Gilt Name,ISIN Code,Redemption Date,Close of Business Date,Indexation Lag,Clean Price (£),Dirty Price (£),AccruedInterest (£),Yield (%),Modified Duration
3½% War Loan,GB0009386284,,02-Jan-2008,N/A,80.770000,81.085574,0.31557400,4.333144,22.99
3½% War Loan,GB0009386284,,03-Jan-2008,N/A,80.500000,80.825137,0.32513700,4.347673,22.91
3½% War Loan,GB0009386284,,04-Jan-2008,N/A,81.120000,81.473825,0.35382500,4.314436,23.08
3½% War Loan,GB0009386284,,07-Jan-2008,N/A,80.850000,81.213388,0.36338800,4.328840,23.00
3½% War Loan,GB0009386284,,08-Jan-2008,N/A,79.940000,80.312951,0.37295100,4.378110,22.74
3½% War Loan,GB0009386284,,09-Jan-2008,N/A,80.550000,80.932514,0.38251400,4.344954,22.91
3½% War Loan,GB0009386284,,10-Jan-2008,N/A,80.510000,80.902077,0.39207700,4.347110,22.89
3½% War Loan,GB0009386284,,11-Jan-2008,N/A,79.630000,80.050765,0.42076500,4.395137,22.63
3½% War Loan,GB0009386284,,14-Jan-2008,N/A,79.500000,79.930328,0.43032800,4.402320,22.59
3½% War Loan,GB0009386284,,15-Jan-2008,N/A,79.980000,80.419891,0.43989100,4.375899,22.73
3½% War Loan,GB0009386284,,16-Jan-2008,N/A,80.510000,80.959454,0.44945400,4.347092,22.88
3½% War Loan,GB0009386284,,17-Jan-2008,N/A,80.260000,80.719016,0.45901600,4.360629,22.80
3½% War Loan,GB0009386284,,18-Jan-2008,N/A,80.010000,80.497705,0.48770500,4.374245,22.72
3½% War Loan,GB0009386284,,21-Jan-2008,N/A,80.820000,81.317268,0.49726800,4.330407,22.95
3½% War Loan,GB0009386284,,22-Jan-2008,N/A,78.810000,79.316831,0.50683100,4.440838,22.38
3½% War Loan,GB0009386284,,23-Jan-2008,N/A,79.630000,80.146393,0.51639300,4.395110,22.61
3½% War Loan,GB0009386284,,24-Jan-2008,N/A,78.140000,78.665956,0.52595600,4.478907,22.18
3½% War Loan,GB0009386284,,25-Jan-2008,N/A,78.650000,79.204645,0.55464500,4.449860,22.32
3½% War Loan,GB0009386284,,28-Jan-2008,N/A,79.340000,79.904208,0.56420800,4.411162,22.51
3½% War Loan,GB0009386284,,29-Jan-2008,N/A,77.970000,78.543770,0.57377000,4.488660,22.12
3½% War Loan,GB0009386284,,30-Jan-2008,N/A,78.500000,79.083333,0.58333300,4.458356,22.27
3½% War Loan,GB0009386284,,31-Jan-2008,N/A,79.410000,80.002896,0.59289600,4.407269,22.52
3½% War Loan,GB0009386284,,01-Feb-2008,N/A,79.490000,80.111585,0.62158500,4.402828,22.54
3½% War Loan,GB0009386284,,04-Feb-2008,N/A,79.010000,79.641148,0.63114800,4.429571,22.40
3½% War Loan,GB0009386284,,05-Feb-2008,N/A,80.060000,80.700710,0.64071000,4.371482,22.70
3½% War Loan,GB0009386284,,06-Feb-2008,N/A,78.900000,79.550273,0.65027300,4.435743,22.36
3½% War Loan,GB0009386284,,07-Feb-2008,N/A,79.240000,79.899836,0.65983600,4.416711,22.46
3½% War Loan,GB0009386284,,08-Feb-2008,N/A,79.090000,79.778525,0.68852500,4.425083,22.41
3½% War Loan,GB0009386284,,11-Feb-2008,N/A,78.430000,79.128087,0.69808700,4.462315,22.21
3½% War Loan,GB0009386284,,12-Feb-2008,N/A,76.850000,77.557650,0.70765000,4.554046,21.76
3½% War Loan,GB0009386284,,13-Feb-2008,N/A,76.640000,77.357213,0.71721300,4.566521,21.70
3½% War Loan,GB0009386284,,14-Feb-2008,N/A,76.090000,76.816776,0.72677600,4.599524,21.54
3½% War Loan,GB0009386284,,15-Feb-2008,N/A,76.540000,77.295464,0.75546400,4.572483,21.66
3½% War Loan,GB0009386284,,18-Feb-2008,N/A,75.790000,76.555027,0.76502700,4.617724,21.44
3½% War Loan,GB0009386284,,19-Feb-2008,N/A,75.900000,76.674590,0.77459000,4.611032,21.47
3½% War Loan,GB0009386284,,20-Feb-2008,N/A,75.590000,76.374153,0.78415300,4.629939,21.38
3½% War Loan,GB0009386284,,21-Feb-2008,N/A,76.040000,76.833716,0.79371600,4.602542,21.51
3½% War Loan,GB0009386284,,22-Feb-2008,N/A,76.100000,76.922404,0.82240400,4.598912,21.51
3½% War Loan,GB0009386284,,25-Feb-2008,N/A,75.540000,76.371967,0.83196700,4.633000,21.35
3½% War Loan,GB0009386284,,26-Feb-2008,N/A,75.610000,76.451530,0.84153000,4.628711,21.37
3½% War Loan,GB0009386284,,27-Feb-2008,N/A,75.660000,76.511093,0.85109300,4.625653,21.38
3½% War Loan,GB0009386284,,28-Feb-2008,N/A,76.920000,77.780656,0.86065600,4.549891,21.74
3½% War Loan,GB0009386284,,29-Feb-2008,N/A,78.720000,79.609344,0.88934400,4.445867,22.24
3½% War Loan,GB0009386284,,03-Mar-2008,N/A,79.070000,79.968907,0.89890700,4.426190,22.34
3½% War Loan,GB0009386284,,04-Mar-2008,N/A,79.530000,80.438470,0.90847000,4.400592,22.47
3½% War Loan,GB0009386284,,05-Mar-2008,N/A,78.310000,79.228033,0.91803300,4.469141,22.12
3½% War Loan,GB0009386284,,06-Mar-2008,N/A,79.300000,80.227596,0.92759600,4.413354,22.40
3½% War Loan,GB0009386284,,07-Mar-2008,N/A,79.760000,80.716284,0.95628400,4.387905,22.52
3½% War Loan,GB0009386284,,10-Mar-2008,N/A,80.130000,81.095847,0.96584700,4.367647,22.63
3½% War Loan,GB0009386284,,11-Mar-2008,N/A,79.610000,80.585410,0.97541000,4.396173,22.47

3½% War Loan,GB0009386284,,12-Mar-2008,N/A,78.550000,79.534973,0.98497300,4.455491,22.17
3½% War Loan,GB0009386284,,13-Mar-2008,N/A,78.920000,79.914536,0.99453600,4.434606,22.27
3½% War Loan,GB0009386284,,14-Mar-2008,N/A,79.240000,80.263224,1.02322400,4.416702,22.36
3½% War Loan,GB0009386284,,17-Mar-2008,N/A,79.200000,80.232787,1.03278700,4.418934,22.34
3½% War Loan,GB0009386284,,18-Mar-2008,N/A,78.780000,79.822350,1.04235000,4.442491,22.22
3½% War Loan,GB0009386284,,19-Mar-2008,N/A,79.160000,80.211913,1.05191300,4.421169,22.32
3½% War Loan,GB0009386284,,20-Mar-2008,N/A,79.820000,80.919727,1.09972700,4.384622,22.50
3½% War Loan,GB0009386284,,25-Mar-2008,N/A,78.580000,79.689290,1.10929000,4.453806,22.14
3½% War Loan,GB0009386284,,26-Mar-2008,N/A,78.810000,79.928852,1.11885200,4.440811,22.21
3½% War Loan,GB0009386284,,27-Mar-2008,N/A,77.840000,78.968415,1.12841500,4.496145,21.93
3½% War Loan,GB0009386284,,28-Mar-2008,N/A,78.590000,79.747104,1.15710400,4.453248,22.13
3½% War Loan,GB0009386284,,31-Mar-2008,N/A,78.850000,80.016667,1.16666700,4.438567,22.20
3½% War Loan,GB0009386284,,01-Apr-2008,N/A,77.810000,78.986230,1.17623000,4.497888,21.90
3½% War Loan,GB0009386284,,02-Apr-2008,N/A,78.340000,79.525792,1.18579200,4.467464,22.05
3½% War Loan,GB0009386284,,03-Apr-2008,N/A,77.830000,79.025355,1.19535500,4.496737,21.90
3½% War Loan,GB0009386284,,04-Apr-2008,N/A,77.790000,79.014044,1.22404400,4.499056,21.88
3½% War Loan,GB0009386284,,07-Apr-2008,N/A,76.980000,78.213607,1.23360700,4.546394,21.65
3½% War Loan,GB0009386284,,08-Apr-2008,N/A,77.170000,78.413169,1.24316900,4.535204,21.70
3½% War Loan,GB0009386284,,09-Apr-2008,N/A,77.000000,78.252732,1.25273200,4.545218,21.65
3½% War Loan,GB0009386284,,10-Apr-2008,N/A,77.410000,78.672295,1.26229500,4.521150,21.77
3½% War Loan,GB0009386284,,11-Apr-2008,N/A,78.490000,79.780984,1.29098400,4.458954,22.07
3½% War Loan,GB0009386284,,14-Apr-2008,N/A,78.030000,79.330546,1.30054600,4.485241,21.93
3½% War Loan,GB0009386284,,15-Apr-2008,N/A,77.850000,79.160109,1.31010900,4.495614,21.88
3½% War Loan,GB0009386284,,16-Apr-2008,N/A,76.280000,77.599672,1.31967200,4.588137,21.43
3½% War Loan,GB0009386284,,17-Apr-2008,N/A,75.100000,76.429235,1.32923500,4.660224,21.09
3½% War Loan,GB0009386284,,18-Apr-2008,N/A,74.970000,76.327923,1.35792300,4.668315,21.04
3½% War Loan,GB0009386284,,21-Apr-2008,N/A,75.600000,76.967486,1.36748600,4.629420,21.22
3½% War Loan,GB0009386284,,22-Apr-2008,N/A,75.820000,77.197049,1.37704900,4.615992,21.28
3½% War Loan,GB0009386284,,23-Apr-2008,N/A,76.340000,77.726612,1.38661200,4.584556,21.43
3½% War Loan,GB0009386284,,24-Apr-2008,N/A,75.080000,76.476175,1.39617500,4.661492,21.06
3½% War Loan,GB0009386284,,25-Apr-2008,N/A,75.530000,76.954863,1.42486300,4.633734,21.18
3½% War Loan,GB0009386284,,28-Apr-2008,N/A,75.890000,77.324426,1.43442600,4.611759,21.28
3½% War Loan,GB0009386284,,29-Apr-2008,N/A,76.470000,77.913989,1.44398900,4.576787,21.45
3½% War Loan,GB0009386284,,30-Apr-2008,N/A,76.610000,78.063552,1.45355200,4.568428,21.48
3½% War Loan,GB0009386284,,01-May-2008,N/A,77.170000,78.633115,1.46311500,4.535283,21.64
3½% War Loan,GB0009386284,,02-May-2008,N/A,75.770000,77.271366,1.50136600,4.619094,21.23
3½% War Loan,GB0009386284,,06-May-2008,N/A,76.600000,78.110929,1.51092900,4.569051,21.46
3½% War Loan,GB0009386284,,07-May-2008,N/A,75.850000,77.370492,1.52049200,4.614232,21.25
3½% War Loan,GB0009386284,,08-May-2008,N/A,76.930000,78.460055,1.53005500,4.549462,21.55
3½% War Loan,GB0009386284,,09-May-2008,N/A,77.290000,78.848743,1.55874300,4.528287,21.65
3½% War Loan,GB0009386284,,12-May-2008,N/A,77.300000,78.868306,1.56830600,4.527707,21.65
3½% War Loan,GB0009386284,,13-May-2008,N/A,76.460000,78.037869,1.57786900,4.577451,21.41
3½% War Loan,GB0009386284,,14-May-2008,N/A,75.380000,76.967432,1.58743200,4.643037,21.09
3½% War Loan,GB0009386284,,15-May-2008,N/A,75.330000,76.926995,1.59699500,4.646124,21.08
3½% War Loan,GB0009386284,,16-May-2008,N/A,76.680000,76.555683,-0.12431700,4.564513,21.94
3½% War Loan,GB0009386284,,19-May-2008,N/A,75.630000,75.515246,-0.11475400,4.627878,21.64
3½% War Loan,GB0009386284,,20-May-2008,N/A,76.180000,76.074809,-0.10519100,4.594458,21.79
3½% War Loan,GB0009386284,,21-May-2008,N/A,75.130000,75.034372,-0.09562800,4.658663,21.49
3½% War Loan,GB0009386284,,22-May-2008,N/A,74.840000,74.753934,-0.08606600,4.676708,21.41
3½% War Loan,GB0009386284,,23-May-2008,N/A,75.420000,75.372186,-0.04781400,4.640713,21.56
3½% War Loan,GB0009386284,,27-May-2008,N/A,75.260000,75.221749,-0.03825100,4.650572,21.51
3½% War Loan,GB0009386284,,28-May-2008,N/A,74.760000,74.731311,-0.02868900,4.681669,21.37
3½% War Loan,GB0009386284,,29-May-2008,N/A,74.480000,74.460874,-0.01912600,4.699262,21.29
3½% War Loan,GB0009386284,,30-May-2008,N/A,74.870000,74.879563,0.00956300,4.674763,21.39
3½% War Loan,GB0009386284,,02-Jun-2008,N/A,74.750000,74.769126,0.01912600,4.682261,21.35
3½% War Loan,GB0009386284,,03-Jun-2008,N/A,73.720000,73.748689,0.02868900,4.747673,21.05
3½% War Loan,GB0009386284,,04-Jun-2008,N/A,74.870000,74.908251,0.03825100,4.674743,21.38
3½% War Loan,GB0009386284,,05-Jun-2008,N/A,73.790000,73.837814,0.04781400,4.743155,21.07
3½% War Loan,GB0009386284,,06-Jun-2008,N/A,74.470000,74.546503,0.07650300,4.699826,21.26
3½% War Loan,GB0009386284,,09-Jun-2008,N/A,73.670000,73.756066,0.08606600,4.750855,21.02
3½% War Loan,GB0009386284,,10-Jun-2008,N/A,73.770000,73.865628,0.09562800,4.744408,21.05
3½% War Loan,GB0009386284,,11-Jun-2008,N/A,73.160000,73.265191,0.10519100,4.783959,20.87
3½% War Loan,GB0009386284,,12-Jun-2008,N/A,73.400000,73.514754,0.11475400,4.768311,20.94
3½% War Loan,GB0009386284,,13-Jun-2008,N/A,72.170000,72.313443,0.14344300,4.849555,20.58
3½% War Loan,GB0009386284,,16-Jun-2008,N/A,73.240000,73.393005,0.15300500,4.778702,20.88
3½% War Loan,GB0009386284,,17-Jun-2008,N/A,73.380000,73.542568,0.16256800,4.769579,20.92
3½% War Loan,GB0009386284,,18-Jun-2008,N/A,73.690000,73.862131,0.17213100,4.749510,21.01
3½% War Loan,GB0009386284,,19-Jun-2008,N/A,72.880000,73.061694,0.18169400,4.802288,20.77
3½% War Loan,GB0009386284,,20-Jun-2008,N/A,73.550000,73.760383,0.21038300,4.758527,20.96
3½% War Loan,GB0009386284,,23-Jun-2008,N/A,73.480000,73.699945,0.21994500,4.763055,20.93
3½% War Loan,GB0009386284,,24-Jun-2008,N/A,73.170000,73.399508,0.22950800,4.783228,20.84
3½% War Loan,GB0009386284,,25-Jun-2008,N/A,73.990000,74.229071,0.23907100,4.730215,21.07
3½% War Loan,GB0009386284,,26-Jun-2008,N/A,75.230000,75.478634,0.24863400,4.652248,21.43
3½% War Loan,GB0009386284,,27-Jun-2008,N/A,74.470000,74.747322,0.27732200,4.699709,21.20
3½% War Loan,GB0009386284,,30-Jun-2008,N/A,73.440000,73.726885,0.28688500,4.765612,20.90
3½% War Loan,GB0009386284,,01-Jul-2008,N/A,72.620000,72.916448,0.29644800,4.819415,20.67
3½% War Loan,GB0009386284,,02-Jul-2008,N/A,73.160000,73.466011,0.30601100,4.783840,20.82
3½% War Loan,GB0009386284,,03-Jul-2008,N/A,73.940000,74.255574,0.31557400,4.733375,21.04
3½% War Loan,GB0009386284,,04-Jul-2008,N/A,74.720000,75.064262,0.34426200,4.683954,21.25
3½% War Loan,GB0009386284,,07-Jul-2008,N/A,75.100000,75.453825,0.35382500,4.660251,21.36
3½% War Loan,GB0009386284,,08-Jul-2008,N/A,74.890000,75.253388,0.36338800,4.673314,21.30
3½% War Loan,GB0009386284,,09-Jul-2008,N/A,75.370000,75.742951,0.37295100,4.643550,21.43
3½% War Loan,GB0009386284,,10-Jul-2008,N/A,75.650000,76.032514,0.38251400,4.626361,21.51
3½% War Loan,GB0009386284,,11-Jul-2008,N/A,75.120000,75.531202,0.41120200,4.658988,21.35
3½% War Loan,GB0009386284,,14-Jul-2008,N/A,75.160000,75.580765,0.42076500,4.656505,21.36
3½% War Loan,GB0009386284,,15-Jul-2008,N/A,75.340000,75.770328,0.43032800,4.645377,21.41
3½% War Loan,GB0009386284,,16-Jul-2008,N/A,75.000000,75.439891,0.43989100,4.666431,21.31
3½% War Loan,GB0009386284,,17-Jul-2008,N/A,75.080000,75.529454,0.44945400,4.661456,21.33
3½% War Loan,GB0009386284,,18-Jul-2008,N/A,73.620000,74.098142,0.47814200,4.753880,20.90
3½% War Loan,GB0009386284,,21-Jul-2008,N/A,73.520000,74.007705,0.48770500,4.760342,20.87
3½% War Loan,GB0009386284,,22-Jul-2008,N/A,73.860000,74.357268,0.49726800,4.738428,20.97
3½% War Loan,GB0009386284,,23-Jul-2008,N/A,73.920000,74.426831,0.50683100,4.734579,20.98
3½% War Loan,GB0009386284,,24-Jul-2008,N/A,74.570000,75.086393,0.51639300,4.693311,21.16
3½% War Loan,GB0009386284,,25-Jul-2008,N/A,74.300000,74.845082,0.54508200,4.710356,21.08
3½% War Loan,GB0009386284,,28-Jul-2008,N/A,74.880000,75.434645,0.55464500,4.673873,21.24
3½% War Loan,GB0009386284,,29-Jul-2008,N/A,75.480000,76.044208,0.56420800,4.636721,21.41
3½% War Loan,GB0009386284,,30-Jul-2008,N/A,76.020000,76.593770,0.57377000,4.603786,21.56
3½% War Loan,GB0009386284,,31-Jul-2008,N/A,76.050000,76.633333,0.58333300,4.601968,21.57
3½% War Loan,GB0009386284,,01-Aug-2008,N/A,75.320000,75.932022,0.61202200,4.646559,21.35
3½% War Loan,GB0009386284,,04-Aug-2008,N/A,75.600000,76.221585,0.62158500,4.629349,21.43
3½% War Loan,GB0009386284,,05-Aug-2008,N/A,75.960000,76.591148,0.63114800,4.607410,21.53
3½% War Loan,GB0009386284,,06-Aug-2008,N/A,76.630000,77.270710,0.64071000,4.567129,21.72
3½% War Loan,GB0009386284,,07-Aug-2008,N/A,77.290000,77.940273,0.65027300,4.528132,21.90
3½% War Loan,GB0009386284,,08-Aug-2008,N/A,77.240000,77.918962,0.67896200,4.531058,21.88
3½% War Loan,GB0009386284,,11-Aug-2008,N/A,77.210000,77.898525,0.68852500,4.532817,21.87
3½% War Loan,GB0009386284,,12-Aug-2008,N/A,78.000000,78.698087,0.69808700,4.486912,22.09
3½% War Loan,GB0009386284,,13-Aug-2008,N/A,77.620000,78.327650,0.70765000,4.508874,21.98
3½% War Loan,GB0009386284,,14-Aug-2008,N/A,77.030000,77.747213,0.71721300,4.543404,21.81
3½% War Loan,GB0009386284,,15-Aug-2008,N/A,77.640000,78.385902,0.74590200,4.507709,21.98
3½% War Loan,GB0009386284,,18-Aug-2008,N/A,77.570000,78.325464,0.75546400,4.511775,21.95
3½% War Loan,GB0009386284,,19-Aug-2008,N/A,77.610000,78.375027,0.76502700,4.509449,21.96
3½% War Loan,GB0009386284,,20-Aug-2008,N/A,77.680000,78.454590,0.77459000,4.505385,21.98
3½% War Loan,GB0009386284,,21-Aug-2008,N/A,77.630000,78.414153,0.78415300,4.508286,21.96
3½% War Loan,GB0009386284,,22-Aug-2008,N/A,77.090000,77.912404,0.82240400,4.539860,21.80
3½% War Loan,GB0009386284,,26-Aug-2008,N/A,78.310000,79.141967,0.83196700,4.469141,22.14
3½% War Loan,GB0009386284,,27-Aug-2008,N/A,78.050000,78.891530,0.84153000,4.484027,22.07
3½% War Loan,GB0009386284,,28-Aug-2008,N/A,78.230000,79.081093,0.85109300,4.473710,22.11
3½% War Loan,GB0009386284,,29-Aug-2008,N/A,78.410000,79.289781,0.87978100,4.463442,22.16
3½% War Loan,GB0009386284,,01-Sep-2008,N/A,78.400000,79.289344,0.88934400,4.464011,22.15
3½% War Loan,GB0009386284,,02-Sep-2008,N/A,77.860000,78.758907,0.89890700,4.494967,22.00
3½% War Loan,GB0009386284,,03-Sep-2008,N/A,77.650000,78.558470,0.90847000,4.507122,21.93
3½% War Loan,GB0009386284,,04-Sep-2008,N/A,78.530000,79.448033,0.91803300,4.456622,22.18
3½% War Loan,GB0009386284,,05-Sep-2008,N/A,79.120000,80.066721,0.94672100,4.423394,22.34
3½% War Loan,GB0009386284,,08-Sep-2008,N/A,77.960000,78.916284,0.95628400,4.489204,22.01
3½% War Loan,GB0009386284,,09-Sep-2008,N/A,78.390000,79.355847,0.96584700,4.464583,22.13
3½% War Loan,GB0009386284,,10-Sep-2008,N/A,78.040000,79.015410,0.97541000,4.484604,22.03
3½% War Loan,GB0009386284,,11-Sep-2008,N/A,77.750000,78.734973,0.98497300,4.501330,21.94
3½% War Loan,GB0009386284,,12-Sep-2008,N/A,75.800000,76.813661,1.01366100,4.617118,21.38
3½% War Loan,GB0009386284,,15-Sep-2008,N/A,77.310000,78.333224,1.02322400,4.526949,21.80
3½% War Loan,GB0009386284,,16-Sep-2008,N/A,78.170000,79.202787,1.03278700,4.477152,22.05
3½% War Loan,GB0009386284,,17-Sep-2008,N/A,78.890000,79.932350,1.04235000,4.436297,22.25
3½% War Loan,GB0009386284,,18-Sep-2008,N/A,78.520000,79.571913,1.05191300,4.457200,22.14
3½% War Loan,GB0009386284,,19-Sep-2008,N/A,76.480000,77.560601,1.08060100,4.576080,21.55
3½% War Loan,GB0009386284,,22-Sep-2008,N/A,75.460000,76.550164,1.09016400,4.637929,21.26
3½% War Loan,GB0009386284,,23-Sep-2008,N/A,75.390000,76.489727,1.09972700,4.642237,21.23
3½% War Loan,GB0009386284,,24-Sep-2008,N/A,76.190000,77.299290,1.10929000,4.593500,21.46
3½% War Loan,GB0009386284,,25-Sep-2008,N/A,75.310000,76.428852,1.11885200,4.647171,21.21
3½% War Loan,GB0009386284,,26-Sep-2008,N/A,75.770000,76.917541,1.14754100,4.618967,21.33
3½% War Loan,GB0009386284,,29-Sep-2008,N/A,77.150000,78.307104,1.15710400,4.536358,21.72
3½% War Loan,GB0009386284,,30-Sep-2008,N/A,76.510000,77.676667,1.16666700,4.574302,21.54
3½% War Loan,GB0009386284,,01-Oct-2008,N/A,77.380000,78.556230,1.17623000,4.522880,21.78
3½% War Loan,GB0009386284,,02-Oct-2008,N/A,78.500000,79.685792,1.18579200,4.458359,22.10
3½% War Loan,GB0009386284,,03-Oct-2008,N/A,78.900000,80.114481,1.21448100,4.435765,22.20
3½% War Loan,GB0009386284,,06-Oct-2008,N/A,81.280000,82.504044,1.22404400,4.305895,22.88
3½% War Loan,GB0009386284,,07-Oct-2008,N/A,80.640000,81.873607,1.23360700,4.340067,22.70
3½% War Loan,GB0009386284,,08-Oct-2008,N/A,80.050000,81.293169,1.24316900,4.372054,22.52
3½% War Loan,GB0009386284,,09-Oct-2008,N/A,78.280000,79.532732,1.25273200,4.470904,22.02
3½% War Loan,GB0009386284,,10-Oct-2008,N/A,76.040000,77.321421,1.28142100,4.602604,21.37
3½% War Loan,GB0009386284,,13-Oct-2008,N/A,72.780000,74.070984,1.29098400,4.808747,20.44
3½% War Loan,GB0009386284,,14-Oct-2008,N/A,72.070000,73.370546,1.30054600,4.856119,20.23
3½% War Loan,GB0009386284,,15-Oct-2008,N/A,72.900000,74.210109,1.31010900,4.800840,20.46
3½% War Loan,GB0009386284,,16-Oct-2008,N/A,74.170000,75.489672,1.31967200,4.718648,20.82
3½% War Loan,GB0009386284,,17-Oct-2008,N/A,75.820000,77.168361,1.34836100,4.615981,21.29
3½% War Loan,GB0009386284,,20-Oct-2008,N/A,76.150000,77.507923,1.35792300,4.595983,21.38
3½% War Loan,GB0009386284,,21-Oct-2008,N/A,75.630000,76.997486,1.36748600,4.627584,21.23
3½% War Loan,GB0009386284,,22-Oct-2008,N/A,76.200000,77.577049,1.37704900,4.592975,21.39
3½% War Loan,GB0009386284,,23-Oct-2008,N/A,76.640000,78.026612,1.38661200,4.566612,21.51
3½% War Loan,GB0009386284,,24-Oct-2008,N/A,78.440000,79.855301,1.41530100,4.461839,22.02
3½% War Loan,GB0009386284,,27-Oct-2008,N/A,77.620000,79.044863,1.42486300,4.508975,21.78
3½% War Loan,GB0009386284,,28-Oct-2008,N/A,76.570000,78.004426,1.43442600,4.570806,21.48
3½% War Loan,GB0009386284,,29-Oct-2008,N/A,76.220000,77.663989,1.44398900,4.591798,21.37
3½% War Loan,GB0009386284,,30-Oct-2008,N/A,76.130000,77.583552,1.45355200,4.597230,21.35
3½% War Loan,GB0009386284,,31-Oct-2008,N/A,74.880000,76.362240,1.48224000,4.673981,20.98
3½% War Loan,GB0009386284,,03-Nov-2008,N/A,74.860000,76.351803,1.49180300,4.675235,20.97
3½% War Loan,GB0009386284,,04-Nov-2008,N/A,74.590000,76.091366,1.50136600,4.692162,20.89
3½% War Loan,GB0009386284,,05-Nov-2008,N/A,74.950000,76.460929,1.51092900,4.669631,20.99
3½% War Loan,GB0009386284,,06-Nov-2008,N/A,74.530000,76.050492,1.52049200,4.695949,20.87
3½% War Loan,GB0009386284,,07-Nov-2008,N/A,76.240000,77.789180,1.54918000,4.590644,21.35
3½% War Loan,GB0009386284,,10-Nov-2008,N/A,75.650000,77.208743,1.55874300,4.626450,21.18
3½% War Loan,GB0009386284,,11-Nov-2008,N/A,75.160000,76.728306,1.56830600,4.656616,21.04
3½% War Loan,GB0009386284,,12-Nov-2008,N/A,75.770000,77.347869,1.57786900,4.619134,21.21
3½% War Loan,GB0009386284,,13-Nov-2008,N/A,76.250000,77.837432,1.58743200,4.590063,21.34
3½% War Loan,GB0009386284,,14-Nov-2008,N/A,76.340000,77.956120,1.61612000,4.584668,21.36
3½% War Loan,GB0009386284,,17-Nov-2008,N/A,75.130000,75.005683,-0.12431700,4.658686,21.50
3½% War Loan,GB0009386284,,18-Nov-2008,N/A,75.050000,74.935246,-0.11475400,4.663645,21.47
3½% War Loan,GB0009386284,,19-Nov-2008,N/A,75.980000,75.874809,-0.10519100,4.606552,21.74
3½% War Loan,GB0009386284,,20-Nov-2008,N/A,78.300000,78.204372,-0.09562800,4.470051,22.40
3½% War Loan,GB0009386284,,21-Nov-2008,N/A,80.030000,79.963060,-0.06694000,4.373401,22.88
3½% War Loan,GB0009386284,,24-Nov-2008,N/A,79.290000,79.232623,-0.05737700,4.414212,22.67
3½% War Loan,GB0009386284,,25-Nov-2008,N/A,80.180000,80.132186,-0.04781400,4.365207,22.92
3½% War Loan,GB0009386284,,26-Nov-2008,N/A,81.970000,81.931749,-0.03825100,4.269876,23.43
3½% War Loan,GB0009386284,,27-Nov-2008,N/A,82.440000,82.411311,-0.02868900,4.245528,23.56
3½% War Loan,GB0009386284,,28-Nov-2008,N/A,81.010000,81.010000,0.00000000,4.320454,23.15
3½% War Loan,GB0009386284,,01-Dec-2008,N/A,81.950000,81.959615,0.00961500,4.270892,23.41
3½% War Loan,GB0009386284,,02-Dec-2008,N/A,84.910000,84.929231,0.01923100,4.122002,24.25
3½% War Loan,GB0009386284,,03-Dec-2008,N/A,87.710000,87.738846,0.02884600,3.990410,25.05
3½% War Loan,GB0009386284,,04-Dec-2008,N/A,87.550000,87.588462,0.03846200,3.997699,25.00
3½% War Loan,GB0009386284,,05-Dec-2008,N/A,87.100000,87.167308,0.06730800,4.018340,24.87
3½% War Loan,GB0009386284,,08-Dec-2008,N/A,83.590000,83.666923,0.07692300,4.187066,23.86
3½% War Loan,GB0009386284,,09-Dec-2008,N/A,83.350000,83.436538,0.08653800,4.199117,23.79
3½% War Loan,GB0009386284,,10-Dec-2008,N/A,83.380000,83.476154,0.09615400,4.197602,23.80
3½% War Loan,GB0009386284,,11-Dec-2008,N/A,82.540000,82.645769,0.10576900,4.240315,23.55
3½% War Loan,GB0009386284,,12-Dec-2008,N/A,82.380000,82.514615,0.13461500,4.248537,23.50
3½% War Loan,GB0009386284,,15-Dec-2008,N/A,84.070000,84.214231,0.14423100,4.163130,23.98
3½% War Loan,GB0009386284,,16-Dec-2008,N/A,85.390000,85.543846,0.15384600,4.098772,24.35
3½% War Loan,GB0009386284,,17-Dec-2008,N/A,88.420000,88.583462,0.16346200,3.958316,25.22
3½% War Loan,GB0009386284,,18-Dec-2008,N/A,88.290000,88.463077,0.17307700,3.964140,25.18
3½% War Loan,GB0009386284,,19-Dec-2008,N/A,87.650000,87.851923,0.20192300,3.993074,24.99
3½% War Loan,GB0009386284,,22-Dec-2008,N/A,88.790000,89.001538,0.21153800,3.941805,25.31
3½% War Loan,GB0009386284,,23-Dec-2008,N/A,88.570000,88.791154,0.22115400,3.951593,25.24
3½% War Loan,GB0009386284,,24-Dec-2008,N/A,89.850000,90.119231,0.26923100,3.895286,25.60
3½% War Loan,GB0009386284,,29-Dec-2008,N/A,88.800000,89.078846,0.27884600,3.941340,25.29
3½% War Loan,GB0009386284,,30-Dec-2008,N/A,88.890000,89.178462,0.28846200,3.937347,25.32
3½% War Loan,GB0009386284,,31-Dec-2008,N/A,89.730000,90.037692,0.30769200,3.900484,25.55
3% Treasury Stock,GB0009031211,,11-Jun-2008,N/A,60.190000,60.747377,0.55737700,4.983860,19.88
3% Treasury Stock,GB0009031211,,12-Jun-2008,N/A,60.380000,60.945574,0.56557400,4.968177,19.94
3% Treasury Stock,GB0009031211,,13-Jun-2008,N/A,59.410000,60.000164,0.59016400,5.049276,19.61
3% Treasury Stock,GB0009031211,,16-Jun-2008,N/A,60.250000,60.848361,0.59836100,4.978888,19.89
3% Treasury Stock,GB0009031211,,17-Jun-2008,N/A,60.360000,60.966557,0.60655700,4.969814,19.92
3% Treasury Stock,GB0009031211,,18-Jun-2008,N/A,60.610000,61.224754,0.61475400,4.949316,20.00
3% Treasury Stock,GB0009031211,,19-Jun-2008,N/A,59.970000,60.592951,0.62295100,5.002126,19.79
3% Treasury Stock,GB0009031211,,20-Jun-2008,N/A,60.500000,61.147541,0.64754100,4.958309,19.96
3% Treasury Stock,GB0009031211,,23-Jun-2008,N/A,60.440000,61.095738,0.65573800,4.963229,19.93
3% Treasury Stock,GB0009031211,,24-Jun-2008,N/A,60.200000,60.863934,0.66393400,4.983012,19.85
3% Treasury Stock,GB0009031211,,25-Jun-2008,N/A,60.840000,61.512131,0.67213100,4.930601,20.06
3% Treasury Stock,GB0009031211,,26-Jun-2008,N/A,61.820000,62.500328,0.68032800,4.852449,20.39
3% Treasury Stock,GB0009031211,,27-Jun-2008,N/A,61.220000,61.924918,0.70491800,4.899998,20.18
3% Treasury Stock,GB0009031211,,30-Jun-2008,N/A,60.410000,61.123115,0.71311500,4.965688,19.91
3% Treasury Stock,GB0009031211,,01-Jul-2008,N/A,59.760000,60.481311,0.72131100,5.019691,19.69
3% Treasury Stock,GB0009031211,,02-Jul-2008,N/A,60.190000,60.919508,0.72950800,4.983835,19.83
3% Treasury Stock,GB0009031211,,03-Jul-2008,N/A,60.810000,61.547705,0.73770500,4.933029,20.03
3% Treasury Stock,GB0009031211,,04-Jul-2008,N/A,61.420000,62.182295,0.76229500,4.884043,20.23
3% Treasury Stock,GB0009031211,,07-Jul-2008,N/A,61.720000,62.490492,0.77049200,4.860307,20.32
3% Treasury Stock,GB0009031211,,08-Jul-2008,N/A,61.560000,62.338689,0.77868900,4.872938,20.27
3% Treasury Stock,GB0009031211,,09-Jul-2008,N/A,61.930000,62.716885,0.78688500,4.843829,20.39
3% Treasury Stock,GB0009031211,,10-Jul-2008,N/A,62.150000,62.945082,0.79508200,4.826685,20.46
3% Treasury Stock,GB0009031211,,11-Jul-2008,N/A,61.740000,62.559672,0.81967200,4.858735,20.31
3% Treasury Stock,GB0009031211,,14-Jul-2008,N/A,61.770000,62.597869,0.82786900,4.856377,20.32
3% Treasury Stock,GB0009031211,,15-Jul-2008,N/A,61.910000,62.746066,0.83606600,4.845397,20.37
3% Treasury Stock,GB0009031211,,16-Jul-2008,N/A,61.640000,62.484262,0.84426200,4.866619,20.27
3% Treasury Stock,GB0009031211,,17-Jul-2008,N/A,61.710000,62.562459,0.85245900,4.861100,20.29
3% Treasury Stock,GB0009031211,,18-Jul-2008,N/A,60.550000,61.427049,0.87704900,4.954218,19.90
3% Treasury Stock,GB0009031211,,21-Jul-2008,N/A,60.480000,61.365246,0.88524600,4.959953,19.87
3% Treasury Stock,GB0009031211,,22-Jul-2008,N/A,60.740000,61.633443,0.89344300,4.938726,19.96
3% Treasury Stock,GB0009031211,,23-Jul-2008,N/A,60.790000,61.691639,0.90163900,4.934666,19.97
3% Treasury Stock,GB0009031211,,24-Jul-2008,N/A,61.300000,62.209836,0.90983600,4.893618,20.14
3% Treasury Stock,GB0009031211,,25-Jul-2008,N/A,61.090000,62.024426,0.93442600,4.910444,20.06
3% Treasury Stock,GB0009031211,,28-Jul-2008,N/A,61.550000,62.492623,0.94262300,4.873752,20.21
3% Treasury Stock,GB0009031211,,29-Jul-2008,N/A,62.020000,62.970820,0.95082000,4.836825,20.37
3% Treasury Stock,GB0009031211,,30-Jul-2008,N/A,62.450000,63.409016,0.95901600,4.803527,20.51
3% Treasury Stock,GB0009031211,,31-Jul-2008,N/A,62.470000,63.437213,0.96721300,4.801991,20.51
3% Treasury Stock,GB0009031211,,01-Aug-2008,N/A,61.900000,62.891803,0.99180300,4.846211,20.31
3% Treasury Stock,GB0009031211,,04-Aug-2008,N/A,62.120000,63.120000,1.00000000,4.829053,20.38
3% Treasury Stock,GB0009031211,,05-Aug-2008,N/A,62.400000,63.408197,1.00819700,4.807389,20.47
3% Treasury Stock,GB0009031211,,06-Aug-2008,N/A,62.930000,63.946393,1.01639300,4.766909,20.65
3% Treasury Stock,GB0009031211,,07-Aug-2008,N/A,63.450000,64.474590,1.02459000,4.727849,20.82
3% Treasury Stock,GB0009031211,,08-Aug-2008,N/A,63.410000,64.459180,1.04918000,4.730840,20.80
3% Treasury Stock,GB0009031211,,11-Aug-2008,N/A,63.380000,64.437377,1.05737700,4.733081,20.78
3% Treasury Stock,GB0009031211,,12-Aug-2008,N/A,64.000000,65.065574,1.06557400,4.687238,20.99
3% Treasury Stock,GB0009031211,,13-Aug-2008,N/A,63.710000,64.783770,1.07377000,4.708574,20.89
3% Treasury Stock,GB0009031211,,14-Aug-2008,N/A,63.240000,64.321967,1.08196700,4.743567,20.73
3% Treasury Stock,GB0009031211,,15-Aug-2008,N/A,63.720000,64.826557,1.10655700,4.707848,20.88
3% Treasury Stock,GB0009031211,,18-Aug-2008,N/A,63.670000,64.784754,1.11475400,4.711548,20.86
3% Treasury Stock,GB0009031211,,19-Aug-2008,N/A,63.700000,64.822951,1.12295100,4.709333,20.87
3% Treasury Stock,GB0009031211,,20-Aug-2008,N/A,63.750000,64.881148,1.13114800,4.705643,20.88
3% Treasury Stock,GB0009031211,,21-Aug-2008,N/A,63.710000,64.849344,1.13934400,4.708601,20.87
3% Treasury Stock,GB0009031211,,22-Aug-2008,N/A,63.290000,64.462131,1.17213100,4.739860,20.72
3% Treasury Stock,GB0009031211,,26-Aug-2008,N/A,64.250000,65.430328,1.18032800,4.669049,21.03
3% Treasury Stock,GB0009031211,,27-Aug-2008,N/A,64.040000,65.228525,1.18852500,4.684363,20.96
3% Treasury Stock,GB0009031211,,28-Aug-2008,N/A,64.190000,65.386721,1.19672100,4.673421,21.01
3% Treasury Stock,GB0009031211,,29-Aug-2008,N/A,64.330000,65.551311,1.22131100,4.663264,21.05
3% Treasury Stock,GB0009031211,,01-Sep-2008,N/A,64.320000,65.549508,1.22950800,4.663993,21.04
3% Treasury Stock,GB0009031211,,02-Sep-2008,N/A,63.900000,65.137705,1.23770500,4.694651,20.90
3% Treasury Stock,GB0009031211,,03-Sep-2008,N/A,63.730000,64.975902,1.24590200,4.707177,20.84
3% Treasury Stock,GB0009031211,,04-Sep-2008,N/A,64.420000,65.674098,1.25409800,4.656767,21.07
3% Treasury Stock,GB0009031211,,05-Sep-2008,N/A,64.890000,66.168689,1.27868900,4.623055,21.21
3% Treasury Stock,GB0009031211,,08-Sep-2008,N/A,63.970000,65.256885,1.28688500,4.689543,20.90
3% Treasury Stock,GB0009031211,,09-Sep-2008,N/A,64.310000,65.605082,1.29508200,4.664756,21.02
3% Treasury Stock,GB0009031211,,10-Sep-2008,N/A,64.040000,65.343279,1.30327900,4.684427,20.92
3% Treasury Stock,GB0009031211,,11-Sep-2008,N/A,63.810000,65.121475,1.31147500,4.701316,20.84
3% Treasury Stock,GB0009031211,,12-Sep-2008,N/A,62.280000,63.616066,1.33606600,4.816821,20.33
3% Treasury Stock,GB0009031211,,15-Sep-2008,N/A,63.460000,64.804262,1.34426200,4.727266,20.72
3% Treasury Stock,GB0009031211,,16-Sep-2008,N/A,64.140000,65.492459,1.35245900,4.677156,20.94
3% Treasury Stock,GB0009031211,,17-Sep-2008,N/A,64.710000,66.070656,1.36065600,4.635965,21.13
3% Treasury Stock,GB0009031211,,18-Sep-2008,N/A,64.420000,65.788852,1.36885200,4.656839,21.03
3% Treasury Stock,GB0009031211,,19-Sep-2008,N/A,62.810000,64.203443,1.39344300,4.776220,20.48
3% Treasury Stock,GB0009031211,,22-Sep-2008,N/A,62.010000,63.411639,1.40163900,4.837843,20.21
3% Treasury Stock,GB0009031211,,23-Sep-2008,N/A,61.950000,63.359836,1.40983600,4.842535,20.19
3% Treasury Stock,GB0009031211,,24-Sep-2008,N/A,62.580000,63.998033,1.41803300,4.793793,20.40
3% Treasury Stock,GB0009031211,,25-Sep-2008,N/A,61.890000,61.816230,-0.07377000,4.847382,20.65
3% Treasury Stock,GB0009031211,,26-Sep-2008,N/A,62.250000,62.200820,-0.04918000,4.819324,20.77
3% Treasury Stock,GB0009031211,,29-Sep-2008,N/A,63.340000,63.299016,-0.04098400,4.736380,21.13
3% Treasury Stock,GB0009031211,,30-Sep-2008,N/A,62.840000,62.807213,-0.03278700,4.774059,20.96
3% Treasury Stock,GB0009031211,,01-Oct-2008,N/A,63.520000,63.495410,-0.02459000,4.722944,21.18
3% Treasury Stock,GB0009031211,,02-Oct-2008,N/A,64.400000,64.383607,-0.01639300,4.658399,21.47
3% Treasury Stock,GB0009031211,,03-Oct-2008,N/A,64.710000,64.718242,0.00824200,4.636062,21.57
3% Treasury Stock,GB0009031211,,06-Oct-2008,N/A,66.580000,66.596484,0.01648400,4.505845,22.19
3% Treasury Stock,GB0009031211,,07-Oct-2008,N/A,66.080000,66.104725,0.02472500,4.539933,22.02
3% Treasury Stock,GB0009031211,,08-Oct-2008,N/A,65.620000,65.652967,0.03296700,4.571752,21.86
3% Treasury Stock,GB0009031211,,09-Oct-2008,N/A,64.230000,64.271209,0.04120900,4.670681,21.40
3% Treasury Stock,GB0009031211,,10-Oct-2008,N/A,62.470000,62.535934,0.06593400,4.802248,20.80
3% Treasury Stock,GB0009031211,,13-Oct-2008,N/A,59.890000,59.964176,0.07417600,5.009111,19.94
3% Treasury Stock,GB0009031211,,14-Oct-2008,N/A,59.330000,59.412418,0.08241800,5.056381,19.75
3% Treasury Stock,GB0009031211,,15-Oct-2008,N/A,59.990000,60.080659,0.09065900,5.000746,19.97
3% Treasury Stock,GB0009031211,,16-Oct-2008,N/A,60.990000,61.088901,0.09890100,4.918749,20.30
3% Treasury Stock,GB0009031211,,17-Oct-2008,N/A,62.290000,62.413626,0.12362600,4.816078,20.72
3% Treasury Stock,GB0009031211,,20-Oct-2008,N/A,62.550000,62.681868,0.13186800,4.796054,20.81
3% Treasury Stock,GB0009031211,,21-Oct-2008,N/A,62.140000,62.280110,0.14011000,4.827691,20.67
3% Treasury Stock,GB0009031211,,22-Oct-2008,N/A,62.590000,62.738352,0.14835200,4.792977,20.82
3% Treasury Stock,GB0009031211,,23-Oct-2008,N/A,62.940000,63.096593,0.15659300,4.766320,20.93
3% Treasury Stock,GB0009031211,,24-Oct-2008,N/A,64.350000,64.531319,0.18131900,4.661872,21.39
3% Treasury Stock,GB0009031211,,27-Oct-2008,N/A,63.710000,63.899560,0.18956000,4.708695,21.18
3% Treasury Stock,GB0009031211,,28-Oct-2008,N/A,62.880000,63.077802,0.19780200,4.770839,20.90
3% Treasury Stock,GB0009031211,,29-Oct-2008,N/A,62.600000,62.806044,0.20604400,4.792172,20.80
3% Treasury Stock,GB0009031211,,30-Oct-2008,N/A,62.530000,62.744286,0.21428600,4.797531,20.77
3% Treasury Stock,GB0009031211,,31-Oct-2008,N/A,61.550000,61.789011,0.23901100,4.873895,20.44
3% Treasury Stock,GB0009031211,,03-Nov-2008,N/A,61.530000,61.777253,0.24725300,4.875474,20.43
3% Treasury Stock,GB0009031211,,04-Nov-2008,N/A,61.320000,61.575495,0.25549500,4.892164,20.36
3% Treasury Stock,GB0009031211,,05-Nov-2008,N/A,61.600000,61.863736,0.26373600,4.869924,20.45
3% Treasury Stock,GB0009031211,,06-Nov-2008,N/A,61.270000,61.541978,0.27197800,4.896146,20.34
3% Treasury Stock,GB0009031211,,07-Nov-2008,N/A,62.620000,62.916703,0.29670300,4.790587,20.78
3% Treasury Stock,GB0009031211,,10-Nov-2008,N/A,62.150000,62.454945,0.30494500,4.826807,20.62
3% Treasury Stock,GB0009031211,,11-Nov-2008,N/A,61.770000,62.083187,0.31318700,4.856493,20.49
3% Treasury Stock,GB0009031211,,12-Nov-2008,N/A,62.250000,62.571429,0.32142900,4.819045,20.65
3% Treasury Stock,GB0009031211,,13-Nov-2008,N/A,62.630000,62.959670,0.32967000,4.789804,20.77
3% Treasury Stock,GB0009031211,,14-Nov-2008,N/A,62.700000,63.054396,0.35439600,4.784445,20.79
3% Treasury Stock,GB0009031211,,17-Nov-2008,N/A,61.740000,62.102637,0.36263700,4.858827,20.46
3% Treasury Stock,GB0009031211,,18-Nov-2008,N/A,61.680000,62.050879,0.37087900,4.863549,20.44
3% Treasury Stock,GB0009031211,,19-Nov-2008,N/A,62.410000,62.789121,0.37912100,4.806663,20.68
3% Treasury Stock,GB0009031211,,20-Nov-2008,N/A,64.240000,64.627363,0.38736300,4.669747,21.29
3% Treasury Stock,GB0009031211,,21-Nov-2008,N/A,65.590000,66.002088,0.41208800,4.573633,21.73
3% Treasury Stock,GB0009031211,,24-Nov-2008,N/A,65.010000,65.430330,0.42033000,4.614430,21.53
3% Treasury Stock,GB0009031211,,25-Nov-2008,N/A,65.710000,66.138571,0.42857100,4.565276,21.76
3% Treasury Stock,GB0009031211,,26-Nov-2008,N/A,67.110000,67.546813,0.43681300,4.470045,22.23
3% Treasury Stock,GB0009031211,,27-Nov-2008,N/A,67.480000,67.925055,0.44505500,4.445535,22.35
3% Treasury Stock,GB0009031211,,28-Nov-2008,N/A,66.360000,66.829780,0.46978000,4.520550,21.97
3% Treasury Stock,GB0009031211,,01-Dec-2008,N/A,67.100000,67.578022,0.47802200,4.470699,22.21
3% Treasury Stock,GB0009031211,,02-Dec-2008,N/A,69.410000,69.896264,0.48626400,4.321925,22.98
3% Treasury Stock,GB0009031211,,03-Dec-2008,N/A,71.590000,72.084505,0.49450500,4.190328,23.70
3% Treasury Stock,GB0009031211,,04-Dec-2008,N/A,71.460000,71.962747,0.50274700,4.197949,23.66
3% Treasury Stock,GB0009031211,,05-Dec-2008,N/A,71.110000,71.637473,0.52747300,4.218604,23.53
3% Treasury Stock,GB0009031211,,08-Dec-2008,N/A,68.380000,68.915714,0.53571400,4.387008,22.62
3% Treasury Stock,GB0009031211,,09-Dec-2008,N/A,68.190000,68.733956,0.54395600,4.399229,22.55
3% Treasury Stock,GB0009031211,,10-Dec-2008,N/A,68.220000,68.772198,0.55219800,4.397293,22.56
3% Treasury Stock,GB0009031211,,11-Dec-2008,N/A,67.560000,68.120440,0.56044000,4.440244,22.34
3% Treasury Stock,GB0009031211,,12-Dec-2008,N/A,67.430000,68.015165,0.58516500,4.448799,22.29
3% Treasury Stock,GB0009031211,,15-Dec-2008,N/A,68.750000,69.343407,0.59340700,4.363391,22.72
3% Treasury Stock,GB0009031211,,16-Dec-2008,N/A,69.780000,70.381648,0.60164800,4.298990,23.06
3% Treasury Stock,GB0009031211,,17-Dec-2008,N/A,72.140000,72.749890,0.60989000,4.158366,23.85
3% Treasury Stock,GB0009031211,,18-Dec-2008,N/A,72.040000,72.658132,0.61813200,4.164137,23.81
3% Treasury Stock,GB0009031211,,19-Dec-2008,N/A,71.540000,72.182857,0.64285700,4.193235,23.64
3% Treasury Stock,GB0009031211,,22-Dec-2008,N/A,72.430000,73.081099,0.65109900,4.141714,23.93
3% Treasury Stock,GB0009031211,,23-Dec-2008,N/A,72.260000,72.919341,0.65934100,4.151457,23.87
3% Treasury Stock,GB0009031211,,24-Dec-2008,N/A,73.250000,73.950549,0.70054900,4.095352,24.19
3% Treasury Stock,GB0009031211,,29-Dec-2008,N/A,72.440000,73.148791,0.70879100,4.141139,23.92
3% Treasury Stock,GB0009031211,,30-Dec-2008,N/A,72.510000,73.227033,0.71703300,4.137142,23.94
3% Treasury Stock,GB0009031211,,31-Dec-2008,N/A,73.160000,73.893516,0.73351600,4.100388,24.15
3% Treasury Stock,GB0009031211,,02-Jan-2008,N/A,66.180000,66.917705,0.73770500,4.532804,21.82
3% Treasury Stock,GB0009031211,,03-Jan-2008,N/A,65.960000,66.705902,0.74590200,4.547920,21.74
3% Treasury Stock,GB0009031211,,04-Jan-2008,N/A,66.450000,67.220492,0.77049200,4.514389,21.90
3% Treasury Stock,GB0009031211,,07-Jan-2008,N/A,66.240000,67.018689,0.77868900,4.528699,21.83
3% Treasury Stock,GB0009031211,,08-Jan-2008,N/A,65.520000,66.306885,0.78688500,4.578459,21.58
3% Treasury Stock,GB0009031211,,09-Jan-2008,N/A,66.000000,66.795082,0.79508200,4.545165,21.74
3% Treasury Stock,GB0009031211,,10-Jan-2008,N/A,65.970000,66.773279,0.80327900,4.547232,21.73
3% Treasury Stock,GB0009031211,,11-Jan-2008,N/A,65.280000,66.107869,0.82786900,4.595292,21.49
3% Treasury Stock,GB0009031211,,14-Jan-2008,N/A,65.180000,66.016066,0.83606600,4.602341,21.46
3% Treasury Stock,GB0009031211,,15-Jan-2008,N/A,65.560000,66.404262,0.84426200,4.575669,21.58
3% Treasury Stock,GB0009031211,,16-Jan-2008,N/A,65.970000,66.822459,0.85245900,4.547236,21.71
3% Treasury Stock,GB0009031211,,17-Jan-2008,N/A,65.780000,66.640656,0.86065600,4.560370,21.65
3% Treasury Stock,GB0009031211,,18-Jan-2008,N/A,65.580000,66.465246,0.88524600,4.574279,21.57
3% Treasury Stock,GB0009031211,,21-Jan-2008,N/A,66.220000,67.113443,0.89344300,4.530076,21.78
3% Treasury Stock,GB0009031211,,22-Jan-2008,N/A,64.640000,65.541639,0.90163900,4.640793,21.25
3% Treasury Stock,GB0009031211,,23-Jan-2008,N/A,65.280000,66.189836,0.90983600,4.595302,21.46
3% Treasury Stock,GB0009031211,,24-Jan-2008,N/A,64.110000,65.028033,0.91803300,4.679156,21.07
3% Treasury Stock,GB0009031211,,25-Jan-2008,N/A,64.510000,65.452623,0.94262300,4.650151,21.20
3% Treasury Stock,GB0009031211,,28-Jan-2008,N/A,65.060000,66.010820,0.95082000,4.610847,21.38
3% Treasury Stock,GB0009031211,,29-Jan-2008,N/A,63.980000,64.939016,0.95901600,4.688671,21.02
3% Treasury Stock,GB0009031211,,30-Jan-2008,N/A,64.400000,65.367213,0.96721300,4.658099,21.15
3% Treasury Stock,GB0009031211,,31-Jan-2008,N/A,65.110000,66.085410,0.97541000,4.607312,21.39
3% Treasury Stock,GB0009031211,,01-Feb-2008,N/A,65.170000,66.170000,1.00000000,4.603077,21.40
3% Treasury Stock,GB0009031211,,04-Feb-2008,N/A,64.800000,65.808197,1.00819700,4.629359,21.27
3% Treasury Stock,GB0009031211,,05-Feb-2008,N/A,65.620000,66.636393,1.01639300,4.571519,21.54
3% Treasury Stock,GB0009031211,,06-Feb-2008,N/A,64.710000,65.734590,1.02459000,4.635802,21.24
3% Treasury Stock,GB0009031211,,07-Feb-2008,N/A,64.980000,66.012787,1.03278700,4.616544,21.32
3% Treasury Stock,GB0009031211,,08-Feb-2008,N/A,64.860000,65.917377,1.05737700,4.625092,21.28
3% Treasury Stock,GB0009031211,,11-Feb-2008,N/A,64.340000,65.405574,1.06557400,4.662471,21.10
3% Treasury Stock,GB0009031211,,12-Feb-2008,N/A,63.100000,64.173770,1.07377000,4.754088,20.68
3% Treasury Stock,GB0009031211,,13-Feb-2008,N/A,62.940000,64.021967,1.08196700,4.766175,20.63
3% Treasury Stock,GB0009031211,,14-Feb-2008,N/A,62.500000,63.590164,1.09016400,4.799728,20.48
3% Treasury Stock,GB0009031211,,15-Feb-2008,N/A,62.860000,63.974754,1.11475400,4.772254,20.59
3% Treasury Stock,GB0009031211,,18-Feb-2008,N/A,62.270000,63.392951,1.12295100,4.817469,20.39
3% Treasury Stock,GB0009031211,,19-Feb-2008,N/A,62.350000,63.481148,1.13114800,4.811292,20.42
3% Treasury Stock,GB0009031211,,20-Feb-2008,N/A,62.110000,63.249344,1.13934400,4.829885,20.33
3% Treasury Stock,GB0009031211,,21-Feb-2008,N/A,62.460000,63.607541,1.14754100,4.802827,20.45
3% Treasury Stock,GB0009031211,,22-Feb-2008,N/A,62.510000,63.682131,1.17213100,4.798998,20.46
3% Treasury Stock,GB0009031211,,25-Feb-2008,N/A,62.070000,63.250328,1.18032800,4.833018,20.31
3% Treasury Stock,GB0009031211,,26-Feb-2008,N/A,62.130000,63.318525,1.18852500,4.828356,20.32
3% Treasury Stock,GB0009031211,,27-Feb-2008,N/A,62.160000,63.356721,1.19672100,4.826030,20.33
3% Treasury Stock,GB0009031211,,28-Feb-2008,N/A,63.160000,64.364918,1.20491800,4.749632,20.66
3% Treasury Stock,GB0009031211,,29-Feb-2008,N/A,64.570000,65.799508,1.22950800,4.645937,21.12
3% Treasury Stock,GB0009031211,,03-Mar-2008,N/A,64.850000,66.087705,1.23770500,4.625883,21.21
3% Treasury Stock,GB0009031211,,04-Mar-2008,N/A,65.210000,66.455902,1.24590200,4.600352,21.33
3% Treasury Stock,GB0009031211,,05-Mar-2008,N/A,64.250000,65.504098,1.25409800,4.669088,21.01
3% Treasury Stock,GB0009031211,,06-Mar-2008,N/A,65.030000,66.292295,1.26229500,4.613093,21.27
3% Treasury Stock,GB0009031211,,07-Mar-2008,N/A,65.390000,66.676885,1.28688500,4.587712,21.38
3% Treasury Stock,GB0009031211,,10-Mar-2008,N/A,65.680000,66.975082,1.29508200,4.567461,21.47
3% Treasury Stock,GB0009031211,,11-Mar-2008,N/A,65.270000,66.573279,1.30327900,4.596155,21.33
3% Treasury Stock,GB0009031211,,12-Mar-2008,N/A,64.440000,65.751475,1.31147500,4.655356,21.05
3% Treasury Stock,GB0009031211,,13-Mar-2008,N/A,64.730000,66.049672,1.31967200,4.634506,21.15
3% Treasury Stock,GB0009031211,,14-Mar-2008,N/A,64.980000,66.324262,1.34426200,4.616692,21.22
3% Treasury Stock,GB0009031211,,17-Mar-2008,N/A,64.950000,66.302459,1.35245900,4.618829,21.21
3% Treasury Stock,GB0009031211,,18-Mar-2008,N/A,64.620000,65.980656,1.36065600,4.642421,21.10
3% Treasury Stock,GB0009031211,,19-Mar-2008,N/A,64.920000,66.288852,1.36885200,4.620974,21.19
3% Treasury Stock,GB0009031211,,20-Mar-2008,N/A,65.440000,66.849836,1.40983600,4.584285,21.35
3% Treasury Stock,GB0009031211,,25-Mar-2008,N/A,64.460000,65.878033,1.41803300,4.653984,21.03
3% Treasury Stock,GB0009031211,,26-Mar-2008,N/A,64.640000,66.066230,1.42623000,4.641031,21.08
3% Treasury Stock,GB0009031211,,27-Mar-2008,N/A,63.880000,63.814426,-0.06557400,4.696364,21.31
3% Treasury Stock,GB0009031211,,28-Mar-2008,N/A,64.470000,64.429016,-0.04098400,4.653362,21.50
3% Treasury Stock,GB0009031211,,31-Mar-2008,N/A,64.680000,64.647213,-0.03278700,4.638246,21.57
3% Treasury Stock,GB0009031211,,01-Apr-2008,N/A,63.860000,63.835410,-0.02459000,4.697798,21.29
3% Treasury Stock,GB0009031211,,02-Apr-2008,N/A,64.270000,64.253607,-0.01639300,4.667822,21.43
3% Treasury Stock,GB0009031211,,03-Apr-2008,N/A,63.870000,63.861803,-0.00819700,4.697048,21.29
3% Treasury Stock,GB0009031211,,04-Apr-2008,N/A,63.840000,63.856393,0.01639300,4.699234,21.27
3% Treasury Stock,GB0009031211,,07-Apr-2008,N/A,63.210000,63.234590,0.02459000,4.746063,21.06
3% Treasury Stock,GB0009031211,,08-Apr-2008,N/A,63.350000,63.382787,0.03278700,4.735568,21.11
3% Treasury Stock,GB0009031211,,09-Apr-2008,N/A,63.220000,63.260984,0.04098400,4.745299,21.06
3% Treasury Stock,GB0009031211,,10-Apr-2008,N/A,63.540000,63.589180,0.04918000,4.721394,21.16
3% Treasury Stock,GB0009031211,,11-Apr-2008,N/A,64.390000,64.463770,0.07377000,4.659050,21.44
3% Treasury Stock,GB0009031211,,14-Apr-2008,N/A,64.030000,64.111967,0.08196700,4.685238,21.32
3% Treasury Stock,GB0009031211,,15-Apr-2008,N/A,63.890000,63.980164,0.09016400,4.695498,21.27
3% Treasury Stock,GB0009031211,,16-Apr-2008,N/A,62.650000,62.748361,0.09836100,4.788425,20.85
3% Treasury Stock,GB0009031211,,17-Apr-2008,N/A,61.720000,61.826557,0.10655700,4.860568,20.54
3% Treasury Stock,GB0009031211,,18-Apr-2008,N/A,61.620000,61.751148,0.13114800,4.868436,20.50
3% Treasury Stock,GB0009031211,,21-Apr-2008,N/A,62.120000,62.259344,0.13934400,4.829246,20.66
3% Treasury Stock,GB0009031211,,22-Apr-2008,N/A,62.290000,62.437541,0.14754100,4.816060,20.72
3% Treasury Stock,GB0009031211,,23-Apr-2008,N/A,62.700000,62.855738,0.15573800,4.784563,20.85
3% Treasury Stock,GB0009031211,,24-Apr-2008,N/A,61.710000,61.873934,0.16393400,4.861311,20.52
3% Treasury Stock,GB0009031211,,25-Apr-2008,N/A,62.060000,62.248525,0.18852500,4.833879,20.63
3% Treasury Stock,GB0009031211,,28-Apr-2008,N/A,62.350000,62.546721,0.19672100,4.811391,20.72
3% Treasury Stock,GB0009031211,,29-Apr-2008,N/A,62.800000,63.004918,0.20491800,4.776912,20.87
3% Treasury Stock,GB0009031211,,30-Apr-2008,N/A,62.910000,63.123115,0.21311500,4.768554,20.90
3% Treasury Stock,GB0009031211,,01-May-2008,N/A,63.350000,63.571311,0.22131100,4.735431,21.05
3% Treasury Stock,GB0009031211,,02-May-2008,N/A,62.250000,62.504098,0.25409800,4.819083,20.67
3% Treasury Stock,GB0009031211,,06-May-2008,N/A,62.900000,63.162295,0.26229500,4.769282,20.88
3% Treasury Stock,GB0009031211,,07-May-2008,N/A,62.310000,62.580492,0.27049200,4.814433,20.68
3% Treasury Stock,GB0009031211,,08-May-2008,N/A,63.160000,63.438689,0.27868900,4.749642,20.96
3% Treasury Stock,GB0009031211,,09-May-2008,N/A,63.450000,63.753279,0.30327900,4.727922,21.05
3% Treasury Stock,GB0009031211,,12-May-2008,N/A,63.450000,63.761475,0.31147500,4.727918,21.05
3% Treasury Stock,GB0009031211,,13-May-2008,N/A,62.790000,63.109672,0.31967200,4.777605,20.83
3% Treasury Stock,GB0009031211,,14-May-2008,N/A,61.940000,62.267869,0.32786900,4.843158,20.54
3% Treasury Stock,GB0009031211,,15-May-2008,N/A,61.900000,62.236066,0.33606600,4.846283,20.53
3% Treasury Stock,GB0009031211,,16-May-2008,N/A,62.960000,63.320656,0.36065600,4.764687,20.87
3% Treasury Stock,GB0009031211,,19-May-2008,N/A,62.140000,62.508852,0.36885200,4.827551,20.59
3% Treasury Stock,GB0009031211,,20-May-2008,N/A,62.570000,62.947049,0.37704900,4.794374,20.74
3% Treasury Stock,GB0009031211,,21-May-2008,N/A,61.740000,62.125246,0.38524600,4.858817,20.46
3% Treasury Stock,GB0009031211,,22-May-2008,N/A,61.510000,61.903443,0.39344300,4.876979,20.38
3% Treasury Stock,GB0009031211,,23-May-2008,N/A,61.970000,62.396230,0.42623000,4.840768,20.52
3% Treasury Stock,GB0009031211,,27-May-2008,N/A,61.840000,62.274426,0.43442600,4.850939,20.47
3% Treasury Stock,GB0009031211,,28-May-2008,N/A,61.450000,61.892623,0.44262300,4.881720,20.34
3% Treasury Stock,GB0009031211,,29-May-2008,N/A,61.230000,61.680820,0.45082000,4.899254,20.26
3% Treasury Stock,GB0009031211,,30-May-2008,N/A,61.540000,62.015410,0.47541000,4.874569,20.36
3% Treasury Stock,GB0009031211,,02-Jun-2008,N/A,61.440000,61.923607,0.48360700,4.882499,20.32
3% Treasury Stock,GB0009031211,,03-Jun-2008,N/A,60.630000,61.121803,0.49180300,4.947716,20.05
3% Treasury Stock,GB0009031211,,04-Jun-2008,N/A,61.540000,62.040000,0.50000000,4.874561,20.35
3% Treasury Stock,GB0009031211,,05-Jun-2008,N/A,60.690000,61.198197,0.50819700,4.942820,20.07
3% Treasury Stock,GB0009031211,,06-Jun-2008,N/A,61.220000,61.752787,0.53278700,4.900027,20.23
3% Treasury Stock,GB0009031211,,09-Jun-2008,N/A,60.590000,61.130984,0.54098400,4.950967,20.02
3% Treasury Stock,GB0009031211,,10-Jun-2008,N/A,60.670000,61.219180,0.54918000,4.944437,20.05
2½% Treasury Stock,GB0009031096,,02-Jan-2008,N/A,57.690000,58.332077,0.64207700,4.333255,22.83
2½% Treasury Stock,GB0009031096,,03-Jan-2008,N/A,57.500000,58.148907,0.64890700,4.347572,22.75
2½% Treasury Stock,GB0009031096,,04-Jan-2008,N/A,57.940000,58.609399,0.66939900,4.314561,22.92
2½% Treasury Stock,GB0009031096,,07-Jan-2008,N/A,57.750000,58.426230,0.67623000,4.328755,22.84
2½% Treasury Stock,GB0009031096,,08-Jan-2008,N/A,57.100000,57.783060,0.68306000,4.378026,22.57
2½% Treasury Stock,GB0009031096,,09-Jan-2008,N/A,57.530000,58.219891,0.68989100,4.345308,22.74
2½% Treasury Stock,GB0009031096,,10-Jan-2008,N/A,57.510000,58.206721,0.69672100,4.346819,22.73
2½% Treasury Stock,GB0009031096,,11-Jan-2008,N/A,56.880000,57.597213,0.71721300,4.394961,22.47
2½% Treasury Stock,GB0009031096,,14-Jan-2008,N/A,56.780000,57.504044,0.72404400,4.402701,22.43
2½% Treasury Stock,GB0009031096,,15-Jan-2008,N/A,57.130000,57.860874,0.73087400,4.375733,22.57
2½% Treasury Stock,GB0009031096,,16-Jan-2008,N/A,57.510000,58.247705,0.73770500,4.346824,22.72
2½% Treasury Stock,GB0009031096,,17-Jan-2008,N/A,57.330000,58.074536,0.74453600,4.360472,22.64
2½% Treasury Stock,GB0009031096,,18-Jan-2008,N/A,57.150000,57.915027,0.76502700,4.374207,22.56
2½% Treasury Stock,GB0009031096,,21-Jan-2008,N/A,57.730000,58.501858,0.77185800,4.330267,22.79
2½% Treasury Stock,GB0009031096,,22-Jan-2008,N/A,56.290000,57.068689,0.77868900,4.441032,22.21
2½% Treasury Stock,GB0009031096,,23-Jan-2008,N/A,56.880000,57.665519,0.78551900,4.394973,22.45
2½% Treasury Stock,GB0009031096,,24-Jan-2008,N/A,55.810000,56.602350,0.79235000,4.479226,22.02
2½% Treasury Stock,GB0009031096,,25-Jan-2008,N/A,56.180000,56.992842,0.81284200,4.449734,22.16
2½% Treasury Stock,GB0009031096,,28-Jan-2008,N/A,56.670000,57.489672,0.81967200,4.411265,22.35
2½% Treasury Stock,GB0009031096,,29-Jan-2008,N/A,55.690000,56.516503,0.82650300,4.488886,21.95
2½% Treasury Stock,GB0009031096,,30-Jan-2008,N/A,56.070000,56.903333,0.83333300,4.458469,22.10
2½% Treasury Stock,GB0009031096,,31-Jan-2008,N/A,56.720000,57.560164,0.84016400,4.407383,22.36
2½% Treasury Stock,GB0009031096,,01-Feb-2008,N/A,56.780000,57.640656,0.86065600,4.402732,22.38
2½% Treasury Stock,GB0009031096,,04-Feb-2008,N/A,56.440000,57.307486,0.86748600,4.429254,22.24
2½% Treasury Stock,GB0009031096,,05-Feb-2008,N/A,57.190000,58.064317,0.87431700,4.371176,22.53
2½% Treasury Stock,GB0009031096,,06-Feb-2008,N/A,56.360000,57.241148,0.88114800,4.435545,22.20
2½% Treasury Stock,GB0009031096,,07-Feb-2008,N/A,56.600000,57.487978,0.88797800,4.416742,22.29
2½% Treasury Stock,GB0009031096,,08-Feb-2008,N/A,56.490000,57.398470,0.90847000,4.425349,22.24
2½% Treasury Stock,GB0009031096,,11-Feb-2008,N/A,56.020000,56.935301,0.91530100,4.462476,22.05
2½% Treasury Stock,GB0009031096,,12-Feb-2008,N/A,54.890000,55.812131,0.92213100,4.554337,21.60
2½% Treasury Stock,GB0009031096,,13-Feb-2008,N/A,54.740000,55.668962,0.92896200,4.566819,21.53
2½% Treasury Stock,GB0009031096,,14-Feb-2008,N/A,54.350000,55.285792,0.93579200,4.599589,21.38
2½% Treasury Stock,GB0009031096,,15-Feb-2008,N/A,54.670000,55.626284,0.95628400,4.572679,21.50
2½% Treasury Stock,GB0009031096,,18-Feb-2008,N/A,54.140000,55.103115,0.96311500,4.617442,21.28
2½% Treasury Stock,GB0009031096,,19-Feb-2008,N/A,54.220000,55.189945,0.96994500,4.610634,21.31
2½% Treasury Stock,GB0009031096,,20-Feb-2008,N/A,53.990000,54.966776,0.97677600,4.630277,21.22
2½% Treasury Stock,GB0009031096,,21-Feb-2008,N/A,54.320000,55.303607,0.98360700,4.602154,21.34
2½% Treasury Stock,GB0009031096,,22-Feb-2008,N/A,54.360000,55.364098,1.00409800,4.598779,21.35
2½% Treasury Stock,GB0009031096,,25-Feb-2008,N/A,53.960000,54.970929,1.01092900,4.632871,21.19
2½% Treasury Stock,GB0009031096,,26-Feb-2008,N/A,54.010000,55.027760,1.01776000,4.628587,21.21
2½% Treasury Stock,GB0009031096,,27-Feb-2008,N/A,54.040000,55.064590,1.02459000,4.626022,21.22
2½% Treasury Stock,GB0009031096,,28-Feb-2008,N/A,54.940000,55.971421,1.03142100,4.550250,21.57
2½% Treasury Stock,GB0009031096,,29-Feb-2008,N/A,56.230000,57.281913,1.05191300,4.445880,22.08
2½% Treasury Stock,GB0009031096,,03-Mar-2008,N/A,56.480000,57.538743,1.05874300,4.426206,22.18
2½% Treasury Stock,GB0009031096,,04-Mar-2008,N/A,56.810000,57.875574,1.06557400,4.400501,22.31
2½% Treasury Stock,GB0009031096,,05-Mar-2008,N/A,55.940000,57.012404,1.07240400,4.468939,21.96
2½% Treasury Stock,GB0009031096,,06-Mar-2008,N/A,56.640000,57.719235,1.07923500,4.413716,22.23
2½% Treasury Stock,GB0009031096,,07-Mar-2008,N/A,56.970000,58.069727,1.09972700,4.388164,22.36
2½% Treasury Stock,GB0009031096,,10-Mar-2008,N/A,57.240000,58.346557,1.10655700,4.367470,22.46
2½% Treasury Stock,GB0009031096,,11-Mar-2008,N/A,56.870000,57.983388,1.11338800,4.395888,22.31
2½% Treasury Stock,GB0009031096,,12-Mar-2008,N/A,56.110000,57.230219,1.12021900,4.455432,22.01
2½% Treasury Stock,GB0009031096,,13-Mar-2008,N/A,56.370000,57.497049,1.12704900,4.434887,22.11
2½% Treasury Stock,GB0009031096,,14-Mar-2008,N/A,56.600000,57.747541,1.14754100,4.416881,22.19
2½% Treasury Stock,GB0009031096,,17-Mar-2008,N/A,56.570000,57.724372,1.15437200,4.419228,22.18
2½% Treasury Stock,GB0009031096,,18-Mar-2008,N/A,56.270000,57.431202,1.16120200,4.442793,22.05
2½% Treasury Stock,GB0009031096,,19-Mar-2008,N/A,56.550000,56.468033,-0.08196700,4.420941,22.65
2½% Treasury Stock,GB0009031096,,20-Mar-2008,N/A,57.020000,56.972186,-0.04781400,4.384468,22.83
2½% Treasury Stock,GB0009031096,,25-Mar-2008,N/A,56.130000,56.089016,-0.04098400,4.453983,22.47
2½% Treasury Stock,GB0009031096,,26-Mar-2008,N/A,56.300000,56.265847,-0.03415300,4.440528,22.53
2½% Treasury Stock,GB0009031096,,27-Mar-2008,N/A,55.600000,55.572678,-0.02732200,4.496428,22.25
2½% Treasury Stock,GB0009031096,,28-Mar-2008,N/A,56.140000,56.133169,-0.00683100,4.453159,22.46
2½% Treasury Stock,GB0009031096,,31-Mar-2008,N/A,56.320000,56.320000,0.00000000,4.438920,22.53
2½% Treasury Stock,GB0009031096,,01-Apr-2008,N/A,55.580000,55.586831,0.00683100,4.498015,22.23
2½% Treasury Stock,GB0009031096,,02-Apr-2008,N/A,55.960000,55.973661,0.01366100,4.467465,22.38
2½% Treasury Stock,GB0009031096,,03-Apr-2008,N/A,55.600000,55.620492,0.02049200,4.496385,22.23
2½% Treasury Stock,GB0009031096,,04-Apr-2008,N/A,55.570000,55.610984,0.04098400,4.498795,22.21
2½% Treasury Stock,GB0009031096,,07-Apr-2008,N/A,54.990000,55.037814,0.04781400,4.546239,21.98
2½% Treasury Stock,GB0009031096,,08-Apr-2008,N/A,55.120000,55.174645,0.05464500,4.535511,22.03
2½% Treasury Stock,GB0009031096,,09-Apr-2008,N/A,55.000000,55.061475,0.06147500,4.545400,21.98
2½% Treasury Stock,GB0009031096,,10-Apr-2008,N/A,55.290000,55.358306,0.06830600,4.521554,22.09
2½% Treasury Stock,GB0009031096,,11-Apr-2008,N/A,56.070000,56.158798,0.08879800,4.458640,22.39
2½% Treasury Stock,GB0009031096,,14-Apr-2008,N/A,55.740000,55.835628,0.09562800,4.485031,22.26
2½% Treasury Stock,GB0009031096,,15-Apr-2008,N/A,55.610000,55.712459,0.10245900,4.495510,22.20
2½% Treasury Stock,GB0009031096,,16-Apr-2008,N/A,54.490000,54.599290,0.10929000,4.587903,21.75
2½% Treasury Stock,GB0009031096,,17-Apr-2008,N/A,53.640000,53.756120,0.11612000,4.660596,21.41
2½% Treasury Stock,GB0009031096,,18-Apr-2008,N/A,53.550000,53.686612,0.13661200,4.668412,21.37
2½% Treasury Stock,GB0009031096,,21-Apr-2008,N/A,54.000000,54.143443,0.14344300,4.629505,21.54
2½% Treasury Stock,GB0009031096,,22-Apr-2008,N/A,54.160000,54.310273,0.15027300,4.615825,21.61
2½% Treasury Stock,GB0009031096,,23-Apr-2008,N/A,54.530000,54.687104,0.15710400,4.584502,21.75
2½% Treasury Stock,GB0009031096,,24-Apr-2008,N/A,53.630000,53.793934,0.16393400,4.661428,21.39
2½% Treasury Stock,GB0009031096,,25-Apr-2008,N/A,53.950000,54.134426,0.18442600,4.633766,21.51
2½% Treasury Stock,GB0009031096,,28-Apr-2008,N/A,54.210000,54.401257,0.19125700,4.611539,21.61
2½% Treasury Stock,GB0009031096,,29-Apr-2008,N/A,54.620000,54.818087,0.19808700,4.576920,21.77
2½% Treasury Stock,GB0009031096,,30-Apr-2008,N/A,54.720000,54.924918,0.20491800,4.568552,21.81
2½% Treasury Stock,GB0009031096,,01-May-2008,N/A,55.120000,55.331749,0.21174900,4.535397,21.97
2½% Treasury Stock,GB0009031096,,02-May-2008,N/A,54.120000,54.359071,0.23907100,4.619176,21.56
2½% Treasury Stock,GB0009031096,,06-May-2008,N/A,54.710000,54.955902,0.24590200,4.569363,21.79
2½% Treasury Stock,GB0009031096,,07-May-2008,N/A,54.180000,54.432732,0.25273200,4.614053,21.57
2½% Treasury Stock,GB0009031096,,08-May-2008,N/A,54.950000,55.209563,0.25956300,4.549399,21.88
2½% Treasury Stock,GB0009031096,,09-May-2008,N/A,55.210000,55.490055,0.28005500,4.527966,21.98
2½% Treasury Stock,GB0009031096,,12-May-2008,N/A,55.210000,55.496885,0.28688500,4.527963,21.97
2½% Treasury Stock,GB0009031096,,13-May-2008,N/A,54.610000,54.903716,0.29371600,4.577703,21.73
2½% Treasury Stock,GB0009031096,,14-May-2008,N/A,53.840000,54.140546,0.30054600,4.643162,21.42
2½% Treasury Stock,GB0009031096,,15-May-2008,N/A,53.810000,54.117377,0.30737700,4.645747,21.40
2½% Treasury Stock,GB0009031096,,16-May-2008,N/A,54.770000,55.097869,0.32786900,4.564316,21.78
2½% Treasury Stock,GB0009031096,,19-May-2008,N/A,54.020000,54.354699,0.33469900,4.627676,21.48
2½% Treasury Stock,GB0009031096,,20-May-2008,N/A,54.410000,54.751530,0.34153000,4.594506,21.63
2½% Treasury Stock,GB0009031096,,21-May-2008,N/A,53.660000,54.008361,0.34836100,4.658713,21.33
2½% Treasury Stock,GB0009031096,,22-May-2008,N/A,53.450000,53.805191,0.35519100,4.677012,21.24
2½% Treasury Stock,GB0009031096,,23-May-2008,N/A,53.870000,54.252514,0.38251400,4.640540,21.40
2½% Treasury Stock,GB0009031096,,27-May-2008,N/A,53.750000,54.139344,0.38934400,4.650897,21.35
2½% Treasury Stock,GB0009031096,,28-May-2008,N/A,53.400000,53.796175,0.39617500,4.681374,21.21
2½% Treasury Stock,GB0009031096,,29-May-2008,N/A,53.200000,53.603005,0.40300500,4.698968,21.12
2½% Treasury Stock,GB0009031096,,30-May-2008,N/A,53.480000,53.903497,0.42349700,4.674362,21.23
2½% Treasury Stock,GB0009031096,,02-Jun-2008,N/A,53.390000,53.820328,0.43032800,4.682239,21.19
2½% Treasury Stock,GB0009031096,,03-Jun-2008,N/A,52.650000,53.087158,0.43715800,4.748038,20.89
2½% Treasury Stock,GB0009031096,,04-Jun-2008,N/A,53.480000,53.923989,0.44398900,4.674356,21.22
2½% Treasury Stock,GB0009031096,,05-Jun-2008,N/A,52.700000,53.150820,0.45082000,4.743529,20.91
2½% Treasury Stock,GB0009031096,,06-Jun-2008,N/A,53.190000,53.661311,0.47131100,4.699831,21.09
2½% Treasury Stock,GB0009031096,,09-Jun-2008,N/A,52.620000,53.098142,0.47814200,4.750733,20.86
2½% Treasury Stock,GB0009031096,,10-Jun-2008,N/A,52.690000,53.174973,0.48497300,4.744420,20.89
2½% Treasury Stock,GB0009031096,,11-Jun-2008,N/A,52.250000,52.741803,0.49180300,4.784366,20.71
2½% Treasury Stock,GB0009031096,,12-Jun-2008,N/A,52.430000,52.928634,0.49863400,4.767942,20.78
2½% Treasury Stock,GB0009031096,,13-Jun-2008,N/A,51.550000,52.069126,0.51912600,4.849319,20.42
2½% Treasury Stock,GB0009031096,,16-Jun-2008,N/A,52.310000,52.835956,0.52595600,4.778873,20.72
2½% Treasury Stock,GB0009031096,,17-Jun-2008,N/A,52.410000,52.942787,0.53278700,4.769754,20.76
2½% Treasury Stock,GB0009031096,,18-Jun-2008,N/A,52.630000,53.169617,0.53961700,4.749818,20.84
2½% Treasury Stock,GB0009031096,,19-Jun-2008,N/A,52.050000,52.596448,0.54644800,4.802737,20.61
2½% Treasury Stock,GB0009031096,,20-Jun-2008,N/A,52.530000,53.096940,0.56694000,4.758855,20.79
2½% Treasury Stock,GB0009031096,,23-Jun-2008,N/A,52.480000,53.053770,0.57377000,4.763388,20.77
2½% Treasury Stock,GB0009031096,,24-Jun-2008,N/A,52.260000,52.840601,0.58060100,4.783437,20.68
2½% Treasury Stock,GB0009031096,,25-Jun-2008,N/A,52.850000,53.437432,0.58743200,4.730043,20.91
2½% Treasury Stock,GB0009031096,,26-Jun-2008,N/A,53.730000,54.324262,0.59426200,4.652584,21.26
2½% Treasury Stock,GB0009031096,,27-Jun-2008,N/A,53.190000,53.804754,0.61475400,4.699811,21.04
2½% Treasury Stock,GB0009031096,,30-Jun-2008,N/A,52.460000,53.081585,0.62158500,4.765201,20.74
2½% Treasury Stock,GB0009031096,,01-Jul-2008,N/A,51.870000,52.498415,0.62841500,4.819396,20.50
2½% Treasury Stock,GB0009031096,,02-Jul-2008,N/A,52.260000,52.895246,0.63524600,4.783435,20.66
2½% Treasury Stock,GB0009031096,,03-Jul-2008,N/A,52.810000,53.452077,0.64207700,4.733624,20.87
2½% Treasury Stock,GB0009031096,,04-Jul-2008,N/A,53.370000,54.032568,0.66256800,4.683963,21.09
2½% Treasury Stock,GB0009031096,,07-Jul-2008,N/A,53.640000,54.309399,0.66939900,4.660390,21.20
2½% Treasury Stock,GB0009031096,,08-Jul-2008,N/A,53.490000,54.166230,0.67623000,4.673457,21.13
2½% Treasury Stock,GB0009031096,,09-Jul-2008,N/A,53.830000,54.513060,0.68306000,4.643944,21.27
2½% Treasury Stock,GB0009031096,,10-Jul-2008,N/A,54.030000,54.719891,0.68989100,4.626756,21.34
2½% Treasury Stock,GB0009031096,,11-Jul-2008,N/A,53.660000,54.370383,0.71038300,4.658657,21.19
2½% Treasury Stock,GB0009031096,,14-Jul-2008,N/A,53.680000,54.397213,0.71721300,4.656923,21.19
2½% Treasury Stock,GB0009031096,,15-Jul-2008,N/A,53.810000,54.534044,0.72404400,4.645674,21.24
2½% Treasury Stock,GB0009031096,,16-Jul-2008,N/A,53.570000,54.300874,0.73087400,4.666486,21.14
2½% Treasury Stock,GB0009031096,,17-Jul-2008,N/A,53.630000,54.367705,0.73770500,4.661267,21.17
2½% Treasury Stock,GB0009031096,,18-Jul-2008,N/A,52.590000,53.348197,0.75819700,4.753439,20.74
2½% Treasury Stock,GB0009031096,,21-Jul-2008,N/A,52.510000,53.275027,0.76502700,4.760681,20.71
2½% Treasury Stock,GB0009031096,,22-Jul-2008,N/A,52.760000,53.531858,0.77185800,4.738128,20.80
2½% Treasury Stock,GB0009031096,,23-Jul-2008,N/A,52.800000,53.578689,0.77868900,4.734540,20.82
2½% Treasury Stock,GB0009031096,,24-Jul-2008,N/A,53.260000,54.045519,0.78551900,4.693656,21.00
2½% Treasury Stock,GB0009031096,,25-Jul-2008,N/A,53.070000,53.876011,0.80601100,4.710463,20.91
2½% Treasury Stock,GB0009031096,,28-Jul-2008,N/A,53.490000,54.302842,0.81284200,4.673484,21.08
2½% Treasury Stock,GB0009031096,,29-Jul-2008,N/A,53.910000,54.729672,0.81967200,4.637080,21.24
2½% Treasury Stock,GB0009031096,,30-Jul-2008,N/A,54.300000,55.126503,0.82650300,4.603781,21.40
2½% Treasury Stock,GB0009031096,,31-Jul-2008,N/A,54.320000,55.153333,0.83333300,4.602088,21.40
2½% Treasury Stock,GB0009031096,,01-Aug-2008,N/A,53.800000,54.653825,0.85382500,4.646571,21.19
2½% Treasury Stock,GB0009031096,,04-Aug-2008,N/A,54.000000,54.860656,0.86065600,4.629366,21.26
2½% Treasury Stock,GB0009031096,,05-Aug-2008,N/A,54.260000,55.127486,0.86748600,4.607189,21.37
2½% Treasury Stock,GB0009031096,,06-Aug-2008,N/A,54.740000,55.614317,0.87431700,4.566796,21.56
2½% Treasury Stock,GB0009031096,,07-Aug-2008,N/A,55.210000,56.091148,0.88114800,4.527926,21.74
2½% Treasury Stock,GB0009031096,,08-Aug-2008,N/A,55.170000,56.071639,0.90163900,4.531217,21.72
2½% Treasury Stock,GB0009031096,,11-Aug-2008,N/A,55.150000,56.058470,0.90847000,4.532863,21.71
2½% Treasury Stock,GB0009031096,,12-Aug-2008,N/A,55.710000,56.625301,0.91530100,4.487305,21.93
2½% Treasury Stock,GB0009031096,,13-Aug-2008,N/A,55.440000,56.362131,0.92213100,4.509160,21.82
2½% Treasury Stock,GB0009031096,,14-Aug-2008,N/A,55.020000,55.948962,0.92896200,4.543581,21.65
2½% Treasury Stock,GB0009031096,,15-Aug-2008,N/A,55.460000,56.409454,0.94945400,4.507546,21.81
2½% Treasury Stock,GB0009031096,,18-Aug-2008,N/A,55.410000,56.366284,0.95628400,4.511617,21.79
2½% Treasury Stock,GB0009031096,,19-Aug-2008,N/A,55.440000,56.403115,0.96311500,4.509179,21.80
2½% Treasury Stock,GB0009031096,,20-Aug-2008,N/A,55.490000,56.459945,0.96994500,4.505119,21.82
2½% Treasury Stock,GB0009031096,,21-Aug-2008,N/A,55.450000,56.426776,0.97677600,4.508372,21.80
2½% Treasury Stock,GB0009031096,,22-Aug-2008,N/A,55.070000,56.074098,1.00409800,4.539494,21.64
2½% Treasury Stock,GB0009031096,,26-Aug-2008,N/A,55.940000,56.950929,1.01092900,4.468903,21.98
2½% Treasury Stock,GB0009031096,,27-Aug-2008,N/A,55.750000,56.767760,1.01776000,4.484136,21.90
2½% Treasury Stock,GB0009031096,,28-Aug-2008,N/A,55.880000,56.904590,1.02459000,4.473709,21.95
2½% Treasury Stock,GB0009031096,,29-Aug-2008,N/A,56.010000,57.055082,1.04508200,4.463338,22.00
2½% Treasury Stock,GB0009031096,,01-Sep-2008,N/A,56.000000,57.051913,1.05191300,4.464139,21.99
2½% Treasury Stock,GB0009031096,,02-Sep-2008,N/A,55.620000,56.678743,1.05874300,4.494640,21.83
2½% Treasury Stock,GB0009031096,,03-Sep-2008,N/A,55.470000,56.535574,1.06557400,4.506798,21.77
2½% Treasury Stock,GB0009031096,,04-Sep-2008,N/A,56.090000,57.162404,1.07240400,4.456989,22.02
2½% Treasury Stock,GB0009031096,,05-Sep-2008,N/A,56.520000,57.612896,1.09289600,4.423095,22.18
2½% Treasury Stock,GB0009031096,,08-Sep-2008,N/A,55.690000,56.789727,1.09972700,4.489018,21.85
2½% Treasury Stock,GB0009031096,,09-Sep-2008,N/A,55.990000,57.096557,1.10655700,4.464971,21.96
2½% Treasury Stock,GB0009031096,,10-Sep-2008,N/A,55.740000,56.853388,1.11338800,4.485001,21.86
2½% Treasury Stock,GB0009031096,,11-Sep-2008,N/A,55.540000,56.660219,1.12021900,4.501155,21.78
2½% Treasury Stock,GB0009031096,,12-Sep-2008,N/A,54.150000,55.290710,1.14071000,4.616708,21.21
2½% Treasury Stock,GB0009031096,,15-Sep-2008,N/A,55.220000,56.367541,1.14754100,4.527259,21.64
2½% Treasury Stock,GB0009031096,,16-Sep-2008,N/A,55.840000,56.994372,1.15437200,4.476999,21.88
2½% Treasury Stock,GB0009031096,,17-Sep-2008,N/A,56.350000,57.511202,1.16120200,4.436486,22.09
2½% Treasury Stock,GB0009031096,,18-Sep-2008,N/A,56.090000,57.258033,1.16803300,4.457055,21.98
2½% Treasury Stock,GB0009031096,,19-Sep-2008,N/A,54.630000,55.818525,1.18852500,4.576185,21.39
2½% Treasury Stock,GB0009031096,,22-Sep-2008,N/A,53.900000,53.845355,-0.05464500,4.638275,21.58
2½% Treasury Stock,GB0009031096,,23-Sep-2008,N/A,53.850000,53.802186,-0.04781400,4.642574,21.56
2½% Treasury Stock,GB0009031096,,24-Sep-2008,N/A,54.430000,54.389016,-0.04098400,4.593096,21.79
2½% Treasury Stock,GB0009031096,,25-Sep-2008,N/A,53.800000,53.765847,-0.03415300,4.646875,21.53
2½% Treasury Stock,GB0009031096,,26-Sep-2008,N/A,54.120000,54.106339,-0.01366100,4.619378,21.65
2½% Treasury Stock,GB0009031096,,29-Sep-2008,N/A,55.110000,55.103169,-0.00683100,4.536388,22.05
2½% Treasury Stock,GB0009031096,,30-Sep-2008,N/A,54.650000,54.650000,0.00000000,4.574565,21.86
2½% Treasury Stock,GB0009031096,,01-Oct-2008,N/A,55.270000,55.276868,0.00686800,4.523243,22.11
2½% Treasury Stock,GB0009031096,,02-Oct-2008,N/A,56.070000,56.083736,0.01373600,4.458700,22.42
2½% Treasury Stock,GB0009031096,,03-Oct-2008,N/A,56.360000,56.394341,0.03434100,4.435741,22.53
2½% Treasury Stock,GB0009031096,,06-Oct-2008,N/A,58.060000,58.101209,0.04120900,4.305859,23.21
2½% Treasury Stock,GB0009031096,,07-Oct-2008,N/A,57.600000,57.648077,0.04807700,4.340241,23.02
2½% Treasury Stock,GB0009031096,,08-Oct-2008,N/A,57.180000,57.234945,0.05494500,4.372115,22.85
2½% Treasury Stock,GB0009031096,,09-Oct-2008,N/A,55.920000,55.981813,0.06181300,4.470621,22.34
2½% Treasury Stock,GB0009031096,,10-Oct-2008,N/A,54.320000,54.402418,0.08241800,4.602282,21.70
2½% Treasury Stock,GB0009031096,,13-Oct-2008,N/A,51.990000,52.079286,0.08928600,4.808526,20.76
2½% Treasury Stock,GB0009031096,,14-Oct-2008,N/A,51.480000,51.576154,0.09615400,4.856155,20.55
2½% Treasury Stock,GB0009031096,,15-Oct-2008,N/A,52.070000,52.173022,0.10302200,4.801126,20.79
2½% Treasury Stock,GB0009031096,,16-Oct-2008,N/A,52.980000,53.089890,0.10989000,4.718658,21.15
2½% Treasury Stock,GB0009031096,,17-Oct-2008,N/A,54.160000,54.290495,0.13049500,4.615839,21.61
2½% Treasury Stock,GB0009031096,,20-Oct-2008,N/A,54.390000,54.527363,0.13736300,4.596316,21.70
2½% Treasury Stock,GB0009031096,,21-Oct-2008,N/A,54.020000,54.164231,0.14423100,4.627791,21.55
2½% Treasury Stock,GB0009031096,,22-Oct-2008,N/A,54.430000,54.581099,0.15109900,4.592928,21.71
2½% Treasury Stock,GB0009031096,,23-Oct-2008,N/A,54.740000,54.897967,0.15796700,4.566915,21.83
2½% Treasury Stock,GB0009031096,,24-Oct-2008,N/A,56.030000,56.208571,0.17857100,4.461761,22.34
2½% Treasury Stock,GB0009031096,,27-Oct-2008,N/A,55.440000,55.625440,0.18544000,4.509237,22.10
2½% Treasury Stock,GB0009031096,,28-Oct-2008,N/A,54.690000,54.882308,0.19230800,4.571066,21.80
2½% Treasury Stock,GB0009031096,,29-Oct-2008,N/A,54.440000,54.639176,0.19917600,4.592052,21.70
2½% Treasury Stock,GB0009031096,,30-Oct-2008,N/A,54.380000,54.586044,0.20604400,4.597114,21.67
2½% Treasury Stock,GB0009031096,,31-Oct-2008,N/A,53.490000,53.716648,0.22664800,4.673584,21.31
2½% Treasury Stock,GB0009031096,,03-Nov-2008,N/A,53.470000,53.703516,0.23351600,4.675328,21.30
2½% Treasury Stock,GB0009031096,,04-Nov-2008,N/A,53.280000,53.520385,0.24038500,4.691994,21.22
2½% Treasury Stock,GB0009031096,,05-Nov-2008,N/A,53.540000,53.787253,0.24725300,4.669207,21.32
2½% Treasury Stock,GB0009031096,,06-Nov-2008,N/A,53.240000,53.494121,0.25412100,4.695511,21.20
2½% Treasury Stock,GB0009031096,,07-Nov-2008,N/A,54.460000,54.734725,0.27472500,4.590321,21.68
2½% Treasury Stock,GB0009031096,,10-Nov-2008,N/A,54.030000,54.311593,0.28159300,4.626846,21.50
2½% Treasury Stock,GB0009031096,,11-Nov-2008,N/A,53.680000,53.968462,0.28846200,4.657007,21.36
2½% Treasury Stock,GB0009031096,,12-Nov-2008,N/A,54.120000,54.415330,0.29533000,4.619145,21.53
2½% Treasury Stock,GB0009031096,,13-Nov-2008,N/A,54.460000,54.762198,0.30219800,4.590306,21.67
2½% Treasury Stock,GB0009031096,,14-Nov-2008,N/A,54.530000,54.852802,0.32280200,4.584405,21.69
2½% Treasury Stock,GB0009031096,,17-Nov-2008,N/A,53.660000,53.989670,0.32967000,4.658722,21.34
2½% Treasury Stock,GB0009031096,,18-Nov-2008,N/A,53.600000,53.936538,0.33653800,4.663933,21.31
2½% Treasury Stock,GB0009031096,,19-Nov-2008,N/A,54.270000,54.613407,0.34340700,4.606356,21.57
2½% Treasury Stock,GB0009031096,,20-Nov-2008,N/A,55.920000,56.270275,0.35027500,4.470450,22.23
2½% Treasury Stock,GB0009031096,,21-Nov-2008,N/A,57.160000,57.530879,0.37087900,4.373472,22.72
2½% Treasury Stock,GB0009031096,,24-Nov-2008,N/A,56.630000,57.007747,0.37774700,4.414397,22.51
2½% Treasury Stock,GB0009031096,,25-Nov-2008,N/A,57.270000,57.654615,0.38461500,4.365068,22.76
2½% Treasury Stock,GB0009031096,,26-Nov-2008,N/A,58.550000,58.941484,0.39148400,4.269648,23.27
2½% Treasury Stock,GB0009031096,,27-Nov-2008,N/A,58.880000,59.278352,0.39835200,4.245719,23.40
2½% Treasury Stock,GB0009031096,,28-Nov-2008,N/A,57.860000,58.278956,0.41895600,4.320552,22.98
2½% Treasury Stock,GB0009031096,,01-Dec-2008,N/A,58.530000,58.955824,0.42582400,4.271098,23.25
2½% Treasury Stock,GB0009031096,,02-Dec-2008,N/A,60.650000,61.082692,0.43269200,4.121816,24.09
2½% Treasury Stock,GB0009031096,,03-Dec-2008,N/A,62.650000,63.089560,0.43956000,3.990244,24.89
2½% Treasury Stock,GB0009031096,,04-Dec-2008,N/A,62.530000,62.976429,0.44642900,3.997900,24.84
2½% Treasury Stock,GB0009031096,,05-Dec-2008,N/A,62.210000,62.677033,0.46703300,4.018459,24.70
2½% Treasury Stock,GB0009031096,,08-Dec-2008,N/A,59.700000,60.173901,0.47390100,4.187391,23.70
2½% Treasury Stock,GB0009031096,,09-Dec-2008,N/A,59.530000,60.010769,0.48076900,4.199347,23.62
2½% Treasury Stock,GB0009031096,,10-Dec-2008,N/A,59.550000,60.037637,0.48763700,4.197935,23.63
2½% Treasury Stock,GB0009031096,,11-Dec-2008,N/A,58.950000,59.444505,0.49450500,4.240657,23.39
2½% Treasury Stock,GB0009031096,,12-Dec-2008,N/A,58.840000,59.355110,0.51511000,4.248581,23.34
2½% Treasury Stock,GB0009031096,,15-Dec-2008,N/A,60.050000,60.571978,0.52197800,4.162980,23.82
2½% Treasury Stock,GB0009031096,,16-Dec-2008,N/A,60.990000,61.518846,0.52884600,4.098825,24.19
2½% Treasury Stock,GB0009031096,,17-Dec-2008,N/A,63.160000,63.695714,0.53571400,3.958014,25.06
2½% Treasury Stock,GB0009031096,,18-Dec-2008,N/A,63.060000,63.602582,0.54258200,3.964289,25.01
2½% Treasury Stock,GB0009031096,,19-Dec-2008,N/A,62.610000,63.173187,0.56318700,3.992777,24.82
2½% Treasury Stock,GB0009031096,,22-Dec-2008,N/A,63.420000,63.990055,0.57005500,3.941786,25.15
2½% Treasury Stock,GB0009031096,,23-Dec-2008,N/A,63.260000,63.836923,0.57692300,3.951755,25.08
2½% Treasury Stock,GB0009031096,,24-Dec-2008,N/A,64.180000,64.791264,0.61126400,3.895112,25.43
2½% Treasury Stock,GB0009031096,,29-Dec-2008,N/A,63.430000,64.048132,0.61813200,3.941163,25.13
2½% Treasury Stock,GB0009031096,,30-Dec-2008,N/A,63.490000,64.115000,0.62500000,3.937439,25.15
2½% Treasury Stock,GB0009031096,,31-Dec-2008,N/A,64.090000,64.728736,0.63873600,3.900581,25.39
3½% Conversion Loan,GB0002212099,,02-Jan-2008,N/A,78.770000,79.668907,0.89890700,4.443045,22.26
3½% Conversion Loan,GB0002212099,,03-Jan-2008,N/A,78.510000,79.418470,0.90847000,4.457757,22.18
3½% Conversion Loan,GB0002212099,,04-Jan-2008,N/A,79.100000,80.037158,0.93715800,4.424512,22.34
3½% Conversion Loan,GB0002212099,,07-Jan-2008,N/A,78.840000,79.786721,0.94672100,4.439102,22.26
3½% Conversion Loan,GB0002212099,,08-Jan-2008,N/A,77.980000,78.936284,0.95628400,4.488053,22.01
3½% Conversion Loan,GB0002212099,,09-Jan-2008,N/A,78.560000,79.525847,0.96584700,4.454923,22.18
3½% Conversion Loan,GB0002212099,,10-Jan-2008,N/A,78.520000,79.495410,0.97541000,4.457193,22.16
3½% Conversion Loan,GB0002212099,,11-Jan-2008,N/A,77.680000,78.684098,1.00409800,4.505388,21.92
3½% Conversion Loan,GB0002212099,,14-Jan-2008,N/A,77.560000,78.573661,1.01366100,4.512358,21.88
3½% Conversion Loan,GB0002212099,,15-Jan-2008,N/A,78.020000,79.043224,1.02322400,4.485758,22.01
3½% Conversion Loan,GB0002212099,,16-Jan-2008,N/A,78.520000,79.552787,1.03278700,4.457198,22.15
3½% Conversion Loan,GB0002212099,,17-Jan-2008,N/A,78.280000,79.322350,1.04235000,4.470863,22.08
3½% Conversion Loan,GB0002212099,,18-Jan-2008,N/A,78.050000,79.121038,1.07103800,4.484040,22.00
3½% Conversion Loan,GB0002212099,,21-Jan-2008,N/A,78.820000,79.900601,1.08060100,4.440241,22.22
3½% Conversion Loan,GB0002212099,,22-Jan-2008,N/A,76.900000,77.990164,1.09016400,4.551091,21.67
3½% Conversion Loan,GB0002212099,,23-Jan-2008,N/A,77.690000,78.789727,1.09972700,4.504820,21.89
3½% Conversion Loan,GB0002212099,,24-Jan-2008,N/A,76.270000,77.379290,1.10929000,4.588683,21.48
3½% Conversion Loan,GB0002212099,,25-Jan-2008,N/A,76.750000,77.887978,1.13797800,4.559994,21.61
3½% Conversion Loan,GB0002212099,,28-Jan-2008,N/A,77.410000,78.557541,1.14754100,4.521121,21.80
3½% Conversion Loan,GB0002212099,,29-Jan-2008,N/A,76.100000,77.257104,1.15710400,4.598942,21.42
3½% Conversion Loan,GB0002212099,,30-Jan-2008,N/A,76.610000,77.776667,1.16666700,4.568332,21.56
3½% Conversion Loan,GB0002212099,,31-Jan-2008,N/A,77.480000,78.656230,1.17623000,4.517043,21.81
3½% Conversion Loan,GB0002212099,,01-Feb-2008,N/A,77.550000,78.754918,1.20491800,4.512973,21.82
3½% Conversion Loan,GB0002212099,,04-Feb-2008,N/A,77.100000,78.314481,1.21448100,4.539313,21.69
3½% Conversion Loan,GB0002212099,,05-Feb-2008,N/A,78.100000,79.324044,1.22404400,4.481200,21.97
3½% Conversion Loan,GB0002212099,,06-Feb-2008,N/A,76.990000,78.223607,1.23360700,4.545803,21.65
3½% Conversion Loan,GB0002212099,,07-Feb-2008,N/A,77.310000,78.553169,1.24316900,4.526992,21.74
3½% Conversion Loan,GB0002212099,,08-Feb-2008,N/A,77.170000,78.441858,1.27185800,4.535212,21.69
3½% Conversion Loan,GB0002212099,,11-Feb-2008,N/A,76.540000,77.821421,1.28142100,4.572540,21.51
3½% Conversion Loan,GB0002212099,,12-Feb-2008,N/A,75.040000,76.330984,1.29098400,4.663936,21.08
3½% Conversion Loan,GB0002212099,,13-Feb-2008,N/A,74.840000,76.140546,1.30054600,4.676402,21.02
3½% Conversion Loan,GB0002212099,,14-Feb-2008,N/A,74.310000,75.620109,1.31010900,4.709755,20.87
3½% Conversion Loan,GB0002212099,,15-Feb-2008,N/A,74.740000,76.078798,1.33879800,4.682672,20.98
3½% Conversion Loan,GB0002212099,,18-Feb-2008,N/A,74.030000,75.378361,1.34836100,4.727582,20.78
3½% Conversion Loan,GB0002212099,,19-Feb-2008,N/A,74.130000,75.487923,1.35792300,4.721209,20.80
3½% Conversion Loan,GB0002212099,,20-Feb-2008,N/A,73.840000,75.207486,1.36748600,4.739753,20.72
3½% Conversion Loan,GB0002212099,,21-Feb-2008,N/A,74.270000,75.647049,1.37704900,4.712318,20.84
3½% Conversion Loan,GB0002212099,,22-Feb-2008,N/A,74.320000,75.725738,1.40573800,4.709161,20.84
3½% Conversion Loan,GB0002212099,,25-Feb-2008,N/A,73.790000,75.205301,1.41530100,4.742986,20.69
3½% Conversion Loan,GB0002212099,,26-Feb-2008,N/A,73.860000,75.284863,1.42486300,4.738495,20.71
3½% Conversion Loan,GB0002212099,,27-Feb-2008,N/A,73.900000,75.334426,1.43442600,4.735935,20.71
3½% Conversion Loan,GB0002212099,,28-Feb-2008,N/A,75.110000,76.553989,1.44398900,4.659651,21.06
3½% Conversion Loan,GB0002212099,,29-Feb-2008,N/A,76.820000,78.292678,1.47267800,4.555949,21.54
3½% Conversion Loan,GB0002212099,,03-Mar-2008,N/A,77.150000,78.632240,1.48224000,4.536467,21.63
3½% Conversion Loan,GB0002212099,,04-Mar-2008,N/A,77.590000,79.081803,1.49180300,4.510748,21.75
3½% Conversion Loan,GB0002212099,,05-Mar-2008,N/A,76.430000,77.931366,1.50136600,4.579209,21.42
3½% Conversion Loan,GB0002212099,,06-Mar-2008,N/A,77.370000,78.880929,1.51092900,4.523582,21.68
3½% Conversion Loan,GB0002212099,,07-Mar-2008,N/A,77.810000,79.349617,1.53961700,4.498017,21.80
3½% Conversion Loan,GB0002212099,,10-Mar-2008,N/A,78.160000,79.709180,1.54918000,4.477881,21.90
3½% Conversion Loan,GB0002212099,,11-Mar-2008,N/A,77.670000,79.228743,1.55874300,4.506134,21.76
3½% Conversion Loan,GB0002212099,,12-Mar-2008,N/A,76.660000,78.228306,1.56830600,4.565505,21.47
3½% Conversion Loan,GB0002212099,,13-Mar-2008,N/A,77.010000,78.587869,1.57786900,4.544761,21.56
3½% Conversion Loan,GB0002212099,,14-Mar-2008,N/A,77.320000,78.926557,1.60655700,4.526556,21.64
3½% Conversion Loan,GB0002212099,,17-Mar-2008,N/A,77.280000,78.896120,1.61612000,4.528904,21.63
3½% Conversion Loan,GB0002212099,,18-Mar-2008,N/A,76.880000,78.505683,1.62568300,4.552472,21.51
3½% Conversion Loan,GB0002212099,,19-Mar-2008,N/A,77.240000,77.125246,-0.11475400,4.531411,22.10
3½% Conversion Loan,GB0002212099,,20-Mar-2008,N/A,77.870000,77.803060,-0.06694000,4.494715,22.27
3½% Conversion Loan,GB0002212099,,25-Mar-2008,N/A,76.690000,76.632623,-0.05737700,4.563868,21.93
3½% Conversion Loan,GB0002212099,,26-Mar-2008,N/A,76.910000,76.862186,-0.04781400,4.550806,21.99
3½% Conversion Loan,GB0002212099,,27-Mar-2008,N/A,75.990000,75.951749,-0.03825100,4.605896,21.72
3½% Conversion Loan,GB0002212099,,28-Mar-2008,N/A,76.700000,76.690437,-0.00956300,4.563240,21.92
3½% Conversion Loan,GB0002212099,,31-Mar-2008,N/A,76.950000,76.950000,0.00000000,4.548408,21.99
3½% Conversion Loan,GB0002212099,,01-Apr-2008,N/A,75.960000,75.969563,0.00956300,4.607682,21.70
3½% Conversion Loan,GB0002212099,,02-Apr-2008,N/A,76.460000,76.479126,0.01912600,4.577544,21.84
3½% Conversion Loan,GB0002212099,,03-Apr-2008,N/A,75.980000,76.008689,0.02868900,4.606456,21.70
3½% Conversion Loan,GB0002212099,,04-Apr-2008,N/A,75.940000,75.997377,0.05737700,4.608864,21.68
3½% Conversion Loan,GB0002212099,,07-Apr-2008,N/A,75.160000,75.226940,0.06694000,4.656687,21.46
3½% Conversion Loan,GB0002212099,,08-Apr-2008,N/A,75.350000,75.426503,0.07650300,4.644938,21.51
3½% Conversion Loan,GB0002212099,,09-Apr-2008,N/A,75.180000,75.266066,0.08606600,4.655435,21.46
3½% Conversion Loan,GB0002212099,,10-Apr-2008,N/A,75.570000,75.665628,0.09562800,4.631404,21.57
3½% Conversion Loan,GB0002212099,,11-Apr-2008,N/A,76.600000,76.724317,0.12431700,4.569113,21.85
3½% Conversion Loan,GB0002212099,,14-Apr-2008,N/A,76.160000,76.293880,0.13388000,4.595504,21.72
3½% Conversion Loan,GB0002212099,,15-Apr-2008,N/A,75.990000,76.133443,0.14344300,4.605779,21.67
3½% Conversion Loan,GB0002212099,,16-Apr-2008,N/A,74.500000,74.653005,0.15300500,4.697885,21.24
3½% Conversion Loan,GB0002212099,,17-Apr-2008,N/A,73.370000,73.532568,0.16256800,4.770229,20.92
3½% Conversion Loan,GB0002212099,,18-Apr-2008,N/A,73.250000,73.441257,0.19125700,4.778026,20.88
3½% Conversion Loan,GB0002212099,,21-Apr-2008,N/A,73.850000,74.050820,0.20082000,4.739203,21.04
3½% Conversion Loan,GB0002212099,,22-Apr-2008,N/A,74.060000,74.270383,0.21038300,4.725760,21.10
3½% Conversion Loan,GB0002212099,,23-Apr-2008,N/A,74.550000,74.769945,0.21994500,4.694696,21.24
3½% Conversion Loan,GB0002212099,,24-Apr-2008,N/A,73.350000,73.579508,0.22950800,4.771490,20.89
3½% Conversion Loan,GB0002212099,,25-Apr-2008,N/A,73.780000,74.038197,0.25819700,4.743668,21.01
3½% Conversion Loan,GB0002212099,,28-Apr-2008,N/A,74.120000,74.387760,0.26776000,4.721904,21.10
3½% Conversion Loan,GB0002212099,,29-Apr-2008,N/A,74.680000,74.957322,0.27732200,4.686494,21.26
3½% Conversion Loan,GB0002212099,,30-Apr-2008,N/A,74.810000,75.096885,0.28688500,4.678346,21.29
3½% Conversion Loan,GB0002212099,,01-May-2008,N/A,75.340000,75.636448,0.29644800,4.645433,21.44
3½% Conversion Loan,GB0002212099,,02-May-2008,N/A,74.010000,74.344699,0.33469900,4.728889,21.05
3½% Conversion Loan,GB0002212099,,06-May-2008,N/A,74.800000,75.144262,0.34426200,4.678945,21.28
3½% Conversion Loan,GB0002212099,,07-May-2008,N/A,74.080000,74.433825,0.35382500,4.724412,21.07
3½% Conversion Loan,GB0002212099,,08-May-2008,N/A,75.110000,75.473388,0.36338800,4.659627,21.36
3½% Conversion Loan,GB0002212099,,09-May-2008,N/A,75.460000,75.852077,0.39207700,4.638005,21.45
3½% Conversion Loan,GB0002212099,,12-May-2008,N/A,75.460000,75.861639,0.40163900,4.638001,21.45
3½% Conversion Loan,GB0002212099,,13-May-2008,N/A,74.660000,75.071202,0.41120200,4.687690,21.22
3½% Conversion Loan,GB0002212099,,14-May-2008,N/A,73.630000,74.050765,0.42076500,4.753255,20.92
3½% Conversion Loan,GB0002212099,,15-May-2008,N/A,73.590000,74.020328,0.43032800,4.755835,20.91
3½% Conversion Loan,GB0002212099,,16-May-2008,N/A,74.870000,75.329016,0.45901600,4.674526,21.26
3½% Conversion Loan,GB0002212099,,19-May-2008,N/A,73.870000,74.338579,0.46857900,4.737796,20.98
3½% Conversion Loan,GB0002212099,,20-May-2008,N/A,74.390000,74.868142,0.47814200,4.704678,21.12
3½% Conversion Loan,GB0002212099,,21-May-2008,N/A,73.390000,73.877705,0.48770500,4.768773,20.83
3½% Conversion Loan,GB0002212099,,22-May-2008,N/A,73.110000,73.607268,0.49726800,4.787032,20.75
3½% Conversion Loan,GB0002212099,,23-May-2008,N/A,73.670000,74.205519,0.53551900,4.750635,20.90
3½% Conversion Loan,GB0002212099,,27-May-2008,N/A,73.520000,74.065082,0.54508200,4.760324,20.85
3½% Conversion Loan,GB0002212099,,28-May-2008,N/A,73.040000,73.594645,0.55464500,4.791601,20.72
3½% Conversion Loan,GB0002212099,,29-May-2008,N/A,72.770000,73.334208,0.56420800,4.809375,20.64
3½% Conversion Loan,GB0002212099,,30-May-2008,N/A,73.140000,73.732896,0.59289600,4.785040,20.73
3½% Conversion Loan,GB0002212099,,02-Jun-2008,N/A,73.030000,73.632459,0.60245900,4.792244,20.70
3½% Conversion Loan,GB0002212099,,03-Jun-2008,N/A,72.050000,72.662022,0.61202200,4.857416,20.42
3½% Conversion Loan,GB0002212099,,04-Jun-2008,N/A,73.140000,73.761585,0.62158500,4.785034,20.73
3½% Conversion Loan,GB0002212099,,05-Jun-2008,N/A,72.110000,72.741148,0.63114800,4.853371,20.43
3½% Conversion Loan,GB0002212099,,06-Jun-2008,N/A,72.760000,73.419836,0.65983600,4.810013,20.61
3½% Conversion Loan,GB0002212099,,09-Jun-2008,N/A,72.000000,72.669399,0.66939900,4.860776,20.39
3½% Conversion Loan,GB0002212099,,10-Jun-2008,N/A,72.090000,72.768962,0.67896200,4.854707,20.41
3½% Conversion Loan,GB0002212099,,11-Jun-2008,N/A,71.510000,72.198525,0.68852500,4.894075,20.24
3½% Conversion Loan,GB0002212099,,12-Jun-2008,N/A,71.740000,72.438087,0.69808700,4.878385,20.30
3½% Conversion Loan,GB0002212099,,13-Jun-2008,N/A,70.570000,71.296776,0.72677600,4.959249,19.96
3½% Conversion Loan,GB0002212099,,16-Jun-2008,N/A,71.590000,72.326339,0.73633900,4.888600,20.25
3½% Conversion Loan,GB0002212099,,17-Jun-2008,N/A,71.720000,72.465902,0.74590200,4.879738,20.28
3½% Conversion Loan,GB0002212099,,18-Jun-2008,N/A,72.020000,72.775464,0.75546400,4.859414,20.37
3½% Conversion Loan,GB0002212099,,19-Jun-2008,N/A,71.240000,72.005027,0.76502700,4.912610,20.14
3½% Conversion Loan,GB0002212099,,20-Jun-2008,N/A,71.890000,72.683716,0.79371600,4.868196,20.32
3½% Conversion Loan,GB0002212099,,23-Jun-2008,N/A,71.820000,72.623279,0.80327900,4.872940,20.30
3½% Conversion Loan,GB0002212099,,24-Jun-2008,N/A,71.520000,72.332842,0.81284200,4.893376,20.21
3½% Conversion Loan,GB0002212099,,25-Jun-2008,N/A,72.310000,73.132404,0.82240400,4.839922,20.43
3½% Conversion Loan,GB0002212099,,26-Jun-2008,N/A,73.490000,74.321967,0.83196700,4.762220,20.77
3½% Conversion Loan,GB0002212099,,27-Jun-2008,N/A,72.760000,73.620656,0.86065600,4.809992,20.55
3½% Conversion Loan,GB0002212099,,30-Jun-2008,N/A,71.780000,72.650219,0.87021900,4.875652,20.27
3½% Conversion Loan,GB0002212099,,01-Jul-2008,N/A,71.000000,71.879781,0.87978100,4.929208,20.04
3½% Conversion Loan,GB0002212099,,02-Jul-2008,N/A,71.510000,72.399344,0.88934400,4.894059,20.18
3½% Conversion Loan,GB0002212099,,03-Jul-2008,N/A,72.260000,73.158907,0.89890700,4.843270,20.40
3½% Conversion Loan,GB0002212099,,04-Jul-2008,N/A,73.000000,73.927596,0.92759600,4.794181,20.60
3½% Conversion Loan,GB0002212099,,07-Jul-2008,N/A,73.370000,74.307158,0.93715800,4.770008,20.70
3½% Conversion Loan,GB0002212099,,08-Jul-2008,N/A,73.170000,74.116721,0.94672100,4.783045,20.64
3½% Conversion Loan,GB0002212099,,09-Jul-2008,N/A,73.620000,74.576284,0.95628400,4.753814,20.77
3½% Conversion Loan,GB0002212099,,10-Jul-2008,N/A,73.890000,74.855847,0.96584700,4.736446,20.84
3½% Conversion Loan,GB0002212099,,11-Jul-2008,N/A,73.390000,74.384536,0.99453600,4.768713,20.69
3½% Conversion Loan,GB0002212099,,14-Jul-2008,N/A,73.420000,74.424098,1.00409800,4.766766,20.70
3½% Conversion Loan,GB0002212099,,15-Jul-2008,N/A,73.600000,74.613661,1.01366100,4.755111,20.75
3½% Conversion Loan,GB0002212099,,16-Jul-2008,N/A,73.270000,74.293224,1.02322400,4.776526,20.65
3½% Conversion Loan,GB0002212099,,17-Jul-2008,N/A,73.350000,74.382787,1.03278700,4.771318,20.67
3½% Conversion Loan,GB0002212099,,18-Jul-2008,N/A,71.950000,73.011475,1.06147500,4.864150,20.26
3½% Conversion Loan,GB0002212099,,21-Jul-2008,N/A,71.860000,72.931038,1.07103800,4.870243,20.23
3½% Conversion Loan,GB0002212099,,22-Jul-2008,N/A,72.180000,73.260601,1.08060100,4.848656,20.32
3½% Conversion Loan,GB0002212099,,23-Jul-2008,N/A,72.240000,73.330164,1.09016400,4.844631,20.34
3½% Conversion Loan,GB0002212099,,24-Jul-2008,N/A,72.860000,73.959727,1.09972700,4.803413,20.51
3½% Conversion Loan,GB0002212099,,25-Jul-2008,N/A,72.600000,73.728415,1.12841500,4.820619,20.43
3½% Conversion Loan,GB0002212099,,28-Jul-2008,N/A,73.160000,74.297978,1.13797800,4.783727,20.59
3½% Conversion Loan,GB0002212099,,29-Jul-2008,N/A,73.730000,74.877541,1.14754100,4.746751,20.75
3½% Conversion Loan,GB0002212099,,30-Jul-2008,N/A,74.250000,75.407104,1.15710400,4.713515,20.89
3½% Conversion Loan,GB0002212099,,31-Jul-2008,N/A,74.270000,75.436667,1.16666700,4.712248,20.90
3½% Conversion Loan,GB0002212099,,01-Aug-2008,N/A,73.580000,74.775355,1.19535500,4.756439,20.69
3½% Conversion Loan,GB0002212099,,04-Aug-2008,N/A,73.850000,75.054918,1.20491800,4.739054,20.76
3½% Conversion Loan,GB0002212099,,05-Aug-2008,N/A,74.190000,75.404481,1.21448100,4.717341,20.86
3½% Conversion Loan,GB0002212099,,06-Aug-2008,N/A,74.830000,76.054044,1.22404400,4.677002,21.04
3½% Conversion Loan,GB0002212099,,07-Aug-2008,N/A,75.460000,76.693607,1.23360700,4.637962,21.22
3½% Conversion Loan,GB0002212099,,08-Aug-2008,N/A,75.410000,76.672295,1.26229500,4.641046,21.19
3½% Conversion Loan,GB0002212099,,11-Aug-2008,N/A,75.380000,76.651858,1.27185800,4.642895,21.18
3½% Conversion Loan,GB0002212099,,12-Aug-2008,N/A,76.130000,77.411421,1.28142100,4.597163,21.39
3½% Conversion Loan,GB0002212099,,13-Aug-2008,N/A,75.770000,77.060984,1.29098400,4.619006,21.29
3½% Conversion Loan,GB0002212099,,14-Aug-2008,N/A,75.210000,76.510546,1.30054600,4.653398,21.13
3½% Conversion Loan,GB0002212099,,15-Aug-2008,N/A,75.790000,77.119235,1.32923500,4.617801,21.28
3½% Conversion Loan,GB0002212099,,18-Aug-2008,N/A,75.720000,77.058798,1.33879800,4.622073,21.26
3½% Conversion Loan,GB0002212099,,19-Aug-2008,N/A,75.760000,77.108361,1.34836100,4.619636,21.27
3½% Conversion Loan,GB0002212099,,20-Aug-2008,N/A,75.830000,77.187923,1.35792300,4.615376,21.29
3½% Conversion Loan,GB0002212099,,21-Aug-2008,N/A,75.780000,77.147486,1.36748600,4.618425,21.27
3½% Conversion Loan,GB0002212099,,22-Aug-2008,N/A,75.270000,76.675738,1.40573800,4.649730,21.11
3½% Conversion Loan,GB0002212099,,26-Aug-2008,N/A,76.430000,77.845301,1.41530100,4.579170,21.44
3½% Conversion Loan,GB0002212099,,27-Aug-2008,N/A,76.180000,77.604863,1.42486300,4.594200,21.37
3½% Conversion Loan,GB0002212099,,28-Aug-2008,N/A,76.350000,77.784426,1.43442600,4.583976,21.41
3½% Conversion Loan,GB0002212099,,29-Aug-2008,N/A,76.530000,77.993115,1.46311500,4.573207,21.46
3½% Conversion Loan,GB0002212099,,01-Sep-2008,N/A,76.520000,77.992678,1.47267800,4.573809,21.45
3½% Conversion Loan,GB0002212099,,02-Sep-2008,N/A,76.000000,77.482240,1.48224000,4.605106,21.30
3½% Conversion Loan,GB0002212099,,03-Sep-2008,N/A,75.800000,77.291803,1.49180300,4.617261,21.24
3½% Conversion Loan,GB0002212099,,04-Sep-2008,N/A,76.640000,78.141366,1.50136600,4.566662,21.48
3½% Conversion Loan,GB0002212099,,05-Sep-2008,N/A,77.200000,78.730055,1.53005500,4.533552,21.63
3½% Conversion Loan,GB0002212099,,08-Sep-2008,N/A,76.100000,77.639617,1.53961700,4.599084,21.31
3½% Conversion Loan,GB0002212099,,09-Sep-2008,N/A,76.510000,78.059180,1.54918000,4.574445,21.43
3½% Conversion Loan,GB0002212099,,10-Sep-2008,N/A,76.170000,77.728743,1.55874300,4.594868,21.33
3½% Conversion Loan,GB0002212099,,11-Sep-2008,N/A,75.900000,77.468306,1.56830600,4.611218,21.25
3½% Conversion Loan,GB0002212099,,12-Sep-2008,N/A,74.040000,75.636995,1.59699500,4.727070,20.71
3½% Conversion Loan,GB0002212099,,15-Sep-2008,N/A,75.480000,77.086557,1.60655700,4.636897,21.12
3½% Conversion Loan,GB0002212099,,16-Sep-2008,N/A,76.300000,77.916120,1.61612000,4.587071,21.35
3½% Conversion Loan,GB0002212099,,17-Sep-2008,N/A,76.980000,78.605683,1.62568300,4.546559,21.54
3½% Conversion Loan,GB0002212099,,18-Sep-2008,N/A,76.630000,78.265246,1.63524600,4.567329,21.44
3½% Conversion Loan,GB0002212099,,19-Sep-2008,N/A,74.690000,76.353934,1.66393400,4.685976,20.88
3½% Conversion Loan,GB0002212099,,22-Sep-2008,N/A,73.720000,73.643497,-0.07650300,4.747754,21.08
3½% Conversion Loan,GB0002212099,,23-Sep-2008,N/A,73.650000,73.583060,-0.06694000,4.752259,21.06
3½% Conversion Loan,GB0002212099,,24-Sep-2008,N/A,74.410000,74.352623,-0.05737700,4.703712,21.28
3½% Conversion Loan,GB0002212099,,25-Sep-2008,N/A,73.570000,73.522186,-0.04781400,4.757411,21.03
3½% Conversion Loan,GB0002212099,,26-Sep-2008,N/A,74.010000,73.990874,-0.01912600,4.729105,21.15
3½% Conversion Loan,GB0002212099,,29-Sep-2008,N/A,75.330000,75.320437,-0.00956300,4.646230,21.53
3½% Conversion Loan,GB0002212099,,30-Sep-2008,N/A,74.720000,74.720000,0.00000000,4.684154,21.35
3½% Conversion Loan,GB0002212099,,01-Oct-2008,N/A,75.550000,75.559615,0.00961500,4.632687,21.58
3½% Conversion Loan,GB0002212099,,02-Oct-2008,N/A,76.610000,76.629231,0.01923100,4.568581,21.88
3½% Conversion Loan,GB0002212099,,03-Oct-2008,N/A,76.990000,77.038077,0.04807700,4.546014,21.98
3½% Conversion Loan,GB0002212099,,06-Oct-2008,N/A,79.260000,79.317692,0.05769200,4.415813,22.63
3½% Conversion Loan,GB0002212099,,07-Oct-2008,N/A,78.650000,78.717308,0.06730800,4.450055,22.45
3½% Conversion Loan,GB0002212099,,08-Oct-2008,N/A,78.090000,78.166923,0.07692300,4.481961,22.29
3½% Conversion Loan,GB0002212099,,09-Oct-2008,N/A,76.400000,76.486538,0.08653800,4.581096,21.80
3½% Conversion Loan,GB0002212099,,10-Oct-2008,N/A,74.270000,74.385385,0.11538500,4.712456,21.19
3½% Conversion Loan,GB0002212099,,13-Oct-2008,N/A,71.150000,71.275000,0.12500000,4.919088,20.29
3½% Conversion Loan,GB0002212099,,14-Oct-2008,N/A,70.480000,70.614615,0.13461500,4.965841,20.10
3½% Conversion Loan,GB0002212099,,15-Oct-2008,N/A,71.270000,71.414231,0.14423100,4.910792,20.32
3½% Conversion Loan,GB0002212099,,16-Oct-2008,N/A,72.480000,72.633846,0.15384600,4.828807,20.67
3½% Conversion Loan,GB0002212099,,17-Oct-2008,N/A,74.060000,74.242692,0.18269200,4.725776,21.11
3½% Conversion Loan,GB0002212099,,20-Oct-2008,N/A,74.370000,74.562308,0.19230800,4.706073,21.20
3½% Conversion Loan,GB0002212099,,21-Oct-2008,N/A,73.880000,74.081923,0.20192300,4.737278,21.05
3½% Conversion Loan,GB0002212099,,22-Oct-2008,N/A,74.420000,74.631538,0.21153800,4.702901,21.20
3½% Conversion Loan,GB0002212099,,23-Oct-2008,N/A,74.840000,75.061154,0.22115400,4.676504,21.32
3½% Conversion Loan,GB0002212099,,24-Oct-2008,N/A,76.550000,76.800000,0.25000000,4.572031,21.80
3½% Conversion Loan,GB0002212099,,27-Oct-2008,N/A,75.770000,76.029615,0.25961500,4.619089,21.58
3½% Conversion Loan,GB0002212099,,28-Oct-2008,N/A,74.770000,75.039231,0.26923100,4.680857,21.29
3½% Conversion Loan,GB0002212099,,29-Oct-2008,N/A,74.440000,74.718846,0.27884600,4.701602,21.19
3½% Conversion Loan,GB0002212099,,30-Oct-2008,N/A,74.350000,74.638462,0.28846200,4.707288,21.16
3½% Conversion Loan,GB0002212099,,31-Oct-2008,N/A,73.160000,73.477308,0.31730800,4.783835,20.82
3½% Conversion Loan,GB0002212099,,03-Nov-2008,N/A,73.140000,73.466923,0.32692300,4.785138,20.81
3½% Conversion Loan,GB0002212099,,04-Nov-2008,N/A,72.880000,73.216538,0.33653800,4.802203,20.73
3½% Conversion Loan,GB0002212099,,05-Nov-2008,N/A,73.220000,73.566154,0.34615400,4.779901,20.82
3½% Conversion Loan,GB0002212099,,06-Nov-2008,N/A,72.820000,73.175769,0.35576900,4.806150,20.71
3½% Conversion Loan,GB0002212099,,07-Nov-2008,N/A,74.450000,74.834615,0.38461500,4.700922,21.17
3½% Conversion Loan,GB0002212099,,10-Nov-2008,N/A,73.890000,74.284231,0.39423100,4.736542,21.00
3½% Conversion Loan,GB0002212099,,11-Nov-2008,N/A,73.420000,73.823846,0.40384600,4.766856,20.87
3½% Conversion Loan,GB0002212099,,12-Nov-2008,N/A,74.010000,74.423462,0.41346200,4.728855,21.03
3½% Conversion Loan,GB0002212099,,13-Nov-2008,N/A,74.460000,74.883077,0.42307700,4.700276,21.16
3½% Conversion Loan,GB0002212099,,14-Nov-2008,N/A,74.550000,75.001923,0.45192300,4.694591,21.17
3½% Conversion Loan,GB0002212099,,17-Nov-2008,N/A,73.390000,73.851538,0.46153800,4.768782,20.84
3½% Conversion Loan,GB0002212099,,18-Nov-2008,N/A,73.320000,73.791154,0.47115400,4.773331,20.82
3½% Conversion Loan,GB0002212099,,19-Nov-2008,N/A,74.200000,74.680769,0.48076900,4.716723,21.07
3½% Conversion Loan,GB0002212099,,20-Nov-2008,N/A,76.410000,76.900385,0.49038500,4.580313,21.70
3½% Conversion Loan,GB0002212099,,21-Nov-2008,N/A,78.060000,78.579231,0.51923100,4.483498,22.16
3½% Conversion Loan,GB0002212099,,24-Nov-2008,N/A,77.360000,77.888846,0.52884600,4.524061,21.96
3½% Conversion Loan,GB0002212099,,25-Nov-2008,N/A,78.200000,78.738462,0.53846200,4.475468,22.19
3½% Conversion Loan,GB0002212099,,26-Nov-2008,N/A,79.910000,80.458077,0.54807700,4.379704,22.68
3½% Conversion Loan,GB0002212099,,27-Nov-2008,N/A,80.350000,80.907692,0.55769200,4.355721,22.80
3½% Conversion Loan,GB0002212099,,28-Nov-2008,N/A,78.990000,79.576538,0.58653800,4.430701,22.41
3½% Conversion Loan,GB0002212099,,01-Dec-2008,N/A,79.890000,80.486154,0.59615400,4.380791,22.66
3½% Conversion Loan,GB0002212099,,02-Dec-2008,N/A,82.700000,83.305769,0.60576900,4.231952,23.46
3½% Conversion Loan,GB0002212099,,03-Dec-2008,N/A,85.350000,85.965385,0.61538500,4.100567,24.21
3½% Conversion Loan,GB0002212099,,04-Dec-2008,N/A,85.200000,85.825000,0.62500000,4.107784,24.17
3½% Conversion Loan,GB0002212099,,05-Dec-2008,N/A,84.780000,85.433846,0.65384600,4.128129,24.04
3½% Conversion Loan,GB0002212099,,08-Dec-2008,N/A,81.450000,82.113462,0.66346200,4.296884,23.09
3½% Conversion Loan,GB0002212099,,09-Dec-2008,N/A,81.220000,81.893077,0.67307700,4.309049,23.02
3½% Conversion Loan,GB0002212099,,10-Dec-2008,N/A,81.250000,81.932692,0.68269200,4.307457,23.02
3½% Conversion Loan,GB0002212099,,11-Dec-2008,N/A,80.450000,81.142308,0.69230800,4.350285,22.79
3½% Conversion Loan,GB0002212099,,12-Dec-2008,N/A,80.300000,81.021154,0.72115400,4.358407,22.74
3½% Conversion Loan,GB0002212099,,15-Dec-2008,N/A,81.900000,82.630769,0.73076900,4.273270,23.20
3½% Conversion Loan,GB0002212099,,16-Dec-2008,N/A,83.160000,83.900385,0.74038500,4.208529,23.55
3½% Conversion Loan,GB0002212099,,17-Dec-2008,N/A,86.030000,86.780000,0.75000000,4.068144,24.37
3½% Conversion Loan,GB0002212099,,18-Dec-2008,N/A,85.900000,86.659615,0.75961500,4.074300,24.33
3½% Conversion Loan,GB0002212099,,19-Dec-2008,N/A,85.300000,86.088462,0.78846200,4.102954,24.15
3½% Conversion Loan,GB0002212099,,22-Dec-2008,N/A,86.380000,87.178077,0.79807700,4.051660,24.46
3½% Conversion Loan,GB0002212099,,23-Dec-2008,N/A,86.170000,86.977692,0.80769200,4.061532,24.40
3½% Conversion Loan,GB0002212099,,24-Dec-2008,N/A,87.380000,88.235769,0.85576900,4.005295,24.73
3½% Conversion Loan,GB0002212099,,29-Dec-2008,N/A,86.390000,87.255385,0.86538500,4.051189,24.44
3½% Conversion Loan,GB0002212099,,30-Dec-2008,N/A,86.470000,87.345000,0.87500000,4.047441,24.46
3½% Conversion Loan,GB0002212099,,31-Dec-2008,N/A,87.270000,88.164231,0.89423100,4.010343,24.69
2½% Consolidated Stock,GB0002163805,,05-Jun-2008,N/A,51.830000,52.255824,0.42582400,4.823386,20.56
2½% Consolidated Stock,GB0002163805,,06-Jun-2008,N/A,52.300000,52.746429,0.44642900,4.780045,20.74
2½% Consolidated Stock,GB0002163805,,09-Jun-2008,N/A,51.750000,52.203297,0.45329700,4.830848,20.52
2½% Consolidated Stock,GB0002163805,,10-Jun-2008,N/A,51.820000,52.280165,0.46016500,4.824324,20.55
2½% Consolidated Stock,GB0002163805,,11-Jun-2008,N/A,51.400000,51.867033,0.46703300,4.863746,20.38
2½% Consolidated Stock,GB0002163805,,12-Jun-2008,N/A,51.560000,52.033901,0.47390100,4.848655,20.44
2½% Consolidated Stock,GB0002163805,,13-Jun-2008,N/A,50.710000,51.204505,0.49450500,4.929933,20.09
2½% Consolidated Stock,GB0002163805,,16-Jun-2008,N/A,51.450000,51.951374,0.50137400,4.859030,20.38
2½% Consolidated Stock,GB0002163805,,17-Jun-2008,N/A,51.550000,52.058242,0.50824200,4.849607,20.42
2½% Consolidated Stock,GB0002163805,,18-Jun-2008,N/A,51.760000,52.275110,0.51511000,4.829934,20.50
2½% Consolidated Stock,GB0002163805,,19-Jun-2008,N/A,51.200000,51.721978,0.52197800,4.882763,20.27
2½% Consolidated Stock,GB0002163805,,20-Jun-2008,N/A,51.670000,52.212582,0.54258200,4.838357,20.45
2½% Consolidated Stock,GB0002163805,,23-Jun-2008,N/A,51.620000,52.169451,0.54945100,4.843047,20.43
2½% Consolidated Stock,GB0002163805,,24-Jun-2008,N/A,51.410000,51.966319,0.55631900,4.862832,20.34
2½% Consolidated Stock,GB0002163805,,25-Jun-2008,N/A,51.970000,52.533187,0.56318700,4.810437,20.57
2½% Consolidated Stock,GB0002163805,,26-Jun-2008,N/A,52.830000,52.775055,-0.05494500,4.732191,21.15
2½% Consolidated Stock,GB0002163805,,27-Jun-2008,N/A,52.300000,52.265659,-0.03434100,4.780134,20.93
2½% Consolidated Stock,GB0002163805,,30-Jun-2008,N/A,51.590000,51.562527,-0.02747300,4.845917,20.65
2½% Consolidated Stock,GB0002163805,,01-Jul-2008,N/A,51.030000,51.009396,-0.02060400,4.899091,20.42
2½% Consolidated Stock,GB0002163805,,02-Jul-2008,N/A,51.400000,51.386264,-0.01373600,4.863821,20.57
2½% Consolidated Stock,GB0002163805,,03-Jul-2008,N/A,51.940000,51.933132,-0.00686800,4.813250,20.78
2½% Consolidated Stock,GB0002163805,,04-Jul-2008,N/A,52.480000,52.493587,0.01358700,4.763712,20.99
2½% Consolidated Stock,GB0002163805,,07-Jul-2008,N/A,52.740000,52.760380,0.02038000,4.740225,21.09
2½% Consolidated Stock,GB0002163805,,08-Jul-2008,N/A,52.590000,52.617174,0.02717400,4.753742,21.03
2½% Consolidated Stock,GB0002163805,,09-Jul-2008,N/A,52.930000,52.963967,0.03396700,4.723203,21.16
2½% Consolidated Stock,GB0002163805,,10-Jul-2008,N/A,53.120000,53.160761,0.04076100,4.706306,21.23
2½% Consolidated Stock,GB0002163805,,11-Jul-2008,N/A,52.750000,52.811141,0.06114100,4.739307,21.08
2½% Consolidated Stock,GB0002163805,,14-Jul-2008,N/A,52.780000,52.847935,0.06793500,4.736611,21.09
2½% Consolidated Stock,GB0002163805,,15-Jul-2008,N/A,52.910000,52.984728,0.07472800,4.724970,21.13
2½% Consolidated Stock,GB0002163805,,16-Jul-2008,N/A,52.670000,52.751522,0.08152200,4.746497,21.04
2½% Consolidated Stock,GB0002163805,,17-Jul-2008,N/A,52.730000,52.818315,0.08831500,4.741094,21.06
2½% Consolidated Stock,GB0002163805,,18-Jul-2008,N/A,51.720000,51.828696,0.10869600,4.833670,20.65
2½% Consolidated Stock,GB0002163805,,21-Jul-2008,N/A,51.650000,51.765489,0.11548900,4.840218,20.61
2½% Consolidated Stock,GB0002163805,,22-Jul-2008,N/A,51.880000,52.002283,0.12228300,4.818758,20.70
2½% Consolidated Stock,GB0002163805,,23-Jul-2008,N/A,51.930000,52.059076,0.12907600,4.814116,20.72
2½% Consolidated Stock,GB0002163805,,24-Jul-2008,N/A,52.370000,52.505870,0.13587000,4.773668,20.89
2½% Consolidated Stock,GB0002163805,,25-Jul-2008,N/A,52.190000,52.346250,0.15625000,4.790126,20.81
2½% Consolidated Stock,GB0002163805,,28-Jul-2008,N/A,52.590000,52.753043,0.16304300,4.753691,20.97
2½% Consolidated Stock,GB0002163805,,29-Jul-2008,N/A,53.000000,53.169837,0.16983700,4.716917,21.13
2½% Consolidated Stock,GB0002163805,,30-Jul-2008,N/A,53.370000,53.546630,0.17663000,4.684215,21.28
2½% Consolidated Stock,GB0002163805,,31-Jul-2008,N/A,53.400000,53.583424,0.18342400,4.681582,21.29
2½% Consolidated Stock,GB0002163805,,01-Aug-2008,N/A,52.890000,53.093804,0.20380400,4.726719,21.08
2½% Consolidated Stock,GB0002163805,,04-Aug-2008,N/A,53.090000,53.300598,0.21059800,4.708912,21.15
2½% Consolidated Stock,GB0002163805,,05-Aug-2008,N/A,53.330000,53.547391,0.21739100,4.687720,21.25
2½% Consolidated Stock,GB0002163805,,06-Aug-2008,N/A,53.800000,54.024185,0.22418500,4.646768,21.43
2½% Consolidated Stock,GB0002163805,,07-Aug-2008,N/A,54.250000,54.480978,0.23097800,4.608224,21.61
2½% Consolidated Stock,GB0002163805,,08-Aug-2008,N/A,54.220000,54.471359,0.25135900,4.610772,21.59
2½% Consolidated Stock,GB0002163805,,11-Aug-2008,N/A,54.200000,54.458152,0.25815200,4.612472,21.58
2½% Consolidated Stock,GB0002163805,,12-Aug-2008,N/A,54.740000,55.004946,0.26494600,4.566972,21.79
2½% Consolidated Stock,GB0002163805,,13-Aug-2008,N/A,54.480000,54.751739,0.27173900,4.588766,21.68
2½% Consolidated Stock,GB0002163805,,14-Aug-2008,N/A,54.070000,54.348533,0.27853300,4.623560,21.52
2½% Consolidated Stock,GB0002163805,,15-Aug-2008,N/A,54.490000,54.788913,0.29891300,4.587923,21.68
2½% Consolidated Stock,GB0002163805,,18-Aug-2008,N/A,54.440000,54.745707,0.30570700,4.592136,21.66
2½% Consolidated Stock,GB0002163805,,19-Aug-2008,N/A,54.470000,54.782500,0.31250000,4.589607,21.66
2½% Consolidated Stock,GB0002163805,,20-Aug-2008,N/A,54.520000,54.839293,0.31929300,4.585398,21.68
2½% Consolidated Stock,GB0002163805,,21-Aug-2008,N/A,54.490000,54.816087,0.32608700,4.587923,21.67
2½% Consolidated Stock,GB0002163805,,22-Aug-2008,N/A,54.110000,54.463261,0.35326100,4.620143,21.50
2½% Consolidated Stock,GB0002163805,,26-Aug-2008,N/A,54.950000,55.310054,0.36005400,4.549519,21.84
2½% Consolidated Stock,GB0002163805,,27-Aug-2008,N/A,54.780000,55.146848,0.36684800,4.563638,21.77
2½% Consolidated Stock,GB0002163805,,28-Aug-2008,N/A,54.900000,55.273641,0.37364100,4.553663,21.81
2½% Consolidated Stock,GB0002163805,,29-Aug-2008,N/A,55.020000,55.414022,0.39402200,4.543734,21.85
2½% Consolidated Stock,GB0002163805,,01-Sep-2008,N/A,55.020000,55.420815,0.40081500,4.543735,21.85
2½% Consolidated Stock,GB0002163805,,02-Sep-2008,N/A,54.640000,55.047609,0.40760900,4.575335,21.70
2½% Consolidated Stock,GB0002163805,,03-Sep-2008,N/A,54.500000,54.914402,0.41440200,4.587089,21.64
2½% Consolidated Stock,GB0002163805,,04-Sep-2008,N/A,55.110000,55.531196,0.42119600,4.536318,21.88
2½% Consolidated Stock,GB0002163805,,05-Sep-2008,N/A,55.510000,55.951576,0.44157600,4.503634,22.03
2½% Consolidated Stock,GB0002163805,,08-Sep-2008,N/A,54.710000,55.158370,0.44837000,4.569488,21.71
2½% Consolidated Stock,GB0002163805,,09-Sep-2008,N/A,55.010000,55.465163,0.45516300,4.544570,21.82
2½% Consolidated Stock,GB0002163805,,10-Sep-2008,N/A,54.770000,55.231957,0.46195700,4.564486,21.73
2½% Consolidated Stock,GB0002163805,,11-Sep-2008,N/A,54.570000,55.038750,0.46875000,4.581216,21.64
2½% Consolidated Stock,GB0002163805,,12-Sep-2008,N/A,53.220000,53.709130,0.48913000,4.697427,21.09
2½% Consolidated Stock,GB0002163805,,15-Sep-2008,N/A,54.270000,54.765924,0.49592400,4.606547,21.51
2½% Consolidated Stock,GB0002163805,,16-Sep-2008,N/A,54.860000,55.362717,0.50271700,4.557008,21.75
2½% Consolidated Stock,GB0002163805,,17-Sep-2008,N/A,55.350000,55.859511,0.50951100,4.516669,21.94
2½% Consolidated Stock,GB0002163805,,18-Sep-2008,N/A,55.100000,55.616304,0.51630400,4.537163,21.84
2½% Consolidated Stock,GB0002163805,,19-Sep-2008,N/A,53.690000,54.226685,0.53668500,4.656322,21.26
2½% Consolidated Stock,GB0002163805,,22-Sep-2008,N/A,52.990000,53.533478,0.54347800,4.717834,20.98
2½% Consolidated Stock,GB0002163805,,23-Sep-2008,N/A,52.940000,53.490272,0.55027200,4.722293,20.96
2½% Consolidated Stock,GB0002163805,,24-Sep-2008,N/A,53.490000,54.047065,0.55706500,4.673740,21.18
2½% Consolidated Stock,GB0002163805,,25-Sep-2008,N/A,52.890000,52.828859,-0.06114100,4.726827,21.18
2½% Consolidated Stock,GB0002163805,,26-Sep-2008,N/A,53.200000,53.159239,-0.04076100,4.699270,21.30
2½% Consolidated Stock,GB0002163805,,29-Sep-2008,N/A,54.160000,54.126033,-0.03396700,4.615970,21.68
2½% Consolidated Stock,GB0002163805,,30-Sep-2008,N/A,53.710000,53.682826,-0.02717400,4.654641,21.49
2½% Consolidated Stock,GB0002163805,,01-Oct-2008,N/A,54.310000,54.289620,-0.02038000,4.603214,21.73
2½% Consolidated Stock,GB0002163805,,02-Oct-2008,N/A,55.090000,55.076413,-0.01358700,4.538035,22.04
2½% Consolidated Stock,GB0002163805,,03-Oct-2008,N/A,55.360000,55.366793,0.00679300,4.515893,22.14
2½% Consolidated Stock,GB0002163805,,06-Oct-2008,N/A,57.000000,57.013587,0.01358700,4.385959,22.79
2½% Consolidated Stock,GB0002163805,,07-Oct-2008,N/A,56.560000,56.580380,0.02038000,4.420076,22.62
2½% Consolidated Stock,GB0002163805,,08-Oct-2008,N/A,56.150000,56.177174,0.02717400,4.452348,22.45
2½% Consolidated Stock,GB0002163805,,09-Oct-2008,N/A,54.930000,54.963967,0.03396700,4.551232,21.96
2½% Consolidated Stock,GB0002163805,,10-Oct-2008,N/A,53.390000,53.444348,0.05434800,4.682500,21.33
2½% Consolidated Stock,GB0002163805,,13-Oct-2008,N/A,51.140000,51.201141,0.06114100,4.888509,20.43
2½% Consolidated Stock,GB0002163805,,14-Oct-2008,N/A,50.650000,50.717935,0.06793500,4.935798,20.23
2½% Consolidated Stock,GB0002163805,,15-Oct-2008,N/A,51.220000,51.294728,0.07472800,4.880868,20.46
2½% Consolidated Stock,GB0002163805,,16-Oct-2008,N/A,52.100000,52.181522,0.08152200,4.798426,20.81
2½% Consolidated Stock,GB0002163805,,17-Oct-2008,N/A,53.240000,53.341902,0.10190200,4.695674,21.26
2½% Consolidated Stock,GB0002163805,,20-Oct-2008,N/A,53.460000,53.568696,0.10869600,4.676348,21.34
2½% Consolidated Stock,GB0002163805,,21-Oct-2008,N/A,53.110000,53.225489,0.11548900,4.707163,21.20
2½% Consolidated Stock,GB0002163805,,22-Oct-2008,N/A,53.500000,53.622283,0.12228300,4.672847,21.35
2½% Consolidated Stock,GB0002163805,,23-Oct-2008,N/A,53.800000,53.929076,0.12907600,4.646789,21.47
2½% Consolidated Stock,GB0002163805,,24-Oct-2008,N/A,55.040000,55.189457,0.14945700,4.542098,21.96
2½% Consolidated Stock,GB0002163805,,27-Oct-2008,N/A,54.480000,54.636250,0.15625000,4.588784,21.73
2½% Consolidated Stock,GB0002163805,,28-Oct-2008,N/A,53.750000,53.913043,0.16304300,4.651103,21.44
2½% Consolidated Stock,GB0002163805,,29-Oct-2008,N/A,53.510000,53.679837,0.16983700,4.671961,21.34
2½% Consolidated Stock,GB0002163805,,30-Oct-2008,N/A,53.450000,53.626630,0.17663000,4.677204,21.31
2½% Consolidated Stock,GB0002163805,,31-Oct-2008,N/A,52.590000,52.787011,0.19701100,4.753683,20.96
2½% Consolidated Stock,GB0002163805,,03-Nov-2008,N/A,52.570000,52.773804,0.20380400,4.755491,20.95
2½% Consolidated Stock,GB0002163805,,04-Nov-2008,N/A,52.390000,52.600598,0.21059800,4.771828,20.87
2½% Consolidated Stock,GB0002163805,,05-Nov-2008,N/A,52.630000,52.847391,0.21739100,4.750067,20.97
2½% Consolidated Stock,GB0002163805,,06-Nov-2008,N/A,52.340000,52.564185,0.22418500,4.776384,20.85
2½% Consolidated Stock,GB0002163805,,07-Nov-2008,N/A,53.520000,53.764565,0.24456500,4.671076,21.31
2½% Consolidated Stock,GB0002163805,,10-Nov-2008,N/A,53.120000,53.371359,0.25135900,4.706247,21.15
2½% Consolidated Stock,GB0002163805,,11-Nov-2008,N/A,52.780000,53.038152,0.25815200,4.736563,21.01
2½% Consolidated Stock,GB0002163805,,12-Nov-2008,N/A,53.200000,53.464946,0.26494600,4.699169,21.18
2½% Consolidated Stock,GB0002163805,,13-Nov-2008,N/A,53.530000,53.801739,0.27173900,4.670201,21.30
2½% Consolidated Stock,GB0002163805,,14-Nov-2008,N/A,53.590000,53.882120,0.29212000,4.664971,21.32
2½% Consolidated Stock,GB0002163805,,17-Nov-2008,N/A,52.760000,53.058913,0.29891300,4.738356,20.99
2½% Consolidated Stock,GB0002163805,,18-Nov-2008,N/A,52.700000,53.005707,0.30570700,4.743750,20.96
2½% Consolidated Stock,GB0002163805,,19-Nov-2008,N/A,53.340000,53.652500,0.31250000,4.686834,21.21
2½% Consolidated Stock,GB0002163805,,20-Nov-2008,N/A,54.940000,55.259293,0.31929300,4.550345,21.85
2½% Consolidated Stock,GB0002163805,,21-Nov-2008,N/A,56.140000,56.479674,0.33967400,4.453085,22.32
2½% Consolidated Stock,GB0002163805,,24-Nov-2008,N/A,55.630000,55.976467,0.34646700,4.493908,22.12
2½% Consolidated Stock,GB0002163805,,25-Nov-2008,N/A,56.240000,56.593261,0.35326100,4.445168,22.36
2½% Consolidated Stock,GB0002163805,,26-Nov-2008,N/A,57.470000,57.830054,0.36005400,4.350033,22.85
2½% Consolidated Stock,GB0002163805,,27-Nov-2008,N/A,57.800000,58.166848,0.36684800,4.325199,22.98
2½% Consolidated Stock,GB0002163805,,28-Nov-2008,N/A,56.810000,57.197228,0.38722800,4.400571,22.57
2½% Consolidated Stock,GB0002163805,,01-Dec-2008,N/A,57.460000,57.854022,0.39402200,4.350793,22.83
2½% Consolidated Stock,GB0002163805,,02-Dec-2008,N/A,59.490000,59.890815,0.40081500,4.202334,23.64
2½% Consolidated Stock,GB0002163805,,03-Dec-2008,N/A,61.420000,61.827609,0.40760900,4.070288,24.41
2½% Consolidated Stock,GB0002163805,,04-Dec-2008,N/A,61.310000,61.724402,0.41440200,4.077591,24.36
2½% Consolidated Stock,GB0002163805,,05-Dec-2008,N/A,61.000000,61.434783,0.43478300,4.098315,24.23
2½% Consolidated Stock,GB0002163805,,08-Dec-2008,N/A,58.590000,59.031576,0.44157600,4.266890,23.26
2½% Consolidated Stock,GB0002163805,,09-Dec-2008,N/A,58.420000,58.868370,0.44837000,4.279307,23.19
2½% Consolidated Stock,GB0002163805,,10-Dec-2008,N/A,58.440000,58.895163,0.45516300,4.277844,23.20
2½% Consolidated Stock,GB0002163805,,11-Dec-2008,N/A,57.870000,58.331957,0.46195700,4.319979,22.97
2½% Consolidated Stock,GB0002163805,,12-Dec-2008,N/A,57.760000,58.242337,0.48233700,4.328210,22.91
2½% Consolidated Stock,GB0002163805,,15-Dec-2008,N/A,58.920000,59.409130,0.48913000,4.243001,23.37
2½% Consolidated Stock,GB0002163805,,16-Dec-2008,N/A,59.830000,60.325924,0.49592400,4.178469,23.74
2½% Consolidated Stock,GB0002163805,,17-Dec-2008,N/A,61.910000,62.412717,0.50271700,4.038088,24.57
2½% Consolidated Stock,GB0002163805,,18-Dec-2008,N/A,61.820000,62.329511,0.50951100,4.043968,24.53
2½% Consolidated Stock,GB0002163805,,19-Dec-2008,N/A,61.380000,61.909891,0.52989100,4.072961,24.34
2½% Consolidated Stock,GB0002163805,,22-Dec-2008,N/A,62.160000,62.071685,-0.08831500,4.021912,24.90
2½% Consolidated Stock,GB0002163805,,23-Dec-2008,N/A,62.010000,61.928478,-0.08152200,4.031638,24.84
2½% Consolidated Stock,GB0002163805,,24-Dec-2008,N/A,62.890000,62.842446,-0.04755400,3.975211,25.17
2½% Consolidated Stock,GB0002163805,,29-Dec-2008,N/A,62.170000,62.129239,-0.04076100,4.021246,24.88
2½% Consolidated Stock,GB0002163805,,30-Dec-2008,N/A,62.230000,62.196033,-0.03396700,4.017367,24.91
2½% Consolidated Stock,GB0002163805,,31-Dec-2008,N/A,62.810000,62.789620,-0.02038000,3.980265,25.13
2½% Consolidated Stock,GB0002163805,,02-Jan-2008,N/A,56.650000,56.636413,-0.01358700,4.413069,22.67
2½% Consolidated Stock,GB0002163805,,03-Jan-2008,N/A,56.460000,56.453207,-0.00679300,4.427917,22.59
2½% Consolidated Stock,GB0002163805,,04-Jan-2008,N/A,56.890000,56.903736,0.01373600,4.394440,22.75
2½% Consolidated Stock,GB0002163805,,07-Jan-2008,N/A,56.700000,56.720604,0.02060400,4.409163,22.67
2½% Consolidated Stock,GB0002163805,,08-Jan-2008,N/A,56.080000,56.107473,0.02747300,4.457906,22.42
2½% Consolidated Stock,GB0002163805,,09-Jan-2008,N/A,56.500000,56.534341,0.03434100,4.424765,22.59
2½% Consolidated Stock,GB0002163805,,10-Jan-2008,N/A,56.470000,56.511209,0.04120900,4.427113,22.57
2½% Consolidated Stock,GB0002163805,,11-Jan-2008,N/A,55.860000,55.921813,0.06181300,4.475450,22.32
2½% Consolidated Stock,GB0002163805,,14-Jan-2008,N/A,55.770000,55.838681,0.06868100,4.482669,22.28
2½% Consolidated Stock,GB0002163805,,15-Jan-2008,N/A,56.110000,56.185549,0.07554900,4.455505,22.41
2½% Consolidated Stock,GB0002163805,,16-Jan-2008,N/A,56.470000,56.552418,0.08241800,4.427099,22.56
2½% Consolidated Stock,GB0002163805,,17-Jan-2008,N/A,56.300000,56.389286,0.08928600,4.440464,22.48
2½% Consolidated Stock,GB0002163805,,18-Jan-2008,N/A,56.130000,56.239890,0.10989000,4.453906,22.41
2½% Consolidated Stock,GB0002163805,,21-Jan-2008,N/A,56.680000,56.796758,0.11675800,4.410686,22.63
2½% Consolidated Stock,GB0002163805,,22-Jan-2008,N/A,55.300000,55.423626,0.12362600,4.520750,22.07
2½% Consolidated Stock,GB0002163805,,23-Jan-2008,N/A,55.860000,55.990495,0.13049500,4.475428,22.29
2½% Consolidated Stock,GB0002163805,,24-Jan-2008,N/A,54.840000,54.977363,0.13736300,4.558666,21.88
2½% Consolidated Stock,GB0002163805,,25-Jan-2008,N/A,55.190000,55.347967,0.15796700,4.529752,22.01
2½% Consolidated Stock,GB0002163805,,28-Jan-2008,N/A,55.660000,55.824835,0.16483500,4.491501,22.20
2½% Consolidated Stock,GB0002163805,,29-Jan-2008,N/A,54.720000,54.891703,0.17170300,4.568654,21.82
2½% Consolidated Stock,GB0002163805,,30-Jan-2008,N/A,55.090000,55.268571,0.17857100,4.537969,21.97
2½% Consolidated Stock,GB0002163805,,31-Jan-2008,N/A,55.710000,55.895440,0.18544000,4.487466,22.21
2½% Consolidated Stock,GB0002163805,,01-Feb-2008,N/A,55.770000,55.976044,0.20604400,4.482635,22.23
2½% Consolidated Stock,GB0002163805,,04-Feb-2008,N/A,55.440000,55.652912,0.21291200,4.509316,22.09
2½% Consolidated Stock,GB0002163805,,05-Feb-2008,N/A,56.160000,56.379780,0.21978000,4.451504,22.38
2½% Consolidated Stock,GB0002163805,,06-Feb-2008,N/A,55.360000,55.586648,0.22664800,4.515830,22.05
2½% Consolidated Stock,GB0002163805,,07-Feb-2008,N/A,55.600000,55.833516,0.23351600,4.496337,22.15
2½% Consolidated Stock,GB0002163805,,08-Feb-2008,N/A,55.490000,55.744121,0.25412100,4.505248,22.10
2½% Consolidated Stock,GB0002163805,,11-Feb-2008,N/A,55.040000,55.300989,0.26098900,4.542080,21.91
2½% Consolidated Stock,GB0002163805,,12-Feb-2008,N/A,53.950000,54.217857,0.26785700,4.633845,21.47
2½% Consolidated Stock,GB0002163805,,13-Feb-2008,N/A,53.800000,54.074725,0.27472500,4.646763,21.41
2½% Consolidated Stock,GB0002163805,,14-Feb-2008,N/A,53.420000,53.701593,0.28159300,4.679816,21.26
2½% Consolidated Stock,GB0002163805,,15-Feb-2008,N/A,53.730000,54.032198,0.30219800,4.652816,21.37
2½% Consolidated Stock,GB0002163805,,18-Feb-2008,N/A,53.220000,53.529066,0.30906600,4.697402,21.17
2½% Consolidated Stock,GB0002163805,,19-Feb-2008,N/A,53.290000,53.605934,0.31593400,4.691232,21.19
2½% Consolidated Stock,GB0002163805,,20-Feb-2008,N/A,53.080000,53.402802,0.32280200,4.709791,21.10
2½% Consolidated Stock,GB0002163805,,21-Feb-2008,N/A,53.390000,53.719670,0.32967000,4.682445,21.23
2½% Consolidated Stock,GB0002163805,,22-Feb-2008,N/A,53.430000,53.780275,0.35027500,4.678941,21.23
2½% Consolidated Stock,GB0002163805,,25-Feb-2008,N/A,53.040000,53.397143,0.35714300,4.713344,21.08
2½% Consolidated Stock,GB0002163805,,26-Feb-2008,N/A,53.090000,53.454011,0.36401100,4.708906,21.09
2½% Consolidated Stock,GB0002163805,,27-Feb-2008,N/A,53.130000,53.500879,0.37087900,4.705361,21.11
2½% Consolidated Stock,GB0002163805,,28-Feb-2008,N/A,54.000000,54.377747,0.37774700,4.629556,21.45
2½% Consolidated Stock,GB0002163805,,29-Feb-2008,N/A,55.240000,55.638352,0.39835200,4.525639,21.94
2½% Consolidated Stock,GB0002163805,,03-Mar-2008,N/A,55.480000,55.885220,0.40522000,4.506063,22.03
2½% Consolidated Stock,GB0002163805,,04-Mar-2008,N/A,55.800000,56.212088,0.41208800,4.480224,22.16
2½% Consolidated Stock,GB0002163805,,05-Mar-2008,N/A,54.950000,55.368956,0.41895600,4.549526,21.81
2½% Consolidated Stock,GB0002163805,,06-Mar-2008,N/A,55.640000,56.065824,0.42582400,4.493109,22.09
2½% Consolidated Stock,GB0002163805,,07-Mar-2008,N/A,55.950000,56.396429,0.44642900,4.468219,22.20
2½% Consolidated Stock,GB0002163805,,10-Mar-2008,N/A,56.210000,56.663297,0.45329700,4.447553,22.30
2½% Consolidated Stock,GB0002163805,,11-Mar-2008,N/A,55.850000,56.310165,0.46016500,4.476222,22.16
2½% Consolidated Stock,GB0002163805,,12-Mar-2008,N/A,55.120000,55.587033,0.46703300,4.535504,21.86
2½% Consolidated Stock,GB0002163805,,13-Mar-2008,N/A,55.380000,55.853901,0.47390100,4.514213,21.96
2½% Consolidated Stock,GB0002163805,,14-Mar-2008,N/A,55.600000,56.094505,0.49450500,4.496356,22.04
2½% Consolidated Stock,GB0002163805,,17-Mar-2008,N/A,55.570000,56.071374,0.50137400,4.498785,22.03
2½% Consolidated Stock,GB0002163805,,18-Mar-2008,N/A,55.280000,55.788242,0.50824200,4.522388,21.91
2½% Consolidated Stock,GB0002163805,,19-Mar-2008,N/A,55.540000,56.055110,0.51511000,4.501219,22.01
2½% Consolidated Stock,GB0002163805,,20-Mar-2008,N/A,56.000000,56.549451,0.54945100,4.464256,22.18
2½% Consolidated Stock,GB0002163805,,25-Mar-2008,N/A,55.140000,55.696319,0.55631900,4.533885,21.84
2½% Consolidated Stock,GB0002163805,,26-Mar-2008,N/A,55.300000,55.863187,0.56318700,4.520770,21.90
2½% Consolidated Stock,GB0002163805,,27-Mar-2008,N/A,54.630000,54.575055,-0.05494500,4.576269,21.87
2½% Consolidated Stock,GB0002163805,,28-Mar-2008,N/A,55.150000,55.115659,-0.03434100,4.533108,22.07
2½% Consolidated Stock,GB0002163805,,31-Mar-2008,N/A,55.330000,55.302527,-0.02747300,4.518358,22.14
2½% Consolidated Stock,GB0002163805,,01-Apr-2008,N/A,54.610000,54.589396,-0.02060400,4.577926,21.85
2½% Consolidated Stock,GB0002163805,,02-Apr-2008,N/A,54.980000,54.966264,-0.01373600,4.547115,22.00
2½% Consolidated Stock,GB0002163805,,03-Apr-2008,N/A,54.620000,54.613132,-0.00686800,4.577081,21.85
2½% Consolidated Stock,GB0002163805,,04-Apr-2008,N/A,54.600000,54.613736,0.01373600,4.578748,21.83
2½% Consolidated Stock,GB0002163805,,07-Apr-2008,N/A,54.040000,54.060604,0.02060400,4.626193,21.61
2½% Consolidated Stock,GB0002163805,,08-Apr-2008,N/A,54.170000,54.197473,0.02747300,4.615088,21.66
2½% Consolidated Stock,GB0002163805,,09-Apr-2008,N/A,54.050000,54.084341,0.03434100,4.625331,21.61
2½% Consolidated Stock,GB0002163805,,10-Apr-2008,N/A,54.330000,54.371209,0.04120900,4.601491,21.72
2½% Consolidated Stock,GB0002163805,,11-Apr-2008,N/A,55.080000,55.141813,0.06181300,4.538827,22.01
2½% Consolidated Stock,GB0002163805,,14-Apr-2008,N/A,54.760000,54.828681,0.06868100,4.565347,21.88
2½% Consolidated Stock,GB0002163805,,15-Apr-2008,N/A,54.640000,54.715549,0.07554900,4.575371,21.83
2½% Consolidated Stock,GB0002163805,,16-Apr-2008,N/A,53.550000,53.632418,0.08241800,4.668498,21.39
2½% Consolidated Stock,GB0002163805,,17-Apr-2008,N/A,52.740000,52.829286,0.08928600,4.740195,21.06
2½% Consolidated Stock,GB0002163805,,18-Apr-2008,N/A,52.650000,52.759890,0.10989000,4.748290,21.02
2½% Consolidated Stock,GB0002163805,,21-Apr-2008,N/A,53.080000,53.196758,0.11675800,4.709823,21.19
2½% Consolidated Stock,GB0002163805,,22-Apr-2008,N/A,53.240000,53.363626,0.12362600,4.695667,21.25
2½% Consolidated Stock,GB0002163805,,23-Apr-2008,N/A,53.600000,53.730495,0.13049500,4.664127,21.39
2½% Consolidated Stock,GB0002163805,,24-Apr-2008,N/A,52.730000,52.867363,0.13736300,4.741077,21.04
2½% Consolidated Stock,GB0002163805,,25-Apr-2008,N/A,53.040000,53.197967,0.15796700,4.713362,21.15
2½% Consolidated Stock,GB0002163805,,28-Apr-2008,N/A,53.280000,53.444835,0.16483500,4.692130,21.25
2½% Consolidated Stock,GB0002163805,,29-Apr-2008,N/A,53.680000,53.851703,0.17170300,4.657166,21.40
2½% Consolidated Stock,GB0002163805,,30-Apr-2008,N/A,53.780000,53.958571,0.17857100,4.648505,21.44
2½% Consolidated Stock,GB0002163805,,01-May-2008,N/A,54.170000,54.355440,0.18544000,4.615037,21.59
2½% Consolidated Stock,GB0002163805,,02-May-2008,N/A,53.200000,53.412912,0.21291200,4.699176,21.20
2½% Consolidated Stock,GB0002163805,,06-May-2008,N/A,53.770000,53.989780,0.21978000,4.649362,21.42
2½% Consolidated Stock,GB0002163805,,07-May-2008,N/A,53.260000,53.486648,0.22664800,4.693880,21.21
2½% Consolidated Stock,GB0002163805,,08-May-2008,N/A,54.000000,54.233516,0.23351600,4.629558,21.51
2½% Consolidated Stock,GB0002163805,,09-May-2008,N/A,54.250000,54.504121,0.25412100,4.608222,21.60
2½% Consolidated Stock,GB0002163805,,12-May-2008,N/A,54.260000,54.520989,0.26098900,4.607372,21.60
2½% Consolidated Stock,GB0002163805,,13-May-2008,N/A,53.680000,53.947857,0.26785700,4.657151,21.37
2½% Consolidated Stock,GB0002163805,,14-May-2008,N/A,52.930000,53.204725,0.27472500,4.723139,21.06
2½% Consolidated Stock,GB0002163805,,15-May-2008,N/A,52.900000,53.181593,0.28159300,4.725817,21.05
2½% Consolidated Stock,GB0002163805,,16-May-2008,N/A,53.830000,54.132198,0.30219800,4.644173,21.41
2½% Consolidated Stock,GB0002163805,,19-May-2008,N/A,53.100000,53.409066,0.30906600,4.708017,21.12
2½% Consolidated Stock,GB0002163805,,20-May-2008,N/A,53.480000,53.795934,0.31593400,4.674565,21.27
2½% Consolidated Stock,GB0002163805,,21-May-2008,N/A,52.760000,53.082802,0.32280200,4.738356,20.98
2½% Consolidated Stock,GB0002163805,,22-May-2008,N/A,52.560000,52.889670,0.32967000,4.756385,20.89
2½% Consolidated Stock,GB0002163805,,23-May-2008,N/A,52.960000,53.317143,0.35714300,4.720464,21.04
2½% Consolidated Stock,GB0002163805,,27-May-2008,N/A,52.850000,53.214011,0.36401100,4.730289,21.00
2½% Consolidated Stock,GB0002163805,,28-May-2008,N/A,52.500000,52.870879,0.37087900,4.761824,20.85
2½% Consolidated Stock,GB0002163805,,29-May-2008,N/A,52.310000,52.687747,0.37774700,4.779120,20.78
2½% Consolidated Stock,GB0002163805,,30-May-2008,N/A,52.580000,52.978352,0.39835200,4.754582,20.87
2½% Consolidated Stock,GB0002163805,,02-Jun-2008,N/A,52.500000,52.905220,0.40522000,4.761828,20.84
2½% Consolidated Stock,GB0002163805,,03-Jun-2008,N/A,51.780000,52.192088,0.41208800,4.828040,20.55
2½% Consolidated Stock,GB0002163805,,04-Jun-2008,N/A,52.580000,52.998956,0.41895600,4.754586,20.87
4% Consolidated Loan,GB0002163466,,18-Jun-2008,N/A,77.980000,79.507473,1.52747300,5.129219,19.12
4% Consolidated Loan,GB0002163466,,19-Jun-2008,N/A,77.180000,78.718462,1.53846200,5.182384,18.92
4% Consolidated Loan,GB0002163466,,20-Jun-2008,N/A,77.840000,79.411429,1.57142900,5.138464,19.08
4% Consolidated Loan,GB0002163466,,23-Jun-2008,N/A,77.770000,79.352418,1.58241800,5.143093,19.06
4% Consolidated Loan,GB0002163466,,24-Jun-2008,N/A,77.470000,79.063407,1.59340700,5.163013,18.98
4% Consolidated Loan,GB0002163466,,25-Jun-2008,N/A,78.270000,79.874396,1.60439600,5.110253,19.18
4% Consolidated Loan,GB0002163466,,26-Jun-2008,N/A,79.480000,81.095385,1.61538500,5.032468,19.48
4% Consolidated Loan,GB0002163466,,27-Jun-2008,N/A,78.740000,80.388352,1.64835200,5.079775,19.28
4% Consolidated Loan,GB0002163466,,30-Jun-2008,N/A,77.730000,79.389341,1.65934100,5.145780,19.03
4% Consolidated Loan,GB0002163466,,01-Jul-2008,N/A,76.930000,78.600330,1.67033000,5.199293,18.83
4% Consolidated Loan,GB0002163466,,02-Jul-2008,N/A,77.460000,79.141319,1.68131900,5.163727,18.96
4% Consolidated Loan,GB0002163466,,03-Jul-2008,N/A,78.220000,79.912308,1.69230800,5.113566,19.14
4% Consolidated Loan,GB0002163466,,04-Jul-2008,N/A,78.990000,80.715275,1.72527500,5.063742,19.33
4% Consolidated Loan,GB0002163466,,07-Jul-2008,N/A,79.360000,81.096264,1.73626400,5.040141,19.42
4% Consolidated Loan,GB0002163466,,08-Jul-2008,N/A,79.150000,80.897253,1.74725300,5.053519,19.36
4% Consolidated Loan,GB0002163466,,09-Jul-2008,N/A,79.620000,81.378242,1.75824200,5.023696,19.48
4% Consolidated Loan,GB0002163466,,10-Jul-2008,N/A,79.900000,81.669231,1.76923100,5.006099,19.54
4% Consolidated Loan,GB0002163466,,11-Jul-2008,N/A,79.380000,81.182198,1.80219800,5.038911,19.41
4% Consolidated Loan,GB0002163466,,14-Jul-2008,N/A,79.420000,81.233187,1.81318700,5.036381,19.41
4% Consolidated Loan,GB0002163466,,15-Jul-2008,N/A,79.590000,81.414176,1.82417600,5.025631,19.45
4% Consolidated Loan,GB0002163466,,16-Jul-2008,N/A,79.260000,81.095165,1.83516500,5.046561,19.37
4% Consolidated Loan,GB0002163466,,17-Jul-2008,N/A,79.340000,81.186154,1.84615400,5.041480,19.39
4% Consolidated Loan,GB0002163466,,18-Jul-2008,N/A,77.910000,79.789121,1.87912100,5.134034,19.02
4% Consolidated Loan,GB0002163466,,21-Jul-2008,N/A,77.810000,79.700110,1.89011000,5.140640,18.99
4% Consolidated Loan,GB0002163466,,22-Jul-2008,N/A,78.150000,80.051099,1.90109900,5.118284,19.07
4% Consolidated Loan,GB0002163466,,23-Jul-2008,N/A,78.210000,78.122088,-0.08791200,5.114511,19.57
4% Consolidated Loan,GB0002163466,,24-Jul-2008,N/A,78.840000,78.763077,-0.07692300,5.073631,19.73
4% Consolidated Loan,GB0002163466,,25-Jul-2008,N/A,78.580000,78.536044,-0.04395600,5.090390,19.66
4% Consolidated Loan,GB0002163466,,28-Jul-2008,N/A,79.150000,79.117033,-0.03296700,5.053722,19.80
4% Consolidated Loan,GB0002163466,,29-Jul-2008,N/A,79.730000,79.708022,-0.02197800,5.016949,19.94
4% Consolidated Loan,GB0002163466,,30-Jul-2008,N/A,80.260000,80.249011,-0.01098900,4.983811,20.07
4% Consolidated Loan,GB0002163466,,31-Jul-2008,N/A,80.290000,80.290000,0.00000000,4.981940,20.07
4% Consolidated Loan,GB0002163466,,01-Aug-2008,N/A,79.580000,79.612609,0.03260900,5.026363,19.89
4% Consolidated Loan,GB0002163466,,04-Aug-2008,N/A,79.850000,79.893478,0.04347800,5.009360,19.95
4% Consolidated Loan,GB0002163466,,05-Aug-2008,N/A,80.200000,80.254348,0.05434800,4.987491,20.04
4% Consolidated Loan,GB0002163466,,06-Aug-2008,N/A,80.850000,80.915217,0.06521700,4.947387,20.20
4% Consolidated Loan,GB0002163466,,07-Aug-2008,N/A,81.500000,81.576087,0.07608700,4.907922,20.36
4% Consolidated Loan,GB0002163466,,08-Aug-2008,N/A,81.450000,81.558696,0.10869600,4.910913,20.34
4% Consolidated Loan,GB0002163466,,11-Aug-2008,N/A,81.420000,81.539565,0.11956500,4.912716,20.33
4% Consolidated Loan,GB0002163466,,12-Aug-2008,N/A,82.190000,82.320435,0.13043500,4.866686,20.52
4% Consolidated Loan,GB0002163466,,13-Aug-2008,N/A,81.820000,81.961304,0.14130400,4.888686,20.42
4% Consolidated Loan,GB0002163466,,14-Aug-2008,N/A,81.240000,81.392174,0.15217400,4.923580,20.27
4% Consolidated Loan,GB0002163466,,15-Aug-2008,N/A,81.840000,82.024783,0.18478300,4.887465,20.42
4% Consolidated Loan,GB0002163466,,18-Aug-2008,N/A,81.770000,81.965652,0.19565200,4.891642,20.40
4% Consolidated Loan,GB0002163466,,19-Aug-2008,N/A,81.810000,82.016522,0.20652200,4.889245,20.40
4% Consolidated Loan,GB0002163466,,20-Aug-2008,N/A,81.870000,82.087391,0.21739100,4.885655,20.42
4% Consolidated Loan,GB0002163466,,21-Aug-2008,N/A,81.830000,82.058261,0.22826100,4.888037,20.40
4% Consolidated Loan,GB0002163466,,22-Aug-2008,N/A,81.300000,81.571739,0.27173900,4.919877,20.26
4% Consolidated Loan,GB0002163466,,26-Aug-2008,N/A,82.490000,82.772609,0.28260900,4.848902,20.55
4% Consolidated Loan,GB0002163466,,27-Aug-2008,N/A,82.230000,82.523478,0.29347800,4.864227,20.49
4% Consolidated Loan,GB0002163466,,28-Aug-2008,N/A,82.410000,82.714348,0.30434800,4.853598,20.53
4% Consolidated Loan,GB0002163466,,29-Aug-2008,N/A,82.580000,82.916957,0.33695700,4.843592,20.56
4% Consolidated Loan,GB0002163466,,01-Sep-2008,N/A,82.570000,82.917826,0.34782600,4.844173,20.56
4% Consolidated Loan,GB0002163466,,02-Sep-2008,N/A,82.050000,82.408696,0.35869600,4.874866,20.43
4% Consolidated Loan,GB0002163466,,03-Sep-2008,N/A,81.840000,82.209565,0.36956500,4.887369,20.37
4% Consolidated Loan,GB0002163466,,04-Sep-2008,N/A,82.700000,83.080435,0.38043500,4.836545,20.58
4% Consolidated Loan,GB0002163466,,05-Sep-2008,N/A,83.270000,83.683043,0.41304300,4.803427,20.72
4% Consolidated Loan,GB0002163466,,08-Sep-2008,N/A,82.140000,82.563913,0.42391300,4.869497,20.43
4% Consolidated Loan,GB0002163466,,09-Sep-2008,N/A,82.560000,82.994783,0.43478300,4.844723,20.53
4% Consolidated Loan,GB0002163466,,10-Sep-2008,N/A,82.220000,82.665652,0.44565200,4.864751,20.45
4% Consolidated Loan,GB0002163466,,11-Sep-2008,N/A,81.940000,82.396522,0.45652200,4.881368,20.37
4% Consolidated Loan,GB0002163466,,12-Sep-2008,N/A,80.040000,80.529130,0.48913000,4.997217,19.89
4% Consolidated Loan,GB0002163466,,15-Sep-2008,N/A,81.510000,82.010000,0.50000000,4.907100,20.26
4% Consolidated Loan,GB0002163466,,16-Sep-2008,N/A,82.350000,82.860870,0.51087000,4.857048,20.46
4% Consolidated Loan,GB0002163466,,17-Sep-2008,N/A,83.050000,83.571739,0.52173900,4.816110,20.64
4% Consolidated Loan,GB0002163466,,18-Sep-2008,N/A,82.690000,83.222609,0.53260900,4.837072,20.54
4% Consolidated Loan,GB0002163466,,19-Sep-2008,N/A,80.700000,81.265217,0.56521700,4.956325,20.04
4% Consolidated Loan,GB0002163466,,22-Sep-2008,N/A,79.710000,80.286087,0.57608700,5.017872,19.79
4% Consolidated Loan,GB0002163466,,23-Sep-2008,N/A,79.640000,80.226957,0.58695700,5.022278,19.77
4% Consolidated Loan,GB0002163466,,24-Sep-2008,N/A,80.420000,81.017826,0.59782600,4.973569,19.96
4% Consolidated Loan,GB0002163466,,25-Sep-2008,N/A,79.560000,80.168696,0.60869600,5.027320,19.74
4% Consolidated Loan,GB0002163466,,26-Sep-2008,N/A,80.010000,80.651304,0.64130400,4.999040,19.85
4% Consolidated Loan,GB0002163466,,29-Sep-2008,N/A,81.360000,82.012174,0.65217400,4.916099,20.18
4% Consolidated Loan,GB0002163466,,30-Sep-2008,N/A,80.730000,81.393043,0.66304300,4.954455,20.02
4% Consolidated Loan,GB0002163466,,01-Oct-2008,N/A,81.580000,82.253913,0.67391300,4.902838,20.23
4% Consolidated Loan,GB0002163466,,02-Oct-2008,N/A,82.670000,83.354783,0.68478300,4.838200,20.50
4% Consolidated Loan,GB0002163466,,03-Oct-2008,N/A,83.060000,83.777391,0.71739100,4.815479,20.59
4% Consolidated Loan,GB0002163466,,06-Oct-2008,N/A,85.360000,86.088261,0.72826100,4.685742,21.16
4% Consolidated Loan,GB0002163466,,07-Oct-2008,N/A,84.740000,85.479130,0.73913000,4.720019,21.01
4% Consolidated Loan,GB0002163466,,08-Oct-2008,N/A,84.170000,84.920000,0.75000000,4.751977,20.86
4% Consolidated Loan,GB0002163466,,09-Oct-2008,N/A,82.450000,83.210870,0.76087000,4.851093,20.43
4% Consolidated Loan,GB0002163466,,10-Oct-2008,N/A,80.270000,81.063478,0.79347800,4.982816,19.88
4% Consolidated Loan,GB0002163466,,13-Oct-2008,N/A,77.080000,77.884348,0.80434800,5.188999,19.08
4% Consolidated Loan,GB0002163466,,14-Oct-2008,N/A,76.390000,77.205217,0.81521700,5.235860,18.90
4% Consolidated Loan,GB0002163466,,15-Oct-2008,N/A,77.200000,78.026087,0.82608700,5.180931,19.10
4% Consolidated Loan,GB0002163466,,16-Oct-2008,N/A,78.450000,79.286957,0.83695700,5.098391,19.41
4% Consolidated Loan,GB0002163466,,17-Oct-2008,N/A,80.060000,80.929565,0.86956500,4.995875,19.80
4% Consolidated Loan,GB0002163466,,20-Oct-2008,N/A,80.380000,81.260435,0.88043500,4.975988,19.88
4% Consolidated Loan,GB0002163466,,21-Oct-2008,N/A,79.870000,80.761304,0.89130400,5.007755,19.75
4% Consolidated Loan,GB0002163466,,22-Oct-2008,N/A,80.430000,81.332174,0.90217400,4.972893,19.89
4% Consolidated Loan,GB0002163466,,23-Oct-2008,N/A,80.860000,81.773043,0.91304300,4.946451,19.99
4% Consolidated Loan,GB0002163466,,24-Oct-2008,N/A,82.610000,83.555652,0.94565200,4.841679,20.42
4% Consolidated Loan,GB0002163466,,27-Oct-2008,N/A,81.810000,82.766522,0.95652200,4.889018,20.22
4% Consolidated Loan,GB0002163466,,28-Oct-2008,N/A,80.790000,81.757391,0.96739100,4.950734,19.96
4% Consolidated Loan,GB0002163466,,29-Oct-2008,N/A,80.450000,81.428261,0.97826100,4.971653,19.88
4% Consolidated Loan,GB0002163466,,30-Oct-2008,N/A,80.360000,81.349130,0.98913000,4.977220,19.85
4% Consolidated Loan,GB0002163466,,31-Oct-2008,N/A,79.140000,80.161739,1.02173900,5.053936,19.54
4% Consolidated Loan,GB0002163466,,03-Nov-2008,N/A,79.120000,80.152609,1.03260900,5.055213,19.53
4% Consolidated Loan,GB0002163466,,04-Nov-2008,N/A,78.860000,79.903478,1.04347800,5.071878,19.46
4% Consolidated Loan,GB0002163466,,05-Nov-2008,N/A,79.210000,80.264348,1.05434800,5.049471,19.55
4% Consolidated Loan,GB0002163466,,06-Nov-2008,N/A,78.800000,79.865217,1.06521700,5.075740,19.44
4% Consolidated Loan,GB0002163466,,07-Nov-2008,N/A,80.470000,81.567826,1.09782600,4.970421,19.85
4% Consolidated Loan,GB0002163466,,10-Nov-2008,N/A,79.890000,80.998696,1.10869600,5.006502,19.70
4% Consolidated Loan,GB0002163466,,11-Nov-2008,N/A,79.410000,80.529565,1.11956500,5.036760,19.58
4% Consolidated Loan,GB0002163466,,12-Nov-2008,N/A,80.010000,81.140435,1.13043500,4.998996,19.73
4% Consolidated Loan,GB0002163466,,13-Nov-2008,N/A,80.480000,81.621304,1.14130400,4.969807,19.84
4% Consolidated Loan,GB0002163466,,14-Nov-2008,N/A,80.560000,81.733913,1.17391300,4.964877,19.86
4% Consolidated Loan,GB0002163466,,17-Nov-2008,N/A,79.380000,80.564783,1.18478300,5.038671,19.56
4% Consolidated Loan,GB0002163466,,18-Nov-2008,N/A,79.300000,80.495652,1.19565200,5.043755,19.53
4% Consolidated Loan,GB0002163466,,19-Nov-2008,N/A,80.210000,81.416522,1.20652200,4.986543,19.76
4% Consolidated Loan,GB0002163466,,20-Nov-2008,N/A,82.470000,83.687391,1.21739100,4.849913,20.32
4% Consolidated Loan,GB0002163466,,21-Nov-2008,N/A,84.140000,85.390000,1.25000000,4.753670,20.73
4% Consolidated Loan,GB0002163466,,24-Nov-2008,N/A,83.430000,84.690870,1.26087000,4.794121,20.55
4% Consolidated Loan,GB0002163466,,25-Nov-2008,N/A,84.290000,85.561739,1.27173900,4.745215,20.76
4% Consolidated Loan,GB0002163466,,26-Nov-2008,N/A,86.020000,87.302609,1.28260900,4.649795,21.19
4% Consolidated Loan,GB0002163466,,27-Nov-2008,N/A,86.470000,87.763478,1.29347800,4.625602,21.30
4% Consolidated Loan,GB0002163466,,28-Nov-2008,N/A,85.090000,86.416087,1.32608700,4.700618,20.95
4% Consolidated Loan,GB0002163466,,01-Dec-2008,N/A,86.000000,87.336957,1.33695700,4.650887,21.17
4% Consolidated Loan,GB0002163466,,02-Dec-2008,N/A,88.840000,90.187826,1.34782600,4.502228,21.88
4% Consolidated Loan,GB0002163466,,03-Dec-2008,N/A,91.520000,92.878696,1.35869600,4.370404,22.55
4% Consolidated Loan,GB0002163466,,04-Dec-2008,N/A,91.370000,92.739565,1.36956500,4.377580,22.51
4% Consolidated Loan,GB0002163466,,05-Dec-2008,N/A,90.940000,92.342174,1.40217400,4.398284,22.39
4% Consolidated Loan,GB0002163466,,08-Dec-2008,N/A,87.580000,88.993043,1.41304300,4.567008,21.55
4% Consolidated Loan,GB0002163466,,09-Dec-2008,N/A,87.350000,88.773913,1.42391300,4.579035,21.49
4% Consolidated Loan,GB0002163466,,10-Dec-2008,N/A,87.380000,88.814783,1.43478300,4.577466,21.50
4% Consolidated Loan,GB0002163466,,11-Dec-2008,N/A,86.570000,88.015652,1.44565200,4.620294,21.29
4% Consolidated Loan,GB0002163466,,12-Dec-2008,N/A,86.420000,87.898261,1.47826100,4.628322,21.24
4% Consolidated Loan,GB0002163466,,15-Dec-2008,N/A,88.040000,89.529130,1.48913000,4.543169,21.65
4% Consolidated Loan,GB0002163466,,16-Dec-2008,N/A,89.310000,90.810000,1.50000000,4.478573,21.96
4% Consolidated Loan,GB0002163466,,17-Dec-2008,N/A,92.200000,93.710870,1.51087000,4.338208,22.68
4% Consolidated Loan,GB0002163466,,18-Dec-2008,N/A,92.070000,93.591739,1.52173900,4.344336,22.65
4% Consolidated Loan,GB0002163466,,19-Dec-2008,N/A,91.470000,93.024348,1.55434800,4.372839,22.49
4% Consolidated Loan,GB0002163466,,22-Dec-2008,N/A,92.550000,94.115217,1.56521700,4.321818,22.76
4% Consolidated Loan,GB0002163466,,23-Dec-2008,N/A,92.340000,93.916087,1.57608700,4.331649,22.70
4% Consolidated Loan,GB0002163466,,24-Dec-2008,N/A,93.560000,95.190435,1.63043500,4.275185,22.99
4% Consolidated Loan,GB0002163466,,29-Dec-2008,N/A,92.560000,94.201304,1.64130400,4.321374,22.74
4% Consolidated Loan,GB0002163466,,30-Dec-2008,N/A,92.650000,94.302174,1.65217400,4.317180,22.76
4% Consolidated Loan,GB0002163466,,31-Dec-2008,N/A,93.440000,95.113913,1.67391300,4.280689,22.95
4% Consolidated Loan,GB0002163466,,02-Jan-2008,N/A,84.870000,86.554783,1.68478300,4.712918,20.81
4% Consolidated Loan,GB0002163466,,03-Jan-2008,N/A,84.610000,86.305652,1.69565200,4.727405,20.74
4% Consolidated Loan,GB0002163466,,04-Jan-2008,N/A,85.200000,86.928261,1.72826100,4.694685,20.88
4% Consolidated Loan,GB0002163466,,07-Jan-2008,N/A,84.940000,86.679130,1.73913000,4.709060,20.81
4% Consolidated Loan,GB0002163466,,08-Jan-2008,N/A,84.060000,85.810000,1.75000000,4.758360,20.59
4% Consolidated Loan,GB0002163466,,09-Jan-2008,N/A,84.650000,86.410870,1.76087000,4.725202,20.73
4% Consolidated Loan,GB0002163466,,10-Jan-2008,N/A,84.620000,86.391739,1.77173900,4.726883,20.72
4% Consolidated Loan,GB0002163466,,11-Jan-2008,N/A,83.770000,85.574348,1.80434800,4.774860,20.50
4% Consolidated Loan,GB0002163466,,14-Jan-2008,N/A,83.640000,85.455217,1.81521700,4.782287,20.47
4% Consolidated Loan,GB0002163466,,15-Jan-2008,N/A,84.100000,85.926087,1.82608700,4.756137,20.58
4% Consolidated Loan,GB0002163466,,16-Jan-2008,N/A,84.620000,86.456957,1.83695700,4.726917,20.71
4% Consolidated Loan,GB0002163466,,17-Jan-2008,N/A,84.380000,86.227826,1.84782600,4.740367,20.64
4% Consolidated Loan,GB0002163466,,18-Jan-2008,N/A,84.130000,86.010435,1.88043500,4.754472,20.57
4% Consolidated Loan,GB0002163466,,21-Jan-2008,N/A,84.920000,86.811304,1.89130400,4.710249,20.77
4% Consolidated Loan,GB0002163466,,22-Jan-2008,N/A,82.970000,84.872174,1.90217400,4.820955,20.28
4% Consolidated Loan,GB0002163466,,23-Jan-2008,N/A,83.770000,83.683043,-0.08695700,4.775040,20.96
4% Consolidated Loan,GB0002163466,,24-Jan-2008,N/A,82.320000,82.243913,-0.07608700,4.859142,20.60
4% Consolidated Loan,GB0002163466,,25-Jan-2008,N/A,82.820000,82.776522,-0.04347800,4.829782,20.72
4% Consolidated Loan,GB0002163466,,28-Jan-2008,N/A,83.490000,83.457391,-0.03260900,4.791015,20.88
4% Consolidated Loan,GB0002163466,,29-Jan-2008,N/A,82.160000,82.138261,-0.02173900,4.868565,20.55
4% Consolidated Loan,GB0002163466,,30-Jan-2008,N/A,82.670000,82.659130,-0.01087000,4.838522,20.67
4% Consolidated Loan,GB0002163466,,31-Jan-2008,N/A,83.550000,83.550000,0.00000000,4.787552,20.89
4% Consolidated Loan,GB0002163466,,01-Feb-2008,N/A,83.630000,83.662967,0.03296700,4.782951,20.90
4% Consolidated Loan,GB0002163466,,04-Feb-2008,N/A,83.170000,83.213956,0.04395600,4.809397,20.78
4% Consolidated Loan,GB0002163466,,05-Feb-2008,N/A,84.180000,84.234945,0.05494500,4.751687,21.03
4% Consolidated Loan,GB0002163466,,06-Feb-2008,N/A,83.060000,83.125934,0.06593400,4.815752,20.75
4% Consolidated Loan,GB0002163466,,07-Feb-2008,N/A,83.390000,83.466923,0.07692300,4.796688,20.83
4% Consolidated Loan,GB0002163466,,08-Feb-2008,N/A,83.240000,83.349890,0.10989000,4.805311,20.78
4% Consolidated Loan,GB0002163466,,11-Feb-2008,N/A,82.600000,82.720879,0.12087900,4.842536,20.62
4% Consolidated Loan,GB0002163466,,12-Feb-2008,N/A,81.070000,81.201868,0.13186800,4.933917,20.24
4% Consolidated Loan,GB0002163466,,13-Feb-2008,N/A,80.860000,81.002857,0.14285700,4.946723,20.18
4% Consolidated Loan,GB0002163466,,14-Feb-2008,N/A,80.330000,80.483846,0.15384600,4.979352,20.05
4% Consolidated Loan,GB0002163466,,15-Feb-2008,N/A,80.770000,80.956813,0.18681300,4.952207,20.15
4% Consolidated Loan,GB0002163466,,18-Feb-2008,N/A,80.030000,80.227802,0.19780200,4.997989,19.96
4% Consolidated Loan,GB0002163466,,19-Feb-2008,N/A,80.140000,80.348791,0.20879100,4.991122,19.98
4% Consolidated Loan,GB0002163466,,20-Feb-2008,N/A,79.840000,80.059780,0.21978000,5.009869,19.91
4% Consolidated Loan,GB0002163466,,21-Feb-2008,N/A,80.280000,80.510769,0.23076900,4.982406,20.01
4% Consolidated Loan,GB0002163466,,22-Feb-2008,N/A,80.340000,80.603736,0.26373600,4.978666,20.02
4% Consolidated Loan,GB0002163466,,25-Feb-2008,N/A,79.790000,80.064725,0.27472500,5.012976,19.88
4% Consolidated Loan,GB0002163466,,26-Feb-2008,N/A,79.860000,80.145714,0.28571400,5.008576,19.90
4% Consolidated Loan,GB0002163466,,27-Feb-2008,N/A,79.910000,80.206703,0.29670300,5.005436,19.91
4% Consolidated Loan,GB0002163466,,28-Feb-2008,N/A,81.130000,81.437692,0.30769200,4.930167,20.21
4% Consolidated Loan,GB0002163466,,29-Feb-2008,N/A,82.880000,83.220659,0.34065900,4.826059,20.64
4% Consolidated Loan,GB0002163466,,03-Mar-2008,N/A,83.220000,83.571648,0.35164800,4.806339,20.72
4% Consolidated Loan,GB0002163466,,04-Mar-2008,N/A,83.670000,84.032637,0.36263700,4.780486,20.83
4% Consolidated Loan,GB0002163466,,05-Mar-2008,N/A,82.490000,82.863626,0.37362600,4.848859,20.53
4% Consolidated Loan,GB0002163466,,06-Mar-2008,N/A,83.450000,83.834615,0.38461500,4.793079,20.77
4% Consolidated Loan,GB0002163466,,07-Mar-2008,N/A,83.890000,84.307582,0.41758200,4.767928,20.87
4% Consolidated Loan,GB0002163466,,10-Mar-2008,N/A,84.250000,84.678571,0.42857100,4.747552,20.96
4% Consolidated Loan,GB0002163466,,11-Mar-2008,N/A,83.750000,84.189560,0.43956000,4.775889,20.83
4% Consolidated Loan,GB0002163466,,12-Mar-2008,N/A,82.720000,83.170549,0.45054900,4.835347,20.57
4% Consolidated Loan,GB0002163466,,13-Mar-2008,N/A,83.080000,83.541538,0.46153800,4.814392,20.66
4% Consolidated Loan,GB0002163466,,14-Mar-2008,N/A,83.390000,83.884505,0.49450500,4.796485,20.73
4% Consolidated Loan,GB0002163466,,17-Mar-2008,N/A,83.350000,83.855495,0.50549500,4.798783,20.72
4% Consolidated Loan,GB0002163466,,18-Mar-2008,N/A,82.940000,83.456484,0.51648400,4.822499,20.61
4% Consolidated Loan,GB0002163466,,19-Mar-2008,N/A,83.310000,83.837473,0.52747300,4.801079,20.70
4% Consolidated Loan,GB0002163466,,20-Mar-2008,N/A,83.950000,84.532418,0.58241800,4.764466,20.85
4% Consolidated Loan,GB0002163466,,25-Mar-2008,N/A,82.750000,83.343407,0.59340700,4.833546,20.54
4% Consolidated Loan,GB0002163466,,26-Mar-2008,N/A,82.970000,83.574396,0.60439600,4.820728,20.60
4% Consolidated Loan,GB0002163466,,27-Mar-2008,N/A,82.030000,82.645385,0.61538500,4.875960,20.36
4% Consolidated Loan,GB0002163466,,28-Mar-2008,N/A,82.750000,83.398352,0.64835200,4.833532,20.53
4% Consolidated Loan,GB0002163466,,31-Mar-2008,N/A,83.010000,83.669341,0.65934100,4.818392,20.59
4% Consolidated Loan,GB0002163466,,01-Apr-2008,N/A,82.000000,82.670330,0.67033000,4.877730,20.34
4% Consolidated Loan,GB0002163466,,02-Apr-2008,N/A,82.510000,83.191319,0.68131900,4.847582,20.46
4% Consolidated Loan,GB0002163466,,03-Apr-2008,N/A,82.020000,82.712308,0.69230800,4.876536,20.34
4% Consolidated Loan,GB0002163466,,04-Apr-2008,N/A,81.980000,82.705275,0.72527500,4.878908,20.32
4% Consolidated Loan,GB0002163466,,07-Apr-2008,N/A,81.190000,81.926264,0.73626400,4.926372,20.12
4% Consolidated Loan,GB0002163466,,08-Apr-2008,N/A,81.370000,82.117253,0.74725300,4.915474,20.16
4% Consolidated Loan,GB0002163466,,09-Apr-2008,N/A,81.210000,81.968242,0.75824200,4.925155,20.12
4% Consolidated Loan,GB0002163466,,10-Apr-2008,N/A,81.610000,82.379231,0.76923100,4.901016,20.22
4% Consolidated Loan,GB0002163466,,11-Apr-2008,N/A,82.660000,83.462198,0.80219800,4.838764,20.47
4% Consolidated Loan,GB0002163466,,14-Apr-2008,N/A,82.210000,83.023187,0.81318700,4.865245,20.36
4% Consolidated Loan,GB0002163466,,15-Apr-2008,N/A,82.040000,82.864176,0.82417600,4.875324,20.31
4% Consolidated Loan,GB0002163466,,16-Apr-2008,N/A,80.510000,81.345165,0.83516500,4.967959,19.93
4% Consolidated Loan,GB0002163466,,17-Apr-2008,N/A,79.360000,80.206154,0.84615400,5.039937,19.64
4% Consolidated Loan,GB0002163466,,18-Apr-2008,N/A,79.230000,80.109121,0.87912100,5.048202,19.59
4% Consolidated Loan,GB0002163466,,21-Apr-2008,N/A,79.840000,80.730110,0.89011000,5.009637,19.74
4% Consolidated Loan,GB0002163466,,22-Apr-2008,N/A,80.060000,80.961099,0.90109900,4.995872,19.80
4% Consolidated Loan,GB0002163466,,23-Apr-2008,N/A,80.570000,81.482088,0.91208800,4.964252,19.92
4% Consolidated Loan,GB0002163466,,24-Apr-2008,N/A,79.340000,80.263077,0.92307700,5.041200,19.61
4% Consolidated Loan,GB0002163466,,25-Apr-2008,N/A,79.770000,80.726044,0.95604400,5.014028,19.71
4% Consolidated Loan,GB0002163466,,28-Apr-2008,N/A,80.130000,81.097033,0.96703300,4.991505,19.80
4% Consolidated Loan,GB0002163466,,29-Apr-2008,N/A,80.690000,81.668022,0.97802200,4.956868,19.94
4% Consolidated Loan,GB0002163466,,30-Apr-2008,N/A,80.830000,81.819011,0.98901100,4.948284,19.97
4% Consolidated Loan,GB0002163466,,01-May-2008,N/A,81.370000,82.370000,1.00000000,4.915450,20.10
4% Consolidated Loan,GB0002163466,,02-May-2008,N/A,80.010000,81.053956,1.04395600,4.998990,19.75
4% Consolidated Loan,GB0002163466,,06-May-2008,N/A,80.820000,81.874945,1.05494500,4.948897,19.95
4% Consolidated Loan,GB0002163466,,07-May-2008,N/A,80.090000,81.155934,1.06593400,4.993998,19.76
4% Consolidated Loan,GB0002163466,,08-May-2008,N/A,81.140000,82.216923,1.07692300,4.929383,20.02
4% Consolidated Loan,GB0002163466,,09-May-2008,N/A,81.490000,82.599890,1.10989000,4.908217,20.10
4% Consolidated Loan,GB0002163466,,12-May-2008,N/A,81.500000,82.620879,1.12087900,4.907616,20.10
4% Consolidated Loan,GB0002163466,,13-May-2008,N/A,80.680000,81.811868,1.13186800,4.957488,19.90
4% Consolidated Loan,GB0002163466,,14-May-2008,N/A,79.630000,80.772857,1.14285700,5.022849,19.63
4% Consolidated Loan,GB0002163466,,15-May-2008,N/A,79.580000,80.733846,1.15384600,5.026006,19.62
4% Consolidated Loan,GB0002163466,,16-May-2008,N/A,80.890000,82.076813,1.18681300,4.944627,19.93
4% Consolidated Loan,GB0002163466,,19-May-2008,N/A,79.870000,81.067802,1.19780200,5.007765,19.68
4% Consolidated Loan,GB0002163466,,20-May-2008,N/A,80.400000,81.608791,1.20879100,4.974761,19.81
4% Consolidated Loan,GB0002163466,,21-May-2008,N/A,79.380000,80.599780,1.21978000,5.038677,19.55
4% Consolidated Loan,GB0002163466,,22-May-2008,N/A,79.100000,80.330769,1.23076900,5.056512,19.48
4% Consolidated Loan,GB0002163466,,23-May-2008,N/A,79.660000,80.934725,1.27472500,5.020979,19.61
4% Consolidated Loan,GB0002163466,,27-May-2008,N/A,79.510000,80.795714,1.28571400,5.030452,19.57
4% Consolidated Loan,GB0002163466,,28-May-2008,N/A,79.020000,80.316703,1.29670300,5.061644,19.44
4% Consolidated Loan,GB0002163466,,29-May-2008,N/A,78.750000,80.057692,1.30769200,5.078999,19.37
4% Consolidated Loan,GB0002163466,,30-May-2008,N/A,79.130000,80.470659,1.34065900,5.054620,19.46
4% Consolidated Loan,GB0002163466,,02-Jun-2008,N/A,79.010000,80.361648,1.35164800,5.062299,19.42
4% Consolidated Loan,GB0002163466,,03-Jun-2008,N/A,78.000000,79.362637,1.36263700,5.127843,19.17
4% Consolidated Loan,GB0002163466,,04-Jun-2008,N/A,79.130000,80.503626,1.37362600,5.054629,19.45
4% Consolidated Loan,GB0002163466,,05-Jun-2008,N/A,78.070000,79.454615,1.38461500,5.123253,19.18
4% Consolidated Loan,GB0002163466,,06-Jun-2008,N/A,78.740000,80.157582,1.41758200,5.079676,19.34
4% Consolidated Loan,GB0002163466,,09-Jun-2008,N/A,77.950000,79.378571,1.42857100,5.131154,19.14
4% Consolidated Loan,GB0002163466,,10-Jun-2008,N/A,78.050000,79.489560,1.43956000,5.124584,19.16
4% Consolidated Loan,GB0002163466,,11-Jun-2008,N/A,77.450000,78.900549,1.45054900,5.164283,19.01
4% Consolidated Loan,GB0002163466,,12-Jun-2008,N/A,77.690000,79.151538,1.46153800,5.148336,19.07
4% Consolidated Loan,GB0002163466,,13-Jun-2008,N/A,76.480000,77.974505,1.49450500,5.229791,18.76
4% Consolidated Loan,GB0002163466,,16-Jun-2008,N/A,77.530000,79.035495,1.50549500,5.158977,19.02
4% Consolidated Loan,GB0002163466,,17-Jun-2008,N/A,77.670000,79.186484,1.51648400,5.149684,19.05
2½% Annuities,GB0000436070,,02-Jan-2008,N/A,54.190000,54.176413,-0.01358700,4.613404,21.68
2½% Annuities,GB0000436070,,03-Jan-2008,N/A,54.020000,54.013207,-0.00679300,4.627919,21.61
2½% Annuities,GB0000436070,,04-Jan-2008,N/A,54.410000,54.423736,0.01373600,4.594737,21.76
2½% Annuities,GB0000436070,,07-Jan-2008,N/A,54.240000,54.260604,0.02060400,4.609135,21.69
2½% Annuities,GB0000436070,,08-Jan-2008,N/A,53.670000,53.697473,0.02747300,4.658083,21.46
2½% Annuities,GB0000436070,,09-Jan-2008,N/A,54.050000,54.084341,0.03434100,4.625331,21.61
2½% Annuities,GB0000436070,,10-Jan-2008,N/A,54.030000,54.071209,0.04120900,4.627040,21.60
2½% Annuities,GB0000436070,,11-Jan-2008,N/A,53.470000,53.531813,0.06181300,4.675491,21.36
2½% Annuities,GB0000436070,,14-Jan-2008,N/A,53.390000,53.458681,0.06868100,4.682494,21.33
2½% Annuities,GB0000436070,,15-Jan-2008,N/A,53.690000,53.765549,0.07554900,4.656327,21.45
2½% Annuities,GB0000436070,,16-Jan-2008,N/A,54.030000,54.112418,0.08241800,4.627024,21.58
2½% Annuities,GB0000436070,,17-Jan-2008,N/A,53.870000,53.959286,0.08928600,4.640764,21.51
2½% Annuities,GB0000436070,,18-Jan-2008,N/A,53.710000,53.819890,0.10989000,4.654581,21.44
2½% Annuities,GB0000436070,,21-Jan-2008,N/A,54.220000,54.336758,0.11675800,4.610798,21.64
2½% Annuities,GB0000436070,,22-Jan-2008,N/A,52.960000,53.083626,0.12362600,4.720492,21.14
2½% Annuities,GB0000436070,,23-Jan-2008,N/A,53.470000,53.600495,0.13049500,4.675467,21.34
2½% Annuities,GB0000436070,,24-Jan-2008,N/A,52.530000,52.667363,0.13736300,4.759128,20.96
2½% Annuities,GB0000436070,,25-Jan-2008,N/A,52.850000,53.007967,0.15796700,4.730307,21.08
2½% Annuities,GB0000436070,,28-Jan-2008,N/A,53.290000,53.454835,0.16483500,4.691249,21.25
2½% Annuities,GB0000436070,,29-Jan-2008,N/A,52.420000,52.591703,0.17170300,4.769105,20.90
2½% Annuities,GB0000436070,,30-Jan-2008,N/A,52.760000,52.938571,0.17857100,4.738371,21.03
2½% Annuities,GB0000436070,,31-Jan-2008,N/A,53.340000,53.525440,0.18544000,4.686847,21.26
2½% Annuities,GB0000436070,,01-Feb-2008,N/A,53.390000,53.596044,0.20604400,4.682454,21.27
2½% Annuities,GB0000436070,,04-Feb-2008,N/A,53.080000,53.292912,0.21291200,4.709799,21.15
2½% Annuities,GB0000436070,,05-Feb-2008,N/A,53.750000,53.969780,0.21978000,4.651092,21.41
2½% Annuities,GB0000436070,,06-Feb-2008,N/A,53.010000,53.236648,0.22664800,4.716016,21.11
2½% Annuities,GB0000436070,,07-Feb-2008,N/A,53.230000,53.463516,0.23351600,4.696524,21.20
2½% Annuities,GB0000436070,,08-Feb-2008,N/A,53.130000,53.384121,0.25412100,4.705361,21.15
2½% Annuities,GB0000436070,,11-Feb-2008,N/A,52.720000,52.980989,0.26098900,4.741953,20.99
2½% Annuities,GB0000436070,,12-Feb-2008,N/A,51.720000,51.987857,0.26785700,4.833634,20.58
2½% Annuities,GB0000436070,,13-Feb-2008,N/A,51.580000,51.854725,0.27472500,4.846753,20.52
2½% Annuities,GB0000436070,,14-Feb-2008,N/A,51.230000,51.511593,0.28159300,4.879864,20.38
2½% Annuities,GB0000436070,,15-Feb-2008,N/A,51.520000,51.822198,0.30219800,4.852396,20.49
2½% Annuities,GB0000436070,,18-Feb-2008,N/A,51.040000,51.349066,0.30906600,4.898028,20.29
2½% Annuities,GB0000436070,,19-Feb-2008,N/A,51.110000,51.425934,0.31593400,4.891320,20.32
2½% Annuities,GB0000436070,,20-Feb-2008,N/A,50.920000,51.242802,0.32280200,4.909570,20.24
2½% Annuities,GB0000436070,,21-Feb-2008,N/A,51.200000,51.529670,0.32967000,4.882722,20.35
2½% Annuities,GB0000436070,,22-Feb-2008,N/A,51.240000,51.590275,0.35027500,4.878912,20.36
2½% Annuities,GB0000436070,,25-Feb-2008,N/A,50.880000,51.237143,0.35714300,4.913432,20.21
2½% Annuities,GB0000436070,,26-Feb-2008,N/A,50.930000,51.294011,0.36401100,4.908609,20.23
2½% Annuities,GB0000436070,,27-Feb-2008,N/A,50.960000,51.330879,0.37087900,4.905720,20.24
2½% Annuities,GB0000436070,,28-Feb-2008,N/A,51.760000,52.137747,0.37774700,4.829901,20.56
2½% Annuities,GB0000436070,,29-Feb-2008,N/A,52.900000,53.298352,0.39835200,4.725822,21.00
2½% Annuities,GB0000436070,,03-Mar-2008,N/A,53.120000,53.525220,0.40522000,4.706251,21.09
2½% Annuities,GB0000436070,,04-Mar-2008,N/A,53.410000,53.822088,0.41208800,4.680700,21.20
2½% Annuities,GB0000436070,,05-Mar-2008,N/A,52.640000,53.058956,0.41895600,4.749167,20.89
2½% Annuities,GB0000436070,,06-Mar-2008,N/A,53.270000,53.695824,0.42582400,4.693003,21.14
2½% Annuities,GB0000436070,,07-Mar-2008,N/A,53.560000,54.006429,0.44642900,4.667598,21.25
2½% Annuities,GB0000436070,,10-Mar-2008,N/A,53.790000,54.243297,0.45329700,4.647642,21.34
2½% Annuities,GB0000436070,,11-Mar-2008,N/A,53.460000,53.920165,0.46016500,4.676332,21.20
2½% Annuities,GB0000436070,,12-Mar-2008,N/A,52.790000,53.257033,0.46703300,4.735683,20.93
2½% Annuities,GB0000436070,,13-Mar-2008,N/A,53.030000,53.503901,0.47390100,4.714253,21.02
2½% Annuities,GB0000436070,,14-Mar-2008,N/A,53.230000,53.724505,0.49450500,4.696546,21.10
2½% Annuities,GB0000436070,,17-Mar-2008,N/A,53.200000,53.701374,0.50137400,4.699197,21.08
2½% Annuities,GB0000436070,,18-Mar-2008,N/A,52.940000,53.448242,0.50824200,4.722277,20.98
2½% Annuities,GB0000436070,,19-Mar-2008,N/A,53.180000,53.695110,0.51511000,4.700969,21.07
2½% Annuities,GB0000436070,,20-Mar-2008,N/A,53.590000,54.139451,0.54945100,4.665016,21.22
2½% Annuities,GB0000436070,,25-Mar-2008,N/A,52.810000,53.366319,0.55631900,4.733920,20.90
2½% Annuities,GB0000436070,,26-Mar-2008,N/A,52.960000,53.523187,0.56318700,4.720515,20.96
2½% Annuities,GB0000436070,,27-Mar-2008,N/A,52.340000,52.285055,-0.05494500,4.776494,20.96
2½% Annuities,GB0000436070,,28-Mar-2008,N/A,52.820000,52.785659,-0.03434100,4.733075,21.14
2½% Annuities,GB0000436070,,31-Mar-2008,N/A,52.980000,52.952527,-0.02747300,4.718777,21.20
2½% Annuities,GB0000436070,,01-Apr-2008,N/A,52.320000,52.299396,-0.02060400,4.778299,20.94
2½% Annuities,GB0000436070,,02-Apr-2008,N/A,52.660000,52.646264,-0.01373600,4.747444,21.07
2½% Annuities,GB0000436070,,03-Apr-2008,N/A,52.340000,52.333132,-0.00686800,4.776465,20.94
2½% Annuities,GB0000436070,,04-Apr-2008,N/A,52.310000,52.323736,0.01373600,4.779194,20.92
2½% Annuities,GB0000436070,,07-Apr-2008,N/A,51.800000,51.820604,0.02060400,4.826244,20.71
2½% Annuities,GB0000436070,,08-Apr-2008,N/A,51.920000,51.947473,0.02747300,4.815086,20.76
2½% Annuities,GB0000436070,,09-Apr-2008,N/A,51.810000,51.844341,0.03434100,4.825305,20.71
2½% Annuities,GB0000436070,,10-Apr-2008,N/A,52.070000,52.111209,0.04120900,4.801208,20.81
2½% Annuities,GB0000436070,,11-Apr-2008,N/A,52.750000,52.811813,0.06181300,4.739307,21.08
2½% Annuities,GB0000436070,,14-Apr-2008,N/A,52.460000,52.528681,0.06868100,4.765503,20.96
2½% Annuities,GB0000436070,,15-Apr-2008,N/A,52.350000,52.425549,0.07554900,4.775513,20.91
2½% Annuities,GB0000436070,,16-Apr-2008,N/A,51.350000,51.432418,0.08241800,4.868508,20.51
2½% Annuities,GB0000436070,,17-Apr-2008,N/A,50.600000,50.689286,0.08928600,4.940666,20.20
2½% Annuities,GB0000436070,,18-Apr-2008,N/A,50.520000,50.629890,0.10989000,4.948481,20.16
2½% Annuities,GB0000436070,,21-Apr-2008,N/A,50.920000,51.036758,0.11675800,4.909606,20.32
2½% Annuities,GB0000436070,,22-Apr-2008,N/A,51.060000,51.183626,0.12362600,4.896143,20.38
2½% Annuities,GB0000436070,,23-Apr-2008,N/A,51.390000,51.520495,0.13049500,4.864701,20.50
2½% Annuities,GB0000436070,,24-Apr-2008,N/A,50.590000,50.727363,0.13736300,4.941624,20.18
2½% Annuities,GB0000436070,,25-Apr-2008,N/A,50.880000,51.037967,0.15796700,4.913452,20.29
2½% Annuities,GB0000436070,,28-Apr-2008,N/A,51.110000,51.274835,0.16483500,4.891340,20.38
2½% Annuities,GB0000436070,,29-Apr-2008,N/A,51.470000,51.641703,0.17170300,4.857128,20.52
2½% Annuities,GB0000436070,,30-Apr-2008,N/A,51.560000,51.738571,0.17857100,4.848648,20.55
2½% Annuities,GB0000436070,,01-May-2008,N/A,51.920000,52.105440,0.18544000,4.815028,20.70
2½% Annuities,GB0000436070,,02-May-2008,N/A,51.030000,51.242912,0.21291200,4.898997,20.33
2½% Annuities,GB0000436070,,06-May-2008,N/A,51.560000,51.779780,0.21978000,4.848639,20.54
2½% Annuities,GB0000436070,,07-May-2008,N/A,51.080000,51.306648,0.22664800,4.894199,20.34
2½% Annuities,GB0000436070,,08-May-2008,N/A,51.760000,51.993516,0.23351600,4.829903,20.61
2½% Annuities,GB0000436070,,09-May-2008,N/A,51.990000,52.244121,0.25412100,4.808534,20.70
2½% Annuities,GB0000436070,,12-May-2008,N/A,52.000000,52.260989,0.26098900,4.807608,20.70
2½% Annuities,GB0000436070,,13-May-2008,N/A,51.470000,51.737857,0.26785700,4.857111,20.48
2½% Annuities,GB0000436070,,14-May-2008,N/A,50.780000,51.054725,0.27472500,4.923107,20.20
2½% Annuities,GB0000436070,,15-May-2008,N/A,50.750000,51.031593,0.28159300,4.926016,20.19
2½% Annuities,GB0000436070,,16-May-2008,N/A,51.600000,51.902198,0.30219800,4.844873,20.52
2½% Annuities,GB0000436070,,19-May-2008,N/A,50.940000,51.249066,0.30906600,4.907643,20.25
2½% Annuities,GB0000436070,,20-May-2008,N/A,51.290000,51.605934,0.31593400,4.874155,20.39
2½% Annuities,GB0000436070,,21-May-2008,N/A,50.620000,50.942802,0.32280200,4.938666,20.12
2½% Annuities,GB0000436070,,22-May-2008,N/A,50.440000,50.769670,0.32967000,4.956290,20.05
2½% Annuities,GB0000436070,,23-May-2008,N/A,50.800000,51.157143,0.35714300,4.921169,20.18
2½% Annuities,GB0000436070,,27-May-2008,N/A,50.700000,51.064011,0.36401100,4.930876,20.14
2½% Annuities,GB0000436070,,28-May-2008,N/A,50.390000,50.760879,0.37087900,4.961210,20.01
2½% Annuities,GB0000436070,,29-May-2008,N/A,50.210000,50.587747,0.37774700,4.978996,19.94
2½% Annuities,GB0000436070,,30-May-2008,N/A,50.460000,50.858352,0.39835200,4.954332,20.03
2½% Annuities,GB0000436070,,02-Jun-2008,N/A,50.380000,50.785220,0.40522000,4.962200,19.99
2½% Annuities,GB0000436070,,03-Jun-2008,N/A,49.720000,50.132088,0.41208800,5.028069,19.73
2½% Annuities,GB0000436070,,04-Jun-2008,N/A,50.460000,50.878956,0.41895600,4.954336,20.02
2½% Annuities,GB0000436070,,05-Jun-2008,N/A,49.770000,50.195824,0.42582400,5.023021,19.74
2½% Annuities,GB0000436070,,06-Jun-2008,N/A,50.200000,50.646429,0.44642900,4.980001,19.90
2½% Annuities,GB0000436070,,09-Jun-2008,N/A,49.690000,50.143297,0.45329700,5.031115,19.70
2½% Annuities,GB0000436070,,10-Jun-2008,N/A,49.760000,50.220165,0.46016500,5.024039,19.72
2½% Annuities,GB0000436070,,11-Jun-2008,N/A,49.370000,49.837033,0.46703300,5.063728,19.56
2½% Annuities,GB0000436070,,12-Jun-2008,N/A,49.520000,49.993901,0.47390100,5.048392,19.62
2½% Annuities,GB0000436070,,13-Jun-2008,N/A,48.740000,49.234505,0.49450500,5.129188,19.30
2½% Annuities,GB0000436070,,16-Jun-2008,N/A,49.420000,49.921374,0.50137400,5.058617,19.57
2½% Annuities,GB0000436070,,17-Jun-2008,N/A,49.510000,50.018242,0.50824200,5.049424,19.60
2½% Annuities,GB0000436070,,18-Jun-2008,N/A,49.710000,50.225110,0.51511000,5.029112,19.68
2½% Annuities,GB0000436070,,19-Jun-2008,N/A,49.190000,49.711978,0.52197800,5.082278,19.47
2½% Annuities,GB0000436070,,20-Jun-2008,N/A,49.620000,50.162582,0.54258200,5.038245,19.63
2½% Annuities,GB0000436070,,23-Jun-2008,N/A,49.570000,50.119451,0.54945100,5.043331,19.61
2½% Annuities,GB0000436070,,24-Jun-2008,N/A,49.380000,49.936319,0.55631900,5.062739,19.53
2½% Annuities,GB0000436070,,25-Jun-2008,N/A,49.900000,50.463187,0.56318700,5.009985,19.74
2½% Annuities,GB0000436070,,26-Jun-2008,N/A,50.690000,50.635055,-0.05494500,4.931975,20.30
2½% Annuities,GB0000436070,,27-Jun-2008,N/A,50.200000,50.165659,-0.03434100,4.980102,20.09
2½% Annuities,GB0000436070,,30-Jun-2008,N/A,49.550000,49.522527,-0.02747300,5.045427,19.83
2½% Annuities,GB0000436070,,01-Jul-2008,N/A,49.030000,49.009396,-0.02060400,5.098933,19.62
2½% Annuities,GB0000436070,,02-Jul-2008,N/A,49.370000,49.356264,-0.01373600,5.063813,19.75
2½% Annuities,GB0000436070,,03-Jul-2008,N/A,49.870000,49.863132,-0.00686800,5.013038,19.95
2½% Annuities,GB0000436070,,04-Jul-2008,N/A,50.360000,50.373587,0.01358700,4.964249,20.14
2½% Annuities,GB0000436070,,07-Jul-2008,N/A,50.600000,50.620380,0.02038000,4.940700,20.23
2½% Annuities,GB0000436070,,08-Jul-2008,N/A,50.470000,50.497174,0.02717400,4.953422,20.18
2½% Annuities,GB0000436070,,09-Jul-2008,N/A,50.780000,50.813967,0.03396700,4.923179,20.30
2½% Annuities,GB0000436070,,10-Jul-2008,N/A,50.950000,50.990761,0.04076100,4.906749,20.36
2½% Annuities,GB0000436070,,11-Jul-2008,N/A,50.620000,50.681141,0.06114100,4.938726,20.22
2½% Annuities,GB0000436070,,14-Jul-2008,N/A,50.640000,50.707935,0.06793500,4.936773,20.23
2½% Annuities,GB0000436070,,15-Jul-2008,N/A,50.760000,50.834728,0.07472800,4.925099,20.27
2½% Annuities,GB0000436070,,16-Jul-2008,N/A,50.540000,50.621522,0.08152200,4.946534,20.18
2½% Annuities,GB0000436070,,17-Jul-2008,N/A,50.590000,50.678315,0.08831500,4.941643,20.20
2½% Annuities,GB0000436070,,18-Jul-2008,N/A,49.660000,49.768696,0.10869600,5.034176,19.82
2½% Annuities,GB0000436070,,21-Jul-2008,N/A,49.600000,49.715489,0.11548900,5.040263,19.79
2½% Annuities,GB0000436070,,22-Jul-2008,N/A,49.820000,49.942283,0.12228300,5.018003,19.88
2½% Annuities,GB0000436070,,23-Jul-2008,N/A,49.850000,49.979076,0.12907600,5.014981,19.89
2½% Annuities,GB0000436070,,24-Jul-2008,N/A,50.270000,50.405870,0.13587000,4.973080,20.05
2½% Annuities,GB0000436070,,25-Jul-2008,N/A,50.100000,50.256250,0.15625000,4.989948,19.98
2½% Annuities,GB0000436070,,28-Jul-2008,N/A,50.460000,50.623043,0.16304300,4.954347,20.12
2½% Annuities,GB0000436070,,29-Jul-2008,N/A,50.850000,51.019837,0.16983700,4.916348,20.27
2½% Annuities,GB0000436070,,30-Jul-2008,N/A,51.190000,51.366630,0.17663000,4.883693,20.41
2½% Annuities,GB0000436070,,31-Jul-2008,N/A,51.210000,51.393424,0.18342400,4.881784,20.41
2½% Annuities,GB0000436070,,01-Aug-2008,N/A,50.740000,50.943804,0.20380400,4.926998,20.22
2½% Annuities,GB0000436070,,04-Aug-2008,N/A,50.920000,51.130598,0.21059800,4.909580,20.29
2½% Annuities,GB0000436070,,05-Aug-2008,N/A,51.150000,51.367391,0.21739100,4.887503,20.37
2½% Annuities,GB0000436070,,06-Aug-2008,N/A,51.580000,51.804185,0.22418500,4.846759,20.54
2½% Annuities,GB0000436070,,07-Aug-2008,N/A,51.990000,52.220978,0.23097800,4.808537,20.71
2½% Annuities,GB0000436070,,08-Aug-2008,N/A,51.960000,52.211359,0.25135900,4.811310,20.69
2½% Annuities,GB0000436070,,11-Aug-2008,N/A,51.940000,52.198152,0.25815200,4.813162,20.67
2½% Annuities,GB0000436070,,12-Aug-2008,N/A,52.440000,52.704946,0.26494600,4.767271,20.87
2½% Annuities,GB0000436070,,13-Aug-2008,N/A,52.200000,52.471739,0.27173900,4.789188,20.77
2½% Annuities,GB0000436070,,14-Aug-2008,N/A,51.830000,52.108533,0.27853300,4.823375,20.62
2½% Annuities,GB0000436070,,15-Aug-2008,N/A,52.220000,52.518913,0.29891300,4.787353,20.77
2½% Annuities,GB0000436070,,18-Aug-2008,N/A,52.170000,52.475707,0.30570700,4.791941,20.75
2½% Annuities,GB0000436070,,19-Aug-2008,N/A,52.200000,52.512500,0.31250000,4.789187,20.76
2½% Annuities,GB0000436070,,20-Aug-2008,N/A,52.240000,52.559293,0.31929300,4.785520,20.77
2½% Annuities,GB0000436070,,21-Aug-2008,N/A,52.210000,52.536087,0.32608700,4.788270,20.76
2½% Annuities,GB0000436070,,22-Aug-2008,N/A,51.870000,52.223261,0.35326100,4.819656,20.61
2½% Annuities,GB0000436070,,26-Aug-2008,N/A,52.640000,53.000054,0.36005400,4.749159,20.91
2½% Annuities,GB0000436070,,27-Aug-2008,N/A,52.480000,52.846848,0.36684800,4.763638,20.85
2½% Annuities,GB0000436070,,28-Aug-2008,N/A,52.590000,52.963641,0.37364100,4.753675,20.89
2½% Annuities,GB0000436070,,29-Aug-2008,N/A,52.700000,53.094022,0.39402200,4.743756,20.92
2½% Annuities,GB0000436070,,01-Sep-2008,N/A,52.700000,53.100815,0.40081500,4.743757,20.92
2½% Annuities,GB0000436070,,02-Sep-2008,N/A,52.360000,52.767609,0.40760900,4.774560,20.78
2½% Annuities,GB0000436070,,03-Sep-2008,N/A,52.220000,52.634402,0.41440200,4.787362,20.72
2½% Annuities,GB0000436070,,04-Sep-2008,N/A,52.780000,53.201196,0.42119600,4.736570,20.95
2½% Annuities,GB0000436070,,05-Sep-2008,N/A,53.150000,53.591576,0.44157600,4.703602,21.09
2½% Annuities,GB0000436070,,08-Sep-2008,N/A,52.420000,52.868370,0.44837000,4.769104,20.79
2½% Annuities,GB0000436070,,09-Sep-2008,N/A,52.690000,53.145163,0.45516300,4.744668,20.90
2½% Annuities,GB0000436070,,10-Sep-2008,N/A,52.470000,52.931957,0.46195700,4.764563,20.81
2½% Annuities,GB0000436070,,11-Sep-2008,N/A,52.290000,52.758750,0.46875000,4.780965,20.73
2½% Annuities,GB0000436070,,12-Sep-2008,N/A,51.050000,51.539130,0.48913000,4.897098,20.23
2½% Annuities,GB0000436070,,15-Sep-2008,N/A,52.010000,52.505924,0.49592400,4.806711,20.61
2½% Annuities,GB0000436070,,16-Sep-2008,N/A,52.550000,53.052717,0.50271700,4.757321,20.82
2½% Annuities,GB0000436070,,17-Sep-2008,N/A,53.010000,53.519511,0.50951100,4.716042,21.00
2½% Annuities,GB0000436070,,18-Sep-2008,N/A,52.770000,53.286304,0.51630400,4.737493,20.90
2½% Annuities,GB0000436070,,19-Sep-2008,N/A,51.480000,52.016685,0.53668500,4.856212,20.38
2½% Annuities,GB0000436070,,22-Sep-2008,N/A,50.830000,51.373478,0.54347800,4.918313,20.12
2½% Annuities,GB0000436070,,23-Sep-2008,N/A,50.790000,51.340272,0.55027200,4.922190,20.10
2½% Annuities,GB0000436070,,24-Sep-2008,N/A,51.300000,51.857065,0.55706500,4.873259,20.30
2½% Annuities,GB0000436070,,25-Sep-2008,N/A,50.740000,50.678859,-0.06114100,4.927119,20.32
2½% Annuities,GB0000436070,,26-Sep-2008,N/A,51.030000,50.989239,-0.04076100,4.899104,20.43
2½% Annuities,GB0000436070,,29-Sep-2008,N/A,51.910000,51.876033,-0.03396700,4.816048,20.78
2½% Annuities,GB0000436070,,30-Sep-2008,N/A,51.500000,51.472826,-0.02717400,4.854385,20.61
2½% Annuities,GB0000436070,,01-Oct-2008,N/A,52.050000,52.029620,-0.02038000,4.803086,20.83
2½% Annuities,GB0000436070,,02-Oct-2008,N/A,52.760000,52.746413,-0.01358700,4.738446,21.11
2½% Annuities,GB0000436070,,03-Oct-2008,N/A,53.010000,53.016793,0.00679300,4.716088,21.20
2½% Annuities,GB0000436070,,06-Oct-2008,N/A,54.510000,54.523587,0.01358700,4.586308,21.80
2½% Annuities,GB0000436070,,07-Oct-2008,N/A,54.110000,54.130380,0.02038000,4.620208,21.64
2½% Annuities,GB0000436070,,08-Oct-2008,N/A,53.740000,53.767174,0.02717400,4.652015,21.49
2½% Annuities,GB0000436070,,09-Oct-2008,N/A,52.620000,52.653967,0.03396700,4.751028,21.03
2½% Annuities,GB0000436070,,10-Oct-2008,N/A,51.200000,51.254348,0.05434800,4.882784,20.46
2½% Annuities,GB0000436070,,13-Oct-2008,N/A,49.130000,49.191141,0.06114100,5.088505,19.63
2½% Annuities,GB0000436070,,14-Oct-2008,N/A,48.670000,48.737935,0.06793500,5.136594,19.44
2½% Annuities,GB0000436070,,15-Oct-2008,N/A,49.200000,49.274728,0.07472800,5.081258,19.65
2½% Annuities,GB0000436070,,16-Oct-2008,N/A,50.010000,50.091522,0.08152200,4.998956,19.97
2½% Annuities,GB0000436070,,17-Oct-2008,N/A,51.060000,51.161902,0.10190200,4.896151,20.38
2½% Annuities,GB0000436070,,20-Oct-2008,N/A,51.270000,51.378696,0.10869600,4.876094,20.47
2½% Annuities,GB0000436070,,21-Oct-2008,N/A,50.940000,51.055489,0.11548900,4.907679,20.33
2½% Annuities,GB0000436070,,22-Oct-2008,N/A,51.300000,51.422283,0.12228300,4.873238,20.47
2½% Annuities,GB0000436070,,23-Oct-2008,N/A,51.580000,51.709076,0.12907600,4.846782,20.58
2½% Annuities,GB0000436070,,24-Oct-2008,N/A,52.720000,52.869457,0.14945700,4.741973,21.03
2½% Annuities,GB0000436070,,27-Oct-2008,N/A,52.200000,52.356250,0.15625000,4.789208,20.82
2½% Annuities,GB0000436070,,28-Oct-2008,N/A,51.540000,51.703043,0.16304300,4.850533,20.55
2½% Annuities,GB0000436070,,29-Oct-2008,N/A,51.320000,51.489837,0.16983700,4.871324,20.46
2½% Annuities,GB0000436070,,30-Oct-2008,N/A,51.260000,51.436630,0.17663000,4.877024,20.43
2½% Annuities,GB0000436070,,31-Oct-2008,N/A,50.460000,50.657011,0.19701100,4.954338,20.11
2½% Annuities,GB0000436070,,03-Nov-2008,N/A,50.450000,50.653804,0.20380400,4.955318,20.10
2½% Annuities,GB0000436070,,04-Nov-2008,N/A,50.280000,50.490598,0.21059800,4.972071,20.03
2½% Annuities,GB0000436070,,05-Nov-2008,N/A,50.510000,50.727391,0.21739100,4.949430,20.12
2½% Annuities,GB0000436070,,06-Nov-2008,N/A,50.240000,50.464185,0.22418500,4.976027,20.01
2½% Annuities,GB0000436070,,07-Nov-2008,N/A,51.330000,51.574565,0.24456500,4.870361,20.44
2½% Annuities,GB0000436070,,10-Nov-2008,N/A,50.950000,51.201359,0.25135900,4.906683,20.28
2½% Annuities,GB0000436070,,11-Nov-2008,N/A,50.640000,50.898152,0.25815200,4.936718,20.15
2½% Annuities,GB0000436070,,12-Nov-2008,N/A,51.030000,51.294946,0.26494600,4.898990,20.31
2½% Annuities,GB0000436070,,13-Nov-2008,N/A,51.330000,51.601739,0.27173900,4.870358,20.42
2½% Annuities,GB0000436070,,14-Nov-2008,N/A,51.390000,51.682120,0.29212000,4.864671,20.44
2½% Annuities,GB0000436070,,17-Nov-2008,N/A,50.620000,50.918913,0.29891300,4.938666,20.13
2½% Annuities,GB0000436070,,18-Nov-2008,N/A,50.570000,50.875707,0.30570700,4.943549,20.11
2½% Annuities,GB0000436070,,19-Nov-2008,N/A,51.160000,51.472500,0.31250000,4.886540,20.34
2½% Annuities,GB0000436070,,20-Nov-2008,N/A,52.630000,52.949293,0.31929300,4.750059,20.93
2½% Annuities,GB0000436070,,21-Nov-2008,N/A,53.720000,54.059674,0.33967400,4.653683,21.35
2½% Annuities,GB0000436070,,24-Nov-2008,N/A,53.260000,53.606467,0.34646700,4.693875,21.17
2½% Annuities,GB0000436070,,25-Nov-2008,N/A,53.820000,54.173261,0.35326100,4.645037,21.39
2½% Annuities,GB0000436070,,26-Nov-2008,N/A,54.950000,55.310054,0.36005400,4.549519,21.84
2½% Annuities,GB0000436070,,27-Nov-2008,N/A,55.240000,55.606848,0.36684800,4.525636,21.95
2½% Annuities,GB0000436070,,28-Nov-2008,N/A,54.340000,54.727228,0.38722800,4.600591,21.58
2½% Annuities,GB0000436070,,01-Dec-2008,N/A,54.930000,55.324022,0.39402200,4.551179,21.82
2½% Annuities,GB0000436070,,02-Dec-2008,N/A,56.790000,57.190815,0.40081500,4.402122,22.56
2½% Annuities,GB0000436070,,03-Dec-2008,N/A,58.540000,58.947609,0.40760900,4.270529,23.25
2½% Annuities,GB0000436070,,04-Dec-2008,N/A,58.440000,58.854402,0.41440200,4.277837,23.21
2½% Annuities,GB0000436070,,05-Dec-2008,N/A,58.160000,58.594783,0.43478300,4.298435,23.09
2½% Annuities,GB0000436070,,08-Dec-2008,N/A,55.960000,56.401576,0.44157600,4.467419,22.21
2½% Annuities,GB0000436070,,09-Dec-2008,N/A,55.810000,56.258370,0.44837000,4.479427,22.15
2½% Annuities,GB0000436070,,10-Dec-2008,N/A,55.830000,56.285163,0.45516300,4.477824,22.15
2½% Annuities,GB0000436070,,11-Dec-2008,N/A,55.310000,55.771957,0.46195700,4.519923,21.94
2½% Annuities,GB0000436070,,12-Dec-2008,N/A,55.200000,55.682337,0.48233700,4.528935,21.89
2½% Annuities,GB0000436070,,15-Dec-2008,N/A,56.270000,56.759130,0.48913000,4.442818,22.31
2½% Annuities,GB0000436070,,16-Dec-2008,N/A,57.090000,57.585924,0.49592400,4.379008,22.64
2½% Annuities,GB0000436070,,17-Dec-2008,N/A,58.990000,59.492717,0.50271700,4.237969,23.40
2½% Annuities,GB0000436070,,18-Dec-2008,N/A,58.900000,59.409511,0.50951100,4.244446,23.36
2½% Annuities,GB0000436070,,19-Dec-2008,N/A,58.510000,59.039891,0.52989100,4.272743,23.19
2½% Annuities,GB0000436070,,22-Dec-2008,N/A,59.220000,59.131685,-0.08831500,4.221584,23.72
2½% Annuities,GB0000436070,,23-Dec-2008,N/A,59.080000,58.998478,-0.08152200,4.231585,23.66
2½% Annuities,GB0000436070,,24-Dec-2008,N/A,59.880000,59.832446,-0.04755400,4.175035,23.97
2½% Annuities,GB0000436070,,29-Dec-2008,N/A,59.220000,59.179239,-0.04076100,4.221563,23.70
2½% Annuities,GB0000436070,,30-Dec-2008,N/A,59.280000,59.246033,-0.03396700,4.217287,23.73
2½% Annuities,GB0000436070,,31-Dec-2008,N/A,59.800000,59.779620,-0.02038000,4.180610,23.93
2¾% Annuities,GB0000436294,,02-Jan-2008,N/A,59.100000,59.085054,-0.01494600,4.653137,21.50
2¾% Annuities,GB0000436294,,03-Jan-2008,N/A,58.920000,58.912527,-0.00747300,4.667349,21.43
2¾% Annuities,GB0000436294,,04-Jan-2008,N/A,59.340000,59.355110,0.01511000,4.634304,21.57
2¾% Annuities,GB0000436294,,07-Jan-2008,N/A,59.150000,59.172665,0.02266500,4.649187,21.50
2¾% Annuities,GB0000436294,,08-Jan-2008,N/A,58.530000,58.560220,0.03022000,4.698432,21.27
2¾% Annuities,GB0000436294,,09-Jan-2008,N/A,58.950000,58.987775,0.03777500,4.664954,21.42
2¾% Annuities,GB0000436294,,10-Jan-2008,N/A,58.920000,58.965330,0.04533000,4.667326,21.41
2¾% Annuities,GB0000436294,,11-Jan-2008,N/A,58.320000,58.387995,0.06799500,4.715335,21.18
2¾% Annuities,GB0000436294,,14-Jan-2008,N/A,58.230000,58.305549,0.07554900,4.722620,21.15
2¾% Annuities,GB0000436294,,15-Jan-2008,N/A,58.560000,58.643104,0.08310400,4.696004,21.26
2¾% Annuities,GB0000436294,,16-Jan-2008,N/A,58.920000,59.010659,0.09065900,4.667309,21.39
2¾% Annuities,GB0000436294,,17-Jan-2008,N/A,58.750000,58.848214,0.09821400,4.680812,21.33
2¾% Annuities,GB0000436294,,18-Jan-2008,N/A,58.580000,58.700879,0.12087900,4.694388,21.26
2¾% Annuities,GB0000436294,,21-Jan-2008,N/A,59.130000,59.258434,0.12843400,4.650722,21.46
2¾% Annuities,GB0000436294,,22-Jan-2008,N/A,57.760000,57.895989,0.13598900,4.761027,20.96
2¾% Annuities,GB0000436294,,23-Jan-2008,N/A,58.320000,58.463544,0.14354400,4.715310,21.16
2¾% Annuities,GB0000436294,,24-Jan-2008,N/A,57.300000,57.451099,0.15109900,4.799243,20.78
2¾% Annuities,GB0000436294,,25-Jan-2008,N/A,57.650000,57.823764,0.17376400,4.770101,20.90
2¾% Annuities,GB0000436294,,28-Jan-2008,N/A,58.120000,58.301319,0.18131900,4.731526,21.07
2¾% Annuities,GB0000436294,,29-Jan-2008,N/A,57.190000,57.378874,0.18887400,4.808464,20.73
2¾% Annuities,GB0000436294,,30-Jan-2008,N/A,57.550000,57.746429,0.19642900,4.778384,20.86
2¾% Annuities,GB0000436294,,31-Jan-2008,N/A,58.170000,58.373984,0.20398400,4.727454,21.08
2¾% Annuities,GB0000436294,,01-Feb-2008,N/A,58.230000,58.456648,0.22664800,4.722579,21.09
2¾% Annuities,GB0000436294,,04-Feb-2008,N/A,57.900000,58.134203,0.23420300,4.749494,20.97
2¾% Annuities,GB0000436294,,05-Feb-2008,N/A,58.620000,58.861758,0.24175800,4.691159,21.23
2¾% Annuities,GB0000436294,,06-Feb-2008,N/A,57.820000,58.069313,0.24931300,4.756063,20.94
2¾% Annuities,GB0000436294,,07-Feb-2008,N/A,58.060000,58.316868,0.25686800,4.736402,21.02
2¾% Annuities,GB0000436294,,08-Feb-2008,N/A,57.950000,58.229533,0.27953300,4.745390,20.97
2¾% Annuities,GB0000436294,,11-Feb-2008,N/A,57.500000,57.787088,0.28708800,4.782526,20.81
2¾% Annuities,GB0000436294,,12-Feb-2008,N/A,56.420000,56.714643,0.29464300,4.874070,20.41
2¾% Annuities,GB0000436294,,13-Feb-2008,N/A,56.280000,56.582198,0.30219800,4.886194,20.36
2¾% Annuities,GB0000436294,,14-Feb-2008,N/A,55.900000,56.209753,0.30975300,4.919408,20.22
2¾% Annuities,GB0000436294,,15-Feb-2008,N/A,56.210000,56.542418,0.33241800,4.892277,20.32
2¾% Annuities,GB0000436294,,18-Feb-2008,N/A,55.690000,56.029973,0.33997300,4.937956,20.13
2¾% Annuities,GB0000436294,,19-Feb-2008,N/A,55.770000,56.117527,0.34752700,4.930873,20.16
2¾% Annuities,GB0000436294,,20-Feb-2008,N/A,55.560000,55.915082,0.35508200,4.949510,20.08
2¾% Annuities,GB0000436294,,21-Feb-2008,N/A,55.860000,56.222637,0.36263700,4.922929,20.18
2¾% Annuities,GB0000436294,,22-Feb-2008,N/A,55.910000,56.295302,0.38530200,4.918528,20.19
2¾% Annuities,GB0000436294,,25-Feb-2008,N/A,55.520000,55.912857,0.39285700,4.953078,20.05
2¾% Annuities,GB0000436294,,26-Feb-2008,N/A,55.570000,55.970412,0.40041200,4.948622,20.06
2¾% Annuities,GB0000436294,,27-Feb-2008,N/A,55.600000,56.007967,0.40796700,4.945952,20.07
2¾% Annuities,GB0000436294,,28-Feb-2008,N/A,56.470000,56.885522,0.41552200,4.869757,20.39
2¾% Annuities,GB0000436294,,29-Feb-2008,N/A,57.700000,58.138187,0.43818700,4.765953,20.82
2¾% Annuities,GB0000436294,,03-Mar-2008,N/A,57.940000,58.385742,0.44574200,4.746213,20.91
2¾% Annuities,GB0000436294,,04-Mar-2008,N/A,58.250000,58.703297,0.45329700,4.720957,21.02
2¾% Annuities,GB0000436294,,05-Mar-2008,N/A,57.420000,57.880852,0.46085200,4.789197,20.71
2¾% Annuities,GB0000436294,,06-Mar-2008,N/A,58.100000,58.568407,0.46840700,4.733147,20.96
2¾% Annuities,GB0000436294,,07-Mar-2008,N/A,58.410000,58.901071,0.49107100,4.708032,21.06
2¾% Annuities,GB0000436294,,10-Mar-2008,N/A,58.660000,59.158626,0.49862600,4.687969,21.15
2¾% Annuities,GB0000436294,,11-Mar-2008,N/A,58.310000,58.816181,0.50618100,4.716109,21.02
2¾% Annuities,GB0000436294,,12-Mar-2008,N/A,57.580000,58.093736,0.51373600,4.775900,20.75
2¾% Annuities,GB0000436294,,13-Mar-2008,N/A,57.840000,58.361291,0.52129100,4.754434,20.85
2¾% Annuities,GB0000436294,,14-Mar-2008,N/A,58.060000,58.603956,0.54395600,4.736425,20.92
2¾% Annuities,GB0000436294,,17-Mar-2008,N/A,58.030000,58.581511,0.55151100,4.738876,20.90
2¾% Annuities,GB0000436294,,18-Mar-2008,N/A,57.740000,58.299066,0.55906600,4.762678,20.80
2¾% Annuities,GB0000436294,,19-Mar-2008,N/A,58.000000,58.566621,0.56662100,4.741331,20.89
2¾% Annuities,GB0000436294,,20-Mar-2008,N/A,58.450000,59.054396,0.60439600,4.704842,21.04
2¾% Annuities,GB0000436294,,25-Mar-2008,N/A,57.610000,58.221951,0.61195100,4.773444,20.73
2¾% Annuities,GB0000436294,,26-Mar-2008,N/A,57.760000,58.379505,0.61950500,4.761050,20.78
2¾% Annuities,GB0000436294,,27-Mar-2008,N/A,57.100000,57.039560,-0.06044000,4.816145,20.79
2¾% Annuities,GB0000436294,,28-Mar-2008,N/A,57.610000,57.572225,-0.03777500,4.773496,20.96
2¾% Annuities,GB0000436294,,31-Mar-2008,N/A,57.790000,57.759780,-0.03022000,4.758624,21.03
2¾% Annuities,GB0000436294,,01-Apr-2008,N/A,57.080000,57.057335,-0.02266500,4.817811,20.76
2¾% Annuities,GB0000436294,,02-Apr-2008,N/A,57.440000,57.424890,-0.01511000,4.787612,20.89
2¾% Annuities,GB0000436294,,03-Apr-2008,N/A,57.090000,57.082445,-0.00755500,4.816960,20.76
2¾% Annuities,GB0000436294,,04-Apr-2008,N/A,57.070000,57.085110,0.01511000,4.818636,20.75
2¾% Annuities,GB0000436294,,07-Apr-2008,N/A,56.510000,56.532665,0.02266500,4.866384,20.54
2¾% Annuities,GB0000436294,,08-Apr-2008,N/A,56.640000,56.670220,0.03022000,4.855211,20.59
2¾% Annuities,GB0000436294,,09-Apr-2008,N/A,56.520000,56.557775,0.03777500,4.865516,20.54
2¾% Annuities,GB0000436294,,10-Apr-2008,N/A,56.800000,56.845330,0.04533000,4.841528,20.64
2¾% Annuities,GB0000436294,,11-Apr-2008,N/A,57.540000,57.607995,0.06799500,4.779254,20.90
2¾% Annuities,GB0000436294,,14-Apr-2008,N/A,57.230000,57.305549,0.07554900,4.805138,20.78
2¾% Annuities,GB0000436294,,15-Apr-2008,N/A,57.110000,57.193104,0.08310400,4.815232,20.74
2¾% Annuities,GB0000436294,,16-Apr-2008,N/A,56.030000,56.120659,0.09065900,4.908043,20.34
2¾% Annuities,GB0000436294,,17-Apr-2008,N/A,55.220000,55.318214,0.09821400,4.980033,20.04
2¾% Annuities,GB0000436294,,18-Apr-2008,N/A,55.130000,55.250879,0.12087900,4.988154,20.00
2¾% Annuities,GB0000436294,,21-Apr-2008,N/A,55.560000,55.688434,0.12843400,4.949547,20.16
2¾% Annuities,GB0000436294,,22-Apr-2008,N/A,55.710000,55.845989,0.13598900,4.936218,20.21
2¾% Annuities,GB0000436294,,23-Apr-2008,N/A,56.070000,56.213544,0.14354400,4.904523,20.34
2¾% Annuities,GB0000436294,,24-Apr-2008,N/A,55.200000,55.351099,0.15109900,4.981818,20.02
2¾% Annuities,GB0000436294,,25-Apr-2008,N/A,55.510000,55.683764,0.17376400,4.953991,20.12
2¾% Annuities,GB0000436294,,28-Apr-2008,N/A,55.760000,55.941319,0.18131900,4.931779,20.21
2¾% Annuities,GB0000436294,,29-Apr-2008,N/A,56.160000,56.348874,0.18887400,4.896651,20.35
2¾% Annuities,GB0000436294,,30-Apr-2008,N/A,56.250000,56.446429,0.19642900,4.888815,20.38
2¾% Annuities,GB0000436294,,01-May-2008,N/A,56.640000,56.843984,0.20398400,4.855152,20.52
2¾% Annuities,GB0000436294,,02-May-2008,N/A,55.680000,55.914203,0.23420300,4.938853,20.16
2¾% Annuities,GB0000436294,,06-May-2008,N/A,56.250000,56.491758,0.24175800,4.888806,20.37
2¾% Annuities,GB0000436294,,07-May-2008,N/A,55.730000,55.979313,0.24931300,4.934419,20.18
2¾% Annuities,GB0000436294,,08-May-2008,N/A,56.470000,56.726868,0.25686800,4.869758,20.44
2¾% Annuities,GB0000436294,,09-May-2008,N/A,56.720000,56.999533,0.27953300,4.848293,20.53
2¾% Annuities,GB0000436294,,12-May-2008,N/A,56.730000,57.017088,0.28708800,4.847437,20.53
2¾% Annuities,GB0000436294,,13-May-2008,N/A,56.150000,56.444643,0.29464300,4.897506,20.31
2¾% Annuities,GB0000436294,,14-May-2008,N/A,55.410000,55.712198,0.30219800,4.962910,20.04
2¾% Annuities,GB0000436294,,15-May-2008,N/A,55.370000,55.679753,0.30975300,4.966494,20.02
2¾% Annuities,GB0000436294,,16-May-2008,N/A,56.300000,56.632418,0.33241800,4.884457,20.35
2¾% Annuities,GB0000436294,,19-May-2008,N/A,55.580000,55.919973,0.33997300,4.947729,20.09
2¾% Annuities,GB0000436294,,20-May-2008,N/A,55.960000,56.307527,0.34752700,4.914132,20.22
2¾% Annuities,GB0000436294,,21-May-2008,N/A,55.230000,55.585082,0.35508200,4.979082,19.96
2¾% Annuities,GB0000436294,,22-May-2008,N/A,55.040000,55.402637,0.36263700,4.996270,19.88
2¾% Annuities,GB0000436294,,23-May-2008,N/A,55.430000,55.822857,0.39285700,4.961119,20.02
2¾% Annuities,GB0000436294,,27-May-2008,N/A,55.320000,55.720412,0.40041200,4.970985,19.97
2¾% Annuities,GB0000436294,,28-May-2008,N/A,54.980000,55.387967,0.40796700,5.001725,19.85
2¾% Annuities,GB0000436294,,29-May-2008,N/A,54.790000,55.205522,0.41552200,5.019070,19.77
2¾% Annuities,GB0000436294,,30-May-2008,N/A,55.060000,55.498187,0.43818700,4.994462,19.86
2¾% Annuities,GB0000436294,,02-Jun-2008,N/A,54.970000,55.415742,0.44574200,5.002640,19.83
2¾% Annuities,GB0000436294,,03-Jun-2008,N/A,54.260000,54.713297,0.45329700,5.068099,19.57
2¾% Annuities,GB0000436294,,04-Jun-2008,N/A,55.060000,55.520852,0.46085200,4.994466,19.86
2¾% Annuities,GB0000436294,,05-Jun-2008,N/A,54.310000,54.778407,0.46840700,5.063437,19.58
2¾% Annuities,GB0000436294,,06-Jun-2008,N/A,54.780000,55.271071,0.49107100,5.020000,19.74
2¾% Annuities,GB0000436294,,09-Jun-2008,N/A,54.230000,54.728626,0.49862600,5.070913,19.54
2¾% Annuities,GB0000436294,,10-Jun-2008,N/A,54.300000,54.806181,0.50618100,5.064378,19.56
2¾% Annuities,GB0000436294,,11-Jun-2008,N/A,53.880000,54.393736,0.51373600,5.103857,19.41
2¾% Annuities,GB0000436294,,12-Jun-2008,N/A,54.040000,54.561291,0.52129100,5.088748,19.46
2¾% Annuities,GB0000436294,,13-Jun-2008,N/A,53.200000,53.743956,0.54395600,5.169102,19.15
2¾% Annuities,GB0000436294,,16-Jun-2008,N/A,53.930000,54.481511,0.55151100,5.099137,19.41
2¾% Annuities,GB0000436294,,17-Jun-2008,N/A,54.030000,54.589066,0.55906600,5.089703,19.45
2¾% Annuities,GB0000436294,,18-Jun-2008,N/A,54.250000,54.816621,0.56662100,5.069066,19.52
2¾% Annuities,GB0000436294,,19-Jun-2008,N/A,53.690000,54.264176,0.57417600,5.121939,19.32
2¾% Annuities,GB0000436294,,20-Jun-2008,N/A,54.150000,54.746841,0.59684100,5.078439,19.48
2¾% Annuities,GB0000436294,,23-Jun-2008,N/A,54.100000,54.704396,0.60439600,5.083136,19.46
2¾% Annuities,GB0000436294,,24-Jun-2008,N/A,53.890000,54.501951,0.61195100,5.102947,19.38
2¾% Annuities,GB0000436294,,25-Jun-2008,N/A,54.450000,55.069505,0.61950500,5.050469,19.58
2¾% Annuities,GB0000436294,,26-Jun-2008,N/A,55.310000,55.249560,-0.06044000,4.972013,20.13
2¾% Annuities,GB0000436294,,27-Jun-2008,N/A,54.780000,54.742225,-0.03777500,5.020103,19.93
2¾% Annuities,GB0000436294,,30-Jun-2008,N/A,54.070000,54.039780,-0.03022000,5.086018,19.67
2¾% Annuities,GB0000436294,,01-Jul-2008,N/A,53.510000,53.487335,-0.02266500,5.139241,19.47
2¾% Annuities,GB0000436294,,02-Jul-2008,N/A,53.880000,53.864890,-0.01511000,5.103944,19.60
2¾% Annuities,GB0000436294,,03-Jul-2008,N/A,54.420000,54.412445,-0.00755500,5.053294,19.79
2¾% Annuities,GB0000436294,,04-Jul-2008,N/A,54.960000,54.974946,0.01494600,5.003631,19.98
2¾% Annuities,GB0000436294,,07-Jul-2008,N/A,55.220000,55.242418,0.02241800,4.980068,20.07
2¾% Annuities,GB0000436294,,08-Jul-2008,N/A,55.070000,55.099891,0.02989100,4.993628,20.01
2¾% Annuities,GB0000436294,,09-Jul-2008,N/A,55.400000,55.437364,0.03736400,4.963879,20.13
2¾% Annuities,GB0000436294,,10-Jul-2008,N/A,55.600000,55.644837,0.04483700,4.946020,20.20
2¾% Annuities,GB0000436294,,11-Jul-2008,N/A,55.230000,55.297255,0.06725500,4.979144,20.06
2¾% Annuities,GB0000436294,,14-Jul-2008,N/A,55.260000,55.334728,0.07472800,4.976438,20.07
2¾% Annuities,GB0000436294,,15-Jul-2008,N/A,55.380000,55.462201,0.08220100,4.965652,20.11
2¾% Annuities,GB0000436294,,16-Jul-2008,N/A,55.150000,55.239674,0.08967400,4.986357,20.02
2¾% Annuities,GB0000436294,,17-Jul-2008,N/A,55.200000,55.297147,0.09714700,4.981838,20.04
2¾% Annuities,GB0000436294,,18-Jul-2008,N/A,54.200000,54.319565,0.11956500,5.073743,19.67
2¾% Annuities,GB0000436294,,21-Jul-2008,N/A,54.130000,54.257038,0.12703800,5.080301,19.64
2¾% Annuities,GB0000436294,,22-Jul-2008,N/A,54.360000,54.494511,0.13451100,5.058804,19.72
2¾% Annuities,GB0000436294,,23-Jul-2008,N/A,54.410000,54.551984,0.14198400,5.054152,19.73
2¾% Annuities,GB0000436294,,24-Jul-2008,N/A,54.850000,54.999457,0.14945700,5.013607,19.89
2¾% Annuities,GB0000436294,,25-Jul-2008,N/A,54.670000,54.841875,0.17187500,5.030107,19.82
2¾% Annuities,GB0000436294,,28-Jul-2008,N/A,55.070000,55.249348,0.17934800,4.993570,19.96
2¾% Annuities,GB0000436294,,29-Jul-2008,N/A,55.480000,55.666821,0.18682100,4.956666,20.11
2¾% Annuities,GB0000436294,,30-Jul-2008,N/A,55.850000,56.044293,0.19429300,4.923828,20.24
2¾% Annuities,GB0000436294,,31-Jul-2008,N/A,55.870000,56.071766,0.20176600,4.922064,20.24
2¾% Annuities,GB0000436294,,01-Aug-2008,N/A,55.370000,55.594185,0.22418500,4.966505,20.05
2¾% Annuities,GB0000436294,,04-Aug-2008,N/A,55.560000,55.791658,0.23165800,4.949520,20.12
2¾% Annuities,GB0000436294,,05-Aug-2008,N/A,55.810000,56.049130,0.23913000,4.927348,20.21
2¾% Annuities,GB0000436294,,06-Aug-2008,N/A,56.270000,56.516603,0.24660300,4.887068,20.37
2¾% Annuities,GB0000436294,,07-Aug-2008,N/A,56.720000,56.974076,0.25407600,4.848296,20.53
2¾% Annuities,GB0000436294,,08-Aug-2008,N/A,56.690000,56.966495,0.27649500,4.850859,20.52
2¾% Annuities,GB0000436294,,11-Aug-2008,N/A,56.670000,56.953967,0.28396700,4.852570,20.51
2¾% Annuities,GB0000436294,,12-Aug-2008,N/A,57.210000,57.501440,0.29144000,4.806768,20.70
2¾% Annuities,GB0000436294,,13-Aug-2008,N/A,56.950000,57.248913,0.29891300,4.828711,20.60
2¾% Annuities,GB0000436294,,14-Aug-2008,N/A,56.540000,56.846386,0.30638600,4.863725,20.45
2¾% Annuities,GB0000436294,,15-Aug-2008,N/A,56.960000,57.288804,0.32880400,4.827862,20.59
2¾% Annuities,GB0000436294,,18-Aug-2008,N/A,56.910000,57.246277,0.33627700,4.832104,20.57
2¾% Annuities,GB0000436294,,19-Aug-2008,N/A,56.940000,57.283750,0.34375000,4.829558,20.58
2¾% Annuities,GB0000436294,,20-Aug-2008,N/A,56.990000,57.341223,0.35122300,4.825321,20.60
2¾% Annuities,GB0000436294,,21-Aug-2008,N/A,56.960000,57.318696,0.35869600,4.827862,20.58
2¾% Annuities,GB0000436294,,22-Aug-2008,N/A,56.580000,56.968587,0.38858700,4.860287,20.44
2¾% Annuities,GB0000436294,,26-Aug-2008,N/A,57.420000,57.816060,0.39606000,4.789189,20.74
2¾% Annuities,GB0000436294,,27-Aug-2008,N/A,57.240000,57.643533,0.40353300,4.804249,20.67
2¾% Annuities,GB0000436294,,28-Aug-2008,N/A,57.370000,57.781005,0.41100500,4.793364,20.71
2¾% Annuities,GB0000436294,,29-Aug-2008,N/A,57.490000,57.923424,0.43342400,4.783361,20.75
2¾% Annuities,GB0000436294,,01-Sep-2008,N/A,57.480000,57.920897,0.44089700,4.784194,20.74
2¾% Annuities,GB0000436294,,02-Sep-2008,N/A,57.110000,57.558370,0.44837000,4.815190,20.61
2¾% Annuities,GB0000436294,,03-Sep-2008,N/A,56.970000,57.425842,0.45584200,4.827024,20.55
2¾% Annuities,GB0000436294,,04-Sep-2008,N/A,57.570000,58.033315,0.46331500,4.776719,20.77
2¾% Annuities,GB0000436294,,05-Sep-2008,N/A,57.970000,58.455734,0.48573400,4.743764,20.91
2¾% Annuities,GB0000436294,,08-Sep-2008,N/A,57.180000,57.673207,0.49320700,4.809304,20.62
2¾% Annuities,GB0000436294,,09-Sep-2008,N/A,57.480000,57.980679,0.50067900,4.784205,20.72
2¾% Annuities,GB0000436294,,10-Sep-2008,N/A,57.240000,57.748152,0.50815200,4.804266,20.63
2¾% Annuities,GB0000436294,,11-Sep-2008,N/A,57.040000,57.555625,0.51562500,4.821113,20.56
2¾% Annuities,GB0000436294,,12-Sep-2008,N/A,55.700000,56.238043,0.53804300,4.937100,20.06
2¾% Annuities,GB0000436294,,15-Sep-2008,N/A,56.740000,57.285516,0.54551600,4.846611,20.44
2¾% Annuities,GB0000436294,,16-Sep-2008,N/A,57.330000,57.882989,0.55298900,4.796736,20.65
2¾% Annuities,GB0000436294,,17-Sep-2008,N/A,57.820000,58.380462,0.56046200,4.756089,20.82
2¾% Annuities,GB0000436294,,18-Sep-2008,N/A,57.560000,58.127935,0.56793500,4.777575,20.73
2¾% Annuities,GB0000436294,,19-Sep-2008,N/A,56.170000,56.760353,0.59035300,4.895808,20.21
2¾% Annuities,GB0000436294,,22-Sep-2008,N/A,55.470000,56.067826,0.59782600,4.957592,19.96
2¾% Annuities,GB0000436294,,23-Sep-2008,N/A,55.420000,56.025299,0.60529900,4.962068,19.94
2¾% Annuities,GB0000436294,,24-Sep-2008,N/A,55.970000,56.582772,0.61277200,4.913311,20.13
2¾% Annuities,GB0000436294,,25-Sep-2008,N/A,55.360000,55.292745,-0.06725500,4.967526,20.15
2¾% Annuities,GB0000436294,,26-Sep-2008,N/A,55.680000,55.635163,-0.04483700,4.938963,20.26
2¾% Annuities,GB0000436294,,29-Sep-2008,N/A,56.630000,56.592636,-0.03736400,4.856104,20.61
2¾% Annuities,GB0000436294,,30-Sep-2008,N/A,56.190000,56.160109,-0.02989100,4.894126,20.44
2¾% Annuities,GB0000436294,,01-Oct-2008,N/A,56.780000,56.757582,-0.02241800,4.843267,20.66
2¾% Annuities,GB0000436294,,02-Oct-2008,N/A,57.550000,57.535054,-0.01494600,4.778461,20.93
2¾% Annuities,GB0000436294,,03-Oct-2008,N/A,57.820000,57.827473,0.00747300,4.756136,21.02
2¾% Annuities,GB0000436294,,06-Oct-2008,N/A,59.450000,59.464946,0.01494600,4.625729,21.61
2¾% Annuities,GB0000436294,,07-Oct-2008,N/A,59.010000,59.032418,0.02241800,4.660217,21.45
2¾% Annuities,GB0000436294,,08-Oct-2008,N/A,58.610000,58.639891,0.02989100,4.692019,21.30
2¾% Annuities,GB0000436294,,09-Oct-2008,N/A,57.400000,57.437364,0.03736400,4.790923,20.86
2¾% Annuities,GB0000436294,,10-Oct-2008,N/A,55.860000,55.919783,0.05978300,4.922992,20.29
2¾% Annuities,GB0000436294,,13-Oct-2008,N/A,53.620000,53.687255,0.06725500,5.128646,19.47
2¾% Annuities,GB0000436294,,14-Oct-2008,N/A,53.130000,53.204728,0.07472800,5.175942,19.29
2¾% Annuities,GB0000436294,,15-Oct-2008,N/A,53.700000,53.782201,0.08220100,5.120999,19.50
2¾% Annuities,GB0000436294,,16-Oct-2008,N/A,54.580000,54.669674,0.08967400,5.038431,19.82
2¾% Annuities,GB0000436294,,17-Oct-2008,N/A,55.710000,55.822092,0.11209200,4.936226,20.22
2¾% Annuities,GB0000436294,,20-Oct-2008,N/A,55.940000,56.059565,0.11956500,4.915928,20.30
2¾% Annuities,GB0000436294,,21-Oct-2008,N/A,55.580000,55.707038,0.12703800,4.947766,20.17
2¾% Annuities,GB0000436294,,22-Oct-2008,N/A,55.970000,56.104511,0.13451100,4.913289,20.30
2¾% Annuities,GB0000436294,,23-Oct-2008,N/A,56.280000,56.421984,0.14198400,4.886224,20.41
2¾% Annuities,GB0000436294,,24-Oct-2008,N/A,57.510000,57.674402,0.16440200,4.781715,20.85
2¾% Annuities,GB0000436294,,27-Oct-2008,N/A,56.950000,57.121875,0.17187500,4.828732,20.65
2¾% Annuities,GB0000436294,,28-Oct-2008,N/A,56.230000,56.409348,0.17934800,4.890558,20.38
2¾% Annuities,GB0000436294,,29-Oct-2008,N/A,55.990000,56.176821,0.18682100,4.911519,20.29
2¾% Annuities,GB0000436294,,30-Oct-2008,N/A,55.920000,56.114293,0.19429300,4.917665,20.27
2¾% Annuities,GB0000436294,,31-Oct-2008,N/A,55.070000,55.286712,0.21671200,4.993561,19.95
2¾% Annuities,GB0000436294,,03-Nov-2008,N/A,55.050000,55.274185,0.22418500,4.995374,19.94
2¾% Annuities,GB0000436294,,04-Nov-2008,N/A,54.870000,55.101658,0.23165800,5.011759,19.87
2¾% Annuities,GB0000436294,,05-Nov-2008,N/A,55.110000,55.349130,0.23913000,4.989932,19.95
2¾% Annuities,GB0000436294,,06-Nov-2008,N/A,54.820000,55.066603,0.24660300,5.016327,19.85
2¾% Annuities,GB0000436294,,07-Nov-2008,N/A,56.000000,56.269022,0.26902200,4.910627,20.27
2¾% Annuities,GB0000436294,,10-Nov-2008,N/A,55.590000,55.866495,0.27649500,4.946843,20.12
2¾% Annuities,GB0000436294,,11-Nov-2008,N/A,55.260000,55.543967,0.28396700,4.976382,19.99
2¾% Annuities,GB0000436294,,12-Nov-2008,N/A,55.680000,55.971440,0.29144000,4.938845,20.14
2¾% Annuities,GB0000436294,,13-Nov-2008,N/A,56.010000,56.308913,0.29891300,4.909747,20.26
2¾% Annuities,GB0000436294,,14-Nov-2008,N/A,56.070000,56.391332,0.32133200,4.904492,20.27
2¾% Annuities,GB0000436294,,17-Nov-2008,N/A,55.230000,55.558804,0.32880400,4.979082,19.97
2¾% Annuities,GB0000436294,,18-Nov-2008,N/A,55.180000,55.516277,0.33627700,4.983594,19.95
2¾% Annuities,GB0000436294,,19-Nov-2008,N/A,55.820000,56.163750,0.34375000,4.926457,20.18
2¾% Annuities,GB0000436294,,20-Nov-2008,N/A,57.410000,57.761223,0.35122300,4.790021,20.75
2¾% Annuities,GB0000436294,,21-Nov-2008,N/A,58.590000,58.963641,0.37364100,4.693554,21.17
2¾% Annuities,GB0000436294,,24-Nov-2008,N/A,58.090000,58.471114,0.38111400,4.733952,20.99
2¾% Annuities,GB0000436294,,25-Nov-2008,N/A,58.690000,59.078587,0.38858700,4.685558,21.20
2¾% Annuities,GB0000436294,,26-Nov-2008,N/A,59.910000,60.306060,0.39606000,4.590145,21.64
2¾% Annuities,GB0000436294,,27-Nov-2008,N/A,60.230000,60.633533,0.40353300,4.565759,21.76
2¾% Annuities,GB0000436294,,28-Nov-2008,N/A,59.260000,59.685951,0.42595100,4.640494,21.40
2¾% Annuities,GB0000436294,,01-Dec-2008,N/A,59.900000,60.333424,0.43342400,4.590915,21.63
2¾% Annuities,GB0000436294,,02-Dec-2008,N/A,61.910000,62.350897,0.44089700,4.441869,22.35
2¾% Annuities,GB0000436294,,03-Dec-2008,N/A,63.800000,64.248370,0.44837000,4.310288,23.04
2¾% Annuities,GB0000436294,,04-Dec-2008,N/A,63.690000,64.145842,0.45584200,4.317733,23.00
2¾% Annuities,GB0000436294,,05-Dec-2008,N/A,63.390000,63.868261,0.47826100,4.338170,22.88
2¾% Annuities,GB0000436294,,08-Dec-2008,N/A,61.010000,61.495734,0.48573400,4.507399,22.01
2¾% Annuities,GB0000436294,,09-Dec-2008,N/A,60.850000,61.343207,0.49320700,4.519252,21.95
2¾% Annuities,GB0000436294,,10-Dec-2008,N/A,60.870000,61.370679,0.50067900,4.517768,21.95
2¾% Annuities,GB0000436294,,11-Dec-2008,N/A,60.300000,60.808152,0.50815200,4.560474,21.74
2¾% Annuities,GB0000436294,,12-Dec-2008,N/A,60.190000,60.720571,0.53057100,4.568813,21.70
2¾% Annuities,GB0000436294,,15-Dec-2008,N/A,61.340000,61.878043,0.53804300,4.483161,22.11
2¾% Annuities,GB0000436294,,16-Dec-2008,N/A,62.230000,62.775516,0.54551600,4.419046,22.43
2¾% Annuities,GB0000436294,,17-Dec-2008,N/A,64.280000,64.832989,0.55298900,4.278120,23.18
2¾% Annuities,GB0000436294,,18-Dec-2008,N/A,64.190000,64.750462,0.56046200,4.284120,23.14
2¾% Annuities,GB0000436294,,19-Dec-2008,N/A,63.760000,64.342880,0.58288000,4.313017,22.98
2¾% Annuities,GB0000436294,,22-Dec-2008,N/A,64.530000,64.432853,-0.09714700,4.261622,23.50
2¾% Annuities,GB0000436294,,23-Dec-2008,N/A,64.380000,64.290326,-0.08967400,4.271549,23.44
2¾% Annuities,GB0000436294,,24-Dec-2008,N/A,65.240000,65.187690,-0.05231000,4.215224,23.74
2¾% Annuities,GB0000436294,,29-Dec-2008,N/A,64.530000,64.485163,-0.04483700,4.261600,23.48
2¾% Annuities,GB0000436294,,30-Dec-2008,N/A,64.590000,64.552636,-0.03736400,4.257639,23.50
2¾% Annuities,GB0000436294,,31-Dec-2008,N/A,65.160000,65.137582,-0.02241800,4.220388,23.70
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-2008,02-Jan-2008,N/A,99.194569,99.194569,0.00000000,4.652731,0.17
5% Treasury Stock 2008,GB0031734154,07-Mar-2008,02-Jan-2008,N/A,100.010000,101.630879,1.62087900,4.902239,0.17
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-2008,02-Jan-2008,N/A,99.174846,99.174846,0.00000000,4.768492,0.17
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,02-Jan-2008,N/A,98.032172,98.032172,0.00000000,4.717638,0.42
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,02-Jan-2008,N/A,97.012239,97.012239,0.00000000,4.539045,0.66
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,02-Jan-2008,N/A,100.460000,102.197637,1.73763700,4.797016,0.66
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,02-Jan-2008,N/A,103.180000,105.196393,2.01639300,4.759744,0.74
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,02-Jan-2008,N/A,95.989037,95.989037,0.00000000,4.468856,0.91
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,02-Jan-2008,N/A,95.040573,95.040573,0.00000000,4.373138,1.15
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,02-Jan-2008,N/A,99.570000,100.866703,1.29670300,4.374817,1.12
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,02-Jan-2008,N/A,95.053870,95.053870,0.00000000,4.360980,1.15
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,02-Jan-2008,N/A,94.064128,94.064128,0.00000000,4.336927,1.40
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,02-Jan-2008,N/A,93.104758,93.104758,0.00000000,4.309032,1.64
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,02-Jan-2008,N/A,105.950000,108.147802,2.19780200,4.375381,1.58
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,02-Jan-2008,N/A,92.163761,92.163761,0.00000000,4.281607,1.89
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,02-Jan-2008,N/A,102.680000,103.104180,0.42418000,4.283565,1.81
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,02-Jan-2008,N/A,92.129854,92.129854,0.00000000,4.301120,1.89
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,02-Jan-2008,N/A,91.167920,91.167920,0.00000000,4.295223,2.13
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,02-Jan-2008,N/A,90.251819,90.251819,0.00000000,4.272394,2.38
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,02-Jan-2008,N/A,101.100000,101.450410,0.35041000,4.266558,2.27
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,02-Jan-2008,N/A,90.185179,90.185179,0.00000000,4.303491,2.38
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,02-Jan-2008,N/A,89.214088,89.214088,0.00000000,4.311080,2.62
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,02-Jan-2008,N/A,105.400000,106.069643,0.66964300,4.244624,2.63
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,02-Jan-2008,N/A,88.246296,88.246296,0.00000000,4.318997,2.86
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,02-Jan-2008,N/A,87.250638,87.250638,0.00000000,4.340924,3.11
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,02-Jan-2008,N/A,99.680000,101.057747,1.37774700,4.357205,2.90
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,02-Jan-2008,N/A,87.265088,87.265088,0.00000000,4.335596,3.11
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,02-Jan-2008,N/A,86.329927,86.329927,0.00000000,4.336598,3.35
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,02-Jan-2008,N/A,114.980000,119.259891,4.27989100,4.367346,2.95
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,02-Jan-2008,N/A,85.404186,85.404186,0.00000000,4.338626,3.60
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,02-Jan-2008,N/A,84.488170,84.488170,0.00000000,4.339553,3.84
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,02-Jan-2008,N/A,111.870000,115.260625,3.39062500,4.517750,3.41
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,02-Jan-2008,N/A,83.568658,83.568658,0.00000000,4.345119,4.09
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,02-Jan-2008,N/A,83.608274,83.608274,0.00000000,4.333523,4.09
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,02-Jan-2008,N/A,102.520000,104.140879,1.62087900,4.332185,3.69
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,02-Jan-2008,N/A,82.542131,82.542131,0.00000000,4.381959,4.33
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,02-Jan-2008,N/A,103.410000,103.797295,0.38729500,4.392965,3.92
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,02-Jan-2008,N/A,82.601130,82.601130,0.00000000,4.365463,4.33
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,02-Jan-2008,N/A,118.620000,122.288478,3.66847800,4.468441,3.73
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,02-Jan-2008,N/A,81.673881,81.673881,0.00000000,4.376617,4.58
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,02-Jan-2008,N/A,80.722249,80.722249,0.00000000,4.394850,4.82
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,02-Jan-2008,N/A,79.808304,79.808304,0.00000000,4.405436,5.06
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,02-Jan-2008,N/A,78.871076,78.871076,0.00000000,4.422413,5.31
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,02-Jan-2008,N/A,77.971070,77.971070,0.00000000,4.432477,5.55
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,02-Jan-2008,N/A,117.690000,119.843846,2.15384600,4.465057,4.61
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,02-Jan-2008,N/A,77.104835,77.104835,0.00000000,4.435822,5.80
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,02-Jan-2008,N/A,138.710000,139.431311,0.72131100,4.499459,4.54
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,02-Jan-2008,N/A,76.234421,76.234421,0.00000000,4.442481,6.04
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,02-Jan-2008,N/A,75.377254,75.377254,0.00000000,4.447334,6.29
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,02-Jan-2008,N/A,74.531584,74.531584,0.00000000,4.451987,6.53
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,02-Jan-2008,N/A,103.130000,104.750879,1.62087900,4.451769,5.56
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,02-Jan-2008,N/A,74.512644,74.512644,0.00000000,4.455879,6.53
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,02-Jan-2008,N/A,73.703329,73.703329,0.00000000,4.454190,6.78
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,02-Jan-2008,N/A,72.887678,72.887678,0.00000000,4.456084,7.02
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,02-Jan-2008,N/A,72.092110,72.092110,0.00000000,4.455247,7.26
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,02-Jan-2008,N/A,71.365815,71.365815,0.00000000,4.443629,7.51
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,02-Jan-2008,N/A,101.980000,103.519835,1.53983500,4.441829,6.30
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,02-Jan-2008,N/A,71.291455,71.291455,0.00000000,4.457513,7.51
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,02-Jan-2008,N/A,123.030000,123.620164,0.59016400,4.510978,6.07
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,02-Jan-2008,N/A,70.337984,70.337984,0.00000000,4.488795,7.75
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,02-Jan-2008,N/A,70.163313,70.163313,0.00000000,4.520870,7.75
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,02-Jan-2008,N/A,69.564502,69.564502,0.00000000,4.488515,8.00
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,02-Jan-2008,N/A,68.869748,68.869748,0.00000000,4.475437,8.24
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,02-Jan-2008,N/A,68.297878,68.297878,0.00000000,4.443516,8.49
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,02-Jan-2008,N/A,96.850000,98.146703,1.29670300,4.440765,7.14
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,02-Jan-2008,N/A,68.163853,68.163853,0.00000000,4.466662,8.49
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,02-Jan-2008,N/A,67.374959,67.374959,0.00000000,4.473296,8.73
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,02-Jan-2008,N/A,66.626537,66.626537,0.00000000,4.474727,8.98
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,02-Jan-2008,N/A,65.879619,65.879619,0.00000000,4.476814,9.22
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,02-Jan-2008,N/A,132.900000,136.014810,3.11481000,4.505012,6.82
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,02-Jan-2008,N/A,65.120712,65.120712,0.00000000,4.482475,9.46
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,02-Jan-2008,N/A,64.396454,64.396454,0.00000000,4.483337,9.71
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,02-Jan-2008,N/A,63.866742,63.866742,0.00000000,4.455138,9.95
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,02-Jan-2008,N/A,104.530000,106.150879,1.62087900,4.441072,7.85
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,02-Jan-2008,N/A,63.674568,63.674568,0.00000000,4.485414,9.95
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,02-Jan-2008,N/A,62.954085,62.954085,0.00000000,4.488081,10.20
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,02-Jan-2008,N/A,62.269167,62.269167,0.00000000,4.486751,10.44
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,02-Jan-2008,N/A,61.575026,61.575026,0.00000000,4.487678,10.69
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,02-Jan-2008,N/A,60.908363,60.908363,0.00000000,4.485928,10.93
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,02-Jan-2008,N/A,60.212250,60.212250,0.00000000,4.489380,11.18
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,02-Jan-2008,N/A,59.558075,59.558075,0.00000000,4.488002,11.42
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,02-Jan-2008,N/A,58.904369,58.904369,0.00000000,4.487339,11.66
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,02-Jan-2008,N/A,58.473429,58.473429,0.00000000,4.455990,11.91
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,02-Jan-2008,N/A,102.730000,104.269835,1.53983500,4.456411,9.09
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,02-Jan-2008,N/A,58.285587,58.285587,0.00000000,4.483006,11.91
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,02-Jan-2008,N/A,57.571802,57.571802,0.00000000,4.493046,12.15
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,02-Jan-2008,N/A,56.867932,56.867932,0.00000000,4.502815,12.40
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,02-Jan-2008,N/A,56.172828,56.172828,0.00000000,4.511898,12.64
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,02-Jan-2008,N/A,55.446584,55.446584,0.00000000,4.526464,12.88
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,02-Jan-2008,N/A,134.840000,135.430164,0.59016400,4.511470,8.96
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,02-Jan-2008,N/A,54.957370,54.957370,0.00000000,4.508597,13.13
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,02-Jan-2008,N/A,54.832132,54.832132,0.00000000,4.525973,13.13
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,02-Jan-2008,N/A,54.386199,54.386199,0.00000000,4.503506,13.37
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,02-Jan-2008,N/A,53.821398,53.821398,0.00000000,4.498274,13.62
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,02-Jan-2008,N/A,53.125615,53.125615,0.00000000,4.512043,13.86
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,02-Jan-2008,N/A,52.582146,52.582146,0.00000000,4.505732,14.11
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,02-Jan-2008,N/A,52.084756,52.084756,0.00000000,4.494467,14.35
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,02-Jan-2008,N/A,51.545975,51.545975,0.00000000,4.489455,14.60
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,02-Jan-2008,N/A,51.021665,51.021665,0.00000000,4.483676,14.84
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,02-Jan-2008,N/A,50.493760,50.493760,0.00000000,4.479019,15.09
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,02-Jan-2008,N/A,49.983364,49.983364,0.00000000,4.473172,15.33
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,02-Jan-2008,N/A,49.488509,49.488509,0.00000000,4.465931,15.58
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,02-Jan-2008,N/A,49.001831,49.001831,0.00000000,4.458718,15.82
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,02-Jan-2008,N/A,48.489288,48.489288,0.00000000,4.455436,16.07
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,02-Jan-2008,N/A,48.040019,48.040019,0.00000000,4.445076,16.31
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,02-Jan-2008,N/A,47.538514,47.538514,0.00000000,4.441968,16.56
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,02-Jan-2008,N/A,47.052030,47.052030,0.00000000,4.437925,16.80
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,02-Jan-2008,N/A,47.152308,47.152308,0.00000000,4.425255,16.80
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,02-Jan-2008,N/A,106.670000,108.290879,1.62087900,4.440316,11.49
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,02-Jan-2008,N/A,46.520789,46.520789,0.00000000,4.440056,17.05
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,02-Jan-2008,N/A,46.047352,46.047352,0.00000000,4.435824,17.29
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,02-Jan-2008,N/A,45.557961,45.557961,0.00000000,4.434106,17.54
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,02-Jan-2008,N/A,45.094849,45.094849,0.00000000,4.430006,17.78
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,02-Jan-2008,N/A,44.615678,44.615678,0.00000000,4.428402,18.03
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,02-Jan-2008,N/A,44.166030,44.166030,0.00000000,4.424007,18.27
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,02-Jan-2008,N/A,43.697459,43.697459,0.00000000,4.422434,18.52
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,02-Jan-2008,N/A,43.261011,43.261011,0.00000000,4.417745,18.76
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,02-Jan-2008,N/A,42.804317,42.804317,0.00000000,4.416014,19.01
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,02-Jan-2008,N/A,42.437763,42.437763,0.00000000,4.404057,19.25
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,02-Jan-2008,N/A,42.087341,42.087341,0.00000000,4.390636,19.50
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,02-Jan-2008,N/A,97.670000,97.983525,0.31352500,4.426979,13.22
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,02-Jan-2008,N/A,41.951856,41.951856,0.00000000,4.407173,19.50
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,02-Jan-2008,N/A,41.529584,41.529584,0.00000000,4.403303,19.74
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,02-Jan-2008,N/A,41.086482,41.086482,0.00000000,4.402404,19.99
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,02-Jan-2008,N/A,40.634082,40.634082,0.00000000,4.403408,20.23
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,02-Jan-2008,N/A,40.291061,40.291061,0.00000000,4.391544,20.48
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,02-Jan-2008,N/A,40.221958,40.221958,0.00000000,4.399928,20.48
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,02-Jan-2008,N/A,121.210000,121.652623,0.44262300,4.433808,12.69
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,02-Jan-2008,N/A,39.849096,39.849096,0.00000000,4.392449,20.72
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,02-Jan-2008,N/A,39.471449,39.471449,0.00000000,4.385973,20.97
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,02-Jan-2008,N/A,39.108197,39.108197,0.00000000,4.378508,21.21
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,02-Jan-2008,N/A,38.769623,38.769623,0.00000000,4.368485,21.46
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,02-Jan-2008,N/A,38.404660,38.404660,0.00000000,4.362366,21.70
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,02-Jan-2008,N/A,38.097011,38.097011,0.00000000,4.349777,21.95
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,02-Jan-2008,N/A,37.750160,37.750160,0.00000000,4.342593,22.19
4¾% Treasury Gilt 2030 WI,GB00B29WH097,07-Dec-2030,02-Jan-2008,N/A,104.800000,105.228279,0.42827900,4.414585,14.05
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,02-Jan-2008,N/A,104.790000,105.140410,0.35041000,4.415435,14.07
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,02-Jan-2008,N/A,37.380274,37.380274,0.00000000,4.338533,22.44
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,02-Jan-2008,N/A,37.025533,37.025533,0.00000000,4.333341,22.68
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,02-Jan-2008,N/A,36.717762,36.717762,0.00000000,4.322928,22.93
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,02-Jan-2008,N/A,36.418241,36.418241,0.00000000,4.312209,23.18
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,02-Jan-2008,N/A,36.071000,36.071000,0.00000000,4.307501,23.42
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,02-Jan-2008,N/A,35.759818,35.759818,0.00000000,4.299166,23.67
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,02-Jan-2008,N/A,35.459429,35.459429,0.00000000,4.289900,23.91
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,02-Jan-2008,N/A,35.593396,35.593396,0.00000000,4.274132,23.92
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,02-Jan-2008,N/A,98.540000,98.853525,0.31352500,4.347421,14.98
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,02-Jan-2008,N/A,35.164762,35.164762,0.00000000,4.280589,24.16
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,02-Jan-2008,N/A,34.839779,34.839779,0.00000000,4.275176,24.40
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,02-Jan-2008,N/A,34.534495,34.534495,0.00000000,4.268048,24.65
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,02-Jan-2008,N/A,34.209247,34.209247,0.00000000,4.263580,24.90
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,02-Jan-2008,N/A,33.906021,33.906021,0.00000000,4.257110,25.14
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,02-Jan-2008,N/A,33.596934,33.596934,0.00000000,4.251633,25.39
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,02-Jan-2008,N/A,33.306177,33.306177,0.00000000,4.244577,25.63
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,02-Jan-2008,N/A,33.001569,33.001569,0.00000000,4.239439,25.88
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,02-Jan-2008,N/A,32.691354,32.691354,0.00000000,4.235510,26.12
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,02-Jan-2008,N/A,32.416137,32.416137,0.00000000,4.227770,26.37
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,02-Jan-2008,N/A,32.161263,32.161263,0.00000000,4.218193,26.61
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,02-Jan-2008,N/A,31.885091,31.885091,0.00000000,4.211385,26.86
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,02-Jan-2008,N/A,31.587217,31.587217,0.00000000,4.207636,27.11
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,02-Jan-2008,N/A,31.307581,31.307581,0.00000000,4.202025,27.35
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,02-Jan-2008,N/A,31.020363,31.020363,0.00000000,4.197811,27.60
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,02-Jan-2008,N/A,31.124120,31.124120,0.00000000,4.185712,27.60
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,02-Jan-2008,N/A,99.330000,100.707747,1.37774700,4.290891,16.07
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,02-Jan-2008,N/A,30.769017,30.769017,0.00000000,4.189669,27.84
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,02-Jan-2008,N/A,30.196218,30.196218,0.00000000,4.182820,28.33
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,02-Jan-2008,N/A,29.627366,29.627366,0.00000000,4.176991,28.82
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,02-Jan-2008,N/A,29.082402,29.082402,0.00000000,4.169811,29.32
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,02-Jan-2008,N/A,28.542796,28.542796,0.00000000,4.163417,29.81
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,02-Jan-2008,N/A,28.034009,28.034009,0.00000000,4.154778,30.30
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,02-Jan-2008,N/A,28.080705,28.080705,0.00000000,4.149285,30.30
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,02-Jan-2008,N/A,108.080000,108.430410,0.35041000,4.276354,16.65
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,02-Jan-2008,N/A,27.445252,27.445252,0.00000000,4.156935,30.79
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,02-Jan-2008,N/A,26.873080,26.873080,0.00000000,4.158523,31.28
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,02-Jan-2008,N/A,26.340216,26.340216,0.00000000,4.156787,31.77
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,02-Jan-2008,N/A,25.823998,25.823998,0.00000000,4.154375,32.26
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,02-Jan-2008,N/A,25.313069,25.313069,0.00000000,4.152617,32.75
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,02-Jan-2008,N/A,24.817773,24.817773,0.00000000,4.150241,33.24
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,02-Jan-2008,N/A,24.335309,24.335309,0.00000000,4.147551,33.73
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,02-Jan-2008,N/A,23.894657,23.894657,0.00000000,4.140969,34.22
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,02-Jan-2008,N/A,104.340000,104.671967,0.33196700,4.259912,17.83
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,02-Jan-2008,N/A,23.907492,23.907492,0.00000000,4.139400,34.22
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,02-Jan-2008,N/A,23.428941,23.428941,0.00000000,4.138634,34.71
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,02-Jan-2008,N/A,23.028051,23.028051,0.00000000,4.129477,35.20
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,02-Jan-2008,N/A,22.519737,22.519737,0.00000000,4.134755,35.69
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,02-Jan-2008,N/A,22.103683,22.103683,0.00000000,4.129738,36.18
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,02-Jan-2008,N/A,21.669958,21.669958,0.00000000,4.128045,36.67
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,02-Jan-2008,N/A,21.257899,21.257899,0.00000000,4.124730,37.16
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,02-Jan-2008,N/A,20.841190,20.841190,0.00000000,4.123092,37.65
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,02-Jan-2008,N/A,20.618687,20.618687,0.00000000,4.097734,38.14
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,02-Jan-2008,N/A,100.150000,100.463525,0.31352500,4.241947,18.91
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,02-Jan-2008,N/A,20.431810,20.431810,0.00000000,4.121604,38.14
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,02-Jan-2008,N/A,20.112479,20.112479,0.00000000,4.109578,38.63
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,02-Jan-2008,N/A,19.700093,19.700093,0.00000000,4.110543,39.12
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,02-Jan-2008,N/A,19.354412,19.354412,0.00000000,4.103874,39.61
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,02-Jan-2008,N/A,18.999239,18.999239,0.00000000,4.099411,40.10
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,02-Jan-2008,N/A,18.676301,18.676301,0.00000000,4.091660,40.60
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,02-Jan-2008,N/A,18.348021,18.348021,0.00000000,4.085531,41.09
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,02-Jan-2008,N/A,18.029805,18.029805,0.00000000,4.078974,41.58
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,02-Jan-2008,N/A,17.698263,17.698263,0.00000000,4.075099,42.07
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,02-Jan-2008,N/A,17.461253,17.461253,0.00000000,4.059384,42.56
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,02-Jan-2008,N/A,17.141939,17.141939,0.00000000,4.055581,43.05
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,02-Jan-2008,N/A,16.881905,16.881905,0.00000000,4.044582,43.55
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,02-Jan-2008,N/A,16.563923,16.563923,0.00000000,4.042298,44.04
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,02-Jan-2008,N/A,16.281919,16.281919,0.00000000,4.035924,44.53
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,02-Jan-2008,N/A,15.998714,15.998714,0.00000000,4.030522,45.02
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,02-Jan-2008,N/A,15.723781,15.723781,0.00000000,4.024769,45.51
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,02-Jan-2008,N/A,15.464152,15.464152,0.00000000,4.017651,46.00
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,02-Jan-2008,N/A,15.225497,15.225497,0.00000000,4.008325,46.49
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,02-Jan-2008,N/A,15.217091,15.217091,0.00000000,3.967271,46.99
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,02-Jan-2008,N/A,14.953965,14.953965,0.00000000,4.004391,46.99
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,02-Jan-2008,N/A,101.370000,101.683525,0.31352500,4.183418,20.50
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-2008,03-Jan-2008,N/A,99.210776,99.210776,0.00000000,4.630849,0.17
5% Treasury Stock 2008,GB0031734154,07-Mar-2008,03-Jan-2008,N/A,100.000000,101.634615,1.63461500,4.959245,0.17
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-2008,03-Jan-2008,N/A,99.188974,99.188974,0.00000000,4.760813,0.17
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,03-Jan-2008,N/A,98.040322,98.040322,0.00000000,4.728338,0.41
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,03-Jan-2008,N/A,97.014434,97.014434,0.00000000,4.554343,0.66
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,03-Jan-2008,N/A,100.440000,102.192747,1.75274700,4.824317,0.65
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,03-Jan-2008,N/A,103.140000,105.180984,2.04098400,4.797184,0.73
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,03-Jan-2008,N/A,95.994200,95.994200,0.00000000,4.476270,0.90
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,03-Jan-2008,N/A,95.050167,95.050167,0.00000000,4.374697,1.15
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,03-Jan-2008,N/A,99.560000,100.867692,1.30769200,4.384563,1.12
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,03-Jan-2008,N/A,95.064224,95.064224,0.00000000,4.361816,1.15
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,03-Jan-2008,N/A,94.070766,94.070766,0.00000000,4.340276,1.39
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,03-Jan-2008,N/A,93.104905,93.104905,0.00000000,4.316087,1.64
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,03-Jan-2008,N/A,105.920000,108.139780,2.21978000,4.387605,1.58
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,03-Jan-2008,N/A,92.159390,92.159390,0.00000000,4.290272,1.88
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,03-Jan-2008,N/A,102.660000,103.099891,0.43989100,4.292291,1.80
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,03-Jan-2008,N/A,92.123939,92.123939,0.00000000,4.310705,1.88
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,03-Jan-2008,N/A,91.164972,91.164972,0.00000000,4.302231,2.13
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,03-Jan-2008,N/A,90.247360,90.247360,0.00000000,4.279344,2.37
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,03-Jan-2008,N/A,101.090000,101.453388,0.36338800,4.270358,2.26
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,03-Jan-2008,N/A,90.183058,90.183058,0.00000000,4.309386,2.37
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,03-Jan-2008,N/A,89.217350,89.217350,0.00000000,4.314161,2.62
