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

Name,Index Value,Coupon,Yield,Time to Maturity,Macaulay Duration,Mod. Duration,Convexity,Nominal Amount,Number of Bonds,Weighting
GOVTOP,98.734,4.481,4.283,8.532,6.183,5.929,72.68,3015363,236,100
GOVTOPP,160.529,4.481,4.283,8.532,6.183,5.929,72.68,3015363,236,100
GOVTOP3,90.258,4.093,3.482,1.81,1.745,1.686,4.83,771199,58,25.2
GOVTOPP3,146.806,4.093,3.482,1.81,1.745,1.686,4.83,771199,58,25.2
GOVTOP5,96.383,4.752,3.637,3.967,3.631,3.503,16.65,603780,47,20.4
GOVTOPP5,157.058,4.752,3.637,3.967,3.631,3.503,16.65,603780,47,20.4
GOVTOP7,99.983,4.241,3.81,5.99,5.308,5.113,33.44,390888,30,12.9
GOVTOPP7,165.4,4.241,3.81,5.99,5.308,5.113,33.44,390888,30,12.9
GOVTOP10,107.218,4.036,4.128,8.517,7.214,6.928,60.48,553765,44,17.8
GOVTOPP10,168.77,4.036,4.128,8.517,7.214,6.928,60.48,553765,44,17.8
GOVTOP30,107.467,5.164,4.733,21.382,12.789,12.211,223.31,695731,57,23.7
GOVTOPP30,177.465,5.164,4.733,21.382,12.789,12.211,223.31,695731,57,23.7
ATGOVTOP,100.071,4.397,4.169,8.626,6.64,6.374,70.41,125246,16,4.1
ATGOVTOPP,160.066,4.397,4.169,8.626,6.64,6.374,70.41,125246,16,4.1
ATGOVTOP3,88.708,4.913,3.453,2.01,1.938,1.874,5.71,25805,3,3.4
ATGOVTOPP3,147.185,4.913,3.453,2.01,1.938,1.874,5.71,25805,3,3.4
ATGOVTOP5,98.515,5,3.622,4.366,3.927,3.79,19.08,10177,1,1.7
ATGOVTOPP5,158.778,5,3.622,4.366,3.927,3.79,19.08,10177,1,1.7
ATGOVTOP7,102.464,4.025,3.77,5.949,5.316,5.123,33.25,23105,3,5.9
ATGOVTOPP7,163.689,4.025,3.77,5.949,5.316,5.123,33.25,23105,3,5.9
ATGOVTOP10,109.649,4.112,4.08,8.789,7.426,7.135,64.04,33270,4,6
ATGOVTOPP10,170.048,4.112,4.08,8.789,7.426,7.135,64.04,33270,4,6
ATGOVTOP30,112.034,4.354,4.52,16.852,11.454,10.959,172.14,32889,5,4.5
ATGOVTOPP30,179.746,4.354,4.52,16.852,11.454,10.959,172.14,32889,5,4.5
BEGOVTOP,95.661,4.699,4.228,7.943,5.976,5.733,63.29,190643,17,6.4
BEGOVTOPP,162.256,4.699,4.228,7.943,5.976,5.733,63.29,190643,17,6.4
BEGOVTOP3,81.075,4.327,3.544,1.82,1.739,1.68,4.94,43454,3,5.7
BEGOVTOPP3,147.982,4.327,3.544,1.82,1.739,1.68,4.94,43454,3,5.7
BEGOVTOP5,91.389,5.81,3.704,4.276,3.859,3.721,18.56,31669,3,5.5
BEGOVTOPP5,156.796,5.81,3.704,4.276,3.859,3.721,18.56,31669,3,5.5
BEGOVTOP7,98.722,4.182,3.79,5.779,5.143,4.955,31.52,33635,3,8.6
BEGOVTOPP7,165.086,4.182,3.79,5.779,5.143,4.955,31.52,33635,3,8.6
BEGOVTOP10,104.079,4.519,4.162,8.437,7.006,6.726,57.96,49327,5,9.2
