27/02/2008 (C) FTSE International Limited 2008. All Rights Reserved,,,,,,,,,,,,,,,,,,,,,,,,
FTSE Sterling Corporate Bonds - Constituents,,,,,,,,,,,,,,,,,,,,,,,,

ISIN,SEDOL,CUSIP,Currency Code,Coupon,Issue,Rating Class,ICB Subsector,ICB Industry Group,Maturity,Coupons per Year,Next Coupon Date,Issue Amount,Price,Accrued Interest,Gross Price,Time to Maturity,Maturity Band,Yield - Semi Annual,Yield - Annual,Macaulay Duration,Mod. Duration - Semi Annual,Mod. Duration - Annual,Convexity - Semi-Annual,Convexity - Annual
FR0000471484,7525142,,GBP,8,FRANCE TELECOM,A,6535,6000,20/12/2017,1,20/12/2008,500,108.44,1.617,110.057,9.8,10,6.675,6.787,7.166,6.934,6.71,61.32,60.56
FR0000482770,4813390,,GBP,5.625,LA POSTE,AA,2771,2000,19/12/2016,1,19/12/2008,200,102.845,1.156,104.001,8.79,10,5.144,5.21,7.125,6.946,6.772,58.29,58.62
GB0001058428,105842,,GBP,10.75,BLUE CIRCLE INDUSTRIES PLC,BBB,2353,2000,29/11/2013,1,29/11/2008,150,122.135,2.807,124.942,5.74,7,5.968,6.057,4.593,4.46,4.331,24.88,25.5
XS0030487051,67157,,GBP,11.75,BAA PLC,BBB,2777,2000,31/03/2016,2,31/03/2008,300,133.45,4.99,138.44,8.08,10,6.392,6.494,5.601,5.427,5.259,39.64,39.7
XS0052067583,4143150,,GBP,8.625,BRITISH TELECOMMUNICATIONS PLC,BBB,6535,6000,26/03/2020,1,26/03/2008,300,114.34,8.074,122.414,12.06,15A,6.726,6.839,7.692,7.442,7.2,77.37,75.79
XS0058343251,4561031,,GBP,8.75,BG GROUP PLC,A,537,1,27/06/2025,1,27/06/2008,275,126.72,5.979,132.699,17.32,50,6.094,6.187,9.919,9.626,9.341,133.6,130.21
XS0083567775,242835,,GBP,6.875,NORTHUMBRIAN WATER GROUP PLC,BBB,7577,7000,6/2/2023,1,6/2/2009,350,105.34,0.516,105.856,14.93,15A,6.214,6.311,9.878,9.581,9.292,121.51,118.67
XS0084657039,248587,,GBP,6.875,3I GROUP PLC,A,8775,8000,9/3/2023,1,9/3/2008,200,102.375,6.76,109.135,15.02,50,6.514,6.62,9.271,8.978,8.695,113.93,110.93
XS0085895935,5438253,,GBP,6.5,CIBA SPECIALTY CHEMICALS PLC,BBB,1357,1000,24/04/2013,1,24/04/2008,71,99.575,5.579,105.154,5.14,7,6.489,6.594,4.295,4.16,4.029,21.64,22.19
XS0089000516,332468,,GBP,6.375,BAA PLC,BBB,2777,2000,4/8/2028,2,4/8/2008,200,108.315,0.489,108.804,20.44,50,5.687,5.767,11.986,11.655,11.333,191.24,186.17
XS0092157600,444255,,GBP,6.75,THAMES WATER UTILITIES FINANCE PLC,BBB,7575,7000,16/11/2028,1,16/11/2008,330,106.795,2.006,108.801,20.7,50,6.065,6.157,11.805,11.458,11.12,187.42,181.79
XS0092499077,5569777,,GBP,5.5,GENERAL ELECTRIC CAPITAL CORP,AAA,2727,2000,7/6/2021,1,7/6/2008,360,96.465,4.064,100.529,13.26,15A,5.804,5.888,9.298,9.035,8.781,106.9,105.11
XS0092541969,452634,,GBP,6.125,STATOIL,AA,537,1,27/11/2028,1,27/11/2008,225,97.165,1.633,98.798,20.73,50,6.274,6.372,11.961,11.598,11.245,191.25,185.08
XS0092663649,5574823,,GBP,5.5,RESEAU FERRE DE FRANCE,AAA,2775,2000,1/12/2021,1,1/12/2008,800,102.765,1.406,104.171,13.74,15A,5.144,5.211,9.921,9.672,9.43,118.84,117.44
XS0093004736,480624,,GBP,6.125,SAFEWAY PLC,BBB,5337,5000,17/12/2018,1,17/12/2008,200,94.37,1.293,95.663,10.79,15A,6.762,6.877,8.016,7.754,7.501,75.83,74.46
