27/02/2008 (C) FTSE International Limited 2008. All Rights Reserved,,,,,,,,,,
FTSE Euro Corporate Bonds - Index Valuations,,,,,,,,,,

Name,Index Value,Coupon,Yield,Time to Maturity,Macaulay Duration,Mod. Duration,Convexity,Nominal Amount,Number of Bonds,Weighting
CORPTOP,95.676,4.962,5.13,5.893,4.635,4.409,36.87,285878,310,100
CORPTOPP,148.696,4.962,5.13,5.893,4.635,4.409,36.87,285878,310,100
CORPTOP3,92.237,4.906,4.442,1.863,1.773,1.698,4.88,78621,76,27.9
CORPTOPP3,142.959,4.906,4.442,1.863,1.773,1.698,4.88,78621,76,27.9
CORPTOP5,94.095,5.278,4.919,3.782,3.43,3.269,14.75,70954,76,25.3
CORPTOPP5,145.098,5.278,4.919,3.782,3.43,3.269,14.75,70954,76,25.3
CORPTOP7,98.061,4.64,5.039,5.726,5.026,4.785,29.66,64053,72,22
CORPTOPP7,152.792,4.64,5.039,5.726,5.026,4.785,29.66,64053,72,22
CORPTOP10,100.575,4.566,5.429,8.366,6.903,6.547,55.05,36850,46,12.2
CORPTOPP10,156.73,4.566,5.429,8.366,6.903,6.547,55.05,36850,46,12.2
CORPTOP30,111.535,5.447,5.413,16.807,10.534,9.993,147.64,35400,40,12.5
CORPTOPP30,174.157,5.447,5.413,16.807,10.534,9.993,147.64,35400,40,12.5
CORPTOPAAA,103.348,4.658,4.41,6.465,5.046,4.833,48.73,26464,22,9.5
CORPTOPPAAA,153.825,4.658,4.41,6.465,5.046,4.833,48.73,26464,22,9.5
CORPTOPAA,102.12,4.661,4.595,7.643,5.931,5.67,55.07,22400,24,7.9
CORPTOPPAA,155.187,4.661,4.595,7.643,5.931,5.67,55.07,22400,24,7.9
CORPTOPA,92.361,5.064,4.947,5.697,4.564,4.349,36.17,117343,122,41.6
CORPTOPPA,141.85,5.064,4.947,5.697,4.564,4.349,36.17,117343,122,41.6
CORPTOPBBB,90.757,4.986,5.662,5.632,4.361,4.128,31.32,119671,142,41
CORPTOPPBBB,145.272,4.986,5.662,5.632,4.361,4.128,31.32,119671,142,41
EUCORPTOP,96.582,4.814,5.006,5.581,4.519,4.304,33.54,405853,434,100
EUCORPTOPP,148.578,4.814,5.006,5.581,4.519,4.304,33.54,405853,434,100
EUCORPTOP3,92.567,4.838,4.408,1.862,1.777,1.702,4.88,106596,105,26.7
EUCORPTOPP3,141.132,4.838,4.408,1.862,1.777,1.702,4.88,106596,105,26.7
EUCORPTOP5,94.816,5.004,4.873,3.833,3.484,3.322,15.18,106554,118,26.6
EUCORPTOPP5,145.269,5.004,4.873,3.833,3.484,3.322,15.18,106554,118,26.6
EUCORPTOP7,98.73,4.546,4.858,5.75,5.064,4.829,30.12,100653,109,24.5
EUCORPTOPP7,152.717,4.546,4.858,5.75,5.064,4.829,30.12,100653,109,24.5
EUCORPTOP10,102.267,4.462,5.236,8.348,6.943,6.598,55.56,52900,59,12.4
EUCORPTOPP10,157.483,4.462,5.236,8.348,6.943,6.598,55.56,52900,59,12.4
EUCORPTOP30,111.285,5.393,5.398,16.297,10.373,9.841,142.37,39150,43,9.8
EUCORPTOPP30,173.623,5.393,5.398,16.297,10.373,9.841,142.37,39150,43,9.8
EUCORPTOP5A,93.558,4.921,4.715,2.847,2.629,2.511,10.02,213150,223,53.3
EUCORPTOPP5A,143.187,4.921,4.715,2.847,2.629,2.511,10.02,213150,223,53.3
EUCORPTOP10A,100.48,4.517,5.012,6.645,5.696,5.424,38.68,153553,168,37