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,03-Jan-2008,N/A,105.390000,106.076813,0.68681300,4.246446,2.62
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,03-Jan-2008,N/A,88.250734,88.250734,0.00000000,4.321319,2.86
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,03-Jan-2008,N/A,87.289688,87.289688,0.00000000,4.330315,3.11
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,03-Jan-2008,N/A,99.690000,101.079423,1.38942300,4.353892,2.90
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,03-Jan-2008,N/A,87.281624,87.281624,0.00000000,4.333290,3.11
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,03-Jan-2008,N/A,86.363417,86.363417,0.00000000,4.328522,3.35
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,03-Jan-2008,N/A,114.980000,114.784348,-0.19565200,4.365576,3.07
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,03-Jan-2008,N/A,85.436588,85.436588,0.00000000,4.331355,3.60
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,03-Jan-2008,N/A,84.509566,84.509566,0.00000000,4.336013,3.84
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,03-Jan-2008,N/A,111.870000,115.281685,3.41168500,4.515952,3.41
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,03-Jan-2008,N/A,83.564874,83.564874,0.00000000,4.349119,4.08
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,03-Jan-2008,N/A,83.613474,83.613474,0.00000000,4.334884,4.08
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,03-Jan-2008,N/A,102.530000,104.164615,1.63461500,4.329195,3.69
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,03-Jan-2008,N/A,82.514170,82.514170,0.00000000,4.392523,4.33
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,03-Jan-2008,N/A,103.420000,103.821639,0.40163900,4.390005,3.91
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,03-Jan-2008,N/A,82.599196,82.599196,0.00000000,4.368730,4.33
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,03-Jan-2008,N/A,118.620000,122.312935,3.69293500,4.466298,3.73
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,03-Jan-2008,N/A,81.670628,81.670628,0.00000000,4.380089,4.57
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,03-Jan-2008,N/A,80.729824,80.729824,0.00000000,4.395367,4.82
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,03-Jan-2008,N/A,79.812206,79.812206,0.00000000,4.406836,5.06
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,03-Jan-2008,N/A,78.906912,78.906912,0.00000000,4.416104,5.31
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,03-Jan-2008,N/A,78.030252,78.030252,0.00000000,4.420977,5.55
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,03-Jan-2008,N/A,117.670000,119.845824,2.17582400,4.467331,4.61
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,03-Jan-2008,N/A,77.116565,77.116565,0.00000000,4.435265,5.79
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,03-Jan-2008,N/A,138.680000,139.434098,0.75409800,4.501696,4.54
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,03-Jan-2008,N/A,76.262509,76.262509,0.00000000,4.438380,6.04
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,03-Jan-2008,N/A,75.391687,75.391687,0.00000000,4.446199,6.28
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,03-Jan-2008,N/A,74.549358,74.549358,0.00000000,4.450187,6.53
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,03-Jan-2008,N/A,103.120000,104.754615,1.63461500,4.453303,5.56
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,03-Jan-2008,N/A,74.526095,74.526095,0.00000000,4.454968,6.53
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,03-Jan-2008,N/A,73.722880,73.722880,0.00000000,4.452051,6.77
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,03-Jan-2008,N/A,72.890652,72.890652,0.00000000,4.457228,7.02
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,03-Jan-2008,N/A,72.093563,72.093563,0.00000000,4.456627,7.26
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,03-Jan-2008,N/A,71.335942,71.335942,0.00000000,4.450815,7.51
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,03-Jan-2008,N/A,101.960000,103.512885,1.55288500,4.444812,6.30
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,03-Jan-2008,N/A,71.286450,71.286450,0.00000000,4.460062,7.51
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,03-Jan-2008,N/A,122.990000,123.602022,0.61202200,4.515408,6.06
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,03-Jan-2008,N/A,70.361085,70.361085,0.00000000,4.486122,7.75
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,03-Jan-2008,N/A,70.168396,70.168396,0.00000000,4.521512,7.75
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,03-Jan-2008,N/A,69.573837,69.573837,0.00000000,4.488362,7.99
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,03-Jan-2008,N/A,68.859637,68.859637,0.00000000,4.478687,8.24
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,03-Jan-2008,N/A,68.260559,68.260559,0.00000000,4.451381,8.48
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,03-Jan-2008,N/A,96.820000,98.127692,1.30769200,4.445172,7.13
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,03-Jan-2008,N/A,68.136826,68.136826,0.00000000,4.472767,8.48
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,03-Jan-2008,N/A,67.369957,67.369957,0.00000000,4.475532,8.73
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,03-Jan-2008,N/A,66.599135,66.599135,0.00000000,4.480667,8.97
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,03-Jan-2008,N/A,65.844447,65.844447,0.00000000,4.483920,9.22
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,03-Jan-2008,N/A,132.840000,135.978587,3.13858700,4.510695,6.82
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,03-Jan-2008,N/A,65.111524,65.111524,0.00000000,4.485254,9.46
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,03-Jan-2008,N/A,64.364460,64.364460,0.00000000,4.489705,9.71
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,03-Jan-2008,N/A,63.904660,63.904660,0.00000000,4.450390,9.95
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,03-Jan-2008,N/A,104.490000,106.124615,1.63461500,4.445760,7.85
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,03-Jan-2008,N/A,63.649112,63.649112,0.00000000,4.490658,9.95
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,03-Jan-2008,N/A,62.949858,62.949858,0.00000000,4.489929,10.19
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,03-Jan-2008,N/A,62.259710,62.259710,0.00000000,4.489374,10.44
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,03-Jan-2008,N/A,61.562337,61.562337,0.00000000,4.490742,10.68
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,03-Jan-2008,N/A,60.888286,60.888286,0.00000000,4.490060,10.93
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,03-Jan-2008,N/A,60.178042,60.178042,0.00000000,4.495552,11.17
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,03-Jan-2008,N/A,59.517865,59.517865,0.00000000,4.494986,11.42
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,03-Jan-2008,N/A,58.853355,58.853355,0.00000000,4.495808,11.66
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,03-Jan-2008,N/A,58.400793,58.400793,0.00000000,4.467445,11.91
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,03-Jan-2008,N/A,102.650000,104.202885,1.55288500,4.464814,9.08
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,03-Jan-2008,N/A,58.215204,58.215204,0.00000000,4.494178,11.91
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,03-Jan-2008,N/A,57.522656,57.522656,0.00000000,4.501074,12.15
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,03-Jan-2008,N/A,56.816160,56.816160,0.00000000,4.511151,12.39
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,03-Jan-2008,N/A,56.082860,56.082860,0.00000000,4.525546,12.64
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,03-Jan-2008,N/A,55.364342,55.364342,0.00000000,4.538942,12.88
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,03-Jan-2008,N/A,134.730000,135.342022,0.61202200,4.520099,8.96
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,03-Jan-2008,N/A,54.870632,54.870632,0.00000000,4.521557,13.13
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,03-Jan-2008,N/A,54.761094,54.761094,0.00000000,4.536781,13.13
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,03-Jan-2008,N/A,54.318207,54.318207,0.00000000,4.513776,13.37
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,03-Jan-2008,N/A,53.751317,53.751317,0.00000000,4.508735,13.62
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,03-Jan-2008,N/A,53.057566,53.057566,0.00000000,4.522175,13.86
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,03-Jan-2008,N/A,52.520925,52.520925,0.00000000,4.514855,14.11
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,03-Jan-2008,N/A,51.999465,51.999465,0.00000000,4.506738,14.35
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,03-Jan-2008,N/A,51.468831,51.468831,0.00000000,4.500548,14.60
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,03-Jan-2008,N/A,50.938980,50.938980,0.00000000,4.495427,14.84
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,03-Jan-2008,N/A,50.423025,50.423025,0.00000000,4.489114,15.08
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,03-Jan-2008,N/A,49.907475,49.907475,0.00000000,4.483876,15.33
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,03-Jan-2008,N/A,49.413905,49.413905,0.00000000,4.476392,15.57
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,03-Jan-2008,N/A,48.930034,48.930034,0.00000000,4.468753,15.82
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,03-Jan-2008,N/A,48.412730,48.412730,0.00000000,4.466021,16.06
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,03-Jan-2008,N/A,47.963489,47.963489,0.00000000,4.455592,16.31
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,03-Jan-2008,N/A,47.444184,47.444184,0.00000000,4.454691,16.55
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,03-Jan-2008,N/A,46.960336,46.960336,0.00000000,4.450254,16.80
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,03-Jan-2008,N/A,47.033123,47.033123,0.00000000,4.441035,16.80
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,03-Jan-2008,N/A,106.580000,108.214615,1.63461500,4.447503,11.48
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,03-Jan-2008,N/A,46.446527,46.446527,0.00000000,4.450133,17.04
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,03-Jan-2008,N/A,45.969553,45.969553,0.00000000,4.446302,17.29
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,03-Jan-2008,N/A,45.479293,45.479293,0.00000000,4.444646,17.53
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,03-Jan-2008,N/A,45.016600,45.016600,0.00000000,4.440452,17.78
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,03-Jan-2008,N/A,44.538987,44.538987,0.00000000,4.438611,18.02
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,03-Jan-2008,N/A,44.082805,44.082805,0.00000000,4.434989,18.27
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,03-Jan-2008,N/A,43.623201,43.623201,0.00000000,4.432266,18.51
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,03-Jan-2008,N/A,43.172386,43.172386,0.00000000,4.429317,18.76
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,03-Jan-2008,N/A,42.719500,42.719500,0.00000000,4.427079,19.00
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,03-Jan-2008,N/A,42.328631,42.328631,0.00000000,4.418056,19.25
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,03-Jan-2008,N/A,42.004933,42.004933,0.00000000,4.401298,19.49
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,03-Jan-2008,N/A,97.550000,97.875137,0.32513700,4.436263,13.21
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,03-Jan-2008,N/A,41.878020,41.878020,0.00000000,4.416821,19.49
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,03-Jan-2008,N/A,41.444244,41.444244,0.00000000,4.414331,19.74
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,03-Jan-2008,N/A,41.009244,41.009244,0.00000000,4.412416,19.98
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,03-Jan-2008,N/A,40.548090,40.548090,0.00000000,4.414473,20.23
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,03-Jan-2008,N/A,40.210013,40.210013,0.00000000,4.401959,20.47
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,03-Jan-2008,N/A,40.162081,40.162081,0.00000000,4.407785,20.47
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,03-Jan-2008,N/A,121.050000,121.509016,0.45901600,4.444062,12.68
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,03-Jan-2008,N/A,39.795997,39.795997,0.00000000,4.399461,20.72
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,03-Jan-2008,N/A,39.406836,39.406836,0.00000000,4.394354,20.96
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,03-Jan-2008,N/A,39.058544,39.058544,0.00000000,4.385060,21.21
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,03-Jan-2008,N/A,38.661912,38.661912,0.00000000,4.382003,21.45
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,03-Jan-2008,N/A,38.335760,38.335760,0.00000000,4.371188,21.70
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,03-Jan-2008,N/A,38.023018,38.023018,0.00000000,4.359171,21.95
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,03-Jan-2008,N/A,37.666892,37.666892,0.00000000,4.353076,22.19
4¾% Treasury Gilt 2030 WI,GB00B29WH097,07-Dec-2030,03-Jan-2008,N/A,104.630000,105.058279,0.42827900,4.426096,14.04
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,03-Jan-2008,N/A,104.620000,104.983388,0.36338800,4.426914,14.05
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,03-Jan-2008,N/A,37.303249,37.303249,0.00000000,4.348249,22.44
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,03-Jan-2008,N/A,36.959474,36.959474,0.00000000,4.341734,22.68
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,03-Jan-2008,N/A,36.635126,36.635126,0.00000000,4.333264,22.93
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,03-Jan-2008,N/A,36.304809,36.304809,0.00000000,4.326177,23.17
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,03-Jan-2008,N/A,35.965876,35.965876,0.00000000,4.320462,23.42
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,03-Jan-2008,N/A,35.648743,35.648743,0.00000000,4.312806,23.66
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,03-Jan-2008,N/A,35.341025,35.341025,0.00000000,4.304374,23.91
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,03-Jan-2008,N/A,35.441573,35.441573,0.00000000,4.292492,23.91
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,03-Jan-2008,N/A,98.350000,98.675137,0.32513700,4.360268,14.97
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,03-Jan-2008,N/A,35.043959,35.043959,0.00000000,4.295317,24.15
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,03-Jan-2008,N/A,34.722239,34.722239,0.00000000,4.289499,24.40
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,03-Jan-2008,N/A,34.386456,34.386456,0.00000000,4.285949,24.64
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,03-Jan-2008,N/A,34.043153,34.043153,0.00000000,4.283596,24.89
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,03-Jan-2008,N/A,33.732260,33.732260,0.00000000,4.278011,25.14
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,03-Jan-2008,N/A,33.419227,33.419227,0.00000000,4.272980,25.38
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,03-Jan-2008,N/A,33.134473,33.134473,0.00000000,4.265195,25.63
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,03-Jan-2008,N/A,32.824581,32.824581,0.00000000,4.260665,25.87
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,03-Jan-2008,N/A,32.509633,32.509633,0.00000000,4.257292,26.12
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,03-Jan-2008,N/A,32.228529,32.228529,0.00000000,4.250219,26.36
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,03-Jan-2008,N/A,32.014792,32.014792,0.00000000,4.235778,26.61
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,03-Jan-2008,N/A,31.744528,31.744528,0.00000000,4.228260,26.86
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,03-Jan-2008,N/A,31.435482,31.435482,0.00000000,4.225826,27.10
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,03-Jan-2008,N/A,31.160311,31.160311,0.00000000,4.219682,27.35
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,03-Jan-2008,N/A,30.865003,30.865003,0.00000000,4.216421,27.59
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,03-Jan-2008,N/A,30.962162,30.962162,0.00000000,4.205031,27.59
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,03-Jan-2008,N/A,99.120000,100.509423,1.38942300,4.303890,16.05
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,03-Jan-2008,N/A,30.620402,30.620402,0.00000000,4.207467,27.84
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,03-Jan-2008,N/A,30.048981,30.048981,0.00000000,4.200473,28.33
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,03-Jan-2008,N/A,29.481303,29.481303,0.00000000,4.194531,28.82
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,03-Jan-2008,N/A,28.925438,28.925438,0.00000000,4.188660,29.31
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,03-Jan-2008,N/A,28.399355,28.399355,0.00000000,4.180700,29.80
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,03-Jan-2008,N/A,27.888933,27.888933,0.00000000,4.172276,30.29
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,03-Jan-2008,N/A,27.935376,27.935376,0.00000000,4.166784,30.29
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,03-Jan-2008,N/A,107.830000,108.193388,0.36338800,4.290204,16.63
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,03-Jan-2008,N/A,27.326198,27.326198,0.00000000,4.171423,30.78
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,03-Jan-2008,N/A,26.786526,26.786526,0.00000000,4.169198,31.27
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,03-Jan-2008,N/A,26.229876,26.229876,0.00000000,4.170358,31.76
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,03-Jan-2008,N/A,25.720558,25.720558,0.00000000,4.167167,32.25
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,03-Jan-2008,N/A,25.189425,25.189425,0.00000000,4.167914,32.74
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,03-Jan-2008,N/A,24.690445,24.690445,0.00000000,4.166056,33.23
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,03-Jan-2008,N/A,24.209492,24.209492,0.00000000,4.163255,33.72
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,03-Jan-2008,N/A,23.725842,23.725842,0.00000000,4.162019,34.21
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,03-Jan-2008,N/A,104.050000,104.394262,0.34426200,4.275467,17.81
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,03-Jan-2008,N/A,23.769844,23.769844,0.00000000,4.156603,34.21
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,03-Jan-2008,N/A,23.292346,23.292346,0.00000000,4.155805,34.70
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,03-Jan-2008,N/A,22.895789,22.895789,0.00000000,4.146160,35.19
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,03-Jan-2008,N/A,22.396003,22.396003,0.00000000,4.150509,35.68
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,03-Jan-2008,N/A,21.984050,21.984050,0.00000000,4.145049,36.17
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,03-Jan-2008,N/A,21.552784,21.552784,0.00000000,4.143137,36.66
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,03-Jan-2008,N/A,21.133781,21.133781,0.00000000,4.140790,37.15
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,03-Jan-2008,N/A,20.722862,20.722862,0.00000000,4.138513,37.64
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,03-Jan-2008,N/A,20.475677,20.475677,0.00000000,4.116273,38.14
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,03-Jan-2008,N/A,99.830000,100.155137,0.32513700,4.258829,18.87
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,03-Jan-2008,N/A,20.309371,20.309371,0.00000000,4.137657,38.13
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,03-Jan-2008,N/A,19.978141,19.978141,0.00000000,4.127215,38.63
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,03-Jan-2008,N/A,19.581457,19.581457,0.00000000,4.126268,39.12
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,03-Jan-2008,N/A,19.227607,19.227607,0.00000000,4.120750,39.61
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,03-Jan-2008,N/A,18.871950,18.871950,0.00000000,4.116451,40.10
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,03-Jan-2008,N/A,18.553985,18.553985,0.00000000,4.108120,40.59
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,03-Jan-2008,N/A,18.217792,18.217792,0.00000000,4.103138,41.08
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,03-Jan-2008,N/A,17.867905,17.867905,0.00000000,4.100936,41.57
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,03-Jan-2008,N/A,17.561253,17.561253,0.00000000,4.093837,42.06
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,03-Jan-2008,N/A,17.333315,17.333315,0.00000000,4.076922,42.56
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,03-Jan-2008,N/A,17.016957,17.016957,0.00000000,4.072834,43.05
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,03-Jan-2008,N/A,16.731404,16.731404,0.00000000,4.065400,43.54
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,03-Jan-2008,N/A,16.435792,16.435792,0.00000000,4.060183,44.03
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,03-Jan-2008,N/A,16.157300,16.157300,0.00000000,4.053426,44.52
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,03-Jan-2008,N/A,15.866589,15.866589,0.00000000,4.049187,45.01
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,03-Jan-2008,N/A,15.622709,15.622709,0.00000000,4.039180,45.50
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,03-Jan-2008,N/A,15.339114,15.339114,0.00000000,4.035538,46.00
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,03-Jan-2008,N/A,15.099176,15.099176,0.00000000,4.026479,46.49
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,03-Jan-2008,N/A,15.042745,15.042745,0.00000000,3.992023,46.99
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,03-Jan-2008,N/A,14.843838,14.843838,0.00000000,4.020355,46.98
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,03-Jan-2008,N/A,100.990000,101.315137,0.32513700,4.201699,20.45
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-2008,04-Jan-2008,N/A,99.247864,99.247864,0.00000000,4.633053,0.16
5% Treasury Stock 2008,GB0031734154,07-Mar-2008,04-Jan-2008,N/A,100.000000,101.675824,1.67582400,4.958229,0.16
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-2008,04-Jan-2008,N/A,99.231538,99.231538,0.00000000,4.735194,0.16
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,04-Jan-2008,N/A,98.091152,98.091152,0.00000000,4.695000,0.41
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,04-Jan-2008,N/A,97.063414,97.063414,0.00000000,4.533791,0.65
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,04-Jan-2008,N/A,100.450000,102.248077,1.79807700,4.801283,0.64
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,04-Jan-2008,N/A,103.120000,105.234754,2.11475400,4.780321,0.73
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,04-Jan-2008,N/A,96.055056,96.055056,0.00000000,4.446013,0.90
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,04-Jan-2008,N/A,95.117213,95.117213,0.00000000,4.344130,1.14
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,04-Jan-2008,N/A,99.610000,100.950659,1.34065900,4.342744,1.11
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,04-Jan-2008,N/A,95.131117,95.131117,0.00000000,4.331310,1.14
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,04-Jan-2008,N/A,94.148472,94.148472,0.00000000,4.306080,1.39
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,04-Jan-2008,N/A,93.188577,93.188577,0.00000000,4.282565,1.63
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,04-Jan-2008,N/A,105.950000,108.235714,2.28571400,4.353943,1.57
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,04-Jan-2008,N/A,92.250406,92.250406,0.00000000,4.256188,1.88
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,04-Jan-2008,N/A,102.720000,103.207022,0.48702200,4.253846,1.80
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,04-Jan-2008,N/A,92.219463,92.219463,0.00000000,4.274077,1.88
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,04-Jan-2008,N/A,91.266101,91.266101,0.00000000,4.266474,2.12
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,04-Jan-2008,N/A,90.355760,90.355760,0.00000000,4.243260,2.37
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,04-Jan-2008,N/A,101.170000,101.572322,0.40232200,4.233758,2.26
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,04-Jan-2008,N/A,90.292267,90.292267,0.00000000,4.272984,2.36
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,04-Jan-2008,N/A,89.338258,89.338258,0.00000000,4.275733,2.61
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,04-Jan-2008,N/A,105.480000,106.218324,0.73832400,4.208712,2.62
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,04-Jan-2008,N/A,88.407892,88.407892,0.00000000,4.271256,2.85
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,04-Jan-2008,N/A,87.390013,87.390013,0.00000000,4.304634,3.10
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,04-Jan-2008,N/A,99.810000,101.234451,1.42445100,4.313157,2.89
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,04-Jan-2008,N/A,87.427854,87.427854,0.00000000,4.290661,3.10
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,04-Jan-2008,N/A,86.506977,86.506977,0.00000000,4.289342,3.34
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,04-Jan-2008,N/A,115.090000,114.967717,-0.12228300,4.324901,3.06
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,04-Jan-2008,N/A,85.587664,85.587664,0.00000000,4.291953,3.59
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,04-Jan-2008,N/A,84.692185,84.692185,0.00000000,4.288866,3.83
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,04-Jan-2008,N/A,112.020000,115.494864,3.47486400,4.472348,3.40
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,04-Jan-2008,N/A,83.757021,83.757021,0.00000000,4.301479,4.08
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,04-Jan-2008,N/A,83.796585,83.796585,0.00000000,4.289897,4.08
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,04-Jan-2008,N/A,102.690000,104.365824,1.67582400,4.286320,3.68
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,04-Jan-2008,N/A,82.697302,82.697302,0.00000000,4.349457,4.32
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,04-Jan-2008,N/A,103.590000,104.034672,0.44467200,4.346630,3.91
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,04-Jan-2008,N/A,82.797475,82.797475,0.00000000,4.321445,4.32
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,04-Jan-2008,N/A,118.790000,122.556304,3.76630400,4.422555,3.72
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,04-Jan-2008,N/A,81.875649,81.875649,0.00000000,4.332993,4.57
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,04-Jan-2008,N/A,80.950504,80.950504,0.00000000,4.346025,4.81
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,04-Jan-2008,N/A,80.039101,80.039101,0.00000000,4.357775,5.05
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,04-Jan-2008,N/A,79.151889,79.151889,0.00000000,4.364362,5.30
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,04-Jan-2008,N/A,78.290837,78.290837,0.00000000,4.367332,5.54
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,04-Jan-2008,N/A,117.910000,120.151758,2.24175800,4.419859,4.60
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,04-Jan-2008,N/A,77.374542,77.374542,0.00000000,4.383775,5.79
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,04-Jan-2008,N/A,138.930000,139.782459,0.85245900,4.454698,4.53
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,04-Jan-2008,N/A,76.516313,76.516313,0.00000000,4.389294,6.03
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,04-Jan-2008,N/A,75.651514,75.651514,0.00000000,4.397128,6.28
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,04-Jan-2008,N/A,74.819097,74.819097,0.00000000,4.400361,6.52
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,04-Jan-2008,N/A,103.390000,105.065824,1.67582400,4.406424,5.55
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,04-Jan-2008,N/A,74.815967,74.815967,0.00000000,4.401002,6.52
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,04-Jan-2008,N/A,74.001238,74.001238,0.00000000,4.401683,6.77
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,04-Jan-2008,N/A,73.170896,73.170896,0.00000000,4.407666,7.01
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,04-Jan-2008,N/A,72.377051,72.377051,0.00000000,4.407510,7.26
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,04-Jan-2008,N/A,71.614933,71.614933,0.00000000,4.403601,7.50
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,04-Jan-2008,N/A,102.260000,103.852033,1.59203300,4.398568,6.29
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,04-Jan-2008,N/A,71.598479,71.598479,0.00000000,4.406665,7.50
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,04-Jan-2008,N/A,123.320000,123.997596,0.67759600,4.468707,6.06
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,04-Jan-2008,N/A,70.633096,70.633096,0.00000000,4.440984,7.74
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,04-Jan-2008,N/A,70.459304,70.459304,0.00000000,4.472801,7.74
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,04-Jan-2008,N/A,69.855264,69.855264,0.00000000,4.442397,7.99
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,04-Jan-2008,N/A,69.148782,69.148782,0.00000000,4.432195,8.23
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,04-Jan-2008,N/A,68.597740,68.597740,0.00000000,4.397536,8.48
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,04-Jan-2008,N/A,97.150000,98.490659,1.34065900,4.398452,7.13
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,04-Jan-2008,N/A,68.423399,68.423399,0.00000000,4.427553,8.48
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,04-Jan-2008,N/A,67.669790,67.669790,0.00000000,4.428774,8.72
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,04-Jan-2008,N/A,66.895595,66.895595,0.00000000,4.435198,8.97
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,04-Jan-2008,N/A,66.147852,66.147852,0.00000000,4.437949,9.21
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,04-Jan-2008,N/A,133.230000,136.439918,3.20991800,4.466313,6.82
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,04-Jan-2008,N/A,65.425264,65.425264,0.00000000,4.438275,9.46
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,04-Jan-2008,N/A,64.681054,64.681054,0.00000000,4.442866,9.70
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,04-Jan-2008,N/A,64.234242,64.234242,0.00000000,4.402310,9.95
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,04-Jan-2008,N/A,104.850000,106.525824,1.67582400,4.402286,7.85
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,04-Jan-2008,N/A,63.974261,63.974261,0.00000000,4.443091,9.94
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,04-Jan-2008,N/A,63.284413,63.284413,0.00000000,4.441473,10.19
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,04-Jan-2008,N/A,62.591548,62.591548,0.00000000,4.441925,10.43
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,04-Jan-2008,N/A,61.899016,61.899016,0.00000000,4.443069,10.68
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,04-Jan-2008,N/A,61.230981,61.230981,0.00000000,4.442020,10.92
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,04-Jan-2008,N/A,60.553047,60.553047,0.00000000,4.443180,11.17
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,04-Jan-2008,N/A,59.883493,59.883493,0.00000000,4.444520,11.41
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,04-Jan-2008,N/A,59.199360,59.199360,0.00000000,4.448639,11.66
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,04-Jan-2008,N/A,58.736367,58.736367,0.00000000,4.422359,11.90
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,04-Jan-2008,N/A,103.060000,104.652033,1.59203300,4.421451,9.08
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,04-Jan-2008,N/A,58.561358,58.561358,0.00000000,4.447432,11.90
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,04-Jan-2008,N/A,57.877828,57.877828,0.00000000,4.453389,12.14
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,04-Jan-2008,N/A,57.167150,57.167150,0.00000000,4.464400,12.39
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,04-Jan-2008,N/A,56.419438,56.419438,0.00000000,4.481078,12.63
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,04-Jan-2008,N/A,55.729384,55.729384,0.00000000,4.490769,12.88
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,04-Jan-2008,N/A,135.220000,135.897596,0.67759600,4.478437,8.96
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,04-Jan-2008,N/A,55.190157,55.190157,0.00000000,4.480095,13.12
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,04-Jan-2008,N/A,55.094537,55.094537,0.00000000,4.493311,13.12
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,04-Jan-2008,N/A,54.648893,54.648893,0.00000000,4.471114,13.37
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,04-Jan-2008,N/A,54.122699,54.122699,0.00000000,4.460829,13.61
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,04-Jan-2008,N/A,53.367654,53.367654,0.00000000,4.482770,13.85
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,04-Jan-2008,N/A,52.828173,52.828173,0.00000000,4.476077,14.10
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,04-Jan-2008,N/A,52.296069,52.296069,0.00000000,4.469644,14.34
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,04-Jan-2008,N/A,51.805672,51.805672,0.00000000,4.458334,14.59
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,04-Jan-2008,N/A,51.270975,51.270975,0.00000000,4.454100,14.83
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,04-Jan-2008,N/A,50.742833,50.742833,0.00000000,4.449596,15.08
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,04-Jan-2008,N/A,50.230684,50.230684,0.00000000,4.444133,15.32
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,04-Jan-2008,N/A,49.736600,49.736600,0.00000000,4.436912,15.57
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,04-Jan-2008,N/A,49.248999,49.248999,0.00000000,4.429966,15.81
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,04-Jan-2008,N/A,48.736232,48.736232,0.00000000,4.426802,16.06
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,04-Jan-2008,N/A,48.303774,48.303774,0.00000000,4.414456,16.30
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,04-Jan-2008,N/A,47.778242,47.778242,0.00000000,4.414474,16.55
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,04-Jan-2008,N/A,47.278234,47.278234,0.00000000,4.412238,16.79
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,04-Jan-2008,N/A,47.337896,47.337896,0.00000000,4.404729,16.79
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,04-Jan-2008,N/A,107.050000,108.725824,1.67582400,4.409605,11.49
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,04-Jan-2008,N/A,46.763891,46.763891,0.00000000,4.412283,17.04
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,04-Jan-2008,N/A,46.285876,46.285876,0.00000000,4.408719,17.28
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,04-Jan-2008,N/A,45.798517,45.798517,0.00000000,4.406795,17.53
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,04-Jan-2008,N/A,45.328335,45.328335,0.00000000,4.403657,17.77
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,04-Jan-2008,N/A,44.846537,44.846537,0.00000000,4.402414,18.02
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,04-Jan-2008,N/A,44.393852,44.393852,0.00000000,4.398466,18.26
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,04-Jan-2008,N/A,43.926333,43.926333,0.00000000,4.396790,18.51
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,04-Jan-2008,N/A,43.519108,43.519108,0.00000000,4.388585,18.75
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,04-Jan-2008,N/A,43.046896,43.046896,0.00000000,4.388779,19.00
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,04-Jan-2008,N/A,42.652284,42.652284,0.00000000,4.380341,19.24
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,04-Jan-2008,N/A,42.302184,42.302184,0.00000000,4.366945,19.49
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,04-Jan-2008,N/A,98.020000,98.379973,0.35997300,4.400040,13.22
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,04-Jan-2008,N/A,42.180314,42.180314,0.00000000,4.381749,19.49
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,04-Jan-2008,N/A,41.739488,41.739488,0.00000000,4.380178,19.73
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,04-Jan-2008,N/A,41.322974,41.322974,0.00000000,4.376056,19.98
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,04-Jan-2008,N/A,40.841050,40.841050,0.00000000,4.380650,20.22
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,04-Jan-2008,N/A,40.524498,40.524498,0.00000000,4.365638,20.47
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,04-Jan-2008,N/A,40.465498,40.465498,0.00000000,4.372756,20.47
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,04-Jan-2008,N/A,121.590000,122.098197,0.50819700,4.408775,12.70
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,04-Jan-2008,N/A,40.133368,40.133368,0.00000000,4.360434,20.71
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,04-Jan-2008,N/A,39.701227,39.701227,0.00000000,4.360538,20.96
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,04-Jan-2008,N/A,39.354216,39.354216,0.00000000,4.351176,21.20
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,04-Jan-2008,N/A,38.989875,38.989875,0.00000000,4.344275,21.45
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,04-Jan-2008,N/A,38.641716,38.641716,0.00000000,4.336186,21.69
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,04-Jan-2008,N/A,38.306582,38.306582,0.00000000,4.326916,21.94
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,04-Jan-2008,N/A,37.969206,37.969206,0.00000000,4.318641,22.19
4¾% Treasury Gilt 2030 WI,GB00B29WH097,07-Dec-2030,04-Jan-2008,N/A,105.130000,105.558279,0.42827900,4.392312,14.07
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,04-Jan-2008,N/A,105.130000,105.532322,0.40232200,4.392373,14.07
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,04-Jan-2008,N/A,37.606168,37.606168,0.00000000,4.313763,22.43
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,04-Jan-2008,N/A,37.287731,37.287731,0.00000000,4.304299,22.68
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,04-Jan-2008,N/A,36.945106,36.945106,0.00000000,4.298037,22.92
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,04-Jan-2008,N/A,36.603188,36.603188,0.00000000,4.292367,23.17
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,04-Jan-2008,N/A,36.268606,36.268606,0.00000000,4.286156,23.41
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,04-Jan-2008,N/A,35.942877,35.942877,0.00000000,4.279558,23.66
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,04-Jan-2008,N/A,35.641230,35.641230,0.00000000,4.270447,23.90
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,04-Jan-2008,N/A,35.727535,35.727535,0.00000000,4.260330,23.91
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,04-Jan-2008,N/A,98.840000,99.199973,0.35997300,4.327203,14.99
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,04-Jan-2008,N/A,35.317761,35.317761,0.00000000,4.264538,24.15
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,04-Jan-2008,N/A,34.995369,34.995369,0.00000000,4.258805,24.40
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,04-Jan-2008,N/A,34.672999,34.672999,0.00000000,4.253687,24.64
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,04-Jan-2008,N/A,34.346818,34.346818,0.00000000,4.249305,24.89
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,04-Jan-2008,N/A,34.033471,34.033471,0.00000000,4.244023,25.13
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,04-Jan-2008,N/A,33.720666,33.720666,0.00000000,4.238959,25.38
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,04-Jan-2008,N/A,33.432332,33.432332,0.00000000,4.231623,25.62
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,04-Jan-2008,N/A,33.114862,33.114862,0.00000000,4.227963,25.87
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,04-Jan-2008,N/A,32.780957,32.780957,0.00000000,4.226791,26.11
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,04-Jan-2008,N/A,32.510201,32.510201,0.00000000,4.218511,26.36
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,04-Jan-2008,N/A,32.285197,32.285197,0.00000000,4.205461,26.61
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,04-Jan-2008,N/A,31.982664,31.982664,0.00000000,4.201702,26.85
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,04-Jan-2008,N/A,31.656254,31.656254,0.00000000,4.201267,27.10
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,04-Jan-2008,N/A,31.397718,31.397718,0.00000000,4.193173,27.34
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,04-Jan-2008,N/A,31.085216,31.085216,0.00000000,4.191895,27.59
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,04-Jan-2008,N/A,31.214253,31.214253,0.00000000,4.176880,27.59
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,04-Jan-2008,N/A,99.620000,101.044451,1.42445100,4.273024,16.08
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,04-Jan-2008,N/A,30.843030,30.843030,0.00000000,4.182665,27.83
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,04-Jan-2008,N/A,30.265519,30.265519,0.00000000,4.176324,28.32
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,04-Jan-2008,N/A,29.691759,29.691759,0.00000000,4.171024,28.81
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,04-Jan-2008,N/A,29.151246,29.151246,0.00000000,4.163282,29.31
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,04-Jan-2008,N/A,28.600635,28.600635,0.00000000,4.158134,29.80
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,04-Jan-2008,N/A,28.088993,28.088993,0.00000000,4.149792,30.29
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,04-Jan-2008,N/A,28.129019,28.129019,0.00000000,4.145091,30.29
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,04-Jan-2008,N/A,108.370000,108.772322,0.40232200,4.260219,16.66
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,04-Jan-2008,N/A,27.505855,27.505855,0.00000000,4.151229,30.78
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,04-Jan-2008,N/A,26.980902,26.980902,0.00000000,4.147154,31.27
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,04-Jan-2008,N/A,26.437357,26.437357,0.00000000,4.146611,31.76
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,04-Jan-2008,N/A,25.933707,25.933707,0.00000000,4.142622,32.25
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,04-Jan-2008,N/A,25.368726,25.368726,0.00000000,4.147280,32.74
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,04-Jan-2008,N/A,24.862147,24.862147,0.00000000,4.146215,33.23
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,04-Jan-2008,N/A,24.356759,24.356759,0.00000000,4.146269,33.72
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,04-Jan-2008,N/A,23.897957,23.897957,0.00000000,4.141875,34.21
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,04-Jan-2008,N/A,104.560000,104.941148,0.38114800,4.248093,17.84
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,04-Jan-2008,N/A,23.964092,23.964092,0.00000000,4.133796,34.21
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,04-Jan-2008,N/A,23.506431,23.506431,0.00000000,4.130407,34.70
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,04-Jan-2008,N/A,23.089318,23.089318,0.00000000,4.123196,35.19
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,04-Jan-2008,N/A,22.646971,22.646971,0.00000000,4.120218,35.68
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,04-Jan-2008,N/A,22.207000,22.207000,0.00000000,4.118081,36.17
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,04-Jan-2008,N/A,21.758087,21.758087,0.00000000,4.118192,36.66
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,04-Jan-2008,N/A,21.335085,21.335085,0.00000000,4.116175,37.15
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,04-Jan-2008,N/A,20.898581,20.898581,0.00000000,4.116971,37.64
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,04-Jan-2008,N/A,20.589461,20.589461,0.00000000,4.102616,38.13
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,04-Jan-2008,N/A,100.320000,100.679973,0.35997300,4.232990,18.91
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,04-Jan-2008,N/A,20.469702,20.469702,0.00000000,4.117914,38.13
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,04-Jan-2008,N/A,20.121445,20.121445,0.00000000,4.109575,38.62
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,04-Jan-2008,N/A,19.664437,19.664437,0.00000000,4.116311,39.11
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,04-Jan-2008,N/A,19.303749,19.303749,0.00000000,4.111614,39.60
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,04-Jan-2008,N/A,18.987773,18.987773,0.00000000,4.102022,40.09
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,04-Jan-2008,N/A,18.645205,18.645205,0.00000000,4.096857,40.58
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,04-Jan-2008,N/A,18.309648,18.309648,0.00000000,4.091704,41.07
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,04-Jan-2008,N/A,17.981095,17.981095,0.00000000,4.086544,41.57
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,04-Jan-2008,N/A,17.680623,17.680623,0.00000000,4.078519,42.06
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,04-Jan-2008,N/A,17.397133,17.397133,0.00000000,4.069062,42.55
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,04-Jan-2008,N/A,17.134945,17.134945,0.00000000,4.057549,43.04
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,04-Jan-2008,N/A,16.842182,16.842182,0.00000000,4.050999,43.53
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,04-Jan-2008,N/A,16.548918,16.548918,0.00000000,4.045350,44.02
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,04-Jan-2008,N/A,16.269983,16.269983,0.00000000,4.038552,44.52
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,04-Jan-2008,N/A,15.976907,15.976907,0.00000000,4.034522,45.01
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,04-Jan-2008,N/A,15.713771,15.713771,0.00000000,4.027126,45.50
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,04-Jan-2008,N/A,15.442920,15.442920,0.00000000,4.021584,45.99
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,04-Jan-2008,N/A,15.206373,15.206373,0.00000000,4.011962,46.48
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,04-Jan-2008,N/A,15.146791,15.146791,0.00000000,3.978041,46.98
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,04-Jan-2008,N/A,14.931975,14.931975,0.00000000,4.008446,46.97
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,04-Jan-2008,N/A,101.500000,101.859973,0.35997300,4.177167,20.50
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-2008,07-Jan-2008,N/A,99.207927,99.207927,0.00000000,4.966814,0.16
5% Treasury Stock 2008,GB0031734154,07-Mar-2008,07-Jan-2008,N/A,99.990000,101.679560,1.68956000,5.020077,0.16
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-2008,07-Jan-2008,N/A,99.217178,99.217178,0.00000000,4.907867,0.16
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,07-Jan-2008,N/A,98.094006,98.094006,0.00000000,4.719238,0.40
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,07-Jan-2008,N/A,97.045512,97.045512,0.00000000,4.581312,0.65
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,07-Jan-2008,N/A,100.430000,102.243187,1.81318700,4.829056,0.64
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,07-Jan-2008,N/A,103.070000,105.209344,2.13934400,4.831518,0.72
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,07-Jan-2008,N/A,96.029367,96.029367,0.00000000,4.489438,0.89
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,07-Jan-2008,N/A,95.113393,95.113393,0.00000000,4.358042,1.14
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,07-Jan-2008,N/A,99.610000,100.961648,1.35164800,4.343572,1.11
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,07-Jan-2008,N/A,95.120254,95.120254,0.00000000,4.351700,1.14
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,07-Jan-2008,N/A,94.138450,94.138450,0.00000000,4.322197,1.38
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,07-Jan-2008,N/A,93.199785,93.199785,0.00000000,4.282328,1.63
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,07-Jan-2008,N/A,105.930000,108.237692,2.30769200,4.360320,1.57
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,07-Jan-2008,N/A,92.260127,92.260127,0.00000000,4.256706,1.87
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,07-Jan-2008,N/A,102.720000,103.222732,0.50273200,4.251771,1.79
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,07-Jan-2008,N/A,92.227717,92.227717,0.00000000,4.275468,1.87
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,07-Jan-2008,N/A,91.252257,91.252257,0.00000000,4.279119,2.12
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,07-Jan-2008,N/A,90.365980,90.365980,0.00000000,4.243329,2.36
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,07-Jan-2008,N/A,101.170000,101.585301,0.41530100,4.233167,2.25
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,07-Jan-2008,N/A,90.301340,90.301340,0.00000000,4.273620,2.36
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,07-Jan-2008,N/A,89.336197,89.336197,0.00000000,4.281078,2.61
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,07-Jan-2008,N/A,105.490000,106.245495,0.75549500,4.203302,2.61
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,07-Jan-2008,N/A,88.381572,88.381572,0.00000000,4.285747,2.85
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,07-Jan-2008,N/A,87.393012,87.393012,0.00000000,4.307305,3.10
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,07-Jan-2008,N/A,99.820000,101.256126,1.43612600,4.309804,2.89
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,07-Jan-2008,N/A,87.425076,87.425076,0.00000000,4.295455,3.10
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,07-Jan-2008,N/A,86.509466,86.509466,0.00000000,4.291952,3.34
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,07-Jan-2008,N/A,115.100000,115.002174,-0.09782600,4.318901,3.06
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,07-Jan-2008,N/A,85.596638,85.596638,0.00000000,4.292282,3.59
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,07-Jan-2008,N/A,84.688399,84.688399,0.00000000,4.293060,3.83
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,07-Jan-2008,N/A,112.040000,115.535924,3.49592400,4.465429,3.40
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,07-Jan-2008,N/A,83.765643,83.765643,0.00000000,4.301822,4.07
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,07-Jan-2008,N/A,83.810609,83.810609,0.00000000,4.288651,4.07
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,07-Jan-2008,N/A,102.720000,104.409560,1.68956000,4.278090,3.68
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,07-Jan-2008,N/A,82.758102,82.758102,0.00000000,4.335162,4.32
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,07-Jan-2008,N/A,103.660000,104.119016,0.45901600,4.328878,3.90
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,07-Jan-2008,N/A,82.805160,82.805160,0.00000000,4.322001,4.32
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,07-Jan-2008,N/A,118.810000,122.600761,3.79076100,4.416000,3.72
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,07-Jan-2008,N/A,81.885694,81.885694,0.00000000,4.332885,4.56
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,07-Jan-2008,N/A,80.950118,80.950118,0.00000000,4.348567,4.81
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,07-Jan-2008,N/A,80.045581,80.045581,0.00000000,4.358517,5.05
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,07-Jan-2008,N/A,79.149431,79.149431,0.00000000,4.367176,5.30
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,07-Jan-2008,N/A,78.288762,78.288762,0.00000000,4.369952,5.54
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,07-Jan-2008,N/A,117.910000,120.173736,2.26373600,4.418494,4.60
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,07-Jan-2008,N/A,77.367610,77.367610,0.00000000,4.387371,5.79
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,07-Jan-2008,N/A,138.920000,139.805246,0.88524600,4.453758,4.53
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,07-Jan-2008,N/A,76.505012,76.505012,0.00000000,4.393722,6.03
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,07-Jan-2008,N/A,75.639134,75.639134,0.00000000,4.401630,6.27
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,07-Jan-2008,N/A,74.807190,74.807190,0.00000000,4.404637,6.52
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,07-Jan-2008,N/A,103.400000,105.089560,1.68956000,4.404512,5.55
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,07-Jan-2008,N/A,74.780649,74.780649,0.00000000,4.410080,6.52
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,07-Jan-2008,N/A,73.981203,73.981203,0.00000000,4.407445,6.76
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,07-Jan-2008,N/A,73.152240,73.152240,0.00000000,4.413014,7.01
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,07-Jan-2008,N/A,72.353659,72.353659,0.00000000,4.413610,7.25
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,07-Jan-2008,N/A,71.605299,71.605299,0.00000000,4.406992,7.50
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,07-Jan-2008,N/A,102.250000,103.855082,1.60508200,4.400002,6.29
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,07-Jan-2008,N/A,71.584073,71.584073,0.00000000,4.410947,7.50
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,07-Jan-2008,N/A,123.300000,123.999454,0.69945400,4.470453,6.06
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,07-Jan-2008,N/A,70.611270,70.611270,0.00000000,4.446527,7.74
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,07-Jan-2008,N/A,70.426987,70.426987,0.00000000,4.480291,7.74
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,07-Jan-2008,N/A,69.829287,69.829287,0.00000000,4.448567,7.98
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,07-Jan-2008,N/A,69.120275,69.120275,0.00000000,4.438660,8.23
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,07-Jan-2008,N/A,68.579296,68.579296,0.00000000,4.402119,8.48
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,07-Jan-2008,N/A,97.140000,98.491648,1.35164800,4.399988,7.13
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,07-Jan-2008,N/A,68.393931,68.393931,0.00000000,4.434056,8.47
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,07-Jan-2008,N/A,67.641318,67.641318,0.00000000,4.434973,8.72
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,07-Jan-2008,N/A,66.870689,66.870689,0.00000000,4.440697,8.96
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,07-Jan-2008,N/A,66.132511,66.132511,0.00000000,4.441771,9.21
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,07-Jan-2008,N/A,133.200000,136.433696,3.23369600,4.468745,6.81
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,07-Jan-2008,N/A,65.414211,65.414211,0.00000000,4.441338,9.45
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,07-Jan-2008,N/A,64.670943,64.670943,0.00000000,4.445717,9.70
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,07-Jan-2008,N/A,64.230638,64.230638,0.00000000,4.404078,9.94
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,07-Jan-2008,N/A,104.830000,106.519560,1.68956000,4.404560,7.85
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,07-Jan-2008,N/A,63.964707,63.964707,0.00000000,4.445808,9.94
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,07-Jan-2008,N/A,63.280626,63.280626,0.00000000,4.443239,10.19
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,07-Jan-2008,N/A,62.576369,62.576369,0.00000000,4.445407,10.43
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,07-Jan-2008,N/A,61.885225,61.885225,0.00000000,4.446281,10.68
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,07-Jan-2008,N/A,61.237733,61.237733,0.00000000,4.442115,10.92
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,07-Jan-2008,N/A,60.555845,60.555845,0.00000000,4.443841,11.16
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,07-Jan-2008,N/A,59.878913,59.878913,0.00000000,4.446249,11.41
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,07-Jan-2008,N/A,59.165473,59.165473,0.00000000,4.454584,11.65
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,07-Jan-2008,N/A,58.710805,58.710805,0.00000000,4.427027,11.90
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,07-Jan-2008,N/A,103.010000,104.615082,1.60508200,4.426663,9.08
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,07-Jan-2008,N/A,58.546399,58.546399,0.00000000,4.450595,11.90
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,07-Jan-2008,N/A,57.858271,57.858271,0.00000000,4.457164,12.14
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,07-Jan-2008,N/A,57.118583,57.118583,0.00000000,4.472242,12.39
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,07-Jan-2008,N/A,56.403051,56.403051,0.00000000,4.484337,12.63
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,07-Jan-2008,N/A,55.659523,55.659523,0.00000000,4.501461,12.87
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,07-Jan-2008,N/A,135.160000,135.859454,0.69945400,4.482923,8.95
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,07-Jan-2008,N/A,55.215290,55.215290,0.00000000,4.477548,13.12
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,07-Jan-2008,N/A,55.026180,55.026180,0.00000000,4.503701,13.12
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,07-Jan-2008,N/A,54.649471,54.649471,0.00000000,4.471944,13.36
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,07-Jan-2008,N/A,54.143521,54.143521,0.00000000,4.458889,13.61
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,07-Jan-2008,N/A,53.314660,53.314660,0.00000000,4.490821,13.85
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,07-Jan-2008,N/A,52.810077,52.810077,0.00000000,4.479365,14.10
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,07-Jan-2008,N/A,52.274720,52.274720,0.00000000,4.473338,14.34
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,07-Jan-2008,N/A,51.746808,51.746808,0.00000000,4.466954,14.59
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,07-Jan-2008,N/A,51.209468,51.209468,0.00000000,4.463009,14.83
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,07-Jan-2008,N/A,50.686874,50.686874,0.00000000,4.457712,15.08
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,07-Jan-2008,N/A,50.176339,50.176339,0.00000000,4.451986,15.32
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,07-Jan-2008,N/A,49.694500,49.694500,0.00000000,4.443122,15.57
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,07-Jan-2008,N/A,49.204651,49.204651,0.00000000,4.436425,15.81
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,07-Jan-2008,N/A,48.668910,48.668910,0.00000000,4.436156,16.06
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,07-Jan-2008,N/A,48.237821,48.237821,0.00000000,4.423573,16.30
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,07-Jan-2008,N/A,47.705252,47.705252,0.00000000,4.424434,16.55
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,07-Jan-2008,N/A,47.226725,47.226725,0.00000000,4.419444,16.79
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,07-Jan-2008,N/A,47.277655,47.277655,0.00000000,4.413025,16.79
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,07-Jan-2008,N/A,106.950000,108.639560,1.68956000,4.417561,11.48
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,07-Jan-2008,N/A,46.705196,46.705196,0.00000000,4.420355,17.04
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,07-Jan-2008,N/A,46.224142,46.224142,0.00000000,4.417135,17.28
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,07-Jan-2008,N/A,45.728264,45.728264,0.00000000,4.416234,17.53
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,07-Jan-2008,N/A,45.263119,45.263119,0.00000000,4.412433,17.77
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,07-Jan-2008,N/A,44.778033,44.778033,0.00000000,4.411560,18.02
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,07-Jan-2008,N/A,44.324455,44.324455,0.00000000,4.407688,18.26
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,07-Jan-2008,N/A,43.852388,43.852388,0.00000000,4.406537,18.50
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,07-Jan-2008,N/A,43.412676,43.412676,0.00000000,4.402280,18.75
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,07-Jan-2008,N/A,42.951062,42.951062,0.00000000,4.401137,18.99
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,07-Jan-2008,N/A,42.604242,42.604242,0.00000000,4.386817,19.24
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,07-Jan-2008,N/A,42.247574,42.247574,0.00000000,4.374180,19.49
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,07-Jan-2008,N/A,97.920000,98.291585,0.37158500,4.407742,13.21
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,07-Jan-2008,N/A,42.082605,42.082605,0.00000000,4.394259,19.48
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,07-Jan-2008,N/A,41.644437,41.644437,0.00000000,4.392337,19.73
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,07-Jan-2008,N/A,41.253474,41.253474,0.00000000,4.385075,19.97
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,07-Jan-2008,N/A,40.782507,40.782507,0.00000000,4.388333,20.22
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,07-Jan-2008,N/A,40.417702,40.417702,0.00000000,4.379109,20.46
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,07-Jan-2008,N/A,40.373685,40.373685,0.00000000,4.384434,20.46
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,07-Jan-2008,N/A,121.450000,121.974590,0.52459000,4.417694,12.69
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,07-Jan-2008,N/A,40.053064,40.053064,0.00000000,4.370677,20.71
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,07-Jan-2008,N/A,39.597473,39.597473,0.00000000,4.373589,20.95
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,07-Jan-2008,N/A,39.257554,39.257554,0.00000000,4.363334,21.20
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,07-Jan-2008,N/A,38.897402,38.897402,0.00000000,4.355894,21.45
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,07-Jan-2008,N/A,38.554389,38.554389,0.00000000,4.347160,21.69
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,07-Jan-2008,N/A,38.228826,38.228826,0.00000000,4.336711,21.94
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,07-Jan-2008,N/A,37.875494,37.875494,0.00000000,4.330310,22.18
4¾% Treasury Gilt 2030 WI,GB00B29WH097,07-Dec-2030,07-Jan-2008,N/A,105.040000,105.468279,0.42827900,4.398377,14.06
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,07-Jan-2008,N/A,105.040000,105.455301,0.41530100,4.398407,14.06
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,07-Jan-2008,N/A,37.506794,37.506794,0.00000000,4.326081,22.43
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,07-Jan-2008,N/A,37.177266,37.177266,0.00000000,4.317900,22.67
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,07-Jan-2008,N/A,36.842421,36.842421,0.00000000,4.310688,22.92
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,07-Jan-2008,N/A,36.500787,36.500787,0.00000000,4.304965,23.16
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,07-Jan-2008,N/A,36.166878,36.166878,0.00000000,4.298649,23.41
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,07-Jan-2008,N/A,35.850258,35.850258,0.00000000,4.290957,23.65
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,07-Jan-2008,N/A,35.529053,35.529053,0.00000000,4.284119,23.90
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,07-Jan-2008,N/A,35.626287,35.626287,0.00000000,4.272685,23.90
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,07-Jan-2008,N/A,98.670000,99.041585,0.37158500,4.338651,14.98
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,07-Jan-2008,N/A,35.204786,35.204786,0.00000000,4.278287,24.15
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,07-Jan-2008,N/A,34.879209,34.879209,0.00000000,4.272908,24.39
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,07-Jan-2008,N/A,34.561683,34.561683,0.00000000,4.267208,24.64
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,07-Jan-2008,N/A,34.211067,34.211067,0.00000000,4.265682,24.88
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,07-Jan-2008,N/A,33.924557,33.924557,0.00000000,4.257238,25.13
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,07-Jan-2008,N/A,33.602447,33.602447,0.00000000,4.253252,25.37
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,07-Jan-2008,N/A,33.312929,33.312929,0.00000000,4.246038,25.62
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,07-Jan-2008,N/A,32.979043,32.979043,0.00000000,4.244294,25.86
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,07-Jan-2008,N/A,32.658698,32.658698,0.00000000,4.241543,26.11
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,07-Jan-2008,N/A,32.366320,32.366320,0.00000000,4.235774,26.35
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,07-Jan-2008,N/A,32.157145,32.157145,0.00000000,4.220830,26.60
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,07-Jan-2008,N/A,31.857470,31.857470,0.00000000,4.216734,26.85
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,07-Jan-2008,N/A,31.522649,31.522649,0.00000000,4.217300,27.09
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,07-Jan-2008,N/A,31.258914,31.258914,0.00000000,4.209794,27.34
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,07-Jan-2008,N/A,30.957061,30.957061,0.00000000,4.207286,27.58
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,07-Jan-2008,N/A,31.104694,31.104694,0.00000000,4.190038,27.58
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,07-Jan-2008,N/A,99.410000,100.846126,1.43612600,4.285972,16.06
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,07-Jan-2008,N/A,30.694086,30.694086,0.00000000,4.200466,27.83
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,07-Jan-2008,N/A,30.108283,30.108283,0.00000000,4.195115,28.32
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,07-Jan-2008,N/A,29.535034,29.535034,0.00000000,4.189785,28.81
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,07-Jan-2008,N/A,28.994053,28.994053,0.00000000,4.182119,29.30
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,07-Jan-2008,N/A,28.457140,28.457140,0.00000000,4.175394,29.79
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,07-Jan-2008,N/A,27.936172,27.936172,0.00000000,4.168178,30.28
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,07-Jan-2008,N/A,28.009291,28.009291,0.00000000,4.159546,30.28
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,07-Jan-2008,N/A,108.090000,108.505301,0.41530100,4.275679,16.63
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,07-Jan-2008,N/A,27.360397,27.360397,0.00000000,4.168825,30.77
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,07-Jan-2008,N/A,26.848757,26.848757,0.00000000,4.163218,31.26
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,07-Jan-2008,N/A,26.291511,26.291511,0.00000000,4.164386,31.75
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,07-Jan-2008,N/A,25.758827,25.758827,0.00000000,4.163954,32.24
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,07-Jan-2008,N/A,25.223174,25.223174,0.00000000,4.165201,32.73
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,07-Jan-2008,N/A,24.721868,24.721868,0.00000000,4.163584,33.22
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,07-Jan-2008,N/A,24.232416,24.232416,0.00000000,4.161783,33.71
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,07-Jan-2008,N/A,23.717033,23.717033,0.00000000,4.164422,34.20
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,07-Jan-2008,N/A,104.240000,104.633443,0.39344300,4.265211,17.81
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,07-Jan-2008,N/A,23.791557,23.791557,0.00000000,4.155249,34.20
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,07-Jan-2008,N/A,23.321782,23.321782,0.00000000,4.153460,34.69
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,07-Jan-2008,N/A,22.918490,22.918490,0.00000000,4.144618,35.18
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,07-Jan-2008,N/A,22.434090,22.434090,0.00000000,4.147004,35.67
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,07-Jan-2008,N/A,21.991184,21.991184,0.00000000,4.145392,36.16
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,07-Jan-2008,N/A,21.572025,21.572025,0.00000000,4.141925,36.65
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,07-Jan-2008,N/A,21.149096,21.149096,0.00000000,4.140046,37.14
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,07-Jan-2008,N/A,20.737883,20.737883,0.00000000,4.137777,37.63
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,07-Jan-2008,N/A,20.460372,20.460372,0.00000000,4.119402,38.13
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,07-Jan-2008,N/A,99.970000,100.341585,0.37158500,4.251414,18.88
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,07-Jan-2008,N/A,20.294485,20.294485,0.00000000,4.140755,38.12
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,07-Jan-2008,N/A,19.944829,19.944829,0.00000000,4.132693,38.61
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,07-Jan-2008,N/A,19.552465,19.552465,0.00000000,4.131198,39.10
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,07-Jan-2008,N/A,19.192790,19.192790,0.00000000,4.126453,39.60
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,07-Jan-2008,N/A,18.875698,18.875698,0.00000000,4.117066,40.09
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,07-Jan-2008,N/A,18.531180,18.531180,0.00000000,4.112246,40.58
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,07-Jan-2008,N/A,18.205581,18.205581,0.00000000,4.105852,41.07
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,07-Jan-2008,N/A,17.883852,17.883852,0.00000000,4.099857,41.56
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,07-Jan-2008,N/A,17.573045,17.573045,0.00000000,4.093294,42.05
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,07-Jan-2008,N/A,17.276257,17.276257,0.00000000,4.085709,42.54
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,07-Jan-2008,N/A,16.993068,16.993068,0.00000000,4.077123,43.04
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,07-Jan-2008,N/A,16.704603,16.704603,0.00000000,4.070094,43.53
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,07-Jan-2008,N/A,16.410633,16.410633,0.00000000,4.064661,44.02
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,07-Jan-2008,N/A,16.123191,16.123191,0.00000000,4.059159,44.51
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,07-Jan-2008,N/A,15.829907,15.829907,0.00000000,4.055304,45.00
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,07-Jan-2008,N/A,15.556053,15.556053,0.00000000,4.049539,45.49
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,07-Jan-2008,N/A,15.292764,15.292764,0.00000000,4.043068,45.98
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,07-Jan-2008,N/A,15.048832,15.048832,0.00000000,4.034603,46.48
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,07-Jan-2008,N/A,14.974916,14.974916,0.00000000,4.002564,46.97
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,07-Jan-2008,N/A,14.820071,14.820071,0.00000000,4.024693,46.97
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,07-Jan-2008,N/A,101.050000,101.421585,0.37158500,4.198785,20.45
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-2008,08-Jan-2008,N/A,99.208271,99.208271,0.00000000,5.051291,0.16
5% Treasury Stock 2008,GB0031734154,07-Mar-2008,08-Jan-2008,N/A,99.990000,101.693297,1.70329700,5.020802,0.16
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-2008,08-Jan-2008,N/A,99.219565,99.219565,0.00000000,4.978058,0.16
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,08-Jan-2008,N/A,98.095918,98.095918,0.00000000,4.746202,0.40
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,08-Jan-2008,N/A,97.022349,97.022349,0.00000000,4.637659,0.64
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,08-Jan-2008,N/A,100.390000,102.218297,1.82829700,4.887698,0.64
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,08-Jan-2008,N/A,103.030000,105.193934,2.16393400,4.869928,0.72
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,08-Jan-2008,N/A,95.986082,95.986082,0.00000000,4.553745,0.89
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,08-Jan-2008,N/A,95.087955,95.087955,0.00000000,4.392059,1.13
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,08-Jan-2008,N/A,99.570000,100.932637,1.36263700,4.380233,1.11
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,08-Jan-2008,N/A,95.081438,95.081438,0.00000000,4.398101,1.13
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,08-Jan-2008,N/A,94.097969,94.097969,0.00000000,4.361834,1.38
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,08-Jan-2008,N/A,93.151637,93.151637,0.00000000,4.321306,1.62
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,08-Jan-2008,N/A,105.860000,108.189670,2.32967000,4.396221,1.57
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,08-Jan-2008,N/A,92.204907,92.204907,0.00000000,4.294879,1.87
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,08-Jan-2008,N/A,102.640000,103.158443,0.51844300,4.292985,1.79
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,08-Jan-2008,N/A,92.175564,92.175564,0.00000000,4.311903,1.87
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,08-Jan-2008,N/A,91.184852,91.184852,0.00000000,4.319577,2.11
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,08-Jan-2008,N/A,90.292619,90.292619,0.00000000,4.282611,2.36
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,08-Jan-2008,N/A,101.070000,101.498279,0.42827900,4.276355,2.25
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,08-Jan-2008,N/A,90.229027,90.229027,0.00000000,4.312475,2.36
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,08-Jan-2008,N/A,89.262620,89.262620,0.00000000,4.317196,2.60
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,08-Jan-2008,N/A,105.360000,106.132665,0.77266500,4.248393,2.61
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,08-Jan-2008,N/A,88.296973,88.296973,0.00000000,4.323434,2.85
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,08-Jan-2008,N/A,87.292878,87.292878,0.00000000,4.348164,3.09
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,08-Jan-2008,N/A,99.700000,101.147802,1.44780200,4.350959,2.89
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,08-Jan-2008,N/A,87.327786,87.327786,0.00000000,4.335234,3.09
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,08-Jan-2008,N/A,86.402963,86.402963,0.00000000,4.332333,3.34
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,08-Jan-2008,N/A,114.940000,114.866630,-0.07337000,4.361324,3.05
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,08-Jan-2008,N/A,85.484117,85.484117,0.00000000,4.332261,3.58
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,08-Jan-2008,N/A,84.570628,84.570628,0.00000000,4.332453,3.83
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,08-Jan-2008,N/A,111.880000,115.396984,3.51698400,4.504384,3.40
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,08-Jan-2008,N/A,83.643294,83.643294,0.00000000,4.340596,4.07
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,08-Jan-2008,N/A,83.689930,83.689930,0.00000000,4.326904,4.07
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,08-Jan-2008,N/A,102.570000,104.273297,1.70329700,4.316817,3.67
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,08-Jan-2008,N/A,82.628834,82.628834,0.00000000,4.374098,4.32
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,08-Jan-2008,N/A,103.510000,103.983361,0.47336100,4.365304,3.90
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,08-Jan-2008,N/A,82.680317,82.680317,0.00000000,4.359665,4.32
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,08-Jan-2008,N/A,118.630000,122.445217,3.81521700,4.453357,3.72
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,08-Jan-2008,N/A,81.755543,81.755543,0.00000000,4.370350,4.56
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,08-Jan-2008,N/A,80.811794,80.811794,0.00000000,4.386607,4.80
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,08-Jan-2008,N/A,79.896829,79.896829,0.00000000,4.397705,5.05
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,08-Jan-2008,N/A,78.992457,78.992457,0.00000000,4.406907,5.29
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,08-Jan-2008,N/A,78.122387,78.122387,0.00000000,4.410513,5.54
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,08-Jan-2008,N/A,117.700000,119.985714,2.28571400,4.455156,4.60
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,08-Jan-2008,N/A,77.191710,77.191710,0.00000000,4.428785,5.78
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,08-Jan-2008,N/A,138.670000,139.588033,0.91803300,4.490756,4.53
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,08-Jan-2008,N/A,76.326014,76.326014,0.00000000,4.434573,6.03
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,08-Jan-2008,N/A,75.460405,75.460405,0.00000000,4.441251,6.27
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,08-Jan-2008,N/A,74.634250,74.634250,0.00000000,4.441998,6.51
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,08-Jan-2008,N/A,103.170000,104.873297,1.70329700,4.443797,5.55
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,08-Jan-2008,N/A,74.608547,74.608547,0.00000000,4.447285,6.51
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,08-Jan-2008,N/A,73.799985,73.799985,0.00000000,4.445486,6.76
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,08-Jan-2008,N/A,72.957462,72.957462,0.00000000,4.452793,7.00
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,08-Jan-2008,N/A,72.155613,72.155613,0.00000000,4.453066,7.25
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,08-Jan-2008,N/A,71.394852,71.394852,0.00000000,4.447868,7.49
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,08-Jan-2008,N/A,101.980000,103.598132,1.61813200,4.441321,6.28
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,08-Jan-2008,N/A,71.353887,71.353887,0.00000000,4.455529,7.49
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,08-Jan-2008,N/A,122.980000,123.701311,0.72131100,4.512219,6.05
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,08-Jan-2008,N/A,70.375418,70.375418,0.00000000,4.491324,7.74
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,08-Jan-2008,N/A,70.198357,70.198357,0.00000000,4.523890,7.73
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,08-Jan-2008,N/A,69.604907,69.604907,0.00000000,4.490408,7.98
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,08-Jan-2008,N/A,68.892961,68.892961,0.00000000,4.480161,8.23
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,08-Jan-2008,N/A,68.348721,68.348721,0.00000000,4.443283,8.47
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,08-Jan-2008,N/A,96.840000,98.202637,1.36263700,4.442931,7.12
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,08-Jan-2008,N/A,68.170554,68.170554,0.00000000,4.474098,8.47
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,08-Jan-2008,N/A,67.417309,67.417309,0.00000000,4.474408,8.71
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,08-Jan-2008,N/A,66.645365,66.645365,0.00000000,4.479716,8.96
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,08-Jan-2008,N/A,65.898240,65.898240,0.00000000,4.481629,9.20
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,08-Jan-2008,N/A,132.860000,136.117473,3.25747300,4.504599,6.80
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,08-Jan-2008,N/A,65.157295,65.157295,0.00000000,4.484265,9.45
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,08-Jan-2008,N/A,64.424725,64.424725,0.00000000,4.486308,9.69
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,08-Jan-2008,N/A,63.870854,63.870854,0.00000000,4.461798,9.94
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,08-Jan-2008,N/A,104.470000,106.173297,1.70329700,4.447615,7.84
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,08-Jan-2008,N/A,63.742481,63.742481,0.00000000,4.482045,9.94
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,08-Jan-2008,N/A,63.077080,63.077080,0.00000000,4.476058,10.18
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,08-Jan-2008,N/A,62.296358,62.296358,0.00000000,4.489579,10.43
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,08-Jan-2008,N/A,61.619253,61.619253,0.00000000,4.487768,10.67
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,08-Jan-2008,N/A,60.993002,60.993002,0.00000000,4.479905,10.91
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,08-Jan-2008,N/A,60.268301,60.268301,0.00000000,4.487564,11.16
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,08-Jan-2008,N/A,59.585173,59.585173,0.00000000,4.490429,11.40
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,08-Jan-2008,N/A,58.900237,58.900237,0.00000000,4.494187,11.65
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,08-Jan-2008,N/A,58.450996,58.450996,0.00000000,4.465323,11.89
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,08-Jan-2008,N/A,102.600000,104.218132,1.61813200,4.469889,9.07
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,08-Jan-2008,N/A,58.244976,58.244976,0.00000000,4.495012,11.89
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,08-Jan-2008,N/A,57.545522,57.545522,0.00000000,4.502810,12.14
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,08-Jan-2008,N/A,56.809949,56.809949,0.00000000,4.516984,12.38
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,08-Jan-2008,N/A,56.099458,56.099458,0.00000000,4.528045,12.62
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,08-Jan-2008,N/A,55.372710,55.372710,0.00000000,4.542559,12.87
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,08-Jan-2008,N/A,134.610000,135.331311,0.72131100,4.527813,8.94
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,08-Jan-2008,N/A,54.959877,54.959877,0.00000000,4.513823,13.11
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,08-Jan-2008,N/A,54.714757,54.714757,0.00000000,4.547911,13.11
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,08-Jan-2008,N/A,54.378532,54.378532,0.00000000,4.510057,13.36
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,08-Jan-2008,N/A,53.805388,53.805388,0.00000000,4.505821,13.60
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,08-Jan-2008,N/A,52.999012,52.999012,0.00000000,4.534586,13.85
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,08-Jan-2008,N/A,52.475986,52.475986,0.00000000,4.525258,14.09
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,08-Jan-2008,N/A,51.936936,51.936936,0.00000000,4.519402,14.34
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,08-Jan-2008,N/A,51.423932,51.423932,0.00000000,4.510703,14.58
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,08-Jan-2008,N/A,50.882531,50.882531,0.00000000,4.507024,14.83
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,08-Jan-2008,N/A,50.351129,50.351129,0.00000000,4.502606,15.07
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,08-Jan-2008,N/A,49.837581,49.837581,0.00000000,4.497004,15.31
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,08-Jan-2008,N/A,49.357383,49.357383,0.00000000,4.487633,15.56
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,08-Jan-2008,N/A,48.874845,48.874845,0.00000000,4.479734,15.81
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,08-Jan-2008,N/A,48.333853,48.333853,0.00000000,4.479939,16.05
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,08-Jan-2008,N/A,47.901233,47.901233,0.00000000,4.467276,16.30
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,08-Jan-2008,N/A,47.380140,47.380140,0.00000000,4.466496,16.54
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,08-Jan-2008,N/A,46.898338,46.898338,0.00000000,4.461726,16.78
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,08-Jan-2008,N/A,46.964750,46.964750,0.00000000,4.453296,16.79
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,08-Jan-2008,N/A,106.380000,108.083297,1.70329700,4.463367,11.46
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,08-Jan-2008,N/A,46.354206,46.354206,0.00000000,4.465347,17.03
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,08-Jan-2008,N/A,45.873764,45.873764,0.00000000,4.461874,17.27
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,08-Jan-2008,N/A,45.381727,45.381727,0.00000000,4.460332,17.52
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,08-Jan-2008,N/A,44.908231,44.908231,0.00000000,4.457416,17.76
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,08-Jan-2008,N/A,44.422178,44.422178,0.00000000,4.456523,18.01
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,08-Jan-2008,N/A,43.967410,43.967410,0.00000000,4.452649,18.25
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,08-Jan-2008,N/A,43.467911,43.467911,0.00000000,4.454781,18.50
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,08-Jan-2008,N/A,43.020429,43.020429,0.00000000,4.451340,18.74
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,08-Jan-2008,N/A,42.563250,42.563250,0.00000000,4.449527,18.99
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,08-Jan-2008,N/A,42.263414,42.263414,0.00000000,4.429193,19.23
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,08-Jan-2008,N/A,41.879591,41.879591,0.00000000,4.419692,19.48
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,08-Jan-2008,N/A,97.320000,97.703197,0.38319700,4.454137,13.19
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,08-Jan-2008,N/A,41.709144,41.709144,0.00000000,4.440629,19.48
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,08-Jan-2008,N/A,41.287322,41.287322,0.00000000,4.436606,19.72
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,08-Jan-2008,N/A,40.892250,40.892250,0.00000000,4.429709,19.97
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,08-Jan-2008,N/A,40.421799,40.421799,0.00000000,4.432874,20.21
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,08-Jan-2008,N/A,40.035404,40.035404,0.00000000,4.426139,20.46
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,08-Jan-2008,N/A,39.999211,39.999211,0.00000000,4.430560,20.46
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,08-Jan-2008,N/A,120.720000,121.260984,0.54098400,4.464936,12.66
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,08-Jan-2008,N/A,39.656138,39.656138,0.00000000,4.419354,20.70
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,08-Jan-2008,N/A,39.200242,39.200242,0.00000000,4.422281,20.95
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,08-Jan-2008,N/A,38.854160,38.854160,0.00000000,4.412627,21.19
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,08-Jan-2008,N/A,38.465738,38.465738,0.00000000,4.408494,21.44
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,08-Jan-2008,N/A,38.188139,38.188139,0.00000000,4.391720,21.68
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,08-Jan-2008,N/A,37.847579,37.847579,0.00000000,4.382946,21.93
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,08-Jan-2008,N/A,37.465300,37.465300,0.00000000,4.379943,22.17
4¾% Treasury Gilt 2030 WI,GB00B29WH097,07-Dec-2030,08-Jan-2008,N/A,104.390000,104.818279,0.42827900,4.442390,14.03
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,08-Jan-2008,N/A,104.390000,104.818279,0.42827900,4.442390,14.03
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,08-Jan-2008,N/A,37.103616,37.103616,0.00000000,4.374803,22.42
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,08-Jan-2008,N/A,36.763437,36.763437,0.00000000,4.367801,22.66
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,08-Jan-2008,N/A,36.408265,36.408265,0.00000000,4.362932,22.91
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,08-Jan-2008,N/A,36.069156,36.069156,0.00000000,4.356838,23.15
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,08-Jan-2008,N/A,35.732187,35.732187,0.00000000,4.350812,23.40
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,08-Jan-2008,N/A,35.456697,35.456697,0.00000000,4.338127,23.65
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,08-Jan-2008,N/A,35.104330,35.104330,0.00000000,4.334934,23.89
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,08-Jan-2008,N/A,35.243221,35.243221,0.00000000,4.318407,23.89
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,08-Jan-2008,N/A,97.970000,98.353197,0.38319700,4.386077,14.93
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,08-Jan-2008,N/A,34.819703,34.819703,0.00000000,4.324331,24.14
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,08-Jan-2008,N/A,34.494472,34.494472,0.00000000,4.318866,24.38
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,08-Jan-2008,N/A,34.182028,34.182028,0.00000000,4.312523,24.63
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,08-Jan-2008,N/A,33.807119,33.807119,0.00000000,4.313893,24.87
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,08-Jan-2008,N/A,33.524451,33.524451,0.00000000,4.304925,25.12
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,08-Jan-2008,N/A,33.181254,33.181254,0.00000000,4.303430,25.36
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,08-Jan-2008,N/A,32.913994,32.913994,0.00000000,4.293527,25.61
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,08-Jan-2008,N/A,32.578257,32.578257,0.00000000,4.292024,25.85
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,08-Jan-2008,N/A,32.257000,32.257000,0.00000000,4.289398,26.10
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,08-Jan-2008,N/A,31.961170,31.961170,0.00000000,4.284016,26.35
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,08-Jan-2008,N/A,31.749492,31.749492,0.00000000,4.269233,26.59
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,08-Jan-2008,N/A,31.444551,31.444551,0.00000000,4.265765,26.84
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,08-Jan-2008,N/A,31.108581,31.108581,0.00000000,4.266543,27.08
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,08-Jan-2008,N/A,30.834907,30.834907,0.00000000,4.260180,27.33
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,08-Jan-2008,N/A,30.535785,30.535785,0.00000000,4.257389,27.57
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,08-Jan-2008,N/A,30.681171,30.681171,0.00000000,4.240163,27.57
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,08-Jan-2008,N/A,98.640000,100.087802,1.44780200,4.333772,16.01
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,08-Jan-2008,N/A,30.262574,30.262574,0.00000000,4.251763,27.82
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,08-Jan-2008,N/A,29.673322,29.673322,0.00000000,4.246914,28.31
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,08-Jan-2008,N/A,29.094793,29.094793,0.00000000,4.242319,28.80
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,08-Jan-2008,N/A,28.535508,28.535508,0.00000000,4.236926,29.29
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,08-Jan-2008,N/A,28.007175,28.007175,0.00000000,4.229287,29.78
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,08-Jan-2008,N/A,27.486602,27.486602,0.00000000,4.222138,30.27
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,08-Jan-2008,N/A,27.577304,27.577304,0.00000000,4.211255,30.27
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,08-Jan-2008,N/A,107.210000,107.638279,0.42827900,4.324699,16.57
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,08-Jan-2008,N/A,26.926330,26.926330,0.00000000,4.221173,30.76
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,08-Jan-2008,N/A,26.419660,26.419660,0.00000000,4.215125,31.25
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,08-Jan-2008,N/A,25.855896,25.855896,0.00000000,4.217372,31.74
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,08-Jan-2008,N/A,25.371535,25.371535,0.00000000,4.211301,32.23
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,08-Jan-2008,N/A,24.836373,24.836373,0.00000000,4.212770,32.72
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,08-Jan-2008,N/A,24.303556,24.303556,0.00000000,4.215304,33.21
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,08-Jan-2008,N/A,23.843850,23.843850,0.00000000,4.210078,33.70
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,08-Jan-2008,N/A,23.314704,23.314704,0.00000000,4.214787,34.19
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,08-Jan-2008,N/A,103.270000,103.675738,0.40573800,4.317605,17.73
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,08-Jan-2008,N/A,23.354136,23.354136,0.00000000,4.209845,34.19
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,08-Jan-2008,N/A,22.889468,22.889468,0.00000000,4.207730,34.68
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,08-Jan-2008,N/A,22.484485,22.484485,0.00000000,4.199288,35.17
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,08-Jan-2008,N/A,22.002578,22.002578,0.00000000,4.201775,35.66
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,08-Jan-2008,N/A,21.553239,21.553239,0.00000000,4.201338,36.15
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,08-Jan-2008,N/A,21.136878,21.136878,0.00000000,4.197839,36.64
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,08-Jan-2008,N/A,20.720118,20.720118,0.00000000,4.195529,37.13
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,08-Jan-2008,N/A,20.307139,20.307139,0.00000000,4.193859,37.62
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,08-Jan-2008,N/A,19.968315,19.968315,0.00000000,4.183556,38.11
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,08-Jan-2008,N/A,98.950000,99.333197,0.38319700,4.305679,18.78
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,08-Jan-2008,N/A,19.864169,19.864169,0.00000000,4.197277,38.11
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,08-Jan-2008,N/A,19.521627,19.521627,0.00000000,4.188535,38.60
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,08-Jan-2008,N/A,19.157671,19.157671,0.00000000,4.183657,39.09
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,08-Jan-2008,N/A,18.821201,18.821201,0.00000000,4.176120,39.58
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,08-Jan-2008,N/A,18.476228,18.476228,0.00000000,4.170714,40.07
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,08-Jan-2008,N/A,18.131227,18.131227,0.00000000,4.166302,40.56
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,08-Jan-2008,N/A,17.778591,17.778591,0.00000000,4.163922,41.06
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,08-Jan-2008,N/A,17.481320,17.481320,0.00000000,4.154911,41.55
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,08-Jan-2008,N/A,17.172362,17.172362,0.00000000,4.148417,42.04
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,08-Jan-2008,N/A,16.877012,16.877012,0.00000000,4.140937,42.53
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,08-Jan-2008,N/A,16.529399,16.529399,0.00000000,4.141678,43.02
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,08-Jan-2008,N/A,16.275868,16.275868,0.00000000,4.130094,43.51
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,08-Jan-2008,N/A,15.950972,15.950972,0.00000000,4.129466,44.00
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,08-Jan-2008,N/A,15.666226,15.666226,0.00000000,4.124017,44.49
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,08-Jan-2008,N/A,15.409970,15.409970,0.00000000,4.115307,44.98
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,08-Jan-2008,N/A,15.134721,15.134721,0.00000000,4.110152,45.48
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,08-Jan-2008,N/A,14.879336,14.879336,0.00000000,4.102920,45.97
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,08-Jan-2008,N/A,14.635043,14.635043,0.00000000,4.094842,46.46
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,08-Jan-2008,N/A,14.529271,14.529271,0.00000000,4.067125,46.95
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,08-Jan-2008,N/A,14.463577,14.463577,0.00000000,4.076776,46.95
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,08-Jan-2008,N/A,99.920000,100.303197,0.38319700,4.253764,20.31
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-2008,09-Jan-2008,N/A,99.224884,99.224884,0.00000000,5.031392,0.15
5% Treasury Stock 2008,GB0031734154,07-Mar-2008,09-Jan-2008,N/A,99.990000,101.707033,1.71703300,5.021564,0.15
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-2008,09-Jan-2008,N/A,99.236806,99.236806,0.00000000,4.952754,0.15
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,09-Jan-2008,N/A,98.126027,98.126027,0.00000000,4.701264,0.40
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,09-Jan-2008,N/A,97.063474,97.063474,0.00000000,4.591253,0.64
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,09-Jan-2008,N/A,100.410000,102.253407,1.84340700,4.854560,0.64
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,09-Jan-2008,N/A,103.030000,105.218525,2.18852500,4.855690,0.72
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,09-Jan-2008,N/A,96.038134,96.038134,0.00000000,4.506495,0.89
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,09-Jan-2008,N/A,95.154240,95.154240,0.00000000,4.341038,1.13
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,09-Jan-2008,N/A,99.630000,101.003626,1.37362600,4.327295,1.10
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,09-Jan-2008,N/A,95.143924,95.143924,0.00000000,4.350616,1.13
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,09-Jan-2008,N/A,94.178299,94.178299,0.00000000,4.308436,1.38
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,09-Jan-2008,N/A,93.241702,93.241702,0.00000000,4.268959,1.62
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,09-Jan-2008,N/A,105.940000,108.291648,2.35164800,4.343606,1.56
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,09-Jan-2008,N/A,92.308192,92.308192,0.00000000,4.241140,1.87
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,09-Jan-2008,N/A,102.740000,103.274153,0.53415300,4.236777,1.79
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,09-Jan-2008,N/A,92.260864,92.260864,0.00000000,4.268604,1.87
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,09-Jan-2008,N/A,91.305969,91.305969,0.00000000,4.262268,2.11
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,09-Jan-2008,N/A,90.418494,90.418494,0.00000000,4.228417,2.36
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,09-Jan-2008,N/A,101.200000,101.641257,0.44125700,4.218848,2.25
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,09-Jan-2008,N/A,90.363762,90.363762,0.00000000,4.254105,2.36
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,09-Jan-2008,N/A,89.408552,89.408552,0.00000000,4.258900,2.60
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,09-Jan-2008,N/A,105.520000,106.309835,0.78983500,4.188851,2.61
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,09-Jan-2008,N/A,88.455883,88.455883,0.00000000,4.264361,2.85
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,09-Jan-2008,N/A,87.458225,87.458225,0.00000000,4.290744,3.09
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,09-Jan-2008,N/A,99.880000,101.339478,1.45947800,4.289392,2.88
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,09-Jan-2008,N/A,87.496538,87.496538,0.00000000,4.276572,3.09
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,09-Jan-2008,N/A,86.583253,86.583253,0.00000000,4.273349,3.34
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,09-Jan-2008,N/A,115.140000,115.091087,-0.04891300,4.301185,3.05
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,09-Jan-2008,N/A,85.670866,85.670866,0.00000000,4.274588,3.58
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,09-Jan-2008,N/A,84.767470,84.767470,0.00000000,4.274731,3.83
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,09-Jan-2008,N/A,112.100000,115.638043,3.53804300,4.446477,3.40
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,09-Jan-2008,N/A,83.847207,83.847207,0.00000000,4.283652,4.07
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,09-Jan-2008,N/A,83.889686,83.889686,0.00000000,4.271206,4.07
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,09-Jan-2008,N/A,102.790000,104.507033,1.71703300,4.259005,3.67
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,09-Jan-2008,N/A,82.836810,82.836810,0.00000000,4.318558,4.31
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,09-Jan-2008,N/A,103.750000,104.237705,0.48770500,4.305657,3.90
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,09-Jan-2008,N/A,82.886208,82.886208,0.00000000,4.304740,4.31
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,09-Jan-2008,N/A,118.880000,122.719674,3.83967400,4.396291,3.71
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,09-Jan-2008,N/A,81.971086,81.971086,0.00000000,4.315186,4.56
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,09-Jan-2008,N/A,81.036044,81.036044,0.00000000,4.331373,4.80
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,09-Jan-2008,N/A,80.130027,80.130027,0.00000000,4.342318,5.05
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,09-Jan-2008,N/A,79.206207,79.206207,0.00000000,4.358086,5.29
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,09-Jan-2008,N/A,78.320493,78.320493,0.00000000,4.366923,5.54
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,09-Jan-2008,N/A,118.010000,120.317692,2.30769200,4.397676,4.60
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,09-Jan-2008,N/A,77.441175,77.441175,0.00000000,4.375032,5.78
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,09-Jan-2008,N/A,139.020000,139.970820,0.95082000,4.432928,4.53
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,09-Jan-2008,N/A,76.557874,76.557874,0.00000000,4.386221,6.02
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,09-Jan-2008,N/A,75.724850,75.724850,0.00000000,4.387360,6.27
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,09-Jan-2008,N/A,74.909123,74.909123,0.00000000,4.387406,6.51
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,09-Jan-2008,N/A,103.510000,105.227033,1.71703300,4.385262,5.55
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,09-Jan-2008,N/A,74.874896,74.874896,0.00000000,4.394422,6.51
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,09-Jan-2008,N/A,74.070664,74.070664,0.00000000,4.393088,6.76
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,09-Jan-2008,N/A,73.237515,73.237515,0.00000000,4.399801,7.00
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,09-Jan-2008,N/A,72.442018,72.442018,0.00000000,4.400061,7.25
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,09-Jan-2008,N/A,71.691725,71.691725,0.00000000,4.394088,7.49
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,09-Jan-2008,N/A,102.350000,103.981181,1.63118100,4.384498,6.28
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,09-Jan-2008,N/A,71.638016,71.638016,0.00000000,4.404091,7.49
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,09-Jan-2008,N/A,123.400000,124.143169,0.74316900,4.455307,6.05
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,09-Jan-2008,N/A,70.658739,70.658739,0.00000000,4.440946,7.74
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,09-Jan-2008,N/A,70.534857,70.534857,0.00000000,4.463633,7.73
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,09-Jan-2008,N/A,69.900121,69.900121,0.00000000,4.438890,7.98
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,09-Jan-2008,N/A,69.192873,69.192873,0.00000000,4.428814,8.22
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,09-Jan-2008,N/A,68.643704,68.643704,0.00000000,4.393861,8.47
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,09-Jan-2008,N/A,97.240000,98.613626,1.37362600,4.385967,7.12
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,09-Jan-2008,N/A,68.481352,68.481352,0.00000000,4.421818,8.47
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,09-Jan-2008,N/A,67.732118,67.732118,0.00000000,4.422329,8.71
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,09-Jan-2008,N/A,66.964643,66.964643,0.00000000,4.427717,8.96
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,09-Jan-2008,N/A,66.198388,66.198388,0.00000000,4.433560,9.20
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,09-Jan-2008,N/A,133.390000,136.671250,3.28125000,4.446721,6.81
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,09-Jan-2008,N/A,65.465714,65.465714,0.00000000,4.435562,9.45
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,09-Jan-2008,N/A,64.729698,64.729698,0.00000000,4.438826,9.69
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,09-Jan-2008,N/A,64.238347,64.238347,0.00000000,4.405279,9.94
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,09-Jan-2008,N/A,104.930000,106.647033,1.71703300,4.392361,7.84
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,09-Jan-2008,N/A,64.050894,64.050894,0.00000000,4.434688,9.94
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,09-Jan-2008,N/A,63.354922,63.354922,0.00000000,4.434073,10.18
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,09-Jan-2008,N/A,62.610843,62.610843,0.00000000,4.442441,10.43
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,09-Jan-2008,N/A,61.935457,61.935457,0.00000000,4.440929,10.67
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,09-Jan-2008,N/A,61.266161,61.266161,0.00000000,4.440075,10.91
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,09-Jan-2008,N/A,60.581454,60.581454,0.00000000,4.442204,11.16
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,09-Jan-2008,N/A,59.900515,59.900515,0.00000000,4.445205,11.40
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,09-Jan-2008,N/A,59.210518,59.210518,0.00000000,4.450117,11.65
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,09-Jan-2008,N/A,58.778223,58.778223,0.00000000,4.419400,11.89
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,09-Jan-2008,N/A,103.070000,104.701181,1.63118100,4.420249,9.08
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,09-Jan-2008,N/A,58.562698,58.562698,0.00000000,4.450288,11.89
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,09-Jan-2008,N/A,57.839898,57.839898,0.00000000,4.461765,12.14
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,09-Jan-2008,N/A,57.118759,57.118759,0.00000000,4.474180,12.38
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,09-Jan-2008,N/A,56.430248,56.430248,0.00000000,4.482438,12.62
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,09-Jan-2008,N/A,55.709730,55.709730,0.00000000,4.496355,12.87
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,09-Jan-2008,N/A,135.200000,135.943169,0.74316900,4.478747,8.95
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,09-Jan-2008,N/A,55.296919,55.296919,0.00000000,4.468128,13.11
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,09-Jan-2008,N/A,55.071947,55.071947,0.00000000,4.499217,13.11
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,09-Jan-2008,N/A,54.636107,54.636107,0.00000000,4.475594,13.36
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,09-Jan-2008,N/A,54.080408,54.080408,0.00000000,4.469234,13.60
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,09-Jan-2008,N/A,53.348959,53.348959,0.00000000,4.487939,13.85
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,09-Jan-2008,N/A,52.795786,52.795786,0.00000000,4.483004,14.09
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,09-Jan-2008,N/A,52.236437,52.236437,0.00000000,4.480144,14.34
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,09-Jan-2008,N/A,51.719438,51.719438,0.00000000,4.472238,14.58
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,09-Jan-2008,N/A,51.184846,51.184846,0.00000000,4.467889,14.83
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,09-Jan-2008,N/A,50.653774,50.653774,0.00000000,4.463645,15.07
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,09-Jan-2008,N/A,50.140071,50.140071,0.00000000,4.458287,15.32
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,09-Jan-2008,N/A,49.643257,49.643257,0.00000000,4.451296,15.56
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,09-Jan-2008,N/A,49.153523,49.153523,0.00000000,4.444528,15.81
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,09-Jan-2008,N/A,48.629029,48.629029,0.00000000,4.442757,16.05
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,09-Jan-2008,N/A,48.180405,48.180405,0.00000000,4.432357,16.30
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,09-Jan-2008,N/A,47.671692,47.671692,0.00000000,4.430134,16.54
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,09-Jan-2008,N/A,47.185804,47.185804,0.00000000,4.426039,16.79
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,09-Jan-2008,N/A,47.286579,47.286579,0.00000000,4.413329,16.79
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,09-Jan-2008,N/A,106.910000,108.627033,1.71703300,4.420658,11.47
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,09-Jan-2008,N/A,46.665809,46.665809,0.00000000,4.426712,17.03
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,09-Jan-2008,N/A,46.163329,46.163329,0.00000000,4.426146,17.27
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,09-Jan-2008,N/A,45.668565,45.668565,0.00000000,4.425053,17.52
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,09-Jan-2008,N/A,45.195553,45.195553,0.00000000,4.422192,17.76
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,09-Jan-2008,N/A,44.703852,44.703852,0.00000000,4.422090,18.01
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,09-Jan-2008,N/A,44.249760,44.249760,0.00000000,4.418240,18.25
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,09-Jan-2008,N/A,43.766527,43.766527,0.00000000,4.418419,18.50
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,09-Jan-2008,N/A,43.315705,43.315705,0.00000000,4.415487,18.74
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,09-Jan-2008,N/A,42.850817,42.850817,0.00000000,4.414695,18.99
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,09-Jan-2008,N/A,42.517808,42.517808,0.00000000,4.398615,19.23
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,09-Jan-2008,N/A,42.142637,42.142637,0.00000000,4.388160,19.48
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,09-Jan-2008,N/A,97.850000,98.244809,0.39480900,4.413150,13.20
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,09-Jan-2008,N/A,41.992297,41.992297,0.00000000,4.406507,19.48
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,09-Jan-2008,N/A,41.579480,41.579480,0.00000000,4.401462,19.72
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,09-Jan-2008,N/A,41.156043,41.156043,0.00000000,4.398104,19.97
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,09-Jan-2008,N/A,40.670100,40.670100,0.00000000,4.403169,20.21
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,09-Jan-2008,N/A,40.296421,40.296421,0.00000000,4.394955,20.46
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,09-Jan-2008,N/A,40.229150,40.229150,0.00000000,4.403123,20.46
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,09-Jan-2008,N/A,121.310000,121.867377,0.55737700,4.426511,12.68
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,09-Jan-2008,N/A,39.907554,39.907554,0.00000000,4.389404,20.70
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,09-Jan-2008,N/A,39.467861,39.467861,0.00000000,4.390368,20.95
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,09-Jan-2008,N/A,39.116443,39.116443,0.00000000,4.381444,21.19
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,09-Jan-2008,N/A,38.691237,38.691237,0.00000000,4.381781,21.44
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,09-Jan-2008,N/A,38.433124,38.433124,0.00000000,4.362777,21.68
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,09-Jan-2008,N/A,38.084670,38.084670,0.00000000,4.355007,21.93
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,09-Jan-2008,N/A,37.720865,37.720865,0.00000000,4.349820,22.17
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,09-Jan-2008,N/A,104.910000,105.351257,0.44125700,4.407121,14.05
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,09-Jan-2008,N/A,37.290638,37.290638,0.00000000,4.352903,22.42
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,09-Jan-2008,N/A,36.975893,36.975893,0.00000000,4.342898,22.66
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,09-Jan-2008,N/A,36.631812,36.631812,0.00000000,4.336727,22.91
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,09-Jan-2008,N/A,36.294909,36.294909,0.00000000,4.330402,23.16
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,09-Jan-2008,N/A,35.950031,35.950031,0.00000000,4.325339,23.40
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,09-Jan-2008,N/A,35.638866,35.638866,0.00000000,4.316952,23.65
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,09-Jan-2008,N/A,35.329694,35.329694,0.00000000,4.308638,23.89
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,09-Jan-2008,N/A,35.472697,35.472697,0.00000000,4.291732,23.89
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,09-Jan-2008,N/A,98.480000,98.874809,0.39480900,4.351480,14.96
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,09-Jan-2008,N/A,35.024917,35.024917,0.00000000,4.300471,24.14
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,09-Jan-2008,N/A,34.698136,34.698136,0.00000000,4.295200,24.38
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,09-Jan-2008,N/A,34.379296,34.379296,0.00000000,4.289633,24.63
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,09-Jan-2008,N/A,34.042572,34.042572,0.00000000,4.286458,24.87
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,09-Jan-2008,N/A,33.733720,33.733720,0.00000000,4.280616,25.12
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,09-Jan-2008,N/A,33.409933,33.409933,0.00000000,4.276809,25.36
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,09-Jan-2008,N/A,33.123689,33.123689,0.00000000,4.269183,25.61
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,09-Jan-2008,N/A,32.798582,32.798582,0.00000000,4.266403,25.86
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,09-Jan-2008,N/A,32.478733,32.478733,0.00000000,4.263596,26.10
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,09-Jan-2008,N/A,32.180336,32.180336,0.00000000,4.258515,26.35
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,09-Jan-2008,N/A,31.953418,31.953418,0.00000000,4.245592,26.59
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,09-Jan-2008,N/A,31.639013,31.639013,0.00000000,4.243221,26.84
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,09-Jan-2008,N/A,31.318556,31.318556,0.00000000,4.242130,27.08
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,09-Jan-2008,N/A,31.041343,31.041343,0.00000000,4.236184,27.33
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,09-Jan-2008,N/A,30.738565,30.738565,0.00000000,4.233803,27.57
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,09-Jan-2008,N/A,30.875008,30.875008,0.00000000,4.217740,27.58
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,09-Jan-2008,N/A,99.140000,100.599478,1.45947800,4.302683,16.04
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,09-Jan-2008,N/A,30.467734,30.467734,0.00000000,4.227887,27.82
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,09-Jan-2008,N/A,29.880740,29.880740,0.00000000,4.222712,28.31
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,09-Jan-2008,N/A,29.293865,29.293865,0.00000000,4.219039,28.80
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,09-Jan-2008,N/A,28.728340,28.728340,0.00000000,4.214322,29.29
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,09-Jan-2008,N/A,28.177025,28.177025,0.00000000,4.209367,29.78
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,09-Jan-2008,N/A,27.656680,27.656680,0.00000000,4.202136,30.27
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,09-Jan-2008,N/A,27.760928,27.760928,0.00000000,4.189708,30.27
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,09-Jan-2008,N/A,107.750000,108.191257,0.44125700,4.294512,16.61
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,09-Jan-2008,N/A,27.077275,27.077275,0.00000000,4.203370,30.76
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,09-Jan-2008,N/A,26.544206,26.544206,0.00000000,4.200440,31.25
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,09-Jan-2008,N/A,26.025749,26.025749,0.00000000,4.197101,31.74
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,09-Jan-2008,N/A,25.515950,25.515950,0.00000000,4.194043,32.23
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,09-Jan-2008,N/A,24.995075,24.995075,0.00000000,4.193651,32.72
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,09-Jan-2008,N/A,24.458396,24.458396,0.00000000,4.196523,33.21
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,09-Jan-2008,N/A,23.975098,23.975098,0.00000000,4.194126,33.70
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,09-Jan-2008,N/A,23.376918,23.376918,0.00000000,4.207326,34.19
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,09-Jan-2008,N/A,103.770000,104.188033,0.41803300,4.290489,17.77
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,09-Jan-2008,N/A,23.504253,23.504253,0.00000000,4.191437,34.19
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,09-Jan-2008,N/A,23.038647,23.038647,0.00000000,4.189325,34.68
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,09-Jan-2008,N/A,22.614505,22.614505,0.00000000,4.183216,35.17
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,09-Jan-2008,N/A,22.107278,22.107278,0.00000000,4.188780,35.66
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,09-Jan-2008,N/A,21.655309,21.655309,0.00000000,4.188583,36.15
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,09-Jan-2008,N/A,21.222922,21.222922,0.00000000,4.187061,36.64
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,09-Jan-2008,N/A,20.820022,20.820022,0.00000000,4.182879,37.13
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,09-Jan-2008,N/A,20.403503,20.403503,0.00000000,4.181577,37.62
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,09-Jan-2008,N/A,20.064933,20.064933,0.00000000,4.171188,38.11
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,09-Jan-2008,N/A,99.450000,99.844809,0.39480900,4.278968,18.82
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,09-Jan-2008,N/A,19.979238,19.979238,0.00000000,4.182418,38.11
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,09-Jan-2008,N/A,19.630224,19.630224,0.00000000,4.174456,38.60
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,09-Jan-2008,N/A,19.245492,19.245492,0.00000000,4.172246,39.09
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,09-Jan-2008,N/A,18.894939,18.894939,0.00000000,4.166527,39.58
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,09-Jan-2008,N/A,18.493087,18.493087,0.00000000,4.168719,40.07
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,09-Jan-2008,N/A,18.213158,18.213158,0.00000000,4.155464,40.56
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,09-Jan-2008,N/A,17.812677,17.812677,0.00000000,4.159531,41.05
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,09-Jan-2008,N/A,17.488325,17.488325,0.00000000,4.154217,41.54
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,09-Jan-2008,N/A,17.204647,17.204647,0.00000000,4.144215,42.04
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,09-Jan-2008,N/A,16.924963,16.924963,0.00000000,4.134529,42.53
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,09-Jan-2008,N/A,16.624795,16.624795,0.00000000,4.128560,43.02
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,09-Jan-2008,N/A,16.318295,16.318295,0.00000000,4.124368,43.51
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,09-Jan-2008,N/A,16.038354,16.038354,0.00000000,4.117304,44.00
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,09-Jan-2008,N/A,15.734234,15.734234,0.00000000,4.114532,44.49
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,09-Jan-2008,N/A,15.473708,15.473708,0.00000000,4.106379,44.98
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,09-Jan-2008,N/A,15.202795,15.202795,0.00000000,4.100527,45.47
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,09-Jan-2008,N/A,14.938982,14.938982,0.00000000,4.094457,45.97
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,09-Jan-2008,N/A,14.725048,14.725048,0.00000000,4.081883,46.46
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,09-Jan-2008,N/A,14.619370,14.619370,0.00000000,4.054193,46.96
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,09-Jan-2008,N/A,14.501313,14.501313,0.00000000,4.071461,46.95
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,09-Jan-2008,N/A,100.420000,100.814809,0.39480900,4.229309,20.36
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-2008,10-Jan-2008,N/A,99.232554,99.232554,0.00000000,5.070857,0.15
5% Treasury Stock 2008,GB0031734154,07-Mar-2008,10-Jan-2008,N/A,99.980000,101.710769,1.73076900,5.087885,0.15
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-2008,10-Jan-2008,N/A,99.245317,99.245317,0.00000000,4.985159,0.15
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,10-Jan-2008,N/A,98.126962,98.126962,0.00000000,4.730990,0.40
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,10-Jan-2008,N/A,97.060672,97.060672,0.00000000,4.615281,0.64
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,10-Jan-2008,N/A,100.390000,102.248516,1.85851600,4.882918,0.63
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,10-Jan-2008,N/A,102.990000,105.203115,2.21311500,4.894479,0.72
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,10-Jan-2008,N/A,96.041826,96.041826,0.00000000,4.515916,0.88
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,10-Jan-2008,N/A,95.167463,95.167463,0.00000000,4.339181,1.13
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,10-Jan-2008,N/A,99.630000,101.014615,1.38461500,4.328097,1.10
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,10-Jan-2008,N/A,95.157766,95.157766,0.00000000,4.348204,1.13
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,10-Jan-2008,N/A,94.184223,94.184223,0.00000000,4.312332,1.37
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,10-Jan-2008,N/A,93.246439,93.246439,0.00000000,4.272988,1.62
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,10-Jan-2008,N/A,105.890000,108.263626,2.37362600,4.367747,1.56
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,10-Jan-2008,N/A,92.306982,92.306982,0.00000000,4.247992,1.86
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,10-Jan-2008,N/A,102.710000,103.259863,0.54986300,4.250942,1.79
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,10-Jan-2008,N/A,92.275808,92.275808,0.00000000,4.266107,1.86
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,10-Jan-2008,N/A,91.310883,91.310883,0.00000000,4.265210,2.11
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,10-Jan-2008,N/A,90.430490,90.430490,0.00000000,4.227638,2.35
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,10-Jan-2008,N/A,101.210000,101.664235,0.45423500,4.213859,2.24
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,10-Jan-2008,N/A,90.374112,90.374112,0.00000000,4.254125,2.35
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,10-Jan-2008,N/A,89.423448,89.423448,0.00000000,4.256945,2.60
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,10-Jan-2008,N/A,105.520000,106.327005,0.80700500,4.187023,2.61
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,10-Jan-2008,N/A,88.495396,88.495396,0.00000000,4.252710,2.84
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,10-Jan-2008,N/A,87.483498,87.483498,0.00000000,4.285164,3.09
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,10-Jan-2008,N/A,99.900000,101.371154,1.47115400,4.282591,2.88
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,10-Jan-2008,N/A,87.519353,87.519353,0.00000000,4.271893,3.09
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,10-Jan-2008,N/A,86.610096,86.610096,0.00000000,4.267515,3.33
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,10-Jan-2008,N/A,115.150000,115.125543,-0.02445700,4.295161,3.05
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,10-Jan-2008,N/A,85.699961,85.699961,0.00000000,4.268344,3.58
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,10-Jan-2008,N/A,84.796806,84.796806,0.00000000,4.268703,3.82
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,10-Jan-2008,N/A,112.120000,115.679103,3.55910300,4.439537,3.39
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,10-Jan-2008,N/A,83.876148,83.876148,0.00000000,4.278030,4.07
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,10-Jan-2008,N/A,83.919029,83.919029,0.00000000,4.265462,4.07
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,10-Jan-2008,N/A,102.810000,104.540769,1.73076900,4.253362,3.67
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,10-Jan-2008,N/A,82.877997,82.877997,0.00000000,4.309737,4.31
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,10-Jan-2008,N/A,103.770000,104.272049,0.50204900,4.300190,3.90
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,10-Jan-2008,N/A,82.916326,82.916326,0.00000000,4.299013,4.31
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,10-Jan-2008,N/A,118.890000,122.754130,3.86413000,4.391912,3.71
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,10-Jan-2008,N/A,82.001300,82.001300,0.00000000,4.309671,4.56
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,10-Jan-2008,N/A,81.067149,81.067149,0.00000000,4.325818,4.80
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,10-Jan-2008,N/A,80.162223,80.162223,0.00000000,4.336694,5.04
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,10-Jan-2008,N/A,79.253268,79.253268,0.00000000,4.349083,5.29
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,10-Jan-2008,N/A,78.362168,78.362168,0.00000000,4.359453,5.53
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,10-Jan-2008,N/A,118.020000,120.349670,2.32967000,4.394494,4.60
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,10-Jan-2008,N/A,77.454592,77.454592,0.00000000,4.374080,5.78
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,10-Jan-2008,N/A,139.020000,140.003607,0.98360700,4.430399,4.52
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,10-Jan-2008,N/A,76.609989,76.609989,0.00000000,4.376900,6.02
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,10-Jan-2008,N/A,75.753073,75.753073,0.00000000,4.383306,6.27
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,10-Jan-2008,N/A,74.936736,74.936736,0.00000000,4.383577,6.51
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,10-Jan-2008,N/A,103.530000,105.260769,1.73076900,4.381631,5.55
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,10-Jan-2008,N/A,74.898353,74.898353,0.00000000,4.391446,6.51
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,10-Jan-2008,N/A,74.097787,74.097787,0.00000000,4.389427,6.76
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,10-Jan-2008,N/A,73.263986,73.263986,0.00000000,4.396347,7.00
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,10-Jan-2008,N/A,72.467700,72.467700,0.00000000,4.396810,7.25
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,10-Jan-2008,N/A,71.718498,71.718498,0.00000000,4.390697,7.49
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,10-Jan-2008,N/A,102.370000,104.014231,1.64423100,4.381336,6.28
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,10-Jan-2008,N/A,71.665894,71.665894,0.00000000,4.400494,7.49
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,10-Jan-2008,N/A,123.410000,124.175027,0.76502700,4.453057,6.05
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,10-Jan-2008,N/A,70.677154,70.677154,0.00000000,4.439128,7.73
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,10-Jan-2008,N/A,70.544010,70.544010,0.00000000,4.463514,7.73
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,10-Jan-2008,N/A,69.918756,69.918756,0.00000000,4.437060,7.98
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,10-Jan-2008,N/A,69.209811,69.209811,0.00000000,4.427292,8.22
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,10-Jan-2008,N/A,68.645940,68.645940,0.00000000,4.394886,8.47
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,10-Jan-2008,N/A,97.230000,98.614615,1.38461500,4.387500,7.12
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,10-Jan-2008,N/A,68.496046,68.496046,0.00000000,4.420703,8.47
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,10-Jan-2008,N/A,67.723754,67.723754,0.00000000,4.425119,8.71
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,10-Jan-2008,N/A,66.976373,66.976373,0.00000000,4.427105,8.96
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,10-Jan-2008,N/A,66.206345,66.206345,0.00000000,4.433556,9.20
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,10-Jan-2008,N/A,133.410000,136.715027,3.30502700,4.443772,6.81
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,10-Jan-2008,N/A,65.473004,65.473004,0.00000000,4.435659,9.44
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,10-Jan-2008,N/A,64.733249,64.733249,0.00000000,4.439498,9.69
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,10-Jan-2008,N/A,64.209676,64.209676,0.00000000,4.410977,9.93
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,10-Jan-2008,N/A,104.940000,106.670769,1.73076900,4.391045,7.84
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,10-Jan-2008,N/A,64.053826,64.053826,0.00000000,4.435440,9.93
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,10-Jan-2008,N/A,63.370036,63.370036,0.00000000,4.432907,10.18
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,10-Jan-2008,N/A,62.607534,62.607534,0.00000000,4.444107,10.42
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,10-Jan-2008,N/A,61.909891,61.909891,0.00000000,4.445925,10.67
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,10-Jan-2008,N/A,61.253153,61.253153,0.00000000,4.443126,10.91
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,10-Jan-2008,N/A,60.565931,60.565931,0.00000000,4.445577,11.16
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,10-Jan-2008,N/A,59.884253,59.884253,0.00000000,4.448646,11.40
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,10-Jan-2008,N/A,59.206659,59.206659,0.00000000,4.451709,11.65
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,10-Jan-2008,N/A,58.746099,58.746099,0.00000000,4.425008,11.89
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,10-Jan-2008,N/A,103.010000,104.654231,1.64423100,4.426517,9.07
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,10-Jan-2008,N/A,58.539949,58.539949,0.00000000,4.454573,11.89
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,10-Jan-2008,N/A,57.790851,57.790851,0.00000000,4.469751,12.13
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,10-Jan-2008,N/A,57.090069,57.090069,0.00000000,4.479221,12.38
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,10-Jan-2008,N/A,56.388309,56.388309,0.00000000,4.489288,12.62
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,10-Jan-2008,N/A,55.647177,55.647177,0.00000000,4.506037,12.86
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,10-Jan-2008,N/A,135.120000,135.885027,0.76502700,4.484881,8.95
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,10-Jan-2008,N/A,55.282767,55.282767,0.00000000,4.471001,13.11
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,10-Jan-2008,N/A,55.040697,55.040697,0.00000000,4.504474,13.11
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,10-Jan-2008,N/A,54.606574,54.606574,0.00000000,4.480554,13.35
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,10-Jan-2008,N/A,54.054732,54.054732,0.00000000,4.473614,13.60
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,10-Jan-2008,N/A,53.286459,53.286459,0.00000000,4.497288,13.84
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,10-Jan-2008,N/A,52.740165,52.740165,0.00000000,4.491346,14.09
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,10-Jan-2008,N/A,52.204049,52.204049,0.00000000,4.485320,14.33
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,10-Jan-2008,N/A,51.709674,51.709674,0.00000000,4.474362,14.58
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,10-Jan-2008,N/A,51.176547,51.176547,0.00000000,4.469802,14.82
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,10-Jan-2008,N/A,50.667182,50.667182,0.00000000,4.462689,15.07
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,10-Jan-2008,N/A,50.158099,50.158099,0.00000000,4.456730,15.31
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,10-Jan-2008,N/A,49.660636,49.660636,0.00000000,4.449819,15.56
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,10-Jan-2008,N/A,49.173060,49.173060,0.00000000,4.442777,15.80
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,10-Jan-2008,N/A,48.653124,48.653124,0.00000000,4.440418,16.05
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,10-Jan-2008,N/A,48.203656,48.203656,0.00000000,4.430135,16.29
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,10-Jan-2008,N/A,47.680644,47.680644,0.00000000,4.429723,16.54
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,10-Jan-2008,N/A,47.200852,47.200852,0.00000000,4.424856,16.78
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,10-Jan-2008,N/A,47.332911,47.332911,0.00000000,4.408209,16.78
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,10-Jan-2008,N/A,106.970000,108.700769,1.73076900,4.415791,11.47
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,10-Jan-2008,N/A,46.677429,46.677429,0.00000000,4.425952,17.03
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,10-Jan-2008,N/A,46.191738,46.191738,0.00000000,4.423280,17.27
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,10-Jan-2008,N/A,45.687105,45.687105,0.00000000,4.423418,17.52
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,10-Jan-2008,N/A,45.220194,45.220194,0.00000000,4.419800,17.76
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,10-Jan-2008,N/A,44.725367,44.725367,0.00000000,4.420082,18.01
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,10-Jan-2008,N/A,44.266893,44.266893,0.00000000,4.416777,18.25
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,10-Jan-2008,N/A,43.786002,43.786002,0.00000000,4.416659,18.50
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,10-Jan-2008,N/A,43.341067,43.341067,0.00000000,4.413004,18.74
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,10-Jan-2008,N/A,42.864980,42.864980,0.00000000,4.413583,18.99
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,10-Jan-2008,N/A,42.532570,42.532570,0.00000000,4.397431,19.23
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,10-Jan-2008,N/A,42.193217,42.193217,0.00000000,4.382610,19.48
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,10-Jan-2008,N/A,97.890000,98.296421,0.40642100,4.410076,13.20
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,10-Jan-2008,N/A,42.005829,42.005829,0.00000000,4.405464,19.48
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,10-Jan-2008,N/A,41.591753,41.591753,0.00000000,4.400572,19.72
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,10-Jan-2008,N/A,41.137629,41.137629,0.00000000,4.400941,19.97
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,10-Jan-2008,N/A,40.670293,40.670293,0.00000000,4.403737,20.21
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,10-Jan-2008,N/A,40.287549,40.287549,0.00000000,4.396612,20.45
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,10-Jan-2008,N/A,40.231841,40.231841,0.00000000,4.403377,20.45
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,10-Jan-2008,N/A,121.320000,121.893770,0.57377000,4.425746,12.68
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,10-Jan-2008,N/A,39.915968,39.915968,0.00000000,4.388962,20.70
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,10-Jan-2008,N/A,39.453403,39.453403,0.00000000,4.392684,20.94
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,10-Jan-2008,N/A,39.107858,39.107858,0.00000000,4.383042,21.19
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,10-Jan-2008,N/A,38.688414,38.688414,0.00000000,4.382674,21.43
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,10-Jan-2008,N/A,38.375344,38.375344,0.00000000,4.370263,21.68
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,10-Jan-2008,N/A,38.029031,38.029031,0.00000000,4.362212,21.93
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,10-Jan-2008,N/A,37.698378,37.698378,0.00000000,4.353043,22.17
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,10-Jan-2008,N/A,37.334404,37.334404,0.00000000,4.348195,22.42
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,10-Jan-2008,N/A,104.960000,105.414235,0.45423500,4.403716,14.05
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,10-Jan-2008,N/A,37.300204,37.300204,0.00000000,4.352283,22.42
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,10-Jan-2008,N/A,36.955212,36.955212,0.00000000,4.345888,22.66
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,10-Jan-2008,N/A,36.615900,36.615900,0.00000000,4.339135,22.91
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,10-Jan-2008,N/A,36.279830,36.279830,0.00000000,4.332705,23.15
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,10-Jan-2008,N/A,35.932651,35.932651,0.00000000,4.327905,23.40
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,10-Jan-2008,N/A,35.655615,35.655615,0.00000000,4.315461,23.64
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,10-Jan-2008,N/A,35.299324,35.299324,0.00000000,4.312726,23.89
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,10-Jan-2008,N/A,35.465383,35.465383,0.00000000,4.293081,23.89
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,10-Jan-2008,N/A,98.500000,98.906421,0.40642100,4.350129,14.96
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,10-Jan-2008,N/A,35.024123,35.024123,0.00000000,4.301049,24.13
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,10-Jan-2008,N/A,34.696542,34.696542,0.00000000,4.295865,24.38
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,10-Jan-2008,N/A,34.375767,34.375767,0.00000000,4.290523,24.63
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,10-Jan-2008,N/A,34.025737,34.025737,0.00000000,4.288913,24.87
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,10-Jan-2008,N/A,33.709912,33.709912,0.00000000,4.283890,25.12
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,10-Jan-2008,N/A,33.388529,33.388529,0.00000000,4.279792,25.36
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,10-Jan-2008,N/A,33.074971,33.074971,0.00000000,4.275384,25.61
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,10-Jan-2008,N/A,32.750326,32.750326,0.00000000,4.272544,25.85
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,10-Jan-2008,N/A,32.427494,32.427494,0.00000000,4.270090,26.10
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,10-Jan-2008,N/A,32.130752,32.130752,0.00000000,4.264806,26.34
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,10-Jan-2008,N/A,31.893070,31.893070,0.00000000,4.253135,26.59
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,10-Jan-2008,N/A,31.609374,31.609374,0.00000000,4.247141,26.83
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,10-Jan-2008,N/A,31.289636,31.289636,0.00000000,4.245968,27.08
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,10-Jan-2008,N/A,31.010162,31.010162,0.00000000,4.240281,27.33
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,10-Jan-2008,N/A,30.706927,30.706927,0.00000000,4.237955,27.57
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,10-Jan-2008,N/A,30.848535,30.848535,0.00000000,4.221267,27.57
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,10-Jan-2008,N/A,99.120000,100.591154,1.47115400,4.303928,16.04
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,10-Jan-2008,N/A,30.457783,30.457783,0.00000000,4.229472,27.82
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,10-Jan-2008,N/A,29.850700,29.850700,0.00000000,4.226669,28.31
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,10-Jan-2008,N/A,29.283280,29.283280,0.00000000,4.220690,28.80
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,10-Jan-2008,N/A,28.674424,28.674424,0.00000000,4.221125,29.29
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,10-Jan-2008,N/A,28.131227,28.131227,0.00000000,4.215212,29.78
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,10-Jan-2008,N/A,27.635264,27.635264,0.00000000,4.205071,30.27
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,10-Jan-2008,N/A,27.794410,27.794410,0.00000000,4.186100,30.27
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,10-Jan-2008,N/A,107.730000,108.184235,0.45423500,4.295602,16.60
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,10-Jan-2008,N/A,27.024988,27.024988,0.00000000,4.210024,30.76
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,10-Jan-2008,N/A,26.529207,26.529207,0.00000000,4.202612,31.25
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,10-Jan-2008,N/A,26.016856,26.016856,0.00000000,4.198536,31.74
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,10-Jan-2008,N/A,25.501715,25.501715,0.00000000,4.196127,32.23
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,10-Jan-2008,N/A,24.975358,24.975358,0.00000000,4.196409,32.72
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,10-Jan-2008,N/A,24.464125,24.464125,0.00000000,4.196159,33.21
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,10-Jan-2008,N/A,23.979077,23.979077,0.00000000,4.193970,33.70
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,10-Jan-2008,N/A,23.339747,23.339747,0.00000000,4.212314,34.18
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,10-Jan-2008,N/A,103.760000,104.190328,0.43032800,4.291018,17.77
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,10-Jan-2008,N/A,23.491421,23.491421,0.00000000,4.193366,34.19
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,10-Jan-2008,N/A,22.997665,22.997665,0.00000000,4.194786,34.68
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,10-Jan-2008,N/A,22.596104,22.596104,0.00000000,4.185852,35.17
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,10-Jan-2008,N/A,22.068546,22.068546,0.00000000,4.194016,35.66
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,10-Jan-2008,N/A,21.614343,21.614343,0.00000000,4.194135,36.15
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,10-Jan-2008,N/A,21.222553,21.222553,0.00000000,4.187417,36.64
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,10-Jan-2008,N/A,20.800157,20.800157,0.00000000,4.185755,37.13
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,10-Jan-2008,N/A,20.376656,20.376656,0.00000000,4.185377,37.62
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,10-Jan-2008,N/A,20.028096,20.028096,0.00000000,4.176305,38.11
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,10-Jan-2008,N/A,99.410000,99.816421,0.40642100,4.281093,18.81
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,10-Jan-2008,N/A,19.932393,19.932393,0.00000000,4.188875,38.11
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,10-Jan-2008,N/A,19.609482,19.609482,0.00000000,4.177488,38.60
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,10-Jan-2008,N/A,19.195026,19.195026,0.00000000,4.179252,39.09
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,10-Jan-2008,N/A,18.810597,18.810597,0.00000000,4.178115,39.58
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,10-Jan-2008,N/A,18.443181,18.443181,0.00000000,4.175745,40.07
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,10-Jan-2008,N/A,18.154693,18.154693,0.00000000,4.163668,40.56
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,10-Jan-2008,N/A,17.766743,17.766743,0.00000000,4.166095,41.05
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,10-Jan-2008,N/A,17.435117,17.435117,0.00000000,4.161823,41.54
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,10-Jan-2008,N/A,17.158632,17.158632,0.00000000,4.150854,42.03
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,10-Jan-2008,N/A,16.860880,16.860880,0.00000000,4.143712,42.52
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,10-Jan-2008,N/A,16.598789,16.598789,0.00000000,4.132459,43.02
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,10-Jan-2008,N/A,16.302247,16.302247,0.00000000,4.126886,43.51
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,10-Jan-2008,N/A,16.011133,16.011133,0.00000000,4.121418,44.00
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,10-Jan-2008,N/A,15.724743,15.724743,0.00000000,4.116138,44.49
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,10-Jan-2008,N/A,15.439091,15.439091,0.00000000,4.111605,44.98
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,10-Jan-2008,N/A,15.170740,15.170740,0.00000000,4.105413,45.47
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,10-Jan-2008,N/A,14.906463,14.906463,0.00000000,4.099439,45.96
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,10-Jan-2008,N/A,14.699025,14.699025,0.00000000,4.085929,46.46
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,10-Jan-2008,N/A,14.573737,14.573737,0.00000000,4.061085,46.95
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,10-Jan-2008,N/A,14.489591,14.489591,0.00000000,4.073418,46.95
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,10-Jan-2008,N/A,100.340000,100.746421,0.40642100,4.233204,20.35
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-2008,11-Jan-2008,N/A,99.265448,99.265448,0.00000000,5.128109,0.14
5% Treasury Stock 2008,GB0031734154,07-Mar-2008,11-Jan-2008,N/A,99.970000,101.741978,1.77197800,5.163463,0.14
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-2008,11-Jan-2008,N/A,99.269157,99.269157,0.00000000,5.101791,0.14
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,11-Jan-2008,N/A,98.155927,98.155927,0.00000000,4.753764,0.39
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,11-Jan-2008,N/A,97.083005,97.083005,0.00000000,4.638418,0.63
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,11-Jan-2008,N/A,100.360000,102.263846,1.90384600,4.922537,0.63
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,11-Jan-2008,N/A,102.920000,105.206885,2.28688500,4.945445,0.71
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,11-Jan-2008,N/A,96.072272,96.072272,0.00000000,4.521516,0.88
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,11-Jan-2008,N/A,95.202358,95.202358,0.00000000,4.338040,1.12
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,11-Jan-2008,N/A,99.640000,101.057582,1.41758200,4.321475,1.09
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,11-Jan-2008,N/A,95.174818,95.174818,0.00000000,4.363844,1.12
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,11-Jan-2008,N/A,94.204793,94.204793,0.00000000,4.321942,1.37
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,11-Jan-2008,N/A,93.249543,93.249543,0.00000000,4.292551,1.61
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,11-Jan-2008,N/A,105.850000,108.289560,2.43956000,4.375256,1.55
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,11-Jan-2008,N/A,92.339482,92.339482,0.00000000,4.247590,1.86
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,11-Jan-2008,N/A,102.700000,103.296995,0.59699500,4.250113,1.78
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,11-Jan-2008,N/A,92.296749,92.296749,0.00000000,4.272521,1.86
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,11-Jan-2008,N/A,91.345917,91.345917,0.00000000,4.263507,2.10
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,11-Jan-2008,N/A,90.460433,90.460433,0.00000000,4.228143,2.35
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,11-Jan-2008,N/A,101.200000,101.693169,0.49316900,4.216419,2.24
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,11-Jan-2008,N/A,90.408093,90.408093,0.00000000,4.252809,2.35
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,11-Jan-2008,N/A,89.455227,89.455227,0.00000000,4.256630,2.59
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,11-Jan-2008,N/A,105.500000,106.358516,0.85851600,4.188764,2.60
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,11-Jan-2008,N/A,88.535796,88.535796,0.00000000,4.248779,2.84
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,11-Jan-2008,N/A,87.516122,87.516122,0.00000000,4.284404,3.08
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,11-Jan-2008,N/A,99.890000,101.396181,1.50618100,4.286154,2.87
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,11-Jan-2008,N/A,87.554970,87.554970,0.00000000,4.269994,3.08
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,11-Jan-2008,N/A,86.645721,86.645721,0.00000000,4.265557,3.33
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,11-Jan-2008,N/A,115.120000,115.169451,0.04945100,4.294098,3.04
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,11-Jan-2008,N/A,85.733585,85.733585,0.00000000,4.267106,3.57
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,11-Jan-2008,N/A,84.824617,84.824617,0.00000000,4.269182,3.81
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,11-Jan-2008,N/A,112.090000,115.712283,3.62228300,4.441639,3.39
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,11-Jan-2008,N/A,83.892435,83.892435,0.00000000,4.281841,4.06
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,11-Jan-2008,N/A,83.936747,83.936747,0.00000000,4.268831,4.06
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,11-Jan-2008,N/A,102.800000,104.571978,1.77197800,4.254684,3.66
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,11-Jan-2008,N/A,82.884344,82.884344,0.00000000,4.316079,4.30
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,11-Jan-2008,N/A,103.740000,104.285082,0.54508200,4.305944,3.89
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,11-Jan-2008,N/A,82.938136,82.938136,0.00000000,4.301003,4.30
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,11-Jan-2008,N/A,118.840000,122.777500,3.93750000,4.396334,3.70
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,11-Jan-2008,N/A,82.017504,82.017504,0.00000000,4.313054,4.55
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,11-Jan-2008,N/A,81.084004,81.084004,0.00000000,4.328799,4.79
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,11-Jan-2008,N/A,80.169980,80.169980,0.00000000,4.341794,5.04
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,11-Jan-2008,N/A,79.273023,79.273023,0.00000000,4.351042,5.28
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,11-Jan-2008,N/A,78.403433,78.403433,0.00000000,4.356358,5.53
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,11-Jan-2008,N/A,117.930000,120.325604,2.39560400,4.406664,4.59
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,11-Jan-2008,N/A,77.449657,77.449657,0.00000000,4.381332,5.77
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,11-Jan-2008,N/A,138.890000,139.971967,1.08196700,4.443356,4.52
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,11-Jan-2008,N/A,76.596302,76.596302,0.00000000,4.385804,6.01
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,11-Jan-2008,N/A,75.729544,75.729544,0.00000000,4.393948,6.26
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,11-Jan-2008,N/A,74.891788,74.891788,0.00000000,4.398299,6.50
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,11-Jan-2008,N/A,103.430000,105.201978,1.77197800,4.398172,5.54
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,11-Jan-2008,N/A,74.860754,74.860754,0.00000000,4.404673,6.50
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,11-Jan-2008,N/A,74.055611,74.055611,0.00000000,4.403138,6.75
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,11-Jan-2008,N/A,73.208337,73.208337,0.00000000,4.412341,6.99
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,11-Jan-2008,N/A,72.407027,72.407027,0.00000000,4.413310,7.24
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,11-Jan-2008,N/A,71.630819,71.630819,0.00000000,4.411834,7.48
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,11-Jan-2008,N/A,102.240000,103.923379,1.68337900,4.400959,6.27
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,11-Jan-2008,N/A,71.596956,71.596956,0.00000000,4.418155,7.48
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,11-Jan-2008,N/A,123.250000,124.080601,0.83060100,4.471621,6.04
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,11-Jan-2008,N/A,70.626685,70.626685,0.00000000,4.453035,7.72
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,11-Jan-2008,N/A,70.475980,70.475980,0.00000000,4.480691,7.72
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,11-Jan-2008,N/A,69.849823,69.849823,0.00000000,4.453978,7.97
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,11-Jan-2008,N/A,69.124779,69.124779,0.00000000,4.446629,8.21
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,11-Jan-2008,N/A,68.537475,68.537475,0.00000000,4.417815,8.46
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,11-Jan-2008,N/A,97.080000,98.497582,1.41758200,4.409231,7.11
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,11-Jan-2008,N/A,68.387467,68.387467,0.00000000,4.443720,8.46
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,11-Jan-2008,N/A,67.614198,67.614198,0.00000000,4.447843,8.70
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,11-Jan-2008,N/A,66.864312,66.864312,0.00000000,4.449855,8.95
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,11-Jan-2008,N/A,66.090249,66.090249,0.00000000,4.456561,9.19
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,11-Jan-2008,N/A,133.190000,136.566359,3.37635900,4.465047,6.80
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,11-Jan-2008,N/A,65.355187,65.355187,0.00000000,4.458579,9.44
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,11-Jan-2008,N/A,64.606850,64.606850,0.00000000,4.463405,9.68
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,11-Jan-2008,N/A,64.037601,64.037601,0.00000000,4.441635,9.93
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,11-Jan-2008,N/A,104.700000,106.471978,1.77197800,4.419440,7.83
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,11-Jan-2008,N/A,63.926472,63.926472,0.00000000,4.459136,9.92
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,11-Jan-2008,N/A,63.221487,63.221487,0.00000000,4.459517,10.17
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,11-Jan-2008,N/A,62.463751,62.463751,0.00000000,4.469664,10.41
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,11-Jan-2008,N/A,61.782040,61.782040,0.00000000,4.468701,10.66
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,11-Jan-2008,N/A,61.103585,61.103585,0.00000000,4.468872,10.90
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,11-Jan-2008,N/A,60.414007,60.414007,0.00000000,4.471340,11.15
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,11-Jan-2008,N/A,59.716296,59.716296,0.00000000,4.476485,11.39
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,11-Jan-2008,N/A,59.038554,59.038554,0.00000000,4.479246,11.64
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,11-Jan-2008,N/A,58.562314,58.562314,0.00000000,4.454415,11.88
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,11-Jan-2008,N/A,102.730000,104.413379,1.68337900,4.455927,9.06
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,11-Jan-2008,N/A,58.375521,58.375521,0.00000000,4.481306,11.88
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,11-Jan-2008,N/A,57.592688,57.592688,0.00000000,4.501070,12.12
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,11-Jan-2008,N/A,56.896332,56.896332,0.00000000,4.509659,12.37
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,11-Jan-2008,N/A,56.178794,56.178794,0.00000000,4.521689,12.61
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,11-Jan-2008,N/A,55.503337,55.503337,0.00000000,4.529028,12.85
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,11-Jan-2008,N/A,134.730000,135.560601,0.83060100,4.515705,8.93
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,11-Jan-2008,N/A,55.080961,55.080961,0.00000000,4.501679,13.10
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,11-Jan-2008,N/A,54.849796,54.849796,0.00000000,4.533783,13.10
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,11-Jan-2008,N/A,54.411747,54.411747,0.00000000,4.510072,13.34
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,11-Jan-2008,N/A,53.860803,53.860803,0.00000000,4.502726,13.59
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,11-Jan-2008,N/A,53.035501,53.035501,0.00000000,4.534063,13.83
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,11-Jan-2008,N/A,52.480469,52.480469,0.00000000,4.528993,14.08
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,11-Jan-2008,N/A,51.913620,51.913620,0.00000000,4.526824,14.32
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,11-Jan-2008,N/A,51.461737,51.461737,0.00000000,4.509841,14.57
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,11-Jan-2008,N/A,50.920311,50.920311,0.00000000,4.506147,14.81
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,11-Jan-2008,N/A,50.391123,50.391123,0.00000000,4.501372,15.06
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,11-Jan-2008,N/A,49.873620,49.873620,0.00000000,4.496272,15.30
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,11-Jan-2008,N/A,49.371783,49.371783,0.00000000,4.489657,15.55
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,11-Jan-2008,N/A,48.884876,48.884876,0.00000000,4.482288,15.79
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,11-Jan-2008,N/A,48.362229,48.362229,0.00000000,4.480053,16.04
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,11-Jan-2008,N/A,47.932262,47.932262,0.00000000,4.467027,16.28
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,11-Jan-2008,N/A,47.402840,47.402840,0.00000000,4.467249,16.53
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,11-Jan-2008,N/A,46.889626,46.889626,0.00000000,4.466448,16.77
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,11-Jan-2008,N/A,47.012585,47.012585,0.00000000,4.450833,16.77
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,11-Jan-2008,N/A,106.510000,108.281978,1.77197800,4.452621,11.45
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,11-Jan-2008,N/A,46.365110,46.365110,0.00000000,4.467510,17.02
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,11-Jan-2008,N/A,45.875714,45.875714,0.00000000,4.465139,17.26
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,11-Jan-2008,N/A,45.381280,45.381280,0.00000000,4.463831,17.51
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,11-Jan-2008,N/A,44.902486,44.902486,0.00000000,4.461548,17.75
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,11-Jan-2008,N/A,44.412264,44.412264,0.00000000,4.461109,17.99
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,11-Jan-2008,N/A,43.950405,43.950405,0.00000000,4.458087,18.24
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,11-Jan-2008,N/A,43.471118,43.471118,0.00000000,4.457638,18.48
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,11-Jan-2008,N/A,43.016527,43.016527,0.00000000,4.455053,18.73
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,11-Jan-2008,N/A,42.548533,42.548533,0.00000000,4.454518,18.97
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,11-Jan-2008,N/A,42.165132,42.165132,0.00000000,4.444438,19.22
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,11-Jan-2008,N/A,41.849186,41.849186,0.00000000,4.426491,19.47
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,11-Jan-2008,N/A,97.370000,97.811257,0.44125700,4.450315,13.17
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,11-Jan-2008,N/A,41.715386,41.715386,0.00000000,4.442943,19.46
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,11-Jan-2008,N/A,41.269400,41.269400,0.00000000,4.441868,19.71
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,11-Jan-2008,N/A,40.840775,40.840775,0.00000000,4.439022,19.95
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,11-Jan-2008,N/A,40.359574,40.359574,0.00000000,4.443483,20.20
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,11-Jan-2008,N/A,39.969087,39.969087,0.00000000,4.437174,20.44
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,11-Jan-2008,N/A,39.970414,39.970414,0.00000000,4.437011,20.44
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,11-Jan-2008,N/A,120.690000,121.312951,0.62295100,4.466318,12.65
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,11-Jan-2008,N/A,39.599157,39.599157,0.00000000,4.429207,20.69
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,11-Jan-2008,N/A,39.168773,39.168773,0.00000000,4.428972,20.93
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,11-Jan-2008,N/A,38.788589,38.788589,0.00000000,4.423433,21.18
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,11-Jan-2008,N/A,38.355035,38.355035,0.00000000,4.424728,21.42
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,11-Jan-2008,N/A,38.039365,38.039365,0.00000000,4.412488,21.67
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,11-Jan-2008,N/A,37.674897,37.674897,0.00000000,4.406516,21.91
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,11-Jan-2008,N/A,37.357520,37.357520,0.00000000,4.395630,22.16
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,11-Jan-2008,N/A,36.995709,36.995709,0.00000000,4.390441,22.40
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,11-Jan-2008,N/A,104.320000,104.813169,0.49316900,4.447020,14.01
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,11-Jan-2008,N/A,36.957345,36.957345,0.00000000,4.395072,22.40
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,11-Jan-2008,N/A,36.611558,36.611558,0.00000000,4.388699,22.65
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,11-Jan-2008,N/A,36.252747,36.252747,0.00000000,4.384204,22.89
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,11-Jan-2008,N/A,35.907369,35.907369,0.00000000,4.378824,23.14
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,11-Jan-2008,N/A,35.561982,35.561982,0.00000000,4.373743,23.38
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,11-Jan-2008,N/A,35.245313,35.245313,0.00000000,4.365925,23.63
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,11-Jan-2008,N/A,34.932872,34.932872,0.00000000,4.357893,23.88
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,11-Jan-2008,N/A,35.060377,35.060377,0.00000000,4.342634,23.88
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,11-Jan-2008,N/A,97.850000,98.291257,0.44125700,4.394273,14.91
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,11-Jan-2008,N/A,34.631613,34.631613,0.00000000,4.349221,24.12
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,11-Jan-2008,N/A,34.296489,34.296489,0.00000000,4.344882,24.37
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,11-Jan-2008,N/A,33.978521,33.978521,0.00000000,4.339166,24.61
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,11-Jan-2008,N/A,33.637239,33.637239,0.00000000,4.336504,24.86
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,11-Jan-2008,N/A,33.323322,33.323322,0.00000000,4.331227,25.10
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,11-Jan-2008,N/A,32.995214,32.995214,0.00000000,4.327905,25.35
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,11-Jan-2008,N/A,32.700420,32.700420,0.00000000,4.321242,25.59
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,11-Jan-2008,N/A,32.353811,32.353811,0.00000000,4.321024,25.84
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,11-Jan-2008,N/A,32.048664,32.048664,0.00000000,4.316473,26.08
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,11-Jan-2008,N/A,31.701656,31.701656,0.00000000,4.317179,26.33
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,11-Jan-2008,N/A,31.494644,31.494644,0.00000000,4.301741,26.57
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,11-Jan-2008,N/A,31.206921,31.206921,0.00000000,4.296197,26.82
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,11-Jan-2008,N/A,30.890258,30.890258,0.00000000,4.294706,27.06
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,11-Jan-2008,N/A,30.602399,30.602399,0.00000000,4.290001,27.31
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,11-Jan-2008,N/A,30.295517,30.295517,0.00000000,4.288155,27.55
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,11-Jan-2008,N/A,30.415486,30.415486,0.00000000,4.273813,27.56
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,11-Jan-2008,N/A,98.360000,99.866181,1.50618100,4.351323,15.98
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,11-Jan-2008,N/A,30.033064,30.033064,0.00000000,4.281211,27.80
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,11-Jan-2008,N/A,29.415459,29.415459,0.00000000,4.279792,28.29
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,11-Jan-2008,N/A,28.827439,28.827439,0.00000000,4.276385,28.78
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,11-Jan-2008,N/A,28.257314,28.257314,0.00000000,4.272349,29.27
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,11-Jan-2008,N/A,27.701691,27.701691,0.00000000,4.268055,29.76
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,11-Jan-2008,N/A,27.220274,27.220274,0.00000000,4.256207,30.25
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,11-Jan-2008,N/A,27.414871,27.414871,0.00000000,4.232661,30.26
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,11-Jan-2008,N/A,106.860000,107.353169,0.49316900,4.344261,16.53
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,11-Jan-2008,N/A,26.617923,26.617923,0.00000000,4.260499,30.74
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,11-Jan-2008,N/A,26.136676,26.136676,0.00000000,4.251426,31.23
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,11-Jan-2008,N/A,25.608825,25.608825,0.00000000,4.249435,31.72
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,11-Jan-2008,N/A,25.094278,25.094278,0.00000000,4.247176,32.21
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,11-Jan-2008,N/A,24.573859,24.573859,0.00000000,4.247002,32.70
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,11-Jan-2008,N/A,24.066650,24.066650,0.00000000,4.246531,33.19
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,11-Jan-2008,N/A,23.580763,23.580763,0.00000000,4.244706,33.68
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,11-Jan-2008,N/A,22.886311,22.886311,0.00000000,4.270726,34.17
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,11-Jan-2008,N/A,102.820000,103.287213,0.46721300,4.342117,17.68
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,11-Jan-2008,N/A,23.084262,23.084262,0.00000000,4.245522,34.17
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,11-Jan-2008,N/A,22.613079,22.613079,0.00000000,4.244417,34.66
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,11-Jan-2008,N/A,22.201268,22.201268,0.00000000,4.236961,35.15
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,11-Jan-2008,N/A,21.768057,21.768057,0.00000000,4.233432,35.64
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,11-Jan-2008,N/A,21.293643,21.293643,0.00000000,4.236445,36.13
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,11-Jan-2008,N/A,20.857621,20.857621,0.00000000,4.235703,36.62
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,11-Jan-2008,N/A,20.432979,20.432979,0.00000000,4.234657,37.11
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,11-Jan-2008,N/A,19.983543,19.983543,0.00000000,4.238085,37.60
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,11-Jan-2008,N/A,19.553006,19.553006,0.00000000,4.240214,38.09
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,11-Jan-2008,N/A,98.440000,98.881257,0.44125700,4.333123,18.71
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,11-Jan-2008,N/A,19.563433,19.563433,0.00000000,4.238815,38.09
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,11-Jan-2008,N/A,19.221157,19.221157,0.00000000,4.230204,38.58
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,11-Jan-2008,N/A,18.820974,18.820974,0.00000000,4.230483,39.07
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,11-Jan-2008,N/A,18.460482,18.460482,0.00000000,4.226458,39.56
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,11-Jan-2008,N/A,18.071269,18.071269,0.00000000,4.227449,40.05
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,11-Jan-2008,N/A,17.794602,17.794602,0.00000000,4.213910,40.54
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,11-Jan-2008,N/A,17.398353,17.398353,0.00000000,4.217978,41.03
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,11-Jan-2008,N/A,17.065031,17.065031,0.00000000,4.214302,41.52
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,11-Jan-2008,N/A,16.791174,16.791174,0.00000000,4.203175,42.01
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,11-Jan-2008,N/A,16.516671,16.516671,0.00000000,4.193023,42.51
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,11-Jan-2008,N/A,16.241388,16.241388,0.00000000,4.183857,43.00
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,11-Jan-2008,N/A,15.948774,15.948774,0.00000000,4.178056,43.49
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,11-Jan-2008,N/A,15.657223,15.657223,0.00000000,4.172996,43.98
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,11-Jan-2008,N/A,15.379038,15.379038,0.00000000,4.166872,44.47
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,11-Jan-2008,N/A,15.086327,15.086327,0.00000000,4.163750,44.96
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,11-Jan-2008,N/A,14.821599,14.821599,0.00000000,4.157365,45.45
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,11-Jan-2008,N/A,14.558990,14.558990,0.00000000,4.151495,45.94
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,11-Jan-2008,N/A,14.363515,14.363515,0.00000000,4.136361,46.44
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,11-Jan-2008,N/A,14.237197,14.237197,0.00000000,4.111562,46.93
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,11-Jan-2008,N/A,14.283647,14.283647,0.00000000,4.104622,46.93
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,11-Jan-2008,N/A,99.280000,99.721257,0.44125700,4.285332,20.21
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-2008,14-Jan-2008,N/A,99.284114,99.284114,0.00000000,5.092991,0.14
5% Treasury Stock 2008,GB0031734154,07-Mar-2008,14-Jan-2008,N/A,99.970000,101.755714,1.78571400,5.167090,0.14
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-2008,14-Jan-2008,N/A,99.296963,99.296963,0.00000000,5.000120,0.14
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,14-Jan-2008,N/A,98.191289,98.191289,0.00000000,4.693448,0.38
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,14-Jan-2008,N/A,97.144017,97.144017,0.00000000,4.558489,0.63
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,14-Jan-2008,N/A,100.370000,102.288956,1.91895600,4.904558,0.62
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,14-Jan-2008,N/A,102.920000,105.231475,2.31147500,4.931221,0.70
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,14-Jan-2008,N/A,96.143396,96.143396,0.00000000,4.450808,0.87
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,14-Jan-2008,N/A,95.267438,95.267438,0.00000000,4.287495,1.12
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,14-Jan-2008,N/A,99.680000,101.108571,1.42857100,4.285976,1.09
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,14-Jan-2008,N/A,95.230505,95.230505,0.00000000,4.322154,1.12
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,14-Jan-2008,N/A,94.281848,94.281848,0.00000000,4.270570,1.36
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,14-Jan-2008,N/A,93.357545,93.357545,0.00000000,4.227845,1.61
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,14-Jan-2008,N/A,105.910000,108.371538,2.46153800,4.334112,1.55
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,14-Jan-2008,N/A,92.415157,92.415157,0.00000000,4.209604,1.85
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,14-Jan-2008,N/A,102.780000,103.392705,0.61270500,4.204410,1.78
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,14-Jan-2008,N/A,92.371044,92.371044,0.00000000,4.235352,1.85
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,14-Jan-2008,N/A,91.436554,91.436554,0.00000000,4.221767,2.10
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,14-Jan-2008,N/A,90.555506,90.555506,0.00000000,4.188208,2.34
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,14-Jan-2008,N/A,101.290000,101.796148,0.50614800,4.176218,2.23
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,14-Jan-2008,N/A,90.507639,90.507639,0.00000000,4.210763,2.34
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,14-Jan-2008,N/A,89.567627,89.567627,0.00000000,4.212582,2.59
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,14-Jan-2008,N/A,105.630000,106.505687,0.87568700,4.139862,2.60
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,14-Jan-2008,N/A,88.656918,88.656918,0.00000000,4.204586,2.83
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,14-Jan-2008,N/A,87.670838,87.670838,0.00000000,4.230792,3.08
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,14-Jan-2008,N/A,100.040000,101.557857,1.51785700,4.234711,2.87
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,14-Jan-2008,N/A,87.690370,87.690370,0.00000000,4.223554,3.08
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,14-Jan-2008,N/A,86.787744,86.787744,0.00000000,4.219740,3.32
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,14-Jan-2008,N/A,115.280000,115.354176,0.07417600,4.245204,3.04
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,14-Jan-2008,N/A,85.893083,85.893083,0.00000000,4.218253,3.57
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,14-Jan-2008,N/A,85.000311,85.000311,0.00000000,4.217938,3.81
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,14-Jan-2008,N/A,112.320000,115.963342,3.64334200,4.381107,3.38
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,14-Jan-2008,N/A,84.094021,84.094021,0.00000000,4.225547,4.06
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,14-Jan-2008,N/A,84.138071,84.138071,0.00000000,4.212640,4.06
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,14-Jan-2008,N/A,103.040000,104.825714,1.78571400,4.191601,3.66
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,14-Jan-2008,N/A,83.121594,83.121594,0.00000000,4.252338,4.30
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,14-Jan-2008,N/A,103.980000,104.539426,0.55942600,4.246260,3.89
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,14-Jan-2008,N/A,83.133549,83.133549,0.00000000,4.248995,4.30
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,14-Jan-2008,N/A,119.090000,123.051957,3.96195700,4.339217,3.70
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,14-Jan-2008,N/A,82.205179,82.205179,0.00000000,4.265349,4.55
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,14-Jan-2008,N/A,81.254238,81.254238,0.00000000,4.287460,4.79
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,14-Jan-2008,N/A,80.330047,80.330047,0.00000000,4.304516,5.03
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,14-Jan-2008,N/A,79.389727,79.389727,0.00000000,4.325402,5.28
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,14-Jan-2008,N/A,78.486180,78.486180,0.00000000,4.339402,5.52
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,14-Jan-2008,N/A,118.110000,120.527582,2.41758200,4.372694,4.59
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,14-Jan-2008,N/A,77.561239,77.561239,0.00000000,4.358423,5.77
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,14-Jan-2008,N/A,139.080000,140.194754,1.11475400,4.410786,4.52
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,14-Jan-2008,N/A,76.694907,76.694907,0.00000000,4.366386,6.01
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,14-Jan-2008,N/A,75.837715,75.837715,0.00000000,4.373031,6.26
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,14-Jan-2008,N/A,74.994233,74.994233,0.00000000,4.379108,6.50
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,14-Jan-2008,N/A,103.590000,105.375714,1.78571400,4.370518,5.54
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,14-Jan-2008,N/A,74.974420,74.974420,0.00000000,4.383173,6.50
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,14-Jan-2008,N/A,74.137614,74.137614,0.00000000,4.388495,6.75
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,14-Jan-2008,N/A,73.316181,73.316181,0.00000000,4.392995,6.99
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,14-Jan-2008,N/A,72.510347,72.510347,0.00000000,4.395248,7.23
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,14-Jan-2008,N/A,71.737599,71.737599,0.00000000,4.393518,7.48
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,14-Jan-2008,N/A,102.370000,104.066429,1.69642900,4.380931,6.27
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,14-Jan-2008,N/A,71.696131,71.696131,0.00000000,4.401250,7.48
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,14-Jan-2008,N/A,123.390000,124.242459,0.85245900,4.452038,6.04
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,14-Jan-2008,N/A,70.695715,70.695715,0.00000000,4.441942,7.72
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,14-Jan-2008,N/A,70.542974,70.542974,0.00000000,4.469953,7.72
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,14-Jan-2008,N/A,69.925427,69.925427,0.00000000,4.441917,7.97
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,14-Jan-2008,N/A,69.205757,69.205757,0.00000000,4.433834,8.21
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,14-Jan-2008,N/A,68.643303,68.643303,0.00000000,4.400990,8.46
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,14-Jan-2008,N/A,97.170000,98.598571,1.42857100,4.396499,7.11
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,14-Jan-2008,N/A,68.475889,68.475889,0.00000000,4.429866,8.46
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,14-Jan-2008,N/A,67.715793,67.715793,0.00000000,4.431968,8.70
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,14-Jan-2008,N/A,66.943412,66.943412,0.00000000,4.437988,8.94
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,14-Jan-2008,N/A,66.163113,66.163113,0.00000000,4.445880,9.19
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,14-Jan-2008,N/A,133.330000,136.730136,3.40013600,4.449175,6.80
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,14-Jan-2008,N/A,65.425978,65.425978,0.00000000,4.448387,9.43
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,14-Jan-2008,N/A,64.673098,64.673098,0.00000000,4.454062,9.68
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,14-Jan-2008,N/A,64.083217,64.083217,0.00000000,4.435675,9.92
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,14-Jan-2008,N/A,104.780000,106.565714,1.78571400,4.409730,7.83
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,14-Jan-2008,N/A,64.009240,64.009240,0.00000000,4.447316,9.92
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,14-Jan-2008,N/A,63.275206,63.275206,0.00000000,4.452348,10.17
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,14-Jan-2008,N/A,62.559934,62.559934,0.00000000,4.456051,10.41
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,14-Jan-2008,N/A,61.854317,61.854317,0.00000000,4.458862,10.66
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,14-Jan-2008,N/A,61.165258,61.165258,0.00000000,4.460730,10.90
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,14-Jan-2008,N/A,60.478986,60.478986,0.00000000,4.462779,11.14
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,14-Jan-2008,N/A,59.784146,59.784146,0.00000000,4.467582,11.39
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,14-Jan-2008,N/A,59.101580,59.101580,0.00000000,4.471114,11.63
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,14-Jan-2008,N/A,58.598430,58.598430,0.00000000,4.450243,11.88
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,14-Jan-2008,N/A,102.790000,104.486429,1.69642900,4.449542,9.06
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,14-Jan-2008,N/A,58.416442,58.416442,0.00000000,4.476431,11.88
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,14-Jan-2008,N/A,57.682265,57.682265,0.00000000,4.489251,12.12
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,14-Jan-2008,N/A,56.937189,56.937189,0.00000000,4.504844,12.36
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,14-Jan-2008,N/A,56.252687,56.252687,0.00000000,4.512233,12.61
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,14-Jan-2008,N/A,55.536482,55.536482,0.00000000,4.525340,12.85
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,14-Jan-2008,N/A,134.800000,135.652459,0.85245900,4.509484,8.93
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,14-Jan-2008,N/A,55.033045,55.033045,0.00000000,4.509252,13.10
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,14-Jan-2008,N/A,54.907810,54.907810,0.00000000,4.526646,13.10
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,14-Jan-2008,N/A,54.343150,54.343150,0.00000000,4.520446,13.34
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,14-Jan-2008,N/A,53.766059,53.766059,0.00000000,4.516579,13.59
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,14-Jan-2008,N/A,53.040254,53.040254,0.00000000,4.534306,13.83
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,14-Jan-2008,N/A,52.488880,52.488880,0.00000000,4.528724,14.07
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,14-Jan-2008,N/A,51.932555,51.932555,0.00000000,4.525136,14.32
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,14-Jan-2008,N/A,51.520259,51.520259,0.00000000,4.502875,14.57
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,14-Jan-2008,N/A,50.963456,50.963456,0.00000000,4.501254,14.81
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,14-Jan-2008,N/A,50.443659,50.443659,0.00000000,4.495259,15.06
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,14-Jan-2008,N/A,49.930730,49.930730,0.00000000,4.489590,15.30
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,14-Jan-2008,N/A,49.430089,49.430089,0.00000000,4.482845,15.55
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,14-Jan-2008,N/A,48.935237,48.935237,0.00000000,4.476538,15.79
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,14-Jan-2008,N/A,48.422954,48.422954,0.00000000,4.472982,16.03
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,14-Jan-2008,N/A,47.980612,47.980612,0.00000000,4.461579,16.28
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,14-Jan-2008,N/A,47.461370,47.461370,0.00000000,4.460512,16.52
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,14-Jan-2008,N/A,46.949389,46.949389,0.00000000,4.459576,16.77
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,14-Jan-2008,N/A,47.067726,47.067726,0.00000000,4.444564,16.77
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,14-Jan-2008,N/A,106.590000,108.375714,1.78571400,4.446120,11.45
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,14-Jan-2008,N/A,46.432784,46.432784,0.00000000,4.459647,17.01
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,14-Jan-2008,N/A,45.932573,45.932573,0.00000000,4.458665,17.26
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,14-Jan-2008,N/A,45.436782,45.436782,0.00000000,4.457537,17.50
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,14-Jan-2008,N/A,44.947545,44.947545,0.00000000,4.456579,17.75
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,14-Jan-2008,N/A,44.460480,44.460480,0.00000000,4.455749,17.99
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,14-Jan-2008,N/A,43.989134,43.989134,0.00000000,4.453921,18.24
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,14-Jan-2008,N/A,43.492201,43.492201,0.00000000,4.455667,18.48
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,14-Jan-2008,N/A,43.049481,43.049481,0.00000000,4.451610,18.73
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,14-Jan-2008,N/A,42.584142,42.584142,0.00000000,4.450743,18.97
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,14-Jan-2008,N/A,42.202440,42.202440,0.00000000,4.440464,19.22
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,14-Jan-2008,N/A,41.864445,41.864445,0.00000000,4.425233,19.46
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,14-Jan-2008,N/A,97.420000,97.872869,0.45286900,4.446447,13.17
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,14-Jan-2008,N/A,41.741502,41.741502,0.00000000,4.440344,19.46
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,14-Jan-2008,N/A,41.302853,41.302853,0.00000000,4.438368,19.71
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,14-Jan-2008,N/A,40.849541,40.849541,0.00000000,4.438547,19.95
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,14-Jan-2008,N/A,40.391498,40.391498,0.00000000,4.440166,20.19
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,14-Jan-2008,N/A,39.908557,39.908557,0.00000000,4.445175,20.44
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,14-Jan-2008,N/A,39.992463,39.992463,0.00000000,4.434900,20.44
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,14-Jan-2008,N/A,120.720000,121.359344,0.63934400,4.464249,12.64
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,14-Jan-2008,N/A,39.619033,39.619033,0.00000000,4.427363,20.68
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,14-Jan-2008,N/A,39.145968,39.145968,0.00000000,4.432326,20.93
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,14-Jan-2008,N/A,38.767136,38.767136,0.00000000,4.426614,21.17
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,14-Jan-2008,N/A,38.323743,38.323743,0.00000000,4.429096,21.42
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,14-Jan-2008,N/A,38.001501,38.001501,0.00000000,4.417638,21.66
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,14-Jan-2008,N/A,37.632902,37.632902,0.00000000,4.412149,21.91
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,14-Jan-2008,N/A,37.291075,37.291075,0.00000000,4.404204,22.15
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,14-Jan-2008,N/A,36.932030,36.932030,0.00000000,4.398661,22.40
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,14-Jan-2008,N/A,104.320000,104.826148,0.50614800,4.446994,14.01
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,14-Jan-2008,N/A,36.902623,36.902623,0.00000000,4.402217,22.40
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,14-Jan-2008,N/A,36.560569,36.560569,0.00000000,4.395379,22.65
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,14-Jan-2008,N/A,36.191042,36.191042,0.00000000,4.392163,22.89
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,14-Jan-2008,N/A,35.851419,35.851419,0.00000000,4.386079,23.14
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,14-Jan-2008,N/A,35.501970,35.501970,0.00000000,4.381472,23.38
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,14-Jan-2008,N/A,35.198709,35.198709,0.00000000,4.372028,23.63
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,14-Jan-2008,N/A,34.894341,34.894341,0.00000000,4.363009,23.87
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,14-Jan-2008,N/A,35.014003,35.014003,0.00000000,4.348669,23.87
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,14-Jan-2008,N/A,97.820000,98.272869,0.45286900,4.396324,14.91
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,14-Jan-2008,N/A,34.580726,34.580726,0.00000000,4.355808,24.12
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,14-Jan-2008,N/A,34.241831,34.241831,0.00000000,4.351911,24.36
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,14-Jan-2008,N/A,33.922115,33.922115,0.00000000,4.346396,24.61
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,14-Jan-2008,N/A,33.583368,33.583368,0.00000000,4.343425,24.85
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,14-Jan-2008,N/A,33.267935,33.267935,0.00000000,4.338324,25.10
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,14-Jan-2008,N/A,32.903215,32.903215,0.00000000,4.339384,25.34
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,14-Jan-2008,N/A,32.602165,32.602165,0.00000000,4.333460,25.59
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,14-Jan-2008,N/A,32.317694,32.317694,0.00000000,4.325799,25.83
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,14-Jan-2008,N/A,31.995324,31.995324,0.00000000,4.323310,26.08
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,14-Jan-2008,N/A,31.664633,31.664633,0.00000000,4.322062,26.32
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,14-Jan-2008,N/A,31.408338,31.408338,0.00000000,4.312509,26.57
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,14-Jan-2008,N/A,31.116906,31.116906,0.00000000,4.307402,26.82
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,14-Jan-2008,N/A,30.797863,30.797863,0.00000000,4.306207,27.06
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,14-Jan-2008,N/A,30.510208,30.510208,0.00000000,4.301475,27.31
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,14-Jan-2008,N/A,30.204610,30.204610,0.00000000,4.299486,27.55
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,14-Jan-2008,N/A,30.315245,30.315245,0.00000000,4.286215,27.55
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,14-Jan-2008,N/A,98.280000,99.797857,1.51785700,4.356348,15.97
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,14-Jan-2008,N/A,29.922290,29.922290,0.00000000,4.294921,27.80
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,14-Jan-2008,N/A,29.316649,29.316649,0.00000000,4.292096,28.29
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,14-Jan-2008,N/A,28.732682,28.732682,0.00000000,4.288227,28.78
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,14-Jan-2008,N/A,28.161736,28.161736,0.00000000,4.284320,29.27
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,14-Jan-2008,N/A,27.615181,27.615181,0.00000000,4.278954,29.76
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,14-Jan-2008,N/A,27.142526,27.142526,0.00000000,4.266043,30.25
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,14-Jan-2008,N/A,27.241708,27.241708,0.00000000,4.253985,30.25
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,14-Jan-2008,N/A,106.760000,107.266148,0.50614800,4.349878,16.52
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,14-Jan-2008,N/A,26.541870,26.541870,0.00000000,4.270182,30.74
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,14-Jan-2008,N/A,26.030211,26.030211,0.00000000,4.264865,31.23
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,14-Jan-2008,N/A,25.498913,25.498913,0.00000000,4.263357,31.72
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,14-Jan-2008,N/A,24.980165,24.980165,0.00000000,4.261684,32.21
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,14-Jan-2008,N/A,24.480224,24.480224,0.00000000,4.259029,32.70
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,14-Jan-2008,N/A,23.946097,23.946097,0.00000000,4.262008,33.19
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,14-Jan-2008,N/A,23.456835,23.456835,0.00000000,4.260693,33.68
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,14-Jan-2008,N/A,22.886903,22.886903,0.00000000,4.270989,34.16
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,14-Jan-2008,N/A,102.670000,103.149508,0.47950800,4.350331,17.66
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,14-Jan-2008,N/A,22.943048,22.943048,0.00000000,4.263817,34.17
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,14-Jan-2008,N/A,22.474563,22.474563,0.00000000,4.262478,34.65
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,14-Jan-2008,N/A,22.053916,22.053916,0.00000000,4.256233,35.15
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,14-Jan-2008,N/A,21.594226,21.594226,0.00000000,4.256251,35.64
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,14-Jan-2008,N/A,21.141330,21.141330,0.00000000,4.256633,36.12
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,14-Jan-2008,N/A,20.674377,20.674377,0.00000000,4.260116,36.61
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,14-Jan-2008,N/A,20.244928,20.244928,0.00000000,4.259884,37.10
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,14-Jan-2008,N/A,19.820302,19.820302,0.00000000,4.260208,37.59
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,14-Jan-2008,N/A,19.445842,19.445842,0.00000000,4.254946,38.08
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,14-Jan-2008,N/A,98.270000,98.722869,0.45286900,4.342322,18.69
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,14-Jan-2008,N/A,19.400882,19.400882,0.00000000,4.261024,38.08
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,14-Jan-2008,N/A,19.053728,19.053728,0.00000000,4.253180,38.57
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,14-Jan-2008,N/A,18.689015,18.689015,0.00000000,4.248787,39.06
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,14-Jan-2008,N/A,18.340628,18.340628,0.00000000,4.243214,39.55
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,14-Jan-2008,N/A,17.981778,17.981778,0.00000000,4.240132,40.04
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,14-Jan-2008,N/A,17.699764,17.699764,0.00000000,4.227374,40.54
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,14-Jan-2008,N/A,17.308673,17.308673,0.00000000,4.230852,41.03
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,14-Jan-2008,N/A,16.984520,16.984520,0.00000000,4.225967,41.52
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,14-Jan-2008,N/A,16.680150,16.680150,0.00000000,4.219237,42.01
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,14-Jan-2008,N/A,16.382353,16.382353,0.00000000,4.212503,42.50
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,14-Jan-2008,N/A,16.119819,16.119819,0.00000000,4.201596,42.99
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,14-Jan-2008,N/A,15.834156,15.834156,0.00000000,4.194903,43.48
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,14-Jan-2008,N/A,15.543639,15.543639,0.00000000,4.189810,43.97
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,14-Jan-2008,N/A,15.261614,15.261614,0.00000000,4.184363,44.46
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,14-Jan-2008,N/A,14.973338,14.973338,0.00000000,4.180723,44.95
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,14-Jan-2008,N/A,14.708475,14.708475,0.00000000,4.174471,45.44
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,14-Jan-2008,N/A,14.446328,14.446328,0.00000000,4.168650,45.94
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,14-Jan-2008,N/A,14.222465,14.222465,0.00000000,4.157856,46.43
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,14-Jan-2008,N/A,14.072450,14.072450,0.00000000,4.136602,46.92
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,14-Jan-2008,N/A,14.121247,14.121247,0.00000000,4.129225,46.92
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,14-Jan-2008,N/A,99.060000,99.512869,0.45286900,4.296263,20.18
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-2008,15-Jan-2008,N/A,99.296297,99.296297,0.00000000,5.104310,0.14
5% Treasury Stock 2008,GB0031734154,07-Mar-2008,15-Jan-2008,N/A,99.970000,101.769451,1.79945100,5.170873,0.14
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-2008,15-Jan-2008,N/A,99.310776,99.310776,0.00000000,4.997617,0.14
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,15-Jan-2008,N/A,98.207161,98.207161,0.00000000,4.684312,0.38
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,15-Jan-2008,N/A,97.153317,97.153317,0.00000000,4.562978,0.63
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,15-Jan-2008,N/A,100.370000,102.304066,1.93406600,4.902203,0.62
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,15-Jan-2008,N/A,102.900000,105.236066,2.33606600,4.943968,0.70
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,15-Jan-2008,N/A,96.158052,96.158052,0.00000000,4.447118,0.87
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,15-Jan-2008,N/A,95.269469,95.269469,0.00000000,4.296026,1.12
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,15-Jan-2008,N/A,99.680000,101.119560,1.43956000,4.286696,1.09
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,15-Jan-2008,N/A,95.240933,95.240933,0.00000000,4.322869,1.12
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,15-Jan-2008,N/A,94.277678,94.277678,0.00000000,4.282297,1.36
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,15-Jan-2008,N/A,93.342424,93.342424,0.00000000,4.245087,1.61
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,15-Jan-2008,N/A,105.880000,108.363516,2.48351600,4.346506,1.55
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,15-Jan-2008,N/A,92.413067,92.413067,0.00000000,4.216972,1.85
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,15-Jan-2008,N/A,102.750000,103.378415,0.62841500,4.218622,1.77
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,15-Jan-2008,N/A,92.372770,92.372770,0.00000000,4.240527,1.85
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,15-Jan-2008,N/A,91.433475,91.433475,0.00000000,4.228851,2.10
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,15-Jan-2008,N/A,90.523015,90.523015,0.00000000,4.208370,2.34
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,15-Jan-2008,N/A,101.250000,101.769126,0.51912600,4.193175,2.23
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,15-Jan-2008,N/A,90.500893,90.500893,0.00000000,4.218809,2.34
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,15-Jan-2008,N/A,89.552462,89.552462,0.00000000,4.223560,2.59
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,15-Jan-2008,N/A,105.570000,106.462857,0.89285700,4.159720,2.59
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,15-Jan-2008,N/A,88.642016,88.642016,0.00000000,4.214539,2.83
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,15-Jan-2008,N/A,87.662975,87.662975,0.00000000,4.237449,3.07
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,15-Jan-2008,N/A,100.000000,101.529533,1.52953300,4.248450,2.87
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,15-Jan-2008,N/A,87.680675,87.680675,0.00000000,4.230883,3.08
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,15-Jan-2008,N/A,86.780245,86.780245,0.00000000,4.225778,3.32
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,15-Jan-2008,N/A,115.230000,115.328901,0.09890100,4.256220,3.04
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,15-Jan-2008,N/A,85.887895,85.887895,0.00000000,4.223165,3.56
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,15-Jan-2008,N/A,85.000509,85.000509,0.00000000,4.220870,3.81
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,15-Jan-2008,N/A,112.290000,115.954402,3.66440200,4.386870,3.38
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,15-Jan-2008,N/A,84.100542,84.100542,0.00000000,4.226468,4.05
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,15-Jan-2008,N/A,84.147004,84.147004,0.00000000,4.212846,4.05
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,15-Jan-2008,N/A,103.020000,104.819451,1.79945100,4.196352,3.66
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,15-Jan-2008,N/A,83.120713,83.120713,0.00000000,4.255259,4.30
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,15-Jan-2008,N/A,103.950000,104.523770,0.57377000,4.253071,3.88
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,15-Jan-2008,N/A,83.146680,83.146680,0.00000000,4.247994,4.30
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,15-Jan-2008,N/A,119.080000,123.066413,3.98641300,4.339195,3.70
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,15-Jan-2008,N/A,82.223695,82.223695,0.00000000,4.262943,4.54
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,15-Jan-2008,N/A,81.280302,81.280302,0.00000000,4.283182,4.79
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,15-Jan-2008,N/A,80.367106,80.367106,0.00000000,4.297675,5.03
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,15-Jan-2008,N/A,79.425047,79.425047,0.00000000,4.319188,5.28
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,15-Jan-2008,N/A,78.523922,78.523922,0.00000000,4.332830,5.52
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,15-Jan-2008,N/A,118.210000,120.649560,2.43956000,4.353217,4.58
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,15-Jan-2008,N/A,77.631891,77.631891,0.00000000,4.344673,5.77
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,15-Jan-2008,N/A,139.190000,140.337541,1.14754100,4.390871,4.51
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,15-Jan-2008,N/A,76.785155,76.785155,0.00000000,4.348790,6.01
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,15-Jan-2008,N/A,75.930040,75.930040,0.00000000,4.355467,6.25
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,15-Jan-2008,N/A,75.101963,75.101963,0.00000000,4.358849,6.50
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,15-Jan-2008,N/A,103.700000,105.499451,1.79945100,4.351457,5.53
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,15-Jan-2008,N/A,75.084519,75.084519,0.00000000,4.362424,6.50
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,15-Jan-2008,N/A,74.239554,74.239554,0.00000000,4.369877,6.74
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,15-Jan-2008,N/A,73.430951,73.430951,0.00000000,4.372316,6.99
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,15-Jan-2008,N/A,72.626611,72.626611,0.00000000,4.374738,7.23
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,15-Jan-2008,N/A,71.853150,71.853150,0.00000000,4.373587,7.48
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,15-Jan-2008,N/A,102.490000,104.199478,1.70947800,4.362451,6.27
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,15-Jan-2008,N/A,71.816363,71.816363,0.00000000,4.380437,7.48
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,15-Jan-2008,N/A,123.520000,124.394317,0.87431700,4.433801,6.04
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,15-Jan-2008,N/A,70.842311,70.842311,0.00000000,4.416663,7.72
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,15-Jan-2008,N/A,70.651034,70.651034,0.00000000,4.451687,7.72
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,15-Jan-2008,N/A,70.048111,70.048111,0.00000000,4.421420,7.96
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,15-Jan-2008,N/A,69.330614,69.330614,0.00000000,4.413336,8.21
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,15-Jan-2008,N/A,68.751314,68.751314,0.00000000,4.383807,8.45
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,15-Jan-2008,N/A,97.310000,98.749560,1.43956000,4.376647,7.11
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,15-Jan-2008,N/A,68.614789,68.614789,0.00000000,4.407319,8.45
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,15-Jan-2008,N/A,67.839778,67.839778,0.00000000,4.412314,8.70
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,15-Jan-2008,N/A,67.069073,67.069073,0.00000000,4.418364,8.94
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,15-Jan-2008,N/A,66.292996,66.292996,0.00000000,4.425840,9.19
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,15-Jan-2008,N/A,133.500000,136.923913,3.42391300,4.430092,6.80
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,15-Jan-2008,N/A,65.553462,65.553462,0.00000000,4.429027,9.43
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,15-Jan-2008,N/A,64.803269,64.803269,0.00000000,4.434524,9.68
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,15-Jan-2008,N/A,64.214048,64.214048,0.00000000,4.416332,9.92
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,15-Jan-2008,N/A,104.940000,106.739451,1.79945100,4.390444,7.83
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,15-Jan-2008,N/A,64.140518,64.140518,0.00000000,4.427881,9.92
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,15-Jan-2008,N/A,63.403025,63.403025,0.00000000,4.433679,10.17
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,15-Jan-2008,N/A,62.701490,62.701490,0.00000000,4.435500,10.41
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,15-Jan-2008,N/A,61.995866,61.995866,0.00000000,4.438537,10.65
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,15-Jan-2008,N/A,61.304866,61.304866,0.00000000,4.440922,10.90
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,15-Jan-2008,N/A,60.618099,60.618099,0.00000000,4.443241,11.14
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,15-Jan-2008,N/A,59.919338,59.919338,0.00000000,4.448810,11.39
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,15-Jan-2008,N/A,59.237950,59.237950,0.00000000,4.452338,11.63
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,15-Jan-2008,N/A,58.694065,58.694065,0.00000000,4.437531,11.88
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,15-Jan-2008,N/A,102.970000,104.679478,1.70947800,4.430493,9.06
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,15-Jan-2008,N/A,58.551965,58.551965,0.00000000,4.457941,11.88
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,15-Jan-2008,N/A,57.857062,57.857062,0.00000000,4.465286,12.12
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,15-Jan-2008,N/A,57.104707,57.104707,0.00000000,4.482070,12.36
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,15-Jan-2008,N/A,56.451802,56.451802,0.00000000,4.485173,12.61
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,15-Jan-2008,N/A,55.716794,55.716794,0.00000000,4.501071,12.85
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,15-Jan-2008,N/A,135.010000,135.884317,0.87431700,4.491723,8.93
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,15-Jan-2008,N/A,55.205729,55.205729,0.00000000,4.486260,13.10
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,15-Jan-2008,N/A,55.095199,55.095199,0.00000000,4.501563,13.10
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,15-Jan-2008,N/A,54.531237,54.531237,0.00000000,4.495465,13.34
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,15-Jan-2008,N/A,53.951115,53.951115,0.00000000,4.492185,13.59
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,15-Jan-2008,N/A,53.214006,53.214006,0.00000000,4.511545,13.83
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,15-Jan-2008,N/A,52.658828,52.658828,0.00000000,4.506623,14.07
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,15-Jan-2008,N/A,52.124306,52.124306,0.00000000,4.500252,14.32
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,15-Jan-2008,N/A,51.674319,51.674319,0.00000000,4.483208,14.56
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,15-Jan-2008,N/A,51.139802,51.139802,0.00000000,4.478753,14.81
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,15-Jan-2008,N/A,50.629089,50.629089,0.00000000,4.471690,15.05
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,15-Jan-2008,N/A,50.125169,50.125169,0.00000000,4.464981,15.30
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,15-Jan-2008,N/A,49.630619,49.630619,0.00000000,4.457576,15.54
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,15-Jan-2008,N/A,49.137772,49.137772,0.00000000,4.451147,15.79
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,15-Jan-2008,N/A,48.622151,48.622151,0.00000000,4.448131,16.03
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,15-Jan-2008,N/A,48.179182,48.179182,0.00000000,4.436952,16.28
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,15-Jan-2008,N/A,47.672940,47.672940,0.00000000,4.434323,16.52
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,15-Jan-2008,N/A,47.172550,47.172550,0.00000000,4.432018,16.77
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,15-Jan-2008,N/A,47.269858,47.269858,0.00000000,4.419729,16.77
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,15-Jan-2008,N/A,106.920000,108.719451,1.79945100,4.419527,11.46
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,15-Jan-2008,N/A,46.645764,46.645764,0.00000000,4.433456,17.01
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,15-Jan-2008,N/A,46.162437,46.162437,0.00000000,4.430439,17.26
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,15-Jan-2008,N/A,45.650816,45.650816,0.00000000,4.431373,17.50
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,15-Jan-2008,N/A,45.178231,45.178231,0.00000000,4.428415,17.75
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,15-Jan-2008,N/A,44.684659,44.684659,0.00000000,4.428462,17.99
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,15-Jan-2008,N/A,44.223043,44.223043,0.00000000,4.425502,18.24
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,15-Jan-2008,N/A,43.729785,43.729785,0.00000000,4.426839,18.48
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,15-Jan-2008,N/A,43.276116,43.276116,0.00000000,4.424214,18.73
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,15-Jan-2008,N/A,42.815434,42.815434,0.00000000,4.422823,18.97
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,15-Jan-2008,N/A,42.432711,42.432711,0.00000000,4.412772,19.22
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,15-Jan-2008,N/A,42.035813,42.035813,0.00000000,4.404856,19.46
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,15-Jan-2008,N/A,97.770000,98.234481,0.46448100,4.419374,13.19
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,15-Jan-2008,N/A,41.969721,41.969721,0.00000000,4.412942,19.46
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,15-Jan-2008,N/A,41.540232,41.540232,0.00000000,4.409896,19.71
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,15-Jan-2008,N/A,41.078285,41.078285,0.00000000,4.411157,19.95
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,15-Jan-2008,N/A,40.604667,40.604667,0.00000000,4.414697,20.19
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,15-Jan-2008,N/A,40.158945,40.158945,0.00000000,4.415161,20.44
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,15-Jan-2008,N/A,40.208577,40.208577,0.00000000,4.409118,20.44
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,15-Jan-2008,N/A,121.110000,121.765738,0.65573800,4.438772,12.66
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,15-Jan-2008,N/A,39.853469,39.853469,0.00000000,4.399420,20.69
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,15-Jan-2008,N/A,39.359062,39.359062,0.00000000,4.406959,20.93
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,15-Jan-2008,N/A,38.974934,38.974934,0.00000000,4.401933,21.17
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,15-Jan-2008,N/A,38.579512,38.579512,0.00000000,4.398598,21.42
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,15-Jan-2008,N/A,38.195658,38.195658,0.00000000,4.394667,21.66
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,15-Jan-2008,N/A,37.878282,37.878282,0.00000000,4.383029,21.91
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,15-Jan-2008,N/A,37.514446,37.514446,0.00000000,4.377787,22.16
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,15-Jan-2008,N/A,37.145096,37.145096,0.00000000,4.373510,22.40
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,15-Jan-2008,N/A,104.690000,105.209126,0.51912600,4.421835,14.03
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,15-Jan-2008,N/A,37.166614,37.166614,0.00000000,4.370925,22.40
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,15-Jan-2008,N/A,36.806851,36.806851,0.00000000,4.366258,22.65
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,15-Jan-2008,N/A,36.458530,36.458530,0.00000000,4.360511,22.89
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,15-Jan-2008,N/A,36.103341,36.103341,0.00000000,4.356326,23.14
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,15-Jan-2008,N/A,35.770435,35.770435,0.00000000,4.349757,23.38
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,15-Jan-2008,N/A,35.431166,35.431166,0.00000000,4.344669,23.63
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,15-Jan-2008,N/A,35.124282,35.124282,0.00000000,4.335989,23.87
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,15-Jan-2008,N/A,35.248614,35.248614,0.00000000,4.321189,23.87
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,15-Jan-2008,N/A,98.220000,98.684481,0.46448100,4.369104,14.93
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,15-Jan-2008,N/A,34.814553,34.814553,0.00000000,4.328355,24.12
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,15-Jan-2008,N/A,34.481568,34.481568,0.00000000,4.323756,24.36
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,15-Jan-2008,N/A,34.135133,34.135133,0.00000000,4.321436,24.61
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,15-Jan-2008,N/A,33.800666,33.800666,0.00000000,4.317946,24.85
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,15-Jan-2008,N/A,33.481537,33.481537,0.00000000,4.313292,25.10
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,15-Jan-2008,N/A,33.149440,33.149440,0.00000000,4.310428,25.34
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,15-Jan-2008,N/A,32.846911,32.846911,0.00000000,4.304692,25.59
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,15-Jan-2008,N/A,32.535574,32.535574,0.00000000,4.300242,25.84
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,15-Jan-2008,N/A,32.214197,32.214197,0.00000000,4.297618,26.08
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,15-Jan-2008,N/A,31.899452,31.899452,0.00000000,4.294438,26.33
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,15-Jan-2008,N/A,31.655584,31.655584,0.00000000,4.283438,26.57
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,15-Jan-2008,N/A,31.370975,31.370975,0.00000000,4.277511,26.82
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,15-Jan-2008,N/A,31.055963,31.055963,0.00000000,4.275798,27.06
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,15-Jan-2008,N/A,30.765119,30.765119,0.00000000,4.271430,27.31
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,15-Jan-2008,N/A,30.465654,30.465654,0.00000000,4.268674,27.55
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,15-Jan-2008,N/A,30.590714,30.590714,0.00000000,4.253806,27.55
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,15-Jan-2008,N/A,98.740000,100.269533,1.52953300,4.327585,16.00
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,15-Jan-2008,N/A,30.174409,30.174409,0.00000000,4.265152,27.80
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,15-Jan-2008,N/A,29.577378,29.577378,0.00000000,4.261203,28.29
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,15-Jan-2008,N/A,28.990741,28.990741,0.00000000,4.257558,28.78
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,15-Jan-2008,N/A,28.427827,28.427827,0.00000000,4.252582,29.27
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,15-Jan-2008,N/A,27.847876,27.847876,0.00000000,4.251143,29.76
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,15-Jan-2008,N/A,27.337346,27.337346,0.00000000,4.242779,30.25
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,15-Jan-2008,N/A,27.439865,27.439865,0.00000000,4.230405,30.25
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,15-Jan-2008,N/A,107.290000,107.809126,0.51912600,4.320062,16.56
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,15-Jan-2008,N/A,26.776846,26.776846,0.00000000,4.241882,30.74
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,15-Jan-2008,N/A,26.256802,26.256802,0.00000000,4.237478,31.23
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,15-Jan-2008,N/A,25.694175,25.694175,0.00000000,4.239669,31.72
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,15-Jan-2008,N/A,25.178583,25.178583,0.00000000,4.237476,32.21
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,15-Jan-2008,N/A,24.662365,24.662365,0.00000000,4.236709,32.70
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,15-Jan-2008,N/A,24.148540,24.148540,0.00000000,4.236987,33.19
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,15-Jan-2008,N/A,23.658172,23.658172,0.00000000,4.235656,33.68
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,15-Jan-2008,N/A,23.168758,23.168758,0.00000000,4.235500,34.17
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,15-Jan-2008,N/A,103.210000,103.701803,0.49180300,4.320799,17.71
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,15-Jan-2008,N/A,23.174258,23.174258,0.00000000,4.234805,34.17
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,15-Jan-2008,N/A,22.701870,22.701870,0.00000000,4.233772,34.66
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,15-Jan-2008,N/A,22.287582,22.287582,0.00000000,4.226573,35.15
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,15-Jan-2008,N/A,21.792709,21.792709,0.00000000,4.230898,35.64
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,15-Jan-2008,N/A,21.338571,21.338571,0.00000000,4.231245,36.13
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,15-Jan-2008,N/A,20.886133,20.886133,0.00000000,4.232598,36.62
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,15-Jan-2008,N/A,20.432192,20.432192,0.00000000,4.235378,37.10
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,15-Jan-2008,N/A,20.034321,20.034321,0.00000000,4.231944,37.60
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,15-Jan-2008,N/A,19.657821,19.657821,0.00000000,4.226779,38.09
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,15-Jan-2008,N/A,98.840000,99.304481,0.46448100,4.311566,18.75
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,15-Jan-2008,N/A,19.613412,19.613412,0.00000000,4.232717,38.08
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,15-Jan-2008,N/A,19.215784,19.215784,0.00000000,4.231521,38.57
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,15-Jan-2008,N/A,18.835826,18.835826,0.00000000,4.229050,39.06
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,15-Jan-2008,N/A,18.491318,18.491318,0.00000000,4.222817,39.56
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,15-Jan-2008,N/A,18.134642,18.134642,0.00000000,4.219278,40.05
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,15-Jan-2008,N/A,17.820285,17.820285,0.00000000,4.210915,40.54
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,15-Jan-2008,N/A,17.462494,17.462494,0.00000000,4.209565,41.03
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,15-Jan-2008,N/A,17.139397,17.139397,0.00000000,4.204377,41.52
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,15-Jan-2008,N/A,16.830435,16.830435,0.00000000,4.198157,42.01
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,15-Jan-2008,N/A,16.531340,16.531340,0.00000000,4.191468,42.50
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,15-Jan-2008,N/A,16.269236,16.269236,0.00000000,4.180399,42.99
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,15-Jan-2008,N/A,15.981919,15.981919,0.00000000,4.173802,43.48
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,15-Jan-2008,N/A,15.687715,15.687715,0.00000000,4.169085,43.97
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,15-Jan-2008,N/A,15.403495,15.403495,0.00000000,4.163805,44.46
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,15-Jan-2008,N/A,15.141166,15.141166,0.00000000,4.156179,44.96
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,15-Jan-2008,N/A,14.892686,14.892686,0.00000000,4.147332,45.45
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,15-Jan-2008,N/A,14.632682,14.632682,0.00000000,4.140994,45.94
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,15-Jan-2008,N/A,14.393501,14.393501,0.00000000,4.132351,46.43
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,15-Jan-2008,N/A,14.291037,14.291037,0.00000000,4.103993,46.93
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,15-Jan-2008,N/A,14.225555,14.225555,0.00000000,4.113779,46.93
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,15-Jan-2008,N/A,99.740000,100.204481,0.46448100,4.262590,20.27
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-2008,16-Jan-2008,N/A,99.306986,99.306986,0.00000000,5.127326,0.13
5% Treasury Stock 2008,GB0031734154,07-Mar-2008,16-Jan-2008,N/A,99.970000,101.783187,1.81318700,5.174821,0.13
