| Code | Name | High | Low | Close | Volume | Change |
|---|
| 70GU | FINTRUST DEBENTURE 9.25% SEVERAL DEBS | 132.4 | 132.4 | 132.4 | 0 | 0.0 |  | 0.00 |
| 70SG | WPP GROUP 6% GTD BDS 04/04/17 GBP50000 | 110.1 | 110.1 | 110.1 | 0 | 0.0 | | 0.00 |
| 70TZ | TELEFONICA EMISIONES SAU 4.674% INST | 106.3 | 106.3 | 106.3 | 0 | 0.0 | | 0.00 |
| 70VH | SVENSKA HANDELSBANKEN FLTG RTE UNDT SUB | 93.51 | 93.36 | 93.36 | 0 | 0.00 | | 0.00 |
| 71BS | ZHAIKMUNAI L.P. GDR EACH REPR 1 | 7.370 | 7.370 | 7.370 | 0 | 0.000 | | 0.00 |
| 71ES | GE CAPITAL UK FUNDING 5.875% NTS | 107.6 | 107.6 | 107.6 | 0 | 0.0 | | 0.00 |
| 71HB | HULL(KINGSTON UPON HULL)CORP 2 1/2% RED | 42.11 | 42.11 | 42.11 | 0 | 0.00 | | 0.00 |
| 71HN | JP MORGAN FLEMING MERCANTILE IT 4.25% | 75.90 | 75.90 | 75.90 | 0 | 0.00 | | 0.00 |
| 71HP | GE CAPITAL UK FUNDING 6.25% NTS 05/05/38 | 110.7 | 110.7 | 110.7 | 0 | 0.0 | | 0.00 |
| 71IA | TORONTO-DOMINION BANK 5.375% DEP NTS | 114.8 | 114.8 | 114.8 | 0 | 0.0 | | 0.00 |
| 71IE | NATIONAL GRID GAS 5.125% INST 14/05/13 | 108.6 | 108.6 | 108.6 | 0 | 0.0 | | 0.00 |
| 71IL | WPP GROUP 6.625% GTD BDS 12/05/16 | 116.6 | 116.6 | 116.6 | 0 | 0.0 | | 0.00 |
| 71JG | JPMORGAN CHASE & CO 5.25% NTS 08/05/13 | 108.0 | 108.0 | 108.0 | 0 | 0.0 | | 0.00 |
| 71JN | BRADFORD & BINGLEY STEP UP SUBORD EURO | 109.1 | 109.1 | 109.1 | 0 | 0.0 | | 0.00 |
| 71KM | TELEFONICA EMISIONES SAU 5.58% INST | 108.2 | 108.2 | 108.2 | 0 | 0.0 | | 0.00 |
| 71PE | UK TREASURY STRIP UK TREASURY STRIP | 44.64 | 44.64 | 44.64 | 5,147 | 16.51 |  | 58.69 |
| 71SE | GE CAPITAL EUROPEAN FUNDING 5.25% NTS | 107.3 | 107.3 | 107.3 | 175,000 | 0.0 |  | 0.01 |
| 71TM | EDP FINANCE BV 8.625% NTS 04/01/24 | 129.4 | 129.4 | 129.4 | 0 | 0.0 | | 0.00 |
| 71TQ | HSBC BANK PLC PALMS640 07/11/11(TALAAT | 1.281 | 1.281 | 1.281 | 1,075,000 | 0.005 | | 0.37 |
| 71UG | BANK OF SCOTLAND PLC 4.625% GTD NTS | 104.0 | 104.0 | 104.0 | 45,050,000 | 0.0 | | 0.00 |
| 71WO | HSBC BANK PALMS680 26/03/12(SAUDI | 23.67 | 23.67 | 23.67 | 0 | 0.00 | | 0.00 |
| 71XL | SHELL INTERNATIONAL FINANCE BV 4.50% GTD | 111.8 | 111.8 | 111.8 | 577,000 | 0.1 | | 0.13 |
| 71XM | SHELL INTERNATIONAL FINANCE BV 3.375% | 103.0 | 103.0 | 103.0 | 0 | 0.0 | | 0.00 |