BEGOVTOPP10,168.553,4.519,4.162,8.437,7.006,6.726,57.96,49327,5,9.2
BEGOVTOP30,103.033,4.925,4.736,21.171,12.898,12.315,223.3,32558,3,4.7
BEGOVTOPP30,171.398,4.925,4.736,21.171,12.898,12.315,223.3,32558,3,4.7
DEGOVTOP,100.299,4.324,4.088,7.746,5.769,5.542,66.78,734250,42,24.3
DEGOVTOPP,159.192,4.324,4.088,7.746,5.769,5.542,66.78,734250,42,24.3
DEGOVTOP3,91.138,4.157,3.394,1.806,1.74,1.683,4.82,221250,13,28.8
DEGOVTOPP3,145.667,4.157,3.394,1.806,1.74,1.683,4.82,221250,13,28.8
DEGOVTOP5,98.693,4.44,3.525,3.983,3.662,3.538,16.89,168000,8,27.7
DEGOVTOPP5,156.103,4.44,3.525,3.983,3.662,3.538,16.89,168000,8,27.7
DEGOVTOP7,103.024,4.011,3.703,6.098,5.444,5.25,34.91,94000,4,23.8
DEGOVTOPP7,165.486,4.011,3.703,6.098,5.444,5.25,34.91,94000,4,23.8
DEGOVTOP10,107.99,3.849,3.976,8.478,7.248,6.971,60.84,124500,8,22.4
DEGOVTOPP10,165.779,3.849,3.976,8.478,7.248,6.971,60.84,124500,8,22.4
DEGOVTOP30,110.363,5.162,4.583,23.636,14.049,13.433,261.72,126500,9,18.4
DEGOVTOPP30,179.013,5.162,4.583,23.636,14.049,13.433,261.72,126500,9,18.4
ESGOVTOP,96.806,4.802,4.256,8.734,6.291,6.034,75.51,223693,22,7.5
ESGOVTOPP,161.109,4.802,4.256,8.734,6.291,6.034,75.51,223693,22,7.5
ESGOVTOP3,86.948,4.488,3.464,1.839,1.778,1.718,4.87,43830,4,5.7
ESGOVTOPP3,147.189,4.488,3.464,1.839,1.778,1.718,4.87,43830,4,5.7
ESGOVTOP5,94.303,5.229,3.645,4.121,3.756,3.624,17.7,65074,8,10.9
ESGOVTOPP5,158.138,5.229,3.645,4.121,3.756,3.624,17.7,65074,8,10.9
ESGOVTOP7,96.404,4.452,3.843,6.325,5.567,5.361,36.58,35865,3,9.3
ESGOVTOPP7,165.271,4.452,3.843,6.325,5.567,5.361,36.58,35865,3,9.3
ESGOVTOP10,105.197,4.266,4.189,8.801,7.419,7.121,63.55,38362,3,7
ESGOVTOPP10,169.185,4.266,4.189,8.801,7.419,7.121,63.55,38362,3,7
ESGOVTOP30,105.308,5.271,4.777,25.653,14.607,13.941,285.06,40562,4,5.9
ESGOVTOPP30,172.456,5.271,4.777,25.653,14.607,13.941,285.06,40562,4,5.9
FIGOVTOP,97.133,4.503,3.82,4.827,4.23,4.074,27.05,38227,7,1.3
FIGOVTOPP,161.717,4.503,3.82,4.827,4.23,4.074,27.05,38227,7,1.3
FIGOVTOP3,85.505,3.934,3.494,1.804,1.72,1.662,4.88,10553,2,1.4
FIGOVTOPP3,146.883,3.934,3.494,1.804,1.72,1.662,4.88,10553,2,1.4
FIGOVTOP5,90.675,5.047,3.584,3.706,3.437,3.318,15.18,10674,2,1.8
FIGOVTOPP5,154.027,5.047,3.584,3.706,3.437,3.318,15.18,10674,2,1.8
FIGOVTOP7,97.544,5.375,3.695,5.336,4.655,4.489,26.41,6000,1,1.6
FIGOVTOPP7,166.954,5.375,3.695,5.336,4.655,4.489,26.41,6000,1,1.6
FIGOVTOP10,104.416,4.045,4.058,8.536,7.2,6.919,60.78,11000,2,2