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-2008,16-Jan-2008,N/A,99.324790,99.324790,0.00000000,4.993518,0.13
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,16-Jan-2008,N/A,98.238179,98.238179,0.00000000,4.634389,0.38
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,16-Jan-2008,N/A,97.159978,97.159978,0.00000000,4.571867,0.62
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,16-Jan-2008,N/A,100.350000,102.299176,1.94917600,4.931511,0.62
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,16-Jan-2008,N/A,102.880000,105.240656,2.36065600,4.956813,0.70
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,16-Jan-2008,N/A,96.144266,96.144266,0.00000000,4.477460,0.87
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,16-Jan-2008,N/A,95.260601,95.260601,0.00000000,4.314875,1.11
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,16-Jan-2008,N/A,99.650000,101.100549,1.45054900,4.314771,1.08
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,16-Jan-2008,N/A,95.227187,95.227187,0.00000000,4.346389,1.11
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,16-Jan-2008,N/A,94.255277,94.255277,0.00000000,4.308306,1.36
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,16-Jan-2008,N/A,93.317820,93.317820,0.00000000,4.268728,1.60
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,16-Jan-2008,N/A,105.830000,108.335495,2.50549500,4.370894,1.54
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,16-Jan-2008,N/A,92.385596,92.385596,0.00000000,4.239219,1.85
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,16-Jan-2008,N/A,102.700000,103.344126,0.64412600,4.243815,1.77
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,16-Jan-2008,N/A,92.345929,92.345929,0.00000000,4.262449,1.85
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,16-Jan-2008,N/A,91.407384,91.407384,0.00000000,4.247979,2.09
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,16-Jan-2008,N/A,90.503335,90.503335,0.00000000,4.222533,2.34
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,16-Jan-2008,N/A,101.210000,101.742104,0.53210400,4.210178,2.23
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,16-Jan-2008,N/A,90.478430,90.478430,0.00000000,4.234302,2.34
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,16-Jan-2008,N/A,89.527850,89.527850,0.00000000,4.238649,2.58
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,16-Jan-2008,N/A,105.520000,106.430027,0.91002700,4.176000,2.59
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,16-Jan-2008,N/A,88.618775,88.618775,0.00000000,4.227839,2.83
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,16-Jan-2008,N/A,87.636841,87.636841,0.00000000,4.250904,3.07
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,16-Jan-2008,N/A,99.960000,101.501209,1.54120900,4.262218,2.87
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,16-Jan-2008,N/A,87.655912,87.655912,0.00000000,4.243821,3.07
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,16-Jan-2008,N/A,86.760781,86.760781,0.00000000,4.235983,3.32
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,16-Jan-2008,N/A,115.160000,115.283626,0.12362600,4.272976,3.03
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,16-Jan-2008,N/A,85.870491,85.870491,0.00000000,4.232077,3.56
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,16-Jan-2008,N/A,84.983505,84.983505,0.00000000,4.229122,3.81
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,16-Jan-2008,N/A,112.250000,115.935462,3.68546200,4.395195,3.38
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,16-Jan-2008,N/A,84.085412,84.085412,0.00000000,4.233744,4.05
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,16-Jan-2008,N/A,84.134198,84.134198,0.00000000,4.219429,4.05
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,16-Jan-2008,N/A,102.990000,104.803187,1.81318700,4.203722,3.65
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,16-Jan-2008,N/A,83.107385,83.107385,0.00000000,4.261669,4.30
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,16-Jan-2008,N/A,103.920000,104.508115,0.58811500,4.259892,3.88
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,16-Jan-2008,N/A,83.130826,83.130826,0.00000000,4.255105,4.30
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,16-Jan-2008,N/A,119.070000,123.080870,4.01087000,4.339173,3.70
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,16-Jan-2008,N/A,82.216713,82.216713,0.00000000,4.267366,4.54
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,16-Jan-2008,N/A,81.282450,81.282450,0.00000000,4.285050,4.79
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,16-Jan-2008,N/A,80.382814,80.382814,0.00000000,4.296112,5.03
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,16-Jan-2008,N/A,79.453549,79.453549,0.00000000,4.314599,5.27
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,16-Jan-2008,N/A,78.563871,78.563871,0.00000000,4.325746,5.52
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,16-Jan-2008,N/A,118.300000,120.761538,2.46153800,4.335551,4.58
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,16-Jan-2008,N/A,77.689742,77.689742,0.00000000,4.333785,5.76
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,16-Jan-2008,N/A,139.280000,140.460328,1.18032800,4.374116,4.51
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,16-Jan-2008,N/A,76.861999,76.861999,0.00000000,4.334106,6.01
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,16-Jan-2008,N/A,76.012780,76.012780,0.00000000,4.339931,6.25
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,16-Jan-2008,N/A,75.201066,75.201066,0.00000000,4.340373,6.50
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,16-Jan-2008,N/A,103.810000,105.623187,1.81318700,4.332406,5.53
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,16-Jan-2008,N/A,75.170831,75.170831,0.00000000,4.346563,6.50
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,16-Jan-2008,N/A,74.332443,74.332443,0.00000000,4.353079,6.74
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,16-Jan-2008,N/A,73.532608,73.532608,0.00000000,4.354212,6.99
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,16-Jan-2008,N/A,72.728227,72.728227,0.00000000,4.357035,7.23
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,16-Jan-2008,N/A,71.966069,71.966069,0.00000000,4.354168,7.47
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,16-Jan-2008,N/A,102.600000,104.322527,1.72252700,4.345515,6.27
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,16-Jan-2008,N/A,71.922566,71.922566,0.00000000,4.362258,7.47
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,16-Jan-2008,N/A,123.630000,124.526175,0.89617500,4.418238,6.04
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,16-Jan-2008,N/A,70.964578,70.964578,0.00000000,4.395867,7.72
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,16-Jan-2008,N/A,70.777253,70.777253,0.00000000,4.430115,7.72
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,16-Jan-2008,N/A,70.165631,70.165631,0.00000000,4.401875,7.96
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,16-Jan-2008,N/A,69.440865,69.440865,0.00000000,4.395429,8.21
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,16-Jan-2008,N/A,68.860098,68.860098,0.00000000,4.366512,8.45
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,16-Jan-2008,N/A,97.410000,98.860549,1.45054900,4.362511,7.11
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,16-Jan-2008,N/A,68.719811,68.719811,0.00000000,4.390639,8.45
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,16-Jan-2008,N/A,67.940729,67.940729,0.00000000,4.396587,8.70
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,16-Jan-2008,N/A,67.172914,67.172914,0.00000000,4.402403,8.94
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,16-Jan-2008,N/A,66.396464,66.396464,0.00000000,4.410163,9.19
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,16-Jan-2008,N/A,133.650000,137.097690,3.44769000,4.413178,6.80
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,16-Jan-2008,N/A,65.637860,65.637860,0.00000000,4.416658,9.43
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,16-Jan-2008,N/A,64.906108,64.906108,0.00000000,4.419372,9.67
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,16-Jan-2008,N/A,64.355048,64.355048,0.00000000,4.395429,9.92
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,16-Jan-2008,N/A,105.060000,106.873187,1.81318700,4.375967,7.83
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,16-Jan-2008,N/A,64.267892,64.267892,0.00000000,4.409091,9.92
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,16-Jan-2008,N/A,63.508780,63.508780,0.00000000,4.418460,10.16
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,16-Jan-2008,N/A,62.815165,62.815165,0.00000000,4.419254,10.41
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,16-Jan-2008,N/A,62.110815,62.110815,0.00000000,4.422273,10.65
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,16-Jan-2008,N/A,61.425582,61.425582,0.00000000,4.423975,10.90
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,16-Jan-2008,N/A,60.734484,60.734484,0.00000000,4.427102,11.14
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,16-Jan-2008,N/A,60.046876,60.046876,0.00000000,4.431196,11.39
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,16-Jan-2008,N/A,59.368196,59.368196,0.00000000,4.434487,11.63
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,16-Jan-2008,N/A,58.822920,58.822920,0.00000000,4.420078,11.87
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,16-Jan-2008,N/A,103.130000,104.852527,1.72252700,4.413584,9.06
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,16-Jan-2008,N/A,58.704906,58.704906,0.00000000,4.436991,11.87
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,16-Jan-2008,N/A,58.003614,58.003614,0.00000000,4.445405,12.12
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,16-Jan-2008,N/A,57.245098,57.245098,0.00000000,4.463190,12.36
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,16-Jan-2008,N/A,56.574632,56.574632,0.00000000,4.468892,12.61
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,16-Jan-2008,N/A,55.883284,55.883284,0.00000000,4.478802,12.85
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,16-Jan-2008,N/A,135.190000,136.086175,0.89617500,4.476460,8.93
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,16-Jan-2008,N/A,55.361558,55.361558,0.00000000,4.465660,13.10
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,16-Jan-2008,N/A,55.242787,55.242787,0.00000000,4.482061,13.09
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,16-Jan-2008,N/A,54.702375,54.702375,0.00000000,4.472888,13.34
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,16-Jan-2008,N/A,54.040423,54.040423,0.00000000,4.480902,13.58
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,16-Jan-2008,N/A,53.367410,53.367410,0.00000000,4.491611,13.83
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,16-Jan-2008,N/A,52.823160,52.823160,0.00000000,4.485346,14.07
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,16-Jan-2008,N/A,52.323528,52.323528,0.00000000,4.474460,14.32
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,16-Jan-2008,N/A,51.825855,51.825855,0.00000000,4.463932,14.56
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,16-Jan-2008,N/A,51.300211,51.300211,0.00000000,4.458423,14.81
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,16-Jan-2008,N/A,50.822473,50.822473,0.00000000,4.447166,15.05
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,16-Jan-2008,N/A,50.332529,50.332529,0.00000000,4.438786,15.30
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,16-Jan-2008,N/A,49.839071,49.839071,0.00000000,4.431385,15.54
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,16-Jan-2008,N/A,49.355668,49.355668,0.00000000,4.423886,15.79
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,16-Jan-2008,N/A,48.842327,48.842327,0.00000000,4.420700,16.03
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,16-Jan-2008,N/A,48.397275,48.397275,0.00000000,4.409946,16.28
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,16-Jan-2008,N/A,47.895167,47.895167,0.00000000,4.406901,16.52
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,16-Jan-2008,N/A,47.416226,47.416226,0.00000000,4.402007,16.77
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,16-Jan-2008,N/A,47.488383,47.488383,0.00000000,4.392939,16.77
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,16-Jan-2008,N/A,107.270000,109.083187,1.81318700,4.391433,11.47
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,16-Jan-2008,N/A,46.893784,46.893784,0.00000000,4.402988,17.01
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,16-Jan-2008,N/A,46.410010,46.410010,0.00000000,4.400141,17.26
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,16-Jan-2008,N/A,45.904203,45.904203,0.00000000,4.400430,17.50
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,16-Jan-2008,N/A,45.431303,45.431303,0.00000000,4.397615,17.75
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,16-Jan-2008,N/A,44.939778,44.939778,0.00000000,4.397483,17.99
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,16-Jan-2008,N/A,44.480522,44.480522,0.00000000,4.394325,18.24
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,16-Jan-2008,N/A,43.993546,43.993546,0.00000000,4.394947,18.48
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,16-Jan-2008,N/A,43.549556,43.549556,0.00000000,4.391218,18.73
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,16-Jan-2008,N/A,43.080758,43.080758,0.00000000,4.390887,18.97
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,16-Jan-2008,N/A,42.667247,42.667247,0.00000000,4.384710,19.22
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,16-Jan-2008,N/A,42.321825,42.321825,0.00000000,4.370624,19.46
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,16-Jan-2008,N/A,98.130000,98.606093,0.47609300,4.391654,13.20
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,16-Jan-2008,N/A,42.203125,42.203125,0.00000000,4.385056,19.46
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,16-Jan-2008,N/A,41.785296,41.785296,0.00000000,4.380652,19.71
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,16-Jan-2008,N/A,41.325213,41.325213,0.00000000,4.381713,19.95
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,16-Jan-2008,N/A,40.918758,40.918758,0.00000000,4.377132,20.20
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,16-Jan-2008,N/A,40.491485,40.491485,0.00000000,4.375397,20.44
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,16-Jan-2008,N/A,40.495195,40.495195,0.00000000,4.374949,20.44
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,16-Jan-2008,N/A,121.550000,122.222131,0.67213100,4.410172,12.67
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,16-Jan-2008,N/A,40.156224,40.156224,0.00000000,4.363410,20.69
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,16-Jan-2008,N/A,39.656891,39.656891,0.00000000,4.371508,20.93
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,16-Jan-2008,N/A,39.300189,39.300189,0.00000000,4.363248,21.18
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,16-Jan-2008,N/A,38.889847,38.889847,0.00000000,4.361748,21.42
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,16-Jan-2008,N/A,38.544490,38.544490,0.00000000,4.353253,21.67
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,16-Jan-2008,N/A,38.192727,38.192727,0.00000000,4.345837,21.91
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,16-Jan-2008,N/A,37.857473,37.857473,0.00000000,4.337239,22.16
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,16-Jan-2008,N/A,37.480573,37.480573,0.00000000,4.333900,22.40
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,16-Jan-2008,N/A,105.150000,105.682104,0.53210400,4.390727,14.05
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,16-Jan-2008,N/A,37.486902,37.486902,0.00000000,4.333146,22.40
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,16-Jan-2008,N/A,37.122467,37.122467,0.00000000,4.329077,22.65
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,16-Jan-2008,N/A,36.788709,36.788709,0.00000000,4.321642,22.89
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,16-Jan-2008,N/A,36.453648,36.453648,0.00000000,4.315101,23.14
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,16-Jan-2008,N/A,36.118906,36.118906,0.00000000,4.308797,23.38
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,16-Jan-2008,N/A,35.737861,35.737861,0.00000000,4.308689,23.63
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,16-Jan-2008,N/A,35.411451,35.411451,0.00000000,4.302372,23.87
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,16-Jan-2008,N/A,35.538385,35.538385,0.00000000,4.287385,23.88
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,16-Jan-2008,N/A,98.710000,99.186093,0.47609300,4.335958,14.95
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,16-Jan-2008,N/A,35.117095,35.117095,0.00000000,4.292966,24.12
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,16-Jan-2008,N/A,34.776534,34.776534,0.00000000,4.289273,24.37
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,16-Jan-2008,N/A,34.449934,34.449934,0.00000000,4.284609,24.61
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,16-Jan-2008,N/A,34.110611,34.110611,0.00000000,4.281688,24.86
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,16-Jan-2008,N/A,33.797196,33.797196,0.00000000,4.276372,25.10
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,16-Jan-2008,N/A,33.466037,33.466037,0.00000000,4.273383,25.35
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,16-Jan-2008,N/A,33.171003,33.171003,0.00000000,4.266779,25.59
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,16-Jan-2008,N/A,32.847651,32.847651,0.00000000,4.263742,25.84
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,16-Jan-2008,N/A,32.533856,32.533856,0.00000000,4.260205,26.08
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,16-Jan-2008,N/A,32.219585,32.219585,0.00000000,4.256947,26.33
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,16-Jan-2008,N/A,31.981929,31.981929,0.00000000,4.245276,26.57
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,16-Jan-2008,N/A,31.674883,31.674883,0.00000000,4.241991,26.82
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,16-Jan-2008,N/A,31.359795,31.359795,0.00000000,4.240251,27.06
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,16-Jan-2008,N/A,31.082524,31.082524,0.00000000,4.234265,27.31
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,16-Jan-2008,N/A,30.781223,30.781223,0.00000000,4.231694,27.55
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,16-Jan-2008,N/A,30.901615,30.901615,0.00000000,4.217527,27.56
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,16-Jan-2008,N/A,99.300000,100.841209,1.54120900,4.292815,16.03
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,16-Jan-2008,N/A,30.493633,30.493633,0.00000000,4.227709,27.80
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,16-Jan-2008,N/A,29.903098,29.903098,0.00000000,4.222893,28.29
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,16-Jan-2008,N/A,29.322124,29.322124,0.00000000,4.218464,28.78
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,16-Jan-2008,N/A,28.756831,28.756831,0.00000000,4.213660,29.27
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,16-Jan-2008,N/A,28.197970,28.197970,0.00000000,4.209547,29.76
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,16-Jan-2008,N/A,27.673449,27.673449,0.00000000,4.202762,30.25
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,16-Jan-2008,N/A,27.709995,27.709995,0.00000000,4.198399,30.25
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,16-Jan-2008,N/A,107.950000,108.482104,0.53210400,4.283231,16.60
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,16-Jan-2008,N/A,27.057878,27.057878,0.00000000,4.208289,30.74
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,16-Jan-2008,N/A,26.568883,26.568883,0.00000000,4.200010,31.23
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,16-Jan-2008,N/A,26.045245,26.045245,0.00000000,4.197245,31.72
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,16-Jan-2008,N/A,25.482541,25.482541,0.00000000,4.200575,32.21
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,16-Jan-2008,N/A,24.982200,24.982200,0.00000000,4.197654,32.70
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,16-Jan-2008,N/A,24.472607,24.472607,0.00000000,4.197166,33.19
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,16-Jan-2008,N/A,23.959331,23.959331,0.00000000,4.198436,33.68
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,16-Jan-2008,N/A,23.472767,23.472767,0.00000000,4.197681,34.17
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,16-Jan-2008,N/A,103.920000,104.424098,0.50409800,4.282316,17.76
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,16-Jan-2008,N/A,23.459830,23.459830,0.00000000,4.199295,34.17
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,16-Jan-2008,N/A,22.986538,22.986538,0.00000000,4.198146,34.66
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,16-Jan-2008,N/A,22.602031,22.602031,0.00000000,4.187038,35.15
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,16-Jan-2008,N/A,22.118411,22.118411,0.00000000,4.189592,35.64
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,16-Jan-2008,N/A,21.668979,21.668979,0.00000000,4.189031,36.13
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,16-Jan-2008,N/A,21.196560,21.196560,0.00000000,4.192619,36.62
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,16-Jan-2008,N/A,20.760386,20.760386,0.00000000,4.192742,37.11
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,16-Jan-2008,N/A,20.341840,20.341840,0.00000000,4.191731,37.60
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,16-Jan-2008,N/A,20.001555,20.001555,0.00000000,4.181565,38.09
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,16-Jan-2008,N/A,99.560000,100.036093,0.47609300,4.273096,18.81
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,16-Jan-2008,N/A,19.926156,19.926156,0.00000000,4.191481,38.09
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,16-Jan-2008,N/A,19.567079,19.567079,0.00000000,4.184855,38.58
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,16-Jan-2008,N/A,19.195227,19.195227,0.00000000,4.180961,39.07
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,16-Jan-2008,N/A,18.850885,18.850885,0.00000000,4.174421,39.56
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,16-Jan-2008,N/A,18.496056,18.496056,0.00000000,4.170289,40.05
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,16-Jan-2008,N/A,18.177903,18.177903,0.00000000,4.162183,40.54
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,16-Jan-2008,N/A,17.830704,17.830704,0.00000000,4.158985,41.03
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,16-Jan-2008,N/A,17.500629,17.500629,0.00000000,4.154417,41.53
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,16-Jan-2008,N/A,17.190979,17.190979,0.00000000,4.147974,42.02
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,16-Jan-2008,N/A,16.878569,16.878569,0.00000000,4.142827,42.51
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,16-Jan-2008,N/A,16.567897,16.567897,0.00000000,4.138351,43.00
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,16-Jan-2008,N/A,16.271461,16.271461,0.00000000,4.132772,43.49
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,16-Jan-2008,N/A,15.979363,15.979363,0.00000000,4.127454,43.98
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,16-Jan-2008,N/A,15.721059,15.721059,0.00000000,4.118167,44.47
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,16-Jan-2008,N/A,15.497535,15.497535,0.00000000,4.104686,44.97
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,16-Jan-2008,N/A,15.226243,15.226243,0.00000000,4.098845,45.46
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,16-Jan-2008,N/A,14.958030,14.958030,0.00000000,4.093371,45.95
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,16-Jan-2008,N/A,14.715001,14.715001,0.00000000,4.085017,46.44
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,16-Jan-2008,N/A,14.599569,14.599569,0.00000000,4.058716,46.94
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,16-Jan-2008,N/A,14.496794,14.496794,0.00000000,4.073768,46.93
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,16-Jan-2008,N/A,100.590000,101.066093,0.47609300,4.221012,20.37
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-2008,17-Jan-2008,N/A,99.319501,99.319501,0.00000000,5.137285,0.13
5% Treasury Stock 2008,GB0031734154,07-Mar-2008,17-Jan-2008,N/A,99.970000,101.796923,1.82692300,5.178944,0.13
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-2008,17-Jan-2008,N/A,99.335539,99.335539,0.00000000,5.014295,0.13
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,17-Jan-2008,N/A,98.239189,98.239189,0.00000000,4.664906,0.38
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,17-Jan-2008,N/A,97.146898,97.146898,0.00000000,4.613587,0.62
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,17-Jan-2008,N/A,100.340000,102.304286,1.96428600,4.945166,0.61
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,17-Jan-2008,N/A,102.860000,105.245246,2.38524600,4.969757,0.70
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,17-Jan-2008,N/A,96.118926,96.118926,0.00000000,4.521881,0.87
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,17-Jan-2008,N/A,95.226172,95.226172,0.00000000,4.357986,1.11
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,17-Jan-2008,N/A,99.610000,101.071538,1.46153800,4.352138,1.08
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,17-Jan-2008,N/A,95.193803,95.193803,0.00000000,4.388605,1.11
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,17-Jan-2008,N/A,94.212809,94.212809,0.00000000,4.350133,1.36
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,17-Jan-2008,N/A,93.265167,93.265167,0.00000000,4.311247,1.60
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,17-Jan-2008,N/A,105.770000,108.297473,2.52747300,4.401363,1.54
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,17-Jan-2008,N/A,92.326678,92.326678,0.00000000,4.279988,1.85
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,17-Jan-2008,N/A,102.630000,103.289836,0.65983600,4.280054,1.77
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,17-Jan-2008,N/A,92.287100,92.287100,0.00000000,4.303219,1.85
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,17-Jan-2008,N/A,91.339391,91.339391,0.00000000,4.289108,2.09
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,17-Jan-2008,N/A,90.428032,90.428032,0.00000000,4.263059,2.34
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,17-Jan-2008,N/A,101.110000,101.655082,0.54508200,4.253740,2.23
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,17-Jan-2008,N/A,90.400459,90.400459,0.00000000,4.276117,2.34
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,17-Jan-2008,N/A,89.448409,89.448409,0.00000000,4.277528,2.58
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,17-Jan-2008,N/A,105.400000,106.327198,0.92719800,4.217768,2.59
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,17-Jan-2008,N/A,88.533962,88.533962,0.00000000,4.265777,2.82
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,17-Jan-2008,N/A,87.542868,87.542868,0.00000000,4.289627,3.07
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,17-Jan-2008,N/A,99.850000,101.402885,1.55288500,4.300128,2.86
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,17-Jan-2008,N/A,87.559216,87.559216,0.00000000,4.283542,3.07
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,17-Jan-2008,N/A,86.659166,86.659166,0.00000000,4.274793,3.31
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,17-Jan-2008,N/A,115.010000,115.158352,0.14835200,4.312685,3.03
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,17-Jan-2008,N/A,85.760659,85.760659,0.00000000,4.271272,3.56
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,17-Jan-2008,N/A,84.872517,84.872517,0.00000000,4.266478,3.80
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,17-Jan-2008,N/A,112.080000,111.911522,-0.16847800,4.437729,3.49
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,17-Jan-2008,N/A,83.961282,83.961282,0.00000000,4.273078,4.05
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,17-Jan-2008,N/A,84.009341,84.009341,0.00000000,4.258943,4.05
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,17-Jan-2008,N/A,102.830000,104.656923,1.82692300,4.245112,3.65
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,17-Jan-2008,N/A,82.980213,82.980213,0.00000000,4.300021,4.29
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,17-Jan-2008,N/A,103.760000,104.362459,0.60245900,4.298824,3.88
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,17-Jan-2008,N/A,83.005835,83.005835,0.00000000,4.292830,4.29
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,17-Jan-2008,N/A,118.880000,122.915326,4.03532600,4.378757,3.69
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,17-Jan-2008,N/A,82.090696,82.090696,0.00000000,4.303729,4.54
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,17-Jan-2008,N/A,81.157026,81.157026,0.00000000,4.319763,4.78
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,17-Jan-2008,N/A,80.254935,80.254935,0.00000000,4.330112,5.03
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,17-Jan-2008,N/A,79.325240,79.325240,0.00000000,4.347473,5.27
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,17-Jan-2008,N/A,78.434774,78.434774,0.00000000,4.357698,5.51
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,17-Jan-2008,N/A,118.110000,120.593516,2.48351600,4.368535,4.58
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,17-Jan-2008,N/A,77.551012,77.551012,0.00000000,4.366848,5.76
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,17-Jan-2008,N/A,139.060000,140.273115,1.21311500,4.406323,4.51
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,17-Jan-2008,N/A,76.729700,76.729700,0.00000000,4.364761,6.00
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,17-Jan-2008,N/A,75.873812,75.873812,0.00000000,4.371090,6.25
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,17-Jan-2008,N/A,75.055004,75.055004,0.00000000,4.372131,6.49
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,17-Jan-2008,N/A,103.620000,105.446923,1.82692300,4.364744,5.53
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,17-Jan-2008,N/A,75.024163,75.024163,0.00000000,4.378462,6.49
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,17-Jan-2008,N/A,74.200971,74.200971,0.00000000,4.381098,6.74
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,17-Jan-2008,N/A,73.373642,73.373642,0.00000000,4.386903,6.98
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,17-Jan-2008,N/A,72.562902,72.562902,0.00000000,4.390154,7.23
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,17-Jan-2008,N/A,71.794161,71.794161,0.00000000,4.387762,7.47
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,17-Jan-2008,N/A,102.380000,104.115577,1.73557700,4.379095,6.26
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,17-Jan-2008,N/A,71.753828,71.753828,0.00000000,4.395285,7.47
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,17-Jan-2008,N/A,123.370000,124.288033,0.91803300,4.451941,6.03
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,17-Jan-2008,N/A,70.776889,70.776889,0.00000000,4.431734,7.71
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,17-Jan-2008,N/A,70.597507,70.597507,0.00000000,4.464632,7.71
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,17-Jan-2008,N/A,69.983400,69.983400,0.00000000,4.436053,7.96
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,17-Jan-2008,N/A,69.249756,69.249756,0.00000000,4.430468,8.20
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,17-Jan-2008,N/A,68.673828,68.673828,0.00000000,4.399974,8.45
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,17-Jan-2008,N/A,97.160000,98.621538,1.46153800,4.398267,7.10
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,17-Jan-2008,N/A,68.534997,68.534997,0.00000000,4.423927,8.45
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,17-Jan-2008,N/A,67.754621,67.754621,0.00000000,4.429507,8.69
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,17-Jan-2008,N/A,66.985326,66.985326,0.00000000,4.435032,8.94
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,17-Jan-2008,N/A,66.207955,66.207955,0.00000000,4.442426,9.18
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,17-Jan-2008,N/A,133.330000,136.801467,3.47146700,4.446776,6.79
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,17-Jan-2008,N/A,65.442391,65.442391,0.00000000,4.449573,9.42
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,17-Jan-2008,N/A,64.716514,64.716514,0.00000000,4.450856,9.67
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,17-Jan-2008,N/A,64.160833,64.160833,0.00000000,4.427114,9.92
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,17-Jan-2008,N/A,104.790000,106.616923,1.82692300,4.408183,7.82
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,17-Jan-2008,N/A,64.081658,64.081658,0.00000000,4.439567,9.91
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,17-Jan-2008,N/A,63.316097,63.316097,0.00000000,4.449542,10.16
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,17-Jan-2008,N/A,62.641732,62.641732,0.00000000,4.446983,10.40
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,17-Jan-2008,N/A,61.935409,61.935409,0.00000000,4.449953,10.65
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,17-Jan-2008,N/A,61.227610,61.227610,0.00000000,4.454714,10.89
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,17-Jan-2008,N/A,60.540253,60.540253,0.00000000,4.456936,11.14
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,17-Jan-2008,N/A,59.850000,59.850000,0.00000000,4.461108,11.38
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,17-Jan-2008,N/A,59.166700,59.166700,0.00000000,4.464759,11.63
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,17-Jan-2008,N/A,58.653127,58.653127,0.00000000,4.445440,11.87
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,17-Jan-2008,N/A,102.830000,104.565577,1.73557700,4.445182,9.05
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,17-Jan-2008,N/A,58.504705,58.504705,0.00000000,4.466785,11.87
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,17-Jan-2008,N/A,57.774360,57.774360,0.00000000,4.479086,12.11
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,17-Jan-2008,N/A,57.037615,57.037615,0.00000000,4.493554,12.36
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,17-Jan-2008,N/A,56.338521,56.338521,0.00000000,4.503036,12.60
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,17-Jan-2008,N/A,55.682804,55.682804,0.00000000,4.507726,12.85
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,17-Jan-2008,N/A,134.800000,135.718033,0.91803300,4.508165,8.92
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,17-Jan-2008,N/A,55.113500,55.113500,0.00000000,4.500884,13.09
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,17-Jan-2008,N/A,55.027348,55.027348,0.00000000,4.512835,13.09
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,17-Jan-2008,N/A,54.477471,54.477471,0.00000000,4.504694,13.33
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,17-Jan-2008,N/A,53.806976,53.806976,0.00000000,4.513673,13.58
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,17-Jan-2008,N/A,53.200705,53.200705,0.00000000,4.515126,13.82
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,17-Jan-2008,N/A,52.655482,52.655482,0.00000000,4.508806,14.07
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,17-Jan-2008,N/A,52.125659,52.125659,0.00000000,4.501779,14.31
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,17-Jan-2008,N/A,51.606259,51.606259,0.00000000,4.493925,14.56
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,17-Jan-2008,N/A,51.105435,51.105435,0.00000000,4.484938,14.80
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,17-Jan-2008,N/A,50.613097,50.613097,0.00000000,4.475396,15.05
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,17-Jan-2008,N/A,50.132635,50.132635,0.00000000,4.465593,15.29
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,17-Jan-2008,N/A,49.663662,49.663662,0.00000000,4.454844,15.54
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,17-Jan-2008,N/A,49.183480,49.183480,0.00000000,4.446788,15.78
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,17-Jan-2008,N/A,48.679750,48.679750,0.00000000,4.442245,16.03
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,17-Jan-2008,N/A,48.276366,48.276366,0.00000000,4.426051,16.27
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,17-Jan-2008,N/A,47.748970,47.748970,0.00000000,4.426127,16.52
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,17-Jan-2008,N/A,47.282012,47.282012,0.00000000,4.419628,16.76
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,17-Jan-2008,N/A,47.372331,47.372331,0.00000000,4.408245,16.77
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,17-Jan-2008,N/A,106.990000,108.816923,1.82692300,4.413800,11.46
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,17-Jan-2008,N/A,46.760019,46.760019,0.00000000,4.420481,17.01
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,17-Jan-2008,N/A,46.258739,46.258739,0.00000000,4.419756,17.25
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,17-Jan-2008,N/A,45.755591,45.755591,0.00000000,4.419640,17.50
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,17-Jan-2008,N/A,45.283561,45.283561,0.00000000,4.416646,17.74
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,17-Jan-2008,N/A,44.791262,44.791262,0.00000000,4.416546,17.99
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,17-Jan-2008,N/A,44.337466,44.337466,0.00000000,4.412648,18.23
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,17-Jan-2008,N/A,43.853486,43.853486,0.00000000,4.412846,18.48
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,17-Jan-2008,N/A,43.414139,43.414139,0.00000000,4.408490,18.72
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,17-Jan-2008,N/A,42.942114,42.942114,0.00000000,4.408506,18.97
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,17-Jan-2008,N/A,42.541524,42.541524,0.00000000,4.400690,19.21
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,17-Jan-2008,N/A,42.176414,42.176414,0.00000000,4.388919,19.46
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,17-Jan-2008,N/A,97.870000,98.357705,0.48770500,4.411676,13.18
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,17-Jan-2008,N/A,42.077745,42.077745,0.00000000,4.400956,19.46
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,17-Jan-2008,N/A,41.653840,41.653840,0.00000000,4.397249,19.70
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,17-Jan-2008,N/A,41.166764,41.166764,0.00000000,4.401565,19.95
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,17-Jan-2008,N/A,40.753871,40.753871,0.00000000,4.397718,20.19
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,17-Jan-2008,N/A,40.358113,40.358113,0.00000000,4.392119,20.44
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,17-Jan-2008,N/A,40.348793,40.348793,0.00000000,4.393250,20.44
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,17-Jan-2008,N/A,121.240000,121.928525,0.68852500,4.430109,12.66
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,17-Jan-2008,N/A,40.016194,40.016194,0.00000000,4.380873,20.68
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,17-Jan-2008,N/A,39.536370,39.536370,0.00000000,4.386617,20.93
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,17-Jan-2008,N/A,39.191172,39.191172,0.00000000,4.376928,21.17
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,17-Jan-2008,N/A,38.769377,38.769377,0.00000000,4.376784,21.42
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,17-Jan-2008,N/A,38.455603,38.455603,0.00000000,4.364457,21.66
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,17-Jan-2008,N/A,38.082263,38.082263,0.00000000,4.359594,21.91
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,17-Jan-2008,N/A,37.749857,37.749857,0.00000000,4.350621,22.15
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,17-Jan-2008,N/A,37.311075,37.311075,0.00000000,4.354659,22.40
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,17-Jan-2008,N/A,104.870000,105.415082,0.54508200,4.409596,14.03
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,17-Jan-2008,N/A,37.375564,37.375564,0.00000000,4.346949,22.40
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,17-Jan-2008,N/A,37.035243,37.035243,0.00000000,4.339985,22.64
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,17-Jan-2008,N/A,36.679863,36.679863,0.00000000,4.335097,22.89
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,17-Jan-2008,N/A,36.339611,36.339611,0.00000000,4.329152,23.13
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,17-Jan-2008,N/A,36.000967,36.000967,0.00000000,4.323284,23.38
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,17-Jan-2008,N/A,35.659614,35.659614,0.00000000,4.318462,23.62
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,17-Jan-2008,N/A,35.346932,35.346932,0.00000000,4.310498,23.87
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,17-Jan-2008,N/A,35.462478,35.462478,0.00000000,4.296827,23.87
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,17-Jan-2008,N/A,98.450000,98.937705,0.48770500,4.353522,14.94
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,17-Jan-2008,N/A,35.049722,35.049722,0.00000000,4.301413,24.12
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,17-Jan-2008,N/A,34.712181,34.712181,0.00000000,4.297352,24.36
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,17-Jan-2008,N/A,34.394502,34.394502,0.00000000,4.291626,24.61
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,17-Jan-2008,N/A,34.056968,34.056968,0.00000000,4.288487,24.85
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,17-Jan-2008,N/A,33.747245,33.747245,0.00000000,4.282728,25.10
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,17-Jan-2008,N/A,33.419009,33.419009,0.00000000,4.279387,25.34
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,17-Jan-2008,N/A,33.086690,33.086690,0.00000000,4.277179,25.59
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,17-Jan-2008,N/A,32.769216,32.769216,0.00000000,4.273442,25.83
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,17-Jan-2008,N/A,32.484140,32.484140,0.00000000,4.266513,26.08
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,17-Jan-2008,N/A,32.141722,32.141722,0.00000000,4.266575,26.32
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,17-Jan-2008,N/A,31.904301,31.904301,0.00000000,4.254856,26.57
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,17-Jan-2008,N/A,31.609469,31.609469,0.00000000,4.250128,26.82
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,17-Jan-2008,N/A,31.297952,31.297952,0.00000000,4.247972,27.06
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,17-Jan-2008,N/A,31.009435,31.009435,0.00000000,4.243306,27.31
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,17-Jan-2008,N/A,30.711277,30.711277,0.00000000,4.240368,27.55
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,17-Jan-2008,N/A,30.822299,30.822299,0.00000000,4.227271,27.55
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,17-Jan-2008,N/A,99.040000,100.592885,1.55288500,4.308934,16.01
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,17-Jan-2008,N/A,30.418795,30.418795,0.00000000,4.236960,27.80
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,17-Jan-2008,N/A,29.831864,29.831864,0.00000000,4.231728,28.29
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,17-Jan-2008,N/A,29.251455,29.251455,0.00000000,4.227245,28.78
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,17-Jan-2008,N/A,28.693823,28.693823,0.00000000,4.221544,29.27
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,17-Jan-2008,N/A,28.144888,28.144888,0.00000000,4.216262,29.76
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,17-Jan-2008,N/A,27.621918,27.621918,0.00000000,4.209299,30.25
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,17-Jan-2008,N/A,27.678962,27.678962,0.00000000,4.202479,30.25
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,17-Jan-2008,N/A,107.670000,108.215082,0.54508200,4.298785,16.58
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,17-Jan-2008,N/A,27.062469,27.062469,0.00000000,4.208107,30.74
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,17-Jan-2008,N/A,26.551312,26.551312,0.00000000,4.202492,31.23
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,17-Jan-2008,N/A,26.017210,26.017210,0.00000000,4.200998,31.72
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,17-Jan-2008,N/A,25.489617,25.489617,0.00000000,4.200066,32.21
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,17-Jan-2008,N/A,24.951246,24.951246,0.00000000,4.201792,32.70
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,17-Jan-2008,N/A,24.466369,24.466369,0.00000000,4.198276,33.19
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,17-Jan-2008,N/A,23.951194,23.951194,0.00000000,4.199782,33.68
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,17-Jan-2008,N/A,23.427879,23.427879,0.00000000,4.203616,34.17
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,17-Jan-2008,N/A,103.660000,104.176393,0.51639300,4.296349,17.74
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,17-Jan-2008,N/A,23.491155,23.491155,0.00000000,4.195722,34.17
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,17-Jan-2008,N/A,23.001833,23.001833,0.00000000,4.196554,34.66
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,17-Jan-2008,N/A,22.594090,22.594090,0.00000000,4.188360,35.15
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,17-Jan-2008,N/A,22.073981,22.073981,0.00000000,4.195552,35.64
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,17-Jan-2008,N/A,21.620430,21.620430,0.00000000,4.195553,36.13
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,17-Jan-2008,N/A,21.167940,21.167940,0.00000000,4.196618,36.62
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,17-Jan-2008,N/A,20.735419,20.735419,0.00000000,4.196291,37.11
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,17-Jan-2008,N/A,20.316838,20.316838,0.00000000,4.195304,37.60
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,17-Jan-2008,N/A,19.955893,19.955893,0.00000000,4.187863,38.09
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,17-Jan-2008,N/A,99.330000,99.817705,0.48770500,4.285336,18.79
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,17-Jan-2008,N/A,19.870706,19.870706,0.00000000,4.199095,38.09
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,17-Jan-2008,N/A,19.540844,19.540844,0.00000000,4.188626,38.58
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,17-Jan-2008,N/A,19.185147,19.185147,0.00000000,4.182595,39.07
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,17-Jan-2008,N/A,18.838455,18.838455,0.00000000,4.176373,39.56
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,17-Jan-2008,N/A,18.442569,18.442569,0.00000000,4.177801,40.05
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,17-Jan-2008,N/A,18.170333,18.170333,0.00000000,4.163488,40.54
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,17-Jan-2008,N/A,17.804869,17.804869,0.00000000,4.162793,41.03
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,17-Jan-2008,N/A,17.474761,17.474761,0.00000000,4.158250,41.52
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,17-Jan-2008,N/A,17.185322,17.185322,0.00000000,4.149024,42.01
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,17-Jan-2008,N/A,16.866352,16.866352,0.00000000,4.144794,42.50
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,17-Jan-2008,N/A,16.550418,16.550418,0.00000000,4.141066,43.00
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,17-Jan-2008,N/A,16.305519,16.305519,0.00000000,4.128221,43.49
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,17-Jan-2008,N/A,16.016060,16.016060,0.00000000,4.122492,43.98
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,17-Jan-2008,N/A,15.765404,15.765404,0.00000000,4.112083,44.47
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,17-Jan-2008,N/A,15.512584,15.512584,0.00000000,4.102774,44.96
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,17-Jan-2008,N/A,15.244599,15.244599,0.00000000,4.096438,45.45
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,17-Jan-2008,N/A,14.999488,14.999488,0.00000000,4.087588,45.95
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,17-Jan-2008,N/A,14.761466,14.761466,0.00000000,4.078466,46.44
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,17-Jan-2008,N/A,14.598945,14.598945,0.00000000,4.059041,46.93
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,17-Jan-2008,N/A,14.520728,14.520728,0.00000000,4.070488,46.93
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,17-Jan-2008,N/A,100.400000,100.887705,0.48770500,4.230253,20.34
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-2008,18-Jan-2008,N/A,99.354201,99.354201,0.00000000,5.193083,0.12
5% Treasury Stock 2008,GB0031734154,07-Mar-2008,18-Jan-2008,N/A,99.970000,101.838132,1.86813200,5.192479,0.12
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-2008,18-Jan-2008,N/A,99.369004,99.369004,0.00000000,5.072169,0.12
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,18-Jan-2008,N/A,98.268517,98.268517,0.00000000,4.686480,0.37
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,18-Jan-2008,N/A,97.170420,97.170420,0.00000000,4.635446,0.61
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,18-Jan-2008,N/A,100.330000,102.339615,2.00961500,4.954623,0.61
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,18-Jan-2008,N/A,102.820000,105.279016,2.45901600,4.981603,0.69
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,18-Jan-2008,N/A,96.136462,96.136462,0.00000000,4.543347,0.86
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,18-Jan-2008,N/A,95.242736,95.242736,0.00000000,4.374442,1.10
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,18-Jan-2008,N/A,99.610000,101.104505,1.49450500,4.354814,1.07
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,18-Jan-2008,N/A,95.213262,95.213262,0.00000000,4.402523,1.10
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,18-Jan-2008,N/A,94.226494,94.226494,0.00000000,4.365529,1.35
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,18-Jan-2008,N/A,93.276678,93.276678,0.00000000,4.325577,1.59
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,18-Jan-2008,N/A,105.720000,108.313407,2.59340700,4.415166,1.53
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,18-Jan-2008,N/A,92.334373,92.334373,0.00000000,4.294341,1.84
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,18-Jan-2008,N/A,102.600000,103.306967,0.70696700,4.290364,1.76
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,18-Jan-2008,N/A,92.294121,92.294121,0.00000000,4.318071,1.84
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,18-Jan-2008,N/A,91.344012,91.344012,0.00000000,4.303480,2.08
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,18-Jan-2008,N/A,90.431346,90.431346,0.00000000,4.276341,2.33
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,18-Jan-2008,N/A,101.090000,101.674016,0.58401600,4.260901,2.22
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,18-Jan-2008,N/A,90.407511,90.407511,0.00000000,4.287668,2.33
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,18-Jan-2008,N/A,89.447199,89.447199,0.00000000,4.291620,2.57
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,18-Jan-2008,N/A,105.360000,106.338709,0.97870900,4.226914,2.58
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,18-Jan-2008,N/A,88.530750,88.530750,0.00000000,4.279347,2.82
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,18-Jan-2008,N/A,87.539056,87.539056,0.00000000,4.302478,3.06
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,18-Jan-2008,N/A,99.820000,101.407912,1.58791200,4.310678,2.85
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,18-Jan-2008,N/A,87.564724,87.564724,0.00000000,4.292899,3.06
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,18-Jan-2008,N/A,86.655899,86.655899,0.00000000,4.286419,3.31
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,18-Jan-2008,N/A,114.940000,115.162527,0.22252700,4.323123,3.02
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,18-Jan-2008,N/A,85.755118,85.755118,0.00000000,4.282902,3.55
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,18-Jan-2008,N/A,84.867686,84.867686,0.00000000,4.277094,3.80
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,18-Jan-2008,N/A,112.030000,111.924701,-0.10529900,4.444622,3.48
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,18-Jan-2008,N/A,83.961396,83.961396,0.00000000,4.281670,4.04
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,18-Jan-2008,N/A,84.007656,84.007656,0.00000000,4.268036,4.04
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,18-Jan-2008,N/A,102.800000,104.668132,1.86813200,4.251679,3.64
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,18-Jan-2008,N/A,82.968049,82.968049,0.00000000,4.311581,4.28
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,18-Jan-2008,N/A,103.710000,104.355492,0.64549200,4.309559,3.87
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,18-Jan-2008,N/A,83.002324,83.002324,0.00000000,4.301942,4.28
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,18-Jan-2008,N/A,118.810000,122.918696,4.10869600,4.387593,3.69
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,18-Jan-2008,N/A,82.081915,82.081915,0.00000000,4.313840,4.53
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,18-Jan-2008,N/A,81.144751,81.144751,0.00000000,4.330269,4.77
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,18-Jan-2008,N/A,80.235102,80.235102,0.00000000,4.342074,5.02
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,18-Jan-2008,N/A,79.299004,79.299004,0.00000000,4.360458,5.26
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,18-Jan-2008,N/A,78.400975,78.400975,0.00000000,4.371979,5.51
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,18-Jan-2008,N/A,118.010000,120.559451,2.54945100,4.382513,4.57
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,18-Jan-2008,N/A,77.505731,77.505731,0.00000000,4.383160,5.75
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,18-Jan-2008,N/A,138.920000,140.231475,1.31147500,4.420863,4.50
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,18-Jan-2008,N/A,76.670369,76.670369,0.00000000,4.383599,5.99
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,18-Jan-2008,N/A,75.816874,75.816874,0.00000000,4.388800,6.24
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,18-Jan-2008,N/A,74.986950,74.986950,0.00000000,4.391618,6.48
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,18-Jan-2008,N/A,103.520000,105.388132,1.86813200,4.381296,5.52
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,18-Jan-2008,N/A,74.954194,74.954194,0.00000000,4.398357,6.48
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,18-Jan-2008,N/A,74.132896,74.132896,0.00000000,4.400017,6.73
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,18-Jan-2008,N/A,73.295282,73.295282,0.00000000,4.407356,6.97
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,18-Jan-2008,N/A,72.483339,72.483339,0.00000000,4.410283,7.22
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,18-Jan-2008,N/A,71.711409,71.711409,0.00000000,4.408011,7.46
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,18-Jan-2008,N/A,102.260000,104.034725,1.77472500,4.397222,6.25
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,18-Jan-2008,N/A,71.670318,71.670318,0.00000000,4.415693,7.46
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,18-Jan-2008,N/A,123.220000,124.203607,0.98360700,4.469213,6.02
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,18-Jan-2008,N/A,70.666921,70.666921,0.00000000,4.456575,7.71
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,18-Jan-2008,N/A,70.515389,70.515389,0.00000000,4.484436,7.70
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,18-Jan-2008,N/A,69.860409,69.860409,0.00000000,4.462729,7.95
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,18-Jan-2008,N/A,69.152498,69.152498,0.00000000,4.452001,8.19
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,18-Jan-2008,N/A,68.568003,68.568003,0.00000000,4.422496,8.44
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,18-Jan-2008,N/A,97.020000,98.514505,1.49450500,4.418638,7.09
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,18-Jan-2008,N/A,68.436934,68.436934,0.00000000,4.445167,8.44
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,18-Jan-2008,N/A,67.650040,67.650040,0.00000000,4.451429,8.68
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,18-Jan-2008,N/A,66.850018,66.850018,0.00000000,4.461730,8.93
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,18-Jan-2008,N/A,66.067209,66.067209,0.00000000,4.469552,9.17
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,18-Jan-2008,N/A,133.100000,136.642799,3.54279900,4.469184,6.78
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,18-Jan-2008,N/A,65.293753,65.293753,0.00000000,4.477573,9.42
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,18-Jan-2008,N/A,64.566514,64.566514,0.00000000,4.478609,9.66
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,18-Jan-2008,N/A,64.055628,64.055628,0.00000000,4.447322,9.91
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,18-Jan-2008,N/A,104.590000,106.458132,1.86813200,4.431872,7.81
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,18-Jan-2008,N/A,63.884200,63.884200,0.00000000,4.474376,9.90
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,18-Jan-2008,N/A,63.156573,63.156573,0.00000000,4.477948,10.15
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,18-Jan-2008,N/A,62.458755,62.458755,0.00000000,4.478613,10.39
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,18-Jan-2008,N/A,61.754846,61.754846,0.00000000,4.480784,10.64
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,18-Jan-2008,N/A,61.059687,61.059687,0.00000000,4.483286,10.88
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,18-Jan-2008,N/A,60.371502,60.371502,0.00000000,4.485265,11.13
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,18-Jan-2008,N/A,59.672084,59.672084,0.00000000,4.490485,11.37
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,18-Jan-2008,N/A,58.987198,58.987198,0.00000000,4.494031,11.62
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,18-Jan-2008,N/A,58.495517,58.495517,0.00000000,4.471179,11.86
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,18-Jan-2008,N/A,102.600000,104.374725,1.77472500,4.469401,9.04
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,18-Jan-2008,N/A,58.323322,58.323322,0.00000000,4.496035,11.86
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,18-Jan-2008,N/A,57.609348,57.609348,0.00000000,4.505713,12.10
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,18-Jan-2008,N/A,56.868783,56.868783,0.00000000,4.520527,12.35
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,18-Jan-2008,N/A,56.190324,56.190324,0.00000000,4.526850,12.59
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,18-Jan-2008,N/A,55.535843,55.535843,0.00000000,4.531176,12.84
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,18-Jan-2008,N/A,134.510000,135.493607,0.98360700,4.530838,8.91
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,18-Jan-2008,N/A,54.951800,54.951800,0.00000000,4.526134,13.08
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,18-Jan-2008,N/A,54.856169,54.856169,0.00000000,4.539449,13.08
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,18-Jan-2008,N/A,54.328470,54.328470,0.00000000,4.528003,13.32
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,18-Jan-2008,N/A,53.611657,53.611657,0.00000000,4.543168,13.57
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,18-Jan-2008,N/A,53.048565,53.048565,0.00000000,4.538522,13.81
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,18-Jan-2008,N/A,52.501223,52.501223,0.00000000,4.532274,14.06
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,18-Jan-2008,N/A,51.979441,51.979441,0.00000000,4.523983,14.30
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,18-Jan-2008,N/A,51.470274,51.470274,0.00000000,4.514564,14.55
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,18-Jan-2008,N/A,50.954149,50.954149,0.00000000,4.507449,14.79
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,18-Jan-2008,N/A,50.463998,50.463998,0.00000000,4.497424,15.04
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,18-Jan-2008,N/A,49.992189,49.992189,0.00000000,4.486330,15.28
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,18-Jan-2008,N/A,49.539263,49.539263,0.00000000,4.473318,15.53
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,18-Jan-2008,N/A,49.058115,49.058115,0.00000000,4.465265,15.77
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,18-Jan-2008,N/A,48.559968,48.559968,0.00000000,4.459871,16.02
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,18-Jan-2008,N/A,48.158264,48.158264,0.00000000,4.443328,16.27
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,18-Jan-2008,N/A,47.627842,47.627842,0.00000000,4.443684,16.51
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,18-Jan-2008,N/A,47.157120,47.157120,0.00000000,4.437564,16.75
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,18-Jan-2008,N/A,47.262732,47.262732,0.00000000,4.424213,16.76
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,18-Jan-2008,N/A,106.790000,108.658132,1.86813200,4.429704,11.44
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,18-Jan-2008,N/A,46.614389,46.614389,0.00000000,4.440937,17.00
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,18-Jan-2008,N/A,46.135132,46.135132,0.00000000,4.437361,17.24
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,18-Jan-2008,N/A,45.627269,45.627269,0.00000000,4.437747,17.49
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,18-Jan-2008,N/A,45.166859,45.166859,0.00000000,4.433227,17.73
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,18-Jan-2008,N/A,44.670006,44.670006,0.00000000,4.433615,17.98
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,18-Jan-2008,N/A,44.216699,44.216699,0.00000000,4.429589,18.22
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,18-Jan-2008,N/A,43.729019,43.729019,0.00000000,4.430173,18.47
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,18-Jan-2008,N/A,43.301796,43.301796,0.00000000,4.424256,18.71
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,18-Jan-2008,N/A,42.824966,42.824966,0.00000000,4.424801,18.96
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,18-Jan-2008,N/A,42.403272,42.403272,0.00000000,4.419509,19.20
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,18-Jan-2008,N/A,42.069996,42.069996,0.00000000,4.403737,19.45
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,18-Jan-2008,N/A,97.680000,98.202541,0.52254100,4.426377,13.17
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,18-Jan-2008,N/A,41.966678,41.966678,0.00000000,4.416381,19.45
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,18-Jan-2008,N/A,41.554356,41.554356,0.00000000,4.411212,19.69
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,18-Jan-2008,N/A,41.036504,41.036504,0.00000000,4.419251,19.94
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,18-Jan-2008,N/A,40.635074,40.635074,0.00000000,4.413960,20.18
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,18-Jan-2008,N/A,40.207749,40.207749,0.00000000,4.412136,20.43
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,18-Jan-2008,N/A,40.225463,40.225463,0.00000000,4.409979,20.43
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,18-Jan-2008,N/A,120.980000,121.717705,0.73770500,4.446638,12.64
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,18-Jan-2008,N/A,39.896413,39.896413,0.00000000,4.397102,20.67
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,18-Jan-2008,N/A,39.418395,39.418395,0.00000000,4.402604,20.92
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,18-Jan-2008,N/A,39.078132,39.078132,0.00000000,4.392263,21.16
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,18-Jan-2008,N/A,38.687133,38.687133,0.00000000,4.388362,21.41
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,18-Jan-2008,N/A,38.344956,38.344956,0.00000000,4.379407,21.65
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,18-Jan-2008,N/A,37.973118,37.973118,0.00000000,4.374315,21.90
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,18-Jan-2008,N/A,37.633252,37.633252,0.00000000,4.366194,22.14
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,18-Jan-2008,N/A,37.164060,37.164060,0.00000000,4.373870,22.39
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,18-Jan-2008,N/A,104.630000,105.214016,0.58401600,4.425768,14.01
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,18-Jan-2008,N/A,37.268986,37.268986,0.00000000,4.361277,22.39
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,18-Jan-2008,N/A,36.934192,36.934192,0.00000000,4.353620,22.63
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,18-Jan-2008,N/A,36.566503,36.566503,0.00000000,4.350162,22.88
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,18-Jan-2008,N/A,36.237209,36.237209,0.00000000,4.342881,23.12
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,18-Jan-2008,N/A,35.892591,35.892591,0.00000000,4.337684,23.37
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,18-Jan-2008,N/A,35.593833,35.593833,0.00000000,4.327772,23.62
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,18-Jan-2008,N/A,35.245429,35.245429,0.00000000,4.324015,23.86
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,18-Jan-2008,N/A,35.354185,35.354185,0.00000000,4.311103,23.86
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,18-Jan-2008,N/A,98.210000,98.732541,0.52254100,4.369798,14.92
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,18-Jan-2008,N/A,34.956010,34.956010,0.00000000,4.313974,24.11
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,18-Jan-2008,N/A,34.622864,34.622864,0.00000000,4.309362,24.35
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,18-Jan-2008,N/A,34.300533,34.300533,0.00000000,4.304171,24.60
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,18-Jan-2008,N/A,33.968556,33.968556,0.00000000,4.300350,24.84
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,18-Jan-2008,N/A,33.650885,33.650885,0.00000000,4.295517,25.09
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,18-Jan-2008,N/A,33.321935,33.321935,0.00000000,4.292240,25.33
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,18-Jan-2008,N/A,33.004445,33.004445,0.00000000,4.288272,25.58
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,18-Jan-2008,N/A,32.681731,32.681731,0.00000000,4.285136,25.82
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,18-Jan-2008,N/A,32.384743,32.384743,0.00000000,4.279603,26.07
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,18-Jan-2008,N/A,32.073472,32.073472,0.00000000,4.275968,26.31
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,18-Jan-2008,N/A,31.797539,31.797539,0.00000000,4.268783,26.56
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,18-Jan-2008,N/A,31.505081,31.505081,0.00000000,4.263753,26.81
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,18-Jan-2008,N/A,31.187191,31.187191,0.00000000,4.262358,27.05
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,18-Jan-2008,N/A,30.899694,30.899694,0.00000000,4.257554,27.30
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,18-Jan-2008,N/A,30.596803,30.596803,0.00000000,4.255183,27.54
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,18-Jan-2008,N/A,30.695514,30.695514,0.00000000,4.243488,27.54
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,18-Jan-2008,N/A,98.750000,100.337912,1.58791200,4.326999,15.98
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,18-Jan-2008,N/A,30.303661,30.303661,0.00000000,4.251844,27.79
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,18-Jan-2008,N/A,29.715398,29.715398,0.00000000,4.246775,28.28
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,18-Jan-2008,N/A,29.131570,29.131570,0.00000000,4.242713,28.77
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,18-Jan-2008,N/A,28.575526,28.575526,0.00000000,4.236834,29.26
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,18-Jan-2008,N/A,28.032383,28.032383,0.00000000,4.230875,29.75
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,18-Jan-2008,N/A,27.516903,27.516903,0.00000000,4.223025,30.24
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,18-Jan-2008,N/A,27.568749,27.568749,0.00000000,4.216800,30.24
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,18-Jan-2008,N/A,107.350000,107.934016,0.58401600,4.316594,16.55
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,18-Jan-2008,N/A,26.924384,26.924384,0.00000000,4.225865,30.73
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,18-Jan-2008,N/A,26.407675,26.407675,0.00000000,4.220959,31.22
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,18-Jan-2008,N/A,25.894095,25.894095,0.00000000,4.217031,31.71
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,18-Jan-2008,N/A,25.352089,25.352089,0.00000000,4.217926,32.20
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,18-Jan-2008,N/A,24.824693,24.824693,0.00000000,4.218390,32.69
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,18-Jan-2008,N/A,24.324952,24.324952,0.00000000,4.216774,33.18
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,18-Jan-2008,N/A,23.808780,23.808780,0.00000000,4.218507,33.67
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,18-Jan-2008,N/A,23.261496,23.261496,0.00000000,4.225480,34.16
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,18-Jan-2008,N/A,103.320000,103.873279,0.55327900,4.314763,17.70
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,18-Jan-2008,N/A,23.338505,23.338505,0.00000000,4.215804,34.16
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,18-Jan-2008,N/A,22.841804,22.841804,0.00000000,4.217686,34.65
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,18-Jan-2008,N/A,22.520168,22.520168,0.00000000,4.198653,35.14
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,18-Jan-2008,N/A,21.933040,21.933040,0.00000000,4.214486,35.63
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,18-Jan-2008,N/A,21.481613,21.481613,0.00000000,4.214329,36.12
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,18-Jan-2008,N/A,21.031612,21.031612,0.00000000,4.215198,36.61
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,18-Jan-2008,N/A,20.600291,20.600291,0.00000000,4.214833,37.10
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,18-Jan-2008,N/A,20.181468,20.181468,0.00000000,4.213995,37.59
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,18-Jan-2008,N/A,19.831764,19.831764,0.00000000,4.205141,38.08
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,18-Jan-2008,N/A,98.990000,99.512541,0.52254100,4.303507,18.75
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,18-Jan-2008,N/A,19.747000,19.747000,0.00000000,4.216391,38.07
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,18-Jan-2008,N/A,19.408028,19.408028,0.00000000,4.207191,38.57
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,18-Jan-2008,N/A,19.060722,19.060722,0.00000000,4.200122,39.06
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,18-Jan-2008,N/A,18.715242,18.715242,0.00000000,4.193822,39.55
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,18-Jan-2008,N/A,18.323309,18.323309,0.00000000,4.194851,40.04
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,18-Jan-2008,N/A,18.069344,18.069344,0.00000000,4.178072,40.53
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,18-Jan-2008,N/A,17.695832,17.695832,0.00000000,4.178590,41.02
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,18-Jan-2008,N/A,17.366736,17.366736,0.00000000,4.174001,41.51
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,18-Jan-2008,N/A,17.067842,17.067842,0.00000000,4.166156,42.00
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,18-Jan-2008,N/A,16.743237,16.743237,0.00000000,4.162826,42.49
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,18-Jan-2008,N/A,16.494346,16.494346,0.00000000,4.149743,42.99
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,18-Jan-2008,N/A,16.219412,16.219412,0.00000000,4.141169,43.48
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,18-Jan-2008,N/A,15.980267,15.980267,0.00000000,4.128341,43.97
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,18-Jan-2008,N/A,15.728609,15.728609,0.00000000,4.118089,44.46
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,18-Jan-2008,N/A,15.453385,15.453385,0.00000000,4.112020,44.95
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,18-Jan-2008,N/A,15.206323,15.206323,0.00000000,4.102701,45.44
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,18-Jan-2008,N/A,14.952020,14.952020,0.00000000,4.095210,45.94
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,18-Jan-2008,N/A,14.717224,14.717224,0.00000000,4.085644,46.43
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,18-Jan-2008,N/A,14.543017,14.543017,0.00000000,4.067923,46.92
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,18-Jan-2008,N/A,14.474160,14.474160,0.00000000,4.078038,46.92
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,18-Jan-2008,N/A,100.050000,100.572541,0.52254100,4.247346,20.29
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-2008,21-Jan-2008,N/A,99.370197,99.370197,0.00000000,5.176370,0.12
5% Treasury Stock 2008,GB0031734154,07-Mar-2008,21-Jan-2008,N/A,99.980000,101.861868,1.88186800,5.115960,0.12
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-2008,21-Jan-2008,N/A,99.388250,99.388250,0.00000000,5.025681,0.12
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,21-Jan-2008,N/A,98.301757,98.301757,0.00000000,4.628626,0.37
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,21-Jan-2008,N/A,97.214273,97.214273,0.00000000,4.582080,0.61
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,21-Jan-2008,N/A,100.380000,102.404725,2.02472500,4.871542,0.60
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,21-Jan-2008,N/A,102.870000,105.353607,2.48360700,4.897954,0.69
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,21-Jan-2008,N/A,96.194973,96.194973,0.00000000,4.486542,0.86
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,21-Jan-2008,N/A,95.333400,95.333400,0.00000000,4.298736,1.10
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,21-Jan-2008,N/A,99.700000,101.205495,1.50549500,4.272664,1.07
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,21-Jan-2008,N/A,95.304426,95.304426,0.00000000,4.326372,1.10
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,21-Jan-2008,N/A,94.339156,94.339156,0.00000000,4.285473,1.35
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,21-Jan-2008,N/A,93.411065,93.411065,0.00000000,4.242402,1.59
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,21-Jan-2008,N/A,105.860000,108.475385,2.61538500,4.325415,1.53
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,21-Jan-2008,N/A,92.507670,92.507670,0.00000000,4.198502,1.84
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,21-Jan-2008,N/A,102.760000,103.482678,0.72267800,4.200194,1.76
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,21-Jan-2008,N/A,92.471378,92.471378,0.00000000,4.219877,1.84
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,21-Jan-2008,N/A,91.533460,91.533460,0.00000000,4.209467,2.08
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,21-Jan-2008,N/A,90.642982,90.642982,0.00000000,4.180779,2.33
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,21-Jan-2008,N/A,101.270000,101.866995,0.59699500,4.180496,2.22
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,21-Jan-2008,N/A,90.606784,90.606784,0.00000000,4.197954,2.33
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,21-Jan-2008,N/A,89.678141,89.678141,0.00000000,4.195793,2.57
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,21-Jan-2008,N/A,105.590000,106.585879,0.99587900,4.141234,2.58
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,21-Jan-2008,N/A,88.766754,88.766754,0.00000000,4.188875,2.82
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,21-Jan-2008,N/A,87.769704,87.769704,0.00000000,4.220267,3.06
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,21-Jan-2008,N/A,100.070000,101.669588,1.59958800,4.224415,2.85
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,21-Jan-2008,N/A,87.789065,87.789065,0.00000000,4.213057,3.06
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,21-Jan-2008,N/A,86.890978,86.890978,0.00000000,4.207935,3.30
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,21-Jan-2008,N/A,115.220000,115.467253,0.24725300,4.239512,3.02
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,21-Jan-2008,N/A,86.004364,86.004364,0.00000000,4.204391,3.55
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,21-Jan-2008,N/A,85.152274,85.152274,0.00000000,4.191904,3.79
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,21-Jan-2008,N/A,112.340000,112.255761,-0.08423900,4.363202,3.48
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,21-Jan-2008,N/A,84.252919,84.252919,0.00000000,4.198715,4.04
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,21-Jan-2008,N/A,84.297553,84.297553,0.00000000,4.185603,4.04
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,21-Jan-2008,N/A,103.110000,104.991868,1.88186800,4.170011,3.64
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,21-Jan-2008,N/A,83.282081,83.282081,0.00000000,4.226095,4.28
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,21-Jan-2008,N/A,104.030000,104.689836,0.65983600,4.229869,3.87
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,21-Jan-2008,N/A,83.304993,83.304993,0.00000000,4.219674,4.28
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,21-Jan-2008,N/A,119.170000,123.303152,4.13315200,4.306040,3.69
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,21-Jan-2008,N/A,82.394158,82.394158,0.00000000,4.232557,4.53
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,21-Jan-2008,N/A,81.470869,81.470869,0.00000000,4.248671,4.77
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,21-Jan-2008,N/A,80.564038,80.564038,0.00000000,4.262858,5.02
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,21-Jan-2008,N/A,79.645116,79.645116,0.00000000,4.279912,5.26
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,21-Jan-2008,N/A,78.750561,78.750561,0.00000000,4.293310,5.51
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,21-Jan-2008,N/A,118.430000,121.001429,2.57142900,4.305014,4.57
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,21-Jan-2008,N/A,77.863044,77.863044,0.00000000,4.305221,5.75
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,21-Jan-2008,N/A,139.390000,140.734262,1.34426200,4.343950,4.50
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,21-Jan-2008,N/A,77.032855,77.032855,0.00000000,4.306889,5.99
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,21-Jan-2008,N/A,76.175669,76.175669,0.00000000,4.315023,6.24
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,21-Jan-2008,N/A,75.346805,75.346805,0.00000000,4.319607,6.48
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,21-Jan-2008,N/A,103.960000,105.841868,1.88186800,4.305604,5.52
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,21-Jan-2008,N/A,75.331083,75.331083,0.00000000,4.322826,6.48
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,21-Jan-2008,N/A,74.507897,74.507897,0.00000000,4.326783,6.73
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,21-Jan-2008,N/A,73.683096,73.683096,0.00000000,4.333375,6.97
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,21-Jan-2008,N/A,72.882520,72.882520,0.00000000,4.335831,7.22
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,21-Jan-2008,N/A,72.115961,72.115961,0.00000000,4.334213,7.46
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,21-Jan-2008,N/A,102.740000,104.527775,1.78777500,4.323538,6.26
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,21-Jan-2008,N/A,72.077108,72.077108,0.00000000,4.341435,7.46
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,21-Jan-2008,N/A,123.760000,124.765464,1.00546400,4.396286,6.03
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,21-Jan-2008,N/A,71.077246,71.077246,0.00000000,4.382987,7.71
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,21-Jan-2008,N/A,70.903130,70.903130,0.00000000,4.414820,7.70
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,21-Jan-2008,N/A,70.293035,70.293035,0.00000000,4.386577,7.95
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,21-Jan-2008,N/A,69.571830,69.571830,0.00000000,4.379684,8.19
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,21-Jan-2008,N/A,69.004891,69.004891,0.00000000,4.348654,8.44
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,21-Jan-2008,N/A,97.530000,99.035495,1.50549500,4.345942,7.09
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,21-Jan-2008,N/A,68.857998,68.857998,0.00000000,4.373904,8.44
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,21-Jan-2008,N/A,68.078919,68.078919,0.00000000,4.380030,8.68
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,21-Jan-2008,N/A,67.307184,67.307184,0.00000000,4.386735,8.93
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,21-Jan-2008,N/A,66.531931,66.531931,0.00000000,4.394439,9.17
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,21-Jan-2008,N/A,133.760000,137.326576,3.56657600,4.397330,6.78
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,21-Jan-2008,N/A,65.766668,65.766668,0.00000000,4.402210,9.42
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,21-Jan-2008,N/A,65.053671,65.053671,0.00000000,4.402047,9.66
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,21-Jan-2008,N/A,64.563650,64.563650,0.00000000,4.368790,9.91
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,21-Jan-2008,N/A,105.190000,107.071868,1.88186800,4.359807,7.81
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,21-Jan-2008,N/A,64.366478,64.366478,0.00000000,4.399665,9.91
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,21-Jan-2008,N/A,63.664351,63.664351,0.00000000,4.400238,10.15
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,21-Jan-2008,N/A,62.965196,62.965196,0.00000000,4.402079,10.39
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,21-Jan-2008,N/A,62.262910,62.262910,0.00000000,4.404902,10.64
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,21-Jan-2008,N/A,61.573091,61.573091,0.00000000,4.407459,10.88
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,21-Jan-2008,N/A,60.896831,60.896831,0.00000000,4.408490,11.13
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,21-Jan-2008,N/A,60.202100,60.202100,0.00000000,4.413787,11.37
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,21-Jan-2008,N/A,59.516607,59.516607,0.00000000,4.418153,11.62
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,21-Jan-2008,N/A,58.981858,58.981858,0.00000000,4.402393,11.86
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,21-Jan-2008,N/A,103.260000,105.047775,1.78777500,4.399648,9.05
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,21-Jan-2008,N/A,58.859084,58.859084,0.00000000,4.419960,11.86
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,21-Jan-2008,N/A,58.158703,58.158703,0.00000000,4.428310,12.11
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,21-Jan-2008,N/A,57.394999,57.394999,0.00000000,4.446922,12.35
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,21-Jan-2008,N/A,56.687220,56.687220,0.00000000,4.457900,12.59
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,21-Jan-2008,N/A,56.009445,56.009445,0.00000000,4.465974,12.84
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,21-Jan-2008,N/A,135.330000,136.335464,1.00546400,4.462724,8.92
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,21-Jan-2008,N/A,55.384110,55.384110,0.00000000,4.467159,13.08
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,21-Jan-2008,N/A,55.313167,55.313167,0.00000000,4.476957,13.08
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,21-Jan-2008,N/A,54.740118,54.740118,0.00000000,4.472272,13.33
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,21-Jan-2008,N/A,54.059741,54.059741,0.00000000,4.482729,13.57
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,21-Jan-2008,N/A,53.520875,53.520875,0.00000000,4.475241,13.81
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,21-Jan-2008,N/A,52.952376,52.952376,0.00000000,4.472278,14.06
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,21-Jan-2008,N/A,52.473766,52.473766,0.00000000,4.458664,14.30
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,21-Jan-2008,N/A,51.959122,51.959122,0.00000000,4.450427,14.55
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,21-Jan-2008,N/A,51.445591,51.445591,0.00000000,4.443389,14.79
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,21-Jan-2008,N/A,50.974619,50.974619,0.00000000,4.431287,15.04
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,21-Jan-2008,N/A,50.500700,50.500700,0.00000000,4.420908,15.29
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,21-Jan-2008,N/A,50.024239,50.024239,0.00000000,4.411363,15.53
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,21-Jan-2008,N/A,49.552518,49.552518,0.00000000,4.402464,15.78
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,21-Jan-2008,N/A,49.033653,49.033653,0.00000000,4.400026,16.02
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,21-Jan-2008,N/A,48.615653,48.615653,0.00000000,4.385951,16.27
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,21-Jan-2008,N/A,48.081327,48.081327,0.00000000,4.387013,16.51
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,21-Jan-2008,N/A,47.622509,47.622509,0.00000000,4.379669,16.76
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,21-Jan-2008,N/A,47.685357,47.685357,0.00000000,4.371798,16.76
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,21-Jan-2008,N/A,107.520000,109.401868,1.88186800,4.371182,11.46
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,21-Jan-2008,N/A,47.091923,47.091923,0.00000000,4.381687,17.00
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,21-Jan-2008,N/A,46.600426,46.600426,0.00000000,4.379865,17.25
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,21-Jan-2008,N/A,46.101061,46.101061,0.00000000,4.379364,17.49
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,21-Jan-2008,N/A,45.619800,45.619800,0.00000000,4.377637,17.74
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,21-Jan-2008,N/A,45.132048,45.132048,0.00000000,4.377044,17.98
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,21-Jan-2008,N/A,44.666269,44.666269,0.00000000,4.374735,18.22
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,21-Jan-2008,N/A,44.188735,44.188735,0.00000000,4.374193,18.47
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,21-Jan-2008,N/A,43.737855,43.737855,0.00000000,4.371352,18.71
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,21-Jan-2008,N/A,43.268202,43.268202,0.00000000,4.371117,18.96
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,21-Jan-2008,N/A,42.872530,42.872530,0.00000000,4.362819,19.20
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,21-Jan-2008,N/A,42.556240,42.556240,0.00000000,4.345263,19.45
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,21-Jan-2008,N/A,98.440000,98.974153,0.53415300,4.367907,13.20
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,21-Jan-2008,N/A,42.409286,42.409286,0.00000000,4.363047,19.45
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,21-Jan-2008,N/A,41.961988,41.961988,0.00000000,4.362248,19.69
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,21-Jan-2008,N/A,41.489724,41.489724,0.00000000,4.364756,19.94
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,21-Jan-2008,N/A,41.048034,41.048034,0.00000000,4.364450,20.18
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,21-Jan-2008,N/A,40.657727,40.657727,0.00000000,4.358235,20.43
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,21-Jan-2008,N/A,40.633424,40.633424,0.00000000,4.361162,20.43
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,21-Jan-2008,N/A,121.860000,122.614098,0.75409800,4.389592,12.67
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,21-Jan-2008,N/A,40.288981,40.288981,0.00000000,4.350313,20.67
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,21-Jan-2008,N/A,39.839131,39.839131,0.00000000,4.352414,20.92
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,21-Jan-2008,N/A,39.466915,39.466915,0.00000000,4.346046,21.16
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,21-Jan-2008,N/A,39.068632,39.068632,0.00000000,4.343077,21.41
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,21-Jan-2008,N/A,38.729072,38.729072,0.00000000,4.333922,21.65
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,21-Jan-2008,N/A,38.413414,38.413414,0.00000000,4.322210,21.90
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,21-Jan-2008,N/A,38.027584,38.027584,0.00000000,4.319654,22.15
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,21-Jan-2008,N/A,37.643519,37.643519,0.00000000,4.317141,22.39
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,21-Jan-2008,N/A,105.440000,106.036995,0.59699500,4.371073,14.05
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,21-Jan-2008,N/A,37.703859,37.703859,0.00000000,4.309988,22.39
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,21-Jan-2008,N/A,37.343430,37.343430,0.00000000,4.305457,22.64
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,21-Jan-2008,N/A,36.985284,36.985284,0.00000000,4.300904,22.88
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,21-Jan-2008,N/A,36.672803,36.672803,0.00000000,4.291719,23.13
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,21-Jan-2008,N/A,36.329010,36.329010,0.00000000,4.286472,23.37
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,21-Jan-2008,N/A,36.008006,36.008006,0.00000000,4.279281,23.62
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,21-Jan-2008,N/A,35.704190,35.704190,0.00000000,4.270308,23.86
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,21-Jan-2008,N/A,35.801649,35.801649,0.00000000,4.258886,23.87
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,21-Jan-2008,N/A,99.010000,99.544153,0.53415300,4.315772,14.96
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,21-Jan-2008,N/A,35.372465,35.372465,0.00000000,4.265331,24.11
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,21-Jan-2008,N/A,35.042892,35.042892,0.00000000,4.260324,24.36
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,21-Jan-2008,N/A,34.720722,34.720722,0.00000000,4.255147,24.60
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,21-Jan-2008,N/A,34.331031,34.331031,0.00000000,4.258091,24.85
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,21-Jan-2008,N/A,34.043085,34.043085,0.00000000,4.249795,25.09
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,21-Jan-2008,N/A,33.685170,33.685170,0.00000000,4.249901,25.34
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,21-Jan-2008,N/A,33.408374,33.408374,0.00000000,4.241171,25.58
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,21-Jan-2008,N/A,33.050061,33.050061,0.00000000,4.242186,25.83
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,21-Jan-2008,N/A,32.734804,32.734804,0.00000000,4.238806,26.07
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,21-Jan-2008,N/A,32.434361,32.434361,0.00000000,4.233886,26.32
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,21-Jan-2008,N/A,32.172584,32.172584,0.00000000,4.225071,26.56
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,21-Jan-2008,N/A,31.895949,31.895949,0.00000000,4.218185,26.81
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,21-Jan-2008,N/A,31.574877,31.574877,0.00000000,4.217115,27.05
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,21-Jan-2008,N/A,31.281691,31.281691,0.00000000,4.212963,27.30
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,21-Jan-2008,N/A,31.002075,31.002075,0.00000000,4.207825,27.54
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,21-Jan-2008,N/A,31.075023,31.075023,0.00000000,4.199292,27.55
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,21-Jan-2008,N/A,99.580000,101.179588,1.59958800,4.275554,16.04
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,21-Jan-2008,N/A,30.695905,30.695905,0.00000000,4.205974,27.79
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,21-Jan-2008,N/A,30.070080,30.070080,0.00000000,4.205220,28.28
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,21-Jan-2008,N/A,29.489222,29.489222,0.00000000,4.200694,28.77
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,21-Jan-2008,N/A,28.926247,28.926247,0.00000000,4.195531,29.26
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,21-Jan-2008,N/A,28.397745,28.397745,0.00000000,4.187730,29.75
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,21-Jan-2008,N/A,27.913462,27.913462,0.00000000,4.176085,30.24
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,21-Jan-2008,N/A,27.965514,27.965514,0.00000000,4.169924,30.24
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,21-Jan-2008,N/A,108.260000,108.856995,0.59699500,4.265935,16.61
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,21-Jan-2008,N/A,27.322384,27.322384,0.00000000,4.178484,30.73
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,21-Jan-2008,N/A,26.768664,26.768664,0.00000000,4.177834,31.22
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,21-Jan-2008,N/A,26.176028,26.176028,0.00000000,4.183239,31.71
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,21-Jan-2008,N/A,25.685401,25.685401,0.00000000,4.177714,32.20
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,21-Jan-2008,N/A,25.216430,25.216430,0.00000000,4.170842,32.69
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,21-Jan-2008,N/A,24.688933,24.688933,0.00000000,4.172352,33.18
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,21-Jan-2008,N/A,24.220917,24.220917,0.00000000,4.167872,33.67
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,21-Jan-2008,N/A,23.623722,23.623722,0.00000000,4.180576,34.16
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,21-Jan-2008,N/A,104.250000,104.815574,0.56557400,4.264508,17.78
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,21-Jan-2008,N/A,23.687377,23.687377,0.00000000,4.172699,34.16
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,21-Jan-2008,N/A,23.188282,23.188282,0.00000000,4.174564,34.65
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,21-Jan-2008,N/A,22.930221,22.930221,0.00000000,4.147627,35.15
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,21-Jan-2008,N/A,22.291556,22.291556,0.00000000,4.169297,35.63
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,21-Jan-2008,N/A,21.872610,21.872610,0.00000000,4.164703,36.12
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,21-Jan-2008,N/A,21.426934,21.426934,0.00000000,4.164640,36.61
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,21-Jan-2008,N/A,20.992434,20.992434,0.00000000,4.164309,37.10
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,21-Jan-2008,N/A,20.563114,20.563114,0.00000000,4.164457,37.59
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,21-Jan-2008,N/A,20.188055,20.188055,0.00000000,4.158678,38.08
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,21-Jan-2008,N/A,99.930000,100.464153,0.53415300,4.253476,18.84
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,21-Jan-2008,N/A,20.130988,20.130988,0.00000000,4.166111,38.08
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,21-Jan-2008,N/A,19.747361,19.747361,0.00000000,4.162543,38.57
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,21-Jan-2008,N/A,19.330832,19.330832,0.00000000,4.164385,39.06
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,21-Jan-2008,N/A,19.055724,19.055724,0.00000000,4.148522,39.55
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,21-Jan-2008,N/A,18.697702,18.697702,0.00000000,4.144617,40.04
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,21-Jan-2008,N/A,18.386274,18.386274,0.00000000,4.135452,40.54
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,21-Jan-2008,N/A,18.036536,18.036536,0.00000000,4.132378,41.03
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,21-Jan-2008,N/A,17.716587,17.716587,0.00000000,4.126228,41.52
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,21-Jan-2008,N/A,17.465215,17.465215,0.00000000,4.111633,42.01
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,21-Jan-2008,N/A,17.110737,17.110737,0.00000000,4.111999,42.50
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,21-Jan-2008,N/A,16.821937,16.821937,0.00000000,4.104255,42.99
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,21-Jan-2008,N/A,16.569480,16.569480,0.00000000,4.092314,43.48
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,21-Jan-2008,N/A,16.254333,16.254333,0.00000000,4.089922,43.98
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,21-Jan-2008,N/A,16.009683,16.009683,0.00000000,4.078503,44.47
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,21-Jan-2008,N/A,15.733522,15.733522,0.00000000,4.072303,44.96
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,21-Jan-2008,N/A,15.475756,15.475756,0.00000000,4.064299,45.45
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,21-Jan-2008,N/A,15.212933,15.212933,0.00000000,4.057793,45.94
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,21-Jan-2008,N/A,14.990445,14.990445,0.00000000,4.046265,46.43
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,21-Jan-2008,N/A,14.843244,14.843244,0.00000000,4.024612,46.93
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,21-Jan-2008,N/A,14.825345,14.825345,0.00000000,4.027183,46.93
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,21-Jan-2008,N/A,101.060000,101.594153,0.53415300,4.198243,20.41
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-2008,22-Jan-2008,N/A,99.387309,99.387309,0.00000000,5.149391,0.12
5% Treasury Stock 2008,GB0031734154,07-Mar-2008,22-Jan-2008,N/A,99.980000,101.875604,1.89560400,5.119301,0.12
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-2008,22-Jan-2008,N/A,99.402030,99.402030,0.00000000,5.023750,0.12
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,22-Jan-2008,N/A,98.310921,98.310921,0.00000000,4.637383,0.36
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,22-Jan-2008,N/A,97.226108,97.226108,0.00000000,4.582530,0.61
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,22-Jan-2008,N/A,100.360000,102.399835,2.03983500,4.901484,0.60
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,22-Jan-2008,N/A,102.840000,105.348197,2.50819700,4.924814,0.68
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,22-Jan-2008,N/A,96.200258,96.200258,0.00000000,4.494318,0.85
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,22-Jan-2008,N/A,95.308523,95.308523,0.00000000,4.333172,1.10
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,22-Jan-2008,N/A,99.640000,101.156484,1.51648400,4.328862,1.07
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,22-Jan-2008,N/A,95.278262,95.278262,0.00000000,4.362119,1.10
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,22-Jan-2008,N/A,94.296312,94.296312,0.00000000,4.327933,1.34
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,22-Jan-2008,N/A,93.347299,93.347299,0.00000000,4.292698,1.59
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,22-Jan-2008,N/A,105.760000,108.397363,2.63736300,4.380170,1.53
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,22-Jan-2008,N/A,92.405026,92.405026,0.00000000,4.265269,1.83
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,22-Jan-2008,N/A,102.640000,103.378388,0.73838800,4.264173,1.75
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,22-Jan-2008,N/A,92.368195,92.368195,0.00000000,4.287025,1.83
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,22-Jan-2008,N/A,91.412955,91.412955,0.00000000,4.278410,2.08
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,22-Jan-2008,N/A,90.486661,90.486661,0.00000000,4.259964,2.32
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,22-Jan-2008,N/A,101.110000,101.719973,0.60997300,4.250887,2.21
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,22-Jan-2008,N/A,90.464101,90.464101,0.00000000,4.270702,2.32
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,22-Jan-2008,N/A,89.507814,89.507814,0.00000000,4.274312,2.57
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,22-Jan-2008,N/A,105.380000,106.393049,1.01304900,4.215988,2.57
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,22-Jan-2008,N/A,88.580909,88.580909,0.00000000,4.267430,2.81
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,22-Jan-2008,N/A,87.568483,87.568483,0.00000000,4.299133,3.06
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,22-Jan-2008,N/A,99.830000,101.441264,1.61126400,4.307361,2.85
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,22-Jan-2008,N/A,87.588189,87.588189,0.00000000,4.291768,3.06
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,22-Jan-2008,N/A,86.665371,86.665371,0.00000000,4.290129,3.30
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,22-Jan-2008,N/A,114.920000,115.191978,0.27197800,4.322437,3.02
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,22-Jan-2008,N/A,85.752790,85.752790,0.00000000,4.290236,3.54
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,22-Jan-2008,N/A,84.857184,84.857184,0.00000000,4.286459,3.79
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,22-Jan-2008,N/A,111.990000,111.926821,-0.06317900,4.450949,3.48
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,22-Jan-2008,N/A,83.938830,83.938830,0.00000000,4.294102,4.03
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,22-Jan-2008,N/A,83.976540,83.976540,0.00000000,4.282969,4.03
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,22-Jan-2008,N/A,102.760000,104.655604,1.89560400,4.261328,3.64
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,22-Jan-2008,N/A,82.935807,82.935807,0.00000000,4.326112,4.28
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,22-Jan-2008,N/A,103.650000,104.324180,0.67418000,4.323356,3.86
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,22-Jan-2008,N/A,82.966003,82.966003,0.00000000,4.317605,4.28
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,22-Jan-2008,N/A,118.710000,122.867609,4.15760900,4.405298,3.68
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,22-Jan-2008,N/A,82.028751,82.028751,0.00000000,4.333349,4.52
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,22-Jan-2008,N/A,81.066864,81.066864,0.00000000,4.355320,4.77
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,22-Jan-2008,N/A,80.135032,80.135032,0.00000000,4.371685,5.01
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,22-Jan-2008,N/A,79.177007,79.177007,0.00000000,4.394232,5.26
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,22-Jan-2008,N/A,78.254373,78.254373,0.00000000,4.410329,5.50
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,22-Jan-2008,N/A,117.760000,120.353407,2.59340700,4.425225,4.56
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,22-Jan-2008,N/A,77.336328,77.336328,0.00000000,4.425371,5.74
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,22-Jan-2008,N/A,138.610000,139.987049,1.37704900,4.465018,4.49
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,22-Jan-2008,N/A,76.473848,76.473848,0.00000000,4.430431,5.99
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,22-Jan-2008,N/A,75.607912,75.607912,0.00000000,4.436877,6.23
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,22-Jan-2008,N/A,74.739372,74.739372,0.00000000,4.446356,6.48
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,22-Jan-2008,N/A,103.240000,105.135604,1.89560400,4.429140,5.51
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,22-Jan-2008,N/A,74.724520,74.724520,0.00000000,4.449424,6.48
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,22-Jan-2008,N/A,73.862472,73.862472,0.00000000,4.457915,6.72
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,22-Jan-2008,N/A,73.020935,73.020935,0.00000000,4.464625,6.97
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,22-Jan-2008,N/A,72.191765,72.191765,0.00000000,4.469482,7.21
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,22-Jan-2008,N/A,71.387297,71.387297,0.00000000,4.471985,7.45
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,22-Jan-2008,N/A,101.880000,103.680824,1.80082400,4.455598,6.24
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,22-Jan-2008,N/A,71.354788,71.354788,0.00000000,4.478096,7.45
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,22-Jan-2008,N/A,122.760000,123.787322,1.02732200,4.529045,6.01
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,22-Jan-2008,N/A,70.352482,70.352482,0.00000000,4.517628,7.70
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,22-Jan-2008,N/A,70.170457,70.170457,0.00000000,4.551286,7.70
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,22-Jan-2008,N/A,69.543972,69.543972,0.00000000,4.522941,7.94
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,22-Jan-2008,N/A,68.802440,68.802440,0.00000000,4.516920,8.19
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,22-Jan-2008,N/A,68.201375,68.201375,0.00000000,4.488920,8.43
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,22-Jan-2008,N/A,96.590000,98.106484,1.51648400,4.480639,7.08
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,22-Jan-2008,N/A,68.074116,68.074116,0.00000000,4.511072,8.43
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,22-Jan-2008,N/A,67.279254,67.279254,0.00000000,4.517542,8.68
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,22-Jan-2008,N/A,66.491272,66.491272,0.00000000,4.524769,8.92
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,22-Jan-2008,N/A,65.700645,65.700645,0.00000000,4.532893,9.16
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,22-Jan-2008,N/A,132.490000,136.080353,3.59035300,4.533679,6.76
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,22-Jan-2008,N/A,64.930147,64.930147,0.00000000,4.539511,9.41
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,22-Jan-2008,N/A,64.196631,64.196631,0.00000000,4.540627,9.65
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,22-Jan-2008,N/A,63.641535,63.641535,0.00000000,4.515280,9.90
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,22-Jan-2008,N/A,104.050000,105.945604,1.89560400,4.496853,7.79
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,22-Jan-2008,N/A,63.502113,63.502113,0.00000000,4.537440,9.90
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,22-Jan-2008,N/A,62.760393,62.760393,0.00000000,4.542375,10.14
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,22-Jan-2008,N/A,62.053405,62.053405,0.00000000,4.543643,10.38
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,22-Jan-2008,N/A,61.336191,61.336191,0.00000000,4.547045,10.63
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,22-Jan-2008,N/A,60.659285,60.659285,0.00000000,4.546021,10.87
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,22-Jan-2008,N/A,59.968881,59.968881,0.00000000,4.547617,11.12
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,22-Jan-2008,N/A,59.250626,59.250626,0.00000000,4.555005,11.36
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,22-Jan-2008,N/A,58.558470,58.558470,0.00000000,4.558960,11.61
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,22-Jan-2008,N/A,58.021072,58.021072,0.00000000,4.541931,11.85
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,22-Jan-2008,N/A,101.990000,103.790824,1.80082400,4.534255,9.02
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,22-Jan-2008,N/A,57.891444,57.891444,0.00000000,4.560804,11.85
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,22-Jan-2008,N/A,57.173041,57.173041,0.00000000,4.570571,12.10
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,22-Jan-2008,N/A,56.430000,56.430000,0.00000000,4.585286,12.34
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,22-Jan-2008,N/A,55.736917,55.736917,0.00000000,4.593173,12.58
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,22-Jan-2008,N/A,55.050304,55.050304,0.00000000,4.601549,12.83
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,22-Jan-2008,N/A,133.710000,134.737322,1.02732200,4.596519,8.89
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,22-Jan-2008,N/A,54.396544,54.396544,0.00000000,4.605689,13.07
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,22-Jan-2008,N/A,54.349259,54.349259,0.00000000,4.612343,13.07
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,22-Jan-2008,N/A,53.753430,53.753430,0.00000000,4.609757,13.31
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,22-Jan-2008,N/A,53.075383,53.075383,0.00000000,4.619113,13.56
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,22-Jan-2008,N/A,52.506518,52.506518,0.00000000,4.614705,13.80
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,22-Jan-2008,N/A,51.948633,51.948633,0.00000000,4.609324,14.05
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,22-Jan-2008,N/A,51.495535,51.495535,0.00000000,4.591132,14.29
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,22-Jan-2008,N/A,51.013618,51.013618,0.00000000,4.577529,14.54
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,22-Jan-2008,N/A,50.483098,50.483098,0.00000000,4.571922,14.78
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,22-Jan-2008,N/A,49.994181,49.994181,0.00000000,4.561269,15.03
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,22-Jan-2008,N/A,49.523833,49.523833,0.00000000,4.549544,15.27
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,22-Jan-2008,N/A,49.045891,49.045891,0.00000000,4.539360,15.52
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,22-Jan-2008,N/A,48.576069,48.576069,0.00000000,4.529435,15.76
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,22-Jan-2008,N/A,48.069947,48.069947,0.00000000,4.524719,16.01
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,22-Jan-2008,N/A,47.634281,47.634281,0.00000000,4.512108,16.25
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,22-Jan-2008,N/A,47.119481,47.119481,0.00000000,4.510167,16.50
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,22-Jan-2008,N/A,46.645491,46.645491,0.00000000,4.504144,16.74
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,22-Jan-2008,N/A,46.705107,46.705107,0.00000000,4.496516,16.74
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,22-Jan-2008,N/A,105.990000,107.885604,1.89560400,4.494276,11.41
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,22-Jan-2008,N/A,46.118264,46.118264,0.00000000,4.505324,16.99
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,22-Jan-2008,N/A,45.621963,45.621963,0.00000000,4.503658,17.23
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,22-Jan-2008,N/A,45.122403,45.122403,0.00000000,4.502769,17.48
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,22-Jan-2008,N/A,44.643065,44.643065,0.00000000,4.500395,17.72
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,22-Jan-2008,N/A,44.133984,44.133984,0.00000000,4.502127,17.97
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,22-Jan-2008,N/A,43.662841,43.662841,0.00000000,4.500115,18.21
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,22-Jan-2008,N/A,43.188214,43.188214,0.00000000,4.498884,18.46
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,22-Jan-2008,N/A,42.741098,42.741098,0.00000000,4.495224,18.70
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,22-Jan-2008,N/A,42.271860,42.271860,0.00000000,4.494666,18.95
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,22-Jan-2008,N/A,41.852232,41.852232,0.00000000,4.488911,19.19
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,22-Jan-2008,N/A,41.511428,41.511428,0.00000000,4.473717,19.44
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,22-Jan-2008,N/A,96.850000,97.395765,0.54576500,4.490951,13.13
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,22-Jan-2008,N/A,41.407298,41.407298,0.00000000,4.486639,19.44
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,22-Jan-2008,N/A,40.962209,40.962209,0.00000000,4.485348,19.68
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,22-Jan-2008,N/A,40.495581,40.495581,0.00000000,4.487036,19.92
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,22-Jan-2008,N/A,40.028188,40.028188,0.00000000,4.489746,20.17
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,22-Jan-2008,N/A,39.672797,39.672797,0.00000000,4.478904,20.41
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,22-Jan-2008,N/A,39.631825,39.631825,0.00000000,4.483965,20.41
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,22-Jan-2008,N/A,119.960000,120.730492,0.77049200,4.513109,12.59
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,22-Jan-2008,N/A,39.287520,39.287520,0.00000000,4.472690,20.66
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,22-Jan-2008,N/A,38.846046,38.846046,0.00000000,4.473699,20.90
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,22-Jan-2008,N/A,38.491524,38.491524,0.00000000,4.464896,21.15
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,22-Jan-2008,N/A,38.077073,38.077073,0.00000000,4.463752,21.39
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,22-Jan-2008,N/A,37.787432,37.787432,0.00000000,4.448179,21.64
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,22-Jan-2008,N/A,37.419086,37.419086,0.00000000,4.442541,21.89
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,22-Jan-2008,N/A,37.058342,37.058342,0.00000000,4.436818,22.13
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,22-Jan-2008,N/A,36.625410,36.625410,0.00000000,4.440168,22.37
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,22-Jan-2008,N/A,103.660000,104.269973,0.60997300,4.491943,13.96
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,22-Jan-2008,N/A,36.717966,36.717966,0.00000000,4.428888,22.38
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,22-Jan-2008,N/A,36.368338,36.368338,0.00000000,4.422907,22.62
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,22-Jan-2008,N/A,36.015829,36.015829,0.00000000,4.417538,22.87
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,22-Jan-2008,N/A,35.670884,35.670884,0.00000000,4.412047,23.11
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,22-Jan-2008,N/A,35.335081,35.335081,0.00000000,4.405700,23.36
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,22-Jan-2008,N/A,35.011596,35.011596,0.00000000,4.398637,23.60
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,22-Jan-2008,N/A,34.701188,34.701188,0.00000000,4.390239,23.85
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,22-Jan-2008,N/A,34.840564,34.840564,0.00000000,4.373431,23.85
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,22-Jan-2008,N/A,97.250000,97.795765,0.54576500,4.435436,14.86
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,22-Jan-2008,N/A,34.419203,34.419203,0.00000000,4.379169,24.09
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,22-Jan-2008,N/A,34.089655,34.089655,0.00000000,4.374076,24.34
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,22-Jan-2008,N/A,33.765048,33.765048,0.00000000,4.369117,24.58
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,22-Jan-2008,N/A,33.423622,33.423622,0.00000000,4.366409,24.83
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,22-Jan-2008,N/A,33.046741,33.046741,0.00000000,4.368690,25.07
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,22-Jan-2008,N/A,32.711879,32.711879,0.00000000,4.366123,25.32
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,22-Jan-2008,N/A,32.420715,32.420715,0.00000000,4.358977,25.56
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,22-Jan-2008,N/A,32.089962,32.089962,0.00000000,4.356821,25.81
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,22-Jan-2008,N/A,31.794420,31.794420,0.00000000,4.351093,26.05
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,22-Jan-2008,N/A,31.504815,31.504815,0.00000000,4.344853,26.30
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,22-Jan-2008,N/A,31.243289,31.243289,0.00000000,4.335888,26.55
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,22-Jan-2008,N/A,30.954498,30.954498,0.00000000,4.330409,26.79
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,22-Jan-2008,N/A,30.632841,30.632841,0.00000000,4.329542,27.04
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,22-Jan-2008,N/A,30.347295,30.347295,0.00000000,4.324508,27.28
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,22-Jan-2008,N/A,30.047823,30.047823,0.00000000,4.321788,27.53
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,22-Jan-2008,N/A,30.146510,30.146510,0.00000000,4.309876,27.53
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,22-Jan-2008,N/A,97.700000,99.311264,1.61126400,4.392982,15.91
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,22-Jan-2008,N/A,29.750596,29.750596,0.00000000,4.318985,27.77
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,22-Jan-2008,N/A,29.158202,29.158202,0.00000000,4.314554,28.26
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,22-Jan-2008,N/A,28.577133,28.577133,0.00000000,4.310332,28.75
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,22-Jan-2008,N/A,28.026075,28.026075,0.00000000,4.304001,29.24
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,22-Jan-2008,N/A,27.454283,27.454283,0.00000000,4.301719,29.73
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,22-Jan-2008,N/A,26.969703,26.969703,0.00000000,4.290229,30.22
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,22-Jan-2008,N/A,27.045453,27.045453,0.00000000,4.280949,30.22
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,22-Jan-2008,N/A,106.190000,106.799973,0.60997300,4.382007,16.46
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,22-Jan-2008,N/A,26.365105,26.365105,0.00000000,4.294945,30.71
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,22-Jan-2008,N/A,25.818699,25.818699,0.00000000,4.293968,31.20
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,22-Jan-2008,N/A,25.252278,25.252278,0.00000000,4.296934,31.69
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,22-Jan-2008,N/A,24.736859,24.736859,0.00000000,4.294960,32.18
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,22-Jan-2008,N/A,24.221694,24.221694,0.00000000,4.294343,32.67
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,22-Jan-2008,N/A,23.717574,23.717574,0.00000000,4.293703,33.16
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,22-Jan-2008,N/A,23.248449,23.248449,0.00000000,4.289948,33.65
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,22-Jan-2008,N/A,22.776825,22.776825,0.00000000,4.287816,34.14
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,22-Jan-2008,N/A,102.140000,102.717869,0.57786900,4.379468,17.60
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,22-Jan-2008,N/A,22.753152,22.753152,0.00000000,4.290862,34.14
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,22-Jan-2008,N/A,22.282630,22.282630,0.00000000,4.289905,34.63
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,22-Jan-2008,N/A,21.933597,21.933597,0.00000000,4.274430,35.12
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,22-Jan-2008,N/A,21.355927,21.355927,0.00000000,4.289997,35.61
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,22-Jan-2008,N/A,20.954699,20.954699,0.00000000,4.283745,36.10
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,22-Jan-2008,N/A,20.510963,20.510963,0.00000000,4.284322,36.59
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,22-Jan-2008,N/A,20.081864,20.081864,0.00000000,4.284179,37.08
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,22-Jan-2008,N/A,19.658238,19.658238,0.00000000,4.284514,37.57
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,22-Jan-2008,N/A,19.347363,19.347363,0.00000000,4.270703,38.06
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,22-Jan-2008,N/A,97.800000,98.345765,0.54576500,4.367881,18.62
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,22-Jan-2008,N/A,19.237526,19.237526,0.00000000,4.285663,38.06
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,22-Jan-2008,N/A,18.888994,18.888994,0.00000000,4.278092,38.55
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,22-Jan-2008,N/A,18.502803,18.502803,0.00000000,4.276791,39.04
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,22-Jan-2008,N/A,18.182038,18.182038,0.00000000,4.267505,39.53
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,22-Jan-2008,N/A,17.827656,17.827656,0.00000000,4.263932,40.02
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,22-Jan-2008,N/A,17.539464,17.539464,0.00000000,4.252088,40.51
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,22-Jan-2008,N/A,17.211756,17.211756,0.00000000,4.246779,41.00
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,22-Jan-2008,N/A,16.891806,16.891806,0.00000000,4.241361,41.49
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,22-Jan-2008,N/A,16.605109,16.605109,0.00000000,4.232151,41.98
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,22-Jan-2008,N/A,16.309369,16.309369,0.00000000,4.225160,42.47
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,22-Jan-2008,N/A,16.023451,16.023451,0.00000000,4.217667,42.97
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,22-Jan-2008,N/A,15.749266,15.749266,0.00000000,4.209361,43.46
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,22-Jan-2008,N/A,15.550418,15.550418,0.00000000,4.190880,43.95
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,22-Jan-2008,N/A,15.202736,15.202736,0.00000000,4.195097,44.44
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,22-Jan-2008,N/A,15.009749,15.009749,0.00000000,4.177330,44.93
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,22-Jan-2008,N/A,14.751005,14.751005,0.00000000,4.170103,45.42
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,22-Jan-2008,N/A,14.524979,14.524979,0.00000000,4.158789,45.92
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,22-Jan-2008,N/A,14.296048,14.296048,0.00000000,4.148675,46.41
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,22-Jan-2008,N/A,14.171269,14.171269,0.00000000,4.123591,46.90
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,22-Jan-2008,N/A,14.094323,14.094323,0.00000000,4.135199,46.90
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,22-Jan-2008,N/A,98.770000,99.315765,0.54576500,4.310717,20.13
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-2008,23-Jan-2008,N/A,99.403159,99.403159,0.00000000,5.132210,0.12
5% Treasury Stock 2008,GB0031734154,07-Mar-2008,23-Jan-2008,N/A,99.980000,101.889341,1.90934100,5.122813,0.12
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-2008,23-Jan-2008,N/A,99.419194,99.419194,0.00000000,4.992211,0.12
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,23-Jan-2008,N/A,98.334817,98.334817,0.00000000,4.604715,0.36
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,23-Jan-2008,N/A,97.253249,97.253249,0.00000000,4.556940,0.60
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,23-Jan-2008,N/A,100.380000,102.434945,2.05494500,4.866429,0.60
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,23-Jan-2008,N/A,102.840000,105.372787,2.53278700,4.910055,0.68
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,23-Jan-2008,N/A,96.237045,96.237045,0.00000000,4.463618,0.85
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,23-Jan-2008,N/A,95.375668,95.375668,0.00000000,4.279591,1.09
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,23-Jan-2008,N/A,99.710000,101.237473,1.52747300,4.264820,1.07
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,23-Jan-2008,N/A,95.340510,95.340510,0.00000000,4.313273,1.09
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,23-Jan-2008,N/A,94.372909,94.372909,0.00000000,4.276070,1.34
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,23-Jan-2008,N/A,93.441681,93.441681,0.00000000,4.236278,1.58
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,23-Jan-2008,N/A,105.850000,108.509341,2.65934100,4.320314,1.53
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,23-Jan-2008,N/A,92.514492,92.514492,0.00000000,4.206877,1.83
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,23-Jan-2008,N/A,102.760000,103.514098,0.75409800,4.195829,1.75
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,23-Jan-2008,N/A,92.476117,92.476117,0.00000000,4.229546,1.83
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,23-Jan-2008,N/A,91.539459,91.539459,0.00000000,4.217341,2.07
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,23-Jan-2008,N/A,90.629975,90.629975,0.00000000,4.196709,2.32
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,23-Jan-2008,N/A,101.260000,101.882951,0.62295100,4.183638,2.21
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,23-Jan-2008,N/A,90.609857,90.609857,0.00000000,4.206277,2.32
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,23-Jan-2008,N/A,89.672745,89.672745,0.00000000,4.207037,2.56
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,23-Jan-2008,N/A,105.570000,106.600220,1.03022000,4.144761,2.57
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,23-Jan-2008,N/A,88.767401,88.767401,0.00000000,4.196677,2.81
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,23-Jan-2008,N/A,87.779483,87.779483,0.00000000,4.224134,3.05
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,23-Jan-2008,N/A,100.040000,101.662940,1.62294000,4.234780,2.85
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,23-Jan-2008,N/A,87.800556,87.800556,0.00000000,4.216273,3.05
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,23-Jan-2008,N/A,86.897584,86.897584,0.00000000,4.212527,3.30
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,23-Jan-2008,N/A,115.170000,115.466703,0.29670300,4.247314,3.02
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,23-Jan-2008,N/A,86.004451,86.004451,0.00000000,4.210814,3.54
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,23-Jan-2008,N/A,85.119276,85.119276,0.00000000,4.208115,3.79
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,23-Jan-2008,N/A,112.270000,112.227880,-0.04212000,4.377095,3.48
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,23-Jan-2008,N/A,84.216680,84.216680,0.00000000,4.215043,4.03
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,23-Jan-2008,N/A,84.256286,84.256286,0.00000000,4.203385,4.03
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,23-Jan-2008,N/A,103.040000,104.949341,1.90934100,4.187393,3.64
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,23-Jan-2008,N/A,83.223281,83.223281,0.00000000,4.247946,4.28
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,23-Jan-2008,N/A,103.940000,104.628525,0.68852500,4.250953,3.86
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,23-Jan-2008,N/A,83.256519,83.256519,0.00000000,4.238612,4.28
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,23-Jan-2008,N/A,119.040000,123.222065,4.18206500,4.330206,3.68
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,23-Jan-2008,N/A,82.331115,82.331115,0.00000000,4.254573,4.52
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,23-Jan-2008,N/A,81.381936,81.381936,0.00000000,4.276400,4.77
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,23-Jan-2008,N/A,80.465334,80.465334,0.00000000,4.291948,5.01
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,23-Jan-2008,N/A,79.514744,79.514744,0.00000000,4.315484,5.26
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,23-Jan-2008,N/A,78.603616,78.603616,0.00000000,4.331515,5.50
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,23-Jan-2008,N/A,118.160000,120.775385,2.61538500,4.351116,4.56
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,23-Jan-2008,N/A,77.679316,77.679316,0.00000000,4.350397,5.74
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,23-Jan-2008,N/A,139.060000,140.469836,1.40983600,4.391030,4.49
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,23-Jan-2008,N/A,76.824016,76.824016,0.00000000,4.356131,5.99
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,23-Jan-2008,N/A,75.970382,75.970382,0.00000000,4.362055,6.23
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,23-Jan-2008,N/A,75.122343,75.122343,0.00000000,4.369292,6.48
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,23-Jan-2008,N/A,103.670000,105.579341,1.90934100,4.354888,5.51
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,23-Jan-2008,N/A,75.097056,75.097056,0.00000000,4.374490,6.48
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,23-Jan-2008,N/A,74.245077,74.245077,0.00000000,4.382827,6.72
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,23-Jan-2008,N/A,73.421325,73.421325,0.00000000,4.387845,6.97
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,23-Jan-2008,N/A,72.602936,72.602936,0.00000000,4.392377,7.21
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,23-Jan-2008,N/A,71.812470,71.812470,0.00000000,4.393939,7.45
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,23-Jan-2008,N/A,102.380000,104.193874,1.81387400,4.378492,6.25
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,23-Jan-2008,N/A,71.772118,71.772118,0.00000000,4.401480,7.45
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,23-Jan-2008,N/A,123.330000,124.379180,1.04918000,4.451754,6.02
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,23-Jan-2008,N/A,70.784390,70.784390,0.00000000,4.439692,7.70
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,23-Jan-2008,N/A,70.597386,70.597386,0.00000000,4.474059,7.70
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,23-Jan-2008,N/A,69.975300,69.975300,0.00000000,4.446617,7.94
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,23-Jan-2008,N/A,69.249483,69.249483,0.00000000,4.439291,8.19
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,23-Jan-2008,N/A,68.645870,68.645870,0.00000000,4.413311,8.43
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,23-Jan-2008,N/A,97.130000,98.657473,1.52747300,4.403248,7.08
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,23-Jan-2008,N/A,68.533148,68.533148,0.00000000,4.432802,8.43
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,23-Jan-2008,N/A,67.745647,67.745647,0.00000000,4.439311,8.68
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,23-Jan-2008,N/A,66.971841,66.971841,0.00000000,4.445395,8.92
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,23-Jan-2008,N/A,66.186075,66.186075,0.00000000,4.453892,9.16
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,23-Jan-2008,N/A,133.190000,136.804130,3.61413000,4.457078,6.77
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,23-Jan-2008,N/A,65.411326,65.411326,0.00000000,4.462329,9.41
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,23-Jan-2008,N/A,64.681659,64.681659,0.00000000,4.463912,9.65
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,23-Jan-2008,N/A,64.152290,64.152290,0.00000000,4.435751,9.90
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,23-Jan-2008,N/A,104.670000,106.579341,1.90934100,4.421915,7.80
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,23-Jan-2008,N/A,64.010414,64.010414,0.00000000,4.458119,9.90
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,23-Jan-2008,N/A,63.267926,63.267926,0.00000000,4.464159,10.14
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,23-Jan-2008,N/A,62.562999,62.562999,0.00000000,4.466071,10.39
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,23-Jan-2008,N/A,61.852434,61.852434,0.00000000,4.469348,10.63
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,23-Jan-2008,N/A,61.164366,61.164366,0.00000000,4.470895,10.88
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,23-Jan-2008,N/A,60.474201,60.474201,0.00000000,4.473250,11.12
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,23-Jan-2008,N/A,59.772760,59.772760,0.00000000,4.478871,11.36
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,23-Jan-2008,N/A,59.088532,59.088532,0.00000000,4.482383,11.61
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,23-Jan-2008,N/A,58.537723,58.537723,0.00000000,4.468168,11.85
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,23-Jan-2008,N/A,102.700000,104.513874,1.81387400,4.458681,9.03
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,23-Jan-2008,N/A,58.421480,58.421480,0.00000000,4.484939,11.85
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,23-Jan-2008,N/A,57.710651,57.710651,0.00000000,4.494209,12.10
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,23-Jan-2008,N/A,56.979162,56.979162,0.00000000,4.507798,12.34
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,23-Jan-2008,N/A,56.252177,56.252177,0.00000000,4.521024,12.58
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,23-Jan-2008,N/A,55.590902,55.590902,0.00000000,4.526330,12.83
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,23-Jan-2008,N/A,134.610000,135.659180,1.04918000,4.521243,8.90
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,23-Jan-2008,N/A,54.899389,54.899389,0.00000000,4.536239,13.07
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,23-Jan-2008,N/A,54.877402,54.877402,0.00000000,4.539304,13.07
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,23-Jan-2008,N/A,54.218507,54.218507,0.00000000,4.545990,13.32
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,23-Jan-2008,N/A,53.566948,53.566948,0.00000000,4.552036,13.56
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,23-Jan-2008,N/A,53.007268,53.007268,0.00000000,4.546843,13.80
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,23-Jan-2008,N/A,52.452267,52.452267,0.00000000,4.541528,14.05
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,23-Jan-2008,N/A,51.924155,51.924155,0.00000000,4.534007,14.29
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,23-Jan-2008,N/A,51.481256,51.481256,0.00000000,4.515613,14.54
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,23-Jan-2008,N/A,50.955485,50.955485,0.00000000,4.509756,14.78
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,23-Jan-2008,N/A,50.476968,50.476968,0.00000000,4.498140,15.03
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,23-Jan-2008,N/A,50.020350,50.020350,0.00000000,4.485037,15.28
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,23-Jan-2008,N/A,49.535861,49.535861,0.00000000,4.476097,15.52
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,23-Jan-2008,N/A,49.056276,49.056276,0.00000000,4.467811,15.77
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,23-Jan-2008,N/A,48.546266,48.546266,0.00000000,4.463892,16.01
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,23-Jan-2008,N/A,48.103659,48.103659,0.00000000,4.452535,16.26
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,23-Jan-2008,N/A,47.581163,47.581163,0.00000000,4.451809,16.50
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,23-Jan-2008,N/A,47.105646,47.105646,0.00000000,4.446246,16.75
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,23-Jan-2008,N/A,47.191342,47.191342,0.00000000,4.435392,16.75
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,23-Jan-2008,N/A,106.730000,108.639341,1.90934100,4.434376,11.43
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,23-Jan-2008,N/A,46.577043,46.577043,0.00000000,4.447773,16.99
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,23-Jan-2008,N/A,46.082693,46.082693,0.00000000,4.446058,17.23
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,23-Jan-2008,N/A,45.560768,45.560768,0.00000000,4.448149,17.48
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,23-Jan-2008,N/A,45.079435,45.079435,0.00000000,4.446197,17.72
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,23-Jan-2008,N/A,44.587086,44.587086,0.00000000,4.445954,17.97
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,23-Jan-2008,N/A,44.116138,44.116138,0.00000000,4.444072,18.21
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,23-Jan-2008,N/A,43.638284,43.638284,0.00000000,4.443371,18.46
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,23-Jan-2008,N/A,43.183682,43.183682,0.00000000,4.440788,18.70
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,23-Jan-2008,N/A,42.715827,42.715827,0.00000000,4.440160,18.95
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,23-Jan-2008,N/A,42.282006,42.282006,0.00000000,4.436308,19.19
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,23-Jan-2008,N/A,42.004665,42.004665,0.00000000,4.413568,19.44
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,23-Jan-2008,N/A,97.590000,98.147377,0.55737700,4.433375,13.16
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,23-Jan-2008,N/A,41.854393,41.854393,0.00000000,4.432005,19.44
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,23-Jan-2008,N/A,41.450703,41.450703,0.00000000,4.425728,19.68
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,23-Jan-2008,N/A,40.991905,40.991905,0.00000000,4.426506,19.93
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,23-Jan-2008,N/A,40.517065,40.517065,0.00000000,4.430161,20.17
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,23-Jan-2008,N/A,40.078303,40.078303,0.00000000,4.429681,20.42
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,23-Jan-2008,N/A,40.100184,40.100184,0.00000000,4.427008,20.42
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,23-Jan-2008,N/A,120.830000,121.616885,0.78688500,4.456055,12.62
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,23-Jan-2008,N/A,39.749427,39.749427,0.00000000,4.416700,20.66
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,23-Jan-2008,N/A,39.271321,39.271321,0.00000000,4.422190,20.91
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,23-Jan-2008,N/A,38.933399,38.933399,0.00000000,4.411498,21.15
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,23-Jan-2008,N/A,38.509543,38.509543,0.00000000,4.411527,21.40
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,23-Jan-2008,N/A,38.201602,38.201602,0.00000000,4.398363,21.64
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,23-Jan-2008,N/A,37.856377,37.856377,0.00000000,4.390001,21.89
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,23-Jan-2008,N/A,37.489732,37.489732,0.00000000,4.385065,22.13
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,23-Jan-2008,N/A,37.087422,37.087422,0.00000000,4.384679,22.38
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,23-Jan-2008,N/A,104.440000,105.062951,0.62295100,4.438596,13.99
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,23-Jan-2008,N/A,37.152345,37.152345,0.00000000,4.376864,22.38
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,23-Jan-2008,N/A,36.752651,36.752651,0.00000000,4.376968,22.62
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,23-Jan-2008,N/A,36.414457,36.414457,0.00000000,4.369923,22.87
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,23-Jan-2008,N/A,36.076874,36.076874,0.00000000,4.363597,23.11
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,23-Jan-2008,N/A,35.732806,35.732806,0.00000000,4.358289,23.36
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,23-Jan-2008,N/A,35.408396,35.408396,0.00000000,4.351394,23.60
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,23-Jan-2008,N/A,35.098606,35.098606,0.00000000,4.342986,23.85
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,23-Jan-2008,N/A,35.238286,35.238286,0.00000000,4.326335,23.85
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,23-Jan-2008,N/A,98.050000,98.607377,0.55737700,4.380688,14.90
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,23-Jan-2008,N/A,34.823651,34.823651,0.00000000,4.331176,24.10
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,23-Jan-2008,N/A,34.485443,34.485443,0.00000000,4.327135,24.34
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,23-Jan-2008,N/A,34.141382,34.141382,0.00000000,4.324514,24.59
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,23-Jan-2008,N/A,33.777213,33.777213,0.00000000,4.324501,24.83
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,23-Jan-2008,N/A,33.464989,33.464989,0.00000000,4.319004,25.08
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,23-Jan-2008,N/A,33.107374,33.107374,0.00000000,4.319124,25.32
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,23-Jan-2008,N/A,32.802597,32.802597,0.00000000,4.313633,25.57
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,23-Jan-2008,N/A,32.469380,32.469380,0.00000000,4.311735,25.81
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,23-Jan-2008,N/A,32.177297,32.177297,0.00000000,4.305603,26.06
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,23-Jan-2008,N/A,31.874275,31.874275,0.00000000,4.300970,26.30
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,23-Jan-2008,N/A,31.599719,31.599719,0.00000000,4.293600,26.55
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,23-Jan-2008,N/A,31.313509,31.313509,0.00000000,4.287806,26.79
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,23-Jan-2008,N/A,30.988695,30.988695,0.00000000,4.287256,27.04
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,23-Jan-2008,N/A,30.697596,30.697596,0.00000000,4.282868,27.28
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,23-Jan-2008,N/A,30.414681,30.414681,0.00000000,4.278129,27.53
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,23-Jan-2008,N/A,30.517303,30.517303,0.00000000,4.265893,27.53
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,23-Jan-2008,N/A,98.460000,100.082940,1.62294000,4.345145,15.96
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,23-Jan-2008,N/A,30.115842,30.115842,0.00000000,4.275468,27.78
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,23-Jan-2008,N/A,29.497025,29.497025,0.00000000,4.274088,28.26
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,23-Jan-2008,N/A,28.908724,28.908724,0.00000000,4.270613,28.75
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,23-Jan-2008,N/A,28.347858,28.347858,0.00000000,4.265359,29.25
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,23-Jan-2008,N/A,27.793583,27.793583,0.00000000,4.260798,29.74
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,23-Jan-2008,N/A,27.285518,27.285518,0.00000000,4.252093,30.23
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,23-Jan-2008,N/A,27.363917,27.363917,0.00000000,4.242601,30.23
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,23-Jan-2008,N/A,107.010000,107.632951,0.62295100,4.335610,16.52
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,23-Jan-2008,N/A,26.692209,26.692209,0.00000000,4.255176,30.72
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,23-Jan-2008,N/A,26.193640,26.193640,0.00000000,4.248133,31.21
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,23-Jan-2008,N/A,25.628800,25.628800,0.00000000,4.250599,31.70
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,23-Jan-2008,N/A,25.110908,25.110908,0.00000000,4.248686,32.19
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,23-Jan-2008,N/A,24.582869,24.582869,0.00000000,4.249394,32.67
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,23-Jan-2008,N/A,24.078823,24.078823,0.00000000,4.248468,33.16
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,23-Jan-2008,N/A,23.594536,23.594536,0.00000000,4.246381,33.65
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,23-Jan-2008,N/A,23.127969,23.127969,0.00000000,4.243343,34.14
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,23-Jan-2008,N/A,102.930000,103.520164,0.59016400,4.336005,17.66
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,23-Jan-2008,N/A,23.120997,23.120997,0.00000000,4.244226,34.14
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,23-Jan-2008,N/A,22.655303,22.655303,0.00000000,4.242344,34.63
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,23-Jan-2008,N/A,22.271396,22.271396,0.00000000,4.231244,35.13
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,23-Jan-2008,N/A,21.733068,21.733068,0.00000000,4.241163,35.61
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,23-Jan-2008,N/A,21.290849,21.290849,0.00000000,4.239981,36.10
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,23-Jan-2008,N/A,20.843711,20.843711,0.00000000,4.240656,36.59
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,23-Jan-2008,N/A,20.411749,20.411749,0.00000000,4.240548,37.08
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,23-Jan-2008,N/A,19.984812,19.984812,0.00000000,4.240966,37.57
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,23-Jan-2008,N/A,19.600594,19.600594,0.00000000,4.236840,38.06
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,23-Jan-2008,N/A,98.590000,99.147377,0.55737700,4.325010,18.70
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,23-Jan-2008,N/A,19.479724,19.479724,0.00000000,4.253092,38.06
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,23-Jan-2008,N/A,19.134153,19.134153,0.00000000,4.244938,38.55
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,23-Jan-2008,N/A,18.751685,18.751685,0.00000000,4.242860,39.04
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,23-Jan-2008,N/A,18.444515,18.444515,0.00000000,4.231538,39.53
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,23-Jan-2008,N/A,18.090111,18.090111,0.00000000,4.227702,40.02
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,23-Jan-2008,N/A,17.783026,17.783026,0.00000000,4.218329,40.51
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,23-Jan-2008,N/A,17.470225,17.470225,0.00000000,4.210706,41.01
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,23-Jan-2008,N/A,17.122640,17.122640,0.00000000,4.208926,41.50
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,23-Jan-2008,N/A,16.888399,16.888399,0.00000000,4.192131,41.99
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,23-Jan-2008,N/A,16.553067,16.553067,0.00000000,4.190510,42.48
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,23-Jan-2008,N/A,16.286967,16.286967,0.00000000,4.179968,42.97
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,23-Jan-2008,N/A,16.001381,16.001381,0.00000000,4.173079,43.46
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,23-Jan-2008,N/A,15.738247,15.738247,0.00000000,4.163820,43.95

Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,23-Jan-2008,N/A,15.444576,15.444576,0.00000000,4.159839,44.44
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,23-Jan-2008,N/A,15.184019,15.184019,0.00000000,4.151891,44.94
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,23-Jan-2008,N/A,14.920944,14.920944,0.00000000,4.145134,45.43
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,23-Jan-2008,N/A,14.672487,14.672487,0.00000000,4.137028,45.92
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,23-Jan-2008,N/A,14.441176,14.441176,0.00000000,4.127152,46.41
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,23-Jan-2008,N/A,14.340892,14.340892,0.00000000,4.098461,46.91
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,23-Jan-2008,N/A,14.209196,14.209196,0.00000000,4.118130,46.90
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,23-Jan-2008,N/A,99.630000,100.187377,0.55737700,4.267989,20.23
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-2008,24-Jan-2008,N/A,99.404164,99.404164,0.00000000,5.247005,0.11
5% Treasury Stock 2008,GB0031734154,07-Mar-2008,24-Jan-2008,N/A,99.970000,101.893077,1.92307700,5.213760,0.11
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-2008,24-Jan-2008,N/A,99.418026,99.418026,0.00000000,5.123023,0.11
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,24-Jan-2008,N/A,98.309736,98.309736,0.00000000,4.710776,0.36
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,24-Jan-2008,N/A,97.202562,97.202562,0.00000000,4.664187,0.60
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,24-Jan-2008,N/A,100.300000,102.370055,2.07005500,4.995000,0.60
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,24-Jan-2008,N/A,102.750000,105.307377,2.55737700,5.021206,0.68
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,24-Jan-2008,N/A,96.151825,96.151825,0.00000000,4.582458,0.85
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,24-Jan-2008,N/A,95.252256,95.252256,0.00000000,4.408853,1.09
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,24-Jan-2008,N/A,99.560000,101.098462,1.53846200,4.404983,1.06
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,24-Jan-2008,N/A,95.219072,95.219072,0.00000000,4.440784,1.09
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,24-Jan-2008,N/A,94.215765,94.215765,0.00000000,4.409354,1.34
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,24-Jan-2008,N/A,93.252897,93.252897,0.00000000,4.371450,1.58
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,24-Jan-2008,N/A,105.610000,108.291319,2.68131900,4.460078,1.52
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,24-Jan-2008,N/A,92.292438,92.292438,0.00000000,4.344631,1.83
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,24-Jan-2008,N/A,102.490000,103.259809,0.76980900,4.343045,1.75
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,24-Jan-2008,N/A,92.256344,92.256344,0.00000000,4.366049,1.83
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,24-Jan-2008,N/A,91.287755,91.287755,0.00000000,4.355831,2.07
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,24-Jan-2008,N/A,90.344164,90.344164,0.00000000,4.337948,2.32
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,24-Jan-2008,N/A,100.940000,101.575929,0.63592900,4.325537,2.21
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,24-Jan-2008,N/A,90.323439,90.323439,0.00000000,4.347854,2.32
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,24-Jan-2008,N/A,89.358615,89.358615,0.00000000,4.348550,2.56
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,24-Jan-2008,N/A,105.180000,106.227390,1.04739000,4.285637,2.57
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,24-Jan-2008,N/A,88.426382,88.426382,0.00000000,4.337883,2.81
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,24-Jan-2008,N/A,87.414326,87.414326,0.00000000,4.364579,3.05
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,24-Jan-2008,N/A,99.650000,101.284615,1.63461500,4.369971,2.84
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,24-Jan-2008,N/A,87.437922,87.437922,0.00000000,4.355727,3.05
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,24-Jan-2008,N/A,86.503699,86.503699,0.00000000,4.353838,3.29
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,24-Jan-2008,N/A,114.680000,115.001429,0.32142900,4.385237,3.01
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,24-Jan-2008,N/A,85.586947,85.586947,0.00000000,4.351528,3.54
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,24-Jan-2008,N/A,84.682714,84.682714,0.00000000,4.346968,3.78
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,24-Jan-2008,N/A,111.750000,111.728940,-0.02106000,4.508824,3.47
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,24-Jan-2008,N/A,83.756342,83.756342,0.00000000,4.353926,4.03
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,24-Jan-2008,N/A,83.793768,83.793768,0.00000000,4.342834,4.03
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,24-Jan-2008,N/A,102.540000,104.463077,1.92307700,4.318442,3.63
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,24-Jan-2008,N/A,82.733893,82.733893,0.00000000,4.388630,4.27
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,24-Jan-2008,N/A,103.400000,104.102869,0.70286900,4.384469,3.86
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,24-Jan-2008,N/A,82.780311,82.780311,0.00000000,4.375502,4.27
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,24-Jan-2008,N/A,118.450000,122.656522,4.20652200,4.458552,3.67
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,24-Jan-2008,N/A,81.841231,81.841231,0.00000000,4.389232,4.52
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,24-Jan-2008,N/A,80.885179,80.885179,0.00000000,4.407383,4.76
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,24-Jan-2008,N/A,79.956433,79.956433,0.00000000,4.421009,5.00
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,24-Jan-2008,N/A,78.997909,78.997909,0.00000000,4.441890,5.25
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,24-Jan-2008,N/A,78.073074,78.073074,0.00000000,4.456913,5.49
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,24-Jan-2008,N/A,117.530000,120.167363,2.63736300,4.464467,4.55
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,24-Jan-2008,N/A,77.156027,77.156027,0.00000000,4.470213,5.74
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,24-Jan-2008,N/A,138.330000,139.772623,1.44262300,4.504583,4.48
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,24-Jan-2008,N/A,76.304616,76.304616,0.00000000,4.471489,5.98
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,24-Jan-2008,N/A,75.431131,75.431131,0.00000000,4.478318,6.23
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,24-Jan-2008,N/A,74.581006,74.581006,0.00000000,4.482870,6.47
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,24-Jan-2008,N/A,103.020000,104.943077,1.92307700,4.466814,5.50
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,24-Jan-2008,N/A,74.562358,74.562358,0.00000000,4.486734,6.47
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,24-Jan-2008,N/A,73.684558,73.684558,0.00000000,4.497412,6.72
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,24-Jan-2008,N/A,72.842297,72.842297,0.00000000,4.503307,6.96
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,24-Jan-2008,N/A,72.007506,72.007506,0.00000000,4.508308,7.20
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,24-Jan-2008,N/A,71.203903,71.203903,0.00000000,4.509784,7.45
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,24-Jan-2008,N/A,101.660000,103.486923,1.82692300,4.489490,6.24
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,24-Jan-2008,N/A,71.167982,71.167982,0.00000000,4.516559,7.45
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,24-Jan-2008,N/A,122.490000,123.561038,1.07103800,4.563588,6.00
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,24-Jan-2008,N/A,70.163062,70.163062,0.00000000,4.555854,7.69
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,24-Jan-2008,N/A,70.011195,70.011195,0.00000000,4.584030,7.69
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,24-Jan-2008,N/A,69.386216,69.386216,0.00000000,4.554657,7.93
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,24-Jan-2008,N/A,68.645144,68.645144,0.00000000,4.547882,8.18
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,24-Jan-2008,N/A,68.023000,68.023000,0.00000000,4.522898,8.42
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,24-Jan-2008,N/A,96.360000,97.898462,1.53846200,4.514099,7.07
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,24-Jan-2008,N/A,67.912627,67.912627,0.00000000,4.542174,8.42
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,24-Jan-2008,N/A,67.114843,67.114843,0.00000000,4.548579,8.67
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,24-Jan-2008,N/A,66.326617,66.326617,0.00000000,4.555345,8.91
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,24-Jan-2008,N/A,65.532157,65.532157,0.00000000,4.563606,9.16
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,24-Jan-2008,N/A,132.170000,135.807908,3.63790800,4.566951,6.75
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,24-Jan-2008,N/A,64.758216,64.758216,0.00000000,4.570338,9.40
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,24-Jan-2008,N/A,63.998857,63.998857,0.00000000,4.575157,9.65
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,24-Jan-2008,N/A,63.457866,63.457866,0.00000000,4.546980,9.89
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,24-Jan-2008,N/A,103.770000,105.693077,1.92307700,4.530644,7.78
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,24-Jan-2008,N/A,63.320358,63.320358,0.00000000,4.568914,9.89
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,24-Jan-2008,N/A,62.599172,62.599172,0.00000000,4.570175,10.13
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,24-Jan-2008,N/A,61.886955,61.886955,0.00000000,4.571900,10.38
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,24-Jan-2008,N/A,61.173773,61.173773,0.00000000,4.574315,10.62
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,24-Jan-2008,N/A,60.476418,60.476418,0.00000000,4.576076,10.87
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,24-Jan-2008,N/A,59.784047,59.784047,0.00000000,4.577607,11.11
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,24-Jan-2008,N/A,59.080635,59.080635,0.00000000,4.582485,11.36
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,24-Jan-2008,N/A,58.368482,58.368482,0.00000000,4.589096,11.60
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,24-Jan-2008,N/A,57.788799,57.788799,0.00000000,4.577878,11.84
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,24-Jan-2008,N/A,101.710000,103.536923,1.82692300,4.564174,9.01
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,24-Jan-2008,N/A,57.690128,57.690128,0.00000000,4.592307,11.84
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,24-Jan-2008,N/A,56.950841,56.950841,0.00000000,4.604825,12.09
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,24-Jan-2008,N/A,56.185666,56.185666,0.00000000,4.622494,12.33
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,24-Jan-2008,N/A,55.479412,55.479412,0.00000000,4.631968,12.57
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,24-Jan-2008,N/A,54.760000,54.760000,0.00000000,4.644745,12.82
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,24-Jan-2008,N/A,133.350000,134.421038,1.07103800,4.625789,8.87
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,24-Jan-2008,N/A,54.139752,54.139752,0.00000000,4.643815,13.06
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,24-Jan-2008,N/A,54.110476,54.110476,0.00000000,4.647955,13.06
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,24-Jan-2008,N/A,53.457099,53.457099,0.00000000,4.653181,13.31
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,24-Jan-2008,N/A,52.844152,52.844152,0.00000000,4.653172,13.55
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,24-Jan-2008,N/A,52.292380,52.292380,0.00000000,4.646145,13.79
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,24-Jan-2008,N/A,51.737125,51.737125,0.00000000,4.640153,14.04
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,24-Jan-2008,N/A,51.207895,51.207895,0.00000000,4.632086,14.28
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,24-Jan-2008,N/A,50.744027,50.744027,0.00000000,4.615693,14.53
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,24-Jan-2008,N/A,50.216901,50.216901,0.00000000,4.609383,14.77
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,24-Jan-2008,N/A,49.724999,49.724999,0.00000000,4.598848,15.02
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,24-Jan-2008,N/A,49.258515,49.258515,0.00000000,4.586349,15.27
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,24-Jan-2008,N/A,48.792624,48.792624,0.00000000,4.574315,15.51
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,24-Jan-2008,N/A,48.327468,48.327468,0.00000000,4.563559,15.76
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,24-Jan-2008,N/A,47.835588,47.835588,0.00000000,4.556787,16.00
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,24-Jan-2008,N/A,47.380752,47.380752,0.00000000,4.546463,16.25
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,24-Jan-2008,N/A,46.868037,46.868037,0.00000000,4.544087,16.49
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,24-Jan-2008,N/A,46.407887,46.407887,0.00000000,4.536119,16.74
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,24-Jan-2008,N/A,46.481909,46.481909,0.00000000,4.526596,16.74
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,24-Jan-2008,N/A,105.590000,107.513077,1.92307700,4.526767,11.39
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,24-Jan-2008,N/A,45.896788,45.896788,0.00000000,4.535104,16.98
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,24-Jan-2008,N/A,45.402675,45.402675,0.00000000,4.533049,17.22
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,24-Jan-2008,N/A,44.882227,44.882227,0.00000000,4.534709,17.47
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,24-Jan-2008,N/A,44.404679,44.404679,0.00000000,4.531999,17.71
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,24-Jan-2008,N/A,43.917331,43.917331,0.00000000,4.530881,17.96
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,24-Jan-2008,N/A,43.446488,43.446488,0.00000000,4.528745,18.20
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,24-Jan-2008,N/A,42.962889,42.962889,0.00000000,4.528554,18.45
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,24-Jan-2008,N/A,42.508391,42.508391,0.00000000,4.525735,18.69
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,24-Jan-2008,N/A,42.056101,42.056101,0.00000000,4.522967,18.94
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,24-Jan-2008,N/A,41.586546,41.586546,0.00000000,4.523380,19.18
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,24-Jan-2008,N/A,41.297692,41.297692,0.00000000,4.501529,19.43
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,24-Jan-2008,N/A,96.430000,96.998989,0.56898900,4.523929,13.11
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,24-Jan-2008,N/A,41.167384,41.167384,0.00000000,4.517796,19.43
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,24-Jan-2008,N/A,40.787433,40.787433,0.00000000,4.508322,19.67
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,24-Jan-2008,N/A,40.326337,40.326337,0.00000000,4.509280,19.92
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,24-Jan-2008,N/A,39.819501,39.819501,0.00000000,4.516883,20.16
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,24-Jan-2008,N/A,39.406046,39.406046,0.00000000,4.513149,20.41
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,24-Jan-2008,N/A,39.443367,39.443367,0.00000000,4.508510,20.41
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,24-Jan-2008,N/A,119.460000,120.263279,0.80327900,4.545872,12.57
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,24-Jan-2008,N/A,39.084887,39.084887,0.00000000,4.498906,20.65
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,24-Jan-2008,N/A,38.612133,38.612133,0.00000000,4.503758,20.90
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,24-Jan-2008,N/A,38.256757,38.256757,0.00000000,4.494981,21.14
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,24-Jan-2008,N/A,37.857499,37.857499,0.00000000,4.491920,21.39
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,24-Jan-2008,N/A,37.552530,37.552530,0.00000000,4.478122,21.63
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,24-Jan-2008,N/A,37.172684,37.172684,0.00000000,4.473835,21.88
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,24-Jan-2008,N/A,36.813627,36.813627,0.00000000,4.467856,22.12
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,24-Jan-2008,N/A,36.409161,36.409161,0.00000000,4.467715,22.37
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,24-Jan-2008,N/A,103.210000,103.845929,0.63592900,4.522913,13.93
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,24-Jan-2008,N/A,36.472914,36.472914,0.00000000,4.459893,22.37
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,24-Jan-2008,N/A,36.112725,36.112725,0.00000000,4.455160,22.61
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,24-Jan-2008,N/A,35.775206,35.775206,0.00000000,4.447907,22.86
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,24-Jan-2008,N/A,35.449762,35.449762,0.00000000,4.439999,23.10
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,24-Jan-2008,N/A,35.106327,35.106327,0.00000000,4.434535,23.35
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,24-Jan-2008,N/A,34.783270,34.783270,0.00000000,4.427380,23.59
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,24-Jan-2008,N/A,34.475891,34.475891,0.00000000,4.418555,23.84
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,24-Jan-2008,N/A,34.576969,34.576969,0.00000000,4.406275,23.84
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,24-Jan-2008,N/A,96.840000,97.408989,0.56898900,4.463753,14.83
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,24-Jan-2008,N/A,34.173377,34.173377,0.00000000,4.409916,24.08
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,24-Jan-2008,N/A,33.832246,33.832246,0.00000000,4.406198,24.33
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,24-Jan-2008,N/A,33.488698,33.488698,0.00000000,4.403523,24.57
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,24-Jan-2008,N/A,33.142723,33.142723,0.00000000,4.401361,24.82
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,24-Jan-2008,N/A,32.822610,32.822610,0.00000000,4.396787,25.06
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,24-Jan-2008,N/A,32.491154,32.491154,0.00000000,4.393803,25.31
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,24-Jan-2008,N/A,32.187308,32.187308,0.00000000,4.388176,25.55
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,24-Jan-2008,N/A,31.861999,31.861999,0.00000000,4.385364,25.80
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,24-Jan-2008,N/A,31.569518,31.569518,0.00000000,4.379255,26.05
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,24-Jan-2008,N/A,31.238156,31.238156,0.00000000,4.378075,26.29
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,24-Jan-2008,N/A,30.986104,30.986104,0.00000000,4.367924,26.54
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,24-Jan-2008,N/A,30.696028,30.696028,0.00000000,4.362590,26.78
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,24-Jan-2008,N/A,30.377165,30.377165,0.00000000,4.361423,27.03
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,24-Jan-2008,N/A,30.089285,30.089285,0.00000000,4.356670,27.27
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,24-Jan-2008,N/A,29.788792,29.788792,0.00000000,4.354104,27.52
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,24-Jan-2008,N/A,29.882579,29.882579,0.00000000,4.342680,27.52
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,24-Jan-2008,N/A,97.190000,98.824615,1.63461500,4.425408,15.87
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,24-Jan-2008,N/A,29.492908,29.492908,0.00000000,4.351158,27.76
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,24-Jan-2008,N/A,28.902688,28.902688,0.00000000,4.346531,28.25
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,24-Jan-2008,N/A,28.320957,28.320957,0.00000000,4.342470,28.74
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,24-Jan-2008,N/A,27.770194,27.770194,0.00000000,4.336171,29.23
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,24-Jan-2008,N/A,27.225608,27.225608,0.00000000,4.330640,29.72
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,24-Jan-2008,N/A,26.706330,26.706330,0.00000000,4.323475,30.21
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,24-Jan-2008,N/A,26.778500,26.778500,0.00000000,4.314543,30.21
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,24-Jan-2008,N/A,105.630000,106.265929,0.63592900,4.413942,16.42
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,24-Jan-2008,N/A,26.131681,26.131681,0.00000000,4.324665,30.70
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,24-Jan-2008,N/A,25.614378,25.614378,0.00000000,4.320182,31.19
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,24-Jan-2008,N/A,25.072784,25.072784,0.00000000,4.320182,31.68
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,24-Jan-2008,N/A,24.555755,24.555755,0.00000000,4.318521,32.17
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,24-Jan-2008,N/A,24.016499,24.016499,0.00000000,4.321101,32.66
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,24-Jan-2008,N/A,23.516842,23.516842,0.00000000,4.320041,33.15
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,24-Jan-2008,N/A,23.034677,23.034677,0.00000000,4.318096,33.64
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,24-Jan-2008,N/A,22.577787,22.577787,0.00000000,4.314210,34.13
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,24-Jan-2008,N/A,101.560000,102.162459,0.60245900,4.411677,17.54
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,24-Jan-2008,N/A,22.598757,22.598757,0.00000000,4.311490,34.13
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,24-Jan-2008,N/A,22.136517,22.136517,0.00000000,4.309577,34.62
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,24-Jan-2008,N/A,21.729823,21.729823,0.00000000,4.301671,35.11
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,24-Jan-2008,N/A,21.237119,21.237119,0.00000000,4.306319,35.60
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,24-Jan-2008,N/A,20.811419,20.811419,0.00000000,4.303398,36.09
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,24-Jan-2008,N/A,20.373705,20.373705,0.00000000,4.303310,36.58
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,24-Jan-2008,N/A,19.952141,19.952141,0.00000000,4.302286,37.07
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,24-Jan-2008,N/A,19.533791,19.533791,0.00000000,4.302039,37.56
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,24-Jan-2008,N/A,19.133783,19.133783,0.00000000,4.300483,38.05
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,24-Jan-2008,N/A,97.220000,97.788989,0.56898900,4.399694,18.56
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,24-Jan-2008,N/A,19.015400,19.015400,0.00000000,4.316796,38.04
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,24-Jan-2008,N/A,18.737024,18.737024,0.00000000,4.299652,38.54
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,24-Jan-2008,N/A,18.332014,18.332014,0.00000000,4.301143,39.03
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,24-Jan-2008,N/A,18.034307,18.034307,0.00000000,4.288732,39.52
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,24-Jan-2008,N/A,17.681500,17.681500,0.00000000,4.285083,40.01
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,24-Jan-2008,N/A,17.369835,17.369835,0.00000000,4.276650,40.50
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,24-Jan-2008,N/A,17.014785,17.014785,0.00000000,4.275417,40.99
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,24-Jan-2008,N/A,16.720979,16.720979,0.00000000,4.266417,41.48
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,24-Jan-2008,N/A,16.388596,16.388596,0.00000000,4.263964,41.97
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,24-Jan-2008,N/A,16.131648,16.131648,0.00000000,4.251499,42.46
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,24-Jan-2008,N/A,15.900344,15.900344,0.00000000,4.236152,42.96
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,24-Jan-2008,N/A,15.625029,15.625029,0.00000000,4.228112,43.45
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,24-Jan-2008,N/A,15.346511,15.346511,0.00000000,4.221434,43.94
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,24-Jan-2008,N/A,15.072157,15.072157,0.00000000,4.215023,44.43
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,24-Jan-2008,N/A,14.798505,14.798505,0.00000000,4.209383,44.92
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,24-Jan-2008,N/A,14.532074,14.532074,0.00000000,4.203525,45.41
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,24-Jan-2008,N/A,14.314085,14.314085,0.00000000,4.191138,45.90
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,24-Jan-2008,N/A,14.058694,14.058694,0.00000000,4.185241,46.40
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,24-Jan-2008,N/A,13.978895,13.978895,0.00000000,4.153212,46.89
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,24-Jan-2008,N/A,13.894484,13.894484,0.00000000,4.166129,46.89
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,24-Jan-2008,N/A,98.190000,98.758989,0.56898900,4.339868,20.05
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-2008,25-Jan-2008,N/A,99.456825,99.456825,0.00000000,5.148606,0.10
5% Treasury Stock 2008,GB0031734154,07-Mar-2008,25-Jan-2008,N/A,99.970000,101.934286,1.96428600,5.232771,0.10
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-2008,25-Jan-2008,N/A,99.452292,99.452292,0.00000000,5.192246,0.10
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,25-Jan-2008,N/A,98.339025,98.339025,0.00000000,4.734733,0.35
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,25-Jan-2008,N/A,97.217732,97.217732,0.00000000,4.701936,0.59
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,25-Jan-2008,N/A,100.280000,102.395385,2.11538500,5.022109,0.59
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,25-Jan-2008,N/A,102.700000,105.331148,2.63114800,5.048204,0.67
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,25-Jan-2008,N/A,96.154677,96.154677,0.00000000,4.623205,0.84
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,25-Jan-2008,N/A,95.226326,95.226326,0.00000000,4.467174,1.08
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,25-Jan-2008,N/A,99.500000,101.071429,1.57142900,4.464401,1.05
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,25-Jan-2008,N/A,95.196394,95.196394,0.00000000,4.496206,1.08
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,25-Jan-2008,N/A,94.182901,94.182901,0.00000000,4.462526,1.33
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,25-Jan-2008,N/A,93.208753,93.208753,0.00000000,4.424223,1.57
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,25-Jan-2008,N/A,105.500000,108.247253,2.74725300,4.510967,1.51
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,25-Jan-2008,N/A,92.235073,92.235073,0.00000000,4.398204,1.82
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,25-Jan-2008,N/A,102.390000,103.206940,0.81694000,4.392750,1.74
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,25-Jan-2008,N/A,92.202398,92.202398,0.00000000,4.417695,1.82
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,25-Jan-2008,N/A,91.226353,91.226353,0.00000000,4.405686,2.06
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,25-Jan-2008,N/A,90.273665,90.273665,0.00000000,4.387021,2.31
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,25-Jan-2008,N/A,100.830000,101.504863,0.67486300,4.373350,2.20
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,25-Jan-2008,N/A,90.256569,90.256569,0.00000000,4.395230,2.31
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,25-Jan-2008,N/A,89.284475,89.284475,0.00000000,4.394980,2.55
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,25-Jan-2008,N/A,105.030000,106.128901,1.09890100,4.335573,2.56
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,25-Jan-2008,N/A,88.350843,88.350843,0.00000000,4.381015,2.80
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,25-Jan-2008,N/A,87.336896,87.336896,0.00000000,4.405429,3.04
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,25-Jan-2008,N/A,99.530000,101.199643,1.66964300,4.412169,2.83
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,25-Jan-2008,N/A,87.354274,87.354274,0.00000000,4.398885,3.04
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,25-Jan-2008,N/A,86.413006,86.413006,0.00000000,4.396504,3.29
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,25-Jan-2008,N/A,114.500000,114.895604,0.39560400,4.427824,3.00
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,25-Jan-2008,N/A,85.490975,85.490975,0.00000000,4.393363,3.53
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,25-Jan-2008,N/A,84.587714,84.587714,0.00000000,4.386035,3.78
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,25-Jan-2008,N/A,111.570000,111.612582,0.04258200,4.549504,3.46
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,25-Jan-2008,N/A,83.662649,83.662649,0.00000000,4.390605,4.02
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,25-Jan-2008,N/A,83.704823,83.704823,0.00000000,4.378066,4.02
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,25-Jan-2008,N/A,102.390000,104.354286,1.96428600,4.356950,3.62
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,25-Jan-2008,N/A,82.642792,82.642792,0.00000000,4.422814,4.26
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,25-Jan-2008,N/A,103.270000,104.015902,0.74590200,4.415426,3.85
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,25-Jan-2008,N/A,82.692045,82.692045,0.00000000,4.408840,4.26
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,25-Jan-2008,N/A,118.290000,122.569891,4.27989100,4.487645,3.66
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,25-Jan-2008,N/A,81.761601,81.761601,0.00000000,4.418765,4.51
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,25-Jan-2008,N/A,80.815736,80.815736,0.00000000,4.432972,4.75
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,25-Jan-2008,N/A,79.896831,79.896831,0.00000000,4.443147,5.00
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,25-Jan-2008,N/A,78.954789,78.954789,0.00000000,4.459177,5.24
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,25-Jan-2008,N/A,78.044432,78.044432,0.00000000,4.470227,5.48
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,25-Jan-2008,N/A,117.470000,120.173297,2.70329700,4.471386,4.55
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,25-Jan-2008,N/A,77.133853,77.133853,0.00000000,4.481554,5.73
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,25-Jan-2008,N/A,138.250000,139.790984,1.54098400,4.509806,4.48
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,25-Jan-2008,N/A,76.297133,76.297133,0.00000000,4.479232,5.97
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,25-Jan-2008,N/A,75.426834,75.426834,0.00000000,4.485072,6.22
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,25-Jan-2008,N/A,74.599734,74.599734,0.00000000,4.484639,6.46
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,25-Jan-2008,N/A,103.000000,104.964286,1.96428600,4.469763,5.49
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,25-Jan-2008,N/A,74.575169,74.575169,0.00000000,4.489735,6.46
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,25-Jan-2008,N/A,73.726291,73.726291,0.00000000,4.494406,6.71
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,25-Jan-2008,N/A,72.867297,72.867297,0.00000000,4.503651,6.95
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,25-Jan-2008,N/A,72.038725,72.038725,0.00000000,4.507363,7.20
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,25-Jan-2008,N/A,71.259242,71.259242,0.00000000,4.504282,7.44
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,25-Jan-2008,N/A,101.660000,103.526071,1.86607100,4.489293,6.23
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,25-Jan-2008,N/A,71.204904,71.204904,0.00000000,4.514536,7.44
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,25-Jan-2008,N/A,122.490000,123.626612,1.13661200,4.560908,6.00
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,25-Jan-2008,N/A,70.175084,70.175084,0.00000000,4.558430,7.68
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,25-Jan-2008,N/A,70.067412,70.067412,0.00000000,4.578417,7.68
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,25-Jan-2008,N/A,69.444308,69.444308,0.00000000,4.548782,7.93
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,25-Jan-2008,N/A,68.709593,68.709593,0.00000000,4.540909,8.17
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,25-Jan-2008,N/A,68.130163,68.130163,0.00000000,4.508575,8.42
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,25-Jan-2008,N/A,96.420000,97.991429,1.57142900,4.505868,7.06
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,25-Jan-2008,N/A,67.984075,67.984075,0.00000000,4.534078,8.42
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,25-Jan-2008,N/A,67.192275,67.192275,0.00000000,4.539523,8.66
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,25-Jan-2008,N/A,66.406626,66.406626,0.00000000,4.545975,8.90
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,25-Jan-2008,N/A,65.608749,65.608749,0.00000000,4.554882,9.15
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,25-Jan-2008,N/A,132.190000,135.899239,3.70923900,4.562442,6.75
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,25-Jan-2008,N/A,64.836169,64.836169,0.00000000,4.561495,9.39
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,25-Jan-2008,N/A,64.098741,64.098741,0.00000000,4.562823,9.64
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,25-Jan-2008,N/A,63.537407,63.537407,0.00000000,4.538054,9.88
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,25-Jan-2008,N/A,103.830000,105.794286,1.96428600,4.523084,7.78
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,25-Jan-2008,N/A,63.409993,63.409993,0.00000000,4.558367,9.88
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,25-Jan-2008,N/A,62.686612,62.686612,0.00000000,4.560049,10.13
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,25-Jan-2008,N/A,62.022143,62.022143,0.00000000,4.554452,10.37
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,25-Jan-2008,N/A,61.294646,61.294646,0.00000000,4.559213,10.62
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,25-Jan-2008,N/A,60.622059,60.622059,0.00000000,4.557360,10.86
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,25-Jan-2008,N/A,59.931852,59.931852,0.00000000,4.558711,11.10
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,25-Jan-2008,N/A,59.211571,59.211571,0.00000000,4.566267,11.35
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,25-Jan-2008,N/A,58.517788,58.517788,0.00000000,4.570266,11.59
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,25-Jan-2008,N/A,57.954199,57.954199,0.00000000,4.556884,11.84
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,25-Jan-2008,N/A,101.820000,103.686071,1.86607100,4.552312,9.00
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,25-Jan-2008,N/A,57.845666,57.845666,0.00000000,4.572720,11.84
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,25-Jan-2008,N/A,57.064031,57.064031,0.00000000,4.591478,12.08
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,25-Jan-2008,N/A,56.293757,56.293757,0.00000000,4.609954,12.32
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,25-Jan-2008,N/A,55.589683,55.589683,0.00000000,4.619155,12.57
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,25-Jan-2008,N/A,54.868736,54.868736,0.00000000,4.632214,12.81
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,25-Jan-2008,N/A,133.470000,134.606612,1.13661200,4.614459,8.87
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,25-Jan-2008,N/A,54.259298,54.259298,0.00000000,4.629802,13.06
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,25-Jan-2008,N/A,54.227936,54.227936,0.00000000,4.634231,13.06
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,25-Jan-2008,N/A,53.587590,53.587590,0.00000000,4.637698,13.30
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,25-Jan-2008,N/A,52.983857,52.983857,0.00000000,4.636461,13.54
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,25-Jan-2008,N/A,52.438532,52.438532,0.00000000,4.628647,13.79
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,25-Jan-2008,N/A,51.883222,51.883222,0.00000000,4.622738,14.03
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,25-Jan-2008,N/A,51.392551,51.392551,0.00000000,4.609518,14.28
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,25-Jan-2008,N/A,50.882733,50.882733,0.00000000,4.599473,14.52
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,25-Jan-2008,N/A,50.375817,50.375817,0.00000000,4.590531,14.77
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,25-Jan-2008,N/A,49.866384,49.866384,0.00000000,4.582419,15.01
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,25-Jan-2008,N/A,49.421543,49.421543,0.00000000,4.567143,15.26
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,25-Jan-2008,N/A,48.963132,48.963132,0.00000000,4.554206,15.50
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,25-Jan-2008,N/A,48.494036,48.494036,0.00000000,4.544073,15.75
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,25-Jan-2008,N/A,48.032568,48.032568,0.00000000,4.533403,16.00
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,25-Jan-2008,N/A,47.576471,47.576471,0.00000000,4.523360,16.24
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,25-Jan-2008,N/A,47.073836,47.073836,0.00000000,4.519742,16.49
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,25-Jan-2008,N/A,46.595668,46.595668,0.00000000,4.514189,16.73
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,25-Jan-2008,N/A,46.688851,46.688851,0.00000000,4.502248,16.73
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,25-Jan-2008,N/A,105.780000,107.744286,1.96428600,4.511140,11.39
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,25-Jan-2008,N/A,46.104288,46.104288,0.00000000,4.510695,16.98
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,25-Jan-2008,N/A,45.590967,45.590967,0.00000000,4.511158,17.22
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,25-Jan-2008,N/A,45.085983,45.085983,0.00000000,4.510876,17.46
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,25-Jan-2008,N/A,44.570967,44.570967,0.00000000,4.512975,17.71
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,25-Jan-2008,N/A,44.091899,44.091899,0.00000000,4.510829,17.95
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,25-Jan-2008,N/A,43.617693,43.617693,0.00000000,4.509160,18.20
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,25-Jan-2008,N/A,43.158446,43.158446,0.00000000,4.505918,18.44
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,25-Jan-2008,N/A,42.689826,42.689826,0.00000000,4.504915,18.69
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,25-Jan-2008,N/A,42.231930,42.231930,0.00000000,4.502865,18.93
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,25-Jan-2008,N/A,41.774638,41.774638,0.00000000,4.501768,19.18
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,25-Jan-2008,N/A,41.478622,41.478622,0.00000000,4.480899,19.42
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,25-Jan-2008,N/A,96.680000,97.283825,0.60382500,4.504349,13.11
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,25-Jan-2008,N/A,41.371309,41.371309,0.00000000,4.494237,19.42
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,25-Jan-2008,N/A,40.961055,40.961055,0.00000000,4.488590,19.67
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,25-Jan-2008,N/A,40.498449,40.498449,0.00000000,4.489725,19.91
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,25-Jan-2008,N/A,40.025779,40.025779,0.00000000,4.493071,20.15
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,25-Jan-2008,N/A,39.599974,39.599974,0.00000000,4.490876,20.40
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,25-Jan-2008,N/A,39.608862,39.608862,0.00000000,4.489776,20.40
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,25-Jan-2008,N/A,119.720000,120.572459,0.85245900,4.528372,12.57
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,25-Jan-2008,N/A,39.298960,39.298960,0.00000000,4.474223,20.65
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,25-Jan-2008,N/A,38.825154,38.825154,0.00000000,4.479167,20.89
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,25-Jan-2008,N/A,38.472300,38.472300,0.00000000,4.470130,21.13
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,25-Jan-2008,N/A,38.074417,38.074417,0.00000000,4.466899,21.38
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,25-Jan-2008,N/A,37.745865,37.745865,0.00000000,4.456063,21.63
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,25-Jan-2008,N/A,37.362594,37.362594,0.00000000,4.452193,21.87
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,25-Jan-2008,N/A,37.011433,37.011433,0.00000000,4.445271,22.12
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,25-Jan-2008,N/A,36.634153,36.634153,0.00000000,4.441783,22.36
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,25-Jan-2008,N/A,103.540000,104.214863,0.67486300,4.500088,13.94
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,25-Jan-2008,N/A,36.671168,36.671168,0.00000000,4.437267,22.36
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,25-Jan-2008,N/A,36.332994,36.332994,0.00000000,4.429866,22.61
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,25-Jan-2008,N/A,35.994831,35.994831,0.00000000,4.422702,22.85
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,25-Jan-2008,N/A,35.700342,35.700342,0.00000000,4.411068,23.10
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,25-Jan-2008,N/A,35.358076,35.358076,0.00000000,4.405463,23.34
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,25-Jan-2008,N/A,35.044575,35.044575,0.00000000,4.397179,23.59
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,25-Jan-2008,N/A,34.740169,34.740169,0.00000000,4.388017,23.83
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,25-Jan-2008,N/A,34.813095,34.813095,0.00000000,4.379220,23.84
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,25-Jan-2008,N/A,97.170000,97.773825,0.60382500,4.440986,14.84
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,25-Jan-2008,N/A,34.408665,34.408665,0.00000000,4.382912,24.08
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,25-Jan-2008,N/A,34.068372,34.068372,0.00000000,4.379073,24.33
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,25-Jan-2008,N/A,33.725006,33.725006,0.00000000,4.376363,24.57
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,25-Jan-2008,N/A,33.385265,33.385265,0.00000000,4.373414,24.82
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,25-Jan-2008,N/A,33.064864,33.064864,0.00000000,4.368871,25.06
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,25-Jan-2008,N/A,32.740048,32.740048,0.00000000,4.365053,25.31
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,25-Jan-2008,N/A,32.438261,32.438261,0.00000000,4.359178,25.55
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,25-Jan-2008,N/A,32.115786,32.115786,0.00000000,4.355985,25.80
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,25-Jan-2008,N/A,31.806159,31.806159,0.00000000,4.351946,26.04
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,25-Jan-2008,N/A,31.492737,31.492737,0.00000000,4.348546,26.29
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,25-Jan-2008,N/A,31.250533,31.250533,0.00000000,4.337235,26.53
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,25-Jan-2008,N/A,30.945424,30.945424,0.00000000,4.333690,26.78
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,25-Jan-2008,N/A,30.651374,30.651374,0.00000000,4.329481,27.02
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,25-Jan-2008,N/A,30.360713,30.360713,0.00000000,4.325030,27.27
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,25-Jan-2008,N/A,30.057619,30.057619,0.00000000,4.322738,27.51
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,25-Jan-2008,N/A,30.158182,30.158182,0.00000000,4.310598,27.51
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,25-Jan-2008,N/A,97.600000,99.269643,1.66964300,4.399376,15.89
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,25-Jan-2008,N/A,29.768394,29.768394,0.00000000,4.318933,27.76
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,25-Jan-2008,N/A,29.181021,29.181021,0.00000000,4.313849,28.25
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,25-Jan-2008,N/A,28.609659,28.609659,0.00000000,4.308401,28.74
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,25-Jan-2008,N/A,28.063269,28.063269,0.00000000,4.301454,29.23
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,25-Jan-2008,N/A,27.511639,27.511639,0.00000000,4.296653,29.72
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,25-Jan-2008,N/A,26.991056,26.991056,0.00000000,4.289529,30.21
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,25-Jan-2008,N/A,27.058831,27.058831,0.00000000,4.281228,30.21
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,25-Jan-2008,N/A,106.130000,106.804863,0.67486300,4.385328,16.45
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,25-Jan-2008,N/A,26.457441,26.457441,0.00000000,4.285448,30.70
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,25-Jan-2008,N/A,25.883729,25.883729,0.00000000,4.287763,31.19
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,25-Jan-2008,N/A,25.348421,25.348421,0.00000000,4.286772,31.68
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,25-Jan-2008,N/A,24.830281,24.830281,0.00000000,4.285047,32.17
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,25-Jan-2008,N/A,24.310973,24.310973,0.00000000,4.284854,32.66
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,25-Jan-2008,N/A,23.811997,23.811997,0.00000000,4.283467,33.15
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,25-Jan-2008,N/A,23.329630,23.329630,0.00000000,4.281309,33.64
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,25-Jan-2008,N/A,22.852678,22.852678,0.00000000,4.279772,34.13
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,25-Jan-2008,N/A,102.120000,102.759344,0.63934400,4.380538,17.58
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,25-Jan-2008,N/A,22.872609,22.872609,0.00000000,4.277217,34.13
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,25-Jan-2008,N/A,22.411346,22.411346,0.00000000,4.274941,34.62
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,25-Jan-2008,N/A,22.027655,22.027655,0.00000000,4.263888,35.11
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,25-Jan-2008,N/A,21.470956,21.470956,0.00000000,4.276535,35.60
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,25-Jan-2008,N/A,21.040530,21.040530,0.00000000,4.274022,36.09
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,25-Jan-2008,N/A,20.630261,20.630261,0.00000000,4.270049,36.58
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,25-Jan-2008,N/A,20.205078,20.205078,0.00000000,4.269238,37.07
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,25-Jan-2008,N/A,19.756376,19.756376,0.00000000,4.272796,37.56
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,25-Jan-2008,N/A,19.511251,19.511251,0.00000000,4.250051,38.05
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,25-Jan-2008,N/A,97.830000,98.433825,0.60382500,4.366244,18.61
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,25-Jan-2008,N/A,19.337072,19.337072,0.00000000,4.273619,38.04
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,25-Jan-2008,N/A,18.984642,18.984642,0.00000000,4.266485,38.54
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,25-Jan-2008,N/A,18.599070,18.599070,0.00000000,4.264975,39.03
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,25-Jan-2008,N/A,18.330277,18.330277,0.00000000,4.248417,39.52
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,25-Jan-2008,N/A,17.976652,17.976652,0.00000000,4.244569,40.01
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,25-Jan-2008,N/A,17.633862,17.633862,0.00000000,4.240253,40.50
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,25-Jan-2008,N/A,17.334112,17.334112,0.00000000,4.230897,40.99
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,25-Jan-2008,N/A,17.049368,17.049368,0.00000000,4.220361,41.48
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,25-Jan-2008,N/A,16.758800,16.758800,0.00000000,4.211563,41.97
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,25-Jan-2008,N/A,16.470769,16.470769,0.00000000,4.203314,42.47
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,25-Jan-2008,N/A,16.189731,16.189731,0.00000000,4.194960,42.96
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,25-Jan-2008,N/A,15.940141,15.940141,0.00000000,4.182943,43.45
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,25-Jan-2008,N/A,15.630944,15.630944,0.00000000,4.180414,43.94
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,25-Jan-2008,N/A,15.356976,15.356976,0.00000000,4.173653,44.43
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,25-Jan-2008,N/A,15.104779,15.104779,0.00000000,4.164538,44.92
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,25-Jan-2008,N/A,14.839913,14.839913,0.00000000,4.158112,45.41
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,25-Jan-2008,N/A,14.603331,14.603331,0.00000000,4.148295,45.91
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,25-Jan-2008,N/A,14.366337,14.366337,0.00000000,4.139313,46.40
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,25-Jan-2008,N/A,14.255143,14.255143,0.00000000,4.112196,46.89
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,25-Jan-2008,N/A,14.141847,14.141847,0.00000000,4.129212,46.89
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,25-Jan-2008,N/A,98.920000,99.523825,0.60382500,4.303213,20.13
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-2008,28-Jan-2008,N/A,99.472920,99.472920,0.00000000,5.126834,0.10
5% Treasury Stock 2008,GB0031734154,07-Mar-2008,28-Jan-2008,N/A,99.970000,101.948022,1.97802200,5.239811,0.10
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-2008,28-Jan-2008,N/A,99.459952,99.459952,0.00000000,5.254961,0.10
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,28-Jan-2008,N/A,98.336583,98.336583,0.00000000,4.778744,0.35
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,28-Jan-2008,N/A,97.245892,97.245892,0.00000000,4.674514,0.59
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,28-Jan-2008,N/A,100.290000,102.420495,2.13049500,5.003477,0.58
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,28-Jan-2008,N/A,102.700000,105.355738,2.65573800,5.033629,0.67
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,28-Jan-2008,N/A,96.196343,96.196343,0.00000000,4.586318,0.84
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,28-Jan-2008,N/A,95.293996,95.293996,0.00000000,4.412659,1.08
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,28-Jan-2008,N/A,99.560000,101.142418,1.58241800,4.409177,1.05
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,28-Jan-2008,N/A,95.260571,95.260571,0.00000000,4.445128,1.08
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,28-Jan-2008,N/A,94.260497,94.260497,0.00000000,4.409504,1.33
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,28-Jan-2008,N/A,93.281323,93.281323,0.00000000,4.382305,1.57
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,28-Jan-2008,N/A,105.570000,108.339231,2.76923100,4.462883,1.51
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,28-Jan-2008,N/A,92.333268,92.333268,0.00000000,4.346142,1.82
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,28-Jan-2008,N/A,102.480000,103.312650,0.83265000,4.340624,1.74
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,28-Jan-2008,N/A,92.298748,92.298748,0.00000000,4.366737,1.82
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,28-Jan-2008,N/A,91.336962,91.336962,0.00000000,4.352658,2.06
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,28-Jan-2008,N/A,90.397831,90.397831,0.00000000,4.332533,2.31
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,28-Jan-2008,N/A,100.950000,101.637842,0.68784200,4.319085,2.20
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,28-Jan-2008,N/A,90.380523,90.380523,0.00000000,4.340839,2.31
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,28-Jan-2008,N/A,89.420319,89.420319,0.00000000,4.340016,2.55
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,28-Jan-2008,N/A,105.180000,106.296071,1.11607100,4.278578,2.56
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,28-Jan-2008,N/A,88.494344,88.494344,0.00000000,4.327175,2.79
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,28-Jan-2008,N/A,87.479820,87.479820,0.00000000,4.355545,3.04
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,28-Jan-2008,N/A,99.700000,101.381319,1.68131900,4.353043,2.83
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,28-Jan-2008,N/A,87.513766,87.513766,0.00000000,4.342775,3.04
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,28-Jan-2008,N/A,86.578853,86.578853,0.00000000,4.341727,3.28
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,28-Jan-2008,N/A,114.700000,115.120330,0.42033000,4.366675,3.00
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,28-Jan-2008,N/A,85.666694,85.666694,0.00000000,4.338538,3.53
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,28-Jan-2008,N/A,84.769692,84.769692,0.00000000,4.332218,3.77
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,28-Jan-2008,N/A,111.780000,111.843874,0.06387400,4.493229,3.46
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,28-Jan-2008,N/A,83.854338,83.854338,0.00000000,4.336600,4.02
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,28-Jan-2008,N/A,83.896744,83.896744,0.00000000,4.324015,4.02
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,28-Jan-2008,N/A,102.600000,104.578022,1.97802200,4.301024,3.62
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,28-Jan-2008,N/A,82.847343,82.847343,0.00000000,4.367610,4.26
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,28-Jan-2008,N/A,103.510000,104.270246,0.76024600,4.355024,3.85
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,28-Jan-2008,N/A,82.889606,82.889606,0.00000000,4.355644,4.26
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,28-Jan-2008,N/A,118.520000,118.324348,-0.19565200,4.435258,3.80
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,28-Jan-2008,N/A,81.962858,81.962858,0.00000000,4.366863,4.51
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,28-Jan-2008,N/A,81.017730,81.017730,0.00000000,4.382945,4.75
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,28-Jan-2008,N/A,80.101702,80.101702,0.00000000,4.394285,4.99
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,28-Jan-2008,N/A,79.163326,79.163326,0.00000000,4.411129,5.24
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,28-Jan-2008,N/A,78.254977,78.254977,0.00000000,4.423302,5.48
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,28-Jan-2008,N/A,117.710000,120.435275,2.72527500,4.426137,4.55
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,28-Jan-2008,N/A,77.352805,77.352805,0.00000000,4.434178,5.73
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,28-Jan-2008,N/A,138.520000,140.093770,1.57377000,4.464165,4.47
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,28-Jan-2008,N/A,76.518727,76.518727,0.00000000,4.432703,5.97
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,28-Jan-2008,N/A,75.638817,75.638817,0.00000000,4.441875,6.22
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,28-Jan-2008,N/A,74.799942,74.799942,0.00000000,4.445037,6.46
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,28-Jan-2008,N/A,103.270000,105.248022,1.97802200,4.422832,5.49
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,28-Jan-2008,N/A,74.795272,74.795272,0.00000000,4.446003,6.46
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,28-Jan-2008,N/A,73.935239,73.935239,0.00000000,4.454009,6.71
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,28-Jan-2008,N/A,73.093446,73.093446,0.00000000,4.460816,6.95
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,28-Jan-2008,N/A,72.261569,72.261569,0.00000000,4.466121,7.19
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,28-Jan-2008,N/A,71.469496,71.469496,0.00000000,4.466315,7.44
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,28-Jan-2008,N/A,101.940000,103.819121,1.87912100,4.445859,6.23
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,28-Jan-2008,N/A,71.433766,71.433766,0.00000000,4.473037,7.44
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,28-Jan-2008,N/A,122.800000,123.958470,1.15847000,4.518248,6.00
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,28-Jan-2008,N/A,70.372670,70.372670,0.00000000,4.523427,7.68
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,28-Jan-2008,N/A,70.291385,70.291385,0.00000000,4.538473,7.68
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,28-Jan-2008,N/A,69.672327,69.672327,0.00000000,4.508977,7.93
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,28-Jan-2008,N/A,68.945442,68.945442,0.00000000,4.500471,8.17
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,28-Jan-2008,N/A,68.343545,68.343545,0.00000000,4.472872,8.42
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,28-Jan-2008,N/A,96.720000,98.302418,1.58241800,4.462732,7.06
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,28-Jan-2008,N/A,68.221455,68.221455,0.00000000,4.494118,8.42
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,28-Jan-2008,N/A,67.430454,67.430454,0.00000000,4.500077,8.66
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,28-Jan-2008,N/A,66.644148,66.644148,0.00000000,4.507258,8.90
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,28-Jan-2008,N/A,65.850504,65.850504,0.00000000,4.516020,9.15
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,28-Jan-2008,N/A,132.560000,136.293016,3.73301600,4.521371,6.75
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,28-Jan-2008,N/A,65.081877,65.081877,0.00000000,4.522537,9.39
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,28-Jan-2008,N/A,64.346355,64.346355,0.00000000,4.524092,9.64
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,28-Jan-2008,N/A,63.787766,63.787766,0.00000000,4.499503,9.88
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,28-Jan-2008,N/A,104.170000,106.148022,1.97802200,4.481736,7.78
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,28-Jan-2008,N/A,63.652267,63.652267,0.00000000,4.521022,9.88
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,28-Jan-2008,N/A,62.956839,62.956839,0.00000000,4.518783,10.13
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,28-Jan-2008,N/A,62.260709,62.260709,0.00000000,4.518621,10.37
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,28-Jan-2008,N/A,61.530234,61.530234,0.00000000,4.524231,10.62
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,28-Jan-2008,N/A,60.865976,60.865976,0.00000000,4.521518,10.86
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,28-Jan-2008,N/A,60.175254,60.175254,0.00000000,4.523316,11.10
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,28-Jan-2008,N/A,59.479469,59.479469,0.00000000,4.527575,11.35
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,28-Jan-2008,N/A,58.772588,58.772588,0.00000000,4.533849,11.59
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,28-Jan-2008,N/A,58.234746,58.234746,0.00000000,4.517129,11.84
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,28-Jan-2008,N/A,102.210000,104.089121,1.87912100,4.510591,9.01
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,28-Jan-2008,N/A,58.101334,58.101334,0.00000000,4.536506,11.84
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,28-Jan-2008,N/A,57.331555,57.331555,0.00000000,4.553783,12.08
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,28-Jan-2008,N/A,56.561112,56.561112,0.00000000,4.572516,12.32
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,28-Jan-2008,N/A,55.864633,55.864633,0.00000000,4.580884,12.57
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,28-Jan-2008,N/A,55.138391,55.138391,0.00000000,4.594922,12.81
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,28-Jan-2008,N/A,133.960000,135.118470,1.15847000,4.573080,8.88
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,28-Jan-2008,N/A,54.534820,54.534820,0.00000000,4.591960,13.06
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,28-Jan-2008,N/A,54.508001,54.508001,0.00000000,4.595728,13.06
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,28-Jan-2008,N/A,53.869548,53.869548,0.00000000,4.599180,13.30
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,28-Jan-2008,N/A,53.293709,53.293709,0.00000000,4.594330,13.54
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,28-Jan-2008,N/A,52.725567,52.725567,0.00000000,4.589964,13.79
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,28-Jan-2008,N/A,52.164208,52.164208,0.00000000,4.585137,14.03
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,28-Jan-2008,N/A,51.664938,51.664938,0.00000000,4.573369,14.28
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,28-Jan-2008,N/A,51.166019,51.166019,0.00000000,4.562098,14.52
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,28-Jan-2008,N/A,50.657924,50.657924,0.00000000,4.553558,14.77
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,28-Jan-2008,N/A,50.164234,50.164234,0.00000000,4.543576,15.01
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,28-Jan-2008,N/A,49.725120,49.725120,0.00000000,4.527820,15.26
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,28-Jan-2008,N/A,49.260819,49.260819,0.00000000,4.515903,15.51
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,28-Jan-2008,N/A,48.787705,48.787705,0.00000000,4.506518,15.75
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,28-Jan-2008,N/A,48.303329,48.303329,0.00000000,4.499023,16.00
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,28-Jan-2008,N/A,47.858038,47.858038,0.00000000,4.487778,16.24
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,28-Jan-2008,N/A,47.341772,47.341772,0.00000000,4.486052,16.49
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,28-Jan-2008,N/A,46.898899,46.898899,0.00000000,4.476147,16.73
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,28-Jan-2008,N/A,46.999476,46.999476,0.00000000,4.463342,16.73
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,28-Jan-2008,N/A,106.270000,108.248022,1.97802200,4.471281,11.40
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,28-Jan-2008,N/A,46.380914,46.380914,0.00000000,4.476170,16.98
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,28-Jan-2008,N/A,45.872414,45.872414,0.00000000,4.476125,17.22
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,28-Jan-2008,N/A,45.346990,45.346990,0.00000000,4.478518,17.46
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,28-Jan-2008,N/A,44.877012,44.877012,0.00000000,4.475020,17.71
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,28-Jan-2008,N/A,44.385494,44.385494,0.00000000,4.474539,17.95
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,28-Jan-2008,N/A,43.927216,43.927216,0.00000000,4.470971,18.20
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,28-Jan-2008,N/A,43.437444,43.437444,0.00000000,4.471637,18.44
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,28-Jan-2008,N/A,43.000668,43.000668,0.00000000,4.466743,18.69
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,28-Jan-2008,N/A,42.538474,42.538474,0.00000000,4.465304,18.93
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,28-Jan-2008,N/A,42.093806,42.093806,0.00000000,4.462712,19.18
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,28-Jan-2008,N/A,41.805922,41.805922,0.00000000,4.441054,19.42
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,28-Jan-2008,N/A,97.200000,97.815437,0.61543700,4.463727,13.13
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,28-Jan-2008,N/A,41.681150,41.681150,0.00000000,4.456443,19.42
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,28-Jan-2008,N/A,41.256059,41.256059,0.00000000,4.452717,19.67
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,28-Jan-2008,N/A,40.782505,40.782505,0.00000000,4.455228,19.91
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,28-Jan-2008,N/A,40.323308,40.323308,0.00000000,4.456929,20.16
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,28-Jan-2008,N/A,39.941732,39.941732,0.00000000,4.449345,20.40
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,28-Jan-2008,N/A,39.896348,39.896348,0.00000000,4.454918,20.40
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,28-Jan-2008,N/A,120.350000,121.218852,0.86885200,4.486846,12.59
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,28-Jan-2008,N/A,39.598178,39.598178,0.00000000,4.438070,20.65
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,28-Jan-2008,N/A,39.140822,39.140822,0.00000000,4.440982,20.89
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,28-Jan-2008,N/A,38.797484,38.797484,0.00000000,4.430879,21.14
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,28-Jan-2008,N/A,38.416890,38.416890,0.00000000,4.425580,21.38
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,28-Jan-2008,N/A,38.086159,38.086159,0.00000000,4.415119,21.63
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,28-Jan-2008,N/A,37.710674,37.710674,0.00000000,4.410343,21.87
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,28-Jan-2008,N/A,37.371642,37.371642,0.00000000,4.402022,22.12
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,28-Jan-2008,N/A,36.962304,36.962304,0.00000000,4.402439,22.36
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,28-Jan-2008,N/A,104.120000,104.807842,0.68784200,4.460288,13.96
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,28-Jan-2008,N/A,36.994054,36.994054,0.00000000,4.398600,22.36
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,28-Jan-2008,N/A,36.669481,36.669481,0.00000000,4.389619,22.61
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,28-Jan-2008,N/A,36.353979,36.353979,0.00000000,4.379780,22.85
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,28-Jan-2008,N/A,36.032781,36.032781,0.00000000,4.371458,23.10
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,28-Jan-2008,N/A,35.717935,35.717935,0.00000000,4.362595,23.35
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,28-Jan-2008,N/A,35.405082,35.405082,0.00000000,4.354297,23.59
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,28-Jan-2008,N/A,35.088378,35.088378,0.00000000,4.346671,23.84
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,28-Jan-2008,N/A,35.180269,35.180269,0.00000000,4.335700,23.84
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,28-Jan-2008,N/A,97.770000,98.385437,0.61543700,4.399812,14.87
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,28-Jan-2008,N/A,34.761581,34.761581,0.00000000,4.341028,24.08
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,28-Jan-2008,N/A,34.405594,34.405594,0.00000000,4.339068,24.33
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,28-Jan-2008,N/A,34.059537,34.059537,0.00000000,4.336673,24.57
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,28-Jan-2008,N/A,33.725102,33.725102,0.00000000,4.333077,24.82
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,28-Jan-2008,N/A,33.405383,33.405383,0.00000000,4.328459,25.06
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,28-Jan-2008,N/A,33.079297,33.079297,0.00000000,4.324782,25.31
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,28-Jan-2008,N/A,32.778711,32.778711,0.00000000,4.318778,25.55
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,28-Jan-2008,N/A,32.453076,32.453076,0.00000000,4.315941,25.80
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,28-Jan-2008,N/A,32.138109,32.138109,0.00000000,4.312529,26.04
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,28-Jan-2008,N/A,31.830491,31.830491,0.00000000,4.308410,26.29
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,28-Jan-2008,N/A,31.591889,31.591889,0.00000000,4.296733,26.53
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,28-Jan-2008,N/A,31.300251,31.300251,0.00000000,4.291551,26.78
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,28-Jan-2008,N/A,30.984899,30.984899,0.00000000,4.289866,27.02
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,28-Jan-2008,N/A,30.695714,30.695714,0.00000000,4.285216,27.27
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,28-Jan-2008,N/A,30.392933,30.392933,0.00000000,4.282842,27.52
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,28-Jan-2008,N/A,30.493865,30.493865,0.00000000,4.270793,27.52
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,28-Jan-2008,N/A,98.240000,99.921319,1.68131900,4.358992,15.93
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,28-Jan-2008,N/A,30.098929,30.098929,0.00000000,4.279574,27.76
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,28-Jan-2008,N/A,29.513091,29.513091,0.00000000,4.274206,28.25
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,28-Jan-2008,N/A,28.941460,28.941460,0.00000000,4.268684,28.74
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,28-Jan-2008,N/A,28.387382,28.387382,0.00000000,4.262566,29.23
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,28-Jan-2008,N/A,27.857911,27.857911,0.00000000,4.254958,29.72
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,28-Jan-2008,N/A,27.341885,27.341885,0.00000000,4.247165,30.21
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,28-Jan-2008,N/A,27.413392,27.413392,0.00000000,4.238521,30.21
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,28-Jan-2008,N/A,106.830000,107.517842,0.68784200,4.345647,16.49
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,28-Jan-2008,N/A,26.758936,26.758936,0.00000000,4.248917,30.70
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,28-Jan-2008,N/A,26.200810,26.200810,0.00000000,4.249097,31.19
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,28-Jan-2008,N/A,25.687246,25.687246,0.00000000,4.245223,31.68
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,28-Jan-2008,N/A,25.166479,25.166479,0.00000000,4.243600,32.17
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,28-Jan-2008,N/A,24.649265,24.649265,0.00000000,4.242895,32.66
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,28-Jan-2008,N/A,24.099214,24.099214,0.00000000,4.247647,33.15
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,28-Jan-2008,N/A,23.618348,23.618348,0.00000000,4.245089,33.64
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,28-Jan-2008,N/A,23.115950,23.115950,0.00000000,4.246547,34.13
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,28-Jan-2008,N/A,102.830000,103.481639,0.65163900,4.341436,17.64
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,28-Jan-2008,N/A,23.131033,23.131033,0.00000000,4.244636,34.13
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,28-Jan-2008,N/A,22.693004,22.693004,0.00000000,4.239198,34.62
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,28-Jan-2008,N/A,22.302812,22.302812,0.00000000,4.228858,35.11
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,28-Jan-2008,N/A,21.723283,21.723283,0.00000000,4.244038,35.60
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,28-Jan-2008,N/A,21.279833,21.279833,0.00000000,4.243004,36.09
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,28-Jan-2008,N/A,20.879622,20.879622,0.00000000,4.237517,36.58
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,28-Jan-2008,N/A,20.450138,20.450138,0.00000000,4.237026,37.07
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,28-Jan-2008,N/A,20.019689,20.019689,0.00000000,4.237850,37.56
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,28-Jan-2008,N/A,19.718151,19.718151,0.00000000,4.222630,38.05
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,28-Jan-2008,N/A,98.560000,99.175437,0.61543700,4.326624,18.68
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,28-Jan-2008,N/A,19.598831,19.598831,0.00000000,4.238582,38.05
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,28-Jan-2008,N/A,19.254639,19.254639,0.00000000,4.230139,38.54
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,28-Jan-2008,N/A,18.905918,18.905918,0.00000000,4.223342,39.03