| 71ZC | GLAXOSMITHKLINE CAPITAL 6.375% NTS | 122.7 | 122.7 | 122.7 | 0 | 0.0 | | 0.00 |
| 71ZD | GE CAPITAL UK FUNDING 5.5% NTS 01/04/11 | 102.2 | 102.2 | 102.2 | 0 | 0.0 | | 0.00 |
| 72AE | SHELL INTERNATIONAL FINANCE BV 3% GTD | 104.1 | 104.1 | 104.1 | 0 | 0.0 | | 0.00 |
| 72AF | SHELL INTERNATIONAL FINANCE BV 4.375% | 112.6 | 112.6 | 112.6 | 0 | 0.0 | | 0.00 |
| 72AH | BBVA SENIOR FINANCE SA UNIPERSONAL | 101.7 | 101.7 | 101.7 | 0 | 0.0 | | 0.00 |
| 72II | BG ENERGY CAPITAL 5.875% NTS 13/11/12 | 108.9 | 108.9 | 108.9 | 0 | 0.0 | | 0.00 |
| 72KU | HSBC BANK PLC 5% SUB EUR MED TRM NTS | 100.6 | 100.6 | 100.6 | 0 | 0.0 | | 0.00 |
| 72KX | HBOS 4.875% NTS 20/3/15 EUR(VAR) | 98.20 | 98.20 | 98.20 | 0 | 0.00 | | 0.00 |
| 72LC | NORTHUMBRIAN WATER FINANCE 6.875% GTD | 121.6 | 121.6 | 121.6 | 0 | 0.0 | | 0.00 |
| 72LS | ASDA GROUP LIMITED 6.625% NOTES | 112.5 | 112.5 | 112.5 | 0 | 0.0 | | 0.00 |
| 72NS | BRITISH TELECOMMUNICATIONS 5.75% BDS | 96.50 | 96.29 | 96.50 | 0 | 0.00 | | 0.00 |
| 72RL | AVIVA 5.7%/FLTG RTE PERP SUB NTS | 90.70 | 90.68 | 90.68 | 0 | 0.00 | | 0.00 |
| 72RM | AVIVA 5.25%/FLTG RTE SUB NTS 2/10/23 | 100.7 | 100.6 | 100.6 | 0 | 0.0 | | 0.00 |
| 72VH | HAMMERSON PLC 6% BDS 23/2/26 | 103.2 | 103.2 | 103.2 | 0 | 0.0 | | 0.00 |
| 72XC | UK TREASURY STRIP UK TREASURY STRIP | 31.66 | 31.66 | 31.66 | 0 | 0.00 | | 0.00 |
| 72XD | UK TREASURY STRIP UK TREASURY STRIP | 31.01 | 31.01 | 31.01 | 0 | 0.00 | | 0.00 |
| 72XE | UK TREASURY STRIP UK TREASURY STRIP | 30.35 | 30.35 | 30.35 | 0 | 0.00 | | 0.00 |
| 72XF | UK TREASURY STRIP UK TREASURY STRIP | 29.72 | 29.72 | 29.72 | 0 | 0.00 | | 0.00 |
| 72XG | UK TREASURY STRIP UK TREASURY STRIP | 29.08 | 29.08 | 29.08 | 0 | 0.00 | | 0.00 |
| 72XH | UK TREASURY STRIP UK TREASURY STRIP | 28.44 | 28.44 | 28.44 | 0 | 0.00 | | 0.00 |
| 72XI | UK TREASURY STRIP UK TREASURY STRIP | 27.83 | 27.83 | 27.83 | 0 | 0.00 | | 0.00 |
| 72XJ | UK TREASURY STRIP UK TREASURY STRIP | 29.45 | 29.45 | 29.45 | 0 | 0.00 | | 0.00 |
| 72XK | UK TREASURY STRIP UK TREASURY STRIP | 26.73 | 26.73 | 26.73 | 0 | 0.00 | | 0.00 |
| 72XL | UK TREASURY STRIP UK TREASURY STRIP | 26.20 | 26.20 | 26.20 | 0 | 0.00 | | 0.00 |
