| Code | Name | High | Low | Close | Volume | Change |
|---|
| 60AQ | BARCLAYS BANK PLC 5.75% NTS 17/08/21 | 110.5 | 110.5 | 110.5 | 0 | 0.0 |  | 0.00 |
| 60AY | MORGAN STANLEY NTS 18/08/15(FTSE100 IDX | 1.060 | 1.060 | 1.060 | 6,350 | 105.060 |  | 99.00 |
| 60CD | BANCO COMERCIAL PORTUGUES 3.75% CVD BDS | 94.50 | 94.50 | 94.50 | 0 | 0.00 | | 0.00 |
| 60CW | SWEDBANK AB 3.125% NTS 04/03/13 EUR1000 | 102.6 | 102.6 | 102.6 | 4,700,000 | 0.0 | | 0.04 |
| 60DD | AUTONOMY CORP 3.25% CNV BDS 04/03/15 | 109.6 | 109.6 | 109.6 | 0 | 0.0 | | 0.00 |
| 60FH | GE CAPITAL EUROPEAN FUNDING 5.375% NTS | 111.0 | 111.0 | 111.0 | 0 | 0.0 | | 0.00 |
| 60FZ | BBVA INTL PREFERRED SA UNIPERSONAL | 99.75 | 99.75 | 99.75 | 0 | 0.00 | | 0.00 |
| 60GA | BBVA INTL PREFERRED SA UNIPERSONAL | 102.0 | 102.0 | 102.0 | 0 | 0.0 | | 0.00 |
| 60GS | EUROPEAN INVESTMENT BANK 8.75% BDS | 134.5 | 134.5 | 134.5 | 0 | 0.0 | | 0.00 |
| 60GT | HSBC BANK PLC PALMS761 29/10/12(BURGAN | 1.573 | 1.573 | 1.573 | 0 | 0.000 | | 0.00 |
| 60GV | WESTPAC BANKING CORP 5% INST 21/10/19 | 106.4 | 106.4 | 106.4 | 0 | 0.0 | | 0.00 |
| 60HD | SUNCORP METWAY LIMITED 5.125% NTS | 105.3 | 105.3 | 105.3 | 0 | 0.0 | | 0.00 |
| 60HE | EUROFIMA 4% BDS 27/10/21 EUR50000 | 110.0 | 109.9 | 109.9 | 0 | 0.0 | | 0.00 |
| 60HG | L.G.S.INVESTMENTS 8.75% SECURED BDS | 129.9 | 129.9 | 129.9 | 0 | 0.0 | | 0.00 |
| 60IC | YORKSHIRE BUILDING SOCIETY 2.25% NTS | 101.8 | 101.8 | 101.8 | 0 | 0.0 | | 0.00 |
| 60IH | WESTERN POWER DIST.(STH WALES)PLC 9.25% | 133.2 | 133.2 | 133.2 | 0 | 0.0 | | 0.00 |
| 60IY | GE CAPITAL UK FUNDING 5.875% NTS | 109.1 | 109.1 | 109.1 | 8,000 | 1.6 | | 1.45 |
| 60KI | TELEFONICA EMISIONES SAU 4.693% INST | 105.7 | 105.7 | 105.7 | 1,450,000 | 3.1 |  | 2.98 |
| 60KT | DONG ENERGY AS 4.875% NTS 16/12/21 | 111.7 | 111.7 | 111.7 | 0 | 0.0 | | 0.00 |
| 60KU | DONG ENERGY AS 4% BDS 16/12/16 EUR1000 | 107.3 | 107.0 | 107.0 | 1,460,000 | 2.3 | | 2.24 |
| 60LP | HSBC BANK PLC PALMS773 07/01/13(YANSAB | 10.33 | 10.33 | 10.33 | 0 | 0.00 | | 0.00 |
| 60LU | HSBC BANK PLC LEPO 25/11/19(KOTAK | 17.82 | 17.82 | 17.82 | 0 | 0.00 | | 0.00 |
| 60PB | HSBC BANK PLC LEPO WTS 12/11/19(AMBUJA | 2.677 | 2.677 | 2.677 | 0 | 0.000 | | 0.00 |