EUCORPTOPP10A,154.916,4.517,5.012,6.645,5.696,5.424,38.68,153553,168,37
EUCORPTOP15,100.978,4.584,5.028,7.118,6.003,5.716,43.78,172453,190,41.7
EUCORPTOPP15,155.752,4.584,5.028,7.118,6.003,5.716,43.78,172453,190,41.7
EUCORPTOP15A,108.21,5.129,5.111,10.965,8.41,8.001,83.82,18900,22,4.7
EUCORPTOPP15A,166.978,5.129,5.111,10.965,8.41,8.001,83.82,18900,22,4.7
EUCORPTOP50,118.732,5.639,5.584,21.272,12.204,11.559,197,20250,21,5
EUCORPTOPP50,187.627,5.639,5.584,21.272,12.204,11.559,197,20250,21,5
EUCORPTOPAAA,100.078,4.68,4.375,6.085,4.83,4.627,43.79,31464,26,8
EUCORPTOPPAAA,146.277,4.68,4.375,6.085,4.83,4.627,43.79,31464,26,8
EUCORPTOPAA,100.304,4.402,4.605,5.724,4.842,4.629,34.49,103900,101,25.5
EUCORPTOPPAA,151.089,4.402,4.605,5.724,4.842,4.629,34.49,103900,101,25.5
EUCORPTOPA,93.657,5.001,4.938,5.347,4.359,4.154,32.57,148118,161,37
EUCORPTOPPA,144.197,5.001,4.938,5.347,4.359,4.154,32.57,148118,161,37
EUCORPTOPBBB,90.753,4.971,5.67,5.615,4.359,4.125,31.17,122371,146,29.6
EUCORPTOPPBBB,145.184,4.971,5.67,5.615,4.359,4.125,31.17,122371,146,29.6
EUCORPTOPI0,104.812,5.289,5.32,6.165,5.018,4.764,37.11,18905,21,4.7
EUCORPTOPPI0,158.576,5.289,5.32,6.165,5.018,4.764,37.11,18905,21,4.7
EUCORPTOPI1,98.182,4.732,5.158,4.393,3.838,3.65,20.39,17150,23,4.2
EUCORPTOPPI1,152.84,4.732,5.158,4.393,3.838,3.65,20.39,17150,23,4.2
EUCORPTOPI2,96.584,4.733,4.936,6.779,5.343,5.092,47.74,64906,66,16
EUCORPTOPPI2,147.962,4.733,4.936,6.779,5.343,5.092,47.74,64906,66,16
EUCORPTOPI3,93.144,4.565,4.848,4.154,3.58,3.414,20.81,45000,47,11.1
EUCORPTOPPI3,143.422,4.565,4.848,4.154,3.58,3.414,20.81,45000,47,11.1
EUCORPTOPI4,94.889,3.781,4.874,5.749,4.395,4.191,38.72,4000,5,0.9
EUCORPTOPPI4,141.675,3.781,4.874,5.749,4.395,4.191,38.72,4000,5,0.9
EUCORPTOPI5,104.178,4.773,5.334,4.139,3.616,3.433,19.17,18830,28,4.6
EUCORPTOPPI5,162.387,4.773,5.334,4.139,3.616,3.433,19.17,18830,28,4.6
EUCORPTOPI6,95.208,5.296,5.47,6.337,4.731,4.486,37.95,66623,62,16.4
EUCORPTOPPI6,152.418,5.296,5.47,6.337,4.731,4.486,37.95,66623,62,16.4
EUCORPTOPI7,101.079,5.155,4.896,6.9,5.231,4.987,49.08,43614,52,11
EUCORPTOPPI7,155.54,5.155,4.896,6.9,5.231,4.987,49.08,43614,52,11
EUCORPTOPI8,98.649,4.46,4.683,4.838,4.241,4.051,25.51,119975,124,29.3
EUCORPTOPPI8,147.418,4.46,4.683,4.838,4.241,4.051,25.51,119975,124,29.3
EUCORPTOPI9,70.193,6.143,6.278,6.116,3.885,3.655,36.88,6850,6,1.7
EUCORPTOPPI9,114.454,6.143,6.278,6.116,3.885,3.655,36.88,6850,6,1.7
EUCORPTOPNFI,95.676,4.962,5.13,5.893,4.635,4.409,36.87,285878,310,70.7
EUCORPTOPPNFI,148.696,4.962,5.13,5.893,4.635,4.409,36.87,285878,310,70.7
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