| 72XM | UK TREASURY STRIP UK TREASURY STRIP | 25.67 | 25.67 | 25.67 | 0 | 0.00 | | 0.00 |
| 72XN | UK TREASURY STRIP UK TREASURY STRIP | 25.15 | 25.15 | 25.15 | 0 | 0.00 | | 0.00 |
| 72XO | UK TREASURY STRIP UK TREASURY STRIP | 24.65 | 24.65 | 24.65 | 0 | 0.00 | | 0.00 |
| 72YR | TELSTRA CORPORATION 4.75% NTS 15/07/14 | 109.8 | 109.8 | 109.8 | 0 | 0.0 | | 0.00 |
| 73FX | LEGAL & GENERAL GROUP 4%/FLTG RATE SUB | 91.45 | 91.45 | 91.45 | 0 | 0.00 | | 0.00 |
| 73GG | ABBEY NATIONAL TREASURY SERVICES 3.375% | 102.0 | 102.0 | 102.0 | 0 | 0.0 | | 0.00 |
| 73GR | DUDLEY METROPOLITAN BOROUGH COUNCIL 7% | 110.9 | 110.9 | 110.9 | 0 | 0.0 | | 0.00 |
| 73HB | HULL(KINGSTON UPON HULL)CORP 3 1/2% | 57.95 | 57.95 | 57.95 | 0 | 0.00 | | 0.00 |
| 73IE | SALFORD(CITY OF) 7% LN STK 25/1/2019 | 111.3 | 111.3 | 111.3 | 0 | 0.0 | | 0.00 |
| 73IO | BRIXTON PLC 5.25% BDS 21/10/15 GBP50000 | 105.8 | 105.8 | 105.8 | 0 | 0.0 | | 0.00 |
| 73JG | UK TREASURY STRIP 4% TREASURY STRIP | 87.25 | 87.25 | 87.25 | 0 | 0.00 | | 0.00 |
| 73JL | SWEDEN(KINGDOM OF) 5.75% NOTES 3/3/15 | 104.7 | 104.3 | 104.3 | 0 | 0.0 | | 0.00 |
| 73NA | EUROPEAN BANK FOR REC & DEV 5.625% NOTES | 119.5 | 119.5 | 119.5 | 0 | 0.0 | | 0.00 |
| 73PE | UK TREASURY STRIP UK TREASURY STRIP | 37.92 | 26.89 | 26.89 | 0 | 0.00 | | 0.00 |
| 73QE | CANARY WHARF FINANCE II 5.952% 1ST MTG | 115.5 | 115.5 | 115.5 | 0 | 0.0 | | 0.00 |
| 73SA | NORTHERN ROCK 3.875% CVD BDS 16/11/21 | 96.50 | 96.40 | 96.40 | 0 | 0.00 | | 0.00 |
| 73ZF | HBOS TREASURY SERVICES 4.625% NTS | 100.5 | 100.5 | 100.5 | 0 | 0.0 | | 0.00 |
| 74BR | JAPAN FIN ORG FOR MUNICIP ENTERP 2% GTD | 108.2 | 108.2 | 108.2 | 0 | 0.0 | | 0.00 |
| 74GI | BIRMINGHAM CORP 3% STK 1947 | 50.03 | 50.03 | 50.03 | 0 | 0.00 | | 0.00 |
| 74IP | WIGAN CORP 3% RED STK | 49.29 | 49.29 | 49.29 | 0 | 0.00 | | 0.00 |
| 74JH | REED ELSEVIER(INVESTMENTS)PLC 5.625% GTD | 110.4 | 110.4 | 110.4 | 0 | 0.0 | | 0.00 |
| 74PE | UK TREASURY STRIP UK TREASURY STRIP | 37.29 | 26.29 | 26.29 | 0 | 0.00 | | 0.00 |
| 74SI | IMPERIAL TOBACCO FINANCE 4.375% GTD NTS | 106.3 | 106.3 | 106.3 | 0 | 0.0 | | 0.00 |