XS0093160439,481779,,GBP,5.375,ABBEY NATIONAL TREASURY SERV PLC,AA,8355,8000,30/12/2009,1,30/12/2008,385,99.25,0.941,100.191,1.83,3,5.725,5.807,1.774,1.724,1.676,3.86,4.44
XS0093934635,490463,,GBP,5.125,TESCO PLC,A,5337,5000,18/12/2009,1,18/12/2008,192,100.365,1.068,101.433,1.79,3,4.837,4.895,1.743,1.702,1.662,3.77,4.39
XS0094073672,5606179,,GBP,5.875,NATIONAL GRID COMPANY PLC,A,7575,7000,2/2/2024,1,2/2/2009,450,96.775,0.506,97.281,15.91,50,6.105,6.198,10.613,10.299,9.994,139.89,136.43
XS0094475802,525150,,GBP,6.125,SEVERN TRENT WATER UTIL. FIN. PLC,A,7577,7000,26/02/2024,1,26/02/2009,300,97.785,0.119,97.904,15.98,50,6.252,6.349,10.549,10.229,9.919,138.51,134.91
XS0094812657,5623134,,GBP,4.75,HELABA INTERNATIONAL FINANCE PLC,AA,8777,8000,7/12/2009,1,7/12/2008,400,99.985,1.135,101.12,1.76,3,4.692,4.747,1.716,1.676,1.638,3.67,4.29
XS0094899241,538266,,GBP,6,BRIXTON PLC,BBB,8733,8000,30/12/2010,2,30/06/2008,275,100.42,1.05,101.47,2.83,3,5.833,5.918,2.615,2.541,2.469,8.02,8.74
XS0095350475,566847,,GBP,5.375,BG GROUP PLC,A,537,1,7/12/2009,1,7/12/2008,300,99.075,1.284,100.359,1.76,3,5.841,5.926,1.71,1.661,1.614,3.61,4.17
XS0095371638,560593,,GBP,5.875,SCOTTISH & SOUTHERN ENERGY PLC,A,7535,7000,22/09/2022,1,22/09/2008,300,96.495,2.627,99.122,14.55,15A,6.149,6.244,9.829,9.535,9.251,120.44,117.72
XS0095820295,585734,,GBP,5.875,WESSEX WATER SERVICES FINANCE PLC,BBB,7575,7000,30/03/2009,1,30/03/2008,200,100.21,5.434,105.644,1.08,3,5.579,5.657,1.02,0.992,0.965,1.52,1.89
XS0096298822,5660346,,GBP,5.25,GENERAL ELECTRIC CAPITAL CORP,AAA,2727,2000,7/12/2028,1,7/12/2008,425,88.435,1.254,89.689,20.76,50,6.163,6.258,12.441,12.069,11.709,203.44,196.97
XS0096412548,5662386,,GBP,5.25,RESEAU FERRE DE FRANCE,AAA,2775,2000,7/12/2028,1,7/12/2008,650,101.725,1.254,102.979,20.76,50,5.048,5.111,13.035,12.714,12.401,219.4,214.63
XS0096874598,669683,,GBP,5.5,PRUDENTIAL PLC,A,8575,8000,11/5/2009,1,11/5/2008,250,99.915,4.461,104.376,1.19,3,5.48,5.555,1.137,1.106,1.077,1.81,2.22
XS0096874671,669694,,GBP,5.875,PRUDENTIAL PLC,A,8575,8000,11/5/2029,1,11/5/2008,250,95.425,4.765,100.19,21.19,50,6.173,6.269,11.856,11.501,11.157,194.13,187.93
XS0097233075,676359,,GBP,6.625,GALLAHER GROUP PLC,A,3785,3000,21/05/2009,1,21/05/2008,300,100.92,5.19,106.11,1.22,3,5.711,5.792,1.155,1.123,1.092,1.86,2.28
XS0097283096,678087,,GBP,5.75,BRITISH TELECOMMUNICATIONS PLC,BBB,6535,6000,7/12/2028,1,7/12/2008,600,83.86,1.374,85.234,20.76,50,7.149,7.277,11.682,11.279,10.89,183.86,176.47
XS0097777253,689249,,GBP,6.25,SEVERN TRENT WATER UTIL. FIN. PLC,A,7577,7000,7/6/2029,1,7/6/2008,425,98.94,4.618,103.558,21.26,50,6.242,6.339,11.732,11.377,11.033,190.75,184.56
XS0099323999,743639,,GBP,6.375,GUS PLC,BBB,5373,5000,16/07/2009,1,16/07/2008,350,99.61,4.02,103.63,1.37,3,6.538,6.645,1.309,1.268,1.228,2.27,2.71
XS0100248896,798435,,GBP,6.625,SCOTTISH POWER PLC,A,7535,7000,14/01/2010,1,14/01/2009,200,101.585,0.902,102.487,1.86,3,5.614,5.692,1.802,1.753,1.705,3.98,4.57