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,28-Jan-2008,N/A,18.593817,18.593817,0.00000000,4.212586,39.52
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,28-Jan-2008,N/A,18.238822,18.238822,0.00000000,4.208668,40.01
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,28-Jan-2008,N/A,17.911478,17.911478,0.00000000,4.201967,40.50
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,28-Jan-2008,N/A,17.556777,17.556777,0.00000000,4.200039,40.99
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,28-Jan-2008,N/A,17.308853,17.308853,0.00000000,4.184224,41.49
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,28-Jan-2008,N/A,17.032834,17.032834,0.00000000,4.173194,41.98
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,28-Jan-2008,N/A,16.731267,16.731267,0.00000000,4.166631,42.47
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,28-Jan-2008,N/A,16.442588,16.442588,0.00000000,4.159148,42.96
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,28-Jan-2008,N/A,16.195769,16.195769,0.00000000,4.146588,43.45
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,28-Jan-2008,N/A,15.929833,15.929833,0.00000000,4.137566,43.95
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,28-Jan-2008,N/A,15.655752,15.655752,0.00000000,4.130542,44.44
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,28-Jan-2008,N/A,15.380448,15.380448,0.00000000,4.124530,44.93
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,28-Jan-2008,N/A,15.116046,15.116046,0.00000000,4.117765,45.42
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,28-Jan-2008,N/A,14.873169,14.873169,0.00000000,4.108656,45.91
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,28-Jan-2008,N/A,14.638803,14.638803,0.00000000,4.099062,46.40
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,28-Jan-2008,N/A,14.478871,14.478871,0.00000000,4.079225,46.90
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,28-Jan-2008,N/A,14.398892,14.398892,0.00000000,4.091036,46.90
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,28-Jan-2008,N/A,99.740000,100.355437,0.61543700,4.262554,20.23
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-2008,29-Jan-2008,N/A,99.477151,99.477151,0.00000000,5.224265,0.10
5% Treasury Stock 2008,GB0031734154,07-Mar-2008,29-Jan-2008,N/A,99.970000,101.961758,1.99175800,5.247250,0.10
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-2008,29-Jan-2008,N/A,99.461124,99.461124,0.00000000,5.386982,0.10
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,29-Jan-2008,N/A,98.314664,98.314664,0.00000000,4.881012,0.34
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,29-Jan-2008,N/A,97.201971,97.201971,0.00000000,4.772971,0.59
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,29-Jan-2008,N/A,100.260000,102.405604,2.14560400,5.051794,0.58
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,29-Jan-2008,N/A,102.670000,105.350328,2.68032800,5.061807,0.66
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,29-Jan-2008,N/A,96.129412,96.129412,0.00000000,4.684730,0.83
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,29-Jan-2008,N/A,95.211776,95.211776,0.00000000,4.503885,1.08
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,29-Jan-2008,N/A,99.470000,101.063407,1.59340700,4.495100,1.05
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,29-Jan-2008,N/A,95.177228,95.177228,0.00000000,4.537573,1.08
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,29-Jan-2008,N/A,94.154200,94.154200,0.00000000,4.503799,1.32
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,29-Jan-2008,N/A,93.157123,93.157123,0.00000000,4.474933,1.57
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,29-Jan-2008,N/A,105.420000,108.211209,2.79120900,4.549294,1.51
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,29-Jan-2008,N/A,92.184436,92.184436,0.00000000,4.441621,1.81
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,29-Jan-2008,N/A,102.310000,103.158361,0.84836100,4.433616,1.73
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,29-Jan-2008,N/A,92.154409,92.154409,0.00000000,4.459598,1.81
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,29-Jan-2008,N/A,91.173881,91.173881,0.00000000,4.445313,2.06
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,29-Jan-2008,N/A,90.210262,90.210262,0.00000000,4.427848,2.30
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,29-Jan-2008,N/A,100.740000,101.440820,0.70082000,4.412936,2.19
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,29-Jan-2008,N/A,90.200539,90.200539,0.00000000,4.432531,2.30
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,29-Jan-2008,N/A,89.223132,89.223132,0.00000000,4.431364,2.55
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,29-Jan-2008,N/A,104.920000,106.053242,1.13324200,4.372762,2.55
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,29-Jan-2008,N/A,88.285173,88.285173,0.00000000,4.416141,2.79
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,29-Jan-2008,N/A,87.269698,87.269698,0.00000000,4.438684,3.03
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,29-Jan-2008,N/A,99.430000,101.122995,1.69299500,4.447450,2.83
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,29-Jan-2008,N/A,87.299740,87.299740,0.00000000,4.427341,3.03
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,29-Jan-2008,N/A,86.350757,86.350757,0.00000000,4.425719,3.28
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,29-Jan-2008,N/A,114.360000,114.805055,0.44505500,4.462183,2.99
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,29-Jan-2008,N/A,85.420579,85.420579,0.00000000,4.423515,3.52
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,29-Jan-2008,N/A,84.508506,84.508506,0.00000000,4.417177,3.77
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,29-Jan-2008,N/A,111.410000,111.495165,0.08516500,4.587121,3.45
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,29-Jan-2008,N/A,83.574011,83.574011,0.00000000,4.422965,4.01
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,29-Jan-2008,N/A,83.604571,83.604571,0.00000000,4.413855,4.01
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,29-Jan-2008,N/A,102.240000,104.231758,1.99175800,4.396013,3.61
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,29-Jan-2008,N/A,82.507965,82.507965,0.00000000,4.466776,4.26
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,29-Jan-2008,N/A,103.140000,103.914590,0.77459000,4.447003,3.84
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,29-Jan-2008,N/A,82.604042,82.604042,0.00000000,4.439442,4.26
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,29-Jan-2008,N/A,118.090000,117.918804,-0.17119600,4.528818,3.80
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,29-Jan-2008,N/A,81.641932,81.641932,0.00000000,4.456636,4.50
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,29-Jan-2008,N/A,80.668965,80.668965,0.00000000,4.476315,4.75
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,29-Jan-2008,N/A,79.743525,79.743525,0.00000000,4.486473,4.99
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,29-Jan-2008,N/A,78.781196,78.781196,0.00000000,4.505825,5.23
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,29-Jan-2008,N/A,77.885710,77.885710,0.00000000,4.511820,5.48
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,29-Jan-2008,N/A,117.180000,119.927253,2.74725300,4.521893,4.54
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,29-Jan-2008,N/A,76.940960,76.940960,0.00000000,4.529533,5.72
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,29-Jan-2008,N/A,137.900000,139.506557,1.60655700,4.560842,4.47
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,29-Jan-2008,N/A,76.122134,76.122134,0.00000000,4.521792,5.97
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,29-Jan-2008,N/A,75.250375,75.250375,0.00000000,4.526675,6.21
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,29-Jan-2008,N/A,74.371255,74.371255,0.00000000,4.535926,6.46
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,29-Jan-2008,N/A,102.720000,104.711758,1.99175800,4.518081,5.49
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,29-Jan-2008,N/A,74.373468,74.373468,0.00000000,4.535465,6.46
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,29-Jan-2008,N/A,73.482294,73.482294,0.00000000,4.547500,6.70
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,29-Jan-2008,N/A,72.634254,72.634254,0.00000000,4.553302,6.94
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,29-Jan-2008,N/A,71.786881,71.786881,0.00000000,4.559462,7.19
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,29-Jan-2008,N/A,70.950878,70.950878,0.00000000,4.565918,7.43
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,29-Jan-2008,N/A,101.320000,103.212170,1.89217000,4.542029,6.22
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,29-Jan-2008,N/A,70.940269,70.940269,0.00000000,4.567930,7.43
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,29-Jan-2008,N/A,122.080000,123.260328,1.18032800,4.614573,5.99
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,29-Jan-2008,N/A,69.862859,69.862859,0.00000000,4.619728,7.68
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,29-Jan-2008,N/A,69.779698,69.779698,0.00000000,4.635247,7.67
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,29-Jan-2008,N/A,69.155570,69.155570,0.00000000,4.604507,7.92
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,29-Jan-2008,N/A,68.404979,68.404979,0.00000000,4.598326,8.16
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,29-Jan-2008,N/A,67.790469,67.790469,0.00000000,4.570917,8.41
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,29-Jan-2008,N/A,96.060000,97.653407,1.59340700,4.558320,7.05
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,29-Jan-2008,N/A,67.665168,67.665168,0.00000000,4.592918,8.41
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,29-Jan-2008,N/A,66.869180,66.869180,0.00000000,4.598050,8.65
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,29-Jan-2008,N/A,66.076486,66.076486,0.00000000,4.604761,8.90
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,29-Jan-2008,N/A,65.277381,65.277381,0.00000000,4.612955,9.14
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,29-Jan-2008,N/A,131.650000,135.406793,3.75679300,4.619966,6.73
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,29-Jan-2008,N/A,64.505237,64.505237,0.00000000,4.618653,9.38
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,29-Jan-2008,N/A,63.752239,63.752239,0.00000000,4.621662,9.63
5% Treasury Gilt 2018 WI,GB00B29WN129,07-Mar-2018,29-Jan-2008,N/A,103.370000,105.457912,2.08791200,4.578460,7.74
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,29-Jan-2008,N/A,63.097757,63.097757,0.00000000,4.610860,9.87
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,29-Jan-2008,N/A,103.360000,105.351758,1.99175800,4.580219,7.76
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,29-Jan-2008,N/A,63.043781,63.043781,0.00000000,4.619528,9.87
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,29-Jan-2008,N/A,62.322024,62.322024,0.00000000,4.620121,10.12
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,29-Jan-2008,N/A,61.619446,61.619446,0.00000000,4.619692,10.36
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,29-Jan-2008,N/A,60.901135,60.901135,0.00000000,4.622245,10.61
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,29-Jan-2008,N/A,60.208320,60.208320,0.00000000,4.622744,10.85
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,29-Jan-2008,N/A,59.517515,59.517515,0.00000000,4.623443,11.10
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,29-Jan-2008,N/A,58.804016,58.804016,0.00000000,4.629356,11.34
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,29-Jan-2008,N/A,58.113366,58.113366,0.00000000,4.632256,11.58
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,29-Jan-2008,N/A,57.546152,57.546152,0.00000000,4.618703,11.83
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,29-Jan-2008,N/A,101.320000,103.212170,1.89217000,4.606018,8.99
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,29-Jan-2008,N/A,57.432176,57.432176,0.00000000,4.635464,11.83
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,29-Jan-2008,N/A,56.666134,56.666134,0.00000000,4.651488,12.07
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,29-Jan-2008,N/A,55.884226,55.884226,0.00000000,4.671272,12.31
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,29-Jan-2008,N/A,55.199276,55.199276,0.00000000,4.677252,12.56
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,29-Jan-2008,N/A,54.492325,54.492325,0.00000000,4.687945,12.80
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,29-Jan-2008,N/A,132.820000,134.000328,1.18032800,4.668243,8.85
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,29-Jan-2008,N/A,53.867207,53.867207,0.00000000,4.687300,13.05
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,29-Jan-2008,N/A,53.833241,53.833241,0.00000000,4.692134,13.05
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,29-Jan-2008,N/A,53.198959,53.198959,0.00000000,4.694355,13.29
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,29-Jan-2008,N/A,52.613184,52.613184,0.00000000,4.690174,13.54
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,29-Jan-2008,N/A,52.050317,52.050317,0.00000000,4.684393,13.78
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,29-Jan-2008,N/A,51.478681,51.478681,0.00000000,4.680326,14.02
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,29-Jan-2008,N/A,50.958906,50.958906,0.00000000,4.670652,14.27
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,29-Jan-2008,N/A,50.464490,50.464490,0.00000000,4.658042,14.51
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,29-Jan-2008,N/A,49.938541,49.938541,0.00000000,4.651284,14.76
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,29-Jan-2008,N/A,49.445084,49.445084,0.00000000,4.640607,15.00
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,29-Jan-2008,N/A,48.992409,48.992409,0.00000000,4.625953,15.25
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,29-Jan-2008,N/A,48.537704,48.537704,0.00000000,4.612105,15.50
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,29-Jan-2008,N/A,48.050144,48.050144,0.00000000,4.604057,15.74
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,29-Jan-2008,N/A,47.596474,47.596474,0.00000000,4.591983,15.99
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,29-Jan-2008,N/A,47.177692,47.177692,0.00000000,4.576728,16.23
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,29-Jan-2008,N/A,46.667788,46.667788,0.00000000,4.573799,16.48
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,29-Jan-2008,N/A,46.228175,46.228175,0.00000000,4.563007,16.72
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,29-Jan-2008,N/A,46.278427,46.278427,0.00000000,4.556509,16.72
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,29-Jan-2008,N/A,105.130000,107.121758,1.99175800,4.564246,11.36
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,29-Jan-2008,N/A,45.719438,45.719438,0.00000000,4.561534,16.97
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,29-Jan-2008,N/A,45.214453,45.214453,0.00000000,4.560764,17.21
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,29-Jan-2008,N/A,44.688144,44.688144,0.00000000,4.563045,17.45
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,29-Jan-2008,N/A,44.192299,44.192299,0.00000000,4.562564,17.70
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,29-Jan-2008,N/A,43.684127,43.684127,0.00000000,4.563963,17.94
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,29-Jan-2008,N/A,43.213493,43.213493,0.00000000,4.561691,18.19
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,29-Jan-2008,N/A,42.736141,42.736141,0.00000000,4.560580,18.43
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,29-Jan-2008,N/A,42.290561,42.290561,0.00000000,4.556533,18.68
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,29-Jan-2008,N/A,41.841493,41.841493,0.00000000,4.553232,18.92
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,29-Jan-2008,N/A,41.380801,41.380801,0.00000000,4.552462,19.17
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,29-Jan-2008,N/A,41.119109,41.119109,0.00000000,4.526983,19.41
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,29-Jan-2008,N/A,96.080000,96.707049,0.62704900,4.551636,13.08
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,29-Jan-2008,N/A,40.971439,40.971439,0.00000000,4.545517,19.41
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,29-Jan-2008,N/A,40.559442,40.559442,0.00000000,4.539953,19.66
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,29-Jan-2008,N/A,40.088263,40.088263,0.00000000,4.542092,19.90
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,29-Jan-2008,N/A,39.617857,39.617857,0.00000000,4.545129,20.14
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,29-Jan-2008,N/A,39.249028,39.249028,0.00000000,4.535719,20.39
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,29-Jan-2008,N/A,39.203894,39.203894,0.00000000,4.541362,20.39
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,29-Jan-2008,N/A,119.010000,119.895246,0.88524600,4.575193,12.54
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,29-Jan-2008,N/A,38.868398,38.868398,0.00000000,4.528783,20.63
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,29-Jan-2008,N/A,38.461345,38.461345,0.00000000,4.525411,20.88
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,29-Jan-2008,N/A,38.106570,38.106570,0.00000000,4.516491,21.12
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,29-Jan-2008,N/A,37.736178,37.736178,0.00000000,4.509779,21.37
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,29-Jan-2008,N/A,37.403174,37.403174,0.00000000,4.499372,21.62
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,29-Jan-2008,N/A,37.035684,37.035684,0.00000000,4.493489,21.86
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,29-Jan-2008,N/A,36.707431,36.707431,0.00000000,4.483669,22.11
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,29-Jan-2008,N/A,36.323842,36.323842,0.00000000,4.480911,22.35
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,29-Jan-2008,N/A,102.920000,103.620820,0.70082000,4.542906,13.90
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,29-Jan-2008,N/A,36.365974,36.365974,0.00000000,4.475725,22.35
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,29-Jan-2008,N/A,36.056000,36.056000,0.00000000,4.464795,22.60
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,29-Jan-2008,N/A,35.729213,35.729213,0.00000000,4.456170,22.84
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,29-Jan-2008,N/A,35.415227,35.415227,0.00000000,4.446833,23.09
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,29-Jan-2008,N/A,35.089833,35.089833,0.00000000,4.439117,23.33
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,29-Jan-2008,N/A,34.776805,34.776805,0.00000000,4.430719,23.58
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,29-Jan-2008,N/A,34.478831,34.478831,0.00000000,4.420703,23.83
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,29-Jan-2008,N/A,34.523077,34.523077,0.00000000,4.415321,23.83
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,29-Jan-2008,N/A,96.600000,97.227049,0.62704900,4.480450,14.80
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,29-Jan-2008,N/A,34.133653,34.133653,0.00000000,4.417238,24.07
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,29-Jan-2008,N/A,33.791467,33.791467,0.00000000,4.413607,24.32
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,29-Jan-2008,N/A,33.470510,33.470510,0.00000000,4.408171,24.56
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,29-Jan-2008,N/A,33.112117,33.112117,0.00000000,4.407483,24.81
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,29-Jan-2008,N/A,32.800529,32.800529,0.00000000,4.401858,25.05
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,29-Jan-2008,N/A,32.472740,32.472740,0.00000000,4.398391,25.30
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,29-Jan-2008,N/A,32.173638,32.173638,0.00000000,4.392174,25.54
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,29-Jan-2008,N/A,31.854912,31.854912,0.00000000,4.388525,25.79
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,29-Jan-2008,N/A,31.542248,31.542248,0.00000000,4.384861,26.03
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,29-Jan-2008,N/A,31.243750,31.243750,0.00000000,4.379645,26.28
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,29-Jan-2008,N/A,31.012849,31.012849,0.00000000,4.366908,26.52
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,29-Jan-2008,N/A,30.734004,30.734004,0.00000000,4.360173,26.77
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,29-Jan-2008,N/A,30.419013,30.419013,0.00000000,4.358520,27.01
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,29-Jan-2008,N/A,30.131068,30.131068,0.00000000,4.353740,27.26
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,29-Jan-2008,N/A,29.833789,29.833789,0.00000000,4.350767,27.50
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,29-Jan-2008,N/A,29.911094,29.911094,0.00000000,4.341358,27.50
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,29-Jan-2008,N/A,97.040000,98.732995,1.69299500,4.435053,15.84
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,29-Jan-2008,N/A,29.541822,29.541822,0.00000000,4.347306,27.75
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,29-Jan-2008,N/A,28.965158,28.965158,0.00000000,4.340966,28.24
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,29-Jan-2008,N/A,28.394892,28.394892,0.00000000,4.335437,28.73
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,29-Jan-2008,N/A,27.859861,27.859861,0.00000000,4.327144,29.22
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,29-Jan-2008,N/A,27.337966,27.337966,0.00000000,4.318748,29.71
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,29-Jan-2008,N/A,26.817405,26.817405,0.00000000,4.311667,30.20
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,29-Jan-2008,N/A,26.886814,26.886814,0.00000000,4.303108,30.20
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,29-Jan-2008,N/A,105.540000,106.240820,0.70082000,4.419018,16.40
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,29-Jan-2008,N/A,26.322563,26.322563,0.00000000,4.302855,30.69
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,29-Jan-2008,N/A,25.786991,25.786991,0.00000000,4.300514,31.18
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,29-Jan-2008,N/A,25.215038,25.215038,0.00000000,4.304161,31.67
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,29-Jan-2008,N/A,24.696885,24.696885,0.00000000,4.302516,32.16
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,29-Jan-2008,N/A,24.190090,24.190090,0.00000000,4.300830,32.65
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,29-Jan-2008,N/A,23.662110,23.662110,0.00000000,4.303220,33.14
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,29-Jan-2008,N/A,23.183738,23.183738,0.00000000,4.300651,33.63
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,29-Jan-2008,N/A,22.657542,22.657542,0.00000000,4.305583,34.12
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,29-Jan-2008,N/A,101.620000,102.283934,0.66393400,4.408299,17.54
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,29-Jan-2008,N/A,22.734287,22.734287,0.00000000,4.295673,34.12
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,29-Jan-2008,N/A,22.308932,22.308932,0.00000000,4.288843,34.61
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,29-Jan-2008,N/A,21.857952,21.857952,0.00000000,4.286577,35.10
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,29-Jan-2008,N/A,21.372950,21.372950,0.00000000,4.290039,35.59
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,29-Jan-2008,N/A,20.960346,20.960346,0.00000000,4.285245,36.08
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,29-Jan-2008,N/A,20.519806,20.519806,0.00000000,4.285360,36.57
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,29-Jan-2008,N/A,20.150876,20.150876,0.00000000,4.277109,37.06
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,29-Jan-2008,N/A,19.727704,19.727704,0.00000000,4.277279,37.55
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,29-Jan-2008,N/A,19.486302,19.486302,0.00000000,4.254018,38.04
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,29-Jan-2008,N/A,97.440000,98.067049,0.62704900,4.387597,18.57
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,29-Jan-2008,N/A,19.309144,19.309144,0.00000000,4.278026,38.04
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,29-Jan-2008,N/A,18.972198,18.972198,0.00000000,4.268785,38.53
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,29-Jan-2008,N/A,18.610607,18.610607,0.00000000,4.263977,39.02
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,29-Jan-2008,N/A,18.322521,18.322521,0.00000000,4.250069,39.51
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,29-Jan-2008,N/A,17.996566,17.996566,0.00000000,4.242375,40.00
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,29-Jan-2008,N/A,17.656111,17.656111,0.00000000,4.237705,40.49
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,29-Jan-2008,N/A,17.376211,17.376211,0.00000000,4.225537,40.99
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,29-Jan-2008,N/A,17.098368,17.098368,0.00000000,4.213992,41.48
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,29-Jan-2008,N/A,16.784143,16.784143,0.00000000,4.208506,41.97
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,29-Jan-2008,N/A,16.505109,16.505109,0.00000000,4.198945,42.46
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,29-Jan-2008,N/A,16.196186,16.196186,0.00000000,4.194560,42.95
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,29-Jan-2008,N/A,15.983823,15.983823,0.00000000,4.177164,43.45
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,29-Jan-2008,N/A,15.685566,15.685566,0.00000000,4.172989,43.94
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,29-Jan-2008,N/A,15.415811,15.415811,0.00000000,4.165554,44.43
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,29-Jan-2008,N/A,15.188715,15.188715,0.00000000,4.152702,44.92
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,29-Jan-2008,N/A,14.930112,14.930112,0.00000000,4.145263,45.41
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,29-Jan-2008,N/A,14.690108,14.690108,0.00000000,4.135876,45.90
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,29-Jan-2008,N/A,14.462926,14.462926,0.00000000,4.125352,46.40
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,29-Jan-2008,N/A,14.246372,14.246372,0.00000000,4.113983,46.89
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,29-Jan-2008,N/A,14.234872,14.234872,0.00000000,4.115705,46.89
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,29-Jan-2008,N/A,98.640000,99.267049,0.62704900,4.317217,20.09
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-2008,30-Jan-2008,N/A,99.493347,99.493347,0.00000000,5.202357,0.10
5% Treasury Stock 2008,GB0031734154,07-Mar-2008,30-Jan-2008,N/A,99.970000,101.975495,2.00549500,5.255122,0.10
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-2008,30-Jan-2008,N/A,99.475760,99.475760,0.00000000,5.385834,0.10
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,30-Jan-2008,N/A,98.336797,98.336797,0.00000000,4.853673,0.34
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,30-Jan-2008,N/A,97.228464,97.228464,0.00000000,4.748536,0.59
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,30-Jan-2008,N/A,100.260000,102.420714,2.16071400,5.049985,0.58
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,30-Jan-2008,N/A,102.660000,105.364918,2.70491800,5.061519,0.66
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,30-Jan-2008,N/A,96.158819,96.158819,0.00000000,4.663130,0.83
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,30-Jan-2008,N/A,95.238250,95.238250,0.00000000,4.489402,1.07
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,30-Jan-2008,N/A,99.500000,101.104396,1.60439600,4.468012,1.05
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,30-Jan-2008,N/A,95.199553,95.199553,0.00000000,4.527218,1.07
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,30-Jan-2008,N/A,94.182335,94.182335,0.00000000,4.490384,1.32
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,30-Jan-2008,N/A,93.186957,93.186957,0.00000000,4.462233,1.56
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,30-Jan-2008,N/A,105.450000,108.263187,2.81318700,4.525607,1.51
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,30-Jan-2008,N/A,92.222276,92.222276,0.00000000,4.425575,1.81
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,30-Jan-2008,N/A,102.350000,103.214071,0.86407100,4.409338,1.73
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,30-Jan-2008,N/A,92.186752,92.186752,0.00000000,4.446865,1.81
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,30-Jan-2008,N/A,91.210178,91.210178,0.00000000,4.431811,2.05
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,30-Jan-2008,N/A,90.248354,90.248354,0.00000000,4.414689,2.30
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,30-Jan-2008,N/A,100.790000,101.503798,0.71379800,4.390029,2.19
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,30-Jan-2008,N/A,90.236496,90.236496,0.00000000,4.420405,2.30
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,30-Jan-2008,N/A,89.264729,89.264729,0.00000000,4.417768,2.54
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,30-Jan-2008,N/A,104.990000,106.140412,1.15041200,4.345187,2.55
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,30-Jan-2008,N/A,88.331505,88.331505,0.00000000,4.401604,2.79
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,30-Jan-2008,N/A,87.324727,87.324727,0.00000000,4.421870,3.03
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,30-Jan-2008,N/A,99.500000,101.204670,1.70467000,4.423143,2.82
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,30-Jan-2008,N/A,87.349690,87.349690,0.00000000,4.412443,3.03
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,30-Jan-2008,N/A,86.398201,86.398201,0.00000000,4.412608,3.28
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,30-Jan-2008,N/A,114.430000,114.899780,0.46978000,4.438671,2.99
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,30-Jan-2008,N/A,85.471283,85.471283,0.00000000,4.410076,3.52
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,30-Jan-2008,N/A,84.555447,84.555447,0.00000000,4.405604,3.77
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,30-Jan-2008,N/A,111.490000,111.596456,0.10645600,4.564427,3.45
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,30-Jan-2008,N/A,83.617671,83.617671,0.00000000,4.412939,4.01
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,30-Jan-2008,N/A,83.660195,83.660195,0.00000000,4.400261,4.01
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,30-Jan-2008,N/A,102.320000,104.325495,2.00549500,4.374427,3.61
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,30-Jan-2008,N/A,82.574472,82.574472,0.00000000,4.450675,4.26
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,30-Jan-2008,N/A,103.220000,104.008934,0.78893400,4.426495,3.84
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,30-Jan-2008,N/A,82.657288,82.657288,0.00000000,4.427118,4.26
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,30-Jan-2008,N/A,118.170000,118.023261,-0.14673900,4.508683,3.79
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,30-Jan-2008,N/A,81.711966,81.711966,0.00000000,4.440268,4.50
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,30-Jan-2008,N/A,80.762429,80.762429,0.00000000,4.454455,4.74
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,30-Jan-2008,N/A,79.836277,79.836277,0.00000000,4.465609,4.99
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,30-Jan-2008,N/A,78.882320,78.882320,0.00000000,4.483634,5.23
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,30-Jan-2008,N/A,77.965503,77.965503,0.00000000,4.495358,5.48
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,30-Jan-2008,N/A,117.290000,120.059231,2.76923100,4.500352,4.54
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,30-Jan-2008,N/A,77.046415,77.046415,0.00000000,4.507729,5.72
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,30-Jan-2008,N/A,138.020000,139.659344,1.63934400,4.539086,4.47
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,30-Jan-2008,N/A,76.204266,76.204266,0.00000000,4.505771,5.96
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,30-Jan-2008,N/A,75.303336,75.303336,0.00000000,4.517314,6.21
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,30-Jan-2008,N/A,74.445156,74.445156,0.00000000,4.522444,6.45
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,30-Jan-2008,N/A,102.840000,104.845495,2.00549500,4.497046,5.48
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,30-Jan-2008,N/A,74.448201,74.448201,0.00000000,4.521810,6.45
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,30-Jan-2008,N/A,73.566149,73.566149,0.00000000,4.532306,6.70
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,30-Jan-2008,N/A,72.714864,72.714864,0.00000000,4.539104,6.94
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,30-Jan-2008,N/A,71.871233,71.871233,0.00000000,4.544834,7.19
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,30-Jan-2008,N/A,71.050702,71.050702,0.00000000,4.548664,7.43
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,30-Jan-2008,N/A,101.440000,103.345220,1.90522000,4.523292,6.22
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,30-Jan-2008,N/A,71.022841,71.022841,0.00000000,4.553942,7.43
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,30-Jan-2008,N/A,122.210000,123.412186,1.20218600,4.596080,5.98
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,30-Jan-2008,N/A,69.976467,69.976467,0.00000000,4.600178,7.67
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,30-Jan-2008,N/A,69.880150,69.880150,0.00000000,4.618129,7.67
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,30-Jan-2008,N/A,69.268805,69.268805,0.00000000,4.585422,7.92
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,30-Jan-2008,N/A,68.510234,68.510234,0.00000000,4.581011,8.16
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,30-Jan-2008,N/A,67.899297,67.899297,0.00000000,4.553314,8.41
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,30-Jan-2008,N/A,96.180000,97.784396,1.60439600,4.541063,7.05
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,30-Jan-2008,N/A,67.765036,67.765036,0.00000000,4.576857,8.41
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,30-Jan-2008,N/A,66.972255,66.972255,0.00000000,4.581682,8.65
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,30-Jan-2008,N/A,66.186708,66.186708,0.00000000,4.587429,8.89
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,30-Jan-2008,N/A,65.387293,65.387293,0.00000000,4.595911,9.14
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,30-Jan-2008,N/A,131.800000,135.580571,3.78057100,4.602757,6.73
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,30-Jan-2008,N/A,64.587281,64.587281,0.00000000,4.606443,9.38
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,30-Jan-2008,N/A,63.838151,63.838151,0.00000000,4.608971,9.63
5% Treasury Gilt 2018 WI,GB00B29WN129,07-Mar-2018,30-Jan-2008,N/A,103.510000,105.597912,2.08791200,4.561331,7.75
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,30-Jan-2008,N/A,63.219259,63.219259,0.00000000,4.592641,9.87
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,30-Jan-2008,N/A,103.510000,105.515495,2.00549500,4.561813,7.76
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,30-Jan-2008,N/A,63.152931,63.152931,0.00000000,4.603275,9.87
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,30-Jan-2008,N/A,62.410974,62.410974,0.00000000,4.607256,10.12
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,30-Jan-2008,N/A,61.727442,61.727442,0.00000000,4.604000,10.36
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,30-Jan-2008,N/A,61.020336,61.020336,0.00000000,4.604984,10.61
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,30-Jan-2008,N/A,60.325665,60.325665,0.00000000,4.605954,10.85
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,30-Jan-2008,N/A,59.639002,59.639002,0.00000000,4.606188,11.09
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,30-Jan-2008,N/A,58.924182,58.924182,0.00000000,4.612458,11.34
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,30-Jan-2008,N/A,58.221026,58.221026,0.00000000,4.617355,11.58
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,30-Jan-2008,N/A,57.640758,57.640758,0.00000000,4.605874,11.83
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,30-Jan-2008,N/A,101.480000,103.385220,1.90522000,4.588764,8.99
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,30-Jan-2008,N/A,57.538576,57.538576,0.00000000,4.620877,11.83
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,30-Jan-2008,N/A,56.761102,56.761102,0.00000000,4.638655,12.07
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,30-Jan-2008,N/A,55.996834,55.996834,0.00000000,4.655952,12.31
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,30-Jan-2008,N/A,55.323713,55.323713,0.00000000,4.660325,12.56
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,30-Jan-2008,N/A,54.637057,54.637057,0.00000000,4.668216,12.80
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,30-Jan-2008,N/A,133.020000,134.222186,1.20218600,4.650974,8.85
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,30-Jan-2008,N/A,53.979212,53.979212,0.00000000,4.672347,13.04
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,30-Jan-2008,N/A,53.984949,53.984949,0.00000000,4.671532,13.05
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,30-Jan-2008,N/A,53.348518,53.348518,0.00000000,4.674186,13.29
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,30-Jan-2008,N/A,52.737602,52.737602,0.00000000,4.673657,13.53
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,30-Jan-2008,N/A,52.162812,52.162812,0.00000000,4.669645,13.78
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,30-Jan-2008,N/A,51.584732,51.584732,0.00000000,4.666551,14.02
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,30-Jan-2008,N/A,51.053959,51.053959,0.00000000,4.658478,14.27
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,30-Jan-2008,N/A,50.564314,50.564314,0.00000000,4.645292,14.51
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,30-Jan-2008,N/A,50.044633,50.044633,0.00000000,4.637758,14.76
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,30-Jan-2008,N/A,49.555587,49.555587,0.00000000,4.626563,15.00
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,30-Jan-2008,N/A,49.104993,49.104993,0.00000000,4.611723,15.25
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,30-Jan-2008,N/A,48.670432,48.670432,0.00000000,4.595283,15.49
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,30-Jan-2008,N/A,48.191006,48.191006,0.00000000,4.586251,15.74
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,30-Jan-2008,N/A,47.717553,47.717553,0.00000000,4.576863,15.98
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,30-Jan-2008,N/A,47.250686,47.250686,0.00000000,4.567967,16.23
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,30-Jan-2008,N/A,46.750710,46.750710,0.00000000,4.563772,16.47
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,30-Jan-2008,N/A,46.314577,46.314577,0.00000000,4.552579,16.72
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,30-Jan-2008,N/A,46.333382,46.333382,0.00000000,4.550151,16.72
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,30-Jan-2008,N/A,105.350000,107.355495,2.00549500,4.546156,11.37
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,30-Jan-2008,N/A,45.775052,45.775052,0.00000000,4.555094,16.96
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,30-Jan-2008,N/A,45.288871,45.288871,0.00000000,4.551927,17.21
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,30-Jan-2008,N/A,44.755678,44.755678,0.00000000,4.555099,17.45
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,30-Jan-2008,N/A,44.284822,44.284822,0.00000000,4.551446,17.70
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,30-Jan-2008,N/A,43.790162,43.790162,0.00000000,4.551137,17.94
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,30-Jan-2008,N/A,43.340182,43.340182,0.00000000,4.546275,18.19
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,30-Jan-2008,N/A,42.847625,42.847625,0.00000000,4.547113,18.43
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,30-Jan-2008,N/A,42.420823,42.420823,0.00000000,4.540727,18.67
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,30-Jan-2008,N/A,41.966447,41.966447,0.00000000,4.538121,18.92
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,30-Jan-2008,N/A,41.515623,41.515623,0.00000000,4.536134,19.16
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,30-Jan-2008,N/A,41.289965,41.289965,0.00000000,4.506252,19.41
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,30-Jan-2008,N/A,96.310000,96.948661,0.63866100,4.533498,13.08
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,30-Jan-2008,N/A,41.081316,41.081316,0.00000000,4.532351,19.41
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,30-Jan-2008,N/A,40.733455,40.733455,0.00000000,4.518798,19.65
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,30-Jan-2008,N/A,40.254691,40.254691,0.00000000,4.521889,19.90
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,30-Jan-2008,N/A,39.772399,39.772399,0.00000000,4.526414,20.14
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,30-Jan-2008,N/A,39.401323,39.401323,0.00000000,4.517325,20.39
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,30-Jan-2008,N/A,39.375260,39.375260,0.00000000,4.520570,20.39
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,30-Jan-2008,N/A,119.270000,120.171639,0.90163900,4.557818,12.55
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,30-Jan-2008,N/A,39.036878,39.036878,0.00000000,4.508416,20.63
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,30-Jan-2008,N/A,38.595201,38.595201,0.00000000,4.509356,20.88
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,30-Jan-2008,N/A,38.249168,38.249168,0.00000000,4.499389,21.12
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,30-Jan-2008,N/A,37.865489,37.865489,0.00000000,4.494341,21.37
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,30-Jan-2008,N/A,37.549280,37.549280,0.00000000,4.481900,21.61
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,30-Jan-2008,N/A,37.174225,37.174225,0.00000000,4.476964,21.86
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,30-Jan-2008,N/A,36.837154,36.837154,0.00000000,4.468261,22.11
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,30-Jan-2008,N/A,36.478839,36.478839,0.00000000,4.462402,22.35
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,30-Jan-2008,N/A,103.180000,103.893798,0.71379800,4.524871,13.91
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,30-Jan-2008,N/A,36.483410,36.483410,0.00000000,4.461841,22.35
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,30-Jan-2008,N/A,36.159663,36.159663,0.00000000,4.452626,22.60
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,30-Jan-2008,N/A,35.832660,35.832660,0.00000000,4.444039,22.84
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,30-Jan-2008,N/A,35.542497,35.542497,0.00000000,4.431818,23.09
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,30-Jan-2008,N/A,35.212590,35.212590,0.00000000,4.424664,23.33
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,30-Jan-2008,N/A,34.904675,34.904675,0.00000000,4.415664,23.58
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,30-Jan-2008,N/A,34.598609,34.598609,0.00000000,4.406648,23.82
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,30-Jan-2008,N/A,34.639771,34.639771,0.00000000,4.401658,23.83
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,30-Jan-2008,N/A,96.900000,97.538661,0.63866100,4.459659,14.82
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,30-Jan-2008,N/A,34.272026,34.272026,0.00000000,4.400927,24.07
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,30-Jan-2008,N/A,33.905082,33.905082,0.00000000,4.400292,24.31
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,30-Jan-2008,N/A,33.582182,33.582182,0.00000000,4.395095,24.56
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,30-Jan-2008,N/A,33.240370,33.240370,0.00000000,4.392378,24.80
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,30-Jan-2008,N/A,32.931819,32.931819,0.00000000,4.386388,25.05
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,30-Jan-2008,N/A,32.604872,32.604872,0.00000000,4.382807,25.30
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,30-Jan-2008,N/A,32.306542,32.306542,0.00000000,4.376500,25.54
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,30-Jan-2008,N/A,31.991828,31.991828,0.00000000,4.372351,25.79
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,30-Jan-2008,N/A,31.674660,31.674660,0.00000000,4.369224,26.03
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,30-Jan-2008,N/A,31.381171,31.381171,0.00000000,4.363393,26.28
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,30-Jan-2008,N/A,31.159595,31.159595,0.00000000,4.349556,26.52
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,30-Jan-2008,N/A,30.866398,30.866398,0.00000000,4.344555,26.77
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,30-Jan-2008,N/A,30.550001,30.550001,0.00000000,4.343051,27.01
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,30-Jan-2008,N/A,30.292326,30.292326,0.00000000,4.334589,27.26
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,30-Jan-2008,N/A,29.989852,29.989852,0.00000000,4.332226,27.50
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,30-Jan-2008,N/A,30.065500,30.065500,0.00000000,4.323066,27.50
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,30-Jan-2008,N/A,97.380000,99.084670,1.70467000,4.413386,15.86
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,30-Jan-2008,N/A,29.699288,29.699288,0.00000000,4.328571,27.75
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,30-Jan-2008,N/A,29.121195,29.121195,0.00000000,4.322355,28.24
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,30-Jan-2008,N/A,28.560303,28.560303,0.00000000,4.315627,28.73
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,30-Jan-2008,N/A,28.024738,28.024738,0.00000000,4.307350,29.22
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,30-Jan-2008,N/A,27.500033,27.500033,0.00000000,4.299246,29.71
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,30-Jan-2008,N/A,26.975901,26.975901,0.00000000,4.292540,30.20
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,30-Jan-2008,N/A,27.035233,27.035233,0.00000000,4.285266,30.20
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,30-Jan-2008,N/A,105.930000,106.643798,0.71379800,4.396677,16.42
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,30-Jan-2008,N/A,26.466607,26.466607,0.00000000,4.285452,30.69
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,30-Jan-2008,N/A,25.884078,25.884078,0.00000000,4.288835,31.18
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,30-Jan-2008,N/A,25.352064,25.352064,0.00000000,4.287415,31.67
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,30-Jan-2008,N/A,24.840727,24.840727,0.00000000,4.284819,32.16
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,30-Jan-2008,N/A,24.309738,24.309738,0.00000000,4.286074,32.65
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,30-Jan-2008,N/A,23.805690,23.805690,0.00000000,4.285315,33.14
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,30-Jan-2008,N/A,23.328908,23.328908,0.00000000,4.282434,33.63
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,30-Jan-2008,N/A,22.797979,22.797979,0.00000000,4.287813,34.12
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,30-Jan-2008,N/A,102.030000,102.706230,0.67623000,4.385502,17.57
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,30-Jan-2008,N/A,22.874969,22.874969,0.00000000,4.277932,34.12
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,30-Jan-2008,N/A,22.431725,22.431725,0.00000000,4.273317,34.61
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,30-Jan-2008,N/A,21.976023,21.976023,0.00000000,4.271559,35.10
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,30-Jan-2008,N/A,21.474869,21.474869,0.00000000,4.276998,35.59
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,30-Jan-2008,N/A,21.001695,21.001695,0.00000000,4.280104,36.08
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,30-Jan-2008,N/A,20.583745,20.583745,0.00000000,4.277169,36.57
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,30-Jan-2008,N/A,20.175447,20.175447,0.00000000,4.274133,37.06
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,30-Jan-2008,N/A,19.756250,19.756250,0.00000000,4.273736,37.55
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,30-Jan-2008,N/A,19.496566,19.496566,0.00000000,4.252936,38.04
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,30-Jan-2008,N/A,97.880000,98.518661,0.63866100,4.363517,18.61
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,30-Jan-2008,N/A,19.365627,19.365627,0.00000000,4.270651,38.04
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,30-Jan-2008,N/A,19.037982,19.037982,0.00000000,4.260101,38.53
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,30-Jan-2008,N/A,18.662951,18.662951,0.00000000,4.257074,39.02
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,30-Jan-2008,N/A,18.386049,18.386049,0.00000000,4.241600,39.51
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,30-Jan-2008,N/A,18.035207,18.035207,0.00000000,4.237300,40.00
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,30-Jan-2008,N/A,17.698022,17.698022,0.00000000,4.232133,40.49
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,30-Jan-2008,N/A,17.425509,17.425509,0.00000000,4.218903,40.99
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,30-Jan-2008,N/A,17.139127,17.139127,0.00000000,4.208526,41.48
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,30-Jan-2008,N/A,16.845372,16.845372,0.00000000,4.200100,41.97
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,30-Jan-2008,N/A,16.560643,16.560643,0.00000000,4.191301,42.46
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,30-Jan-2008,N/A,16.277923,16.277923,0.00000000,4.183104,42.95
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,30-Jan-2008,N/A,16.028221,16.028221,0.00000000,4.171039,43.44
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,30-Jan-2008,N/A,15.751225,15.751225,0.00000000,4.163738,43.94
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,30-Jan-2008,N/A,15.508657,15.508657,0.00000000,4.152292,44.43
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,30-Jan-2008,N/A,15.270991,15.270991,0.00000000,4.140925,44.92
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,30-Jan-2008,N/A,14.986806,14.986806,0.00000000,4.137163,45.41
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,30-Jan-2008,N/A,14.770288,14.770288,0.00000000,4.124261,45.90
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,30-Jan-2008,N/A,14.553186,14.553186,0.00000000,4.112183,46.40
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,30-Jan-2008,N/A,14.291460,14.291460,0.00000000,4.107480,46.89
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,30-Jan-2008,N/A,14.282907,14.282907,0.00000000,4.108757,46.89
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,30-Jan-2008,N/A,99.180000,99.818661,0.63866100,4.290258,20.16
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-2008,31-Jan-2008,N/A,99.511030,99.511030,0.00000000,5.163285,0.09
5% Treasury Stock 2008,GB0031734154,07-Mar-2008,31-Jan-2008,N/A,99.980000,101.999231,2.01923100,5.158839,0.09
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-2008,31-Jan-2008,N/A,99.496993,99.496993,0.00000000,5.313840,0.09
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,31-Jan-2008,N/A,98.384946,98.384946,0.00000000,4.747882,0.34
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,31-Jan-2008,N/A,97.310211,97.310211,0.00000000,4.626393,0.58
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,31-Jan-2008,N/A,100.330000,102.505824,2.17582400,4.929702,0.58
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,31-Jan-2008,N/A,102.720000,105.449508,2.72950800,4.960477,0.66
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,31-Jan-2008,N/A,96.269100,96.269100,0.00000000,4.539902,0.83
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,31-Jan-2008,N/A,95.368471,95.368471,0.00000000,4.373362,1.07
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,31-Jan-2008,N/A,99.650000,101.265385,1.61538500,4.327227,1.04
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,31-Jan-2008,N/A,95.355612,95.355612,0.00000000,4.385933,1.07
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,31-Jan-2008,N/A,94.360556,94.360556,0.00000000,4.356137,1.32
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,31-Jan-2008,N/A,93.389757,93.389757,0.00000000,4.330805,1.56
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,31-Jan-2008,N/A,105.650000,108.485165,2.83516500,4.397564,1.50
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,31-Jan-2008,N/A,92.428129,92.428129,0.00000000,4.308838,1.81
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,31-Jan-2008,N/A,102.580000,103.459781,0.87978100,4.278662,1.73
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,31-Jan-2008,N/A,92.411675,92.411675,0.00000000,4.318685,1.81
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,31-Jan-2008,N/A,91.454401,91.454401,0.00000000,4.307327,2.05
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,31-Jan-2008,N/A,90.498646,90.498646,0.00000000,4.299309,2.30
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,31-Jan-2008,N/A,101.080000,101.806776,0.72677600,4.259176,2.19
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,31-Jan-2008,N/A,90.486747,90.486747,0.00000000,4.305032,2.30
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,31-Jan-2008,N/A,89.535681,89.535681,0.00000000,4.303207,2.54
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,31-Jan-2008,N/A,105.330000,106.497582,1.16758200,4.217932,2.55
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,31-Jan-2008,N/A,88.638513,88.638513,0.00000000,4.281359,2.79
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,31-Jan-2008,N/A,87.668490,87.668490,0.00000000,4.296174,3.03
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,31-Jan-2008,N/A,99.870000,101.586346,1.71634600,4.294065,2.82
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,31-Jan-2008,N/A,87.669348,87.669348,0.00000000,4.295851,3.03
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,31-Jan-2008,N/A,86.730693,86.730693,0.00000000,4.298990,3.28
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,31-Jan-2008,N/A,114.860000,115.354505,0.49450500,4.310654,2.99
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,31-Jan-2008,N/A,85.821151,85.821151,0.00000000,4.297414,3.52
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,31-Jan-2008,N/A,84.926705,84.926705,0.00000000,4.292406,3.77
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,31-Jan-2008,N/A,111.960000,112.087747,0.12774700,4.440747,3.45
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,31-Jan-2008,N/A,84.017276,84.017276,0.00000000,4.297004,4.01
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,31-Jan-2008,N/A,84.058765,84.058765,0.00000000,4.284693,4.01
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,31-Jan-2008,N/A,102.790000,104.809231,2.01923100,4.249581,3.61
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,31-Jan-2008,N/A,83.037433,83.037433,0.00000000,4.322066,4.26
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,31-Jan-2008,N/A,103.710000,104.513279,0.80327900,4.303585,3.84
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,31-Jan-2008,N/A,83.031743,83.031743,0.00000000,4.323676,4.26
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,31-Jan-2008,N/A,118.690000,118.567717,-0.12228300,4.390527,3.79
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,31-Jan-2008,N/A,82.121435,82.121435,0.00000000,4.331809,4.50
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,31-Jan-2008,N/A,81.168456,81.168456,0.00000000,4.351253,4.74
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,31-Jan-2008,N/A,80.247147,80.247147,0.00000000,4.365092,4.99
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,31-Jan-2008,N/A,79.290379,79.290379,0.00000000,4.387313,5.23
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,31-Jan-2008,N/A,78.373542,78.373542,0.00000000,4.402237,5.48
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,31-Jan-2008,N/A,117.810000,120.601209,2.79120900,4.403747,4.54
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,31-Jan-2008,N/A,77.462387,77.462387,0.00000000,4.415715,5.72
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,31-Jan-2008,N/A,138.600000,140.272131,1.67213100,4.443785,4.47
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,31-Jan-2008,N/A,76.622677,76.622677,0.00000000,4.415999,5.96
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,31-Jan-2008,N/A,75.753552,75.753552,0.00000000,4.423264,6.21
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,31-Jan-2008,N/A,74.912087,74.912087,0.00000000,4.427436,6.45
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,31-Jan-2008,N/A,103.390000,105.409231,2.01923100,4.401511,5.49
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,31-Jan-2008,N/A,74.917977,74.917977,0.00000000,4.426218,6.45
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,31-Jan-2008,N/A,74.038297,74.038297,0.00000000,4.438604,6.70
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,31-Jan-2008,N/A,73.188037,73.188037,0.00000000,4.447423,6.94
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,31-Jan-2008,N/A,72.349623,72.349623,0.00000000,4.454214,7.19
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,31-Jan-2008,N/A,71.545958,71.545958,0.00000000,4.456823,7.43
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,31-Jan-2008,N/A,102.030000,103.948269,1.91826900,4.431702,6.22
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,31-Jan-2008,N/A,71.505147,71.505147,0.00000000,4.464502,7.43
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,31-Jan-2008,N/A,122.890000,124.114044,1.22404400,4.503422,5.99
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,31-Jan-2008,N/A,70.446785,70.446785,0.00000000,4.514487,7.67
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,31-Jan-2008,N/A,70.377023,70.377023,0.00000000,4.527399,7.67
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,31-Jan-2008,N/A,69.732829,69.732829,0.00000000,4.502656,7.92
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,31-Jan-2008,N/A,68.989958,68.989958,0.00000000,4.497033,8.16
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,31-Jan-2008,N/A,68.422850,68.422850,0.00000000,4.463415,8.41
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,31-Jan-2008,N/A,96.820000,98.435385,1.61538500,4.448732,7.06
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,31-Jan-2008,N/A,68.255021,68.255021,0.00000000,4.492624,8.41
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,31-Jan-2008,N/A,67.463425,67.463425,0.00000000,4.498643,8.65
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,31-Jan-2008,N/A,66.672843,66.672843,0.00000000,4.506548,8.90
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,31-Jan-2008,N/A,65.873430,65.873430,0.00000000,4.516217,9.14
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,31-Jan-2008,N/A,132.620000,136.424348,3.80434800,4.512491,6.74
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,31-Jan-2008,N/A,65.090762,65.090762,0.00000000,4.525010,9.38
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,31-Jan-2008,N/A,64.359024,64.359024,0.00000000,4.525855,9.63
5% Treasury Gilt 2018 WI,GB00B29WN129,07-Mar-2018,31-Jan-2008,N/A,104.260000,106.347912,2.08791200,4.470042,7.76
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,31-Jan-2008,N/A,63.776184,63.776184,0.00000000,4.505056,9.87
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,31-Jan-2008,N/A,104.250000,106.269231,2.01923100,4.471752,7.77
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,31-Jan-2008,N/A,63.677440,63.677440,0.00000000,4.520750,9.87
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,31-Jan-2008,N/A,62.930106,62.930106,0.00000000,4.526601,10.12
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,31-Jan-2008,N/A,62.251372,62.251372,0.00000000,4.523623,10.36
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,31-Jan-2008,N/A,61.540261,61.540261,0.00000000,4.526152,10.61
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,31-Jan-2008,N/A,60.850370,60.850370,0.00000000,4.527277,10.85
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,31-Jan-2008,N/A,60.184203,60.184203,0.00000000,4.525280,11.10
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,31-Jan-2008,N/A,59.456660,59.456660,0.00000000,4.534211,11.34
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,31-Jan-2008,N/A,58.771516,58.771516,0.00000000,4.537178,11.58
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,31-Jan-2008,N/A,58.227838,58.227838,0.00000000,4.521244,11.83
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,31-Jan-2008,N/A,102.280000,104.198269,1.91826900,4.503030,9.00
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,31-Jan-2008,N/A,58.094616,58.094616,0.00000000,4.540609,11.83
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,31-Jan-2008,N/A,57.301690,57.301690,0.00000000,4.561157,12.07
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,31-Jan-2008,N/A,56.563602,56.563602,0.00000000,4.575185,12.31
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,31-Jan-2008,N/A,55.889539,55.889539,0.00000000,4.580291,12.56
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,31-Jan-2008,N/A,55.211599,55.211599,0.00000000,4.587482,12.80
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,31-Jan-2008,N/A,134.020000,135.244044,1.22404400,4.566785,8.87
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,31-Jan-2008,N/A,54.566564,54.566564,0.00000000,4.590352,13.05
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,31-Jan-2008,N/A,54.536591,54.536591,0.00000000,4.594564,13.05
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,31-Jan-2008,N/A,53.907352,53.907352,0.00000000,4.596721,13.29
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,31-Jan-2008,N/A,53.317303,53.317303,0.00000000,4.593810,13.54
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,31-Jan-2008,N/A,52.750346,52.750346,0.00000000,4.589268,13.78
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,31-Jan-2008,N/A,52.189205,52.189205,0.00000000,4.584370,14.03
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,31-Jan-2008,N/A,51.637642,51.637642,0.00000000,4.579684,14.27
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,31-Jan-2008,N/A,51.141653,51.141653,0.00000000,4.567927,14.52
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,31-Jan-2008,N/A,50.617353,50.617353,0.00000000,4.561500,14.76
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,31-Jan-2008,N/A,50.120462,50.120462,0.00000000,4.551847,15.01
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,31-Jan-2008,N/A,49.674170,49.674170,0.00000000,4.536962,15.25
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,31-Jan-2008,N/A,49.199839,49.199839,0.00000000,4.526258,15.50
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,31-Jan-2008,N/A,48.748411,48.748411,0.00000000,4.513970,15.74
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,31-Jan-2008,N/A,48.272945,48.272945,0.00000000,4.505240,15.99
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,31-Jan-2008,N/A,47.795375,47.795375,0.00000000,4.498104,16.23
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,31-Jan-2008,N/A,47.279149,47.279149,0.00000000,4.496292,16.48
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,31-Jan-2008,N/A,46.835996,46.835996,0.00000000,4.486355,16.72
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,31-Jan-2008,N/A,46.885549,46.885549,0.00000000,4.480031,16.72
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,31-Jan-2008,N/A,106.250000,108.269231,2.01923100,4.472760,11.39
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,31-Jan-2008,N/A,46.321188,46.321188,0.00000000,4.485903,16.97
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,31-Jan-2008,N/A,45.830114,45.830114,0.00000000,4.483605,17.21
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,31-Jan-2008,N/A,45.299291,45.299291,0.00000000,4.486627,17.46
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,31-Jan-2008,N/A,44.825147,44.825147,0.00000000,4.483615,17.70
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,31-Jan-2008,N/A,44.335863,44.335863,0.00000000,4.482795,17.94
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,31-Jan-2008,N/A,43.874479,43.874479,0.00000000,4.479579,18.19
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,31-Jan-2008,N/A,43.386963,43.386963,0.00000000,4.479911,18.43
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,31-Jan-2008,N/A,42.947275,42.947275,0.00000000,4.475343,18.68
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,31-Jan-2008,N/A,42.491327,42.491327,0.00000000,4.473076,18.92
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,31-Jan-2008,N/A,42.035203,42.035203,0.00000000,4.471878,19.17
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,31-Jan-2008,N/A,41.743609,41.743609,0.00000000,4.450591,19.41
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,31-Jan-2008,N/A,97.220000,97.870273,0.65027300,4.462214,13.12
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,31-Jan-2008,N/A,41.596332,41.596332,0.00000000,4.468796,19.41
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,31-Jan-2008,N/A,41.224002,41.224002,0.00000000,4.458517,19.66
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,31-Jan-2008,N/A,40.741879,40.741879,0.00000000,4.462050,19.90
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,31-Jan-2008,N/A,40.273147,40.273147,0.00000000,4.464910,20.15
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,31-Jan-2008,N/A,39.905368,39.905368,0.00000000,4.455581,20.39
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,31-Jan-2008,N/A,39.850182,39.850182,0.00000000,4.462367,20.39
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,31-Jan-2008,N/A,120.340000,121.258033,0.91803300,4.487168,12.58
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,31-Jan-2008,N/A,39.509996,39.509996,0.00000000,4.450626,20.64
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,31-Jan-2008,N/A,39.095223,39.095223,0.00000000,4.448288,20.88
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,31-Jan-2008,N/A,38.746001,38.746001,0.00000000,4.438873,21.13
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,31-Jan-2008,N/A,38.366404,38.366404,0.00000000,4.433411,21.37
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,31-Jan-2008,N/A,38.048857,38.048857,0.00000000,4.421317,21.62
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,31-Jan-2008,N/A,37.673147,37.673147,0.00000000,4.416532,21.86
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,31-Jan-2008,N/A,37.337348,37.337348,0.00000000,4.407798,22.11
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,31-Jan-2008,N/A,36.972290,36.972290,0.00000000,4.402828,22.35
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,31-Jan-2008,N/A,104.160000,104.886776,0.72677600,4.457485,13.96
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,31-Jan-2008,N/A,36.987308,36.987308,0.00000000,4.401011,22.36
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,31-Jan-2008,N/A,36.657797,36.657797,0.00000000,4.392613,22.60
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,31-Jan-2008,N/A,36.334643,36.334643,0.00000000,4.383663,22.85
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,31-Jan-2008,N/A,36.045853,36.045853,0.00000000,4.371430,23.09
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,31-Jan-2008,N/A,35.719382,35.719382,0.00000000,4.363937,23.34
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,31-Jan-2008,N/A,35.425271,35.425271,0.00000000,4.353386,23.58
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,31-Jan-2008,N/A,35.120082,35.120082,0.00000000,4.344360,23.83
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,31-Jan-2008,N/A,35.190171,35.190171,0.00000000,4.335994,23.83
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,31-Jan-2008,N/A,97.860000,98.510273,0.65027300,4.393681,14.87
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,31-Jan-2008,N/A,34.799054,34.799054,0.00000000,4.338023,24.07
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,31-Jan-2008,N/A,34.437153,34.437153,0.00000000,4.336744,24.32
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,31-Jan-2008,N/A,34.108223,34.108223,0.00000000,4.332297,24.56
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,31-Jan-2008,N/A,33.766852,33.766852,0.00000000,4.329507,24.81
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,31-Jan-2008,N/A,33.459383,33.459383,0.00000000,4.323420,25.05
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,31-Jan-2008,N/A,33.127908,33.127908,0.00000000,4.320365,25.30
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,31-Jan-2008,N/A,32.834429,32.834429,0.00000000,4.313508,25.55
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,31-Jan-2008,N/A,32.511136,32.511136,0.00000000,4.310367,25.79
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,31-Jan-2008,N/A,32.170275,32.170275,0.00000000,4.310037,26.04
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,31-Jan-2008,N/A,31.895093,31.895093,0.00000000,4.302025,26.28
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,31-Jan-2008,N/A,31.676450,31.676450,0.00000000,4.287977,26.53
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,31-Jan-2008,N/A,31.393140,31.393140,0.00000000,4.281783,26.77
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,31-Jan-2008,N/A,31.071541,31.071541,0.00000000,4.280825,27.02
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,31-Jan-2008,N/A,30.792570,30.792570,0.00000000,4.274935,27.26
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,31-Jan-2008,N/A,30.486347,30.486347,0.00000000,4.272955,27.51
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,31-Jan-2008,N/A,30.592588,30.592588,0.00000000,4.260309,27.51
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,31-Jan-2008,N/A,98.380000,100.096346,1.71634600,4.350234,15.93
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,31-Jan-2008,N/A,30.194853,30.194853,0.00000000,4.269359,27.75
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,31-Jan-2008,N/A,29.611426,29.611426,0.00000000,4.263656,28.24
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,31-Jan-2008,N/A,29.045190,29.045190,0.00000000,4.257438,28.74
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,31-Jan-2008,N/A,28.500730,28.500730,0.00000000,4.250113,29.23
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,31-Jan-2008,N/A,27.982139,27.982139,0.00000000,4.241146,29.72
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,31-Jan-2008,N/A,27.478051,27.478051,0.00000000,4.231860,30.21
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,31-Jan-2008,N/A,27.562233,27.562233,0.00000000,4.221734,30.21
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,31-Jan-2008,N/A,107.020000,107.746776,0.72677600,4.334886,16.50
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,31-Jan-2008,N/A,26.918275,26.918275,0.00000000,4.230699,30.70
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,31-Jan-2008,N/A,26.328147,26.328147,0.00000000,4.234655,31.19
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,31-Jan-2008,N/A,25.803141,25.803141,0.00000000,4.232099,31.68
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,31-Jan-2008,N/A,25.296173,25.296173,0.00000000,4.228690,32.17
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,31-Jan-2008,N/A,24.782046,24.782046,0.00000000,4.227497,32.66
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,31-Jan-2008,N/A,24.282688,24.282688,0.00000000,4.225804,33.15
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,31-Jan-2008,N/A,23.812153,23.812153,0.00000000,4.221816,33.64
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,31-Jan-2008,N/A,23.357243,23.357243,0.00000000,4.217126,34.13
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,31-Jan-2008,N/A,103.150000,103.838525,0.68852500,4.323920,17.66
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,31-Jan-2008,N/A,23.353298,23.353298,0.00000000,4.217621,34.13
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,31-Jan-2008,N/A,22.909431,22.909431,0.00000000,4.212770,34.62
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,31-Jan-2008,N/A,22.462298,22.462298,0.00000000,4.209538,35.11
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,31-Jan-2008,N/A,21.967766,21.967766,0.00000000,4.213563,35.60
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,31-Jan-2008,N/A,21.524748,21.524748,0.00000000,4.212244,36.09
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,31-Jan-2008,N/A,21.124722,21.124722,0.00000000,4.206549,36.58
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,31-Jan-2008,N/A,20.708920,20.708920,0.00000000,4.204026,37.07
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,31-Jan-2008,N/A,20.315540,20.315540,0.00000000,4.199702,37.56
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,31-Jan-2008,N/A,19.988167,19.988167,0.00000000,4.187783,38.05
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,31-Jan-2008,N/A,99.080000,99.730273,0.65027300,4.298668,18.73
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,31-Jan-2008,N/A,19.905857,19.905857,0.00000000,4.198628,38.05
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,31-Jan-2008,N/A,19.564754,19.564754,0.00000000,4.189568,38.54
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,31-Jan-2008,N/A,19.192911,19.192911,0.00000000,4.185615,39.03
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,31-Jan-2008,N/A,18.915512,18.915512,0.00000000,4.170045,39.52
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,31-Jan-2008,N/A,18.561504,18.561504,0.00000000,4.165689,40.01
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,31-Jan-2008,N/A,18.241412,18.241412,0.00000000,4.157741,40.50
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,31-Jan-2008,N/A,17.924808,17.924808,0.00000000,4.150260,41.00
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,31-Jan-2008,N/A,17.626167,17.626167,0.00000000,4.141250,41.49
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,31-Jan-2008,N/A,17.316611,17.316611,0.00000000,4.134636,41.98
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,31-Jan-2008,N/A,17.044197,17.044197,0.00000000,4.123791,42.47
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,31-Jan-2008,N/A,16.777041,16.777041,0.00000000,4.113059,42.96
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,31-Jan-2008,N/A,16.511638,16.511638,0.00000000,4.102909,43.46
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,31-Jan-2008,N/A,16.223124,16.223124,0.00000000,4.096812,43.95
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,31-Jan-2008,N/A,15.960788,15.960788,0.00000000,4.087868,44.44
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,31-Jan-2008,N/A,15.686901,15.686901,0.00000000,4.081360,44.93
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,31-Jan-2008,N/A,15.420481,15.420481,0.00000000,4.074596,45.42
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,31-Jan-2008,N/A,15.182159,15.182159,0.00000000,4.064593,45.91
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,31-Jan-2008,N/A,14.954543,14.954543,0.00000000,4.053790,46.41
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,31-Jan-2008,N/A,14.824987,14.824987,0.00000000,4.029557,46.90
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,31-Jan-2008,N/A,14.699585,14.699585,0.00000000,4.047669,46.90
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,31-Jan-2008,N/A,100.430000,101.080273,0.65027300,4.228747,20.31
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-2008,01-Feb-2008,N/A,99.547105,99.547105,0.00000000,5.230610,0.09
5% Treasury Stock 2008,GB0031734154,07-Mar-2008,01-Feb-2008,N/A,99.980000,102.040440,2.06044000,5.177345,0.09
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-2008,01-Feb-2008,N/A,99.536210,99.536210,0.00000000,5.358408,0.09
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,01-Feb-2008,N/A,98.427227,98.427227,0.00000000,4.734275,0.33
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,01-Feb-2008,N/A,97.353077,97.353077,0.00000000,4.615349,0.57
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,01-Feb-2008,N/A,100.340000,102.561154,2.22115400,4.905396,0.57
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,01-Feb-2008,N/A,102.690000,105.493279,2.80327900,4.958426,0.65
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,01-Feb-2008,N/A,96.321903,96.321903,0.00000000,4.517911,0.82
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,01-Feb-2008,N/A,95.444400,95.444400,0.00000000,4.332104,1.06
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,01-Feb-2008,N/A,99.690000,101.338352,1.64835200,4.291768,1.04
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,01-Feb-2008,N/A,95.413029,95.413029,0.00000000,4.362978,1.06
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,01-Feb-2008,N/A,94.425246,94.425246,0.00000000,4.330792,1.31
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,01-Feb-2008,N/A,93.456972,93.456972,0.00000000,4.307236,1.55
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,01-Feb-2008,N/A,105.670000,108.571099,2.90109900,4.368605,1.50
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,01-Feb-2008,N/A,92.519993,92.519993,0.00000000,4.273065,1.80
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,01-Feb-2008,N/A,102.630000,103.556913,0.92691300,4.244302,1.72
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,01-Feb-2008,N/A,92.486146,92.486146,0.00000000,4.293390,1.80
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,01-Feb-2008,N/A,91.536214,91.536214,0.00000000,4.280764,2.04
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,01-Feb-2008,N/A,90.612331,90.612331,0.00000000,4.259710,2.29
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,01-Feb-2008,N/A,101.130000,101.895710,0.76571000,4.234967,2.18
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,01-Feb-2008,N/A,90.586194,90.586194,0.00000000,4.272308,2.29
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,01-Feb-2008,N/A,89.659348,89.659348,0.00000000,4.262580,2.53
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,01-Feb-2008,N/A,105.390000,106.609093,1.21909300,4.190277,2.54
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,01-Feb-2008,N/A,88.754972,88.754972,0.00000000,4.246613,2.78
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,01-Feb-2008,N/A,87.766881,87.766881,0.00000000,4.270660,3.02
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,01-Feb-2008,N/A,99.950000,101.701374,1.75137400,4.266317,2.82
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,01-Feb-2008,N/A,87.786987,87.786987,0.00000000,4.263083,3.02
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,01-Feb-2008,N/A,86.851298,86.851298,0.00000000,4.267145,3.27
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,01-Feb-2008,N/A,114.920000,115.488681,0.56868100,4.283482,2.99
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,01-Feb-2008,N/A,85.943966,85.943966,0.00000000,4.266680,3.51
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,01-Feb-2008,N/A,85.052848,85.052848,0.00000000,4.262178,3.76
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,01-Feb-2008,N/A,112.020000,112.211621,0.19162100,4.419195,3.45
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,01-Feb-2008,N/A,84.140017,84.140017,0.00000000,4.269283,4.00
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,01-Feb-2008,N/A,84.182109,84.182109,0.00000000,4.256788,4.00
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,01-Feb-2008,N/A,102.860000,104.920440,2.06044000,4.229772,3.60
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,01-Feb-2008,N/A,83.122233,83.122233,0.00000000,4.306286,4.25
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,01-Feb-2008,N/A,103.770000,104.616311,0.84631100,4.286980,3.83
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,01-Feb-2008,N/A,83.168043,83.168043,0.00000000,4.293314,4.25
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,01-Feb-2008,N/A,118.730000,118.681087,-0.04891300,4.374639,3.79
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,01-Feb-2008,N/A,82.239890,82.239890,0.00000000,4.307578,4.49
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,01-Feb-2008,N/A,81.278905,81.278905,0.00000000,4.329991,4.74
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,01-Feb-2008,N/A,80.350813,80.350813,0.00000000,4.346312,4.98
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,01-Feb-2008,N/A,79.389078,79.389078,0.00000000,4.370311,5.22
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,01-Feb-2008,N/A,78.462744,78.462744,0.00000000,4.387996,5.47
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,01-Feb-2008,N/A,117.830000,120.687143,2.85714300,4.395949,4.53
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,01-Feb-2008,N/A,77.550536,77.550536,0.00000000,4.402074,5.71
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,01-Feb-2008,N/A,138.600000,140.370492,1.77049200,4.436146,4.46
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,01-Feb-2008,N/A,76.702763,76.702763,0.00000000,4.404505,5.96
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,01-Feb-2008,N/A,75.817793,75.817793,0.00000000,4.415378,6.20
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,01-Feb-2008,N/A,74.977335,74.977335,0.00000000,4.419528,6.45
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,01-Feb-2008,N/A,103.430000,105.490440,2.06044000,4.394006,5.48
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,01-Feb-2008,N/A,74.985191,74.985191,0.00000000,4.417902,6.45
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,01-Feb-2008,N/A,74.102435,74.102435,0.00000000,4.431040,6.69
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,01-Feb-2008,N/A,73.246037,73.246037,0.00000000,4.441227,6.93
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,01-Feb-2008,N/A,72.403601,72.403601,0.00000000,4.448855,7.18
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,01-Feb-2008,N/A,71.592917,71.592917,0.00000000,4.452878,7.42
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,01-Feb-2008,N/A,102.050000,104.007418,1.95741800,4.428361,6.21
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,01-Feb-2008,N/A,71.555501,71.555501,0.00000000,4.459921,7.42
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,01-Feb-2008,N/A,122.900000,124.189617,1.28961700,4.499349,5.98
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,01-Feb-2008,N/A,70.486826,70.486826,0.00000000,4.511848,7.67
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,01-Feb-2008,N/A,70.407618,70.407618,0.00000000,4.526516,7.67
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,01-Feb-2008,N/A,69.795081,69.795081,0.00000000,4.496014,7.91
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,01-Feb-2008,N/A,69.059135,69.059135,0.00000000,4.489214,8.16
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,01-Feb-2008,N/A,68.463764,68.463764,0.00000000,4.460630,8.40
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,01-Feb-2008,N/A,96.830000,98.478352,1.64835200,4.447685,7.05
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,01-Feb-2008,N/A,68.323788,68.323788,0.00000000,4.484994,8.40
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,01-Feb-2008,N/A,67.526444,67.526444,0.00000000,4.492060,8.64
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,01-Feb-2008,N/A,66.732780,66.732780,0.00000000,4.500571,8.89
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,01-Feb-2008,N/A,65.933402,65.933402,0.00000000,4.510261,9.13
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,01-Feb-2008,N/A,132.620000,136.495679,3.87567900,4.510131,6.73
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,01-Feb-2008,N/A,65.201920,65.201920,0.00000000,4.510745,9.38
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,01-Feb-2008,N/A,64.431838,64.431838,0.00000000,4.517916,9.62
5% Treasury Gilt 2018 WI,GB00B29WN129,07-Mar-2018,01-Feb-2008,N/A,104.290000,106.377912,2.08791200,4.466407,7.76
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,01-Feb-2008,N/A,63.818032,63.818032,0.00000000,4.502129,9.87
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,01-Feb-2008,N/A,104.290000,106.350440,2.06044000,4.466608,7.76
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,01-Feb-2008,N/A,63.744783,63.744783,0.00000000,4.513770,9.87
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,01-Feb-2008,N/A,63.002213,63.002213,0.00000000,4.518903,10.11
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,01-Feb-2008,N/A,62.295822,62.295822,0.00000000,4.520289,10.35
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,01-Feb-2008,N/A,61.615335,61.615335,0.00000000,4.518111,10.60
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,01-Feb-2008,N/A,60.924188,60.924188,0.00000000,4.519499,10.84
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,01-Feb-2008,N/A,60.247652,60.247652,0.00000000,4.519085,11.09
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,01-Feb-2008,N/A,59.533521,59.533521,0.00000000,4.526071,11.33
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,01-Feb-2008,N/A,58.852466,58.852466,0.00000000,4.528465,11.58
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,01-Feb-2008,N/A,58.257212,58.257212,0.00000000,4.520095,11.82
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,01-Feb-2008,N/A,102.320000,104.277418,1.95741800,4.498668,8.99
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,01-Feb-2008,N/A,58.175990,58.175990,0.00000000,4.531898,11.82
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,01-Feb-2008,N/A,57.334668,57.334668,0.00000000,4.559452,12.06
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,01-Feb-2008,N/A,56.605529,56.605529,0.00000000,4.572193,12.31
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,01-Feb-2008,N/A,55.908470,55.908470,0.00000000,4.580551,12.55
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,01-Feb-2008,N/A,55.249199,55.249199,0.00000000,4.585083,12.79
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,01-Feb-2008,N/A,134.060000,135.349617,1.28961700,4.562157,8.86
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,01-Feb-2008,N/A,54.598456,54.598456,0.00000000,4.588724,13.04
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,01-Feb-2008,N/A,54.572256,54.572256,0.00000000,4.592405,13.04
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,01-Feb-2008,N/A,53.930190,53.930190,0.00000000,4.596352,13.28
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,01-Feb-2008,N/A,53.342973,53.342973,0.00000000,4.593004,13.53
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,01-Feb-2008,N/A,52.775186,52.775186,0.00000000,4.588565,13.77
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,01-Feb-2008,N/A,52.197045,52.197045,0.00000000,4.585949,14.02
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,01-Feb-2008,N/A,51.680800,51.680800,0.00000000,4.576443,14.26
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,01-Feb-2008,N/A,51.182165,51.182165,0.00000000,4.565021,14.51
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,01-Feb-2008,N/A,50.649600,50.649600,0.00000000,4.559703,14.75
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,01-Feb-2008,N/A,50.159340,50.159340,0.00000000,4.549137,15.00
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,01-Feb-2008,N/A,49.715252,49.715252,0.00000000,4.533964,15.24
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,01-Feb-2008,N/A,49.253194,49.253194,0.00000000,4.521629,15.49
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,01-Feb-2008,N/A,48.778212,48.778212,0.00000000,4.512424,15.73
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,01-Feb-2008,N/A,48.292404,48.292404,0.00000000,4.505003,15.98
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,01-Feb-2008,N/A,47.812043,47.812043,0.00000000,4.498215,16.22
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,01-Feb-2008,N/A,47.287829,47.287829,0.00000000,4.497390,16.47
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,01-Feb-2008,N/A,46.842379,46.842379,0.00000000,4.487727,16.71
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,01-Feb-2008,N/A,46.894571,46.894571,0.00000000,4.481065,16.71
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,01-Feb-2008,N/A,106.250000,108.310440,2.06044000,4.472620,11.39
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,01-Feb-2008,N/A,46.304703,46.304703,0.00000000,4.490146,16.96
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,01-Feb-2008,N/A,45.819531,45.819531,0.00000000,4.487072,17.20
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,01-Feb-2008,N/A,45.305990,45.305990,0.00000000,4.487864,17.45
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,01-Feb-2008,N/A,44.842650,44.842650,0.00000000,4.483474,17.69
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,01-Feb-2008,N/A,44.350968,44.350968,0.00000000,4.482922,17.94
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,01-Feb-2008,N/A,43.897970,43.897970,0.00000000,4.478643,18.18
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,01-Feb-2008,N/A,43.402013,43.402013,0.00000000,4.480000,18.43
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,01-Feb-2008,N/A,42.967462,42.967462,0.00000000,4.474780,18.67
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,01-Feb-2008,N/A,42.515524,42.515524,0.00000000,4.471984,18.92
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,01-Feb-2008,N/A,42.057478,42.057478,0.00000000,4.471015,19.16
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,01-Feb-2008,N/A,41.821566,41.821566,0.00000000,4.442836,19.41
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,01-Feb-2008,N/A,97.240000,97.925109,0.68510900,4.460701,13.11
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,01-Feb-2008,N/A,41.629329,41.629329,0.00000000,4.466577,19.41
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,01-Feb-2008,N/A,41.243984,41.243984,0.00000000,4.457901,19.65
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,01-Feb-2008,N/A,40.761437,40.761437,0.00000000,4.461456,19.89
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,01-Feb-2008,N/A,40.303320,40.303320,0.00000000,4.462999,20.14
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,01-Feb-2008,N/A,39.930304,39.930304,0.00000000,4.454288,20.38
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,01-Feb-2008,N/A,39.878481,39.878481,0.00000000,4.460659,20.38
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,01-Feb-2008,N/A,120.360000,121.327213,0.96721300,4.485525,12.58
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,01-Feb-2008,N/A,39.535270,39.535270,0.00000000,4.449285,20.63
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,01-Feb-2008,N/A,39.127146,39.127146,0.00000000,4.446106,20.87
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,01-Feb-2008,N/A,38.770587,38.770587,0.00000000,4.437583,21.12
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,01-Feb-2008,N/A,38.405409,38.405409,0.00000000,4.430337,21.37
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,01-Feb-2008,N/A,38.073430,38.073430,0.00000000,4.419997,21.61
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,01-Feb-2008,N/A,37.708953,37.708953,0.00000000,4.413824,21.86
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,01-Feb-2008,N/A,37.359093,37.359093,0.00000000,4.406789,22.10
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,01-Feb-2008,N/A,36.973331,36.973331,0.00000000,4.404299,22.35
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,01-Feb-2008,N/A,104.180000,104.945710,0.76571000,4.456049,13.95
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,01-Feb-2008,N/A,37.020838,37.020838,0.00000000,4.398553,22.35
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,01-Feb-2008,N/A,36.685887,36.685887,0.00000000,4.390807,22.59
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,01-Feb-2008,N/A,36.355237,36.355237,0.00000000,4.382738,22.84
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,01-Feb-2008,N/A,36.042839,36.042839,0.00000000,4.373337,23.08
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,01-Feb-2008,N/A,35.736163,35.736163,0.00000000,4.363440,23.33
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,01-Feb-2008,N/A,35.426818,35.426818,0.00000000,4.354706,23.57
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,01-Feb-2008,N/A,35.127497,35.127497,0.00000000,4.344953,23.82
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,01-Feb-2008,N/A,35.216448,35.216448,0.00000000,4.334337,23.82
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,01-Feb-2008,N/A,97.890000,98.575109,0.68510900,4.391651,14.86
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,01-Feb-2008,N/A,34.795985,34.795985,0.00000000,4.339859,24.07
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,01-Feb-2008,N/A,34.436504,34.436504,0.00000000,4.338268,24.31
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,01-Feb-2008,N/A,34.106995,34.106995,0.00000000,4.333882,24.56
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,01-Feb-2008,N/A,33.775375,33.775375,0.00000000,4.329905,24.80
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,01-Feb-2008,N/A,33.460858,33.460858,0.00000000,4.324652,25.05
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,01-Feb-2008,N/A,33.137751,33.137751,0.00000000,4.320575,25.29
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,01-Feb-2008,N/A,32.837710,32.837710,0.00000000,4.314494,25.54
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,01-Feb-2008,N/A,32.516228,32.516228,0.00000000,4.311115,25.78
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,01-Feb-2008,N/A,32.199103,32.199103,0.00000000,4.307946,26.03
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,01-Feb-2008,N/A,31.909225,31.909225,0.00000000,4.301667,26.27
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,01-Feb-2008,N/A,31.679766,31.679766,0.00000000,4.288900,26.52
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,01-Feb-2008,N/A,31.402224,31.402224,0.00000000,4.282000,26.77
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,01-Feb-2008,N/A,31.089135,31.089135,0.00000000,4.280022,27.01
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,01-Feb-2008,N/A,30.801320,30.801320,0.00000000,4.275165,27.26
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,01-Feb-2008,N/A,30.495778,30.495778,0.00000000,4.273098,27.50
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,01-Feb-2008,N/A,30.606174,30.606174,0.00000000,4.259958,27.50
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,01-Feb-2008,N/A,98.420000,100.171374,1.75137400,4.347756,15.92
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,01-Feb-2008,N/A,30.211443,30.211443,0.00000000,4.268628,27.75
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,01-Feb-2008,N/A,29.626358,29.626358,0.00000000,4.263095,28.24
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,01-Feb-2008,N/A,29.060210,29.060210,0.00000000,4.256840,28.73
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,01-Feb-2008,N/A,28.521099,28.521099,0.00000000,4.248848,29.22
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,01-Feb-2008,N/A,28.003493,28.003493,0.00000000,4.239736,29.71
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,01-Feb-2008,N/A,27.500903,27.500903,0.00000000,4.230244,30.20
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,01-Feb-2008,N/A,27.569450,27.569450,0.00000000,4.222001,30.20
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,01-Feb-2008,N/A,107.080000,107.845710,0.76571000,4.331452,16.49
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,01-Feb-2008,N/A,26.931329,26.931329,0.00000000,4.230237,30.69
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,01-Feb-2008,N/A,26.371974,26.371974,0.00000000,4.230422,31.18
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,01-Feb-2008,N/A,25.844399,25.844399,0.00000000,4.228138,31.67
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,01-Feb-2008,N/A,25.338139,25.338139,0.00000000,4.224602,32.16
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,01-Feb-2008,N/A,24.829611,24.829611,0.00000000,4.222674,32.65
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,01-Feb-2008,N/A,24.299954,24.299954,0.00000000,4.224693,33.14
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,01-Feb-2008,N/A,23.822132,23.822132,0.00000000,4.221588,33.63
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,01-Feb-2008,N/A,23.358474,23.358474,0.00000000,4.217974,34.12
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,01-Feb-2008,N/A,103.220000,103.945410,0.72541000,4.320078,17.66
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,01-Feb-2008,N/A,23.364538,23.364538,0.00000000,4.217214,34.12
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,01-Feb-2008,N/A,22.938419,22.938419,0.00000000,4.210104,34.61
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,01-Feb-2008,N/A,22.452481,22.452481,0.00000000,4.211757,35.10
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,01-Feb-2008,N/A,21.991150,21.991150,0.00000000,4.211534,35.59
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,01-Feb-2008,N/A,21.551644,21.551644,0.00000000,4.209730,36.08
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,01-Feb-2008,N/A,21.145061,21.145061,0.00000000,4.204850,36.57
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,01-Feb-2008,N/A,20.731027,20.731027,0.00000000,4.202067,37.06
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,01-Feb-2008,N/A,20.344387,20.344387,0.00000000,4.196831,37.55
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,01-Feb-2008,N/A,20.029495,20.029495,0.00000000,4.183246,38.04
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,01-Feb-2008,N/A,99.150000,99.835109,0.68510900,4.294918,18.73
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,01-Feb-2008,N/A,19.927468,19.927468,0.00000000,4.196670,38.04
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,01-Feb-2008,N/A,19.589007,19.589007,0.00000000,4.187235,38.53
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,01-Feb-2008,N/A,19.219943,19.219943,0.00000000,4.182878,39.02
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,01-Feb-2008,N/A,18.945286,18.945286,0.00000000,4.166921,39.52
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,01-Feb-2008,N/A,18.590877,18.590877,0.00000000,4.162581,40.01
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,01-Feb-2008,N/A,18.272764,18.272764,0.00000000,4.154333,40.50
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,01-Feb-2008,N/A,17.953720,17.953720,0.00000000,4.147149,40.99
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,01-Feb-2008,N/A,17.648779,17.648779,0.00000000,4.138970,41.48
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,01-Feb-2008,N/A,17.378736,17.378736,0.00000000,4.126903,41.97
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,01-Feb-2008,N/A,17.073164,17.073164,0.00000000,4.120580,42.46
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,01-Feb-2008,N/A,16.792866,16.792866,0.00000000,4.111641,42.96
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,01-Feb-2008,N/A,16.527772,16.527772,0.00000000,4.101427,43.45
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,01-Feb-2008,N/A,16.296085,16.296085,0.00000000,4.087356,43.94
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,01-Feb-2008,N/A,16.024871,16.024871,0.00000000,4.079597,44.43
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,01-Feb-2008,N/A,15.743215,15.743215,0.00000000,4.074120,44.92
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,01-Feb-2008,N/A,15.478127,15.478127,0.00000000,4.067108,45.42
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,01-Feb-2008,N/A,15.239662,15.239662,0.00000000,4.057077,45.91
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,01-Feb-2008,N/A,15.011673,15.011673,0.00000000,4.046281,46.40
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,01-Feb-2008,N/A,14.867354,14.867354,0.00000000,4.024169,46.90
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,01-Feb-2008,N/A,14.751279,14.751279,0.00000000,4.040883,46.89
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,01-Feb-2008,N/A,100.510000,101.195109,0.68510900,4.224844,20.31
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-2008,04-Feb-2008,N/A,99.557124,99.557124,0.00000000,5.280271,0.08
5% Treasury Stock 2008,GB0031734154,07-Mar-2008,04-Feb-2008,N/A,99.980000,102.054176,2.07417600,5.184354,0.08
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-2008,04-Feb-2008,N/A,99.545541,99.545541,0.00000000,5.420546,0.08
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,04-Feb-2008,N/A,98.432385,98.432385,0.00000000,4.757256,0.33
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,04-Feb-2008,N/A,97.352130,97.352130,0.00000000,4.638968,0.57
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,04-Feb-2008,N/A,100.320000,102.556264,2.23626400,4.937335,0.57
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,04-Feb-2008,N/A,102.670000,105.497869,2.82786900,4.972351,0.65
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,04-Feb-2008,N/A,96.309360,96.309360,0.00000000,4.548771,0.82
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,04-Feb-2008,N/A,95.443748,95.443748,0.00000000,4.343832,1.06
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,04-Feb-2008,N/A,99.660000,101.319341,1.65934100,4.321206,1.03
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,04-Feb-2008,N/A,95.406357,95.406357,0.00000000,4.380728,1.06
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,04-Feb-2008,N/A,94.410509,94.410509,0.00000000,4.351680,1.31
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,04-Feb-2008,N/A,93.437318,93.437318,0.00000000,4.328336,1.55
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,04-Feb-2008,N/A,105.620000,108.543077,2.92307700,4.393836,1.49
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,04-Feb-2008,N/A,92.500244,92.500244,0.00000000,4.291367,1.80
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,04-Feb-2008,N/A,102.580000,103.522623,0.94262300,4.270251,1.72
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,04-Feb-2008,N/A,92.456900,92.456900,0.00000000,4.317444,1.80
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,04-Feb-2008,N/A,91.502370,91.502370,0.00000000,4.304580,2.04
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,04-Feb-2008,N/A,90.565861,90.565861,0.00000000,4.287173,2.29
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,04-Feb-2008,N/A,101.070000,101.848689,0.77868900,4.261426,2.18
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,04-Feb-2008,N/A,90.549708,90.549708,0.00000000,4.294972,2.29
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,04-Feb-2008,N/A,89.598309,89.598309,0.00000000,4.294065,2.53
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,04-Feb-2008,N/A,105.310000,106.546264,1.23626400,4.217998,2.54
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,04-Feb-2008,N/A,88.677482,88.677482,0.00000000,4.282203,2.78
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,04-Feb-2008,N/A,87.674624,87.674624,0.00000000,4.309324,3.02
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,04-Feb-2008,N/A,99.850000,101.613049,1.76304900,4.301318,2.81
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,04-Feb-2008,N/A,87.713033,87.713033,0.00000000,4.294822,3.02
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,04-Feb-2008,N/A,86.768004,86.768004,0.00000000,4.300054,3.27
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,04-Feb-2008,N/A,114.800000,115.393407,0.59340700,4.315064,2.98
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,04-Feb-2008,N/A,85.855541,85.855541,0.00000000,4.299311,3.51
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,04-Feb-2008,N/A,84.952074,84.952074,0.00000000,4.296813,3.76
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,04-Feb-2008,N/A,111.890000,112.102912,0.21291200,4.450839,3.44
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,04-Feb-2008,N/A,84.039516,84.039516,0.00000000,4.302068,4.00
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,04-Feb-2008,N/A,84.080834,84.080834,0.00000000,4.289778,4.00
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,04-Feb-2008,N/A,102.740000,104.814176,2.07417600,4.261103,3.60
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,04-Feb-2008,N/A,83.015632,83.015632,0.00000000,4.339264,4.24
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,04-Feb-2008,N/A,103.650000,104.510656,0.86065600,4.316393,3.83
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,04-Feb-2008,N/A,83.057758,83.057758,0.00000000,4.327310,4.24
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,04-Feb-2008,N/A,118.570000,118.545543,-0.02445700,4.407946,3.78
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,04-Feb-2008,N/A,82.122847,82.122847,0.00000000,4.341920,4.49
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,04-Feb-2008,N/A,81.154736,81.154736,0.00000000,4.364765,4.73
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,04-Feb-2008,N/A,80.226268,80.226268,0.00000000,4.379856,4.98
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,04-Feb-2008,N/A,79.277034,79.277034,0.00000000,4.399621,5.22
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,04-Feb-2008,N/A,78.347159,78.347159,0.00000000,4.417154,5.46
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,04-Feb-2008,N/A,117.620000,120.499121,2.87912100,4.433029,4.53
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,04-Feb-2008,N/A,77.408184,77.408184,0.00000000,4.436335,5.71
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,04-Feb-2008,N/A,138.350000,140.153279,1.80327900,4.473585,4.46
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,04-Feb-2008,N/A,76.553850,76.553850,0.00000000,4.439157,5.95
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,04-Feb-2008,N/A,75.677933,75.677933,0.00000000,4.447090,6.20
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,04-Feb-2008,N/A,74.825897,74.825897,0.00000000,4.452776,6.44
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,04-Feb-2008,N/A,103.220000,105.294176,2.07417600,4.430189,5.48
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,04-Feb-2008,N/A,74.809782,74.809782,0.00000000,4.456120,6.44
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,04-Feb-2008,N/A,73.926540,73.926540,0.00000000,4.468368,6.69
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,04-Feb-2008,N/A,73.057425,73.057425,0.00000000,4.480171,6.93
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,04-Feb-2008,N/A,72.204951,72.204951,0.00000000,4.488818,7.18
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,04-Feb-2008,N/A,71.398485,71.398485,0.00000000,4.491163,7.42
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,04-Feb-2008,N/A,101.810000,103.780467,1.97046700,4.465475,6.21
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,04-Feb-2008,N/A,71.358371,71.358371,0.00000000,4.498739,7.42
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,04-Feb-2008,N/A,122.610000,123.921475,1.31147500,4.537537,5.98
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,04-Feb-2008,N/A,70.296089,70.296089,0.00000000,4.548802,7.66
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,04-Feb-2008,N/A,70.209433,70.209433,0.00000000,4.564902,7.66
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,04-Feb-2008,N/A,69.592295,69.592295,0.00000000,4.534359,7.91
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,04-Feb-2008,N/A,68.849187,68.849187,0.00000000,4.528051,8.15
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,04-Feb-2008,N/A,68.238726,68.238726,0.00000000,4.501282,8.40
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,04-Feb-2008,N/A,96.560000,98.219341,1.65934100,4.486785,7.04
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,04-Feb-2008,N/A,68.108371,68.108371,0.00000000,4.524057,8.40
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,04-Feb-2008,N/A,67.302272,67.302272,0.00000000,4.531947,8.64
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,04-Feb-2008,N/A,66.511594,66.511594,0.00000000,4.539316,8.88
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,04-Feb-2008,N/A,65.719546,65.719546,0.00000000,4.547182,9.13
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,04-Feb-2008,N/A,132.250000,136.149457,3.89945700,4.549673,6.73
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,04-Feb-2008,N/A,64.991846,64.991846,0.00000000,4.546482,9.37
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,04-Feb-2008,N/A,64.232948,64.232948,0.00000000,4.551329,9.62
5% Treasury Gilt 2018 WI,GB00B29WN129,07-Mar-2018,04-Feb-2008,N/A,104.000000,106.087912,2.08791200,4.501599,7.75
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,04-Feb-2008,N/A,63.653040,63.653040,0.00000000,4.529617,9.86
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,04-Feb-2008,N/A,104.000000,106.074176,2.07417600,4.501692,7.76
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,04-Feb-2008,N/A,63.525134,63.525134,0.00000000,4.550014,9.86
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,04-Feb-2008,N/A,62.775007,62.775007,0.00000000,4.555858,10.11
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,04-Feb-2008,N/A,62.074053,62.074053,0.00000000,4.555932,10.35
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,04-Feb-2008,N/A,61.384619,61.384619,0.00000000,4.554668,10.59
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,04-Feb-2008,N/A,60.691728,60.691728,0.00000000,4.555900,10.84
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,04-Feb-2008,N/A,60.003045,60.003045,0.00000000,4.556889,11.08
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,04-Feb-2008,N/A,59.296772,59.296772,0.00000000,4.562333,11.33
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,04-Feb-2008,N/A,58.613009,58.613009,0.00000000,4.564751,11.57
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,04-Feb-2008,N/A,58.012184,58.012184,0.00000000,4.556802,11.82
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,04-Feb-2008,N/A,101.990000,103.960467,1.97046700,4.533901,8.98
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,04-Feb-2008,N/A,57.931107,57.931107,0.00000000,4.568638,11.82
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,04-Feb-2008,N/A,57.083940,57.083940,0.00000000,4.596814,12.06
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,04-Feb-2008,N/A,56.342410,56.342410,0.00000000,4.611074,12.30
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,04-Feb-2008,N/A,55.628422,55.628422,0.00000000,4.621558,12.55
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,04-Feb-2008,N/A,54.968929,54.968929,0.00000000,4.625818,12.79
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,04-Feb-2008,N/A,133.640000,134.951475,1.31147500,4.596813,8.85
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,04-Feb-2008,N/A,54.313683,54.313683,0.00000000,4.629792,13.03
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,04-Feb-2008,N/A,54.293797,54.293797,0.00000000,4.632601,13.03
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,04-Feb-2008,N/A,53.658025,53.658025,0.00000000,4.635394,13.28
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,04-Feb-2008,N/A,53.069502,53.069502,0.00000000,4.631926,13.52
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,04-Feb-2008,N/A,52.508981,52.508981,0.00000000,4.626200,13.77
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,04-Feb-2008,N/A,51.945737,51.945737,0.00000000,4.621273,14.01
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,04-Feb-2008,N/A,51.417075,51.417075,0.00000000,4.613197,14.26
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,04-Feb-2008,N/A,50.921770,50.921770,0.00000000,4.601039,14.50
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,04-Feb-2008,N/A,50.399938,50.399938,0.00000000,4.594049,14.75
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,04-Feb-2008,N/A,49.903127,49.903127,0.00000000,4.584111,14.99
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,04-Feb-2008,N/A,49.464440,49.464440,0.00000000,4.567963,15.24
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,04-Feb-2008,N/A,48.992835,48.992835,0.00000000,4.556646,15.48
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,04-Feb-2008,N/A,48.502312,48.502312,0.00000000,4.549267,15.73
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,04-Feb-2008,N/A,48.033809,48.033809,0.00000000,4.539375,15.97
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,04-Feb-2008,N/A,47.546478,47.546478,0.00000000,4.533310,16.22
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,04-Feb-2008,N/A,47.045094,47.045094,0.00000000,4.529386,16.46
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,04-Feb-2008,N/A,46.593402,46.593402,0.00000000,4.520353,16.71
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,04-Feb-2008,N/A,46.670686,46.670686,0.00000000,4.510433,16.71
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,04-Feb-2008,N/A,105.850000,107.924176,2.07417600,4.505091,11.37
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,04-Feb-2008,N/A,46.057497,46.057497,0.00000000,4.522435,16.95
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,04-Feb-2008,N/A,45.567451,45.567451,0.00000000,4.519859,17.20
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,04-Feb-2008,N/A,45.093004,45.093004,0.00000000,4.515573,17.44
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,04-Feb-2008,N/A,44.587393,44.587393,0.00000000,4.516437,17.69
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,04-Feb-2008,N/A,44.107804,44.107804,0.00000000,4.514255,17.93
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,04-Feb-2008,N/A,43.644959,43.644959,0.00000000,4.511113,18.18
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,04-Feb-2008,N/A,43.154278,43.154278,0.00000000,4.511730,18.42
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,04-Feb-2008,N/A,42.717649,42.717649,0.00000000,4.506670,18.66
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,04-Feb-2008,N/A,42.261605,42.261605,0.00000000,4.504298,18.91
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,04-Feb-2008,N/A,41.800029,41.800029,0.00000000,4.503704,19.15
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,04-Feb-2008,N/A,41.624180,41.624180,0.00000000,4.467836,19.40
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,04-Feb-2008,N/A,96.850000,97.546721,0.69672100,4.491170,13.09
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,04-Feb-2008,N/A,41.365126,41.365126,0.00000000,4.500015,19.40
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,04-Feb-2008,N/A,40.991473,40.991473,0.00000000,4.489777,19.64
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,04-Feb-2008,N/A,40.499272,40.499272,0.00000000,4.494502,19.89
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,04-Feb-2008,N/A,40.067977,40.067977,0.00000000,4.492688,20.13
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,04-Feb-2008,N/A,39.659336,39.659336,0.00000000,4.488289,20.38
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,04-Feb-2008,N/A,39.616074,39.616074,0.00000000,4.493645,20.38
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,04-Feb-2008,N/A,119.890000,120.873607,0.98360700,4.516298,12.56
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,04-Feb-2008,N/A,39.277235,39.277235,0.00000000,4.481620,20.62
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,04-Feb-2008,N/A,38.869958,38.869958,0.00000000,4.478280,20.87
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,04-Feb-2008,N/A,38.526058,38.526058,0.00000000,4.468118,21.11
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,04-Feb-2008,N/A,38.182809,38.182809,0.00000000,4.458110,21.36
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,04-Feb-2008,N/A,37.850550,37.850550,0.00000000,4.447727,21.60
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,04-Feb-2008,N/A,37.480326,37.480326,0.00000000,4.442199,21.85
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,04-Feb-2008,N/A,37.140654,37.140654,0.00000000,4.433870,22.10
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,04-Feb-2008,N/A,36.772406,36.772406,0.00000000,4.429221,22.34
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,04-Feb-2008,N/A,103.750000,104.528689,0.77868900,4.485478,13.93
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,04-Feb-2008,N/A,36.793697,36.793697,0.00000000,4.426630,22.34
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,04-Feb-2008,N/A,36.466121,36.466121,0.00000000,4.417936,22.59
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,04-Feb-2008,N/A,36.136675,36.136675,0.00000000,4.409664,22.83
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,04-Feb-2008,N/A,35.839842,35.839842,0.00000000,4.398324,23.08
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,04-Feb-2008,N/A,35.520282,35.520282,0.00000000,4.389923,23.32
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,04-Feb-2008,N/A,35.206564,35.206564,0.00000000,4.381667,23.57
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,04-Feb-2008,N/A,34.891906,34.891906,0.00000000,4.373701,23.82
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,04-Feb-2008,N/A,34.974363,34.974363,0.00000000,4.363789,23.82
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,04-Feb-2008,N/A,97.450000,98.146721,0.69672100,4.421787,14.83
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,04-Feb-2008,N/A,34.555907,34.555907,0.00000000,4.369124,24.06
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,04-Feb-2008,N/A,34.209833,34.209833,0.00000000,4.365920,24.31
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,04-Feb-2008,N/A,33.891214,33.891214,0.00000000,4.360213,24.55
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,04-Feb-2008,N/A,33.557374,33.557374,0.00000000,4.356490,24.80
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,04-Feb-2008,N/A,33.242942,33.242942,0.00000000,4.351213,25.04
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,04-Feb-2008,N/A,32.919350,32.919350,0.00000000,4.347186,25.29
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,04-Feb-2008,N/A,32.621200,32.621200,0.00000000,4.340862,25.53
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,04-Feb-2008,N/A,32.300249,32.300249,0.00000000,4.337420,25.78
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,04-Feb-2008,N/A,31.985966,31.985966,0.00000000,4.333917,26.02
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,04-Feb-2008,N/A,31.696064,31.696064,0.00000000,4.327625,26.27
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,04-Feb-2008,N/A,31.462438,31.462438,0.00000000,4.315302,26.51
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,04-Feb-2008,N/A,31.170807,31.170807,0.00000000,4.310072,26.76
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,04-Feb-2008,N/A,30.857751,30.857751,0.00000000,4.308115,27.00
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,04-Feb-2008,N/A,30.576713,30.576713,0.00000000,4.302445,27.25
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,04-Feb-2008,N/A,30.287081,30.287081,0.00000000,4.298495,27.49
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,04-Feb-2008,N/A,30.390143,30.390143,0.00000000,4.286139,27.50
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,04-Feb-2008,N/A,97.960000,99.723049,1.76304900,4.376700,15.89
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,04-Feb-2008,N/A,29.997179,29.997179,0.00000000,4.294699,27.74
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,04-Feb-2008,N/A,29.424794,29.424794,0.00000000,4.287684,28.23
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,04-Feb-2008,N/A,28.855363,28.855363,0.00000000,4.281869,28.72
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,04-Feb-2008,N/A,28.319805,28.319805,0.00000000,4.273486,29.21
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,04-Feb-2008,N/A,27.816586,27.816586,0.00000000,4.262667,29.70
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,04-Feb-2008,N/A,27.303777,27.303777,0.00000000,4.254447,30.19
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,04-Feb-2008,N/A,27.382994,27.382994,0.00000000,4.244852,30.20
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,04-Feb-2008,N/A,106.580000,107.358689,0.77868900,4.359638,16.46
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,04-Feb-2008,N/A,26.760541,26.760541,0.00000000,4.251342,30.68
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,04-Feb-2008,N/A,26.205843,26.205843,0.00000000,4.251060,31.17
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,04-Feb-2008,N/A,25.687964,25.687964,0.00000000,4.247672,31.66
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,04-Feb-2008,N/A,25.174281,25.174281,0.00000000,4.245134,32.15
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,04-Feb-2008,N/A,24.666747,24.666747,0.00000000,4.243183,32.64
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,04-Feb-2008,N/A,24.170171,24.170171,0.00000000,4.241200,33.13
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,04-Feb-2008,N/A,23.673897,23.673897,0.00000000,4.240492,33.62
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,04-Feb-2008,N/A,23.187686,23.187686,0.00000000,4.239820,34.11
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,04-Feb-2008,N/A,102.730000,103.467705,0.73770500,4.346863,17.61
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,04-Feb-2008,N/A,23.213678,23.213678,0.00000000,4.236536,34.11
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,04-Feb-2008,N/A,22.762963,22.762963,0.00000000,4.232621,34.60
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,04-Feb-2008,N/A,22.296352,22.296352,0.00000000,4.231964,35.09
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,04-Feb-2008,N/A,21.834938,21.834938,0.00000000,4.231887,35.58
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,04-Feb-2008,N/A,21.401419,21.401419,0.00000000,4.229435,36.07
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,04-Feb-2008,N/A,20.995627,20.995627,0.00000000,4.224557,36.56
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,04-Feb-2008,N/A,20.581882,20.581882,0.00000000,4.221859,37.05
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,04-Feb-2008,N/A,20.177827,20.177827,0.00000000,4.219028,37.54
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,04-Feb-2008,N/A,19.864937,19.864937,0.00000000,4.205231,38.04
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,04-Feb-2008,N/A,98.670000,99.366721,0.69672100,4.320688,18.68
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,04-Feb-2008,N/A,19.775648,19.775648,0.00000000,4.217076,38.03
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,04-Feb-2008,N/A,19.462116,19.462116,0.00000000,4.204396,38.53
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,04-Feb-2008,N/A,19.112563,19.112563,0.00000000,4.197527,39.02
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,04-Feb-2008,N/A,18.820957,18.820957,0.00000000,4.183870,39.51
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,04-Feb-2008,N/A,18.499220,18.499220,0.00000000,4.175217,40.00
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,04-Feb-2008,N/A,18.156691,18.156691,0.00000000,4.170348,40.49
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,04-Feb-2008,N/A,17.869848,17.869848,0.00000000,4.158848,40.98
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,04-Feb-2008,N/A,17.570344,17.570344,0.00000000,4.149978,41.48
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,04-Feb-2008,N/A,17.286903,17.286903,0.00000000,4.139793,41.97
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,04-Feb-2008,N/A,17.006914,17.006914,0.00000000,4.129999,42.46
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,04-Feb-2008,N/A,16.715644,16.715644,0.00000000,4.122631,42.95
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,04-Feb-2008,N/A,16.443689,16.443689,0.00000000,4.113422,43.44
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,04-Feb-2008,N/A,16.175481,16.175481,0.00000000,4.104515,43.93
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,04-Feb-2008,N/A,15.897731,15.897731,0.00000000,4.097774,44.43
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,04-Feb-2008,N/A,15.642154,15.642154,0.00000000,4.088702,44.92
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,04-Feb-2008,N/A,15.378027,15.378027,0.00000000,4.081638,45.41
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,04-Feb-2008,N/A,15.132670,15.132670,0.00000000,4.072664,45.90
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,04-Feb-2008,N/A,14.874265,14.874265,0.00000000,4.066337,46.39
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,04-Feb-2008,N/A,14.718750,14.718750,0.00000000,4.045825,46.89
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,04-Feb-2008,N/A,14.647163,14.647163,0.00000000,4.056223,46.89
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,04-Feb-2008,N/A,99.970000,100.666721,0.69672100,4.251231,20.24
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-2008,05-Feb-2008,N/A,99.574117,99.574117,0.00000000,5.246038,0.08
5% Treasury Stock 2008,GB0031734154,07-Mar-2008,05-Feb-2008,N/A,99.980000,102.067912,2.08791200,5.191852,0.08
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-2008,05-Feb-2008,N/A,99.564660,99.564660,0.00000000,5.364336,0.08
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,05-Feb-2008,N/A,98.471127,98.471127,0.00000000,4.675864,0.33
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,05-Feb-2008,N/A,97.415847,97.415847,0.00000000,4.546177,0.57
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,05-Feb-2008,N/A,100.350000,102.601374,2.25137400,4.883072,0.56
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,05-Feb-2008,N/A,102.680000,105.532459,2.85245900,4.942374,0.65
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,05-Feb-2008,N/A,96.399473,96.399473,0.00000000,4.449098,0.82
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,05-Feb-2008,N/A,95.562614,95.562614,0.00000000,4.237520,1.06
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,05-Feb-2008,N/A,99.780000,101.450330,1.67033000,4.207299,1.03
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,05-Feb-2008,N/A,95.525442,95.525442,0.00000000,4.274229,1.06
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,05-Feb-2008,N/A,94.554366,94.554366,0.00000000,4.244044,1.31
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,05-Feb-2008,N/A,93.607727,93.607727,0.00000000,4.218321,1.55
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,05-Feb-2008,N/A,105.770000,108.715055,2.94505500,4.295675,1.49
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,05-Feb-2008,N/A,92.696168,92.696168,0.00000000,4.179975,1.80
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,05-Feb-2008,N/A,102.780000,103.738333,0.95833300,4.155692,1.72
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,05-Feb-2008,N/A,92.650813,92.650813,0.00000000,4.207230,1.80
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,05-Feb-2008,N/A,91.718641,91.718641,0.00000000,4.194543,2.04
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,05-Feb-2008,N/A,90.798723,90.798723,0.00000000,4.179863,2.29
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,05-Feb-2008,N/A,101.300000,102.091667,0.79166700,4.157170,2.18
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,05-Feb-2008,N/A,90.786764,90.786764,0.00000000,4.185626,2.29
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,05-Feb-2008,N/A,89.851549,89.851549,0.00000000,4.187070,2.53
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,05-Feb-2008,N/A,105.600000,106.853434,1.25343400,4.108981,2.54
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,05-Feb-2008,N/A,88.942375,88.942375,0.00000000,4.178876,2.78
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,05-Feb-2008,N/A,87.976020,87.976020,0.00000000,4.199502,3.02
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,05-Feb-2008,N/A,100.150000,101.924725,1.77472500,4.196550,2.81
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,05-Feb-2008,N/A,87.994473,87.994473,0.00000000,4.192556,3.02
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,05-Feb-2008,N/A,87.071621,87.071621,0.00000000,4.196597,3.26
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,05-Feb-2008,N/A,115.140000,115.758132,0.61813200,4.213104,2.98
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,05-Feb-2008,N/A,86.194382,86.194382,0.00000000,4.190359,3.51
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,05-Feb-2008,N/A,85.289155,85.289155,0.00000000,4.194409,3.75
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,05-Feb-2008,N/A,112.270000,112.504203,0.23420300,4.350499,3.44
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,05-Feb-2008,N/A,84.391067,84.391067,0.00000000,4.200566,4.00
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,05-Feb-2008,N/A,84.434563,84.434563,0.00000000,4.187679,4.00
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,05-Feb-2008,N/A,103.120000,105.207912,2.08791200,4.160155,3.60
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,05-Feb-2008,N/A,83.380522,83.380522,0.00000000,4.238647,4.24
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,05-Feb-2008,N/A,104.050000,104.925000,0.87500000,4.216072,3.83
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,05-Feb-2008,N/A,83.424762,83.424762,0.00000000,4.226147,4.24
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,05-Feb-2008,N/A,119.020000,119.020000,0.00000000,4.305476,3.78
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,05-Feb-2008,N/A,82.502835,82.502835,0.00000000,4.241647,4.49
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,05-Feb-2008,N/A,81.548357,81.548357,0.00000000,4.264991,4.73
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,05-Feb-2008,N/A,80.633574,80.633574,0.00000000,4.280451,4.98
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,05-Feb-2008,N/A,79.704729,79.704729,0.00000000,4.298822,5.22
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,05-Feb-2008,N/A,78.789223,78.789223,0.00000000,4.316361,5.46
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,05-Feb-2008,N/A,118.160000,121.061099,2.90109900,4.332883,4.53
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,05-Feb-2008,N/A,77.878431,77.878431,0.00000000,4.332333,5.71
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,05-Feb-2008,N/A,138.960000,140.796066,1.83606600,4.373601,4.46
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,05-Feb-2008,N/A,77.016483,77.016483,0.00000000,4.339953,5.95
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,05-Feb-2008,N/A,76.136986,76.136986,0.00000000,4.351441,6.20
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,05-Feb-2008,N/A,75.297078,75.297078,0.00000000,4.357189,6.44
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,05-Feb-2008,N/A,103.800000,105.887912,2.08791200,4.329702,5.48
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,05-Feb-2008,N/A,75.293903,75.293903,0.00000000,4.357844,6.44
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,05-Feb-2008,N/A,74.421962,74.421962,0.00000000,4.370270,6.69
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,05-Feb-2008,N/A,73.560821,73.560821,0.00000000,4.382824,6.93
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,05-Feb-2008,N/A,72.718561,72.718561,0.00000000,4.391708,7.18
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,05-Feb-2008,N/A,71.921776,71.921776,0.00000000,4.394362,7.42
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,05-Feb-2008,N/A,102.440000,104.423516,1.98351600,4.367954,6.21
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,05-Feb-2008,N/A,71.881194,71.881194,0.00000000,4.401969,7.42
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,05-Feb-2008,N/A,123.340000,124.673333,1.33333300,4.438409,5.98
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,05-Feb-2008,N/A,70.831344,70.831344,0.00000000,4.451392,7.66
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,05-Feb-2008,N/A,70.739349,70.739349,0.00000000,4.468353,7.66
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,05-Feb-2008,N/A,70.129797,70.129797,0.00000000,4.438589,7.91
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,05-Feb-2008,N/A,69.402285,69.402285,0.00000000,4.431384,8.15
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,05-Feb-2008,N/A,68.799978,68.799978,0.00000000,4.405172,8.40
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,05-Feb-2008,N/A,97.250000,98.920330,1.67033000,4.387568,7.05
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,05-Feb-2008,N/A,68.667357,68.667357,0.00000000,4.428151,8.40
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,05-Feb-2008,N/A,67.870374,67.870374,0.00000000,4.436073,8.64
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,05-Feb-2008,N/A,67.085842,67.085842,0.00000000,4.443926,8.88
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,05-Feb-2008,N/A,66.298650,66.298650,0.00000000,4.452415,9.13
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,05-Feb-2008,N/A,133.140000,137.063234,3.92323400,4.452106,6.74
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,05-Feb-2008,N/A,65.584761,65.584761,0.00000000,4.450895,9.37
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,05-Feb-2008,N/A,64.833243,64.833243,0.00000000,4.455878,9.62
5% Treasury Gilt 2018 WI,GB00B29WN129,07-Mar-2018,05-Feb-2008,N/A,104.800000,106.887912,2.08791200,4.404804,7.77
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,05-Feb-2008,N/A,64.269959,64.269959,0.00000000,4.433057,9.86
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,05-Feb-2008,N/A,104.800000,106.887912,2.08791200,4.404804,7.77
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,05-Feb-2008,N/A,64.126546,64.126546,0.00000000,4.455706,9.86
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,05-Feb-2008,N/A,63.422601,63.422601,0.00000000,4.455516,10.11
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,05-Feb-2008,N/A,62.704823,62.704823,0.00000000,4.459436,10.35
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,05-Feb-2008,N/A,61.999551,61.999551,0.00000000,4.461745,10.60
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,05-Feb-2008,N/A,61.310375,61.310375,0.00000000,4.463467,10.84
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,05-Feb-2008,N/A,60.619425,60.619425,0.00000000,4.465788,11.09
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,05-Feb-2008,N/A,59.912767,59.912767,0.00000000,4.472184,11.33
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,05-Feb-2008,N/A,59.231756,59.231756,0.00000000,4.475069,11.57
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,05-Feb-2008,N/A,58.642431,58.642431,0.00000000,4.466401,11.82
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,05-Feb-2008,N/A,102.850000,104.833516,1.98351600,4.442245,9.00
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,05-Feb-2008,N/A,58.557414,58.557414,0.00000000,4.478677,11.82
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,05-Feb-2008,N/A,57.709039,57.709039,0.00000000,4.507528,12.06
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,05-Feb-2008,N/A,56.970724,56.970724,0.00000000,4.521941,12.30
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,05-Feb-2008,N/A,56.256463,56.256463,0.00000000,4.533070,12.55
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,05-Feb-2008,N/A,55.606375,55.606375,0.00000000,4.536650,12.79
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,05-Feb-2008,N/A,134.740000,136.073333,1.33333300,4.504781,8.87
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,05-Feb-2008,N/A,54.945663,54.945663,0.00000000,4.541997,13.04
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,05-Feb-2008,N/A,54.912444,54.912444,0.00000000,4.546636,13.04
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,05-Feb-2008,N/A,54.291781,54.291781,0.00000000,4.547909,13.28
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,05-Feb-2008,N/A,53.702566,53.702566,0.00000000,4.545162,13.53
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,05-Feb-2008,N/A,53.141819,53.141819,0.00000000,4.540093,13.77
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,05-Feb-2008,N/A,52.573129,52.573129,0.00000000,4.536487,14.02
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,05-Feb-2008,N/A,52.033071,52.033071,0.00000000,4.530541,14.26
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,05-Feb-2008,N/A,51.533774,51.533774,0.00000000,4.519518,14.51
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,05-Feb-2008,N/A,51.005984,51.005984,0.00000000,4.513839,14.75
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,05-Feb-2008,N/A,50.492829,50.492829,0.00000000,4.506581,15.00
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,05-Feb-2008,N/A,50.062082,50.062082,0.00000000,4.489959,15.24
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,05-Feb-2008,N/A,49.569689,49.569689,0.00000000,4.481841,15.49
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,05-Feb-2008,N/A,49.090080,49.090080,0.00000000,4.473464,15.73
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,05-Feb-2008,N/A,48.597467,48.597467,0.00000000,4.467109,15.98
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,05-Feb-2008,N/A,48.111574,48.111574,0.00000000,4.461216,16.22
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,05-Feb-2008,N/A,47.622898,47.622898,0.00000000,4.455983,16.47
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,05-Feb-2008,N/A,47.148581,47.148581,0.00000000,4.450193,16.71
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,05-Feb-2008,N/A,47.229271,47.229271,0.00000000,4.439960,16.71
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,05-Feb-2008,N/A,106.770000,108.857912,2.08791200,4.430484,11.40
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,05-Feb-2008,N/A,46.605473,46.605473,0.00000000,4.453390,16.96
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,05-Feb-2008,N/A,46.119717,46.119717,0.00000000,4.450520,17.20
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,05-Feb-2008,N/A,45.640213,45.640213,0.00000000,4.447119,17.45
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,05-Feb-2008,N/A,45.131922,45.131922,0.00000000,4.448497,17.69
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,05-Feb-2008,N/A,44.649802,44.649802,0.00000000,4.446826,17.93
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,05-Feb-2008,N/A,44.185524,44.185524,0.00000000,4.444062,18.18
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,05-Feb-2008,N/A,43.693848,43.693848,0.00000000,4.444937,18.42
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,05-Feb-2008,N/A,43.252404,43.252404,0.00000000,4.440673,18.67
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,05-Feb-2008,N/A,42.796773,42.796773,0.00000000,4.438398,18.91
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,05-Feb-2008,N/A,42.334739,42.334739,0.00000000,4.437982,19.16
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,05-Feb-2008,N/A,42.187898,42.187898,0.00000000,4.399129,19.41
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,05-Feb-2008,N/A,97.740000,98.448333,0.70833300,4.421914,13.13
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,05-Feb-2008,N/A,41.895669,41.895669,0.00000000,4.434950,19.40
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,05-Feb-2008,N/A,41.499765,41.499765,0.00000000,4.427664,19.65
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,05-Feb-2008,N/A,41.023387,41.023387,0.00000000,4.430464,19.89
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,05-Feb-2008,N/A,40.573765,40.573765,0.00000000,4.430988,20.14
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,05-Feb-2008,N/A,40.179992,40.179992,0.00000000,4.424884,20.38
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,05-Feb-2008,N/A,40.133859,40.133859,0.00000000,4.430520,20.38
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,05-Feb-2008,N/A,120.950000,121.950000,1.00000000,4.446764,12.60
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,05-Feb-2008,N/A,39.788931,39.788931,0.00000000,4.419448,20.63
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,05-Feb-2008,N/A,39.382416,39.382416,0.00000000,4.416099,20.87
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,05-Feb-2008,N/A,39.037056,39.037056,0.00000000,4.406287,21.12
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,05-Feb-2008,N/A,38.675630,38.675630,0.00000000,4.398636,21.36
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,05-Feb-2008,N/A,38.331410,38.331410,0.00000000,4.389855,21.61
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,05-Feb-2008,N/A,37.962708,37.962708,0.00000000,4.384225,21.85
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,05-Feb-2008,N/A,37.617182,37.617182,0.00000000,4.376717,22.10
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,05-Feb-2008,N/A,37.281686,37.281686,0.00000000,4.368193,22.35
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,05-Feb-2008,N/A,104.700000,105.491667,0.79166700,4.420601,13.97
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,05-Feb-2008,N/A,37.268386,37.268386,0.00000000,4.369790,22.35
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,05-Feb-2008,N/A,36.929823,36.929823,0.00000000,4.362524,22.59
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,05-Feb-2008,N/A,36.605615,36.605615,0.00000000,4.353719,22.84
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,05-Feb-2008,N/A,36.306059,36.306059,0.00000000,4.342839,23.08
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,05-Feb-2008,N/A,35.975883,35.975883,0.00000000,4.335790,23.33
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,05-Feb-2008,N/A,35.652221,35.652221,0.00000000,4.328802,23.57
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,05-Feb-2008,N/A,35.337493,35.337493,0.00000000,4.320914,23.82
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,05-Feb-2008,N/A,35.470677,35.470677,0.00000000,4.305121,23.82
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,05-Feb-2008,N/A,98.370000,99.078333,0.70833300,4.359000,14.88
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,05-Feb-2008,N/A,35.021856,35.021856,0.00000000,4.313950,24.06
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,05-Feb-2008,N/A,34.679075,34.679075,0.00000000,4.310356,24.31
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,05-Feb-2008,N/A,34.356766,34.356766,0.00000000,4.305124,24.55
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,05-Feb-2008,N/A,34.019651,34.019651,0.00000000,4.301789,24.80
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,05-Feb-2008,N/A,33.709513,33.709513,0.00000000,4.296026,25.04
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,05-Feb-2008,N/A,33.378910,33.378910,0.00000000,4.292826,25.29
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,05-Feb-2008,N/A,33.084675,33.084675,0.00000000,4.286068,25.54
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,05-Feb-2008,N/A,32.758814,32.758814,0.00000000,4.283187,25.78
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,05-Feb-2008,N/A,32.444870,32.444870,0.00000000,4.279628,26.03
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,05-Feb-2008,N/A,32.156528,32.156528,0.00000000,4.273164,26.27
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,05-Feb-2008,N/A,31.921014,31.921014,0.00000000,4.261169,26.52
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,05-Feb-2008,N/A,31.620462,31.620462,0.00000000,4.256986,26.76
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,05-Feb-2008,N/A,31.303948,31.303948,0.00000000,4.255386,27.01
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,05-Feb-2008,N/A,31.027648,31.027648,0.00000000,4.249149,27.25
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,05-Feb-2008,N/A,30.731251,30.731251,0.00000000,4.245969,27.50
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,05-Feb-2008,N/A,30.834704,30.834704,0.00000000,4.233748,27.50
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,05-Feb-2008,N/A,98.920000,100.694725,1.77472500,4.316539,15.95
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,05-Feb-2008,N/A,30.444149,30.444149,0.00000000,4.241802,27.74
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,05-Feb-2008,N/A,29.861269,29.861269,0.00000000,4.235938,28.24
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,05-Feb-2008,N/A,29.290227,29.290227,0.00000000,4.230194,28.73
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,05-Feb-2008,N/A,28.749358,28.749358,0.00000000,4.222349,29.22
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,05-Feb-2008,N/A,28.222597,28.222597,0.00000000,4.214272,29.71
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,05-Feb-2008,N/A,27.706560,27.706560,0.00000000,4.206328,30.20
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,05-Feb-2008,N/A,27.786664,27.786664,0.00000000,4.196768,30.20
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,05-Feb-2008,N/A,107.620000,108.411667,0.79166700,4.301163,16.53
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,05-Feb-2008,N/A,27.144472,27.144472,0.00000000,4.205293,30.69
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,05-Feb-2008,N/A,26.598428,26.598428,0.00000000,4.203730,31.18
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,05-Feb-2008,N/A,26.076523,26.076523,0.00000000,4.200623,31.67
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,05-Feb-2008,N/A,25.559640,25.559640,0.00000000,4.198245,32.16
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,05-Feb-2008,N/A,25.048029,25.048029,0.00000000,4.196546,32.65
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,05-Feb-2008,N/A,24.552060,24.552060,0.00000000,4.194234,33.14
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,05-Feb-2008,N/A,24.068239,24.068239,0.00000000,4.191702,33.63
4½% Treasury Gilt 2042 WI,GB00B29WPL68,07-Dec-2042,05-Feb-2008,N/A,103.770000,104.630656,0.86065600,4.290128,17.67
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,05-Feb-2008,N/A,23.588171,23.588171,0.00000000,4.189960,34.12
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,05-Feb-2008,N/A,103.740000,104.490000,0.75000000,4.291832,17.69
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,05-Feb-2008,N/A,23.583649,23.583649,0.00000000,4.190522,34.12
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,05-Feb-2008,N/A,23.130451,23.130451,0.00000000,4.186672,34.61
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,05-Feb-2008,N/A,22.675459,22.675459,0.00000000,4.184249,35.10
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,05-Feb-2008,N/A,22.220462,22.220462,0.00000000,4.183024,35.59
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,05-Feb-2008,N/A,21.785385,21.785385,0.00000000,4.180460,36.08
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,05-Feb-2008,N/A,21.349746,21.349746,0.00000000,4.179127,36.57
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,05-Feb-2008,N/A,20.928130,20.928130,0.00000000,4.177145,37.06
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,05-Feb-2008,N/A,20.522949,20.522949,0.00000000,4.174162,37.55
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,05-Feb-2008,N/A,20.177628,20.177628,0.00000000,4.164470,38.04
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,05-Feb-2008,N/A,99.670000,100.378333,0.70833300,4.267209,18.77
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,05-Feb-2008,N/A,20.119451,20.119451,0.00000000,4.172060,38.04
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,05-Feb-2008,N/A,19.810234,19.810234,0.00000000,4.158676,38.53
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,05-Feb-2008,N/A,19.460443,19.460443,0.00000000,4.151589,39.02
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,05-Feb-2008,N/A,19.159823,19.159823,0.00000000,4.138993,39.52
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,05-Feb-2008,N/A,18.839639,18.839639,0.00000000,4.129917,40.01
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,05-Feb-2008,N/A,18.530864,18.530864,0.00000000,4.120252,40.50
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,05-Feb-2008,N/A,18.226072,18.226072,0.00000000,4.110964,40.99
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,05-Feb-2008,N/A,17.925163,17.925163,0.00000000,4.102047,41.48
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,05-Feb-2008,N/A,17.587499,17.587499,0.00000000,4.098984,41.97
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,05-Feb-2008,N/A,17.304552,17.304552,0.00000000,4.089402,42.47
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,05-Feb-2008,N/A,17.011255,17.011255,0.00000000,4.082077,42.96
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,05-Feb-2008,N/A,16.737531,16.737531,0.00000000,4.072909,43.45
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,05-Feb-2008,N/A,16.455843,16.455843,0.00000000,4.065656,43.94
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,05-Feb-2008,N/A,16.174680,16.174680,0.00000000,4.059150,44.43
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,05-Feb-2008,N/A,15.898403,15.898403,0.00000000,4.052774,44.92
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,05-Feb-2008,N/A,15.626092,15.626092,0.00000000,4.046642,45.41
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,05-Feb-2008,N/A,15.379850,15.379850,0.00000000,4.037607,45.91
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,05-Feb-2008,N/A,15.145434,15.145434,0.00000000,4.027633,46.40
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,05-Feb-2008,N/A,15.003207,15.003207,0.00000000,4.005235,46.89
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,05-Feb-2008,N/A,14.893276,14.893276,0.00000000,4.020918,46.89
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,05-Feb-2008,N/A,101.050000,101.758333,0.70833300,4.198675,20.37
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-2008,06-Feb-2008,N/A,99.589146,99.589146,0.00000000,5.234886,0.08
5% Treasury Stock 2008,GB0031734154,07-Mar-2008,06-Feb-2008,N/A,99.990000,102.091648,2.10164800,5.073782,0.08
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-2008,06-Feb-2008,N/A,99.577105,99.577105,0.00000000,5.390686,0.08
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,06-Feb-2008,N/A,98.491311,98.491311,0.00000000,4.651514,0.32
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,06-Feb-2008,N/A,97.441733,97.441733,0.00000000,4.521091,0.57
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,06-Feb-2008,N/A,100.400000,102.666484,2.26648400,4.793615,0.56
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,06-Feb-2008,N/A,102.740000,105.617049,2.87704900,4.838586,0.64
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,06-Feb-2008,N/A,96.430247,96.430247,0.00000000,4.424614,0.81
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,06-Feb-2008,N/A,95.612260,95.612260,0.00000000,4.199295,1.06
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,06-Feb-2008,N/A,99.820000,101.501319,1.68131900,4.169579,1.03
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,06-Feb-2008,N/A,95.587946,95.587946,0.00000000,4.223348,1.06
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,06-Feb-2008,N/A,94.624244,94.624244,0.00000000,4.196158,1.30
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,06-Feb-2008,N/A,93.661452,93.661452,0.00000000,4.188648,1.55
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,06-Feb-2008,N/A,105.840000,108.807033,2.96703300,4.246725,1.49
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,06-Feb-2008,N/A,92.759948,92.759948,0.00000000,4.147922,1.79
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,06-Feb-2008,N/A,102.840000,103.814044,0.97404400,4.119689,1.71
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,06-Feb-2008,N/A,92.706743,92.706743,0.00000000,4.179917,1.79
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,06-Feb-2008,N/A,91.777283,91.777283,0.00000000,4.168765,2.04
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,06-Feb-2008,N/A,90.864242,90.864242,0.00000000,4.153219,2.28
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,06-Feb-2008,N/A,101.370000,102.174645,0.80464500,4.124958,2.17
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,06-Feb-2008,N/A,90.843462,90.843462,0.00000000,4.163237,2.28
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,06-Feb-2008,N/A,89.913918,89.913918,0.00000000,4.164115,2.53
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,06-Feb-2008,N/A,105.670000,106.940604,1.27060400,4.081209,2.53
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,06-Feb-2008,N/A,89.004424,89.004424,0.00000000,4.157801,2.77
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,06-Feb-2008,N/A,88.037499,88.037499,0.00000000,4.180129,3.02
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,06-Feb-2008,N/A,100.210000,101.996401,1.78640100,4.175594,2.81
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,06-Feb-2008,N/A,88.053288,88.053288,0.00000000,4.174184,3.02
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,06-Feb-2008,N/A,87.115627,87.115627,0.00000000,4.184587,3.26
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,06-Feb-2008,N/A,115.200000,115.842857,0.64285700,4.192386,2.98
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,06-Feb-2008,N/A,86.230512,86.230512,0.00000000,4.181656,3.51
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,06-Feb-2008,N/A,85.305424,85.305424,0.00000000,4.192348,3.75
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,06-Feb-2008,N/A,112.290000,112.545495,0.25549500,4.343268,3.44
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,06-Feb-2008,N/A,84.403488,84.403488,0.00000000,4.199741,4.00
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,06-Feb-2008,N/A,84.438540,84.438540,0.00000000,4.189350,4.00
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,06-Feb-2008,N/A,103.130000,105.231648,2.10164800,4.157030,3.60
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,06-Feb-2008,N/A,83.383758,83.383758,0.00000000,4.240434,4.24
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,06-Feb-2008,N/A,104.080000,104.969344,0.88934400,4.208009,3.83
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,06-Feb-2008,N/A,83.427750,83.427750,0.00000000,4.227997,4.24
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,06-Feb-2008,N/A,118.990000,119.014725,0.02472500,4.309743,3.78
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,06-Feb-2008,N/A,82.492186,82.492186,0.00000000,4.247096,4.48
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,06-Feb-2008,N/A,81.522651,81.522651,0.00000000,4.274095,4.73
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,06-Feb-2008,N/A,80.617612,80.617612,0.00000000,4.286772,4.97
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,06-Feb-2008,N/A,79.654232,79.654232,0.00000000,4.313194,5.22
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,06-Feb-2008,N/A,78.720013,78.720013,0.00000000,4.334600,5.46
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,06-Feb-2008,N/A,118.030000,120.953077,2.92307700,4.355213,4.52
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,06-Feb-2008,N/A,77.802813,77.802813,0.00000000,4.351408,5.71
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,06-Feb-2008,N/A,138.800000,140.668852,1.86885200,4.396545,4.45
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,06-Feb-2008,N/A,76.912847,76.912847,0.00000000,4.364565,5.95
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,06-Feb-2008,N/A,76.014333,76.014333,0.00000000,4.379363,6.19
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,06-Feb-2008,N/A,75.152839,75.152839,0.00000000,4.388808,6.44
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,06-Feb-2008,N/A,103.640000,105.741648,2.10164800,4.357096,5.47
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,06-Feb-2008,N/A,75.157376,75.157376,0.00000000,4.387870,6.44
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,06-Feb-2008,N/A,74.266371,74.266371,0.00000000,4.403349,6.68
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,06-Feb-2008,N/A,73.381816,73.381816,0.00000000,4.419715,6.93
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,06-Feb-2008,N/A,72.523808,72.523808,0.00000000,4.430753,7.17
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,06-Feb-2008,N/A,71.707187,71.707187,0.00000000,4.436265,7.42
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,06-Feb-2008,N/A,102.190000,104.186566,1.99656600,4.406451,6.21
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,06-Feb-2008,N/A,71.665607,71.665607,0.00000000,4.444087,7.41
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,06-Feb-2008,N/A,123.030000,124.385191,1.35519100,4.479119,5.98
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,06-Feb-2008,N/A,70.588363,70.588363,0.00000000,4.497827,7.66
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,06-Feb-2008,N/A,70.515660,70.515660,0.00000000,4.511283,7.66
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,06-Feb-2008,N/A,69.879659,69.879659,0.00000000,4.485326,7.90
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,06-Feb-2008,N/A,69.142722,69.142722,0.00000000,4.478834,8.15
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,06-Feb-2008,N/A,68.537054,68.537054,0.00000000,4.452214,8.39
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,06-Feb-2008,N/A,96.930000,98.611319,1.68131900,4.433672,7.04
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,06-Feb-2008,N/A,68.409941,68.409941,0.00000000,4.474334,8.39
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,06-Feb-2008,N/A,67.599506,67.599506,0.00000000,4.483755,8.64
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,06-Feb-2008,N/A,66.808968,66.808968,0.00000000,4.491852,8.88
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,06-Feb-2008,N/A,66.055108,66.055108,0.00000000,4.494057,9.13
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,06-Feb-2008,N/A,132.670000,136.617011,3.94701100,4.502328,6.73
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,06-Feb-2008,N/A,65.293504,65.293504,0.00000000,4.499687,9.37
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,06-Feb-2008,N/A,64.529350,64.529350,0.00000000,4.505994,9.61
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,06-Feb-2008,N/A,63.934765,63.934765,0.00000000,4.487313,9.86
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,06-Feb-2008,N/A,104.360000,106.461648,2.10164800,4.457829,7.76
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,06-Feb-2008,N/A,63.832526,63.832526,0.00000000,4.503548,9.86
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,06-Feb-2008,N/A,63.094845,63.094845,0.00000000,4.507986,10.10
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,06-Feb-2008,N/A,62.375543,62.375543,0.00000000,4.511489,10.35
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,06-Feb-2008,N/A,61.636633,61.636633,0.00000000,4.518305,10.59
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,06-Feb-2008,N/A,60.937164,60.937164,0.00000000,4.520933,10.83
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,06-Feb-2008,N/A,60.243809,60.243809,0.00000000,4.522966,11.08
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,06-Feb-2008,N/A,59.531578,59.531578,0.00000000,4.529617,11.32
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,06-Feb-2008,N/A,58.842224,58.842224,0.00000000,4.533142,11.57
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,06-Feb-2008,N/A,58.227993,58.227993,0.00000000,4.527460,11.81
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,06-Feb-2008,N/A,102.320000,104.316566,1.99656600,4.498571,8.99
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,06-Feb-2008,N/A,58.156064,58.156064,0.00000000,4.537925,11.81
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,06-Feb-2008,N/A,57.321852,57.321852,0.00000000,4.564371,12.06
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,06-Feb-2008,N/A,56.560094,56.560094,0.00000000,4.581752,12.30
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,06-Feb-2008,N/A,55.837781,55.837781,0.00000000,4.593597,12.54
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,06-Feb-2008,N/A,55.122259,55.122259,0.00000000,4.605996,12.79
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,06-Feb-2008,N/A,134.050000,135.405191,1.35519100,4.561697,8.86
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,06-Feb-2008,N/A,54.545203,54.545203,0.00000000,4.599066,13.03
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,06-Feb-2008,N/A,54.482978,54.482978,0.00000000,4.607826,13.03
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,06-Feb-2008,N/A,53.850495,53.850495,0.00000000,4.610314,13.27
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,06-Feb-2008,N/A,53.255827,53.255827,0.00000000,4.607851,13.52
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,06-Feb-2008,N/A,52.670673,52.670673,0.00000000,4.605685,13.76
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,06-Feb-2008,N/A,52.115641,52.115641,0.00000000,4.599743,14.01
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,06-Feb-2008,N/A,51.575786,51.575786,0.00000000,4.593330,14.25
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,06-Feb-2008,N/A,51.050514,51.050514,0.00000000,4.585336,14.50
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,06-Feb-2008,N/A,50.535362,50.535362,0.00000000,4.577539,14.74
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,06-Feb-2008,N/A,50.030061,50.030061,0.00000000,4.568814,14.99
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,06-Feb-2008,N/A,49.580060,49.580060,0.00000000,4.554265,15.23
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,06-Feb-2008,N/A,49.078240,49.078240,0.00000000,4.546984,15.48
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,06-Feb-2008,N/A,48.583013,48.583013,0.00000000,4.540265,15.72
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,06-Feb-2008,N/A,48.116790,48.116790,0.00000000,4.530102,15.97
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,06-Feb-2008,N/A,47.622730,47.622730,0.00000000,4.524945,16.21
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,06-Feb-2008,N/A,47.122680,47.122680,0.00000000,4.520861,16.46
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,06-Feb-2008,N/A,46.626639,46.626639,0.00000000,4.517554,16.70
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,06-Feb-2008,N/A,46.715635,46.715635,0.00000000,4.506137,16.70
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,06-Feb-2008,N/A,106.020000,108.121648,2.10164800,4.491163,11.37
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,06-Feb-2008,N/A,46.110543,46.110543,0.00000000,4.517085,16.95
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,06-Feb-2008,N/A,45.619947,45.619947,0.00000000,4.514590,17.19
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,06-Feb-2008,N/A,45.144912,45.144912,0.00000000,4.510375,17.44
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,06-Feb-2008,N/A,44.627842,44.627842,0.00000000,4.512697,17.68
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,06-Feb-2008,N/A,44.149069,44.149069,0.00000000,4.510399,17.93
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,06-Feb-2008,N/A,43.679348,43.679348,0.00000000,4.508128,18.17
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,06-Feb-2008,N/A,43.189381,43.189381,0.00000000,4.508638,18.42
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,06-Feb-2008,N/A,42.723084,42.723084,0.00000000,4.507301,18.66
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,06-Feb-2008,N/A,42.286491,42.286491,0.00000000,4.502471,18.91
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,06-Feb-2008,N/A,41.797811,41.797811,0.00000000,4.505259,19.15
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,06-Feb-2008,N/A,41.683617,41.683617,0.00000000,4.461725,19.40
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,06-Feb-2008,N/A,96.970000,97.689945,0.71994500,4.481817,13.09
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,06-Feb-2008,N/A,41.360708,41.360708,0.00000000,4.501820,19.39
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,06-Feb-2008,N/A,41.005049,41.005049,0.00000000,4.489333,19.64
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,06-Feb-2008,N/A,40.529684,40.529684,0.00000000,4.491948,19.88
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,06-Feb-2008,N/A,40.073995,40.073995,0.00000000,4.493154,20.13
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,06-Feb-2008,N/A,39.624004,39.624004,0.00000000,4.493854,20.37
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,06-Feb-2008,N/A,39.590448,39.590448,0.00000000,4.498013,20.37
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,06-Feb-2008,N/A,120.020000,121.036393,1.01639300,4.507522,12.56
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,06-Feb-2008,N/A,39.262588,39.262588,0.00000000,4.484610,20.62
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,06-Feb-2008,N/A,38.831964,38.831964,0.00000000,4.484128,20.86
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,06-Feb-2008,N/A,38.504817,38.504817,0.00000000,4.471881,21.11
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,06-Feb-2008,N/A,38.153449,38.153449,0.00000000,4.462841,21.35
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,06-Feb-2008,N/A,37.788293,37.788293,0.00000000,4.456467,21.60
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,06-Feb-2008,N/A,37.411672,37.411672,0.00000000,4.451691,21.84
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,06-Feb-2008,N/A,37.064653,37.064653,0.00000000,4.444234,22.09
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,06-Feb-2008,N/A,36.796232,36.796232,0.00000000,4.427393,22.34
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,06-Feb-2008,N/A,103.790000,104.594645,0.80464500,4.482689,13.92
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,06-Feb-2008,N/A,36.706021,36.706021,0.00000000,4.438382,22.33
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,06-Feb-2008,N/A,36.367254,36.367254,0.00000000,4.431023,22.58
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,06-Feb-2008,N/A,36.036332,36.036332,0.00000000,4.422890,22.83
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,06-Feb-2008,N/A,35.716506,35.716506,0.00000000,4.414302,23.07
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,06-Feb-2008,N/A,35.380141,35.380141,0.00000000,4.407894,23.32
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,06-Feb-2008,N/A,35.058728,35.058728,0.00000000,4.400537,23.56
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,06-Feb-2008,N/A,34.744653,34.744653,0.00000000,4.392457,23.81
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,06-Feb-2008,N/A,34.841268,34.841268,0.00000000,4.380793,23.81
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,06-Feb-2008,N/A,97.410000,98.129945,0.71994500,4.424551,14.83
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,06-Feb-2008,N/A,34.428610,34.428610,0.00000000,4.385455,24.05
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,06-Feb-2008,N/A,34.100051,34.100051,0.00000000,4.380119,24.30
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,06-Feb-2008,N/A,33.781133,33.781133,0.00000000,4.374434,24.54
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,06-Feb-2008,N/A,33.447281,33.447281,0.00000000,4.370696,24.79
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,06-Feb-2008,N/A,33.128734,33.128734,0.00000000,4.365905,25.03
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,06-Feb-2008,N/A,32.807104,32.807104,0.00000000,4.361626,25.28
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,06-Feb-2008,N/A,32.503355,32.503355,0.00000000,4.355965,25.52
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,06-Feb-2008,N/A,32.179356,32.179356,0.00000000,4.352880,25.77
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,06-Feb-2008,N/A,31.863703,31.863703,0.00000000,4.349544,26.01
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,06-Feb-2008,N/A,31.569376,31.569376,0.00000000,4.343766,26.26
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,06-Feb-2008,N/A,31.331876,31.331876,0.00000000,4.331875,26.51
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,06-Feb-2008,N/A,31.037682,31.037682,0.00000000,4.326941,26.75
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,06-Feb-2008,N/A,30.722530,30.722530,0.00000000,4.325250,27.00
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,06-Feb-2008,N/A,30.442592,30.442592,0.00000000,4.319435,27.24
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,06-Feb-2008,N/A,30.149072,30.149072,0.00000000,4.315960,27.49
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,06-Feb-2008,N/A,30.240290,30.240290,0.00000000,4.304969,27.49
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,06-Feb-2008,N/A,97.870000,99.656401,1.78640100,4.382407,15.88
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,06-Feb-2008,N/A,29.855595,29.855595,0.00000000,4.312596,27.73
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,06-Feb-2008,N/A,29.280106,29.280106,0.00000000,4.305970,28.22
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,06-Feb-2008,N/A,28.708393,28.708393,0.00000000,4.300458,28.71
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,06-Feb-2008,N/A,28.170820,28.170820,0.00000000,4.292338,29.20
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,06-Feb-2008,N/A,27.650907,27.650907,0.00000000,4.283560,29.69
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,06-Feb-2008,N/A,27.136076,27.136076,0.00000000,4.275618,30.19
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,06-Feb-2008,N/A,27.191315,27.191315,0.00000000,4.268881,30.19
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,06-Feb-2008,N/A,106.440000,107.244645,0.80464500,4.367533,16.44
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,06-Feb-2008,N/A,26.589652,26.589652,0.00000000,4.272975,30.68
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,06-Feb-2008,N/A,26.045359,26.045359,0.00000000,4.271507,31.16
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,06-Feb-2008,N/A,25.521052,25.521052,0.00000000,4.268990,31.65
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,06-Feb-2008,N/A,25.006780,25.006780,0.00000000,4.266615,32.14
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,06-Feb-2008,N/A,24.495289,24.495289,0.00000000,4.265259,32.63
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,06-Feb-2008,N/A,23.996197,23.996197,0.00000000,4.263699,33.12
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,06-Feb-2008,N/A,23.514942,23.514942,0.00000000,4.261215,33.61
4½% Treasury Gilt 2042 WI,GB00B29WPL68,07-Dec-2042,06-Feb-2008,N/A,102.530000,103.390656,0.86065600,4.357785,17.57
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,06-Feb-2008,N/A,23.107201,23.107201,0.00000000,4.250687,34.11
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,06-Feb-2008,N/A,102.530000,103.292295,0.76229500,4.357839,17.59
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,06-Feb-2008,N/A,23.050408,23.050408,0.00000000,4.257902,34.10
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,06-Feb-2008,N/A,22.578115,22.578115,0.00000000,4.256851,34.59
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,06-Feb-2008,N/A,22.114000,22.114000,0.00000000,4.256022,35.08
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,06-Feb-2008,N/A,21.656394,21.656394,0.00000000,4.255610,35.57
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,06-Feb-2008,N/A,21.223248,21.223248,0.00000000,4.253249,36.06
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,06-Feb-2008,N/A,20.810905,20.810905,0.00000000,4.249356,36.55
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,06-Feb-2008,N/A,20.396825,20.396825,0.00000000,4.246855,37.04
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,06-Feb-2008,N/A,19.989545,19.989545,0.00000000,4.244612,37.53
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,06-Feb-2008,N/A,19.641790,19.641790,0.00000000,4.235536,38.03
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,06-Feb-2008,N/A,98.420000,99.139945,0.71994500,4.334186,18.65
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,06-Feb-2008,N/A,19.589355,19.589355,0.00000000,4.242566,38.02
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,06-Feb-2008,N/A,19.253237,19.253237,0.00000000,4.233001,38.52
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,06-Feb-2008,N/A,18.929999,18.929999,0.00000000,4.222713,39.01
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,06-Feb-2008,N/A,18.633840,18.633840,0.00000000,4.209737,39.50
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,06-Feb-2008,N/A,18.291417,18.291417,0.00000000,4.204029,39.99
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,06-Feb-2008,N/A,17.980160,17.980160,0.00000000,4.195039,40.48
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,06-Feb-2008,N/A,17.686781,17.686781,0.00000000,4.184527,40.97
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,06-Feb-2008,N/A,17.388955,17.388955,0.00000000,4.175545,41.46
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,06-Feb-2008,N/A,17.070445,17.070445,0.00000000,4.170358,41.96
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,06-Feb-2008,N/A,16.792787,16.792787,0.00000000,4.160373,42.45
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,06-Feb-2008,N/A,16.504266,16.504266,0.00000000,4.152786,42.94
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,06-Feb-2008,N/A,16.234745,16.234745,0.00000000,4.143377,43.43
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,06-Feb-2008,N/A,15.956100,15.956100,0.00000000,4.136108,43.92
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,06-Feb-2008,N/A,15.683065,15.683065,0.00000000,4.128881,44.41
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,06-Feb-2008,N/A,15.401127,15.401127,0.00000000,4.123773,44.90
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,06-Feb-2008,N/A,15.128657,15.128657,0.00000000,4.118136,45.40
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,06-Feb-2008,N/A,14.889511,14.889511,0.00000000,4.108443,45.89
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,06-Feb-2008,N/A,14.664396,14.664396,0.00000000,4.097447,46.38
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,06-Feb-2008,N/A,14.506463,14.506463,0.00000000,4.077282,46.87
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,06-Feb-2008,N/A,14.410761,14.410761,0.00000000,4.091403,46.87
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,06-Feb-2008,N/A,99.650000,100.369945,0.71994500,4.266973,20.20
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-2008,07-Feb-2008,N/A,99.604775,99.604775,0.00000000,5.214935,0.07
5% Treasury Stock 2008,GB0031734154,07-Mar-2008,07-Feb-2008,N/A,99.990000,102.105385,2.11538500,5.077930,0.08
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-2008,07-Feb-2008,N/A,99.595956,99.595956,0.00000000,5.333077,0.07
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,07-Feb-2008,N/A,98.521064,98.521064,0.00000000,4.596466,0.32
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,07-Feb-2008,N/A,97.484294,97.484294,0.00000000,4.465465,0.56
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,07-Feb-2008,N/A,100.410000,102.691593,2.28159300,4.773129,0.56
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,07-Feb-2008,N/A,102.740000,105.641639,2.90163900,4.822647,0.64
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,07-Feb-2008,N/A,96.494706,96.494706,0.00000000,4.356886,0.81
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,07-Feb-2008,N/A,95.688589,95.688589,0.00000000,4.134474,1.06
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,07-Feb-2008,N/A,99.890000,101.582308,1.69230800,4.102920,1.03
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,07-Feb-2008,N/A,95.665999,95.665999,0.00000000,4.156853,1.05
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,07-Feb-2008,N/A,94.716471,94.716471,0.00000000,4.129988,1.30
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,07-Feb-2008,N/A,93.767505,93.767505,0.00000000,4.122765,1.55
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,07-Feb-2008,N/A,105.930000,108.919011,2.98901100,4.185310,1.49
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,07-Feb-2008,N/A,92.886938,92.886938,0.00000000,4.077801,1.79
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,07-Feb-2008,N/A,102.960000,103.949754,0.98975400,4.049892,1.71
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,07-Feb-2008,N/A,92.831795,92.831795,0.00000000,4.110953,1.79
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,07-Feb-2008,N/A,91.913852,91.913852,0.00000000,4.101261,2.04
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,07-Feb-2008,N/A,91.023291,91.023291,0.00000000,4.081469,2.28
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,07-Feb-2008,N/A,101.520000,102.337623,0.81762300,4.056687,2.17
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,07-Feb-2008,N/A,90.996433,90.996433,0.00000000,4.094405,2.28
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,07-Feb-2008,N/A,90.073398,90.073398,0.00000000,4.098410,2.53
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,07-Feb-2008,N/A,105.850000,107.137775,1.28777500,4.012842,2.53
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,07-Feb-2008,N/A,89.155237,89.155237,0.00000000,4.100754,2.77
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,07-Feb-2008,N/A,88.219627,88.219627,0.00000000,4.115341,3.01
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,07-Feb-2008,N/A,100.380000,102.178077,1.79807700,4.116262,2.81
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,07-Feb-2008,N/A,88.231652,88.231652,0.00000000,4.110821,3.01
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,07-Feb-2008,N/A,87.302836,87.302836,0.00000000,4.122213,3.26
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,07-Feb-2008,N/A,115.390000,116.057582,0.66758200,4.134005,2.98
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,07-Feb-2008,N/A,86.420906,86.420906,0.00000000,4.121961,3.50
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,07-Feb-2008,N/A,85.506822,85.506822,0.00000000,4.132485,3.75
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,07-Feb-2008,N/A,112.500000,112.776786,0.27678600,4.286978,3.44
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,07-Feb-2008,N/A,84.607029,84.607029,0.00000000,4.142288,3.99
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,07-Feb-2008,N/A,84.647627,84.647627,0.00000000,4.130278,3.99
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,07-Feb-2008,N/A,103.340000,105.455385,2.11538500,4.101116,3.60
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,07-Feb-2008,N/A,83.596299,83.596299,0.00000000,4.183079,4.24
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,07-Feb-2008,N/A,104.310000,105.213689,0.90368900,4.150197,3.83
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,07-Feb-2008,N/A,83.634699,83.634699,0.00000000,4.172246,4.24
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,07-Feb-2008,N/A,119.220000,119.269451,0.04945100,4.256273,3.78
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,07-Feb-2008,N/A,82.706410,82.706410,0.00000000,4.191811,4.48
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,07-Feb-2008,N/A,81.740221,81.740221,0.00000000,4.220161,4.73
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,07-Feb-2008,N/A,80.840741,80.840741,0.00000000,4.233516,4.97
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,07-Feb-2008,N/A,79.873318,79.873318,0.00000000,4.262771,5.22
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,07-Feb-2008,N/A,78.941963,78.941963,0.00000000,4.285185,5.46
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,07-Feb-2008,N/A,118.280000,121.225055,2.94505500,4.308171,4.52
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,07-Feb-2008,N/A,78.019751,78.019751,0.00000000,4.304658,5.71
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,07-Feb-2008,N/A,139.070000,140.971639,1.90163900,4.350928,4.45
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,07-Feb-2008,N/A,77.120461,77.120461,0.00000000,4.321237,5.95
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,07-Feb-2008,N/A,76.226902,76.226902,0.00000000,4.336182,6.19
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,07-Feb-2008,N/A,75.373982,75.373982,0.00000000,4.345010,6.44
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,07-Feb-2008,N/A,103.900000,106.015385,2.11538500,4.312023,5.47
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,07-Feb-2008,N/A,75.378718,75.378718,0.00000000,4.344034,6.44
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,07-Feb-2008,N/A,74.489469,74.489469,0.00000000,4.360237,6.68
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,07-Feb-2008,N/A,73.610087,73.610087,0.00000000,4.376596,6.93
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,07-Feb-2008,N/A,72.750984,72.750984,0.00000000,4.388802,7.17
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,07-Feb-2008,N/A,71.934450,71.934450,0.00000000,4.395206,7.41
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,07-Feb-2008,N/A,102.460000,104.469615,2.00961500,4.364669,6.21
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,07-Feb-2008,N/A,71.894532,71.894532,0.00000000,4.402693,7.41
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,07-Feb-2008,N/A,123.340000,124.717049,1.37704900,4.436557,5.98
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,07-Feb-2008,N/A,70.790576,70.790576,0.00000000,4.462052,7.66
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,07-Feb-2008,N/A,70.721691,70.721691,0.00000000,4.474767,7.66
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,07-Feb-2008,N/A,70.105995,70.105995,0.00000000,4.445938,7.90
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,07-Feb-2008,N/A,69.362785,69.362785,0.00000000,4.441312,8.15
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,07-Feb-2008,N/A,68.762776,68.762776,0.00000000,4.414470,8.39
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,07-Feb-2008,N/A,97.200000,98.892308,1.69230800,4.394975,7.04
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,07-Feb-2008,N/A,68.627594,68.627594,0.00000000,4.437922,8.39
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,07-Feb-2008,N/A,67.817137,67.817137,0.00000000,4.447935,8.64
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,07-Feb-2008,N/A,67.022903,67.022903,0.00000000,4.457217,8.88
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,07-Feb-2008,N/A,66.249995,66.249995,0.00000000,4.463098,9.12
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,07-Feb-2008,N/A,133.020000,136.990788,3.97078800,4.463515,6.73
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,07-Feb-2008,N/A,65.503613,65.503613,0.00000000,4.466693,9.37
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,07-Feb-2008,N/A,64.744782,64.744782,0.00000000,4.472586,9.61
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,07-Feb-2008,N/A,64.164387,64.164387,0.00000000,4.452178,9.86
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,07-Feb-2008,N/A,104.670000,106.785385,2.11538500,4.420253,7.76
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,07-Feb-2008,N/A,64.069074,64.069074,0.00000000,4.467259,9.86
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,07-Feb-2008,N/A,63.322548,63.322548,0.00000000,4.473528,10.10
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,07-Feb-2008,N/A,62.600571,62.600571,0.00000000,4.477861,10.35
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,07-Feb-2008,N/A,61.864369,61.864369,0.00000000,4.484631,10.59
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,07-Feb-2008,N/A,61.166538,61.166538,0.00000000,4.487385,10.83
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,07-Feb-2008,N/A,60.469022,60.469022,0.00000000,4.490387,11.08
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,07-Feb-2008,N/A,59.757090,59.757090,0.00000000,4.497308,11.32
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,07-Feb-2008,N/A,59.069921,59.069921,0.00000000,4.500811,11.57
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,07-Feb-2008,N/A,58.466771,58.466771,0.00000000,4.493852,11.81
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,07-Feb-2008,N/A,102.650000,104.659615,2.00961500,4.463394,8.99
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,07-Feb-2008,N/A,58.380634,58.380634,0.00000000,4.506335,11.81
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,07-Feb-2008,N/A,57.553226,57.553226,0.00000000,4.531975,12.05
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,07-Feb-2008,N/A,56.781644,56.781644,0.00000000,4.550971,12.30
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,07-Feb-2008,N/A,56.055618,56.055618,0.00000000,4.563538,12.54
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,07-Feb-2008,N/A,55.328863,55.328863,0.00000000,4.577709,12.78
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,07-Feb-2008,N/A,134.460000,135.837049,1.37704900,4.527135,8.86
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,07-Feb-2008,N/A,54.739392,54.739392,0.00000000,4.572744,13.03
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,07-Feb-2008,N/A,54.691688,54.691688,0.00000000,4.579435,13.03
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,07-Feb-2008,N/A,54.044082,54.044082,0.00000000,4.584220,13.27
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,07-Feb-2008,N/A,53.450450,53.450450,0.00000000,4.581786,13.52
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,07-Feb-2008,N/A,52.880718,52.880718,0.00000000,4.577672,13.76
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,07-Feb-2008,N/A,52.311723,52.311723,0.00000000,4.573819,14.01
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,07-Feb-2008,N/A,51.767188,51.767188,0.00000000,4.568212,14.25
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,07-Feb-2008,N/A,51.238940,51.238940,0.00000000,4.560776,14.50
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,07-Feb-2008,N/A,50.752212,50.752212,0.00000000,4.549334,14.74
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,07-Feb-2008,N/A,50.245204,50.245204,0.00000000,4.541005,14.99
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,07-Feb-2008,N/A,49.754966,49.754966,0.00000000,4.531956,15.23
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,07-Feb-2008,N/A,49.273254,49.273254,0.00000000,4.522155,15.48
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,07-Feb-2008,N/A,48.766726,48.766726,0.00000000,4.517041,15.72
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,07-Feb-2008,N/A,48.289359,48.289359,0.00000000,4.508447,15.97
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,07-Feb-2008,N/A,47.774807,47.774807,0.00000000,4.506036,16.21
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,07-Feb-2008,N/A,47.307554,47.307554,0.00000000,4.497810,16.46
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,07-Feb-2008,N/A,46.796246,46.796246,0.00000000,4.496547,16.70
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,07-Feb-2008,N/A,46.919034,46.919034,0.00000000,4.480858,16.70
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,07-Feb-2008,N/A,106.340000,108.455385,2.11538500,4.465137,11.38
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,07-Feb-2008,N/A,46.279263,46.279263,0.00000000,4.496253,16.95
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,07-Feb-2008,N/A,45.808389,45.808389,0.00000000,4.491323,17.19
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,07-Feb-2008,N/A,45.327649,45.327649,0.00000000,4.487905,17.44
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,07-Feb-2008,N/A,44.812198,44.812198,0.00000000,4.490072,17.68
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,07-Feb-2008,N/A,44.324020,44.324020,0.00000000,4.489015,17.93
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,07-Feb-2008,N/A,43.859166,43.859166,0.00000000,4.486189,18.17
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,07-Feb-2008,N/A,43.364251,43.364251,0.00000000,4.487356,18.41
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,07-Feb-2008,N/A,42.894329,42.894329,0.00000000,4.486516,18.66
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,07-Feb-2008,N/A,42.431808,42.431808,0.00000000,4.484967,18.90
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,07-Feb-2008,N/A,41.966462,41.966462,0.00000000,4.484867,19.15
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,07-Feb-2008,N/A,41.855078,41.855078,0.00000000,4.441183,19.40
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,07-Feb-2008,N/A,97.290000,98.021557,0.73155700,4.456867,13.10
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,07-Feb-2008,N/A,41.475080,41.475080,0.00000000,4.488207,19.39
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,07-Feb-2008,N/A,41.193630,41.193630,0.00000000,4.466588,19.64
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,07-Feb-2008,N/A,40.672587,40.672587,0.00000000,4.474856,19.88
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,07-Feb-2008,N/A,40.239610,40.239610,0.00000000,4.473269,20.13
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,07-Feb-2008,N/A,39.792205,39.792205,0.00000000,4.473657,20.37
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,07-Feb-2008,N/A,39.745828,39.745828,0.00000000,4.479381,20.37
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,07-Feb-2008,N/A,120.390000,121.422787,1.03278700,4.483117,12.57
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,07-Feb-2008,N/A,39.398129,39.398129,0.00000000,4.468484,20.62
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,07-Feb-2008,N/A,38.987304,38.987304,0.00000000,4.465571,20.86
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,07-Feb-2008,N/A,38.642441,38.642441,0.00000000,4.455553,21.11
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,07-Feb-2008,N/A,38.289830,38.289830,0.00000000,4.446695,21.35
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,07-Feb-2008,N/A,37.939949,37.939949,0.00000000,4.438482,21.60
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,07-Feb-2008,N/A,37.561890,37.561890,0.00000000,4.433896,21.84
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,07-Feb-2008,N/A,37.218596,37.218596,0.00000000,4.426015,22.09
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,07-Feb-2008,N/A,36.992178,36.992178,0.00000000,4.404149,22.34
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,07-Feb-2008,N/A,104.130000,104.947623,0.81762300,4.459373,13.94
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,07-Feb-2008,N/A,36.855693,36.855693,0.00000000,4.420699,22.33
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,07-Feb-2008,N/A,36.521451,36.521451,0.00000000,4.412816,22.58
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,07-Feb-2008,N/A,36.183910,36.183910,0.00000000,4.405508,22.83
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,07-Feb-2008,N/A,35.869588,35.869588,0.00000000,4.396282,23.07
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,07-Feb-2008,N/A,35.519640,35.519640,0.00000000,4.391527,23.32
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,07-Feb-2008,N/A,35.206526,35.206526,0.00000000,4.383188,23.56
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,07-Feb-2008,N/A,34.888314,34.888314,0.00000000,4.375623,23.81
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,07-Feb-2008,N/A,34.993064,34.993064,0.00000000,4.363030,23.81
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,07-Feb-2008,N/A,97.720000,98.451557,0.73155700,4.403297,14.84
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,07-Feb-2008,N/A,34.576409,34.576409,0.00000000,4.368139,24.05
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,07-Feb-2008,N/A,34.229917,34.229917,0.00000000,4.364962,24.30
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,07-Feb-2008,N/A,33.909219,33.909219,0.00000000,4.359497,24.54
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,07-Feb-2008,N/A,33.571347,33.571347,0.00000000,4.356235,24.79
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,07-Feb-2008,N/A,33.260828,33.260828,0.00000000,4.350481,25.03
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,07-Feb-2008,N/A,32.930062,32.930062,0.00000000,4.347293,25.28
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,07-Feb-2008,N/A,32.630159,32.630159,0.00000000,4.341173,25.52
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,07-Feb-2008,N/A,32.330463,32.330463,0.00000000,4.335156,25.77
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,07-Feb-2008,N/A,32.008701,32.008701,0.00000000,4.332545,26.01
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,07-Feb-2008,N/A,31.717108,31.717108,0.00000000,4.326434,26.26
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,07-Feb-2008,N/A,31.476955,31.476955,0.00000000,4.314889,26.51
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,07-Feb-2008,N/A,31.162650,31.162650,0.00000000,4.312357,26.75
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,07-Feb-2008,N/A,30.845004,30.845004,0.00000000,4.310947,27.00
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,07-Feb-2008,N/A,30.590177,30.590177,0.00000000,4.302110,27.24
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,07-Feb-2008,N/A,30.293445,30.293445,0.00000000,4.299005,27.49
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,07-Feb-2008,N/A,30.394487,30.394487,0.00000000,4.286891,27.49
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,07-Feb-2008,N/A,98.210000,100.008077,1.79807700,4.360984,15.90
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,07-Feb-2008,N/A,30.000148,30.000148,0.00000000,4.295598,27.73
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,07-Feb-2008,N/A,29.422567,29.422567,0.00000000,4.289184,28.22
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,07-Feb-2008,N/A,28.850995,28.850995,0.00000000,4.283606,28.71
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,07-Feb-2008,N/A,28.302926,28.302926,0.00000000,4.276714,29.20
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,07-Feb-2008,N/A,27.773003,27.773003,0.00000000,4.269112,29.69
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,07-Feb-2008,N/A,27.254106,27.254106,0.00000000,4.261622,30.18
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,07-Feb-2008,N/A,27.331815,27.331815,0.00000000,4.252190,30.19
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,07-Feb-2008,N/A,106.810000,107.627623,0.81762300,4.346583,16.46
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,07-Feb-2008,N/A,26.696011,26.696011,0.00000000,4.260337,30.67
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,07-Feb-2008,N/A,26.155614,26.155614,0.00000000,4.258323,31.16
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,07-Feb-2008,N/A,25.637680,25.637680,0.00000000,4.254951,31.65
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,07-Feb-2008,N/A,25.120314,25.120314,0.00000000,4.252881,32.14
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,07-Feb-2008,N/A,24.607216,24.607216,0.00000000,4.251642,32.63
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,07-Feb-2008,N/A,24.112504,24.112504,0.00000000,4.249449,33.12
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,07-Feb-2008,N/A,23.633376,23.633376,0.00000000,4.246611,33.61
4½% Treasury Gilt 2042 WI,GB00B29WPL68,07-Dec-2042,07-Feb-2008,N/A,102.920000,103.780656,0.86065600,4.336376,17.60
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,07-Feb-2008,N/A,23.172746,23.172746,0.00000000,4.242718,34.10
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,07-Feb-2008,N/A,102.920000,103.694590,0.77459000,4.336428,17.62
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,07-Feb-2008,N/A,23.172361,23.172361,0.00000000,4.242767,34.10
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,07-Feb-2008,N/A,22.720331,22.720331,0.00000000,4.239032,34.59
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,07-Feb-2008,N/A,22.270721,22.270721,0.00000000,4.236221,35.08
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,07-Feb-2008,N/A,21.774929,21.774929,0.00000000,4.240588,35.57
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,07-Feb-2008,N/A,21.346060,21.346060,0.00000000,4.237568,36.06
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,07-Feb-2008,N/A,20.915197,20.915197,0.00000000,4.235994,36.55
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,07-Feb-2008,N/A,20.494488,20.494488,0.00000000,4.234270,37.04
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,07-Feb-2008,N/A,20.086413,20.086413,0.00000000,4.232037,37.53
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,07-Feb-2008,N/A,19.780391,19.780391,0.00000000,4.217344,38.03
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,07-Feb-2008,N/A,98.790000,99.521557,0.73155700,4.314226,18.68
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,07-Feb-2008,N/A,19.686075,19.686075,0.00000000,4.229914,38.02
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,07-Feb-2008,N/A,19.352606,19.352606,0.00000000,4.219932,38.52
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,07-Feb-2008,N/A,19.023927,19.023927,0.00000000,4.210316,39.01
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,07-Feb-2008,N/A,18.725237,18.725237,0.00000000,4.197638,39.50
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,07-Feb-2008,N/A,18.400463,18.400463,0.00000000,4.189449,39.99
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,07-Feb-2008,N/A,18.092172,18.092172,0.00000000,4.179977,40.48
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,07-Feb-2008,N/A,17.790382,17.790382,0.00000000,4.170548,40.97
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,07-Feb-2008,N/A,17.484304,17.484304,0.00000000,4.162629,41.46
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,07-Feb-2008,N/A,17.173290,17.173290,0.00000000,4.156309,41.96
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,07-Feb-2008,N/A,16.889243,16.889243,0.00000000,4.147145,42.45
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,07-Feb-2008,N/A,16.605708,16.605708,0.00000000,4.138776,42.94
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,07-Feb-2008,N/A,16.327769,16.327769,0.00000000,4.130479,43.43
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,07-Feb-2008,N/A,16.051294,16.051294,0.00000000,4.122819,43.92
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,07-Feb-2008,N/A,15.772713,15.772713,0.00000000,4.116298,44.41
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,07-Feb-2008,N/A,15.485933,15.485933,0.00000000,4.111792,44.90
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,07-Feb-2008,N/A,15.218923,15.218923,0.00000000,4.105276,45.40
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,07-Feb-2008,N/A,14.975552,14.975552,0.00000000,4.096128,45.89
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,07-Feb-2008,N/A,14.746076,14.746076,0.00000000,4.085710,46.38
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,07-Feb-2008,N/A,14.586162,14.586162,0.00000000,4.065828,46.87
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,07-Feb-2008,N/A,14.482128,14.482128,0.00000000,4.081099,46.87
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,07-Feb-2008,N/A,100.040000,100.771557,0.73155700,4.247791,20.24
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-2008,08-Feb-2008,N/A,99.639252,99.639252,0.00000000,5.331820,0.07
5% Treasury Stock 2008,GB0031734154,07-Mar-2008,08-Feb-2008,N/A,99.990000,102.146593,2.15659300,5.092526,0.07
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-2008,08-Feb-2008,N/A,99.633942,99.633942,0.00000000,5.411500,0.07
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,08-Feb-2008,N/A,98.559221,98.559221,0.00000000,4.591753,0.31
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,08-Feb-2008,N/A,97.520721,97.520721,0.00000000,4.463736,0.56
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,08-Feb-2008,N/A,100.400000,102.726923,2.32692300,4.781267,0.55
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,08-Feb-2008,N/A,102.700000,105.675410,2.97541000,4.833862,0.63
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,08-Feb-2008,N/A,96.529021,96.529021,0.00000000,4.356603,0.80
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,08-Feb-2008,N/A,95.716050,95.716050,0.00000000,4.139282,1.05
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,08-Feb-2008,N/A,99.890000,101.615275,1.72527500,4.103926,1.02
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,08-Feb-2008,N/A,95.697899,95.697899,0.00000000,4.157396,1.05
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,08-Feb-2008,N/A,94.746310,94.746310,0.00000000,4.131542,1.29
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,08-Feb-2008,N/A,93.795988,93.795988,0.00000000,4.124887,1.54
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,08-Feb-2008,N/A,105.890000,108.944945,3.05494500,4.192295,1.48
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,08-Feb-2008,N/A,92.933899,92.933899,0.00000000,4.068012,1.78
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,08-Feb-2008,N/A,102.940000,103.976885,1.03688500,4.053863,1.70
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,08-Feb-2008,N/A,92.860393,92.860393,0.00000000,4.112385,1.78
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,08-Feb-2008,N/A,91.943745,91.943745,0.00000000,4.101726,2.03
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,08-Feb-2008,N/A,91.053537,91.053537,0.00000000,4.081422,2.27
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,08-Feb-2008,N/A,101.530000,102.386557,0.85655700,4.049807,2.16
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,08-Feb-2008,N/A,91.030295,91.030295,0.00000000,4.092653,2.27
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,08-Feb-2008,N/A,90.103726,90.103726,0.00000000,4.098319,2.52
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,08-Feb-2008,N/A,105.840000,107.179286,1.33928600,4.010468,2.52
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,08-Feb-2008,N/A,89.181368,89.181368,0.00000000,4.102190,2.76
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,08-Feb-2008,N/A,88.243092,88.243092,0.00000000,4.117662,3.01
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,08-Feb-2008,N/A,100.390000,102.223104,1.83310400,4.112521,2.80
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,08-Feb-2008,N/A,88.260550,88.260550,0.00000000,4.111083,3.01
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,08-Feb-2008,N/A,87.351197,87.351197,0.00000000,4.115470,3.25
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,08-Feb-2008,N/A,115.370000,116.111758,0.74175800,4.129645,2.97
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,08-Feb-2008,N/A,86.449983,86.449983,0.00000000,4.121957,3.50
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,08-Feb-2008,N/A,85.531906,85.531906,0.00000000,4.133606,3.74

7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,08-Feb-2008,N/A,112.480000,112.820659,0.34065900,4.285831,3.43
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,08-Feb-2008,N/A,84.628162,84.628162,0.00000000,4.144500,3.99
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,08-Feb-2008,N/A,84.666910,84.666910,0.00000000,4.133017,3.99
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,08-Feb-2008,N/A,103.340000,105.496593,2.15659300,4.099553,3.59
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,08-Feb-2008,N/A,83.621720,83.621720,0.00000000,4.183913,4.23
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,08-Feb-2008,N/A,104.300000,105.246721,0.94672100,4.150794,3.82
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,08-Feb-2008,N/A,83.655590,83.655590,0.00000000,4.174343,4.23
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,08-Feb-2008,N/A,119.190000,119.313626,0.12362600,4.255658,3.77
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,08-Feb-2008,N/A,82.724737,82.724737,0.00000000,4.194501,4.47
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,08-Feb-2008,N/A,81.780899,81.780899,0.00000000,4.216872,4.72
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,08-Feb-2008,N/A,80.859826,80.859826,0.00000000,4.235716,4.96
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,08-Feb-2008,N/A,79.892530,79.892530,0.00000000,4.264791,5.21
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,08-Feb-2008,N/A,78.957320,78.957320,0.00000000,4.288026,5.45
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,08-Feb-2008,N/A,118.240000,121.250989,3.01098900,4.311213,4.52
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,08-Feb-2008,N/A,78.031092,78.031092,0.00000000,4.308234,5.70
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,08-Feb-2008,N/A,139.000000,141.000000,2.00000000,4.354338,4.45
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,08-Feb-2008,N/A,77.124102,77.124102,0.00000000,4.326373,5.94
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,08-Feb-2008,N/A,76.229209,76.229209,0.00000000,4.341378,6.19
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,08-Feb-2008,N/A,75.370283,75.370283,0.00000000,4.351284,6.43
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,08-Feb-2008,N/A,103.880000,106.036593,2.15659300,4.314796,5.47
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,08-Feb-2008,N/A,75.376714,75.376714,0.00000000,4.349957,6.43
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,08-Feb-2008,N/A,74.474745,74.474745,0.00000000,4.368496,6.67
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,08-Feb-2008,N/A,73.597984,73.597984,0.00000000,4.384132,6.92
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,08-Feb-2008,N/A,72.735582,72.735582,0.00000000,4.396726,7.16
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,08-Feb-2008,N/A,71.918906,71.918906,0.00000000,4.402963,7.41
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,08-Feb-2008,N/A,102.410000,104.458764,2.04876400,4.372084,6.20
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,08-Feb-2008,N/A,71.877099,71.877099,0.00000000,4.410815,7.41
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,08-Feb-2008,N/A,123.270000,124.712623,1.44262300,4.443177,5.97
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,08-Feb-2008,N/A,70.770948,70.770948,0.00000000,4.470407,7.65
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,08-Feb-2008,N/A,70.723062,70.723062,0.00000000,4.479256,7.65
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,08-Feb-2008,N/A,70.090263,70.090263,0.00000000,4.453373,7.89
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,08-Feb-2008,N/A,69.342900,69.342900,0.00000000,4.449259,8.14
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,08-Feb-2008,N/A,68.726493,68.726493,0.00000000,4.425059,8.38
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,08-Feb-2008,N/A,97.140000,98.865275,1.72527500,4.403955,7.03
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,08-Feb-2008,N/A,68.601799,68.601799,0.00000000,4.446722,8.38
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,08-Feb-2008,N/A,67.784204,67.784204,0.00000000,4.457745,8.63
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,08-Feb-2008,N/A,67.006477,67.006477,0.00000000,4.464076,8.87
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,08-Feb-2008,N/A,66.237998,66.237998,0.00000000,4.469054,9.12
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,08-Feb-2008,N/A,132.900000,136.942120,4.04212000,4.474156,6.72
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,08-Feb-2008,N/A,65.472314,65.472314,0.00000000,4.475689,9.36
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,08-Feb-2008,N/A,64.711209,64.711209,0.00000000,4.481762,9.60
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,08-Feb-2008,N/A,64.107924,64.107924,0.00000000,4.464801,9.85
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,08-Feb-2008,N/A,104.580000,106.736593,2.15659300,4.430797,7.75
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,08-Feb-2008,N/A,64.040124,64.040124,0.00000000,4.475545,9.85
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,08-Feb-2008,N/A,63.289704,63.289704,0.00000000,4.482260,10.09
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,08-Feb-2008,N/A,62.561044,62.561044,0.00000000,4.487503,10.34
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,08-Feb-2008,N/A,61.841859,61.841859,0.00000000,4.491506,10.58
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,08-Feb-2008,N/A,61.119504,61.119504,0.00000000,4.497869,10.83
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,08-Feb-2008,N/A,60.419958,60.419958,0.00000000,4.501007,11.07
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,08-Feb-2008,N/A,59.708373,59.708373,0.00000000,4.507756,11.31
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,08-Feb-2008,N/A,59.019529,59.019529,0.00000000,4.511350,11.56
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,08-Feb-2008,N/A,58.420673,58.420673,0.00000000,4.503638,11.80
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,08-Feb-2008,N/A,102.560000,104.608764,2.04876400,4.472857,8.98
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,08-Feb-2008,N/A,58.334414,58.334414,0.00000000,4.516157,11.80
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,08-Feb-2008,N/A,57.504065,57.504065,0.00000000,4.542118,12.05
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,08-Feb-2008,N/A,56.729985,56.729985,0.00000000,4.561395,12.29
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,08-Feb-2008,N/A,56.000918,56.000918,0.00000000,4.574279,12.53
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,08-Feb-2008,N/A,55.238112,55.238112,0.00000000,4.593478,12.78
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,08-Feb-2008,N/A,134.350000,135.792623,1.44262300,4.534975,8.85
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,08-Feb-2008,N/A,54.686320,54.686320,0.00000000,4.583039,13.02
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,08-Feb-2008,N/A,54.615336,54.615336,0.00000000,4.593014,13.02
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,08-Feb-2008,N/A,53.959922,53.959922,0.00000000,4.598785,13.26
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,08-Feb-2008,N/A,53.372517,53.372517,0.00000000,4.595334,13.51
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,08-Feb-2008,N/A,52.827938,52.827938,0.00000000,4.587645,13.75
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,08-Feb-2008,N/A,52.261935,52.261935,0.00000000,4.583269,14.00
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,08-Feb-2008,N/A,51.717231,51.717231,0.00000000,4.577605,14.24
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,08-Feb-2008,N/A,51.182399,51.182399,0.00000000,4.570947,14.49
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,08-Feb-2008,N/A,50.682841,50.682841,0.00000000,4.561135,14.73
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,08-Feb-2008,N/A,50.180841,50.180841,0.00000000,4.552019,14.98
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,08-Feb-2008,N/A,49.708556,49.708556,0.00000000,4.540512,15.22
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,08-Feb-2008,N/A,49.229999,49.229999,0.00000000,4.530202,15.47
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,08-Feb-2008,N/A,48.702744,48.702744,0.00000000,4.527739,15.71
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,08-Feb-2008,N/A,48.246579,48.246579,0.00000000,4.516291,15.96
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,08-Feb-2008,N/A,47.729769,47.729769,0.00000000,4.514123,16.20
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,08-Feb-2008,N/A,47.272697,47.272697,0.00000000,4.504507,16.45
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,08-Feb-2008,N/A,46.779604,46.779604,0.00000000,4.500873,16.69
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,08-Feb-2008,N/A,46.862245,46.862245,0.00000000,4.490300,16.69
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,08-Feb-2008,N/A,106.250000,108.406593,2.15659300,4.472296,11.37
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,08-Feb-2008,N/A,46.266198,46.266198,0.00000000,4.500071,16.94
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,08-Feb-2008,N/A,45.780744,45.780744,0.00000000,4.496967,17.18
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,08-Feb-2008,N/A,45.271550,45.271550,0.00000000,4.497098,17.43
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,08-Feb-2008,N/A,44.786264,44.786264,0.00000000,4.495418,17.67
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,08-Feb-2008,N/A,44.295168,44.295168,0.00000000,4.494680,17.92
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,08-Feb-2008,N/A,43.825709,43.825709,0.00000000,4.492405,18.16
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,08-Feb-2008,N/A,43.326399,43.326399,0.00000000,4.494076,18.41
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,08-Feb-2008,N/A,42.856135,42.856135,0.00000000,4.493254,18.65
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,08-Feb-2008,N/A,42.389572,42.389572,0.00000000,4.492161,18.90
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,08-Feb-2008,N/A,41.921218,41.921218,0.00000000,4.492413,19.14
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,08-Feb-2008,N/A,41.792801,41.792801,0.00000000,4.450719,19.39
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,08-Feb-2008,N/A,97.200000,97.966393,0.76639300,4.463926,13.09
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,08-Feb-2008,N/A,41.441848,41.441848,0.00000000,4.494219,19.38
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,08-Feb-2008,N/A,41.151056,41.151056,0.00000000,4.473711,19.63
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,08-Feb-2008,N/A,40.597597,40.597597,0.00000000,4.485967,19.87
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,08-Feb-2008,N/A,40.248621,40.248621,0.00000000,4.473968,20.12
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,08-Feb-2008,N/A,39.731737,39.731737,0.00000000,4.482905,20.36
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,08-Feb-2008,N/A,39.693051,39.693051,0.00000000,4.487689,20.36
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,08-Feb-2008,N/A,120.270000,121.351967,1.08196700,4.490657,12.56
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,08-Feb-2008,N/A,39.346367,39.346367,0.00000000,4.476631,20.61
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,08-Feb-2008,N/A,38.940847,38.940847,0.00000000,4.473024,20.85
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,08-Feb-2008,N/A,38.585891,38.585891,0.00000000,4.464215,21.10
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,08-Feb-2008,N/A,38.215640,38.215640,0.00000000,4.457470,21.34
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,08-Feb-2008,N/A,37.892506,37.892506,0.00000000,4.445954,21.59
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,08-Feb-2008,N/A,37.520440,37.520440,0.00000000,4.440599,21.83
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,08-Feb-2008,N/A,37.170453,37.170453,0.00000000,4.433511,22.08
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,08-Feb-2008,N/A,36.936450,36.936450,0.00000000,4.412501,22.33
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,08-Feb-2008,N/A,104.000000,104.856557,0.85655700,4.468202,13.92
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,08-Feb-2008,N/A,36.813044,36.813044,0.00000000,4.427490,22.33
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,08-Feb-2008,N/A,36.473276,36.473276,0.00000000,4.420258,22.57
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,08-Feb-2008,N/A,36.134808,36.134808,0.00000000,4.413025,22.82
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,08-Feb-2008,N/A,35.807621,35.807621,0.00000000,4.405334,23.06
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,08-Feb-2008,N/A,35.467600,35.467600,0.00000000,4.399345,23.31
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,08-Feb-2008,N/A,35.151513,35.151513,0.00000000,4.391345,23.55
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,08-Feb-2008,N/A,34.829203,34.829203,0.00000000,4.384239,23.80
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,08-Feb-2008,N/A,34.927614,34.927614,0.00000000,4.372383,23.80
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,08-Feb-2008,N/A,97.590000,98.356393,0.76639300,4.412226,14.83
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,08-Feb-2008,N/A,34.521832,34.521832,0.00000000,4.376191,24.04
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,08-Feb-2008,N/A,34.177282,34.177282,0.00000000,4.372754,24.29
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,08-Feb-2008,N/A,33.873398,33.873398,0.00000000,4.365254,24.53
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,08-Feb-2008,N/A,33.535515,33.535515,0.00000000,4.361971,24.78
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,08-Feb-2008,N/A,33.225588,33.225588,0.00000000,4.356135,25.02
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,08-Feb-2008,N/A,32.895569,32.895569,0.00000000,4.352836,25.27
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,08-Feb-2008,N/A,32.596815,32.596815,0.00000000,4.346567,25.51
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,08-Feb-2008,N/A,32.285289,32.285289,0.00000000,4.341949,25.76
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,08-Feb-2008,N/A,31.965903,31.965903,0.00000000,4.339048,26.00
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,08-Feb-2008,N/A,31.667448,31.667448,0.00000000,4.333739,26.25
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,08-Feb-2008,N/A,31.430216,31.430216,0.00000000,4.321825,26.50
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,08-Feb-2008,N/A,31.128500,31.128500,0.00000000,4.317765,26.74
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,08-Feb-2008,N/A,30.810976,30.810976,0.00000000,4.316340,26.99
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,08-Feb-2008,N/A,30.544414,30.544414,0.00000000,4.308889,27.23
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,08-Feb-2008,N/A,30.245716,30.245716,0.00000000,4.306020,27.48
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,08-Feb-2008,N/A,30.344701,30.344701,0.00000000,4.294129,27.48
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,08-Feb-2008,N/A,98.090000,99.923104,1.83310400,4.368573,15.88
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,08-Feb-2008,N/A,29.955505,29.955505,0.00000000,4.302227,27.72
