The following is a list of Back-to-Basics articles that have appeared in
"On The Edge," a quarterly Interactive Data Fixed Income Analytics newsletter. We offer them
here as a resource to our clients and the fixed income community.

• Key Rate Durations - Quarter 3, 2007
• What is Basel II? - Quarter 1, 2005
• Effective Duration and Floating Rate Securities - Quarter 2, 2004
• Interest Rate Swaps - Quarter 1, 2004
• Adjustable Rate Mortgage-Backed Securities - Quarter 4, 2003
• The Yield Curve - March/April, 2003
• Credit Default Swaps - Jan/Feb, 2003
• Key Rate Durations - Sep/Oct, 2002
• An Introduction to Credit Derivatives - Sep/Oct, 1999
• Are Investors Really "Risk-Neutral?" - July/August, 1998
• Bond Price Transparency - Jan/Feb, 1999
• Commercial Mortgage-Backed Securities (CMBS) -
  May/June, 1999
• Convexity-Positive, Negative, or Both? - Nov/Dec, 1998
• Eurodollar Futures - Sep/Oct, 2000
• FAS 133-Accounting for Derivatives - Jan/Feb, 2000
• Interest Rate Caps & Floors - May/June, 2000
• Interpreting Key Rate Durations - May/June, 1999
• Measuring Portfolio Performance - June, 1997
• Non-US$ Investments and Hedging Exchange Rate Risk -
  June, 2000
• Options on Treasury Futures - March/April, 2002
• Preferred stock - July/August, 2000
• Prepayment Modeling Vocabulary - July, 1997
• Prepayment Uncertainty-Prepayment Model Risk - January, 1998
• Standard Deviation - May/June, 2001
• Swaptions - July/August, 2002
• The Basics of Credit Risk Modeling -
  December, 2002
• The Euro and the Bond Markets - March/April, 1999
• The Importance of Correlation - March/April, 2000
• The Swap Curve - Nov/Dec, 1999
• The Volatility Surface - May/June, 2002
• Thinking in Terms of Options - October, 1997
• Understanding Convexity - March, 1997
• Understanding OAS - February, 1997
• Understanding Spread Duration
• Understanding Vega (volatility risk) - November, 1997
• Using Interest Rate Futures in BondEdge - April, 1997
• Value at Risk (VaR) - July/August, 1999
• Volatility and Option Valuation - August, 1996
• Which Duration is Best? - March/April, 2001
• Why Do We Use "Monte Carlo" Simulations? -
  September, 1997