XS0100559037,825139,,GBP,7,GRANADA PLC,BBB,5553,5000,8/12/2014,1,8/12/2008,250,102.07,1.653,103.723,6.76,7,6.498,6.603,5.545,5.371,5.202,35.16,35.43
XS0100937324,828031,,GBP,6.875,KINGFISHER PLC,BBB,5375,5000,23/03/2010,1,23/03/2008,150,99.5,6.493,105.993,2.06,3,7.015,7.138,1.866,1.803,1.742,4.38,4.91
XS0101171436,5754089,,GBP,6.25,GENERAL ELECTRIC CAPITAL CORP,AAA,2727,2000,1/9/2009,1,1/9/2008,150,101.51,3.16,104.67,1.49,3,5.082,5.147,1.436,1.401,1.366,2.7,3.21
XS0102596144,5784622,,GBP,6.5,COCA-COLA ENTERPRISES INC,A,3537,3000,7/6/2021,1,7/6/2008,175,101.95,4.803,106.753,13.26,15A,6.179,6.275,8.909,8.642,8.383,100.26,98.28
XS0102793642,852416,,GBP,7,PEARSON PLC,BBB,5557,5000,27/10/2014,1,27/10/2008,250,100.805,2.45,103.255,6.65,7,6.722,6.835,5.423,5.246,5.076,33.79,34.01
XS0103214762,854940,,GBP,6.75,GKN HOLDINGS PLC,BBB,3355,3000,28/10/2019,1,28/10/2008,350,95.89,2.344,98.234,11.65,15A,7.15,7.278,8.166,7.884,7.612,81.11,79.15
XS0104454698,923776,,GBP,6.375,BMW (UK) CAPITAL PLC,A,3353,3000,22/05/2009,1,22/05/2008,100,100.845,4.976,105.821,1.22,3,5.536,5.613,1.16,1.129,1.098,1.88,2.3
XS0105244585,937465,,GBP,6,TESCO PLC,A,5337,5000,14/12/2029,1,14/12/2008,200,97.675,1.317,98.992,21.78,50,6.102,6.195,12.435,12.067,11.71,207.63,201.03
XS0106655235,5869121,,GBP,6.25,PROCTER & GAMBLE CO,AA,3724,3000,31/01/2030,1,31/01/2009,500,101.975,0.573,102.548,21.91,50,5.993,6.083,12.522,12.158,11.804,209.63,203.17
XS0106888331,5876240,,GBP,6.375,MCDONALD'S CORP,A,5757,5000,3/2/2020,1,3/2/2009,200,99.205,0.531,99.736,11.92,15A,6.369,6.471,8.64,8.374,8.115,89.01,87.41
XS0107099466,25605,,GBP,6.75,SLOUGH ESTATES PLC,A,8733,8000,23/02/2024,2,23/08/2008,225,103.27,0.188,103.458,15.97,50,6.419,6.522,10.095,9.781,9.477,130.37,126.84
XS0107289323,50481,,GBP,6.5,THAMES WATER UTILITIES FINANCE PLC,BBB,7575,7000,9/2/2032,1,9/2/2009,200,105.58,0.433,106.013,23.93,50,5.963,6.052,12.996,12.619,12.254,230.83,223.43
XS0107813452,5911497,,GBP,5.875,CDC IXIS-CDC FRANCE,AAA,8355,8000,24/02/2020,1,24/02/2009,660,104.425,0.147,104.572,11.98,15A,5.294,5.364,8.986,8.754,8.528,95.2,94.4
XS0109428705,299626,,GBP,7.5,DAILY MAIL & GENERAL TRUST PLC,BBB,5557,5000,29/03/2013,1,29/03/2008,300,104.01,6.958,110.968,5.07,7,6.438,6.542,4.142,4.013,3.888,20.52,21.08
XS0109437441,299228,,GBP,6.625,KELDA GROUP PLC,A,7577,7000,17/04/2031,1,17/04/2008,240,107.18,5.815,112.995,23.12,50,5.951,6.039,12.145,11.794,11.453,210.08,203.51
XS0109514538,311081,,GBP,6.875,HAMMERSON PLC,BBB,8733,8000,31/03/2020,1,31/03/2008,250,104.48,6.359,110.839,12.08,15A,6.234,6.331,8.17,7.923,7.683,84.7,83.27
XS0111725049,665175,,GBP,7.25,SMITHS GROUP PLC,BBB,2713,2000,30/06/2016,1,30/06/2008,150,107.74,4.894,112.634,8.33,10,5.944,6.033,6.329,6.146,5.969,48.08,48.16
XS0112487482,721862,,GBP,7.375,ROLLS ROYCE PLC,A,2713,2000,14/06/2016,1,14/06/2008,200,106.425,5.306,111.731,8.28,10,6.249,6.346,6.243,6.054,5.87,46.98,46.93