| 60PC | HSBC BANK PLC LEPO WTS 12/11/19(GAIL | 9.957 | 9.957 | 9.957 | 0 | 0.000 | | 0.00 |
| 60PE | HSBC BANK PLC LEPO WTS 12/11/19(HINDALCO | 3.582 | 3.582 | 3.582 | 0 | 0.000 | | 0.00 |
| 60PH | HSBC BANK PLC LEPO 25/11/19(DR REDDYS | 29.21 | 29.21 | 29.21 | 0 | 0.00 | | 0.00 |
| 60PJ | HSBC BANK PLC LEPO 25/11/19(RELIANCE | 0.7996 | 0.7996 | 0.7996 | 0 | 0.0000 | | 0.00 |
| 60PM | HSBC BANK PLC LEPO 25/11/19(RELIANCE | 21.47 | 21.47 | 21.47 | 0 | 0.00 | | 0.00 |
| 60PP | HSBC BANK PLC LEPO WTS 25/11/19(SESA | 6.810 | 6.810 | 6.810 | 0 | 0.000 | | 0.00 |
| 60PU | HSBC BANK PLC LEPO WTS 25/11/19(SIEMENS | 14.77 | 14.77 | 14.77 | 0 | 0.00 | | 0.00 |
| 60RR | HSBC BANK PLC LEPO WTS 25/11/19(TATA | 17.91 | 17.91 | 17.91 | 0 | 0.00 | | 0.00 |
| 60RS | HSBC BANK PLC LEPO WTS 12/11/19(BHARAT | 16.31 | 16.31 | 16.31 | 0 | 0.00 | | 0.00 |
| 60RT | HSBC BANK PLC LEPO WTS 12/11/19(ACC | 17.56 | 17.56 | 17.56 | 0 | 0.00 | | 0.00 |
| 60RV | NATIONAL EXPRESS GROUP 6.25% NTS | 107.1 | 107.1 | 107.1 | 1,010,000 | 0.8 | | 0.73 |
| 60VZ | COMMONWEALTH BANK OF AUSTRALIA 4.375% | 108.4 | 108.4 | 108.4 | 0 | 0.0 | | 0.00 |
| 60XB | HSBC BANK PLC PALMS781 17/03/12(METHANOL | 3.586 | 3.586 | 3.586 | 0 | 0.000 | | 0.00 |
| 60XJ | ROYAL BANK OF SCOTLAND 5.5% NTS 23/03/20 | 103.1 | 102.9 | 102.9 | 150,000 | 1.7 | | 1.60 |
| 60XQ | HSBC BANK PLC LEPO WTS | 3.817 | 3.817 | 3.817 | 0 | 0.000 | | 0.00 |
| 60XR | HSBC BANK PLC LEPO WTS 29/07/19(HERO | 38.38 | 38.38 | 38.38 | 0 | 0.00 | | 0.00 |
| 60XS | HSBC BANK PLC LEPO WTS 07/01/19(STATE | 59.17 | 59.17 | 59.17 | 0 | 0.00 | | 0.00 |
| 60XT | HSBC BANK PLC LEPO WTS 14/1/19(MARUTI | 27.07 | 27.07 | 27.07 | 0 | 0.00 | | 0.00 |
| 60XU | HSBC BANK PLC LEPO WTS | 6.533 | 6.533 | 6.533 | 0 | 0.000 | | 0.00 |
| 60XV | HSBC BANK PLC LEPO WTS 21/11/18(HCL | 8.191 | 8.191 | 8.191 | 0 | 0.000 | | 0.00 |
| 60XW | HSBC BANK PLC LEPO WTS 27/8/19(CAIRN | 7.036 | 7.036 | 7.036 | 0 | 0.000 | | 0.00 |
| 60XZ | HSBC BANK PLC LEPO WTS 01/10/19(NTPC | 4.181 | 4.181 | 4.181 | 0 | 0.000 | | 0.00 |
| 60YA | HSBC BANK PLC LEPO WTS | 2.354 | 2.354 | 2.354 | 0 | 0.000 | | 0.00 |