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,08-Feb-2008,N/A,29.376902,29.376902,0.00000000,4.295922,28.21
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,08-Feb-2008,N/A,28.808991,28.808991,0.00000000,4.289892,28.70
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,08-Feb-2008,N/A,28.262348,28.262348,0.00000000,4.282816,29.19
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,08-Feb-2008,N/A,27.735763,27.735763,0.00000000,4.274798,29.69
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,08-Feb-2008,N/A,27.220243,27.220243,0.00000000,4.266887,30.18
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,08-Feb-2008,N/A,27.292716,27.292716,0.00000000,4.258076,30.18
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,08-Feb-2008,N/A,106.680000,107.536557,0.85655700,4.353870,16.45
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,08-Feb-2008,N/A,26.660962,26.660962,0.00000000,4.265748,30.67
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,08-Feb-2008,N/A,26.122160,26.122160,0.00000000,4.263539,31.16
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,08-Feb-2008,N/A,25.606042,25.606042,0.00000000,4.259943,31.65
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,08-Feb-2008,N/A,25.091864,25.091864,0.00000000,4.257480,32.14
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,08-Feb-2008,N/A,24.585514,24.585514,0.00000000,4.255403,32.63
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,08-Feb-2008,N/A,24.092348,24.092348,0.00000000,4.253015,33.12
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,08-Feb-2008,N/A,23.615278,23.615278,0.00000000,4.249916,33.61
4½% Treasury Gilt 2042 WI,GB00B29WPL68,07-Dec-2042,08-Feb-2008,N/A,102.800000,103.660656,0.86065600,4.342951,17.59
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,08-Feb-2008,N/A,23.176412,23.176412,0.00000000,4.243263,34.10
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,08-Feb-2008,N/A,102.800000,103.611475,0.81147500,4.342979,17.60
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,08-Feb-2008,N/A,23.156765,23.156765,0.00000000,4.245751,34.10
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,08-Feb-2008,N/A,22.706410,22.706410,0.00000000,4.241799,34.59
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,08-Feb-2008,N/A,22.270989,22.270989,0.00000000,4.237166,35.08
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,08-Feb-2008,N/A,21.779413,21.779413,0.00000000,4.240977,35.57
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,08-Feb-2008,N/A,21.346087,21.346087,0.00000000,4.238518,36.06
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,08-Feb-2008,N/A,20.932490,20.932490,0.00000000,4.234673,36.55
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,08-Feb-2008,N/A,20.498227,20.498227,0.00000000,4.234705,37.04
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,08-Feb-2008,N/A,20.087983,20.087983,0.00000000,4.232744,37.53
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,08-Feb-2008,N/A,19.772465,19.772465,0.00000000,4.219298,38.02
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,08-Feb-2008,N/A,98.700000,99.466393,0.76639300,4.319071,18.66
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,08-Feb-2008,N/A,19.685423,19.685423,0.00000000,4.230904,38.02
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,08-Feb-2008,N/A,19.350696,19.350696,0.00000000,4.221077,38.51
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,08-Feb-2008,N/A,19.005904,19.005904,0.00000000,4.213623,39.00
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,08-Feb-2008,N/A,18.767192,18.767192,0.00000000,4.192833,39.49
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,08-Feb-2008,N/A,18.424174,18.424174,0.00000000,4.187078,39.98
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,08-Feb-2008,N/A,18.119812,18.119812,0.00000000,4.177043,40.47
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,08-Feb-2008,N/A,17.793814,17.793814,0.00000000,4.170904,40.97
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,08-Feb-2008,N/A,17.486648,17.486648,0.00000000,4.163120,41.46
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,08-Feb-2008,N/A,17.174645,17.174645,0.00000000,4.156925,41.95
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,08-Feb-2008,N/A,16.892981,16.892981,0.00000000,4.147416,42.44
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,08-Feb-2008,N/A,16.604778,16.604778,0.00000000,4.139689,42.93
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,08-Feb-2008,N/A,16.330513,16.330513,0.00000000,4.130864,43.42
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,08-Feb-2008,N/A,16.051701,16.051701,0.00000000,4.123523,43.91
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,08-Feb-2008,N/A,15.773910,15.773910,0.00000000,4.116879,44.41
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,08-Feb-2008,N/A,15.487532,15.487532,0.00000000,4.112305,44.90
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,08-Feb-2008,N/A,15.220362,15.220362,0.00000000,4.105802,45.39
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,08-Feb-2008,N/A,14.975948,14.975948,0.00000000,4.096794,45.88
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,08-Feb-2008,N/A,14.742349,14.742349,0.00000000,4.086970,46.37
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,08-Feb-2008,N/A,14.582325,14.582325,0.00000000,4.067094,46.87
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,08-Feb-2008,N/A,14.485570,14.485570,0.00000000,4.081299,46.86
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,08-Feb-2008,N/A,99.960000,100.726393,0.76639300,4.251711,20.22
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-2008,11-Feb-2008,N/A,99.672713,99.672713,0.00000000,5.034311,0.06
5% Treasury Stock 2008,GB0031734154,07-Mar-2008,11-Feb-2008,N/A,99.990000,102.160330,2.17033000,5.098259,0.06
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-2008,11-Feb-2008,N/A,99.645309,99.645309,0.00000000,5.462304,0.06
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,11-Feb-2008,N/A,98.548031,98.548031,0.00000000,4.668450,0.31
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,11-Feb-2008,N/A,97.494776,97.494776,0.00000000,4.533723,0.55
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,11-Feb-2008,N/A,100.370000,102.712033,2.34203300,4.831436,0.55
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,11-Feb-2008,N/A,102.670000,105.670000,3.00000000,4.862691,0.63
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,11-Feb-2008,N/A,96.482297,96.482297,0.00000000,4.431901,0.80
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,11-Feb-2008,N/A,95.653702,95.653702,0.00000000,4.212467,1.04
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,11-Feb-2008,N/A,99.800000,101.536264,1.73626400,4.191504,1.02
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,11-Feb-2008,N/A,95.630402,95.630402,0.00000000,4.235805,1.04
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,11-Feb-2008,N/A,94.667023,94.667023,0.00000000,4.205099,1.29
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,11-Feb-2008,N/A,93.729481,93.729481,0.00000000,4.178436,1.53
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,11-Feb-2008,N/A,105.790000,108.866923,3.07692300,4.248552,1.48
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,11-Feb-2008,N/A,92.842445,92.842445,0.00000000,4.129491,1.78
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,11-Feb-2008,N/A,102.820000,103.872596,1.05259600,4.119292,1.70
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,11-Feb-2008,N/A,92.781732,92.781732,0.00000000,4.166240,1.78
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,11-Feb-2008,N/A,91.829799,91.829799,0.00000000,4.168503,2.02
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,11-Feb-2008,N/A,90.933589,90.933589,0.00000000,4.144349,2.27
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,11-Feb-2008,N/A,101.380000,102.249536,0.86953600,4.116861,2.16
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,11-Feb-2008,N/A,90.899596,90.899596,0.00000000,4.160821,2.27
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,11-Feb-2008,N/A,89.959812,89.959812,0.00000000,4.166336,2.51
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,11-Feb-2008,N/A,105.660000,107.016456,1.35645600,4.075097,2.52
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,11-Feb-2008,N/A,89.026628,89.026628,0.00000000,4.169134,2.76
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,11-Feb-2008,N/A,88.075368,88.075368,0.00000000,4.184732,3.00
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,11-Feb-2008,N/A,100.200000,102.044780,1.84478000,4.178936,2.80
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,11-Feb-2008,N/A,88.088436,88.088436,0.00000000,4.179791,3.00
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,11-Feb-2008,N/A,87.179254,87.179254,0.00000000,4.179529,3.25
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,11-Feb-2008,N/A,115.130000,115.896484,0.76648400,4.195998,2.97
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,11-Feb-2008,N/A,86.261753,86.261753,0.00000000,4.187561,3.49
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,11-Feb-2008,N/A,85.352034,85.352034,0.00000000,4.192898,3.74
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,11-Feb-2008,N/A,112.210000,112.571951,0.36195100,4.353635,3.43
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,11-Feb-2008,N/A,84.416285,84.416285,0.00000000,4.210270,3.98
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,11-Feb-2008,N/A,84.461146,84.461146,0.00000000,4.196929,3.98
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,11-Feb-2008,N/A,103.080000,105.250330,2.17033000,4.167844,3.58
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,11-Feb-2008,N/A,83.401906,83.401906,0.00000000,4.248847,4.23
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,11-Feb-2008,N/A,104.030000,104.991066,0.96106600,4.217502,3.81
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,11-Feb-2008,N/A,83.434980,83.434980,0.00000000,4.239468,4.23
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,11-Feb-2008,N/A,118.880000,119.028352,0.14835200,4.322250,3.77
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,11-Feb-2008,N/A,82.496389,82.496389,0.00000000,4.258869,4.47
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,11-Feb-2008,N/A,81.546348,81.546348,0.00000000,4.280182,4.72
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,11-Feb-2008,N/A,80.614948,80.614948,0.00000000,4.299186,4.96
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,11-Feb-2008,N/A,79.639829,79.639829,0.00000000,4.327870,5.20
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,11-Feb-2008,N/A,78.699907,78.699907,0.00000000,4.350102,5.45
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,11-Feb-2008,N/A,117.910000,120.942967,3.03296700,4.370186,4.51
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,11-Feb-2008,N/A,77.769551,77.769551,0.00000000,4.369249,5.69
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,11-Feb-2008,N/A,138.620000,140.652787,2.03278700,4.412496,4.44
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,11-Feb-2008,N/A,76.888669,76.888669,0.00000000,4.379853,5.94
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,11-Feb-2008,N/A,75.968299,75.968299,0.00000000,4.398738,6.18
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,11-Feb-2008,N/A,75.106189,75.106189,0.00000000,4.407754,6.42
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,11-Feb-2008,N/A,103.540000,105.710330,2.17033000,4.373363,5.46
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,11-Feb-2008,N/A,75.112370,75.112370,0.00000000,4.406473,6.42
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,11-Feb-2008,N/A,74.204768,74.204768,0.00000000,4.424712,6.67
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,11-Feb-2008,N/A,73.325556,73.325556,0.00000000,4.439496,6.91
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,11-Feb-2008,N/A,72.447675,72.447675,0.00000000,4.453790,7.16
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,11-Feb-2008,N/A,71.617662,71.617662,0.00000000,4.461287,7.40
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,11-Feb-2008,N/A,102.040000,104.101813,2.06181300,4.429257,6.19
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,11-Feb-2008,N/A,71.577053,71.577053,0.00000000,4.468951,7.40
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,11-Feb-2008,N/A,122.830000,124.294481,1.46448100,4.501505,5.96
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,11-Feb-2008,N/A,70.510444,70.510444,0.00000000,4.520224,7.64
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,11-Feb-2008,N/A,70.434999,70.434999,0.00000000,4.534229,7.64
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,11-Feb-2008,N/A,69.778142,69.778142,0.00000000,4.511479,7.89
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,11-Feb-2008,N/A,69.025005,69.025005,0.00000000,4.507222,8.13
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,11-Feb-2008,N/A,68.397326,68.397326,0.00000000,4.483790,8.38
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,11-Feb-2008,N/A,96.730000,98.466264,1.73626400,4.463190,7.03
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,11-Feb-2008,N/A,68.280061,68.280061,0.00000000,4.504272,8.38
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,11-Feb-2008,N/A,67.458466,67.458466,0.00000000,4.515002,8.62
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,11-Feb-2008,N/A,66.650007,66.650007,0.00000000,4.525603,8.87
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,11-Feb-2008,N/A,65.893645,65.893645,0.00000000,4.527581,9.11
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,11-Feb-2008,N/A,132.350000,136.415897,4.06589700,4.533288,6.71
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,11-Feb-2008,N/A,65.113783,65.113783,0.00000000,4.535685,9.35
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,11-Feb-2008,N/A,64.340841,64.340841,0.00000000,4.542811,9.60
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,11-Feb-2008,N/A,63.736364,63.736364,0.00000000,4.525078,9.84
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,11-Feb-2008,N/A,104.110000,106.280330,2.17033000,4.487666,7.74
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,11-Feb-2008,N/A,63.638823,63.638823,0.00000000,4.540638,9.84
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,11-Feb-2008,N/A,62.935588,62.935588,0.00000000,4.539072,10.09
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,11-Feb-2008,N/A,62.161326,62.161326,0.00000000,4.550718,10.33
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,11-Feb-2008,N/A,61.441179,61.441179,0.00000000,4.554104,10.58
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,11-Feb-2008,N/A,60.738569,60.738569,0.00000000,4.556776,10.82
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,11-Feb-2008,N/A,60.039582,60.039582,0.00000000,4.559175,11.06
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,11-Feb-2008,N/A,59.324542,59.324542,0.00000000,4.565864,11.31
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,11-Feb-2008,N/A,58.634506,58.634506,0.00000000,4.569049,11.55
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,11-Feb-2008,N/A,58.015792,58.015792,0.00000000,4.563619,11.80
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,11-Feb-2008,N/A,102.070000,104.131813,2.06181300,4.525149,8.97
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,11-Feb-2008,N/A,57.950247,57.950247,0.00000000,4.573202,11.80
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,11-Feb-2008,N/A,57.163307,57.163307,0.00000000,4.592493,12.04
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,11-Feb-2008,N/A,56.375138,56.375138,0.00000000,4.613483,12.28
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,11-Feb-2008,N/A,55.623691,55.623691,0.00000000,4.629212,12.53
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,11-Feb-2008,N/A,54.886781,54.886781,0.00000000,4.644417,12.77
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,11-Feb-2008,N/A,133.690000,135.154481,1.46448100,4.589637,8.83
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,11-Feb-2008,N/A,54.223345,54.223345,0.00000000,4.649308,13.01
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,11-Feb-2008,N/A,54.226336,54.226336,0.00000000,4.648884,13.01
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,11-Feb-2008,N/A,53.616956,53.616956,0.00000000,4.647816,13.26
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,11-Feb-2008,N/A,53.027086,53.027086,0.00000000,4.644333,13.50
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,11-Feb-2008,N/A,52.447019,52.447019,0.00000000,4.641186,13.75
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,11-Feb-2008,N/A,51.869780,51.869780,0.00000000,4.637975,13.99
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,11-Feb-2008,N/A,51.331147,51.331147,0.00000000,4.631106,14.24
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,11-Feb-2008,N/A,50.822281,50.822281,0.00000000,4.620549,14.48
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,11-Feb-2008,N/A,50.288253,50.288253,0.00000000,4.615044,14.73
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,11-Feb-2008,N/A,49.810502,49.810502,0.00000000,4.602308,14.97
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,11-Feb-2008,N/A,49.314239,49.314239,0.00000000,4.593656,15.22
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,11-Feb-2008,N/A,48.813069,48.813069,0.00000000,4.585991,15.46
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,11-Feb-2008,N/A,48.335258,48.335258,0.00000000,4.576739,15.71
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,11-Feb-2008,N/A,47.837498,47.837498,0.00000000,4.570427,15.95
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,11-Feb-2008,N/A,47.361387,47.361387,0.00000000,4.562712,16.20
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,11-Feb-2008,N/A,46.862044,46.862044,0.00000000,4.558304,16.44
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,11-Feb-2008,N/A,46.347540,46.347540,0.00000000,4.557209,16.69
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,11-Feb-2008,N/A,46.496100,46.496100,0.00000000,4.538031,16.69
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,11-Feb-2008,N/A,105.610000,107.780330,2.17033000,4.524394,11.34
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,11-Feb-2008,N/A,45.858633,45.858633,0.00000000,4.553041,16.93
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,11-Feb-2008,N/A,45.354873,45.354873,0.00000000,4.552087,17.18
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,11-Feb-2008,N/A,44.884186,44.884186,0.00000000,4.547117,17.42
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,11-Feb-2008,N/A,44.364180,44.364180,0.00000000,4.549709,17.66
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,11-Feb-2008,N/A,43.882161,43.882161,0.00000000,4.547657,17.91
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,11-Feb-2008,N/A,43.411293,43.411293,0.00000000,4.545407,18.15
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,11-Feb-2008,N/A,42.925064,42.925064,0.00000000,4.545311,18.40
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,11-Feb-2008,N/A,42.466766,42.466766,0.00000000,4.542861,18.64
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,11-Feb-2008,N/A,42.009325,42.009325,0.00000000,4.540504,18.89
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,11-Feb-2008,N/A,41.541855,41.541855,0.00000000,4.540561,19.13
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,11-Feb-2008,N/A,41.383551,41.383551,0.00000000,4.502109,19.38
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,11-Feb-2008,N/A,96.560000,97.338005,0.77800500,4.514060,13.06
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,11-Feb-2008,N/A,41.079679,41.079679,0.00000000,4.540140,19.38
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,11-Feb-2008,N/A,40.696163,40.696163,0.00000000,4.530973,19.62
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,11-Feb-2008,N/A,40.223690,40.223690,0.00000000,4.533146,19.87
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,11-Feb-2008,N/A,39.745241,39.745241,0.00000000,4.537148,20.11
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,11-Feb-2008,N/A,39.349363,39.349363,0.00000000,4.531002,20.36
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,11-Feb-2008,N/A,39.299592,39.299592,0.00000000,4.537220,20.36
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,11-Feb-2008,N/A,119.500000,120.598361,1.09836100,4.541307,12.52
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,11-Feb-2008,N/A,38.940486,38.940486,0.00000000,4.527552,20.60
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,11-Feb-2008,N/A,38.538072,38.538072,0.00000000,4.523475,20.85
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,11-Feb-2008,N/A,38.209766,38.209766,0.00000000,4.511231,21.09
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,11-Feb-2008,N/A,37.839633,37.839633,0.00000000,4.504372,21.34
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,11-Feb-2008,N/A,37.477110,37.477110,0.00000000,4.497585,21.58
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,11-Feb-2008,N/A,37.102194,37.102194,0.00000000,4.492500,21.83
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,11-Feb-2008,N/A,36.749868,36.749868,0.00000000,4.485610,22.07
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,11-Feb-2008,N/A,36.552159,36.552159,0.00000000,4.459889,22.32
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,11-Feb-2008,N/A,103.280000,104.149536,0.86953600,4.517730,13.89
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,11-Feb-2008,N/A,36.399567,36.399567,0.00000000,4.478633,22.32
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,11-Feb-2008,N/A,36.061378,36.061378,0.00000000,4.471124,22.56
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,11-Feb-2008,N/A,35.733234,35.733234,0.00000000,4.462540,22.81
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,11-Feb-2008,N/A,35.408215,35.408215,0.00000000,4.454506,23.05
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,11-Feb-2008,N/A,35.077400,35.077400,0.00000000,4.447331,23.30
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,11-Feb-2008,N/A,34.749361,34.749361,0.00000000,4.440720,23.54
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,11-Feb-2008,N/A,34.424601,34.424601,0.00000000,4.433848,23.79
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,11-Feb-2008,N/A,34.542133,34.542133,0.00000000,4.419521,23.79
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,11-Feb-2008,N/A,96.870000,97.648005,0.77800500,4.461862,14.78
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,11-Feb-2008,N/A,34.121974,34.121974,0.00000000,4.425154,24.03
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,11-Feb-2008,N/A,33.783906,33.783906,0.00000000,4.420915,24.28
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,11-Feb-2008,N/A,33.460064,33.460064,0.00000000,4.415793,24.52
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,11-Feb-2008,N/A,33.133090,33.133090,0.00000000,4.411178,24.77
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,11-Feb-2008,N/A,32.821310,32.821310,0.00000000,4.405542,25.01
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,11-Feb-2008,N/A,32.499020,32.499020,0.00000000,4.401306,25.26
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,11-Feb-2008,N/A,32.203969,32.203969,0.00000000,4.394563,25.51
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,11-Feb-2008,N/A,31.884365,31.884365,0.00000000,4.390923,25.75
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,11-Feb-2008,N/A,31.573884,31.573884,0.00000000,4.386963,26.00
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,11-Feb-2008,N/A,31.302328,31.302328,0.00000000,4.378372,26.24
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,11-Feb-2008,N/A,31.047635,31.047635,0.00000000,4.368501,26.49
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,11-Feb-2008,N/A,30.755253,30.755253,0.00000000,4.363319,26.73
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,11-Feb-2008,N/A,30.463699,30.463699,0.00000000,4.358787,26.98
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,11-Feb-2008,N/A,30.193802,30.193802,0.00000000,4.351719,27.22
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,11-Feb-2008,N/A,29.901034,29.901034,0.00000000,4.348167,27.47
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,11-Feb-2008,N/A,29.983659,29.983659,0.00000000,4.338121,27.47
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,11-Feb-2008,N/A,97.380000,99.224780,1.84478000,4.413550,15.83
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,11-Feb-2008,N/A,29.617326,29.617326,0.00000000,4.343607,27.72
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,11-Feb-2008,N/A,29.041691,29.041691,0.00000000,4.337018,28.21
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,11-Feb-2008,N/A,28.476906,28.476906,0.00000000,4.330696,28.70
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,11-Feb-2008,N/A,27.937303,27.937303,0.00000000,4.322843,29.19
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,11-Feb-2008,N/A,27.404350,27.404350,0.00000000,4.315690,29.68
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,11-Feb-2008,N/A,26.867912,26.867912,0.00000000,4.310452,30.17
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,11-Feb-2008,N/A,27.001201,27.001201,0.00000000,4.294049,30.17
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,11-Feb-2008,N/A,105.930000,106.799536,0.86953600,4.396473,16.39
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,11-Feb-2008,N/A,26.351838,26.351838,0.00000000,4.304161,30.66
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,11-Feb-2008,N/A,25.843831,25.843831,0.00000000,4.298298,31.15
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,11-Feb-2008,N/A,25.330398,25.330398,0.00000000,4.294514,31.64
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,11-Feb-2008,N/A,24.818214,24.818214,0.00000000,4.291968,32.13
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,11-Feb-2008,N/A,24.312035,24.312035,0.00000000,4.290047,32.62
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,11-Feb-2008,N/A,23.823047,23.823047,0.00000000,4.287313,33.11
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,11-Feb-2008,N/A,23.350420,23.350420,0.00000000,4.283826,33.60
4½% Treasury Gilt 2042 WI,GB00B29WPL68,07-Dec-2042,11-Feb-2008,N/A,102.080000,102.940656,0.86065600,4.382638,17.53
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,11-Feb-2008,N/A,22.884650,22.884650,0.00000000,4.280762,34.09
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,11-Feb-2008,N/A,102.080000,102.903770,0.82377000,4.382656,17.54
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,11-Feb-2008,N/A,22.896498,22.896498,0.00000000,4.279243,34.09
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,11-Feb-2008,N/A,22.454521,22.454521,0.00000000,4.274389,34.58
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,11-Feb-2008,N/A,22.016957,22.016957,0.00000000,4.270204,35.07
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,11-Feb-2008,N/A,21.578937,21.578937,0.00000000,4.267304,35.56
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,11-Feb-2008,N/A,21.152222,21.152222,0.00000000,4.264143,36.05
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,11-Feb-2008,N/A,20.746590,20.746590,0.00000000,4.259399,36.54
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,11-Feb-2008,N/A,20.333286,20.333286,0.00000000,4.256831,37.03
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,11-Feb-2008,N/A,19.931851,19.931851,0.00000000,4.253845,37.52
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,11-Feb-2008,N/A,19.601584,19.601584,0.00000000,4.242433,38.01
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,11-Feb-2008,N/A,98.000000,98.778005,0.77800500,4.356986,18.59
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,11-Feb-2008,N/A,19.537128,19.537128,0.00000000,4.251098,38.01
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,11-Feb-2008,N/A,19.236316,19.236316,0.00000000,4.236771,38.50
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,11-Feb-2008,N/A,18.887793,18.887793,0.00000000,4.229901,38.99
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,11-Feb-2008,N/A,18.574138,18.574138,0.00000000,4.219306,39.48
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,11-Feb-2008,N/A,18.257551,18.257551,0.00000000,4.210086,39.98
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,11-Feb-2008,N/A,17.928286,17.928286,0.00000000,4.203580,40.47
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,11-Feb-2008,N/A,17.627558,17.627558,0.00000000,4.194097,40.96
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,11-Feb-2008,N/A,17.334042,17.334042,0.00000000,4.184537,41.45
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,11-Feb-2008,N/A,16.992606,16.992606,0.00000000,4.182599,41.94
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,11-Feb-2008,N/A,16.744074,16.744074,0.00000000,4.168545,42.43
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,11-Feb-2008,N/A,16.431812,16.431812,0.00000000,4.164344,42.92
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,11-Feb-2008,N/A,16.159751,16.159751,0.00000000,4.155332,43.41
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,11-Feb-2008,N/A,15.882773,15.882773,0.00000000,4.147872,43.91
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,11-Feb-2008,N/A,15.611314,15.611314,0.00000000,4.140466,44.40
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,11-Feb-2008,N/A,15.356488,15.356488,0.00000000,4.131481,44.89
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,11-Feb-2008,N/A,15.094164,15.094164,0.00000000,4.124392,45.38
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,11-Feb-2008,N/A,14.850597,14.850597,0.00000000,4.115358,45.87
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,11-Feb-2008,N/A,14.596150,14.596150,0.00000000,4.108703,46.36
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,11-Feb-2008,N/A,14.434237,14.434237,0.00000000,4.089110,46.86
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,11-Feb-2008,N/A,14.354100,14.354100,0.00000000,4.100992,46.86
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,11-Feb-2008,N/A,99.280000,100.058005,0.77800500,4.285275,20.14
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-2008,12-Feb-2008,N/A,99.683141,99.683141,0.00000000,5.086197,0.06
5% Treasury Stock 2008,GB0031734154,07-Mar-2008,12-Feb-2008,N/A,99.990000,102.174066,2.18406600,5.104521,0.06
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-2008,12-Feb-2008,N/A,99.671761,99.671761,0.00000000,5.271559,0.06
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,12-Feb-2008,N/A,98.545376,98.545376,0.00000000,4.718296,0.31
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,12-Feb-2008,N/A,97.463785,97.463785,0.00000000,4.613834,0.55
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,12-Feb-2008,N/A,100.330000,102.687143,2.35714300,4.899992,0.54
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,12-Feb-2008,N/A,102.630000,105.654590,3.02459000,4.906853,0.63
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,12-Feb-2008,N/A,96.416050,96.416050,0.00000000,4.533191,0.80
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,12-Feb-2008,N/A,95.564841,95.564841,0.00000000,4.312750,1.04
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,12-Feb-2008,N/A,99.660000,101.407253,1.74725300,4.328350,1.01
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,12-Feb-2008,N/A,95.524064,95.524064,0.00000000,4.353762,1.04
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,12-Feb-2008,N/A,94.540887,94.540887,0.00000000,4.317549,1.29
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,12-Feb-2008,N/A,93.582182,93.582182,0.00000000,4.288600,1.53
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,12-Feb-2008,N/A,105.580000,108.678901,3.09890100,4.373774,1.47
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,12-Feb-2008,N/A,92.668446,92.668446,0.00000000,4.241339,1.78
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,12-Feb-2008,N/A,102.570000,103.638306,1.06830600,4.258861,1.70
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,12-Feb-2008,N/A,92.590275,92.590275,0.00000000,4.288848,1.78
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,12-Feb-2008,N/A,91.621311,91.621311,0.00000000,4.286608,2.02
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,12-Feb-2008,N/A,90.700566,90.700566,0.00000000,4.262498,2.27
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,12-Feb-2008,N/A,101.080000,101.962514,0.88251400,4.252367,2.16
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,12-Feb-2008,N/A,90.661396,90.661396,0.00000000,4.281562,2.27
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,12-Feb-2008,N/A,89.708969,89.708969,0.00000000,4.282088,2.51
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,12-Feb-2008,N/A,105.290000,106.663626,1.37362600,4.210704,2.52
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,12-Feb-2008,N/A,88.756502,88.756502,0.00000000,4.283488,2.76
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,12-Feb-2008,N/A,87.764941,87.764941,0.00000000,4.306237,3.00
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,12-Feb-2008,N/A,99.800000,101.656456,1.85645600,4.319523,2.79
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,12-Feb-2008,N/A,87.777752,87.777752,0.00000000,4.301369,3.00
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,12-Feb-2008,N/A,86.829082,86.829082,0.00000000,4.307028,3.24
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,12-Feb-2008,N/A,114.650000,115.441209,0.79120900,4.332771,2.96
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,12-Feb-2008,N/A,85.886409,85.886409,0.00000000,4.315808,3.49
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,12-Feb-2008,N/A,84.952341,84.952341,0.00000000,4.321616,3.73
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,12-Feb-2008,N/A,111.690000,112.073242,0.38324200,4.486867,3.42
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,12-Feb-2008,N/A,83.990478,83.990478,0.00000000,4.340265,3.98
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,12-Feb-2008,N/A,84.031891,84.031891,0.00000000,4.327870,3.98
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,12-Feb-2008,N/A,102.570000,104.754066,2.18406600,4.303026,3.58
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,12-Feb-2008,N/A,83.038539,83.038539,0.00000000,4.354952,4.22
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,12-Feb-2008,N/A,103.470000,104.445410,0.97541000,4.357315,3.81
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,12-Feb-2008,N/A,82.974018,82.974018,0.00000000,4.373363,4.22
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,12-Feb-2008,N/A,118.280000,118.453077,0.17307700,4.454135,3.76
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,12-Feb-2008,N/A,82.046711,82.046711,0.00000000,4.383829,4.47
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,12-Feb-2008,N/A,81.067730,81.067730,0.00000000,4.407569,4.71
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,12-Feb-2008,N/A,80.089727,80.089727,0.00000000,4.433461,4.95
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,12-Feb-2008,N/A,79.136433,79.136433,0.00000000,4.452059,5.20
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,12-Feb-2008,N/A,78.156443,78.156443,0.00000000,4.479583,5.44
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,12-Feb-2008,N/A,117.230000,120.284945,3.05494500,4.493935,4.50
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,12-Feb-2008,N/A,77.244061,77.244061,0.00000000,4.490518,5.69
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,12-Feb-2008,N/A,137.830000,139.895574,2.06557400,4.536923,4.43
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,12-Feb-2008,N/A,76.342546,76.342546,0.00000000,4.502034,5.93
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,12-Feb-2008,N/A,75.400348,75.400348,0.00000000,4.522160,6.17
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,12-Feb-2008,N/A,74.548771,74.548771,0.00000000,4.525658,6.42
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,12-Feb-2008,N/A,102.800000,104.984066,2.18406600,4.501954,5.45
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,12-Feb-2008,N/A,74.549407,74.549407,0.00000000,4.525525,6.42
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,12-Feb-2008,N/A,73.605465,73.605465,0.00000000,4.548179,6.66
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,12-Feb-2008,N/A,72.689296,72.689296,0.00000000,4.567408,6.91
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,12-Feb-2008,N/A,71.796650,71.796650,0.00000000,4.581674,7.15
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,12-Feb-2008,N/A,70.955461,70.955461,0.00000000,4.588528,7.39
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,12-Feb-2008,N/A,101.200000,103.274863,2.07486300,4.560154,6.18
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,12-Feb-2008,N/A,70.918886,70.918886,0.00000000,4.595502,7.39
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,12-Feb-2008,N/A,121.870000,123.356339,1.48633900,4.630822,5.95
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,12-Feb-2008,N/A,69.895723,69.895723,0.00000000,4.636445,7.64
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,12-Feb-2008,N/A,69.772349,69.772349,0.00000000,4.659579,7.64
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,12-Feb-2008,N/A,69.131739,69.131739,0.00000000,4.631096,7.88
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,12-Feb-2008,N/A,68.347192,68.347192,0.00000000,4.630124,8.13
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,12-Feb-2008,N/A,67.694171,67.694171,0.00000000,4.608663,8.37
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,12-Feb-2008,N/A,95.820000,97.567253,1.74725300,4.595626,7.01
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,12-Feb-2008,N/A,67.558924,67.558924,0.00000000,4.632558,8.37
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,12-Feb-2008,N/A,66.723909,66.723909,0.00000000,4.643478,8.61
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,12-Feb-2008,N/A,65.912023,65.912023,0.00000000,4.652661,8.86
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,12-Feb-2008,N/A,65.139121,65.139121,0.00000000,4.655410,9.10
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,12-Feb-2008,N/A,131.140000,135.229674,4.08967400,4.665486,6.69
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,12-Feb-2008,N/A,64.341541,64.341541,0.00000000,4.664630,9.35
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,12-Feb-2008,N/A,63.564553,63.564553,0.00000000,4.670623,9.59
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,12-Feb-2008,N/A,63.027346,63.027346,0.00000000,4.640038,9.84
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,12-Feb-2008,N/A,103.020000,105.204066,2.18406600,4.620942,7.72
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,12-Feb-2008,N/A,62.847497,62.847497,0.00000000,4.669095,9.83
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,12-Feb-2008,N/A,62.137418,62.137418,0.00000000,4.666883,10.08
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,12-Feb-2008,N/A,61.393704,61.393704,0.00000000,4.672260,10.32
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,12-Feb-2008,N/A,60.668753,60.668753,0.00000000,4.674957,10.57
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,12-Feb-2008,N/A,59.958434,59.958434,0.00000000,4.677469,10.81
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,12-Feb-2008,N/A,59.250652,59.250652,0.00000000,4.679898,11.06
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,12-Feb-2008,N/A,58.529683,58.529683,0.00000000,4.686315,11.30
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,12-Feb-2008,N/A,57.831642,57.831642,0.00000000,4.689520,11.54
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,12-Feb-2008,N/A,57.188908,57.188908,0.00000000,4.686423,11.79
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,12-Feb-2008,N/A,100.890000,102.964863,2.07486300,4.652429,8.94
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,12-Feb-2008,N/A,57.137400,57.137400,0.00000000,4.694068,11.79
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,12-Feb-2008,N/A,56.319012,56.319012,0.00000000,4.717173,12.03
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,12-Feb-2008,N/A,55.518912,55.518912,0.00000000,4.739173,12.27
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,12-Feb-2008,N/A,54.782046,54.782046,0.00000000,4.751984,12.52
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,12-Feb-2008,N/A,54.042929,54.042929,0.00000000,4.766802,12.76
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,12-Feb-2008,N/A,132.170000,133.656339,1.48633900,4.717472,8.80
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,12-Feb-2008,N/A,53.381756,53.381756,0.00000000,4.770527,13.00
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,12-Feb-2008,N/A,53.407559,53.407559,0.00000000,4.766811,13.00
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,12-Feb-2008,N/A,52.749414,52.749414,0.00000000,4.771872,13.25
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,12-Feb-2008,N/A,52.158977,52.158977,0.00000000,4.767564,13.49
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,12-Feb-2008,N/A,51.588359,51.588359,0.00000000,4.762244,13.74
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,12-Feb-2008,N/A,51.007259,51.007259,0.00000000,4.758768,13.98
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,12-Feb-2008,N/A,50.475666,50.475666,0.00000000,4.750100,14.23
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,12-Feb-2008,N/A,49.948194,49.948194,0.00000000,4.741259,14.47
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,12-Feb-2008,N/A,49.404905,49.404905,0.00000000,4.736296,14.71
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,12-Feb-2008,N/A,48.920751,48.920751,0.00000000,4.723579,14.96
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,12-Feb-2008,N/A,48.453648,48.453648,0.00000000,4.710228,15.21
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,12-Feb-2008,N/A,47.950281,47.950281,0.00000000,4.702179,15.45
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,12-Feb-2008,N/A,47.455621,47.455621,0.00000000,4.694519,15.69
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,12-Feb-2008,N/A,46.952142,46.952142,0.00000000,4.688359,15.94
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,12-Feb-2008,N/A,46.481011,46.481011,0.00000000,4.679379,16.18
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,12-Feb-2008,N/A,45.976772,45.976772,0.00000000,4.675098,16.43
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,12-Feb-2008,N/A,45.503501,45.503501,0.00000000,4.668147,16.67
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,12-Feb-2008,N/A,45.639042,45.639042,0.00000000,4.650310,16.68
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,12-Feb-2008,N/A,104.190000,106.374066,2.18406600,4.641531,11.29
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,12-Feb-2008,N/A,45.004454,45.004454,0.00000000,4.664863,16.92
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,12-Feb-2008,N/A,44.511834,44.511834,0.00000000,4.662097,17.16
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,12-Feb-2008,N/A,44.023207,44.023207,0.00000000,4.659050,17.41
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,12-Feb-2008,N/A,43.522683,43.522683,0.00000000,4.658867,17.65
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,12-Feb-2008,N/A,43.045189,43.045189,0.00000000,4.655913,17.90
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,12-Feb-2008,N/A,42.578399,42.578399,0.00000000,4.652848,18.14
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,12-Feb-2008,N/A,42.090339,42.090339,0.00000000,4.652755,18.39
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,12-Feb-2008,N/A,41.637645,41.637645,0.00000000,4.649330,18.63
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,12-Feb-2008,N/A,41.183155,41.183155,0.00000000,4.646353,18.88
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,12-Feb-2008,N/A,40.713920,40.713920,0.00000000,4.646475,19.12
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,12-Feb-2008,N/A,40.534525,40.534525,0.00000000,4.609739,19.37
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,12-Feb-2008,N/A,95.090000,95.879617,0.78961700,4.630864,13.00
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,12-Feb-2008,N/A,40.240349,40.240349,0.00000000,4.647351,19.36
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,12-Feb-2008,N/A,39.904249,39.904249,0.00000000,4.631790,19.61
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,12-Feb-2008,N/A,39.438048,39.438048,0.00000000,4.633088,19.85
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,12-Feb-2008,N/A,38.968567,38.968567,0.00000000,4.635933,20.10
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,12-Feb-2008,N/A,38.532694,38.532694,0.00000000,4.634674,20.34
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,12-Feb-2008,N/A,38.535136,38.535136,0.00000000,4.634363,20.34
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,12-Feb-2008,N/A,117.770000,118.884754,1.11475400,4.656894,12.45
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,12-Feb-2008,N/A,38.170031,38.170031,0.00000000,4.625196,20.59
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,12-Feb-2008,N/A,37.765065,37.765065,0.00000000,4.621299,20.83
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,12-Feb-2008,N/A,37.418298,37.418298,0.00000000,4.611096,21.08
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,12-Feb-2008,N/A,37.033313,37.033313,0.00000000,4.605930,21.32
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,12-Feb-2008,N/A,36.664094,36.664094,0.00000000,4.599820,21.57
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,12-Feb-2008,N/A,36.293558,36.293558,0.00000000,4.594052,21.81
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,12-Feb-2008,N/A,35.937379,35.937379,0.00000000,4.587494,22.06
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,12-Feb-2008,N/A,35.581035,35.581035,0.00000000,4.581126,22.30
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,12-Feb-2008,N/A,101.660000,102.542514,0.88251400,4.630937,13.80
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,12-Feb-2008,N/A,35.582369,35.582369,0.00000000,4.580958,22.30
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,12-Feb-2008,N/A,35.246703,35.246703,0.00000000,4.572980,22.55
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,12-Feb-2008,N/A,34.920739,34.920739,0.00000000,4.563948,22.79
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,12-Feb-2008,N/A,34.594910,34.594910,0.00000000,4.555869,23.04
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,12-Feb-2008,N/A,34.264365,34.264365,0.00000000,4.548537,23.28
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,12-Feb-2008,N/A,33.938636,33.938636,0.00000000,4.541540,23.53
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,12-Feb-2008,N/A,33.605613,33.605613,0.00000000,4.535602,23.78
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,12-Feb-2008,N/A,33.692931,33.692931,0.00000000,4.524688,23.78
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,12-Feb-2008,N/A,95.260000,96.049617,0.78961700,4.574688,14.69
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,12-Feb-2008,N/A,33.286300,33.286300,0.00000000,4.528860,24.02
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,12-Feb-2008,N/A,32.945149,32.945149,0.00000000,4.524988,24.27
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,12-Feb-2008,N/A,32.627299,32.627299,0.00000000,4.519088,24.51
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,12-Feb-2008,N/A,32.299916,32.299916,0.00000000,4.514511,24.76
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,12-Feb-2008,N/A,31.995033,31.995033,0.00000000,4.507986,25.00
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,12-Feb-2008,N/A,31.671989,31.671989,0.00000000,4.503857,25.25
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,12-Feb-2008,N/A,31.379999,31.379999,0.00000000,4.496689,25.49
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,12-Feb-2008,N/A,31.067546,31.067546,0.00000000,4.492198,25.74
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,12-Feb-2008,N/A,30.755942,30.755942,0.00000000,4.488425,25.98
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,12-Feb-2008,N/A,30.485196,30.485196,0.00000000,4.479654,26.23
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,12-Feb-2008,N/A,30.242224,30.242224,0.00000000,4.468214,26.47
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,12-Feb-2008,N/A,29.952999,29.952999,0.00000000,4.462663,26.72
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,12-Feb-2008,N/A,29.647516,29.647516,0.00000000,4.459926,26.96
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,12-Feb-2008,N/A,29.380966,29.380966,0.00000000,4.452425,27.21
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,12-Feb-2008,N/A,29.092987,29.092987,0.00000000,4.448366,27.45
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,12-Feb-2008,N/A,29.182530,29.182530,0.00000000,4.437173,27.45
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,12-Feb-2008,N/A,95.670000,97.526456,1.85645600,4.523780,15.71
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,12-Feb-2008,N/A,28.811881,28.811881,0.00000000,4.443548,27.70
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,12-Feb-2008,N/A,28.246681,28.246681,0.00000000,4.435876,28.19
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,12-Feb-2008,N/A,27.688158,27.688158,0.00000000,4.429021,28.68
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,12-Feb-2008,N/A,27.155461,27.155461,0.00000000,4.420530,29.17
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,12-Feb-2008,N/A,26.629209,26.629209,0.00000000,4.412801,29.66
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,12-Feb-2008,N/A,26.121099,26.121099,0.00000000,4.404314,30.15
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,12-Feb-2008,N/A,26.199178,26.199178,0.00000000,4.394414,30.15
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,12-Feb-2008,N/A,104.050000,104.932514,0.88251400,4.505242,16.26
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,12-Feb-2008,N/A,25.604824,25.604824,0.00000000,4.398374,30.64
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,12-Feb-2008,N/A,25.072865,25.072865,0.00000000,4.395936,31.13
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,12-Feb-2008,N/A,24.559004,24.559004,0.00000000,4.392666,31.62
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,12-Feb-2008,N/A,24.055472,24.055472,0.00000000,4.389521,32.11
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,12-Feb-2008,N/A,23.556221,23.556221,0.00000000,4.387259,32.60
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,12-Feb-2008,N/A,23.071223,23.071223,0.00000000,4.384553,33.09
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,12-Feb-2008,N/A,22.603764,22.603764,0.00000000,4.380931,33.58
4½% Treasury Gilt 2042 WI,GB00B29WPL68,07-Dec-2042,12-Feb-2008,N/A,100.180000,101.040656,0.86065600,4.489393,17.37
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,12-Feb-2008,N/A,22.232857,22.232857,0.00000000,4.365894,34.07
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,12-Feb-2008,N/A,100.180000,101.016066,0.83606600,4.489397,17.38
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,12-Feb-2008,N/A,22.150397,22.150397,0.00000000,4.376800,34.07
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,12-Feb-2008,N/A,21.726646,21.726646,0.00000000,4.370052,34.56
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,12-Feb-2008,N/A,21.248900,21.248900,0.00000000,4.371819,35.05
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,12-Feb-2008,N/A,20.860666,20.860666,0.00000000,4.362860,35.54
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,12-Feb-2008,N/A,20.422242,20.422242,0.00000000,4.361919,36.03
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,12-Feb-2008,N/A,20.061735,20.061735,0.00000000,4.351610,36.52
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,12-Feb-2008,N/A,19.680975,19.680975,0.00000000,4.345226,37.01
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,12-Feb-2008,N/A,19.319864,19.319864,0.00000000,4.337293,37.50
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,12-Feb-2008,N/A,18.955903,18.955903,0.00000000,4.330880,37.99
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,12-Feb-2008,N/A,96.090000,96.879617,0.78961700,4.462572,18.39
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,12-Feb-2008,N/A,18.938921,18.938921,0.00000000,4.333239,37.99
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,12-Feb-2008,N/A,18.583733,18.583733,0.00000000,4.326736,38.48
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,12-Feb-2008,N/A,18.242231,18.242231,0.00000000,4.319409,38.97
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,12-Feb-2008,N/A,17.964609,17.964609,0.00000000,4.304125,39.46
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,12-Feb-2008,N/A,17.639879,17.639879,0.00000000,4.296489,39.96
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,12-Feb-2008,N/A,17.315261,17.315261,0.00000000,4.289861,40.45
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,12-Feb-2008,N/A,16.990978,16.990978,0.00000000,4.284201,40.94
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,12-Feb-2008,N/A,16.697798,16.697798,0.00000000,4.275055,41.43
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,12-Feb-2008,N/A,16.367537,16.367537,0.00000000,4.272256,41.92
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,12-Feb-2008,N/A,16.142664,16.142664,0.00000000,4.255039,42.41
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,12-Feb-2008,N/A,15.844386,15.844386,0.00000000,4.249441,42.90
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,12-Feb-2008,N/A,15.545716,15.545716,0.00000000,4.244844,43.39
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,12-Feb-2008,N/A,15.268747,15.268747,0.00000000,4.237951,43.88
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,12-Feb-2008,N/A,14.993914,14.993914,0.00000000,4.231630,44.38
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,12-Feb-2008,N/A,14.729560,14.729560,0.00000000,4.224611,44.87
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,12-Feb-2008,N/A,14.467491,14.467491,0.00000000,4.218105,45.36
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,12-Feb-2008,N/A,14.205236,14.205236,0.00000000,4.212483,45.85
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,12-Feb-2008,N/A,13.965245,13.965245,0.00000000,4.204272,46.34
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,12-Feb-2008,N/A,13.764128,13.764128,0.00000000,4.190825,46.83
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,12-Feb-2008,N/A,13.751315,13.751315,0.00000000,4.192813,46.83
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,12-Feb-2008,N/A,97.230000,98.019617,0.78961700,4.388738,19.88
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-2008,13-Feb-2008,N/A,99.697752,99.697752,0.00000000,5.071640,0.06
5% Treasury Stock 2008,GB0031734154,07-Mar-2008,13-Feb-2008,N/A,99.990000,102.187802,2.19780200,5.111382,0.06
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-2008,13-Feb-2008,N/A,99.691251,99.691251,0.00000000,5.182298,0.06
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,13-Feb-2008,N/A,98.558508,98.558508,0.00000000,4.716379,0.30
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,13-Feb-2008,N/A,97.479104,97.479104,0.00000000,4.608019,0.55
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,13-Feb-2008,N/A,100.330000,102.702253,2.37225300,4.897383,0.54
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,13-Feb-2008,N/A,102.610000,105.659180,3.04918000,4.921100,0.62
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,13-Feb-2008,N/A,96.424965,96.424965,0.00000000,4.536973,0.79
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,13-Feb-2008,N/A,95.566208,95.566208,0.00000000,4.322665,1.04
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,13-Feb-2008,N/A,99.650000,101.408242,1.75824200,4.339040,1.01
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,13-Feb-2008,N/A,95.527327,95.527327,0.00000000,4.361872,1.04
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,13-Feb-2008,N/A,94.543771,94.543771,0.00000000,4.324265,1.28
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,13-Feb-2008,N/A,93.582695,93.582695,0.00000000,4.295872,1.53
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,13-Feb-2008,N/A,105.560000,108.680879,3.12087900,4.380624,1.47
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,13-Feb-2008,N/A,92.663119,92.663119,0.00000000,4.251045,1.77
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,13-Feb-2008,N/A,102.560000,103.644016,1.08401600,4.262405,1.69
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,13-Feb-2008,N/A,92.607156,92.607156,0.00000000,4.285106,1.77
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,13-Feb-2008,N/A,91.639652,91.639652,0.00000000,4.282462,2.02
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,13-Feb-2008,N/A,90.715033,90.715033,0.00000000,4.260543,2.26
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,13-Feb-2008,N/A,101.070000,101.965492,0.89549200,4.256350,2.15
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,13-Feb-2008,N/A,90.679914,90.679914,0.00000000,4.277652,2.26
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,13-Feb-2008,N/A,89.717597,89.717597,0.00000000,4.282895,2.51
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,13-Feb-2008,N/A,105.260000,106.650797,1.39079700,4.220045,2.51
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,13-Feb-2008,N/A,88.757951,88.757951,0.00000000,4.287102,2.75
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,13-Feb-2008,N/A,87.766632,87.766632,0.00000000,4.309501,3.00
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,13-Feb-2008,N/A,99.780000,101.648132,1.86813200,4.326669,2.79
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,13-Feb-2008,N/A,87.772854,87.772854,0.00000000,4.307134,3.00
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,13-Feb-2008,N/A,86.824993,86.824993,0.00000000,4.312073,3.24
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,13-Feb-2008,N/A,114.610000,115.425934,0.81593400,4.341228,2.96
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,13-Feb-2008,N/A,85.887195,85.887195,0.00000000,4.318912,3.49
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,13-Feb-2008,N/A,84.952174,84.952174,0.00000000,4.324800,3.73
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,13-Feb-2008,N/A,111.640000,112.044533,0.40453300,4.497933,3.42
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,13-Feb-2008,N/A,84.006881,84.006881,0.00000000,4.338319,3.97
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,13-Feb-2008,N/A,84.041603,84.041603,0.00000000,4.327921,3.97
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,13-Feb-2008,N/A,102.530000,104.727802,2.19780200,4.313311,3.58
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,13-Feb-2008,N/A,82.994757,82.994757,0.00000000,4.370241,4.22
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,13-Feb-2008,N/A,103.450000,104.439754,0.98975400,4.361835,3.80
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,13-Feb-2008,N/A,83.008913,83.008913,0.00000000,4.366199,4.22
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,13-Feb-2008,N/A,118.250000,118.447802,0.19780200,4.458541,3.76
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,13-Feb-2008,N/A,82.065513,82.065513,0.00000000,4.381364,4.46
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,13-Feb-2008,N/A,81.085290,81.085290,0.00000000,4.405498,4.71
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,13-Feb-2008,N/A,80.115472,80.115472,0.00000000,4.429403,4.95
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,13-Feb-2008,N/A,79.167650,79.167650,0.00000000,4.446784,5.20
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,13-Feb-2008,N/A,78.195776,78.195776,0.00000000,4.472570,5.44
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,13-Feb-2008,N/A,117.280000,120.356923,3.07692300,4.483353,4.50
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,13-Feb-2008,N/A,77.266753,77.266753,0.00000000,4.487485,5.68
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,13-Feb-2008,N/A,137.880000,139.978361,2.09836100,4.526332,4.43
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,13-Feb-2008,N/A,76.397444,76.397444,0.00000000,4.491969,5.93
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,13-Feb-2008,N/A,75.462000,75.462000,0.00000000,4.510897,6.17
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,13-Feb-2008,N/A,74.594949,74.594949,0.00000000,4.517922,6.42
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,13-Feb-2008,N/A,102.850000,105.047802,2.19780200,4.493058,5.45
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,13-Feb-2008,N/A,74.588948,74.588948,0.00000000,4.519176,6.42
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,13-Feb-2008,N/A,73.647379,73.647379,0.00000000,4.541476,6.66
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,13-Feb-2008,N/A,72.734274,72.734274,0.00000000,4.560244,6.90
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,13-Feb-2008,N/A,71.836766,71.836766,0.00000000,4.575591,7.15
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,13-Feb-2008,N/A,70.991519,70.991519,0.00000000,4.583340,7.39
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,13-Feb-2008,N/A,101.250000,103.337912,2.08791200,4.552279,6.18
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,13-Feb-2008,N/A,70.957726,70.957726,0.00000000,4.589782,7.39
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,13-Feb-2008,N/A,121.910000,123.418197,1.50819700,4.624493,5.95
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,13-Feb-2008,N/A,69.941691,69.941691,0.00000000,4.629473,7.63
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,13-Feb-2008,N/A,69.802069,69.802069,0.00000000,4.655648,7.63
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,13-Feb-2008,N/A,69.154917,69.154917,0.00000000,4.628438,7.88
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,13-Feb-2008,N/A,68.399047,68.399047,0.00000000,4.622327,8.12
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,13-Feb-2008,N/A,67.744704,67.744704,0.00000000,4.601242,8.37
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,13-Feb-2008,N/A,95.890000,97.648242,1.75824200,4.585568,7.01
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,13-Feb-2008,N/A,67.616076,67.616076,0.00000000,4.623955,8.37
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,13-Feb-2008,N/A,66.802936,66.802936,0.00000000,4.631190,8.61
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,13-Feb-2008,N/A,65.995480,65.995480,0.00000000,4.639798,8.86
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,13-Feb-2008,N/A,65.221154,65.221154,0.00000000,4.642961,9.10
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,13-Feb-2008,N/A,131.220000,135.333451,4.11345100,4.655890,6.69
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,13-Feb-2008,N/A,64.432869,64.432869,0.00000000,4.650804,9.34
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,13-Feb-2008,N/A,63.651791,63.651791,0.00000000,4.657635,9.59
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,13-Feb-2008,N/A,63.066469,63.066469,0.00000000,4.635008,9.83
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,13-Feb-2008,N/A,103.110000,105.307802,2.19780200,4.609798,7.72
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,13-Feb-2008,N/A,62.954823,62.954823,0.00000000,4.653029,9.83
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,13-Feb-2008,N/A,62.218665,62.218665,0.00000000,4.655166,10.08
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,13-Feb-2008,N/A,61.480914,61.480914,0.00000000,4.659734,10.32
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,13-Feb-2008,N/A,60.757717,60.757717,0.00000000,4.662283,10.57
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,13-Feb-2008,N/A,60.047545,60.047545,0.00000000,4.664903,10.81
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,13-Feb-2008,N/A,59.319620,59.319620,0.00000000,4.670516,11.05
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,13-Feb-2008,N/A,58.598826,58.598826,0.00000000,4.676990,11.30
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,13-Feb-2008,N/A,57.903066,57.903066,0.00000000,4.679923,11.54
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,13-Feb-2008,N/A,57.270732,57.270732,0.00000000,4.675371,11.78
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,13-Feb-2008,N/A,100.990000,103.077912,2.08791200,4.641563,8.94
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,13-Feb-2008,N/A,57.213539,57.213539,0.00000000,4.683849,11.78
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,13-Feb-2008,N/A,56.390910,56.390910,0.00000000,4.707625,12.03
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,13-Feb-2008,N/A,55.588941,55.588941,0.00000000,4.729948,12.27
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,13-Feb-2008,N/A,54.849247,54.849247,0.00000000,4.743213,12.51
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,13-Feb-2008,N/A,54.104030,54.104030,0.00000000,4.758959,12.76
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,13-Feb-2008,N/A,132.290000,133.798197,1.50819700,4.706865,8.80
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,13-Feb-2008,N/A,53.427764,53.427764,0.00000000,4.764892,13.00
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,13-Feb-2008,N/A,53.456382,53.456382,0.00000000,4.760773,13.00
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,13-Feb-2008,N/A,52.806238,52.806238,0.00000000,4.764722,13.24
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,13-Feb-2008,N/A,52.209799,52.209799,0.00000000,4.761299,13.49
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,13-Feb-2008,N/A,51.642941,51.642941,0.00000000,4.755485,13.73
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,13-Feb-2008,N/A,51.065822,51.065822,0.00000000,4.751478,13.98
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,13-Feb-2008,N/A,50.524371,50.524371,0.00000000,4.744226,14.22
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,13-Feb-2008,N/A,49.995438,49.995438,0.00000000,4.735610,14.47
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,13-Feb-2008,N/A,49.459890,49.459890,0.00000000,4.729609,14.71
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,13-Feb-2008,N/A,48.959116,48.959116,0.00000000,4.719191,14.96
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,13-Feb-2008,N/A,48.511532,48.511532,0.00000000,4.703216,15.20
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,13-Feb-2008,N/A,48.007561,48.007561,0.00000000,4.695273,15.45
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,13-Feb-2008,N/A,47.527488,47.527488,0.00000000,4.685688,15.69
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,13-Feb-2008,N/A,47.023986,47.023986,0.00000000,4.679560,15.94
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,13-Feb-2008,N/A,46.533479,46.533479,0.00000000,4.673192,16.18
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,13-Feb-2008,N/A,46.046114,46.046114,0.00000000,4.666693,16.43
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,13-Feb-2008,N/A,45.547202,45.547202,0.00000000,4.663149,16.67
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,13-Feb-2008,N/A,45.677213,45.677213,0.00000000,4.646053,16.67
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,13-Feb-2008,N/A,104.250000,106.447802,2.19780200,4.636510,11.29
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,13-Feb-2008,N/A,45.036013,45.036013,0.00000000,4.661464,16.92
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,13-Feb-2008,N/A,44.535337,44.535337,0.00000000,4.659759,17.16
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,13-Feb-2008,N/A,44.056268,44.056268,0.00000000,4.655460,17.41
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,13-Feb-2008,N/A,43.543632,43.543632,0.00000000,4.656858,17.65
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,13-Feb-2008,N/A,43.058803,43.058803,0.00000000,4.654848,17.89
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,13-Feb-2008,N/A,42.585499,42.585499,0.00000000,4.652625,18.14
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,13-Feb-2008,N/A,42.100334,42.100334,0.00000000,4.652147,18.38
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,13-Feb-2008,N/A,41.638706,41.638706,0.00000000,4.649871,18.63
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,13-Feb-2008,N/A,41.179813,41.179813,0.00000000,4.647448,18.87
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,13-Feb-2008,N/A,40.709146,40.709146,0.00000000,4.647748,19.12
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,13-Feb-2008,N/A,40.571204,40.571204,0.00000000,4.605711,19.37
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,13-Feb-2008,N/A,95.140000,95.941230,0.80123000,4.626883,13.00
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,13-Feb-2008,N/A,40.260380,40.260380,0.00000000,4.645429,19.36
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,13-Feb-2008,N/A,39.903049,39.903049,0.00000000,4.632585,19.61
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,13-Feb-2008,N/A,39.432776,39.432776,0.00000000,4.634391,19.85
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,13-Feb-2008,N/A,38.966660,38.966660,0.00000000,4.636803,20.09
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,13-Feb-2008,N/A,38.528731,38.528731,0.00000000,4.635795,20.34
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,13-Feb-2008,N/A,38.489021,38.489021,0.00000000,4.640865,20.34
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,13-Feb-2008,N/A,117.820000,118.951148,1.13114800,4.653420,12.45
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,13-Feb-2008,N/A,38.169815,38.169815,0.00000000,4.625833,20.58
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,13-Feb-2008,N/A,37.726595,37.726595,0.00000000,4.626791,20.83
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,13-Feb-2008,N/A,37.384566,37.384566,0.00000000,4.615970,21.07
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,13-Feb-2008,N/A,37.012210,37.012210,0.00000000,4.609187,21.32
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,13-Feb-2008,N/A,36.651230,36.651230,0.00000000,4.602027,21.56
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,13-Feb-2008,N/A,36.283629,36.283629,0.00000000,4.595876,21.81
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,13-Feb-2008,N/A,35.935005,35.935005,0.00000000,4.588359,22.05
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,13-Feb-2008,N/A,35.578327,35.578327,0.00000000,4.582022,22.30
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,13-Feb-2008,N/A,101.720000,102.615492,0.89549200,4.626689,13.80
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,13-Feb-2008,N/A,35.582425,35.582425,0.00000000,4.581506,22.30
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,13-Feb-2008,N/A,35.250481,35.250481,0.00000000,4.573056,22.54
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,13-Feb-2008,N/A,34.924365,34.924365,0.00000000,4.564034,22.79
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,13-Feb-2008,N/A,34.603235,34.603235,0.00000000,4.555362,23.04
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,13-Feb-2008,N/A,34.275494,34.275494,0.00000000,4.547670,23.28
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,13-Feb-2008,N/A,33.951621,33.951621,0.00000000,4.540439,23.53
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,13-Feb-2008,N/A,33.627635,33.627635,0.00000000,4.533362,23.77
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,13-Feb-2008,N/A,33.707274,33.707274,0.00000000,4.523412,23.77
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,13-Feb-2008,N/A,95.320000,96.121230,0.80123000,4.570455,14.69
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,13-Feb-2008,N/A,33.300955,33.300955,0.00000000,4.527540,24.02
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,13-Feb-2008,N/A,32.963308,32.963308,0.00000000,4.523220,24.26
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,13-Feb-2008,N/A,32.652289,32.652289,0.00000000,4.516465,24.51
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,13-Feb-2008,N/A,32.319263,32.319263,0.00000000,4.512585,24.75
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,13-Feb-2008,N/A,32.020336,32.020336,0.00000000,4.505314,25.00
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,13-Feb-2008,N/A,31.692939,31.692939,0.00000000,4.501720,25.24
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,13-Feb-2008,N/A,31.409879,31.409879,0.00000000,4.493434,25.49
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,13-Feb-2008,N/A,31.093344,31.093344,0.00000000,4.489444,25.73
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,13-Feb-2008,N/A,30.787693,30.787693,0.00000000,4.484922,25.98
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,13-Feb-2008,N/A,30.500748,30.500748,0.00000000,4.478170,26.22
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,13-Feb-2008,N/A,30.259175,30.259175,0.00000000,4.466556,26.47
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,13-Feb-2008,N/A,29.968630,29.968630,0.00000000,4.461162,26.72
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,13-Feb-2008,N/A,29.664813,29.664813,0.00000000,4.458213,26.96
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,13-Feb-2008,N/A,29.396480,29.396480,0.00000000,4.450927,27.21
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,13-Feb-2008,N/A,29.111493,29.111493,0.00000000,4.446490,27.45
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,13-Feb-2008,N/A,29.205787,29.205787,0.00000000,4.434710,27.45
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,13-Feb-2008,N/A,95.760000,97.628132,1.86813200,4.517930,15.72
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,13-Feb-2008,N/A,28.829421,28.829421,0.00000000,4.441784,27.70
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,13-Feb-2008,N/A,28.264167,28.264167,0.00000000,4.434106,28.19
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,13-Feb-2008,N/A,27.705922,27.705922,0.00000000,4.427202,28.68
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,13-Feb-2008,N/A,27.173070,27.173070,0.00000000,4.418717,29.17
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,13-Feb-2008,N/A,26.653634,26.653634,0.00000000,4.410111,29.66
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,13-Feb-2008,N/A,26.146251,26.146251,0.00000000,4.401516,30.15
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,13-Feb-2008,N/A,26.227879,26.227879,0.00000000,4.391177,30.15
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,13-Feb-2008,N/A,104.130000,105.025492,0.89549200,4.500543,16.26
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,13-Feb-2008,N/A,25.627831,25.627831,0.00000000,4.395830,30.64
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,13-Feb-2008,N/A,25.100926,25.100926,0.00000000,4.392724,31.13
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,13-Feb-2008,N/A,24.588846,24.588846,0.00000000,4.389200,31.62
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,13-Feb-2008,N/A,24.084895,24.084895,0.00000000,4.386084,32.11
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,13-Feb-2008,N/A,23.584597,23.584597,0.00000000,4.383929,32.60
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,13-Feb-2008,N/A,23.102395,23.102395,0.00000000,4.380830,33.09
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,13-Feb-2008,N/A,22.633780,22.633780,0.00000000,4.377331,33.58
4½% Treasury Gilt 2042 WI,GB00B29WPL68,07-Dec-2042,13-Feb-2008,N/A,100.240000,101.100656,0.86065600,4.485976,17.38
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,13-Feb-2008,N/A,22.211999,22.211999,0.00000000,4.368995,34.07
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,13-Feb-2008,N/A,100.240000,101.088361,0.84836100,4.485978,17.38
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,13-Feb-2008,N/A,22.180548,22.180548,0.00000000,4.373154,34.07
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,13-Feb-2008,N/A,21.748345,21.748345,0.00000000,4.367505,34.56
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,13-Feb-2008,N/A,21.298490,21.298490,0.00000000,4.365505,35.05
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,13-Feb-2008,N/A,20.883251,20.883251,0.00000000,4.360147,35.54
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,13-Feb-2008,N/A,20.460093,20.460093,0.00000000,4.357107,36.03
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,13-Feb-2008,N/A,20.072334,20.072334,0.00000000,4.350486,36.52
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,13-Feb-2008,N/A,19.672614,19.672614,0.00000000,4.346691,37.01
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,13-Feb-2008,N/A,19.310525,19.310525,0.00000000,4.338895,37.50
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,13-Feb-2008,N/A,18.984363,18.984363,0.00000000,4.327239,37.99
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,13-Feb-2008,N/A,96.210000,97.011230,0.80123000,4.455848,18.40
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,13-Feb-2008,N/A,18.905723,18.905723,0.00000000,4.338166,37.99
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,13-Feb-2008,N/A,18.586796,18.586796,0.00000000,4.326612,38.48
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,13-Feb-2008,N/A,18.259296,18.259296,0.00000000,4.317309,38.97
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,13-Feb-2008,N/A,17.957018,17.957018,0.00000000,4.305491,39.46
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,13-Feb-2008,N/A,17.657304,17.657304,0.00000000,4.294309,39.95
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,13-Feb-2008,N/A,17.362471,17.362471,0.00000000,4.283415,40.45
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,13-Feb-2008,N/A,17.040216,17.040216,0.00000000,4.277415,40.94
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,13-Feb-2008,N/A,16.748435,16.748435,0.00000000,4.268025,41.43
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,13-Feb-2008,N/A,16.407507,16.407507,0.00000000,4.266713,41.92
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,13-Feb-2008,N/A,16.156166,16.156166,0.00000000,4.253338,42.41
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,13-Feb-2008,N/A,15.888458,15.888458,0.00000000,4.243234,42.90
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,13-Feb-2008,N/A,15.615371,15.615371,0.00000000,4.234806,43.39
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,13-Feb-2008,N/A,15.342281,15.342281,0.00000000,4.227264,43.88
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,13-Feb-2008,N/A,15.070418,15.070418,0.00000000,4.220419,44.38
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,13-Feb-2008,N/A,14.813674,14.813674,0.00000000,4.212173,44.87
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,13-Feb-2008,N/A,14.556068,14.556068,0.00000000,4.204899,45.36
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,13-Feb-2008,N/A,14.299664,14.299664,0.00000000,4.198280,45.85
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,13-Feb-2008,N/A,14.043111,14.043111,0.00000000,4.192518,46.34
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,13-Feb-2008,N/A,13.849742,13.849742,0.00000000,4.177826,46.83
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,13-Feb-2008,N/A,13.834762,13.834762,0.00000000,4.180137,46.83
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,13-Feb-2008,N/A,97.410000,98.211230,0.80123000,4.379514,19.90
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-2008,14-Feb-2008,N/A,99.710176,99.710176,0.00000000,5.094719,0.06
5% Treasury Stock 2008,GB0031734154,07-Mar-2008,14-Feb-2008,N/A,99.990000,102.201538,2.21153800,5.118929,0.06
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-2008,14-Feb-2008,N/A,99.705548,99.705548,0.00000000,5.177239,0.06
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,14-Feb-2008,N/A,98.564266,98.564266,0.00000000,4.739239,0.30
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,14-Feb-2008,N/A,97.486469,97.486469,0.00000000,4.617119,0.55
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,14-Feb-2008,N/A,100.320000,102.707363,2.38736300,4.912803,0.54
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,14-Feb-2008,N/A,102.600000,105.673770,3.07377000,4.920256,0.62
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,14-Feb-2008,N/A,96.439936,96.439936,0.00000000,4.532842,0.79
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,14-Feb-2008,N/A,95.570539,95.570539,0.00000000,4.329636,1.04
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,14-Feb-2008,N/A,99.660000,101.429231,1.76923100,4.330196,1.01
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,14-Feb-2008,N/A,95.532012,95.532012,0.00000000,4.368586,1.04
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,14-Feb-2008,N/A,94.591748,94.591748,0.00000000,4.293789,1.28
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,14-Feb-2008,N/A,93.636203,93.636203,0.00000000,4.266047,1.53
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,14-Feb-2008,N/A,105.570000,108.712857,3.14285700,4.368683,1.47
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,14-Feb-2008,N/A,92.700593,92.700593,0.00000000,4.234705,1.77
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,14-Feb-2008,N/A,102.580000,103.679727,1.09972700,4.248854,1.69
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,14-Feb-2008,N/A,92.646178,92.646178,0.00000000,4.267858,1.77
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,14-Feb-2008,N/A,91.682163,91.682163,0.00000000,4.265219,2.01
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,14-Feb-2008,N/A,90.757247,90.757247,0.00000000,4.245058,2.26
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,14-Feb-2008,N/A,101.100000,102.008470,0.90847000,4.242105,2.15
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,14-Feb-2008,N/A,90.723981,90.723981,0.00000000,4.261275,2.26
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,14-Feb-2008,N/A,89.759887,89.759887,0.00000000,4.268725,2.50
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,14-Feb-2008,N/A,105.300000,106.707967,1.40796700,4.203269,2.51
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,14-Feb-2008,N/A,88.800759,88.800759,0.00000000,4.273782,2.75
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,14-Feb-2008,N/A,87.789937,87.789937,0.00000000,4.304544,2.99
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,14-Feb-2008,N/A,99.820000,101.699808,1.87980800,4.312648,2.79
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,14-Feb-2008,N/A,87.799600,87.799600,0.00000000,4.300867,2.99
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,14-Feb-2008,N/A,86.868461,86.868461,0.00000000,4.300219,3.24
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,14-Feb-2008,N/A,114.650000,115.490659,0.84065900,4.326247,2.95
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,14-Feb-2008,N/A,85.925308,85.925308,0.00000000,4.309543,3.48
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,14-Feb-2008,N/A,84.997750,84.997750,0.00000000,4.313550,3.73
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,14-Feb-2008,N/A,111.690000,112.115824,0.42582400,4.482881,3.41
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,14-Feb-2008,N/A,84.055563,84.055563,0.00000000,4.326701,3.97
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,14-Feb-2008,N/A,84.092965,84.092965,0.00000000,4.315501,3.97
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,14-Feb-2008,N/A,102.580000,104.791538,2.21153800,4.299563,3.57
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,14-Feb-2008,N/A,82.968029,82.968029,0.00000000,4.380681,4.22
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,14-Feb-2008,N/A,103.490000,104.494098,1.00409800,4.351251,3.80
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,14-Feb-2008,N/A,83.055173,83.055173,0.00000000,4.355785,4.22
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,14-Feb-2008,N/A,118.270000,118.492527,0.22252700,4.451713,3.76
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,14-Feb-2008,N/A,82.102701,82.102701,0.00000000,4.373876,4.46
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,14-Feb-2008,N/A,81.092139,81.092139,0.00000000,4.406234,4.71
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,14-Feb-2008,N/A,80.135560,80.135560,0.00000000,4.426768,4.95
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,14-Feb-2008,N/A,79.178641,79.178641,0.00000000,4.446425,5.19
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,14-Feb-2008,N/A,78.197990,78.197990,0.00000000,4.474284,5.44
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,14-Feb-2008,N/A,117.230000,120.328901,3.09890100,4.491240,4.50
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,14-Feb-2008,N/A,77.280413,77.280413,0.00000000,4.486508,5.68
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,14-Feb-2008,N/A,137.810000,139.941148,2.13114800,4.535102,4.43
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,14-Feb-2008,N/A,76.380000,76.380000,0.00000000,4.497884,5.92
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,14-Feb-2008,N/A,75.415241,75.415241,0.00000000,4.522920,6.17
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,14-Feb-2008,N/A,74.554190,74.554190,0.00000000,4.528359,6.41
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,14-Feb-2008,N/A,102.790000,105.001538,2.21153800,4.503391,5.44
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,14-Feb-2008,N/A,74.543804,74.543804,0.00000000,4.530532,6.41
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,14-Feb-2008,N/A,73.599371,73.599371,0.00000000,4.553114,6.66
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,14-Feb-2008,N/A,72.671948,72.671948,0.00000000,4.574464,6.90
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,14-Feb-2008,N/A,71.769070,71.769070,0.00000000,4.590516,7.14
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,14-Feb-2008,N/A,70.910644,70.910644,0.00000000,4.600454,7.39
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,14-Feb-2008,N/A,101.140000,103.240962,2.10096200,4.569484,6.17
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,14-Feb-2008,N/A,70.881058,70.881058,0.00000000,4.606103,7.39
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,14-Feb-2008,N/A,121.790000,123.320055,1.53005500,4.639984,5.94
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,14-Feb-2008,N/A,69.828248,69.828248,0.00000000,4.652382,7.63
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,14-Feb-2008,N/A,69.699716,69.699716,0.00000000,4.676527,7.63
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,14-Feb-2008,N/A,69.068434,69.068434,0.00000000,4.645924,7.87
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,14-Feb-2008,N/A,68.289966,68.289966,0.00000000,4.643519,8.12
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,14-Feb-2008,N/A,67.662117,67.662117,0.00000000,4.617318,8.36
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,14-Feb-2008,N/A,95.800000,97.569231,1.76923100,4.598900,7.01
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,14-Feb-2008,N/A,67.524236,67.524236,0.00000000,4.641707,8.36
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,14-Feb-2008,N/A,66.693923,66.693923,0.00000000,4.651614,8.61
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,14-Feb-2008,N/A,65.895366,65.895366,0.00000000,4.658372,8.85
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,14-Feb-2008,N/A,65.115886,65.115886,0.00000000,4.662096,9.10
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,14-Feb-2008,N/A,131.020000,130.782228,-0.23777200,4.677863,6.90
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,14-Feb-2008,N/A,64.322546,64.322546,0.00000000,4.670504,9.34
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,14-Feb-2008,N/A,63.508502,63.508502,0.00000000,4.682460,9.58
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,14-Feb-2008,N/A,62.937053,62.937053,0.00000000,4.657187,9.83
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,14-Feb-2008,N/A,102.940000,105.151538,2.21153800,4.630672,7.71
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,14-Feb-2008,N/A,62.825398,62.825398,0.00000000,4.675254,9.83
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,14-Feb-2008,N/A,62.096499,62.096499,0.00000000,4.675925,10.07
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,14-Feb-2008,N/A,61.353318,61.353318,0.00000000,4.681098,10.32
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,14-Feb-2008,N/A,60.616489,60.616489,0.00000000,4.685508,10.56
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,14-Feb-2008,N/A,59.879478,59.879478,0.00000000,4.692016,10.80
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,14-Feb-2008,N/A,59.146355,59.146355,0.00000000,4.698130,11.05
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,14-Feb-2008,N/A,58.416012,58.416012,0.00000000,4.705784,11.29
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,14-Feb-2008,N/A,57.731053,57.731053,0.00000000,4.706804,11.54
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,14-Feb-2008,N/A,57.128231,57.128231,0.00000000,4.697594,11.78
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,14-Feb-2008,N/A,100.780000,102.880962,2.10096200,4.664385,8.93
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,14-Feb-2008,N/A,57.055975,57.055975,0.00000000,4.708337,11.78
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,14-Feb-2008,N/A,56.251531,56.251531,0.00000000,4.729262,12.02
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,14-Feb-2008,N/A,55.448672,55.448672,0.00000000,4.751591,12.27
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,14-Feb-2008,N/A,54.679689,54.679689,0.00000000,4.768984,12.51
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,14-Feb-2008,N/A,53.933043,53.933043,0.00000000,4.784792,12.75
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,14-Feb-2008,N/A,132.010000,133.540055,1.53005500,4.730268,8.79
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,14-Feb-2008,N/A,53.256335,53.256335,0.00000000,4.790606,13.00
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,14-Feb-2008,N/A,53.274874,53.274874,0.00000000,4.787929,13.00
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,14-Feb-2008,N/A,52.627783,52.627783,0.00000000,4.791264,13.24
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,14-Feb-2008,N/A,52.028273,52.028273,0.00000000,4.788076,13.49
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,14-Feb-2008,N/A,51.448548,51.448548,0.00000000,4.783893,13.73
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,14-Feb-2008,N/A,50.896368,50.896368,0.00000000,4.776179,13.98
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,14-Feb-2008,N/A,50.329057,50.329057,0.00000000,4.772371,14.22
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,14-Feb-2008,N/A,49.813940,49.813940,0.00000000,4.761636,14.46
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,14-Feb-2008,N/A,49.260378,49.260378,0.00000000,4.757962,14.71
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,14-Feb-2008,N/A,48.755081,48.755081,0.00000000,4.747969,14.95
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,14-Feb-2008,N/A,48.264511,48.264511,0.00000000,4.737644,15.20
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,14-Feb-2008,N/A,47.760933,47.760933,0.00000000,4.729442,15.44
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,14-Feb-2008,N/A,47.280854,47.280854,0.00000000,4.719662,15.69
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,14-Feb-2008,N/A,46.806709,46.806709,0.00000000,4.709417,15.93
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,14-Feb-2008,N/A,46.299357,46.299357,0.00000000,4.705154,16.18
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,14-Feb-2008,N/A,45.822944,45.822944,0.00000000,4.697041,16.42
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,14-Feb-2008,N/A,45.333388,45.333388,0.00000000,4.692139,16.67
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,14-Feb-2008,N/A,45.436930,45.436930,0.00000000,4.678451,16.67
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,14-Feb-2008,N/A,103.910000,106.121538,2.21153800,4.664831,11.28
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,14-Feb-2008,N/A,44.835594,44.835594,0.00000000,4.688579,16.91
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,14-Feb-2008,N/A,44.317026,44.317026,0.00000000,4.689138,17.16
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,14-Feb-2008,N/A,43.861398,43.861398,0.00000000,4.681656,17.40
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,14-Feb-2008,N/A,43.322225,43.322225,0.00000000,4.686464,17.64
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,14-Feb-2008,N/A,42.826156,42.826156,0.00000000,4.685832,17.89
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,14-Feb-2008,N/A,42.365949,42.365949,0.00000000,4.681825,18.13
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,14-Feb-2008,N/A,41.889018,41.889018,0.00000000,4.680209,18.38
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,14-Feb-2008,N/A,41.418013,41.418013,0.00000000,4.679085,18.62
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,14-Feb-2008,N/A,40.947356,40.947356,0.00000000,4.678115,18.87
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,14-Feb-2008,N/A,40.471062,40.471062,0.00000000,4.679099,19.11
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,14-Feb-2008,N/A,40.320787,40.320787,0.00000000,4.638332,19.36
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,14-Feb-2008,N/A,94.780000,95.592842,0.81284200,4.655858,12.98
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,14-Feb-2008,N/A,40.058100,40.058100,0.00000000,4.672097,19.36
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,14-Feb-2008,N/A,39.691188,39.691188,0.00000000,4.660385,19.60
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,14-Feb-2008,N/A,39.207091,39.207091,0.00000000,4.663941,19.85
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,14-Feb-2008,N/A,38.716555,38.716555,0.00000000,4.669481,20.09
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,14-Feb-2008,N/A,38.248432,38.248432,0.00000000,4.672317,20.33
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,14-Feb-2008,N/A,38.255984,38.255984,0.00000000,4.671346,20.33
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,14-Feb-2008,N/A,117.390000,118.537541,1.14754100,4.682426,12.43
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,14-Feb-2008,N/A,37.927140,37.927140,0.00000000,4.657435,20.58
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,14-Feb-2008,N/A,37.458471,37.458471,0.00000000,4.661640,20.82
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,14-Feb-2008,N/A,37.157478,37.157478,0.00000000,4.645482,21.07
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,14-Feb-2008,N/A,36.778738,36.778738,0.00000000,4.639458,21.31
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,14-Feb-2008,N/A,36.435219,36.435219,0.00000000,4.630023,21.56
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,14-Feb-2008,N/A,36.052002,36.052002,0.00000000,4.625814,21.80
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,14-Feb-2008,N/A,35.721186,35.721186,0.00000000,4.615989,22.05
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,14-Feb-2008,N/A,35.320202,35.320202,0.00000000,4.615236,22.29
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,14-Feb-2008,N/A,101.310000,102.218470,0.90847000,4.655703,13.78
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,14-Feb-2008,N/A,35.355804,35.355804,0.00000000,4.610717,22.29
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,14-Feb-2008,N/A,35.048514,35.048514,0.00000000,4.599098,22.54
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,14-Feb-2008,N/A,34.710482,34.710482,0.00000000,4.591533,22.79
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,14-Feb-2008,N/A,34.399987,34.399987,0.00000000,4.581477,23.03
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,14-Feb-2008,N/A,34.062819,34.062819,0.00000000,4.574937,23.28
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,14-Feb-2008,N/A,33.755456,33.755456,0.00000000,4.565598,23.52
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,14-Feb-2008,N/A,33.426351,33.426351,0.00000000,4.559136,23.77
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,14-Feb-2008,N/A,33.508223,33.508223,0.00000000,4.548844,23.77
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,14-Feb-2008,N/A,94.920000,95.732842,0.81284200,4.598884,14.66
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,14-Feb-2008,N/A,33.106739,33.106739,0.00000000,4.552411,24.01
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,14-Feb-2008,N/A,32.769030,32.769030,0.00000000,4.548092,24.26
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,14-Feb-2008,N/A,32.457228,32.457228,0.00000000,4.541419,24.50
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,14-Feb-2008,N/A,32.126421,32.126421,0.00000000,4.537259,24.75
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,14-Feb-2008,N/A,31.826037,31.826037,0.00000000,4.530156,24.99
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,14-Feb-2008,N/A,31.502095,31.502095,0.00000000,4.526132,25.24
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,14-Feb-2008,N/A,31.215628,31.215628,0.00000000,4.518256,25.48
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,14-Feb-2008,N/A,30.900044,30.900044,0.00000000,4.514153,25.73
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,14-Feb-2008,N/A,30.591886,30.591886,0.00000000,4.509956,25.97
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,14-Feb-2008,N/A,30.290630,30.290630,0.00000000,4.504997,26.22
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,14-Feb-2008,N/A,30.049593,30.049593,0.00000000,4.493277,26.46
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,14-Feb-2008,N/A,29.758778,29.758778,0.00000000,4.487920,26.71
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,14-Feb-2008,N/A,29.456408,29.456408,0.00000000,4.484817,26.95
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,14-Feb-2008,N/A,29.186785,29.186785,0.00000000,4.477687,27.20
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,14-Feb-2008,N/A,28.898634,28.898634,0.00000000,4.473670,27.44
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,14-Feb-2008,N/A,28.999574,28.999574,0.00000000,4.460965,27.45
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,14-Feb-2008,N/A,95.330000,97.209808,1.87980800,4.546066,15.68
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,14-Feb-2008,N/A,28.618909,28.618909,0.00000000,4.468683,27.69
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,14-Feb-2008,N/A,28.057977,28.057977,0.00000000,4.460511,28.18
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,14-Feb-2008,N/A,27.495363,27.495363,0.00000000,4.454226,28.67
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,14-Feb-2008,N/A,26.960273,26.960273,0.00000000,4.446086,29.16
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,14-Feb-2008,N/A,26.462584,26.462584,0.00000000,4.434773,29.65
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,14-Feb-2008,N/A,25.955174,25.955174,0.00000000,4.426244,30.14
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,14-Feb-2008,N/A,26.039747,26.039747,0.00000000,4.415451,30.14
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,14-Feb-2008,N/A,103.640000,104.548470,0.90847000,4.529323,16.22
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,14-Feb-2008,N/A,25.451714,25.451714,0.00000000,4.418729,30.63
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,14-Feb-2008,N/A,24.917333,24.917333,0.00000000,4.416692,31.12
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,14-Feb-2008,N/A,24.412867,24.412867,0.00000000,4.412296,31.61
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,14-Feb-2008,N/A,23.913379,23.913379,0.00000000,4.408715,32.10
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,14-Feb-2008,N/A,23.395954,23.395954,0.00000000,4.408933,32.59
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,14-Feb-2008,N/A,22.912411,22.912411,0.00000000,4.406149,33.08
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,14-Feb-2008,N/A,22.446191,22.446191,0.00000000,4.402474,33.57
4½% Treasury Gilt 2042 WI,GB00B29WPL68,07-Dec-2042,14-Feb-2008,N/A,99.740000,100.600656,0.86065600,4.514545,17.33
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,14-Feb-2008,N/A,22.022810,22.022810,0.00000000,4.394454,34.06
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,14-Feb-2008,N/A,99.740000,100.600656,0.86065600,4.514545,17.33
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,14-Feb-2008,N/A,21.994756,21.994756,0.00000000,4.398197,34.06
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,14-Feb-2008,N/A,21.564040,21.564040,0.00000000,4.392478,34.55
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,14-Feb-2008,N/A,21.127720,21.127720,0.00000000,4.388815,35.04
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,14-Feb-2008,N/A,20.702574,20.702574,0.00000000,4.384934,35.53
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,14-Feb-2008,N/A,20.286354,20.286354,0.00000000,4.381108,36.02
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,14-Feb-2008,N/A,19.901660,19.901660,0.00000000,4.374195,36.51
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,14-Feb-2008,N/A,19.496877,19.496877,0.00000000,4.371259,37.00
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,14-Feb-2008,N/A,19.138295,19.138295,0.00000000,4.363103,37.49
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,14-Feb-2008,N/A,18.856756,18.856756,0.00000000,4.345302,37.98
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,14-Feb-2008,N/A,95.710000,96.522842,0.81284200,4.483969,18.35
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,14-Feb-2008,N/A,18.726781,18.726781,0.00000000,4.363513,37.98
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,14-Feb-2008,N/A,18.400795,18.400795,0.00000000,4.353057,38.47
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,14-Feb-2008,N/A,18.113911,18.113911,0.00000000,4.338124,38.96
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,14-Feb-2008,N/A,17.791533,17.791533,0.00000000,4.329250,39.45
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,14-Feb-2008,N/A,17.494918,17.494918,0.00000000,4.317727,39.95
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,14-Feb-2008,N/A,17.215674,17.215674,0.00000000,4.304697,40.44
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,14-Feb-2008,N/A,16.915866,16.915866,0.00000000,4.295592,40.93
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,14-Feb-2008,N/A,16.626354,16.626354,0.00000000,4.285965,41.42
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,14-Feb-2008,N/A,16.298942,16.298942,0.00000000,4.282828,41.91
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,14-Feb-2008,N/A,16.039697,16.039697,0.00000000,4.270671,42.40
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,14-Feb-2008,N/A,15.780820,15.780820,0.00000000,4.259348,42.90
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,14-Feb-2008,N/A,15.490455,15.490455,0.00000000,4.253581,43.39
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,14-Feb-2008,N/A,15.219009,15.219009,0.00000000,4.245909,43.88
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,14-Feb-2008,N/A,14.952924,14.952924,0.00000000,4.238316,44.37
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,14-Feb-2008,N/A,14.697407,14.697407,0.00000000,4.229991,44.86
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,14-Feb-2008,N/A,14.443537,14.443537,0.00000000,4.222262,45.35
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,14-Feb-2008,N/A,14.217505,14.217505,0.00000000,4.211096,45.84
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,14-Feb-2008,N/A,13.976067,13.976067,0.00000000,4.203091,46.33
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,14-Feb-2008,N/A,13.740327,13.740327,0.00000000,4.195005,46.83
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,14-Feb-2008,N/A,13.755323,13.755323,0.00000000,4.192675,46.83
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,14-Feb-2008,N/A,96.910000,97.722842,0.81284200,4.405208,19.83
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-2008,15-Feb-2008,N/A,99.747273,99.747273,0.00000000,5.183196,0.05
5% Treasury Stock 2008,GB0031734154,07-Mar-2008,15-Feb-2008,N/A,100.000000,102.252747,2.25274700,4.944062,0.05
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-2008,15-Feb-2008,N/A,99.746309,99.746309,0.00000000,5.203247,0.05
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,15-Feb-2008,N/A,98.608290,98.608290,0.00000000,4.717910,0.29
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,15-Feb-2008,N/A,97.535959,97.535959,0.00000000,4.592668,0.54
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,15-Feb-2008,N/A,100.390000,102.822692,2.43269200,4.776907,0.53
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,15-Feb-2008,N/A,102.660000,105.807541,3.14754100,4.779165,0.61
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,15-Feb-2008,N/A,96.502921,96.502921,0.00000000,4.496375,0.78
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,15-Feb-2008,N/A,95.683505,95.683505,0.00000000,4.249017,1.03
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,15-Feb-2008,N/A,99.730000,101.532198,1.80219800,4.263953,1.00
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,15-Feb-2008,N/A,95.666103,95.666103,0.00000000,4.266718,1.03
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,15-Feb-2008,N/A,94.708367,94.708367,0.00000000,4.224379,1.27
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,15-Feb-2008,N/A,93.768538,93.768538,0.00000000,4.195899,1.52
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,15-Feb-2008,N/A,105.680000,108.888791,3.20879100,4.282269,1.46
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,15-Feb-2008,N/A,92.850828,92.850828,0.00000000,4.162359,1.76
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,15-Feb-2008,N/A,102.700000,103.846858,1.14685800,4.173677,1.68
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,15-Feb-2008,N/A,92.815245,92.815245,0.00000000,4.184091,1.76
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,15-Feb-2008,N/A,91.866961,91.866961,0.00000000,4.182224,2.01
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,15-Feb-2008,N/A,90.950122,90.950122,0.00000000,4.166120,2.25
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,15-Feb-2008,N/A,101.280000,102.227404,0.94740400,4.158120,2.14
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,15-Feb-2008,N/A,90.898710,90.898710,0.00000000,4.191212,2.25
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,15-Feb-2008,N/A,89.950479,89.950479,0.00000000,4.197709,2.50
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,15-Feb-2008,N/A,105.490000,106.949478,1.45947800,4.126651,2.50
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,15-Feb-2008,N/A,89.000585,89.000585,0.00000000,4.204459,2.74
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,15-Feb-2008,N/A,87.989076,87.989076,0.00000000,4.240412,2.99
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,15-Feb-2008,N/A,100.010000,101.924835,1.91483500,4.245765,2.78
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,15-Feb-2008,N/A,87.993339,87.993339,0.00000000,4.238789,2.99
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,15-Feb-2008,N/A,87.067816,87.067816,0.00000000,4.240076,3.23
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,15-Feb-2008,N/A,114.830000,115.744835,0.91483500,4.263620,2.95
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,15-Feb-2008,N/A,86.112515,86.112515,0.00000000,4.257027,3.48
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,15-Feb-2008,N/A,85.206994,85.206994,0.00000000,4.256871,3.72
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,15-Feb-2008,N/A,111.870000,112.359698,0.48969800,4.429830,3.41
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,15-Feb-2008,N/A,84.254126,84.254126,0.00000000,4.276081,3.96
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,15-Feb-2008,N/A,84.291316,84.291316,0.00000000,4.264950,3.96
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,15-Feb-2008,N/A,102.770000,105.022747,2.25274700,4.247584,3.57
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,15-Feb-2008,N/A,83.231818,83.231818,0.00000000,4.313703,4.21
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,15-Feb-2008,N/A,103.700000,104.747131,1.04713100,4.296804,3.79
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,15-Feb-2008,N/A,83.239315,83.239315,0.00000000,4.311563,4.21
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,15-Feb-2008,N/A,118.470000,118.766703,0.29670300,4.399730,3.75
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,15-Feb-2008,N/A,82.289170,82.289170,0.00000000,4.330934,4.45
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,15-Feb-2008,N/A,81.305508,81.305508,0.00000000,4.357901,4.70
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,15-Feb-2008,N/A,80.349957,80.349957,0.00000000,4.379993,4.94
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,15-Feb-2008,N/A,79.382682,79.382682,0.00000000,4.403747,5.19
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,15-Feb-2008,N/A,78.421259,78.421259,0.00000000,4.428483,5.43
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,15-Feb-2008,N/A,117.480000,120.644835,3.16483500,4.440987,4.49
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,15-Feb-2008,N/A,77.482582,77.482582,0.00000000,4.446871,5.67
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,15-Feb-2008,N/A,138.060000,140.289508,2.22950800,4.487157,4.42
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,15-Feb-2008,N/A,76.589745,76.589745,0.00000000,4.457733,5.92
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,15-Feb-2008,N/A,75.638147,75.638147,0.00000000,4.480972,6.16
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,15-Feb-2008,N/A,74.747564,74.747564,0.00000000,4.493678,6.41
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,15-Feb-2008,N/A,103.010000,105.262747,2.25274700,4.464447,5.44
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,15-Feb-2008,N/A,74.734318,74.734318,0.00000000,4.496445,6.41
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,15-Feb-2008,N/A,73.785015,73.785015,0.00000000,4.520779,6.65
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,15-Feb-2008,N/A,72.849192,72.849192,0.00000000,4.544529,6.89
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,15-Feb-2008,N/A,71.945138,71.945138,0.00000000,4.561398,7.14
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,15-Feb-2008,N/A,71.101541,71.101541,0.00000000,4.569106,7.38
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,15-Feb-2008,N/A,101.350000,103.490110,2.14011000,4.536437,6.17
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,15-Feb-2008,N/A,71.060458,71.060458,0.00000000,4.576937,7.38
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,15-Feb-2008,N/A,122.010000,123.605628,1.59562800,4.607343,5.94
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,15-Feb-2008,N/A,70.063164,70.063164,0.00000000,4.613274,7.62
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,15-Feb-2008,N/A,69.915381,69.915381,0.00000000,4.640969,7.62
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,15-Feb-2008,N/A,69.267917,69.267917,0.00000000,4.614077,7.87
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,15-Feb-2008,N/A,68.491380,68.491380,0.00000000,4.611856,8.11
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,15-Feb-2008,N/A,67.866326,67.866326,0.00000000,4.585761,8.36
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,15-Feb-2008,N/A,96.020000,97.822198,1.80219800,4.567257,7.00
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,15-Feb-2008,N/A,67.701103,67.701103,0.00000000,4.614927,8.36
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,15-Feb-2008,N/A,66.883204,66.883204,0.00000000,4.623046,8.60
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,15-Feb-2008,N/A,66.066827,66.066827,0.00000000,4.633280,8.84
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,15-Feb-2008,N/A,65.290081,65.290081,0.00000000,4.636859,9.09
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,15-Feb-2008,N/A,131.260000,131.093560,-0.16644000,4.648861,6.90
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,15-Feb-2008,N/A,64.498639,64.498639,0.00000000,4.645286,9.33
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,15-Feb-2008,N/A,63.704019,63.704019,0.00000000,4.654325,9.58
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,15-Feb-2008,N/A,63.182190,63.182190,0.00000000,4.621470,9.82
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,15-Feb-2008,N/A,103.190000,105.442747,2.25274700,4.599681,7.71
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,15-Feb-2008,N/A,62.989417,62.989417,0.00000000,4.652582,9.82
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,15-Feb-2008,N/A,62.294959,62.294959,0.00000000,4.647989,10.07
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,15-Feb-2008,N/A,61.525288,61.525288,0.00000000,4.657646,10.31
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,15-Feb-2008,N/A,60.792662,60.792662,0.00000000,4.661607,10.55
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,15-Feb-2008,N/A,60.079653,60.079653,0.00000000,4.664646,10.80
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,15-Feb-2008,N/A,59.365734,59.365734,0.00000000,4.668049,11.04
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,15-Feb-2008,N/A,58.620574,58.620574,0.00000000,4.678203,11.29
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,15-Feb-2008,N/A,57.928426,57.928426,0.00000000,4.680510,11.53
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,15-Feb-2008,N/A,57.328129,57.328129,0.00000000,4.671177,11.77
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,15-Feb-2008,N/A,101.030000,103.170110,2.14011000,4.637197,8.93
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,15-Feb-2008,N/A,57.259301,57.259301,0.00000000,4.681380,11.77
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,15-Feb-2008,N/A,56.467274,56.467274,0.00000000,4.700596,12.02
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,15-Feb-2008,N/A,55.653415,55.653415,0.00000000,4.724683,12.26
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,15-Feb-2008,N/A,54.894607,54.894607,0.00000000,4.740700,12.50
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,15-Feb-2008,N/A,54.146790,54.146790,0.00000000,4.756816,12.75
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,15-Feb-2008,N/A,132.330000,133.925628,1.59562800,4.701819,8.79
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,15-Feb-2008,N/A,53.471795,53.471795,0.00000000,4.762512,12.99
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,15-Feb-2008,N/A,53.471944,53.471944,0.00000000,4.762491,12.99
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,15-Feb-2008,N/A,52.833789,52.833789,0.00000000,4.764690,13.23
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,15-Feb-2008,N/A,52.236114,52.236114,0.00000000,4.761375,13.48
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,15-Feb-2008,N/A,51.649653,51.649653,0.00000000,4.758302,13.72
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,15-Feb-2008,N/A,51.075935,51.075935,0.00000000,4.753735,13.97
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,15-Feb-2008,N/A,50.523911,50.523911,0.00000000,4.747915,14.21
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,15-Feb-2008,N/A,49.988338,49.988338,0.00000000,4.740130,14.46
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,15-Feb-2008,N/A,49.470247,49.470247,0.00000000,4.731679,14.70
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,15-Feb-2008,N/A,48.946462,48.946462,0.00000000,4.724331,14.95
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,15-Feb-2008,N/A,48.416773,48.416773,0.00000000,4.719449,15.19
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,15-Feb-2008,N/A,47.906228,47.906228,0.00000000,4.712246,15.44
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,15-Feb-2008,N/A,47.422141,47.422141,0.00000000,4.703084,15.68
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,15-Feb-2008,N/A,46.918445,46.918445,0.00000000,4.696842,15.93
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,15-Feb-2008,N/A,46.417181,46.417181,0.00000000,4.691806,16.17
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,15-Feb-2008,N/A,45.965648,45.965648,0.00000000,4.680418,16.42
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,15-Feb-2008,N/A,45.444687,45.444687,0.00000000,4.679715,16.66
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,15-Feb-2008,N/A,45.569373,45.569373,0.00000000,4.663269,16.66
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,15-Feb-2008,N/A,104.170000,106.422747,2.25274700,4.643063,11.28
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,15-Feb-2008,N/A,44.962096,44.962096,0.00000000,4.674159,16.91
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,15-Feb-2008,N/A,44.466805,44.466805,0.00000000,4.671690,17.15
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,15-Feb-2008,N/A,43.994334,43.994334,0.00000000,4.666439,17.39
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,15-Feb-2008,N/A,43.468859,43.468859,0.00000000,4.669470,17.64
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,15-Feb-2008,N/A,42.985671,42.985671,0.00000000,4.667165,17.88
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,15-Feb-2008,N/A,42.516663,42.516663,0.00000000,4.664338,18.13
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,15-Feb-2008,N/A,42.031249,42.031249,0.00000000,4.663822,18.37
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,15-Feb-2008,N/A,41.570913,41.570913,0.00000000,4.661337,18.62
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,15-Feb-2008,N/A,41.114987,41.114987,0.00000000,4.658463,18.86
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,15-Feb-2008,N/A,40.654569,40.654569,0.00000000,4.657413,19.10
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,15-Feb-2008,N/A,40.507512,40.507512,0.00000000,4.616400,19.35
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,15-Feb-2008,N/A,95.050000,95.897678,0.84767800,4.634230,12.98
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,15-Feb-2008,N/A,40.207271,40.207271,0.00000000,4.654844,19.35
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,15-Feb-2008,N/A,39.864982,39.864982,0.00000000,4.640024,19.59
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,15-Feb-2008,N/A,39.379903,39.379903,0.00000000,4.643678,19.84
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,15-Feb-2008,N/A,38.887350,38.887350,0.00000000,4.649456,20.08
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,15-Feb-2008,N/A,38.428277,38.428277,0.00000000,4.651101,20.33
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,15-Feb-2008,N/A,38.441363,38.441363,0.00000000,4.649427,20.33
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,15-Feb-2008,N/A,117.720000,118.916721,1.19672100,4.659788,12.44
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,15-Feb-2008,N/A,38.094466,38.094466,0.00000000,4.637881,20.57
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,15-Feb-2008,N/A,37.650415,37.650415,0.00000000,4.638902,20.82
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,15-Feb-2008,N/A,37.311140,37.311140,0.00000000,4.627685,21.06
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,15-Feb-2008,N/A,36.940258,36.940258,0.00000000,4.620656,21.31
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,15-Feb-2008,N/A,36.587118,36.587118,0.00000000,4.612470,21.55
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,15-Feb-2008,N/A,36.212803,36.212803,0.00000000,4.607117,21.80
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,15-Feb-2008,N/A,35.873571,35.873571,0.00000000,4.598383,22.04
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,15-Feb-2008,N/A,35.502713,35.502713,0.00000000,4.593789,22.29
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,15-Feb-2008,N/A,101.600000,102.547404,0.94740400,4.635127,13.79
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,15-Feb-2008,N/A,35.507965,35.507965,0.00000000,4.593125,22.29
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,15-Feb-2008,N/A,35.191887,35.191887,0.00000000,4.582644,22.53
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,15-Feb-2008,N/A,34.863391,34.863391,0.00000000,4.573869,22.78
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,15-Feb-2008,N/A,34.546814,34.546814,0.00000000,4.564599,23.02
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,15-Feb-2008,N/A,34.207786,34.207786,0.00000000,4.558279,23.27
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,15-Feb-2008,N/A,33.893320,33.893320,0.00000000,4.549846,23.51
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,15-Feb-2008,N/A,33.570338,33.570338,0.00000000,4.542601,23.76
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,15-Feb-2008,N/A,33.663247,33.663247,0.00000000,4.530970,23.76
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,15-Feb-2008,N/A,95.220000,96.067678,0.84767800,4.577617,14.67
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,15-Feb-2008,N/A,33.244824,33.244824,0.00000000,4.536617,24.00
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,15-Feb-2008,N/A,32.907970,32.907970,0.00000000,4.532164,24.25
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,15-Feb-2008,N/A,32.592060,32.592060,0.00000000,4.526005,24.50
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,15-Feb-2008,N/A,32.266480,32.266480,0.00000000,4.521162,24.74
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,15-Feb-2008,N/A,31.959527,31.959527,0.00000000,4.514881,24.99
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,15-Feb-2008,N/A,31.640223,31.640223,0.00000000,4.510246,25.23
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,15-Feb-2008,N/A,31.347863,31.347863,0.00000000,4.503108,25.48
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,15-Feb-2008,N/A,31.036453,31.036453,0.00000000,4.498450,25.72
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,15-Feb-2008,N/A,30.728734,30.728734,0.00000000,4.494181,25.97
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,15-Feb-2008,N/A,30.426245,30.426245,0.00000000,4.489347,26.21
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,15-Feb-2008,N/A,30.184022,30.184022,0.00000000,4.477789,26.46
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,15-Feb-2008,N/A,29.898305,29.898305,0.00000000,4.471765,26.70
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,15-Feb-2008,N/A,29.589594,29.589594,0.00000000,4.469432,26.95
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,15-Feb-2008,N/A,29.323766,29.323766,0.00000000,4.461803,27.19
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,15-Feb-2008,N/A,29.036315,29.036315,0.00000000,4.457675,27.44
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,15-Feb-2008,N/A,29.144541,29.144541,0.00000000,4.444117,27.44
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,15-Feb-2008,N/A,95.640000,97.554835,1.91483500,4.525841,15.70
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,15-Feb-2008,N/A,28.751291,28.751291,0.00000000,4.453321,27.68
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,15-Feb-2008,N/A,28.186895,28.186895,0.00000000,4.445523,28.17
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,15-Feb-2008,N/A,27.628130,27.628130,0.00000000,4.438680,28.66
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,15-Feb-2008,N/A,27.095011,27.095011,0.00000000,4.430222,29.15
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,15-Feb-2008,N/A,26.582463,26.582463,0.00000000,4.420738,29.65
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,15-Feb-2008,N/A,26.068498,26.068498,0.00000000,4.412977,30.14
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,15-Feb-2008,N/A,26.158699,26.158699,0.00000000,4.401515,30.14
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,15-Feb-2008,N/A,103.980000,104.927404,0.94740400,4.509289,16.24
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,15-Feb-2008,N/A,25.556275,25.556275,0.00000000,4.406511,30.63
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,15-Feb-2008,N/A,25.031241,25.031241,0.00000000,4.403184,31.12
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,15-Feb-2008,N/A,24.524461,24.524461,0.00000000,4.398997,31.61
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,15-Feb-2008,N/A,24.020254,24.020254,0.00000000,4.395934,32.10
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,15-Feb-2008,N/A,23.521756,23.521756,0.00000000,4.393571,32.58
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,15-Feb-2008,N/A,23.040579,23.040579,0.00000000,4.390363,33.07
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,15-Feb-2008,N/A,22.579423,22.579423,0.00000000,4.385904,33.56
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,15-Feb-2008,N/A,22.152819,22.152819,0.00000000,4.378216,34.06
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,15-Feb-2008,N/A,100.110000,101.007541,0.89754100,4.493378,17.36
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,15-Feb-2008,N/A,22.120720,22.120720,0.00000000,4.382474,34.05
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,15-Feb-2008,N/A,21.696587,21.696587,0.00000000,4.375769,34.54
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,15-Feb-2008,N/A,21.275123,21.275123,0.00000000,4.369985,35.04
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,15-Feb-2008,N/A,20.835995,20.835995,0.00000000,4.367851,35.52
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,15-Feb-2008,N/A,20.419581,20.419581,0.00000000,4.363918,36.01
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,15-Feb-2008,N/A,20.025012,20.025012,0.00000000,4.358240,36.51
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,15-Feb-2008,N/A,19.621431,19.621431,0.00000000,4.355003,36.99
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,15-Feb-2008,N/A,19.240172,19.240172,0.00000000,4.349883,37.49
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,15-Feb-2008,N/A,18.985580,18.985580,0.00000000,4.328302,37.98
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,15-Feb-2008,N/A,96.090000,96.937678,0.84767800,4.462592,18.38
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,15-Feb-2008,N/A,18.851274,18.851274,0.00000000,4.346996,37.98
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,15-Feb-2008,N/A,18.521985,18.521985,0.00000000,4.336909,38.47
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,15-Feb-2008,N/A,18.264202,18.264202,0.00000000,4.317818,38.96
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,15-Feb-2008,N/A,17.909802,17.909802,0.00000000,4.313345,39.45
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,15-Feb-2008,N/A,17.614413,17.614413,0.00000000,4.301560,39.94
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,15-Feb-2008,N/A,17.306205,17.306205,0.00000000,4.292589,40.43
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,15-Feb-2008,N/A,17.011141,17.011141,0.00000000,4.282718,40.92
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,15-Feb-2008,N/A,16.721203,16.721203,0.00000000,4.273068,41.42
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,15-Feb-2008,N/A,16.403548,16.403548,0.00000000,4.268390,41.91
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,15-Feb-2008,N/A,16.118693,16.118693,0.00000000,4.259900,42.40
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,15-Feb-2008,N/A,15.862404,15.862404,0.00000000,4.248130,42.89
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,15-Feb-2008,N/A,15.588637,15.588637,0.00000000,4.239811,43.38
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,15-Feb-2008,N/A,15.316555,15.316555,0.00000000,4.232131,43.87
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,15-Feb-2008,N/A,15.050071,15.050071,0.00000000,4.224493,44.36
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,15-Feb-2008,N/A,14.793235,14.793235,0.00000000,4.216267,44.85
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,15-Feb-2008,N/A,14.559822,14.559822,0.00000000,4.205333,45.35
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,15-Feb-2008,N/A,14.314694,14.314694,0.00000000,4.196979,45.84
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,15-Feb-2008,N/A,14.107360,14.107360,0.00000000,4.183645,46.33
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,15-Feb-2008,N/A,13.901424,13.901424,0.00000000,4.170837,46.82
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,15-Feb-2008,N/A,13.870149,13.870149,0.00000000,4.175647,46.82
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,15-Feb-2008,N/A,97.370000,98.217678,0.84767800,4.381565,19.88
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-2008,18-Feb-2008,N/A,99.758744,99.758744,0.00000000,5.239411,0.05
5% Treasury Stock 2008,GB0031734154,07-Mar-2008,18-Feb-2008,N/A,100.000000,102.266484,2.26648400,4.943726,0.05
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-2008,18-Feb-2008,N/A,99.758845,99.758845,0.00000000,5.237187,0.05
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,18-Feb-2008,N/A,98.606724,98.606724,0.00000000,4.767164,0.29
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,18-Feb-2008,N/A,97.527586,97.527586,0.00000000,4.632077,0.53
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,18-Feb-2008,N/A,100.370000,102.817802,2.44780200,4.810418,0.53
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,18-Feb-2008,N/A,102.640000,105.812131,3.17213100,4.793167,0.61
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,18-Feb-2008,N/A,96.484152,96.484152,0.00000000,4.536878,0.78
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,18-Feb-2008,N/A,95.660268,95.660268,0.00000000,4.283988,1.02
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,18-Feb-2008,N/A,99.690000,101.503187,1.81318700,4.304279,1.00
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,18-Feb-2008,N/A,95.643131,95.643131,0.00000000,4.301472,1.02
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,18-Feb-2008,N/A,94.666193,94.666193,0.00000000,4.268415,1.27
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,18-Feb-2008,N/A,93.707259,93.707259,0.00000000,4.246589,1.51
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,18-Feb-2008,N/A,105.600000,108.830769,3.23076900,4.326853,1.46
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,18-Feb-2008,N/A,92.776286,92.776286,0.00000000,4.214359,1.76
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,18-Feb-2008,N/A,102.610000,103.772568,1.16256800,4.222946,1.68
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,18-Feb-2008,N/A,92.742014,92.742014,0.00000000,4.235344,1.76
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,18-Feb-2008,N/A,91.760611,91.760611,0.00000000,4.245683,2.00
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,18-Feb-2008,N/A,90.855317,90.855317,0.00000000,4.217465,2.25
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,18-Feb-2008,N/A,101.170000,102.130383,0.96038300,4.207731,2.14
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,18-Feb-2008,N/A,90.805219,90.805219,0.00000000,4.241976,2.25
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,18-Feb-2008,N/A,89.842530,89.842530,0.00000000,4.250432,2.49
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,18-Feb-2008,N/A,105.360000,106.836648,1.47664800,4.173348,2.50
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,18-Feb-2008,N/A,88.886051,88.886051,0.00000000,4.255608,2.74
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,18-Feb-2008,N/A,87.860729,87.860729,0.00000000,4.293210,2.98
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,18-Feb-2008,N/A,99.870000,101.796511,1.92651100,4.295300,2.78
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,18-Feb-2008,N/A,87.869638,87.869638,0.00000000,4.289811,2.98
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,18-Feb-2008,N/A,86.936684,86.936684,0.00000000,4.290305,3.23
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,18-Feb-2008,N/A,114.650000,115.589560,0.93956000,4.313147,2.94
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,18-Feb-2008,N/A,85.990624,85.990624,0.00000000,4.301152,3.47
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,18-Feb-2008,N/A,85.062170,85.062170,0.00000000,4.305717,3.72
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,18-Feb-2008,N/A,111.680000,112.190989,0.51098900,4.477504,3.40
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,18-Feb-2008,N/A,84.109405,84.109405,0.00000000,4.322411,3.96
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,18-Feb-2008,N/A,84.143824,84.143824,0.00000000,4.312082,3.96
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,18-Feb-2008,N/A,102.590000,104.856484,2.26648400,4.295294,3.56
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,18-Feb-2008,N/A,83.073989,83.073989,0.00000000,4.361596,4.21
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,18-Feb-2008,N/A,103.500000,104.561475,1.06147500,4.346657,3.79
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,18-Feb-2008,N/A,83.099364,83.099364,0.00000000,4.354335,4.21
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,18-Feb-2008,N/A,118.260000,118.581429,0.32142900,4.444606,3.74
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,18-Feb-2008,N/A,82.140284,82.140284,0.00000000,4.374276,4.45
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,18-Feb-2008,N/A,81.144917,81.144917,0.00000000,4.402521,4.69
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,18-Feb-2008,N/A,80.186243,80.186243,0.00000000,4.423708,4.94
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,18-Feb-2008,N/A,79.204081,79.204081,0.00000000,4.449500,5.18
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,18-Feb-2008,N/A,78.240845,78.240845,0.00000000,4.473149,5.43
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,18-Feb-2008,N/A,117.240000,120.426813,3.18681300,4.483989,4.49
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,18-Feb-2008,N/A,77.292992,77.292992,0.00000000,4.492189,5.67
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,18-Feb-2008,N/A,137.780000,140.042295,2.26229500,4.529838,4.42
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,18-Feb-2008,N/A,76.388430,76.388430,0.00000000,4.504283,5.91
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,18-Feb-2008,N/A,75.442404,75.442404,0.00000000,4.525009,6.16
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,18-Feb-2008,N/A,74.528558,74.528558,0.00000000,4.541417,6.40
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,18-Feb-2008,N/A,102.740000,105.006484,2.26648400,4.511531,5.43
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,18-Feb-2008,N/A,74.526107,74.526107,0.00000000,4.541931,6.40
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,18-Feb-2008,N/A,73.582033,73.582033,0.00000000,4.564062,6.65
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,18-Feb-2008,N/A,72.643085,72.643085,0.00000000,4.587445,6.89
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,18-Feb-2008,N/A,71.737528,71.737528,0.00000000,4.603632,7.13
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,18-Feb-2008,N/A,70.873523,70.873523,0.00000000,4.614328,7.38
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,18-Feb-2008,N/A,101.050000,103.203159,2.15315900,4.583484,6.16
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,18-Feb-2008,N/A,70.842198,70.842198,0.00000000,4.620321,7.38
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,18-Feb-2008,N/A,121.660000,123.277486,1.61748600,4.654260,5.93
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,18-Feb-2008,N/A,69.850309,69.850309,0.00000000,4.654833,7.62
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,18-Feb-2008,N/A,69.673814,69.673814,0.00000000,4.688035,7.62
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,18-Feb-2008,N/A,69.033228,69.033228,0.00000000,4.658825,7.86
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,18-Feb-2008,N/A,68.258535,68.258535,0.00000000,4.655383,8.11
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,18-Feb-2008,N/A,67.618593,67.618593,0.00000000,4.631026,8.35
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,18-Feb-2008,N/A,95.690000,97.503187,1.81318700,4.615726,6.99
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,18-Feb-2008,N/A,67.468771,67.468771,0.00000000,4.657582,8.35
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,18-Feb-2008,N/A,66.651628,66.651628,0.00000000,4.664837,8.60
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,18-Feb-2008,N/A,65.834446,65.834446,0.00000000,4.674558,8.84
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,18-Feb-2008,N/A,65.050827,65.050827,0.00000000,4.678642,9.09
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,18-Feb-2008,N/A,130.820000,130.677337,-0.14266300,4.696794,6.89
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,18-Feb-2008,N/A,64.258710,64.258710,0.00000000,4.686587,9.33
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,18-Feb-2008,N/A,63.457642,63.457642,0.00000000,4.696112,9.57
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,18-Feb-2008,N/A,62.851793,62.851793,0.00000000,4.676148,9.82
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,18-Feb-2008,N/A,102.800000,105.066484,2.26648400,4.647713,7.70
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,18-Feb-2008,N/A,62.739248,62.739248,0.00000000,4.694405,9.82
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,18-Feb-2008,N/A,62.013809,62.013809,0.00000000,4.694188,10.06
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,18-Feb-2008,N/A,61.262717,61.262717,0.00000000,4.700373,10.30
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,18-Feb-2008,N/A,60.527425,60.527425,0.00000000,4.704243,10.55
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,18-Feb-2008,N/A,59.811057,59.811057,0.00000000,4.707331,10.79
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,18-Feb-2008,N/A,59.093368,59.093368,0.00000000,4.710848,11.04
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,18-Feb-2008,N/A,58.346688,58.346688,0.00000000,4.720841,11.28
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,18-Feb-2008,N/A,57.645319,57.645319,0.00000000,4.724109,11.53
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,18-Feb-2008,N/A,57.060610,57.060610,0.00000000,4.711992,11.77
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,18-Feb-2008,N/A,100.600000,102.753159,2.15315900,4.684005,8.92
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,18-Feb-2008,N/A,56.957193,56.957193,0.00000000,4.727406,11.77
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,18-Feb-2008,N/A,56.152628,56.152628,0.00000000,4.748163,12.01
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,18-Feb-2008,N/A,55.306711,55.306711,0.00000000,4.776720,12.25
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,18-Feb-2008,N/A,54.555587,54.555587,0.00000000,4.791284,12.50
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,18-Feb-2008,N/A,53.801526,53.801526,0.00000000,4.808032,12.74
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,18-Feb-2008,N/A,131.770000,133.387486,1.61748600,4.749109,8.78
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,18-Feb-2008,N/A,53.117689,53.117689,0.00000000,4.814664,12.99
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,18-Feb-2008,N/A,53.145290,53.145290,0.00000000,4.810664,12.99
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,18-Feb-2008,N/A,52.486750,52.486750,0.00000000,4.815481,13.23
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,18-Feb-2008,N/A,51.893458,51.893458,0.00000000,4.811170,13.47
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,18-Feb-2008,N/A,51.309668,51.309668,0.00000000,4.807385,13.72
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,18-Feb-2008,N/A,50.717990,50.717990,0.00000000,4.805017,13.96
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,18-Feb-2008,N/A,50.184020,50.184020,0.00000000,4.796332,14.21
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,18-Feb-2008,N/A,49.645968,49.645968,0.00000000,4.788565,14.45
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,18-Feb-2008,N/A,49.127691,49.127691,0.00000000,4.779831,14.70
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,18-Feb-2008,N/A,48.593811,48.593811,0.00000000,4.773575,14.94
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,18-Feb-2008,N/A,48.060936,48.060936,0.00000000,4.768867,15.18
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,18-Feb-2008,N/A,47.572751,47.572751,0.00000000,4.758335,15.43
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,18-Feb-2008,N/A,47.069942,47.069942,0.00000000,4.751453,15.67
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,18-Feb-2008,N/A,46.579450,46.579450,0.00000000,4.743182,15.92
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,18-Feb-2008,N/A,46.097306,46.097306,0.00000000,4.735371,16.16
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,18-Feb-2008,N/A,45.583710,45.583710,0.00000000,4.732029,16.41
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,18-Feb-2008,N/A,45.103130,45.103130,0.00000000,4.725775,16.65
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,18-Feb-2008,N/A,45.229202,45.229202,0.00000000,4.709014,16.65
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,18-Feb-2008,N/A,103.610000,105.876484,2.26648400,4.689857,11.26
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,18-Feb-2008,N/A,44.601800,44.601800,0.00000000,4.722511,16.90
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,18-Feb-2008,N/A,44.100177,44.100177,0.00000000,4.720722,17.14
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,18-Feb-2008,N/A,43.648263,43.648263,0.00000000,4.712577,17.39
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,18-Feb-2008,N/A,43.126782,43.126782,0.00000000,4.714995,17.63
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,18-Feb-2008,N/A,42.640954,42.640954,0.00000000,4.712906,17.88
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,18-Feb-2008,N/A,42.170708,42.170708,0.00000000,4.710121,18.12
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,18-Feb-2008,N/A,41.681014,41.681014,0.00000000,4.710065,18.37
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,18-Feb-2008,N/A,41.215129,41.215129,0.00000000,4.708202,18.61
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,18-Feb-2008,N/A,40.780855,40.780855,0.00000000,4.702404,18.85
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,18-Feb-2008,N/A,40.310009,40.310009,0.00000000,4.702638,19.10
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,18-Feb-2008,N/A,40.112918,40.112918,0.00000000,4.667637,19.35
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,18-Feb-2008,N/A,94.480000,95.339290,0.85929000,4.680230,12.96
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,18-Feb-2008,N/A,39.867661,39.867661,0.00000000,4.699341,19.34
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,18-Feb-2008,N/A,39.523227,39.523227,0.00000000,4.684617,19.59
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,18-Feb-2008,N/A,39.048867,39.048867,0.00000000,4.686870,19.83
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,18-Feb-2008,N/A,38.576501,38.576501,0.00000000,4.690058,20.08
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,18-Feb-2008,N/A,38.100135,38.100135,0.00000000,4.693917,20.32
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,18-Feb-2008,N/A,38.134671,38.134671,0.00000000,4.689458,20.32
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,18-Feb-2008,N/A,117.050000,118.263115,1.21311500,4.705168,12.41
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,18-Feb-2008,N/A,37.779088,37.779088,0.00000000,4.678913,20.57
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,18-Feb-2008,N/A,37.323343,37.323343,0.00000000,4.681425,20.81
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,18-Feb-2008,N/A,36.982769,36.982769,0.00000000,4.670261,21.06
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,18-Feb-2008,N/A,36.614290,36.614290,0.00000000,4.662848,21.30
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,18-Feb-2008,N/A,36.260097,36.260097,0.00000000,4.654719,21.55
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,18-Feb-2008,N/A,35.892284,35.892284,0.00000000,4.648482,21.79
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,18-Feb-2008,N/A,35.548684,35.548684,0.00000000,4.640232,22.04
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,18-Feb-2008,N/A,35.157463,35.157463,0.00000000,4.638200,22.28
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,18-Feb-2008,N/A,100.960000,101.920383,0.96038300,4.680580,13.75
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,18-Feb-2008,N/A,35.195103,35.195103,0.00000000,4.633397,22.28
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,18-Feb-2008,N/A,34.873887,34.873887,0.00000000,4.623489,22.53
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,18-Feb-2008,N/A,34.542627,34.542627,0.00000000,4.614997,22.77
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,18-Feb-2008,N/A,34.226368,34.226368,0.00000000,4.605622,23.02
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,18-Feb-2008,N/A,33.897949,33.897949,0.00000000,4.597917,23.26
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,18-Feb-2008,N/A,33.580872,33.580872,0.00000000,4.589765,23.51
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,18-Feb-2008,N/A,33.265921,33.265921,0.00000000,4.581463,23.75
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,18-Feb-2008,N/A,33.334833,33.334833,0.00000000,4.572752,23.75
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,18-Feb-2008,N/A,94.590000,95.449290,0.85929000,4.622532,14.64
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,18-Feb-2008,N/A,32.934795,32.934795,0.00000000,4.576170,24.00
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,18-Feb-2008,N/A,32.596291,32.596291,0.00000000,4.571919,24.24
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,18-Feb-2008,N/A,32.284394,32.284394,0.00000000,4.565236,24.49
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,18-Feb-2008,N/A,31.960964,31.960964,0.00000000,4.560117,24.73
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,18-Feb-2008,N/A,31.654742,31.654742,0.00000000,4.553732,24.98
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,18-Feb-2008,N/A,31.336758,31.336758,0.00000000,4.548932,25.22
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,18-Feb-2008,N/A,31.045493,31.045493,0.00000000,4.541642,25.47
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,18-Feb-2008,N/A,30.736244,30.736244,0.00000000,4.536719,25.71
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,18-Feb-2008,N/A,30.426365,30.426365,0.00000000,4.532742,25.96
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,18-Feb-2008,N/A,30.131300,30.131300,0.00000000,4.526979,26.20
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,18-Feb-2008,N/A,29.886256,29.886256,0.00000000,4.515728,26.45
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,18-Feb-2008,N/A,29.601997,29.601997,0.00000000,4.509523,26.70
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,18-Feb-2008,N/A,29.295406,29.295406,0.00000000,4.506970,26.94
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,18-Feb-2008,N/A,29.024806,29.024806,0.00000000,4.499937,27.19
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,18-Feb-2008,N/A,28.742377,28.742377,0.00000000,4.495206,27.43
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,18-Feb-2008,N/A,28.837690,28.837690,0.00000000,4.483138,27.43
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,18-Feb-2008,N/A,94.990000,96.916511,1.92651100,4.568517,15.65
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,18-Feb-2008,N/A,28.457788,28.457788,0.00000000,4.490826,27.68
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,18-Feb-2008,N/A,27.895754,27.895754,0.00000000,4.482808,28.17
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,18-Feb-2008,N/A,27.337403,27.337403,0.00000000,4.476011,28.66
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,18-Feb-2008,N/A,26.805057,26.805057,0.00000000,4.467543,29.15
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,18-Feb-2008,N/A,26.285911,26.285911,0.00000000,4.458991,29.64
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,18-Feb-2008,N/A,25.778274,25.778274,0.00000000,4.450530,30.13
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,18-Feb-2008,N/A,25.875584,25.875584,0.00000000,4.438025,30.13
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,18-Feb-2008,N/A,103.270000,104.230383,0.96038300,4.551156,16.19
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,18-Feb-2008,N/A,25.245702,25.245702,0.00000000,4.446831,30.62
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,18-Feb-2008,N/A,24.755833,24.755833,0.00000000,4.439129,31.11
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,18-Feb-2008,N/A,24.252526,24.252526,0.00000000,4.434659,31.60
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,18-Feb-2008,N/A,23.751331,23.751331,0.00000000,4.431390,32.09
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,18-Feb-2008,N/A,23.257854,23.257854,0.00000000,4.428568,32.58
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,18-Feb-2008,N/A,22.776694,22.776694,0.00000000,4.425555,33.07
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,18-Feb-2008,N/A,22.319109,22.319109,0.00000000,4.420811,33.56
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,18-Feb-2008,N/A,21.849592,21.849592,0.00000000,4.419042,34.05
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,18-Feb-2008,N/A,99.390000,100.299836,0.90983600,4.534669,17.29
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,18-Feb-2008,N/A,21.869924,21.869924,0.00000000,4.416310,34.05
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,18-Feb-2008,N/A,21.447332,21.447332,0.00000000,4.409566,34.54
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,18-Feb-2008,N/A,21.009976,21.009976,0.00000000,4.406124,35.03
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,18-Feb-2008,N/A,20.592518,20.592518,0.00000000,4.401276,35.52
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,18-Feb-2008,N/A,20.165739,20.165739,0.00000000,4.398985,36.01
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,18-Feb-2008,N/A,19.780144,19.780144,0.00000000,4.392271,36.50
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,18-Feb-2008,N/A,19.358039,19.358039,0.00000000,4.391858,36.99
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,18-Feb-2008,N/A,18.999225,18.999225,0.00000000,4.383821,37.48
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,18-Feb-2008,N/A,18.746357,18.746357,0.00000000,4.362003,37.97
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,18-Feb-2008,N/A,95.380000,96.239290,0.85929000,4.502671,18.31
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,18-Feb-2008,N/A,18.615801,18.615801,0.00000000,4.380410,37.97
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,18-Feb-2008,N/A,18.311504,18.311504,0.00000000,4.366929,38.46
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,18-Feb-2008,N/A,18.049069,18.049069,0.00000000,4.348535,38.95
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,18-Feb-2008,N/A,17.726313,17.726313,0.00000000,4.339748,39.44
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,18-Feb-2008,N/A,17.418317,17.418317,0.00000000,4.329884,39.93
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,18-Feb-2008,N/A,17.113868,17.113868,0.00000000,4.320520,40.42
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,18-Feb-2008,N/A,16.792564,16.792564,0.00000000,4.314607,40.92
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,18-Feb-2008,N/A,16.505323,16.505323,0.00000000,4.304728,41.41
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,18-Feb-2008,N/A,16.211131,16.211131,0.00000000,4.296826,41.90
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,18-Feb-2008,N/A,15.946438,15.946438,0.00000000,4.285517,42.39
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,18-Feb-2008,N/A,15.666219,15.666219,0.00000000,4.277418,42.88
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,18-Feb-2008,N/A,15.380972,15.380972,0.00000000,4.270995,43.37
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,18-Feb-2008,N/A,15.112132,15.112132,0.00000000,4.263022,43.86
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,18-Feb-2008,N/A,14.845135,14.845135,0.00000000,4.255660,44.35

Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,18-Feb-2008,N/A,14.591802,14.591802,0.00000000,4.247091,44.85
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,18-Feb-2008,N/A,14.343852,14.343852,0.00000000,4.238544,45.34
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,18-Feb-2008,N/A,14.088548,14.088548,0.00000000,4.231972,45.83
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,18-Feb-2008,N/A,13.858980,13.858980,0.00000000,4.222234,46.32
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,18-Feb-2008,N/A,13.682078,13.682078,0.00000000,4.205049,46.81
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,18-Feb-2008,N/A,13.663855,13.663855,0.00000000,4.207896,46.81
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,18-Feb-2008,N/A,96.590000,97.449290,0.85929000,4.421771,19.78
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-2008,19-Feb-2008,N/A,99.773570,99.773570,0.00000000,5.224188,0.04
5% Treasury Stock 2008,GB0031734154,07-Mar-2008,19-Feb-2008,N/A,100.000000,102.280220,2.28022000,4.943390,0.04
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-2008,19-Feb-2008,N/A,99.775417,99.775417,0.00000000,5.180979,0.04
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,19-Feb-2008,N/A,98.618297,98.618297,0.00000000,4.771107,0.29
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,19-Feb-2008,N/A,97.540018,97.540018,0.00000000,4.631765,0.53
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,19-Feb-2008,N/A,100.360000,102.822912,2.46291200,4.825791,0.53
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,19-Feb-2008,N/A,102.630000,105.826721,3.19672100,4.791778,0.61
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,19-Feb-2008,N/A,96.495502,96.495502,0.00000000,4.537514,0.78
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,19-Feb-2008,N/A,95.678639,95.678639,0.00000000,4.276593,1.02
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,19-Feb-2008,N/A,99.670000,101.494176,1.82417600,4.324997,0.99
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,19-Feb-2008,N/A,95.663713,95.663713,0.00000000,4.291858,1.02
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,19-Feb-2008,N/A,94.685639,94.685639,0.00000000,4.261317,1.27
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,19-Feb-2008,N/A,93.725496,93.725496,0.00000000,4.241353,1.51
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,19-Feb-2008,N/A,105.590000,108.842747,3.25274700,4.327373,1.45
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,19-Feb-2008,N/A,92.797896,92.797896,0.00000000,4.207593,1.76
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,19-Feb-2008,N/A,102.600000,103.778279,1.17827900,4.226470,1.68
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,19-Feb-2008,N/A,92.765053,92.765053,0.00000000,4.227729,1.76
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,19-Feb-2008,N/A,91.777931,91.777931,0.00000000,4.242020,2.00
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,19-Feb-2008,N/A,90.868696,90.868696,0.00000000,4.215987,2.25
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,19-Feb-2008,N/A,101.190000,102.163361,0.97336100,4.197950,2.14
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,19-Feb-2008,N/A,90.827173,90.827173,0.00000000,4.236323,2.25
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,19-Feb-2008,N/A,89.864125,89.864125,0.00000000,4.245423,2.49
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,19-Feb-2008,N/A,105.370000,106.863819,1.49381900,4.167710,2.50
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,19-Feb-2008,N/A,88.907607,88.907607,0.00000000,4.250952,2.74
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,19-Feb-2008,N/A,87.884949,87.884949,0.00000000,4.287877,2.98
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,19-Feb-2008,N/A,99.900000,101.838187,1.93818700,4.284750,2.77
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,19-Feb-2008,N/A,87.912853,87.912853,0.00000000,4.277225,2.98
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,19-Feb-2008,N/A,86.962380,86.962380,0.00000000,4.284739,3.23
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,19-Feb-2008,N/A,114.670000,115.634286,0.96428600,4.303980,2.94
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,19-Feb-2008,N/A,86.019099,86.019099,0.00000000,4.294979,3.47
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,19-Feb-2008,N/A,85.092237,85.092237,0.00000000,4.299337,3.72
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,19-Feb-2008,N/A,111.700000,112.232280,0.53228000,4.470262,3.40
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,19-Feb-2008,N/A,84.141940,84.141940,0.00000000,4.315608,3.96
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,19-Feb-2008,N/A,84.171916,84.171916,0.00000000,4.306611,3.96
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,19-Feb-2008,N/A,102.620000,104.900220,2.28022000,4.286858,3.56
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,19-Feb-2008,N/A,83.122488,83.122488,0.00000000,4.350516,4.20
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,19-Feb-2008,N/A,103.540000,104.615820,1.07582000,4.336042,3.79
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,19-Feb-2008,N/A,83.133686,83.133686,0.00000000,4.347312,4.20
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,19-Feb-2008,N/A,118.290000,118.636154,0.34615400,4.435503,3.74
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,19-Feb-2008,N/A,82.176302,82.176302,0.00000000,4.367091,4.45
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,19-Feb-2008,N/A,81.185315,81.185315,0.00000000,4.394449,4.69
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,19-Feb-2008,N/A,80.230530,80.230530,0.00000000,4.414955,4.94
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,19-Feb-2008,N/A,79.248127,79.248127,0.00000000,4.441089,5.18
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,19-Feb-2008,N/A,78.290228,78.290228,0.00000000,4.463754,5.42
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,19-Feb-2008,N/A,117.320000,120.528791,3.20879100,4.467827,4.48
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,19-Feb-2008,N/A,77.341119,77.341119,0.00000000,4.483348,5.67
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,19-Feb-2008,N/A,137.860000,140.155082,2.29508200,4.514368,4.41
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,19-Feb-2008,N/A,76.438367,76.438367,0.00000000,4.495297,5.91
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,19-Feb-2008,N/A,75.492731,75.492731,0.00000000,4.516162,6.16
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,19-Feb-2008,N/A,74.582487,74.582487,0.00000000,4.532041,6.40
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,19-Feb-2008,N/A,102.810000,105.090220,2.28022000,4.499110,5.43
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,19-Feb-2008,N/A,74.572199,74.572199,0.00000000,4.534197,6.40
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,19-Feb-2008,N/A,73.628612,73.628612,0.00000000,4.556392,6.64
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,19-Feb-2008,N/A,72.702123,72.702123,0.00000000,4.577457,6.89
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,19-Feb-2008,N/A,71.793152,71.793152,0.00000000,4.594506,7.13
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,19-Feb-2008,N/A,70.943601,70.943601,0.00000000,4.602625,7.37
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,19-Feb-2008,N/A,101.140000,103.306209,2.16620900,4.569303,6.16
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,19-Feb-2008,N/A,70.900384,70.900384,0.00000000,4.610889,7.37
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,19-Feb-2008,N/A,121.750000,123.389344,1.63934400,4.641079,5.93
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,19-Feb-2008,N/A,69.894332,69.894332,0.00000000,4.648213,7.62
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,19-Feb-2008,N/A,69.736194,69.736194,0.00000000,4.677948,7.62
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,19-Feb-2008,N/A,69.095297,69.095297,0.00000000,4.649002,7.86
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,19-Feb-2008,N/A,68.331349,68.331349,0.00000000,4.643782,8.11
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,19-Feb-2008,N/A,67.692743,67.692743,0.00000000,4.619408,8.35
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,19-Feb-2008,N/A,95.780000,97.604176,1.82417600,4.602711,6.99
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,19-Feb-2008,N/A,67.545723,67.545723,0.00000000,4.645445,8.35
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,19-Feb-2008,N/A,66.730361,66.730361,0.00000000,4.652568,8.60
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,19-Feb-2008,N/A,65.914784,65.914784,0.00000000,4.662195,8.84
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,19-Feb-2008,N/A,65.138086,65.138086,0.00000000,4.665275,9.08
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,19-Feb-2008,N/A,130.930000,130.811114,-0.11888600,4.683775,6.89
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,19-Feb-2008,N/A,64.341555,64.341555,0.00000000,4.674136,9.33
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,19-Feb-2008,N/A,63.541044,63.541044,0.00000000,4.683714,9.57
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,19-Feb-2008,N/A,62.946669,62.946669,0.00000000,4.662073,9.82
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,19-Feb-2008,N/A,102.910000,105.190220,2.28022000,4.634062,7.70
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,19-Feb-2008,N/A,62.824816,62.824816,0.00000000,4.681816,9.81
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,19-Feb-2008,N/A,62.122848,62.122848,0.00000000,4.677985,10.06
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,19-Feb-2008,N/A,61.343928,61.343928,0.00000000,4.688753,10.30
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,19-Feb-2008,N/A,60.607388,60.607388,0.00000000,4.692930,10.55
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,19-Feb-2008,N/A,59.889917,59.889917,0.00000000,4.696304,10.79
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,19-Feb-2008,N/A,59.168791,59.168791,0.00000000,4.700442,11.04
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,19-Feb-2008,N/A,58.412087,58.412087,0.00000000,4.712044,11.28
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,19-Feb-2008,N/A,57.707606,57.707606,0.00000000,4.715845,11.52
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,19-Feb-2008,N/A,57.139769,57.139769,0.00000000,4.701298,11.77
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,19-Feb-2008,N/A,100.710000,102.876209,2.16620900,4.672007,8.92
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,19-Feb-2008,N/A,57.037170,57.037170,0.00000000,4.716572,11.77
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,19-Feb-2008,N/A,56.244722,56.244722,0.00000000,4.735586,12.01
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,19-Feb-2008,N/A,55.384986,55.384986,0.00000000,4.766235,12.25
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,19-Feb-2008,N/A,54.636147,54.636147,0.00000000,4.780511,12.50
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,19-Feb-2008,N/A,53.876679,53.876679,0.00000000,4.798099,12.74
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,19-Feb-2008,N/A,131.900000,133.539344,1.63934400,4.737604,8.78
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,19-Feb-2008,N/A,53.167561,53.167561,0.00000000,4.808437,12.98
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,19-Feb-2008,N/A,53.222994,53.222994,0.00000000,4.800411,12.98
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,19-Feb-2008,N/A,52.572909,52.572909,0.00000000,4.804068,13.23
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,19-Feb-2008,N/A,51.977499,51.977499,0.00000000,4.800122,13.47
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,19-Feb-2008,N/A,51.390248,51.390248,0.00000000,4.796894,13.72
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,19-Feb-2008,N/A,50.806829,50.806829,0.00000000,4.793410,13.96
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,19-Feb-2008,N/A,50.265636,50.265636,0.00000000,4.785808,14.20
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,19-Feb-2008,N/A,49.751779,49.751779,0.00000000,4.774726,14.45
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,19-Feb-2008,N/A,49.244843,49.244843,0.00000000,4.764504,14.69
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,19-Feb-2008,N/A,48.732726,48.732726,0.00000000,4.755329,14.94
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,19-Feb-2008,N/A,48.242461,48.242461,0.00000000,4.744890,15.18
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,19-Feb-2008,N/A,47.713807,47.713807,0.00000000,4.739979,15.43
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,19-Feb-2008,N/A,47.204329,47.204329,0.00000000,4.734085,15.67
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,19-Feb-2008,N/A,46.729914,46.729914,0.00000000,4.723726,15.92
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,19-Feb-2008,N/A,46.199035,46.199035,0.00000000,4.722527,16.16
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,19-Feb-2008,N/A,45.741967,45.741967,0.00000000,4.711685,16.41
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,19-Feb-2008,N/A,45.247813,45.247813,0.00000000,4.707311,16.65
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,19-Feb-2008,N/A,45.343356,45.343356,0.00000000,4.694645,16.65
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,19-Feb-2008,N/A,103.770000,106.050220,2.28022000,4.676424,11.26
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,19-Feb-2008,N/A,44.734118,44.734118,0.00000000,4.705735,16.90
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,19-Feb-2008,N/A,44.220326,44.220326,0.00000000,4.705596,17.14
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,19-Feb-2008,N/A,43.720315,43.720315,0.00000000,4.703822,17.39
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,19-Feb-2008,N/A,43.233350,43.233350,0.00000000,4.701721,17.63
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,19-Feb-2008,N/A,42.729871,42.729871,0.00000000,4.701964,17.87
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,19-Feb-2008,N/A,42.269664,42.269664,0.00000000,4.697891,18.12
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,19-Feb-2008,N/A,41.767683,41.767683,0.00000000,4.699446,18.36
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,19-Feb-2008,N/A,41.316511,41.316511,0.00000000,4.695685,18.61
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,19-Feb-2008,N/A,40.852899,40.852899,0.00000000,4.693715,18.85
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,19-Feb-2008,N/A,40.389048,40.389048,0.00000000,4.693049,19.10
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,19-Feb-2008,N/A,40.202543,40.202543,0.00000000,4.656752,19.34
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,19-Feb-2008,N/A,94.620000,95.490902,0.87090200,4.668940,12.96
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,19-Feb-2008,N/A,39.957576,39.957576,0.00000000,4.688349,19.34
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,19-Feb-2008,N/A,39.595742,39.595742,0.00000000,4.675908,19.59
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,19-Feb-2008,N/A,39.111213,39.111213,0.00000000,4.679463,19.83
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,19-Feb-2008,N/A,38.666161,38.666161,0.00000000,4.679127,20.07
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,19-Feb-2008,N/A,38.186644,38.186644,0.00000000,4.683379,20.32
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,19-Feb-2008,N/A,38.203869,38.203869,0.00000000,4.681159,20.32
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,19-Feb-2008,N/A,117.220000,118.449508,1.22950800,4.693502,12.41
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,19-Feb-2008,N/A,37.866827,37.866827,0.00000000,4.668250,20.56
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,19-Feb-2008,N/A,37.402775,37.402775,0.00000000,4.671816,20.81
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,19-Feb-2008,N/A,37.063778,37.063778,0.00000000,4.660471,21.05
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,19-Feb-2008,N/A,36.687949,36.687949,0.00000000,4.654003,21.30
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,19-Feb-2008,N/A,36.353959,36.353959,0.00000000,4.643305,21.54
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,19-Feb-2008,N/A,35.972496,35.972496,0.00000000,4.638813,21.79
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,19-Feb-2008,N/A,35.641414,35.641414,0.00000000,4.628980,22.03
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,19-Feb-2008,N/A,35.328990,35.328990,0.00000000,4.616917,22.28
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,19-Feb-2008,N/A,101.130000,102.103361,0.97336100,4.668458,13.76
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,19-Feb-2008,N/A,35.281343,35.281343,0.00000000,4.622974,22.28
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,19-Feb-2008,N/A,34.970295,34.970295,0.00000000,4.611790,22.52
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,19-Feb-2008,N/A,34.631043,34.631043,0.00000000,4.604318,22.77
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,19-Feb-2008,N/A,34.322426,34.322426,0.00000000,4.593988,23.02
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,19-Feb-2008,N/A,33.984965,33.984965,0.00000000,4.587430,23.26
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,19-Feb-2008,N/A,33.678607,33.678607,0.00000000,4.577932,23.51
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,19-Feb-2008,N/A,33.349075,33.349075,0.00000000,4.571473,23.75
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,19-Feb-2008,N/A,33.426742,33.426742,0.00000000,4.561680,23.75
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,19-Feb-2008,N/A,94.780000,95.650902,0.87090200,4.608971,14.64
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,19-Feb-2008,N/A,33.035732,33.035732,0.00000000,4.563935,24.00
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,19-Feb-2008,N/A,32.702998,32.702998,0.00000000,4.558946,24.24
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,19-Feb-2008,N/A,32.389188,32.389188,0.00000000,4.552508,24.49
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,19-Feb-2008,N/A,32.061113,32.061113,0.00000000,4.547965,24.73
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,19-Feb-2008,N/A,31.756852,31.756852,0.00000000,4.541332,24.98
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,19-Feb-2008,N/A,31.436499,31.436499,0.00000000,4.536820,25.22
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,19-Feb-2008,N/A,31.149891,31.149891,0.00000000,4.528944,25.47
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,19-Feb-2008,N/A,30.835748,30.835748,0.00000000,4.524625,25.71
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,19-Feb-2008,N/A,30.530729,30.530729,0.00000000,4.520025,25.96
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,19-Feb-2008,N/A,30.230268,30.230268,0.00000000,4.514932,26.20
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,19-Feb-2008,N/A,29.985544,29.985544,0.00000000,4.503652,26.45
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,19-Feb-2008,N/A,29.695716,29.695716,0.00000000,4.498138,26.69
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,19-Feb-2008,N/A,29.390175,29.390175,0.00000000,4.495435,26.94
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,19-Feb-2008,N/A,29.125982,29.125982,0.00000000,4.487583,27.19
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,19-Feb-2008,N/A,28.837544,28.837544,0.00000000,4.483600,27.43
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,19-Feb-2008,N/A,28.940105,28.940105,0.00000000,4.470657,27.43
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,19-Feb-2008,N/A,95.180000,97.118187,1.93818700,4.556028,15.66
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,19-Feb-2008,N/A,28.558013,28.558013,0.00000000,4.478561,27.68
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,19-Feb-2008,N/A,27.993417,27.993417,0.00000000,4.470830,28.17
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,19-Feb-2008,N/A,27.436867,27.436867,0.00000000,4.463759,28.66
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,19-Feb-2008,N/A,26.899444,26.899444,0.00000000,4.455897,29.15
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,19-Feb-2008,N/A,26.382588,26.382588,0.00000000,4.447010,29.64
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,19-Feb-2008,N/A,25.877805,25.877805,0.00000000,4.438138,30.13
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,19-Feb-2008,N/A,25.954689,25.954689,0.00000000,4.428291,30.13
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,19-Feb-2008,N/A,103.480000,104.453361,0.97336100,4.538716,16.20
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,19-Feb-2008,N/A,25.374250,25.374250,0.00000000,4.430634,30.62
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,19-Feb-2008,N/A,24.860807,24.860807,0.00000000,4.425912,31.11
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,19-Feb-2008,N/A,24.351978,24.351978,0.00000000,4.422086,31.60
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,19-Feb-2008,N/A,23.859191,23.859191,0.00000000,4.417642,32.09
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,19-Feb-2008,N/A,23.365445,23.365445,0.00000000,4.414767,32.58
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,19-Feb-2008,N/A,22.886870,22.886870,0.00000000,4.411323,33.07
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,19-Feb-2008,N/A,22.429901,22.429901,0.00000000,4.406410,33.56
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,19-Feb-2008,N/A,21.983444,21.983444,0.00000000,4.401453,34.05
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,19-Feb-2008,N/A,99.640000,100.562131,0.92213100,4.520280,17.31
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,19-Feb-2008,N/A,21.981672,21.981672,0.00000000,4.401690,34.05
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,19-Feb-2008,N/A,21.547829,21.547829,0.00000000,4.396374,34.54
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,19-Feb-2008,N/A,21.126547,21.126547,0.00000000,4.390667,35.03
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,19-Feb-2008,N/A,20.693177,20.693177,0.00000000,4.387881,35.52
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,19-Feb-2008,N/A,20.277917,20.277917,0.00000000,4.383907,36.01
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,19-Feb-2008,N/A,19.888045,19.888045,0.00000000,4.377690,36.50
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,19-Feb-2008,N/A,19.487935,19.487935,0.00000000,4.374097,36.99
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,19-Feb-2008,N/A,19.120255,19.120255,0.00000000,4.367192,37.48
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,19-Feb-2008,N/A,18.888071,18.888071,0.00000000,4.342479,37.97
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,19-Feb-2008,N/A,95.700000,96.570902,0.87090200,4.484558,18.34
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,19-Feb-2008,N/A,18.736223,18.736223,0.00000000,4.363738,37.97
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,19-Feb-2008,N/A,18.496694,18.496694,0.00000000,4.341071,38.46
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,19-Feb-2008,N/A,18.188793,18.188793,0.00000000,4.329038,38.95
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,19-Feb-2008,N/A,17.846019,17.846019,0.00000000,4.322981,39.44
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,19-Feb-2008,N/A,17.531836,17.531836,0.00000000,4.313909,39.93
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,19-Feb-2008,N/A,17.224706,17.224706,0.00000000,4.304839,40.42
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,19-Feb-2008,N/A,16.917180,16.917180,0.00000000,4.296821,40.92
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,19-Feb-2008,N/A,16.629660,16.629660,0.00000000,4.286883,41.41
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,19-Feb-2008,N/A,16.323415,16.323415,0.00000000,4.280629,41.90
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,19-Feb-2008,N/A,16.057965,16.057965,0.00000000,4.269348,42.39
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,19-Feb-2008,N/A,15.776243,15.776243,0.00000000,4.261367,42.88
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,19-Feb-2008,N/A,15.487837,15.487837,0.00000000,4.255297,43.37
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,19-Feb-2008,N/A,15.216312,15.216312,0.00000000,4.247622,43.86
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,19-Feb-2008,N/A,14.950059,14.950059,0.00000000,4.240040,44.35
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,19-Feb-2008,N/A,14.693622,14.693622,0.00000000,4.231841,44.85
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,19-Feb-2008,N/A,14.445088,14.445088,0.00000000,4.223284,45.34
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,19-Feb-2008,N/A,14.209571,14.209571,0.00000000,4.213557,45.83
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,19-Feb-2008,N/A,13.976549,13.976549,0.00000000,4.204243,46.32
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,19-Feb-2008,N/A,13.800399,13.800399,0.00000000,4.186898,46.82
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,19-Feb-2008,N/A,13.740515,13.740515,0.00000000,4.196187,46.81
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,19-Feb-2008,N/A,96.980000,97.850902,0.87090200,4.401605,19.83
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-2008,20-Feb-2008,N/A,99.788154,99.788154,0.00000000,5.213031,0.04
5% Treasury Stock 2008,GB0031734154,07-Mar-2008,20-Feb-2008,N/A,100.000000,102.293956,2.29395600,4.943055,0.04
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-2008,20-Feb-2008,N/A,99.790453,99.790453,0.00000000,5.155674,0.04
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,20-Feb-2008,N/A,98.640986,98.640986,0.00000000,4.735663,0.29
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,20-Feb-2008,N/A,97.563363,97.563363,0.00000000,4.610306,0.53
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,20-Feb-2008,N/A,100.360000,102.838022,2.47802200,4.822747,0.52
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,20-Feb-2008,N/A,102.610000,105.831311,3.22131100,4.805960,0.61
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,20-Feb-2008,N/A,96.516778,96.516778,0.00000000,4.524882,0.77
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,20-Feb-2008,N/A,95.674338,95.674338,0.00000000,4.292407,1.02
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,20-Feb-2008,N/A,99.660000,101.495165,1.83516500,4.335882,0.99
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,20-Feb-2008,N/A,95.663099,95.663099,0.00000000,4.303933,1.02
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,20-Feb-2008,N/A,94.680272,94.680272,0.00000000,4.274902,1.27
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,20-Feb-2008,N/A,93.716728,93.716728,0.00000000,4.255192,1.51
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,20-Feb-2008,N/A,105.570000,108.844725,3.27472500,4.334226,1.45
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,20-Feb-2008,N/A,92.784847,92.784847,0.00000000,4.222086,1.76
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,20-Feb-2008,N/A,102.580000,103.773989,1.19398900,4.235755,1.68
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,20-Feb-2008,N/A,92.751841,92.751841,0.00000000,4.242356,1.76
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,20-Feb-2008,N/A,91.762778,91.762778,0.00000000,4.256051,2.00
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,20-Feb-2008,N/A,90.847489,90.847489,0.00000000,4.231462,2.24
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,20-Feb-2008,N/A,101.170000,102.156339,0.98633900,4.206486,2.13
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,20-Feb-2008,N/A,90.810002,90.810002,0.00000000,4.249848,2.24
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,20-Feb-2008,N/A,89.840445,89.840445,0.00000000,4.260652,2.49
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,20-Feb-2008,N/A,105.350000,106.860989,1.51098900,4.173313,2.50
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,20-Feb-2008,N/A,88.880351,88.880351,0.00000000,4.266370,2.73
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,20-Feb-2008,N/A,87.853697,87.853697,0.00000000,4.303738,2.98
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,20-Feb-2008,N/A,99.870000,101.819863,1.94986300,4.295449,2.77
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,20-Feb-2008,N/A,87.860211,87.860211,0.00000000,4.301247,2.98
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,20-Feb-2008,N/A,86.919256,86.919256,0.00000000,4.303722,3.22
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,20-Feb-2008,N/A,114.630000,115.619011,0.98901100,4.312456,2.94
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,20-Feb-2008,N/A,85.971063,85.971063,0.00000000,4.314460,3.47
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,20-Feb-2008,N/A,85.038940,85.038940,0.00000000,4.319345,3.71
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,20-Feb-2008,N/A,111.650000,112.203571,0.55357100,4.481364,3.40
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,20-Feb-2008,N/A,84.081658,84.081658,0.00000000,4.336692,3.96
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,20-Feb-2008,N/A,84.115954,84.115954,0.00000000,4.326382,3.96
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,20-Feb-2008,N/A,102.570000,104.863956,2.29395600,4.299855,3.56
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,20-Feb-2008,N/A,83.077285,83.077285,0.00000000,4.366264,4.20
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,20-Feb-2008,N/A,103.480000,104.570164,1.09016400,4.350670,3.79
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,20-Feb-2008,N/A,83.065586,83.065586,0.00000000,4.369617,4.20
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,20-Feb-2008,N/A,118.200000,118.570879,0.37087900,4.453445,3.74
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,20-Feb-2008,N/A,82.097479,82.097479,0.00000000,4.391356,4.44
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,20-Feb-2008,N/A,81.094957,81.094957,0.00000000,4.420731,4.69
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,20-Feb-2008,N/A,80.129753,80.129753,0.00000000,4.442872,4.93
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,20-Feb-2008,N/A,79.136129,79.136129,0.00000000,4.470725,5.18
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,20-Feb-2008,N/A,78.167390,78.167390,0.00000000,4.494964,5.42
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,20-Feb-2008,N/A,117.140000,120.370769,3.23076900,4.499817,4.48
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,20-Feb-2008,N/A,77.203473,77.203473,0.00000000,4.516932,5.66
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,20-Feb-2008,N/A,137.640000,139.967869,2.32786900,4.547445,4.41
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,20-Feb-2008,N/A,76.282354,76.282354,0.00000000,4.531947,5.91
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,20-Feb-2008,N/A,75.327076,75.327076,0.00000000,4.553848,6.15
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,20-Feb-2008,N/A,74.403636,74.403636,0.00000000,4.571506,6.40
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,20-Feb-2008,N/A,102.620000,104.913956,2.29395600,4.532292,5.43
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,20-Feb-2008,N/A,74.423226,74.423226,0.00000000,4.567389,6.40
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,20-Feb-2008,N/A,73.461999,73.461999,0.00000000,4.592362,6.64
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,20-Feb-2008,N/A,72.519397,72.519397,0.00000000,4.615825,6.88
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,20-Feb-2008,N/A,71.605471,71.605471,0.00000000,4.632971,7.13
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,20-Feb-2008,N/A,70.746241,70.746241,0.00000000,4.642116,7.37
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,20-Feb-2008,N/A,100.900000,103.079258,2.17925800,4.607045,6.15
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,20-Feb-2008,N/A,70.707450,70.707450,0.00000000,4.649558,7.37
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,20-Feb-2008,N/A,121.470000,123.131202,1.66120200,4.678553,5.92
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,20-Feb-2008,N/A,69.682226,69.682226,0.00000000,4.689775,7.61
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,20-Feb-2008,N/A,69.532860,69.532860,0.00000000,4.717961,7.61
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,20-Feb-2008,N/A,68.878360,68.878360,0.00000000,4.690629,7.86
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,20-Feb-2008,N/A,68.118529,68.118529,0.00000000,4.683825,8.10
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,20-Feb-2008,N/A,67.471841,67.471841,0.00000000,4.660068,8.35
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,20-Feb-2008,N/A,95.530000,97.365165,1.83516500,4.639591,6.99
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,20-Feb-2008,N/A,67.331892,67.331892,0.00000000,4.684945,8.35
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,20-Feb-2008,N/A,66.509895,66.509895,0.00000000,4.692548,8.59
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,20-Feb-2008,N/A,65.681075,65.681075,0.00000000,4.703834,8.83
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,20-Feb-2008,N/A,64.903341,64.903341,0.00000000,4.706425,9.08
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,20-Feb-2008,N/A,130.540000,130.444891,-0.09510900,4.726318,6.88
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,20-Feb-2008,N/A,64.129295,64.129295,0.00000000,4.710943,9.32
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,20-Feb-2008,N/A,63.327062,63.327062,0.00000000,4.720294,9.57
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,20-Feb-2008,N/A,62.703946,62.703946,0.00000000,4.702741,9.81
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,20-Feb-2008,N/A,102.590000,104.883956,2.29395600,4.673599,7.69
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,20-Feb-2008,N/A,62.607429,62.607429,0.00000000,4.718443,9.81
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,20-Feb-2008,N/A,61.881969,61.881969,0.00000000,4.717874,10.06
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,20-Feb-2008,N/A,61.119779,61.119779,0.00000000,4.725534,10.30
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,20-Feb-2008,N/A,60.380727,60.380727,0.00000000,4.729668,10.54
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,20-Feb-2008,N/A,59.660881,59.660881,0.00000000,4.733007,10.79
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,20-Feb-2008,N/A,58.916602,58.916602,0.00000000,4.740310,11.03
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,20-Feb-2008,N/A,58.169261,58.169261,0.00000000,4.750128,11.27
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,20-Feb-2008,N/A,57.468732,57.468732,0.00000000,4.752958,11.52
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,20-Feb-2008,N/A,56.850867,56.850867,0.00000000,4.745474,11.76
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,20-Feb-2008,N/A,100.370000,102.549258,2.17925800,4.709160,8.91
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,20-Feb-2008,N/A,56.778754,56.778754,0.00000000,4.756265,11.76
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,20-Feb-2008,N/A,55.973241,55.973241,0.00000000,4.776949,12.01
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,20-Feb-2008,N/A,55.160104,55.160104,0.00000000,4.800510,12.25
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,20-Feb-2008,N/A,54.386248,54.386248,0.00000000,4.818241,12.49
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,20-Feb-2008,N/A,53.628222,53.628222,0.00000000,4.835419,12.73
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,20-Feb-2008,N/A,131.450000,133.111202,1.66120200,4.775681,8.76
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,20-Feb-2008,N/A,52.911970,52.911970,0.00000000,4.846565,12.98
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,20-Feb-2008,N/A,52.942355,52.942355,0.00000000,4.842142,12.98
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,20-Feb-2008,N/A,52.312693,52.312693,0.00000000,4.842581,13.22
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,20-Feb-2008,N/A,51.712330,51.712330,0.00000000,4.839061,13.47
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,20-Feb-2008,N/A,51.142321,51.142321,0.00000000,4.833115,13.71
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,20-Feb-2008,N/A,50.577743,50.577743,0.00000000,4.826717,13.96
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,20-Feb-2008,N/A,50.021040,50.021040,0.00000000,4.821075,14.20
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,20-Feb-2008,N/A,49.487853,49.487853,0.00000000,4.812438,14.44
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,20-Feb-2008,N/A,48.947373,48.947373,0.00000000,4.806631,14.69
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,20-Feb-2008,N/A,48.448231,48.448231,0.00000000,4.795390,14.93
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,20-Feb-2008,N/A,47.971502,47.971502,0.00000000,4.782844,15.18
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,20-Feb-2008,N/A,47.459181,47.459181,0.00000000,4.775497,15.42
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,20-Feb-2008,N/A,46.948738,46.948738,0.00000000,4.769555,15.67
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,20-Feb-2008,N/A,46.500251,46.500251,0.00000000,4.755484,15.91
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,20-Feb-2008,N/A,45.987463,45.987463,0.00000000,4.751727,16.16
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,20-Feb-2008,N/A,45.519660,45.519660,0.00000000,4.742159,16.40
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,20-Feb-2008,N/A,45.024538,45.024538,0.00000000,4.737793,16.65
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,20-Feb-2008,N/A,45.109395,45.109395,0.00000000,4.726482,16.65
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,20-Feb-2008,N/A,103.390000,105.683956,2.29395600,4.708303,11.24
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,20-Feb-2008,N/A,44.465281,44.465281,0.00000000,4.742168,16.89
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,20-Feb-2008,N/A,43.965229,43.965229,0.00000000,4.740103,17.14
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,20-Feb-2008,N/A,43.508577,43.508577,0.00000000,4.732482,17.38
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,20-Feb-2008,N/A,42.989046,42.989046,0.00000000,4.734597,17.62
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,20-Feb-2008,N/A,42.502928,42.502928,0.00000000,4.732473,17.87
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,20-Feb-2008,N/A,42.030524,42.030524,0.00000000,4.729916,18.11
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,20-Feb-2008,N/A,41.537548,41.537548,0.00000000,4.730231,18.36
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,20-Feb-2008,N/A,41.082473,41.082473,0.00000000,4.726907,18.60
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,20-Feb-2008,N/A,40.618739,40.618739,0.00000000,4.724885,18.85
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,20-Feb-2008,N/A,40.151871,40.151871,0.00000000,4.724565,19.09
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,20-Feb-2008,N/A,39.981130,39.981130,0.00000000,4.685957,19.34
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,20-Feb-2008,N/A,94.240000,95.122514,0.88251400,4.699768,12.94
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,20-Feb-2008,N/A,39.706109,39.706109,0.00000000,4.721652,19.34
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,20-Feb-2008,N/A,39.332240,39.332240,0.00000000,4.710654,19.58
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,20-Feb-2008,N/A,38.882019,38.882019,0.00000000,4.709744,19.83
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,20-Feb-2008,N/A,38.422178,38.422178,0.00000000,4.711300,20.07
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,20-Feb-2008,N/A,37.969058,37.969058,0.00000000,4.712129,20.31
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,20-Feb-2008,N/A,37.979652,37.979652,0.00000000,4.710756,20.31
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,20-Feb-2008,N/A,116.770000,118.015902,1.24590200,4.724095,12.39
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,20-Feb-2008,N/A,37.612022,37.612022,0.00000000,4.701706,20.56
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,20-Feb-2008,N/A,37.179488,37.179488,0.00000000,4.701203,20.80
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,20-Feb-2008,N/A,36.845406,36.845406,0.00000000,4.689145,21.05
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,20-Feb-2008,N/A,36.476813,36.476813,0.00000000,4.681696,21.29
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,20-Feb-2008,N/A,36.130048,36.130048,0.00000000,4.672574,21.54
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,20-Feb-2008,N/A,35.760204,35.760204,0.00000000,4.666558,21.78
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,20-Feb-2008,N/A,35.422062,35.422062,0.00000000,4.657574,22.03
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,20-Feb-2008,N/A,35.026893,35.026893,0.00000000,4.656028,22.27
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,20-Feb-2008,N/A,100.750000,101.736339,0.98633900,4.695572,13.74
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,20-Feb-2008,N/A,35.070259,35.070259,0.00000000,4.650473,22.27
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,20-Feb-2008,N/A,34.758012,34.758012,0.00000000,4.639383,22.52
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,20-Feb-2008,N/A,34.429766,34.429766,0.00000000,4.630468,22.77
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,20-Feb-2008,N/A,34.117640,34.117640,0.00000000,4.620537,23.01
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,20-Feb-2008,N/A,33.790337,33.790337,0.00000000,4.612657,23.26
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,20-Feb-2008,N/A,33.475378,33.475378,0.00000000,4.604215,23.50
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,20-Feb-2008,N/A,33.162887,33.162887,0.00000000,4.595568,23.75
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,20-Feb-2008,N/A,33.236340,33.236340,0.00000000,4.586252,23.75
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,20-Feb-2008,N/A,94.410000,95.292514,0.88251400,4.635480,14.62
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,20-Feb-2008,N/A,32.839573,32.839573,0.00000000,4.589274,23.99
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,20-Feb-2008,N/A,32.504335,32.504335,0.00000000,4.584593,24.24
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,20-Feb-2008,N/A,32.194968,32.194968,0.00000000,4.577579,24.48
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,20-Feb-2008,N/A,31.869830,31.869830,0.00000000,4.572661,24.73
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,20-Feb-2008,N/A,31.569872,31.569872,0.00000000,4.565473,24.97
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,20-Feb-2008,N/A,31.254901,31.254901,0.00000000,4.560279,25.22
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,20-Feb-2008,N/A,30.968171,30.968171,0.00000000,4.552404,25.46
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,20-Feb-2008,N/A,30.661084,30.661084,0.00000000,4.547196,25.71
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,20-Feb-2008,N/A,30.355499,30.355499,0.00000000,4.542676,25.95
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,20-Feb-2008,N/A,30.067963,30.067963,0.00000000,4.535945,26.20
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,20-Feb-2008,N/A,29.828377,29.828377,0.00000000,4.523987,26.44
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,20-Feb-2008,N/A,29.546907,29.546907,0.00000000,4.517416,26.69
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,20-Feb-2008,N/A,29.242733,29.242733,0.00000000,4.514560,26.93
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,20-Feb-2008,N/A,28.980630,28.980630,0.00000000,4.506435,27.18
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,20-Feb-2008,N/A,28.698374,28.698374,0.00000000,4.501684,27.42
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,20-Feb-2008,N/A,28.805746,28.805746,0.00000000,4.488067,27.43
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,20-Feb-2008,N/A,94.870000,96.819863,1.94986300,4.576484,15.63
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,20-Feb-2008,N/A,28.421917,28.421917,0.00000000,4.496262,27.67
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,20-Feb-2008,N/A,27.866819,27.866819,0.00000000,4.487354,28.16
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,20-Feb-2008,N/A,27.318819,27.318819,0.00000000,4.479229,28.65
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,20-Feb-2008,N/A,26.792751,26.792751,0.00000000,4.469947,29.14
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,20-Feb-2008,N/A,26.290278,26.290278,0.00000000,4.459244,29.63
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,20-Feb-2008,N/A,25.790550,25.790550,0.00000000,4.449748,30.12
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,20-Feb-2008,N/A,25.869246,25.869246,0.00000000,4.439634,30.12
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,20-Feb-2008,N/A,103.180000,104.166339,0.98633900,4.556476,16.17
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,20-Feb-2008,N/A,25.245602,25.245602,0.00000000,4.447629,30.61
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,20-Feb-2008,N/A,24.734374,24.734374,0.00000000,4.442689,31.10
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,20-Feb-2008,N/A,24.230609,24.230609,0.00000000,4.438279,31.59
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,20-Feb-2008,N/A,23.739657,23.739657,0.00000000,4.433669,32.08
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,20-Feb-2008,N/A,23.257744,23.257744,0.00000000,4.429317,32.57
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,20-Feb-2008,N/A,22.802820,22.802820,0.00000000,4.422811,33.06
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,20-Feb-2008,N/A,22.366773,22.366773,0.00000000,4.415165,33.55
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,20-Feb-2008,N/A,21.889715,21.889715,0.00000000,4.414354,34.04
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,20-Feb-2008,N/A,99.410000,100.344426,0.93442600,4.533515,17.29
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,20-Feb-2008,N/A,21.925010,21.925010,0.00000000,4.409621,34.04
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,20-Feb-2008,N/A,21.536758,21.536758,0.00000000,4.398207,34.53
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,20-Feb-2008,N/A,21.132846,21.132846,0.00000000,4.390154,35.02
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,20-Feb-2008,N/A,20.735110,20.735110,0.00000000,4.382515,35.51
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,20-Feb-2008,N/A,20.340492,20.340492,0.00000000,4.375679,36.00
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,20-Feb-2008,N/A,19.939695,19.939695,0.00000000,4.370907,36.49
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,20-Feb-2008,N/A,19.549953,19.549953,0.00000000,4.365825,36.99
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,20-Feb-2008,N/A,19.213132,19.213132,0.00000000,4.354577,37.48
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,20-Feb-2008,N/A,18.906324,18.906324,0.00000000,4.340244,37.97
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,20-Feb-2008,N/A,95.570000,96.452514,0.88251400,4.491913,18.32
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,20-Feb-2008,N/A,18.844751,18.844751,0.00000000,4.348836,37.97
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,20-Feb-2008,N/A,18.546248,18.546248,0.00000000,4.334419,38.46
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,20-Feb-2008,N/A,18.228138,18.228138,0.00000000,4.323791,38.95
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,20-Feb-2008,N/A,17.889639,17.889639,0.00000000,4.317088,39.44
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,20-Feb-2008,N/A,17.604869,17.604869,0.00000000,4.303791,39.93
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,20-Feb-2008,N/A,17.261439,17.261439,0.00000000,4.299857,40.42
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,20-Feb-2008,N/A,17.004512,17.004512,0.00000000,4.284520,40.92
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,20-Feb-2008,N/A,16.720382,16.720382,0.00000000,4.274024,41.41
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,20-Feb-2008,N/A,16.377473,16.377473,0.00000000,4.273013,41.90
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,20-Feb-2008,N/A,16.148525,16.148525,0.00000000,4.256353,42.39
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,20-Feb-2008,N/A,15.839825,15.839825,0.00000000,4.252256,42.88
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,20-Feb-2008,N/A,15.577884,15.577884,0.00000000,4.242195,43.37
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,20-Feb-2008,N/A,15.310048,15.310048,0.00000000,4.233882,43.86
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,20-Feb-2008,N/A,15.015740,15.015740,0.00000000,4.230415,44.35
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,20-Feb-2008,N/A,14.737228,14.737228,0.00000000,4.225488,44.84
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,20-Feb-2008,N/A,14.487717,14.487717,0.00000000,4.217036,45.34
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,20-Feb-2008,N/A,14.258016,14.258016,0.00000000,4.206379,45.83
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,20-Feb-2008,N/A,14.049438,14.049438,0.00000000,4.193259,46.32
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,20-Feb-2008,N/A,13.964762,13.964762,0.00000000,4.161849,46.82
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,20-Feb-2008,N/A,13.829115,13.829115,0.00000000,4.182699,46.81
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,20-Feb-2008,N/A,96.920000,97.802514,0.88251400,4.404700,19.82
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-2008,21-Feb-2008,N/A,99.801286,99.801286,0.00000000,5.239151,0.04
5% Treasury Stock 2008,GB0031734154,07-Mar-2008,21-Feb-2008,N/A,100.000000,102.307692,2.30769200,4.942719,0.04
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-2008,21-Feb-2008,N/A,99.804970,99.804970,0.00000000,5.140687,0.04
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,21-Feb-2008,N/A,98.648586,98.648586,0.00000000,4.753633,0.28
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,21-Feb-2008,N/A,97.559286,97.559286,0.00000000,4.642039,0.53
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,21-Feb-2008,N/A,100.350000,102.843132,2.49313200,4.838345,0.52
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,21-Feb-2008,N/A,102.590000,105.835902,3.24590200,4.820270,0.60
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,21-Feb-2008,N/A,96.496993,96.496993,0.00000000,4.567270,0.77
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,21-Feb-2008,N/A,95.648446,95.648446,0.00000000,4.330511,1.02
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,21-Feb-2008,N/A,99.620000,101.466154,1.84615400,4.376759,0.99
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,21-Feb-2008,N/A,95.638150,95.638150,0.00000000,4.341102,1.02
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,21-Feb-2008,N/A,94.641130,94.641130,0.00000000,4.316808,1.26
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,21-Feb-2008,N/A,93.666735,93.666735,0.00000000,4.298297,1.51
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,21-Feb-2008,N/A,105.500000,108.796703,3.29670300,4.372835,1.45
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,21-Feb-2008,N/A,92.719461,92.719461,0.00000000,4.268827,1.75
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,21-Feb-2008,N/A,102.510000,103.719699,1.20969900,4.273878,1.67
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,21-Feb-2008,N/A,92.686746,92.686746,0.00000000,4.288969,1.75
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,21-Feb-2008,N/A,91.703258,91.703258,0.00000000,4.294359,2.00
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,21-Feb-2008,N/A,90.764460,90.764460,0.00000000,4.277350,2.24
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,21-Feb-2008,N/A,101.070000,102.069317,0.99931700,4.251794,2.13
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,21-Feb-2008,N/A,90.717693,90.717693,0.00000000,4.300342,2.24
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,21-Feb-2008,N/A,89.744268,89.744268,0.00000000,4.308412,2.48
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,21-Feb-2008,N/A,105.220000,106.748159,1.52815900,4.220260,2.49
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,21-Feb-2008,N/A,88.765125,88.765125,0.00000000,4.318094,2.73
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,21-Feb-2008,N/A,87.738678,87.738678,0.00000000,4.351720,2.97
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,21-Feb-2008,N/A,99.750000,101.711538,1.96153800,4.338132,2.77
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,21-Feb-2008,N/A,87.739568,87.739568,0.00000000,4.351379,2.97
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,21-Feb-2008,N/A,86.811789,86.811789,0.00000000,4.345757,3.22
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,21-Feb-2008,N/A,114.480000,115.493736,1.01373600,4.353379,2.94
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,21-Feb-2008,N/A,85.860869,85.860869,0.00000000,4.354879,3.46
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,21-Feb-2008,N/A,84.925353,84.925353,0.00000000,4.358528,3.71
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,21-Feb-2008,N/A,111.490000,112.064863,0.57486300,4.521385,3.39
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,21-Feb-2008,N/A,83.967504,83.967504,0.00000000,4.374048,3.95
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,21-Feb-2008,N/A,83.993134,83.993134,0.00000000,4.366326,3.95
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,21-Feb-2008,N/A,102.420000,104.727692,2.30769200,4.339735,3.55
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,21-Feb-2008,N/A,82.944026,82.944026,0.00000000,4.407320,4.20
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,21-Feb-2008,N/A,103.320000,104.424508,1.10450800,4.390634,3.78
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,21-Feb-2008,N/A,82.942385,82.942385,0.00000000,4.407791,4.20
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,21-Feb-2008,N/A,118.050000,118.445604,0.39560400,4.484980,3.74
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,21-Feb-2008,N/A,81.977714,81.977714,0.00000000,4.426920,4.44
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,21-Feb-2008,N/A,80.981454,80.981454,0.00000000,4.453172,4.69
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,21-Feb-2008,N/A,80.020751,80.020751,0.00000000,4.472940,4.93
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,21-Feb-2008,N/A,79.032162,79.032162,0.00000000,4.498471,5.17
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,21-Feb-2008,N/A,78.069540,78.069540,0.00000000,4.520345,5.42
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,21-Feb-2008,N/A,117.080000,120.332747,3.25274700,4.509605,4.48
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,21-Feb-2008,N/A,77.134874,77.134874,0.00000000,4.534789,5.66
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,21-Feb-2008,N/A,137.570000,139.930656,2.36065600,4.556269,4.41
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,21-Feb-2008,N/A,76.229300,76.229300,0.00000000,4.545816,5.90
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,21-Feb-2008,N/A,75.295345,75.295345,0.00000000,4.562700,6.15
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,21-Feb-2008,N/A,74.378697,74.378697,0.00000000,4.578693,6.39
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,21-Feb-2008,N/A,102.580000,104.887692,2.30769200,4.539179,5.42
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,21-Feb-2008,N/A,74.382069,74.382069,0.00000000,4.577984,6.39
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,21-Feb-2008,N/A,73.437543,73.437543,0.00000000,4.599248,6.64
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,21-Feb-2008,N/A,72.502829,72.502829,0.00000000,4.620968,6.88
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,21-Feb-2008,N/A,71.600019,71.600019,0.00000000,4.635796,7.12
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,21-Feb-2008,N/A,70.760778,70.760778,0.00000000,4.641039,7.37
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,21-Feb-2008,N/A,100.870000,103.062308,2.19230800,4.611752,6.15
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,21-Feb-2008,N/A,70.705930,70.705930,0.00000000,4.651564,7.37
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,21-Feb-2008,N/A,121.430000,123.113060,1.68306000,4.683177,5.92
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,21-Feb-2008,N/A,69.683114,69.683114,0.00000000,4.691272,7.61
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,21-Feb-2008,N/A,69.529467,69.529467,0.00000000,4.720276,7.61
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,21-Feb-2008,N/A,68.883840,68.883840,0.00000000,4.691237,7.85
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,21-Feb-2008,N/A,68.118959,68.118959,0.00000000,4.685309,8.10
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,21-Feb-2008,N/A,67.475197,67.475197,0.00000000,4.660988,8.34
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,21-Feb-2008,N/A,95.500000,97.346154,1.84615400,4.644192,6.98
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,21-Feb-2008,N/A,67.330494,67.330494,0.00000000,4.686719,8.34
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,21-Feb-2008,N/A,66.516332,66.516332,0.00000000,4.692897,8.59
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,21-Feb-2008,N/A,65.712939,65.712939,0.00000000,4.699788,8.83
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,21-Feb-2008,N/A,64.910212,64.910212,0.00000000,4.706659,9.08
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,21-Feb-2008,N/A,130.450000,130.378668,-0.07133200,4.735544,6.88
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,21-Feb-2008,N/A,64.123653,64.123653,0.00000000,4.713260,9.32
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,21-Feb-2008,N/A,63.316903,63.316903,0.00000000,4.723305,9.56
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,21-Feb-2008,N/A,62.697065,62.697065,0.00000000,4.705162,9.81
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,21-Feb-2008,N/A,102.560000,104.867692,2.30769200,4.677268,7.69
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,21-Feb-2008,N/A,62.620821,62.620821,0.00000000,4.717569,9.81
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,21-Feb-2008,N/A,61.874212,61.874212,0.00000000,4.720389,10.05
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,21-Feb-2008,N/A,61.120528,61.120528,0.00000000,4.726661,10.30
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,21-Feb-2008,N/A,60.386584,60.386584,0.00000000,4.729959,10.54
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,21-Feb-2008,N/A,59.686734,59.686734,0.00000000,4.730182,10.78
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,21-Feb-2008,N/A,58.942798,58.942798,0.00000000,4.737440,11.03
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,21-Feb-2008,N/A,58.181188,58.181188,0.00000000,4.749453,11.27
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,21-Feb-2008,N/A,57.480657,57.480657,0.00000000,4.752271,11.52
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,21-Feb-2008,N/A,56.860107,56.860107,0.00000000,4.745188,11.76
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,21-Feb-2008,N/A,100.360000,102.552308,2.19230800,4.710263,8.90
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,21-Feb-2008,N/A,56.809744,56.809744,0.00000000,4.752723,11.76
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,21-Feb-2008,N/A,56.018425,56.018425,0.00000000,4.771301,12.00
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,21-Feb-2008,N/A,55.167402,55.167402,0.00000000,4.800494,12.24
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,21-Feb-2008,N/A,54.413226,54.413226,0.00000000,4.815312,12.49
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,21-Feb-2008,N/A,53.655944,53.655944,0.00000000,4.832390,12.73
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,21-Feb-2008,N/A,131.440000,133.123060,1.68306000,4.776136,8.76
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,21-Feb-2008,N/A,52.938346,52.938346,0.00000000,4.843733,12.98
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,21-Feb-2008,N/A,52.970684,52.970684,0.00000000,4.839026,12.98
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,21-Feb-2008,N/A,52.322887,52.322887,0.00000000,4.842102,13.22
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,21-Feb-2008,N/A,51.739483,51.739483,0.00000000,4.836133,13.46
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,21-Feb-2008,N/A,51.205250,51.205250,0.00000000,4.825101,13.71
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,21-Feb-2008,N/A,50.634785,50.634785,0.00000000,4.819573,13.95
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,21-Feb-2008,N/A,50.099061,50.099061,0.00000000,4.811018,14.20
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,21-Feb-2008,N/A,49.568128,49.568128,0.00000000,4.802115,14.44
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,21-Feb-2008,N/A,49.059113,49.059113,0.00000000,4.791993,14.69
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,21-Feb-2008,N/A,48.574287,48.574287,0.00000000,4.778855,14.93
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,21-Feb-2008,N/A,48.084874,48.084874,0.00000000,4.768145,15.18
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,21-Feb-2008,N/A,47.579896,47.579896,0.00000000,4.759861,15.42
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,21-Feb-2008,N/A,47.101251,47.101251,0.00000000,4.749679,15.67
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,21-Feb-2008,N/A,46.641256,46.641256,0.00000000,4.737263,15.91
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,21-Feb-2008,N/A,46.133093,46.133093,0.00000000,4.732955,16.16
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,21-Feb-2008,N/A,45.648591,45.648591,0.00000000,4.725695,16.40
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,21-Feb-2008,N/A,45.181809,45.181809,0.00000000,4.717617,16.65
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,21-Feb-2008,N/A,45.293158,45.293158,0.00000000,4.702830,16.65
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,21-Feb-2008,N/A,103.510000,105.817692,2.30769200,4.698193,11.25
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,21-Feb-2008,N/A,44.650471,44.650471,0.00000000,4.718319,16.89
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,21-Feb-2008,N/A,44.108795,44.108795,0.00000000,4.721826,17.13
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,21-Feb-2008,N/A,43.635329,43.635329,0.00000000,4.716479,17.38
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,21-Feb-2008,N/A,43.122662,43.122662,0.00000000,4.717716,17.62
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,21-Feb-2008,N/A,42.632095,42.632095,0.00000000,4.716205,17.87
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,21-Feb-2008,N/A,42.145057,42.145057,0.00000000,4.715599,18.11
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,21-Feb-2008,N/A,41.675659,41.675659,0.00000000,4.712843,18.36
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,21-Feb-2008,N/A,41.201673,41.201673,0.00000000,4.712020,18.60
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,21-Feb-2008,N/A,40.752812,40.752812,0.00000000,4.708076,18.85
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,21-Feb-2008,N/A,40.277759,40.277759,0.00000000,4.708838,19.09
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,21-Feb-2008,N/A,40.047245,40.047245,0.00000000,4.678066,19.34
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,21-Feb-2008,N/A,94.390000,95.284126,0.89412600,4.687630,12.94
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,21-Feb-2008,N/A,39.854974,39.854974,0.00000000,4.702956,19.33
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,21-Feb-2008,N/A,39.435073,39.435073,0.00000000,4.697971,19.58
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,21-Feb-2008,N/A,38.963048,38.963048,0.00000000,4.699883,19.82
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,21-Feb-2008,N/A,38.564546,38.564546,0.00000000,4.693506,20.07
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,21-Feb-2008,N/A,38.116724,38.116724,0.00000000,4.693646,20.31
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,21-Feb-2008,N/A,38.070024,38.070024,0.00000000,4.699681,20.31
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,21-Feb-2008,N/A,116.970000,118.232295,1.26229500,4.710344,12.40
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,21-Feb-2008,N/A,37.735183,37.735183,0.00000000,4.686424,20.56
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,21-Feb-2008,N/A,37.311425,37.311425,0.00000000,4.684784,20.80
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,21-Feb-2008,N/A,36.992231,36.992231,0.00000000,4.670854,21.05
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,21-Feb-2008,N/A,36.631677,36.631677,0.00000000,4.662392,21.29
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,21-Feb-2008,N/A,36.292054,36.292054,0.00000000,4.652389,21.54
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,21-Feb-2008,N/A,35.937764,35.937764,0.00000000,4.644398,21.78
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,21-Feb-2008,N/A,35.584302,35.584302,0.00000000,4.637402,22.03
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,21-Feb-2008,N/A,35.242102,35.242102,0.00000000,4.629091,22.27
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,21-Feb-2008,N/A,100.980000,101.979317,0.99931700,4.679133,13.75
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,21-Feb-2008,N/A,35.255091,35.255091,0.00000000,4.627437,22.27
