27/02/2008 (C) FTSE International Limited 2008. All Rights Reserved,,,,,,,,,,,,,,,,,,,,,,,
FTSE Constituents - UK Gilts:,,,,,,,,,,,,,,,,,,,,,,,

1,28/02/2008,3173415,TREASURY,5,2008-08,14928000,7/9/2007,7/3/2008,1,0.04396,-8,-0.10989,100,99.89011,99.89152,0.02198,5.07,14911595604,13.68,4.15,0,0,0
1,28/02/2008,3278592,TREASURY,4,2009-09,17141000,7/9/2007,7/3/2008,1,0.04396,-8,-0.08791,99.61,99.52209,99.91299,1.02198,4.4,17059081089,15.64,4.75,1.01,0.99,1.03
1,28/02/2008,304263,TREASURY,5.75,2009,12124000,7/12/2007,7/6/2008,0,0.54645,83,1.30396,102.46,103.76396,101.29387,1.77322,4.29,12580342722,11.54,3.51,1.69,1.66,2.95
1,28/02/2008,B033027,TREASURY,4.75,2010-10,12900000,7/12/2007,7/6/2008,0,0.54645,83,1.07719,101.02,102.09719,101.07028,2.27322,4.27,13170536967,12.08,3.67,2.16,2.12,4.83
1,28/02/2008,889016,TREASURY,6.25,2010-10,5256000,25/11/2007,25/05/2008,0,0.47802,95,1.63118,105.12,106.75118,101.61918,2.73901,4.25,5610842090,5.15,1.56,2.53,2.48,6.74
1,28/02/2008,B0LNX64,TREASURY,4.25,2011-11,13886000,7/9/2007,7/3/2008,1,0.04396,-8,-0.09341,99.68,99.58659,99.90761,3.02198,4.36,13828594360,12.68,3.85,2.87,2.81,8.49
1,28/02/2008,221522,CONVERSION,9,2011-11,5720000,12/1/2008,12/7/2008,0,0.74176,47,1.16209,114.33,115.49209,101.14318,3.37088,4.38,6606147429,6.06,1.84,2.98,2.92,9.59
1,28/02/2008,3046874,TREASURY,5,2012-12,14147000,7/9/2007,7/3/2008,1,0.04396,-8,-0.10989,102.34,102.23011,99.89152,4.02198,4.36,14462493646,13.26,4.03,3.7,3.62,14.41
1,28/02/2008,B1L6WG3,TREASURY,5.25,2012-12,10351000,7/12/2007,7/6/2008,0,0.54645,83,1.19057,103.25,104.44057,101.18215,4.27322,4.41,10810643791,9.91,3.01,3.85,3.77,15.85
2,28/02/2008,892188,TREASURY,8,2013-13,6553000,27/09/2007,27/03/2008,0,0.15385,154,3.38462,116.93,120.31462,103.37436,5.57692,4.53,7884216746,6.92,2.2,4.56,4.46,23.74
2,28/02/2008,3182950,TREASURY,5,2014-14,13834000,7/9/2007,7/3/2008,1,0.04396,-8,-0.10989,102.46,102.35011,99.89152,6.52198,4.56,14159114202,12.42,3.95,5.66,5.54,35
2,28/02/2008,3328033,TREASURY,4.75,2015-15,13782000,7/9/2007,7/3/2008,1,0.04396,-8,-0.1044,100.72,100.6156,99.89688,7.52198,4.64,13866842598,12.17,3.86,6.42,6.28,45.5
2,28/02/2008,888154,TREASURY,8,2015-15,7820000,7/12/2007,7/6/2008,0,0.54645,83,1.81421,121.24,123.05421,101.79478,7.77322,4.7,9622839038,8.44,2.68,6.04,5.9,42.69
2,28/02/2008,B0V3WX4,TREASURY,4,2016-16,13633000,7/9/2007,7/3/2008,1,0.04396,-8,-0.08791,95.35,95.26209,99.91299,8.52198,4.67,12987080445,11.39,3.62,7.28,7.11,58.44
2,28/02/2008,893114,TREASURY,8.75,2017-17,8216000,25/02/2008,25/08/2008,0,0.98352,3,0.07212,130.23,130.30212,100.07061,9.49176,4.76,10705621800,9.39,2.98,7.02,6.86,58.99
2,28/02/2008,B1VWPC8,TREASURY,5,2018-18,10074000,7/9/2007,7/3/2008,1,0.04396,-8,-0.10989,102.42,102.31011,99.89152,10.02198,4.69,10306720470,9.04,2.87,8.04,7.86,74.06
2,28/02/2008,B058DQ5,TREASURY,4.75,2020-20,10849000,7/9/2007,7/3/2008,1,0.04396,-8,-0.1044,100.18,100.0756,99.89688,12.02198,4.73,10857202321,9.53,3.03,9.31,9.09,101.46
2,28/02/2008,999799,TREASURY,8,2021-21,17746000,7/12/2007,7/6/2008,0,0.54645,83,1.81421,131.14,132.95421,101.79478,13.27322,4.8,23594053690,20.7,6.57,8.95,8.74,101.51
