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

Name,Index Value,Coupon,Yield - Semi-Annual,Yield - Annual,Time to Maturity,Macaulay Duration,Mod. Duration - Semi-Annual,Mod. Duration - Annual,Convexity - Semi-Annual,Convexity - Annual,Nominal Amount,Number of Bonds,Weighting
GBCORPTOP,94.626,5.983,6.067,6.158,10.317,6.835,6.634,6.438,81.463,79.84,48331,142,100
GBCORPTOPP,118.96,5.983,6.067,6.158,10.317,6.835,6.634,6.438,81.463,79.84,48331,142,100
GBCORPTOP3,95.408,5.629,5.443,5.516,1.966,1.866,1.817,1.769,4.596,5.2,8382,29,17.5
GBCORPTOPP3,120.842,5.629,5.443,5.516,1.966,1.866,1.817,1.769,4.596,5.2,8382,29,17.5
GBCORPTOP5,96.303,6.041,5.955,6.043,4.183,3.7,3.593,3.489,15.945,16.68,9198,27,19.4
GBCORPTOPP5,120.524,6.041,5.955,6.043,4.183,3.7,3.593,3.489,15.945,16.68,9198,27,19.4
GBCORPTOP7,94.287,6.222,6.226,6.322,5.745,4.847,4.7,4.558,27.143,27.67,4221,14,8.8
GBCORPTOPP7,119.034,6.222,6.226,6.322,5.745,4.847,4.7,4.558,27.143,27.67,4221,14,8.8
GBCORPTOP10,92.474,6.225,6.479,6.583,8.701,6.793,6.58,6.373,53.996,53.65,7775,24,15.8
GBCORPTOPP10,117.561,6.225,6.479,6.583,8.701,6.793,6.58,6.373,53.996,53.65,7775,24,15.8
GBCORPTOP30,93.542,5.958,6.015,6.104,18.757,11.157,10.831,10.515,173.375,168.52,18755,48,38.4
GBCORPTOPP30,117.017,5.958,6.015,6.104,18.757,11.157,10.831,10.515,173.375,168.52,18755,48,38.4
GBCORPTOP5A,96.042,5.845,5.794,5.877,3.126,2.829,2.749,2.672,10.552,11.22,17580,56,36.9
GBCORPTOPP5A,120.868,5.845,5.794,5.877,3.126,2.829,2.749,2.672,10.552,11.22,17580,56,36.9
GBCORPTOP10A,93.229,6.224,6.407,6.509,7.661,6.096,5.907,5.723,44.377,44.34,11996,38,24.7
GBCORPTOPP10A,118.194,6.224,6.407,6.509,7.661,6.096,5.907,5.723,44.377,44.34,11996,38,24.7
GBCORPTOP15,92.805,6.254,6.251,6.348,9.349,7.041,6.827,6.62,62.606,62.01,17691,54,36.8
GBCORPTOPP15,117.55,6.254,6.251,6.348,9.349,7.041,6.827,6.62,62.606,62.01,17691,54,36.8
GBCORPTOP15A,91.825,6.318,6.036,6.126,12.905,8.959,8.696,8.442,99.623,97.87,5695,16,12.2
GBCORPTOPP15A,116.155,6.318,6.036,6.126,12.905,8.959,8.696,8.442,99.623,97.87,5695,16,12.2
GBCORPTOP50,93.713,5.801,6.007,6.097,21.309,12.173,11.818,11.474,207.486,201.2,13060,32,26.3
GBCORPTOPP50,116.735,5.801,6.007,6.097,21.309,12.173,11.818,11.474,207.486,201.2,13060,32,26.3
GBCORPTOPAAA,97.639,5.443,5.279,5.348,13.43,8.473,8.255,8.043,129.376,126.81,7295,16,15.2
GBCORPTOPPAAA,119.907,5.443,5.279,5.348,13.43,8.473,8.255,8.043,129.376,126.81,7295,16,15.2