XS0113721632,919021,,GBP,7.875,TI GROUP PLC,BBB,2353,2000,12/7/2010,1,12/7/2008,150,104.555,5.053,109.608,2.36,3,5.652,5.732,2.151,2.092,2.034,5.68,6.34
XS0113731433,4055028,,GBP,7.125,DEUTSCHE TELEKOM INT FINANCE BV,A,6535,6000,15/06/2030,2,15/06/2008,300,105.06,1.544,106.604,22.28,50,6.684,6.796,11.572,11.197,10.835,188.34,181.43
XS0118106243,4464044,,GBP,6.25,GENERAL ELECTRIC CAPITAL CORP,AAA,2727,2000,29/09/2020,1,29/09/2008,200,100.31,2.674,102.984,12.57,15A,6.115,6.208,8.85,8.587,8.332,95.78,94.1
XS0118933927,108904,,GBP,6.625,TESCO PLC,A,5337,5000,12/10/2010,1,12/10/2008,150,103.175,2.595,105.77,2.61,3,5.206,5.273,2.429,2.368,2.308,7.01,7.76
XS0119504776,4632540,,GBP,7.25,HARSCO FINANCE BV,A,1757,1000,27/10/2010,1,27/10/2008,200,102.085,2.538,104.623,2.65,3,6.251,6.349,2.454,2.38,2.308,7.09,7.75
XS0123544529,3002650,,GBP,6.5,BOC GROUP PLC,BBB,1353,1000,29/01/2016,1,29/01/2009,200,101.855,0.604,102.459,7.91,10,6.101,6.194,6.408,6.218,6.034,46.87,46.98
XS0123656836,7085475,,GBP,5.25,RESEAU FERRE DE FRANCE,AAA,2775,2000,31/01/2035,1,31/01/2009,375,104.4,0.481,104.881,26.91,50,4.89,4.95,15.176,14.814,14.46,312.1,304.27
XS0126389732,7070266,,GBP,6.5,COCA-COLA ENTERPRISES INC,A,3537,3000,7/12/2016,1,7/12/2008,175,102.19,1.545,103.735,8.76,10,6.072,6.164,6.875,6.672,6.476,54.88,54.74
XS0127992336,7091773,,GBP,6.5,RWE FINANCE BV,A,7575,7000,20/04/2021,1,20/04/2008,650,102.05,5.648,107.698,13.13,15A,6.169,6.264,8.781,8.519,8.264,98.08,96.19
XS0129066923,3043176,,GBP,7.25,AGGREGATE INDUSTRIES PLC,BBB,2353,2000,31/05/2016,1,31/05/2008,200,104.805,5.498,110.303,8.24,10,6.371,6.473,6.213,6.021,5.836,46.55,46.46
XS0137672381,3097656,,GBP,5.875,CENTRICA PLC,A,7573,7000,2/11/2012,1,2/11/2008,400,99.85,1.958,101.808,4.67,5,5.819,5.903,4.141,4.024,3.911,19.41,20.17
XS0138137285,3100822,,GBP,6.375,MARKS AND SPENCER GROUP PLC,BBB,5373,5000,7/11/2011,1,7/11/2008,375,99.23,2.038,101.268,3.68,5,6.498,6.604,3.333,3.229,3.127,12.64,13.33
XS0138261374,7241147,,GBP,6.875,LAFARGE SA,BBB,2353,2000,6/11/2012,1,6/11/2008,350,105.727,2.217,107.943,4.68,5,5.373,5.446,4.094,3.987,3.883,19.2,20.05
XS0140144204,3112913,,GBP,6,SAFEWAY PLC,BBB,5337,5000,10/1/2017,1,10/1/2009,200,95.39,0.869,96.259,8.86,10,6.595,6.703,7.016,6.792,6.575,56.43,55.97
XS0140478321,3116120,,GBP,8,TOMKINS PLC,BBB,3355,3000,20/12/2011,1,20/12/2008,150,105.395,1.617,107.012,3.8,5,6.247,6.345,3.387,3.285,3.185,13.14,13.85
XS0140516864,3115912,,GBP,5.25,GLAXOSMITHKLINE CAPITAL PLC,A,4577,4000,19/12/2033,2,19/06/2008,1000,95.58,1.076,96.656,25.8,50,5.574,5.652,13.994,13.614,13.245,272.21,263.91
XS0141500487,3122354,,GBP,6.875,FIRSTGROUP PLC,BBB,5759,5000,15/04/2013,1,15/04/2008,300,103.62,6.067,109.687,5.12,7,5.939,6.027,4.252,4.129,4.01,21.41,22.09
XS0141704725,3123250,,GBP,6,TRANSCO PLC,A,7575,7000,7/6/2017,1,7/6/2008,300,99.34,4.426,103.766,9.26,10,6,6.09,7.056,6.85,6.651,59.41,59.14