| 60YB | HSBC BANK PLC LEPO 21/11/18(ADITYA BIRLA | 17.16 | 17.16 | 17.16 | 0 | 0.00 | | 0.00 |
| 60ZI | WALES&WEST 36 6.75% TO FLTG GTD NTS | 108.9 | 108.7 | 108.7 | 0 | 0.0 | | 0.00 |
| 60ZT | MONDI FINANCE PLC 5.75% NTS 03/04/17 | 101.0 | 101.0 | 101.0 | 2,620,000 | 4.3 | | 4.42 |
| 61CH | HSBC BANK PLC PROT PUT WTS | 0.9320 | 0.9304 | 0.9320 | 0 | 0.0000 | | 0.00 |
| 61GL | SB CAPITAL SA 5.499% LN PTG 07/07/15 | 102.0 | 102.0 | 102.0 | 0 | 0.0 | | 0.00 |
| 61LH | LLOYDS TSB BANK PLC 4% CVD BDS 25/06/18 | 104.8 | 104.4 | 104.8 | 0 | 0.0 | | 0.00 |
| 61ML | NORDEA BANK AB 3.875% NTS 15/12/15 | 103.9 | 103.9 | 103.9 | 0 | 0.0 | | 0.00 |
| 61MP | LLOYDS TSB BANK PLC 7.625% NTS 22/04/25 | 105.2 | 105.2 | 105.2 | 0 | 0.0 | | 0.00 |
| 61MR | HSBC BANK PLC LEPO WTS 18/11/19(CHINA | 3.076 | 3.071 | 3.076 | 0 | 0.000 | | 0.00 |
| 61MS | HSBC BANK PLC LEPO WTS | 0.5930 | 0.5930 | 0.5930 | 0 | 0.0000 | | 0.00 |
| 61NM | IRISH LIFE & PERMANENT 3.125% GTD NTS | 96.00 | 96.00 | 96.00 | 0 | 0.00 | | 0.00 |
| 61QZ | HSBC BANK PLC PALMS651T3 11/11/11(YANSAB | 9.943 | 2.665 | 9.943 | 0 | 0.000 | | 0.00 |
| 61RF | BRITISH AMERICAN TOBACCO HLDGS(NL) 4% | 105.5 | 105.5 | 105.5 | 280,000 | 0.0 | | 0.00 |
| 61SM | HSBC BANK PLC PALMS620T4 15/09/11(DAR AL | 2.861 | 2.861 | 2.861 | 0 | 0.000 | | 0.00 |
| 62IE | ST LAWRENCE & OTTAWA RAILWAY CO 4% STLG | 68.45 | 68.45 | 68.45 | 0 | 0.00 | | 0.00 |
| 63NK | PETROPAVLOVSK PLC 4% CNV BDS 18/02/15 | 103.5 | 103.5 | 103.5 | 0 | 0.0 | | 0.00 |
| 63NS | SVENSKA HANDELSBANKEN 3.75% NTS 24/02/17 | 105.7 | 105.4 | 105.7 | 0 | 0.0 | | 0.00 |
| 63NY | NORDEA BANK AB 3.75% NTS 24/02/17 | 105.3 | 105.3 | 105.3 | 0 | 0.0 | | 0.00 |
| 64BY | BANK OF SCOTLAND PLC 5.5% SUB NTS | 102.9 | 102.9 | 102.9 | 0 | 0.0 | | 0.00 |
| 64DE | HSBC HLDGS 5.75% EUR MED TRM NTS | 97.39 | 97.08 | 97.08 | 0 | 0.00 | | 0.00 |
| 64FP | VATTENFALL TREASURY AB 5% GTD NTS | 112.3 | 112.3 | 112.3 | 0 | 0.0 | | 0.00 |
| 64GY | HON HAI PRECISION INDUSTRY 0% CNV BDS | 130.6 | 130.6 | 130.6 | 0 | 0.0 | | 0.00 |
| 64GZ | HON HAI PRECISION INDUSTRY 0% CNV BDS | 111.8 | 111.8 | 111.8 | 0 | 0.0 | | 0.00 |