GBCORPTOPAA,98.683,5.417,5.611,5.689,7.744,5.338,5.193,5.051,59.23,58.36,4893,14,10.1
GBCORPTOPPAA,121.788,5.417,5.611,5.689,7.744,5.338,5.193,5.051,59.23,58.36,4893,14,10.1
GBCORPTOPA,91.878,5.988,6.145,6.239,11.337,7.244,7.028,6.818,90.589,88.48,17947,53,37.4
GBCORPTOPPA,115.695,5.988,6.145,6.239,11.337,7.244,7.028,6.818,90.589,88.48,17947,53,37.4
GBCORPTOPBBB,92.381,6.346,6.527,6.633,8.755,6.16,5.965,5.777,58.752,57.79,18196,59,37.3
GBCORPTOPPBBB,118.085,6.346,6.527,6.633,8.755,6.16,5.965,5.777,58.752,57.79,18196,59,37.3
GBCORPTOPI0,96.802,5.86,5.757,5.839,7.032,5.007,4.867,4.731,51.983,51.22,1900,6,4.1
GBCORPTOPPI0,121.051,5.86,5.757,5.839,7.032,5.007,4.867,4.731,51.983,51.22,1900,6,4.1
GBCORPTOPI1,96.349,6.073,6.229,6.325,4.318,3.636,3.526,3.419,20.836,21.18,1421,7,3
GBCORPTOPPI1,122.173,6.073,6.229,6.325,4.318,3.636,3.526,3.419,20.836,21.18,1421,7,3
GBCORPTOPI2,95.003,5.971,5.673,5.752,12.316,7.888,7.67,7.459,108.958,106.78,11005,30,23.1
GBCORPTOPPI2,118.54,5.971,5.673,5.752,12.316,7.888,7.67,7.459,108.958,106.78,11005,30,23.1
GBCORPTOPI3,85.064,6.119,6.302,6.401,7.401,5.497,5.329,5.167,48.235,47.77,5350,19,11
GBCORPTOPPI3,107.996,6.119,6.302,6.401,7.401,5.497,5.329,5.167,48.235,47.77,5350,19,11
GBCORPTOPI4,95.237,5.25,5.574,5.652,25.795,13.994,13.614,13.245,272.209,263.91,1000,1,2
GBCORPTOPPI4,117.789,5.25,5.574,5.652,25.795,13.994,13.614,13.245,272.209,263.91,1000,1,2
GBCORPTOPI5,97.779,5.929,6.224,6.32,8.495,5.982,5.801,5.626,59.59,58.74,7380,25,15
GBCORPTOPPI5,123.336,5.929,6.224,6.32,8.495,5.982,5.801,5.626,59.59,58.74,7380,25,15
GBCORPTOPI6,90.305,6.138,6.751,6.865,12.722,8.229,7.961,7.701,95.886,93.29,6425,15,12.6
GBCORPTOPPI6,115.244,6.138,6.751,6.865,12.722,8.229,7.961,7.701,95.886,93.29,6425,15,12.6
GBCORPTOPI7,95.547,6.059,6.051,6.143,11.987,7.625,7.401,7.184,97.434,95.14,8220,22,17.4
GBCORPTOPPI7,119.481,6.059,6.051,6.143,11.987,7.625,7.401,7.184,97.434,95.14,8220,22,17.4
GBCORPTOPI8,95.507,5.807,5.944,6.032,6.264,4.692,4.557,4.425,41.102,40.83,5630,17,11.8
GBCORPTOPPI8,120.18,5.807,5.944,6.032,6.264,4.692,4.557,4.425,41.102,40.83,5630,17,11.8
GBCORPTOPNFI,94.499,6.006,6.078,6.169,10.852,7.122,6.912,6.708,86.865,85.06,42701,125,88.2
GBCORPTOPPNFI,118.782,6.006,6.078,6.169,10.852,7.122,6.912,6.708,86.865,85.06,42701,125,88.2
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