FIGOVTOPP10,168.278,4.045,4.058,8.536,7.2,6.919,60.78,11000,2,2
FRGOVTOP,98.101,4.422,4.187,8.885,6.285,6.032,76.72,596716,40,19.9
FRGOVTOPP,159.916,4.422,4.187,8.885,6.285,6.032,76.72,596716,40,19.9
FRGOVTOP3,88.223,3.874,3.442,1.937,1.866,1.804,5.35,148657,9,19.2
FRGOVTOPP3,145.808,3.874,3.442,1.937,1.866,1.804,5.35,148657,9,19.2
FRGOVTOP5,96.121,4.936,3.592,3.964,3.612,3.487,16.54,121451,9,20.3
FRGOVTOPP5,155.728,4.936,3.592,3.964,3.612,3.487,16.54,121451,9,20.3
FRGOVTOP7,99.018,4,3.736,5.842,5.198,5.011,32.18,68880,4,17.6
FRGOVTOPP7,163.663,4,3.736,5.842,5.198,5.011,32.18,68880,4,17.6
FRGOVTOP10,107.493,3.803,4.034,8.351,7.128,6.851,59.04,110045,6,19.8
FRGOVTOPP10,168.848,3.803,4.034,8.351,7.128,6.851,59.04,110045,6,19.8
FRGOVTOP30,106.107,5.209,4.576,21.745,12.48,11.934,223.59,147683,12,21.8
FRGOVTOPP30,176.122,5.209,4.576,21.745,12.48,11.934,223.59,147683,12,21.8
GRGOVTOP,101.71,4.694,4.532,8.683,5.992,5.732,70.34,161692,21,5.4
GRGOVTOPP,144.951,4.694,4.532,8.683,5.992,5.732,70.34,161692,21,5.4
GRGOVTOP3,93.29,4.406,3.636,1.556,1.497,1.445,3.78,40013,5,5.2
GRGOVTOPP3,132.925,4.406,3.636,1.556,1.497,1.445,3.78,40013,5,5.2
GRGOVTOP5,99.511,4.651,3.85,3.879,3.518,3.387,15.73,29320,4,4.9
GRGOVTOPP5,141.071,4.651,3.85,3.879,3.518,3.387,15.73,29320,4,4.9
GRGOVTOP7,99.946,5.217,4.052,5.688,4.931,4.739,29.39,23973,4,6.4
GRGOVTOPP7,146.398,5.217,4.052,5.688,4.931,4.739,29.39,23973,4,6.4
GRGOVTOP10,108.322,3.905,4.381,8.444,7.087,6.79,58.73,27860,3,5
GRGOVTOPP10,150.484,3.905,4.381,8.444,7.087,6.79,58.73,27860,3,5
GRGOVTOP30,109.272,5.245,4.969,21.133,12.177,11.6,209.19,40526,5,5.6
GRGOVTOPP30,157.596,5.245,4.969,21.133,12.177,11.6,209.19,40526,5,5.6
IEGOVTOP,110.181,4.388,4.14,7.077,5.731,5.503,49.71,24254,4,0.8
IEGOVTOPP,169.819,4.388,4.14,7.077,5.731,5.503,49.71,24254,4,0.8
IEGOVTOP3,98.987,3.25,3.666,1.126,1.094,1.055,2.16,5080,1,0.7
IEGOVTOPP3,147.954,3.25,3.666,1.126,1.094,1.055,2.16,5080,1,0.7
IEGOVTOP7,113.688,5,3.627,5.126,4.482,4.325,24.72,6094,1,1.7
IEGOVTOPP7,170.205,5,3.627,5.126,4.482,4.325,24.72,6094,1,1.7
IEGOVTOP10,110.68,4.6,4.098,8.126,6.725,6.46,53.65,5980,1,1.1
IEGOVTOPP10,172.784,4.6,4.098,8.126,6.725,6.46,53.65,5980,1,1.1
IEGOVTOP30,114.61,4.5,4.434,12.126,9.255,8.862,102.34,7100,1,1
IEGOVTOPP30,181.035,4.5,4.434,12.126,9.255,8.862,102.34,7100,1,1
ITGOVTOP,99.144,4.583,4.583,9.688,6.834,6.534,85.15,678779,37,22.3
