| Code | Name | High | Low | Close | Volume | Change |
|---|
| 80LZ | WALES&WEST 16 5.125% GTD SER`II`BDS | 108.5 | 108.5 | 108.5 | 0 | 0.0 |  | 0.00 |
| 80TW | ARTESIAN FINANCE II 6% NTS 30/9/33 | 106.3 | 105.9 | 105.9 | 0 | 0.0 | | 0.00 |
| 80VA | DAILY MAIL & GENERAL TRUST 5.75% BDS | 95.85 | 95.85 | 95.85 | 0 | 0.00 | | 0.00 |
| 80WH | BMW FINANCE NV 5% NTS 6/8/18 EUR(VAR) | 113.3 | 113.2 | 113.3 | 0 | 0.0 | | 0.00 |
| 81GV | HBOS CALL 4.375%/FRN 30/10/19 EUR(VAR) | 86.77 | 86.77 | 86.77 | 0 | 0.00 | | 0.00 |
| 81HN | CHESHIRE BUILDING SOCIETY 5.75% CALL NTS | 103.3 | 103.3 | 103.3 | 0 | 0.0 | | 0.00 |
| 81NI | SOUTH EAST WATER 4% PERP DEB STK(FMLY | 66.40 | 66.40 | 66.40 | 0 | 0.00 | | 0.00 |
| 81QP | VODAFONE GROUP 4.625% NTS 08/09/14 | 106.8 | 106.8 | 106.8 | 0 | 0.0 | | 0.00 |
| 81SM | REXAM 4.375% BDS 15/03/13 EUR50000 | 104.4 | 104.4 | 104.4 | 0 | 0.0 | | 0.00 |
| 81SV | GE CAPITAL UK FUNDING 4.75% NTS 15/03/11 | 101.5 | 101.5 | 101.5 | 0 | 0.0 | | 0.00 |
| 81UH | CO-OPERATIVE BANK 5.875% SUB CALL NTS | 97.47 | 97.47 | 97.47 | 10,000 | 0.05 |  | 0.05 |
| 81XM | SCOTTISH WIDOWS PLC STEP UP PERP SUB NTS | 79.45 | 78.55 | 79.45 | 0 | 0.00 | | 0.00 |
| 82BG | BBVA SUBORD CAP SA UNIPERSONAL SUB FLTG | 99.25 | 99.22 | 99.22 | 0 | 0.00 | | 0.00 |
| 82DU | NETWORK RAIL INFRASTRUCTURE FINANCE | 101.5 | 101.5 | 101.5 | 0 | 0.0 | | 0.00 |
| 82DZ | GE CAPITAL UK FUNDING 4.625% NOTES | 105.3 | 105.3 | 105.3 | 3,000 | 0.1 | | 0.07 |
| 82GQ | DELTA 4.5% CUM 2ND PRF GBP1 | 97.50 | 97.50 | 97.50 | 250,000 | 0.00 | | 0.00 |
| 82HC | RENTOKIL INITIAL 5.75% NTS 31/03/16 | 106.8 | 106.8 | 106.8 | 0 | 0.0 | | 0.00 |
| 82HJ | LLOYDS TSB BANK UND SUBORD 5.57% STEP-UP | 94.35 | 94.35 | 94.35 | 0 | 0.00 | | 0.00 |
| 82HL | ASPIRE DEFENCE FINANCE 4.674% SER'B'GTD | 92.17 | 92.17 | 92.17 | 0 | 0.00 | | 0.00 |
| 82KV | HAMMERSON PLC 4.875% BDS 19/06/15 | 104.6 | 104.6 | 104.6 | 0 | 0.0 | | 0.00 |
| 82LO | MONKS INVESTMENT TRUST 6.375% DEB STK | 112.8 | 100.0 | 100.0 | 0 | 0.0 | | 0.00 |
| 82NJ | LCR FINANCE 4.5% GTD BDS 7/12/2038 | 106.8 | 106.8 | 106.8 | 0 | 0.0 | | 0.00 |
