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Investment Analysis (as at 31 March 2010):

Date ANZ CBA MQG NAB WBC Basket Value % of Strike
Initial Level (24-Apr-08) 21.51 43.5 59.39 29.3 24.89 35.718 -
Strike Level (24-Oct-08) 15.45 40.08 26.05 19.6 22 24.64 -
31-Mar-10 25.36 56.29 47.25 27.52 27.84 36.852 149.56%
26-Feb-10 23.14 53.92 45.26 26.37 23.86 34.51 140.06%
29-Jan-10 21.73 53.23 50.16 26.37 23.86 35.07 142.33%
31-Dec-09 22.15 52.8 48 28.62 24.14 35.142 142.62%
30-Nov-09 21.29 42.8 39.1 22.44 20.25 29.176 118.41%
30-Oct-09 23.06 52.25 50 22.02 18.87 33.24 134.90%
30-Sep-09 24.39 51.75 58.79 22.02 18.87 35.164 142.71%
31-Aug-09 18.53 39 31.65 22.02 18.87 26.014 105.58%
31-Jul-09 18.53 39 31.65 22.02 18.87 26.014 105.58%
30-Jun-09 16.49 39 31.65 22.02 18.87 25.606 103.92%
29-May-09 15.9 35.14 31.65 22.02 18.87 24.716 100.31%
30-Apr-09 15.9 35.11 33.48 20.63 19.2 24.864 100.91%
31-Mar-09 15.75 34.73 27.05 20.1 19.09 23.344 94.74%
27-Feb-09 13.31 29.8 16.98 17.88 16.89 18.972 77.00%
30-Jan-09 13.27 26.9 25.99 18.93 15.64 20.146 81.76%
31-Dec-08 15.29 28.9 28.81 20.87 16.97 22.168 89.97%
28-Nov-08 14.8 34.09 29.7 20 17.89 23.296 94.55%
31-Oct-08 18.75 42.62 37 24.26 21.48 28.822 116.97%
30-Sep-08 18.75 42.62 37 24.26 21.48 28.822 116.97%
29-Aug-08 16.61 42.4 44.04 24.5 23.55 30.22 122.65%
31-Jul-08 16.25 39.75 51.43 24.7 21.55 30.736 124.74%
30-Jun-08 18.72 40.17 48.64 26.5 20 30.806 125.02%
30-May-08 21.68 42.32 54.5 31.31 23.25 34.612 140.47%
30-Apr-08 21.9 44.85 63.42 30.21 24.49 36.974 150.06%



The Lookback Period ended on 24 October 2008. Accordingly the Strike Level has been set at the lowest Oficial Closing Level observed during this Lookback Period. This occured on the 18 September 2008.

The Cap Level for the AUD Series is 60% and for the USD Series is 55%.

*The Lookback Period ended on 24 October 2008. Accordingly the Strike Level has been set at the lowest Official Closing Level observed during this Lookback Period. This occured on the 18 September 2008.