3,28/02/2008,3088069,TREASURY,5,2025-25,16348000,7/9/2007,7/3/2008,1,0.04396,-8,-0.10989,103.2,103.09011,99.89152,17.02198,4.72,16853171165,12.54,4.7,11.76,11.49,173.02
3,28/02/2008,B16NNR7,TREASURY,4.25,2027-27,13633000,7/12/2007,7/6/2008,0,0.54645,83,0.9638,94.06,95.0238,100.95826,19.77322,4.71,12954594356,9.64,3.61,13.22,12.91,224.21
3,28/02/2008,240419,TREASURY,6,2028,12462000,7/12/2007,7/6/2008,0,0.54645,83,1.36066,116.59,117.95066,101.34967,20.77322,4.74,14699010718,10.94,4.1,12.66,12.37,215.14
3,28/02/2008,B24FF09,TREASURY,4.75,2030-30,6817000,7/12/2007,7/6/2008,0,0.54645,83,1.07719,100.62,101.69719,101.07028,22.77322,4.7,6932697155,5.16,1.93,14.03,13.71,263.93
3,28/02/2008,489308,TREASURY,4.25,2032-32,17497000,7/12/2007,7/6/2008,0,0.54645,83,0.9638,94.33,95.2938,100.95826,24.27322,4.64,16673555804,12.41,4.65,14.93,14.6,299.69
3,28/02/2008,3245239,TREASURY,4.25,2036-36,15822000,7/9/2007,7/3/2008,1,0.04396,-8,-0.09341,94.93,94.83659,99.90761,28.02198,4.57,15005045809,11.16,4.18,16.33,15.97,366.96
3,28/02/2008,B00NY17,TREASURY,4.75,2038-38,15105000,7/12/2007,7/6/2008,0,0.54645,83,1.07719,103.19,104.26719,101.07028,30.77322,4.56,15749558414,11.72,4.39,16.52,16.16,392.43
3,28/02/2008,B1VWPJ5,TREASURY,4.5,2042-42,10584000,7/12/2007,7/6/2008,0,0.54645,83,1.02049,99.44,100.46049,101.01429,34.77322,4.53,10632738452,7.91,2.96,17.66,17.27,461.22
3,28/02/2008,B128DP4,TREASURY,4.25,2046-46,13886000,7/12/2007,7/6/2008,0,0.54645,83,0.9638,95.63,96.5938,100.95826,38.77322,4.49,13413014764,9.98,3.74,18.72,18.31,531.22
3,28/02/2008,B06YGN0,TREASURY,4.25,2055-55,11716000,7/12/2007,7/6/2008,0,0.54645,83,0.9638,97.03,97.9938,100.95826,47.77322,4.4,11480953352,8.54,3.2,20.25,19.81,657.25
4,28/02/2008,938628,WAR LOAN,3.5,0000-00,1939000,1/12/2007,1/6/2008,0,0.51366,89,0.85109,75.66,76.51109,0,9999,4.63,1483550091,100,0.41,21.88,21.38,956.71
5,28/02/2008,3173415,TREASURY,5,2008-08,14928000,7/9/2007,7/3/2008,1,0.04396,-8,-0.10989,100,99.89011,99.89152,0.02198,5.07,14911595604,4.15,4.15,0,0,0
5,28/02/2008,3278592,TREASURY,4,2009-09,17141000,7/9/2007,7/3/2008,1,0.04396,-8,-0.08791,99.61,99.52209,99.91299,1.02198,4.4,17059081089,4.75,4.75,1.01,0.99,1.03
5,28/02/2008,304263,TREASURY,5.75,2009,12124000,7/12/2007,7/6/2008,0,0.54645,83,1.30396,102.46,103.76396,101.29387,1.77322,4.29,12580342722,3.51,3.51,1.69,1.66,2.95
5,28/02/2008,B033027,TREASURY,4.75,2010-10,12900000,7/12/2007,7/6/2008,0,0.54645,83,1.07719,101.02,102.09719,101.07028,2.27322,4.27,13170536967,3.67,3.67,2.16,2.12,4.83
5,28/02/2008,889016,TREASURY,6.25,2010-10,5256000,25/11/2007,25/05/2008,0,0.47802,95,1.63118,105.12,106.75118,101.61918,2.73901,4.25,5610842090,1.56,1.56,2.53,2.48,6.74
5,28/02/2008,B0LNX64,TREASURY,4.25,2011-11,13886000,7/9/2007,7/3/2008,1,0.04396,-8,-0.09341,99.68,99.58659,99.90761,3.02198,4.36,13828594360,3.85,3.85,2.87,2.81,8.49
5,28/02/2008,221522,CONVERSION,9,2011-11,5720000,12/1/2008,12/7/2008,0,0.74176,47,1.16209,114.33,115.49209,101.14318,3.37088,4.38,6606147429,1.84,1.84,2.98,2.92,9.59