| 82OA | SWEDBANK AB 5.25%CALL SUB STEP-UP NTS | 100.3 | 100.3 | 100.3 | 21,799,000 | 0.0 | | 0.00 |
| 82PY | LEWIS(JOHN) 6.375% BDS 30/1/2012 | 105.4 | 105.4 | 105.4 | 0 | 0.0 | | 0.00 |
| 82YM | COMPAGNIE DE ST-GOBAIN 5.625% NTS | 99.30 | 99.30 | 99.30 | 0 | 0.00 | | 0.00 |
| 83GK | BET 5% PERP DEB STK | 88.79 | 88.79 | 88.79 | 0 | 0.00 | | 0.00 |
| 83HC | TESCO 5.125% NTS 10/04/47 EUR50000 | 112.7 | 112.7 | 112.7 | 0 | 0.0 | | 0.00 |
| 83HG | MORGAN STANLEY STLG 5.75% SNR REGD NTS | 106.5 | 106.5 | 106.5 | 0 | 0.0 | | 0.00 |
| 83HH | COMPAGNIE DE ST-GOBAIN 4.75% NTS | 107.2 | 107.2 | 107.2 | 0 | 0.0 | | 0.00 |
| 83HI | LEICESTER(CITY OF) 7% LN STK 25/1/2019 | 111.2 | 111.2 | 111.2 | 0 | 0.0 | | 0.00 |
| 83IR | GE CAPITAL UK FUNDING 5.625% NTS | 108.1 | 108.1 | 108.1 | 0 | 0.0 | | 0.00 |
| 83JK | DEVELOPMENT BANK OF JAPAN INC 1.75% GTD | 106.8 | 106.8 | 106.8 | 0 | 0.0 | | 0.00 |
| 83VA | ANGLO AMERICAN CAPITAL 5.875% GTD NTS | 112.5 | 112.5 | 112.5 | 0 | 0.0 | | 0.00 |
| 83VX | LLOYDS TSB BANK CALL SUBORD 6.9625%/FR | 103.8 | 103.8 | 103.8 | 0 | 0.0 | | 0.00 |
| 83WI | 3I GROUP 3.625% CNV BDS 29/5/11(3I | 101.3 | 101.2 | 101.2 | 0 | 0.0 | | 0.00 |
| 84BU | NATIONAL GRID ELECTRICITY TRANS. 6.625% | 114.8 | 114.8 | 114.8 | 100,000 | 0.3 | | 0.26 |
| 84BW | BP CAPITAL MARKETS 4.25% NTS 10/01/11 | 101.1 | 101.1 | 101.1 | 0 | 0.0 | | 0.00 |
| 84CJ | SKIPTON BUILDING SOCIETY 10% CALL SUBORD | 96.00 | 96.00 | 96.00 | 0 | 0.00 | | 0.00 |
| 84CZ | HSBC BANK PALMS614 05/09/11(FAWAZ | 12.60 | 12.60 | 12.60 | 0 | 0.00 | | 0.00 |
| 84DG | GE CAPITAL EUROPEAN FUNDING 6% NTS | 116.6 | 116.6 | 116.6 | 700,000 | 0.6 |  | 0.49 |
| 84DK | HSBC BANK PALMS613 5/9/11(SAMBA FINL | 15.84 | 15.80 | 15.80 | 0 | 0.00 | | 0.00 |
| 84DL | HSBC BANK PALMS612 05/09/11(AL RAJHI | 20.63 | 20.63 | 20.63 | 0 | 0.00 | | 0.00 |
| 84DN | HSBC BANK PALMS610 05/09/11(SAUDI ARAB | 5.705 | 5.413 | 5.705 | 0 | 0.000 | | 0.00 |
| 84DP | HSBC BANK PALMS616 5/9/11(JARIR | 43.73 | 43.41 | 43.41 | 0 | 0.00 | | 0.00 |
| 84DQ | HSBC BANK PALMS615 5/9/11(ABD AL | 19.26 | 18.89 | 19.26 | 0 | 0.00 | | 0.00 |
| 84FX | TESCO 6.125% NTS 24/02/22 GBP50000 | 114.8 | 114.8 | 114.8 | 291,000 | 0.4 | | 0.31 |