ITGOVTOPP,161.192,4.583,4.583,9.688,6.834,6.534,85.15,678779,37,22.3
ITGOVTOP3,94.743,3.987,3.595,1.82,1.754,1.693,4.82,162122,9,20.8
ITGOVTOPP3,148.104,3.987,3.595,1.82,1.754,1.693,4.82,162122,9,20.8
ITGOVTOP5,96.157,4.453,3.789,3.878,3.569,3.439,16.06,125439,7,20.2
ITGOVTOPP5,158.339,4.453,3.789,3.878,3.569,3.439,16.06,125439,7,20.2
ITGOVTOP7,99.181,4.25,4.001,6.253,5.538,5.325,35.99,64080,3,16
ITGOVTOPP7,168.026,4.25,4.001,6.253,5.538,5.325,35.99,64080,3,16
ITGOVTOP10,108.266,4.206,4.328,8.636,7.287,6.985,61.38,104181,6,18.6
ITGOVTOPP10,171.759,4.206,4.328,8.636,7.287,6.985,61.38,104181,6,18.6
ITGOVTOP30,107.07,5.361,4.947,20.157,12.26,11.682,201.72,222957,12,32
ITGOVTOPP30,179.645,5.361,4.947,20.157,12.26,11.682,201.72,222957,12,32
NLGOVTOP,98.316,4.191,4.142,7.57,5.643,5.419,63.73,172636,18,5.7
NLGOVTOPP,159.227,4.191,4.142,7.57,5.643,5.419,63.73,172636,18,5.7
NLGOVTOP3,88.438,3.588,3.478,1.602,1.559,1.507,4.06,58318,7,7.5
NLGOVTOPP3,145.714,3.588,3.478,1.602,1.559,1.507,4.06,58318,7,7.5
NLGOVTOP5,95.814,5,3.505,3.866,3.515,3.396,15.77,24882,2,4.2
NLGOVTOPP5,157.639,5,3.505,3.866,3.515,3.396,15.77,24882,2,4.2
NLGOVTOP7,102.203,4.007,3.72,5.851,5.205,5.018,32.23,24143,2,6.2
NLGOVTOPP7,165.398,4.007,3.72,5.851,5.205,5.018,32.23,24143,2,6.2
NLGOVTOP10,108.498,3.954,4.047,8.43,7.143,6.866,59.55,32284,3,5.9
NLGOVTOPP10,169.077,3.954,4.047,8.43,7.143,6.866,59.55,32284,3,5.9
NLGOVTOP30,106.717,5.015,4.583,21.323,13.248,12.667,231.09,33009,4,4.6
NLGOVTOPP30,175.255,5.015,4.583,21.323,13.248,12.667,231.09,33009,4,4.6
PTGOVTOP,97.114,4.402,4.279,7.872,5.784,5.547,60.53,69227,12,2.3
PTGOVTOPP,158.883,4.402,4.279,7.872,5.784,5.547,60.53,69227,12,2.3
PTGOVTOP3,87.447,4.909,3.543,1.794,1.707,1.648,4.56,12117,2,1.6
PTGOVTOPP3,146.724,4.909,3.543,1.794,1.707,1.648,4.56,12117,2,1.6
PTGOVTOP5,96.146,4.414,3.7,3.567,3.275,3.158,13.84,17094,3,2.8
PTGOVTOPP5,157.883,4.414,3.7,3.567,3.275,3.158,13.84,17094,3,2.8
PTGOVTOP7,98.306,4.966,3.913,5.886,5.134,4.941,31.53,11113,2,2.9
PTGOVTOPP7,167.138,4.966,3.913,5.886,5.134,4.941,31.53,11113,2,2.9
PTGOVTOP10,107.667,3.96,4.267,8.633,7.343,7.042,62.12,16956,3,3
PTGOVTOPP10,169.451,3.96,4.267,8.633,7.343,7.042,62.12,16956,3,3
PTGOVTOP30,95.607,3.973,4.802,20.967,12.894,12.304,229.46,11947,2,1.5
PTGOVTOPP30,150.066,3.973,4.802,20.967,12.894,12.304,229.46,11947,2,1.5
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