| 64IV | SEVERN TRENT UTILITIES FINANCE PLC 5.25% | 110.0 | 110.0 | 110.0 | 0 | 0.0 | | 0.00 |
| 64KA | UK TREASURY STRIP UK 4.75% TREASURY | 91.25 | 91.25 | 91.25 | 0 | 0.00 | | 0.00 |
| 64PI | ROYAL BANK OF SCOTLAND 7.375% UNDATED | 110.6 | 110.6 | 110.6 | 0 | 0.0 | | 0.00 |
| 64ZR | NORTHERN ROCK (ASSET MANAGEMENT)PLC | 100.4 | 100.4 | 100.4 | 0 | 0.0 | | 0.00 |
| 65DI | NETWORK RAIL INFRASTRUCTURE FINANCE | 109.4 | 109.4 | 109.4 | 0 | 0.0 | | 0.00 |
| 65GW | GHQB 12.625% GTD SEC BDS 13/3/2015 | 157.4 | 157.4 | 157.4 | 0 | 0.0 | | 0.00 |
| 65HB | HOUSING FINANCE CORP 8.625% DEB STK 2023 | 136.8 | 136.8 | 136.8 | 0 | 0.0 | | 0.00 |
| 65IK | SUNDERLAND CORP(RIVER WEAR COMM) 3% | 50.03 | 50.03 | 50.03 | 0 | 0.00 | | 0.00 |
| 65JC | NORDEA BANK AB 4.625% CALL STEP-UP SUB | 100.00 | 100.00 | 100.00 | 0 | 0.00 | | 0.00 |
| 65LF | GENERAL ELECTRIC CAPITAL CORP 4.125% NTS | 88.52 | 88.35 | 88.52 | 20,000 | 0.86 | | 0.96 |
| 65LH | GENERAL ELECTRIC CAPITAL CORP 4.875% NTS | 91.16 | 91.16 | 91.16 | 0 | 0.00 | | 0.00 |
| 65NR | SVENSKA HANDELSBANKEN SUB CALL STEP-UP | 97.10 | 97.10 | 97.10 | 0 | 0.00 | | 0.00 |
| 65TH | HAMMERSON PLC 5.25% BDS 15/12/16 | 105.0 | 104.9 | 104.9 | 700,000 | 1.2 | | 1.17 |
| 65TO | TELEFONICA EMISIONES SAU 4.375% INST | 105.4 | 105.4 | 105.4 | 0 | 0.0 | | 0.00 |
| 65TX | GE CAPITAL EUROPEAN FUNDING FLTG RATE | 89.58 | 88.53 | 89.58 | 0 | 0.00 | | 0.00 |
| 65UU | NORTHERN ROCK (ASSET MANAGEMENT)PLC | 101.1 | 101.1 | 101.1 | 15,000,000 | 1.1 | | 1.08 |
| 65WK | ABBEY NATIONAL TREASURY SERVICES 4.25% | 103.8 | 103.8 | 103.8 | 0 | 0.0 | | 0.00 |
| 66EI | VODAFONE GROUP FLTG RATE NTS 05/09/13 | 99.26 | 99.21 | 99.26 | 0 | 0.00 | | 0.00 |
| 66GD | NORDEA HYPOTEK AB 3.75% CVD BDS 25/10/11 | 102.9 | 102.9 | 102.9 | 0 | 0.0 | | 0.00 |
| 66HB | HOUSING FINANCE CORP 9.625% DEB STK 2025 | 143.0 | 143.0 | 143.0 | 0 | 0.0 | | 0.00 |
| 66IH | SPAIN(GOVT OF) 11.75% LN STK 2010(BR) | 135.1 | 135.1 | 135.1 | 0 | 0.0 | | 0.00 |
| 66KT | BANK OF AMERICA CORP 5.25% SUB NTS | 101.2 | 101.2 | 101.2 | 100,000 | 0.1 | | 0.07 |
| 66LM | MUTUAL SECURITISATION 7.5873% | 51.02 | 51.02 | 51.02 | 0 | 0.00 | | 0.00 |
| 66WL | JPMORGAN CHASE & CO 6.128%/FLTG RTE SUB | 103.3 | 103.3 | 103.3 | 0 | 0.0 | | 0.00 |