5,28/02/2008,3046874,TREASURY,5,2012-12,14147000,7/9/2007,7/3/2008,1,0.04396,-8,-0.10989,102.34,102.23011,99.89152,4.02198,4.36,14462493646,4.03,4.03,3.7,3.62,14.41
5,28/02/2008,B1L6WG3,TREASURY,5.25,2012-12,10351000,7/12/2007,7/6/2008,0,0.54645,83,1.19057,103.25,104.44057,101.18215,4.27322,4.41,10810643791,3.01,3.01,3.85,3.77,15.85
5,28/02/2008,892188,TREASURY,8,2013-13,6553000,27/09/2007,27/03/2008,0,0.15385,154,3.38462,116.93,120.31462,103.37436,5.57692,4.53,7884216746,2.2,2.2,4.56,4.46,23.74
5,28/02/2008,3182950,TREASURY,5,2014-14,13834000,7/9/2007,7/3/2008,1,0.04396,-8,-0.10989,102.46,102.35011,99.89152,6.52198,4.56,14159114202,3.95,3.95,5.66,5.54,35
5,28/02/2008,3328033,TREASURY,4.75,2015-15,13782000,7/9/2007,7/3/2008,1,0.04396,-8,-0.1044,100.72,100.6156,99.89688,7.52198,4.64,13866842598,3.86,3.86,6.42,6.28,45.5
5,28/02/2008,888154,TREASURY,8,2015-15,7820000,7/12/2007,7/6/2008,0,0.54645,83,1.81421,121.24,123.05421,101.79478,7.77322,4.7,9622839038,2.68,2.68,6.04,5.9,42.69
5,28/02/2008,B0V3WX4,TREASURY,4,2016-16,13633000,7/9/2007,7/3/2008,1,0.04396,-8,-0.08791,95.35,95.26209,99.91299,8.52198,4.67,12987080445,3.62,3.62,7.28,7.11,58.44
5,28/02/2008,893114,TREASURY,8.75,2017-17,8216000,25/02/2008,25/08/2008,0,0.98352,3,0.07212,130.23,130.30212,100.07061,9.49176,4.76,10705621800,2.98,2.98,7.02,6.86,58.99
5,28/02/2008,B1VWPC8,TREASURY,5,2018-18,10074000,7/9/2007,7/3/2008,1,0.04396,-8,-0.10989,102.42,102.31011,99.89152,10.02198,4.69,10306720470,2.87,2.87,8.04,7.86,74.06
5,28/02/2008,B058DQ5,TREASURY,4.75,2020-20,10849000,7/9/2007,7/3/2008,1,0.04396,-8,-0.1044,100.18,100.0756,99.89688,12.02198,4.73,10857202321,3.03,3.03,9.31,9.09,101.46
5,28/02/2008,999799,TREASURY,8,2021-21,17746000,7/12/2007,7/6/2008,0,0.54645,83,1.81421,131.14,132.95421,101.79478,13.27322,4.8,23594053690,6.57,6.57,8.95,8.74,101.51
5,28/02/2008,3088069,TREASURY,5,2025-25,16348000,7/9/2007,7/3/2008,1,0.04396,-8,-0.10989,103.2,103.09011,99.89152,17.02198,4.72,16853171165,4.7,4.7,11.76,11.49,173.02
5,28/02/2008,B16NNR7,TREASURY,4.25,2027-27,13633000,7/12/2007,7/6/2008,0,0.54645,83,0.9638,94.06,95.0238,100.95826,19.77322,4.71,12954594356,3.61,3.61,13.22,12.91,224.21
5,28/02/2008,240419,TREASURY,6,2028,12462000,7/12/2007,7/6/2008,0,0.54645,83,1.36066,116.59,117.95066,101.34967,20.77322,4.74,14699010718,4.1,4.1,12.66,12.37,215.14
5,28/02/2008,B24FF09,TREASURY,4.75,2030-30,6817000,7/12/2007,7/6/2008,0,0.54645,83,1.07719,100.62,101.69719,101.07028,22.77322,4.7,6932697155,1.93,1.93,14.03,13.71,263.93
5,28/02/2008,489308,TREASURY,4.25,2032-32,17497000,7/12/2007,7/6/2008,0,0.54645,83,0.9638,94.33,95.2938,100.95826,24.27322,4.64,16673555804,4.65,4.65,14.93,14.6,299.69
5,28/02/2008,3245239,TREASURY,4.25,2036-36,15822000,7/9/2007,7/3/2008,1,0.04396,-8,-0.09341,94.93,94.83659,99.90761,28.02198,4.57,15005045809,4.18,4.18,16.33,15.97,366.96
5,28/02/2008,B00NY17,TREASURY,4.75,2038-38,15105000,7/12/2007,7/6/2008,0,0.54645,83,1.07719,103.19,104.26719,101.07028,30.77322,4.56,15749558414,4.39,4.39,16.52,16.16,392.43
5,28/02/2008,B1VWPJ5,TREASURY,4.5,2042-42,10584000,7/12/2007,7/6/2008,0,0.54645,83,1.02049,99.44,100.46049,101.01429,34.77322,4.53,10632738452,2.96,2.96,17.66,17.27,461.22