| 74SJ | IMPERIAL TOBACCO FINANCE 5.5% GTD NTS | 109.2 | 109.2 | 109.2 | 0 | 0.0 | | 0.00 |
| 74SX | NATIONWIDE BUILDING SOCIETY 3.875% CVD | 105.4 | 105.4 | 105.4 | 0 | 0.0 | | 0.00 |
| 74VP | GE CAPITAL EUROPEAN FUNDING 4.625% NTS | 102.4 | 102.4 | 102.4 | 50,000 | 0.8 | | 0.77 |
| 74YT | NATIONWIDE BUILDING SOCIETY 4.375% CVD | 105.4 | 105.4 | 105.4 | 0 | 0.0 | | 0.00 |
| 74ZF | TESCO 5.2% NTS 05/03/57 GBP50000 | 106.4 | 106.4 | 106.4 | 0 | 0.0 | | 0.00 |
| 74ZI | CEMEX FINANCE EUROPE B.V. 4.75% NTS | 84.75 | 84.52 | 84.52 | 600,000 | 0.94 | | 1.12 |
| 75AT | LEGAL & GENERAL GROUP PERP PREF CALL CAP | 84.45 | 84.45 | 84.45 | 1,900,000 | 0.45 | | 0.54 |
| 75CZ | BARCLAYS BANK PLC FLTG RT SUB STEP-UP | 93.25 | 93.10 | 93.10 | 0 | 0.00 | | 0.00 |
| 75GL | CABLE AND WIRELESS 8.75% BDS 6/8/12 | 107.0 | 107.0 | 107.0 | 10,000 | 1.4 | | 1.30 |
| 75MM | SEVERN TRENT UTILITIES FINANCE PLC 5.25% | 112.1 | 112.1 | 112.1 | 0 | 0.0 | | 0.00 |
| 75OO | HSBC BANK PLC LEPO WTS 7/5/18(TATA | 21.64 | 21.64 | 21.64 | 0 | 0.00 | | 0.00 |
| 75OP | HSBC BANK LEPO 11/4/18(HINDUSTAN | 5.640 | 5.640 | 5.640 | 0 | 0.000 | | 0.00 |
| 75VO | VODAFONE GROUP 6.25% NTS 15/01/16 | 117.8 | 117.8 | 117.8 | 0 | 0.0 | | 0.00 |
| 75VW | SUNCORP METWAY LIMITED 4% GTD NTS | 107.4 | 107.4 | 107.4 | 0 | 0.0 | | 0.00 |
| 75WO | COMPAGNIE DE ST-GOBAIN 7.25% NTS | 113.4 | 113.4 | 113.4 | 0 | 0.0 | | 0.00 |
| 75ZH | SOUTHERN WATER SERVICES FINANCE SUB | 112.7 | 112.7 | 112.7 | 0 | 0.0 | | 0.00 |
| 76AD | ONTARIO(PROVINCE OF) 4.25% BDS 11/12/13 | 108.4 | 108.4 | 108.4 | 0 | 0.0 | | 0.00 |
| 76AQ | NATIONAL GRID 6.50% INST 22/04/14 | 114.8 | 114.8 | 114.8 | 0 | 0.0 | | 0.00 |
| 76EP | VEDANTA RESOURCES JERSEY LTD 5.5% GTD | 107.8 | 106.9 | 106.9 | 6,400,000 | 1.5 | | 1.39 |
| 76GI | BIRMINGHAM CORP 3% STK(1902)32 | 50.03 | 50.03 | 50.03 | 0 | 0.00 | | 0.00 |
| 76GU | FIRST HYDRO FINANCE 9% GTD SEC BDS | 60.12 | 60.12 | 60.12 | 0 | 0.00 | | 0.00 |
| 76HF | TELSTRA CORPORATION 6% NTS 08/04/13 | 110.5 | 110.5 | 110.5 | 0 | 0.0 | | 0.00 |
| 76HJ | LIVERPOOL CORP 2 1/2% RED STK | 42.11 | 42.11 | 42.11 | 0 | 0.00 | | 0.00 |
| 76II | HSBC BANK LEPO WTS 22/10/18(UTD | 30.70 | 30.70 | 30.70 | 0 | 0.00 | | 0.00 |