| 67GR | PACCAR FINANCIAL EUROPE BV 5.125% NTS | 102.3 | 102.3 | 102.3 | 0 | 0.0 | | 0.00 |
| 67HB | HOUSING SECURITIES 8.375% DEB STK | 123.5 | 116.1 | 123.5 | 0 | 0.0 | | 0.00 |
| 67HG | L.A.B.INVESTMENTS 7.125% SECURED BDS | 112.8 | 112.8 | 112.8 | 0 | 0.0 | | 0.00 |
| 67HR | ONTARIO(PROVINCE OF) 5.125% INST | 108.2 | 108.2 | 108.2 | 0 | 0.0 | | 0.00 |
| 67IC | ALFA MTN INVEST LIMITED 9.25% NTS | 106.8 | 106.8 | 106.8 | 0 | 0.0 | | 0.00 |
| 67IH | ST GEORGE BANK 6.5% NTS 24/06/13 | 111.8 | 111.8 | 111.8 | 0 | 0.0 | | 0.00 |
| 67KM | BRITISH TELECOMMUNICATIONS 6.5% NTS | 112.8 | 112.8 | 112.8 | 600,000 | 0.4 | | 0.32 |
| 67QN | HSBC BANK LEPO 23/07/18(HDFC BANK) | 45.52 | 45.52 | 45.52 | 0 | 0.00 | | 0.00 |
| 67RH | HSBC BANK LEPO WTS 01/08/18(EIH LTD) | 2.893 | 2.893 | 2.893 | 0 | 0.000 | | 0.00 |
| 67RW | HSBC HLDGS 6.75% SUBORD NTS 11/09/28 | 110.4 | 110.4 | 110.4 | 0 | 0.0 | | 0.00 |
| 67SH | TESCO 5.875% NTS 12/09/16 EUR50000 | 118.9 | 118.8 | 118.8 | 0 | 0.0 | | 0.00 |
| 67SR | IMPERIAL TOBACCO FINANCE 8.125% GTD NTS | 128.5 | 128.5 | 128.5 | 0 | 0.0 | | 0.00 |
| 67TC | HSBC BANK LEPO WTS | 38.81 | 38.81 | 38.81 | 0 | 0.00 | | 0.00 |
| 67TG | VODAFONE GROUP 6.875% NTS 04/12/13 | 115.2 | 115.2 | 115.2 | 0 | 0.0 | | 0.00 |
| 67TN | VATTENFALL TREASURY AB 6.75% NTS | 127.4 | 127.4 | 127.4 | 0 | 0.0 | | 0.00 |
| 67TO | VATTENFALL TREASURY AB 5.75% NTS | 111.7 | 111.7 | 111.7 | 50,000 | 0.0 | | 0.01 |
| 67UQ | GENERAL ELECTRIC CAPITAL CORP 4% NTS | 105.0 | 105.0 | 105.0 | 0 | 0.0 | | 0.00 |
| 67VL | ATLANTIC FINANCE LTD 8.75% GTD NTS | 106.3 | 106.3 | 106.3 | 0 | 0.0 | | 0.00 |
| 67VM | WELLCOME TRUST FINANCE 4.75% GTD BDS | 105.8 | 105.8 | 105.8 | 0 | 0.0 | | 0.00 |
| 67VN | VEDANTA RESOURCES JERSEY II LTD 4% GTD | 97.00 | 97.00 | 97.00 | 0 | 0.00 | | 0.00 |
| 67WB | CABLE & WIRELESS WORLDWIDE 5.75% CNV BDS | 104.6 | 104.6 | 104.6 | 0 | 0.0 | | 0.00 |
| 67XP | LLOYDS TSB BANK 4.375% NTS 19/04/11 | 101.8 | 101.8 | 101.8 | 0 | 0.0 | | 0.00 |
| 67YO | HSBC BANK PLC PALMS713 04/06/12(JARIR | 43.69 | 43.69 | 43.69 | 0 | 0.00 | | 0.00 |
| 67YQ | HSBC BANK PLC PALMS717 04/06/12 (SAFCO) | 37.19 | 37.19 | 37.19 | 0 | 0.00 | | 0.00 |