XS0141874726,3125085,,GBP,7.625,MMO2,BBB,6575,6000,25/01/2012,1,25/01/2009,375,106.46,0.792,107.252,3.9,5,5.643,5.723,3.505,3.409,3.315,14.01,14.82
XS0142045474,7291539,,GBP,6.625,UPM-KYMMENE CORP,BBB,1737,1000,23/01/2017,1,23/01/2009,250,99.065,0.724,99.789,8.89,10,6.654,6.765,6.94,6.716,6.5,55.59,55.12
XS0142298685,3126680,,GBP,6.625,TAYLOR WOODROW PLC,BBB,3728,3000,7/2/2012,1,7/2/2009,250,100.1,0.453,100.553,3.93,5,6.486,6.591,3.574,3.462,3.353,14.34,15.02
XS0143739182,7313035,,GBP,5,RESEAU FERRE DE FRANCE,AAA,2775,2000,11/3/2052,1,11/3/2008,550,105.26,4.889,110.149,44.02,50,4.66,4.714,18.254,17.839,17.433,528.84,513.35
XS0145440466,3146291,,GBP,7.125,REXAM PLC,BBB,2723,2000,27/03/2009,1,27/03/2008,370,100.99,6.658,107.648,1.07,3,6.033,6.124,1,0.97,0.942,1.47,1.83
XS0145507124,7331383,,GBP,7,HOUSEHOLD FINANCE CORPORATION,AA,8773,8000,27/03/2012,1,27/03/2008,500,102.285,6.541,108.826,4.07,5,6.244,6.341,3.462,3.357,3.256,14.29,14.97
XS0146567580,3153923,,GBP,5.875,BOC GROUP PLC,BBB,1353,1000,29/04/2009,1,29/04/2008,200,100.105,4.96,105.065,1.16,3,5.678,5.759,1.1,1.07,1.04,1.71,2.11
XS0147048259,7346042,,GBP,6.375,RWE FINANCE BV,A,7575,7000,3/6/2013,1,3/6/2008,750,102.055,4.773,106.828,5.25,7,5.816,5.901,4.432,4.307,4.185,22.91,23.61
XS0147740335,3160860,,GBP,7,GKN HOLDINGS PLC,BBB,3355,3000,14/05/2012,1,14/05/2008,325,102.325,5.623,107.948,4.2,5,6.245,6.342,3.593,3.484,3.379,15.22,15.91
XS0148124588,7365791,,GBP,6.25,GENERAL ELECTRIC CAPITAL CORP,AAA,2727,2000,15/12/2017,1,15/12/2008,500,100.175,1.353,101.528,9.79,10,6.131,6.225,7.513,7.29,7.073,65.97,65.43
XS0148125551,7365780,,GBP,6.125,GENERAL ELECTRIC CAPITAL CORP,AAA,2727,2000,17/05/2012,1,17/05/2008,500,102.01,4.883,106.893,4.21,5,5.492,5.568,3.668,3.57,3.474,15.76,16.58
XS0148362501,3165155,,GBP,6.375,COMPASS GROUP PLC,BBB,5757,5000,29/05/2012,1,29/05/2008,325,100.085,4.86,104.945,4.24,5,6.244,6.342,3.674,3.562,3.455,15.74,16.43
XS0148578692,7370148,,GBP,6.375,E.ON INTERNATIONAL FINANCE B.V.,A,7575,7000,29/05/2012,1,29/05/2008,500,102.645,4.86,107.505,4.24,5,5.57,5.647,3.683,3.583,3.486,15.89,16.69
XS0148579666,7370159,,GBP,6.375,E.ON INTERNATIONAL FINANCE B.V.,A,7575,7000,7/6/2032,1,7/6/2008,975,102.33,4.703,107.032,24.26,50,6.091,6.184,12.523,12.153,11.794,224.1,216.6
XS0149049560,3168325,,GBP,6.875,IMPERIAL TOBACCO FINANCE PLC,BBB,3785,3000,13/06/2012,1,13/06/2008,350,99.31,4.959,104.269,4.28,5,6.934,7.054,3.673,3.55,3.431,15.71,16.28
XS0150130879,3174935,,GBP,6.5,TATE & LYLE INT. FINANCE PLC,BBB,3577,3000,28/06/2012,1,28/06/2008,200,100.62,4.422,105.042,4.32,5,6.223,6.32,3.748,3.635,3.525,16.31,17
XS0155152951,7436750,,GBP,5.375,CARREFOUR,A,5337,5000,19/12/2012,1,19/12/2008,500,97.64,1.101,98.741,4.8,5,5.863,5.949,4.304,4.181,4.062,20.7,21.46
XS0156411935,3209484,,GBP,5.25,UNITED UTILITIES WATER PLC,A,7577,7000,22/01/2010,1,22/01/2009,150,99.675,0.588,100.263,1.89,3,5.356,5.428,1.838,1.79,1.743,4.12,4.74