| 76JO | SYNGENTA FINANCE NV 4% GTD NTS 30/06/14 | 107.4 | 107.4 | 107.4 | 0 | 0.0 | | 0.00 |
| 76JV | HSBC BANK PLC PALMS734 | 13.67 | 13.67 | 13.67 | 0 | 0.00 | | 0.00 |
| 76ME | BRITISH AIRWAYS 5.8% CNV BDS | 135.0 | 135.0 | 135.0 | 0 | 0.0 | | 0.00 |
| 76MM | ANGLO AMERICAN CAPITAL 4.25% GTD NTS | 105.3 | 105.3 | 105.3 | 0 | 0.0 | | 0.00 |
| 76MN | SCOTTISH & SOUTHERN ENERGY 5% NTS | 107.3 | 107.3 | 107.3 | 0 | 0.0 | | 0.00 |
| 76MV | ROYAL BANK OF SCOTLAND 5.375% NTS | 102.8 | 102.8 | 102.8 | 0 | 0.0 | | 0.00 |
| 76MX | HSBC BANK PLC PALMS753 08/12/12(SAUDI | 6.090 | 1.220 | 6.090 | 0 | 0.000 | | 0.00 |
| 76OT | AUSTRALIA & NEW ZEALAND BANK GROUP | 102.3 | 102.2 | 102.3 | 0 | 0.0 | | 0.00 |
| 76PI | B.A.T.INTERNATIONAL FINANCE 4.875% GTD | 112.3 | 112.3 | 112.3 | 0 | 0.0 | | 0.00 |
| 76RO | LLOYDS TSB BANK PLC 5.375% NTS 03/09/19 | 107.4 | 107.4 | 107.4 | 0 | 0.0 | | 0.00 |
| 76SX | BARCLAYS BANK PLC 4% CVD BDS 07/10/19 | 106.5 | 106.5 | 106.5 | 0 | 0.0 | | 0.00 |
| 76WN | HSBC BANK PLC 3.75% NTS 30/11/16 | 106.9 | 106.9 | 106.9 | 0 | 0.0 | | 0.00 |
| 76XI | UNIONE DI BANCHE ITALIANE SCPA 4% CVD | 104.5 | 104.5 | 104.5 | 0 | 0.0 | | 0.00 |
| 76XS | INVESTOR AB 4.875% NTS 18/11/21 EUR50000 | 112.1 | 112.1 | 112.1 | 0 | 0.0 | | 0.00 |
| 76YF | OP MORTGAGE BANK 3.125% CVD NTS 19/11/14 | 104.8 | 104.8 | 104.8 | 0 | 0.0 | | 0.00 |
| 76YJ | BANK OF AMERICA CORP 6.125% SNR NTS | 105.5 | 105.5 | 105.5 | 0 | 0.0 | | 0.00 |
| 76ZG | MARKS & SPENCER 6.125% MTN 02/12/19 | 108.2 | 108.2 | 108.2 | 0 | 0.0 | | 0.00 |
| 76ZH | ANGLO AMERICAN CAPITAL 4.375% GTD NTS | 105.9 | 105.8 | 105.9 | 0 | 0.0 | | 0.00 |
| 77AP | HSBC BANK PLC LEPO 25/11/19(RELIANCE | 16.16 | 16.16 | 16.16 | 0 | 0.00 | | 0.00 |
| 77BT | BARCLAYS BANK PLC 3.125% CVD BDS | 103.2 | 103.2 | 103.2 | 0 | 0.0 | | 0.00 |
| 77CP | MOTABILITY OPERATIONS GROUP PLC 5.375% | 104.5 | 104.5 | 104.5 | 0 | 0.0 | | 0.00 |
| 77CS | PRUDENTIAL 3.375% NTS 28/01/13 GBP50000 | 101.5 | 101.5 | 101.5 | 0 | 0.0 | | 0.00 |
| 77EC | TMK BONDS SA 5.25% CB 11/2/15(GDR REP 4 | 94.75 | 94.75 | 94.75 | 0 | 0.00 | | 0.00 |
| 77HD | FOSSE MASTER ISSUER PLC A3 RESI MTG BKD | 102.7 | 102.7 | 102.7 | 0 | 0.0 | | 0.00 |