| 84FY | TESCO 5% NTS 24/02/14 GBP50000 | 108.4 | 108.4 | 108.4 | 50,000 | 0.1 | | 0.07 |
| 84GA | TESCO 5.125% NTS 24/02/15 EUR50000 | 112.8 | 112.8 | 112.8 | 0 | 0.0 | | 0.00 |
| 84GK | BET 4.5% 2ND DEB STK | 83.11 | 83.11 | 83.11 | 0 | 0.00 | | 0.00 |
| 84KN | STANDARD CHARTERED BANK 6.5% NTS | 114.1 | 114.1 | 114.1 | 0 | 0.0 | | 0.00 |
| 84KQ | OESTERREICHISCHE KONTROLLBANK AG 3.5% | 106.5 | 106.5 | 106.5 | 0 | 0.0 | | 0.00 |
| 84LA | ADECCO INTERNATIONAL FINANCIAL SVCS | 115.0 | 115.0 | 115.0 | 0 | 0.0 | | 0.00 |
| 84LF | HSBC BANK PLC PALMS697 30/04/12(AL RAJHI | 21.33 | 21.33 | 21.33 | 0 | 0.00 | | 0.00 |
| 84LH | HSBC BANK PLC PALMS698 30/04/12(BANQUE | 11.43 | 11.43 | 11.43 | 0 | 0.00 | | 0.00 |
| 84LL | ROYAL BANK OF SCOTLAND 6.375% NTS | 108.8 | 108.8 | 108.8 | 0 | 0.0 | | 0.00 |
| 84LM | ROYAL BANK OF SCOTLAND 7.5% NTS 29/04/24 | 114.5 | 114.2 | 114.2 | 0 | 0.0 | | 0.00 |
| 84MX | HSBC BANK PLC LEPO WTS 20/05/19(CN | 1.156 | 1.156 | 1.156 | 0 | 0.000 | | 0.00 |
| 84MZ | HSBC BANK PLC PALMS721 11/06/12(RIYAD | 7.065 | 7.065 | 7.065 | 0 | 0.000 | | 0.00 |
| 84RC | LONDON STOCK EXCHANGE GROUP 9.125% NTS | 129.2 | 129.2 | 129.2 | 0 | 0.0 | | 0.00 |
| 84RM | ANHEUSER-BUSCH INBEV SA 6.5% NTS | 117.4 | 117.4 | 117.4 | 0 | 0.0 | | 0.00 |
| 84SJ | SAINSBURY(J) 4.25% CNV BDS | 120.5 | 120.5 | 120.5 | 0 | 0.0 | | 0.00 |
| 84XU | NEXT 5.25% BDS 30/9/13 GBP(VAR) | 106.7 | 106.7 | 106.7 | 0 | 0.0 | | 0.00 |
| 85BH | UK TREASURY STRIP UK 5% TREASURY STRIP | 93.25 | 93.25 | 93.25 | 0 | 0.00 | | 0.00 |
| 85BK | HBOS TREASURY SERVICES 4.5% CVD BDS | 106.3 | 106.3 | 106.3 | 0 | 0.0 | | 0.00 |
| 85FA | PERMANENT FINANCING (NO.4) 3.9615%/FRN | 100.4 | 100.4 | 100.4 | 0 | 0.0 | | 0.00 |
| 85GK | BRITISH EMPIRE SEC & GENERAL TRUST | 125.3 | 125.3 | 125.3 | 0 | 0.0 | | 0.00 |
| 85GO | MERRILL LYNCH & CO INC 5.75% NTS | 107.6 | 107.6 | 107.6 | 0 | 0.0 | | 0.00 |
| 85IE | SALFORD(CITY OF) 8 1/4 LN STK 5/1/2031 | 130.8 | 130.8 | 130.8 | 0 | 0.0 | | 0.00 |
| 85KP | LLOYDS TSB BANK 8% UNDATED SUBORD STEP | 127.0 | 127.0 | 127.0 | 0 | 0.0 | | 0.00 |
