/09 | 5.631190252 | 0.000146862 | 0.0004498769 | |||||
| 02/12/09 | 1.064959260 | 0.000027766 | 0.0004776431 | |||||
| 02/13/09 | 1.147055410 | 0.000029916 | 0.0005075594 | |||||
| 02/14/09 | 1.043728684 | 0.000027222 | 0.0005347812 | |||||
| 02/15/09 | 1.043714865 | 0.000027222 | 0.0005620030 | |||||
| 02/16/09 | 1.043701046 | 0.000027222 | 0.0005892248 | |||||
| 02/17/09 | 1.024875392 | 0.000026757 | 0.0006159816 | |||||
| 02/18/09 | 1.007664293 | 0.000026310 | 0.0006422915 | |||||
| 02/19/09 | 1.007421096 | 0.000026297 | 0.0006685882 | |||||
| 02/20/09 | 1.005799103 | 0.000026261 | 0.0006948493 | |||||
| 02/21/09 | 1.005786116 | 0.000026261 | 0.0007211104 | |||||
| 02/22/09 | 1.005773732 | 0.000026261 | 0.0007473715 | |||||
| 02/23/09 | 0.996714277 | 0.000026019 | 0.0007733903 | |||||
| 02/24/09 | 0.994429736 | 0.000025954 | 0.0007993442 | |||||
| 02/25/09 | 0.977044966 | 0.000025480 | 0.0008248242 | |||||
| 02/26/09 | 0.964040635 | 0.000025151 | 0.0008499755 | |||||
| 02/27/09 | 0.955137551 | 0.000024926 | 0.0008749012 | |||||
| 02/28/09 | 1.459548067 | 0.000037988 | 0.0009128895 | |||||
| 0.0000000000 | ||||||||
| 0.0000000000 | ||||||||
| Average | 1.2477135 | |||||||
| = | Monthly Security Lending Income and Rebate | |||||||