| 67YX | SKANDINAVISKA ENSKILDA BANKEN 4.375% NTS | 104.6 | 104.6 | 104.6 | 0 | 0.0 | | 0.00 |
| 67ZM | PRUDENTIAL CALL DATED TIER 2 NTS 29/5/39 | 137.2 | 137.2 | 137.2 | 0 | 0.0 | | 0.00 |
| 68DD | HSBC BANK PLC PALMS727 25/06/12(SAUDI | 5.365 | 5.365 | 5.365 | 0 | 0.000 | | 0.00 |
| 68DN | LLOYDS TSB BANK 6.375% NTS 17/06/16 | 112.6 | 112.6 | 112.6 | 3,700,000 | 0.1 | | 0.07 |
| 68FJ | LUKINTER FINANCE BV 3.5% CNV BDS | 127.3 | 127.3 | 127.3 | 0 | 0.0 | | 0.00 |
| 68GM | EUROPEAN INVESTMENT BANK 4.25% BDS | 100.9 | 100.9 | 100.9 | 0 | 0.0 | | 0.00 |
| 68GP | CROYDON CORP 3 1/2% STK | 57.95 | 57.95 | 57.95 | 0 | 0.00 | | 0.00 |
| 68HI | EXPERIAN FINANCE PLC 5.625% BDS 12/12/13 | 109.3 | 109.3 | 109.3 | 0 | 0.0 | | 0.00 |
| 68IH | MORGAN STANLEY 5.375% NTS 14/11/13 | 105.6 | 103.3 | 105.6 | 0 | 0.3 | | 0.24 |
| 68JY | EASTERN ELECTRICITY 8.75% BDS 30/3/2012 | 121.3 | 121.3 | 121.3 | 0 | 0.0 | | 0.00 |
| 68KR | B.A.T.INTERNATIONAL FINANCE 5.75% EURO | 110.7 | 110.7 | 110.7 | 0 | 0.0 | | 0.00 |
| 68LF | SEGRO PLC 7.125% NOTES 17/2/2010 GBP(BR) | 106.6 | 106.6 | 106.6 | 0 | 0.0 | | 0.00 |
| 68MD | SCOTTISH POWER FINANCE(JERSEY) 4% STP UP | 167.0 | 167.0 | 167.0 | 0 | 0.0 | | 0.00 |
| 68PD | INTEGRATED ACCOM SERVICE 6.48% GTD SEC | 114.5 | 114.3 | 114.3 | 0 | 0.0 | | 0.00 |
| 68TX | CORPORATE SERVICES GROUP 10% GTD SEC NTS | 101.5 | 101.5 | 101.5 | 0 | 0.0 | | 0.00 |
| 69AU | ANGLIAN WATER SERVICE FINANCE 5.25% | 110.0 | 110.0 | 110.0 | 740,000 | 0.4 | | 0.40 |
| 69GI | NATIONAL GRID GAS 6% INST 13/05/38 | 115.4 | 115.4 | 115.4 | 0 | 0.0 | | 0.00 |
| 69HD | ISLINGTON CORP 11.9% RED STK 2017 | 152.1 | 152.1 | 152.1 | 0 | 0.0 | | 0.00 |
| 69PE | UK TREASURY STRIP UK TREASURY STRIP | 40.62 | 29.41 | 29.41 | 0 | 0.00 | | 0.00 |
| 69SU | TELEFONICA EMISIONES SAU 5.888% INST | 102.0 | 102.0 | 102.0 | 0 | 0.0 | | 0.00 |
| 69WP | AUSTRALIA & NEW ZEALAND BANK GROUP 5.25% | 109.1 | 109.1 | 109.1 | 3,000,000 | 1.2 | | 1.08 |
| 69WR | AVIVA 6.875%/FLTG RTE NTS 20/05/58 | 104.0 | 103.6 | 103.6 | 0 | 0.0 | | 0.00 |
| 69WU | AVIVA 6.875%/FLTG RATE NTS 22/05/38 | 99.95 | 99.95 | 99.95 | 0 | 0.00 | | 0.00 |