5,28/02/2008,B128DP4,TREASURY,4.25,2046-46,13886000,7/12/2007,7/6/2008,0,0.54645,83,0.9638,95.63,96.5938,100.95826,38.77322,4.49,13413014764,3.74,3.74,18.72,18.31,531.22
5,28/02/2008,B06YGN0,TREASURY,4.25,2055-55,11716000,7/12/2007,7/6/2008,0,0.54645,83,0.9638,97.03,97.9938,100.95826,47.77322,4.4,11480953352,3.2,3.2,20.25,19.81,657.25
5,28/02/2008,938628,WAR LOAN,3.5,0000-00,1939000,1/12/2007,1/6/2008,0,0.51366,89,0.85109,75.66,76.51109,0,9999,4.63,1483550091,0.41,0.41,21.88,21.38,956.71
6,28/02/2008,892188,TREASURY,8,2013-13,6553000,27/09/2007,27/03/2008,0,0.15385,154,3.38462,116.93,120.31462,103.37436,5.57692,4.53,7884216746,11.39,2.2,4.56,4.46,23.74
6,28/02/2008,3182950,TREASURY,5,2014-14,13834000,7/9/2007,7/3/2008,1,0.04396,-8,-0.10989,102.46,102.35011,99.89152,6.52198,4.56,14159114202,20.45,3.95,5.66,5.54,35
6,28/02/2008,3328033,TREASURY,4.75,2015-15,13782000,7/9/2007,7/3/2008,1,0.04396,-8,-0.1044,100.72,100.6156,99.89688,7.52198,4.64,13866842598,20.03,3.86,6.42,6.28,45.5
6,28/02/2008,888154,TREASURY,8,2015-15,7820000,7/12/2007,7/6/2008,0,0.54645,83,1.81421,121.24,123.05421,101.79478,7.77322,4.7,9622839038,13.9,2.68,6.04,5.9,42.69
6,28/02/2008,B0V3WX4,TREASURY,4,2016-16,13633000,7/9/2007,7/3/2008,1,0.04396,-8,-0.08791,95.35,95.26209,99.91299,8.52198,4.67,12987080445,18.76,3.62,7.28,7.11,58.44
6,28/02/2008,893114,TREASURY,8.75,2017-17,8216000,25/02/2008,25/08/2008,0,0.98352,3,0.07212,130.23,130.30212,100.07061,9.49176,4.76,10705621800,15.46,2.98,7.02,6.86,58.99
7,28/02/2008,B1VWPC8,TREASURY,5,2018-18,10074000,7/9/2007,7/3/2008,1,0.04396,-8,-0.10989,102.42,102.31011,99.89152,10.02198,4.69,10306720470,23.03,2.87,8.04,7.86,74.06
7,28/02/2008,B058DQ5,TREASURY,4.75,2020-20,10849000,7/9/2007,7/3/2008,1,0.04396,-8,-0.1044,100.18,100.0756,99.89688,12.02198,4.73,10857202321,24.26,3.03,9.31,9.09,101.46
7,28/02/2008,999799,TREASURY,8,2021-21,17746000,7/12/2007,7/6/2008,0,0.54645,83,1.81421,131.14,132.95421,101.79478,13.27322,4.8,23594053690,52.71,6.57,8.95,8.74,101.51
8,28/02/2008,3173415,TREASURY,5,2008-08,14928000,7/9/2007,7/3/2008,1,0.04396,-8,-0.10989,100,99.89011,99.89152,0.02198,5.07,14911595604,6.69,4.15,0,0,0
8,28/02/2008,3278592,TREASURY,4,2009-09,17141000,7/9/2007,7/3/2008,1,0.04396,-8,-0.08791,99.61,99.52209,99.91299,1.02198,4.4,17059081089,7.65,4.75,1.01,0.99,1.03
8,28/02/2008,304263,TREASURY,5.75,2009,12124000,7/12/2007,7/6/2008,0,0.54645,83,1.30396,102.46,103.76396,101.29387,1.77322,4.29,12580342722,5.64,3.51,1.69,1.66,2.95
8,28/02/2008,B033027,TREASURY,4.75,2010-10,12900000,7/12/2007,7/6/2008,0,0.54645,83,1.07719,101.02,102.09719,101.07028,2.27322,4.27,13170536967,5.91,3.67,2.16,2.12,4.83
8,28/02/2008,889016,TREASURY,6.25,2010-10,5256000,25/11/2007,25/05/2008,0,0.47802,95,1.63118,105.12,106.75118,101.61918,2.73901,4.25,5610842090,2.52,1.56,2.53,2.48,6.74
8,28/02/2008,B0LNX64,TREASURY,4.25,2011-11,13886000,7/9/2007,7/3/2008,1,0.04396,-8,-0.09341,99.68,99.58659,99.90761,3.02198,4.36,13828594360,6.2,3.85,2.87,2.81,8.49