XS0157632562,3219869,,GBP,6.125,DIXONS GROUP PLC,BBB,5379,5000,15/11/2012,1,15/11/2008,300,96.8,1.824,98.624,4.7,5,6.818,6.935,4.147,4.01,3.878,19.32,19.88
XS0158276708,7513255,,GBP,6.625,LAFARGE SA,BBB,2353,2000,29/11/2017,1,29/11/2008,200,95.92,1.72,97.64,9.74,10,7.09,7.216,7.304,7.054,6.813,62.76,61.72
XS0158739739,7516102,,GBP,7.375,DEUTSCHE TELEKOM INT FINANCE BV,A,6535,6000,4/12/2019,1,4/12/2008,250,103.785,1.814,105.599,11.75,15A,6.774,6.889,8.189,7.92,7.661,81.76,80.08
XS0159013142,3231971,,GBP,5.5,TESCO PLC,A,5337,5000,13/01/2033,1,13/01/2009,200,89.25,0.751,90.001,24.86,50,6.273,6.371,13.383,12.976,12.581,246.76,237.9
XS0160673264,3251173,,GBP,4.75,WAL-MART STORES INC,AA,5337,5000,29/01/2013,2,29/07/2008,498,97.03,0.449,97.479,4.91,5,5.447,5.521,4.405,4.289,4.175,21.77,22.61
XS0161361828,3249833,,GBP,5.75,GALLAHER GROUP PLC,A,3785,3000,6/2/2013,1,6/2/2009,250,97.78,0.408,98.188,4.93,5,6.189,6.285,4.407,4.275,4.147,21.6,22.27
XS0164678046,3266780,,GBP,4.75,NATIONAL GRID COMPANY PLC,A,7575,7000,10/12/2010,1,10/12/2008,250,97.135,1.09,98.225,2.77,3,5.807,5.891,2.634,2.56,2.488,8,8.73
XS0168054673,3289561,,GBP,5.375,UNITED UTILITIES WATER PLC,A,7577,7000,14/05/2018,1,14/05/2008,150,93.68,4.318,97.998,10.2,15A,6.133,6.227,7.683,7.455,7.233,70.62,69.89
XS0170731847,7612691,,GBP,4.625,RWE FINANCE BV,A,7575,7000,17/08/2010,1,17/08/2008,500,98.17,2.515,100.685,2.46,3,5.356,5.427,2.324,2.263,2.204,6.42,7.13
XS0171812547,3322239,,GBP,5.75,BAT INTERNATIONAL FINANCE PLC,BBB,3785,3000,9/12/2013,1,9/12/2008,350,97.555,1.335,98.89,5.77,7,6.166,6.261,4.998,4.848,4.703,28.02,28.59
XS0177703732,3363443,,GBP,5.125,ANGLO AMERICAN CAPITAL PLC,A,1775,1000,15/12/2010,1,15/12/2008,300,98.71,1.106,99.816,2.78,3,5.552,5.629,2.639,2.568,2.499,8.05,8.81
XS0177949145,3365256,,GBP,4.75,GE CAPITAL UK FUNDING,AAA,2727,2000,15/12/2010,1,15/12/2008,525,98.915,1.025,99.94,2.78,3,5.105,5.17,2.649,2.583,2.519,8.13,8.93
XS0184119898,7750438,,GBP,4.875,TOTAL CAPITAL,AA,537,1,23/12/2010,1,23/12/2008,600,99.96,0.946,100.906,2.81,3,4.825,4.884,2.669,2.606,2.544,8.26,9.09
XS0193942124,B01BGV4,,GBP,6.25,AUTOSTRADE SPA,A,2777,2000,9/6/2022,1,9/6/2008,500,97.715,4.577,102.292,14.27,15A,6.394,6.496,9.359,9.069,8.788,111.71,109.02
XS0199043778,B02JGH3,,GBP,5.625,AMERICAN EXPRESS CREDIT CORP,A,8773,8000,18/08/2009,1,18/08/2008,650,100.265,3.043,103.308,1.46,3,5.333,5.404,1.406,1.369,1.334,2.59,3.09
XS0200018876,B02MTY0,,GBP,5.5,GE CAPITAL UK FUNDING,AAA,2727,2000,7/12/2009,1,7/12/2008,450,100.81,1.307,102.117,1.76,3,4.933,4.994,1.71,1.669,1.629,3.65,4.25
XS0213823619,B06BW77,,GBP,5.125,GE CAPITAL UK FUNDING,AAA,2727,2000,3/3/2015,1,3/3/2009,500,94.81,0,94.81,7,10,5.968,6.057,6.026,5.851,5.682,40.28,40.66
XS0222998089,B0BRFG0,,GBP,5.625,TELECOM ITALIA SPA,BBB,6535,6000,29/12/2015,1,29/12/2008,500,90.625,0.999,91.624,7.82,10,7.105,7.231,6.401,6.181,5.969,46.2,45.87
XS0230363805,B0L4W04,,GBP,4.875,DEUTSCHE TELEKOM INT. FINANCE BV,A,6535,6000,23/09/2014,1,23/09/2008,250,91.285,2.158,93.443,6.56,7,6.441,6.545,5.602,5.427,5.258,35.23,35.54