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,21-Feb-2008,N/A,34.926027,34.926027,0.00000000,4.618527,22.52
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,21-Feb-2008,N/A,34.625616,34.625616,0.00000000,4.606099,22.77
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,21-Feb-2008,N/A,34.316722,34.316722,0.00000000,4.595795,23.01
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,21-Feb-2008,N/A,33.996982,33.996982,0.00000000,4.586975,23.26
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,21-Feb-2008,N/A,33.685913,33.685913,0.00000000,4.578067,23.50
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,21-Feb-2008,N/A,33.360189,33.360189,0.00000000,4.571110,23.75
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,21-Feb-2008,N/A,33.436733,33.436733,0.00000000,4.561459,23.75
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,21-Feb-2008,N/A,94.680000,95.574126,0.89412600,4.616159,14.63
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,21-Feb-2008,N/A,33.052354,33.052354,0.00000000,4.562872,23.99
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,21-Feb-2008,N/A,32.727536,32.727536,0.00000000,4.556868,24.24
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,21-Feb-2008,N/A,32.412972,32.412972,0.00000000,4.550520,24.48
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,21-Feb-2008,N/A,32.093825,32.093825,0.00000000,4.544835,24.73
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,21-Feb-2008,N/A,31.809172,31.809172,0.00000000,4.535728,24.97
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,21-Feb-2008,N/A,31.492586,31.492586,0.00000000,4.530724,25.22
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,21-Feb-2008,N/A,31.221596,31.221596,0.00000000,4.520880,25.46
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,21-Feb-2008,N/A,30.920803,30.920803,0.00000000,4.514862,25.71
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,21-Feb-2008,N/A,30.603935,30.603935,0.00000000,4.511743,25.95
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,21-Feb-2008,N/A,30.302902,30.302902,0.00000000,4.506703,26.20
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,21-Feb-2008,N/A,30.084873,30.084873,0.00000000,4.492071,26.44
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,21-Feb-2008,N/A,29.803490,29.803490,0.00000000,4.485476,26.69
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,21-Feb-2008,N/A,29.481838,29.481838,0.00000000,4.484780,26.93
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,21-Feb-2008,N/A,29.259854,29.259854,0.00000000,4.471604,27.18
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,21-Feb-2008,N/A,28.966592,28.966592,0.00000000,4.468207,27.43
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,21-Feb-2008,N/A,29.077930,29.077930,0.00000000,4.454220,27.43
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,21-Feb-2008,N/A,95.250000,97.211538,1.96153800,4.551473,15.66
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,21-Feb-2008,N/A,28.702662,28.702662,0.00000000,4.461177,27.67
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,21-Feb-2008,N/A,28.135261,28.135261,0.00000000,4.453740,28.16
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,21-Feb-2008,N/A,27.594589,27.594589,0.00000000,4.444594,28.65
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,21-Feb-2008,N/A,27.071423,27.071423,0.00000000,4.434854,29.14
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,21-Feb-2008,N/A,26.545624,26.545624,0.00000000,4.427031,29.63
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,21-Feb-2008,N/A,26.052946,26.052946,0.00000000,4.416542,30.12
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,21-Feb-2008,N/A,26.120179,26.120179,0.00000000,4.407986,30.13
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,21-Feb-2008,N/A,103.640000,104.639317,0.99931700,4.529249,16.20
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,21-Feb-2008,N/A,25.522355,25.522355,0.00000000,4.412405,30.61
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,21-Feb-2008,N/A,25.015281,25.015281,0.00000000,4.406765,31.10
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,21-Feb-2008,N/A,24.531089,24.531089,0.00000000,4.399647,31.59
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,21-Feb-2008,N/A,24.043190,24.043190,0.00000000,4.394441,32.08
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,21-Feb-2008,N/A,23.564004,23.564004,0.00000000,4.389520,32.57
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,21-Feb-2008,N/A,23.094599,23.094599,0.00000000,4.384716,33.06
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,21-Feb-2008,N/A,22.687106,22.687106,0.00000000,4.373139,33.56
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,21-Feb-2008,N/A,22.235172,22.235172,0.00000000,4.368707,34.05
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,21-Feb-2008,N/A,99.930000,100.876721,0.94672100,4.503654,17.33
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,21-Feb-2008,N/A,22.323892,22.323892,0.00000000,4.357011,34.05
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,21-Feb-2008,N/A,21.913217,21.913217,0.00000000,4.348372,34.54
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,21-Feb-2008,N/A,21.518167,21.518167,0.00000000,4.338905,35.03
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,21-Feb-2008,N/A,21.109078,21.109078,0.00000000,4.332519,35.52
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,21-Feb-2008,N/A,20.686793,20.686793,0.00000000,4.329121,36.01
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,21-Feb-2008,N/A,20.326669,20.326669,0.00000000,4.318565,36.50
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,21-Feb-2008,N/A,19.946084,19.946084,0.00000000,4.311909,36.99
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,21-Feb-2008,N/A,19.583506,19.583506,0.00000000,4.303945,37.48
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,21-Feb-2008,N/A,19.270556,19.270556,0.00000000,4.290298,37.97
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,21-Feb-2008,N/A,96.180000,97.074126,0.89412600,4.457562,18.38
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,21-Feb-2008,N/A,19.183938,19.183938,0.00000000,4.302162,37.97
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,21-Feb-2008,N/A,18.906544,18.906544,0.00000000,4.284697,38.47
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,21-Feb-2008,N/A,18.525830,18.525830,0.00000000,4.282502,38.96
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,21-Feb-2008,N/A,18.268048,18.268048,0.00000000,4.264316,39.45
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,21-Feb-2008,N/A,17.931137,17.931137,0.00000000,4.258100,39.94
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,21-Feb-2008,N/A,17.602881,17.602881,0.00000000,4.251691,40.43
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,21-Feb-2008,N/A,17.357693,17.357693,0.00000000,4.234563,40.92
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,21-Feb-2008,N/A,17.072591,17.072591,0.00000000,4.223962,41.41
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,21-Feb-2008,N/A,16.756050,16.756050,0.00000000,4.218748,41.91
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,21-Feb-2008,N/A,16.489083,16.489083,0.00000000,4.207395,42.40
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,21-Feb-2008,N/A,16.217205,16.217205,0.00000000,4.197618,42.89
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,21-Feb-2008,N/A,15.926179,15.926179,0.00000000,4.191481,43.38
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,21-Feb-2008,N/A,15.652639,15.652639,0.00000000,4.183694,43.87
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,21-Feb-2008,N/A,15.293138,15.293138,0.00000000,4.189403,44.36
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,21-Feb-2008,N/A,14.994208,14.994208,0.00000000,4.187195,44.85
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,21-Feb-2008,N/A,14.764252,14.764252,0.00000000,4.175584,45.34
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,21-Feb-2008,N/A,14.510655,14.510655,0.00000000,4.168303,45.83
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,21-Feb-2008,N/A,14.282306,14.282306,0.00000000,4.158016,46.33
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,21-Feb-2008,N/A,14.252735,14.252735,0.00000000,4.118494,46.83
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,21-Feb-2008,N/A,14.056877,14.056877,0.00000000,4.148047,46.82
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,21-Feb-2008,N/A,97.690000,98.584126,0.89412600,4.365225,19.91
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-2008,22-Feb-2008,N/A,99.837733,99.837733,0.00000000,5.446772,0.03
5% Treasury Stock 2008,GB0031734154,07-Mar-2008,22-Feb-2008,N/A,100.000000,102.348901,2.34890100,4.941712,0.03
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-2008,22-Feb-2008,N/A,99.844437,99.844437,0.00000000,5.218653,0.03
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,22-Feb-2008,N/A,98.698997,98.698997,0.00000000,4.707873,0.27
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,22-Feb-2008,N/A,97.604748,97.604748,0.00000000,4.625121,0.52
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,22-Feb-2008,N/A,100.340000,102.878462,2.53846200,4.848204,0.51
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,22-Feb-2008,N/A,102.560000,105.879672,3.31967200,4.816398,0.60
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,22-Feb-2008,N/A,96.536119,96.536119,0.00000000,4.562659,0.76
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,22-Feb-2008,N/A,95.665865,95.665865,0.00000000,4.347469,1.01
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,22-Feb-2008,N/A,99.620000,101.499121,1.87912100,4.380023,0.98
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,22-Feb-2008,N/A,95.654651,95.654651,0.00000000,4.359096,1.01
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,22-Feb-2008,N/A,94.656934,94.656934,0.00000000,4.331406,1.25
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,22-Feb-2008,N/A,93.680866,93.680866,0.00000000,4.311625,1.50
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,22-Feb-2008,N/A,105.460000,108.822637,3.36263700,4.381043,1.44
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,22-Feb-2008,N/A,92.738883,92.738883,0.00000000,4.276669,1.74
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,22-Feb-2008,N/A,102.480000,103.736831,1.25683100,4.284779,1.66
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,22-Feb-2008,N/A,92.705927,92.705927,0.00000000,4.297049,1.74
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,22-Feb-2008,N/A,91.709615,91.709615,0.00000000,4.308490,1.99
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,22-Feb-2008,N/A,90.781493,90.781493,0.00000000,4.284480,2.23
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,22-Feb-2008,N/A,101.050000,102.088251,1.03825100,4.259298,2.12
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,22-Feb-2008,N/A,90.746011,90.746011,0.00000000,4.301983,2.23
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,22-Feb-2008,N/A,89.768648,89.768648,0.00000000,4.311629,2.48
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,22-Feb-2008,N/A,105.190000,106.769670,1.57967000,4.226006,2.48
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,22-Feb-2008,N/A,88.798198,88.798198,0.00000000,4.317273,2.72
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,22-Feb-2008,N/A,87.782824,87.782824,0.00000000,4.346723,2.97
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,22-Feb-2008,N/A,99.740000,101.736566,1.99656600,4.342035,2.76
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,22-Feb-2008,N/A,87.789638,87.789638,0.00000000,4.344105,2.97
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,22-Feb-2008,N/A,86.833364,86.833364,0.00000000,4.348992,3.21
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,22-Feb-2008,N/A,114.430000,115.517912,1.08791200,4.358355,2.93
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,22-Feb-2008,N/A,85.876415,85.876415,0.00000000,4.359916,3.45
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,22-Feb-2008,N/A,84.941573,84.941573,0.00000000,4.362918,3.70
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,22-Feb-2008,N/A,111.460000,112.098736,0.63873600,4.523342,3.39
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,22-Feb-2008,N/A,83.986289,83.986289,0.00000000,4.377418,3.94
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,22-Feb-2008,N/A,84.016555,84.016555,0.00000000,4.368282,3.94
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,22-Feb-2008,N/A,102.410000,104.758901,2.34890100,4.341312,3.54
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,22-Feb-2008,N/A,82.986446,82.986446,0.00000000,4.403645,4.19
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,22-Feb-2008,N/A,103.300000,104.447541,1.14754100,4.394224,3.77
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,22-Feb-2008,N/A,82.973895,82.973895,0.00000000,4.407255,4.19
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,22-Feb-2008,N/A,118.010000,118.479780,0.46978000,4.487048,3.73
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,22-Feb-2008,N/A,82.013079,82.013079,0.00000000,4.425331,4.43
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,22-Feb-2008,N/A,81.021053,81.021053,0.00000000,4.450438,4.68
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,22-Feb-2008,N/A,80.064789,80.064789,0.00000000,4.469168,4.92
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,22-Feb-2008,N/A,79.082532,79.082532,0.00000000,4.493195,5.17
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,22-Feb-2008,N/A,78.122855,78.122855,0.00000000,4.514533,5.41
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,22-Feb-2008,N/A,117.050000,120.368681,3.31868100,4.511148,4.47
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,22-Feb-2008,N/A,77.174666,77.174666,0.00000000,4.532168,5.65
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,22-Feb-2008,N/A,137.510000,139.969016,2.45901600,4.558433,4.40
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,22-Feb-2008,N/A,76.270544,76.270544,0.00000000,4.542925,5.90
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,22-Feb-2008,N/A,75.322965,75.322965,0.00000000,4.562750,6.14
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,22-Feb-2008,N/A,74.416196,74.416196,0.00000000,4.576642,6.38
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,22-Feb-2008,N/A,102.570000,104.918901,2.34890100,4.540516,5.42
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,22-Feb-2008,N/A,74.425913,74.425913,0.00000000,4.574597,6.38
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,22-Feb-2008,N/A,73.484961,73.484961,0.00000000,4.595133,6.63
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,22-Feb-2008,N/A,72.543618,72.543618,0.00000000,4.618263,6.87
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,22-Feb-2008,N/A,71.634613,71.634613,0.00000000,4.634287,7.12
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,22-Feb-2008,N/A,70.775540,70.775540,0.00000000,4.643342,7.36
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,22-Feb-2008,N/A,100.850000,103.081456,2.23145600,4.614845,6.14
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,22-Feb-2008,N/A,70.741682,70.741682,0.00000000,4.649844,7.36
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,22-Feb-2008,N/A,121.390000,123.138634,1.74863400,4.686083,5.91
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,22-Feb-2008,N/A,69.702555,69.702555,0.00000000,4.692602,7.60
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,22-Feb-2008,N/A,69.548173,69.548173,0.00000000,4.721768,7.60
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,22-Feb-2008,N/A,68.906453,68.906453,0.00000000,4.691925,7.85
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,22-Feb-2008,N/A,68.137296,68.137296,0.00000000,4.686674,8.09
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,22-Feb-2008,N/A,67.497112,67.497112,0.00000000,4.661648,8.34
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,22-Feb-2008,N/A,95.480000,97.359121,1.87912100,4.647708,6.97
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,22-Feb-2008,N/A,67.363365,67.363365,0.00000000,4.685444,8.33
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,22-Feb-2008,N/A,66.526708,66.526708,0.00000000,4.695510,8.58
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,22-Feb-2008,N/A,65.729041,65.729041,0.00000000,4.701351,8.82
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,22-Feb-2008,N/A,64.920554,64.920554,0.00000000,4.709108,9.07
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,22-Feb-2008,N/A,130.380000,130.380000,0.00000000,4.740949,6.87
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,22-Feb-2008,N/A,64.147818,64.147818,0.00000000,4.713337,9.31
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,22-Feb-2008,N/A,63.363565,63.363565,0.00000000,4.719600,9.56
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,22-Feb-2008,N/A,62.714068,62.714068,0.00000000,4.706306,9.80
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,22-Feb-2008,N/A,102.540000,104.888901,2.34890100,4.679596,7.68
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,22-Feb-2008,N/A,62.626468,62.626468,0.00000000,4.720570,9.80
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,22-Feb-2008,N/A,61.894948,61.894948,0.00000000,4.720860,10.04
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,22-Feb-2008,N/A,61.143726,61.143726,0.00000000,4.726715,10.29
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,22-Feb-2008,N/A,60.405353,60.405353,0.00000000,4.730647,10.53
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,22-Feb-2008,N/A,59.689853,59.689853,0.00000000,4.733273,10.78
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,22-Feb-2008,N/A,58.944291,58.944291,0.00000000,4.740693,11.02
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,22-Feb-2008,N/A,58.214757,58.214757,0.00000000,4.747767,11.26
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,22-Feb-2008,N/A,57.516411,57.516411,0.00000000,4.750213,11.51
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,22-Feb-2008,N/A,56.919940,56.919940,0.00000000,4.739527,11.75
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,22-Feb-2008,N/A,100.340000,102.571456,2.23145600,4.712478,8.89
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,22-Feb-2008,N/A,56.823392,56.823392,0.00000000,4.753973,11.75
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,22-Feb-2008,N/A,55.999763,55.999763,0.00000000,4.777301,11.99
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,22-Feb-2008,N/A,55.182633,55.182633,0.00000000,4.801433,12.24
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,22-Feb-2008,N/A,54.432877,54.432877,0.00000000,4.815544,12.48
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,22-Feb-2008,N/A,53.678331,53.678331,0.00000000,4.832205,12.72
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,22-Feb-2008,N/A,131.390000,133.138634,1.74863400,4.779220,8.75
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,22-Feb-2008,N/A,52.956390,52.956390,0.00000000,4.844130,12.97
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,22-Feb-2008,N/A,52.984780,52.984780,0.00000000,4.839997,12.97
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,22-Feb-2008,N/A,52.357466,52.357466,0.00000000,4.840085,13.21
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,22-Feb-2008,N/A,51.767255,51.767255,0.00000000,4.835056,13.46
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,22-Feb-2008,N/A,51.206304,51.206304,0.00000000,4.827819,13.70
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,22-Feb-2008,N/A,50.649559,50.649559,0.00000000,4.820280,13.95
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,22-Feb-2008,N/A,50.093425,50.093425,0.00000000,4.814573,14.19
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,22-Feb-2008,N/A,49.560633,49.560633,0.00000000,4.805857,14.43
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,22-Feb-2008,N/A,49.060658,49.060658,0.00000000,4.794437,14.68
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,22-Feb-2008,N/A,48.561343,48.561343,0.00000000,4.783235,14.92
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,22-Feb-2008,N/A,48.100944,48.100944,0.00000000,4.768502,15.17
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,22-Feb-2008,N/A,47.595547,47.595547,0.00000000,4.760229,15.41
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,22-Feb-2008,N/A,47.123051,47.123051,0.00000000,4.749194,15.66
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,22-Feb-2008,N/A,46.662201,46.662201,0.00000000,4.736853,15.90
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,22-Feb-2008,N/A,46.149761,46.149761,0.00000000,4.733106,16.15
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,22-Feb-2008,N/A,45.658606,45.658606,0.00000000,4.726692,16.39
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,22-Feb-2008,N/A,45.172478,45.172478,0.00000000,4.721168,16.64
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,22-Feb-2008,N/A,45.275411,45.275411,0.00000000,4.707488,16.64
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,22-Feb-2008,N/A,103.480000,105.828901,2.34890100,4.700656,11.24
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,22-Feb-2008,N/A,44.672832,44.672832,0.00000000,4.717618,16.88
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,22-Feb-2008,N/A,44.128327,44.128327,0.00000000,4.721487,17.13
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,22-Feb-2008,N/A,43.654297,43.654297,0.00000000,4.716177,17.37
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,22-Feb-2008,N/A,43.139915,43.139915,0.00000000,4.717627,17.61
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,22-Feb-2008,N/A,42.653569,42.653569,0.00000000,4.715525,17.86
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,22-Feb-2008,N/A,42.185789,42.185789,0.00000000,4.712385,18.10
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,22-Feb-2008,N/A,41.694210,41.694210,0.00000000,4.712499,18.35
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,22-Feb-2008,N/A,41.242545,41.242545,0.00000000,4.708751,18.59
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,22-Feb-2008,N/A,40.781599,40.781599,0.00000000,4.706352,18.84
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,22-Feb-2008,N/A,40.313828,40.313828,0.00000000,4.706157,19.08
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,22-Feb-2008,N/A,40.156058,40.156058,0.00000000,4.665990,19.33
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,22-Feb-2008,N/A,94.370000,95.298962,0.92896200,4.689363,12.93
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,22-Feb-2008,N/A,39.872362,39.872362,0.00000000,4.702670,19.33
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,22-Feb-2008,N/A,39.485774,39.485774,0.00000000,4.693361,19.57
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,22-Feb-2008,N/A,39.020152,39.020152,0.00000000,4.694414,19.82
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,22-Feb-2008,N/A,38.619054,38.619054,0.00000000,4.688371,20.06
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,22-Feb-2008,N/A,38.169724,38.169724,0.00000000,4.688676,20.31
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,22-Feb-2008,N/A,38.128089,38.128089,0.00000000,4.694051,20.30
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,22-Feb-2008,N/A,116.950000,118.261475,1.31147500,4.711432,12.39
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,22-Feb-2008,N/A,37.786768,37.786768,0.00000000,4.681634,20.55
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,22-Feb-2008,N/A,37.385409,37.385409,0.00000000,4.677083,20.80
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,22-Feb-2008,N/A,37.054155,37.054155,0.00000000,4.664713,21.04
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,22-Feb-2008,N/A,36.693967,36.693967,0.00000000,4.656185,21.29
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,22-Feb-2008,N/A,36.357429,36.357429,0.00000000,4.645790,21.53
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,22-Feb-2008,N/A,35.992968,35.992968,0.00000000,4.639077,21.78
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,22-Feb-2008,N/A,35.657768,35.657768,0.00000000,4.629751,22.02
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,22-Feb-2008,N/A,35.261930,35.261930,0.00000000,4.628250,22.27
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,22-Feb-2008,N/A,100.970000,102.008251,1.03825100,4.679828,13.74
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,22-Feb-2008,N/A,35.308371,35.308371,0.00000000,4.622339,22.27
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,22-Feb-2008,N/A,34.998691,34.998691,0.00000000,4.610967,22.51
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,22-Feb-2008,N/A,34.682610,34.682610,0.00000000,4.600513,22.76
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,22-Feb-2008,N/A,34.371706,34.371706,0.00000000,4.590462,23.00
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,22-Feb-2008,N/A,34.047703,34.047703,0.00000000,4.582162,23.25
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,22-Feb-2008,N/A,33.740487,33.740487,0.00000000,4.572764,23.49
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,22-Feb-2008,N/A,33.417709,33.417709,0.00000000,4.565414,23.74
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,22-Feb-2008,N/A,33.497722,33.497722,0.00000000,4.555340,23.74
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,22-Feb-2008,N/A,94.690000,95.618962,0.92896200,4.615509,14.62
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,22-Feb-2008,N/A,33.106350,33.106350,0.00000000,4.557616,23.98
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,22-Feb-2008,N/A,32.778982,32.778982,0.00000000,4.551910,24.23
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,22-Feb-2008,N/A,32.475431,32.475431,0.00000000,4.544169,24.47
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,22-Feb-2008,N/A,32.155805,32.155805,0.00000000,4.538520,24.72
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,22-Feb-2008,N/A,31.863899,31.863899,0.00000000,4.530323,24.96
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,22-Feb-2008,N/A,31.551049,31.551049,0.00000000,4.524824,25.21
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,22-Feb-2008,N/A,31.273453,31.273453,0.00000000,4.515808,25.46
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,22-Feb-2008,N/A,30.969719,30.969719,0.00000000,4.510135,25.70
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,22-Feb-2008,N/A,30.666343,30.666343,0.00000000,4.505309,25.95
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,22-Feb-2008,N/A,30.391257,30.391257,0.00000000,4.496981,26.19
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,22-Feb-2008,N/A,30.168919,30.168919,0.00000000,4.482903,26.44
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,22-Feb-2008,N/A,29.891218,29.891218,0.00000000,4.475823,26.68
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,22-Feb-2008,N/A,29.591693,29.591693,0.00000000,4.472325,26.93
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,22-Feb-2008,N/A,29.341150,29.341150,0.00000000,4.462728,27.18
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,22-Feb-2008,N/A,29.065502,29.065502,0.00000000,4.457103,27.42
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,22-Feb-2008,N/A,29.166615,29.166615,0.00000000,4.444438,27.42
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,22-Feb-2008,N/A,95.320000,97.316566,1.99656600,4.546944,15.65
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,22-Feb-2008,N/A,28.793836,28.793836,0.00000000,4.451021,27.67
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,22-Feb-2008,N/A,28.241865,28.241865,0.00000000,4.441590,28.16
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,22-Feb-2008,N/A,27.698889,27.698889,0.00000000,4.432682,28.65
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,22-Feb-2008,N/A,27.181301,27.181301,0.00000000,4.422186,29.14
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,22-Feb-2008,N/A,26.671350,26.671350,0.00000000,4.412294,29.63
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,22-Feb-2008,N/A,26.174642,26.174642,0.00000000,4.402257,30.12
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,22-Feb-2008,N/A,26.255195,26.255195,0.00000000,4.392055,30.12
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,22-Feb-2008,N/A,103.730000,104.768251,1.03825100,4.523914,16.20
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,22-Feb-2008,N/A,25.614094,25.614094,0.00000000,4.401851,30.61
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,22-Feb-2008,N/A,25.098594,25.098594,0.00000000,4.397222,31.10
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,22-Feb-2008,N/A,24.602294,24.602294,0.00000000,4.391600,31.59
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,22-Feb-2008,N/A,24.112933,24.112933,0.00000000,4.386522,32.08
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,22-Feb-2008,N/A,23.673845,23.673845,0.00000000,4.376334,32.57
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,22-Feb-2008,N/A,23.232399,23.232399,0.00000000,4.367795,33.06
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,22-Feb-2008,N/A,22.830317,22.830317,0.00000000,4.355439,33.55
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,22-Feb-2008,N/A,22.507062,22.507062,0.00000000,4.334044,34.04
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,22-Feb-2008,N/A,100.070000,101.053607,0.98360700,4.495650,17.33
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,22-Feb-2008,N/A,22.410947,22.410947,0.00000000,4.346615,34.04
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,22-Feb-2008,N/A,22.010528,22.010528,0.00000000,4.336562,34.53
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,22-Feb-2008,N/A,21.610604,21.610604,0.00000000,4.327670,35.02
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,22-Feb-2008,N/A,21.206436,21.206436,0.00000000,4.320551,35.51
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,22-Feb-2008,N/A,20.811776,20.811776,0.00000000,4.313366,36.00
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,22-Feb-2008,N/A,20.439593,20.439593,0.00000000,4.304344,36.50
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,22-Feb-2008,N/A,20.061527,20.061527,0.00000000,4.297251,36.99
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,22-Feb-2008,N/A,19.699510,19.699510,0.00000000,4.289117,37.48
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,22-Feb-2008,N/A,19.361605,19.361605,0.00000000,4.278800,37.97
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,22-Feb-2008,N/A,96.360000,97.288962,0.92896200,4.447501,18.39
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,22-Feb-2008,N/A,19.333734,19.333734,0.00000000,4.282594,37.97
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,22-Feb-2008,N/A,19.028451,19.028451,0.00000000,4.268889,38.46
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,22-Feb-2008,N/A,18.698800,18.698800,0.00000000,4.259534,38.95
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,22-Feb-2008,N/A,18.403947,18.403947,0.00000000,4.246401,39.44
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,22-Feb-2008,N/A,18.097557,18.097557,0.00000000,4.235830,39.94
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,22-Feb-2008,N/A,17.781292,17.781292,0.00000000,4.227598,40.43
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,22-Feb-2008,N/A,17.500499,17.500499,0.00000000,4.215378,40.92
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,22-Feb-2008,N/A,17.218368,17.218368,0.00000000,4.204257,41.41
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,22-Feb-2008,N/A,16.874596,16.874596,0.00000000,4.202739,41.90
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,22-Feb-2008,N/A,16.645423,16.645423,0.00000000,4.185939,42.39
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,22-Feb-2008,N/A,16.340439,16.340439,0.00000000,4.180759,42.88
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,22-Feb-2008,N/A,16.072307,16.072307,0.00000000,4.171208,43.38
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,22-Feb-2008,N/A,15.774186,15.774186,0.00000000,4.166834,43.87
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,22-Feb-2008,N/A,15.480589,15.480589,0.00000000,4.162704,44.36
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,22-Feb-2008,N/A,15.178995,15.178995,0.00000000,4.160640,44.85
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,22-Feb-2008,N/A,14.962992,14.962992,0.00000000,4.146839,45.34
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,22-Feb-2008,N/A,14.616528,14.616528,0.00000000,4.153177,45.83
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,22-Feb-2008,N/A,14.383763,14.383763,0.00000000,4.143462,46.32
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,22-Feb-2008,N/A,14.447199,14.447199,0.00000000,4.090264,46.82
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,22-Feb-2008,N/A,14.149764,14.149764,0.00000000,4.134696,46.81
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,22-Feb-2008,N/A,97.900000,98.828962,0.92896200,4.354548,19.93
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-2008,25-Feb-2008,N/A,99.850447,99.850447,0.00000000,5.522679,0.03
5% Treasury Stock 2008,GB0031734154,07-Mar-2008,25-Feb-2008,N/A,100.000000,102.362637,2.36263700,4.941376,0.03
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-2008,25-Feb-2008,N/A,99.858335,99.858335,0.00000000,5.227409,0.03
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,25-Feb-2008,N/A,98.713251,98.713251,0.00000000,4.701531,0.27
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,25-Feb-2008,N/A,97.614866,97.614866,0.00000000,4.629381,0.52
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,25-Feb-2008,N/A,100.330000,102.883571,2.55357100,4.864270,0.51
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,25-Feb-2008,N/A,102.540000,105.884262,3.34426200,4.831016,0.59
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,25-Feb-2008,N/A,96.530871,96.530871,0.00000000,4.585992,0.76
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,25-Feb-2008,N/A,95.647055,95.647055,0.00000000,4.378776,1.01
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,25-Feb-2008,N/A,99.590000,101.480110,1.89011000,4.411390,0.98
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,25-Feb-2008,N/A,95.634609,95.634609,0.00000000,4.391719,1.01
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,25-Feb-2008,N/A,94.629135,94.629135,0.00000000,4.364231,1.25
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,25-Feb-2008,N/A,93.645250,93.645250,0.00000000,4.344897,1.49
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,25-Feb-2008,N/A,105.420000,108.804615,3.38461500,4.400853,1.44
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,25-Feb-2008,N/A,92.692065,92.692065,0.00000000,4.312308,1.74
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,25-Feb-2008,N/A,102.430000,103.702541,1.27254100,4.311641,1.66
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,25-Feb-2008,N/A,92.659151,92.659151,0.00000000,4.332707,1.74
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,25-Feb-2008,N/A,91.652465,91.652465,0.00000000,4.345802,1.98
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,25-Feb-2008,N/A,90.717092,90.717092,0.00000000,4.321486,2.23
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,25-Feb-2008,N/A,100.970000,102.021230,1.05123000,4.295695,2.12
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,25-Feb-2008,N/A,90.680366,90.680366,0.00000000,4.339640,2.23
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,25-Feb-2008,N/A,89.693802,89.693802,0.00000000,4.350083,2.47
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,25-Feb-2008,N/A,105.090000,106.686841,1.59684100,4.261926,2.48
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,25-Feb-2008,N/A,88.716738,88.716738,0.00000000,4.355310,2.72
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,25-Feb-2008,N/A,87.696953,87.696953,0.00000000,4.383743,2.96
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,25-Feb-2008,N/A,99.630000,101.638242,2.00824200,4.381403,2.76
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,25-Feb-2008,N/A,87.703386,87.703386,0.00000000,4.381267,2.96
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,25-Feb-2008,N/A,86.733785,86.733785,0.00000000,4.388417,3.21
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,25-Feb-2008,N/A,114.290000,115.402637,1.11263700,4.396553,2.92
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,25-Feb-2008,N/A,85.776629,85.776629,0.00000000,4.397030,3.45
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,25-Feb-2008,N/A,84.834992,84.834992,0.00000000,4.400062,3.70
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,25-Feb-2008,N/A,111.310000,111.970027,0.66002700,4.560930,3.38
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,25-Feb-2008,N/A,83.869364,83.869364,0.00000000,4.415789,3.94
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,25-Feb-2008,N/A,83.902614,83.902614,0.00000000,4.405730,3.94
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,25-Feb-2008,N/A,102.270000,104.632637,2.36263700,4.378695,3.54
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,25-Feb-2008,N/A,82.858704,82.858704,0.00000000,4.443288,4.19
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,25-Feb-2008,N/A,103.160000,104.321885,1.16188500,4.429302,3.77
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,25-Feb-2008,N/A,82.852411,82.852411,0.00000000,4.445103,4.19
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,25-Feb-2008,N/A,117.830000,118.324505,0.49450500,4.525538,3.72
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,25-Feb-2008,N/A,81.884598,81.884598,0.00000000,4.463444,4.43
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,25-Feb-2008,N/A,80.887209,80.887209,0.00000000,4.488382,4.67
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,25-Feb-2008,N/A,79.925725,79.925725,0.00000000,4.506992,4.92
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,25-Feb-2008,N/A,78.937142,78.937142,0.00000000,4.531194,5.16
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,25-Feb-2008,N/A,77.973075,77.973075,0.00000000,4.552308,5.40
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,25-Feb-2008,N/A,116.830000,120.170659,3.34065900,4.550771,4.46
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,25-Feb-2008,N/A,77.015775,77.015775,0.00000000,4.570811,5.65
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,25-Feb-2008,N/A,137.260000,139.751803,2.49180300,4.596582,4.39
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,25-Feb-2008,N/A,76.110979,76.110979,0.00000000,4.580557,5.89
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,25-Feb-2008,N/A,75.161876,75.161876,0.00000000,4.599637,6.14
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,25-Feb-2008,N/A,74.229218,74.229218,0.00000000,4.618017,6.38
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,25-Feb-2008,N/A,102.350000,104.712637,2.36263700,4.579162,5.41
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,25-Feb-2008,N/A,74.256120,74.256120,0.00000000,4.612338,6.38
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,25-Feb-2008,N/A,73.308515,73.308515,0.00000000,4.633289,6.63
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,25-Feb-2008,N/A,72.360612,72.360612,0.00000000,4.656866,6.87
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,25-Feb-2008,N/A,71.446514,71.446514,0.00000000,4.673010,7.11
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,25-Feb-2008,N/A,70.580699,70.580699,0.00000000,4.682533,7.36
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,25-Feb-2008,N/A,100.600000,102.844505,2.24450500,4.654374,6.14
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,25-Feb-2008,N/A,70.547286,70.547286,0.00000000,4.688971,7.36
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,25-Feb-2008,N/A,121.100000,122.870492,1.77049200,4.725138,5.90
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,25-Feb-2008,N/A,69.500683,69.500683,0.00000000,4.732435,7.60
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,25-Feb-2008,N/A,69.357782,69.357782,0.00000000,4.759523,7.60
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,25-Feb-2008,N/A,68.695342,68.695342,0.00000000,4.732674,7.84
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,25-Feb-2008,N/A,67.926032,67.926032,0.00000000,4.726632,8.09
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,25-Feb-2008,N/A,67.267002,67.267002,0.00000000,4.704152,8.33
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,25-Feb-2008,N/A,95.220000,97.110110,1.89011000,4.686266,6.97
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,25-Feb-2008,N/A,67.134025,67.134025,0.00000000,4.727905,8.33
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,25-Feb-2008,N/A,66.311915,66.311915,0.00000000,4.734695,8.58
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,25-Feb-2008,N/A,65.515698,65.515698,0.00000000,4.739661,8.82
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,25-Feb-2008,N/A,64.698773,64.698773,0.00000000,4.748263,9.06
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,25-Feb-2008,N/A,130.030000,130.054038,0.02403800,4.779285,6.86
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,25-Feb-2008,N/A,63.927003,63.927003,0.00000000,4.751761,9.31
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,25-Feb-2008,N/A,63.168288,63.168288,0.00000000,4.753246,9.55
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,25-Feb-2008,N/A,62.490283,62.490283,0.00000000,4.744102,9.80
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,25-Feb-2008,N/A,102.210000,104.572637,2.36263700,4.720607,7.67
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,25-Feb-2008,N/A,62.421164,62.421164,0.00000000,4.755401,9.79
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,25-Feb-2008,N/A,61.666843,61.666843,0.00000000,4.758902,10.04
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,25-Feb-2008,N/A,60.911282,60.911282,0.00000000,4.765002,10.28
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,25-Feb-2008,N/A,60.170109,60.170109,0.00000000,4.768921,10.53
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,25-Feb-2008,N/A,59.451763,59.451763,0.00000000,4.771571,10.77
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,25-Feb-2008,N/A,58.703370,58.703370,0.00000000,4.779032,11.02
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,25-Feb-2008,N/A,57.978153,57.978153,0.00000000,4.785083,11.26
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,25-Feb-2008,N/A,57.257100,57.257100,0.00000000,4.790606,11.50
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,25-Feb-2008,N/A,56.662563,56.662563,0.00000000,4.779199,11.75
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,25-Feb-2008,N/A,99.980000,102.224505,2.24450500,4.752042,8.88
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,25-Feb-2008,N/A,56.567713,56.567713,0.00000000,4.793462,11.75
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,25-Feb-2008,N/A,55.728885,55.728885,0.00000000,4.818814,11.99
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,25-Feb-2008,N/A,54.931718,54.931718,0.00000000,4.839754,12.23
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,25-Feb-2008,N/A,54.164474,54.164474,0.00000000,4.856203,12.48
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,25-Feb-2008,N/A,53.413189,53.413189,0.00000000,4.872168,12.72
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,25-Feb-2008,N/A,130.920000,132.690492,1.77049200,4.819247,8.74
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,25-Feb-2008,N/A,52.714520,52.714520,0.00000000,4.880452,12.96
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,25-Feb-2008,N/A,52.742892,52.742892,0.00000000,4.876301,12.96
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,25-Feb-2008,N/A,52.092230,52.092230,0.00000000,4.879536,13.21
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,25-Feb-2008,N/A,51.499832,51.499832,0.00000000,4.874527,13.45
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,25-Feb-2008,N/A,50.926605,50.926605,0.00000000,4.868769,13.69
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,25-Feb-2008,N/A,50.346042,50.346042,0.00000000,4.864327,13.94
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,25-Feb-2008,N/A,49.813430,49.813430,0.00000000,4.855010,14.18
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,25-Feb-2008,N/A,49.280811,49.280811,0.00000000,4.845993,14.43
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,25-Feb-2008,N/A,48.770242,48.770242,0.00000000,4.835784,14.67
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,25-Feb-2008,N/A,48.271096,48.271096,0.00000000,4.824279,14.92
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,25-Feb-2008,N/A,47.813204,47.813204,0.00000000,4.808922,15.16
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,25-Feb-2008,N/A,47.309009,47.309009,0.00000000,4.800247,15.41
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,25-Feb-2008,N/A,46.835852,46.835852,0.00000000,4.789070,15.65
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,25-Feb-2008,N/A,46.345253,46.345253,0.00000000,4.780522,15.90
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,25-Feb-2008,N/A,45.859691,45.859691,0.00000000,4.772958,16.14
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,25-Feb-2008,N/A,45.366722,45.366722,0.00000000,4.766601,16.39
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,25-Feb-2008,N/A,44.877681,44.877681,0.00000000,4.761302,16.63
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,25-Feb-2008,N/A,44.980463,44.980463,0.00000000,4.747548,16.63
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,25-Feb-2008,N/A,103.030000,105.392637,2.36263700,4.738589,11.22
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,25-Feb-2008,N/A,44.369418,44.369418,0.00000000,4.758749,16.88
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,25-Feb-2008,N/A,43.841281,43.841281,0.00000000,4.760351,17.12
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,25-Feb-2008,N/A,43.368170,43.368170,0.00000000,4.754774,17.37
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,25-Feb-2008,N/A,42.852059,42.852059,0.00000000,4.756372,17.61
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,25-Feb-2008,N/A,42.366642,42.366642,0.00000000,4.754039,17.85
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,25-Feb-2008,N/A,41.902168,41.902168,0.00000000,4.750363,18.10
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,25-Feb-2008,N/A,41.412821,41.412821,0.00000000,4.750107,18.34
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,25-Feb-2008,N/A,40.955781,40.955781,0.00000000,4.746976,18.59
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,25-Feb-2008,N/A,40.502802,40.502802,0.00000000,4.743450,18.83
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,25-Feb-2008,N/A,40.034250,40.034250,0.00000000,4.743307,19.08
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,25-Feb-2008,N/A,39.808225,39.808225,0.00000000,4.711659,19.32
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,25-Feb-2008,N/A,93.910000,94.850574,0.94057400,4.726841,12.91
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,25-Feb-2008,N/A,39.592851,39.592851,0.00000000,4.739735,19.32
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,25-Feb-2008,N/A,39.197872,39.197872,0.00000000,4.731414,19.56
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,25-Feb-2008,N/A,38.733506,38.733506,0.00000000,4.732271,19.81
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,25-Feb-2008,N/A,38.326513,38.326513,0.00000000,4.726920,20.05
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,25-Feb-2008,N/A,37.877760,37.877760,0.00000000,4.727123,20.30
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,25-Feb-2008,N/A,37.864499,37.864499,0.00000000,4.728848,20.30
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,25-Feb-2008,N/A,116.410000,117.737869,1.32786900,4.748314,12.37
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,25-Feb-2008,N/A,37.518711,37.518711,0.00000000,4.716905,20.54
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,25-Feb-2008,N/A,37.106586,37.106586,0.00000000,4.713697,20.79
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,25-Feb-2008,N/A,36.768983,36.768983,0.00000000,4.702044,21.03
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,25-Feb-2008,N/A,36.409958,36.409958,0.00000000,4.693287,21.28
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,25-Feb-2008,N/A,36.075277,36.075277,0.00000000,4.682570,21.52
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,25-Feb-2008,N/A,35.713115,35.713115,0.00000000,4.675505,21.77
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,25-Feb-2008,N/A,35.377032,35.377032,0.00000000,4.666225,22.01
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,25-Feb-2008,N/A,34.987117,34.987117,0.00000000,4.663957,22.26
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,25-Feb-2008,N/A,100.450000,101.501230,1.05123000,4.717063,13.71
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,25-Feb-2008,N/A,35.031780,35.031780,0.00000000,4.658226,22.26
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,25-Feb-2008,N/A,34.721220,34.721220,0.00000000,4.646889,22.50
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,25-Feb-2008,N/A,34.401359,34.401359,0.00000000,4.636844,22.75
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,25-Feb-2008,N/A,34.093063,34.093063,0.00000000,4.626399,23.00
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,25-Feb-2008,N/A,33.762058,33.762058,0.00000000,4.618940,23.24
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,25-Feb-2008,N/A,33.457534,33.457534,0.00000000,4.609147,23.49
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,25-Feb-2008,N/A,33.145708,33.145708,0.00000000,4.600367,23.73
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,25-Feb-2008,N/A,33.218205,33.218205,0.00000000,4.591161,23.73
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,25-Feb-2008,N/A,94.180000,95.120574,0.94057400,4.652138,14.59
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,25-Feb-2008,N/A,32.832870,32.832870,0.00000000,4.592725,23.98
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,25-Feb-2008,N/A,32.504537,32.504537,0.00000000,4.587124,24.22
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,25-Feb-2008,N/A,32.202858,32.202858,0.00000000,4.579119,24.47
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,25-Feb-2008,N/A,31.887132,31.887132,0.00000000,4.572964,24.71
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,25-Feb-2008,N/A,31.596629,31.596629,0.00000000,4.564563,24.96
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,25-Feb-2008,N/A,31.283409,31.283409,0.00000000,4.559106,25.20
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,25-Feb-2008,N/A,31.006818,31.006818,0.00000000,4.549933,25.45
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,25-Feb-2008,N/A,30.706880,30.706880,0.00000000,4.543778,25.69
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,25-Feb-2008,N/A,30.409384,30.409384,0.00000000,4.538217,25.94
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,25-Feb-2008,N/A,30.126735,30.126735,0.00000000,4.530828,26.19
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,25-Feb-2008,N/A,29.903193,29.903193,0.00000000,4.516834,26.43
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,25-Feb-2008,N/A,29.628141,29.628141,0.00000000,4.509411,26.68
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,25-Feb-2008,N/A,29.336185,29.336185,0.00000000,4.504986,26.92
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,25-Feb-2008,N/A,29.076544,29.076544,0.00000000,4.496514,27.17
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,25-Feb-2008,N/A,28.807300,28.807300,0.00000000,4.490094,27.41
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,25-Feb-2008,N/A,28.900447,28.900447,0.00000000,4.478318,27.41
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,25-Feb-2008,N/A,94.780000,96.788242,2.00824200,4.582555,15.61
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,25-Feb-2008,N/A,28.535536,28.535536,0.00000000,4.484033,27.66
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,25-Feb-2008,N/A,27.987942,27.987942,0.00000000,4.474099,28.15
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,25-Feb-2008,N/A,27.446623,27.446623,0.00000000,4.465044,28.64
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,25-Feb-2008,N/A,26.929015,26.929015,0.00000000,4.454605,29.13
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,25-Feb-2008,N/A,26.441322,26.441322,0.00000000,4.441937,29.62
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,25-Feb-2008,N/A,25.947398,25.947398,0.00000000,4.431608,30.11
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,25-Feb-2008,N/A,26.015287,26.015287,0.00000000,4.422931,30.11
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,25-Feb-2008,N/A,103.120000,104.171230,1.05123000,4.559995,16.16
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,25-Feb-2008,N/A,25.422448,25.422448,0.00000000,4.426781,30.60
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,25-Feb-2008,N/A,24.909309,24.909309,0.00000000,4.421951,31.09
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,25-Feb-2008,N/A,24.414846,24.414846,0.00000000,4.416192,31.58
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,25-Feb-2008,N/A,23.949392,23.949392,0.00000000,4.408110,32.07
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,25-Feb-2008,N/A,23.500260,23.500260,0.00000000,4.399296,32.56
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,25-Feb-2008,N/A,23.048343,23.048343,0.00000000,4.392215,33.05
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,25-Feb-2008,N/A,22.606589,22.606589,0.00000000,4.385147,33.54
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,25-Feb-2008,N/A,22.234323,22.234323,0.00000000,4.370207,34.03
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,25-Feb-2008,N/A,99.450000,100.445902,0.99590200,4.531209,17.28
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,25-Feb-2008,N/A,22.172529,22.172529,0.00000000,4.378384,34.03
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,25-Feb-2008,N/A,21.819436,21.819436,0.00000000,4.362156,34.53
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,25-Feb-2008,N/A,21.427238,21.427238,0.00000000,4.352337,35.02
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,25-Feb-2008,N/A,21.021759,21.021759,0.00000000,4.345512,35.51
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,25-Feb-2008,N/A,20.634469,20.634469,0.00000000,4.337456,36.00
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,25-Feb-2008,N/A,20.257519,20.257519,0.00000000,4.329184,36.49
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,25-Feb-2008,N/A,19.883988,19.883988,0.00000000,4.321602,36.98
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,25-Feb-2008,N/A,19.523655,19.523655,0.00000000,4.313355,37.47
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,25-Feb-2008,N/A,19.207006,19.207006,0.00000000,4.300221,37.96
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,25-Feb-2008,N/A,95.730000,96.670574,0.94057400,4.482896,18.32
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,25-Feb-2008,N/A,19.160677,19.160677,0.00000000,4.306583,37.96
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,25-Feb-2008,N/A,18.855209,18.855209,0.00000000,4.292973,38.45
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,25-Feb-2008,N/A,18.534142,18.534142,0.00000000,4.282540,38.94
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,25-Feb-2008,N/A,18.236714,18.236714,0.00000000,4.269838,39.44
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,25-Feb-2008,N/A,17.927549,17.927549,0.00000000,4.259754,39.93
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,25-Feb-2008,N/A,17.623106,17.623106,0.00000000,4.249988,40.42
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,25-Feb-2008,N/A,17.335884,17.335884,0.00000000,4.238756,40.91
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,25-Feb-2008,N/A,17.065681,17.065681,0.00000000,4.226044,41.40
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,25-Feb-2008,N/A,16.731538,16.731538,0.00000000,4.223332,41.89
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,25-Feb-2008,N/A,16.485726,16.485726,0.00000000,4.208949,42.39
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,25-Feb-2008,N/A,16.200622,16.200622,0.00000000,4.201063,42.88
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,25-Feb-2008,N/A,15.938071,15.938071,0.00000000,4.190805,43.37
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,25-Feb-2008,N/A,15.663356,15.663356,0.00000000,4.183166,43.86
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,25-Feb-2008,N/A,15.395334,15.395334,0.00000000,4.175408,44.35
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,25-Feb-2008,N/A,15.127066,15.127066,0.00000000,4.168533,44.84
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,25-Feb-2008,N/A,14.886521,14.886521,0.00000000,4.158388,45.34
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,25-Feb-2008,N/A,14.607245,14.607245,0.00000000,4.154809,45.83
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,25-Feb-2008,N/A,14.358460,14.358460,0.00000000,4.147505,46.32
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,25-Feb-2008,N/A,14.336275,14.336275,0.00000000,4.106962,46.82
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,25-Feb-2008,N/A,14.096952,14.096952,0.00000000,4.142923,46.81
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,25-Feb-2008,N/A,97.220000,98.160574,0.94057400,4.389267,19.84
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-2008,26-Feb-2008,N/A,99.861982,99.861982,0.00000000,5.664655,0.02
5% Treasury Stock 2008,GB0031734154,07-Mar-2008,26-Feb-2008,N/A,100.000000,102.376374,2.37637400,4.941041,0.02
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-2008,26-Feb-2008,N/A,99.872181,99.872181,0.00000000,5.240352,0.02
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,26-Feb-2008,N/A,98.724341,98.724341,0.00000000,4.706958,0.27
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,26-Feb-2008,N/A,97.618723,97.618723,0.00000000,4.646193,0.51
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,26-Feb-2008,N/A,100.330000,102.898681,2.56868100,4.861349,0.51
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,26-Feb-2008,N/A,102.530000,105.898852,3.36885200,4.829769,0.59
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,26-Feb-2008,N/A,96.538158,96.538158,0.00000000,4.592372,0.76
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,26-Feb-2008,N/A,95.674884,95.674884,0.00000000,4.361633,1.00
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,26-Feb-2008,N/A,99.600000,101.501099,1.90109900,4.402464,0.97
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,26-Feb-2008,N/A,95.660368,95.660368,0.00000000,4.376763,1.00
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,26-Feb-2008,N/A,94.654807,94.654807,0.00000000,4.351955,1.25
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,26-Feb-2008,N/A,93.669965,93.669965,0.00000000,4.335127,1.49
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,26-Feb-2008,N/A,105.420000,108.826593,3.40659300,4.395109,1.43
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,26-Feb-2008,N/A,92.718221,92.718221,0.00000000,4.302784,1.74
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,26-Feb-2008,N/A,102.440000,103.728251,1.28825100,4.303725,1.66
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,26-Feb-2008,N/A,92.682429,92.682429,0.00000000,4.324994,1.74
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,26-Feb-2008,N/A,91.670519,91.670519,0.00000000,4.341823,1.98
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,26-Feb-2008,N/A,90.743500,90.743500,0.00000000,4.313664,2.23
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,26-Feb-2008,N/A,101.000000,102.064208,1.06420800,4.281291,2.12
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,26-Feb-2008,N/A,90.697644,90.697644,0.00000000,4.336354,2.23
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,26-Feb-2008,N/A,89.714003,89.714003,0.00000000,4.345754,2.47
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,26-Feb-2008,N/A,105.110000,106.724011,1.61401100,4.252542,2.48
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,26-Feb-2008,N/A,88.738765,88.738765,0.00000000,4.350505,2.72
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,26-Feb-2008,N/A,87.726175,87.726175,0.00000000,4.376512,2.96
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,26-Feb-2008,N/A,99.650000,101.669918,2.01991800,4.374409,2.75
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,26-Feb-2008,N/A,87.734675,87.734675,0.00000000,4.373239,2.96
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,26-Feb-2008,N/A,86.754178,86.754178,0.00000000,4.384783,3.21
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,26-Feb-2008,N/A,114.300000,115.437363,1.13736300,4.390343,2.92
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,26-Feb-2008,N/A,85.797948,85.797948,0.00000000,4.393289,3.45
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,26-Feb-2008,N/A,84.851023,84.851023,0.00000000,4.398166,3.69
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,26-Feb-2008,N/A,111.320000,112.001319,0.68131900,4.556329,3.38
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,26-Feb-2008,N/A,83.878039,83.878039,0.00000000,4.416209,3.94
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,26-Feb-2008,N/A,83.913060,83.913060,0.00000000,4.405609,3.94
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,26-Feb-2008,N/A,102.290000,104.666374,2.37637400,4.372948,3.54
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,26-Feb-2008,N/A,82.833303,82.833303,0.00000000,4.453489,4.18
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,26-Feb-2008,N/A,103.180000,104.356230,1.17623000,4.423742,3.77
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,26-Feb-2008,N/A,82.871695,82.871695,0.00000000,4.442411,4.18
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,26-Feb-2008,N/A,117.850000,118.369231,0.51923100,4.518685,3.72
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,26-Feb-2008,N/A,81.902279,81.902279,0.00000000,4.461306,4.43
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,26-Feb-2008,N/A,80.923929,80.923929,0.00000000,4.481262,4.67
4½% Treasury Gilt 2013,GB00B29WRG55,07-Mar-2013,26-Feb-2008,N/A,100.070000,100.070000,0.00000000,4.484170,4.44
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,26-Feb-2008,N/A,79.964302,79.964302,0.00000000,4.499664,4.91
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,26-Feb-2008,N/A,78.984537,78.984537,0.00000000,4.521932,5.16
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,26-Feb-2008,N/A,78.020817,78.020817,0.00000000,4.543266,5.40
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,26-Feb-2008,N/A,116.880000,120.242637,3.36263700,4.540120,4.46
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,26-Feb-2008,N/A,77.071547,77.071547,0.00000000,4.560179,5.65
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,26-Feb-2008,N/A,137.310000,139.834590,2.52459000,4.585921,4.39
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,26-Feb-2008,N/A,76.157727,76.157727,0.00000000,4.572245,5.89
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,26-Feb-2008,N/A,75.201531,75.201531,0.00000000,4.593065,6.14
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,26-Feb-2008,N/A,74.269856,74.269856,0.00000000,4.611402,6.38
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,26-Feb-2008,N/A,102.410000,104.786374,2.37637400,4.568445,5.41
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,26-Feb-2008,N/A,74.279490,74.279490,0.00000000,4.609368,6.38
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,26-Feb-2008,N/A,73.335537,73.335537,0.00000000,4.629613,6.62
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,26-Feb-2008,N/A,72.391432,72.391432,0.00000000,4.652505,6.87
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,26-Feb-2008,N/A,71.480205,71.480205,0.00000000,4.668155,7.11
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,26-Feb-2008,N/A,70.632089,70.632089,0.00000000,4.674363,7.35
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,26-Feb-2008,N/A,100.670000,102.927555,2.25755500,4.643278,6.14
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,26-Feb-2008,N/A,70.600722,70.600722,0.00000000,4.680405,7.35
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,26-Feb-2008,N/A,121.190000,122.982350,1.79235000,4.711882,5.90
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,26-Feb-2008,N/A,69.562744,69.562744,0.00000000,4.722368,7.60
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,26-Feb-2008,N/A,69.431018,69.431018,0.00000000,4.747320,7.60
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,26-Feb-2008,N/A,68.790116,68.790116,0.00000000,4.716727,7.84
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,26-Feb-2008,N/A,68.007361,68.007361,0.00000000,4.713410,8.09
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,26-Feb-2008,N/A,67.301335,67.301335,0.00000000,4.699560,8.33
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,26-Feb-2008,N/A,95.300000,97.201099,1.90109900,4.674647,6.97
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,26-Feb-2008,N/A,67.189257,67.189257,0.00000000,4.719571,8.33
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,26-Feb-2008,N/A,66.377086,66.377086,0.00000000,4.724729,8.57
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,26-Feb-2008,N/A,65.575471,65.575471,0.00000000,4.730777,8.82
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,26-Feb-2008,N/A,64.754263,64.754263,0.00000000,4.740217,9.06
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,26-Feb-2008,N/A,130.150000,130.198077,0.04807700,4.765043,6.86
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,26-Feb-2008,N/A,63.979955,63.979955,0.00000000,4.744248,9.30
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,26-Feb-2008,N/A,63.231127,63.231127,0.00000000,4.744178,9.55
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,26-Feb-2008,N/A,62.534314,62.534314,0.00000000,4.738225,9.79
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,26-Feb-2008,N/A,102.320000,104.696374,2.37637400,4.706858,7.67
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,26-Feb-2008,N/A,62.479206,62.479206,0.00000000,4.747228,9.79
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,26-Feb-2008,N/A,61.753031,61.753031,0.00000000,4.746267,10.04
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,26-Feb-2008,N/A,61.000264,61.000264,0.00000000,4.752060,10.28
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,26-Feb-2008,N/A,60.254509,60.254509,0.00000000,4.756827,10.53
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,26-Feb-2008,N/A,59.537629,59.537629,0.00000000,4.759371,10.77
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,26-Feb-2008,N/A,58.754259,58.754259,0.00000000,4.772336,11.01
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,26-Feb-2008,N/A,58.020579,58.020579,0.00000000,4.779738,11.26
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,26-Feb-2008,N/A,57.296924,57.296924,0.00000000,4.785685,11.50
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,26-Feb-2008,N/A,56.716373,56.716373,0.00000000,4.772222,11.74
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,26-Feb-2008,N/A,100.090000,102.347555,2.25755500,4.739950,8.88
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,26-Feb-2008,N/A,56.608618,56.608618,0.00000000,4.788415,11.74
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,26-Feb-2008,N/A,55.822981,55.822981,0.00000000,4.805826,11.99
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,26-Feb-2008,N/A,54.998543,54.998543,0.00000000,4.830887,12.23
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,26-Feb-2008,N/A,54.229607,54.229607,0.00000000,4.847619,12.47
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,26-Feb-2008,N/A,53.490188,53.490188,0.00000000,4.861879,12.72
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,26-Feb-2008,N/A,131.060000,132.852350,1.79235000,4.806787,8.74
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,26-Feb-2008,N/A,52.821037,52.821037,0.00000000,4.865893,12.96
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,26-Feb-2008,N/A,52.802282,52.802282,0.00000000,4.868633,12.96
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,26-Feb-2008,N/A,52.154503,52.154503,0.00000000,4.871491,13.20
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,26-Feb-2008,N/A,51.541019,51.541019,0.00000000,4.869561,13.45
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,26-Feb-2008,N/A,50.963679,50.963679,0.00000000,4.864419,13.69
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,26-Feb-2008,N/A,50.422526,50.422526,0.00000000,4.854378,13.94
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,26-Feb-2008,N/A,49.861215,49.861215,0.00000000,4.849178,14.18
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,26-Feb-2008,N/A,49.299619,49.299619,0.00000000,4.844255,14.43
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,26-Feb-2008,N/A,48.773911,48.773911,0.00000000,4.836166,14.67
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,26-Feb-2008,N/A,48.266076,48.266076,0.00000000,4.825850,14.92
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,26-Feb-2008,N/A,47.807755,47.807755,0.00000000,4.810535,15.16
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,26-Feb-2008,N/A,47.299022,47.299022,0.00000000,4.802459,15.41
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,26-Feb-2008,N/A,46.848139,46.848139,0.00000000,4.788225,15.65
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,26-Feb-2008,N/A,46.379455,46.379455,0.00000000,4.776693,15.90
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,26-Feb-2008,N/A,45.845446,45.845446,0.00000000,4.775686,16.14
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,26-Feb-2008,N/A,45.369368,45.369368,0.00000000,4.767030,16.39
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,26-Feb-2008,N/A,44.877969,44.877969,0.00000000,4.762041,16.63
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,26-Feb-2008,N/A,44.975128,44.975128,0.00000000,4.749036,16.63
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,26-Feb-2008,N/A,103.110000,105.486374,2.37637400,4.731811,11.22
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,26-Feb-2008,N/A,44.337927,44.337927,0.00000000,4.763718,16.87
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,26-Feb-2008,N/A,43.843467,43.843467,0.00000000,4.760815,17.12
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,26-Feb-2008,N/A,43.366565,43.366565,0.00000000,4.755726,17.36
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,26-Feb-2008,N/A,42.849113,42.849113,0.00000000,4.757496,17.61
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,26-Feb-2008,N/A,42.362867,42.362867,0.00000000,4.755257,17.85
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,26-Feb-2008,N/A,41.904825,41.904825,0.00000000,4.750726,18.09
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,26-Feb-2008,N/A,41.401851,41.401851,0.00000000,4.752250,18.34
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,26-Feb-2008,N/A,40.959671,40.959671,0.00000000,4.747159,18.58
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,26-Feb-2008,N/A,40.496847,40.496847,0.00000000,4.744911,18.83
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,26-Feb-2008,N/A,40.040058,40.040058,0.00000000,4.743221,19.07
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,26-Feb-2008,N/A,39.844704,39.844704,0.00000000,4.707576,19.32
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,26-Feb-2008,N/A,93.980000,94.932186,0.95218600,4.721168,12.91
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,26-Feb-2008,N/A,39.590742,39.590742,0.00000000,4.740673,19.32
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,26-Feb-2008,N/A,39.220301,39.220301,0.00000000,4.729146,19.56
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,26-Feb-2008,N/A,38.747659,38.747659,0.00000000,4.731071,19.81
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,26-Feb-2008,N/A,38.314399,38.314399,0.00000000,4.729137,20.05
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,26-Feb-2008,N/A,37.887756,37.887756,0.00000000,4.726452,20.30
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,26-Feb-2008,N/A,37.881205,37.881205,0.00000000,4.727304,20.30
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,26-Feb-2008,N/A,116.480000,117.824262,1.34426200,4.743418,12.37
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,26-Feb-2008,N/A,37.536294,37.536294,0.00000000,4.715247,20.54
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,26-Feb-2008,N/A,37.121973,37.121973,0.00000000,4.712315,20.79
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,26-Feb-2008,N/A,36.790246,36.790246,0.00000000,4.699902,21.03
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,26-Feb-2008,N/A,36.424988,36.424988,0.00000000,4.691943,21.28
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,26-Feb-2008,N/A,36.082900,36.082900,0.00000000,4.682179,21.52
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,26-Feb-2008,N/A,35.708495,35.708495,0.00000000,4.676680,21.77
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,26-Feb-2008,N/A,35.380695,35.380695,0.00000000,4.666330,22.01
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,26-Feb-2008,N/A,34.981113,34.981113,0.00000000,4.665295,22.26
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,26-Feb-2008,N/A,100.530000,101.594208,1.06420800,4.711313,13.71
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,26-Feb-2008,N/A,35.024849,35.024849,0.00000000,4.659681,22.26
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,26-Feb-2008,N/A,34.721426,34.721426,0.00000000,4.647423,22.50
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,26-Feb-2008,N/A,34.405696,34.405696,0.00000000,4.636841,22.75
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,26-Feb-2008,N/A,34.097601,34.097601,0.00000000,4.626366,22.99
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,26-Feb-2008,N/A,33.769714,33.769714,0.00000000,4.618501,23.24
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,26-Feb-2008,N/A,33.466005,33.466005,0.00000000,4.608602,23.48
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,26-Feb-2008,N/A,33.153176,33.153176,0.00000000,4.599941,23.73
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,26-Feb-2008,N/A,33.213749,33.213749,0.00000000,4.592249,23.73
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,26-Feb-2008,N/A,94.250000,95.202186,0.95218600,4.647122,14.59
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,26-Feb-2008,N/A,32.835025,32.835025,0.00000000,4.592972,23.97
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,26-Feb-2008,N/A,32.509945,32.509945,0.00000000,4.586949,24.22
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,26-Feb-2008,N/A,32.210125,32.210125,0.00000000,4.578705,24.46
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,26-Feb-2008,N/A,31.888248,31.888248,0.00000000,4.573322,24.71
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,26-Feb-2008,N/A,31.600417,31.600417,0.00000000,4.564580,24.96
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,26-Feb-2008,N/A,31.312890,31.312890,0.00000000,4.555857,25.20
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,26-Feb-2008,N/A,31.033340,31.033340,0.00000000,4.547059,25.45
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,26-Feb-2008,N/A,30.732930,30.732930,0.00000000,4.540955,25.69
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,26-Feb-2008,N/A,30.434338,30.434338,0.00000000,4.535530,25.94
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,26-Feb-2008,N/A,30.153346,30.153346,0.00000000,4.527923,26.18
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,26-Feb-2008,N/A,29.931626,29.931626,0.00000000,4.513702,26.43
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,26-Feb-2008,N/A,29.653082,29.653082,0.00000000,4.506713,26.67
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,26-Feb-2008,N/A,29.359436,29.359436,0.00000000,4.502498,26.92
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,26-Feb-2008,N/A,29.107296,29.107296,0.00000000,4.493070,27.17
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,26-Feb-2008,N/A,28.831534,28.831534,0.00000000,4.487471,27.41
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,26-Feb-2008,N/A,28.925900,28.925900,0.00000000,4.475550,27.41
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,26-Feb-2008,N/A,94.860000,96.879918,2.01991800,4.577289,15.62
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,26-Feb-2008,N/A,28.556549,28.556549,0.00000000,4.481809,27.66
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,26-Feb-2008,N/A,28.006508,28.006508,0.00000000,4.472173,28.15
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,26-Feb-2008,N/A,27.461779,27.461779,0.00000000,4.463538,28.64
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,26-Feb-2008,N/A,26.938108,26.938108,0.00000000,4.453859,29.13
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,26-Feb-2008,N/A,26.443103,26.443103,0.00000000,4.442115,29.62
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,26-Feb-2008,N/A,25.930577,25.930577,0.00000000,4.434160,30.11
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,26-Feb-2008,N/A,25.997201,25.997201,0.00000000,4.425638,30.11
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,26-Feb-2008,N/A,103.150000,104.214208,1.06420800,4.558204,16.16
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,26-Feb-2008,N/A,25.414456,25.414456,0.00000000,4.428199,30.60
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,26-Feb-2008,N/A,24.900193,24.900193,0.00000000,4.423513,31.09
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,26-Feb-2008,N/A,24.404521,24.404521,0.00000000,4.417910,31.58
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,26-Feb-2008,N/A,23.922119,23.922119,0.00000000,4.412034,32.07
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,26-Feb-2008,N/A,23.464163,23.464163,0.00000000,4.404383,32.56
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,26-Feb-2008,N/A,23.004290,23.004290,0.00000000,4.398363,33.05
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,26-Feb-2008,N/A,22.579842,22.579842,0.00000000,4.389030,33.54
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,26-Feb-2008,N/A,22.146480,22.146480,0.00000000,4.382186,34.03
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,26-Feb-2008,N/A,99.460000,100.468197,1.00819700,4.530633,17.28
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,26-Feb-2008,N/A,22.197894,22.197894,0.00000000,4.375372,34.03
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,26-Feb-2008,N/A,21.783764,21.783764,0.00000000,4.367237,34.52
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,26-Feb-2008,N/A,21.380887,21.380887,0.00000000,4.358858,35.01
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,26-Feb-2008,N/A,20.974562,20.974562,0.00000000,4.352174,35.50
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,26-Feb-2008,N/A,20.586373,20.586373,0.00000000,4.344265,35.99
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,26-Feb-2008,N/A,20.210911,20.210911,0.00000000,4.335818,36.48
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,26-Feb-2008,N/A,19.827737,19.827737,0.00000000,4.329579,36.98
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,26-Feb-2008,N/A,19.469092,19.469092,0.00000000,4.321136,37.47
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,26-Feb-2008,N/A,19.154427,19.154427,0.00000000,4.307749,37.96
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,26-Feb-2008,N/A,95.700000,96.652186,0.95218600,4.484596,18.32
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,26-Feb-2008,N/A,19.110817,19.110817,0.00000000,4.313754,37.96
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,26-Feb-2008,N/A,18.798371,18.798371,0.00000000,4.301126,38.45
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,26-Feb-2008,N/A,18.476496,18.476496,0.00000000,4.290836,38.94
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,26-Feb-2008,N/A,18.176204,18.176204,0.00000000,4.278559,39.43
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,26-Feb-2008,N/A,17.862270,17.862270,0.00000000,4.269179,39.92
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,26-Feb-2008,N/A,17.559282,17.559282,0.00000000,4.259249,40.42
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,26-Feb-2008,N/A,17.266823,17.266823,0.00000000,4.248794,40.91
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,26-Feb-2008,N/A,16.989530,16.989530,0.00000000,4.237122,41.40
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,26-Feb-2008,N/A,16.658501,16.658501,0.00000000,4.234048,41.89
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,26-Feb-2008,N/A,16.410846,16.410846,0.00000000,4.219959,42.38
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,26-Feb-2008,N/A,16.127366,16.127366,0.00000000,4.211899,42.87
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,26-Feb-2008,N/A,15.894673,15.894673,0.00000000,4.197354,43.37
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,26-Feb-2008,N/A,15.627437,15.627437,0.00000000,4.188658,43.86
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,26-Feb-2008,N/A,15.365670,15.365670,0.00000000,4.180011,44.35
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,26-Feb-2008,N/A,15.102216,15.102216,0.00000000,4.172450,44.84
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,26-Feb-2008,N/A,14.853188,14.853188,0.00000000,4.163581,45.33
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,26-Feb-2008,N/A,14.613652,14.613652,0.00000000,4.154097,45.82
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,26-Feb-2008,N/A,14.374905,14.374905,0.00000000,4.145276,46.32
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,26-Feb-2008,N/A,14.298323,14.298323,0.00000000,4.112862,46.81
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,26-Feb-2008,N/A,14.135809,14.135809,0.00000000,4.137282,46.81
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,26-Feb-2008,N/A,97.150000,98.102186,0.95218600,4.392865,19.83
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-2008,27-Feb-2008,N/A,100.000000,100.000000,0.00000000,0.000000,0.00
5% Treasury Stock 2008,GB0031734154,07-Mar-2008,27-Feb-2008,N/A,100.000000,100.000000,0.00000000,0.000000,0.00
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-2008,27-Feb-2008,N/A,100.000000,100.000000,0.00000000,0.000000,0.00
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,27-Feb-2008,N/A,98.755683,98.755683,0.00000000,4.635680,0.27
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,27-Feb-2008,N/A,97.633469,97.633469,0.00000000,4.641319,0.51
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,27-Feb-2008,N/A,100.320000,102.903791,2.58379100,4.877659,0.50
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,27-Feb-2008,N/A,102.510000,105.903443,3.39344300,4.844583,0.59
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,27-Feb-2008,N/A,96.562652,96.562652,0.00000000,4.575222,0.76
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,27-Feb-2008,N/A,95.692946,95.692946,0.00000000,4.354611,1.00
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,27-Feb-2008,N/A,99.610000,99.522088,-0.08791200,4.395431,0.99
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,27-Feb-2008,N/A,95.678459,95.678459,0.00000000,4.369748,1.00
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,27-Feb-2008,N/A,94.677633,94.677633,0.00000000,4.342046,1.25
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,27-Feb-2008,N/A,93.697981,93.697981,0.00000000,4.322962,1.49
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,27-Feb-2008,N/A,105.380000,108.808571,3.42857100,4.415021,1.43
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,27-Feb-2008,N/A,92.749747,92.749747,0.00000000,4.289901,1.74
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,27-Feb-2008,N/A,102.460000,103.763962,1.30396200,4.289969,1.66
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,27-Feb-2008,N/A,92.713894,92.713894,0.00000000,4.312174,1.74
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,27-Feb-2008,N/A,91.709643,91.709643,0.00000000,4.326225,1.98
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,27-Feb-2008,N/A,90.795131,90.795131,0.00000000,4.293344,2.23
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,27-Feb-2008,N/A,101.020000,102.097186,1.07718600,4.271491,2.12
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,27-Feb-2008,N/A,90.741755,90.741755,0.00000000,4.319769,2.23
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,27-Feb-2008,N/A,89.758186,89.758186,0.00000000,4.330592,2.47
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,27-Feb-2008,N/A,105.120000,106.751181,1.63118100,4.246928,2.48
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,27-Feb-2008,N/A,88.782561,88.782561,0.00000000,4.336659,2.71
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,27-Feb-2008,N/A,87.769005,87.769005,0.00000000,4.364029,2.96
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,27-Feb-2008,N/A,99.680000,99.586593,-0.09340700,4.364551,2.81
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,27-Feb-2008,N/A,87.775190,87.775190,0.00000000,4.361646,2.96
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,27-Feb-2008,N/A,86.803698,86.803698,0.00000000,4.370668,3.20
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,27-Feb-2008,N/A,114.330000,115.492088,1.16208800,4.378190,2.92
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,27-Feb-2008,N/A,85.850117,85.850117,0.00000000,4.379115,3.45
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,27-Feb-2008,N/A,84.910289,84.910289,0.00000000,4.382475,3.69
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,27-Feb-2008,N/A,111.360000,112.062610,0.70261000,4.543796,3.38
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,27-Feb-2008,N/A,83.948612,83.948612,0.00000000,4.397887,3.94
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,27-Feb-2008,N/A,83.984017,83.984017,0.00000000,4.387173,3.94
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,27-Feb-2008,N/A,102.340000,102.230110,-0.10989000,4.359733,3.62
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,27-Feb-2008,N/A,82.933991,82.933991,0.00000000,4.427308,4.18
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,27-Feb-2008,N/A,103.250000,104.440574,1.19057400,4.405458,3.77
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,27-Feb-2008,N/A,82.938515,82.938515,0.00000000,4.426003,4.18
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,27-Feb-2008,N/A,117.900000,118.443956,0.54395600,4.505014,3.72
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,27-Feb-2008,N/A,81.973578,81.973578,0.00000000,4.444375,4.42
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,27-Feb-2008,N/A,80.982200,80.982200,0.00000000,4.468438,4.67
4½% Treasury Gilt 2013,GB00B29WRG55,07-Mar-2013,27-Feb-2008,N/A,100.080000,100.080000,0.00000000,4.481919,4.44
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,27-Feb-2008,N/A,80.023206,80.023206,0.00000000,4.487161,4.91
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,27-Feb-2008,N/A,79.037859,79.037859,0.00000000,4.511214,5.16
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,27-Feb-2008,N/A,78.075750,78.075750,0.00000000,4.532517,5.40
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,27-Feb-2008,N/A,116.930000,120.314615,3.38461500,4.529466,4.46
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,27-Feb-2008,N/A,77.125318,77.125318,0.00000000,4.550006,5.64
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,27-Feb-2008,N/A,137.360000,139.917377,2.55737700,4.575257,4.39
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,27-Feb-2008,N/A,76.220152,76.220152,0.00000000,4.560438,5.89
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,27-Feb-2008,N/A,75.269935,75.269935,0.00000000,4.580263,6.13
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,27-Feb-2008,N/A,74.344386,74.344386,0.00000000,4.597634,6.38
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,27-Feb-2008,N/A,102.460000,102.350110,-0.10989000,4.559929,5.54
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,27-Feb-2008,N/A,74.339796,74.339796,0.00000000,4.598602,6.38
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,27-Feb-2008,N/A,73.395337,73.395337,0.00000000,4.619190,6.62
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,27-Feb-2008,N/A,72.449473,72.449473,0.00000000,4.642667,6.86
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,27-Feb-2008,N/A,71.554321,71.554321,0.00000000,4.655348,7.11
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,27-Feb-2008,N/A,70.696922,70.696922,0.00000000,4.663608,7.35
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,27-Feb-2008,N/A,100.720000,100.615604,-0.10439600,4.635728,6.28
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,27-Feb-2008,N/A,70.660666,70.660666,0.00000000,4.670587,7.35
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,27-Feb-2008,N/A,121.240000,123.054208,1.81420800,4.704138,5.90
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,27-Feb-2008,N/A,69.616575,69.616575,0.00000000,4.713861,7.59
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,27-Feb-2008,N/A,69.485639,69.485639,0.00000000,4.738652,7.59
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,27-Feb-2008,N/A,68.830523,68.830523,0.00000000,4.710869,7.84
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,27-Feb-2008,N/A,68.049740,68.049740,0.00000000,4.707278,8.08
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,27-Feb-2008,N/A,67.372238,67.372238,0.00000000,4.688446,8.33
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,27-Feb-2008,N/A,95.350000,95.262088,-0.08791200,4.667762,7.11
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,27-Feb-2008,N/A,67.243919,67.243919,0.00000000,4.711343,8.33
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,27-Feb-2008,N/A,66.424833,66.424833,0.00000000,4.717828,8.57
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,27-Feb-2008,N/A,65.631876,65.631876,0.00000000,4.722479,8.81
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,27-Feb-2008,N/A,64.816500,64.816500,0.00000000,4.731025,9.06
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,27-Feb-2008,N/A,130.230000,130.302115,0.07211500,4.755286,6.86
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,27-Feb-2008,N/A,64.051313,64.051313,0.00000000,4.733649,9.30
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,27-Feb-2008,N/A,63.258744,63.258744,0.00000000,4.740946,9.55
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,27-Feb-2008,N/A,62.629722,62.629722,0.00000000,4.723967,9.79
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,27-Feb-2008,N/A,102.420000,102.310110,-0.10989000,4.694682,7.86
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,27-Feb-2008,N/A,62.530496,62.530496,0.00000000,4.740162,9.79
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,27-Feb-2008,N/A,61.803382,61.803382,0.00000000,4.739423,10.04
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,27-Feb-2008,N/A,61.050229,61.050229,0.00000000,4.745349,10.28
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,27-Feb-2008,N/A,60.307509,60.307509,0.00000000,4.749693,10.52
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,27-Feb-2008,N/A,59.572164,59.572164,0.00000000,4.755185,10.77
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,27-Feb-2008,N/A,58.837224,58.837224,0.00000000,4.760691,11.01
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,27-Feb-2008,N/A,58.103723,58.103723,0.00000000,4.768167,11.25
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,27-Feb-2008,N/A,57.377714,57.377714,0.00000000,4.774554,11.50
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,27-Feb-2008,N/A,56.772921,56.772921,0.00000000,4.764838,11.74
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,27-Feb-2008,N/A,100.180000,100.075604,-0.10439600,4.730337,9.09
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,27-Feb-2008,N/A,56.703413,56.703413,0.00000000,4.775272,11.74
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,27-Feb-2008,N/A,55.907194,55.907194,0.00000000,4.794332,11.99
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,27-Feb-2008,N/A,55.056437,55.056437,0.00000000,4.823355,12.23
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,27-Feb-2008,N/A,54.301155,54.301155,0.00000000,4.838097,12.47
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,27-Feb-2008,N/A,53.551915,53.551915,0.00000000,4.853845,12.71
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,27-Feb-2008,N/A,131.140000,132.954208,1.81420800,4.799502,8.74
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,27-Feb-2008,N/A,52.865518,52.865518,0.00000000,4.860411,12.96
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,27-Feb-2008,N/A,52.860806,52.860806,0.00000000,4.861098,12.96
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,27-Feb-2008,N/A,52.224924,52.224924,0.00000000,4.862271,13.20
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,27-Feb-2008,N/A,51.629215,51.629215,0.00000000,4.857824,13.45
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,27-Feb-2008,N/A,51.052515,51.052515,0.00000000,4.852661,13.69
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,27-Feb-2008,N/A,50.494692,50.494692,0.00000000,4.845055,13.94
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,27-Feb-2008,N/A,49.934055,49.934055,0.00000000,4.839810,14.18
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,27-Feb-2008,N/A,49.395860,49.395860,0.00000000,4.831641,14.42
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,27-Feb-2008,N/A,48.859183,48.859183,0.00000000,4.825152,14.67
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,27-Feb-2008,N/A,48.366124,48.366124,0.00000000,4.812839,14.91
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,27-Feb-2008,N/A,47.904008,47.904008,0.00000000,4.798128,15.16
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,27-Feb-2008,N/A,47.398779,47.398779,0.00000000,4.789623,15.40
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,27-Feb-2008,N/A,46.913509,46.913509,0.00000000,4.780145,15.65
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,27-Feb-2008,N/A,46.443471,46.443471,0.00000000,4.768827,15.89
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,27-Feb-2008,N/A,45.935022,45.935022,0.00000000,4.764394,16.14
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,27-Feb-2008,N/A,45.460931,45.460931,0.00000000,4.755510,16.38
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,27-Feb-2008,N/A,44.964178,44.964178,0.00000000,4.751276,16.63
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,27-Feb-2008,N/A,45.061359,45.061359,0.00000000,4.738292,16.63
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,27-Feb-2008,N/A,103.200000,103.090110,-0.10989000,4.724411,11.49
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,27-Feb-2008,N/A,44.423394,44.423394,0.00000000,4.753067,16.87
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,27-Feb-2008,N/A,43.919245,43.919245,0.00000000,4.751480,17.12
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,27-Feb-2008,N/A,43.453383,43.453383,0.00000000,4.744946,17.36
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,27-Feb-2008,N/A,42.926187,42.926187,0.00000000,4.748021,17.60
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,27-Feb-2008,N/A,42.446088,42.446088,0.00000000,4.744981,17.85
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,27-Feb-2008,N/A,41.974209,41.974209,0.00000000,4.742295,18.09
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,27-Feb-2008,N/A,41.488598,41.488598,0.00000000,4.741536,18.34
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,27-Feb-2008,N/A,41.022429,41.022429,0.00000000,4.739613,18.58
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,27-Feb-2008,N/A,40.570341,40.570341,0.00000000,4.735961,18.83
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,27-Feb-2008,N/A,40.097320,40.097320,0.00000000,4.736403,19.07
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,27-Feb-2008,N/A,39.851806,39.851806,0.00000000,4.707312,19.32
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,27-Feb-2008,N/A,94.060000,95.023798,0.96379800,4.714685,12.91
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,27-Feb-2008,N/A,39.665559,39.665559,0.00000000,4.731562,19.32
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,27-Feb-2008,N/A,39.262428,39.262428,0.00000000,4.724314,19.56
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,27-Feb-2008,N/A,38.786427,38.786427,0.00000000,4.726667,19.81
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,27-Feb-2008,N/A,38.343269,38.343269,0.00000000,4.726021,20.05
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,27-Feb-2008,N/A,37.931978,37.931978,0.00000000,4.721333,20.29
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,27-Feb-2008,N/A,37.899945,37.899945,0.00000000,4.725496,20.29
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,27-Feb-2008,N/A,116.590000,117.950656,1.36065600,4.735784,12.37
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,27-Feb-2008,N/A,37.564583,37.564583,0.00000000,4.712202,20.54
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,27-Feb-2008,N/A,37.154407,37.154407,0.00000000,4.708725,20.78
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,27-Feb-2008,N/A,36.826146,36.826146,0.00000000,4.695871,21.03
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,27-Feb-2008,N/A,36.459045,36.459045,0.00000000,4.688146,21.27
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,27-Feb-2008,N/A,36.128456,36.128456,0.00000000,4.676906,21.52
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,27-Feb-2008,N/A,35.747244,35.747244,0.00000000,4.672277,21.76
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,27-Feb-2008,N/A,35.427789,35.427789,0.00000000,4.660862,22.01
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,27-Feb-2008,N/A,35.057663,35.057663,0.00000000,4.656038,22.26
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,27-Feb-2008,N/A,100.620000,101.697186,1.07718600,4.704851,13.71
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,27-Feb-2008,N/A,35.064906,35.064906,0.00000000,4.655110,22.26
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,27-Feb-2008,N/A,34.766511,34.766511,0.00000000,4.642217,22.50
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,27-Feb-2008,N/A,34.437129,34.437129,0.00000000,4.633376,22.75
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,27-Feb-2008,N/A,34.137699,34.137699,0.00000000,4.621801,22.99
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,27-Feb-2008,N/A,33.805497,33.805497,0.00000000,4.614480,23.24
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,27-Feb-2008,N/A,33.522536,33.522536,0.00000000,4.601948,23.48
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,27-Feb-2008,N/A,33.204485,33.204485,0.00000000,4.593948,23.73
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,27-Feb-2008,N/A,33.253087,33.253087,0.00000000,4.587784,23.73
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,27-Feb-2008,N/A,94.330000,95.293798,0.96379800,4.641391,14.60
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,27-Feb-2008,N/A,32.872646,32.872646,0.00000000,4.588715,23.97
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,27-Feb-2008,N/A,32.566275,32.566275,0.00000000,4.580312,24.22
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,27-Feb-2008,N/A,32.264085,32.264085,0.00000000,4.572371,24.46
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,27-Feb-2008,N/A,31.943598,31.943598,0.00000000,4.566803,24.71
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,27-Feb-2008,N/A,31.651075,31.651075,0.00000000,4.558657,24.95
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,27-Feb-2008,N/A,31.346974,31.346974,0.00000000,4.552028,25.20
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,27-Feb-2008,N/A,31.063627,31.063627,0.00000000,4.543711,25.44
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,27-Feb-2008,N/A,30.762682,30.762682,0.00000000,4.537666,25.69
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,27-Feb-2008,N/A,30.464767,30.464767,0.00000000,4.532152,25.93
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,27-Feb-2008,N/A,30.183297,30.183297,0.00000000,4.524598,26.18
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,27-Feb-2008,N/A,29.958228,29.958228,0.00000000,4.510804,26.43
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,27-Feb-2008,N/A,29.680317,29.680317,0.00000000,4.503728,26.67
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,27-Feb-2008,N/A,29.384022,29.384022,0.00000000,4.499842,26.92
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,27-Feb-2008,N/A,29.128542,29.128542,0.00000000,4.490831,27.16
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,27-Feb-2008,N/A,28.855583,28.855583,0.00000000,4.484874,27.41
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,27-Feb-2008,N/A,28.957228,28.957228,0.00000000,4.472045,27.41
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,27-Feb-2008,N/A,94.930000,94.836593,-0.09340700,4.572828,15.97
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,27-Feb-2008,N/A,28.575689,28.575689,0.00000000,4.479824,27.65
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,27-Feb-2008,N/A,28.020260,28.020260,0.00000000,4.470858,28.14
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,27-Feb-2008,N/A,27.467975,27.467975,0.00000000,4.463171,28.63
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,27-Feb-2008,N/A,26.940213,26.940213,0.00000000,4.454004,29.12
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,27-Feb-2008,N/A,26.436784,26.436784,0.00000000,4.443327,29.62
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,27-Feb-2008,N/A,25.929842,25.929842,0.00000000,4.434652,30.11
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,27-Feb-2008,N/A,25.995934,25.995934,0.00000000,4.426197,30.11
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,27-Feb-2008,N/A,103.190000,104.267186,1.07718600,4.555820,16.16
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,27-Feb-2008,N/A,25.400373,25.400373,0.00000000,4.430402,30.60
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,27-Feb-2008,N/A,24.884271,24.884271,0.00000000,4.425955,31.09
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,27-Feb-2008,N/A,24.383195,24.383195,0.00000000,4.421057,31.58
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,27-Feb-2008,N/A,23.898538,23.898538,0.00000000,4.415482,32.07
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,27-Feb-2008,N/A,23.415679,23.415679,0.00000000,4.411102,32.56
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,27-Feb-2008,N/A,22.986114,22.986114,0.00000000,4.401115,33.05
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,27-Feb-2008,N/A,22.565046,22.565046,0.00000000,4.391338,33.54
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,27-Feb-2008,N/A,22.116346,22.116346,0.00000000,4.386536,34.03
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,27-Feb-2008,N/A,99.440000,100.460492,1.02049200,4.531786,17.27
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,27-Feb-2008,N/A,22.140508,22.140508,0.00000000,4.383327,34.03
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,27-Feb-2008,N/A,21.709588,21.709588,0.00000000,4.377460,34.52
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,27-Feb-2008,N/A,21.332495,21.332495,0.00000000,4.365667,35.01
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,27-Feb-2008,N/A,20.919373,20.919373,0.00000000,4.359927,35.50
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,27-Feb-2008,N/A,20.531308,20.531308,0.00000000,4.352033,35.99
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,27-Feb-2008,N/A,20.154523,20.154523,0.00000000,4.343797,36.48
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,27-Feb-2008,N/A,19.775007,19.775007,0.00000000,4.337098,36.97
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,27-Feb-2008,N/A,19.413935,19.413935,0.00000000,4.329021,37.46
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,27-Feb-2008,N/A,19.106484,19.106484,0.00000000,4.314659,37.95
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,27-Feb-2008,N/A,95.630000,96.593798,0.96379800,4.488558,18.31
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,27-Feb-2008,N/A,19.050447,19.050447,0.00000000,4.322398,37.95
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,27-Feb-2008,N/A,18.741353,18.741353,0.00000000,4.309330,38.44
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,27-Feb-2008,N/A,18.420438,18.420438,0.00000000,4.298938,38.94
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,27-Feb-2008,N/A,18.119981,18.119981,0.00000000,4.286710,39.43
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,27-Feb-2008,N/A,17.808761,17.808761,0.00000000,4.276984,39.92
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,27-Feb-2008,N/A,17.510174,17.510174,0.00000000,4.266464,40.41
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,27-Feb-2008,N/A,17.207895,17.207895,0.00000000,4.257432,40.90
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,27-Feb-2008,N/A,16.928361,16.928361,0.00000000,4.246112,41.39
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,27-Feb-2008,N/A,16.607102,16.607102,0.00000000,4.241699,41.88
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,27-Feb-2008,N/A,16.353269,16.353269,0.00000000,4.228521,42.38
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,27-Feb-2008,N/A,16.097606,16.097606,0.00000000,4.216473,42.87
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,27-Feb-2008,N/A,15.851124,15.851124,0.00000000,4.203943,43.36
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,27-Feb-2008,N/A,15.587827,15.587827,0.00000000,4.194703,43.85
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,27-Feb-2008,N/A,15.324397,15.324397,0.00000000,4.186332,44.35
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,27-Feb-2008,N/A,15.064768,15.064768,0.00000000,4.178239,44.84
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,27-Feb-2008,N/A,14.812748,14.812748,0.00000000,4.169844,45.33
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,27-Feb-2008,N/A,14.584409,14.584409,0.00000000,4.158714,45.82
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,27-Feb-2008,N/A,14.376022,14.376022,0.00000000,4.145350,46.31
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,27-Feb-2008,N/A,14.237117,14.237117,0.00000000,4.122264,46.81
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,27-Feb-2008,N/A,14.146427,14.146427,0.00000000,4.135917,46.81
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,27-Feb-2008,N/A,97.030000,97.993798,0.96379800,4.399042,19.81
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-2008,28-Feb-2008,N/A,100.000000,100.000000,0.00000000,0.000000,0.00
5% Treasury Stock 2008,GB0031734154,07-Mar-2008,28-Feb-2008,N/A,100.000000,100.000000,0.00000000,0.000000,0.00
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-2008,28-Feb-2008,N/A,100.000000,100.000000,0.00000000,0.000000,0.00
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,28-Feb-2008,N/A,98.782168,98.782168,0.00000000,4.581618,0.26
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,28-Feb-2008,N/A,97.675804,97.675804,0.00000000,4.580738,0.51
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,28-Feb-2008,N/A,100.380000,100.228901,-0.15109900,4.765571,0.52
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,28-Feb-2008,N/A,102.560000,105.978033,3.41803300,4.746598,0.59
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,28-Feb-2008,N/A,96.626779,96.626779,0.00000000,4.503509,0.75
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,28-Feb-2008,N/A,95.786314,95.786314,0.00000000,4.268727,1.00
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,28-Feb-2008,N/A,99.710000,99.633077,-0.07692300,4.294701,0.99
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,28-Feb-2008,N/A,95.770883,95.770883,0.00000000,4.284872,1.00
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,28-Feb-2008,N/A,94.791877,94.791877,0.00000000,4.254523,1.24
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,28-Feb-2008,N/A,93.835775,93.835775,0.00000000,4.232063,1.49
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,28-Feb-2008,N/A,105.520000,108.970549,3.45054900,4.319331,1.43
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,28-Feb-2008,N/A,92.912365,92.912365,0.00000000,4.195549,1.73
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,28-Feb-2008,N/A,102.630000,103.949672,1.31967200,4.188899,1.65
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,28-Feb-2008,N/A,92.875004,92.875004,0.00000000,4.218743,1.73
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,28-Feb-2008,N/A,91.895966,91.895966,0.00000000,4.229510,1.98
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,28-Feb-2008,N/A,91.003945,91.003945,0.00000000,4.195241,2.22
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,28-Feb-2008,N/A,101.250000,102.340164,1.09016400,4.164480,2.11
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,28-Feb-2008,N/A,90.952330,90.952330,0.00000000,4.220754,2.22
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,28-Feb-2008,N/A,89.991214,89.991214,0.00000000,4.230241,2.47
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,28-Feb-2008,N/A,105.390000,107.038352,1.64835200,4.142970,2.47
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,28-Feb-2008,N/A,89.035295,89.035295,0.00000000,4.236178,2.71
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,28-Feb-2008,N/A,88.037540,88.037540,0.00000000,4.264678,2.96
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,28-Feb-2008,N/A,99.980000,99.898269,-0.08173100,4.257447,2.81
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,28-Feb-2008,N/A,88.043070,88.043070,0.00000000,4.262553,2.96
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,28-Feb-2008,N/A,87.094861,87.094861,0.00000000,4.269756,3.20
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,28-Feb-2008,N/A,114.670000,115.856813,1.18681300,4.274173,2.92
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,28-Feb-2008,N/A,86.183118,86.183118,0.00000000,4.270186,3.45
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,28-Feb-2008,N/A,85.261375,85.261375,0.00000000,4.273880,3.69
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,28-Feb-2008,N/A,111.760000,112.483901,0.72390100,4.436321,3.38
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,28-Feb-2008,N/A,84.315497,84.315497,0.00000000,4.290070,3.93
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,28-Feb-2008,N/A,84.349127,84.349127,0.00000000,4.279935,3.94
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,28-Feb-2008,N/A,102.740000,102.643846,-0.09615400,4.251457,3.62
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,28-Feb-2008,N/A,83.267094,83.267094,0.00000000,4.334251,4.18
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,28-Feb-2008,N/A,103.660000,104.864918,1.20491800,4.300890,3.77
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,28-Feb-2008,N/A,83.319984,83.319984,0.00000000,4.319060,4.18
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,28-Feb-2008,N/A,118.360000,118.928681,0.56868100,4.398446,3.72
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,28-Feb-2008,N/A,82.370643,82.370643,0.00000000,4.337835,4.42
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,28-Feb-2008,N/A,81.390530,81.390530,0.00000000,4.363267,4.67
4½% Treasury Gilt 2013,GB00B29WRG55,07-Mar-2013,28-Feb-2008,N/A,100.530000,100.530000,0.00000000,4.380872,4.44
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,28-Feb-2008,N/A,80.445344,80.445344,0.00000000,4.382496,4.91
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,28-Feb-2008,N/A,79.473146,79.473146,0.00000000,4.407048,5.16
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,28-Feb-2008,N/A,78.523730,78.523730,0.00000000,4.428813,5.40
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,28-Feb-2008,N/A,117.480000,120.886593,3.40659300,4.425869,4.46
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,28-Feb-2008,N/A,77.582704,77.582704,0.00000000,4.447411,5.64
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,28-Feb-2008,N/A,137.980000,140.570164,2.59016400,4.472016,4.39
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,28-Feb-2008,N/A,76.690693,76.690693,0.00000000,4.457990,5.89
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,28-Feb-2008,N/A,75.750075,75.750075,0.00000000,4.478578,6.13
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,28-Feb-2008,N/A,74.859037,74.859037,0.00000000,4.491368,6.38
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,28-Feb-2008,N/A,103.050000,102.953846,-0.09615400,4.455954,5.54
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,28-Feb-2008,N/A,74.853194,74.853194,0.00000000,4.492592,6.38
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,28-Feb-2008,N/A,73.921074,73.921074,0.00000000,4.513247,6.62
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,28-Feb-2008,N/A,72.987558,72.987558,0.00000000,4.536667,6.86
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,28-Feb-2008,N/A,72.087282,72.087282,0.00000000,4.552701,7.11
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,28-Feb-2008,N/A,71.238459,71.238459,0.00000000,4.561507,7.35
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,28-Feb-2008,N/A,101.380000,101.288654,-0.09134600,4.531547,6.28
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,28-Feb-2008,N/A,71.201712,71.201712,0.00000000,4.568526,7.35
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,28-Feb-2008,N/A,121.980000,123.816066,1.83606600,4.601721,5.91
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,28-Feb-2008,N/A,70.137071,70.137071,0.00000000,4.617441,7.60
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,28-Feb-2008,N/A,70.023850,70.023850,0.00000000,4.638713,7.59
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,28-Feb-2008,N/A,69.382321,69.382321,0.00000000,4.610610,7.84
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,28-Feb-2008,N/A,68.615172,68.615172,0.00000000,4.606470,8.08
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,28-Feb-2008,N/A,67.970092,67.970092,0.00000000,4.583868,8.33
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,28-Feb-2008,N/A,96.040000,95.963077,-0.07692300,4.566443,7.12
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,28-Feb-2008,N/A,67.837187,67.837187,0.00000000,4.607371,8.33
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,28-Feb-2008,N/A,67.005801,67.005801,0.00000000,4.617707,8.57
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,28-Feb-2008,N/A,66.211583,66.211583,0.00000000,4.624154,8.82
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,28-Feb-2008,N/A,65.402218,65.402218,0.00000000,4.633125,9.06
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,28-Feb-2008,N/A,131.090000,131.186154,0.09615400,4.658658,6.87
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,28-Feb-2008,N/A,64.637481,64.637481,0.00000000,4.637089,9.30
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,28-Feb-2008,N/A,63.882643,63.882643,0.00000000,4.639483,9.55
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,28-Feb-2008,N/A,63.254551,63.254551,0.00000000,4.623881,9.79
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,28-Feb-2008,N/A,103.220000,103.123846,-0.09615400,4.595500,7.87
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,28-Feb-2008,N/A,63.151024,63.151024,0.00000000,4.640608,9.79
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,28-Feb-2008,N/A,62.401480,62.401480,0.00000000,4.644726,10.04
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,28-Feb-2008,N/A,61.653042,61.653042,0.00000000,4.651002,10.28
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,28-Feb-2008,N/A,60.910826,60.910826,0.00000000,4.656316,10.53
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,28-Feb-2008,N/A,60.173084,60.173084,0.00000000,4.663155,10.77
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,28-Feb-2008,N/A,59.456585,59.456585,0.00000000,4.666756,11.01
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,28-Feb-2008,N/A,58.729796,58.729796,0.00000000,4.674081,11.26
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,28-Feb-2008,N/A,58.029434,58.029434,0.00000000,4.677453,11.50
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,28-Feb-2008,N/A,57.425709,57.425709,0.00000000,4.668577,11.75
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,28-Feb-2008,N/A,101.050000,100.958654,-0.09134600,4.635193,9.11
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,28-Feb-2008,N/A,57.360395,57.360395,0.00000000,4.678267,11.74
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,28-Feb-2008,N/A,56.541314,56.541314,0.00000000,4.701314,11.99
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,28-Feb-2008,N/A,55.702428,55.702428,0.00000000,4.729024,12.23
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,28-Feb-2008,N/A,54.949396,54.949396,0.00000000,4.743991,12.47
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,28-Feb-2008,N/A,54.193144,54.193144,0.00000000,4.761259,12.72
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,28-Feb-2008,N/A,132.230000,134.066066,1.83606600,4.705799,8.76
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,28-Feb-2008,N/A,53.499439,53.499439,0.00000000,4.769438,12.96
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,28-Feb-2008,N/A,53.502752,53.502752,0.00000000,4.768961,12.96
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,28-Feb-2008,N/A,52.873766,52.873766,0.00000000,4.769739,13.20
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,28-Feb-2008,N/A,52.277733,52.277733,0.00000000,4.765969,13.45
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,28-Feb-2008,N/A,51.703221,51.703221,0.00000000,4.761110,13.69
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,28-Feb-2008,N/A,51.124255,51.124255,0.00000000,4.757081,13.94
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,28-Feb-2008,N/A,50.578526,50.578526,0.00000000,4.750296,14.18
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,28-Feb-2008,N/A,50.043032,50.043032,0.00000000,4.742310,14.43
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,28-Feb-2008,N/A,49.506544,49.506544,0.00000000,4.736312,14.67
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,28-Feb-2008,N/A,48.993086,48.993086,0.00000000,4.727356,14.92
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,28-Feb-2008,N/A,48.525872,48.525872,0.00000000,4.713901,15.16
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,28-Feb-2008,N/A,48.013600,48.013600,0.00000000,4.706801,15.41
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,28-Feb-2008,N/A,47.540790,47.540790,0.00000000,4.696094,15.65
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,28-Feb-2008,N/A,47.072194,47.072194,0.00000000,4.685039,15.90
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,28-Feb-2008,N/A,46.556726,46.556726,0.00000000,4.681891,16.14
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,28-Feb-2008,N/A,46.089682,46.089682,0.00000000,4.672458,16.39
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,28-Feb-2008,N/A,45.617741,45.617741,0.00000000,4.665266,16.63
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,28-Feb-2008,N/A,45.673892,45.673892,0.00000000,4.657870,16.63
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,28-Feb-2008,N/A,104.190000,104.093846,-0.09615400,4.641297,11.52
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,28-Feb-2008,N/A,45.045426,45.045426,0.00000000,4.671416,16.88
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,28-Feb-2008,N/A,44.532716,44.532716,0.00000000,4.671190,17.12
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,28-Feb-2008,N/A,44.078385,44.078385,0.00000000,4.663431,17.37
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,28-Feb-2008,N/A,43.558906,43.558906,0.00000000,4.665639,17.61
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,28-Feb-2008,N/A,43.068869,43.068869,0.00000000,4.664101,17.85
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,28-Feb-2008,N/A,42.603382,42.603382,0.00000000,4.660778,18.10
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,28-Feb-2008,N/A,42.111943,42.111943,0.00000000,4.660919,18.34
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,28-Feb-2008,N/A,41.650151,41.650151,0.00000000,4.658584,18.59
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,28-Feb-2008,N/A,41.184035,41.184035,0.00000000,4.656902,18.83
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,28-Feb-2008,N/A,40.719429,40.719429,0.00000000,4.656350,19.08
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,28-Feb-2008,N/A,40.586312,40.586312,0.00000000,4.613442,19.32
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,28-Feb-2008,N/A,95.070000,96.045410,0.97541000,4.632976,12.95
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,28-Feb-2008,N/A,40.272622,40.272622,0.00000000,4.653596,19.32
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,28-Feb-2008,N/A,39.904564,39.904564,0.00000000,4.642037,19.57
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,28-Feb-2008,N/A,39.432793,39.432793,0.00000000,4.643867,19.81
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,28-Feb-2008,N/A,39.006655,39.006655,0.00000000,4.641107,20.05
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,28-Feb-2008,N/A,38.566338,38.566338,0.00000000,4.640242,20.30
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,28-Feb-2008,N/A,38.543555,38.543555,0.00000000,4.643153,20.30
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,28-Feb-2008,N/A,117.810000,119.187049,1.37704900,4.652647,12.41
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,28-Feb-2008,N/A,38.201913,38.201913,0.00000000,4.630915,20.54
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,28-Feb-2008,N/A,37.779646,37.779646,0.00000000,4.629049,20.79
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,28-Feb-2008,N/A,37.450343,37.450343,0.00000000,4.616553,21.03
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,28-Feb-2008,N/A,37.088783,37.088783,0.00000000,4.608252,21.28
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,28-Feb-2008,N/A,36.749799,36.749799,0.00000000,4.598260,21.52
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,28-Feb-2008,N/A,36.378296,36.378296,0.00000000,4.592461,21.77
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,28-Feb-2008,N/A,36.048857,36.048857,0.00000000,4.582482,22.01
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,28-Feb-2008,N/A,35.703647,35.703647,0.00000000,4.574567,22.26
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,28-Feb-2008,N/A,101.740000,102.830164,1.09016400,4.625125,13.77
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,28-Feb-2008,N/A,35.693602,35.693602,0.00000000,4.575831,22.26
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,28-Feb-2008,N/A,35.386674,35.386674,0.00000000,4.564201,22.51
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,28-Feb-2008,N/A,35.059673,35.059673,0.00000000,4.555167,22.75
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,28-Feb-2008,N/A,34.755865,34.755865,0.00000000,4.544295,23.00
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,28-Feb-2008,N/A,34.425514,34.425514,0.00000000,4.536809,23.24
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,28-Feb-2008,N/A,34.125600,34.125600,0.00000000,4.526554,23.49
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,28-Feb-2008,N/A,33.803604,33.803604,0.00000000,4.519112,23.73
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,28-Feb-2008,N/A,33.875035,33.875035,0.00000000,4.510218,23.74
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,28-Feb-2008,N/A,95.450000,96.425410,0.97541000,4.561533,14.66
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,28-Feb-2008,N/A,33.485058,33.485058,0.00000000,4.512241,23.98
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,28-Feb-2008,N/A,33.159868,33.159868,0.00000000,4.506245,24.22
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,28-Feb-2008,N/A,32.854521,32.854521,0.00000000,4.498752,24.47
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,28-Feb-2008,N/A,32.534150,32.534150,0.00000000,4.493171,24.72
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,28-Feb-2008,N/A,32.239073,32.239073,0.00000000,4.485392,24.96
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,28-Feb-2008,N/A,31.926739,31.926739,0.00000000,4.479798,25.21
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,28-Feb-2008,N/A,31.644257,31.644257,0.00000000,4.471417,25.45
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,28-Feb-2008,N/A,31.338971,31.338971,0.00000000,4.465903,25.70
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,28-Feb-2008,N/A,31.035521,31.035521,0.00000000,4.461060,25.94
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,28-Feb-2008,N/A,30.753411,30.753411,0.00000000,4.453597,26.19
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,28-Feb-2008,N/A,30.527128,30.527128,0.00000000,4.440087,26.43
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,28-Feb-2008,N/A,30.247089,30.247089,0.00000000,4.433271,26.68
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,28-Feb-2008,N/A,29.950251,29.950251,0.00000000,4.429391,26.92
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,28-Feb-2008,N/A,29.691836,29.691836,0.00000000,4.420770,27.17
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,28-Feb-2008,N/A,29.417099,29.417099,0.00000000,4.415005,27.41
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,28-Feb-2008,N/A,29.515218,29.515218,0.00000000,4.402858,27.42
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,28-Feb-2008,N/A,96.110000,96.028269,-0.08173100,4.495587,16.05
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,28-Feb-2008,N/A,29.134659,29.134659,0.00000000,4.410215,27.66
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,28-Feb-2008,N/A,28.573165,28.573165,0.00000000,4.401863,28.15
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,28-Feb-2008,N/A,28.013590,28.013590,0.00000000,4.394907,28.64
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,28-Feb-2008,N/A,27.476687,27.476687,0.00000000,4.386721,29.13
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,28-Feb-2008,N/A,26.975895,26.975895,0.00000000,4.375572,29.62
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,28-Feb-2008,N/A,26.464647,26.464647,0.00000000,4.367243,30.11
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,28-Feb-2008,N/A,26.530324,26.530324,0.00000000,4.359012,30.11
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,28-Feb-2008,N/A,104.460000,105.550164,1.09016400,4.481080,16.24
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,28-Feb-2008,N/A,25.932126,25.932126,0.00000000,4.363080,30.60
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,28-Feb-2008,N/A,25.402738,25.402738,0.00000000,4.360008,31.09
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,28-Feb-2008,N/A,24.878439,24.878439,0.00000000,4.357759,31.58
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,28-Feb-2008,N/A,24.380829,24.380829,0.00000000,4.353548,32.07
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,28-Feb-2008,N/A,23.881044,23.881044,0.00000000,4.351023,32.56
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,28-Feb-2008,N/A,23.408090,23.408090,0.00000000,4.346429,33.05
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,28-Feb-2008,N/A,22.952841,22.952841,0.00000000,4.340886,33.54
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,28-Feb-2008,N/A,22.592341,22.592341,0.00000000,4.324309,34.03
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,28-Feb-2008,N/A,100.690000,101.722787,1.03278700,4.460409,17.38
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,28-Feb-2008,N/A,22.502504,22.502504,0.00000000,4.336016,34.03
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,28-Feb-2008,N/A,22.110978,22.110978,0.00000000,4.324731,34.52
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,28-Feb-2008,N/A,21.675876,21.675876,0.00000000,4.320393,35.01
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,28-Feb-2008,N/A,21.344750,21.344750,0.00000000,4.303556,35.51
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,28-Feb-2008,N/A,20.878779,20.878779,0.00000000,4.305732,36.00
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,28-Feb-2008,N/A,20.468469,20.468469,0.00000000,4.301751,36.49
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,28-Feb-2008,N/A,20.052684,20.052684,0.00000000,4.299700,36.98
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,28-Feb-2008,N/A,19.712814,19.712814,0.00000000,4.288553,37.47
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,28-Feb-2008,N/A,19.533311,19.533311,0.00000000,4.256760,37.96
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,28-Feb-2008,N/A,96.900000,97.875410,0.97541000,4.417463,18.43
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,28-Feb-2008,N/A,19.377564,19.377564,0.00000000,4.277848,37.96
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,28-Feb-2008,N/A,19.066777,19.066777,0.00000000,4.264857,38.45
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,28-Feb-2008,N/A,18.745102,18.745102,0.00000000,4.254366,38.94
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,28-Feb-2008,N/A,18.418506,18.418506,0.00000000,4.245561,39.43
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,28-Feb-2008,N/A,18.139778,18.139778,0.00000000,4.231141,39.93
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,28-Feb-2008,N/A,17.834035,17.834035,0.00000000,4.221401,40.42
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,28-Feb-2008,N/A,17.632078,17.632078,0.00000000,4.198183,40.91
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,28-Feb-2008,N/A,17.345031,17.345031,0.00000000,4.187652,41.40
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,28-Feb-2008,N/A,17.020109,17.020109,0.00000000,4.183328,41.89
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,28-Feb-2008,N/A,16.808069,16.808069,0.00000000,4.164066,42.39
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,28-Feb-2008,N/A,16.452689,16.452689,0.00000000,4.165847,42.88
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,28-Feb-2008,N/A,16.192994,16.192994,0.00000000,4.154998,43.37
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,28-Feb-2008,N/A,15.927655,15.927655,0.00000000,4.145786,43.86
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,28-Feb-2008,N/A,15.658777,15.658777,0.00000000,4.137914,44.35
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,28-Feb-2008,N/A,15.429275,15.429275,0.00000000,4.125173,44.85
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,28-Feb-2008,N/A,15.139993,15.139993,0.00000000,4.121888,45.34
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,28-Feb-2008,N/A,14.911198,14.911198,0.00000000,4.110601,45.83
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,28-Feb-2008,N/A,14.654396,14.654396,0.00000000,4.104183,46.32
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,28-Feb-2008,N/A,14.551383,14.551383,0.00000000,4.075860,46.82
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,28-Feb-2008,N/A,14.365032,14.365032,0.00000000,4.103393,46.81
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,28-Feb-2008,N/A,98.400000,99.375410,0.97541000,4.329269,19.98
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-2008,29-Feb-2008,N/A,100.000000,100.000000,0.00000000,0.000000,0.00
5% Treasury Stock 2008,GB0031734154,07-Mar-2008,29-Feb-2008,N/A,100.000000,100.000000,0.00000000,0.000000,0.00
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-2008,29-Feb-2008,N/A,100.000000,100.000000,0.00000000,0.000000,0.00
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,29-Feb-2008,N/A,98.837486,98.837486,0.00000000,4.508105,0.26
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,29-Feb-2008,N/A,97.736560,97.736560,0.00000000,4.530990,0.50
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,29-Feb-2008,N/A,100.430000,100.324231,-0.10576900,4.654685,0.51
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,29-Feb-2008,N/A,102.600000,106.091803,3.49180300,4.627365,0.58
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,29-Feb-2008,N/A,96.710566,96.710566,0.00000000,4.436224,0.75
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,29-Feb-2008,N/A,95.926408,95.926408,0.00000000,4.156279,0.99
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,29-Feb-2008,N/A,99.830000,99.786044,-0.04395600,4.173945,0.98
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,29-Feb-2008,N/A,95.910359,95.910359,0.00000000,4.173174,0.99
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,29-Feb-2008,N/A,94.958714,94.958714,0.00000000,4.140202,1.24
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,29-Feb-2008,N/A,94.035548,94.035548,0.00000000,4.111698,1.48
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,29-Feb-2008,N/A,105.700000,109.216484,3.51648400,4.185567,1.42
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,29-Feb-2008,N/A,93.144545,93.144545,0.00000000,4.070712,1.73
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,29-Feb-2008,N/A,102.850000,104.216803,1.36680300,4.053739,1.65
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,29-Feb-2008,N/A,93.102336,93.102336,0.00000000,4.096957,1.73
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,29-Feb-2008,N/A,92.145918,92.145918,0.00000000,4.109134,1.97
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,29-Feb-2008,N/A,91.320390,91.320390,0.00000000,4.053991,2.22
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,29-Feb-2008,N/A,101.550000,102.679098,1.12909800,4.023581,2.11
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,29-Feb-2008,N/A,91.227935,91.227935,0.00000000,4.099678,2.22
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,29-Feb-2008,N/A,90.324826,90.324826,0.00000000,4.093836,2.46
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,29-Feb-2008,N/A,105.760000,107.459863,1.69986300,3.997357,2.47
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,29-Feb-2008,N/A,89.403757,89.403757,0.00000000,4.096254,2.71
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,29-Feb-2008,N/A,88.448688,88.448688,0.00000000,4.118485,2.95
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,29-Feb-2008,N/A,100.380000,100.333297,-0.04670300,4.114697,2.80
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,29-Feb-2008,N/A,88.462215,88.462215,0.00000000,4.113302,2.95
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,29-Feb-2008,N/A,87.539870,87.539870,0.00000000,4.121093,3.20
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,29-Feb-2008,N/A,115.120000,116.380989,1.26098900,4.131094,2.91
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,29-Feb-2008,N/A,86.634207,86.634207,0.00000000,4.128502,3.44
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,29-Feb-2008,N/A,85.726436,85.726436,0.00000000,4.135663,3.69
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,29-Feb-2008,N/A,112.280000,113.067775,0.78777500,4.293494,3.37
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,29-Feb-2008,N/A,84.795831,84.795831,0.00000000,4.154357,3.93
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,29-Feb-2008,N/A,84.827178,84.827178,0.00000000,4.144951,3.93
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,29-Feb-2008,N/A,103.260000,103.205055,-0.05494500,4.110246,3.62
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,29-Feb-2008,N/A,83.540063,83.540063,0.00000000,4.264237,4.17
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,29-Feb-2008,N/A,104.220000,105.467951,1.24795100,4.157638,3.76
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,29-Feb-2008,N/A,83.828687,83.828687,0.00000000,4.181611,4.18
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,29-Feb-2008,N/A,118.950000,119.592857,0.64285700,4.258130,3.72
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,29-Feb-2008,N/A,82.894014,82.894014,0.00000000,4.202438,4.42
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,29-Feb-2008,N/A,81.952299,81.952299,0.00000000,4.223320,4.66
4½% Treasury Gilt 2013,GB00B29WRG55,07-Mar-2013,29-Feb-2008,N/A,101.130000,101.130000,0.00000000,4.246966,4.45
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,29-Feb-2008,N/A,81.053055,81.053055,0.00000000,4.236355,4.91
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,29-Feb-2008,N/A,80.109949,80.109949,0.00000000,4.259038,5.15
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,29-Feb-2008,N/A,79.177177,79.177177,0.00000000,4.281856,5.40
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,29-Feb-2008,N/A,118.210000,121.682527,3.47252700,4.286732,4.46
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,29-Feb-2008,N/A,78.254783,78.254783,0.00000000,4.300844,5.64
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,29-Feb-2008,N/A,138.790000,141.478525,2.68852500,4.333464,4.39
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,29-Feb-2008,N/A,77.364726,77.364726,0.00000000,4.315399,5.88
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,29-Feb-2008,N/A,76.434152,76.434152,0.00000000,4.337779,6.13
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,29-Feb-2008,N/A,75.504236,75.504236,0.00000000,4.362391,6.37
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,29-Feb-2008,N/A,103.840000,103.785055,-0.05494500,4.317263,5.54
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,29-Feb-2008,N/A,75.494776,75.494776,0.00000000,4.364357,6.37
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,29-Feb-2008,N/A,74.583737,74.583737,0.00000000,4.383866,6.62
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,29-Feb-2008,N/A,73.662677,73.662677,0.00000000,4.407796,6.86
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,29-Feb-2008,N/A,72.773626,72.773626,0.00000000,4.424486,7.11
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,29-Feb-2008,N/A,71.906995,71.906995,0.00000000,4.439409,7.35
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,29-Feb-2008,N/A,102.250000,102.197802,-0.05219800,4.395119,6.28
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,29-Feb-2008,N/A,71.925349,71.925349,0.00000000,4.435935,7.35
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,29-Feb-2008,N/A,122.980000,124.881639,1.90163900,4.462919,5.91
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,29-Feb-2008,N/A,70.862126,70.862126,0.00000000,4.486861,7.59
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,29-Feb-2008,N/A,70.780265,70.780265,0.00000000,4.502086,7.59
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,29-Feb-2008,N/A,70.132761,70.132761,0.00000000,4.478065,7.84
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,29-Feb-2008,N/A,69.384156,69.384156,0.00000000,4.473140,8.08
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,29-Feb-2008,N/A,68.721994,68.721994,0.00000000,4.456172,8.33
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,29-Feb-2008,N/A,96.980000,96.936044,-0.04395600,4.429859,7.12
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,29-Feb-2008,N/A,68.582504,68.582504,0.00000000,4.480579,8.32
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,29-Feb-2008,N/A,67.787818,67.787818,0.00000000,4.486638,8.57
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,29-Feb-2008,N/A,66.996536,66.996536,0.00000000,4.494659,8.81
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,29-Feb-2008,N/A,66.192940,66.192940,0.00000000,4.504559,9.06
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,29-Feb-2008,N/A,132.290000,132.458269,0.16826900,4.523723,6.88
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,29-Feb-2008,N/A,65.410290,65.410290,0.00000000,4.513331,9.30
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,29-Feb-2008,N/A,64.643726,64.643726,0.00000000,4.519327,9.55
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,29-Feb-2008,N/A,64.007711,64.007711,0.00000000,4.506797,9.79
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,29-Feb-2008,N/A,104.320000,104.265055,-0.05494500,4.460345,7.87
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,29-Feb-2008,N/A,63.937526,63.937526,0.00000000,4.518003,9.79
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,29-Feb-2008,N/A,63.192890,63.192890,0.00000000,4.522856,10.04
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,29-Feb-2008,N/A,62.410821,62.410821,0.00000000,4.535799,10.28
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,29-Feb-2008,N/A,61.711046,61.711046,0.00000000,4.535840,10.52
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,29-Feb-2008,N/A,61.003209,61.003209,0.00000000,4.539389,10.77
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,29-Feb-2008,N/A,60.296110,60.296110,0.00000000,4.542828,11.01
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,29-Feb-2008,N/A,59.517794,59.517794,0.00000000,4.559007,11.25
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,29-Feb-2008,N/A,58.859965,58.859965,0.00000000,4.557144,11.50
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,29-Feb-2008,N/A,58.261325,58.261325,0.00000000,4.548769,11.74
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,29-Feb-2008,N/A,102.240000,102.187802,-0.05219800,4.506521,9.12
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,29-Feb-2008,N/A,58.177142,58.177142,0.00000000,4.561082,11.74
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,29-Feb-2008,N/A,57.351155,57.351155,0.00000000,4.585823,11.99
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,29-Feb-2008,N/A,56.554499,56.554499,0.00000000,4.608001,12.23
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,29-Feb-2008,N/A,55.822402,55.822402,0.00000000,4.620673,12.47
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,29-Feb-2008,N/A,55.065051,55.065051,0.00000000,4.638755,12.72
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,29-Feb-2008,N/A,133.730000,135.631639,1.90163900,4.577743,8.78
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,29-Feb-2008,N/A,54.369959,54.369959,0.00000000,4.647852,12.96
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,29-Feb-2008,N/A,54.352827,54.352827,0.00000000,4.650283,12.96
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,29-Feb-2008,N/A,53.726170,53.726170,0.00000000,4.651524,13.20
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,29-Feb-2008,N/A,53.117663,53.117663,0.00000000,4.650297,13.45
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,29-Feb-2008,N/A,52.535048,52.535048,0.00000000,4.647350,13.69
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,29-Feb-2008,N/A,51.939840,51.939840,0.00000000,4.646266,13.94
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,29-Feb-2008,N/A,51.398478,51.398478,0.00000000,4.639601,14.18
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,29-Feb-2008,N/A,50.860378,50.860378,0.00000000,4.632656,14.43
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,29-Feb-2008,N/A,50.313035,50.313035,0.00000000,4.628772,14.67
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,29-Feb-2008,N/A,49.799379,49.799379,0.00000000,4.620472,14.92
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,29-Feb-2008,N/A,49.324516,49.324516,0.00000000,4.608740,15.16
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,29-Feb-2008,N/A,48.808827,48.808827,0.00000000,4.602635,15.41
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,29-Feb-2008,N/A,48.326029,48.326029,0.00000000,4.593844,15.65
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,29-Feb-2008,N/A,47.826923,47.826923,0.00000000,4.587350,15.90
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,29-Feb-2008,N/A,47.346028,47.346028,0.00000000,4.580078,16.14
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,29-Feb-2008,N/A,46.835771,46.835771,0.00000000,4.576755,16.39
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,29-Feb-2008,N/A,46.346301,46.346301,0.00000000,4.572257,16.63
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,29-Feb-2008,N/A,46.460201,46.460201,0.00000000,4.557498,16.63
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,29-Feb-2008,N/A,105.560000,105.505055,-0.05494500,4.527820,11.56
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,29-Feb-2008,N/A,45.823642,45.823642,0.00000000,4.572140,16.88
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,29-Feb-2008,N/A,45.337306,45.337306,0.00000000,4.568795,17.12
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,29-Feb-2008,N/A,44.867954,44.867954,0.00000000,4.563347,17.37
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,29-Feb-2008,N/A,44.355731,44.355731,0.00000000,4.564827,17.61
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,29-Feb-2008,N/A,43.863818,43.863818,0.00000000,4.563760,17.85
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,29-Feb-2008,N/A,43.412083,43.412083,0.00000000,4.558951,18.10
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,29-Feb-2008,N/A,42.887130,42.887130,0.00000000,4.563518,18.34
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,29-Feb-2008,N/A,42.465841,42.465841,0.00000000,4.556256,18.59
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,29-Feb-2008,N/A,41.977993,41.977993,0.00000000,4.557492,18.83
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,29-Feb-2008,N/A,41.552255,41.552255,0.00000000,4.552180,19.08
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,29-Feb-2008,N/A,41.420511,41.420511,0.00000000,4.510078,19.33
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,29-Feb-2008,N/A,96.470000,97.480246,1.01024600,4.521587,13.01
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,29-Feb-2008,N/A,41.064083,41.064083,0.00000000,4.554801,19.32
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,29-Feb-2008,N/A,40.723090,40.723090,0.00000000,4.540174,19.57
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,29-Feb-2008,N/A,40.257989,40.257989,0.00000000,4.541207,19.81
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,29-Feb-2008,N/A,39.825273,39.825273,0.00000000,4.539409,20.06
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,29-Feb-2008,N/A,39.347005,39.347005,0.00000000,4.543357,20.30
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,29-Feb-2008,N/A,39.410961,39.410961,0.00000000,4.535357,20.30
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,29-Feb-2008,N/A,119.480000,120.906230,1.42623000,4.540539,12.47
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,29-Feb-2008,N/A,39.060328,39.060328,0.00000000,4.524569,20.55
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,29-Feb-2008,N/A,38.629202,38.629202,0.00000000,4.523871,20.79
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,29-Feb-2008,N/A,38.289863,38.289863,0.00000000,4.512929,21.04
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,29-Feb-2008,N/A,37.924611,37.924611,0.00000000,4.505268,21.28
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,29-Feb-2008,N/A,37.577175,37.577175,0.00000000,4.496551,21.53
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,29-Feb-2008,N/A,37.202300,37.202300,0.00000000,4.491275,21.77
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,29-Feb-2008,N/A,36.865620,36.865620,0.00000000,4.482397,22.02
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,29-Feb-2008,N/A,36.535707,36.535707,0.00000000,4.472736,22.26
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,29-Feb-2008,N/A,103.310000,104.439098,1.12909800,4.515307,13.83
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,29-Feb-2008,N/A,36.509905,36.509905,0.00000000,4.475909,22.26
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,29-Feb-2008,N/A,36.199193,36.199193,0.00000000,4.464972,22.51
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,29-Feb-2008,N/A,35.873117,35.873117,0.00000000,4.455968,22.76
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,29-Feb-2008,N/A,35.563213,35.563213,0.00000000,4.446039,23.00
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,29-Feb-2008,N/A,35.234208,35.234208,0.00000000,4.438483,23.25
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,29-Feb-2008,N/A,34.915393,34.915393,0.00000000,4.430702,23.49
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,29-Feb-2008,N/A,34.601360,34.601360,0.00000000,4.422367,23.74
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,29-Feb-2008,N/A,34.661256,34.661256,0.00000000,4.415081,23.74
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,29-Feb-2008,N/A,96.970000,97.980246,1.01024600,4.455174,14.73
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,29-Feb-2008,N/A,34.279260,34.279260,0.00000000,4.416005,23.98
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,29-Feb-2008,N/A,33.941526,33.941526,0.00000000,4.411565,24.23
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,29-Feb-2008,N/A,33.633587,33.633587,0.00000000,4.404463,24.47
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,29-Feb-2008,N/A,33.310552,33.310552,0.00000000,4.399213,24.72
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,29-Feb-2008,N/A,33.006667,33.006667,0.00000000,4.392574,24.96
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,29-Feb-2008,N/A,32.689198,32.689198,0.00000000,4.387598,25.21
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,29-Feb-2008,N/A,32.404136,32.404136,0.00000000,4.379602,25.45
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,29-Feb-2008,N/A,32.095932,32.095932,0.00000000,4.374424,25.70
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,29-Feb-2008,N/A,31.789471,31.789471,0.00000000,4.369924,25.94
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,29-Feb-2008,N/A,31.501318,31.501318,0.00000000,4.363212,26.19
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,29-Feb-2008,N/A,31.276266,31.276266,0.00000000,4.349728,26.44
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,29-Feb-2008,N/A,30.992753,30.992753,0.00000000,4.343328,26.68
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,29-Feb-2008,N/A,30.687341,30.687341,0.00000000,4.340421,26.93
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,29-Feb-2008,N/A,30.429312,30.429312,0.00000000,4.331783,27.17
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,29-Feb-2008,N/A,30.150464,30.150464,0.00000000,4.326487,27.42
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,29-Feb-2008,N/A,30.236283,30.236283,0.00000000,4.316121,27.42
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,29-Feb-2008,N/A,97.700000,97.653297,-0.04670300,4.393574,16.14
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,29-Feb-2008,N/A,29.861889,29.861889,0.00000000,4.322368,27.66
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,29-Feb-2008,N/A,29.286943,29.286943,0.00000000,4.315476,28.15
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,29-Feb-2008,N/A,28.721594,28.721594,0.00000000,4.308999,28.65
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,29-Feb-2008,N/A,28.176450,28.176450,0.00000000,4.301608,29.14
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,29-Feb-2008,N/A,27.633353,27.633353,0.00000000,4.295475,29.63
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,29-Feb-2008,N/A,27.095648,27.095648,0.00000000,4.290163,30.12
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,29-Feb-2008,N/A,27.158652,27.158652,0.00000000,4.282452,30.12
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,29-Feb-2008,N/A,106.140000,107.269098,1.12909800,4.384174,16.35
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,29-Feb-2008,N/A,26.573289,26.573289,0.00000000,4.284421,30.61
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,29-Feb-2008,N/A,26.035429,26.035429,0.00000000,4.282017,31.10
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,29-Feb-2008,N/A,25.515965,25.515965,0.00000000,4.278756,31.59
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,29-Feb-2008,N/A,24.988709,24.988709,0.00000000,4.277858,32.08
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,29-Feb-2008,N/A,24.475944,24.475944,0.00000000,4.276537,32.57
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,29-Feb-2008,N/A,23.992985,23.992985,0.00000000,4.272822,33.06
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,29-Feb-2008,N/A,23.530897,23.530897,0.00000000,4.267778,33.55
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,29-Feb-2008,N/A,23.071302,23.071302,0.00000000,4.263695,34.04
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,29-Feb-2008,N/A,102.380000,103.449672,1.06967200,4.365958,17.51
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,29-Feb-2008,N/A,23.076658,23.076658,0.00000000,4.263013,34.04
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,29-Feb-2008,N/A,22.652641,22.652641,0.00000000,4.255640,34.53
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,29-Feb-2008,N/A,22.198225,22.198225,0.00000000,4.253381,35.02
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,29-Feb-2008,N/A,21.691204,21.691204,0.00000000,4.259187,35.51
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,29-Feb-2008,N/A,21.278418,21.278418,0.00000000,4.254023,36.00
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,29-Feb-2008,N/A,20.922258,20.922258,0.00000000,4.242602,36.49
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,29-Feb-2008,N/A,20.517663,20.517663,0.00000000,4.238644,36.98
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,29-Feb-2008,N/A,20.060846,20.060846,0.00000000,4.242766,37.47
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,29-Feb-2008,N/A,19.789468,19.789468,0.00000000,4.223345,37.96
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,29-Feb-2008,N/A,98.540000,99.550246,1.01024600,4.327723,18.59
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,29-Feb-2008,N/A,19.645152,19.645152,0.00000000,4.242627,37.96
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,29-Feb-2008,N/A,19.358403,19.358403,0.00000000,4.226275,38.45
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,29-Feb-2008,N/A,19.032265,19.032265,0.00000000,4.216207,38.94
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,29-Feb-2008,N/A,18.692434,18.692434,0.00000000,4.208992,39.43
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,29-Feb-2008,N/A,18.412755,18.412755,0.00000000,4.194586,39.92
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,29-Feb-2008,N/A,17.998295,17.998295,0.00000000,4.199561,40.41
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,29-Feb-2008,N/A,17.791024,17.791024,0.00000000,4.177077,40.91
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,29-Feb-2008,N/A,17.462529,17.462529,0.00000000,4.172164,41.40
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,29-Feb-2008,N/A,17.195749,17.195749,0.00000000,4.159629,41.89
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,29-Feb-2008,N/A,16.933428,16.933428,0.00000000,4.147331,42.38
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,29-Feb-2008,N/A,16.618481,16.618481,0.00000000,4.143248,42.87
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,29-Feb-2008,N/A,16.363513,16.363513,0.00000000,4.131619,43.37
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,29-Feb-2008,N/A,16.127277,16.127277,0.00000000,4.118153,43.86
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,29-Feb-2008,N/A,15.860223,15.860223,0.00000000,4.109847,44.35
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,29-Feb-2008,N/A,15.637603,15.637603,0.00000000,4.096009,44.84
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,29-Feb-2008,N/A,15.337719,15.337719,0.00000000,4.094002,45.33
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,29-Feb-2008,N/A,15.109465,15.109465,0.00000000,4.082503,45.83
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,29-Feb-2008,N/A,14.865619,14.865619,0.00000000,4.074004,46.32
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,29-Feb-2008,N/A,14.766282,14.766282,0.00000000,4.045249,46.82
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,29-Feb-2008,N/A,14.624076,14.624076,0.00000000,4.065921,46.81
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,29-Feb-2008,N/A,100.120000,101.130246,1.01024600,4.243843,20.19
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-2008,03-Mar-2008,N/A,100.000000,100.000000,0.00000000,0.000000,0.00
5% Treasury Stock 2008,GB0031734154,07-Mar-2008,03-Mar-2008,N/A,100.000000,100.000000,0.00000000,0.000000,0.00
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-2008,03-Mar-2008,N/A,100.000000,100.000000,0.00000000,0.000000,0.00
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,03-Mar-2008,N/A,98.857223,98.857223,0.00000000,4.477431,0.25
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,03-Mar-2008,N/A,97.771234,97.771234,0.00000000,4.484390,0.50
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,03-Mar-2008,N/A,100.430000,100.339341,-0.09065900,4.649893,0.50
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,03-Mar-2008,N/A,102.600000,106.116393,3.51639300,4.608794,0.57
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,03-Mar-2008,N/A,96.774593,96.774593,0.00000000,4.363305,0.74
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,03-Mar-2008,N/A,95.947977,95.947977,0.00000000,4.144960,0.99
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,03-Mar-2008,N/A,99.840000,99.807033,-0.03296700,4.164045,0.98
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,03-Mar-2008,N/A,95.933225,95.933225,0.00000000,4.160527,0.99
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,03-Mar-2008,N/A,94.990354,94.990354,0.00000000,4.122279,1.23
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,03-Mar-2008,N/A,94.072039,94.072039,0.00000000,4.093012,1.48
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,03-Mar-2008,N/A,105.710000,109.248462,3.53846200,4.172964,1.42
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,03-Mar-2008,N/A,93.187846,93.187846,0.00000000,4.050146,1.72
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,03-Mar-2008,N/A,102.870000,104.252514,1.38251400,4.039583,1.65
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,03-Mar-2008,N/A,93.147167,93.147167,0.00000000,4.075465,1.72
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,03-Mar-2008,N/A,92.221961,92.221961,0.00000000,4.072896,1.97
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,03-Mar-2008,N/A,91.351361,91.351361,0.00000000,4.043631,2.21
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,03-Mar-2008,N/A,101.570000,102.712077,1.14207700,4.013497,2.11
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,03-Mar-2008,N/A,91.288689,91.288689,0.00000000,4.074620,2.21
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,03-Mar-2008,N/A,90.363764,90.363764,0.00000000,4.080831,2.46
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,03-Mar-2008,N/A,105.780000,107.497033,1.71703300,3.987741,2.47
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,03-Mar-2008,N/A,89.443487,89.443487,0.00000000,4.083922,2.70
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,03-Mar-2008,N/A,88.483978,88.483978,0.00000000,4.108752,2.95
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,03-Mar-2008,N/A,100.420000,100.384973,-0.03502700,4.100300,2.80
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,03-Mar-2008,N/A,88.493305,88.493305,0.00000000,4.105176,2.95
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,03-Mar-2008,N/A,87.574230,87.574230,0.00000000,4.112296,3.19
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,03-Mar-2008,N/A,115.160000,116.445714,1.28571400,4.115850,2.91
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,03-Mar-2008,N/A,86.666908,86.666908,0.00000000,4.120789,3.44
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,03-Mar-2008,N/A,85.788901,85.788901,0.00000000,4.118925,3.68
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,03-Mar-2008,N/A,112.300000,113.109066,0.80906600,4.286125,3.37
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,03-Mar-2008,N/A,84.864205,84.864205,0.00000000,4.136708,3.93
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,03-Mar-2008,N/A,84.899016,84.899016,0.00000000,4.126265,3.93
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,03-Mar-2008,N/A,103.280000,103.238791,-0.04120900,4.104297,3.61
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,03-Mar-2008,N/A,83.883780,83.883780,0.00000000,4.168575,4.17
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,03-Mar-2008,N/A,104.260000,105.522295,1.26229500,4.146924,3.76
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,03-Mar-2008,N/A,83.894257,83.894257,0.00000000,4.165582,4.17
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,03-Mar-2008,N/A,118.980000,119.647582,0.66758200,4.248926,3.71
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,03-Mar-2008,N/A,82.969336,82.969336,0.00000000,4.184457,4.42
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,03-Mar-2008,N/A,82.017730,82.017730,0.00000000,4.208648,4.66
4½% Treasury Gilt 2013,GB00B29WRG55,07-Mar-2013,03-Mar-2008,N/A,101.090000,101.090000,0.00000000,4.255864,4.45
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,03-Mar-2008,N/A,81.104160,81.104160,0.00000000,4.225851,4.90
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,03-Mar-2008,N/A,80.159263,80.159263,0.00000000,4.249325,5.15
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,03-Mar-2008,N/A,79.235830,79.235830,0.00000000,4.270283,5.39
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,03-Mar-2008,N/A,118.290000,121.784505,3.49450500,4.270556,4.46
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,03-Mar-2008,N/A,78.326778,78.326778,0.00000000,4.286597,5.64
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,03-Mar-2008,N/A,138.880000,141.601311,2.72131100,4.316367,4.39
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,03-Mar-2008,N/A,77.459942,77.459942,0.00000000,4.296481,5.88
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,03-Mar-2008,N/A,76.544742,76.544742,0.00000000,4.316095,6.13
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,03-Mar-2008,N/A,75.663023,75.663023,0.00000000,4.331271,6.37
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,03-Mar-2008,N/A,103.960000,103.918791,-0.04120900,4.296127,5.54
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,03-Mar-2008,N/A,75.658843,75.658843,0.00000000,4.332138,6.37
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,03-Mar-2008,N/A,74.743122,74.743122,0.00000000,4.353387,6.62
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,03-Mar-2008,N/A,73.824931,73.824931,0.00000000,4.377458,6.86
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,03-Mar-2008,N/A,72.914867,72.914867,0.00000000,4.398871,7.10
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,03-Mar-2008,N/A,72.031778,72.031778,0.00000000,4.417447,7.35
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,03-Mar-2008,N/A,102.400000,102.360852,-0.03914800,4.371644,6.28
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,03-Mar-2008,N/A,72.071837,72.071837,0.00000000,4.409879,7.35
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,03-Mar-2008,N/A,123.170000,125.093497,1.92349700,4.436277,5.91
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,03-Mar-2008,N/A,71.004011,71.004011,0.00000000,4.462103,7.59
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,03-Mar-2008,N/A,70.908911,70.908911,0.00000000,4.479762,7.59
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,03-Mar-2008,N/A,70.289022,70.289022,0.00000000,4.451207,7.83
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,03-Mar-2008,N/A,69.511647,69.511647,0.00000000,4.451914,8.08
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,03-Mar-2008,N/A,68.848447,68.848447,0.00000000,4.435540,8.32
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,03-Mar-2008,N/A,97.150000,97.117033,-0.03296700,4.405343,7.12
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,03-Mar-2008,N/A,68.725940,68.725940,0.00000000,4.456937,8.32
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,03-Mar-2008,N/A,67.921060,67.921060,0.00000000,4.465134,8.57
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,03-Mar-2008,N/A,67.116383,67.116383,0.00000000,4.475760,8.81
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,03-Mar-2008,N/A,66.336901,66.336901,0.00000000,4.481913,9.06
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,03-Mar-2008,N/A,132.500000,132.692308,0.19230800,4.499842,6.88
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,03-Mar-2008,N/A,65.547038,65.547038,0.00000000,4.492191,9.30
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,03-Mar-2008,N/A,64.765100,64.765100,0.00000000,4.500952,9.54
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,03-Mar-2008,N/A,64.086918,64.086918,0.00000000,4.495413,9.79
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,03-Mar-2008,N/A,104.480000,104.438791,-0.04120900,4.440738,7.87
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,03-Mar-2008,N/A,64.068679,64.068679,0.00000000,4.498321,9.79
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,03-Mar-2008,N/A,63.330620,63.330620,0.00000000,4.502374,10.03
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,03-Mar-2008,N/A,62.551136,62.551136,0.00000000,4.515143,10.28
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,03-Mar-2008,N/A,61.850913,61.850913,0.00000000,4.515488,10.52
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,03-Mar-2008,N/A,61.142609,61.142609,0.00000000,4.519331,10.76
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,03-Mar-2008,N/A,60.434621,60.434621,0.00000000,4.523102,11.01
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,03-Mar-2008,N/A,59.655118,59.655118,0.00000000,4.539626,11.25
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,03-Mar-2008,N/A,58.992110,58.992110,0.00000000,4.538711,11.50
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,03-Mar-2008,N/A,58.365751,58.365751,0.00000000,4.534570,11.74
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,03-Mar-2008,N/A,102.420000,102.380852,-0.03914800,4.487173,9.12
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,03-Mar-2008,N/A,58.308724,58.308724,0.00000000,4.542895,11.74
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,03-Mar-2008,N/A,57.461248,57.461248,0.00000000,4.570855,11.99
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,03-Mar-2008,N/A,56.685728,56.685728,0.00000000,4.590069,12.23
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,03-Mar-2008,N/A,55.911882,55.911882,0.00000000,4.608831,12.47
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,03-Mar-2008,N/A,55.169866,55.169866,0.00000000,4.624788,12.71
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,03-Mar-2008,N/A,133.970000,135.893497,1.92349700,4.557194,8.79
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,03-Mar-2008,N/A,54.479008,54.479008,0.00000000,4.633359,12.96
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,03-Mar-2008,N/A,54.489112,54.489112,0.00000000,4.631928,12.96
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,03-Mar-2008,N/A,53.828705,53.828705,0.00000000,4.638038,13.20
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,03-Mar-2008,N/A,53.232666,53.232666,0.00000000,4.635149,13.45
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,03-Mar-2008,N/A,52.655436,52.655436,0.00000000,4.631552,13.69
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,03-Mar-2008,N/A,52.076600,52.076600,0.00000000,4.628298,13.94
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,03-Mar-2008,N/A,51.531427,51.531427,0.00000000,4.622271,14.18
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,03-Mar-2008,N/A,50.995431,50.995431,0.00000000,4.615141,14.43
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,03-Mar-2008,N/A,50.452043,50.452043,0.00000000,4.610821,14.67
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,03-Mar-2008,N/A,49.951862,49.951862,0.00000000,4.600812,14.92
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,03-Mar-2008,N/A,49.448867,49.448867,0.00000000,4.592956,15.16
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,03-Mar-2008,N/A,48.960976,48.960976,0.00000000,4.583239,15.41
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,03-Mar-2008,N/A,48.446162,48.446162,0.00000000,4.578776,15.65
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,03-Mar-2008,N/A,47.954499,47.954499,0.00000000,4.571371,15.90
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,03-Mar-2008,N/A,47.470234,47.470234,0.00000000,4.564615,16.14
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,03-Mar-2008,N/A,46.958390,46.958390,0.00000000,4.561552,16.39
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,03-Mar-2008,N/A,46.500642,46.500642,0.00000000,4.553010,16.63
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,03-Mar-2008,N/A,46.616274,46.616274,0.00000000,4.538076,16.63
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,03-Mar-2008,N/A,105.840000,105.798791,-0.04120900,4.504828,11.56
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,03-Mar-2008,N/A,45.988427,45.988427,0.00000000,4.551600,16.88
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,03-Mar-2008,N/A,45.489663,45.489663,0.00000000,4.549921,17.12
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,03-Mar-2008,N/A,45.004107,45.004107,0.00000000,4.546608,17.36
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,03-Mar-2008,N/A,44.499741,44.499741,0.00000000,4.547122,17.61
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,03-Mar-2008,N/A,44.015136,44.015136,0.00000000,4.545161,17.85
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,03-Mar-2008,N/A,43.550249,43.550249,0.00000000,4.542076,18.10
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,03-Mar-2008,N/A,43.029402,43.029402,0.00000000,4.546134,18.34
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,03-Mar-2008,N/A,42.575442,42.575442,0.00000000,4.543053,18.59
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,03-Mar-2008,N/A,42.098436,42.098436,0.00000000,4.542931,18.83
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,03-Mar-2008,N/A,41.647179,41.647179,0.00000000,4.540866,19.08
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,03-Mar-2008,N/A,41.487867,41.487867,0.00000000,4.502300,19.32
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,03-Mar-2008,N/A,96.750000,97.771858,1.02185800,4.499564,13.01
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,03-Mar-2008,N/A,41.191032,41.191032,0.00000000,4.539461,19.32
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,03-Mar-2008,N/A,40.859093,40.859093,0.00000000,4.523763,19.57
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,03-Mar-2008,N/A,40.417903,40.417903,0.00000000,4.521815,19.81
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,03-Mar-2008,N/A,39.959549,39.959549,0.00000000,4.523239,20.05
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,03-Mar-2008,N/A,39.522187,39.522187,0.00000000,4.522078,20.30
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,03-Mar-2008,N/A,39.524130,39.524130,0.00000000,4.521836,20.30
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,03-Mar-2008,N/A,119.800000,121.242623,1.44262300,4.519249,12.48
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,03-Mar-2008,N/A,39.176300,39.176300,0.00000000,4.510737,20.54
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,03-Mar-2008,N/A,38.773872,38.773872,0.00000000,4.506479,20.79
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,03-Mar-2008,N/A,38.432036,38.432036,0.00000000,4.495892,21.04
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,03-Mar-2008,N/A,38.068842,38.068842,0.00000000,4.488004,21.28
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,03-Mar-2008,N/A,37.723987,37.723987,0.00000000,4.479003,21.53
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,03-Mar-2008,N/A,37.337881,37.337881,0.00000000,4.475124,21.77
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,03-Mar-2008,N/A,36.996238,36.996238,0.00000000,4.466885,22.02
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,03-Mar-2008,N/A,36.699694,36.699694,0.00000000,4.453163,22.26
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,03-Mar-2008,N/A,103.610000,104.752077,1.14207700,4.494567,13.85
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,03-Mar-2008,N/A,36.648335,36.648335,0.00000000,4.459453,22.26
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,03-Mar-2008,N/A,36.332224,36.332224,0.00000000,4.449212,22.51
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,03-Mar-2008,N/A,36.009947,36.009947,0.00000000,4.439766,22.75
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,03-Mar-2008,N/A,35.695768,35.695768,0.00000000,4.430387,23.00
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,03-Mar-2008,N/A,35.370180,35.370180,0.00000000,4.422429,23.25
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,03-Mar-2008,N/A,35.049851,35.049851,0.00000000,4.414851,23.49
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,03-Mar-2008,N/A,34.736879,34.736879,0.00000000,4.406402,23.74
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,03-Mar-2008,N/A,34.820874,34.820874,0.00000000,4.396228,23.74
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,03-Mar-2008,N/A,97.290000,98.311858,1.02185800,4.433070,14.75
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,03-Mar-2008,N/A,34.414188,34.414188,0.00000000,4.400123,23.98
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,03-Mar-2008,N/A,34.077640,34.077640,0.00000000,4.395537,24.23
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,03-Mar-2008,N/A,33.769896,33.769896,0.00000000,4.388423,24.47
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,03-Mar-2008,N/A,33.449002,33.449002,0.00000000,4.382913,24.72
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,03-Mar-2008,N/A,33.144648,33.144648,0.00000000,4.376339,24.96
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,03-Mar-2008,N/A,32.828619,32.828619,0.00000000,4.371184,25.21
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,03-Mar-2008,N/A,32.542159,32.542159,0.00000000,4.363370,25.45
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,03-Mar-2008,N/A,32.235403,32.235403,0.00000000,4.358012,25.70
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,03-Mar-2008,N/A,31.930018,31.930018,0.00000000,4.353377,25.94
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,03-Mar-2008,N/A,31.641858,31.641858,0.00000000,4.346665,26.19
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,03-Mar-2008,N/A,31.407677,31.407677,0.00000000,4.334314,26.44
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,03-Mar-2008,N/A,31.125482,31.125482,0.00000000,4.327751,26.68
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,03-Mar-2008,N/A,30.820878,30.820878,0.00000000,4.324732,26.93
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,03-Mar-2008,N/A,30.561052,30.561052,0.00000000,4.316315,27.17
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,03-Mar-2008,N/A,30.282868,30.282868,0.00000000,4.310934,27.42
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,03-Mar-2008,N/A,30.388615,30.388615,0.00000000,4.298220,27.42
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,03-Mar-2008,N/A,98.030000,97.994973,-0.03502700,4.372689,16.16
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,03-Mar-2008,N/A,29.994153,29.994153,0.00000000,4.306815,27.66
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,03-Mar-2008,N/A,29.414918,29.414918,0.00000000,4.300404,28.15
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,03-Mar-2008,N/A,28.847315,28.847315,0.00000000,4.294158,28.64
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,03-Mar-2008,N/A,28.290849,28.290849,0.00000000,4.288099,29.13
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,03-Mar-2008,N/A,27.751393,27.751393,0.00000000,4.281478,29.63
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,03-Mar-2008,N/A,27.221686,27.221686,0.00000000,4.275138,30.12
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,03-Mar-2008,N/A,27.307312,27.307312,0.00000000,4.264710,30.12
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,03-Mar-2008,N/A,106.480000,107.622077,1.14207700,4.364822,16.38
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,03-Mar-2008,N/A,26.691969,26.691969,0.00000000,4.270240,30.61
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,03-Mar-2008,N/A,26.152847,26.152847,0.00000000,4.267918,31.10
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,03-Mar-2008,N/A,25.640206,25.640206,0.00000000,4.263743,31.59
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,03-Mar-2008,N/A,25.108964,25.108964,0.00000000,4.263251,32.08
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,03-Mar-2008,N/A,24.622955,24.622955,0.00000000,4.258502,32.57
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,03-Mar-2008,N/A,24.117048,24.117048,0.00000000,4.257568,33.06
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,03-Mar-2008,N/A,23.646992,23.646992,0.00000000,4.253450,33.55
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,03-Mar-2008,N/A,23.196031,23.196031,0.00000000,4.248193,34.04
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,03-Mar-2008,N/A,102.730000,103.811967,1.08196700,4.346682,17.54
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,03-Mar-2008,N/A,23.191662,23.191662,0.00000000,4.248746,34.04
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,03-Mar-2008,N/A,22.749929,22.749929,0.00000000,4.243560,34.53
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,03-Mar-2008,N/A,22.319293,22.319293,0.00000000,4.238176,35.02
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,03-Mar-2008,N/A,21.851062,21.851062,0.00000000,4.238831,35.51
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,03-Mar-2008,N/A,21.418128,21.418128,0.00000000,4.236162,36.00
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,03-Mar-2008,N/A,21.058446,21.058446,0.00000000,4.225135,36.49
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,03-Mar-2008,N/A,20.658870,20.658870,0.00000000,4.220406,36.98
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,03-Mar-2008,N/A,20.226913,20.226913,0.00000000,4.221068,37.47
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,03-Mar-2008,N/A,20.003928,20.003928,0.00000000,4.195251,37.96
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,03-Mar-2008,N/A,98.910000,99.931858,1.02185800,4.307788,18.62
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,03-Mar-2008,N/A,19.863031,19.863031,0.00000000,4.213871,37.96
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,03-Mar-2008,N/A,19.572391,19.572391,0.00000000,4.197980,38.45
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,03-Mar-2008,N/A,19.245056,19.245056,0.00000000,4.187948,38.94
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,03-Mar-2008,N/A,18.910172,18.910172,0.00000000,4.179911,39.44
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,03-Mar-2008,N/A,18.599310,18.599310,0.00000000,4.169621,39.93
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,03-Mar-2008,N/A,18.209787,18.209787,0.00000000,4.170936,40.42
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,03-Mar-2008,N/A,17.975080,17.975080,0.00000000,4.152193,40.91
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,03-Mar-2008,N/A,17.676896,17.676896,0.00000000,4.142965,41.40
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,03-Mar-2008,N/A,17.406460,17.406460,0.00000000,4.130824,41.89
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,03-Mar-2008,N/A,17.135545,17.135545,0.00000000,4.119600,42.39
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,03-Mar-2008,N/A,16.841529,16.841529,0.00000000,4.112413,42.88
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,03-Mar-2008,N/A,16.580242,16.580242,0.00000000,4.101536,43.37
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,03-Mar-2008,N/A,16.342740,16.342740,0.00000000,4.088148,43.86
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,03-Mar-2008,N/A,16.078828,16.078828,0.00000000,4.079232,44.35
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,03-Mar-2008,N/A,15.846237,15.846237,0.00000000,4.066702,44.85
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,03-Mar-2008,N/A,15.534376,15.534376,0.00000000,4.066144,45.34
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,03-Mar-2008,N/A,15.328964,15.328964,0.00000000,4.051272,45.83
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,03-Mar-2008,N/A,15.095520,15.095520,0.00000000,4.041109,46.32
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,03-Mar-2008,N/A,14.886021,14.886021,0.00000000,4.028232,46.82
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,03-Mar-2008,N/A,14.812225,14.812225,0.00000000,4.038847,46.81
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,03-Mar-2008,N/A,100.480000,101.501858,1.02185800,4.226258,20.23
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-2008,04-Mar-2008,N/A,100.000000,100.000000,0.00000000,0.000000,0.00
5% Treasury Stock 2008,GB0031734154,07-Mar-2008,04-Mar-2008,N/A,100.000000,100.000000,0.00000000,0.000000,0.00
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-2008,04-Mar-2008,N/A,100.000000,100.000000,0.00000000,0.000000,0.00
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,04-Mar-2008,N/A,98.881547,98.881547,0.00000000,4.427663,0.25
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,04-Mar-2008,N/A,97.832313,97.832313,0.00000000,4.382742,0.49
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,04-Mar-2008,N/A,100.450000,100.374451,-0.07554900,4.605368,0.50
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,04-Mar-2008,N/A,102.600000,106.140984,3.54098400,4.590062,0.57
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,04-Mar-2008,N/A,96.822413,96.822413,0.00000000,4.312536,0.74
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,04-Mar-2008,N/A,95.987539,95.987539,0.00000000,4.114555,0.99
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,04-Mar-2008,N/A,99.870000,99.848022,-0.02197800,4.133559,0.98
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,04-Mar-2008,N/A,95.974943,95.974943,0.00000000,4.127875,0.99
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,04-Mar-2008,N/A,95.039568,95.039568,0.00000000,4.089274,1.23
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,04-Mar-2008,N/A,94.131289,94.131289,0.00000000,4.057881,1.48
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,04-Mar-2008,N/A,105.760000,109.320440,3.56044000,4.134503,1.42
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,04-Mar-2008,N/A,93.254677,93.254677,0.00000000,4.014878,1.72
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,04-Mar-2008,N/A,102.930000,104.328224,1.39822400,4.002049,1.64
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,04-Mar-2008,N/A,93.217923,93.217923,0.00000000,4.037768,1.72
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,04-Mar-2008,N/A,92.329174,92.329174,0.00000000,4.019424,1.97
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,04-Mar-2008,N/A,91.458866,91.458866,0.00000000,3.995413,2.21
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,04-Mar-2008,N/A,101.660000,102.815055,1.15505500,3.971003,2.10
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,04-Mar-2008,N/A,91.398612,91.398612,0.00000000,4.025200,2.21
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,04-Mar-2008,N/A,90.456719,90.456719,0.00000000,4.043481,2.46
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,04-Mar-2008,N/A,105.890000,107.624203,1.73420300,3.944145,2.46
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,04-Mar-2008,N/A,89.565985,89.565985,0.00000000,4.037357,2.70
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,04-Mar-2008,N/A,88.629338,88.629338,0.00000000,4.056816,2.95
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,04-Mar-2008,N/A,100.570000,100.546648,-0.02335200,4.046754,2.80
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,04-Mar-2008,N/A,88.623343,88.623343,0.00000000,4.059112,2.95
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,04-Mar-2008,N/A,87.710217,87.710217,0.00000000,4.067164,3.19
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,04-Mar-2008,N/A,115.320000,116.630440,1.31044000,4.065196,2.91
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,04-Mar-2008,N/A,86.804933,86.804933,0.00000000,4.077726,3.44
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,04-Mar-2008,N/A,85.915720,85.915720,0.00000000,4.081825,3.68
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,04-Mar-2008,N/A,112.440000,113.270357,0.83035700,4.247284,3.37
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,04-Mar-2008,N/A,84.992485,84.992485,0.00000000,4.101088,3.93
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,04-Mar-2008,N/A,85.028516,85.028516,0.00000000,4.090290,3.93
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,04-Mar-2008,N/A,103.420000,103.392527,-0.02747300,4.066199,3.61
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,04-Mar-2008,N/A,84.001060,84.001060,0.00000000,4.137775,4.17
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,04-Mar-2008,N/A,104.410000,105.686639,1.27663900,4.108486,3.76
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,04-Mar-2008,N/A,84.027151,84.027151,0.00000000,4.130329,4.17
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,04-Mar-2008,N/A,119.120000,119.812308,0.69230800,4.214966,3.71
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,04-Mar-2008,N/A,83.109192,83.109192,0.00000000,4.148875,4.41
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,04-Mar-2008,N/A,82.155691,82.155691,0.00000000,4.175018,4.66
4½% Treasury Gilt 2013,GB00B29WRG55,07-Mar-2013,04-Mar-2008,N/A,101.280000,101.280000,0.00000000,4.213635,4.45
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,04-Mar-2008,N/A,81.241804,81.241804,0.00000000,4.193605,4.90
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,04-Mar-2008,N/A,80.298762,80.298762,0.00000000,4.217780,5.15
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,04-Mar-2008,N/A,79.379423,79.379423,0.00000000,4.238850,5.39
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,04-Mar-2008,N/A,118.420000,121.936484,3.51648400,4.245178,4.46
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,04-Mar-2008,N/A,78.475359,78.475359,0.00000000,4.255030,5.64
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,04-Mar-2008,N/A,139.030000,141.784098,2.75409800,4.289623,4.39
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,04-Mar-2008,N/A,77.625234,77.625234,0.00000000,4.262213,5.88
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,04-Mar-2008,N/A,76.723410,76.723410,0.00000000,4.279936,6.13
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,04-Mar-2008,N/A,75.849679,75.849679,0.00000000,4.294429,6.37
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,04-Mar-2008,N/A,104.230000,104.202527,-0.02747300,4.248992,5.54
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,04-Mar-2008,N/A,75.862452,75.862452,0.00000000,4.291785,6.37
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,04-Mar-2008,N/A,74.902646,74.902646,0.00000000,4.322928,6.61
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,04-Mar-2008,N/A,74.003540,74.003540,0.00000000,4.343947,6.86
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,04-Mar-2008,N/A,73.126668,73.126668,0.00000000,4.359700,7.10
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,04-Mar-2008,N/A,72.250442,72.250442,0.00000000,4.377809,7.34
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,04-Mar-2008,N/A,102.650000,102.623901,-0.02609900,4.332678,6.28
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,04-Mar-2008,N/A,72.259504,72.259504,0.00000000,4.376102,7.34
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,04-Mar-2008,N/A,123.460000,125.405355,1.94535500,4.396175,5.91
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,04-Mar-2008,N/A,71.227058,71.227058,0.00000000,4.422360,7.59
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,04-Mar-2008,N/A,71.147589,71.147589,0.00000000,4.437070,7.59
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,04-Mar-2008,N/A,70.513283,70.513283,0.00000000,4.412078,7.83
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,04-Mar-2008,N/A,69.741038,69.741038,0.00000000,4.412618,8.08
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,04-Mar-2008,N/A,69.102687,69.102687,0.00000000,4.392695,8.32
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,04-Mar-2008,N/A,97.400000,97.378022,-0.02197800,4.369319,7.12
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,04-Mar-2008,N/A,68.928394,68.928394,0.00000000,4.423041,8.32
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,04-Mar-2008,N/A,68.124415,68.124415,0.00000000,4.431644,8.57
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,04-Mar-2008,N/A,67.319295,67.319295,0.00000000,4.442872,8.81
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,04-Mar-2008,N/A,66.520418,66.520418,0.00000000,4.452740,9.06
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,04-Mar-2008,N/A,132.840000,133.056346,0.21634600,4.461792,6.88
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,04-Mar-2008,N/A,65.730211,65.730211,0.00000000,4.463488,9.30
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,04-Mar-2008,N/A,64.947586,64.947586,0.00000000,4.472741,9.54
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,04-Mar-2008,N/A,64.173319,64.173319,0.00000000,4.482893,9.79
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,04-Mar-2008,N/A,104.760000,104.732527,-0.02747300,4.406601,7.88
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,04-Mar-2008,N/A,64.241012,64.241012,0.00000000,4.472120,9.79
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,04-Mar-2008,N/A,63.492185,63.492185,0.00000000,4.478188,10.03
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,04-Mar-2008,N/A,62.708378,62.708378,0.00000000,4.491901,10.27
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,04-Mar-2008,N/A,62.025729,62.025729,0.00000000,4.489818,10.52
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,04-Mar-2008,N/A,61.318566,61.318566,0.00000000,4.493772,10.76
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,04-Mar-2008,N/A,60.607902,60.607902,0.00000000,4.498204,11.01
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,04-Mar-2008,N/A,59.828156,59.828156,0.00000000,4.514978,11.25
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,04-Mar-2008,N/A,59.166567,59.166567,0.00000000,4.514092,11.50
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,04-Mar-2008,N/A,58.558497,58.558497,0.00000000,4.507536,11.74
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,04-Mar-2008,N/A,102.690000,102.663901,-0.02609900,4.458250,9.13
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,04-Mar-2008,N/A,58.481679,58.481679,0.00000000,4.518717,11.74
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,04-Mar-2008,N/A,57.632618,57.632618,0.00000000,4.547036,11.98
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,04-Mar-2008,N/A,56.864873,56.864873,0.00000000,4.565280,12.23
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,04-Mar-2008,N/A,56.107665,56.107665,0.00000000,4.581799,12.47
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,04-Mar-2008,N/A,55.368850,55.368850,0.00000000,4.597455,12.71
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,04-Mar-2008,N/A,134.300000,136.245355,1.94535500,4.529168,8.79
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,04-Mar-2008,N/A,54.669786,54.669786,0.00000000,4.607346,12.96
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,04-Mar-2008,N/A,54.698175,54.698175,0.00000000,4.603340,12.96
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,04-Mar-2008,N/A,54.029223,54.029223,0.00000000,4.610825,13.20
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,04-Mar-2008,N/A,53.439842,53.439842,0.00000000,4.607192,13.45
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,04-Mar-2008,N/A,52.856642,52.856642,0.00000000,4.604611,13.69
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,04-Mar-2008,N/A,52.279539,52.279539,0.00000000,4.601285,13.94
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,04-Mar-2008,N/A,51.737012,51.737012,0.00000000,4.595076,14.18
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,04-Mar-2008,N/A,51.175867,51.175867,0.00000000,4.591519,14.43
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,04-Mar-2008,N/A,50.608011,50.608011,0.00000000,4.590632,14.67
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,04-Mar-2008,N/A,50.126244,50.126244,0.00000000,4.578280,14.92
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,04-Mar-2008,N/A,49.635674,49.635674,0.00000000,4.568904,15.16
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,04-Mar-2008,N/A,49.130015,49.130015,0.00000000,4.561669,15.41
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,04-Mar-2008,N/A,48.625952,48.625952,0.00000000,4.555899,15.65
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,04-Mar-2008,N/A,48.119652,48.119652,0.00000000,4.550517,15.90
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,04-Mar-2008,N/A,47.639889,47.639889,0.00000000,4.543277,16.14
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,04-Mar-2008,N/A,47.138276,47.138276,0.00000000,4.538968,16.38
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,04-Mar-2008,N/A,46.671081,46.671081,0.00000000,4.531751,16.63
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,04-Mar-2008,N/A,46.754552,46.754552,0.00000000,4.521006,16.63
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,04-Mar-2008,N/A,106.160000,106.132527,-0.02747300,4.478652,11.57
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,04-Mar-2008,N/A,46.158175,46.158175,0.00000000,4.530494,16.87
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,04-Mar-2008,N/A,45.662267,45.662267,0.00000000,4.528518,17.12
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,04-Mar-2008,N/A,45.187153,45.187153,0.00000000,4.523938,17.36
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,04-Mar-2008,N/A,44.642360,44.642360,0.00000000,4.529649,17.61
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,04-Mar-2008,N/A,44.177524,44.177524,0.00000000,4.525220,17.85
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,04-Mar-2008,N/A,43.711421,43.711421,0.00000000,4.522344,18.10
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,04-Mar-2008,N/A,43.210263,43.210263,0.00000000,4.523935,18.34
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,04-Mar-2008,N/A,42.751836,42.751836,0.00000000,4.521470,18.59
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,04-Mar-2008,N/A,42.289930,42.289930,0.00000000,4.519481,18.83
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,04-Mar-2008,N/A,41.856542,41.856542,0.00000000,4.515223,19.07
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,04-Mar-2008,N/A,41.661299,41.661299,0.00000000,4.481341,19.32
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,04-Mar-2008,N/A,97.080000,98.113470,1.03347000,4.473706,13.03
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,04-Mar-2008,N/A,41.375331,41.375331,0.00000000,4.516988,19.32
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,04-Mar-2008,N/A,41.029158,41.029158,0.00000000,4.503160,19.56
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,04-Mar-2008,N/A,40.552304,40.552304,0.00000000,4.505673,19.81
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,04-Mar-2008,N/A,40.091090,40.091090,0.00000000,4.507463,20.05
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,04-Mar-2008,N/A,39.728877,39.728877,0.00000000,4.496983,20.30
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,04-Mar-2008,N/A,39.678490,39.678490,0.00000000,4.503235,20.30
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,04-Mar-2008,N/A,120.180000,121.639016,1.45901600,4.494084,12.49
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,04-Mar-2008,N/A,39.325368,39.325368,0.00000000,4.492846,20.54
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,04-Mar-2008,N/A,38.933724,38.933724,0.00000000,4.487275,20.79
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,04-Mar-2008,N/A,38.590618,38.590618,0.00000000,4.476895,21.03
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,04-Mar-2008,N/A,38.252712,38.252712,0.00000000,4.465931,21.28
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,04-Mar-2008,N/A,37.905789,37.905789,0.00000000,4.457233,21.53
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,04-Mar-2008,N/A,37.537696,37.537696,0.00000000,4.451164,21.77
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,04-Mar-2008,N/A,37.176075,37.176075,0.00000000,4.445409,22.02
4¾% Treasury Gilt 2030 WI,GB00B29WT589,07-Dec-2030,04-Mar-2008,N/A,103.980000,105.251858,1.27185800,4.468930,13.84
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,04-Mar-2008,N/A,36.927910,36.927910,0.00000000,4.425858,22.26
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,04-Mar-2008,N/A,103.980000,105.135055,1.15505500,4.469100,13.86
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,04-Mar-2008,N/A,36.850292,36.850292,0.00000000,4.435309,22.26
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,04-Mar-2008,N/A,36.532027,36.532027,0.00000000,4.425382,22.51
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,04-Mar-2008,N/A,36.210812,36.210812,0.00000000,4.415846,22.75
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,04-Mar-2008,N/A,35.897777,35.897777,0.00000000,4.406372,23.00
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,04-Mar-2008,N/A,35.575605,35.575605,0.00000000,4.398029,23.25
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,04-Mar-2008,N/A,35.259311,35.259311,0.00000000,4.389995,23.49
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,04-Mar-2008,N/A,34.972158,34.972158,0.00000000,4.378464,23.74
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,04-Mar-2008,N/A,35.034280,35.034280,0.00000000,4.370988,23.74
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,04-Mar-2008,N/A,97.670000,98.703470,1.03347000,4.406944,14.77
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,04-Mar-2008,N/A,34.621177,34.621177,0.00000000,4.375614,23.98
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,04-Mar-2008,N/A,34.288643,34.288643,0.00000000,4.370547,24.23
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,04-Mar-2008,N/A,34.002550,34.002550,0.00000000,4.360853,24.47
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,04-Mar-2008,N/A,33.655728,33.655728,0.00000000,4.358465,24.72
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,04-Mar-2008,N/A,33.357478,33.357478,0.00000000,4.351173,24.96
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,04-Mar-2008,N/A,33.034842,33.034842,0.00000000,4.346811,25.21
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,04-Mar-2008,N/A,32.751811,32.751811,0.00000000,4.338605,25.45
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,04-Mar-2008,N/A,32.437390,32.437390,0.00000000,4.334163,25.70
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,04-Mar-2008,N/A,32.115188,32.115188,0.00000000,4.331544,25.94
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,04-Mar-2008,N/A,31.823966,31.823966,0.00000000,4.325201,26.19
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,04-Mar-2008,N/A,31.614441,31.614441,0.00000000,4.309937,26.44
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,04-Mar-2008,N/A,31.327324,31.327324,0.00000000,4.303963,26.68
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,04-Mar-2008,N/A,31.025277,31.025277,0.00000000,4.300619,26.93
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,04-Mar-2008,N/A,30.764459,30.764459,0.00000000,4.292331,27.17
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,04-Mar-2008,N/A,30.480647,30.480647,0.00000000,4.287617,27.42
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,04-Mar-2008,N/A,30.595610,30.595610,0.00000000,4.273887,27.42
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,04-Mar-2008,N/A,98.430000,98.406648,-0.02335200,4.347502,16.19
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,04-Mar-2008,N/A,30.191674,30.191674,0.00000000,4.283508,27.66
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,04-Mar-2008,N/A,29.617292,29.617292,0.00000000,4.276462,28.15
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,04-Mar-2008,N/A,29.042326,29.042326,0.00000000,4.271041,28.65
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,04-Mar-2008,N/A,28.489107,28.489107,0.00000000,4.264527,29.14
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,04-Mar-2008,N/A,27.945150,27.945150,0.00000000,4.258383,29.63
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,04-Mar-2008,N/A,27.422914,27.422914,0.00000000,4.251066,30.12
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,04-Mar-2008,N/A,27.537007,27.537007,0.00000000,4.237280,30.12
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,04-Mar-2008,N/A,106.920000,108.075055,1.15505500,4.339912,16.40
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,04-Mar-2008,N/A,26.871619,26.871619,0.00000000,4.248699,30.61
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,04-Mar-2008,N/A,26.332855,26.332855,0.00000000,4.246230,31.10
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,04-Mar-2008,N/A,25.822124,25.822124,0.00000000,4.241725,31.59
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,04-Mar-2008,N/A,25.310096,25.310096,0.00000000,4.238736,32.08
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,04-Mar-2008,N/A,24.791654,24.791654,0.00000000,4.237889,32.57
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,04-Mar-2008,N/A,24.303788,24.303788,0.00000000,4.234582,33.06
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,04-Mar-2008,N/A,23.817564,23.817564,0.00000000,4.232367,33.55
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,04-Mar-2008,N/A,23.386466,23.386466,0.00000000,4.224507,34.04
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,04-Mar-2008,N/A,103.190000,104.284262,1.09426200,4.321494,17.57
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,04-Mar-2008,N/A,23.362932,23.362932,0.00000000,4.227465,34.04
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,04-Mar-2008,N/A,22.931227,22.931227,0.00000000,4.220903,34.53
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,04-Mar-2008,N/A,22.504273,22.504273,0.00000000,4.214933,35.02
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,04-Mar-2008,N/A,22.009729,22.009729,0.00000000,4.218777,35.51
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,04-Mar-2008,N/A,21.590311,21.590311,0.00000000,4.214236,36.00
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,04-Mar-2008,N/A,21.211962,21.211962,0.00000000,4.205541,36.49
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,04-Mar-2008,N/A,20.832434,20.832434,0.00000000,4.198089,36.98
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,04-Mar-2008,N/A,20.433019,20.433019,0.00000000,4.194315,37.47
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,04-Mar-2008,N/A,20.171441,20.171441,0.00000000,4.173583,37.96
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,04-Mar-2008,N/A,99.400000,100.433470,1.03347000,4.281559,18.67
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,04-Mar-2008,N/A,20.055083,20.055083,0.00000000,4.188822,37.96
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,04-Mar-2008,N/A,19.744742,19.744742,0.00000000,4.175475,38.45
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,04-Mar-2008,N/A,19.439176,19.439176,0.00000000,4.162468,38.95
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,04-Mar-2008,N/A,19.105048,19.105048,0.00000000,4.154199,39.44
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,04-Mar-2008,N/A,18.784457,18.784457,0.00000000,4.145094,39.93
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,04-Mar-2008,N/A,18.376931,18.376931,0.00000000,4.148608,40.42
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,04-Mar-2008,N/A,18.156837,18.156837,0.00000000,4.127875,40.91
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,04-Mar-2008,N/A,17.887101,17.887101,0.00000000,4.114683,41.40
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,04-Mar-2008,N/A,17.580999,17.580999,0.00000000,4.107275,41.90
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,04-Mar-2008,N/A,17.337420,17.337420,0.00000000,4.092231,42.39
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,04-Mar-2008,N/A,17.046229,17.046229,0.00000000,4.084497,42.88
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,04-Mar-2008,N/A,16.779841,16.779841,0.00000000,4.074200,43.37
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,04-Mar-2008,N/A,16.517571,16.517571,0.00000000,4.064140,43.87
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,04-Mar-2008,N/A,16.274118,16.274118,0.00000000,4.052263,44.36
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,04-Mar-2008,N/A,16.016325,16.016325,0.00000000,4.043141,44.85
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,04-Mar-2008,N/A,15.737920,15.737920,0.00000000,4.037674,45.34
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,04-Mar-2008,N/A,15.508552,15.508552,0.00000000,4.026098,45.83
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,04-Mar-2008,N/A,15.268896,15.268896,0.00000000,4.016693,46.33
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,04-Mar-2008,N/A,15.087587,15.087587,0.00000000,3.999736,46.82
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,04-Mar-2008,N/A,14.992967,14.992967,0.00000000,4.013173,46.82
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,04-Mar-2008,N/A,101.000000,102.033470,1.03347000,4.201034,20.29
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-2008,05-Mar-2008,N/A,100.000000,100.000000,0.00000000,0.000000,0.00
5% Treasury Stock 2008,GB0031734154,07-Mar-2008,05-Mar-2008,N/A,100.000000,100.000000,0.00000000,0.000000,0.00
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-2008,05-Mar-2008,N/A,100.000000,100.000000,0.00000000,0.000000,0.00
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,05-Mar-2008,N/A,98.892247,98.892247,0.00000000,4.432269,0.25
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,05-Mar-2008,N/A,97.843004,97.843004,0.00000000,4.384740,0.49
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,05-Mar-2008,N/A,100.430000,100.369560,-0.06044000,4.640168,0.50
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,05-Mar-2008,N/A,102.580000,106.145574,3.56557400,4.604237,0.57
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,05-Mar-2008,N/A,96.818988,96.818988,0.00000000,4.333121,0.74
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,05-Mar-2008,N/A,95.982134,95.982134,0.00000000,4.131675,0.98
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,05-Mar-2008,N/A,99.850000,99.839011,-0.01098900,4.154391,0.97
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,05-Mar-2008,N/A,95.963556,95.963556,0.00000000,4.151379,0.98
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,05-Mar-2008,N/A,95.020145,95.020145,0.00000000,4.114906,1.23
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,05-Mar-2008,N/A,94.127414,94.127414,0.00000000,4.068170,1.47
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,05-Mar-2008,N/A,105.710000,109.292418,3.58241800,4.160570,1.41
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,05-Mar-2008,N/A,93.242954,93.242954,0.00000000,4.028506,1.72
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,05-Mar-2008,N/A,102.890000,104.303934,1.41393400,4.022843,1.64
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,05-Mar-2008,N/A,93.204972,93.204972,0.00000000,4.052202,1.72
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,05-Mar-2008,N/A,92.292466,92.292466,0.00000000,4.045249,1.96
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,05-Mar-2008,N/A,91.419198,91.419198,0.00000000,4.019936,2.21
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,05-Mar-2008,N/A,101.600000,102.768033,1.16803300,3.997901,2.10
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,05-Mar-2008,N/A,91.353329,91.353329,0.00000000,4.052558,2.21
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,05-Mar-2008,N/A,90.422125,90.422125,0.00000000,4.063558,2.45
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,05-Mar-2008,N/A,105.800000,107.551374,1.75137400,3.976017,2.46
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,05-Mar-2008,N/A,89.511648,89.511648,0.00000000,4.063884,2.70
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,05-Mar-2008,N/A,88.571561,88.571561,0.00000000,4.082724,2.94
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,05-Mar-2008,N/A,100.470000,100.458324,-0.01167600,4.082140,2.79
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,05-Mar-2008,N/A,88.562646,88.562646,0.00000000,4.086145,2.94
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,05-Mar-2008,N/A,87.636337,87.636337,0.00000000,4.097038,3.19
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,05-Mar-2008,N/A,115.180000,116.515165,1.33516500,4.103032,2.91
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,05-Mar-2008,N/A,86.698216,86.698216,0.00000000,4.116795,3.43
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,05-Mar-2008,N/A,85.791388,85.791388,0.00000000,4.124193,3.68
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,05-Mar-2008,N/A,112.250000,113.101648,0.85164800,4.294997,3.37
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,05-Mar-2008,N/A,84.854726,84.854726,0.00000000,4.145294,3.92
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,05-Mar-2008,N/A,84.908749,84.908749,0.00000000,4.129064,3.92
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,05-Mar-2008,N/A,103.230000,103.216264,-0.01373600,4.116528,3.61
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,05-Mar-2008,N/A,83.913060,83.913060,0.00000000,4.165610,4.17
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,05-Mar-2008,N/A,104.210000,105.500984,1.29098400,4.158281,3.75
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,05-Mar-2008,N/A,83.879210,83.879210,0.00000000,4.175292,4.17
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,05-Mar-2008,N/A,118.880000,119.597033,0.71703300,4.266555,3.71
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,05-Mar-2008,N/A,82.973274,82.973274,0.00000000,4.188540,4.41
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,05-Mar-2008,N/A,82.010035,82.010035,0.00000000,4.215551,4.66
4½% Treasury Gilt 2013,GB00B29WRG55,07-Mar-2013,05-Mar-2008,N/A,101.040000,101.052363,0.01236300,4.266849,4.44
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,05-Mar-2008,N/A,81.085317,81.085317,0.00000000,4.235284,4.90
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,05-Mar-2008,N/A,80.133858,80.133858,0.00000000,4.259952,5.14
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,05-Mar-2008,N/A,79.207191,79.207191,0.00000000,4.281302,5.39
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,05-Mar-2008,N/A,118.110000,121.648462,3.53846200,4.300872,4.45
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,05-Mar-2008,N/A,78.292658,78.292658,0.00000000,4.298446,5.63
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,05-Mar-2008,N/A,138.660000,141.446885,2.78688500,4.346586,4.38
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,05-Mar-2008,N/A,77.436282,77.436282,0.00000000,4.305654,5.88
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,05-Mar-2008,N/A,76.528845,76.528845,0.00000000,4.323299,6.12
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,05-Mar-2008,N/A,75.641977,75.641977,0.00000000,4.339341,6.36
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,05-Mar-2008,N/A,103.890000,103.876264,-0.01373600,4.307747,5.53
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,05-Mar-2008,N/A,75.660426,75.660426,0.00000000,4.335510,6.36
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,05-Mar-2008,N/A,74.724339,74.724339,0.00000000,4.360750,6.61
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,05-Mar-2008,N/A,73.772943,73.772943,0.00000000,4.391210,6.85
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,05-Mar-2008,N/A,72.872523,72.872523,0.00000000,4.410405,7.10
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,05-Mar-2008,N/A,72.009459,72.009459,0.00000000,4.424939,7.34
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,05-Mar-2008,N/A,102.250000,102.236951,-0.01304900,4.394726,6.28
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,05-Mar-2008,N/A,71.986817,71.986817,0.00000000,4.429224,7.34
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,05-Mar-2008,N/A,122.960000,124.927213,1.96721300,4.462867,5.90
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,05-Mar-2008,N/A,70.860228,70.860228,0.00000000,4.492010,7.58
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,05-Mar-2008,N/A,70.855921,70.855921,0.00000000,4.492811,7.58
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,05-Mar-2008,N/A,70.149963,70.149963,0.00000000,4.479595,7.83
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,05-Mar-2008,N/A,69.392200,69.392200,0.00000000,4.476196,8.07
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,05-Mar-2008,N/A,68.792860,68.792860,0.00000000,4.448148,8.32
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,05-Mar-2008,N/A,96.970000,96.959011,-0.01098900,4.431606,7.11
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,05-Mar-2008,N/A,68.618506,68.618506,0.00000000,4.478660,8.32
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,05-Mar-2008,N/A,67.783288,67.783288,0.00000000,4.491666,8.56
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,05-Mar-2008,N/A,66.961769,66.961769,0.00000000,4.504715,8.80
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,05-Mar-2008,N/A,66.141678,66.141678,0.00000000,4.517154,9.05
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,05-Mar-2008,N/A,132.240000,132.480385,0.24038500,4.526659,6.87
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,05-Mar-2008,N/A,65.339938,65.339938,0.00000000,4.528870,9.29
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,05-Mar-2008,N/A,64.544637,64.544637,0.00000000,4.539250,9.54
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,05-Mar-2008,N/A,64.084055,64.084055,0.00000000,4.498366,9.78
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,05-Mar-2008,N/A,104.170000,104.156264,-0.01373600,4.478241,7.86
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,05-Mar-2008,N/A,63.847403,63.847403,0.00000000,4.536188,9.78
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,05-Mar-2008,N/A,63.119747,63.119747,0.00000000,4.538062,10.03
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,05-Mar-2008,N/A,62.263722,62.263722,0.00000000,4.562377,10.27
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,05-Mar-2008,N/A,61.583371,61.583371,0.00000000,4.559033,10.51
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,05-Mar-2008,N/A,60.866455,60.866455,0.00000000,4.563690,10.76
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,05-Mar-2008,N/A,60.148603,60.148603,0.00000000,4.568434,11.00
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,05-Mar-2008,N/A,59.377027,59.377027,0.00000000,4.583367,11.25
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,05-Mar-2008,N/A,58.708306,58.708306,0.00000000,4.582808,11.49
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,05-Mar-2008,N/A,58.110090,58.110090,0.00000000,4.574077,11.73
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,05-Mar-2008,N/A,102.000000,101.986951,-0.01304900,4.532141,9.11
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,05-Mar-2008,N/A,58.007896,58.007896,0.00000000,4.589077,11.73
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,05-Mar-2008,N/A,57.157928,57.157928,0.00000000,4.617100,11.98
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,05-Mar-2008,N/A,56.359744,56.359744,0.00000000,4.639302,12.22
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,05-Mar-2008,N/A,55.598662,55.598662,0.00000000,4.655896,12.46
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,05-Mar-2008,N/A,54.852568,54.852568,0.00000000,4.672155,12.71
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,05-Mar-2008,N/A,133.410000,135.377213,1.96721300,4.603374,8.77
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,05-Mar-2008,N/A,54.132118,54.132118,0.00000000,4.684609,12.95
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,05-Mar-2008,N/A,54.191013,54.191013,0.00000000,4.676212,12.95
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,05-Mar-2008,N/A,53.500747,53.500747,0.00000000,4.686262,13.19
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,05-Mar-2008,N/A,52.915391,52.915391,0.00000000,4.681487,13.44
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,05-Mar-2008,N/A,52.336688,52.336688,0.00000000,4.677762,13.68
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,05-Mar-2008,N/A,51.756921,51.756921,0.00000000,4.674296,13.93
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,05-Mar-2008,N/A,51.213672,51.213672,0.00000000,4.667683,14.17
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,05-Mar-2008,N/A,50.670099,50.670099,0.00000000,4.661254,14.42
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,05-Mar-2008,N/A,50.135967,50.135967,0.00000000,4.655389,14.66
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,05-Mar-2008,N/A,49.647529,49.647529,0.00000000,4.643468,14.91
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,05-Mar-2008,N/A,49.140330,49.140330,0.00000000,4.635908,15.15
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,05-Mar-2008,N/A,48.632472,48.632472,0.00000000,4.628564,15.40
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,05-Mar-2008,N/A,48.132415,48.132415,0.00000000,4.621901,15.64
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,05-Mar-2008,N/A,47.626541,47.626541,0.00000000,4.616115,15.89
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,05-Mar-2008,N/A,47.148608,47.148608,0.00000000,4.608292,16.13
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,05-Mar-2008,N/A,46.654080,46.654080,0.00000000,4.602751,16.38
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,05-Mar-2008,N/A,46.190337,46.190337,0.00000000,4.594778,16.62
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,05-Mar-2008,N/A,46.292521,46.292521,0.00000000,4.581483,16.62
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,05-Mar-2008,N/A,105.280000,105.266264,-0.01373600,4.550647,11.54
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,05-Mar-2008,N/A,45.680361,45.680361,0.00000000,4.592903,16.87