8,28/02/2008,221522,CONVERSION,9,2011-11,5720000,12/1/2008,12/7/2008,0,0.74176,47,1.16209,114.33,115.49209,101.14318,3.37088,4.38,6606147429,2.96,1.84,2.98,2.92,9.59
8,28/02/2008,3046874,TREASURY,5,2012-12,14147000,7/9/2007,7/3/2008,1,0.04396,-8,-0.10989,102.34,102.23011,99.89152,4.02198,4.36,14462493646,6.48,4.03,3.7,3.62,14.41
8,28/02/2008,B1L6WG3,TREASURY,5.25,2012-12,10351000,7/12/2007,7/6/2008,0,0.54645,83,1.19057,103.25,104.44057,101.18215,4.27322,4.41,10810643791,4.85,3.01,3.85,3.77,15.85
8,28/02/2008,892188,TREASURY,8,2013-13,6553000,27/09/2007,27/03/2008,0,0.15385,154,3.38462,116.93,120.31462,103.37436,5.57692,4.53,7884216746,3.54,2.2,4.56,4.46,23.74
8,28/02/2008,3182950,TREASURY,5,2014-14,13834000,7/9/2007,7/3/2008,1,0.04396,-8,-0.10989,102.46,102.35011,99.89152,6.52198,4.56,14159114202,6.35,3.95,5.66,5.54,35
8,28/02/2008,3328033,TREASURY,4.75,2015-15,13782000,7/9/2007,7/3/2008,1,0.04396,-8,-0.1044,100.72,100.6156,99.89688,7.52198,4.64,13866842598,6.22,3.86,6.42,6.28,45.5
8,28/02/2008,888154,TREASURY,8,2015-15,7820000,7/12/2007,7/6/2008,0,0.54645,83,1.81421,121.24,123.05421,101.79478,7.77322,4.7,9622839038,4.31,2.68,6.04,5.9,42.69
8,28/02/2008,B0V3WX4,TREASURY,4,2016-16,13633000,7/9/2007,7/3/2008,1,0.04396,-8,-0.08791,95.35,95.26209,99.91299,8.52198,4.67,12987080445,5.82,3.62,7.28,7.11,58.44
8,28/02/2008,893114,TREASURY,8.75,2017-17,8216000,25/02/2008,25/08/2008,0,0.98352,3,0.07212,130.23,130.30212,100.07061,9.49176,4.76,10705621800,4.8,2.98,7.02,6.86,58.99
8,28/02/2008,B1VWPC8,TREASURY,5,2018-18,10074000,7/9/2007,7/3/2008,1,0.04396,-8,-0.10989,102.42,102.31011,99.89152,10.02198,4.69,10306720470,4.62,2.87,8.04,7.86,74.06
8,28/02/2008,B058DQ5,TREASURY,4.75,2020-20,10849000,7/9/2007,7/3/2008,1,0.04396,-8,-0.1044,100.18,100.0756,99.89688,12.02198,4.73,10857202321,4.87,3.03,9.31,9.09,101.46
8,28/02/2008,999799,TREASURY,8,2021-21,17746000,7/12/2007,7/6/2008,0,0.54645,83,1.81421,131.14,132.95421,101.79478,13.27322,4.8,23594053690,10.58,6.57,8.95,8.74,101.51
9,28/02/2008,3173415,TREASURY,5,2008-08,14928000,7/9/2007,7/3/2008,1,0.04396,-8,-0.10989,100,99.89011,99.89152,0.02198,5.07,14911595604,5.9,4.15,0,0,0
9,28/02/2008,3278592,TREASURY,4,2009-09,17141000,7/9/2007,7/3/2008,1,0.04396,-8,-0.08791,99.61,99.52209,99.91299,1.02198,4.4,17059081089,6.75,4.75,1.01,0.99,1.03
9,28/02/2008,304263,TREASURY,5.75,2009,12124000,7/12/2007,7/6/2008,0,0.54645,83,1.30396,102.46,103.76396,101.29387,1.77322,4.29,12580342722,4.98,3.51,1.69,1.66,2.95
9,28/02/2008,B033027,TREASURY,4.75,2010-10,12900000,7/12/2007,7/6/2008,0,0.54645,83,1.07719,101.02,102.09719,101.07028,2.27322,4.27,13170536967,5.21,3.67,2.16,2.12,4.83
9,28/02/2008,889016,TREASURY,6.25,2010-10,5256000,25/11/2007,25/05/2008,0,0.47802,95,1.63118,105.12,106.75118,101.61918,2.73901,4.25,5610842090,2.22,1.56,2.53,2.48,6.74
9,28/02/2008,B0LNX64,TREASURY,4.25,2011-11,13886000,7/9/2007,7/3/2008,1,0.04396,-8,-0.09341,99.68,99.58659,99.90761,3.02198,4.36,13828594360,5.47,3.85,2.87,2.81,8.49
9,28/02/2008,221522,CONVERSION,9,2011-11,5720000,12/1/2008,12/7/2008,0,0.74176,47,1.16209,114.33,115.49209,101.14318,3.37088,4.38,6606147429,2.61,1.84,2.98,2.92,9.59