XS0232037233,B0LWJR4,,GBP,5.375,ITV PLC,BBB,5553,5000,19/10/2015,1,19/10/2008,325,94.145,1.997,96.142,7.63,10,6.263,6.361,6.29,6.099,5.914,44.99,45.08
XS0236800412,B0RFG98,,GBP,5.25,FRANCE TELECOM,A,6535,6000,5/12/2025,1,5/12/2008,350,86.21,1.277,87.487,17.76,50,6.482,6.587,11.325,10.97,10.625,163.22,158.11
XS0241945582,B0X2G48,,GBP,5.375,TELEFONICA EMISIONES SAU,BBB,6535,6000,2/2/2026,1,2/2/2009,500,83.89,0.441,84.331,17.92,50,6.859,6.976,11.284,10.91,10.549,161.98,156.35
XS0241946044,B0X2CG2,,GBP,5.375,TELEFONICA EMISIONES SAU,BBB,6535,6000,2/2/2018,1,2/2/2009,750,89.18,0.441,89.621,9.92,10,6.801,6.917,7.772,7.516,7.269,69.16,68.09
XS0243520722,B0Y79W1,,GBP,5.125,BAA PLC,BBB,2777,2000,15/02/2023,1,15/02/2009,750,82.31,0.238,82.548,14.95,50,6.959,7.08,10.294,9.948,9.614,128.76,124.73
XS0245507453,B0ZC1D0,,GBP,4.625,HBOS PLC,AA,8355,8000,28/02/2011,1,28/02/2009,300,97.445,0.051,97.496,2.99,5,5.5,5.575,2.859,2.783,2.708,9.29,10.08
XS0247309569,B10SKN3,,GBP,5.5,BAT HOLDINGS (NETHERLANDS) BV,BBB,3785,3000,15/09/2016,1,15/09/2008,325,93.7,2.555,96.255,8.54,10,6.376,6.477,6.805,6.594,6.391,53.46,53.21
XS0247641763,B10SJN6,,GBP,4.75,GE CAPITAL UK FUNDING,AAA,2727,2000,15/03/2011,1,15/03/2008,400,98.58,4.594,103.174,3.03,5,5.2,5.267,2.766,2.696,2.628,9.11,9.91
XS0248392812,B11KHB5,,GBP,5,TESCO PLC,A,5337,5000,24/03/2023,1,24/03/2008,415,88.02,4.713,92.733,15.06,50,6.155,6.25,10.084,9.783,9.491,129.05,125.92
XS0249085852,B11Y5G8,,GBP,5.75,RENTOKIL INITIAL PLC,BBB,2791,2000,31/03/2016,1,31/03/2008,300,91.88,5.31,97.19,8.08,10,6.981,7.103,6.255,6.044,5.84,46.43,46.07
XS0249510149,B125RM0,,GBP,4.875,FONTERRA CO-OPERATIVE GROUP LTD,A,3577,3000,11/4/2013,1,11/4/2008,250,95.05,4.356,99.406,5.11,7,5.938,6.027,4.429,4.301,4.177,22.55,23.24
XS0254907388,,,GBP,5.875,TELECOM ITALIA SPA,BBB,6535,6000,19/05/2023,1,19/05/2008,400,88.125,4.639,92.764,15.21,50,7.055,7.18,9.625,9.297,8.98,120.08,116.22
XS0255429754,B15C814,,GBP,5.5,FRANCE TELECOM,A,6535,6000,24/05/2012,1,24/05/2008,250,97.76,4.268,102.028,4.22,5,6.019,6.11,3.722,3.613,3.508,16.02,16.75
XS0256243352,B15RL54,,GBP,5.25,NATIONAL GRID PLC,BBB,7575,7000,2/6/2011,1,2/6/2008,300,97.855,3.945,101.8,3.25,5,5.899,5.986,2.955,2.87,2.788,10.21,10.95
XS0263812231,,,GBP,5.75,DAIMLERCHRYSLER CANADA,BBB,3353,3000,10/8/2011,1,10/8/2008,300,98.625,3.236,101.861,3.44,5,6.099,6.192,3.12,3.028,2.938,11.25,11.97
XS0269903869,B1FQ225,,GBP,5.875,NEXT PLC,BBB,5371,5000,12/10/2016,1,12/10/2008,250,91.215,2.295,93.51,8.61,10,7.148,7.276,6.753,6.52,6.295,52.7,52.06
XS0271070525,B1FXJ25,,GBP,5.625,REED ELSEVIER INV. PLC,BBB,5557,5000,20/10/2016,1,20/10/2008,400,92.845,2.075,94.92,8.63,10,6.629,6.739,6.859,6.639,6.426,54.15,53.75
XS0271528993,B1FW9C2,,GBP,5.5,CENTRICA PLC,A,7573,7000,24/10/2016,1,24/10/2008,300,94.775,1.971,96.746,8.64,10,6.2,6.296,6.923,6.715,6.513,55.1,54.9