| 85MJ | NETWORK RAIL INFRASTRUCTURE FINANCE | 111.1 | 111.0 | 111.0 | 0 | 0.0 | | 0.00 |
| 85MK | NETWORK RAIL INFRASTRUCTURE FINANCE | 113.1 | 112.9 | 113.1 | 0 | 0.0 | | 0.00 |
| 85QW | BROADGATE FINANCING CLS'A4'4.821% BDS | 98.70 | 98.70 | 98.70 | 0 | 0.00 | | 0.00 |
| 85TO | STANDARD LIFE FUNDING BV 6.14% GTD PERP | 97.12 | 97.00 | 97.12 | 0 | 0.00 | | 0.00 |
| 85UE | VATTENFALL TREASURY AB 5.25%/FLTG RATE | 102.5 | 102.5 | 102.5 | 0 | 0.0 | | 0.00 |
| 85UG | FRIENDS PROVIDENT 6.292%/VAR RTE PERP | 78.00 | 78.00 | 78.00 | 0 | 0.00 | | 0.00 |
| 85VK | ASPIRE DEFENCE FINANCE 4.674% SER'A'GTD | 86.89 | 86.59 | 86.59 | 0 | 0.00 | | 0.00 |
| 85VU | LLOYDS TSB BANK 6.75% NTS 24/10/18 | 111.3 | 111.1 | 111.1 | 0 | 0.0 | | 0.00 |
| 85XO | LONDON STOCK EXCHANGE GROUP 5.875% NTS | 109.2 | 109.2 | 109.2 | 0 | 0.0 | | 0.00 |
| 85YR | NETWORK RAIL INFRASTRUCTURE FINANCE | 103.9 | 103.9 | 103.9 | 0 | 0.0 | | 0.00 |
| 85YX | UNIONE DI BANCHE ITALIANE SCPA CALL SUB | 97.50 | 97.47 | 97.47 | 0 | 0.00 | | 0.00 |
| 86CK | ADECCO INTERNATIONAL FINANCIAL SVCS 4.5% | 103.9 | 103.9 | 103.9 | 0 | 0.0 | | 0.00 |
| 86FZ | AFRICAN DEVELOPMENT BANK 11.125% LN STK | 129.5 | 129.5 | 129.5 | 0 | 0.0 | | 0.00 |
| 86GA | SVERIGES SAKERSTALLDA OBLIGATIONER | 103.2 | 103.2 | 103.2 | 0 | 0.0 | | 0.00 |
| 86HB | HYDRO-QUEBEC 12.625% DEB SER'HI'8/3/2015 | 159.9 | 159.9 | 159.9 | 0 | 0.0 | | 0.00 |
| 86HK | MAJEDIE INVESTMENTS 9.5% DEB STK 2020 | 122.2 | 122.2 | 122.2 | 0 | 0.0 | | 0.00 |
| 86HW | HOME GROUP 0% LN STK 2027 | 32.50 | 32.50 | 32.50 | 0 | 0.00 | | 0.00 |
| 86JZ | XSTRATA FINANCE CANADA 6.25% GTD NTS | 111.5 | 111.5 | 111.5 | 0 | 0.0 | | 0.00 |
| 86KB | XSTRATA FINANCE CANADA 5.875% GTD NTS | 103.0 | 103.0 | 103.0 | 0 | 0.0 | | 0.00 |
| 86NJ | LCR FINANCE 4.5% GTD BDS 7/12/2028 | 103.9 | 103.9 | 103.9 | 0 | 0.0 | | 0.00 |
| 86PD | YORKSHIRE BUILDING SOCIETY 4% CVD BDS | 101.7 | 101.7 | 101.7 | 0 | 0.0 | | 0.00 |
| 87FQ | NORTHERN ROCK (ASSET MANAGEMENT)PLC | 105.5 | 105.5 | 105.5 | 0 | 0.0 | | 0.00 |
| 87IL | CITY OF LONDON INVESTMENT TRUST 11.5% | 139.8 | 139.8 | 139.8 | 0 | 0.0 | | 0.00 |
| 87IN | TRUSTCO FINANCE 11.5% SEVERAL DEB STK | 141.6 | 141.6 | 141.6 | 0 | 0.0 | | 0.00 |