9,28/02/2008,3046874,TREASURY,5,2012-12,14147000,7/9/2007,7/3/2008,1,0.04396,-8,-0.10989,102.34,102.23011,99.89152,4.02198,4.36,14462493646,5.72,4.03,3.7,3.62,14.41
9,28/02/2008,B1L6WG3,TREASURY,5.25,2012-12,10351000,7/12/2007,7/6/2008,0,0.54645,83,1.19057,103.25,104.44057,101.18215,4.27322,4.41,10810643791,4.28,3.01,3.85,3.77,15.85
9,28/02/2008,892188,TREASURY,8,2013-13,6553000,27/09/2007,27/03/2008,0,0.15385,154,3.38462,116.93,120.31462,103.37436,5.57692,4.53,7884216746,3.12,2.2,4.56,4.46,23.74
9,28/02/2008,3182950,TREASURY,5,2014-14,13834000,7/9/2007,7/3/2008,1,0.04396,-8,-0.10989,102.46,102.35011,99.89152,6.52198,4.56,14159114202,5.6,3.95,5.66,5.54,35
9,28/02/2008,3328033,TREASURY,4.75,2015-15,13782000,7/9/2007,7/3/2008,1,0.04396,-8,-0.1044,100.72,100.6156,99.89688,7.52198,4.64,13866842598,5.48,3.86,6.42,6.28,45.5
9,28/02/2008,888154,TREASURY,8,2015-15,7820000,7/12/2007,7/6/2008,0,0.54645,83,1.81421,121.24,123.05421,101.79478,7.77322,4.7,9622839038,3.81,2.68,6.04,5.9,42.69
9,28/02/2008,B0V3WX4,TREASURY,4,2016-16,13633000,7/9/2007,7/3/2008,1,0.04396,-8,-0.08791,95.35,95.26209,99.91299,8.52198,4.67,12987080445,5.14,3.62,7.28,7.11,58.44
9,28/02/2008,893114,TREASURY,8.75,2017-17,8216000,25/02/2008,25/08/2008,0,0.98352,3,0.07212,130.23,130.30212,100.07061,9.49176,4.76,10705621800,4.23,2.98,7.02,6.86,58.99
9,28/02/2008,B1VWPC8,TREASURY,5,2018-18,10074000,7/9/2007,7/3/2008,1,0.04396,-8,-0.10989,102.42,102.31011,99.89152,10.02198,4.69,10306720470,4.08,2.87,8.04,7.86,74.06
9,28/02/2008,B058DQ5,TREASURY,4.75,2020-20,10849000,7/9/2007,7/3/2008,1,0.04396,-8,-0.1044,100.18,100.0756,99.89688,12.02198,4.73,10857202321,4.29,3.03,9.31,9.09,101.46
9,28/02/2008,999799,TREASURY,8,2021-21,17746000,7/12/2007,7/6/2008,0,0.54645,83,1.81421,131.14,132.95421,101.79478,13.27322,4.8,23594053690,9.33,6.57,8.95,8.74,101.51
9,28/02/2008,3088069,TREASURY,5,2025-25,16348000,7/9/2007,7/3/2008,1,0.04396,-8,-0.10989,103.2,103.09011,99.89152,17.02198,4.72,16853171165,6.67,4.7,11.76,11.49,173.02
9,28/02/2008,B16NNR7,TREASURY,4.25,2027-27,13633000,7/12/2007,7/6/2008,0,0.54645,83,0.9638,94.06,95.0238,100.95826,19.77322,4.71,12954594356,5.12,3.61,13.22,12.91,224.21
A,28/02/2008,3088069,TREASURY,5,2025-25,16348000,7/9/2007,7/3/2008,1,0.04396,-8,-0.10989,103.2,103.09011,99.89152,17.02198,4.72,16853171165,24.74,4.7,11.76,11.49,173.02
A,28/02/2008,B16NNR7,TREASURY,4.25,2027-27,13633000,7/12/2007,7/6/2008,0,0.54645,83,0.9638,94.06,95.0238,100.95826,19.77322,4.71,12954594356,19.02,3.61,13.22,12.91,224.21
A,28/02/2008,240419,TREASURY,6,2028,12462000,7/12/2007,7/6/2008,0,0.54645,83,1.36066,116.59,117.95066,101.34967,20.77322,4.74,14699010718,21.58,4.1,12.66,12.37,215.14
A,28/02/2008,B24FF09,TREASURY,4.75,2030-30,6817000,7/12/2007,7/6/2008,0,0.54645,83,1.07719,100.62,101.69719,101.07028,22.77322,4.7,6932697155,10.18,1.93,14.03,13.71,263.93
A,28/02/2008,489308,TREASURY,4.25,2032-32,17497000,7/12/2007,7/6/2008,0,0.54645,83,0.9638,94.33,95.2938,100.95826,24.27322,4.64,16673555804,24.48,4.65,14.93,14.6,299.69
B,28/02/2008,3245239,TREASURY,4.25,2036-36,15822000,7/9/2007,7/3/2008,1,0.04396,-8,-0.09341,94.93,94.83659,99.90761,28.02198,4.57,15005045809,22.64,4.18,16.33,15.97,366.96