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,05-Mar-2008,N/A,45.176050,45.176050,0.00000000,4.591795,17.11
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,05-Mar-2008,N/A,44.712607,44.712607,0.00000000,4.585460,17.36
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,05-Mar-2008,N/A,44.141454,44.141454,0.00000000,4.594456,17.60
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,05-Mar-2008,N/A,43.663091,43.663091,0.00000000,4.591534,17.84
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,05-Mar-2008,N/A,43.161083,43.161083,0.00000000,4.593061,18.09
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,05-Mar-2008,N/A,42.661726,42.661726,0.00000000,4.594277,18.33
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,05-Mar-2008,N/A,42.192647,42.192647,0.00000000,4.592995,18.58
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,05-Mar-2008,N/A,41.732769,41.732769,0.00000000,4.590579,18.82
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,05-Mar-2008,N/A,41.261260,41.261260,0.00000000,4.590984,19.07
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,05-Mar-2008,N/A,41.150436,41.150436,0.00000000,4.545836,19.32
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,05-Mar-2008,N/A,96.150000,97.195082,1.04508200,4.546961,12.98
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,05-Mar-2008,N/A,40.799026,40.799026,0.00000000,4.590243,19.31
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,05-Mar-2008,N/A,40.452667,40.452667,0.00000000,4.576134,19.56
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,05-Mar-2008,N/A,39.987051,39.987051,0.00000000,4.577166,19.80
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,05-Mar-2008,N/A,39.518100,39.518100,0.00000000,4.579880,20.04
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,05-Mar-2008,N/A,39.185241,39.185241,0.00000000,4.565474,20.29
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,05-Mar-2008,N/A,39.111815,39.111815,0.00000000,4.574717,20.29
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,05-Mar-2008,N/A,119.080000,120.555410,1.47541000,4.566824,12.45
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,05-Mar-2008,N/A,38.734894,38.734894,0.00000000,4.567105,20.53
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,05-Mar-2008,N/A,38.376943,38.376943,0.00000000,4.557161,20.78
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,05-Mar-2008,N/A,38.040972,38.040972,0.00000000,4.545693,21.02
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,05-Mar-2008,N/A,37.693126,37.693126,0.00000000,4.535765,21.27
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,05-Mar-2008,N/A,37.349747,37.349747,0.00000000,4.526467,21.52
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,05-Mar-2008,N/A,36.983536,36.983536,0.00000000,4.520047,21.76
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,05-Mar-2008,N/A,36.641188,36.641188,0.00000000,4.511803,22.01
4¾% Treasury Gilt 2030 WI,GB00B29WT589,07-Dec-2030,05-Mar-2008,N/A,102.940000,104.211858,1.27185800,4.540822,13.79
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,05-Mar-2008,N/A,36.336170,36.336170,0.00000000,4.498973,22.25
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,05-Mar-2008,N/A,102.940000,104.108033,1.16803300,4.540933,13.81
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,05-Mar-2008,N/A,36.302505,36.302505,0.00000000,4.503138,22.25
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,05-Mar-2008,N/A,35.991986,35.991986,0.00000000,4.492104,22.50
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,05-Mar-2008,N/A,35.676774,35.676774,0.00000000,4.481685,22.74
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,05-Mar-2008,N/A,35.366283,35.366283,0.00000000,4.471769,22.99
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,05-Mar-2008,N/A,35.046954,35.046954,0.00000000,4.462964,23.24
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,05-Mar-2008,N/A,34.733537,34.733537,0.00000000,4.454479,23.48
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,05-Mar-2008,N/A,34.429548,34.429548,0.00000000,4.444857,23.73
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,05-Mar-2008,N/A,34.498457,34.498457,0.00000000,4.436430,23.73
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,05-Mar-2008,N/A,96.660000,97.705082,1.04508200,4.476736,14.71
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,05-Mar-2008,N/A,34.096137,34.096137,0.00000000,4.439851,23.97
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,05-Mar-2008,N/A,33.761615,33.761615,0.00000000,4.434987,24.22
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,05-Mar-2008,N/A,33.457139,33.457139,0.00000000,4.427433,24.46
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,05-Mar-2008,N/A,33.129062,33.129062,0.00000000,4.422767,24.71
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,05-Mar-2008,N/A,32.827888,32.827888,0.00000000,4.415774,24.95
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,05-Mar-2008,N/A,32.508259,32.508259,0.00000000,4.411035,25.20
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,05-Mar-2008,N/A,32.223848,32.223848,0.00000000,4.402933,25.44
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,05-Mar-2008,N/A,31.913256,31.913256,0.00000000,4.398023,25.69
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,05-Mar-2008,N/A,31.600269,31.600269,0.00000000,4.394316,25.93
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,05-Mar-2008,N/A,31.312632,31.312632,0.00000000,4.387511,26.18
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,05-Mar-2008,N/A,31.083848,31.083848,0.00000000,4.374423,26.42
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,05-Mar-2008,N/A,30.798545,30.798545,0.00000000,4.368215,26.67
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,05-Mar-2008,N/A,30.494771,30.494771,0.00000000,4.365122,26.92
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,05-Mar-2008,N/A,30.231482,30.231482,0.00000000,4.357088,27.16
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,05-Mar-2008,N/A,29.948430,29.948430,0.00000000,4.352305,27.41
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,05-Mar-2008,N/A,30.050357,30.050357,0.00000000,4.339908,27.41
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,05-Mar-2008,N/A,97.340000,97.328324,-0.01167600,4.416470,16.11
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,05-Mar-2008,N/A,29.657813,29.657813,0.00000000,4.348433,27.65
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,05-Mar-2008,N/A,29.078278,29.078278,0.00000000,4.342125,28.14
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,05-Mar-2008,N/A,28.500860,28.500860,0.00000000,4.337162,28.63
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,05-Mar-2008,N/A,27.941342,27.941342,0.00000000,4.331575,29.12
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,05-Mar-2008,N/A,27.408385,27.408385,0.00000000,4.324253,29.61
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,05-Mar-2008,N/A,26.882215,26.882215,0.00000000,4.317587,30.10
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,05-Mar-2008,N/A,27.000322,27.000322,0.00000000,4.303025,30.11
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,05-Mar-2008,N/A,105.710000,106.878033,1.16803300,4.408714,16.32
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,05-Mar-2008,N/A,26.347804,26.347804,0.00000000,4.313409,30.59
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,05-Mar-2008,N/A,25.804346,25.804346,0.00000000,4.311814,31.08
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,05-Mar-2008,N/A,25.290363,25.290363,0.00000000,4.307980,31.57
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,05-Mar-2008,N/A,24.782769,24.782769,0.00000000,4.304748,32.06
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,05-Mar-2008,N/A,24.277112,24.277112,0.00000000,4.302657,32.55
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,05-Mar-2008,N/A,23.788689,23.788689,0.00000000,4.299747,33.04
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,05-Mar-2008,N/A,23.321264,23.321264,0.00000000,4.295494,33.53
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,05-Mar-2008,N/A,23.038310,23.038310,0.00000000,4.268917,34.03
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,05-Mar-2008,N/A,101.920000,103.026557,1.10655700,4.391423,17.47
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,05-Mar-2008,N/A,22.864974,22.864974,0.00000000,4.291113,34.02
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,05-Mar-2008,N/A,22.441459,22.441459,0.00000000,4.283775,34.51
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,05-Mar-2008,N/A,21.977400,21.977400,0.00000000,4.282926,35.00
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,05-Mar-2008,N/A,21.571090,21.571090,0.00000000,4.275804,35.50
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,05-Mar-2008,N/A,21.160958,21.160958,0.00000000,4.270364,35.99
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,05-Mar-2008,N/A,20.786882,20.786882,0.00000000,4.261341,36.48
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,05-Mar-2008,N/A,20.396153,20.396153,0.00000000,4.255641,36.97
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,05-Mar-2008,N/A,20.010541,20.010541,0.00000000,4.250387,37.46
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,05-Mar-2008,N/A,19.930500,19.930500,0.00000000,4.205537,37.96
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,05-Mar-2008,N/A,98.110000,99.155082,1.04508200,4.351043,18.54
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,05-Mar-2008,N/A,19.657545,19.657545,0.00000000,4.241872,37.95
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,05-Mar-2008,N/A,19.340117,19.340117,0.00000000,4.229625,38.44
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,05-Mar-2008,N/A,19.044678,19.044678,0.00000000,4.215411,38.93
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,05-Mar-2008,N/A,18.834614,18.834614,0.00000000,4.190639,39.43
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,05-Mar-2008,N/A,18.551120,18.551120,0.00000000,4.176684,39.92
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,05-Mar-2008,N/A,18.209013,18.209013,0.00000000,4.171599,40.41
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,05-Mar-2008,N/A,17.941616,17.941616,0.00000000,4.157298,40.90
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,05-Mar-2008,N/A,17.697688,17.697688,0.00000000,4.140667,41.40
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,05-Mar-2008,N/A,17.358641,17.358641,0.00000000,4.137925,41.89
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,05-Mar-2008,N/A,17.070885,17.070885,0.00000000,4.129047,42.38
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,05-Mar-2008,N/A,16.751854,16.751854,0.00000000,4.125385,42.87
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,05-Mar-2008,N/A,16.484177,16.484177,0.00000000,4.115448,43.36
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,05-Mar-2008,N/A,16.151144,16.151144,0.00000000,4.115543,43.85
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,05-Mar-2008,N/A,15.856033,15.856033,0.00000000,4.111195,44.34
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,05-Mar-2008,N/A,15.617885,15.617885,0.00000000,4.099565,44.84
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,05-Mar-2008,N/A,15.353821,15.353821,0.00000000,4.092420,45.33
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,05-Mar-2008,N/A,15.095020,15.095020,0.00000000,4.085314,45.82
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,05-Mar-2008,N/A,14.857371,14.857371,0.00000000,4.075916,46.31
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,05-Mar-2008,N/A,14.650071,14.650071,0.00000000,4.062832,46.80
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,05-Mar-2008,N/A,14.753941,14.753941,0.00000000,4.047737,46.81
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,05-Mar-2008,N/A,99.590000,100.635082,1.04508200,4.269915,20.11
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-2008,06-Mar-2008,N/A,100.000000,100.000000,0.00000000,0.000000,0.00
5% Treasury Stock 2008,GB0031734154,07-Mar-2008,06-Mar-2008,N/A,100.000000,100.000000,0.00000000,0.000000,0.00
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-2008,06-Mar-2008,N/A,100.000000,100.000000,0.00000000,0.000000,0.00
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,06-Mar-2008,N/A,98.897609,98.897609,0.00000000,4.458930,0.25
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,06-Mar-2008,N/A,97.901121,97.901121,0.00000000,4.287753,0.49
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,06-Mar-2008,N/A,100.510000,100.464670,-0.04533000,4.474924,0.50
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,06-Mar-2008,N/A,102.660000,106.250164,3.59016400,4.452519,0.57
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,06-Mar-2008,N/A,96.970768,96.970768,0.00000000,4.136147,0.74
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,06-Mar-2008,N/A,96.116598,96.116598,0.00000000,4.000297,0.98
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,06-Mar-2008,N/A,100.000000,100.000000,0.00000000,4.000000,0.97
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,06-Mar-2008,N/A,96.130289,96.130289,0.00000000,3.985770,0.98
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,06-Mar-2008,N/A,95.221527,95.221527,0.00000000,3.951382,1.23
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,06-Mar-2008,N/A,94.340089,94.340089,0.00000000,3.922228,1.47
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,06-Mar-2008,N/A,105.930000,109.534396,3.60439600,4.012015,1.41
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,06-Mar-2008,N/A,93.465754,93.465754,0.00000000,3.895880,1.72
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,06-Mar-2008,N/A,103.130000,104.559645,1.42964500,3.880024,1.64
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,06-Mar-2008,N/A,93.448837,93.448837,0.00000000,3.906418,1.72
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,06-Mar-2008,N/A,92.560493,92.560493,0.00000000,3.902984,1.96
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,06-Mar-2008,N/A,91.712362,91.712362,0.00000000,3.879843,2.21
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,06-Mar-2008,N/A,101.900000,103.081011,1.18101100,3.858122,2.10
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,06-Mar-2008,N/A,91.667922,91.667922,0.00000000,3.901789,2.21
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,06-Mar-2008,N/A,90.780829,90.780829,0.00000000,3.906545,2.45
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,06-Mar-2008,N/A,106.170000,107.938544,1.76854400,3.834269,2.46
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,06-Mar-2008,N/A,89.885026,89.885026,0.00000000,3.913649,2.70
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,06-Mar-2008,N/A,88.941325,88.941325,0.00000000,3.944844,2.94
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,06-Mar-2008,N/A,100.860000,100.860000,0.00000000,3.943230,2.79
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,06-Mar-2008,N/A,88.938191,88.938191,0.00000000,3.946042,2.94
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,06-Mar-2008,N/A,88.005209,88.005209,0.00000000,3.968725,3.19
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,06-Mar-2008,N/A,115.630000,116.989890,1.35989000,3.966863,2.91
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,06-Mar-2008,N/A,87.097915,87.097915,0.00000000,3.985978,3.43
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,06-Mar-2008,N/A,86.208402,86.208402,0.00000000,3.995343,3.68
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,06-Mar-2008,N/A,112.740000,113.612940,0.87294000,4.164402,3.37
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,06-Mar-2008,N/A,85.274197,85.274197,0.00000000,4.022371,3.92
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,06-Mar-2008,N/A,85.345379,85.345379,0.00000000,4.001093,3.92
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,06-Mar-2008,N/A,103.710000,103.710000,0.00000000,3.987373,3.61
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,06-Mar-2008,N/A,84.317580,84.317580,0.00000000,4.052871,4.17
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,06-Mar-2008,N/A,104.720000,106.025328,1.30532800,4.029158,3.75
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,06-Mar-2008,N/A,84.343772,84.343772,0.00000000,4.045417,4.17
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,06-Mar-2008,N/A,119.430000,120.171758,0.74175800,4.140348,3.71
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,06-Mar-2008,N/A,83.445106,83.445106,0.00000000,4.062514,4.41
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,06-Mar-2008,N/A,82.488376,82.488376,0.00000000,4.093056,4.66
4½% Treasury Gilt 2013,GB00B29WRG55,07-Mar-2013,06-Mar-2008,N/A,101.580000,101.604725,0.02472500,4.146744,4.44
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,06-Mar-2008,N/A,81.576325,81.576325,0.00000000,4.114371,4.90
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,06-Mar-2008,N/A,80.631757,80.631757,0.00000000,4.141762,5.14
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,06-Mar-2008,N/A,79.717544,79.717544,0.00000000,4.164223,5.39
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,06-Mar-2008,N/A,118.750000,122.310440,3.56044000,4.181605,4.46
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,06-Mar-2008,N/A,78.798195,78.798195,0.00000000,4.186227,5.63
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,06-Mar-2008,N/A,139.380000,142.199672,2.81967200,4.228159,4.39
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,06-Mar-2008,N/A,77.952172,77.952172,0.00000000,4.194627,5.88
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,06-Mar-2008,N/A,77.057616,77.057616,0.00000000,4.212711,6.12
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,06-Mar-2008,N/A,76.188732,76.188732,0.00000000,4.228018,6.37
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,06-Mar-2008,N/A,104.520000,104.520000,0.00000000,4.198198,5.54
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,06-Mar-2008,N/A,76.195385,76.195385,0.00000000,4.226646,6.37
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,06-Mar-2008,N/A,75.249208,75.249208,0.00000000,4.256624,6.61
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,06-Mar-2008,N/A,74.316024,74.316024,0.00000000,4.285899,6.85
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,06-Mar-2008,N/A,73.410323,73.410323,0.00000000,4.308474,7.10
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,06-Mar-2008,N/A,72.527300,72.527300,0.00000000,4.328946,7.34
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,06-Mar-2008,N/A,102.920000,102.920000,0.00000000,4.290545,6.28
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,06-Mar-2008,N/A,72.519943,72.519943,0.00000000,4.330328,7.34
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,06-Mar-2008,N/A,123.710000,125.699071,1.98907100,4.360599,5.91
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,06-Mar-2008,N/A,71.379837,71.379837,0.00000000,4.397260,7.58
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,06-Mar-2008,N/A,71.325728,71.325728,0.00000000,4.407258,7.58
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,06-Mar-2008,N/A,70.713854,70.713854,0.00000000,4.378856,7.83
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,06-Mar-2008,N/A,69.960523,69.960523,0.00000000,4.376654,8.07
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,06-Mar-2008,N/A,69.248375,69.248375,0.00000000,4.370246,8.32
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,06-Mar-2008,N/A,97.650000,97.650000,0.00000000,4.333459,7.12
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,06-Mar-2008,N/A,69.208560,69.208560,0.00000000,4.377160,8.32
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,06-Mar-2008,N/A,68.372779,68.372779,0.00000000,4.391940,8.56
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,06-Mar-2008,N/A,67.543365,67.543365,0.00000000,4.407875,8.81
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,06-Mar-2008,N/A,66.764905,66.764905,0.00000000,4.414865,9.05
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,06-Mar-2008,N/A,133.130000,133.394423,0.26442300,4.428423,6.88
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,06-Mar-2008,N/A,65.947820,65.947820,0.00000000,4.430533,9.29
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,06-Mar-2008,N/A,65.084453,65.084453,0.00000000,4.453206,9.54
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,06-Mar-2008,N/A,64.348653,64.348653,0.00000000,4.457489,9.78
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,06-Mar-2008,N/A,104.900000,104.900000,0.00000000,4.389346,7.87
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,06-Mar-2008,N/A,64.473123,64.473123,0.00000000,4.437735,9.78
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,06-Mar-2008,N/A,63.724712,63.724712,0.00000000,4.444146,10.03
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,06-Mar-2008,N/A,62.923550,62.923550,0.00000000,4.460924,10.27
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,06-Mar-2008,N/A,62.183338,62.183338,0.00000000,4.467992,10.52
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,06-Mar-2008,N/A,61.422064,61.422064,0.00000000,4.480366,10.76
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,06-Mar-2008,N/A,60.736472,60.736472,0.00000000,4.481156,11.00
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,06-Mar-2008,N/A,59.942516,59.942516,0.00000000,4.500179,11.25
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,06-Mar-2008,N/A,59.245838,59.245838,0.00000000,4.504564,11.49
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,06-Mar-2008,N/A,58.610802,58.610802,0.00000000,4.502016,11.74
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,06-Mar-2008,N/A,102.780000,102.780000,0.00000000,4.448516,9.12
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,06-Mar-2008,N/A,58.517963,58.517963,0.00000000,4.515524,11.74
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,06-Mar-2008,N/A,57.707291,57.707291,0.00000000,4.538278,11.98
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,06-Mar-2008,N/A,56.901235,56.901235,0.00000000,4.562079,12.22
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,06-Mar-2008,N/A,56.139279,56.139279,0.00000000,4.579266,12.47
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,06-Mar-2008,N/A,55.368477,55.368477,0.00000000,4.599474,12.71
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,06-Mar-2008,N/A,134.380000,136.369071,1.98907100,4.521624,8.79
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,06-Mar-2008,N/A,54.579951,54.579951,0.00000000,4.621965,12.95
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,06-Mar-2008,N/A,54.672700,54.672700,0.00000000,4.608856,12.95
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,06-Mar-2008,N/A,54.029531,54.029531,0.00000000,4.612680,13.20
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,06-Mar-2008,N/A,53.383545,53.383545,0.00000000,4.616885,13.44
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,06-Mar-2008,N/A,52.916710,52.916710,0.00000000,4.598139,13.69
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,06-Mar-2008,N/A,52.301223,52.301223,0.00000000,4.600093,13.93
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,06-Mar-2008,N/A,51.733005,51.733005,0.00000000,4.597383,14.17
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,06-Mar-2008,N/A,51.186270,51.186270,0.00000000,4.591830,14.42
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,06-Mar-2008,N/A,50.611668,50.611668,0.00000000,4.591840,14.66
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,06-Mar-2008,N/A,50.094316,50.094316,0.00000000,4.584212,14.91
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,06-Mar-2008,N/A,49.582813,49.582813,0.00000000,4.577573,15.15
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,06-Mar-2008,N/A,49.066245,49.066245,0.00000000,4.571704,15.40
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,06-Mar-2008,N/A,48.553933,48.553933,0.00000000,4.566956,15.64
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,06-Mar-2008,N/A,48.042981,48.042981,0.00000000,4.562100,15.89
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,06-Mar-2008,N/A,47.580539,47.580539,0.00000000,4.552534,16.13
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,06-Mar-2008,N/A,47.086927,47.086927,0.00000000,4.547120,16.38
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,06-Mar-2008,N/A,46.624369,46.624369,0.00000000,4.539257,16.62
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,06-Mar-2008,N/A,46.756003,46.756003,0.00000000,4.522297,16.62
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,06-Mar-2008,N/A,106.100000,106.100000,0.00000000,4.483407,11.56
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,06-Mar-2008,N/A,46.105627,46.105627,0.00000000,4.538698,16.87
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,06-Mar-2008,N/A,45.598326,45.598326,0.00000000,4.538145,17.11
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,06-Mar-2008,N/A,45.102770,45.102770,0.00000000,4.536114,17.36
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,06-Mar-2008,N/A,44.594962,44.594962,0.00000000,4.537082,17.60
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,06-Mar-2008,N/A,44.102205,44.102205,0.00000000,4.536152,17.85
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,06-Mar-2008,N/A,43.619842,43.619842,0.00000000,4.535296,18.09
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,06-Mar-2008,N/A,43.127826,43.127826,0.00000000,4.535683,18.34
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,06-Mar-2008,N/A,42.649696,42.649696,0.00000000,4.535666,18.58
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,06-Mar-2008,N/A,42.190999,42.190999,0.00000000,4.533220,18.82
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,06-Mar-2008,N/A,41.717739,41.717739,0.00000000,4.533929,19.07
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,06-Mar-2008,N/A,41.435861,41.435861,0.00000000,4.510683,19.32
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,06-Mar-2008,N/A,96.970000,98.026694,1.05669400,4.482360,13.02
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,06-Mar-2008,N/A,41.257788,41.257788,0.00000000,4.532982,19.31
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,06-Mar-2008,N/A,40.834489,40.834489,0.00000000,4.528728,19.56
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,06-Mar-2008,N/A,40.376913,40.376913,0.00000000,4.528789,19.80
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,06-Mar-2008,N/A,39.894951,39.894951,0.00000000,4.533149,20.05
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,06-Mar-2008,N/A,39.518418,39.518418,0.00000000,4.524354,20.29
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,06-Mar-2008,N/A,39.341742,39.341742,0.00000000,4.546436,20.29
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,06-Mar-2008,N/A,120.060000,121.551803,1.49180300,4.501774,12.48
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,06-Mar-2008,N/A,39.102947,39.102947,0.00000000,4.521653,20.54
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,06-Mar-2008,N/A,38.729128,38.729128,0.00000000,4.513793,20.78
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,06-Mar-2008,N/A,38.279879,38.279879,0.00000000,4.516501,21.03
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,06-Mar-2008,N/A,38.090529,38.090529,0.00000000,4.487037,21.27
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,06-Mar-2008,N/A,37.649168,37.649168,0.00000000,4.489926,21.52
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,06-Mar-2008,N/A,37.425879,37.425879,0.00000000,4.465975,21.77
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,06-Mar-2008,N/A,37.109274,37.109274,0.00000000,4.454678,22.01
4¾% Treasury Gilt 2030 WI,GB00B29WT589,07-Dec-2030,06-Mar-2008,N/A,103.810000,105.081858,1.27185800,4.480615,13.83
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,06-Mar-2008,N/A,36.805817,36.805817,0.00000000,4.441811,22.26
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,06-Mar-2008,N/A,103.810000,104.991011,1.18101100,4.480741,13.85
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,06-Mar-2008,N/A,36.778002,36.778002,0.00000000,4.445208,22.26
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,06-Mar-2008,N/A,36.453904,36.453904,0.00000000,4.435964,22.50
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,06-Mar-2008,N/A,36.112923,36.112923,0.00000000,4.428795,22.75
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,06-Mar-2008,N/A,35.827719,35.827719,0.00000000,4.415910,22.99
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,06-Mar-2008,N/A,35.507700,35.507700,0.00000000,4.407273,23.24
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,06-Mar-2008,N/A,35.202166,35.202166,0.00000000,4.397918,23.48
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,06-Mar-2008,N/A,34.862949,34.862949,0.00000000,4.392641,23.73
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,06-Mar-2008,N/A,34.966006,34.966006,0.00000000,4.380203,23.73
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,06-Mar-2008,N/A,97.530000,98.586694,1.05669400,4.416579,14.76
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,06-Mar-2008,N/A,34.565352,34.565352,0.00000000,4.383337,23.97
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,06-Mar-2008,N/A,34.236515,34.236515,0.00000000,4.377804,24.22
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,06-Mar-2008,N/A,33.921218,33.921218,0.00000000,4.371610,24.47
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,06-Mar-2008,N/A,33.595079,33.595079,0.00000000,4.366717,24.71
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,06-Mar-2008,N/A,33.293228,33.293228,0.00000000,4.359846,24.96
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,06-Mar-2008,N/A,32.970734,32.970734,0.00000000,4.355450,25.20
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,06-Mar-2008,N/A,32.688255,32.688255,0.00000000,4.347165,25.45
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,06-Mar-2008,N/A,32.370351,32.370351,0.00000000,4.343127,25.69
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,06-Mar-2008,N/A,32.061829,32.061829,0.00000000,4.338862,25.94
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,06-Mar-2008,N/A,31.767382,31.767382,0.00000000,4.332891,26.18
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,06-Mar-2008,N/A,31.540065,31.540065,0.00000000,4.319736,26.43
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,06-Mar-2008,N/A,31.242144,31.242144,0.00000000,4.315042,26.68
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,06-Mar-2008,N/A,30.939641,30.939641,0.00000000,4.311755,26.92
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,06-Mar-2008,N/A,30.675849,30.675849,0.00000000,4.303802,27.17
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,06-Mar-2008,N/A,30.390041,30.390041,0.00000000,4.299327,27.41
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,06-Mar-2008,N/A,30.493995,30.493995,0.00000000,4.286870,27.41
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,06-Mar-2008,N/A,98.230000,98.230000,0.00000000,4.360072,16.17
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,06-Mar-2008,N/A,30.088530,30.088530,0.00000000,4.296718,27.66
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,06-Mar-2008,N/A,29.493510,29.493510,0.00000000,4.292163,28.15
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,06-Mar-2008,N/A,28.882654,28.882654,0.00000000,4.291099,28.64
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,06-Mar-2008,N/A,28.308229,28.308229,0.00000000,4.287185,29.13
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,06-Mar-2008,N/A,27.703009,27.703009,0.00000000,4.288543,29.62
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,06-Mar-2008,N/A,27.185306,27.185306,0.00000000,4.280732,30.11
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,06-Mar-2008,N/A,27.344796,27.344796,0.00000000,4.261303,30.11
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,06-Mar-2008,N/A,106.650000,107.831011,1.18101100,4.355138,16.38
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,06-Mar-2008,N/A,26.603357,26.603357,0.00000000,4.282240,30.60
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,06-Mar-2008,N/A,26.064051,26.064051,0.00000000,4.279972,31.09
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,06-Mar-2008,N/A,25.579573,25.579573,0.00000000,4.272336,31.58
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,06-Mar-2008,N/A,25.134199,25.134199,0.00000000,4.261197,32.07
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,06-Mar-2008,N/A,24.633770,24.633770,0.00000000,4.258215,32.56
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,06-Mar-2008,N/A,24.155075,24.155075,0.00000000,4.253846,33.05
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,06-Mar-2008,N/A,23.688717,23.688717,0.00000000,4.249222,33.54
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,06-Mar-2008,N/A,23.355308,23.355308,0.00000000,4.229096,34.03
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,06-Mar-2008,N/A,102.860000,103.978852,1.11885200,4.339532,17.54
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,06-Mar-2008,N/A,23.127676,23.127676,0.00000000,4.257878,34.03
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,06-Mar-2008,N/A,22.804385,22.804385,0.00000000,4.237631,34.52
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,06-Mar-2008,N/A,22.363181,22.363181,0.00000000,4.233547,35.01
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,06-Mar-2008,N/A,21.916126,21.916126,0.00000000,4.231424,35.50
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,06-Mar-2008,N/A,21.385349,21.385349,0.00000000,4.241372,35.99
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,06-Mar-2008,N/A,20.994371,20.994371,0.00000000,4.234428,36.48
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,06-Mar-2008,N/A,20.726940,20.726940,0.00000000,4.212434,36.97
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,06-Mar-2008,N/A,20.200389,20.200389,0.00000000,4.225485,37.46
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,06-Mar-2008,N/A,20.127371,20.127371,0.00000000,4.179940,37.96
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,06-Mar-2008,N/A,99.030000,100.086694,1.05669400,4.301350,18.63
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,06-Mar-2008,N/A,19.820106,19.820106,0.00000000,4.220472,37.95
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,06-Mar-2008,N/A,19.505373,19.505373,0.00000000,4.207788,38.44
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,06-Mar-2008,N/A,19.291336,19.291336,0.00000000,4.182652,38.94
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,06-Mar-2008,N/A,18.900139,18.900139,0.00000000,4.182117,39.43
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,06-Mar-2008,N/A,18.616956,18.616956,0.00000000,4.168092,39.92
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,06-Mar-2008,N/A,18.278875,18.278875,0.00000000,4.162402,40.41
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,06-Mar-2008,N/A,18.111017,18.111017,0.00000000,4.134598,40.91
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,06-Mar-2008,N/A,17.764839,17.764839,0.00000000,4.131788,41.40
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,06-Mar-2008,N/A,17.446790,17.446790,0.00000000,4.126099,41.89
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,06-Mar-2008,N/A,17.173654,17.173654,0.00000000,4.115147,42.38
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,06-Mar-2008,N/A,16.858118,16.858118,0.00000000,4.110895,42.87
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,06-Mar-2008,N/A,16.648659,16.648659,0.00000000,4.092807,43.36
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,06-Mar-2008,N/A,16.334101,16.334101,0.00000000,4.090110,43.85
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,06-Mar-2008,N/A,16.071945,16.071945,0.00000000,4.080944,44.35
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,06-Mar-2008,N/A,15.815667,15.815667,0.00000000,4.071744,44.84
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,06-Mar-2008,N/A,15.553700,15.553700,0.00000000,4.064129,45.33
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,06-Mar-2008,N/A,15.308487,15.308487,0.00000000,4.054907,45.82
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,06-Mar-2008,N/A,15.067589,15.067589,0.00000000,4.045816,46.31
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,06-Mar-2008,N/A,14.994997,14.994997,0.00000000,4.013348,46.81
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,06-Mar-2008,N/A,14.826903,14.826903,0.00000000,4.037431,46.81
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,06-Mar-2008,N/A,100.550000,101.606694,1.05669400,4.222849,20.23
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,07-Mar-2008,N/A,98.967810,98.967810,0.00000000,4.312634,0.24
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,07-Mar-2008,N/A,97.997211,97.997211,0.00000000,4.155888,0.48
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,07-Mar-2008,N/A,100.570000,100.570000,0.00000000,4.335289,0.49
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,07-Mar-2008,N/A,102.710000,106.373934,3.66393400,4.308967,0.56
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,07-Mar-2008,N/A,97.092886,97.092886,0.00000000,4.009424,0.73
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,07-Mar-2008,N/A,96.252747,96.252747,0.00000000,3.887967,0.97
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,07-Mar-2008,N/A,100.130000,100.162609,0.03260900,3.864824,0.96
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,07-Mar-2008,N/A,96.263322,96.263322,0.00000000,3.876675,0.97
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,07-Mar-2008,N/A,95.378771,95.378771,0.00000000,3.842374,1.22
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,07-Mar-2008,N/A,94.513326,94.513326,0.00000000,3.818509,1.46
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,07-Mar-2008,N/A,106.100000,109.770330,3.67033000,3.882232,1.41
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,07-Mar-2008,N/A,93.689148,93.689148,0.00000000,3.774795,1.71
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,07-Mar-2008,N/A,103.340000,104.816776,1.47677600,3.748780,1.63
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,07-Mar-2008,N/A,93.653924,93.653924,0.00000000,3.796776,1.71
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,07-Mar-2008,N/A,92.779213,92.779213,0.00000000,3.798334,1.95
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,07-Mar-2008,N/A,91.933157,91.933157,0.00000000,3.784903,2.20
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,07-Mar-2008,N/A,102.150000,103.369945,1.21994500,3.739272,2.09
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,07-Mar-2008,N/A,91.905231,91.905231,0.00000000,3.798704,2.20
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,07-Mar-2008,N/A,91.014043,91.014043,0.00000000,3.814496,2.45
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,07-Mar-2008,N/A,106.460000,108.280055,1.82005500,3.718234,2.45
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,07-Mar-2008,N/A,90.140380,90.140380,0.00000000,3.820039,2.69
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,07-Mar-2008,N/A,89.278926,89.278926,0.00000000,3.826604,2.94
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,07-Mar-2008,N/A,101.170000,101.204647,0.03464700,3.832245,2.79
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,07-Mar-2008,N/A,89.217498,89.217498,0.00000000,3.850051,2.94
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,07-Mar-2008,N/A,88.363330,88.363330,0.00000000,3.851185,3.18
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,07-Mar-2008,N/A,115.990000,117.424066,1.43406600,3.850238,2.90
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,07-Mar-2008,N/A,87.471858,87.471858,0.00000000,3.870273,3.43
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,07-Mar-2008,N/A,86.583126,86.583126,0.00000000,3.886021,3.67
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,07-Mar-2008,N/A,113.100000,114.036813,0.93681300,4.063658,3.36
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,07-Mar-2008,N/A,85.656355,85.656355,0.00000000,3.916427,3.92
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,07-Mar-2008,N/A,85.700333,85.700333,0.00000000,3.903317,3.92
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,07-Mar-2008,N/A,104.060000,104.100761,0.04076100,3.891927,3.60
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,07-Mar-2008,N/A,84.603146,84.603146,0.00000000,3.979494,4.16
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,07-Mar-2008,N/A,105.090000,106.438361,1.34836100,3.934135,3.75
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,07-Mar-2008,N/A,84.665080,84.665080,0.00000000,3.961906,4.16
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,07-Mar-2008,N/A,119.810000,120.625934,0.81593400,4.047574,3.70
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,07-Mar-2008,N/A,83.756047,83.756047,0.00000000,3.985491,4.40
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,07-Mar-2008,N/A,82.784410,82.784410,0.00000000,4.023140,4.65
4½% Treasury Gilt 2013,GB00B29WRG55,07-Mar-2013,07-Mar-2008,N/A,102.040000,102.101410,0.06141000,4.044401,4.44
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,07-Mar-2008,N/A,81.872231,81.872231,0.00000000,4.047143,4.89
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,07-Mar-2008,N/A,80.899433,80.899433,0.00000000,4.083792,5.14
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,07-Mar-2008,N/A,80.016198,80.016198,0.00000000,4.100970,5.38
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,07-Mar-2008,N/A,119.160000,122.786374,3.62637400,4.101982,4.45
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,07-Mar-2008,N/A,79.114395,79.114395,0.00000000,4.121084,5.63
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,07-Mar-2008,N/A,139.820000,142.738033,2.91803300,4.149716,4.38
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,07-Mar-2008,N/A,78.273886,78.273886,0.00000000,4.130226,5.87
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,07-Mar-2008,N/A,77.425628,77.425628,0.00000000,4.140391,6.12
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,07-Mar-2008,N/A,76.591925,76.591925,0.00000000,4.150376,6.36
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,07-Mar-2008,N/A,104.970000,105.010761,0.04076100,4.119611,5.53
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,07-Mar-2008,N/A,76.570855,76.570855,0.00000000,4.154702,6.36
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,07-Mar-2008,N/A,75.652883,75.652883,0.00000000,4.180836,6.61
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,07-Mar-2008,N/A,74.717147,74.717147,0.00000000,4.212323,6.85
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,07-Mar-2008,N/A,73.812634,73.812634,0.00000000,4.236334,7.09
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,07-Mar-2008,N/A,72.924564,72.924564,0.00000000,4.259228,7.34
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,07-Mar-2008,N/A,103.400000,103.438723,0.03872300,4.215946,6.28
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,07-Mar-2008,N/A,72.917682,72.917682,0.00000000,4.260515,7.34
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,07-Mar-2008,N/A,124.240000,126.294645,2.05464500,4.286534,5.91
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,07-Mar-2008,N/A,71.604235,71.604235,0.00000000,4.360541,7.58
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,07-Mar-2008,N/A,71.591771,71.591771,0.00000000,4.362839,7.58
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,07-Mar-2008,N/A,70.958613,70.958613,0.00000000,4.339193,7.82
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,07-Mar-2008,N/A,70.335319,70.335319,0.00000000,4.314827,8.07
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,07-Mar-2008,N/A,69.715016,69.715016,0.00000000,4.293685,8.31
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,07-Mar-2008,N/A,98.160000,98.192609,0.03260900,4.260460,7.12
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,07-Mar-2008,N/A,69.602688,69.602688,0.00000000,4.313082,8.31
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,07-Mar-2008,N/A,68.752188,68.752188,0.00000000,4.331429,8.56
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,07-Mar-2008,N/A,67.819046,67.819046,0.00000000,4.365622,8.80
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,07-Mar-2008,N/A,66.948718,66.948718,0.00000000,4.388423,9.04
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,07-Mar-2008,N/A,133.740000,134.076538,0.33653800,4.359499,6.88
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,07-Mar-2008,N/A,66.160512,66.160512,0.00000000,4.399708,9.29
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,07-Mar-2008,N/A,65.315964,65.315964,0.00000000,4.419741,9.53
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,07-Mar-2008,N/A,64.944017,64.944017,0.00000000,4.366960,9.78
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,07-Mar-2008,N/A,105.440000,105.480761,0.04076100,4.323683,7.87
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,07-Mar-2008,N/A,64.661618,64.661618,0.00000000,4.411531,9.78
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,07-Mar-2008,N/A,63.892428,63.892428,0.00000000,4.421513,10.02
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,07-Mar-2008,N/A,63.156599,63.156599,0.00000000,4.428410,10.26
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,07-Mar-2008,N/A,62.431489,62.431489,0.00000000,4.433542,10.51
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,07-Mar-2008,N/A,61.688953,61.688953,0.00000000,4.443400,10.75
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,07-Mar-2008,N/A,61.016979,61.016979,0.00000000,4.442561,11.00
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,07-Mar-2008,N/A,60.262958,60.262958,0.00000000,4.455974,11.24
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,07-Mar-2008,N/A,59.560999,59.560999,0.00000000,4.461551,11.49
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,07-Mar-2008,N/A,59.017415,59.017415,0.00000000,4.446168,11.73
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,07-Mar-2008,N/A,103.300000,103.338723,0.03872300,4.393006,9.13
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,07-Mar-2008,N/A,58.894317,58.894317,0.00000000,4.463968,11.73
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,07-Mar-2008,N/A,58.065739,58.065739,0.00000000,4.489631,11.97
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,07-Mar-2008,N/A,57.230805,57.230805,0.00000000,4.517808,12.22
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,07-Mar-2008,N/A,56.393223,56.393223,0.00000000,4.546019,12.46
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,07-Mar-2008,N/A,55.617495,55.617495,0.00000000,4.567061,12.70
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,07-Mar-2008,N/A,135.000000,137.054645,2.05464500,4.468719,8.79
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,07-Mar-2008,N/A,54.762604,54.762604,0.00000000,4.599049,12.95
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,07-Mar-2008,N/A,54.854998,54.854998,0.00000000,4.586027,12.95
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,07-Mar-2008,N/A,54.217256,54.217256,0.00000000,4.589200,13.19
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,07-Mar-2008,N/A,53.637379,53.637379,0.00000000,4.584360,13.44
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,07-Mar-2008,N/A,53.123691,53.123691,0.00000000,4.572309,13.68
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,07-Mar-2008,N/A,52.556999,52.556999,0.00000000,4.567733,13.93
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,07-Mar-2008,N/A,51.990510,51.990510,0.00000000,4.564952,14.17
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,07-Mar-2008,N/A,51.438804,51.438804,0.00000000,4.560266,14.41
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,07-Mar-2008,N/A,50.881210,50.881210,0.00000000,4.558125,14.66
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,07-Mar-2008,N/A,50.334161,50.334161,0.00000000,4.554654,14.90
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,07-Mar-2008,N/A,49.824963,49.824963,0.00000000,4.547844,15.15
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,07-Mar-2008,N/A,49.313077,49.313077,0.00000000,4.541511,15.39
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,07-Mar-2008,N/A,48.807119,48.807119,0.00000000,4.536047,15.64
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,07-Mar-2008,N/A,48.331594,48.331594,0.00000000,4.526717,15.88
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,07-Mar-2008,N/A,47.877524,47.877524,0.00000000,4.516224,16.13
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,07-Mar-2008,N/A,47.345488,47.345488,0.00000000,4.515923,16.37
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,07-Mar-2008,N/A,46.871819,46.871819,0.00000000,4.509602,16.62
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,07-Mar-2008,N/A,46.946361,46.946361,0.00000000,4.500040,16.62
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,07-Mar-2008,N/A,106.640000,106.680761,0.04076100,4.439322,11.57
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,07-Mar-2008,N/A,46.343318,46.343318,0.00000000,4.510384,16.86
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,07-Mar-2008,N/A,45.828959,45.828959,0.00000000,4.510788,17.11
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,07-Mar-2008,N/A,45.352720,45.352720,0.00000000,4.506382,17.35
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,07-Mar-2008,N/A,44.810373,44.810373,0.00000000,4.511772,17.59
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,07-Mar-2008,N/A,44.316527,44.316527,0.00000000,4.511038,17.84
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,07-Mar-2008,N/A,43.830383,43.830383,0.00000000,4.510690,18.08
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,07-Mar-2008,N/A,43.337035,43.337035,0.00000000,4.511286,18.33
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,07-Mar-2008,N/A,42.863674,42.863674,0.00000000,4.510688,18.57
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,07-Mar-2008,N/A,42.391721,42.391721,0.00000000,4.509951,18.82
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,07-Mar-2008,N/A,41.897801,41.897801,0.00000000,4.513251,19.06
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,07-Mar-2008,N/A,41.624782,41.624782,0.00000000,4.489018,19.31
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,07-Mar-2008,N/A,97.490000,98.581530,1.09153000,4.441796,13.03
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,07-Mar-2008,N/A,41.439582,41.439582,0.00000000,4.512112,19.31
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,07-Mar-2008,N/A,40.915757,40.915757,0.00000000,4.520425,19.55
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,07-Mar-2008,N/A,40.444606,40.444606,0.00000000,4.522182,19.80
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,07-Mar-2008,N/A,39.960318,39.960318,0.00000000,4.526802,20.04
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,07-Mar-2008,N/A,39.568546,39.568546,0.00000000,4.519912,20.28
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,07-Mar-2008,N/A,39.496791,39.496791,0.00000000,4.528861,20.28
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,07-Mar-2008,N/A,120.640000,122.180984,1.54098400,4.463347,12.50
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,07-Mar-2008,N/A,39.183317,39.183317,0.00000000,4.513426,20.53
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,07-Mar-2008,N/A,38.802425,38.802425,0.00000000,4.506452,20.78
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,07-Mar-2008,N/A,38.429596,38.429596,0.00000000,4.499662,21.02
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,07-Mar-2008,N/A,38.183139,38.183139,0.00000000,4.477328,21.27
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,07-Mar-2008,N/A,37.823809,37.823809,0.00000000,4.470094,21.51
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,07-Mar-2008,N/A,37.530559,37.530559,0.00000000,4.454801,21.76
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,07-Mar-2008,N/A,37.203816,37.203816,0.00000000,4.444746,22.00
4¾% Treasury Gilt 2030 WI,GB00B29WT589,07-Dec-2030,07-Mar-2008,N/A,104.320000,105.591858,1.27185800,4.445638,13.85
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,07-Mar-2008,N/A,36.601274,36.601274,0.00000000,4.468479,22.25
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,07-Mar-2008,N/A,104.320000,105.539945,1.21994500,4.445719,13.87
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,07-Mar-2008,N/A,36.857828,36.857828,0.00000000,4.437083,22.25
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,07-Mar-2008,N/A,36.507710,36.507710,0.00000000,4.430997,22.49
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,07-Mar-2008,N/A,36.180058,36.180058,0.00000000,4.422206,22.74
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,07-Mar-2008,N/A,35.873158,35.873158,0.00000000,4.411945,22.98
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,07-Mar-2008,N/A,35.550824,35.550824,0.00000000,4.403587,23.23
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,07-Mar-2008,N/A,35.237413,35.237413,0.00000000,4.395165,23.48
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,07-Mar-2008,N/A,34.958461,34.958461,0.00000000,4.382610,23.72
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,07-Mar-2008,N/A,35.000776,35.000776,0.00000000,4.377510,23.72
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,07-Mar-2008,N/A,97.990000,99.081530,1.09153000,4.385083,14.77
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,07-Mar-2008,N/A,34.624457,34.624457,0.00000000,4.377683,23.97
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,07-Mar-2008,N/A,34.292192,34.292192,0.00000000,4.372559,24.21
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,07-Mar-2008,N/A,33.981747,33.981747,0.00000000,4.365762,24.46
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,07-Mar-2008,N/A,33.652255,33.652255,0.00000000,4.361267,24.70
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,07-Mar-2008,N/A,33.352120,33.352120,0.00000000,4.354171,24.95
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,07-Mar-2008,N/A,33.027434,33.027434,0.00000000,4.350032,25.20
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,07-Mar-2008,N/A,32.737081,32.737081,0.00000000,4.342676,25.44
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,07-Mar-2008,N/A,32.423742,32.423742,0.00000000,4.338082,25.69
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,07-Mar-2008,N/A,32.117628,32.117628,0.00000000,4.333506,25.93
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,07-Mar-2008,N/A,31.812267,31.812267,0.00000000,4.328839,26.18
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,07-Mar-2008,N/A,31.567322,31.567322,0.00000000,4.317785,26.42
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,07-Mar-2008,N/A,31.274212,31.274212,0.00000000,4.312507,26.67
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,07-Mar-2008,N/A,30.970040,30.970040,0.00000000,4.309398,26.91
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,07-Mar-2008,N/A,30.701062,30.701062,0.00000000,4.302062,27.16
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,07-Mar-2008,N/A,30.419515,30.419515,0.00000000,4.297055,27.40
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,07-Mar-2008,N/A,30.483430,30.483430,0.00000000,4.289396,27.40
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,07-Mar-2008,N/A,98.630000,98.664647,0.03464700,4.334946,16.19
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,07-Mar-2008,N/A,30.119592,30.119592,0.00000000,4.294247,27.65
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,07-Mar-2008,N/A,29.528876,29.528876,0.00000000,4.289141,28.14
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,07-Mar-2008,N/A,28.940064,28.940064,0.00000000,4.285378,28.63
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,07-Mar-2008,N/A,28.350943,28.350943,0.00000000,4.283201,29.12
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,07-Mar-2008,N/A,27.799769,27.799769,0.00000000,4.277942,29.61
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,07-Mar-2008,N/A,27.238913,27.238913,0.00000000,4.275340,30.10
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,07-Mar-2008,N/A,27.348255,27.348255,0.00000000,4.262031,30.10
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,07-Mar-2008,N/A,107.060000,108.279945,1.21994500,4.331937,16.40
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,07-Mar-2008,N/A,26.658460,26.658460,0.00000000,4.276611,30.59
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,07-Mar-2008,N/A,26.117290,26.117290,0.00000000,4.274523,31.08
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,07-Mar-2008,N/A,25.608943,25.608943,0.00000000,4.269799,31.57
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,07-Mar-2008,N/A,25.119871,25.119871,0.00000000,4.264054,32.06
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,07-Mar-2008,N/A,24.616252,24.616252,0.00000000,4.261461,32.55
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,07-Mar-2008,N/A,24.130755,24.130755,0.00000000,4.257939,33.04
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,07-Mar-2008,N/A,23.661772,23.661772,0.00000000,4.253645,33.53
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,07-Mar-2008,N/A,23.191153,23.191153,0.00000000,4.250836,34.02
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,07-Mar-2008,N/A,103.240000,104.395738,1.15573800,4.318736,17.57
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,07-Mar-2008,N/A,23.158680,23.158680,0.00000000,4.254955,34.02
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,07-Mar-2008,N/A,22.768512,22.768512,0.00000000,4.243189,34.51
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,07-Mar-2008,N/A,22.317835,22.317835,0.00000000,4.240327,35.00
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,07-Mar-2008,N/A,21.901362,21.901362,0.00000000,4.234290,35.49
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,07-Mar-2008,N/A,21.445637,21.445637,0.00000000,4.234505,35.98
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,07-Mar-2008,N/A,21.048772,21.048772,0.00000000,4.228274,36.47
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,07-Mar-2008,N/A,20.723756,20.723756,0.00000000,4.213774,36.96
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,07-Mar-2008,N/A,20.286316,20.286316,0.00000000,4.215067,37.45
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,07-Mar-2008,N/A,20.081094,20.081094,0.00000000,4.186899,37.95
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,07-Mar-2008,N/A,99.320000,100.411530,1.09153000,4.285833,18.65
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,07-Mar-2008,N/A,19.910564,19.910564,0.00000000,4.209374,37.94
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,07-Mar-2008,N/A,19.588093,19.588093,0.00000000,4.197666,38.44
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,07-Mar-2008,N/A,19.302407,19.302407,0.00000000,4.182050,38.93
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,07-Mar-2008,N/A,18.959247,18.959247,0.00000000,4.175057,39.42
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,07-Mar-2008,N/A,18.655265,18.655265,0.00000000,4.163789,39.91
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,07-Mar-2008,N/A,18.325723,18.325723,0.00000000,4.156902,40.40
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,07-Mar-2008,N/A,18.114253,18.114253,0.00000000,4.134981,40.90
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,07-Mar-2008,N/A,17.799083,17.799083,0.00000000,4.127945,41.39
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,07-Mar-2008,N/A,17.483470,17.483470,0.00000000,4.121884,41.88
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,07-Mar-2008,N/A,17.201275,17.201275,0.00000000,4.112142,42.37
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,07-Mar-2008,N/A,16.897926,16.897926,0.00000000,4.106171,42.86
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,07-Mar-2008,N/A,16.649730,16.649730,0.00000000,4.093424,43.36
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,07-Mar-2008,N/A,16.356412,16.356412,0.00000000,4.087754,43.85
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,07-Mar-2008,N/A,16.107830,16.107830,0.00000000,4.076661,44.34
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,07-Mar-2008,N/A,15.868548,15.868548,0.00000000,4.065035,44.83
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,07-Mar-2008,N/A,15.602900,15.602900,0.00000000,4.057889,45.32
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,07-Mar-2008,N/A,15.323999,15.323999,0.00000000,4.053415,45.81
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,07-Mar-2008,N/A,15.076108,15.076108,0.00000000,4.045304,46.31
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,07-Mar-2008,N/A,14.928936,14.928936,0.00000000,4.023477,46.80
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,07-Mar-2008,N/A,14.829040,14.829040,0.00000000,4.037823,46.80
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,07-Mar-2008,N/A,100.690000,101.781530,1.09153000,4.216043,20.24
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,10-Mar-2008,N/A,99.003565,99.003565,0.00000000,4.208721,0.24
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,10-Mar-2008,N/A,98.042255,98.042255,0.00000000,4.083324,0.48
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,10-Mar-2008,N/A,100.600000,100.614946,0.01494600,4.267447,0.49
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,10-Mar-2008,N/A,102.740000,106.428525,3.68852500,4.237793,0.56
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,10-Mar-2008,N/A,97.145474,97.145474,0.00000000,3.949780,0.73
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,10-Mar-2008,N/A,96.366920,96.366920,0.00000000,3.776601,0.97
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,10-Mar-2008,N/A,100.210000,100.253478,0.04347800,3.781284,0.96
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,10-Mar-2008,N/A,96.360983,96.360983,0.00000000,3.782948,0.97
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,10-Mar-2008,N/A,95.493430,95.493430,0.00000000,3.752222,1.22
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,10-Mar-2008,N/A,94.662027,94.662027,0.00000000,3.717980,1.46
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,10-Mar-2008,N/A,106.220000,109.912308,3.69230800,3.797679,1.40
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,10-Mar-2008,N/A,93.845163,93.845163,0.00000000,3.683393,1.71
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,10-Mar-2008,N/A,103.480000,104.972486,1.49248600,3.663921,1.63
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,10-Mar-2008,N/A,93.803723,93.803723,0.00000000,3.709240,1.71
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,10-Mar-2008,N/A,92.943284,92.943284,0.00000000,3.713078,1.95
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,10-Mar-2008,N/A,92.127515,92.127515,0.00000000,3.693537,2.20
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,10-Mar-2008,N/A,102.330000,103.562923,1.23292300,3.654878,2.09
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,10-Mar-2008,N/A,92.083382,92.083382,0.00000000,3.715320,2.20
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,10-Mar-2008,N/A,91.201547,91.201547,0.00000000,3.734458,2.44
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,10-Mar-2008,N/A,106.670000,108.507225,1.83722500,3.636871,2.45
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,10-Mar-2008,N/A,90.313892,90.313892,0.00000000,3.752381,2.69
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,10-Mar-2008,N/A,89.447764,89.447764,0.00000000,3.765709,2.93
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,10-Mar-2008,N/A,101.380000,101.426196,0.04619600,3.757447,2.79
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,10-Mar-2008,N/A,89.412521,89.412521,0.00000000,3.779141,2.93
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,10-Mar-2008,N/A,88.525501,88.525501,0.00000000,3.796796,3.18
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,10-Mar-2008,N/A,116.220000,117.678791,1.45879100,3.779079,2.90
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,10-Mar-2008,N/A,87.644550,87.644550,0.00000000,3.815703,3.42
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,10-Mar-2008,N/A,86.767967,86.767967,0.00000000,3.830773,3.67
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,10-Mar-2008,N/A,113.340000,114.298104,0.95810400,3.998806,3.36
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,10-Mar-2008,N/A,85.857630,85.857630,0.00000000,3.859140,3.91
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,10-Mar-2008,N/A,85.894134,85.894134,0.00000000,3.848279,3.91
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,10-Mar-2008,N/A,104.300000,104.354348,0.05434800,3.827292,3.60
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,10-Mar-2008,N/A,84.873841,84.873841,0.00000000,3.905265,4.16
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,10-Mar-2008,N/A,105.340000,106.702705,1.36270500,3.870779,3.75
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,10-Mar-2008,N/A,84.895588,84.895588,0.00000000,3.899105,4.16
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,10-Mar-2008,N/A,120.070000,120.910659,0.84065900,3.986859,3.70
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,10-Mar-2008,N/A,83.992871,83.992871,0.00000000,3.923786,4.40
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,10-Mar-2008,N/A,83.034057,83.034057,0.00000000,3.960695,4.65
4½% Treasury Gilt 2013,GB00B29WRG55,07-Mar-2013,10-Mar-2008,N/A,102.330000,102.403638,0.07363800,3.980254,4.44
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,10-Mar-2008,N/A,82.123853,82.123853,0.00000000,3.986628,4.89
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,10-Mar-2008,N/A,81.175264,81.175264,0.00000000,4.019675,5.14
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,10-Mar-2008,N/A,80.270105,80.270105,0.00000000,4.044128,5.38
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,10-Mar-2008,N/A,119.440000,123.088352,3.64835200,4.049287,4.45
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,10-Mar-2008,N/A,79.369403,79.369403,0.00000000,4.065857,5.63
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,10-Mar-2008,N/A,140.130000,143.080820,2.95082000,4.097526,4.38
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,10-Mar-2008,N/A,78.512274,78.512274,0.00000000,4.080302,5.87
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,10-Mar-2008,N/A,77.634882,77.634882,0.00000000,4.098081,6.12
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,10-Mar-2008,N/A,76.791549,76.791549,0.00000000,4.111191,6.36
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,10-Mar-2008,N/A,105.270000,105.324348,0.05434800,4.067701,5.53
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,10-Mar-2008,N/A,76.775399,76.775399,0.00000000,4.114499,6.36
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,10-Mar-2008,N/A,75.847058,75.847058,0.00000000,4.143727,6.60
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,10-Mar-2008,N/A,74.917942,74.917942,0.00000000,4.174773,6.85
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,10-Mar-2008,N/A,74.016688,74.016688,0.00000000,4.199017,7.09
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,10-Mar-2008,N/A,73.130556,73.130556,0.00000000,4.222327,7.33
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,10-Mar-2008,N/A,103.690000,103.741630,0.05163000,4.171167,6.28
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,10-Mar-2008,N/A,73.130313,73.130313,0.00000000,4.222372,7.33
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,10-Mar-2008,N/A,124.550000,126.626503,2.07650300,4.244072,5.91
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,10-Mar-2008,N/A,71.842589,71.842589,0.00000000,4.318232,7.58
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,10-Mar-2008,N/A,71.871505,71.871505,0.00000000,4.312921,7.58
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,10-Mar-2008,N/A,71.230106,71.230106,0.00000000,4.291854,7.82
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,10-Mar-2008,N/A,70.562435,70.562435,0.00000000,4.276311,8.07
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,10-Mar-2008,N/A,69.993600,69.993600,0.00000000,4.247092,8.31
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,10-Mar-2008,N/A,98.460000,98.503478,0.04347800,4.217642,7.12
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,10-Mar-2008,N/A,69.798301,69.798301,0.00000000,4.280708,8.31
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,10-Mar-2008,N/A,68.977507,68.977507,0.00000000,4.294556,8.56
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,10-Mar-2008,N/A,68.100604,68.100604,0.00000000,4.319866,8.80
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,10-Mar-2008,N/A,67.227300,67.227300,0.00000000,4.343816,9.04
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,10-Mar-2008,N/A,134.110000,134.470577,0.36057700,4.318570,6.88
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,10-Mar-2008,N/A,66.425410,66.425410,0.00000000,4.357949,9.29
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,10-Mar-2008,N/A,65.539218,65.539218,0.00000000,4.385192,9.53
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,10-Mar-2008,N/A,65.172584,65.172584,0.00000000,4.332225,9.78
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,10-Mar-2008,N/A,105.740000,105.794348,0.05434800,4.287454,7.88
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,10-Mar-2008,N/A,64.930699,64.930699,0.00000000,4.370259,9.78
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,10-Mar-2008,N/A,64.206074,64.206074,0.00000000,4.373834,10.02
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,10-Mar-2008,N/A,63.433072,63.433072,0.00000000,4.387008,10.26
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,10-Mar-2008,N/A,62.692831,62.692831,0.00000000,4.394930,10.51
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,10-Mar-2008,N/A,61.960227,61.960227,0.00000000,4.403699,10.75
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,10-Mar-2008,N/A,61.250286,61.250286,0.00000000,4.408950,11.00
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,10-Mar-2008,N/A,60.453448,60.453448,0.00000000,4.428959,11.24
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,10-Mar-2008,N/A,59.747248,59.747248,0.00000000,4.435417,11.49
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,10-Mar-2008,N/A,59.201597,59.201597,0.00000000,4.420621,11.73
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,10-Mar-2008,N/A,103.610000,103.661630,0.05163000,4.360112,9.13
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,10-Mar-2008,N/A,59.053082,59.053082,0.00000000,4.442036,11.73
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,10-Mar-2008,N/A,58.198676,58.198676,0.00000000,4.471544,11.97
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,10-Mar-2008,N/A,57.367425,57.367425,0.00000000,4.499280,12.21
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,10-Mar-2008,N/A,56.564841,56.564841,0.00000000,4.522614,12.46
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,10-Mar-2008,N/A,55.771189,55.771189,0.00000000,4.546298,12.70
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,10-Mar-2008,N/A,135.380000,137.456503,2.07650300,4.436798,8.80
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,10-Mar-2008,N/A,54.977885,54.977885,0.00000000,4.569697,12.94
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,10-Mar-2008,N/A,55.040357,55.040357,0.00000000,4.560924,12.95
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,10-Mar-2008,N/A,54.390919,54.390919,0.00000000,4.565884,13.19
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,10-Mar-2008,N/A,53.828912,53.828912,0.00000000,4.558747,13.43
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,10-Mar-2008,N/A,53.294777,53.294777,0.00000000,4.549698,13.68
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,10-Mar-2008,N/A,52.696625,52.696625,0.00000000,4.549564,13.92
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,10-Mar-2008,N/A,52.130289,52.130289,0.00000000,4.546865,14.17
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,10-Mar-2008,N/A,51.583106,51.583106,0.00000000,4.541684,14.41
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,10-Mar-2008,N/A,51.029909,51.029909,0.00000000,4.539049,14.66
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,10-Mar-2008,N/A,50.499749,50.499749,0.00000000,4.533440,14.90
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,10-Mar-2008,N/A,50.015985,50.015985,0.00000000,4.523386,15.15
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,10-Mar-2008,N/A,49.478347,49.478347,0.00000000,4.520570,15.39
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,10-Mar-2008,N/A,48.974892,48.974892,0.00000000,4.514879,15.64
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,10-Mar-2008,N/A,48.493200,48.493200,0.00000000,4.506468,15.88
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,10-Mar-2008,N/A,48.037289,48.037289,0.00000000,4.496318,16.13
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,10-Mar-2008,N/A,47.503535,47.503535,0.00000000,4.496312,16.37
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,10-Mar-2008,N/A,47.034715,47.034715,0.00000000,4.489451,16.62
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,10-Mar-2008,N/A,47.096925,47.096925,0.00000000,4.481497,16.62
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,10-Mar-2008,N/A,106.960000,107.014348,0.05434800,4.413376,11.58
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,10-Mar-2008,N/A,46.512948,46.512948,0.00000000,4.489438,16.86
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,10-Mar-2008,N/A,45.999090,45.999090,0.00000000,4.489833,17.11
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,10-Mar-2008,N/A,45.499838,45.499838,0.00000000,4.488417,17.35
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,10-Mar-2008,N/A,44.988306,44.988306,0.00000000,4.489936,17.59
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,10-Mar-2008,N/A,44.490389,44.490389,0.00000000,4.489772,17.84
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,10-Mar-2008,N/A,44.001754,44.001754,0.00000000,4.489780,18.08
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,10-Mar-2008,N/A,43.509191,43.509191,0.00000000,4.490319,18.33
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,10-Mar-2008,N/A,43.029500,43.029500,0.00000000,4.490549,18.57
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,10-Mar-2008,N/A,42.564506,42.564506,0.00000000,4.488981,18.82
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,10-Mar-2008,N/A,42.066580,42.066580,0.00000000,4.492794,19.06
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,10-Mar-2008,N/A,41.829276,41.829276,0.00000000,4.464264,19.31
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,10-Mar-2008,N/A,97.800000,98.903142,1.10314200,4.417726,13.04
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,10-Mar-2008,N/A,41.620397,41.620397,0.00000000,4.490192,19.31
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,10-Mar-2008,N/A,41.173146,41.173146,0.00000000,4.488968,19.55
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,10-Mar-2008,N/A,40.650567,40.650567,0.00000000,4.497137,19.80
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,10-Mar-2008,N/A,40.100961,40.100961,0.00000000,4.509874,20.04
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,10-Mar-2008,N/A,39.734591,39.734591,0.00000000,4.499869,20.28
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,10-Mar-2008,N/A,39.637260,39.637260,0.00000000,4.511960,20.28
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,10-Mar-2008,N/A,121.020000,122.577377,1.55737700,4.438403,12.51
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,10-Mar-2008,N/A,39.383924,39.383924,0.00000000,4.489140,20.53
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,10-Mar-2008,N/A,38.967647,38.967647,0.00000000,4.486585,20.77
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,10-Mar-2008,N/A,38.641717,38.641717,0.00000000,4.474047,21.02
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,10-Mar-2008,N/A,38.380902,38.380902,0.00000000,4.453605,21.27
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,10-Mar-2008,N/A,38.021377,38.021377,0.00000000,4.446432,21.51
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,10-Mar-2008,N/A,37.685793,37.685793,0.00000000,4.436383,21.76
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,10-Mar-2008,N/A,37.347028,37.347028,0.00000000,4.427826,22.00
4¾% Treasury Gilt 2030 WI,GB00B29WT589,07-Dec-2030,10-Mar-2008,N/A,104.650000,105.921858,1.27185800,4.423128,13.87
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,10-Mar-2008,N/A,37.289179,37.289179,0.00000000,4.385328,22.25
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,10-Mar-2008,N/A,104.650000,105.882923,1.23292300,4.423194,13.88
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,10-Mar-2008,N/A,37.002770,37.002770,0.00000000,4.419981,22.25
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,10-Mar-2008,N/A,36.672185,36.672185,0.00000000,4.411541,22.49
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,10-Mar-2008,N/A,36.348595,36.348595,0.00000000,4.402293,22.74
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,10-Mar-2008,N/A,36.032477,36.032477,0.00000000,4.393180,22.98
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,10-Mar-2008,N/A,35.705622,35.705622,0.00000000,4.385396,23.23
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,10-Mar-2008,N/A,35.385903,35.385903,0.00000000,4.377755,23.48
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,10-Mar-2008,N/A,35.120084,35.120084,0.00000000,4.363664,23.72
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,10-Mar-2008,N/A,35.176642,35.176642,0.00000000,4.356881,23.72
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,10-Mar-2008,N/A,98.320000,99.423142,1.10314200,4.362596,14.79
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,10-Mar-2008,N/A,34.777369,34.777369,0.00000000,4.359787,23.97
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,10-Mar-2008,N/A,34.417833,34.417833,0.00000000,4.357942,24.21
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,10-Mar-2008,N/A,34.104294,34.104294,0.00000000,4.351523,24.46
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,10-Mar-2008,N/A,33.770730,33.770730,0.00000000,4.347517,24.70
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,10-Mar-2008,N/A,33.468527,33.468527,0.00000000,4.340674,24.95
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,10-Mar-2008,N/A,33.142756,33.142756,0.00000000,4.336664,25.19
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,10-Mar-2008,N/A,32.876042,32.876042,0.00000000,4.326483,25.44
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,10-Mar-2008,N/A,32.557434,32.557434,0.00000000,4.322518,25.69
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,10-Mar-2008,N/A,32.249665,32.249665,0.00000000,4.318132,25.93
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,10-Mar-2008,N/A,31.953789,31.953789,0.00000000,4.312328,26.18
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,10-Mar-2008,N/A,31.707750,31.707750,0.00000000,4.301424,26.42
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,10-Mar-2008,N/A,31.410925,31.410925,0.00000000,4.296587,26.67
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,10-Mar-2008,N/A,31.102459,31.102459,0.00000000,4.293974,26.91
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,10-Mar-2008,N/A,30.839246,30.839246,0.00000000,4.285954,27.16
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,10-Mar-2008,N/A,30.547183,30.547183,0.00000000,4.282193,27.40
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,10-Mar-2008,N/A,30.635863,30.635863,0.00000000,4.271614,27.40
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,10-Mar-2008,N/A,98.960000,99.006196,0.04619600,4.314326,16.20
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,10-Mar-2008,N/A,30.226072,30.226072,0.00000000,4.281902,27.65
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,10-Mar-2008,N/A,29.626045,29.626045,0.00000000,4.277877,28.14
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,10-Mar-2008,N/A,29.042026,29.042026,0.00000000,4.273497,28.63
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,10-Mar-2008,N/A,28.481253,28.481253,0.00000000,4.267850,29.12
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,10-Mar-2008,N/A,27.911612,27.911612,0.00000000,4.264771,29.61
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,10-Mar-2008,N/A,27.372336,27.372336,0.00000000,4.259490,30.10
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,10-Mar-2008,N/A,27.449261,27.449261,0.00000000,4.250166,30.10
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,10-Mar-2008,N/A,107.390000,108.622923,1.23292300,4.313377,16.42
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,10-Mar-2008,N/A,26.762643,26.762643,0.00000000,4.264237,30.59
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,10-Mar-2008,N/A,26.224491,26.224491,0.00000000,4.261715,31.08
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,10-Mar-2008,N/A,25.705202,25.705202,0.00000000,4.258280,31.57
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,10-Mar-2008,N/A,25.205774,25.205774,0.00000000,4.253764,32.06
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,10-Mar-2008,N/A,24.699052,24.699052,0.00000000,4.251498,32.55
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,10-Mar-2008,N/A,24.253449,24.253449,0.00000000,4.242936,33.04
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,10-Mar-2008,N/A,23.781401,23.781401,0.00000000,4.238947,33.53
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,10-Mar-2008,N/A,23.327217,23.327217,0.00000000,4.233978,34.02
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,10-Mar-2008,N/A,103.570000,104.738033,1.16803300,4.300776,17.59
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,10-Mar-2008,N/A,23.304533,23.304533,0.00000000,4.236838,34.02
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,10-Mar-2008,N/A,22.883386,22.883386,0.00000000,4.228938,34.51
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,10-Mar-2008,N/A,22.439949,22.439949,0.00000000,4.225064,35.00
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,10-Mar-2008,N/A,22.001243,22.001243,0.00000000,4.221792,35.49
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,10-Mar-2008,N/A,21.565755,21.565755,0.00000000,4.219299,35.98
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,10-Mar-2008,N/A,21.186123,21.186123,0.00000000,4.210753,36.47
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,10-Mar-2008,N/A,20.815778,20.815778,0.00000000,4.202096,36.96
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,10-Mar-2008,N/A,20.419954,20.419954,0.00000000,4.197840,37.45
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,10-Mar-2008,N/A,20.158785,20.158785,0.00000000,4.177022,37.95
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,10-Mar-2008,N/A,99.680000,100.783142,1.10314200,4.266661,18.68
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,10-Mar-2008,N/A,20.034176,20.034176,0.00000000,4.193362,37.94
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,10-Mar-2008,N/A,19.699027,19.699027,0.00000000,4.183268,38.44
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,10-Mar-2008,N/A,19.385111,19.385111,0.00000000,4.171357,38.93
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,10-Mar-2008,N/A,19.050089,19.050089,0.00000000,4.163217,39.42
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,10-Mar-2008,N/A,18.727890,18.727890,0.00000000,4.154336,39.91
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,10-Mar-2008,N/A,18.401727,18.401727,0.00000000,4.146936,40.40
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,10-Mar-2008,N/A,18.135412,18.135412,0.00000000,4.132400,40.90
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,10-Mar-2008,N/A,17.830172,17.830172,0.00000000,4.123998,41.39
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,10-Mar-2008,N/A,17.524677,17.524677,0.00000000,4.116529,41.88
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,10-Mar-2008,N/A,17.237029,17.237029,0.00000000,4.107504,42.37
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,10-Mar-2008,N/A,16.941964,16.941964,0.00000000,4.100357,42.86
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,10-Mar-2008,N/A,16.681041,16.681041,0.00000000,4.089346,43.35
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,10-Mar-2008,N/A,16.396604,16.396604,0.00000000,4.082408,43.85
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,10-Mar-2008,N/A,16.131466,16.131466,0.00000000,4.073603,44.34
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,10-Mar-2008,N/A,15.897106,15.897106,0.00000000,4.061270,44.83
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,10-Mar-2008,N/A,15.628735,15.628735,0.00000000,4.054480,45.32
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,10-Mar-2008,N/A,15.372854,15.372854,0.00000000,4.046706,45.81
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,10-Mar-2008,N/A,15.126070,15.126070,0.00000000,4.038396,46.31
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,10-Mar-2008,N/A,14.968472,14.968472,0.00000000,4.018059,46.80
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,10-Mar-2008,N/A,14.878586,14.878586,0.00000000,4.030929,46.80
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,10-Mar-2008,N/A,101.040000,102.143142,1.10314200,4.199097,20.28
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,11-Mar-2008,N/A,99.008510,99.008510,0.00000000,4.236150,0.23
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,11-Mar-2008,N/A,98.024384,98.024384,0.00000000,4.144619,0.48
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,11-Mar-2008,N/A,100.550000,100.579891,0.02989100,4.363127,0.48
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,11-Mar-2008,N/A,102.670000,106.383115,3.71311500,4.335423,0.55
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,11-Mar-2008,N/A,97.092309,97.092309,0.00000000,4.040244,0.72
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,11-Mar-2008,N/A,96.305300,96.305300,0.00000000,3.853186,0.97
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,11-Mar-2008,N/A,100.110000,100.164348,0.05434800,3.884726,0.96
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,11-Mar-2008,N/A,96.295144,96.295144,0.00000000,3.864084,0.97
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,11-Mar-2008,N/A,95.403462,95.403462,0.00000000,3.838185,1.21
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,11-Mar-2008,N/A,94.554970,94.554970,0.00000000,3.802401,1.46
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,11-Mar-2008,N/A,106.060000,109.774286,3.71428600,3.894742,1.40
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,11-Mar-2008,N/A,93.721116,93.721116,0.00000000,3.766774,1.71
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,11-Mar-2008,N/A,103.300000,104.808197,1.50819700,3.766290,1.63
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,11-Mar-2008,N/A,93.674646,93.674646,0.00000000,3.795855,1.71
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,11-Mar-2008,N/A,92.795782,92.795782,0.00000000,3.799664,1.95
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,11-Mar-2008,N/A,91.967140,91.967140,0.00000000,3.777405,2.20
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,11-Mar-2008,N/A,102.100000,103.345902,1.24590200,3.760121,2.09
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,11-Mar-2008,N/A,91.914811,91.914811,0.00000000,3.803322,2.20
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,11-Mar-2008,N/A,91.025340,91.025340,0.00000000,3.817826,2.44
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,11-Mar-2008,N/A,106.400000,108.254396,1.85439600,3.736184,2.45
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,11-Mar-2008,N/A,90.120093,90.120093,0.00000000,3.836116,2.69
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,11-Mar-2008,N/A,89.224131,89.224131,0.00000000,3.854587,2.93
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,11-Mar-2008,N/A,101.100000,101.157745,0.05774500,3.856321,2.78
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,11-Mar-2008,N/A,89.203767,89.203767,0.00000000,3.862378,2.93
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,11-Mar-2008,N/A,88.289750,88.289750,0.00000000,3.883974,3.18
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,11-Mar-2008,N/A,115.870000,117.353516,1.48351600,3.878243,2.89
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,11-Mar-2008,N/A,87.398752,87.398752,0.00000000,3.900813,3.42
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,11-Mar-2008,N/A,86.504232,86.504232,0.00000000,3.916623,3.67
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,11-Mar-2008,N/A,112.960000,113.939396,0.97939600,4.095722,3.35
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,11-Mar-2008,N/A,85.575063,85.575063,0.00000000,3.946105,3.91
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,11-Mar-2008,N/A,85.608346,85.608346,0.00000000,3.936158,3.91
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,11-Mar-2008,N/A,103.940000,104.007935,0.06793500,3.922539,3.60
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,11-Mar-2008,N/A,84.601434,84.601434,0.00000000,3.985164,4.15
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,11-Mar-2008,N/A,104.950000,106.327049,1.37704900,3.967776,3.74
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,11-Mar-2008,N/A,84.611295,84.611295,0.00000000,3.982359,4.15
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,11-Mar-2008,N/A,119.650000,120.515385,0.86538500,4.078325,3.70
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,11-Mar-2008,N/A,83.699739,83.699739,0.00000000,4.005657,4.40
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,11-Mar-2008,N/A,82.746560,82.746560,0.00000000,4.037674,4.64
4½% Treasury Gilt 2013,GB00B29WRG55,07-Mar-2013,11-Mar-2008,N/A,101.920000,102.005867,0.08586700,4.070424,4.43
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,11-Mar-2008,N/A,81.828306,81.828306,0.00000000,4.062579,4.89
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,11-Mar-2008,N/A,80.889039,80.889039,0.00000000,4.090599,5.13
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,11-Mar-2008,N/A,79.973948,79.973948,0.00000000,4.114899,5.38
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,11-Mar-2008,N/A,118.990000,122.660330,3.67033000,4.130107,4.44
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,11-Mar-2008,N/A,79.079642,79.079642,0.00000000,4.132864,5.62
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,11-Mar-2008,N/A,139.610000,142.593607,2.98360700,4.177978,4.38
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,11-Mar-2008,N/A,78.217482,78.217482,0.00000000,4.146305,5.86
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,11-Mar-2008,N/A,77.327449,77.327449,0.00000000,4.164820,6.11
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,11-Mar-2008,N/A,76.489230,76.489230,0.00000000,4.175005,6.35
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,11-Mar-2008,N/A,104.830000,104.897935,0.06793500,4.143075,5.53
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,11-Mar-2008,N/A,76.471959,76.471959,0.00000000,4.178559,6.35
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,11-Mar-2008,N/A,75.520578,75.520578,0.00000000,4.210786,6.60
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,11-Mar-2008,N/A,74.601889,74.601889,0.00000000,4.238198,6.84
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,11-Mar-2008,N/A,73.698029,73.698029,0.00000000,4.261491,7.09
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,11-Mar-2008,N/A,72.823023,72.823023,0.00000000,4.281363,7.33
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,11-Mar-2008,N/A,103.210000,103.274538,0.06453800,4.244890,6.27
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,11-Mar-2008,N/A,72.804730,72.804730,0.00000000,4.284791,7.33
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,11-Mar-2008,N/A,123.960000,126.058361,2.09836100,4.322196,5.90
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,11-Mar-2008,N/A,71.642736,71.642736,0.00000000,4.356556,7.57
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,11-Mar-2008,N/A,71.583561,71.583561,0.00000000,4.367468,7.57
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,11-Mar-2008,N/A,70.936713,70.936713,0.00000000,4.346127,7.82
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,11-Mar-2008,N/A,70.225143,70.225143,0.00000000,4.337162,8.06
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,11-Mar-2008,N/A,69.623486,69.623486,0.00000000,4.312278,8.31
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,11-Mar-2008,N/A,97.950000,98.004348,0.05434800,4.290680,7.11
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,11-Mar-2008,N/A,69.458539,69.458539,0.00000000,4.340832,8.31
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,11-Mar-2008,N/A,68.618891,68.618891,0.00000000,4.356860,8.55
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,11-Mar-2008,N/A,67.770960,67.770960,0.00000000,4.376356,8.79
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,11-Mar-2008,N/A,66.932406,66.932406,0.00000000,4.393743,9.04
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,11-Mar-2008,N/A,133.400000,133.784615,0.38461500,4.394659,6.87
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,11-Mar-2008,N/A,66.075856,66.075856,0.00000000,4.416050,9.28
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,11-Mar-2008,N/A,65.194841,65.194841,0.00000000,4.441732,9.53
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,11-Mar-2008,N/A,64.765362,64.765362,0.00000000,4.397552,9.77
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,11-Mar-2008,N/A,105.190000,105.257935,0.06793500,4.353522,7.86
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,11-Mar-2008,N/A,64.570738,64.570738,0.00000000,4.428354,9.77
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,11-Mar-2008,N/A,63.836255,63.836255,0.00000000,4.432680,10.02
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,11-Mar-2008,N/A,63.048474,63.048474,0.00000000,4.447433,10.26
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,11-Mar-2008,N/A,62.320265,62.320265,0.00000000,4.452798,10.50
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,11-Mar-2008,N/A,61.591164,61.591164,0.00000000,4.460384,10.75
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,11-Mar-2008,N/A,60.878871,60.878871,0.00000000,4.465359,10.99
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,11-Mar-2008,N/A,60.128740,60.128740,0.00000000,4.477950,11.23
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,11-Mar-2008,N/A,59.425648,59.425648,0.00000000,4.483468,11.48
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,11-Mar-2008,N/A,58.798672,58.798672,0.00000000,4.479877,11.72
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,11-Mar-2008,N/A,103.030000,103.094538,0.06453800,4.421543,9.11
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,11-Mar-2008,N/A,58.702919,58.702919,0.00000000,4.493779,11.72
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,11-Mar-2008,N/A,57.838726,57.838726,0.00000000,4.524389,11.97
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,11-Mar-2008,N/A,57.019889,57.019889,0.00000000,4.550036,12.21
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,11-Mar-2008,N/A,56.259321,56.259321,0.00000000,4.567080,12.45
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,11-Mar-2008,N/A,55.503526,55.503526,0.00000000,4.585151,12.70
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,11-Mar-2008,N/A,134.630000,136.728361,2.09836100,4.498605,8.78
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,11-Mar-2008,N/A,54.653206,54.653206,0.00000000,4.616423,12.94
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,11-Mar-2008,N/A,54.711275,54.711275,0.00000000,4.608216,12.94
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,11-Mar-2008,N/A,54.069400,54.069400,0.00000000,4.611785,13.18
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,11-Mar-2008,N/A,53.511424,53.511424,0.00000000,4.603711,13.43
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,11-Mar-2008,N/A,52.968248,52.968248,0.00000000,4.595537,13.67
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,11-Mar-2008,N/A,52.376337,52.376337,0.00000000,4.594245,13.92
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,11-Mar-2008,N/A,51.833621,51.833621,0.00000000,4.588023,14.16
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,11-Mar-2008,N/A,51.265547,51.265547,0.00000000,4.585393,14.41
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,11-Mar-2008,N/A,50.714164,50.714164,0.00000000,4.582241,14.65
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,11-Mar-2008,N/A,50.198338,50.198338,0.00000000,4.574443,14.90
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,11-Mar-2008,N/A,49.728442,49.728442,0.00000000,4.562264,15.14
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,11-Mar-2008,N/A,49.214896,49.214896,0.00000000,4.556057,15.39
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,11-Mar-2008,N/A,48.709396,48.709396,0.00000000,4.550429,15.63
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,11-Mar-2008,N/A,48.238995,48.238995,0.00000000,4.540336,15.88
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,11-Mar-2008,N/A,47.764245,47.764245,0.00000000,4.532423,16.12
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,11-Mar-2008,N/A,47.256834,47.256834,0.00000000,4.528865,16.37
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,11-Mar-2008,N/A,46.792047,46.792047,0.00000000,4.521315,16.61
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,11-Mar-2008,N/A,46.860367,46.860367,0.00000000,4.512532,16.61
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,11-Mar-2008,N/A,106.380000,106.447935,0.06793500,4.460283,11.56
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,11-Mar-2008,N/A,46.278781,46.278781,0.00000000,4.520096,16.86
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,11-Mar-2008,N/A,45.745453,45.745453,0.00000000,4.522871,17.10
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,11-Mar-2008,N/A,45.236521,45.236521,0.00000000,4.522575,17.35
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,11-Mar-2008,N/A,44.744057,44.744057,0.00000000,4.521571,17.59
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,11-Mar-2008,N/A,44.255357,44.255357,0.00000000,4.520149,17.83
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,11-Mar-2008,N/A,43.778440,43.778440,0.00000000,4.518590,18.08
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,11-Mar-2008,N/A,43.282897,43.282897,0.00000000,4.519438,18.32
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,11-Mar-2008,N/A,42.813669,42.813669,0.00000000,4.518280,18.57
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,11-Mar-2008,N/A,42.352288,42.352288,0.00000000,4.516193,18.81
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,11-Mar-2008,N/A,41.861598,41.861598,0.00000000,4.519060,19.06
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,11-Mar-2008,N/A,41.550132,41.550132,0.00000000,4.499573,19.30
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,11-Mar-2008,N/A,97.230000,98.344754,1.11475400,4.462112,13.01
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,11-Mar-2008,N/A,41.420168,41.420168,0.00000000,4.515803,19.30
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,11-Mar-2008,N/A,41.012582,41.012582,0.00000000,4.509575,19.55
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,11-Mar-2008,N/A,40.531721,40.531721,0.00000000,4.512544,19.79
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,11-Mar-2008,N/A,40.072819,40.072819,0.00000000,4.513983,20.03
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,11-Mar-2008,N/A,39.601812,39.601812,0.00000000,4.516973,20.28
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,11-Mar-2008,N/A,39.583055,39.583055,0.00000000,4.519309,20.28
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,11-Mar-2008,N/A,120.380000,121.953770,1.57377000,4.480185,12.48
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,11-Mar-2008,N/A,39.286203,39.286203,0.00000000,4.501831,20.52
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,11-Mar-2008,N/A,38.883729,38.883729,0.00000000,4.497547,20.77
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,11-Mar-2008,N/A,38.551317,38.551317,0.00000000,4.485764,21.02
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,11-Mar-2008,N/A,38.221346,38.221346,0.00000000,4.473762,21.26
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,11-Mar-2008,N/A,37.869078,37.869078,0.00000000,4.465650,21.51
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,11-Mar-2008,N/A,37.516668,37.516668,0.00000000,4.457610,21.75
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,11-Mar-2008,N/A,37.181840,37.181840,0.00000000,4.448518,22.00
4¾% Treasury Gilt 2030 WI,GB00B29WT589,07-Dec-2030,11-Mar-2008,N/A,104.070000,105.341858,1.27185800,4.462755,13.84
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,11-Mar-2008,N/A,36.953551,36.953551,0.00000000,4.426501,22.25
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,11-Mar-2008,N/A,104.070000,105.315902,1.24590200,4.462793,13.85
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,11-Mar-2008,N/A,36.832222,36.832222,0.00000000,4.441285,22.24
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,11-Mar-2008,N/A,36.503454,36.503454,0.00000000,4.432575,22.49
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,11-Mar-2008,N/A,36.208744,36.208744,0.00000000,4.419771,22.74
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,11-Mar-2008,N/A,35.895890,35.895890,0.00000000,4.410220,22.98
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,11-Mar-2008,N/A,35.572531,35.572531,0.00000000,4.401984,23.23
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,11-Mar-2008,N/A,35.256630,35.256630,0.00000000,4.393849,23.47
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,11-Mar-2008,N/A,34.950040,34.950040,0.00000000,4.384624,23.72
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,11-Mar-2008,N/A,35.011642,35.011642,0.00000000,4.377199,23.72
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,11-Mar-2008,N/A,97.800000,98.914754,1.11475400,4.398101,14.76
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,11-Mar-2008,N/A,34.620868,34.620868,0.00000000,4.379098,23.96
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,11-Mar-2008,N/A,34.277006,34.277006,0.00000000,4.375365,24.21
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,11-Mar-2008,N/A,33.970994,33.970994,0.00000000,4.368017,24.45
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,11-Mar-2008,N/A,33.639101,33.639101,0.00000000,4.363804,24.70
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,11-Mar-2008,N/A,33.359477,33.359477,0.00000000,4.354225,24.94
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,11-Mar-2008,N/A,33.039562,33.039562,0.00000000,4.349508,25.19
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,11-Mar-2008,N/A,32.757705,32.757705,0.00000000,4.341117,25.43
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,11-Mar-2008,N/A,32.448350,32.448350,0.00000000,4.336041,25.68
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,11-Mar-2008,N/A,32.135678,32.135678,0.00000000,4.332238,25.92
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,11-Mar-2008,N/A,31.847593,31.847593,0.00000000,4.325492,26.17
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,11-Mar-2008,N/A,31.607594,31.607594,0.00000000,4.313837,26.42
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,11-Mar-2008,N/A,31.322103,31.322103,0.00000000,4.307643,26.66
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,11-Mar-2008,N/A,31.012063,31.012063,0.00000000,4.305220,26.91
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,11-Mar-2008,N/A,30.751543,30.751543,0.00000000,4.296868,27.15
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,11-Mar-2008,N/A,30.463598,30.463598,0.00000000,4.292613,27.40
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,11-Mar-2008,N/A,30.542864,30.542864,0.00000000,4.283129,27.40
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,11-Mar-2008,N/A,98.480000,98.537745,0.05774500,4.344344,16.17
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,11-Mar-2008,N/A,30.163491,30.163491,0.00000000,4.289818,27.64
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,11-Mar-2008,N/A,29.582029,29.582029,0.00000000,4.283573,28.14
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,11-Mar-2008,N/A,29.002025,29.002025,0.00000000,4.278716,28.63
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,11-Mar-2008,N/A,28.437636,28.437636,0.00000000,4.273510,29.12
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,11-Mar-2008,N/A,27.898941,27.898941,0.00000000,4.266695,29.61
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,11-Mar-2008,N/A,27.363739,27.363739,0.00000000,4.260916,30.10
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,11-Mar-2008,N/A,27.426781,27.426781,0.00000000,4.253270,30.10
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,11-Mar-2008,N/A,106.920000,108.165902,1.24590200,4.339796,16.38
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,11-Mar-2008,N/A,26.761688,26.761688,0.00000000,4.264730,30.59
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,11-Mar-2008,N/A,26.214245,26.214245,0.00000000,4.263343,31.08
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,11-Mar-2008,N/A,25.693311,25.693311,0.00000000,4.260110,31.57
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,11-Mar-2008,N/A,25.185734,25.185734,0.00000000,4.256604,32.06
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,11-Mar-2008,N/A,24.680301,24.680301,0.00000000,4.254185,32.55
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,11-Mar-2008,N/A,24.199681,24.199681,0.00000000,4.250002,33.04
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,11-Mar-2008,N/A,23.730229,23.730229,0.00000000,4.245713,33.53
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,11-Mar-2008,N/A,23.357823,23.357823,0.00000000,4.230460,34.02
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,11-Mar-2008,N/A,103.160000,104.340328,1.18032800,4.323090,17.55
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,11-Mar-2008,N/A,23.271150,23.271150,0.00000000,4.241389,34.02
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,11-Mar-2008,N/A,22.850020,22.850020,0.00000000,4.233498,34.51
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,11-Mar-2008,N/A,22.416199,22.416199,0.00000000,4.228416,35.00
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,11-Mar-2008,N/A,21.985888,21.985888,0.00000000,4.224081,35.49
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,11-Mar-2008,N/A,21.561195,21.561195,0.00000000,4.220204,35.98
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,11-Mar-2008,N/A,21.209160,21.209160,0.00000000,4.208086,36.47
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,11-Mar-2008,N/A,20.828585,20.828585,0.00000000,4.200739,36.96
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,11-Mar-2008,N/A,20.434459,20.434459,0.00000000,4.196247,37.45
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,11-Mar-2008,N/A,20.140150,20.140150,0.00000000,4.179757,37.94
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,11-Mar-2008,N/A,99.400000,100.514754,1.11475400,4.281566,18.65
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,11-Mar-2008,N/A,20.052278,20.052278,0.00000000,4.191281,37.94
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,11-Mar-2008,N/A,19.725786,19.725786,0.00000000,4.180030,38.43
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,11-Mar-2008,N/A,19.381185,19.381185,0.00000000,4.172167,38.93
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,11-Mar-2008,N/A,19.054395,19.054395,0.00000000,4.162929,39.42
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,11-Mar-2008,N/A,18.728137,18.728137,0.00000000,4.154584,39.91
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,11-Mar-2008,N/A,18.426055,18.426055,0.00000000,4.143944,40.40
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,11-Mar-2008,N/A,18.156344,18.156344,0.00000000,4.129852,40.89
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,11-Mar-2008,N/A,17.855681,17.855681,0.00000000,4.120813,41.39
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,11-Mar-2008,N/A,17.560273,17.560273,0.00000000,4.111949,41.88
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,11-Mar-2008,N/A,17.273669,17.273669,0.00000000,4.102754,42.37
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,11-Mar-2008,N/A,16.982504,16.982504,0.00000000,4.095040,42.86
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,11-Mar-2008,N/A,16.726208,16.726208,0.00000000,4.083364,43.35
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,11-Mar-2008,N/A,16.439674,16.439674,0.00000000,4.076677,43.84
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,11-Mar-2008,N/A,16.179187,16.179187,0.00000000,4.067189,44.34
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,11-Mar-2008,N/A,15.943712,15.943712,0.00000000,4.054985,44.83
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,11-Mar-2008,N/A,15.679284,15.679284,0.00000000,4.047597,45.32
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,11-Mar-2008,N/A,15.431977,15.431977,0.00000000,4.038566,45.81
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,11-Mar-2008,N/A,15.188530,15.188530,0.00000000,4.029732,46.30
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,11-Mar-2008,N/A,14.985218,14.985218,0.00000000,4.015902,46.80
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,11-Mar-2008,N/A,14.947520,14.947520,0.00000000,4.021284,46.80
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,11-Mar-2008,N/A,100.930000,102.044754,1.11475400,4.204412,20.26
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,12-Mar-2008,N/A,98.998771,98.998771,0.00000000,4.328698,0.23
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,12-Mar-2008,N/A,97.975262,97.975262,0.00000000,4.273960,0.47
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,12-Mar-2008,N/A,100.450000,100.494837,0.04483700,4.563348,0.48
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,12-Mar-2008,N/A,102.540000,106.277705,3.73770500,4.536466,0.55
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,12-Mar-2008,N/A,96.986832,96.986832,0.00000000,4.206359,0.72
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,12-Mar-2008,N/A,96.149056,96.149056,0.00000000,4.032252,0.96
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,12-Mar-2008,N/A,99.920000,99.985217,0.06521700,4.083132,0.95
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,12-Mar-2008,N/A,96.146698,96.146698,0.00000000,4.034795,0.96
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,12-Mar-2008,N/A,95.240012,95.240012,0.00000000,3.988324,1.21
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,12-Mar-2008,N/A,94.325474,94.325474,0.00000000,3.976404,1.45
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,12-Mar-2008,N/A,105.740000,105.476264,-0.26373600,4.100403,1.45
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,12-Mar-2008,N/A,93.439892,93.439892,0.00000000,3.949316,1.70
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,12-Mar-2008,N/A,102.950000,104.473907,1.52390700,3.969415,1.62
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,12-Mar-2008,N/A,93.405543,93.405543,0.00000000,3.970928,1.70
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,12-Mar-2008,N/A,92.493109,92.493109,0.00000000,3.972815,1.95
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,12-Mar-2008,N/A,91.627892,91.627892,0.00000000,3.950616,2.19
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,12-Mar-2008,N/A,101.700000,102.958880,1.25888000,3.945138,2.08
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,12-Mar-2008,N/A,91.584123,91.584123,0.00000000,3.972418,2.19
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,12-Mar-2008,N/A,90.657629,90.657629,0.00000000,3.988201,2.44
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,12-Mar-2008,N/A,105.900000,107.771566,1.87156600,3.923267,2.44
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,12-Mar-2008,N/A,89.722634,89.722634,0.00000000,4.004767,2.68
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,12-Mar-2008,N/A,88.812767,88.812767,0.00000000,4.016059,2.92
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,12-Mar-2008,N/A,100.610000,100.679293,0.06929300,4.030725,2.78
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,12-Mar-2008,N/A,88.785396,88.785396,0.00000000,4.026598,2.92
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,12-Mar-2008,N/A,87.847738,87.847738,0.00000000,4.045510,3.17
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,12-Mar-2008,N/A,115.270000,116.778242,1.50824200,4.051967,2.89
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,12-Mar-2008,N/A,86.939232,86.939232,0.00000000,4.058220,3.41
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,12-Mar-2008,N/A,86.028680,86.028680,0.00000000,4.070058,3.66
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,12-Mar-2008,N/A,112.360000,113.360687,1.00068700,4.251064,3.35
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,12-Mar-2008,N/A,85.089043,85.089043,0.00000000,4.094672,3.90
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,12-Mar-2008,N/A,85.122634,85.122634,0.00000000,4.084561,3.90
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,12-Mar-2008,N/A,103.370000,103.451522,0.08152200,4.074748,3.59
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,12-Mar-2008,N/A,84.086291,84.086291,0.00000000,4.134909,4.15
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,12-Mar-2008,N/A,104.350000,105.741393,1.39139300,4.118416,3.74
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,12-Mar-2008,N/A,84.123098,84.123098,0.00000000,4.124362,4.15
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,12-Mar-2008,N/A,119.030000,119.920110,0.89011000,4.215437,3.69
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,12-Mar-2008,N/A,83.233834,83.233834,0.00000000,4.135137,4.39
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,12-Mar-2008,N/A,82.264205,82.264205,0.00000000,4.166032,4.64
4½% Treasury Gilt 2013,GB00B29WRG55,07-Mar-2013,12-Mar-2008,N/A,101.310000,101.408095,0.09809500,4.205614,4.43
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,12-Mar-2008,N/A,81.377944,81.377944,0.00000000,4.177839,4.88
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,12-Mar-2008,N/A,80.443316,80.443316,0.00000000,4.200494,5.13
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,12-Mar-2008,N/A,79.516384,79.516384,0.00000000,4.223775,5.37
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,12-Mar-2008,N/A,118.450000,122.142308,3.69230800,4.227972,4.44
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,12-Mar-2008,N/A,78.660419,78.660419,0.00000000,4.229475,5.62
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,12-Mar-2008,N/A,138.990000,142.006393,3.01639300,4.274993,4.37
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,12-Mar-2008,N/A,77.813638,77.813638,0.00000000,4.236530,5.86
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,12-Mar-2008,N/A,76.903526,76.903526,0.00000000,4.256688,6.11
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,12-Mar-2008,N/A,76.108413,76.108413,0.00000000,4.255376,6.35
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,12-Mar-2008,N/A,104.330000,104.411522,0.08152200,4.229288,5.52
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,12-Mar-2008,N/A,76.077782,76.077782,0.00000000,4.261716,6.35
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,12-Mar-2008,N/A,75.140534,75.140534,0.00000000,4.289012,6.59
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,12-Mar-2008,N/A,74.241103,74.241103,0.00000000,4.310766,6.84
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,12-Mar-2008,N/A,73.332829,73.332829,0.00000000,4.333255,7.08
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,12-Mar-2008,N/A,72.463782,72.463782,0.00000000,4.350441,7.32
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,12-Mar-2008,N/A,102.690000,102.767446,0.07744600,4.325278,6.26
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,12-Mar-2008,N/A,72.438433,72.438433,0.00000000,4.355218,7.32
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,12-Mar-2008,N/A,123.360000,125.480219,2.12021900,4.402180,5.89
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,12-Mar-2008,N/A,71.268016,71.268016,0.00000000,4.427398,7.57
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,12-Mar-2008,N/A,71.189492,71.189492,0.00000000,4.441966,7.57
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,12-Mar-2008,N/A,70.599445,70.599445,0.00000000,4.408624,7.81
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,12-Mar-2008,N/A,69.849920,69.849920,0.00000000,4.405097,8.06
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,12-Mar-2008,N/A,69.229566,69.229566,0.00000000,4.382008,8.30
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,12-Mar-2008,N/A,97.450000,97.515217,0.06521700,4.362759,7.10
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,12-Mar-2008,N/A,69.114435,69.114435,0.00000000,4.402058,8.30
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,12-Mar-2008,N/A,68.244135,68.244135,0.00000000,4.422309,8.55
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,12-Mar-2008,N/A,67.424810,67.424810,0.00000000,4.435951,8.79
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,12-Mar-2008,N/A,66.608544,66.608544,0.00000000,4.448741,9.03
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,12-Mar-2008,N/A,132.730000,133.138654,0.40865400,4.466915,6.86
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,12-Mar-2008,N/A,65.780104,65.780104,0.00000000,4.465682,9.28
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,12-Mar-2008,N/A,64.869497,64.869497,0.00000000,4.495531,9.52
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,12-Mar-2008,N/A,64.379853,64.379853,0.00000000,4.459885,9.77
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,12-Mar-2008,N/A,104.610000,104.691522,0.08152200,4.423686,7.85
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,12-Mar-2008,N/A,64.324426,64.324426,0.00000000,4.468705,9.77
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,12-Mar-2008,N/A,63.559335,63.559335,0.00000000,4.477299,10.01
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,12-Mar-2008,N/A,62.794714,62.794714,0.00000000,4.487926,10.25
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,12-Mar-2008,N/A,62.023639,62.023639,0.00000000,4.499383,10.50
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,12-Mar-2008,N/A,61.266387,61.266387,0.00000000,4.510715,10.74
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,12-Mar-2008,N/A,60.547672,60.547672,0.00000000,4.516102,10.99
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,12-Mar-2008,N/A,59.713111,59.713111,0.00000000,4.540785,11.23
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,12-Mar-2008,N/A,59.033807,59.033807,0.00000000,4.542171,11.47
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,12-Mar-2008,N/A,58.357377,58.357377,0.00000000,4.545187,11.72
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,12-Mar-2008,N/A,102.400000,102.477446,0.07744600,4.488780,9.10
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,12-Mar-2008,N/A,58.260227,58.260227,0.00000000,4.559407,11.72
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,12-Mar-2008,N/A,57.412416,57.412416,0.00000000,4.587254,11.96
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,12-Mar-2008,N/A,56.597237,56.597237,0.00000000,4.612000,12.20
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,12-Mar-2008,N/A,55.820276,55.820276,0.00000000,4.631006,12.45
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,12-Mar-2008,N/A,55.068068,55.068068,0.00000000,4.648187,12.69
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,12-Mar-2008,N/A,133.830000,135.950219,2.12021900,4.565077,8.76
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,12-Mar-2008,N/A,54.299312,54.299312,0.00000000,4.667611,12.93
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,12-Mar-2008,N/A,54.323900,54.323900,0.00000000,4.664110,12.93
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,12-Mar-2008,N/A,53.673613,53.673613,0.00000000,4.668476,13.18
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,12-Mar-2008,N/A,53.082431,53.082431,0.00000000,4.664598,13.42
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,12-Mar-2008,N/A,52.504187,52.504187,0.00000000,4.660825,13.67
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,12-Mar-2008,N/A,51.937755,51.937755,0.00000000,4.655576,13.91
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,12-Mar-2008,N/A,51.362019,51.362019,0.00000000,4.653458,14.15
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,12-Mar-2008,N/A,50.811100,50.811100,0.00000000,4.648076,14.40
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,12-Mar-2008,N/A,50.257703,50.257703,0.00000000,4.644815,14.64
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,12-Mar-2008,N/A,49.738843,49.738843,0.00000000,4.637023,14.89
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,12-Mar-2008,N/A,49.243182,49.243182,0.00000000,4.627861,15.13
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,12-Mar-2008,N/A,48.731129,48.731129,0.00000000,4.621077,15.38
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,12-Mar-2008,N/A,48.246698,48.246698,0.00000000,4.612293,15.62
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,12-Mar-2008,N/A,47.778256,47.778256,0.00000000,4.601573,15.87
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,12-Mar-2008,N/A,47.293007,47.293007,0.00000000,4.594701,16.11
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,12-Mar-2008,N/A,46.786306,46.786306,0.00000000,4.590771,16.36
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,12-Mar-2008,N/A,46.324120,46.324120,0.00000000,4.582571,16.60
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,12-Mar-2008,N/A,46.411119,46.411119,0.00000000,4.571271,16.60
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,12-Mar-2008,N/A,105.560000,105.641522,0.08152200,4.527208,11.53
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,12-Mar-2008,N/A,45.781957,45.781957,0.00000000,4.584872,16.85
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,12-Mar-2008,N/A,45.268112,45.268112,0.00000000,4.584944,17.09
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,12-Mar-2008,N/A,44.760574,44.760574,0.00000000,4.584277,17.34
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,12-Mar-2008,N/A,44.263955,44.263955,0.00000000,4.583615,17.58
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,12-Mar-2008,N/A,43.777023,43.777023,0.00000000,4.581786,17.83
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,12-Mar-2008,N/A,43.293913,43.293913,0.00000000,4.580844,18.07
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,12-Mar-2008,N/A,42.799342,42.799342,0.00000000,4.581436,18.32
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,12-Mar-2008,N/A,42.332986,42.332986,0.00000000,4.579764,18.56
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,12-Mar-2008,N/A,41.872338,41.872338,0.00000000,4.577440,18.80
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,12-Mar-2008,N/A,41.378123,41.378123,0.00000000,4.580676,19.05
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,12-Mar-2008,N/A,41.035814,41.035814,0.00000000,4.564747,19.29
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,12-Mar-2008,N/A,96.390000,97.516366,1.12636600,4.528146,12.97
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,12-Mar-2008,N/A,40.941136,40.941136,0.00000000,4.576719,19.29
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,12-Mar-2008,N/A,40.545057,40.545057,0.00000000,4.568869,19.54
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,12-Mar-2008,N/A,40.073089,40.073089,0.00000000,4.570676,19.78
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,12-Mar-2008,N/A,39.582602,39.582602,0.00000000,4.576044,20.03
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,12-Mar-2008,N/A,39.132380,39.132380,0.00000000,4.576392,20.27
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,12-Mar-2008,N/A,39.103517,39.103517,0.00000000,4.580032,20.27
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,12-Mar-2008,N/A,119.380000,120.970164,1.59016400,4.546149,12.44
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,12-Mar-2008,N/A,38.800557,38.800557,0.00000000,4.563043,20.52
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,12-Mar-2008,N/A,38.400541,38.400541,0.00000000,4.558351,20.76
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,12-Mar-2008,N/A,38.089560,38.089560,0.00000000,4.543693,21.01
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,12-Mar-2008,N/A,37.735707,37.735707,0.00000000,4.534489,21.25
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,12-Mar-2008,N/A,37.384402,37.384402,0.00000000,4.526120,21.50
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,12-Mar-2008,N/A,37.022002,37.022002,0.00000000,4.519198,21.74
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,12-Mar-2008,N/A,36.685777,36.685777,0.00000000,4.510138,21.99
4¾% Treasury Gilt 2030 WI,GB00B29WT589,07-Dec-2030,12-Mar-2008,N/A,103.070000,104.341858,1.27185800,4.531782,13.79
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,12-Mar-2008,N/A,36.336986,36.336986,0.00000000,4.502699,22.23
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,12-Mar-2008,N/A,103.070000,104.328880,1.25888000,4.531796,13.80
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,12-Mar-2008,N/A,36.336202,36.336202,0.00000000,4.502796,22.23
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,12-Mar-2008,N/A,36.012794,36.012794,0.00000000,4.493298,22.48
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,12-Mar-2008,N/A,35.722613,35.722613,0.00000000,4.479765,22.73
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,12-Mar-2008,N/A,35.407855,35.407855,0.00000000,4.470322,22.97
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,12-Mar-2008,N/A,35.087292,35.087292,0.00000000,4.461645,23.22
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,12-Mar-2008,N/A,34.771621,34.771621,0.00000000,4.453386,23.46
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,12-Mar-2008,N/A,34.458284,34.458284,0.00000000,4.444885,23.71
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,12-Mar-2008,N/A,34.500067,34.500067,0.00000000,4.439773,23.71
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,12-Mar-2008,N/A,96.850000,97.976366,1.12636600,4.463631,14.70
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,12-Mar-2008,N/A,34.131215,34.131215,0.00000000,4.439051,23.95
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,12-Mar-2008,N/A,33.799908,33.799908,0.00000000,4.433769,24.20
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,12-Mar-2008,N/A,33.488039,33.488039,0.00000000,4.427069,24.44
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,12-Mar-2008,N/A,33.166749,33.166749,0.00000000,4.421551,24.69
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,12-Mar-2008,N/A,32.875155,32.875155,0.00000000,4.413341,24.93
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,12-Mar-2008,N/A,32.554345,32.554345,0.00000000,4.408723,25.18
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,12-Mar-2008,N/A,32.277201,32.277201,0.00000000,4.399690,25.42
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,12-Mar-2008,N/A,31.969005,31.969005,0.00000000,4.394465,25.67
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,12-Mar-2008,N/A,31.663941,31.663941,0.00000000,4.389744,25.91
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,12-Mar-2008,N/A,31.373280,31.373280,0.00000000,4.383287,26.16
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,12-Mar-2008,N/A,31.140402,31.140402,0.00000000,4.370661,26.41
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,12-Mar-2008,N/A,30.852955,30.852955,0.00000000,4.364693,26.65
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,12-Mar-2008,N/A,30.552899,30.552899,0.00000000,4.361101,26.90
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,12-Mar-2008,N/A,30.289442,30.289442,0.00000000,4.353068,27.14
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,12-Mar-2008,N/A,30.010192,30.010192,0.00000000,4.347778,27.39
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,12-Mar-2008,N/A,30.101582,30.101582,0.00000000,4.336677,27.39
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,12-Mar-2008,N/A,97.520000,97.589293,0.06929300,4.405007,16.10
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,12-Mar-2008,N/A,29.715334,29.715334,0.00000000,4.344398,27.63
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,12-Mar-2008,N/A,29.130553,29.130553,0.00000000,4.338660,28.12
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,12-Mar-2008,N/A,28.562338,28.562338,0.00000000,4.332500,28.62
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,12-Mar-2008,N/A,28.004482,28.004482,0.00000000,4.326636,29.11
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,12-Mar-2008,N/A,27.465804,27.465804,0.00000000,4.319946,29.60
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,12-Mar-2008,N/A,26.934594,26.934594,0.00000000,4.313832,30.09
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,12-Mar-2008,N/A,27.009048,27.009048,0.00000000,4.304657,30.09
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,12-Mar-2008,N/A,105.900000,107.158880,1.25888000,4.397734,16.31
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,12-Mar-2008,N/A,26.385489,26.385489,0.00000000,4.311404,30.58
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,12-Mar-2008,N/A,25.827057,25.827057,0.00000000,4.311608,31.07
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,12-Mar-2008,N/A,25.315921,25.315921,0.00000000,4.307362,31.56
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,12-Mar-2008,N/A,24.813924,24.813924,0.00000000,4.303369,32.05
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,12-Mar-2008,N/A,24.315036,24.315036,0.00000000,4.300361,32.54
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,12-Mar-2008,N/A,23.866030,23.866030,0.00000000,4.292382,33.03
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,12-Mar-2008,N/A,23.397062,23.397062,0.00000000,4.288238,33.52
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,12-Mar-2008,N/A,23.045402,23.045402,0.00000000,4.270387,34.01
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,12-Mar-2008,N/A,102.170000,103.362623,1.19262300,4.377527,17.47
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,12-Mar-2008,N/A,22.916145,22.916145,0.00000000,4.286927,34.01
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,12-Mar-2008,N/A,22.495161,22.495161,0.00000000,4.279196,34.50
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,12-Mar-2008,N/A,22.108641,22.108641,0.00000000,4.268225,34.99
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,12-Mar-2008,N/A,21.669816,21.669816,0.00000000,4.265214,35.48
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,12-Mar-2008,N/A,21.305169,21.305169,0.00000000,4.253728,35.97
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,12-Mar-2008,N/A,20.962454,20.962454,0.00000000,4.240484,36.46
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,12-Mar-2008,N/A,20.553625,20.553625,0.00000000,4.237006,36.95
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,12-Mar-2008,N/A,20.230958,20.230958,0.00000000,4.223277,37.44
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,12-Mar-2008,N/A,20.062425,20.062425,0.00000000,4.190246,37.94
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,12-Mar-2008,N/A,98.420000,99.546366,1.12636600,4.334237,18.55
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,12-Mar-2008,N/A,19.892981,19.892981,0.00000000,4.212603,37.94
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,12-Mar-2008,N/A,19.568463,19.568463,0.00000000,4.201161,38.43
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,12-Mar-2008,N/A,19.243801,19.243801,0.00000000,4.190734,38.92
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,12-Mar-2008,N/A,18.901509,18.901509,0.00000000,4.183655,39.41
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,12-Mar-2008,N/A,18.539698,18.539698,0.00000000,4.180209,39.90
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,12-Mar-2008,N/A,18.303908,18.303908,0.00000000,4.160686,40.39
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,12-Mar-2008,N/A,17.983986,17.983986,0.00000000,4.153453,40.89
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,12-Mar-2008,N/A,17.688884,17.688884,0.00000000,4.143763,41.38
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,12-Mar-2008,N/A,17.343071,17.343071,0.00000000,4.141939,41.87
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,12-Mar-2008,N/A,17.143900,17.143900,0.00000000,4.120817,42.36
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,12-Mar-2008,N/A,16.821260,16.821260,0.00000000,4.117559,42.85
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,12-Mar-2008,N/A,16.559917,16.559917,0.00000000,4.106669,43.34
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,12-Mar-2008,N/A,16.278614,16.278614,0.00000000,4.099386,43.84
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,12-Mar-2008,N/A,16.045965,16.045965,0.00000000,4.086088,44.33
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,12-Mar-2008,N/A,15.785160,15.785160,0.00000000,4.077526,44.82
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,12-Mar-2008,N/A,15.519414,15.519414,0.00000000,4.070455,45.31
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,12-Mar-2008,N/A,15.274964,15.274964,0.00000000,4.061130,45.80
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,12-Mar-2008,N/A,15.032388,15.032388,0.00000000,4.052286,46.30
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,12-Mar-2008,N/A,14.881530,14.881530,0.00000000,4.030972,46.79
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,12-Mar-2008,N/A,14.786302,14.786302,0.00000000,4.044692,46.79
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,12-Mar-2008,N/A,99.960000,101.086366,1.12636600,4.251691,20.14
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,13-Mar-2008,N/A,99.020765,99.020765,0.00000000,4.282455,0.23
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,13-Mar-2008,N/A,98.014218,98.014218,0.00000000,4.213955,0.47
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,13-Mar-2008,N/A,100.490000,100.549783,0.05978300,4.474707,0.48
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,13-Mar-2008,N/A,102.590000,106.352295,3.76229500,4.430915,0.55
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,13-Mar-2008,N/A,97.035854,97.035854,0.00000000,4.151763,0.72
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,13-Mar-2008,N/A,96.213555,96.213555,0.00000000,3.973803,0.96
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,13-Mar-2008,N/A,100.010000,100.086087,0.07608700,3.988748,0.95
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,13-Mar-2008,N/A,96.198366,96.198366,0.00000000,3.990218,0.96
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,13-Mar-2008,N/A,95.298984,95.298984,0.00000000,3.946024,1.21
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,13-Mar-2008,N/A,94.437302,94.437302,0.00000000,3.902190,1.45
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,13-Mar-2008,N/A,105.880000,105.638242,-0.24175800,4.001971,1.45
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,13-Mar-2008,N/A,93.581284,93.581284,0.00000000,3.866612,1.70
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,13-Mar-2008,N/A,103.120000,104.659617,1.53961700,3.866402,1.62
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,13-Mar-2008,N/A,93.542276,93.542276,0.00000000,3.891147,1.70
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,13-Mar-2008,N/A,92.643597,92.643597,0.00000000,3.894638,1.94
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,13-Mar-2008,N/A,91.785257,91.785257,0.00000000,3.877122,2.19
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,13-Mar-2008,N/A,101.910000,103.181858,1.27185800,3.846249,2.08
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,13-Mar-2008,N/A,91.753655,91.753655,0.00000000,3.892849,2.19
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,13-Mar-2008,N/A,90.846122,90.846122,0.00000000,3.907242,2.43
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,13-Mar-2008,N/A,106.160000,108.048736,1.88873600,3.822390,2.44
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,13-Mar-2008,N/A,89.920990,89.920990,0.00000000,3.926384,2.68
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,13-Mar-2008,N/A,89.032165,89.032165,0.00000000,3.935343,2.92
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,13-Mar-2008,N/A,100.890000,100.970842,0.08084200,3.930417,2.78
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,13-Mar-2008,N/A,89.005880,89.005880,0.00000000,3.945443,2.92
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,13-Mar-2008,N/A,88.101726,88.101726,0.00000000,3.957855,3.17
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,13-Mar-2008,N/A,115.580000,117.112967,1.53296700,3.956607,2.89
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,13-Mar-2008,N/A,87.236354,87.236354,0.00000000,3.961442,3.41
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,13-Mar-2008,N/A,86.345770,86.345770,0.00000000,3.972509,3.66
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,13-Mar-2008,N/A,112.720000,113.741978,1.02197800,4.154169,3.35
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,13-Mar-2008,N/A,85.429799,85.429799,0.00000000,3.995069,3.90
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,13-Mar-2008,N/A,85.463262,85.463262,0.00000000,3.985036,3.90
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,13-Mar-2008,N/A,103.730000,103.825109,0.09510900,3.977396,3.59
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,13-Mar-2008,N/A,84.380643,84.380643,0.00000000,4.053347,4.15
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,13-Mar-2008,N/A,104.720000,106.125738,1.40573800,4.024242,3.74
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,13-Mar-2008,N/A,84.470702,84.470702,0.00000000,4.027633,4.15
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,13-Mar-2008,N/A,119.440000,120.354835,0.91483500,4.120451,3.69
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,13-Mar-2008,N/A,83.564660,83.564660,0.00000000,4.047334,4.39
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,13-Mar-2008,N/A,82.611209,82.611209,0.00000000,4.077680,4.64
4½% Treasury Gilt 2013,GB00B29WRG55,07-Mar-2013,13-Mar-2008,N/A,101.750000,101.860323,0.11032300,4.107619,4.43
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,13-Mar-2008,N/A,81.742557,81.742557,0.00000000,4.088535,4.88
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,13-Mar-2008,N/A,80.813528,80.813528,0.00000000,4.113131,5.13
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,13-Mar-2008,N/A,79.897093,79.897093,0.00000000,4.136924,5.37
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,13-Mar-2008,N/A,118.910000,122.624286,3.71428600,4.141789,4.44
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,13-Mar-2008,N/A,78.997864,78.997864,0.00000000,4.155269,5.62
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,13-Mar-2008,N/A,139.510000,142.559180,3.04918000,4.188675,4.37
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,13-Mar-2008,N/A,78.181482,78.181482,0.00000000,4.157968,5.86
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,13-Mar-2008,N/A,77.310683,77.310683,0.00000000,4.172061,6.10
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,13-Mar-2008,N/A,76.512481,76.512481,0.00000000,4.173755,6.35
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,13-Mar-2008,N/A,104.800000,104.895109,0.09510900,4.147600,5.52
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,13-Mar-2008,N/A,76.477854,76.477854,0.00000000,4.180885,6.35
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,13-Mar-2008,N/A,75.561587,75.561587,0.00000000,4.206006,6.59
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,13-Mar-2008,N/A,74.623924,74.623924,0.00000000,4.237212,6.84
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,13-Mar-2008,N/A,73.722399,73.722399,0.00000000,4.260076,7.08
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,13-Mar-2008,N/A,72.859892,72.859892,0.00000000,4.277596,7.32
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,13-Mar-2008,N/A,103.190000,103.280353,0.09035300,4.247635,6.27
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,13-Mar-2008,N/A,72.809361,72.809361,0.00000000,4.287068,7.32
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,13-Mar-2008,N/A,123.910000,126.052077,2.14207700,4.327007,5.89
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,13-Mar-2008,N/A,71.584416,71.584416,0.00000000,4.370430,7.57
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,13-Mar-2008,N/A,71.518263,71.518263,0.00000000,4.382649,7.57
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,13-Mar-2008,N/A,70.913306,70.913306,0.00000000,4.353344,7.81
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,13-Mar-2008,N/A,70.187574,70.187574,0.00000000,4.346714,8.06
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,13-Mar-2008,N/A,69.658025,69.658025,0.00000000,4.309097,8.30
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,13-Mar-2008,N/A,97.950000,98.026087,0.07608700,4.290806,7.10
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,13-Mar-2008,N/A,69.468786,69.468786,0.00000000,4.341867,8.30
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,13-Mar-2008,N/A,68.642996,68.642996,0.00000000,4.355506,8.55
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,13-Mar-2008,N/A,67.807898,67.807898,0.00000000,4.372833,8.79
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,13-Mar-2008,N/A,67.000901,67.000901,0.00000000,4.385050,9.03
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,13-Mar-2008,N/A,133.360000,133.792692,0.43269200,4.397259,6.87
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,13-Mar-2008,N/A,66.131730,66.131730,0.00000000,4.409498,9.28
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,13-Mar-2008,N/A,65.204967,65.204967,0.00000000,4.442622,9.52
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,13-Mar-2008,N/A,64.793206,64.793206,0.00000000,4.395571,9.77
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,13-Mar-2008,N/A,105.170000,105.265109,0.09510900,4.355633,7.86
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,13-Mar-2008,N/A,64.742959,64.742959,0.00000000,4.403515,9.77
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,13-Mar-2008,N/A,63.953147,63.953147,0.00000000,4.416799,10.01
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,13-Mar-2008,N/A,63.177169,63.177169,0.00000000,4.429877,10.25
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,13-Mar-2008,N/A,62.395132,62.395132,0.00000000,4.443655,10.50
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,13-Mar-2008,N/A,61.633716,61.633716,0.00000000,4.456187,10.74
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,13-Mar-2008,N/A,60.912893,60.912893,0.00000000,4.462470,10.99
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,13-Mar-2008,N/A,60.130874,60.130874,0.00000000,4.479778,11.23
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,13-Mar-2008,N/A,59.426309,59.426309,0.00000000,4.485482,11.47
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,13-Mar-2008,N/A,58.806918,58.806918,0.00000000,4.480735,11.72
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,13-Mar-2008,N/A,102.920000,103.010353,0.09035300,4.433122,9.11
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,13-Mar-2008,N/A,58.686169,58.686169,0.00000000,4.498276,11.72
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,13-Mar-2008,N/A,57.826024,57.826024,0.00000000,4.528270,11.96
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,13-Mar-2008,N/A,56.979914,56.979914,0.00000000,4.557787,12.20
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,13-Mar-2008,N/A,56.177472,56.177472,0.00000000,4.580759,12.45
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,13-Mar-2008,N/A,55.409941,55.409941,0.00000000,4.600391,12.69
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,13-Mar-2008,N/A,134.440000,136.582077,2.14207700,4.513578,8.77
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,13-Mar-2008,N/A,54.634886,54.634886,0.00000000,4.620944,12.93
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,13-Mar-2008,N/A,54.680310,54.680310,0.00000000,4.614518,12.93
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,13-Mar-2008,N/A,53.990253,53.990253,0.00000000,4.624782,13.18
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,13-Mar-2008,N/A,53.359529,53.359529,0.00000000,4.626741,13.42
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,13-Mar-2008,N/A,52.796602,52.796602,0.00000000,4.621095,13.67
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,13-Mar-2008,N/A,52.232373,52.232373,0.00000000,4.615814,13.91
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,13-Mar-2008,N/A,51.663964,51.663964,0.00000000,4.612926,14.15
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,13-Mar-2008,N/A,51.108608,51.108608,0.00000000,4.608403,14.40
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,13-Mar-2008,N/A,50.543055,50.543055,0.00000000,4.607000,14.64
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,13-Mar-2008,N/A,50.050271,50.050271,0.00000000,4.595941,14.89
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,13-Mar-2008,N/A,49.561162,49.561162,0.00000000,4.586148,15.13
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,13-Mar-2008,N/A,49.044655,49.044655,0.00000000,4.580186,15.38
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,13-Mar-2008,N/A,48.583386,48.583386,0.00000000,4.568572,15.62
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,13-Mar-2008,N/A,48.075885,48.075885,0.00000000,4.563222,15.87
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,13-Mar-2008,N/A,47.536258,47.536258,0.00000000,4.563626,16.11
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,13-Mar-2008,N/A,47.023299,47.023299,0.00000000,4.560641,16.36
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,13-Mar-2008,N/A,46.604337,46.604337,0.00000000,4.546987,16.60
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,13-Mar-2008,N/A,46.692251,46.692251,0.00000000,4.535637,16.60
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,13-Mar-2008,N/A,105.950000,106.045109,0.09510900,4.495199,11.54
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,13-Mar-2008,N/A,45.992794,45.992794,0.00000000,4.558335,16.85
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,13-Mar-2008,N/A,45.454086,45.454086,0.00000000,4.561676,17.09
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,13-Mar-2008,N/A,44.956659,44.956659,0.00000000,4.559777,17.34
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,13-Mar-2008,N/A,44.391568,44.391568,0.00000000,4.567939,17.58
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,13-Mar-2008,N/A,43.902242,43.902242,0.00000000,4.566456,17.83
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,13-Mar-2008,N/A,43.422129,43.422129,0.00000000,4.565158,18.07
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,13-Mar-2008,N/A,42.923711,42.923711,0.00000000,4.566268,18.31
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,13-Mar-2008,N/A,42.452899,42.452899,0.00000000,4.565184,18.56
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,13-Mar-2008,N/A,41.990613,41.990613,0.00000000,4.563096,18.80
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,13-Mar-2008,N/A,41.520980,41.520980,0.00000000,4.563226,19.05
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,13-Mar-2008,N/A,41.310416,41.310416,0.00000000,4.530818,19.30
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,13-Mar-2008,N/A,96.750000,97.887978,1.13797800,4.499786,12.99
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,13-Mar-2008,N/A,41.072944,41.072944,0.00000000,4.560698,19.29
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,13-Mar-2008,N/A,40.675670,40.675670,0.00000000,4.553034,19.54
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,13-Mar-2008,N/A,40.223115,40.223115,0.00000000,4.552410,19.78
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,13-Mar-2008,N/A,39.723772,39.723772,0.00000000,4.558879,20.02
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,13-Mar-2008,N/A,39.304472,39.304472,0.00000000,4.555353,20.27
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,13-Mar-2008,N/A,39.277921,39.277921,0.00000000,4.558687,20.27
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,13-Mar-2008,N/A,119.790000,121.396557,1.60655700,4.518866,12.45
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,13-Mar-2008,N/A,38.936743,38.936743,0.00000000,4.546560,20.51
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,13-Mar-2008,N/A,38.518766,38.518766,0.00000000,4.544137,20.76
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,13-Mar-2008,N/A,38.221008,38.221008,0.00000000,4.527873,21.01
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,13-Mar-2008,N/A,37.850426,37.850426,0.00000000,4.520782,21.25
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,13-Mar-2008,N/A,37.489637,37.489637,0.00000000,4.513608,21.50
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,13-Mar-2008,N/A,37.127517,37.127517,0.00000000,4.506669,21.74
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,13-Mar-2008,N/A,36.765746,36.765746,0.00000000,4.500785,21.99
4¾% Treasury Gilt 2030 WI,GB00B29WT589,07-Dec-2030,13-Mar-2008,N/A,103.450000,104.721858,1.27185800,4.505445,13.81
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,13-Mar-2008,N/A,36.302690,36.302690,0.00000000,4.507494,22.23
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,13-Mar-2008,N/A,103.450000,104.721858,1.27185800,4.505445,13.81
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,13-Mar-2008,N/A,36.420703,36.420703,0.00000000,4.492895,22.23
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,13-Mar-2008,N/A,36.120468,36.120468,0.00000000,4.480553,22.48
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,13-Mar-2008,N/A,35.824358,35.824358,0.00000000,4.467782,22.72
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,13-Mar-2008,N/A,35.494875,35.494875,0.00000000,4.460158,22.97
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,13-Mar-2008,N/A,35.175048,35.175048,0.00000000,4.451404,23.22
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,13-Mar-2008,N/A,34.873844,34.873844,0.00000000,4.441383,23.46
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,13-Mar-2008,N/A,34.564286,34.564286,0.00000000,4.432435,23.71
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,13-Mar-2008,N/A,34.622829,34.622829,0.00000000,4.425296,23.71
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,13-Mar-2008,N/A,97.160000,98.297978,1.13797800,4.442168,14.72
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,13-Mar-2008,N/A,34.232314,34.232314,0.00000000,4.427199,23.95
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,13-Mar-2008,N/A,33.895710,33.895710,0.00000000,4.422567,24.20
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,13-Mar-2008,N/A,33.609751,33.609751,0.00000000,4.412712,24.44
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,13-Mar-2008,N/A,33.292722,33.292722,0.00000000,4.406679,24.69
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,13-Mar-2008,N/A,32.987622,32.987622,0.00000000,4.400119,24.93
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,13-Mar-2008,N/A,32.682190,32.682190,0.00000000,4.393630,25.18
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,13-Mar-2008,N/A,32.391326,32.391326,0.00000000,4.386271,25.42
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,13-Mar-2008,N/A,32.083745,32.083745,0.00000000,4.380970,25.67
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,13-Mar-2008,N/A,31.777207,31.777207,0.00000000,4.376420,25.91
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,13-Mar-2008,N/A,31.482923,31.482923,0.00000000,4.370404,26.16
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,13-Mar-2008,N/A,31.243340,31.243340,0.00000000,4.358608,26.41
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,13-Mar-2008,N/A,30.957061,30.957061,0.00000000,4.352496,26.65
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,13-Mar-2008,N/A,30.657085,30.657085,0.00000000,4.348879,26.90
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,13-Mar-2008,N/A,30.398931,30.398931,0.00000000,4.340208,27.14
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,13-Mar-2008,N/A,30.120342,30.120342,0.00000000,4.334827,27.39
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,13-Mar-2008,N/A,30.209170,30.209170,0.00000000,4.324075,27.39
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,13-Mar-2008,N/A,97.860000,97.940842,0.08084200,4.383425,16.12
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,13-Mar-2008,N/A,29.823111,29.823111,0.00000000,4.331721,27.63
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,13-Mar-2008,N/A,29.233905,29.233905,0.00000000,4.326484,28.12
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,13-Mar-2008,N/A,28.659690,28.659690,0.00000000,4.321017,28.61
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,13-Mar-2008,N/A,28.095247,28.095247,0.00000000,4.315919,29.10
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,13-Mar-2008,N/A,27.548569,27.548569,0.00000000,4.310174,29.59
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,13-Mar-2008,N/A,26.996601,26.996601,0.00000000,4.306576,30.08
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,13-Mar-2008,N/A,27.045744,27.045744,0.00000000,4.300531,30.09
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,13-Mar-2008,N/A,106.220000,107.491858,1.27185800,4.379451,16.33
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,13-Mar-2008,N/A,26.470357,26.470357,0.00000000,4.301281,30.57
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,13-Mar-2008,N/A,25.910632,25.910632,0.00000000,4.301583,31.06
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,13-Mar-2008,N/A,25.394477,25.394477,0.00000000,4.297913,31.55
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,13-Mar-2008,N/A,24.910854,24.910854,0.00000000,4.291566,32.04
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,13-Mar-2008,N/A,24.415134,24.415134,0.00000000,4.288091,32.53
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,13-Mar-2008,N/A,23.930850,23.930850,0.00000000,4.284521,33.02
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,13-Mar-2008,N/A,23.456973,23.456973,0.00000000,4.280953,33.51
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,13-Mar-2008,N/A,23.118593,23.118593,0.00000000,4.261403,34.01
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,13-Mar-2008,N/A,102.430000,103.634918,1.20491800,4.363150,17.49
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,13-Mar-2008,N/A,23.011753,23.011753,0.00000000,4.275024,34.01
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,13-Mar-2008,N/A,22.562939,22.562939,0.00000000,4.270810,34.50
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,13-Mar-2008,N/A,22.125662,22.125662,0.00000000,4.266355,34.99
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,13-Mar-2008,N/A,21.685973,21.685973,0.00000000,4.263438,35.48
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,13-Mar-2008,N/A,21.299957,21.299957,0.00000000,4.254728,35.97
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,13-Mar-2008,N/A,20.973962,20.973962,0.00000000,4.239293,36.46
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,13-Mar-2008,N/A,20.589035,20.589035,0.00000000,4.232658,36.95
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,13-Mar-2008,N/A,20.217323,20.217323,0.00000000,4.225383,37.44
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,13-Mar-2008,N/A,19.971331,19.971331,0.00000000,4.202541,37.94
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,13-Mar-2008,N/A,98.680000,99.817978,1.13797800,4.320188,18.57
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,13-Mar-2008,N/A,19.867450,19.867450,0.00000000,4.216288,37.93
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,13-Mar-2008,N/A,19.529482,19.529482,0.00000000,4.206646,38.42
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,13-Mar-2008,N/A,19.203443,19.203443,0.00000000,4.196420,38.92
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,13-Mar-2008,N/A,18.909961,18.909961,0.00000000,4.182808,39.41
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,13-Mar-2008,N/A,18.582416,18.582416,0.00000000,4.174724,39.90
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,13-Mar-2008,N/A,18.277324,18.277324,0.00000000,4.164563,40.39
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,13-Mar-2008,N/A,18.050526,18.050526,0.00000000,4.144695,40.88
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,13-Mar-2008,N/A,17.697638,17.697638,0.00000000,4.142838,41.38
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,13-Mar-2008,N/A,17.376540,17.376540,0.00000000,4.137602,41.87
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,13-Mar-2008,N/A,17.138812,17.138812,0.00000000,4.121780,42.36
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,13-Mar-2008,N/A,16.819362,16.819362,0.00000000,4.118083,42.85
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,13-Mar-2008,N/A,16.589356,16.589356,0.00000000,4.102827,43.34
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,13-Mar-2008,N/A,16.287607,16.287607,0.00000000,4.098379,43.83
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,13-Mar-2008,N/A,16.041013,16.041013,0.00000000,4.087033,44.33
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,13-Mar-2008,N/A,15.776890,15.776890,0.00000000,4.078941,44.82
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,13-Mar-2008,N/A,15.511402,15.511402,0.00000000,4.071838,45.31
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,13-Mar-2008,N/A,15.264135,15.264135,0.00000000,4.062918,45.80
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,13-Mar-2008,N/A,15.018940,15.018940,0.00000000,4.054456,46.29
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,13-Mar-2008,N/A,14.856099,14.856099,0.00000000,4.034861,46.79
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,13-Mar-2008,N/A,14.777725,14.777725,0.00000000,4.046166,46.79
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,13-Mar-2008,N/A,100.190000,101.327978,1.13797800,4.240415,20.17
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,14-Mar-2008,N/A,99.055221,99.055221,0.00000000,4.282186,0.22
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,14-Mar-2008,N/A,98.041907,98.041907,0.00000000,4.226372,0.46
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,14-Mar-2008,N/A,100.480000,100.584620,0.10462000,4.477759,0.47
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,14-Mar-2008,N/A,102.540000,106.376066,3.83606600,4.456022,0.54
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,14-Mar-2008,N/A,97.063562,97.063562,0.00000000,4.158999,0.71
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,14-Mar-2008,N/A,96.241879,96.241879,0.00000000,3.976574,0.95
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,14-Mar-2008,N/A,100.000000,100.108696,0.10869600,3.998926,0.94
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,14-Mar-2008,N/A,96.231111,96.231111,0.00000000,3.988305,0.95
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,14-Mar-2008,N/A,95.343862,95.343862,0.00000000,3.933485,1.20
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,14-Mar-2008,N/A,94.509857,94.509857,0.00000000,3.870839,1.44
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,14-Mar-2008,N/A,105.900000,105.724176,-0.17582400,3.968137,1.44
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,14-Mar-2008,N/A,93.685648,93.685648,0.00000000,3.819277,1.69
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,14-Mar-2008,N/A,103.190000,104.776749,1.58674900,3.816500,1.61
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,14-Mar-2008,N/A,93.640893,93.640893,0.00000000,3.847523,1.69
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,14-Mar-2008,N/A,92.759534,92.759534,0.00000000,3.846265,1.94
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,14-Mar-2008,N/A,91.934977,91.934977,0.00000000,3.816853,2.18
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,14-Mar-2008,N/A,102.020000,103.330792,1.31079200,3.791722,2.07
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,14-Mar-2008,N/A,91.883237,91.883237,0.00000000,3.842650,2.18
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,14-Mar-2008,N/A,90.995798,90.995798,0.00000000,3.852382,2.43
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,14-Mar-2008,N/A,106.290000,108.230247,1.94024700,3.766239,2.43
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,14-Mar-2008,N/A,90.081585,90.081585,0.00000000,3.871531,2.67
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,14-Mar-2008,N/A,89.208501,89.208501,0.00000000,3.878381,2.92
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,14-Mar-2008,N/A,101.040000,101.155489,0.11548900,3.875872,2.77
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,14-Mar-2008,N/A,89.173996,89.173996,0.00000000,3.891647,2.92
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,14-Mar-2008,N/A,88.281028,88.281028,0.00000000,3.903715,3.16
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,14-Mar-2008,N/A,115.730000,117.337143,1.60714300,3.901406,2.88
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,14-Mar-2008,N/A,87.404971,87.404971,0.00000000,3.914134,3.41
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,14-Mar-2008,N/A,86.521164,86.521164,0.00000000,3.925772,3.65
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,14-Mar-2008,N/A,112.880000,113.965852,1.08585200,4.105443,3.34
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,14-Mar-2008,N/A,85.604732,85.604732,0.00000000,3.950835,3.90
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,14-Mar-2008,N/A,85.636765,85.636765,0.00000000,3.941232,3.90
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,14-Mar-2008,N/A,103.900000,104.035870,0.13587000,3.929772,3.58
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,14-Mar-2008,N/A,84.620868,84.620868,0.00000000,3.992634,4.14
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,14-Mar-2008,N/A,104.890000,106.338770,1.44877000,3.979213,3.73
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,14-Mar-2008,N/A,84.653394,84.653394,0.00000000,3.983355,4.14
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,14-Mar-2008,N/A,119.590000,120.579011,0.98901100,4.079051,3.68
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,14-Mar-2008,N/A,83.746766,83.746766,0.00000000,4.005136,4.39
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,14-Mar-2008,N/A,82.832477,82.832477,0.00000000,4.027056,4.63
4½% Treasury Gilt 2013,GB00B29WRG55,07-Mar-2013,14-Mar-2008,N/A,101.940000,102.087008,0.14700800,4.064821,4.42
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,14-Mar-2008,N/A,81.940618,81.940618,0.00000000,4.045650,4.87
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,14-Mar-2008,N/A,81.020653,81.020653,0.00000000,4.069648,5.12
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,14-Mar-2008,N/A,80.090094,80.090094,0.00000000,4.098157,5.36
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,14-Mar-2008,N/A,119.060000,118.840220,-0.21978000,4.110529,4.58
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,14-Mar-2008,N/A,79.203679,79.203679,0.00000000,4.114884,5.61
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,14-Mar-2008,N/A,139.650000,142.797541,3.14754100,4.158167,4.36
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,14-Mar-2008,N/A,78.389508,78.389508,0.00000000,4.118291,5.85
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,14-Mar-2008,N/A,77.493348,77.493348,0.00000000,4.138907,6.10
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,14-Mar-2008,N/A,76.681540,76.681540,0.00000000,4.144258,6.34
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,14-Mar-2008,N/A,104.980000,105.115870,0.13587000,4.115534,5.51
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,14-Mar-2008,N/A,76.651878,76.651878,0.00000000,4.150359,6.34
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,14-Mar-2008,N/A,75.736830,75.736830,0.00000000,4.176013,6.59
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,14-Mar-2008,N/A,74.794588,74.794588,0.00000000,4.208765,6.83
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,14-Mar-2008,N/A,73.895172,73.895172,0.00000000,4.231870,7.07
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,14-Mar-2008,N/A,73.034771,73.034771,0.00000000,4.249547,7.32
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,14-Mar-2008,N/A,103.380000,103.509076,0.12907600,4.217762,6.26
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,14-Mar-2008,N/A,73.003548,73.003548,0.00000000,4.255390,7.32
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,14-Mar-2008,N/A,124.100000,126.307650,2.20765000,4.298561,5.89
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,14-Mar-2008,N/A,71.785922,71.785922,0.00000000,4.337933,7.56
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,14-Mar-2008,N/A,71.732676,71.732676,0.00000000,4.347748,7.56
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,14-Mar-2008,N/A,71.151748,71.151748,0.00000000,4.314827,7.80
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,14-Mar-2008,N/A,70.413280,70.413280,0.00000000,4.311208,8.05
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,14-Mar-2008,N/A,69.835108,69.835108,0.00000000,4.282677,8.30
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,14-Mar-2008,N/A,98.150000,98.258696,0.10869600,4.262279,7.10
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,14-Mar-2008,N/A,69.659067,69.659067,0.00000000,4.313107,8.29
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,14-Mar-2008,N/A,68.822043,68.822043,0.00000000,4.329134,8.54
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,14-Mar-2008,N/A,68.007412,68.007412,0.00000000,4.343392,8.78
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,14-Mar-2008,N/A,67.178698,67.178698,0.00000000,4.359630,9.03
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,14-Mar-2008,N/A,133.540000,134.044808,0.50480800,4.375037,6.86
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,14-Mar-2008,N/A,66.350994,66.350994,0.00000000,4.377623,9.27
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,14-Mar-2008,N/A,65.381477,65.381477,0.00000000,4.417992,9.51
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,14-Mar-2008,N/A,64.962879,64.962879,0.00000000,4.372405,9.76
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,14-Mar-2008,N/A,105.370000,105.505870,0.13587000,4.331012,7.85
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,14-Mar-2008,N/A,64.923011,64.923011,0.00000000,4.378695,9.76
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,14-Mar-2008,N/A,64.133245,64.133245,0.00000000,4.392267,10.00
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,14-Mar-2008,N/A,63.351380,63.351380,0.00000000,4.406488,10.25
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,14-Mar-2008,N/A,62.598731,62.598731,0.00000000,4.416038,10.49
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,14-Mar-2008,N/A,61.807184,61.807184,0.00000000,4.433351,10.73
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,14-Mar-2008,N/A,61.084785,61.084785,0.00000000,4.440100,10.98
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,14-Mar-2008,N/A,60.306074,60.306074,0.00000000,4.457070,11.22
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,14-Mar-2008,N/A,59.621707,59.621707,0.00000000,4.460027,11.47
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,14-Mar-2008,N/A,58.952407,58.952407,0.00000000,4.462720,11.71
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,14-Mar-2008,N/A,103.110000,103.239076,0.12907600,4.412680,9.10
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,14-Mar-2008,N/A,58.879396,58.879396,0.00000000,4.473302,11.71
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,14-Mar-2008,N/A,58.051256,58.051256,0.00000000,4.498821,11.96
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,14-Mar-2008,N/A,57.156650,57.156650,0.00000000,4.535405,12.20
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,14-Mar-2008,N/A,56.380366,56.380366,0.00000000,4.554763,12.44
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,14-Mar-2008,N/A,55.643014,55.643014,0.00000000,4.570216,12.68
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,14-Mar-2008,N/A,134.660000,136.867650,2.20765000,4.493923,8.77
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,14-Mar-2008,N/A,54.890497,54.890497,0.00000000,4.587731,12.93
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,14-Mar-2008,N/A,54.896297,54.896297,0.00000000,4.586914,12.93
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,14-Mar-2008,N/A,54.188041,54.188041,0.00000000,4.599845,13.17
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,14-Mar-2008,N/A,53.586795,53.586795,0.00000000,4.597854,13.42
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,14-Mar-2008,N/A,53.024857,53.024857,0.00000000,4.592237,13.66
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,14-Mar-2008,N/A,52.397637,52.397637,0.00000000,4.595784,13.90
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,14-Mar-2008,N/A,51.827090,51.827090,0.00000000,4.593270,14.15
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,14-Mar-2008,N/A,51.266570,51.266570,0.00000000,4.589557,14.39
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,14-Mar-2008,N/A,50.761773,50.761773,0.00000000,4.580036,14.64
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,14-Mar-2008,N/A,50.244035,50.244035,0.00000000,4.572481,14.88
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,14-Mar-2008,N/A,49.777486,49.777486,0.00000000,4.559800,15.13
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,14-Mar-2008,N/A,49.251630,49.251630,0.00000000,4.555207,15.37
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,14-Mar-2008,N/A,48.742521,48.742521,0.00000000,4.549990,15.62
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,14-Mar-2008,N/A,48.252522,48.252522,0.00000000,4.542434,15.86
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,14-Mar-2008,N/A,47.680785,47.680785,0.00000000,4.547061,16.11
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,14-Mar-2008,N/A,47.194157,47.194157,0.00000000,4.540722,16.35
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,14-Mar-2008,N/A,46.730984,46.730984,0.00000000,4.532843,16.60
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,14-Mar-2008,N/A,46.809013,46.809013,0.00000000,4.522791,16.60
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,14-Mar-2008,N/A,106.180000,106.315870,0.13587000,4.476233,11.54
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,14-Mar-2008,N/A,46.110791,46.110791,0.00000000,4.545314,16.84
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,14-Mar-2008,N/A,45.592743,45.592743,0.00000000,4.545999,17.08
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,14-Mar-2008,N/A,45.115873,45.115873,0.00000000,4.541509,17.33
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,14-Mar-2008,N/A,44.571880,44.571880,0.00000000,4.546966,17.57
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,14-Mar-2008,N/A,44.084270,44.084270,0.00000000,4.545312,17.82
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,14-Mar-2008,N/A,43.598538,43.598538,0.00000000,4.544747,18.06
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,14-Mar-2008,N/A,43.109231,43.109231,0.00000000,4.544731,18.31
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,14-Mar-2008,N/A,42.609561,42.609561,0.00000000,4.547311,18.55
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,14-Mar-2008,N/A,42.173639,42.173639,0.00000000,4.541925,18.80
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,14-Mar-2008,N/A,41.688796,41.688796,0.00000000,4.543972,19.04
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,14-Mar-2008,N/A,41.472268,41.472268,0.00000000,4.512449,19.29
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,14-Mar-2008,N/A,96.990000,98.162814,1.17281400,4.481002,12.99
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,14-Mar-2008,N/A,41.237302,41.237302,0.00000000,4.541907,19.29
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,14-Mar-2008,N/A,40.884446,40.884446,0.00000000,4.528699,19.53
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,14-Mar-2008,N/A,40.425239,40.425239,0.00000000,4.528928,19.78
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,14-Mar-2008,N/A,39.929750,39.929750,0.00000000,4.534878,20.02
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,14-Mar-2008,N/A,39.481371,39.481371,0.00000000,4.535014,20.26
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,14-Mar-2008,N/A,39.515778,39.515778,0.00000000,4.530716,20.26
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,14-Mar-2008,N/A,120.060000,121.715738,1.65573800,4.500719,12.46
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,14-Mar-2008,N/A,39.119149,39.119149,0.00000000,4.525557,20.51
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,14-Mar-2008,N/A,38.693548,38.693548,0.00000000,4.524097,20.75
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,14-Mar-2008,N/A,38.405244,38.405244,0.00000000,4.506711,21.00
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,14-Mar-2008,N/A,38.034782,38.034782,0.00000000,4.499636,21.25
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,14-Mar-2008,N/A,37.658728,37.658728,0.00000000,4.494360,21.49
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,14-Mar-2008,N/A,37.289261,37.289261,0.00000000,4.488350,21.74
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,14-Mar-2008,N/A,36.927417,36.927417,0.00000000,4.482473,21.98
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,14-Mar-2008,N/A,36.481891,36.481891,0.00000000,4.486981,22.23
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,14-Mar-2008,N/A,103.730000,105.040792,1.31079200,4.486072,13.82
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,14-Mar-2008,N/A,36.580824,36.580824,0.00000000,4.474796,22.23
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,14-Mar-2008,N/A,36.287742,36.287742,0.00000000,4.461599,22.47
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,14-Mar-2008,N/A,35.995888,35.995888,0.00000000,4.448350,22.72
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,14-Mar-2008,N/A,35.660894,35.660894,0.00000000,4.441402,22.96
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,14-Mar-2008,N/A,35.357789,35.357789,0.00000000,4.430633,23.21
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,14-Mar-2008,N/A,35.043529,35.043529,0.00000000,4.422214,23.45
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,14-Mar-2008,N/A,34.729280,34.729280,0.00000000,4.413857,23.70
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,14-Mar-2008,N/A,34.791903,34.791903,0.00000000,4.406256,23.70
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,14-Mar-2008,N/A,97.430000,98.602814,1.17281400,4.423574,14.72
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,14-Mar-2008,N/A,34.396151,34.396151,0.00000000,4.408749,23.94
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,14-Mar-2008,N/A,34.061973,34.061973,0.00000000,4.403821,24.19
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,14-Mar-2008,N/A,33.781755,33.781755,0.00000000,4.393278,24.44
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,14-Mar-2008,N/A,33.459754,33.459754,0.00000000,4.387850,24.68
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,14-Mar-2008,N/A,33.160048,33.160048,0.00000000,4.380626,24.93
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,14-Mar-2008,N/A,32.855236,32.855236,0.00000000,4.374066,25.17
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,14-Mar-2008,N/A,32.564659,32.564659,0.00000000,4.366665,25.42
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,14-Mar-2008,N/A,32.256047,32.256047,0.00000000,4.361484,25.66
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,14-Mar-2008,N/A,31.950785,31.950785,0.00000000,4.356755,25.91
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,14-Mar-2008,N/A,31.649988,31.649988,0.00000000,4.351523,26.15
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,14-Mar-2008,N/A,31.411294,31.411294,0.00000000,4.339631,26.40
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,14-Mar-2008,N/A,31.124759,31.124759,0.00000000,4.333546,26.65
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,14-Mar-2008,N/A,30.819146,30.819146,0.00000000,4.330576,26.89
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,14-Mar-2008,N/A,30.567959,30.567959,0.00000000,4.321071,27.14
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,14-Mar-2008,N/A,30.289460,30.289460,0.00000000,4.315655,27.38
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,14-Mar-2008,N/A,30.369929,30.369929,0.00000000,4.305966,27.38
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,14-Mar-2008,N/A,98.160000,98.275489,0.11548900,4.364466,16.14
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,14-Mar-2008,N/A,29.992131,29.992131,0.00000000,4.312537,27.63
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,14-Mar-2008,N/A,29.407895,29.407895,0.00000000,4.306627,28.12
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,14-Mar-2008,N/A,28.824070,28.824070,0.00000000,4.302250,28.61
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,14-Mar-2008,N/A,28.261584,28.261584,0.00000000,4.296835,29.10
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,14-Mar-2008,N/A,27.710206,27.710206,0.00000000,4.291583,29.59
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,14-Mar-2008,N/A,27.156126,27.156126,0.00000000,4.288149,30.08
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,14-Mar-2008,N/A,27.188518,27.188518,0.00000000,4.284186,30.08
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,14-Mar-2008,N/A,106.550000,107.860792,1.31079200,4.360649,16.35
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,14-Mar-2008,N/A,26.630908,26.630908,0.00000000,4.282641,30.57
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,14-Mar-2008,N/A,26.061853,26.061853,0.00000000,4.283969,31.06
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,14-Mar-2008,N/A,25.544083,25.544083,0.00000000,4.280398,31.55
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,14-Mar-2008,N/A,25.064041,25.064041,0.00000000,4.273517,32.04
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,14-Mar-2008,N/A,24.562219,24.562219,0.00000000,4.270695,32.53
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,14-Mar-2008,N/A,24.076854,24.076854,0.00000000,4.267151,33.02
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,14-Mar-2008,N/A,23.603403,23.603403,0.00000000,4.263417,33.51
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,14-Mar-2008,N/A,23.274038,23.274038,0.00000000,4.242710,34.00
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,14-Mar-2008,N/A,102.760000,104.001803,1.24180300,4.344970,17.51
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,14-Mar-2008,N/A,23.188221,23.188221,0.00000000,4.253574,34.00
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,14-Mar-2008,N/A,22.723969,22.723969,0.00000000,4.251195,34.49
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,14-Mar-2008,N/A,22.259630,22.259630,0.00000000,4.250087,34.98
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,14-Mar-2008,N/A,21.819172,21.819172,0.00000000,4.247149,35.47
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,14-Mar-2008,N/A,21.405300,21.405300,0.00000000,4.241968,35.96
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,14-Mar-2008,N/A,21.106334,21.106334,0.00000000,4.222977,36.45
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,14-Mar-2008,N/A,20.696602,20.696602,0.00000000,4.219482,36.94
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,14-Mar-2008,N/A,20.337339,20.337339,0.00000000,4.210488,37.44
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,14-Mar-2008,N/A,20.121815,20.121815,0.00000000,4.183648,37.93
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,14-Mar-2008,N/A,99.030000,100.202814,1.17281400,4.301368,18.60
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,14-Mar-2008,N/A,19.997332,19.997332,0.00000000,4.200009,37.93
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,14-Mar-2008,N/A,19.652362,19.652362,0.00000000,4.191208,38.42
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,14-Mar-2008,N/A,19.322656,19.322656,0.00000000,4.181390,38.91
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,14-Mar-2008,N/A,19.040839,19.040839,0.00000000,4.166164,39.40
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,14-Mar-2008,N/A,18.710168,18.710168,0.00000000,4.158399,39.89
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,14-Mar-2008,N/A,18.395847,18.395847,0.00000000,4.149394,40.39
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,14-Mar-2008,N/A,18.130755,18.130755,0.00000000,4.134668,40.88
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,14-Mar-2008,N/A,17.798089,17.798089,0.00000000,4.129969,41.37
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,14-Mar-2008,N/A,17.519909,17.519909,0.00000000,4.118774,41.86
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,14-Mar-2008,N/A,17.262011,17.262011,0.00000000,4.105658,42.35
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,14-Mar-2008,N/A,16.962018,16.962018,0.00000000,4.099149,42.85
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,14-Mar-2008,N/A,16.712942,16.712942,0.00000000,4.086469,43.34
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,14-Mar-2008,N/A,16.428476,16.428476,0.00000000,4.079489,43.83
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,14-Mar-2008,N/A,16.156405,16.156405,0.00000000,4.071609,44.32
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,14-Mar-2008,N/A,15.897207,15.897207,0.00000000,4.062726,44.81
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,14-Mar-2008,N/A,15.625197,15.625197,0.00000000,4.056432,45.31
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,14-Mar-2008,N/A,15.380820,15.380820,0.00000000,4.047009,45.80
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,14-Mar-2008,N/A,15.135422,15.135422,0.00000000,4.038476,46.29
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,14-Mar-2008,N/A,14.984916,14.984916,0.00000000,4.017106,46.78
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,14-Mar-2008,N/A,14.878628,14.878628,0.00000000,4.032321,46.78
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,14-Mar-2008,N/A,100.570000,101.742814,1.17281400,4.221874,20.20
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,17-Mar-2008,N/A,99.089146,99.089146,0.00000000,4.177602,0.22
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,17-Mar-2008,N/A,98.115981,98.115981,0.00000000,4.087057,0.46
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,17-Mar-2008,N/A,100.540000,100.659565,0.11956500,4.344305,0.47
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,17-Mar-2008,N/A,102.610000,106.470656,3.86065600,4.313240,0.54
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,17-Mar-2008,N/A,97.156286,97.156286,0.00000000,4.039822,0.71
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,17-Mar-2008,N/A,96.365515,96.365515,0.00000000,3.852892,0.95
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,17-Mar-2008,N/A,100.120000,100.239565,0.11956500,3.871632,0.94
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,17-Mar-2008,N/A,96.351394,96.351394,0.00000000,3.868290,0.95
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,17-Mar-2008,N/A,95.512361,95.512361,0.00000000,3.794999,1.20
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,17-Mar-2008,N/A,94.728004,94.728004,0.00000000,3.718258,1.44
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,17-Mar-2008,N/A,106.130000,105.976154,-0.15384600,3.809891,1.44
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,17-Mar-2008,N/A,93.950768,93.950768,0.00000000,3.658154,1.69
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,17-Mar-2008,N/A,103.460000,105.062459,1.60245900,3.653847,1.61
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,17-Mar-2008,N/A,93.897625,93.897625,0.00000000,3.691629,1.69
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,17-Mar-2008,N/A,93.039817,93.039817,0.00000000,3.695590,1.93
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,17-Mar-2008,N/A,92.252031,92.252031,0.00000000,3.663705,2.18
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,17-Mar-2008,N/A,102.320000,103.643770,1.32377000,3.650648,2.07
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,17-Mar-2008,N/A,92.184866,92.184866,0.00000000,3.697097,2.18
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,17-Mar-2008,N/A,91.313841,91.313841,0.00000000,3.712737,2.43
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,17-Mar-2008,N/A,106.650000,108.607418,1.95741800,3.627426,2.43
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,17-Mar-2008,N/A,90.403889,90.403889,0.00000000,3.741713,2.67
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,17-Mar-2008,N/A,89.544370,89.544370,0.00000000,3.753024,2.92
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,17-Mar-2008,N/A,101.390000,101.517038,0.12703800,3.750685,2.77
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,17-Mar-2008,N/A,89.505026,89.505026,0.00000000,3.768099,2.92
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,17-Mar-2008,N/A,88.631044,88.631044,0.00000000,3.781861,3.16
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,17-Mar-2008,N/A,116.140000,117.771868,1.63186800,3.776625,2.88
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,17-Mar-2008,N/A,87.766061,87.766061,0.00000000,3.796131,3.41
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,17-Mar-2008,N/A,86.893007,86.893007,0.00000000,3.811211,3.65
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,17-Mar-2008,N/A,113.300000,114.407143,1.10714300,3.993055,3.34
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,17-Mar-2008,N/A,85.986160,85.986160,0.00000000,3.839403,3.90
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,17-Mar-2008,N/A,86.018884,86.018884,0.00000000,3.829635,3.90
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,17-Mar-2008,N/A,104.300000,104.449457,0.14945700,3.821996,3.58
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,17-Mar-2008,N/A,85.014864,85.014864,0.00000000,3.883035,4.14
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,17-Mar-2008,N/A,105.300000,106.763115,1.46311500,3.875264,3.73
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,17-Mar-2008,N/A,85.036478,85.036478,0.00000000,3.876896,4.14
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,17-Mar-2008,N/A,120.040000,121.053736,1.01373600,3.975364,3.68
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,17-Mar-2008,N/A,84.128538,84.128538,0.00000000,3.903834,4.38
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,17-Mar-2008,N/A,83.217539,83.217539,0.00000000,3.929222,4.63
4½% Treasury Gilt 2013,GB00B29WRG55,07-Mar-2013,17-Mar-2008,N/A,102.380000,102.539236,0.15923600,3.967279,4.42
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,17-Mar-2008,N/A,82.318535,82.318535,0.00000000,3.953449,4.87
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,17-Mar-2008,N/A,81.402776,81.402776,0.00000000,3.979869,5.12
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,17-Mar-2008,N/A,80.471850,80.471850,0.00000000,4.011519,5.36
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,17-Mar-2008,N/A,119.530000,119.332198,-0.19780200,4.022752,4.58
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,17-Mar-2008,N/A,79.591955,79.591955,0.00000000,4.029653,5.61
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,17-Mar-2008,N/A,140.160000,143.340328,3.18032800,4.073780,4.36
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,17-Mar-2008,N/A,78.751745,78.751745,0.00000000,4.041386,5.85
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,17-Mar-2008,N/A,77.883545,77.883545,0.00000000,4.058357,6.10
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,17-Mar-2008,N/A,77.080686,77.080686,0.00000000,4.064128,6.34
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,17-Mar-2008,N/A,105.470000,105.619457,0.14945700,4.030852,5.52
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,17-Mar-2008,N/A,77.040360,77.040360,0.00000000,4.072380,6.34
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,17-Mar-2008,N/A,76.098261,76.098261,0.00000000,4.105430,6.59
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,17-Mar-2008,N/A,75.137346,75.137346,0.00000000,4.143456,6.83
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,17-Mar-2008,N/A,74.214566,74.214566,0.00000000,4.172507,7.07
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,17-Mar-2008,N/A,73.334672,73.334672,0.00000000,4.195094,7.32
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,17-Mar-2008,N/A,103.780000,103.921984,0.14198400,4.155965,6.26
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,17-Mar-2008,N/A,73.279933,73.279933,0.00000000,4.205299,7.32
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,17-Mar-2008,N/A,124.520000,126.749508,2.22950800,4.241225,5.89
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,17-Mar-2008,N/A,72.041764,72.041764,0.00000000,4.292414,7.56
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,17-Mar-2008,N/A,71.988631,71.988631,0.00000000,4.302175,7.56
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,17-Mar-2008,N/A,71.373776,71.373776,0.00000000,4.276383,7.80
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,17-Mar-2008,N/A,70.642046,70.642046,0.00000000,4.272356,8.05
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,17-Mar-2008,N/A,70.087339,70.087339,0.00000000,4.240594,8.29
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,17-Mar-2008,N/A,98.510000,98.629565,0.11956500,4.210805,7.10
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,17-Mar-2008,N/A,69.886291,69.886291,0.00000000,4.275231,8.29
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,17-Mar-2008,N/A,69.051571,69.051571,0.00000000,4.291505,8.54
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,17-Mar-2008,N/A,68.197478,68.197478,0.00000000,4.312935,8.78
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,17-Mar-2008,N/A,67.381239,67.381239,0.00000000,4.327581,9.03
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,17-Mar-2008,N/A,133.930000,134.458846,0.52884600,4.331813,6.86
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,17-Mar-2008,N/A,66.551921,66.551921,0.00000000,4.346268,9.27
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,17-Mar-2008,N/A,65.586445,65.586445,0.00000000,4.386341,9.51
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,17-Mar-2008,N/A,65.117353,65.117353,0.00000000,4.349268,9.76
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,17-Mar-2008,N/A,105.640000,105.789457,0.14945700,4.298314,7.86
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,17-Mar-2008,N/A,65.080721,65.080721,0.00000000,4.355035,9.76
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,17-Mar-2008,N/A,64.279380,64.279380,0.00000000,4.370699,10.00
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,17-Mar-2008,N/A,63.493603,63.493603,0.00000000,4.385756,10.25
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,17-Mar-2008,N/A,62.720252,62.720252,0.00000000,4.398688,10.49
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,17-Mar-2008,N/A,61.957777,61.957777,0.00000000,4.411787,10.73
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,17-Mar-2008,N/A,61.189983,61.189983,0.00000000,4.425519,10.98
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,17-Mar-2008,N/A,60.414845,60.414845,0.00000000,4.442078,11.22
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,17-Mar-2008,N/A,59.705031,59.705031,0.00000000,4.448898,11.47
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,17-Mar-2008,N/A,59.071048,59.071048,0.00000000,4.446575,11.71
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,17-Mar-2008,N/A,103.320000,103.461984,0.14198400,4.390288,9.10
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,17-Mar-2008,N/A,58.972617,58.972617,0.00000000,4.460817,11.71
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,17-Mar-2008,N/A,58.102183,58.102183,0.00000000,4.492501,11.95
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,17-Mar-2008,N/A,57.255788,57.255788,0.00000000,4.522193,12.19
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,17-Mar-2008,N/A,56.399169,56.399169,0.00000000,4.553071,12.44
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,17-Mar-2008,N/A,55.621783,55.621783,0.00000000,4.574195,12.68
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,17-Mar-2008,N/A,134.900000,137.129508,2.22950800,4.473507,8.77
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,17-Mar-2008,N/A,54.954020,54.954020,0.00000000,4.579742,12.93
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,17-Mar-2008,N/A,54.871409,54.871409,0.00000000,4.591381,12.92
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,17-Mar-2008,N/A,54.188696,54.188696,0.00000000,4.600692,13.17
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,17-Mar-2008,N/A,53.591526,53.591526,0.00000000,4.598122,13.41
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,17-Mar-2008,N/A,53.010533,53.010533,0.00000000,4.595118,13.66
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,17-Mar-2008,N/A,52.378161,52.378161,0.00000000,4.599351,13.90
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,17-Mar-2008,N/A,51.832416,51.832416,0.00000000,4.593416,14.15
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,17-Mar-2008,N/A,51.277696,51.277696,0.00000000,4.588911,14.39
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,17-Mar-2008,N/A,50.732999,50.732999,0.00000000,4.584751,14.63
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,17-Mar-2008,N/A,50.209506,50.209506,0.00000000,4.577931,14.88
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,17-Mar-2008,N/A,49.704527,49.704527,0.00000000,4.570308,15.12
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,17-Mar-2008,N/A,49.196933,49.196933,0.00000000,4.563237,15.37
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,17-Mar-2008,N/A,48.666506,48.666506,0.00000000,4.560769,15.61
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,17-Mar-2008,N/A,48.179759,48.179759,0.00000000,4.552723,15.86
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,17-Mar-2008,N/A,47.613342,47.613342,0.00000000,4.556610,16.10
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,17-Mar-2008,N/A,47.121587,47.121587,0.00000000,4.550884,16.35
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,17-Mar-2008,N/A,46.654330,46.654330,0.00000000,4.543471,16.59
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,17-Mar-2008,N/A,46.770120,46.770120,0.00000000,4.528533,16.59
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,17-Mar-2008,N/A,106.250000,106.399457,0.14945700,4.470464,11.54
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,17-Mar-2008,N/A,46.100369,46.100369,0.00000000,4.547385,16.84
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,17-Mar-2008,N/A,45.587405,45.587405,0.00000000,4.547400,17.08
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,17-Mar-2008,N/A,45.108774,45.108774,0.00000000,4.543126,17.33
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,17-Mar-2008,N/A,44.542184,44.542184,0.00000000,4.551454,17.57
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,17-Mar-2008,N/A,44.043639,44.043639,0.00000000,4.551177,17.82
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,17-Mar-2008,N/A,43.558689,43.558689,0.00000000,4.550487,18.06
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,17-Mar-2008,N/A,43.058766,43.058766,0.00000000,4.551801,18.30
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,17-Mar-2008,N/A,42.578642,42.578642,0.00000000,4.551883,18.55
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,17-Mar-2008,N/A,42.109787,42.109787,0.00000000,4.550640,18.79
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,17-Mar-2008,N/A,41.650133,41.650133,0.00000000,4.549487,19.04
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,17-Mar-2008,N/A,41.404791,41.404791,0.00000000,4.521524,19.29
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,17-Mar-2008,N/A,97.010000,98.194426,1.18442600,4.479455,12.99
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,17-Mar-2008,N/A,41.183200,41.183200,0.00000000,4.549351,19.28
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,17-Mar-2008,N/A,40.824485,40.824485,0.00000000,4.536838,19.53
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,17-Mar-2008,N/A,40.350231,40.350231,0.00000000,4.538940,19.77
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,17-Mar-2008,N/A,39.914400,39.914400,0.00000000,4.537408,20.02
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,17-Mar-2008,N/A,39.401599,39.401599,0.00000000,4.545601,20.26
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,17-Mar-2008,N/A,39.445543,39.445543,0.00000000,4.540100,20.26
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,17-Mar-2008,N/A,120.080000,121.752131,1.67213100,4.499295,12.45
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,17-Mar-2008,N/A,39.082201,39.082201,0.00000000,4.530758,20.51
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,17-Mar-2008,N/A,38.615921,38.615921,0.00000000,4.534364,20.75
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,17-Mar-2008,N/A,38.337681,38.337681,0.00000000,4.515674,21.00
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,17-Mar-2008,N/A,37.945137,37.945137,0.00000000,4.511317,21.24
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,17-Mar-2008,N/A,37.567299,37.567299,0.00000000,4.506235,21.49
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,17-Mar-2008,N/A,37.175523,37.175523,0.00000000,4.502964,21.73
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,17-Mar-2008,N/A,36.838787,36.838787,0.00000000,4.493956,21.98
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,17-Mar-2008,N/A,36.416192,36.416192,0.00000000,4.495638,22.22
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,17-Mar-2008,N/A,103.720000,105.043770,1.32377000,4.486744,13.81
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,17-Mar-2008,N/A,36.485279,36.485279,0.00000000,4.487109,22.22
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,17-Mar-2008,N/A,36.198576,36.198576,0.00000000,4.473082,22.47
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,17-Mar-2008,N/A,35.880063,35.880063,0.00000000,4.463068,22.71
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,17-Mar-2008,N/A,35.501358,35.501358,0.00000000,4.461451,22.96
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,17-Mar-2008,N/A,35.191861,35.191861,0.00000000,4.451419,23.20
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,17-Mar-2008,N/A,34.885033,34.885033,0.00000000,4.442051,23.45
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,17-Mar-2008,N/A,34.571255,34.571255,0.00000000,4.433606,23.70
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,17-Mar-2008,N/A,34.696064,34.696064,0.00000000,4.418398,23.70
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,17-Mar-2008,N/A,97.390000,98.574426,1.18442600,4.426342,14.72
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,17-Mar-2008,N/A,34.273954,34.273954,0.00000000,4.424110,23.94
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,17-Mar-2008,N/A,33.944147,33.944147,0.00000000,4.418639,24.19
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,17-Mar-2008,N/A,33.637914,33.637914,0.00000000,4.411226,24.43
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,17-Mar-2008,N/A,33.323705,33.323705,0.00000000,4.404840,24.68
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,17-Mar-2008,N/A,33.025854,33.025854,0.00000000,4.397369,24.92
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,17-Mar-2008,N/A,32.691198,32.691198,0.00000000,4.394422,25.17
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,17-Mar-2008,N/A,32.407293,32.407293,0.00000000,4.386188,25.41
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,17-Mar-2008,N/A,32.145156,32.145156,0.00000000,4.375364,25.66
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,17-Mar-2008,N/A,31.840813,31.840813,0.00000000,4.370517,25.90
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,17-Mar-2008,N/A,31.552156,31.552156,0.00000000,4.363811,26.15
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,17-Mar-2008,N/A,31.285070,31.285070,0.00000000,4.355327,26.40
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,17-Mar-2008,N/A,31.019459,31.019459,0.00000000,4.346705,26.64
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,17-Mar-2008,N/A,30.722225,30.722225,0.00000000,4.342724,26.89
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,17-Mar-2008,N/A,30.470318,30.470318,0.00000000,4.333293,27.13
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,17-Mar-2008,N/A,30.212154,30.212154,0.00000000,4.325413,27.38
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,17-Mar-2008,N/A,30.297564,30.297564,0.00000000,4.315102,27.38
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,17-Mar-2008,N/A,98.120000,98.247038,0.12703800,4.366988,16.13
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,17-Mar-2008,N/A,29.909443,29.909443,0.00000000,4.322953,27.62
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,17-Mar-2008,N/A,29.313000,29.313000,0.00000000,4.318537,28.11
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,17-Mar-2008,N/A,28.722417,28.722417,0.00000000,4.315007,28.60
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,17-Mar-2008,N/A,28.090297,28.090297,0.00000000,4.318129,29.09
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,17-Mar-2008,N/A,27.587394,27.587394,0.00000000,4.306989,29.58
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,17-Mar-2008,N/A,27.024564,27.024564,0.00000000,4.304682,30.07
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,17-Mar-2008,N/A,27.053238,27.053238,0.00000000,4.301156,30.07
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,17-Mar-2008,N/A,106.450000,107.773770,1.32377000,4.366310,16.34
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,17-Mar-2008,N/A,26.493772,26.493772,0.00000000,4.299910,30.56
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,17-Mar-2008,N/A,25.924410,25.924410,0.00000000,4.301369,31.05
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,17-Mar-2008,N/A,25.432334,25.432334,0.00000000,4.294663,31.54
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,17-Mar-2008,N/A,24.941238,24.941238,0.00000000,4.289209,32.03
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,17-Mar-2008,N/A,24.442057,24.442057,0.00000000,4.286128,32.52
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,17-Mar-2008,N/A,23.961480,23.961480,0.00000000,4.282050,33.01
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,17-Mar-2008,N/A,23.503709,23.503709,0.00000000,4.276394,33.50
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,17-Mar-2008,N/A,23.164755,23.164755,0.00000000,4.256891,34.00
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,17-Mar-2008,N/A,102.610000,103.864098,1.25409800,4.353213,17.49
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,17-Mar-2008,N/A,23.103417,23.103417,0.00000000,4.264690,34.00
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,17-Mar-2008,N/A,22.658032,22.658032,0.00000000,4.259954,34.49
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,17-Mar-2008,N/A,22.201651,22.201651,0.00000000,4.257872,34.98
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,17-Mar-2008,N/A,21.793790,21.793790,0.00000000,4.250754,35.47
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,17-Mar-2008,N/A,21.366127,21.366127,0.00000000,4.247381,35.96
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,17-Mar-2008,N/A,20.997862,20.997862,0.00000000,4.237426,36.45
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,17-Mar-2008,N/A,20.606369,20.606369,0.00000000,4.231619,36.94
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,17-Mar-2008,N/A,20.235734,20.235734,0.00000000,4.224172,37.43
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,17-Mar-2008,N/A,20.016944,20.016944,0.00000000,4.197724,37.93
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,17-Mar-2008,N/A,98.860000,100.044426,1.18442600,4.310503,18.58
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,17-Mar-2008,N/A,19.894700,19.894700,0.00000000,4.213877,37.92
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,17-Mar-2008,N/A,19.548830,19.548830,0.00000000,4.205253,38.41
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,17-Mar-2008,N/A,19.217590,19.217590,0.00000000,4.195694,38.91
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,17-Mar-2008,N/A,18.938158,18.938158,0.00000000,4.180174,39.40
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,17-Mar-2008,N/A,18.609288,18.609288,0.00000000,4.172233,39.89
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,17-Mar-2008,N/A,18.304584,18.304584,0.00000000,4.161988,40.38
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,17-Mar-2008,N/A,18.019664,18.019664,0.00000000,4.149978,40.87
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,17-Mar-2008,N/A,17.714520,17.714520,0.00000000,4.141617,41.36
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,17-Mar-2008,N/A,17.433912,17.433912,0.00000000,4.130796,41.86
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,17-Mar-2008,N/A,17.140418,17.140418,0.00000000,4.122612,42.35
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,17-Mar-2008,N/A,16.849321,16.849321,0.00000000,4.114968,42.84
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,17-Mar-2008,N/A,16.622281,16.622281,0.00000000,4.099276,43.33
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,17-Mar-2008,N/A,16.339308,16.339308,0.00000000,4.092159,43.82
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,17-Mar-2008,N/A,16.065499,16.065499,0.00000000,4.084589,44.32
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,17-Mar-2008,N/A,15.802910,15.802910,0.00000000,4.076249,44.81
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,17-Mar-2008,N/A,15.535199,15.535199,0.00000000,4.069426,45.30
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,17-Mar-2008,N/A,15.289002,15.289002,0.00000000,4.060323,45.79
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,17-Mar-2008,N/A,15.043434,15.043434,0.00000000,4.051883,46.28
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,17-Mar-2008,N/A,14.891661,14.891661,0.00000000,4.030683,46.78
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,17-Mar-2008,N/A,14.804037,14.804037,0.00000000,4.043299,46.78
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,17-Mar-2008,N/A,100.350000,101.534426,1.18442600,4.232595,20.17
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,18-Mar-2008,N/A,99.057783,99.057783,0.00000000,4.378315,0.21
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,18-Mar-2008,N/A,98.067112,98.067112,0.00000000,4.219873,0.46
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,18-Mar-2008,N/A,100.460000,100.594511,0.13451100,4.508364,0.47
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,18-Mar-2008,N/A,102.510000,106.395246,3.88524600,4.467331,0.54
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,18-Mar-2008,N/A,97.080056,97.080056,0.00000000,4.166815,0.70
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,18-Mar-2008,N/A,96.273601,96.273601,0.00000000,3.964392,0.95
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,18-Mar-2008,N/A,99.980000,100.110435,0.13043500,4.019998,0.94
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,18-Mar-2008,N/A,96.253599,96.253599,0.00000000,3.986298,0.95
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,18-Mar-2008,N/A,95.406869,95.406869,0.00000000,3.896021,1.20
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,18-Mar-2008,N/A,94.591007,94.591007,0.00000000,3.825697,1.44
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,18-Mar-2008,N/A,105.950000,105.818132,-0.13186800,3.921214,1.43
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,18-Mar-2008,N/A,93.815926,93.815926,0.00000000,3.749145,1.69
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,18-Mar-2008,N/A,103.290000,104.908169,1.61816900,3.751376,1.61
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,18-Mar-2008,N/A,93.760210,93.760210,0.00000000,3.784363,1.69
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,18-Mar-2008,N/A,92.902427,92.902427,0.00000000,3.777259,1.93
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,18-Mar-2008,N/A,92.126829,92.126829,0.00000000,3.730605,2.18
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,18-Mar-2008,N/A,102.180000,103.516749,1.33674900,3.714702,2.07
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,18-Mar-2008,N/A,92.041953,92.041953,0.00000000,3.772930,2.18
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,18-Mar-2008,N/A,91.174142,91.174142,0.00000000,3.780078,2.42
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,18-Mar-2008,N/A,106.480000,108.454588,1.97458800,3.689435,2.43
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,18-Mar-2008,N/A,90.280156,90.280156,0.00000000,3.796838,2.67
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,18-Mar-2008,N/A,89.400138,89.400138,0.00000000,3.811846,2.91
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,18-Mar-2008,N/A,101.220000,101.358587,0.13858700,3.810841,2.76
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,18-Mar-2008,N/A,89.345807,89.345807,0.00000000,3.832724,2.91
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,18-Mar-2008,N/A,88.469101,88.469101,0.00000000,3.843006,3.16
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,18-Mar-2008,N/A,115.910000,117.566593,1.65659300,3.840845,2.88
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,18-Mar-2008,N/A,87.599337,87.599337,0.00000000,3.855021,3.40
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,18-Mar-2008,N/A,86.717886,86.717886,0.00000000,3.869332,3.65
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,18-Mar-2008,N/A,113.080000,114.208434,1.12843400,4.048398,3.34
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,18-Mar-2008,N/A,85.806068,85.806068,0.00000000,3.895926,3.89
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,18-Mar-2008,N/A,85.836454,85.836454,0.00000000,3.886828,3.89
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,18-Mar-2008,N/A,104.100000,104.263043,0.16304300,3.874749,3.58
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,18-Mar-2008,N/A,84.824545,84.824545,0.00000000,3.939739,4.14
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,18-Mar-2008,N/A,105.070000,106.547459,1.47745900,3.932351,3.72
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,18-Mar-2008,N/A,84.863542,84.863542,0.00000000,3.928630,4.14
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,18-Mar-2008,N/A,119.830000,120.868462,1.03846200,4.019915,3.68
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,18-Mar-2008,N/A,83.965009,83.965009,0.00000000,3.950640,4.38
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,18-Mar-2008,N/A,83.064194,83.064194,0.00000000,3.971380,4.63
4½% Treasury Gilt 2013,GB00B29WRG55,07-Mar-2013,18-Mar-2008,N/A,102.130000,102.301464,0.17146400,4.022250,4.42
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,18-Mar-2008,N/A,82.166500,82.166500,0.00000000,3.993588,4.87
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,18-Mar-2008,N/A,81.260768,81.260768,0.00000000,4.016100,5.12
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,18-Mar-2008,N/A,80.341589,80.341589,0.00000000,4.043760,5.36
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,18-Mar-2008,N/A,119.390000,119.214176,-0.17582400,4.046757,4.58
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,18-Mar-2008,N/A,79.483837,79.483837,0.00000000,4.055849,5.60
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,18-Mar-2008,N/A,139.990000,143.203115,3.21311500,4.098265,4.36
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,18-Mar-2008,N/A,78.650625,78.650625,0.00000000,4.065212,5.85
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,18-Mar-2008,N/A,77.788157,77.788157,0.00000000,4.080266,6.09
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,18-Mar-2008,N/A,76.976812,76.976812,0.00000000,4.087129,6.34
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,18-Mar-2008,N/A,105.370000,105.533043,0.16304300,4.047668,5.51
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,18-Mar-2008,N/A,76.926249,76.926249,0.00000000,4.097496,6.34
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,18-Mar-2008,N/A,75.970577,75.970577,0.00000000,4.132626,6.58
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,18-Mar-2008,N/A,75.038922,75.038922,0.00000000,4.164293,6.83
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,18-Mar-2008,N/A,74.104528,74.104528,0.00000000,4.195088,7.07
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,18-Mar-2008,N/A,73.207323,73.207323,0.00000000,4.220401,7.31
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,18-Mar-2008,N/A,103.630000,103.784891,0.15489100,4.178847,6.26
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,18-Mar-2008,N/A,73.171701,73.171701,0.00000000,4.227057,7.31
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,18-Mar-2008,N/A,124.290000,126.541366,2.25136600,4.271092,5.89
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,18-Mar-2008,N/A,71.878474,71.878474,0.00000000,4.323982,7.56
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,18-Mar-2008,N/A,71.823932,71.823932,0.00000000,4.334030,7.55
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,18-Mar-2008,N/A,71.207875,71.207875,0.00000000,4.307692,7.80
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,18-Mar-2008,N/A,70.449248,70.449248,0.00000000,4.307758,8.05
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,18-Mar-2008,N/A,69.825736,69.825736,0.00000000,4.287074,8.29
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,18-Mar-2008,N/A,98.190000,98.320435,0.13043500,4.256654,7.09
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,18-Mar-2008,N/A,69.627137,69.627137,0.00000000,4.321436,8.29
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,18-Mar-2008,N/A,68.749660,68.749660,0.00000000,4.344208,8.53
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,18-Mar-2008,N/A,67.894266,67.894266,0.00000000,4.365026,8.78
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,18-Mar-2008,N/A,67.001611,67.001611,0.00000000,4.391502,9.02
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,18-Mar-2008,N/A,133.360000,133.912885,0.55288500,4.392874,6.85
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,18-Mar-2008,N/A,66.125921,66.125921,0.00000000,4.416844,9.26
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,18-Mar-2008,N/A,65.239700,65.239700,0.00000000,4.443335,9.51
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,18-Mar-2008,N/A,64.745045,64.745045,0.00000000,4.409253,9.75
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,18-Mar-2008,N/A,105.170000,105.333043,0.16304300,4.354872,7.85
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,18-Mar-2008,N/A,64.643931,64.643931,0.00000000,4.425280,9.75
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,18-Mar-2008,N/A,63.884336,63.884336,0.00000000,4.433537,10.00
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,18-Mar-2008,N/A,63.076793,63.076793,0.00000000,4.451218,10.24
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,18-Mar-2008,N/A,62.301742,62.301742,0.00000000,4.463667,10.48
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,18-Mar-2008,N/A,61.539229,61.539229,0.00000000,4.476070,10.73
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,18-Mar-2008,N/A,60.752010,60.752010,0.00000000,4.492067,10.97
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,18-Mar-2008,N/A,59.983802,59.983802,0.00000000,4.506980,11.21
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,18-Mar-2008,N/A,59.261293,59.261293,0.00000000,4.515033,11.46
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,18-Mar-2008,N/A,58.599594,58.599594,0.00000000,4.516054,11.70
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,18-Mar-2008,N/A,102.800000,102.954891,0.15489100,4.445596,9.09
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,18-Mar-2008,N/A,58.527421,58.527421,0.00000000,4.526585,11.70
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,18-Mar-2008,N/A,57.667681,57.667681,0.00000000,4.556341,11.95
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,18-Mar-2008,N/A,56.876023,56.876023,0.00000000,4.577782,12.19
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,18-Mar-2008,N/A,56.006718,56.006718,0.00000000,4.610220,12.43
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,18-Mar-2008,N/A,55.252421,55.252421,0.00000000,4.627727,12.67
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,18-Mar-2008,N/A,134.230000,136.481366,2.25136600,4.528967,8.75
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,18-Mar-2008,N/A,54.558217,54.558217,0.00000000,4.636644,12.92
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,18-Mar-2008,N/A,54.427605,54.427605,0.00000000,4.655197,12.92
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,18-Mar-2008,N/A,53.768914,53.768914,0.00000000,4.660714,13.16
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,18-Mar-2008,N/A,53.189895,53.189895,0.00000000,4.655151,13.41
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,18-Mar-2008,N/A,52.594429,52.594429,0.00000000,4.653747,13.65
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,18-Mar-2008,N/A,51.943058,51.943058,0.00000000,4.660271,13.89
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,18-Mar-2008,N/A,51.379083,51.379083,0.00000000,4.656413,14.14
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,18-Mar-2008,N/A,50.818349,50.818349,0.00000000,4.652321,14.38