| 77HJ | LIVERPOOL CORP 2.75% RED STK(ON OR | 46.07 | 46.07 | 46.07 | 0 | 0.00 | | 0.00 |
| 77HW | EDP FINANCE BV 3.25% NTS 16/03/15 | 99.92 | 99.92 | 99.92 | 3,500,000 | 0.61 | | 0.61 |
| 77II | SWEDBANK MORTGAGE AB 3.375% S.O. BDS | 104.6 | 104.6 | 104.6 | 0 | 0.0 | | 0.00 |
| 77JT | MONKS INVESTMENT TRUST 11% DEB STK 2012 | 131.0 | 131.0 | 131.0 | 0 | 0.0 | | 0.00 |
| 77KB | HSBC HLDGS 6% SUBORD NTS 29/03/40 | 105.9 | 105.9 | 105.9 | 0 | 0.0 | | 0.00 |
| 77LQ | SUMMIT FINANCE (LAW) 6.484% GTD BDS | 110.0 | 110.0 | 110.0 | 0 | 0.0 | | 0.00 |
| 77MP | THOMAS COOK GROUP PLC 7.75% GTD NTS | 94.56 | 94.50 | 94.56 | 0 | 0.00 | | 0.00 |
| 77OA | RUSSIA 3.625% BDS 29/04/15 | 99.40 | 99.40 | 99.40 | 0 | 0.00 | | 0.00 |
| 77OC | RUSSIA 5% BDS 29/04/20 USD100000`144A` | 103.0 | 103.0 | 103.0 | 0 | 0.0 | | 0.00 |
| 77QG | EGG BANKING 6.875% SUB NOTES 29/12/2021 | 93.53 | 93.50 | 93.53 | 250,000 | 0.03 | | 0.03 |
| 77QM | ROYAL BANK OF SCOTLAND 3.625% NTS | 100.7 | 100.7 | 100.7 | 0 | 0.0 | | 0.00 |
| 77QN | ROYAL BANK OF SCOTLAND 6.875% NTS | 109.5 | 109.5 | 109.5 | 0 | 0.0 | | 0.00 |
| 77WN | F&C UK SELECT TRUST PLC ORD GBP0.01 | 81.50 | 81.50 | 81.50 | 0 | 0.00 | | 0.00 |
| 77YF | ROYAL BANK OF SCOTLAND GROUP PLC 6.4% | 106.9 | 106.9 | 106.9 | 0 | 0.0 | | 0.00 |
| 77YX | UBS AG LONDON BRANCH 3.5% BDS 15/07/15 | 103.4 | 103.4 | 103.4 | 0 | 0.0 | | 0.00 |
| 78AQ | HYDE HOUSING ASSOCIATION LTD 5.125% SEC | 99.47 | 99.02 | 99.02 | 0 | 0.00 | | 0.00 |
| 78BQ | ONTARIO(PROVINCE OF) 2.7% BDS 16/06/15 | 104.7 | 104.7 | 104.7 | 0 | 0.0 | | 0.00 |
| 78FF | SKANDINAVISKA ENSKILDA BANKEN 2.5% NTS | 99.65 | 99.65 | 99.65 | 0 | 0.00 | | 0.00 |
| 78HJ | LIVERPOOL CORP 3% RED STK | 50.03 | 50.03 | 50.03 | 0 | 0.00 | | 0.00 |
| 78IG | SEGRO PLC 10% BDS 3/5/2017 GBP1(REGD) | 133.0 | 133.0 | 133.0 | 0 | 0.0 | | 0.00 |
| 79GI | BIRMINGHAM CORP 3 1/2% STK 1946 | 57.95 | 57.95 | 57.95 | 0 | 0.00 | | 0.00 |
| 79IC | READING CORP 3 1/2% STK | 57.96 | 57.96 | 57.96 | 0 | 0.00 | | 0.00 |
| 79SO | JPMORGAN CHASE & CO 4.625% NTS 31/01/11 | 101.6 | 101.6 | 101.6 | 0 | 0.0 | | 0.00 |
| 79ZU | BRITISH COLUMBIA(PROVINCE OF)CANADA | 106.2 | 106.1 | 106.2 | 0 | 0.0 | | 0.00 |