| 87IP | WITAN INVESTMENT TRUST 3.4% CUM PRF GBP1 | 62.13 | 52.50 | 52.50 | 0 | 0.00 | | 0.00 |
| 87JH | BA COVERED BOND ISSUER 4.125% AGG PRIN | 103.6 | 103.6 | 103.6 | 0 | 0.0 | | 0.00 |
| 87JI | BA COVERED BOND ISSUER 4.25% AGGR PRIN | 105.0 | 105.0 | 105.0 | 0 | 0.0 | | 0.00 |
| 87LK | HALYK SAVINGS BANK OF KAZAKHSTN JSC | 99.88 | 99.75 | 99.88 | 0 | 0.00 | | 0.00 |
| 87LM | SHIRE 2.75% CNV BDS 09/05/14 USD100000 | 99.70 | 99.70 | 99.70 | 0 | 0.00 | | 0.00 |
| 87MS | BARCLAYS BANK PLC 6.3688% STP-UP CALL | 86.95 | 86.95 | 86.95 | 0 | 0.00 | | 0.00 |
| 87PN | BARCLAYS BANK PLC 7.125% UNDATED SUBORD | 97.00 | 97.00 | 97.00 | 3,000 | 5.14 | | 5.59 |
| 87PR | LINDE FINANCE BV 6.5% NTS 29/1/2016 | 114.7 | 114.7 | 114.7 | 0 | 0.0 | | 0.00 |
| 888 | 888 holdings ord gbp0.005 | 42.25 | 39.75 | 41.50 | 3,710,524 | 1.00 | | 2.47 |
| 88BZ | CLS`A`3.975% UNWRP BDS 15/02/14EUR`REGS` | 100.4 | 100.4 | 100.4 | 0 | 0.0 | | 0.00 |
| 88CB | CLS`A`5.225% UNWRP BDS 15/02/25GBP`REGS` | 93.21 | 92.96 | 92.96 | 0 | 0.00 | | 0.00 |
| 88EI | JARDINE STRATEGIC HLDGS ORD USD0.05 | 102.3 | 102.3 | 102.3 | 0 | 0.0 | | 0.00 |
| 88FX | HUNGARY(REPUBLIC OF) 6.75% NTS 28/07/14 | 105.3 | 105.3 | 105.3 | 0 | 0.0 | | 0.00 |
| 88GM | SANTANDER FINANCE PREFERRED SA UNIP | 108.5 | 108.5 | 108.5 | 0 | 0.0 | | 0.00 |
| 88GW | HSBC BANK LEPO 29/10/18(DLF | 6.503 | 6.503 | 6.503 | 0 | 0.000 | | 0.00 |
| 88HB | HSBC BANK PLC LEPO WTS 24/10/18(SUN | 37.31 | 37.31 | 37.31 | 0 | 0.00 | | 0.00 |
| 88JL | REED ELSEVIER(INVESTMENTS)PLC 7% GTD NTS | 118.5 | 118.3 | 118.5 | 0 | 0.0 | | 0.00 |
| 88JQ | TELEFONICA EMISIONES SAU 5.496% INST | 111.0 | 110.8 | 110.8 | 0 | 0.0 | | 0.00 |
| 88JR | BHP BILLITON FINANCE 6.375% NTS 04/04/16 | 118.5 | 118.5 | 118.5 | 0 | 0.0 | | 0.00 |
| 88JU | BHP BILLITON FINANCE 4.75% NTS 04/04/12 | 104.7 | 104.6 | 104.6 | 0 | 0.0 | | 0.00 |
| 88JX | JPMORGAN CHASE & CO 6.125% NTS 01/04/14 | 111.9 | 111.9 | 111.9 | 0 | 0.0 | | 0.00 |
| 88LO | GENERAL ELECTRIC CAPITAL CORP 2.75% NTS | 102.0 | 102.0 | 102.0 | 0 | 0.0 | | 0.00 |
| 88MH | IMPERIAL TOBACCO FINANCE 9% GTD NTS | 132.7 | 132.4 | 132.4 | 0 | 0.0 | | 0.00 |