B,28/02/2008,B00NY17,TREASURY,4.75,2038-38,15105000,7/12/2007,7/6/2008,0,0.54645,83,1.07719,103.19,104.26719,101.07028,30.77322,4.56,15749558414,23.76,4.39,16.52,16.16,392.43
B,28/02/2008,B1VWPJ5,TREASURY,4.5,2042-42,10584000,7/12/2007,7/6/2008,0,0.54645,83,1.02049,99.44,100.46049,101.01429,34.77322,4.53,10632738452,16.04,2.96,17.66,17.27,461.22
B,28/02/2008,B128DP4,TREASURY,4.25,2046-46,13886000,7/12/2007,7/6/2008,0,0.54645,83,0.9638,95.63,96.5938,100.95826,38.77322,4.49,13413014764,20.24,3.74,18.72,18.31,531.22
B,28/02/2008,B06YGN0,TREASURY,4.25,2055-55,11716000,7/12/2007,7/6/2008,0,0.54645,83,0.9638,97.03,97.9938,100.95826,47.77322,4.4,11480953352,17.32,3.2,20.25,19.81,657.25
C,28/02/2008,892188,TREASURY,8,2013-13,6553000,27/09/2007,27/03/2008,0,0.15385,154,3.38462,116.93,120.31462,103.37436,5.57692,4.53,7884216746,3.17,2.2,4.56,4.46,23.74
C,28/02/2008,3182950,TREASURY,5,2014-14,13834000,7/9/2007,7/3/2008,1,0.04396,-8,-0.10989,102.46,102.35011,99.89152,6.52198,4.56,14159114202,5.7,3.95,5.66,5.54,35
C,28/02/2008,3328033,TREASURY,4.75,2015-15,13782000,7/9/2007,7/3/2008,1,0.04396,-8,-0.1044,100.72,100.6156,99.89688,7.52198,4.64,13866842598,5.58,3.86,6.42,6.28,45.5
C,28/02/2008,888154,TREASURY,8,2015-15,7820000,7/12/2007,7/6/2008,0,0.54645,83,1.81421,121.24,123.05421,101.79478,7.77322,4.7,9622839038,3.87,2.68,6.04,5.9,42.69
C,28/02/2008,B0V3WX4,TREASURY,4,2016-16,13633000,7/9/2007,7/3/2008,1,0.04396,-8,-0.08791,95.35,95.26209,99.91299,8.52198,4.67,12987080445,5.23,3.62,7.28,7.11,58.44
C,28/02/2008,893114,TREASURY,8.75,2017-17,8216000,25/02/2008,25/08/2008,0,0.98352,3,0.07212,130.23,130.30212,100.07061,9.49176,4.76,10705621800,4.31,2.98,7.02,6.86,58.99
C,28/02/2008,B1VWPC8,TREASURY,5,2018-18,10074000,7/9/2007,7/3/2008,1,0.04396,-8,-0.10989,102.42,102.31011,99.89152,10.02198,4.69,10306720470,4.15,2.87,8.04,7.86,74.06
C,28/02/2008,B058DQ5,TREASURY,4.75,2020-20,10849000,7/9/2007,7/3/2008,1,0.04396,-8,-0.1044,100.18,100.0756,99.89688,12.02198,4.73,10857202321,4.37,3.03,9.31,9.09,101.46
C,28/02/2008,999799,TREASURY,8,2021-21,17746000,7/12/2007,7/6/2008,0,0.54645,83,1.81421,131.14,132.95421,101.79478,13.27322,4.8,23594053690,9.5,6.57,8.95,8.74,101.51
C,28/02/2008,3088069,TREASURY,5,2025-25,16348000,7/9/2007,7/3/2008,1,0.04396,-8,-0.10989,103.2,103.09011,99.89152,17.02198,4.72,16853171165,6.79,4.7,11.76,11.49,173.02
C,28/02/2008,B16NNR7,TREASURY,4.25,2027-27,13633000,7/12/2007,7/6/2008,0,0.54645,83,0.9638,94.06,95.0238,100.95826,19.77322,4.71,12954594356,5.22,3.61,13.22,12.91,224.21
C,28/02/2008,240419,TREASURY,6,2028,12462000,7/12/2007,7/6/2008,0,0.54645,83,1.36066,116.59,117.95066,101.34967,20.77322,4.74,14699010718,5.92,4.1,12.66,12.37,215.14
C,28/02/2008,B24FF09,TREASURY,4.75,2030-30,6817000,7/12/2007,7/6/2008,0,0.54645,83,1.07719,100.62,101.69719,101.07028,22.77322,4.7,6932697155,2.79,1.93,14.03,13.71,263.93
C,28/02/2008,489308,TREASURY,4.25,2032-32,17497000,7/12/2007,7/6/2008,0,0.54645,83,0.9638,94.33,95.2938,100.95826,24.27322,4.64,16673555804,6.71,4.65,14.93,14.6,299.69