XS0271967308,B1G3LV7,,GBP,5.375,BEAR STEARNS CO INC,A,8777,8000,18/10/2013,1,18/10/2008,250,87.99,2.012,90.002,5.63,7,7.948,8.106,4.853,4.668,4.489,26.18,26.3
XS0272880815,,,GBP,5.125,RABOBANK NEDERLAND NV,AA,8355,8000,27/10/2014,1,27/10/2008,250,99.25,1.792,101.042,6.65,7,5.189,5.256,5.702,5.557,5.417,36.74,37.48
XS0274270817,B1GHMJ4,,GBP,5.625,COMPAGNIE DE SAINT GOBAIN SA,BBB,2353,2000,15/11/2024,1,15/11/2008,300,93.935,1.675,95.61,16.7,50,6.122,6.215,10.88,10.556,10.243,149.55,145.62
XS0274270908,B1GHKX4,,GBP,5.625,COMPAGNIE DE SAINT GOBAIN SA,BBB,2353,2000,15/12/2016,1,15/12/2008,300,92.945,1.214,94.159,8.78,10,6.6,6.709,7.014,6.79,6.573,56.25,55.79
XS0274830628,B1GRNQ8,,GBP,5.25,BMW FINANCE NV,A,3353,3000,21/11/2013,1,21/11/2008,300,95.005,1.477,96.482,5.72,7,6.214,6.311,4.997,4.846,4.7,27.9,28.45
XS0274925337,,,GBP,5.25,NATIONAL AUSTRALIA BANK LTD,AA,8355,8000,20/01/2010,1,20/01/2009,185,99.72,0.617,100.337,1.88,3,5.331,5.402,1.833,1.785,1.739,4.1,4.72
XS0275432358,B1H9SK2,,GBP,5.5,IMPERIAL TOBACCO FINANCE PLC,BBB,3785,3000,22/11/2016,1,22/11/2008,450,90.565,1.533,92.098,8.72,10,6.857,6.974,6.956,6.726,6.503,55.34,54.77
XS0276045951,B1HLZW9,,GBP,5.125,TOYOTA CREDIT CANADA INC,AAA,3353,3000,17/01/2012,1,17/01/2009,250,99.92,0.644,100.564,3.87,5,5.08,5.144,3.591,3.502,3.415,14.53,15.45
XS0276809927,B1HZB67,,GBP,4.75,EAST JAPAN RAILWAY CO,AA,5759,5000,8/12/2031,1,8/12/2008,350,90.14,1.116,91.256,23.77,50,5.428,5.502,14.063,13.691,13.329,262.65,255.27
XS0277662341,B1KDK72,,GBP,5.25,RIO TINTO FINANCE PLC,BBB,1775,1000,8/1/2010,1,8/1/2009,200,98.15,0.789,98.939,1.85,3,6.232,6.329,1.799,1.745,1.692,3.94,4.5
XS0279928385,B1L80T8,,GBP,5.888,TELEFONICA EMISIONES SAU,BBB,6535,6000,31/01/2014,1,31/01/2009,500,97.09,0.515,97.605,5.91,7,6.391,6.493,5.125,4.966,4.812,29.27,29.74
XS0284605036,,,GBP,5.5,TOTAL CAPITAL,AA,537,1,29/01/2013,1,29/01/2009,250,101.46,0.511,101.971,4.91,5,5.088,5.153,4.416,4.307,4.2,21.84,22.77
XS0287198500,B1RC6B8,,GBP,5.75,BP CAPITAL MARKETS PLC,AA,537,1,26/02/2010,1,26/02/2009,250,101.25,0.094,101.344,1.98,3,5.008,5.071,1.93,1.882,1.836,4.51,5.17
XS0289019761,B1SFPC0,,GBP,6,GLITNIR BANKI HF,A,8355,8000,5/3/2012,1,5/3/2008,300,100.275,5.967,106.242,4.01,5,5.835,5.921,3.472,3.373,3.278,14.29,15.04
XS0291949120,B1V7LB4,,GBP,5.5,AT&T INC,A,6535,6000,15/03/2027,1,15/03/2008,600,86.045,5.32,91.365,19.03,50,6.719,6.831,11.018,10.66,10.313,165.63,159.87
XS0293893813,B1VPV18,,GBP,5.875,MARKS & SPENCER PLC,BBB,5373,5000,29/05/2012,1,29/05/2008,400,97.345,5.46,102.805,4.24,5,6.494,6.6,3.671,3.556,3.444,15.72,16.37
XS0299141332,B1WMT36,,GBP,6,LEHMAN BROTHERS HOLDINGS INC,A,8777,8000,25/01/2013,1,25/01/2009,300,95.41,0.623,96.033,4.9,5,7.016,7.139,4.347,4.199,4.057,20.95,21.45
XS0301676861,B1XGNN5,,GBP,6,BRITISH SKY BROADCASTING GROUP PLC,BBB,5553,5000,21/05/2027,1,21/05/2008,300,95.41,4.705,100.115,19.22,50,6.32,6.42,11.179,10.837,10.505,169.17,163.9
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