| 88MI | IMPERIAL TOBACCO FINANCE 8.375% GTD NTS | 126.7 | 126.2 | 126.2 | 100,000 | 0.4 | | 0.29 |
| 88QR | HSBC BANK PLC PALMS708 21/05/12(SAUDI | 9.953 | 9.953 | 9.953 | 0 | 0.000 | | 0.00 |
| 88QT | HSBC HLDGS 6.50% NTS 20/05/24 GBP50000 | 112.9 | 112.9 | 112.9 | 0 | 0.0 | | 0.00 |
| 88QZ | RSA INSURANCE GROUP PLC FXD RTE GTD SUB | 125.3 | 125.3 | 125.3 | 0 | 0.0 | | 0.00 |
| 88RA | SLOVAKIA(REPUBLIC OF) 4.375% NTS | 107.0 | 107.0 | 107.0 | 0 | 0.0 | | 0.00 |
| 88RD | ROYAL BANK OF SCOTLAND 5.75% NTS | 108.1 | 108.1 | 108.1 | 0 | 0.0 | | 0.00 |
| 88RJ | BARCLAYS BANK PLC 10% SUB NTS 21/05/21 | 131.8 | 131.7 | 131.7 | 0 | 0.0 | | 0.00 |
| 88ZJ | WAL-MART STORES INC 4.75% NTS 29/1/13 | 108.2 | 108.0 | 108.0 | 0 | 0.0 | | 0.00 |
| 89BN | UK TREASURY STRIP UK TREASURY STRIP | 41.57 | 32.61 | 32.61 | 0 | 0.00 | | 0.00 |
| 89BO | UK TREASURY STRIP UK TREASURY STRIP | 40.85 | 31.90 | 31.90 | 0 | 0.00 | | 0.00 |
| 89BP | UK TREASURY STRIP UK TREASURY STRIP | 40.12 | 31.19 | 31.19 | 0 | 0.00 | | 0.00 |
| 89BQ | UK TREASURY STRIP UK TREASURY STRIP | 39.40 | 30.49 | 30.49 | 0 | 0.00 | | 0.00 |
| 89BT | UK TREASURY STRIP UK TREASURY STRIP | 37.26 | 28.48 | 28.48 | 0 | 0.00 | | 0.00 |
| 89BU | UK TREASURY STRIP UK TREASURY STRIP | 36.56 | 27.83 | 27.83 | 0 | 0.00 | | 0.00 |
| 89BV | UK TREASURY STRIP UK TREASURY STRIP | 35.91 | 27.23 | 27.23 | 0 | 0.00 | | 0.00 |
| 89BW | UK TREASURY STRIP UK TREASURY STRIP | 35.25 | 26.61 | 26.61 | 0 | 0.00 | | 0.00 |
| 89DE | XSTRATA CAPITAL CORP A.V.V. 3.95% GTD | 154.9 | 154.9 | 154.9 | 0 | 0.0 | | 0.00 |
| 89DG | NATS(EN)ROUTE 5.25% GTD SEC AMORT BDS | 110.7 | 110.7 | 110.7 | 0 | 0.0 | | 0.00 |
| 89LQ | HBOS TREASURY SERVICES 4.875% BDS | 109.7 | 109.7 | 109.7 | 0 | 0.0 | | 0.00 |
| 89LX | NATIONAL WESTMINSTER BANK 6.5% NOTES | 101.0 | 101.0 | 101.0 | 140,000 | 1.6 | | 1.57 |
| 89MR | TOSHIBA CORP 0% CNV BDS 21/7/11 | 99.80 | 99.80 | 99.80 | 0 | 0.00 | | 0.00 |
| 89RN | BUPA FINANCE CALL SUB PERP GTD BDS | 88.50 | 88.50 | 88.50 | 0 | 0.00 | | 0.00 |
| 89UX | PORTUGAL TELECOM INTL FINANCE BV 4.375% | 102.9 | 102.9 | 102.9 | 0 | 0.0 | | 0.00 |