C,28/02/2008,3245239,TREASURY,4.25,2036-36,15822000,7/9/2007,7/3/2008,1,0.04396,-8,-0.09341,94.93,94.83659,99.90761,28.02198,4.57,15005045809,6.04,4.18,16.33,15.97,366.96
C,28/02/2008,B00NY17,TREASURY,4.75,2038-38,15105000,7/12/2007,7/6/2008,0,0.54645,83,1.07719,103.19,104.26719,101.07028,30.77322,4.56,15749558414,6.34,4.39,16.52,16.16,392.43
C,28/02/2008,B1VWPJ5,TREASURY,4.5,2042-42,10584000,7/12/2007,7/6/2008,0,0.54645,83,1.02049,99.44,100.46049,101.01429,34.77322,4.53,10632738452,4.28,2.96,17.66,17.27,461.22
C,28/02/2008,B128DP4,TREASURY,4.25,2046-46,13886000,7/12/2007,7/6/2008,0,0.54645,83,0.9638,95.63,96.5938,100.95826,38.77322,4.49,13413014764,5.4,3.74,18.72,18.31,531.22
C,28/02/2008,B06YGN0,TREASURY,4.25,2055-55,11716000,7/12/2007,7/6/2008,0,0.54645,83,0.9638,97.03,97.9938,100.95826,47.77322,4.4,11480953352,4.62,3.2,20.25,19.81,657.25
D,28/02/2008,B1VWPC8,TREASURY,5,2018-18,10074000,7/9/2007,7/3/2008,1,0.04396,-8,-0.10989,102.42,102.31011,99.89152,10.02198,4.69,10306720470,5.75,2.87,8.04,7.86,74.06
D,28/02/2008,B058DQ5,TREASURY,4.75,2020-20,10849000,7/9/2007,7/3/2008,1,0.04396,-8,-0.1044,100.18,100.0756,99.89688,12.02198,4.73,10857202321,6.06,3.03,9.31,9.09,101.46
D,28/02/2008,999799,TREASURY,8,2021-21,17746000,7/12/2007,7/6/2008,0,0.54645,83,1.81421,131.14,132.95421,101.79478,13.27322,4.8,23594053690,13.17,6.57,8.95,8.74,101.51
D,28/02/2008,3088069,TREASURY,5,2025-25,16348000,7/9/2007,7/3/2008,1,0.04396,-8,-0.10989,103.2,103.09011,99.89152,17.02198,4.72,16853171165,9.41,4.7,11.76,11.49,173.02
D,28/02/2008,B16NNR7,TREASURY,4.25,2027-27,13633000,7/12/2007,7/6/2008,0,0.54645,83,0.9638,94.06,95.0238,100.95826,19.77322,4.71,12954594356,7.23,3.61,13.22,12.91,224.21
D,28/02/2008,240419,TREASURY,6,2028,12462000,7/12/2007,7/6/2008,0,0.54645,83,1.36066,116.59,117.95066,101.34967,20.77322,4.74,14699010718,8.2,4.1,12.66,12.37,215.14
D,28/02/2008,B24FF09,TREASURY,4.75,2030-30,6817000,7/12/2007,7/6/2008,0,0.54645,83,1.07719,100.62,101.69719,101.07028,22.77322,4.7,6932697155,3.87,1.93,14.03,13.71,263.93
D,28/02/2008,489308,TREASURY,4.25,2032-32,17497000,7/12/2007,7/6/2008,0,0.54645,83,0.9638,94.33,95.2938,100.95826,24.27322,4.64,16673555804,9.31,4.65,14.93,14.6,299.69
D,28/02/2008,3245239,TREASURY,4.25,2036-36,15822000,7/9/2007,7/3/2008,1,0.04396,-8,-0.09341,94.93,94.83659,99.90761,28.02198,4.57,15005045809,8.38,4.18,16.33,15.97,366.96
D,28/02/2008,B00NY17,TREASURY,4.75,2038-38,15105000,7/12/2007,7/6/2008,0,0.54645,83,1.07719,103.19,104.26719,101.07028,30.77322,4.56,15749558414,8.79,4.39,16.52,16.16,392.43
D,28/02/2008,B1VWPJ5,TREASURY,4.5,2042-42,10584000,7/12/2007,7/6/2008,0,0.54645,83,1.02049,99.44,100.46049,101.01429,34.77322,4.53,10632738452,5.94,2.96,17.66,17.27,461.22
D,28/02/2008,B128DP4,TREASURY,4.25,2046-46,13886000,7/12/2007,7/6/2008,0,0.54645,83,0.9638,95.63,96.5938,100.95826,38.77322,4.49,13413014764,7.49,3.74,18.72,18.31,531.22
D,28/02/2008,B06YGN0,TREASURY,4.25,2055-55,11716000,7/12/2007,7/6/2008,0,0.54645,83,0.9638,97.03,97.9938,100.95826,47.77322,4.4,11480953352,6.41,3.2,20.25,19.81,657.25
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