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,18-Mar-2008,N/A,50.289873,50.289873,0.00000000,4.645558,14.63
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,18-Mar-2008,N/A,49.811979,49.811979,0.00000000,4.632197,14.87
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,18-Mar-2008,N/A,49.307725,49.307725,0.00000000,4.624131,15.12
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,18-Mar-2008,N/A,48.815423,48.815423,0.00000000,4.614703,15.36
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,18-Mar-2008,N/A,48.292918,48.292918,0.00000000,4.610922,15.61
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,18-Mar-2008,N/A,47.812779,47.812779,0.00000000,4.601721,15.85
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,18-Mar-2008,N/A,47.245371,47.245371,0.00000000,4.605563,16.10
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,18-Mar-2008,N/A,46.793064,46.793064,0.00000000,4.594440,16.34
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,18-Mar-2008,N/A,46.290322,46.290322,0.00000000,4.591425,16.59
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,18-Mar-2008,N/A,46.356261,46.356261,0.00000000,4.582843,16.59
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,18-Mar-2008,N/A,105.720000,105.883043,0.16304300,4.513716,11.52
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,18-Mar-2008,N/A,45.710174,45.710174,0.00000000,4.598610,16.83
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,18-Mar-2008,N/A,45.210954,45.210954,0.00000000,4.596672,17.07
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,18-Mar-2008,N/A,44.687117,44.687117,0.00000000,4.598049,17.32
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,18-Mar-2008,N/A,44.197276,44.197276,0.00000000,4.596405,17.56
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,18-Mar-2008,N/A,43.689440,43.689440,0.00000000,4.597201,17.81
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,18-Mar-2008,N/A,43.218880,43.218880,0.00000000,4.594542,18.05
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,18-Mar-2008,N/A,42.703585,42.703585,0.00000000,4.597735,18.30
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,18-Mar-2008,N/A,42.252853,42.252853,0.00000000,4.593964,18.54
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,18-Mar-2008,N/A,41.772239,41.772239,0.00000000,4.594129,18.79
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,18-Mar-2008,N/A,41.326453,41.326453,0.00000000,4.591121,19.03
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,18-Mar-2008,N/A,41.059173,41.059173,0.00000000,4.565633,19.28
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,18-Mar-2008,N/A,96.450000,97.646038,1.19603800,4.523557,12.96
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,18-Mar-2008,N/A,40.880503,40.880503,0.00000000,4.588256,19.28
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,18-Mar-2008,N/A,40.548905,40.548905,0.00000000,4.572156,19.52
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,18-Mar-2008,N/A,40.041957,40.041957,0.00000000,4.578356,19.77
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,18-Mar-2008,N/A,39.627905,39.627905,0.00000000,4.574014,20.01
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,18-Mar-2008,N/A,39.056964,39.056964,0.00000000,4.589578,20.25
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,18-Mar-2008,N/A,39.141154,39.141154,0.00000000,4.578947,20.25
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,18-Mar-2008,N/A,119.460000,121.148525,1.68852500,4.540223,12.43
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,18-Mar-2008,N/A,38.757201,38.757201,0.00000000,4.572085,20.50
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,18-Mar-2008,N/A,38.280499,38.280499,0.00000000,4.577006,20.74
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,18-Mar-2008,N/A,38.023189,38.023189,0.00000000,4.555492,20.99
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,18-Mar-2008,N/A,37.649559,37.649559,0.00000000,4.548713,21.24
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,18-Mar-2008,N/A,37.318516,37.318516,0.00000000,4.537729,21.48
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,18-Mar-2008,N/A,36.939267,36.939267,0.00000000,4.532867,21.73
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,18-Mar-2008,N/A,36.597642,36.597642,0.00000000,4.524395,21.97
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,18-Mar-2008,N/A,36.254376,36.254376,0.00000000,4.516229,22.22
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,18-Mar-2008,N/A,103.210000,104.546749,1.33674900,4.521991,13.79
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,18-Mar-2008,N/A,36.240729,36.240729,0.00000000,4.517923,22.22
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,18-Mar-2008,N/A,35.964992,35.964992,0.00000000,4.502436,22.46
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,18-Mar-2008,N/A,35.633757,35.633757,0.00000000,4.493930,22.71
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,18-Mar-2008,N/A,35.312170,35.312170,0.00000000,4.485252,22.95
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,18-Mar-2008,N/A,34.981708,34.981708,0.00000000,4.477753,23.20
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,18-Mar-2008,N/A,34.711224,34.711224,0.00000000,4.463864,23.44
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,18-Mar-2008,N/A,34.382631,34.382631,0.00000000,4.457204,23.69
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,18-Mar-2008,N/A,34.452545,34.452545,0.00000000,4.448630,23.69
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,18-Mar-2008,N/A,96.950000,98.146038,1.19603800,4.456778,14.69
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,18-Mar-2008,N/A,34.083383,34.083383,0.00000000,4.447900,23.94
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,18-Mar-2008,N/A,33.750742,33.750742,0.00000000,4.442762,24.18
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,18-Mar-2008,N/A,33.448528,33.448528,0.00000000,4.434825,24.43
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,18-Mar-2008,N/A,33.139207,33.139207,0.00000000,4.427824,24.67
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,18-Mar-2008,N/A,32.845165,32.845165,0.00000000,4.419860,24.92
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,18-Mar-2008,N/A,32.537546,32.537546,0.00000000,4.413615,25.16
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,18-Mar-2008,N/A,32.261154,32.261154,0.00000000,4.404440,25.41
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,18-Mar-2008,N/A,31.965677,31.965677,0.00000000,4.397648,25.65
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,18-Mar-2008,N/A,31.665546,31.665546,0.00000000,4.392282,25.90
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,18-Mar-2008,N/A,31.375154,31.375154,0.00000000,4.385777,26.15
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,18-Mar-2008,N/A,31.136083,31.136083,0.00000000,4.373858,26.39
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,18-Mar-2008,N/A,30.859249,30.859249,0.00000000,4.366585,26.64
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,18-Mar-2008,N/A,30.563875,30.563875,0.00000000,4.362381,26.88
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,18-Mar-2008,N/A,30.322935,30.322935,0.00000000,4.351597,27.13
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,18-Mar-2008,N/A,30.046252,30.046252,0.00000000,4.345953,27.37
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,18-Mar-2008,N/A,30.127780,30.127780,0.00000000,4.336054,27.37
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,18-Mar-2008,N/A,97.760000,97.898587,0.13858700,4.389762,16.10
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,18-Mar-2008,N/A,29.758376,29.758376,0.00000000,4.341709,27.62
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,18-Mar-2008,N/A,29.174663,29.174663,0.00000000,4.335781,28.11
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,18-Mar-2008,N/A,28.596285,28.596285,0.00000000,4.330803,28.60
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,18-Mar-2008,N/A,28.035291,28.035291,0.00000000,4.325268,29.09
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,18-Mar-2008,N/A,27.509594,27.509594,0.00000000,4.316929,29.58
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,18-Mar-2008,N/A,26.937210,26.937210,0.00000000,4.315836,30.07
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,18-Mar-2008,N/A,26.973555,26.973555,0.00000000,4.311352,30.07
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,18-Mar-2008,N/A,106.130000,107.466749,1.33674900,4.384511,16.31
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,18-Mar-2008,N/A,26.397803,26.397803,0.00000000,4.312165,30.56
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,18-Mar-2008,N/A,25.851231,25.851231,0.00000000,4.310847,31.05
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,18-Mar-2008,N/A,25.343564,25.343564,0.00000000,4.306117,31.54
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,18-Mar-2008,N/A,24.847795,24.847795,0.00000000,4.301290,32.03
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,18-Mar-2008,N/A,24.349501,24.349501,0.00000000,4.298151,32.52
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,18-Mar-2008,N/A,23.872577,23.872577,0.00000000,4.293661,33.01
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,18-Mar-2008,N/A,23.416879,23.416879,0.00000000,4.287787,33.50
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,18-Mar-2008,N/A,23.107247,23.107247,0.00000000,4.264541,33.99
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,18-Mar-2008,N/A,102.360000,103.626393,1.26639300,4.366996,17.47
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,18-Mar-2008,N/A,22.996363,22.996363,0.00000000,4.278692,33.99
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,18-Mar-2008,N/A,22.560819,22.560819,0.00000000,4.272757,34.48
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,18-Mar-2008,N/A,22.114815,22.114815,0.00000000,4.269406,34.97
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,18-Mar-2008,N/A,21.715123,21.715123,0.00000000,4.261275,35.46
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,18-Mar-2008,N/A,21.331957,21.331957,0.00000000,4.252152,35.95
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,18-Mar-2008,N/A,20.963531,20.963531,0.00000000,4.242230,36.45
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,18-Mar-2008,N/A,20.599383,20.599383,0.00000000,4.232846,36.94
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,18-Mar-2008,N/A,20.235377,20.235377,0.00000000,4.224524,37.43
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,18-Mar-2008,N/A,19.967457,19.967457,0.00000000,4.204550,37.92
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,18-Mar-2008,N/A,98.700000,99.896038,1.19603800,4.319123,18.56
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,18-Mar-2008,N/A,19.913592,19.913592,0.00000000,4.211674,37.92
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,18-Mar-2008,N/A,19.566231,19.566231,0.00000000,4.203233,38.41
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,18-Mar-2008,N/A,19.236302,19.236302,0.00000000,4.193484,38.90
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,18-Mar-2008,N/A,18.931277,18.931277,0.00000000,4.181383,39.39
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,18-Mar-2008,N/A,18.600112,18.600112,0.00000000,4.173753,39.89
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,18-Mar-2008,N/A,18.284932,18.284932,0.00000000,4.164927,40.38
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,18-Mar-2008,N/A,18.013048,18.013048,0.00000000,4.151151,40.87
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,18-Mar-2008,N/A,17.712638,17.712638,0.00000000,4.142145,41.36
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,18-Mar-2008,N/A,17.407845,17.407845,0.00000000,4.134638,41.85
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,18-Mar-2008,N/A,17.129677,17.129677,0.00000000,4.124356,42.35
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,18-Mar-2008,N/A,16.839043,16.839043,0.00000000,4.116652,42.84
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,18-Mar-2008,N/A,16.606728,16.606728,0.00000000,4.101692,43.33
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,18-Mar-2008,N/A,16.326582,16.326582,0.00000000,4.094190,43.82
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,18-Mar-2008,N/A,16.053258,16.053258,0.00000000,4.086559,44.31
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,18-Mar-2008,N/A,15.796902,15.796902,0.00000000,4.077343,44.81
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,18-Mar-2008,N/A,15.532294,15.532294,0.00000000,4.070082,45.30
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,18-Mar-2008,N/A,15.318111,15.318111,0.00000000,4.056409,45.79
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,18-Mar-2008,N/A,15.100599,15.100599,0.00000000,4.043925,46.28
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,18-Mar-2008,N/A,14.929345,14.929345,0.00000000,4.025513,46.78
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,18-Mar-2008,N/A,14.844151,14.844151,0.00000000,4.037748,46.77
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,18-Mar-2008,N/A,100.280000,101.476038,1.19603800,4.236015,20.16
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,19-Mar-2008,N/A,99.069452,99.069452,0.00000000,4.378572,0.21
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,19-Mar-2008,N/A,98.092365,98.092365,0.00000000,4.188233,0.46
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,19-Mar-2008,N/A,100.480000,100.629457,0.14945700,4.459455,0.46
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,19-Mar-2008,N/A,102.520000,106.429836,3.90983600,4.428967,0.53
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,19-Mar-2008,N/A,97.118199,97.118199,0.00000000,4.126869,0.70
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,19-Mar-2008,N/A,96.312327,96.312327,0.00000000,3.933156,0.95
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,19-Mar-2008,N/A,100.020000,100.161304,0.14130400,3.977286,0.94
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,19-Mar-2008,N/A,96.297707,96.297707,0.00000000,3.949203,0.95
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,19-Mar-2008,N/A,95.456294,95.456294,0.00000000,3.861438,1.19
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,19-Mar-2008,N/A,94.656302,94.656302,0.00000000,3.784852,1.44
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,19-Mar-2008,N/A,106.010000,105.900110,-0.10989000,3.874541,1.43
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,19-Mar-2008,N/A,93.894809,93.894809,0.00000000,3.705274,1.68
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,19-Mar-2008,N/A,103.370000,105.003880,1.63388000,3.700899,1.61
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,19-Mar-2008,N/A,93.839034,93.839034,0.00000000,3.740548,1.68
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,19-Mar-2008,N/A,92.989062,92.989062,0.00000000,3.734197,1.93
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,19-Mar-2008,N/A,92.225385,92.225385,0.00000000,3.686100,2.18
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,19-Mar-2008,N/A,102.300000,103.649727,1.34972700,3.657433,2.07
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,19-Mar-2008,N/A,92.139654,92.139654,0.00000000,3.728849,2.18
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,19-Mar-2008,N/A,91.269774,91.269774,0.00000000,3.740950,2.42
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,19-Mar-2008,N/A,106.640000,108.631758,1.99175800,3.626332,2.43
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,19-Mar-2008,N/A,90.383155,90.383155,0.00000000,3.757916,2.67
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,19-Mar-2008,N/A,89.526554,89.526554,0.00000000,3.766806,2.91
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,19-Mar-2008,N/A,101.370000,101.520136,0.15013600,3.756892,2.76
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,19-Mar-2008,N/A,89.465042,89.465042,0.00000000,3.790428,2.91
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,19-Mar-2008,N/A,88.599797,88.599797,0.00000000,3.799520,3.16
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,19-Mar-2008,N/A,116.080000,117.761319,1.68131900,3.786893,2.87
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,19-Mar-2008,N/A,87.743970,87.743970,0.00000000,3.809546,3.40
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,19-Mar-2008,N/A,86.880088,86.880088,0.00000000,3.820947,3.65
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,19-Mar-2008,N/A,113.290000,114.439725,1.14972500,3.991031,3.34
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,19-Mar-2008,N/A,85.986978,85.986978,0.00000000,3.844471,3.89
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,19-Mar-2008,N/A,86.019910,86.019910,0.00000000,3.834628,3.89
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,19-Mar-2008,N/A,104.320000,104.496630,0.17663000,3.815129,3.58
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,19-Mar-2008,N/A,85.077455,85.077455,0.00000000,3.870321,4.14
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,19-Mar-2008,N/A,105.310000,106.801803,1.49180300,3.871167,3.72
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,19-Mar-2008,N/A,85.053713,85.053713,0.00000000,3.877069,4.14
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,19-Mar-2008,N/A,120.090000,121.153187,1.06318700,3.958922,3.68
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,19-Mar-2008,N/A,84.153149,84.153149,0.00000000,3.901952,4.38
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,19-Mar-2008,N/A,83.268025,83.268025,0.00000000,3.920706,4.63
4½% Treasury Gilt 2013,GB00B29WRG55,07-Mar-2013,19-Mar-2008,N/A,102.420000,102.603693,0.18369300,3.957883,4.42
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,19-Mar-2008,N/A,82.379177,82.379177,0.00000000,3.942693,4.87
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,19-Mar-2008,N/A,81.454554,81.454554,0.00000000,3.971646,5.11
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,19-Mar-2008,N/A,80.533944,80.533944,0.00000000,4.001150,5.36
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,19-Mar-2008,N/A,119.750000,119.596154,-0.15384600,3.979258,4.58
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,19-Mar-2008,N/A,79.698252,79.698252,0.00000000,4.009725,5.60
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,19-Mar-2008,N/A,140.390000,143.635902,3.24590200,4.031595,4.36
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,19-Mar-2008,N/A,78.893893,78.893893,0.00000000,4.014261,5.85
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,19-Mar-2008,N/A,78.012421,78.012421,0.00000000,4.034823,6.09
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,19-Mar-2008,N/A,77.154984,77.154984,0.00000000,4.052373,6.34
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,19-Mar-2008,N/A,105.750000,105.926630,0.17663000,3.982096,5.51
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,19-Mar-2008,N/A,77.182181,77.182181,0.00000000,4.046811,6.34
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,19-Mar-2008,N/A,76.219406,76.219406,0.00000000,4.084634,6.58
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,19-Mar-2008,N/A,75.329546,75.329546,0.00000000,4.109284,6.82
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,19-Mar-2008,N/A,74.398521,74.398521,0.00000000,4.140678,7.07
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,19-Mar-2008,N/A,73.528238,73.528238,0.00000000,4.162129,7.31
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,19-Mar-2008,N/A,104.040000,104.207799,0.16779900,4.115643,6.26
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,19-Mar-2008,N/A,73.452990,73.452990,0.00000000,4.176131,7.31
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,19-Mar-2008,N/A,124.740000,127.013224,2.27322400,4.209812,5.89
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,19-Mar-2008,N/A,72.110433,72.110433,0.00000000,4.282874,7.55
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,19-Mar-2008,N/A,72.108547,72.108547,0.00000000,4.283221,7.55
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,19-Mar-2008,N/A,71.438581,71.438581,0.00000000,4.267694,7.80
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,19-Mar-2008,N/A,70.721949,70.721949,0.00000000,4.261174,8.04
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,19-Mar-2008,N/A,70.132951,70.132951,0.00000000,4.235497,8.29
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,19-Mar-2008,N/A,98.620000,98.761304,0.14130400,4.195181,7.09
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,19-Mar-2008,N/A,69.829570,69.829570,0.00000000,4.287803,8.29
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,19-Mar-2008,N/A,69.008389,69.008389,0.00000000,4.301556,8.53
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,19-Mar-2008,N/A,68.126414,68.126414,0.00000000,4.327459,8.77
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,19-Mar-2008,N/A,67.291452,67.291452,0.00000000,4.344957,9.02
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,19-Mar-2008,N/A,133.790000,134.366923,0.57692300,4.345221,6.86
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,19-Mar-2008,N/A,66.388063,66.388063,0.00000000,4.375404,9.26
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,19-Mar-2008,N/A,65.573545,65.573545,0.00000000,4.390903,9.51
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,19-Mar-2008,N/A,65.055281,65.055281,0.00000000,4.361445,9.75
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,19-Mar-2008,N/A,105.600000,105.776630,0.17663000,4.302803,7.85
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,19-Mar-2008,N/A,65.003915,65.003915,0.00000000,4.369545,9.75
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,19-Mar-2008,N/A,64.224178,64.224178,0.00000000,4.381656,10.00
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,19-Mar-2008,N/A,63.405841,63.405841,0.00000000,4.401566,10.24
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,19-Mar-2008,N/A,62.625504,62.625504,0.00000000,4.415374,10.48
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,19-Mar-2008,N/A,61.862089,61.862089,0.00000000,4.428406,10.73
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,19-Mar-2008,N/A,61.090112,61.090112,0.00000000,4.442586,10.97
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,19-Mar-2008,N/A,60.308479,60.308479,0.00000000,4.459919,11.21
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,19-Mar-2008,N/A,59.573597,59.573597,0.00000000,4.470226,11.46
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,19-Mar-2008,N/A,58.878261,58.878261,0.00000000,4.476548,11.70
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,19-Mar-2008,N/A,103.190000,103.357799,0.16779900,4.403956,9.10
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,19-Mar-2008,N/A,58.858098,58.858098,0.00000000,4.479475,11.70
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,19-Mar-2008,N/A,57.948757,57.948757,0.00000000,4.516666,11.95
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,19-Mar-2008,N/A,56.952090,56.952090,0.00000000,4.567824,12.19
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,19-Mar-2008,N/A,56.117029,56.117029,0.00000000,4.595392,12.43
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,19-Mar-2008,N/A,55.316656,55.316656,0.00000000,4.619539,12.67
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,19-Mar-2008,N/A,134.730000,137.003224,2.27322400,4.486780,8.76
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,19-Mar-2008,N/A,54.619893,54.619893,0.00000000,4.628866,12.92
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,19-Mar-2008,N/A,54.570718,54.570718,0.00000000,4.635839,12.92
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,19-Mar-2008,N/A,53.895382,53.895382,0.00000000,4.643812,13.16
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,19-Mar-2008,N/A,53.290389,53.290389,0.00000000,4.642007,13.40
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,19-Mar-2008,N/A,52.714325,52.714325,0.00000000,4.637979,13.65
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,19-Mar-2008,N/A,52.119323,52.119323,0.00000000,4.636792,13.89
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,19-Mar-2008,N/A,51.543301,51.543301,0.00000000,4.634724,14.14
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,19-Mar-2008,N/A,50.987888,50.987888,0.00000000,4.630037,14.38
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,19-Mar-2008,N/A,50.410851,50.410851,0.00000000,4.629983,14.63
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,19-Mar-2008,N/A,49.951718,49.951718,0.00000000,4.614201,14.87
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,19-Mar-2008,N/A,49.451445,49.451445,0.00000000,4.605698,15.12
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,19-Mar-2008,N/A,48.926257,48.926257,0.00000000,4.600751,15.36
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,19-Mar-2008,N/A,48.424705,48.424705,0.00000000,4.594253,15.61
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,19-Mar-2008,N/A,47.908449,47.908449,0.00000000,4.589895,15.85
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,19-Mar-2008,N/A,47.333454,47.333454,0.00000000,4.594758,16.09
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,19-Mar-2008,N/A,46.880054,46.880054,0.00000000,4.583834,16.34
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,19-Mar-2008,N/A,46.369035,46.369035,0.00000000,4.581924,16.58
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,19-Mar-2008,N/A,46.472349,46.472349,0.00000000,4.568505,16.59
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,19-Mar-2008,N/A,105.940000,106.116630,0.17663000,4.495638,11.52
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,19-Mar-2008,N/A,45.801556,45.801556,0.00000000,4.587481,16.83
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,19-Mar-2008,N/A,45.295255,45.295255,0.00000000,4.586484,17.07
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,19-Mar-2008,N/A,44.771932,44.771932,0.00000000,4.587817,17.32
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,19-Mar-2008,N/A,44.272003,44.272003,0.00000000,4.587488,17.56
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,19-Mar-2008,N/A,43.738008,43.738008,0.00000000,4.591659,17.81
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,19-Mar-2008,N/A,43.258103,43.258103,0.00000000,4.590201,18.05
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,19-Mar-2008,N/A,42.739679,42.739679,0.00000000,4.593796,18.30
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,19-Mar-2008,N/A,42.278775,42.278775,0.00000000,4.591321,18.54
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,19-Mar-2008,N/A,41.825423,41.825423,0.00000000,4.588016,18.78
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,19-Mar-2008,N/A,41.328626,41.328626,0.00000000,4.591493,19.03
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,19-Mar-2008,N/A,41.116886,41.116886,0.00000000,4.558986,19.28
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,19-Mar-2008,N/A,96.660000,97.867650,1.20765000,4.507012,12.97
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,19-Mar-2008,N/A,40.915516,40.915516,0.00000000,4.584457,19.27
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,19-Mar-2008,N/A,40.525779,40.525779,0.00000000,4.575708,19.52
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,19-Mar-2008,N/A,40.002837,40.002837,0.00000000,4.583928,19.76
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,19-Mar-2008,N/A,39.634545,39.634545,0.00000000,4.573791,20.01
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,19-Mar-2008,N/A,39.042018,39.042018,0.00000000,4.592081,20.25
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,19-Mar-2008,N/A,39.177988,39.177988,0.00000000,4.574914,20.25
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,19-Mar-2008,N/A,119.700000,121.404918,1.70491800,4.524202,12.43
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,19-Mar-2008,N/A,38.794557,38.794557,0.00000000,4.567984,20.50
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,19-Mar-2008,N/A,38.336769,38.336769,0.00000000,4.570520,20.74
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,19-Mar-2008,N/A,38.046831,38.046831,0.00000000,4.553113,20.99
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,19-Mar-2008,N/A,37.682183,37.682183,0.00000000,4.545212,21.23
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,19-Mar-2008,N/A,37.360597,37.360597,0.00000000,4.533049,21.48
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,19-Mar-2008,N/A,36.938587,36.938587,0.00000000,4.533515,21.72
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,19-Mar-2008,N/A,36.602360,36.602360,0.00000000,4.524362,21.97
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,19-Mar-2008,N/A,36.439963,36.439963,0.00000000,4.493794,22.22
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,19-Mar-2008,N/A,103.450000,104.799727,1.34972700,4.505352,13.80
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,19-Mar-2008,N/A,36.287145,36.287145,0.00000000,4.512711,22.21
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,19-Mar-2008,N/A,35.998078,35.998078,0.00000000,4.498881,22.46
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,19-Mar-2008,N/A,35.673317,35.673317,0.00000000,4.489578,22.71
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,19-Mar-2008,N/A,35.370285,35.370285,0.00000000,4.478612,22.95
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,19-Mar-2008,N/A,35.086538,35.086538,0.00000000,4.465376,23.20
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,19-Mar-2008,N/A,34.820223,34.820223,0.00000000,4.451001,23.44
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,19-Mar-2008,N/A,34.516750,34.516750,0.00000000,4.441278,23.69
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,19-Mar-2008,N/A,34.582180,34.582180,0.00000000,4.433284,23.69
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,19-Mar-2008,N/A,97.230000,98.437650,1.20765000,4.437409,14.70
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,19-Mar-2008,N/A,34.205136,34.205136,0.00000000,4.433501,23.93
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,19-Mar-2008,N/A,33.882573,33.882573,0.00000000,4.427136,24.18
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,19-Mar-2008,N/A,33.577698,33.577698,0.00000000,4.419532,24.42
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,19-Mar-2008,N/A,33.264842,33.264842,0.00000000,4.412971,24.67
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,19-Mar-2008,N/A,32.970204,32.970204,0.00000000,4.405086,24.92
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,19-Mar-2008,N/A,32.670746,32.670746,0.00000000,4.397853,25.16
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,19-Mar-2008,N/A,32.390025,32.390025,0.00000000,4.389214,25.41
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,19-Mar-2008,N/A,32.095624,32.095624,0.00000000,4.382297,25.65
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,19-Mar-2008,N/A,31.820889,31.820889,0.00000000,4.373841,25.90
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,19-Mar-2008,N/A,31.519050,31.519050,0.00000000,4.368728,26.14
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,19-Mar-2008,N/A,31.260333,31.260333,0.00000000,4.359211,26.39
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,19-Mar-2008,N/A,30.981630,30.981630,0.00000000,4.352168,26.64
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,19-Mar-2008,N/A,30.684210,30.684210,0.00000000,4.348199,26.88
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,19-Mar-2008,N/A,30.443229,30.443229,0.00000000,4.337435,27.13
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,19-Mar-2008,N/A,30.188218,30.188218,0.00000000,4.329158,27.37
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,19-Mar-2008,N/A,30.264010,30.264010,0.00000000,4.319998,27.37
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,19-Mar-2008,N/A,98.080000,98.230136,0.15013600,4.369511,16.12
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,19-Mar-2008,N/A,29.875623,29.875623,0.00000000,4.327895,27.62
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,19-Mar-2008,N/A,29.293224,29.293224,0.00000000,4.321769,28.11
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,19-Mar-2008,N/A,28.717710,28.717710,0.00000000,4.316396,28.60
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,19-Mar-2008,N/A,28.148088,28.148088,0.00000000,4.311866,29.09
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,19-Mar-2008,N/A,27.624651,27.624651,0.00000000,4.303213,29.58
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,19-Mar-2008,N/A,27.072284,27.072284,0.00000000,4.299589,30.07
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,19-Mar-2008,N/A,27.108655,27.108655,0.00000000,4.295124,30.07
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,19-Mar-2008,N/A,106.480000,107.829727,1.34972700,4.364577,16.33
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,19-Mar-2008,N/A,26.475484,26.475484,0.00000000,4.302931,30.56
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,19-Mar-2008,N/A,25.964740,25.964740,0.00000000,4.297111,31.05
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,19-Mar-2008,N/A,25.481869,25.481869,0.00000000,4.289230,31.54
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,19-Mar-2008,N/A,24.994839,24.994839,0.00000000,4.283231,32.03
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,19-Mar-2008,N/A,24.505327,24.505327,0.00000000,4.278891,32.52
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,19-Mar-2008,N/A,24.033013,24.033013,0.00000000,4.273721,33.01
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,19-Mar-2008,N/A,23.574121,23.574121,0.00000000,4.268155,33.50
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,19-Mar-2008,N/A,23.273195,23.273195,0.00000000,4.243829,33.99
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,19-Mar-2008,N/A,102.720000,103.998689,1.27868900,4.347155,17.50
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,19-Mar-2008,N/A,23.170707,23.170707,0.00000000,4.256812,33.99
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,19-Mar-2008,N/A,22.728536,22.728536,0.00000000,4.251612,34.48
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,19-Mar-2008,N/A,22.318155,22.318155,0.00000000,4.243564,34.97
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,19-Mar-2008,N/A,21.889290,21.889290,0.00000000,4.239073,35.46
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,19-Mar-2008,N/A,21.509131,21.509131,0.00000000,4.229466,35.96
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,19-Mar-2008,N/A,21.132258,21.132258,0.00000000,4.220549,36.45
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,19-Mar-2008,N/A,20.753525,20.753525,0.00000000,4.212973,36.94
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,19-Mar-2008,N/A,20.382631,20.382631,0.00000000,4.205457,37.43
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,19-Mar-2008,N/A,20.173547,20.173547,0.00000000,4.177772,37.92
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,19-Mar-2008,N/A,99.080000,100.287650,1.20765000,4.298692,18.60
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,19-Mar-2008,N/A,20.050448,20.050448,0.00000000,4.193912,37.92
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,19-Mar-2008,N/A,19.703779,19.703779,0.00000000,4.185291,38.41
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,19-Mar-2008,N/A,19.371205,19.371205,0.00000000,4.175811,38.90
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,19-Mar-2008,N/A,19.084430,19.084430,0.00000000,4.161217,39.40
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,19-Mar-2008,N/A,18.753916,18.753916,0.00000000,4.153389,39.89
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,19-Mar-2008,N/A,18.437172,18.437172,0.00000000,4.144670,40.38
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,19-Mar-2008,N/A,18.163109,18.163109,0.00000000,4.131127,40.87
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,19-Mar-2008,N/A,17.863918,17.863918,0.00000000,4.121854,41.36
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,19-Mar-2008,N/A,17.556713,17.556713,0.00000000,4.114559,41.85
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,19-Mar-2008,N/A,17.278927,17.278927,0.00000000,4.104132,42.35
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,19-Mar-2008,N/A,16.987971,16.987971,0.00000000,4.096357,42.84
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,19-Mar-2008,N/A,16.746322,16.746322,0.00000000,4.082629,43.33
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,19-Mar-2008,N/A,16.465841,16.465841,0.00000000,4.075060,43.82
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,19-Mar-2008,N/A,16.191759,16.191759,0.00000000,4.067422,44.31
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,19-Mar-2008,N/A,15.940977,15.940977,0.00000000,4.057326,44.81
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,19-Mar-2008,N/A,15.676480,15.676480,0.00000000,4.049925,45.30
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,19-Mar-2008,N/A,15.441877,15.441877,0.00000000,4.039074,45.79
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,19-Mar-2008,N/A,15.204549,15.204549,0.00000000,4.029339,46.28
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,19-Mar-2008,N/A,15.077723,15.077723,0.00000000,4.004604,46.78
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,19-Mar-2008,N/A,14.974948,14.974948,0.00000000,4.019225,46.78
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,19-Mar-2008,N/A,100.700000,101.907650,1.20765000,4.215556,20.21
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,20-Mar-2008,N/A,99.121290,99.121290,0.00000000,4.413247,0.20
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,20-Mar-2008,N/A,98.116203,98.116203,0.00000000,4.260714,0.44
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,20-Mar-2008,N/A,100.440000,100.664185,0.22418500,4.516049,0.45
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,20-Mar-2008,N/A,102.430000,106.462787,4.03278700,4.484603,0.52
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,20-Mar-2008,N/A,97.125439,97.125439,0.00000000,4.197157,0.69
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,20-Mar-2008,N/A,96.298624,96.298624,0.00000000,4.005160,0.93
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,20-Mar-2008,N/A,99.960000,100.155652,0.19565200,4.041388,0.92
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,20-Mar-2008,N/A,96.287513,96.287513,0.00000000,4.017536,0.93
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,20-Mar-2008,N/A,95.427697,95.427697,0.00000000,3.931155,1.18
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,20-Mar-2008,N/A,94.614340,94.614340,0.00000000,3.851770,1.42
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,20-Mar-2008,N/A,105.880000,105.880000,0.00000000,3.925138,1.42
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,20-Mar-2008,N/A,93.844679,93.844679,0.00000000,3.767249,1.67
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,20-Mar-2008,N/A,103.260000,104.972432,1.71243200,3.751182,1.59
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,20-Mar-2008,N/A,93.793068,93.793068,0.00000000,3.800179,1.67
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,20-Mar-2008,N/A,92.932186,92.932186,0.00000000,3.792395,1.91
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,20-Mar-2008,N/A,92.149397,92.149397,0.00000000,3.747305,2.16
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,20-Mar-2008,N/A,102.160000,103.574617,1.41461700,3.716871,2.05
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,20-Mar-2008,N/A,92.072506,92.072506,0.00000000,3.785925,2.16
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,20-Mar-2008,N/A,91.195577,91.195577,0.00000000,3.795688,2.41
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,20-Mar-2008,N/A,106.440000,108.517610,2.07761000,3.690334,2.41
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,20-Mar-2008,N/A,90.311233,90.311233,0.00000000,3.807112,2.65
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,20-Mar-2008,N/A,89.433376,89.433376,0.00000000,3.820269,2.90
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,20-Mar-2008,N/A,101.200000,101.407880,0.20788000,3.815546,2.75
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,20-Mar-2008,N/A,89.380667,89.380667,0.00000000,3.840629,2.90
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,20-Mar-2008,N/A,88.514372,88.514372,0.00000000,3.846585,3.14
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,20-Mar-2008,N/A,115.810000,117.614945,1.80494500,3.848395,2.86
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,20-Mar-2008,N/A,87.654891,87.654891,0.00000000,3.854684,3.39
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,20-Mar-2008,N/A,86.791616,86.791616,0.00000000,3.863230,3.63
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,20-Mar-2008,N/A,113.050000,114.306181,1.25618100,4.042530,3.32
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,20-Mar-2008,N/A,85.903685,85.903685,0.00000000,3.882822,3.88
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,20-Mar-2008,N/A,85.929319,85.929319,0.00000000,3.875124,3.88
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,20-Mar-2008,N/A,104.120000,104.364565,0.24456500,3.865000,3.56
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,20-Mar-2008,N/A,84.981501,84.981501,0.00000000,3.910402,4.12
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,20-Mar-2008,N/A,105.110000,106.673525,1.56352500,3.917681,3.71
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,20-Mar-2008,N/A,84.989747,84.989747,0.00000000,3.908048,4.12
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,20-Mar-2008,N/A,119.870000,121.056813,1.18681300,3.995325,3.66
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,20-Mar-2008,N/A,84.111824,84.111824,0.00000000,3.925230,4.37
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,20-Mar-2008,N/A,83.227688,83.227688,0.00000000,3.942716,4.61
4½% Treasury Gilt 2013,GB00B29WRG55,07-Mar-2013,20-Mar-2008,N/A,102.230000,102.474834,0.24483400,3.998528,4.40
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,20-Mar-2008,N/A,82.380485,82.380485,0.00000000,3.953292,4.86
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,20-Mar-2008,N/A,81.456359,81.456359,0.00000000,3.981744,5.10
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,20-Mar-2008,N/A,80.579889,80.579889,0.00000000,4.000550,5.34
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,20-Mar-2008,N/A,119.730000,119.686044,-0.04395600,3.974655,4.56
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,20-Mar-2008,N/A,79.827156,79.827156,0.00000000,3.990518,5.59
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,20-Mar-2008,N/A,140.350000,143.759836,3.40983600,4.024301,4.35
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,20-Mar-2008,N/A,79.040080,79.040080,0.00000000,3.991787,5.83
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,20-Mar-2008,N/A,78.197472,78.197472,0.00000000,4.004831,6.08
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,20-Mar-2008,N/A,77.236693,77.236693,0.00000000,4.044254,6.32
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,20-Mar-2008,N/A,105.800000,106.044565,0.24456500,3.971604,5.50
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,20-Mar-2008,N/A,77.343158,77.343158,0.00000000,4.022471,6.32
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,20-Mar-2008,N/A,76.330670,76.330670,0.00000000,4.070835,6.57
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,20-Mar-2008,N/A,75.527607,75.527607,0.00000000,4.078849,6.81
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,20-Mar-2008,N/A,74.585103,74.585103,0.00000000,4.113118,7.06
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,20-Mar-2008,N/A,73.733148,73.733148,0.00000000,4.131672,7.30
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,20-Mar-2008,N/A,104.180000,104.412337,0.23233700,4.093110,6.25
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,20-Mar-2008,N/A,73.673111,73.673111,0.00000000,4.142831,7.30
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,20-Mar-2008,N/A,124.870000,127.252514,2.38251400,4.187464,5.88
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,20-Mar-2008,N/A,72.314632,72.314632,0.00000000,4.253054,7.54
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,20-Mar-2008,N/A,72.308224,72.308224,0.00000000,4.254229,7.54
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,20-Mar-2008,N/A,71.675575,71.675575,0.00000000,4.232524,7.79
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,20-Mar-2008,N/A,70.960142,70.960142,0.00000000,4.226483,8.03
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,20-Mar-2008,N/A,70.363459,70.363459,0.00000000,4.202731,8.28
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,20-Mar-2008,N/A,98.830000,99.025652,0.19565200,4.165403,7.08
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,20-Mar-2008,N/A,70.031609,70.031609,0.00000000,4.259852,8.27
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,20-Mar-2008,N/A,69.254355,69.254355,0.00000000,4.266619,8.52
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,20-Mar-2008,N/A,68.321019,68.321019,0.00000000,4.301544,8.76
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,20-Mar-2008,N/A,67.490563,67.490563,0.00000000,4.318673,9.01
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,20-Mar-2008,N/A,133.960000,134.657115,0.69711500,4.322326,6.85
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,20-Mar-2008,N/A,66.581601,66.581601,0.00000000,4.350290,9.25
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,20-Mar-2008,N/A,65.735249,65.735249,0.00000000,4.371211,9.49
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,20-Mar-2008,N/A,65.222145,65.222145,0.00000000,4.341161,9.74
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,20-Mar-2008,N/A,105.750000,105.994565,0.24456500,4.283921,7.84
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,20-Mar-2008,N/A,65.216618,65.216618,0.00000000,4.342031,9.74
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,20-Mar-2008,N/A,64.434520,64.434520,0.00000000,4.354837,9.98
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,20-Mar-2008,N/A,63.601336,63.601336,0.00000000,4.377248,10.23
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,20-Mar-2008,N/A,62.799925,62.799925,0.00000000,4.394512,10.47
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,20-Mar-2008,N/A,62.032225,62.032225,0.00000000,4.408327,10.71
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,20-Mar-2008,N/A,61.266810,61.266810,0.00000000,4.421709,10.96
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,20-Mar-2008,N/A,60.444548,60.444548,0.00000000,4.445150,11.20
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,20-Mar-2008,N/A,59.714691,59.714691,0.00000000,4.454836,11.45
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,20-Mar-2008,N/A,59.030166,59.030166,0.00000000,4.459652,11.69
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,20-Mar-2008,N/A,103.290000,103.522337,0.23233700,4.392962,9.09
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,20-Mar-2008,N/A,59.014022,59.014022,0.00000000,4.461992,11.69
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,20-Mar-2008,N/A,58.076300,58.076300,0.00000000,4.503355,11.93
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,20-Mar-2008,N/A,57.102687,57.102687,0.00000000,4.551172,12.17
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,20-Mar-2008,N/A,56.279390,56.279390,0.00000000,4.577124,12.42
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,20-Mar-2008,N/A,55.506429,55.506429,0.00000000,4.597387,12.66
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,20-Mar-2008,N/A,134.810000,137.192514,2.38251400,4.477927,8.75
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,20-Mar-2008,N/A,54.771309,54.771309,0.00000000,4.612257,12.90
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,20-Mar-2008,N/A,54.686026,54.686026,0.00000000,4.624333,12.90
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,20-Mar-2008,N/A,54.033311,54.033311,0.00000000,4.629114,13.15
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,20-Mar-2008,N/A,53.452201,53.452201,0.00000000,4.624049,13.39
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,20-Mar-2008,N/A,52.857041,52.857041,0.00000000,4.622719,13.64
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,20-Mar-2008,N/A,52.254350,52.254350,0.00000000,4.622664,13.88
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,20-Mar-2008,N/A,51.704478,51.704478,0.00000000,4.617027,14.13
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,20-Mar-2008,N/A,51.186571,51.186571,0.00000000,4.607325,14.37
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,20-Mar-2008,N/A,50.674858,50.674858,0.00000000,4.598496,14.62
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,20-Mar-2008,N/A,50.192571,50.192571,0.00000000,4.586026,14.86
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,20-Mar-2008,N/A,49.677734,49.677734,0.00000000,4.579567,15.11
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,20-Mar-2008,N/A,49.147987,49.147987,0.00000000,4.575342,15.35
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,20-Mar-2008,N/A,48.646631,48.646631,0.00000000,4.568888,15.59
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,20-Mar-2008,N/A,48.131295,48.131295,0.00000000,4.564511,15.84
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,20-Mar-2008,N/A,47.574730,47.574730,0.00000000,4.566982,16.08
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,20-Mar-2008,N/A,47.112424,47.112424,0.00000000,4.557345,16.33
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,20-Mar-2008,N/A,46.614007,46.614007,0.00000000,4.553844,16.57
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,20-Mar-2008,N/A,46.700489,46.700489,0.00000000,4.542660,16.57
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,20-Mar-2008,N/A,106.210000,106.454565,0.24456500,4.473269,11.52
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,20-Mar-2008,N/A,46.072288,46.072288,0.00000000,4.556121,16.82
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,20-Mar-2008,N/A,45.578049,45.578049,0.00000000,4.553615,17.06
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,20-Mar-2008,N/A,45.078396,45.078396,0.00000000,4.551982,17.31
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,20-Mar-2008,N/A,44.536413,44.536413,0.00000000,4.557070,17.55
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,20-Mar-2008,N/A,44.021394,44.021394,0.00000000,4.558851,17.80
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,20-Mar-2008,N/A,43.524825,43.524825,0.00000000,4.559542,18.04
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,20-Mar-2008,N/A,42.979134,42.979134,0.00000000,4.566632,18.28
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,20-Mar-2008,N/A,42.549699,42.549699,0.00000000,4.560173,18.53
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,20-Mar-2008,N/A,42.066906,42.066906,0.00000000,4.560650,18.77
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,20-Mar-2008,N/A,41.594680,41.594680,0.00000000,4.560992,19.02
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,20-Mar-2008,N/A,41.378693,41.378693,0.00000000,4.529235,19.27
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,20-Mar-2008,N/A,96.960000,98.225710,1.26571000,4.483532,12.97
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,20-Mar-2008,N/A,41.152557,41.152557,0.00000000,4.557681,19.26
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,20-Mar-2008,N/A,40.756447,40.756447,0.00000000,4.549762,19.51
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,20-Mar-2008,N/A,40.267437,40.267437,0.00000000,4.553683,19.75
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,20-Mar-2008,N/A,39.855404,39.855404,0.00000000,4.549073,20.00
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,20-Mar-2008,N/A,39.293886,39.293886,0.00000000,4.563372,20.24
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,20-Mar-2008,N/A,39.421824,39.421824,0.00000000,4.547313,20.24
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,20-Mar-2008,N/A,120.050000,121.836885,1.78688500,4.500542,12.44
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,20-Mar-2008,N/A,39.012296,39.012296,0.00000000,4.543657,20.49
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,20-Mar-2008,N/A,38.591974,38.591974,0.00000000,4.541492,20.73
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,20-Mar-2008,N/A,38.326198,38.326198,0.00000000,4.521151,20.98
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,20-Mar-2008,N/A,37.953020,37.953020,0.00000000,4.514358,21.22
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,20-Mar-2008,N/A,37.649474,37.649474,0.00000000,4.500005,21.47
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,20-Mar-2008,N/A,37.240962,37.240962,0.00000000,4.498787,21.71
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,20-Mar-2008,N/A,36.932555,36.932555,0.00000000,4.486228,21.96
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,20-Mar-2008,N/A,36.653686,36.653686,0.00000000,4.470192,22.21
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,20-Mar-2008,N/A,103.920000,105.334617,1.41461700,4.472858,13.81
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,20-Mar-2008,N/A,36.590777,36.590777,0.00000000,4.477927,22.21
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,20-Mar-2008,N/A,36.324084,36.324084,0.00000000,4.461413,22.45
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,20-Mar-2008,N/A,36.005814,36.005814,0.00000000,4.451372,22.70
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,20-Mar-2008,N/A,35.688174,35.688174,0.00000000,4.442231,22.94
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,20-Mar-2008,N/A,35.391322,35.391322,0.00000000,4.430675,23.19
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,20-Mar-2008,N/A,35.125555,35.125555,0.00000000,4.416294,23.43
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,20-Mar-2008,N/A,34.812047,34.812047,0.00000000,4.407835,23.68
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,20-Mar-2008,N/A,34.895074,34.895074,0.00000000,4.397775,23.68
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,20-Mar-2008,N/A,97.730000,98.995710,1.26571000,4.403041,14.72
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,20-Mar-2008,N/A,34.501962,34.501962,0.00000000,4.399874,23.92
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,20-Mar-2008,N/A,34.179585,34.179585,0.00000000,4.393500,24.17
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,20-Mar-2008,N/A,33.879576,33.879576,0.00000000,4.385304,24.42
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,20-Mar-2008,N/A,33.572804,33.572804,0.00000000,4.378020,24.66
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,20-Mar-2008,N/A,33.283649,33.283649,0.00000000,4.369471,24.91
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,20-Mar-2008,N/A,32.954765,32.954765,0.00000000,4.365801,25.15
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,20-Mar-2008,N/A,32.708927,32.708927,0.00000000,4.352958,25.40
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,20-Mar-2008,N/A,32.415807,32.415807,0.00000000,4.345895,25.64
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,20-Mar-2008,N/A,32.121714,32.121714,0.00000000,4.339764,25.89
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,20-Mar-2008,N/A,31.823736,31.823736,0.00000000,4.334175,26.14
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,20-Mar-2008,N/A,31.594465,31.594465,0.00000000,4.321127,26.38
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,20-Mar-2008,N/A,31.313286,31.313286,0.00000000,4.314385,26.63
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,20-Mar-2008,N/A,31.018743,31.018743,0.00000000,4.310018,26.87
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,20-Mar-2008,N/A,30.779647,30.779647,0.00000000,4.299068,27.12
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,20-Mar-2008,N/A,30.507278,30.507278,0.00000000,4.292860,27.36
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,20-Mar-2008,N/A,30.602765,30.602765,0.00000000,4.281440,27.37
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,20-Mar-2008,N/A,98.670000,98.877880,0.20788000,4.332402,16.15
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,20-Mar-2008,N/A,30.214682,30.214682,0.00000000,4.289137,27.61
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,20-Mar-2008,N/A,29.632371,29.632371,0.00000000,4.282879,28.10
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,20-Mar-2008,N/A,29.058702,29.058702,0.00000000,4.277147,28.59
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,20-Mar-2008,N/A,28.503792,28.503792,0.00000000,4.270684,29.08
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,20-Mar-2008,N/A,27.992557,27.992557,0.00000000,4.260437,29.57
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,20-Mar-2008,N/A,27.442837,27.442837,0.00000000,4.256296,30.06
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,20-Mar-2008,N/A,27.477410,27.477410,0.00000000,4.252108,30.06
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,20-Mar-2008,N/A,107.160000,108.574617,1.41461700,4.326063,16.37
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,20-Mar-2008,N/A,26.891511,26.891511,0.00000000,4.253796,30.55
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,20-Mar-2008,N/A,26.331509,26.331509,0.00000000,4.253791,31.04
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,20-Mar-2008,N/A,25.829258,25.829258,0.00000000,4.248122,31.53
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,20-Mar-2008,N/A,25.335244,25.335244,0.00000000,4.242792,32.02
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,20-Mar-2008,N/A,24.846039,24.846039,0.00000000,4.238197,32.51
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,20-Mar-2008,N/A,24.373648,24.373648,0.00000000,4.232823,33.00
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,20-Mar-2008,N/A,23.910824,23.910824,0.00000000,4.227532,33.49
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,20-Mar-2008,N/A,23.653395,23.653395,0.00000000,4.197836,33.99
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,20-Mar-2008,N/A,103.460000,104.800164,1.34016400,4.306672,17.54
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,20-Mar-2008,N/A,23.528629,23.528629,0.00000000,4.213397,33.99
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,20-Mar-2008,N/A,23.089870,23.089870,0.00000000,4.207525,34.48
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,20-Mar-2008,N/A,22.702295,22.702295,0.00000000,4.196397,34.97
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,20-Mar-2008,N/A,22.261680,22.261680,0.00000000,4.193109,35.46
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,20-Mar-2008,N/A,21.862409,21.862409,0.00000000,4.185736,35.95
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,20-Mar-2008,N/A,21.490610,21.490610,0.00000000,4.175966,36.44
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,20-Mar-2008,N/A,21.099177,21.099177,0.00000000,4.169785,36.93
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,20-Mar-2008,N/A,20.758156,20.758156,0.00000000,4.158189,37.42
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,20-Mar-2008,N/A,20.515716,20.515716,0.00000000,4.134901,37.92
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,20-Mar-2008,N/A,99.860000,101.125710,1.26571000,4.257126,18.66
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,20-Mar-2008,N/A,20.424524,20.424524,0.00000000,4.146650,37.92
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,20-Mar-2008,N/A,20.104372,20.104372,0.00000000,4.134355,38.41
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,20-Mar-2008,N/A,19.774284,19.774284,0.00000000,4.124314,38.90
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,20-Mar-2008,N/A,19.471778,19.471778,0.00000000,4.111631,39.39
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,20-Mar-2008,N/A,19.136795,19.136795,0.00000000,4.104118,39.88
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,20-Mar-2008,N/A,18.816830,18.816830,0.00000000,4.095569,40.38
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,20-Mar-2008,N/A,18.542754,18.542754,0.00000000,4.081870,40.87
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,20-Mar-2008,N/A,18.243626,18.243626,0.00000000,4.072342,41.36
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,20-Mar-2008,N/A,17.932823,17.932823,0.00000000,4.065236,41.85
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,20-Mar-2008,N/A,17.659933,17.659933,0.00000000,4.053928,42.34
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,20-Mar-2008,N/A,17.368197,17.368197,0.00000000,4.045969,42.84
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,20-Mar-2008,N/A,17.122645,17.122645,0.00000000,4.032608,43.33
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,20-Mar-2008,N/A,16.841092,16.841092,0.00000000,4.024888,43.82
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,20-Mar-2008,N/A,16.565770,16.565770,0.00000000,4.017122,44.31
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,20-Mar-2008,N/A,16.305589,16.305589,0.00000000,4.008069,44.80
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,20-Mar-2008,N/A,16.037302,16.037302,0.00000000,4.000891,45.30
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,20-Mar-2008,N/A,15.854552,15.854552,0.00000000,3.982663,45.79
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,20-Mar-2008,N/A,15.608590,15.608590,0.00000000,3.973842,46.28
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,20-Mar-2008,N/A,15.438411,15.438411,0.00000000,3.955218,46.78
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,20-Mar-2008,N/A,15.357007,15.357007,0.00000000,3.966520,46.77
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,20-Mar-2008,N/A,101.590000,102.855710,1.26571000,4.172646,20.31
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,25-Mar-2008,N/A,99.068169,99.068169,0.00000000,4.749337,0.19
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,25-Mar-2008,N/A,98.019952,98.019952,0.00000000,4.510523,0.44
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,25-Mar-2008,N/A,100.330000,100.569130,0.23913000,4.754982,0.45
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,25-Mar-2008,N/A,102.280000,106.337377,4.05737700,4.736420,0.52
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,25-Mar-2008,N/A,97.022747,97.022747,0.00000000,4.368212,0.68
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,25-Mar-2008,N/A,96.071727,96.071727,0.00000000,4.270643,0.93
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,25-Mar-2008,N/A,99.740000,99.946522,0.20652200,4.280554,0.92
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,25-Mar-2008,N/A,96.059877,96.059877,0.00000000,4.283928,0.93
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,25-Mar-2008,N/A,95.139987,95.139987,0.00000000,4.197059,1.17
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,25-Mar-2008,N/A,94.268643,94.268643,0.00000000,4.116834,1.42
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,25-Mar-2008,N/A,105.480000,105.501739,0.02173900,4.185836,1.41
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,25-Mar-2008,N/A,93.430345,93.430345,0.00000000,4.038819,1.67
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,25-Mar-2008,N/A,102.810000,104.538142,1.72814200,4.018655,1.59
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,25-Mar-2008,N/A,93.386140,93.386140,0.00000000,4.067230,1.67
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,25-Mar-2008,N/A,92.459523,92.459523,0.00000000,4.064589,1.91
4¾% Treasury Stock 2010 WI,GB00B2QH0C07,07-Jun-2010,25-Mar-2008,N/A,101.510000,103.054399,1.54439900,4.015399,2.02
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,25-Mar-2008,N/A,91.584873,91.584873,0.00000000,4.036832,2.16
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,25-Mar-2008,N/A,101.510000,102.937596,1.42759600,4.023045,2.05
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,25-Mar-2008,N/A,91.539179,91.539179,0.00000000,4.059981,2.16
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,25-Mar-2008,N/A,90.616839,90.616839,0.00000000,4.065077,2.40
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,25-Mar-2008,N/A,105.680000,107.774780,2.09478000,3.979680,2.41
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,25-Mar-2008,N/A,89.704306,89.704306,0.00000000,4.065714,2.65
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,25-Mar-2008,N/A,88.817476,88.817476,0.00000000,4.062829,2.89
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,25-Mar-2008,N/A,100.520000,100.739429,0.21942900,4.060365,2.74
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,25-Mar-2008,N/A,88.774415,88.774415,0.00000000,4.079612,2.89
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,25-Mar-2008,N/A,87.880428,87.880428,0.00000000,4.079012,3.14
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,25-Mar-2008,N/A,115.000000,116.829670,1.82967000,4.086760,2.85
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,25-Mar-2008,N/A,86.996843,86.996843,0.00000000,4.080613,3.38
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,25-Mar-2008,N/A,86.110606,86.110606,0.00000000,4.083278,3.63
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,25-Mar-2008,N/A,112.210000,113.487473,1.27747300,4.262672,3.31
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,25-Mar-2008,N/A,85.199132,85.199132,0.00000000,4.098262,3.87
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,25-Mar-2008,N/A,85.229870,85.229870,0.00000000,4.088939,3.87
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,25-Mar-2008,N/A,103.320000,103.578152,0.25815200,4.080418,3.56
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,25-Mar-2008,N/A,84.224032,84.224032,0.00000000,4.130460,4.11
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,25-Mar-2008,N/A,104.280000,105.857869,1.57786900,4.127794,3.70
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,25-Mar-2008,N/A,84.255771,84.255771,0.00000000,4.121303,4.11
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,25-Mar-2008,N/A,118.970000,120.181538,1.21153800,4.196622,3.66
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,25-Mar-2008,N/A,83.367589,83.367589,0.00000000,4.131470,4.36
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,25-Mar-2008,N/A,82.454829,82.454829,0.00000000,4.147569,4.60
4½% Treasury Gilt 2013,GB00B29WRG55,07-Mar-2013,25-Mar-2008,N/A,101.310000,101.567062,0.25706200,4.203426,4.39
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,25-Mar-2008,N/A,81.607755,81.607755,0.00000000,4.149796,4.85
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,25-Mar-2008,N/A,80.724911,80.724911,0.00000000,4.160873,5.09
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,25-Mar-2008,N/A,79.812599,79.812599,0.00000000,4.181765,5.34
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,25-Mar-2008,N/A,118.820000,118.798022,-0.02197800,4.140412,4.55
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,25-Mar-2008,N/A,79.065938,79.065938,0.00000000,4.163992,5.58
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,25-Mar-2008,N/A,139.300000,142.742623,3.44262300,4.190363,4.34
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,25-Mar-2008,N/A,78.272843,78.272843,0.00000000,4.160955,5.83
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,25-Mar-2008,N/A,77.403787,77.403787,0.00000000,4.174535,6.07
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,25-Mar-2008,N/A,76.475173,76.475173,0.00000000,4.202803,6.32
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,25-Mar-2008,N/A,104.860000,105.118152,0.25815200,4.133289,5.49
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,25-Mar-2008,N/A,76.591776,76.591776,0.00000000,4.178681,6.32
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,25-Mar-2008,N/A,75.612451,75.612451,0.00000000,4.216550,6.56
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,25-Mar-2008,N/A,74.728541,74.728541,0.00000000,4.236717,6.80
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,25-Mar-2008,N/A,73.802626,73.802626,0.00000000,4.264253,7.05
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,25-Mar-2008,N/A,72.949431,72.949431,0.00000000,4.279680,7.29
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,25-Mar-2008,N/A,103.170000,103.415245,0.24524500,4.248684,6.23
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,25-Mar-2008,N/A,72.886989,72.886989,0.00000000,4.291423,7.29
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,25-Mar-2008,N/A,123.710000,126.114372,2.40437200,4.342524,5.86
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,25-Mar-2008,N/A,71.547951,71.547951,0.00000000,4.396006,7.53
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,25-Mar-2008,N/A,71.552576,71.552576,0.00000000,4.395148,7.53
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,25-Mar-2008,N/A,70.904921,70.904921,0.00000000,4.372918,7.78
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,25-Mar-2008,N/A,70.153309,70.153309,0.00000000,4.370369,8.02
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,25-Mar-2008,N/A,69.564976,69.564976,0.00000000,4.342072,8.27
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,25-Mar-2008,N/A,97.770000,97.976522,0.20652200,4.317544,7.07
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,25-Mar-2008,N/A,69.339023,69.339023,0.00000000,4.381421,8.27
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,25-Mar-2008,N/A,68.466527,68.466527,0.00000000,4.402338,8.51
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,25-Mar-2008,N/A,67.537438,67.537438,0.00000000,4.434590,8.75
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,25-Mar-2008,N/A,66.725876,66.725876,0.00000000,4.446550,9.00
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,25-Mar-2008,N/A,132.500000,133.221154,0.72115400,4.480960,6.82
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,25-Mar-2008,N/A,65.837735,65.837735,0.00000000,4.473088,9.24
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,25-Mar-2008,N/A,64.942886,64.942886,0.00000000,4.500258,9.49
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,25-Mar-2008,N/A,64.394669,64.394669,0.00000000,4.473533,9.73
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,25-Mar-2008,N/A,104.560000,104.818152,0.25815200,4.427994,7.82
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,25-Mar-2008,N/A,64.334442,64.334442,0.00000000,4.483150,9.73
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,25-Mar-2008,N/A,63.539186,63.539186,0.00000000,4.496243,9.98
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,25-Mar-2008,N/A,62.710767,62.710767,0.00000000,4.516362,10.22
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,25-Mar-2008,N/A,61.930039,61.930039,0.00000000,4.528921,10.46
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,25-Mar-2008,N/A,61.160153,61.160153,0.00000000,4.541644,10.71
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,25-Mar-2008,N/A,60.385934,60.385934,0.00000000,4.555012,10.95
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,25-Mar-2008,N/A,59.593337,59.593337,0.00000000,4.572893,11.19
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,25-Mar-2008,N/A,58.835792,58.835792,0.00000000,4.585491,11.44
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,25-Mar-2008,N/A,58.143944,58.143944,0.00000000,4.590144,11.68
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,25-Mar-2008,N/A,102.020000,102.265245,0.24524500,4.528961,9.06
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,25-Mar-2008,N/A,58.104044,58.104044,0.00000000,4.596022,11.68
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,25-Mar-2008,N/A,57.224883,57.224883,0.00000000,4.628201,11.92
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,25-Mar-2008,N/A,56.364574,56.364574,0.00000000,4.659098,12.16
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,25-Mar-2008,N/A,55.474546,55.474546,0.00000000,4.694172,12.41
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,25-Mar-2008,N/A,54.719460,54.719460,0.00000000,4.711209,12.65
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,25-Mar-2008,N/A,133.180000,135.584372,2.40437200,4.614365,8.71
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,25-Mar-2008,N/A,53.964904,53.964904,0.00000000,4.728220,12.89
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,25-Mar-2008,N/A,53.862442,53.862442,0.00000000,4.742959,12.89
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,25-Mar-2008,N/A,53.218375,53.218375,0.00000000,4.745711,13.14
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,25-Mar-2008,N/A,52.651470,52.651470,0.00000000,4.737738,13.38
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,25-Mar-2008,N/A,52.091026,52.091026,0.00000000,4.730737,13.63
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,25-Mar-2008,N/A,51.492152,51.492152,0.00000000,4.729464,13.87
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,25-Mar-2008,N/A,50.974544,50.974544,0.00000000,4.718608,14.12
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,25-Mar-2008,N/A,50.426511,50.426511,0.00000000,4.712336,14.36
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,25-Mar-2008,N/A,49.860906,49.860906,0.00000000,4.710186,14.60
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,25-Mar-2008,N/A,49.383301,49.383301,0.00000000,4.696284,14.85
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,25-Mar-2008,N/A,48.914123,48.914123,0.00000000,4.682978,15.09
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,25-Mar-2008,N/A,48.392908,48.392908,0.00000000,4.677048,15.34
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,25-Mar-2008,N/A,47.902348,47.902348,0.00000000,4.668583,15.58
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,25-Mar-2008,N/A,47.391182,47.391182,0.00000000,4.663157,15.83
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,25-Mar-2008,N/A,46.875495,46.875495,0.00000000,4.659841,16.07
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,25-Mar-2008,N/A,46.366326,46.366326,0.00000000,4.655893,16.32
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,25-Mar-2008,N/A,45.916483,45.916483,0.00000000,4.645586,16.56
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,25-Mar-2008,N/A,45.998861,45.998861,0.00000000,4.634765,16.56
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,25-Mar-2008,N/A,104.950000,105.208152,0.25815200,4.576770,11.48
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,25-Mar-2008,N/A,45.389236,45.389236,0.00000000,4.645695,16.81
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,25-Mar-2008,N/A,44.868092,44.868092,0.00000000,4.646378,17.05
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,25-Mar-2008,N/A,44.362605,44.362605,0.00000000,4.645205,17.30
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,25-Mar-2008,N/A,43.862219,43.862219,0.00000000,4.644710,17.54
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,25-Mar-2008,N/A,43.372109,43.372109,0.00000000,4.643068,17.79
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,25-Mar-2008,N/A,42.886165,42.886165,0.00000000,4.642192,18.03
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,25-Mar-2008,N/A,42.384051,42.384051,0.00000000,4.643585,18.28
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,25-Mar-2008,N/A,41.932126,41.932126,0.00000000,4.639769,18.52
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,25-Mar-2008,N/A,41.467144,41.467144,0.00000000,4.637820,18.76
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,25-Mar-2008,N/A,40.982944,40.982944,0.00000000,4.639572,19.01
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,25-Mar-2008,N/A,40.684673,40.684673,0.00000000,4.617698,19.25
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,25-Mar-2008,N/A,95.710000,96.987322,1.27732200,4.582537,12.91
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,25-Mar-2008,N/A,40.534129,40.534129,0.00000000,4.636951,19.25
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,25-Mar-2008,N/A,40.141954,40.141954,0.00000000,4.628293,19.50
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,25-Mar-2008,N/A,39.657865,39.657865,0.00000000,4.631557,19.74
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,25-Mar-2008,N/A,39.207294,39.207294,0.00000000,4.631703,19.99
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,25-Mar-2008,N/A,38.739204,38.739204,0.00000000,4.634243,20.23
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,25-Mar-2008,N/A,38.717771,38.717771,0.00000000,4.636979,20.23
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,25-Mar-2008,N/A,118.590000,120.393279,1.80327900,4.597613,12.38
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,25-Mar-2008,N/A,38.349396,38.349396,0.00000000,4.627940,20.47
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,25-Mar-2008,N/A,37.931848,37.931848,0.00000000,4.625335,20.72
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,25-Mar-2008,N/A,37.693132,37.693132,0.00000000,4.601156,20.97
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,25-Mar-2008,N/A,37.342013,37.342013,0.00000000,4.591431,21.21
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,25-Mar-2008,N/A,37.102130,37.102130,0.00000000,4.568804,21.46
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,25-Mar-2008,N/A,36.738180,36.738180,0.00000000,4.561964,21.70
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,25-Mar-2008,N/A,36.428924,36.428924,0.00000000,4.549323,21.95
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,25-Mar-2008,N/A,36.022739,36.022739,0.00000000,4.548954,22.19
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,25-Mar-2008,N/A,102.620000,104.047596,1.42759600,4.563005,13.74
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,25-Mar-2008,N/A,36.095042,36.095042,0.00000000,4.539920,22.20
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,25-Mar-2008,N/A,35.802174,35.802174,0.00000000,4.526429,22.44
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,25-Mar-2008,N/A,35.477789,35.477789,0.00000000,4.517011,22.69
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,25-Mar-2008,N/A,35.190075,35.190075,0.00000000,4.504034,22.93
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,25-Mar-2008,N/A,34.897178,34.897178,0.00000000,4.491844,23.18
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,25-Mar-2008,N/A,34.609484,34.609484,0.00000000,4.479980,23.42
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,25-Mar-2008,N/A,34.306102,34.306102,0.00000000,4.470179,23.67
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,25-Mar-2008,N/A,34.389730,34.389730,0.00000000,4.459893,23.67
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,25-Mar-2008,N/A,96.520000,97.797322,1.27732200,4.486807,14.65
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,25-Mar-2008,N/A,34.006742,34.006742,0.00000000,4.460812,23.91
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,25-Mar-2008,N/A,33.687998,33.687998,0.00000000,4.453941,24.16
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,25-Mar-2008,N/A,33.396173,33.396173,0.00000000,4.444662,24.41
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,25-Mar-2008,N/A,33.096199,33.096199,0.00000000,4.436489,24.65
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,25-Mar-2008,N/A,32.812680,32.812680,0.00000000,4.427175,24.90
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,25-Mar-2008,N/A,32.536777,32.536777,0.00000000,4.417030,25.14
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,25-Mar-2008,N/A,32.252403,32.252403,0.00000000,4.408772,25.39
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,25-Mar-2008,N/A,31.970971,31.970971,0.00000000,4.400248,25.64
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,25-Mar-2008,N/A,31.680893,31.680893,0.00000000,4.393603,25.88
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,25-Mar-2008,N/A,31.391041,31.391041,0.00000000,4.387016,26.13
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,25-Mar-2008,N/A,31.174281,31.174281,0.00000000,4.372330,26.37
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,25-Mar-2008,N/A,30.905806,30.905806,0.00000000,4.364025,26.62
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,25-Mar-2008,N/A,30.615772,30.615772,0.00000000,4.359121,26.86
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,25-Mar-2008,N/A,30.381038,30.381038,0.00000000,4.347573,27.11
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,25-Mar-2008,N/A,30.119190,30.119190,0.00000000,4.340079,27.35
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,25-Mar-2008,N/A,30.181160,30.181160,0.00000000,4.332566,27.36
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,25-Mar-2008,N/A,97.520000,97.739429,0.21942900,4.405019,16.07
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,25-Mar-2008,N/A,29.830412,29.830412,0.00000000,4.335925,27.60
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,25-Mar-2008,N/A,29.265373,29.265373,0.00000000,4.327650,28.09
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,25-Mar-2008,N/A,28.705007,28.705007,0.00000000,4.320394,28.58
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,25-Mar-2008,N/A,28.162232,28.162232,0.00000000,4.312543,29.07
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,25-Mar-2008,N/A,27.632454,27.632454,0.00000000,4.304619,29.56
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,25-Mar-2008,N/A,27.085669,27.085669,0.00000000,4.300265,30.05
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,25-Mar-2008,N/A,27.213372,27.213372,0.00000000,4.284614,30.06
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,25-Mar-2008,N/A,105.960000,107.387596,1.42759600,4.394128,16.28
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,25-Mar-2008,N/A,26.596303,26.596303,0.00000000,4.290309,30.54
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,25-Mar-2008,N/A,26.082705,26.082705,0.00000000,4.284751,31.03
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,25-Mar-2008,N/A,25.603822,25.603822,0.00000000,4.276292,31.53
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,25-Mar-2008,N/A,25.113635,25.113635,0.00000000,4.270590,32.02
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,25-Mar-2008,N/A,24.635344,24.635344,0.00000000,4.264747,32.51
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,25-Mar-2008,N/A,24.167647,24.167647,0.00000000,4.258891,33.00
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,25-Mar-2008,N/A,23.716806,23.716806,0.00000000,4.252202,33.49
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,25-Mar-2008,N/A,23.300871,23.300871,0.00000000,4.242357,33.98
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,25-Mar-2008,N/A,102.330000,103.682459,1.35245900,4.368631,17.45
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,25-Mar-2008,N/A,23.237727,23.237727,0.00000000,4.250344,33.98
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,25-Mar-2008,N/A,22.832475,22.832475,0.00000000,4.240376,34.47
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,25-Mar-2008,N/A,22.522080,22.522080,0.00000000,4.219516,34.96
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,25-Mar-2008,N/A,22.123646,22.123646,0.00000000,4.210972,35.45
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,25-Mar-2008,N/A,21.803799,21.803799,0.00000000,4.193519,35.95
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,25-Mar-2008,N/A,21.371980,21.371980,0.00000000,4.191468,36.44
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,25-Mar-2008,N/A,21.066207,21.066207,0.00000000,4.174325,36.93
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,25-Mar-2008,N/A,20.678934,20.678934,0.00000000,4.168708,37.42
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,25-Mar-2008,N/A,20.473412,20.473412,0.00000000,4.140640,37.91
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,25-Mar-2008,N/A,98.790000,100.067322,1.27732200,4.314293,18.55
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,25-Mar-2008,N/A,20.340200,20.340200,0.00000000,4.157858,37.91
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,25-Mar-2008,N/A,20.015584,20.015584,0.00000000,4.146171,38.40
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,25-Mar-2008,N/A,19.701840,19.701840,0.00000000,4.134036,38.90
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,25-Mar-2008,N/A,19.382770,19.382770,0.00000000,4.123546,39.39
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,25-Mar-2008,N/A,19.059185,19.059185,0.00000000,4.114587,39.88
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,25-Mar-2008,N/A,18.755507,18.755507,0.00000000,4.103929,40.37
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,25-Mar-2008,N/A,18.438668,18.438668,0.00000000,4.095915,40.86
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,25-Mar-2008,N/A,18.147598,18.147598,0.00000000,4.085370,41.35
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,25-Mar-2008,N/A,17.846103,17.846103,0.00000000,4.077082,41.85
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,25-Mar-2008,N/A,17.611431,17.611431,0.00000000,4.060682,42.34
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,25-Mar-2008,N/A,17.326535,17.326535,0.00000000,4.051831,42.83
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,25-Mar-2008,N/A,17.114139,17.114139,0.00000000,4.034006,43.33
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,25-Mar-2008,N/A,16.806661,16.806661,0.00000000,4.029808,43.82
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,25-Mar-2008,N/A,16.566584,16.566584,0.00000000,4.017257,44.31
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,25-Mar-2008,N/A,16.310868,16.310868,0.00000000,4.007589,44.80
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,25-Mar-2008,N/A,16.048725,16.048725,0.00000000,3.999558,45.29
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,25-Mar-2008,N/A,15.827875,15.827875,0.00000000,3.986576,45.79
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,25-Mar-2008,N/A,15.586651,15.586651,0.00000000,3.977114,46.28
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,25-Mar-2008,N/A,15.449920,15.449920,0.00000000,3.953853,46.77
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,25-Mar-2008,N/A,15.338300,15.338300,0.00000000,3.969355,46.77
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,25-Mar-2008,N/A,100.560000,101.837322,1.27732200,4.222364,20.18
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,26-Mar-2008,N/A,99.067344,99.067344,0.00000000,4.820423,0.19
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,26-Mar-2008,N/A,98.031482,98.031482,0.00000000,4.511346,0.44
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,26-Mar-2008,N/A,100.320000,100.574076,0.25407600,4.772698,0.44
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,26-Mar-2008,N/A,102.270000,106.351967,4.08196700,4.734609,0.51
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,26-Mar-2008,N/A,97.039710,97.039710,0.00000000,4.359888,0.68
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,26-Mar-2008,N/A,96.084238,96.084238,0.00000000,4.268981,0.93
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,26-Mar-2008,N/A,99.730000,99.947391,0.21739100,4.292166,0.92
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,26-Mar-2008,N/A,96.072337,96.072337,0.00000000,4.282359,0.93
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,26-Mar-2008,N/A,95.141790,95.141790,0.00000000,4.205125,1.17
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,26-Mar-2008,N/A,94.270676,94.270676,0.00000000,4.123129,1.42
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,26-Mar-2008,N/A,105.450000,105.493478,0.04347800,4.199376,1.41
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,26-Mar-2008,N/A,93.433079,93.433079,0.00000000,4.043628,1.66
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,26-Mar-2008,N/A,102.780000,104.523852,1.74385200,4.034148,1.58
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,26-Mar-2008,N/A,93.384939,93.384939,0.00000000,4.074619,1.66
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,26-Mar-2008,N/A,92.450556,92.450556,0.00000000,4.075409,1.91
4¾% Treasury Stock 2010 WI,GB00B2QH0C07,07-Jun-2010,26-Mar-2008,N/A,101.450000,102.994399,1.54439900,4.044203,2.02
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,26-Mar-2008,N/A,91.570617,91.570617,0.00000000,4.049133,2.15
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,26-Mar-2008,N/A,101.450000,102.890574,1.44057400,4.050733,2.04
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,26-Mar-2008,N/A,91.528064,91.528064,0.00000000,4.070722,2.15
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,26-Mar-2008,N/A,90.604971,90.604971,0.00000000,4.075104,2.40
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,26-Mar-2008,N/A,105.630000,107.741951,2.11195100,3.996859,2.40
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,26-Mar-2008,N/A,89.666139,89.666139,0.00000000,4.085978,2.64
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,26-Mar-2008,N/A,88.821156,88.821156,0.00000000,4.065180,2.89
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,26-Mar-2008,N/A,100.510000,100.740978,0.23097800,4.063792,2.74
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,26-Mar-2008,N/A,88.766045,88.766045,0.00000000,4.086680,2.89
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,26-Mar-2008,N/A,87.884848,87.884848,0.00000000,4.080928,3.13
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,26-Mar-2008,N/A,114.970000,116.824396,1.85439600,4.092245,2.85
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,26-Mar-2008,N/A,87.005409,87.005409,0.00000000,4.080948,3.38
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,26-Mar-2008,N/A,86.125964,86.125964,0.00000000,4.081404,3.62
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,26-Mar-2008,N/A,112.210000,113.508764,1.29876400,4.260505,3.31
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,26-Mar-2008,N/A,85.220599,85.220599,0.00000000,4.094597,3.87
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,26-Mar-2008,N/A,85.251631,85.251631,0.00000000,4.085182,3.87
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,26-Mar-2008,N/A,103.330000,103.601739,0.27173900,4.077100,3.55
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,26-Mar-2008,N/A,84.301655,84.301655,0.00000000,4.110774,4.11
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,26-Mar-2008,N/A,104.300000,105.892213,1.59221300,4.122041,3.70
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,26-Mar-2008,N/A,84.298574,84.298574,0.00000000,4.111662,4.11
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,26-Mar-2008,N/A,118.970000,120.206264,1.23626400,4.194114,3.65
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,26-Mar-2008,N/A,83.406856,83.406856,0.00000000,4.123211,4.36
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,26-Mar-2008,N/A,82.480382,82.480382,0.00000000,4.143273,4.60
4½% Treasury Gilt 2013,GB00B29WRG55,07-Mar-2013,26-Mar-2008,N/A,101.390000,101.659290,0.26929000,4.185323,4.39
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,26-Mar-2008,N/A,81.607913,81.607913,0.00000000,4.152060,4.85
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,26-Mar-2008,N/A,80.749281,80.749281,0.00000000,4.157154,5.09
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,26-Mar-2008,N/A,79.843855,79.843855,0.00000000,4.176534,5.33
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,26-Mar-2008,N/A,118.810000,118.810000,0.00000000,4.140670,4.55
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,26-Mar-2008,N/A,79.066421,79.066421,0.00000000,4.165901,5.58
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,26-Mar-2008,N/A,139.290000,142.765410,3.47541000,4.189294,4.33
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,26-Mar-2008,N/A,78.259410,78.259410,0.00000000,4.165823,5.82
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,26-Mar-2008,N/A,77.406976,77.406976,0.00000000,4.175716,6.07
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,26-Mar-2008,N/A,76.437821,76.437821,0.00000000,4.212332,6.31
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,26-Mar-2008,N/A,104.860000,105.131739,0.27173900,4.132959,5.49
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,26-Mar-2008,N/A,76.584880,76.584880,0.00000000,4.181887,6.31
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,26-Mar-2008,N/A,75.639618,75.639618,0.00000000,4.212811,6.56
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,26-Mar-2008,N/A,74.732466,74.732466,0.00000000,4.237620,6.80
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,26-Mar-2008,N/A,73.815310,73.815310,0.00000000,4.263450,7.05
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,26-Mar-2008,N/A,72.952579,72.952579,0.00000000,4.280666,7.29
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,26-Mar-2008,N/A,103.180000,103.438152,0.25815200,4.246963,6.23
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,26-Mar-2008,N/A,72.905942,72.905942,0.00000000,4.289439,7.29
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,26-Mar-2008,N/A,123.710000,126.136230,2.42623000,4.341570,5.86
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,26-Mar-2008,N/A,71.580896,71.580896,0.00000000,4.391471,7.53
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,26-Mar-2008,N/A,71.583122,71.583122,0.00000000,4.391058,7.53
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,26-Mar-2008,N/A,70.925850,70.925850,0.00000000,4.370634,7.78
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,26-Mar-2008,N/A,70.159979,70.159979,0.00000000,4.370656,8.02
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,26-Mar-2008,N/A,69.588163,69.588163,0.00000000,4.339453,8.27
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,26-Mar-2008,N/A,97.780000,97.997391,0.21739100,4.316172,7.07
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,26-Mar-2008,N/A,69.366177,69.366177,0.00000000,4.378108,8.26
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,26-Mar-2008,N/A,68.505258,68.505258,0.00000000,4.397091,8.51
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,26-Mar-2008,N/A,67.563574,67.563574,0.00000000,4.431531,8.75
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,26-Mar-2008,N/A,66.755195,66.755195,0.00000000,4.443003,9.00
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,26-Mar-2008,N/A,132.410000,133.155192,0.74519200,4.490008,6.82
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,26-Mar-2008,N/A,65.894739,65.894739,0.00000000,4.465022,9.24
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,26-Mar-2008,N/A,64.962240,64.962240,0.00000000,4.498398,9.48
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,26-Mar-2008,N/A,64.362494,64.362494,0.00000000,4.479907,9.73
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,26-Mar-2008,N/A,104.550000,104.821739,0.27173900,4.429079,7.81
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,26-Mar-2008,N/A,64.327321,64.327321,0.00000000,4.485526,9.73
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,26-Mar-2008,N/A,63.536453,63.536453,0.00000000,4.497893,9.97
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,26-Mar-2008,N/A,62.696647,62.696647,0.00000000,4.519754,10.21
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,26-Mar-2008,N/A,61.920162,61.920162,0.00000000,4.531616,10.46
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,26-Mar-2008,N/A,61.150436,61.150436,0.00000000,4.544269,10.70
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,26-Mar-2008,N/A,60.377696,60.377696,0.00000000,4.557382,10.95
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,26-Mar-2008,N/A,59.595325,59.595325,0.00000000,4.573693,11.19
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,26-Mar-2008,N/A,58.844352,58.844352,0.00000000,4.585302,11.43
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,26-Mar-2008,N/A,58.137161,58.137161,0.00000000,4.592200,11.68
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,26-Mar-2008,N/A,101.990000,102.248152,0.25815200,4.532151,9.05
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,26-Mar-2008,N/A,58.096829,58.096829,0.00000000,4.598143,11.68
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,26-Mar-2008,N/A,57.234874,57.234874,0.00000000,4.627785,11.92
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,26-Mar-2008,N/A,56.392316,56.392316,0.00000000,4.656081,12.16
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,26-Mar-2008,N/A,55.461943,55.461943,0.00000000,4.697026,12.41
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,26-Mar-2008,N/A,54.771221,54.771221,0.00000000,4.704734,12.65
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,26-Mar-2008,N/A,133.110000,135.536230,2.42623000,4.619873,8.71
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,26-Mar-2008,N/A,53.939166,53.939166,0.00000000,4.732911,12.89
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,26-Mar-2008,N/A,53.805150,53.805150,0.00000000,4.752209,12.89
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,26-Mar-2008,N/A,53.160354,53.160354,0.00000000,4.754987,13.13
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,26-Mar-2008,N/A,52.687077,52.687077,0.00000000,4.733642,13.38
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,26-Mar-2008,N/A,52.110500,52.110500,0.00000000,4.728926,13.62
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,26-Mar-2008,N/A,51.535609,51.535609,0.00000000,4.724302,13.87
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,26-Mar-2008,N/A,50.985004,50.985004,0.00000000,4.718052,14.11
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,26-Mar-2008,N/A,50.426746,50.426746,0.00000000,4.713190,14.36
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,26-Mar-2008,N/A,49.912377,49.912377,0.00000000,4.703987,14.60
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,26-Mar-2008,N/A,49.391973,49.391973,0.00000000,4.695956,14.85
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,26-Mar-2008,N/A,48.926997,48.926997,0.00000000,4.682068,15.09
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,26-Mar-2008,N/A,48.409101,48.409101,0.00000000,4.675690,15.34
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,26-Mar-2008,N/A,47.922731,47.922731,0.00000000,4.666658,15.58
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,26-Mar-2008,N/A,47.409132,47.409132,0.00000000,4.661560,15.83
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,26-Mar-2008,N/A,46.889236,46.889236,0.00000000,4.658796,16.07
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,26-Mar-2008,N/A,46.385867,46.385867,0.00000000,4.654081,16.32
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,26-Mar-2008,N/A,45.924098,45.924098,0.00000000,4.645338,16.56
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,26-Mar-2008,N/A,45.999683,45.999683,0.00000000,4.635409,16.56
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,26-Mar-2008,N/A,104.940000,105.211739,0.27173900,4.577545,11.47
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,26-Mar-2008,N/A,45.395102,45.395102,0.00000000,4.645673,16.81
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,26-Mar-2008,N/A,44.882209,44.882209,0.00000000,4.645265,17.05
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,26-Mar-2008,N/A,44.356893,44.356893,0.00000000,4.646675,17.29
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,26-Mar-2008,N/A,43.864262,43.864262,0.00000000,4.645156,17.54
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,26-Mar-2008,N/A,43.374745,43.374745,0.00000000,4.643432,17.78
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,26-Mar-2008,N/A,42.894107,42.894107,0.00000000,4.641857,18.03
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,26-Mar-2008,N/A,42.411657,42.411657,0.00000000,4.640708,18.27
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,26-Mar-2008,N/A,41.950119,41.950119,0.00000000,4.638126,18.52
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,26-Mar-2008,N/A,41.496421,41.496421,0.00000000,4.634726,18.76
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,26-Mar-2008,N/A,41.004016,41.004016,0.00000000,4.637523,19.00
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,26-Mar-2008,N/A,40.695062,40.695062,0.00000000,4.617019,19.25
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,26-Mar-2008,N/A,95.730000,97.018934,1.28893400,4.580971,12.91
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,26-Mar-2008,N/A,40.575137,40.575137,0.00000000,4.632349,19.25
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,26-Mar-2008,N/A,40.182428,40.182428,0.00000000,4.623762,19.49
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,26-Mar-2008,N/A,39.695851,39.695851,0.00000000,4.627340,19.74
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,26-Mar-2008,N/A,39.220237,39.220237,0.00000000,4.630674,19.98
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,26-Mar-2008,N/A,38.710550,38.710550,0.00000000,4.638520,20.23
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,26-Mar-2008,N/A,38.700329,38.700329,0.00000000,4.639825,20.23
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,26-Mar-2008,N/A,118.610000,120.429672,1.81967200,4.596174,12.37
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,26-Mar-2008,N/A,38.335355,38.335355,0.00000000,4.630336,20.47
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,26-Mar-2008,N/A,37.944064,37.944064,0.00000000,4.624383,20.72
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,26-Mar-2008,N/A,37.681358,37.681358,0.00000000,4.603236,20.96
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,26-Mar-2008,N/A,37.396943,37.396943,0.00000000,4.585085,21.21
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,26-Mar-2008,N/A,37.180911,37.180911,0.00000000,4.559491,21.46
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,26-Mar-2008,N/A,36.829848,36.829848,0.00000000,4.551049,21.70
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,26-Mar-2008,N/A,36.522622,36.522622,0.00000000,4.538176,21.95
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,26-Mar-2008,N/A,36.129951,36.129951,0.00000000,4.536117,22.19
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,26-Mar-2008,N/A,102.720000,104.160574,1.44057400,4.556003,13.74
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,26-Mar-2008,N/A,36.195219,36.195219,0.00000000,4.527985,22.19
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,26-Mar-2008,N/A,35.896523,35.896523,0.00000000,4.515242,22.44
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,26-Mar-2008,N/A,35.566745,35.566745,0.00000000,4.506510,22.69
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,26-Mar-2008,N/A,35.284889,35.284889,0.00000000,4.492827,22.93
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,26-Mar-2008,N/A,34.990003,34.990003,0.00000000,4.480907,23.18
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,26-Mar-2008,N/A,34.703911,34.703911,0.00000000,4.468861,23.42
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,26-Mar-2008,N/A,34.421396,34.421396,0.00000000,4.456514,23.67
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,26-Mar-2008,N/A,34.484397,34.484397,0.00000000,4.448789,23.67
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,26-Mar-2008,N/A,96.640000,97.928934,1.28893400,4.478454,14.65
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,26-Mar-2008,N/A,34.113446,34.113446,0.00000000,4.448213,23.91
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,26-Mar-2008,N/A,33.804243,33.804243,0.00000000,4.440181,24.16
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,26-Mar-2008,N/A,33.510556,33.510556,0.00000000,4.431141,24.40
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,26-Mar-2008,N/A,33.214718,33.214718,0.00000000,4.422474,24.65
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,26-Mar-2008,N/A,32.930407,32.930407,0.00000000,4.413267,24.90
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,26-Mar-2008,N/A,32.647970,32.647970,0.00000000,4.403936,25.14
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,26-Mar-2008,N/A,32.384980,32.384980,0.00000000,4.393080,25.39
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,26-Mar-2008,N/A,32.097846,32.097846,0.00000000,4.385261,25.63
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,26-Mar-2008,N/A,31.818745,31.818745,0.00000000,4.377281,25.88
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,26-Mar-2008,N/A,31.515468,31.515468,0.00000000,4.372327,26.13
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,26-Mar-2008,N/A,31.305903,31.305903,0.00000000,4.356798,26.37
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,26-Mar-2008,N/A,31.035206,31.035206,0.00000000,4.348771,26.62
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,26-Mar-2008,N/A,30.752732,30.752732,0.00000000,4.342941,26.86
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,26-Mar-2008,N/A,30.521941,30.521941,0.00000000,4.330937,27.11
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,26-Mar-2008,N/A,30.254197,30.254197,0.00000000,4.324155,27.35
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,26-Mar-2008,N/A,30.301483,30.301483,0.00000000,4.318446,27.35
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,26-Mar-2008,N/A,97.720000,97.950978,0.23097800,4.392305,16.08
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,26-Mar-2008,N/A,29.971163,29.971163,0.00000000,4.319294,27.60
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,26-Mar-2008,N/A,29.399598,29.399598,0.00000000,4.311776,28.09
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,26-Mar-2008,N/A,28.851817,28.851817,0.00000000,4.302953,28.58
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,26-Mar-2008,N/A,28.309838,28.309838,0.00000000,4.294962,29.07
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,26-Mar-2008,N/A,27.743547,27.743547,0.00000000,4.291440,29.56
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,26-Mar-2008,N/A,27.182920,27.182920,0.00000000,4.288725,30.05
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,26-Mar-2008,N/A,27.282261,27.282261,0.00000000,4.276587,30.05
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,26-Mar-2008,N/A,106.220000,107.660574,1.44057400,4.379270,16.30
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,26-Mar-2008,N/A,26.720191,26.720191,0.00000000,4.275473,30.54
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,26-Mar-2008,N/A,26.206500,26.206500,0.00000000,4.269866,31.03
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,26-Mar-2008,N/A,25.740909,25.740909,0.00000000,4.259719,31.53
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,26-Mar-2008,N/A,25.259001,25.259001,0.00000000,4.252923,32.02
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,26-Mar-2008,N/A,24.784243,24.784243,0.00000000,4.246563,32.51
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,26-Mar-2008,N/A,24.319712,24.319712,0.00000000,4.240230,33.00
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,26-Mar-2008,N/A,23.873378,23.873378,0.00000000,4.232895,33.49
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,26-Mar-2008,N/A,23.312004,23.312004,0.00000000,4.241289,33.98
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,26-Mar-2008,N/A,102.650000,104.014754,1.36475400,4.350978,17.47
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,26-Mar-2008,N/A,23.384180,23.384180,0.00000000,4.232191,33.98
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,26-Mar-2008,N/A,22.938555,22.938555,0.00000000,4.227260,34.47
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,26-Mar-2008,N/A,22.714265,22.714265,0.00000000,4.195538,34.96
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,26-Mar-2008,N/A,22.263175,22.263175,0.00000000,4.193559,35.45
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,26-Mar-2008,N/A,21.930960,21.930960,0.00000000,4.177656,35.95
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,26-Mar-2008,N/A,21.464183,21.464183,0.00000000,4.179963,36.44
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,26-Mar-2008,N/A,21.140838,21.140838,0.00000000,4.165054,36.93
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,26-Mar-2008,N/A,20.760556,20.760556,0.00000000,4.158481,37.42
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,26-Mar-2008,N/A,20.627704,20.627704,0.00000000,4.121133,37.92
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,26-Mar-2008,N/A,99.140000,100.428934,1.28893400,4.295494,18.59
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,26-Mar-2008,N/A,20.482415,20.482415,0.00000000,4.139776,37.91
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,26-Mar-2008,N/A,20.118213,20.118213,0.00000000,4.133145,38.40
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,26-Mar-2008,N/A,19.799642,19.799642,0.00000000,4.121592,38.90
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,26-Mar-2008,N/A,19.496101,19.496101,0.00000000,4.109027,39.39
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,26-Mar-2008,N/A,19.132813,19.132813,0.00000000,4.105197,39.88
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,26-Mar-2008,N/A,18.767143,18.767143,0.00000000,4.102668,40.37
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,26-Mar-2008,N/A,18.576171,18.576171,0.00000000,4.078004,40.86
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,26-Mar-2008,N/A,18.279969,18.279969,0.00000000,4.068063,41.36
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,26-Mar-2008,N/A,17.991440,17.991440,0.00000000,4.057963,41.85
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,26-Mar-2008,N/A,17.737125,17.737125,0.00000000,4.044145,42.34
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,26-Mar-2008,N/A,17.453539,17.453539,0.00000000,4.035036,42.83
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,26-Mar-2008,N/A,17.210523,17.210523,0.00000000,4.021295,43.33
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,26-Mar-2008,N/A,16.923641,16.923641,0.00000000,4.014226,43.82
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,26-Mar-2008,N/A,16.675928,16.675928,0.00000000,4.002655,44.31
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,26-Mar-2008,N/A,16.415273,16.415273,0.00000000,3.993589,44.80
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,26-Mar-2008,N/A,16.157316,16.157316,0.00000000,3.984908,45.29
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,26-Mar-2008,N/A,15.987517,15.987517,0.00000000,3.964893,45.79
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,26-Mar-2008,N/A,15.764480,15.764480,0.00000000,3.952833,46.28
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,26-Mar-2008,N/A,15.596338,15.596338,0.00000000,3.933916,46.78
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,26-Mar-2008,N/A,15.489932,15.489932,0.00000000,3.948552,46.77
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,26-Mar-2008,N/A,101.050000,102.338934,1.28893400,4.198611,20.24
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,27-Mar-2008,N/A,99.061349,99.061349,0.00000000,4.921100,0.19
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,27-Mar-2008,N/A,98.015505,98.015505,0.00000000,4.576971,0.43
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,27-Mar-2008,N/A,100.290000,100.559022,0.26902200,4.835776,0.44
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,27-Mar-2008,N/A,102.220000,106.326557,4.10655700,4.806471,0.51
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,27-Mar-2008,N/A,97.003631,97.003631,0.00000000,4.432003,0.68
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,27-Mar-2008,N/A,96.028230,96.028230,0.00000000,4.344584,0.92
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,27-Mar-2008,N/A,99.670000,99.898261,0.22826100,4.358634,0.91
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,27-Mar-2008,N/A,95.995047,95.995047,0.00000000,4.382036,0.92
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,27-Mar-2008,N/A,95.094607,95.094607,0.00000000,4.257273,1.17
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,27-Mar-2008,N/A,94.182594,94.182594,0.00000000,4.197106,1.41
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,27-Mar-2008,N/A,105.330000,105.395217,0.06521700,4.273650,1.41
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,27-Mar-2008,N/A,93.349963,93.349963,0.00000000,4.103824,1.66
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,27-Mar-2008,N/A,102.660000,104.419563,1.75956300,4.104191,1.58
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,27-Mar-2008,N/A,93.304094,93.304094,0.00000000,4.133435,1.66
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,27-Mar-2008,N/A,92.357879,92.357879,0.00000000,4.133847,1.90
4¾% Treasury Stock 2010 WI,GB00B2QH0C07,07-Jun-2010,27-Mar-2008,N/A,101.290000,102.834399,1.54439900,4.121118,2.02
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,27-Mar-2008,N/A,91.452768,91.452768,0.00000000,4.114122,2.15
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,27-Mar-2008,N/A,101.290000,102.743552,1.45355200,4.126200,2.04
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,27-Mar-2008,N/A,91.423476,91.423476,0.00000000,4.129024,2.15
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,27-Mar-2008,N/A,90.504290,90.504290,0.00000000,4.126128,2.39
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,27-Mar-2008,N/A,105.440000,107.569121,2.12912100,4.068273,2.40
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,27-Mar-2008,N/A,89.566553,89.566553,0.00000000,4.132261,2.64
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,27-Mar-2008,N/A,88.724724,88.724724,0.00000000,4.106637,2.88
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,27-Mar-2008,N/A,100.370000,100.612527,0.24252700,4.114428,2.74
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,27-Mar-2008,N/A,88.670754,88.670754,0.00000000,4.127738,2.88
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,27-Mar-2008,N/A,87.797302,87.797302,0.00000000,4.116298,3.13
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,27-Mar-2008,N/A,114.780000,116.659121,1.87912100,4.145903,2.85
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,27-Mar-2008,N/A,86.909847,86.909847,0.00000000,4.116775,3.37
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,27-Mar-2008,N/A,86.018937,86.018937,0.00000000,4.118805,3.62
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,27-Mar-2008,N/A,112.050000,113.370055,1.32005500,4.300988,3.31
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,27-Mar-2008,N/A,85.110296,85.110296,0.00000000,4.130971,3.86
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,27-Mar-2008,N/A,85.153359,85.153359,0.00000000,4.117878,3.86
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,27-Mar-2008,N/A,103.180000,103.465326,0.28532600,4.117291,3.55
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,27-Mar-2008,N/A,84.187304,84.187304,0.00000000,4.146512,4.11
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,27-Mar-2008,N/A,104.140000,105.746557,1.60655700,4.162312,3.69
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,27-Mar-2008,N/A,84.174847,84.174847,0.00000000,4.150114,4.11
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,27-Mar-2008,N/A,118.780000,120.040989,1.26098900,4.234936,3.65
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,27-Mar-2008,N/A,83.259009,83.259009,0.00000000,4.166518,4.35
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,27-Mar-2008,N/A,82.332567,82.332567,0.00000000,4.184719,4.60
4½% Treasury Gilt 2013,GB00B29WRG55,07-Mar-2013,27-Mar-2008,N/A,101.270000,101.551519,0.28151900,4.212070,4.39
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,27-Mar-2008,N/A,81.459460,81.459460,0.00000000,4.191970,4.84
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,27-Mar-2008,N/A,80.603195,80.603195,0.00000000,4.194955,5.09
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,27-Mar-2008,N/A,79.725664,79.725664,0.00000000,4.206427,5.33
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,27-Mar-2008,N/A,118.550000,118.571739,0.02173900,4.187257,4.55
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,27-Mar-2008,N/A,78.970882,78.970882,0.00000000,4.189598,5.58
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,27-Mar-2008,N/A,138.980000,142.488197,3.50819700,4.236791,4.33
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,27-Mar-2008,N/A,78.148388,78.148388,0.00000000,4.192135,5.82
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,27-Mar-2008,N/A,77.262148,77.262148,0.00000000,4.208446,6.07
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,27-Mar-2008,N/A,76.261978,76.261978,0.00000000,4.250631,6.31
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,27-Mar-2008,N/A,104.600000,104.885326,0.28532600,4.177792,5.48
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,27-Mar-2008,N/A,76.405119,76.405119,0.00000000,4.220909,6.31
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,27-Mar-2008,N/A,75.437086,75.437086,0.00000000,4.255450,6.55
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,27-Mar-2008,N/A,74.536196,74.536196,0.00000000,4.277980,6.80
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,27-Mar-2008,N/A,73.615328,73.615328,0.00000000,4.303605,7.04
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,27-Mar-2008,N/A,72.735772,72.735772,0.00000000,4.323095,7.29
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,27-Mar-2008,N/A,102.890000,103.161060,0.27106000,4.291879,6.22
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,27-Mar-2008,N/A,72.700611,72.700611,0.00000000,4.329732,7.29
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,27-Mar-2008,N/A,123.350000,125.798087,2.44808700,4.389439,5.85
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,27-Mar-2008,N/A,71.358617,71.358617,0.00000000,4.434363,7.53
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,27-Mar-2008,N/A,71.356734,71.356734,0.00000000,4.434713,7.53
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,27-Mar-2008,N/A,70.702355,70.702355,0.00000000,4.412752,7.77
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,27-Mar-2008,N/A,69.905939,69.905939,0.00000000,4.417372,8.02
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,27-Mar-2008,N/A,69.318644,69.318644,0.00000000,4.387830,8.26
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,27-Mar-2008,N/A,97.460000,97.688261,0.22826100,4.362564,7.06
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,27-Mar-2008,N/A,69.099591,69.099591,0.00000000,4.426144,8.26
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,27-Mar-2008,N/A,68.214408,68.214408,0.00000000,4.448508,8.50
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,27-Mar-2008,N/A,67.281607,67.281607,0.00000000,4.480699,8.75
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,27-Mar-2008,N/A,66.524999,66.524999,0.00000000,4.482748,8.99
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,27-Mar-2008,N/A,131.910000,132.679231,0.76923100,4.544361,6.81
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,27-Mar-2008,N/A,65.662302,65.662302,0.00000000,4.504582,9.23
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,27-Mar-2008,N/A,64.663912,64.663912,0.00000000,4.548236,9.48
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,27-Mar-2008,N/A,64.047446,64.047446,0.00000000,4.531608,9.72
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,27-Mar-2008,N/A,104.060000,104.345326,0.28532600,4.488945,7.80
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,27-Mar-2008,N/A,64.032717,64.032717,0.00000000,4.533973,9.72
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,27-Mar-2008,N/A,63.232894,63.232894,0.00000000,4.547155,9.97
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,27-Mar-2008,N/A,62.342243,62.342243,0.00000000,4.576461,10.21
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,27-Mar-2008,N/A,61.549867,61.549867,0.00000000,4.590155,10.45
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,27-Mar-2008,N/A,60.768986,60.768986,0.00000000,4.603900,10.70
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,27-Mar-2008,N/A,59.986930,59.986930,0.00000000,4.617843,10.94
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,27-Mar-2008,N/A,59.191042,59.191042,0.00000000,4.635647,11.18
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,27-Mar-2008,N/A,58.371935,58.371935,0.00000000,4.656909,11.43
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,27-Mar-2008,N/A,57.684356,57.684356,0.00000000,4.660241,11.67
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,27-Mar-2008,N/A,101.350000,101.621060,0.27106000,4.601509,9.04
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,27-Mar-2008,N/A,57.629286,57.629286,0.00000000,4.668425,11.67
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,27-Mar-2008,N/A,56.762695,56.762695,0.00000000,4.698353,11.91
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,27-Mar-2008,N/A,55.927140,55.927140,0.00000000,4.725240,12.16
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,27-Mar-2008,N/A,55.032566,55.032566,0.00000000,4.760722,12.40
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,27-Mar-2008,N/A,54.396698,54.396698,0.00000000,4.760001,12.64
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,27-Mar-2008,N/A,132.270000,134.718087,2.44808700,4.690913,8.69
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,27-Mar-2008,N/A,53.483691,53.483691,0.00000000,4.799707,12.88
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,27-Mar-2008,N/A,53.307964,53.307964,0.00000000,4.825250,12.88
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,27-Mar-2008,N/A,52.687189,52.687189,0.00000000,4.824060,13.13
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,27-Mar-2008,N/A,52.141148,52.141148,0.00000000,4.812474,13.37
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,27-Mar-2008,N/A,51.588953,51.588953,0.00000000,4.803721,13.62
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,27-Mar-2008,N/A,51.026366,51.026366,0.00000000,4.796851,13.86
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,27-Mar-2008,N/A,50.466747,50.466747,0.00000000,4.791372,14.11
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,27-Mar-2008,N/A,49.905667,49.905667,0.00000000,4.786445,14.35
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,27-Mar-2008,N/A,49.354651,49.354651,0.00000000,4.781835,14.59
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,27-Mar-2008,N/A,48.865631,48.865631,0.00000000,4.768991,14.84
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,27-Mar-2008,N/A,48.327047,48.327047,0.00000000,4.764682,15.08
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,27-Mar-2008,N/A,47.884875,47.884875,0.00000000,4.747526,15.33
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,27-Mar-2008,N/A,47.405722,47.405722,0.00000000,4.737098,15.57
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,27-Mar-2008,N/A,46.898340,46.898340,0.00000000,4.730819,15.82
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,27-Mar-2008,N/A,46.357246,46.357246,0.00000000,4.730599,16.06
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,27-Mar-2008,N/A,45.877872,45.877872,0.00000000,4.722361,16.31
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,27-Mar-2008,N/A,45.420079,45.420079,0.00000000,4.712751,16.55
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,27-Mar-2008,N/A,45.501638,45.501638,0.00000000,4.701913,16.55
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,27-Mar-2008,N/A,104.140000,104.425326,0.28532600,4.644104,11.44
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,27-Mar-2008,N/A,44.918893,44.918893,0.00000000,4.709188,16.80
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,27-Mar-2008,N/A,44.403718,44.403718,0.00000000,4.708882,17.04
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,27-Mar-2008,N/A,43.877190,43.877190,0.00000000,4.710292,17.29
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,27-Mar-2008,N/A,43.356250,43.356250,0.00000000,4.712309,17.53
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,27-Mar-2008,N/A,42.896682,42.896682,0.00000000,4.706476,17.78
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,27-Mar-2008,N/A,42.396496,42.396496,0.00000000,4.707297,18.02
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,27-Mar-2008,N/A,41.881183,41.881183,0.00000000,4.710298,18.26
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,27-Mar-2008,N/A,41.426463,41.426463,0.00000000,4.706660,18.51
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,27-Mar-2008,N/A,40.961742,40.961742,0.00000000,4.704537,18.75
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,27-Mar-2008,N/A,40.508355,40.508355,0.00000000,4.702190,19.00
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,27-Mar-2008,N/A,40.179370,40.179370,0.00000000,4.683929,19.24
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,27-Mar-2008,N/A,94.900000,96.200546,1.30054600,4.647656,12.87
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,27-Mar-2008,N/A,40.061562,40.061562,0.00000000,4.699189,19.24
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,27-Mar-2008,N/A,39.665516,39.665516,0.00000000,4.690834,19.49
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,27-Mar-2008,N/A,39.207324,39.207324,0.00000000,4.690723,19.73
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,27-Mar-2008,N/A,38.770685,38.770685,0.00000000,4.689004,19.97
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,27-Mar-2008,N/A,38.254229,38.254229,0.00000000,4.697779,20.22
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,27-Mar-2008,N/A,38.186392,38.186392,0.00000000,4.706557,20.22
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,27-Mar-2008,N/A,117.660000,119.496066,1.83606600,4.660180,12.33
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,27-Mar-2008,N/A,37.855520,37.855520,0.00000000,4.692489,20.46
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,27-Mar-2008,N/A,37.511537,37.511537,0.00000000,4.680338,20.71
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,27-Mar-2008,N/A,37.276751,37.276751,0.00000000,4.655338,20.96
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,27-Mar-2008,N/A,36.970997,36.970997,0.00000000,4.639691,21.20
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,27-Mar-2008,N/A,36.732945,36.732945,0.00000000,4.616570,21.45
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,27-Mar-2008,N/A,36.384309,36.384309,0.00000000,4.607710,21.69
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,27-Mar-2008,N/A,36.089011,36.089011,0.00000000,4.593163,21.94
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,27-Mar-2008,N/A,35.713423,35.713423,0.00000000,4.588930,22.18
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,27-Mar-2008,N/A,101.850000,103.303552,1.45355200,4.617129,13.70
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,27-Mar-2008,N/A,35.766662,35.766662,0.00000000,4.582216,22.19
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,27-Mar-2008,N/A,35.465558,35.465558,0.00000000,4.569624,22.43
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,27-Mar-2008,N/A,35.160886,35.160886,0.00000000,4.557650,22.68
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,27-Mar-2008,N/A,34.886299,34.886299,0.00000000,4.542910,22.92
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,27-Mar-2008,N/A,34.582634,34.582634,0.00000000,4.531968,23.17
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,27-Mar-2008,N/A,34.289689,34.289689,0.00000000,4.520652,23.41
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,27-Mar-2008,N/A,34.004391,34.004391,0.00000000,4.508531,23.66
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,27-Mar-2008,N/A,34.068080,34.068080,0.00000000,4.500623,23.66
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,27-Mar-2008,N/A,95.820000,97.120546,1.30054600,4.535954,14.60
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,27-Mar-2008,N/A,33.696560,33.696560,0.00000000,4.500143,23.91
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,27-Mar-2008,N/A,33.387559,33.387559,0.00000000,4.492026,24.15
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,27-Mar-2008,N/A,33.099399,33.099399,0.00000000,4.482226,24.40
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,27-Mar-2008,N/A,32.805304,32.805304,0.00000000,4.473284,24.64
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,27-Mar-2008,N/A,32.530013,32.530013,0.00000000,4.462892,24.89
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,27-Mar-2008,N/A,32.263039,32.263039,0.00000000,4.451591,25.13
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,27-Mar-2008,N/A,32.008390,32.008390,0.00000000,4.439627,25.38
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,27-Mar-2008,N/A,31.746516,31.746516,0.00000000,4.428666,25.63
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,27-Mar-2008,N/A,31.437862,31.437862,0.00000000,4.424280,25.87
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,27-Mar-2008,N/A,31.133197,31.133197,0.00000000,4.419502,26.12
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,27-Mar-2008,N/A,30.952758,30.952758,0.00000000,4.400270,26.36
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,27-Mar-2008,N/A,30.665089,30.665089,0.00000000,4.394294,26.61
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,27-Mar-2008,N/A,30.378726,30.378726,0.00000000,4.388937,26.85
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,27-Mar-2008,N/A,30.150068,30.150068,0.00000000,4.376597,27.10
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,27-Mar-2008,N/A,29.890358,29.890358,0.00000000,4.368820,27.35
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,27-Mar-2008,N/A,29.933635,29.933635,0.00000000,4.363529,27.35
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,27-Mar-2008,N/A,96.880000,97.122527,0.24252700,4.445960,16.02
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,27-Mar-2008,N/A,29.611797,29.611797,0.00000000,4.363431,27.59
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,27-Mar-2008,N/A,29.071203,29.071203,0.00000000,4.352186,28.08
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,27-Mar-2008,N/A,28.519744,28.519744,0.00000000,4.343870,28.57
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,27-Mar-2008,N/A,27.993867,27.993867,0.00000000,4.333976,29.06
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,27-Mar-2008,N/A,27.463315,27.463315,0.00000000,4.326180,29.55
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,27-Mar-2008,N/A,26.948114,26.948114,0.00000000,4.317984,30.05
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,27-Mar-2008,N/A,26.980337,26.980337,0.00000000,4.314006,30.05
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,27-Mar-2008,N/A,105.270000,106.723552,1.45355200,4.433758,16.23
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,27-Mar-2008,N/A,26.456994,26.456994,0.00000000,4.308266,30.54
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,27-Mar-2008,N/A,25.940846,25.940846,0.00000000,4.303074,31.03
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,27-Mar-2008,N/A,25.448025,25.448025,0.00000000,4.296390,31.52
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,27-Mar-2008,N/A,24.958303,24.958303,0.00000000,4.290695,32.01
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,27-Mar-2008,N/A,24.446581,24.446581,0.00000000,4.289124,32.50
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,27-Mar-2008,N/A,23.959663,23.959663,0.00000000,4.285789,32.99
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,27-Mar-2008,N/A,23.496883,23.496883,0.00000000,4.280715,33.48
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,27-Mar-2008,N/A,23.170441,23.170441,0.00000000,4.259556,33.97
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,27-Mar-2008,N/A,101.700000,103.077049,1.37704900,4.403616,17.39
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,27-Mar-2008,N/A,23.083603,23.083603,0.00000000,4.270610,33.97
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,27-Mar-2008,N/A,22.521212,22.521212,0.00000000,4.280873,34.46
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,27-Mar-2008,N/A,22.355072,22.355072,0.00000000,4.241462,34.95
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,27-Mar-2008,N/A,21.942369,21.942369,0.00000000,4.234826,35.44
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,27-Mar-2008,N/A,21.578927,21.578927,0.00000000,4.222997,35.94
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,27-Mar-2008,N/A,21.158190,21.158190,0.00000000,4.219689,36.43
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,27-Mar-2008,N/A,20.841729,20.841729,0.00000000,4.203953,36.92
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,27-Mar-2008,N/A,20.484036,20.484036,0.00000000,4.194622,37.41
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,27-Mar-2008,N/A,20.271154,20.271154,0.00000000,4.167422,37.90
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,27-Mar-2008,N/A,98.170000,99.470546,1.30054600,4.347855,18.49
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,27-Mar-2008,N/A,20.236150,20.236150,0.00000000,4.171982,37.90
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,27-Mar-2008,N/A,19.885228,19.885228,0.00000000,4.163773,38.39
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,27-Mar-2008,N/A,19.571095,19.571095,0.00000000,4.151733,38.89
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,27-Mar-2008,N/A,19.309188,19.309188,0.00000000,4.133770,39.38
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,27-Mar-2008,N/A,18.834345,18.834345,0.00000000,4.144909,39.87
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,27-Mar-2008,N/A,18.451398,18.451398,0.00000000,4.144981,40.36
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,27-Mar-2008,N/A,18.296210,18.296210,0.00000000,4.115442,40.85
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,27-Mar-2008,N/A,18.011487,18.011487,0.00000000,4.104112,41.35
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,27-Mar-2008,N/A,17.720119,17.720119,0.00000000,4.094542,41.84
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,27-Mar-2008,N/A,17.517511,17.517511,0.00000000,4.073833,42.33
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,27-Mar-2008,N/A,17.237139,17.237139,0.00000000,4.064422,42.82
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,27-Mar-2008,N/A,17.003610,17.003610,0.00000000,4.049467,43.32
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,27-Mar-2008,N/A,16.725856,16.725856,0.00000000,4.041306,43.81
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,27-Mar-2008,N/A,16.499793,16.499793,0.00000000,4.026866,44.30
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,27-Mar-2008,N/A,16.270870,16.270870,0.00000000,4.013554,44.80
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,27-Mar-2008,N/A,16.013795,16.013795,0.00000000,4.004847,45.29
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,27-Mar-2008,N/A,15.804710,15.804710,0.00000000,3.990246,45.78
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,27-Mar-2008,N/A,15.583598,15.583598,0.00000000,3.978002,46.27
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,27-Mar-2008,N/A,15.371843,15.371843,0.00000000,3.965144,46.77
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,27-Mar-2008,N/A,15.335238,15.335238,0.00000000,3.970242,46.77
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,27-Mar-2008,N/A,100.050000,101.350546,1.30054600,4.247285,20.11
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,28-Mar-2008,N/A,99.117989,99.117989,0.00000000,4.825652,0.18
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,28-Mar-2008,N/A,98.048650,98.048650,0.00000000,4.584221,0.43
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,28-Mar-2008,N/A,100.330000,100.643859,0.31385900,4.730880,0.43
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,28-Mar-2008,N/A,102.250000,106.430328,4.18032800,4.689815,0.50
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,28-Mar-2008,N/A,97.110154,97.110154,0.00000000,4.322003,0.67
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,28-Mar-2008,N/A,96.146859,96.146859,0.00000000,4.247962,0.92
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,28-Mar-2008,N/A,99.780000,100.040870,0.26087000,4.239913,0.91
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,28-Mar-2008,N/A,96.125689,96.125689,0.00000000,4.272021,0.92
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,28-Mar-2008,N/A,95.224115,95.224115,0.00000000,4.169816,1.16
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,28-Mar-2008,N/A,94.356227,94.356227,0.00000000,4.090162,1.41
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,28-Mar-2008,N/A,105.460000,105.590435,0.13043500,4.166003,1.40
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,28-Mar-2008,N/A,93.531190,93.531190,0.00000000,4.006594,1.65
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,28-Mar-2008,N/A,102.820000,104.626694,1.80669400,3.999388,1.57
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,28-Mar-2008,N/A,93.493897,93.493897,0.00000000,4.030726,1.65
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,28-Mar-2008,N/A,92.573111,92.573111,0.00000000,4.028676,1.90
4¾% Treasury Stock 2010 WI,GB00B2QH0C07,07-Jun-2010,28-Mar-2008,N/A,101.510000,103.054399,1.54439900,4.015399,2.02
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,28-Mar-2008,N/A,91.686516,91.686516,0.00000000,4.010547,2.14
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,28-Mar-2008,N/A,101.510000,103.002486,1.49248600,4.018812,2.03
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,28-Mar-2008,N/A,91.664060,91.664060,0.00000000,4.021978,2.14
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,28-Mar-2008,N/A,90.773242,90.773242,0.00000000,4.015729,2.39
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,28-Mar-2008,N/A,105.700000,107.880632,2.18063200,3.961277,2.39
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,28-Mar-2008,N/A,89.872601,89.872601,0.00000000,4.015403,2.63
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,28-Mar-2008,N/A,89.032600,89.032600,0.00000000,3.997733,2.88
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,28-Mar-2008,N/A,100.660000,100.937174,0.27717400,4.008510,2.73
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,28-Mar-2008,N/A,88.996028,88.996028,0.00000000,4.012013,2.88
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,28-Mar-2008,N/A,88.137064,88.137064,0.00000000,4.003295,3.12
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,28-Mar-2008,N/A,115.090000,117.043297,1.95329700,4.041984,2.84
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,28-Mar-2008,N/A,87.266801,87.266801,0.00000000,4.004889,3.37
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,28-Mar-2008,N/A,86.403755,86.403755,0.00000000,4.004492,3.61
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,28-Mar-2008,N/A,112.430000,113.813929,1.38392900,4.193182,3.30
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,28-Mar-2008,N/A,85.509854,85.509854,0.00000000,4.018160,3.86
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,28-Mar-2008,N/A,85.535865,85.535865,0.00000000,4.010275,3.86
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,28-Mar-2008,N/A,103.580000,103.906087,0.32608700,4.006719,3.55
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,28-Mar-2008,N/A,84.583993,84.583993,0.00000000,4.040108,4.10
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,28-Mar-2008,N/A,104.530000,106.179590,1.64959000,4.060650,3.69
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,28-Mar-2008,N/A,84.591698,84.591698,0.00000000,4.037888,4.10
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,28-Mar-2008,N/A,119.210000,120.545165,1.33516500,4.129360,3.64
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,28-Mar-2008,N/A,83.703016,83.703016,0.00000000,4.051860,4.35
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,28-Mar-2008,N/A,82.790345,82.790345,0.00000000,4.071340,4.59
4½% Treasury Gilt 2013,GB00B29WRG55,07-Mar-2013,28-Mar-2008,N/A,101.750000,102.068204,0.31820400,4.103958,4.38
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,28-Mar-2008,N/A,81.946292,81.946292,0.00000000,4.075723,4.84
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,28-Mar-2008,N/A,81.054057,81.054057,0.00000000,4.091861,5.08
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,28-Mar-2008,N/A,80.209489,80.209489,0.00000000,4.099164,5.33
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,28-Mar-2008,N/A,119.040000,119.126957,0.08695700,4.091823,4.54
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,28-Mar-2008,N/A,79.429112,79.429112,0.00000000,4.091834,5.57
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,28-Mar-2008,N/A,139.520000,143.126557,3.60655700,4.141357,4.33
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,28-Mar-2008,N/A,78.613550,78.613550,0.00000000,4.095883,5.82
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,28-Mar-2008,N/A,77.766117,77.766117,0.00000000,4.106788,6.06
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,28-Mar-2008,N/A,76.785447,76.785447,0.00000000,4.147532,6.30
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,28-Mar-2008,N/A,105.140000,105.466087,0.32608700,4.083101,5.48
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,28-Mar-2008,N/A,76.907023,76.907023,0.00000000,4.122437,6.30
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,28-Mar-2008,N/A,75.945298,75.945298,0.00000000,4.158182,6.55
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,28-Mar-2008,N/A,75.066404,75.066404,0.00000000,4.178687,6.79
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,28-Mar-2008,N/A,74.151025,74.151025,0.00000000,4.205517,7.04
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,28-Mar-2008,N/A,73.298349,73.298349,0.00000000,4.222039,7.28
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,28-Mar-2008,N/A,103.490000,103.799783,0.30978300,4.198210,6.22
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,28-Mar-2008,N/A,73.241323,73.241323,0.00000000,4.232729,7.28
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,28-Mar-2008,N/A,124.020000,126.533661,2.51366100,4.295810,5.85
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,28-Mar-2008,N/A,71.866868,71.866868,0.00000000,4.344774,7.52
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,28-Mar-2008,N/A,71.860443,71.860443,0.00000000,4.345962,7.52
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,28-Mar-2008,N/A,71.224081,71.224081,0.00000000,4.322655,7.77
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,28-Mar-2008,N/A,70.458699,70.458699,0.00000000,4.323523,8.01
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,28-Mar-2008,N/A,69.885641,69.885641,0.00000000,4.293440,8.26
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,28-Mar-2008,N/A,98.130000,98.390870,0.26087000,4.265966,7.06
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,28-Mar-2008,N/A,69.667829,69.667829,0.00000000,4.331246,8.26
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,28-Mar-2008,N/A,68.754628,68.754628,0.00000000,4.359934,8.50
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,28-Mar-2008,N/A,67.854198,67.854198,0.00000000,4.387882,8.74
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,28-Mar-2008,N/A,67.063182,67.063182,0.00000000,4.397129,8.99
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,28-Mar-2008,N/A,132.680000,133.521346,0.84134600,4.456849,6.81
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,28-Mar-2008,N/A,66.186164,66.186164,0.00000000,4.422412,9.23
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,28-Mar-2008,N/A,65.199173,65.199173,0.00000000,4.465101,9.47
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,28-Mar-2008,N/A,64.596558,64.596558,0.00000000,4.447508,9.72
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,28-Mar-2008,N/A,104.700000,105.026087,0.32608700,4.410228,7.81
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,28-Mar-2008,N/A,64.531961,64.531961,0.00000000,4.457803,9.72
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,28-Mar-2008,N/A,63.698807,63.698807,0.00000000,4.477156,9.96
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,28-Mar-2008,N/A,62.842382,62.842382,0.00000000,4.501763,10.21
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,28-Mar-2008,N/A,62.035240,62.035240,0.00000000,4.518534,10.45
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,28-Mar-2008,N/A,61.248077,61.248077,0.00000000,4.533915,10.69
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,28-Mar-2008,N/A,60.464244,60.464244,0.00000000,4.548788,10.94
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,28-Mar-2008,N/A,59.653790,59.653790,0.00000000,4.569319,11.18
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,28-Mar-2008,N/A,58.839190,58.839190,0.00000000,4.590407,11.42
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,28-Mar-2008,N/A,58.095330,58.095330,0.00000000,4.602599,11.67
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,28-Mar-2008,N/A,101.940000,102.249783,0.30978300,4.537362,9.04
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,28-Mar-2008,N/A,58.055529,58.055529,0.00000000,4.608474,11.67
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,28-Mar-2008,N/A,57.210090,57.210090,0.00000000,4.635620,11.91
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,28-Mar-2008,N/A,56.422594,56.422594,0.00000000,4.655781,12.15
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,28-Mar-2008,N/A,55.591403,55.591403,0.00000000,4.682309,12.40
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,28-Mar-2008,N/A,54.902656,54.902656,0.00000000,4.689769,12.64
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,28-Mar-2008,N/A,133.030000,135.543661,2.51366100,4.624981,8.70
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,28-Mar-2008,N/A,54.030792,54.030792,0.00000000,4.723704,12.88
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,28-Mar-2008,N/A,53.846834,53.846834,0.00000000,4.750181,12.88
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,28-Mar-2008,N/A,53.183076,53.183076,0.00000000,4.755623,13.12
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,28-Mar-2008,N/A,52.624680,52.624680,0.00000000,4.746330,13.37
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,28-Mar-2008,N/A,52.069165,52.069165,0.00000000,4.738487,13.61
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,28-Mar-2008,N/A,51.473813,51.473813,0.00000000,4.736643,13.86
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,28-Mar-2008,N/A,50.877719,50.877719,0.00000000,4.736585,14.10
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,28-Mar-2008,N/A,50.320715,50.320715,0.00000000,4.731410,14.35
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,28-Mar-2008,N/A,49.795832,49.795832,0.00000000,4.723472,14.59
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,28-Mar-2008,N/A,49.262767,49.262767,0.00000000,4.717030,14.84
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,28-Mar-2008,N/A,48.730224,48.730224,0.00000000,4.712126,15.08
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,28-Mar-2008,N/A,48.253844,48.253844,0.00000000,4.699945,15.33
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,28-Mar-2008,N/A,47.735364,47.735364,0.00000000,4.695038,15.57
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,28-Mar-2008,N/A,47.249787,47.249787,0.00000000,4.686031,15.82
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,28-Mar-2008,N/A,46.736146,46.736146,0.00000000,4.682276,16.06
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,28-Mar-2008,N/A,46.232052,46.232052,0.00000000,4.677536,16.30
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,28-Mar-2008,N/A,45.780829,45.780829,0.00000000,4.667235,16.55
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,28-Mar-2008,N/A,45.880033,45.880033,0.00000000,4.654155,16.55
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,28-Mar-2008,N/A,104.730000,105.056087,0.32608700,4.594759,11.46
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,28-Mar-2008,N/A,45.279075,45.279075,0.00000000,4.663899,16.79
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,28-Mar-2008,N/A,44.784474,44.784474,0.00000000,4.660989,17.04
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,28-Mar-2008,N/A,44.270067,44.270067,0.00000000,4.660916,17.28
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,28-Mar-2008,N/A,43.750428,43.750428,0.00000000,4.662829,17.53
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,28-Mar-2008,N/A,43.242526,43.242526,0.00000000,4.663433,17.77
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,28-Mar-2008,N/A,42.790234,42.790234,0.00000000,4.658083,18.02
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,28-Mar-2008,N/A,42.271253,42.271253,0.00000000,4.661613,18.26
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,28-Mar-2008,N/A,41.819449,41.819449,0.00000000,4.657678,18.50
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,28-Mar-2008,N/A,41.357863,41.357863,0.00000000,4.655234,18.75
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,28-Mar-2008,N/A,40.888702,40.888702,0.00000000,4.654974,18.99
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,28-Mar-2008,N/A,40.557509,40.557509,0.00000000,4.637209,19.24
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,28-Mar-2008,N/A,95.540000,96.875383,1.33538300,4.596293,12.89
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,28-Mar-2008,N/A,40.451639,40.451639,0.00000000,4.650795,19.24
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,28-Mar-2008,N/A,40.051785,40.051785,0.00000000,4.643026,19.48
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,28-Mar-2008,N/A,39.568296,39.568296,0.00000000,4.646189,19.73
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,28-Mar-2008,N/A,39.138460,39.138460,0.00000000,4.643617,19.97
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,28-Mar-2008,N/A,38.673820,38.673820,0.00000000,4.645694,20.22
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,28-Mar-2008,N/A,38.682002,38.682002,0.00000000,4.644648,20.22
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,28-Mar-2008,N/A,118.410000,120.295246,1.88524600,4.609228,12.36
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,28-Mar-2008,N/A,38.336680,38.336680,0.00000000,4.632599,20.46
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,28-Mar-2008,N/A,37.913246,37.913246,0.00000000,4.630720,20.71
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,28-Mar-2008,N/A,37.684444,37.684444,0.00000000,4.605206,20.95
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,28-Mar-2008,N/A,37.344046,37.344046,0.00000000,4.594099,21.20
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,28-Mar-2008,N/A,37.110446,37.110446,0.00000000,4.570621,21.44
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,28-Mar-2008,N/A,36.742559,36.742559,0.00000000,4.564255,21.69
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,28-Mar-2008,N/A,36.448684,36.448684,0.00000000,4.549637,21.94
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,28-Mar-2008,N/A,36.093144,36.093144,0.00000000,4.542922,22.18
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,28-Mar-2008,N/A,102.550000,104.042486,1.49248600,4.567854,13.72
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,28-Mar-2008,N/A,36.121464,36.121464,0.00000000,4.539386,22.18
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,28-Mar-2008,N/A,35.816745,35.816745,0.00000000,4.527326,22.43
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,28-Mar-2008,N/A,35.516872,35.516872,0.00000000,4.514846,22.67
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,28-Mar-2008,N/A,35.223403,35.223403,0.00000000,4.502544,22.92
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,28-Mar-2008,N/A,34.930704,34.930704,0.00000000,4.490319,23.17
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,28-Mar-2008,N/A,34.644393,34.644393,0.00000000,4.478245,23.41
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,28-Mar-2008,N/A,34.361157,34.361157,0.00000000,4.465954,23.66
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,28-Mar-2008,N/A,34.420532,34.420532,0.00000000,4.458656,23.66
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,28-Mar-2008,N/A,96.490000,97.825383,1.33538300,4.488989,14.63
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,28-Mar-2008,N/A,34.055125,34.055125,0.00000000,4.457372,23.90
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,28-Mar-2008,N/A,33.746332,33.746332,0.00000000,4.449269,24.15
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,28-Mar-2008,N/A,33.459966,33.459966,0.00000000,4.439287,24.39
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,28-Mar-2008,N/A,33.165032,33.165032,0.00000000,4.430490,24.64
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,28-Mar-2008,N/A,32.884781,32.884781,0.00000000,4.420745,24.88
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,28-Mar-2008,N/A,32.621018,32.621018,0.00000000,4.409116,25.13
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,28-Mar-2008,N/A,32.355208,32.355208,0.00000000,4.398566,25.38
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,28-Mar-2008,N/A,32.053248,32.053248,0.00000000,4.392537,25.62
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,28-Mar-2008,N/A,31.763522,31.763522,0.00000000,4.385816,25.87
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,28-Mar-2008,N/A,31.456521,31.456521,0.00000000,4.381306,26.11
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,28-Mar-2008,N/A,31.271693,31.271693,0.00000000,4.362723,26.36
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,28-Mar-2008,N/A,31.004306,31.004306,0.00000000,4.354282,26.61
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,28-Mar-2008,N/A,30.720161,30.720161,0.00000000,4.348626,26.85
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,28-Mar-2008,N/A,30.490044,30.490044,0.00000000,4.336524,27.10
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,28-Mar-2008,N/A,30.224682,30.224682,0.00000000,4.329426,27.34
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,28-Mar-2008,N/A,30.273775,30.273775,0.00000000,4.323490,27.34
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,28-Mar-2008,N/A,97.580000,97.857174,0.27717400,4.401208,16.06
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,28-Mar-2008,N/A,29.944211,29.944211,0.00000000,4.324248,27.59
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,28-Mar-2008,N/A,29.399669,29.399669,0.00000000,4.313428,28.08
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,28-Mar-2008,N/A,28.842809,28.842809,0.00000000,4.305674,28.57
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,28-Mar-2008,N/A,28.288928,28.288928,0.00000000,4.299103,29.06
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,28-Mar-2008,N/A,27.804988,27.804988,0.00000000,4.285524,29.55
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,28-Mar-2008,N/A,27.301015,27.301015,0.00000000,4.275839,30.04
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,28-Mar-2008,N/A,27.381869,27.381869,0.00000000,4.265996,30.04
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,28-Mar-2008,N/A,106.030000,107.522486,1.49248600,4.390062,16.27
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,28-Mar-2008,N/A,26.755828,26.755828,0.00000000,4.272622,30.53
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,28-Mar-2008,N/A,26.229461,26.229461,0.00000000,4.268531,31.02
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,28-Mar-2008,N/A,25.733069,25.733069,0.00000000,4.262148,31.51
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,28-Mar-2008,N/A,25.236110,25.236110,0.00000000,4.257192,32.00
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,28-Mar-2008,N/A,24.719942,24.719942,0.00000000,4.255971,32.49
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,28-Mar-2008,N/A,24.222986,24.222986,0.00000000,4.253702,32.98
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,28-Mar-2008,N/A,23.735436,23.735436,0.00000000,4.251573,33.47
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,28-Mar-2008,N/A,23.477651,23.477651,0.00000000,4.221794,33.97
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,28-Mar-2008,N/A,102.460000,103.873934,1.41393400,4.361436,17.44
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,28-Mar-2008,N/A,23.281260,23.281260,0.00000000,4.246525,33.96
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,28-Mar-2008,N/A,22.822973,22.822973,0.00000000,4.243247,34.45
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,28-Mar-2008,N/A,22.627108,22.627108,0.00000000,4.207836,34.95
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,28-Mar-2008,N/A,22.178032,22.178032,0.00000000,4.205651,35.44
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,28-Mar-2008,N/A,21.806739,21.806739,0.00000000,4.194721,35.93
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,28-Mar-2008,N/A,21.386355,21.386355,0.00000000,4.191178,36.42
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,28-Mar-2008,N/A,21.029362,21.029362,0.00000000,4.180596,36.91
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,28-Mar-2008,N/A,20.739570,20.739570,0.00000000,4.162387,37.41
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,28-Mar-2008,N/A,20.582145,20.582145,0.00000000,4.128142,37.90
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,28-Mar-2008,N/A,98.880000,100.215383,1.33538300,4.309464,18.55
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,28-Mar-2008,N/A,20.426859,20.426859,0.00000000,4.148124,37.90
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,28-Mar-2008,N/A,20.102586,20.102586,0.00000000,4.136334,38.39
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,28-Mar-2008,N/A,19.790931,19.790931,0.00000000,4.123871,38.88
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,28-Mar-2008,N/A,19.511034,19.511034,0.00000000,4.108211,39.38
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,28-Mar-2008,N/A,19.129580,19.129580,0.00000000,4.106735,39.87
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,28-Mar-2008,N/A,18.636328,18.636328,0.00000000,4.121100,40.35
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,28-Mar-2008,N/A,18.587109,18.587109,0.00000000,4.077643,40.85
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,28-Mar-2008,N/A,18.262817,18.262817,0.00000000,4.071398,41.34
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,28-Mar-2008,N/A,18.073934,18.073934,0.00000000,4.048078,41.84
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,28-Mar-2008,N/A,17.720808,17.720808,0.00000000,4.047353,42.33
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,28-Mar-2008,N/A,17.478705,17.478705,0.00000000,4.032691,42.82
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,28-Mar-2008,N/A,17.268826,17.268826,0.00000000,4.014492,43.32
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,28-Mar-2008,N/A,17.016348,17.016348,0.00000000,4.002747,43.81
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,28-Mar-2008,N/A,16.795450,16.795450,0.00000000,3.987511,44.30
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,28-Mar-2008,N/A,16.536972,16.536972,0.00000000,3.978064,44.79
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,28-Mar-2008,N/A,16.278746,16.278746,0.00000000,3.969326,45.29
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,28-Mar-2008,N/A,16.055908,16.055908,0.00000000,3.956506,45.78
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,28-Mar-2008,N/A,15.834920,15.834920,0.00000000,3.944123,46.27
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,28-Mar-2008,N/A,15.681564,15.681564,0.00000000,3.923174,46.77
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,28-Mar-2008,N/A,15.604665,15.604665,0.00000000,3.933685,46.77
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,28-Mar-2008,N/A,100.790000,102.125383,1.33538300,4.211195,20.19
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,31-Mar-2008,N/A,99.151697,99.151697,0.00000000,4.708347,0.18
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,31-Mar-2008,N/A,98.111976,98.111976,0.00000000,4.460558,0.42
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,31-Mar-2008,N/A,100.370000,100.698804,0.32880400,4.633534,0.43
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,31-Mar-2008,N/A,102.300000,106.504918,4.20491800,4.575053,0.50
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,31-Mar-2008,N/A,97.197967,97.197967,0.00000000,4.204326,0.67
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,31-Mar-2008,N/A,96.264480,96.264480,0.00000000,4.126557,0.91
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,31-Mar-2008,N/A,99.950000,100.221739,0.27173900,4.052611,0.90
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,31-Mar-2008,N/A,96.243523,96.243523,0.00000000,4.150399,0.91
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,31-Mar-2008,N/A,95.365190,95.365190,0.00000000,4.051837,1.16
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,31-Mar-2008,N/A,94.531818,94.531818,0.00000000,3.965558,1.40
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,31-Mar-2008,N/A,105.730000,105.882174,0.15217400,3.976554,1.40
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,31-Mar-2008,N/A,93.744217,93.744217,0.00000000,3.875326,1.65
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,31-Mar-2008,N/A,103.120000,104.942404,1.82240400,3.814568,1.57
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,31-Mar-2008,N/A,93.695873,93.695873,0.00000000,3.906571,1.65
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,31-Mar-2008,N/A,92.790014,92.790014,0.00000000,3.910864,1.90
4¾% Treasury Stock 2010 WI,GB00B2QH0C07,07-Jun-2010,31-Mar-2008,N/A,101.780000,103.324399,1.54439900,3.886046,2.02
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,31-Mar-2008,N/A,91.918864,91.918864,0.00000000,3.897387,2.14
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,31-Mar-2008,N/A,101.780000,103.285464,1.50546400,3.889069,2.03
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,31-Mar-2008,N/A,91.898768,91.898768,0.00000000,3.907598,2.14
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,31-Mar-2008,N/A,91.033333,91.033333,0.00000000,3.900287,2.39
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,31-Mar-2008,N/A,106.040000,108.237802,2.19780200,3.827575,2.39
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,31-Mar-2008,N/A,90.167952,90.167952,0.00000000,3.894830,2.63
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,31-Mar-2008,N/A,89.358986,89.358986,0.00000000,3.874218,2.88
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,31-Mar-2008,N/A,101.020000,101.308723,0.28872300,3.877743,2.73
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,31-Mar-2008,N/A,89.325617,89.325617,0.00000000,3.887204,2.88
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,31-Mar-2008,N/A,88.481777,88.481777,0.00000000,3.881715,3.12
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,31-Mar-2008,N/A,115.500000,117.478022,1.97802200,3.915223,2.84
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,31-Mar-2008,N/A,87.633023,87.633023,0.00000000,3.883665,3.37
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,31-Mar-2008,N/A,86.788688,86.788688,0.00000000,3.884419,3.61
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,31-Mar-2008,N/A,112.880000,114.285220,1.40522000,4.071398,3.30
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,31-Mar-2008,N/A,85.913974,85.913974,0.00000000,3.898682,3.86
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,31-Mar-2008,N/A,85.942484,85.942484,0.00000000,3.890079,3.86
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,31-Mar-2008,N/A,104.020000,104.359674,0.33967400,3.886858,3.55
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,31-Mar-2008,N/A,85.009666,85.009666,0.00000000,3.920379,4.10
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,31-Mar-2008,N/A,104.990000,106.653934,1.66393400,3.942767,3.69
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,31-Mar-2008,N/A,85.013987,85.013987,0.00000000,3.919140,4.10
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,31-Mar-2008,N/A,119.680000,121.039890,1.35989000,4.020028,3.65
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,31-Mar-2008,N/A,84.111062,84.111062,0.00000000,3.942450,4.35
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,31-Mar-2008,N/A,83.216997,83.216997,0.00000000,3.961774,4.59
4½% Treasury Gilt 2013,GB00B29WRG55,07-Mar-2013,31-Mar-2008,N/A,102.270000,102.600432,0.33043200,3.987763,4.38
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,31-Mar-2008,N/A,82.384049,82.384049,0.00000000,3.967795,4.84
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,31-Mar-2008,N/A,81.503620,81.503620,0.00000000,3.985169,5.08
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,31-Mar-2008,N/A,80.646349,80.646349,0.00000000,3.999217,5.33
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,31-Mar-2008,N/A,119.490000,119.598696,0.10869600,4.007241,4.54
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,31-Mar-2008,N/A,79.801536,79.801536,0.00000000,4.009843,5.57
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,31-Mar-2008,N/A,140.030000,143.669344,3.63934400,4.056448,4.33
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,31-Mar-2008,N/A,79.003925,79.003925,0.00000000,4.012582,5.82
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,31-Mar-2008,N/A,78.159432,78.159432,0.00000000,4.025370,6.06
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,31-Mar-2008,N/A,77.170540,77.170540,0.00000000,4.069927,6.30
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,31-Mar-2008,N/A,105.620000,105.959674,0.33967400,3.999866,5.48
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,31-Mar-2008,N/A,77.305012,77.305012,0.00000000,4.042311,6.30
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,31-Mar-2008,N/A,76.315277,76.315277,0.00000000,4.085682,6.55
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,31-Mar-2008,N/A,75.473972,75.473972,0.00000000,4.100613,6.79
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,31-Mar-2008,N/A,74.589966,74.589966,0.00000000,4.123255,7.04
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,31-Mar-2008,N/A,73.715969,73.715969,0.00000000,4.145556,7.28
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,31-Mar-2008,N/A,104.010000,104.332690,0.32269000,4.117741,6.23
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,31-Mar-2008,N/A,73.650727,73.650727,0.00000000,4.157717,7.28
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,31-Mar-2008,N/A,124.630000,127.165519,2.53551900,4.212674,5.86
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,31-Mar-2008,N/A,72.270254,72.270254,0.00000000,4.271914,7.52
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,31-Mar-2008,N/A,72.265794,72.265794,0.00000000,4.272734,7.52
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,31-Mar-2008,N/A,71.634156,71.634156,0.00000000,4.250223,7.77
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,31-Mar-2008,N/A,70.834585,70.834585,0.00000000,4.258566,8.01
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,31-Mar-2008,N/A,70.347314,70.347314,0.00000000,4.215089,8.26
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,31-Mar-2008,N/A,98.690000,98.961739,0.27173900,4.185644,7.06
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,31-Mar-2008,N/A,70.050285,70.050285,0.00000000,4.266334,8.26
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,31-Mar-2008,N/A,69.187662,69.187662,0.00000000,4.287450,8.50
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,31-Mar-2008,N/A,68.258225,68.258225,0.00000000,4.321319,8.74
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,31-Mar-2008,N/A,67.455101,67.455101,0.00000000,4.333612,8.99
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,31-Mar-2008,N/A,133.330000,134.195385,0.86538500,4.384727,6.82
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,31-Mar-2008,N/A,66.550719,66.550719,0.00000000,4.364184,9.23
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,31-Mar-2008,N/A,65.558042,65.558042,0.00000000,4.408429,9.47
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,31-Mar-2008,N/A,64.900339,64.900339,0.00000000,4.400455,9.72
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,31-Mar-2008,N/A,105.240000,105.579674,0.33967400,4.344416,7.81
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,31-Mar-2008,N/A,64.816318,64.816318,0.00000000,4.413786,9.72
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,31-Mar-2008,N/A,63.990336,63.990336,0.00000000,4.432530,9.96
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,31-Mar-2008,N/A,63.134467,63.134467,0.00000000,4.457502,10.20
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,31-Mar-2008,N/A,62.310798,62.310798,0.00000000,4.477282,10.45
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,31-Mar-2008,N/A,61.519106,61.519106,0.00000000,4.493754,10.69
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,31-Mar-2008,N/A,60.726929,60.726929,0.00000000,4.510270,10.94
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,31-Mar-2008,N/A,59.880709,59.880709,0.00000000,4.536450,11.18
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,31-Mar-2008,N/A,59.067797,59.067797,0.00000000,4.557543,11.42
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,31-Mar-2008,N/A,58.320906,58.320906,0.00000000,4.570436,11.67
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,31-Mar-2008,N/A,102.330000,102.652690,0.32269000,4.495226,9.05
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,31-Mar-2008,N/A,58.296038,58.296038,0.00000000,4.574092,11.67
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,31-Mar-2008,N/A,57.427794,57.427794,0.00000000,4.604775,11.91
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,31-Mar-2008,N/A,56.673008,56.673008,0.00000000,4.620364,12.15
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,31-Mar-2008,N/A,55.890217,55.890217,0.00000000,4.640077,12.40
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,31-Mar-2008,N/A,55.123256,55.123256,0.00000000,4.659033,12.64
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,31-Mar-2008,N/A,133.470000,136.005519,2.53551900,4.587317,8.70
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,31-Mar-2008,N/A,54.335069,54.335069,0.00000000,4.681094,12.88
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,31-Mar-2008,N/A,54.172426,54.172426,0.00000000,4.704368,12.88
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,31-Mar-2008,N/A,53.516709,53.516709,0.00000000,4.708937,13.12
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,31-Mar-2008,N/A,52.993367,52.993367,0.00000000,4.695061,13.37
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,31-Mar-2008,N/A,52.314749,52.314749,0.00000000,4.704851,13.61
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,31-Mar-2008,N/A,51.615087,51.615087,0.00000000,4.717784,13.86
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,31-Mar-2008,N/A,51.021887,51.021887,0.00000000,4.717417,14.10
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,31-Mar-2008,N/A,50.455524,50.455524,0.00000000,4.713649,14.34
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,31-Mar-2008,N/A,49.937463,49.937463,0.00000000,4.704873,14.59
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,31-Mar-2008,N/A,49.409817,49.409817,0.00000000,4.697796,14.83
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,31-Mar-2008,N/A,48.909740,48.909740,0.00000000,4.688578,15.08
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,31-Mar-2008,N/A,48.399604,48.399604,0.00000000,4.681090,15.32
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,31-Mar-2008,N/A,47.844813,47.844813,0.00000000,4.681136,15.57
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,31-Mar-2008,N/A,47.336240,47.336240,0.00000000,4.675271,15.81
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,31-Mar-2008,N/A,46.863151,46.863151,0.00000000,4.666158,16.06
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,31-Mar-2008,N/A,46.352745,46.352745,0.00000000,4.662318,16.30
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,31-Mar-2008,N/A,45.896785,45.896785,0.00000000,4.652704,16.55
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,31-Mar-2008,N/A,45.985814,45.985814,0.00000000,4.640993,16.55
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,31-Mar-2008,N/A,105.050000,105.389674,0.33967400,4.568166,11.46
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,31-Mar-2008,N/A,45.402080,45.402080,0.00000000,4.648493,16.79
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,31-Mar-2008,N/A,44.885297,44.885297,0.00000000,4.648523,17.04
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,31-Mar-2008,N/A,44.402051,44.402051,0.00000000,4.644418,17.28
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,31-Mar-2008,N/A,43.845635,43.845635,0.00000000,4.651140,17.52
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,31-Mar-2008,N/A,43.375430,43.375430,0.00000000,4.646872,17.77
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,31-Mar-2008,N/A,42.907873,42.907873,0.00000000,4.643537,18.01
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,31-Mar-2008,N/A,42.407698,42.407698,0.00000000,4.644652,18.26
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,31-Mar-2008,N/A,41.950648,41.950648,0.00000000,4.641424,18.50
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,31-Mar-2008,N/A,41.491657,41.491657,0.00000000,4.638677,18.75
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,31-Mar-2008,N/A,41.020402,41.020402,0.00000000,4.638699,18.99
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,31-Mar-2008,N/A,40.764675,40.764675,0.00000000,4.611377,19.24
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,31-Mar-2008,N/A,95.860000,97.206995,1.34699500,4.570755,12.90
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,31-Mar-2008,N/A,40.559684,40.559684,0.00000000,4.637582,19.24
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,31-Mar-2008,N/A,40.184843,40.184843,0.00000000,4.626641,19.48
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,31-Mar-2008,N/A,39.725317,39.725317,0.00000000,4.626747,19.73
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,31-Mar-2008,N/A,39.302556,39.302556,0.00000000,4.623289,19.97
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,31-Mar-2008,N/A,38.839588,38.839588,0.00000000,4.625156,20.22
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,31-Mar-2008,N/A,38.862219,38.862219,0.00000000,4.622275,20.22
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,31-Mar-2008,N/A,118.810000,120.711639,1.90163900,4.582281,12.37
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,31-Mar-2008,N/A,38.509682,38.509682,0.00000000,4.611200,20.46
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,31-Mar-2008,N/A,38.059169,38.059169,0.00000000,4.612771,20.71
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,31-Mar-2008,N/A,37.804112,37.804112,0.00000000,4.590664,20.95
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,31-Mar-2008,N/A,37.457961,37.457961,0.00000000,4.580316,21.20
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,31-Mar-2008,N/A,37.175250,37.175250,0.00000000,4.563057,21.44
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,31-Mar-2008,N/A,36.812950,36.812950,0.00000000,4.555999,21.69
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,31-Mar-2008,N/A,36.513130,36.513130,0.00000000,4.542141,21.93
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,31-Mar-2008,N/A,36.177461,36.177461,0.00000000,4.532955,22.18
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,31-Mar-2008,N/A,102.890000,104.395464,1.50546400,4.544082,13.74
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,31-Mar-2008,N/A,36.181957,36.181957,0.00000000,4.532395,22.18
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,31-Mar-2008,N/A,35.874656,35.874656,0.00000000,4.520664,22.43
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,31-Mar-2008,N/A,35.554574,35.554574,0.00000000,4.510705,22.67
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,31-Mar-2008,N/A,35.295073,35.295073,0.00000000,4.494202,22.92
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,31-Mar-2008,N/A,34.971665,34.971665,0.00000000,4.485783,23.16
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,31-Mar-2008,N/A,34.681001,34.681001,0.00000000,4.474247,23.41
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,31-Mar-2008,N/A,34.387647,34.387647,0.00000000,4.463206,23.66
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,31-Mar-2008,N/A,34.452409,34.452409,0.00000000,4.455252,23.66
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,31-Mar-2008,N/A,96.720000,98.066995,1.34699500,4.472965,14.64
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,31-Mar-2008,N/A,34.081552,34.081552,0.00000000,4.454627,23.90
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,31-Mar-2008,N/A,33.767879,33.767879,0.00000000,4.447123,24.15
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,31-Mar-2008,N/A,33.480743,33.480743,0.00000000,4.437231,24.39
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,31-Mar-2008,N/A,33.183383,33.183383,0.00000000,4.428731,24.64
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,31-Mar-2008,N/A,32.899784,32.899784,0.00000000,4.419389,24.88
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,31-Mar-2008,N/A,32.638209,32.638209,0.00000000,4.407494,25.13
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,31-Mar-2008,N/A,32.369047,32.369047,0.00000000,4.397347,25.37
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,31-Mar-2008,N/A,32.051612,32.051612,0.00000000,4.393200,25.62
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,31-Mar-2008,N/A,31.760042,31.760042,0.00000000,4.386695,25.86
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,31-Mar-2008,N/A,31.470266,31.470266,0.00000000,4.380087,26.11
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,31-Mar-2008,N/A,31.267271,31.267271,0.00000000,4.363705,26.36
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,31-Mar-2008,N/A,30.999214,30.999214,0.00000000,4.355341,26.60
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,31-Mar-2008,N/A,30.711451,30.711451,0.00000000,4.350118,26.85
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,31-Mar-2008,N/A,30.482073,30.482073,0.00000000,4.337921,27.10
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,31-Mar-2008,N/A,30.219291,30.219291,0.00000000,4.330504,27.34
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,31-Mar-2008,N/A,30.286422,30.286422,0.00000000,4.322388,27.34
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,31-Mar-2008,N/A,97.750000,98.038723,0.28872300,4.390406,16.07
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,31-Mar-2008,N/A,29.933929,29.933929,0.00000000,4.325916,27.59
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,31-Mar-2008,N/A,29.376165,29.376165,0.00000000,4.316692,28.08
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,31-Mar-2008,N/A,28.816211,28.816211,0.00000000,4.309311,28.57
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,31-Mar-2008,N/A,28.296876,28.296876,0.00000000,4.298536,29.06
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,31-Mar-2008,N/A,27.767289,27.767289,0.00000000,4.290508,29.55
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,31-Mar-2008,N/A,27.212239,27.212239,0.00000000,4.287066,30.04
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,31-Mar-2008,N/A,27.308265,27.308265,0.00000000,4.275340,30.04
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,31-Mar-2008,N/A,106.190000,107.695464,1.50546400,4.380914,16.28
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,31-Mar-2008,N/A,26.697870,26.697870,0.00000000,4.280103,30.53
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,31-Mar-2008,N/A,26.161926,26.161926,0.00000000,4.277214,31.02
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,31-Mar-2008,N/A,25.661483,25.661483,0.00000000,4.271354,31.51
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,31-Mar-2008,N/A,25.164789,25.164789,0.00000000,4.266396,32.00
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,31-Mar-2008,N/A,24.665821,24.665821,0.00000000,4.263071,32.49
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,31-Mar-2008,N/A,24.184742,24.184742,0.00000000,4.258842,32.98
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,31-Mar-2008,N/A,23.701060,23.701060,0.00000000,4.256247,33.47
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,31-Mar-2008,N/A,23.416198,23.416198,0.00000000,4.229847,33.96
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,31-Mar-2008,N/A,102.580000,104.006230,1.42623000,4.354817,17.45
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,31-Mar-2008,N/A,23.271839,23.271839,0.00000000,4.248055,33.96
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,31-Mar-2008,N/A,22.803624,22.803624,0.00000000,4.246042,34.45
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,31-Mar-2008,N/A,22.620012,22.620012,0.00000000,4.209059,34.95
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,31-Mar-2008,N/A,22.141713,22.141713,0.00000000,4.210596,35.44
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,31-Mar-2008,N/A,21.796899,21.796899,0.00000000,4.196293,35.93
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,31-Mar-2008,N/A,21.348706,21.348706,0.00000000,4.196327,36.42
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,31-Mar-2008,N/A,20.978704,20.978704,0.00000000,4.187437,36.91
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,31-Mar-2008,N/A,20.652632,20.652632,0.00000000,4.173919,37.40
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,31-Mar-2008,N/A,20.538336,20.538336,0.00000000,4.134059,37.90
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,31-Mar-2008,N/A,98.940000,100.286995,1.34699500,4.306241,18.55
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,31-Mar-2008,N/A,20.353907,20.353907,0.00000000,4.157861,37.90
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,31-Mar-2008,N/A,20.028740,20.028740,0.00000000,4.146212,38.39
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,31-Mar-2008,N/A,19.712621,19.712621,0.00000000,4.134355,38.88
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,31-Mar-2008,N/A,19.444466,19.444466,0.00000000,4.117173,39.37
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,31-Mar-2008,N/A,19.102811,19.102811,0.00000000,4.110526,39.86
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,31-Mar-2008,N/A,18.621963,18.621963,0.00000000,4.123287,40.35
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,31-Mar-2008,N/A,18.507590,18.507590,0.00000000,4.088409,40.85
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,31-Mar-2008,N/A,18.203886,18.203886,0.00000000,4.079482,41.34
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,31-Mar-2008,N/A,17.955233,17.955233,0.00000000,4.064090,41.83
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,31-Mar-2008,N/A,17.641366,17.641366,0.00000000,4.058227,42.32
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,31-Mar-2008,N/A,17.377123,17.377123,0.00000000,4.046558,42.82
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,31-Mar-2008,N/A,17.167289,17.167289,0.00000000,4.028358,43.31
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,31-Mar-2008,N/A,16.903095,16.903095,0.00000000,4.018239,43.80
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,31-Mar-2008,N/A,16.718715,16.718715,0.00000000,3.998092,44.30
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,31-Mar-2008,N/A,16.429218,16.429218,0.00000000,3.992899,44.79
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,31-Mar-2008,N/A,16.167928,16.167928,0.00000000,3.984648,45.28
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,31-Mar-2008,N/A,15.966356,15.966356,0.00000000,3.968959,45.77
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,31-Mar-2008,N/A,15.738882,15.738882,0.00000000,3.957501,46.27
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,31-Mar-2008,N/A,15.597922,15.597922,0.00000000,3.934837,46.76
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,31-Mar-2008,N/A,15.509144,15.509144,0.00000000,3.947044,46.76
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,31-Mar-2008,N/A,100.750000,102.096995,1.34699500,4.213136,20.19
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,01-Apr-2008,N/A,99.132046,99.132046,0.00000000,4.893107,0.18
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,01-Apr-2008,N/A,98.085808,98.085808,0.00000000,4.552638,0.42
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,01-Apr-2008,N/A,100.260000,100.603750,0.34375000,4.883660,0.43
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,01-Apr-2008,N/A,102.160000,106.389508,4.22950800,4.817937,0.50
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,01-Apr-2008,N/A,97.132755,97.132755,0.00000000,4.322145,0.67
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,01-Apr-2008,N/A,96.171650,96.171650,0.00000000,4.244736,0.91
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,01-Apr-2008,N/A,99.800000,100.082609,0.28260900,4.218912,0.90
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,01-Apr-2008,N/A,96.155371,96.155371,0.00000000,4.263339,0.91
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,01-Apr-2008,N/A,95.241020,95.241020,0.00000000,4.173968,1.16
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,01-Apr-2008,N/A,94.385949,94.385949,0.00000000,4.083387,1.40
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,01-Apr-2008,N/A,105.460000,105.633913,0.17391300,4.152545,1.39
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,01-Apr-2008,N/A,93.569329,93.569329,0.00000000,3.995006,1.65
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,01-Apr-2008,N/A,102.870000,104.708115,1.83811500,3.963585,1.57
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,01-Apr-2008,N/A,93.509586,93.509586,0.00000000,4.033779,1.65
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,01-Apr-2008,N/A,92.583989,92.583989,0.00000000,4.033925,1.89
4¾% Treasury Stock 2010 WI,GB00B2QH0C07,07-Jun-2010,01-Apr-2008,N/A,101.490000,103.034399,1.54439900,4.024998,2.02
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,01-Apr-2008,N/A,91.686921,91.686921,0.00000000,4.020492,2.14
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,01-Apr-2008,N/A,101.490000,103.008443,1.51844300,4.026684,2.03
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,01-Apr-2008,N/A,91.672890,91.672890,0.00000000,4.027652,2.14
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,01-Apr-2008,N/A,90.785038,90.785038,0.00000000,4.019346,2.38
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,01-Apr-2008,N/A,105.680000,107.894973,2.21497300,3.964737,2.39
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,01-Apr-2008,N/A,89.877930,89.877930,0.00000000,4.021415,2.63
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,01-Apr-2008,N/A,89.040924,89.040924,0.00000000,4.001969,2.87
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,01-Apr-2008,N/A,100.650000,100.950272,0.30027200,4.011666,2.72
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,01-Apr-2008,N/A,89.002031,89.002031,0.00000000,4.017182,2.87
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,01-Apr-2008,N/A,88.145072,88.145072,0.00000000,4.007328,3.12
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,01-Apr-2008,N/A,115.040000,117.042747,2.00274700,4.049908,2.83
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,01-Apr-2008,N/A,87.281208,87.281208,0.00000000,4.006389,3.36
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,01-Apr-2008,N/A,86.410392,86.410392,0.00000000,4.008368,3.61
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,01-Apr-2008,N/A,112.430000,113.856511,1.42651100,4.188750,3.30
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,01-Apr-2008,N/A,85.532115,85.532115,0.00000000,4.017015,3.85
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,01-Apr-2008,N/A,85.563406,85.563406,0.00000000,4.007520,3.85
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,01-Apr-2008,N/A,103.600000,103.953261,0.35326100,3.999988,3.54
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,01-Apr-2008,N/A,84.645762,84.645762,0.00000000,4.027627,4.10
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,01-Apr-2008,N/A,104.570000,106.248279,1.67827900,4.049058,3.68
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,01-Apr-2008,N/A,84.604271,84.604271,0.00000000,4.039593,4.10
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,01-Apr-2008,N/A,119.080000,120.464615,1.38461500,4.153902,3.64
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,01-Apr-2008,N/A,83.639213,83.639213,0.00000000,4.074447,4.34
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,01-Apr-2008,N/A,82.722180,82.722180,0.00000000,4.094100,4.59
4½% Treasury Gilt 2013,GB00B29WRG55,07-Mar-2013,01-Apr-2008,N/A,101.810000,102.152660,0.34266000,4.090104,4.38
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,01-Apr-2008,N/A,81.870805,81.870805,0.00000000,4.099341,4.83
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,01-Apr-2008,N/A,80.971483,80.971483,0.00000000,4.116301,5.08
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,01-Apr-2008,N/A,80.077946,80.077946,0.00000000,4.134163,5.32
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,01-Apr-2008,N/A,118.850000,118.980435,0.13043500,4.123800,4.54
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,01-Apr-2008,N/A,79.257198,79.257198,0.00000000,4.134740,5.57
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,01-Apr-2008,N/A,139.110000,142.782131,3.67213100,4.202322,4.32
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,01-Apr-2008,N/A,78.482261,78.482261,0.00000000,4.128444,5.81
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,01-Apr-2008,N/A,77.602306,77.602306,0.00000000,4.145280,6.05
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,01-Apr-2008,N/A,76.655257,76.655257,0.00000000,4.178017,6.30
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,01-Apr-2008,N/A,104.970000,105.323261,0.35326100,4.111881,5.47
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,01-Apr-2008,N/A,76.772044,76.772044,0.00000000,4.153846,6.30
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,01-Apr-2008,N/A,75.789340,75.789340,0.00000000,4.193034,6.54
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,01-Apr-2008,N/A,74.902465,74.902465,0.00000000,4.214212,6.79
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,01-Apr-2008,N/A,74.018453,74.018453,0.00000000,4.234199,7.03
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,01-Apr-2008,N/A,73.144820,73.144820,0.00000000,4.253981,7.27
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,01-Apr-2008,N/A,103.280000,103.615598,0.33559800,4.230409,6.22
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,01-Apr-2008,N/A,73.095040,73.095040,0.00000000,4.263340,7.27
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,01-Apr-2008,N/A,123.790000,126.347377,2.55737700,4.324993,5.84
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,01-Apr-2008,N/A,71.703470,71.703470,0.00000000,4.378182,7.52
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,01-Apr-2008,N/A,71.697613,71.697613,0.00000000,4.379268,7.52
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,01-Apr-2008,N/A,71.047005,71.047005,0.00000000,4.357724,7.76
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,01-Apr-2008,N/A,70.246943,70.246943,0.00000000,4.364036,8.01
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,01-Apr-2008,N/A,69.735954,69.735954,0.00000000,4.322223,8.25
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,01-Apr-2008,N/A,97.880000,98.162609,0.28260900,4.302154,7.05
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,01-Apr-2008,N/A,69.452617,69.452617,0.00000000,4.371571,8.25
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,01-Apr-2008,N/A,68.548548,68.548548,0.00000000,4.398048,8.49
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,01-Apr-2008,N/A,67.638462,67.638462,0.00000000,4.427031,8.74
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,01-Apr-2008,N/A,66.805168,66.805168,0.00000000,4.442692,8.98
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,01-Apr-2008,N/A,132.390000,133.279423,0.88942300,4.487059,6.80
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,01-Apr-2008,N/A,65.922580,65.922580,0.00000000,4.468249,9.22
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,01-Apr-2008,N/A,64.909882,64.909882,0.00000000,4.514618,9.47
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,01-Apr-2008,N/A,64.247656,64.247656,0.00000000,4.505735,9.71
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,01-Apr-2008,N/A,104.430000,104.783261,0.35326100,4.442948,7.80
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,01-Apr-2008,N/A,64.206884,64.206884,0.00000000,4.512272,9.71
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,01-Apr-2008,N/A,63.376673,63.376673,0.00000000,4.530509,9.95
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,01-Apr-2008,N/A,62.522836,62.522836,0.00000000,4.554122,10.20
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,01-Apr-2008,N/A,61.731395,61.731395,0.00000000,4.567888,10.44
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,01-Apr-2008,N/A,60.940255,60.940255,0.00000000,4.583346,10.68
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,01-Apr-2008,N/A,60.151901,60.151901,0.00000000,4.598420,10.93
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,01-Apr-2008,N/A,59.320107,59.320107,0.00000000,4.621723,11.17
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,01-Apr-2008,N/A,58.516885,58.516885,0.00000000,4.640691,11.42
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,01-Apr-2008,N/A,57.805652,57.805652,0.00000000,4.647592,11.66
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,01-Apr-2008,N/A,101.570000,101.905598,0.33559800,4.577384,9.03
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,01-Apr-2008,N/A,57.759841,57.759841,0.00000000,4.654393,11.66
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,01-Apr-2008,N/A,56.902783,56.902783,0.00000000,4.682973,11.90
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,01-Apr-2008,N/A,56.147609,56.147609,0.00000000,4.698066,12.14
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,01-Apr-2008,N/A,55.335155,55.335155,0.00000000,4.721643,12.39
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,01-Apr-2008,N/A,54.577265,54.577265,0.00000000,4.738822,12.63
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,01-Apr-2008,N/A,132.560000,135.117377,2.55737700,4.664114,8.68
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,01-Apr-2008,N/A,53.787987,53.787987,0.00000000,4.760667,12.87
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,01-Apr-2008,N/A,53.620655,53.620655,0.00000000,4.784871,12.87
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,01-Apr-2008,N/A,52.951118,52.951118,0.00000000,4.790896,13.12
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,01-Apr-2008,N/A,52.423111,52.423111,0.00000000,4.776969,13.36
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,01-Apr-2008,N/A,51.812632,51.812632,0.00000000,4.776659,13.60
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,01-Apr-2008,N/A,51.184398,51.184398,0.00000000,4.779198,13.85
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,01-Apr-2008,N/A,50.627478,50.627478,0.00000000,4.773373,14.09
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,01-Apr-2008,N/A,50.062267,50.062267,0.00000000,4.769101,14.34
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,01-Apr-2008,N/A,49.528601,49.528601,0.00000000,4.762110,14.58
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,01-Apr-2008,N/A,49.042808,49.042808,0.00000000,4.748924,14.83
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,01-Apr-2008,N/A,48.542091,48.542091,0.00000000,4.739468,15.07
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,01-Apr-2008,N/A,48.006674,48.006674,0.00000000,4.735126,15.32
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,01-Apr-2008,N/A,47.479774,47.479774,0.00000000,4.731156,15.56
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,01-Apr-2008,N/A,46.995921,46.995921,0.00000000,4.721710,15.81
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,01-Apr-2008,N/A,46.464864,46.464864,0.00000000,4.720110,16.05
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,01-Apr-2008,N/A,45.976318,45.976318,0.00000000,4.713121,16.30
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,01-Apr-2008,N/A,45.542663,45.542663,0.00000000,4.700282,16.54
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,01-Apr-2008,N/A,45.608580,45.608580,0.00000000,4.691538,16.54
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,01-Apr-2008,N/A,104.350000,104.703261,0.35326100,4.626313,11.44
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,01-Apr-2008,N/A,45.027619,45.027619,0.00000000,4.698573,16.79
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,01-Apr-2008,N/A,44.511119,44.511119,0.00000000,4.698409,17.03
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,01-Apr-2008,N/A,44.021197,44.021197,0.00000000,4.695005,17.27
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,01-Apr-2008,N/A,43.475007,43.475007,0.00000000,4.700306,17.52
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,01-Apr-2008,N/A,43.024365,43.024365,0.00000000,4.693322,17.76
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,01-Apr-2008,N/A,42.525025,42.525025,0.00000000,4.693997,18.01
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,01-Apr-2008,N/A,42.042907,42.042907,0.00000000,4.692666,18.25
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,01-Apr-2008,N/A,41.579347,41.579347,0.00000000,4.690160,18.50
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,01-Apr-2008,N/A,41.128285,41.128285,0.00000000,4.686276,18.74
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,01-Apr-2008,N/A,40.654205,40.654205,0.00000000,4.686585,18.98
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,01-Apr-2008,N/A,40.343510,40.343510,0.00000000,4.666019,19.23
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,01-Apr-2008,N/A,95.190000,96.548607,1.35860700,4.624460,12.87
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,01-Apr-2008,N/A,40.201295,40.201295,0.00000000,4.684382,19.23
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,01-Apr-2008,N/A,39.821008,39.821008,0.00000000,4.673978,19.47
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,01-Apr-2008,N/A,39.349361,39.349361,0.00000000,4.675596,19.72
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,01-Apr-2008,N/A,38.912389,38.912389,0.00000000,4.673883,19.96
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,01-Apr-2008,N/A,38.482865,38.482865,0.00000000,4.671428,20.21
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,01-Apr-2008,N/A,38.480667,38.480667,0.00000000,4.671711,20.21
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,01-Apr-2008,N/A,118.040000,119.958033,1.91803300,4.633988,12.34
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,01-Apr-2008,N/A,38.152803,38.152803,0.00000000,4.657322,20.45
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,01-Apr-2008,N/A,37.730369,37.730369,0.00000000,4.655288,20.70
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,01-Apr-2008,N/A,37.435878,37.435878,0.00000000,4.637984,20.94
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,01-Apr-2008,N/A,37.086899,37.086899,0.00000000,4.627876,21.19
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,01-Apr-2008,N/A,36.792260,36.792260,0.00000000,4.611935,21.44
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,01-Apr-2008,N/A,36.442093,36.442093,0.00000000,4.603261,21.68
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,01-Apr-2008,N/A,36.133440,36.133440,0.00000000,4.590366,21.93
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,01-Apr-2008,N/A,35.789210,35.789210,0.00000000,4.582165,22.17
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,01-Apr-2008,N/A,102.140000,103.658443,1.51844300,4.596633,13.70
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,01-Apr-2008,N/A,35.812251,35.812251,0.00000000,4.579262,22.17
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,01-Apr-2008,N/A,35.491653,35.491653,0.00000000,4.569081,22.42
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,01-Apr-2008,N/A,35.188449,35.188449,0.00000000,4.556908,22.66
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,01-Apr-2008,N/A,34.899619,34.899619,0.00000000,4.543907,22.91
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,01-Apr-2008,N/A,34.569705,34.569705,0.00000000,4.536226,23.16
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,01-Apr-2008,N/A,34.260956,34.260956,0.00000000,4.526830,23.40
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,01-Apr-2008,N/A,33.974384,33.974384,0.00000000,4.514840,23.65
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,01-Apr-2008,N/A,34.017832,34.017832,0.00000000,4.509436,23.65
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,01-Apr-2008,N/A,95.930000,97.288607,1.35860700,4.528305,14.60
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,01-Apr-2008,N/A,33.654103,33.654103,0.00000000,4.507950,23.89
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,01-Apr-2008,N/A,33.339705,33.339705,0.00000000,4.500483,24.14
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,01-Apr-2008,N/A,33.050943,33.050943,0.00000000,4.490705,24.38
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,01-Apr-2008,N/A,32.746610,32.746610,0.00000000,4.483009,24.63
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,01-Apr-2008,N/A,32.469837,32.469837,0.00000000,4.472747,24.87
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,01-Apr-2008,N/A,32.182929,32.182929,0.00000000,4.463882,25.12
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,01-Apr-2008,N/A,31.915517,31.915517,0.00000000,4.453435,25.36
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,01-Apr-2008,N/A,31.622807,31.622807,0.00000000,4.446247,25.61
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,01-Apr-2008,N/A,31.332014,31.332014,0.00000000,4.439623,25.86
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,01-Apr-2008,N/A,31.042080,31.042080,0.00000000,4.433018,26.10
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,01-Apr-2008,N/A,30.836249,30.836249,0.00000000,4.416827,26.35
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,01-Apr-2008,N/A,30.572544,30.572544,0.00000000,4.407892,26.59
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,01-Apr-2008,N/A,30.287548,30.287548,0.00000000,4.402334,26.84
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,01-Apr-2008,N/A,30.060209,30.060209,0.00000000,4.389800,27.09
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,01-Apr-2008,N/A,29.798257,29.798257,0.00000000,4.382260,27.33
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,01-Apr-2008,N/A,29.841027,29.841027,0.00000000,4.377012,27.33
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,01-Apr-2008,N/A,96.920000,97.220272,0.30027200,4.443409,16.01
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,01-Apr-2008,N/A,29.515778,29.515778,0.00000000,4.377347,27.58
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,01-Apr-2008,N/A,28.964054,28.964054,0.00000000,4.367437,28.07
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,01-Apr-2008,N/A,28.410916,28.410916,0.00000000,4.359313,28.56
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,01-Apr-2008,N/A,27.882139,27.882139,0.00000000,4.349759,29.05
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,01-Apr-2008,N/A,27.331747,27.331747,0.00000000,4.344416,29.54
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,01-Apr-2008,N/A,26.790935,26.790935,0.00000000,4.339406,30.03
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,01-Apr-2008,N/A,26.917816,26.917816,0.00000000,4.323673,30.03
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,01-Apr-2008,N/A,105.290000,106.808443,1.51844300,4.432549,16.22
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,01-Apr-2008,N/A,26.297049,26.297049,0.00000000,4.330041,30.52
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,01-Apr-2008,N/A,25.798217,25.798217,0.00000000,4.322728,31.01
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,01-Apr-2008,N/A,25.315854,25.315854,0.00000000,4.314763,31.50
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,01-Apr-2008,N/A,24.797322,24.797322,0.00000000,4.312734,31.99
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,01-Apr-2008,N/A,24.298606,24.298606,0.00000000,4.309600,32.48
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,01-Apr-2008,N/A,23.829514,23.829514,0.00000000,4.304065,32.97
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,01-Apr-2008,N/A,23.365480,23.365480,0.00000000,4.299203,33.46
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,01-Apr-2008,N/A,23.044768,23.044768,0.00000000,4.277269,33.95
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,01-Apr-2008,N/A,101.690000,103.128525,1.43852500,4.404167,17.37
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,01-Apr-2008,N/A,22.902402,22.902402,0.00000000,4.295520,33.95
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,01-Apr-2008,N/A,22.550727,22.550727,0.00000000,4.278751,34.44
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,01-Apr-2008,N/A,22.355443,22.355443,0.00000000,4.243055,34.94
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,01-Apr-2008,N/A,21.889764,21.889764,0.00000000,4.243217,35.43
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,01-Apr-2008,N/A,21.491607,21.491607,0.00000000,4.235874,35.92
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,01-Apr-2008,N/A,21.165628,21.165628,0.00000000,4.220290,36.41
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,01-Apr-2008,N/A,20.797060,20.797060,0.00000000,4.211307,36.90
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,01-Apr-2008,N/A,20.456943,20.456943,0.00000000,4.199678,37.40
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,01-Apr-2008,N/A,20.249222,20.249222,0.00000000,4.171766,37.89
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,01-Apr-2008,N/A,98.090000,99.448607,1.35860700,4.352231,18.47
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,01-Apr-2008,N/A,20.128615,20.128615,0.00000000,4.187533,37.89
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,01-Apr-2008,N/A,19.852201,19.852201,0.00000000,4.169570,38.38
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,01-Apr-2008,N/A,19.529665,19.529665,0.00000000,4.158628,38.87
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,01-Apr-2008,N/A,19.243603,19.243603,0.00000000,4.143833,39.36
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,01-Apr-2008,N/A,18.905352,18.905352,0.00000000,4.136873,39.86
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,01-Apr-2008,N/A,18.441878,18.441878,0.00000000,4.147649,40.34
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,01-Apr-2008,N/A,18.316653,18.316653,0.00000000,4.114070,40.84
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,01-Apr-2008,N/A,17.997954,17.997954,0.00000000,4.107274,41.33
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,01-Apr-2008,N/A,17.765793,17.765793,0.00000000,4.089711,41.83
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,01-Apr-2008,N/A,17.464123,17.464123,0.00000000,4.082347,42.32
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,01-Apr-2008,N/A,17.184751,17.184751,0.00000000,4.072816,42.81
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,01-Apr-2008,N/A,16.960482,16.960482,0.00000000,4.056597,43.30
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,01-Apr-2008,N/A,16.689848,16.689848,0.00000000,4.047475,43.79
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,01-Apr-2008,N/A,16.416867,16.416867,0.00000000,4.039473,44.29
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,01-Apr-2008,N/A,16.145384,16.145384,0.00000000,4.032056,44.78
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,01-Apr-2008,N/A,15.879618,15.879618,0.00000000,4.024629,45.27
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,01-Apr-2008,N/A,15.652019,15.652019,0.00000000,4.012639,45.76
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,01-Apr-2008,N/A,15.413499,15.413499,0.00000000,4.002892,46.25
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,01-Apr-2008,N/A,15.304337,15.304337,0.00000000,3.975705,46.75
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,01-Apr-2008,N/A,15.229305,15.229305,0.00000000,3.986218,46.75
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,01-Apr-2008,N/A,99.800000,101.158607,1.35860700,4.259584,20.07
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,02-Apr-2008,N/A,99.157858,99.157858,0.00000000,4.819131,0.17
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,02-Apr-2008,N/A,98.083248,98.083248,0.00000000,4.588223,0.42
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,02-Apr-2008,N/A,100.230000,100.588696,0.35869600,4.949823,0.42
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,02-Apr-2008,N/A,102.120000,106.374098,4.25409800,4.873565,0.49
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,02-Apr-2008,N/A,97.149263,97.149263,0.00000000,4.314139,0.66
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,02-Apr-2008,N/A,96.175225,96.175225,0.00000000,4.253218,0.91
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,02-Apr-2008,N/A,99.790000,100.083478,0.29347800,4.230580,0.90
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,02-Apr-2008,N/A,96.157486,96.157486,0.00000000,4.273549,0.91
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,02-Apr-2008,N/A,95.248393,95.248393,0.00000000,4.177042,1.15
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,02-Apr-2008,N/A,94.391388,94.391388,0.00000000,4.087122,1.40
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,02-Apr-2008,N/A,105.430000,105.625652,0.19565200,4.166194,1.39
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,02-Apr-2008,N/A,93.571826,93.571826,0.00000000,3.999954,1.64
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,02-Apr-2008,N/A,102.840000,104.693825,1.85382500,3.979150,1.57
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,02-Apr-2008,N/A,93.525545,93.525545,0.00000000,4.030037,1.64
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,02-Apr-2008,N/A,92.586811,92.586811,0.00000000,4.038058,1.89
4¾% Treasury Stock 2010 WI,GB00B2QH0C07,07-Jun-2010,02-Apr-2008,N/A,101.460000,103.004399,1.54439900,4.039401,2.02
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,02-Apr-2008,N/A,91.685909,91.685909,0.00000000,4.026104,2.13
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,02-Apr-2008,N/A,101.460000,102.991421,1.53142100,4.040227,2.02
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,02-Apr-2008,N/A,91.677877,91.677877,0.00000000,4.030208,2.13
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,02-Apr-2008,N/A,90.791458,90.791458,0.00000000,4.020920,2.38
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,02-Apr-2008,N/A,105.660000,107.892143,2.23214300,3.970359,2.39
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,02-Apr-2008,N/A,89.901627,89.901627,0.00000000,4.015516,2.62
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,02-Apr-2008,N/A,89.020785,89.020785,0.00000000,4.013605,2.87
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,02-Apr-2008,N/A,100.600000,100.911821,0.31182100,4.029635,2.72
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,02-Apr-2008,N/A,89.014145,89.014145,0.00000000,4.016205,2.87
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,02-Apr-2008,N/A,88.145206,88.145206,0.00000000,4.010759,3.12
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,02-Apr-2008,N/A,114.970000,116.997473,2.02747300,4.067466,2.83
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,02-Apr-2008,N/A,87.282477,87.282477,0.00000000,4.009165,3.36
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,02-Apr-2008,N/A,86.422076,86.422076,0.00000000,4.007625,3.61
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,02-Apr-2008,N/A,112.400000,113.847802,1.44780200,4.194531,3.29
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,02-Apr-2008,N/A,85.544436,85.544436,0.00000000,4.016081,3.85
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,02-Apr-2008,N/A,85.592036,85.592036,0.00000000,4.001630,3.85
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,02-Apr-2008,N/A,103.580000,103.946848,0.36684800,4.004774,3.54
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,02-Apr-2008,N/A,84.618369,84.618369,0.00000000,4.038192,4.09
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,02-Apr-2008,N/A,104.560000,106.252623,1.69262300,4.050922,3.68
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,02-Apr-2008,N/A,84.640999,84.640999,0.00000000,4.031662,4.10
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,02-Apr-2008,N/A,119.060000,120.469341,1.40934100,4.155930,3.64
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,02-Apr-2008,N/A,83.708467,83.708467,0.00000000,4.057896,4.34
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,02-Apr-2008,N/A,82.799306,82.799306,0.00000000,4.076186,4.58
4½% Treasury Gilt 2013,GB00B29WRG55,07-Mar-2013,02-Apr-2008,N/A,101.830000,102.184888,0.35488800,4.085408,4.37
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,02-Apr-2008,N/A,81.943511,81.943511,0.00000000,4.083238,4.83
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,02-Apr-2008,N/A,81.024337,81.024337,0.00000000,4.105633,5.07
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,02-Apr-2008,N/A,80.145351,80.145351,0.00000000,4.120430,5.32
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,02-Apr-2008,N/A,118.840000,118.992174,0.15217400,4.124070,4.53
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,02-Apr-2008,N/A,79.305856,79.305856,0.00000000,4.125717,5.56
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,02-Apr-2008,N/A,139.090000,142.794918,3.70491800,4.202880,4.32
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,02-Apr-2008,N/A,78.513731,78.513731,0.00000000,4.123453,5.81
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,02-Apr-2008,N/A,77.650759,77.650759,0.00000000,4.136819,6.05
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,02-Apr-2008,N/A,76.785940,76.785940,0.00000000,4.152745,6.30
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,02-Apr-2008,N/A,104.970000,105.336848,0.36684800,4.111545,5.47
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,02-Apr-2008,N/A,76.776279,76.776279,0.00000000,4.154744,6.30
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,02-Apr-2008,N/A,75.813620,75.813620,0.00000000,4.189870,6.54
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,02-Apr-2008,N/A,74.950127,74.950127,0.00000000,4.206505,6.78
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,02-Apr-2008,N/A,74.065563,74.065563,0.00000000,4.226775,7.03
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,02-Apr-2008,N/A,73.188604,73.188604,0.00000000,4.247325,7.27
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,02-Apr-2008,N/A,103.300000,103.648505,0.34850500,4.227130,6.21
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,02-Apr-2008,N/A,73.145073,73.145073,0.00000000,4.255507,7.27
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,02-Apr-2008,N/A,123.820000,126.399235,2.57923500,4.319969,5.84
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,02-Apr-2008,N/A,71.734867,71.734867,0.00000000,4.373930,7.51
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,02-Apr-2008,N/A,71.726497,71.726497,0.00000000,4.375483,7.51
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,02-Apr-2008,N/A,71.090022,71.090022,0.00000000,4.351432,7.76
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,02-Apr-2008,N/A,70.288163,70.288163,0.00000000,4.358180,8.00
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,02-Apr-2008,N/A,69.796822,69.796822,0.00000000,4.313054,8.25
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,02-Apr-2008,N/A,97.920000,98.213478,0.29347800,4.296445,7.05
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,02-Apr-2008,N/A,69.516601,69.516601,0.00000000,4.361830,8.25
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,02-Apr-2008,N/A,68.612196,68.612196,0.00000000,4.388518,8.49
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,02-Apr-2008,N/A,67.726237,67.726237,0.00000000,4.413544,8.73
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,02-Apr-2008,N/A,66.821249,66.821249,0.00000000,4.441348,8.98
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,02-Apr-2008,N/A,132.430000,133.343462,0.91346200,4.481788,6.80
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,02-Apr-2008,N/A,65.965889,65.965889,0.00000000,4.462428,9.22
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,02-Apr-2008,N/A,64.969204,64.969204,0.00000000,4.506255,9.46
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,02-Apr-2008,N/A,64.372779,64.372779,0.00000000,4.486941,9.71
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,02-Apr-2008,N/A,104.540000,104.906848,0.36684800,4.429358,7.80
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,02-Apr-2008,N/A,64.298478,64.298478,0.00000000,4.498837,9.71
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,02-Apr-2008,N/A,63.461980,63.461980,0.00000000,4.518223,9.95
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,02-Apr-2008,N/A,62.619794,62.619794,0.00000000,4.540123,10.20
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,02-Apr-2008,N/A,61.824543,61.824543,0.00000000,4.554627,10.44
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,02-Apr-2008,N/A,61.042240,61.042240,0.00000000,4.568846,10.68
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,02-Apr-2008,N/A,60.251506,60.251506,0.00000000,4.584415,10.93
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,02-Apr-2008,N/A,59.451842,59.451842,0.00000000,4.602974,11.17
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,02-Apr-2008,N/A,58.633853,58.633853,0.00000000,4.624293,11.41
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,02-Apr-2008,N/A,57.940609,57.940609,0.00000000,4.628657,11.66
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,02-Apr-2008,N/A,101.750000,102.098505,0.34850500,4.557801,9.03
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,02-Apr-2008,N/A,57.874563,57.874563,0.00000000,4.638442,11.66
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,02-Apr-2008,N/A,57.008308,57.008308,0.00000000,4.668465,11.90
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,02-Apr-2008,N/A,56.246795,56.246795,0.00000000,4.684569,12.14
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,02-Apr-2008,N/A,55.453957,55.453957,0.00000000,4.705357,12.39
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,02-Apr-2008,N/A,54.706690,54.706690,0.00000000,4.721073,12.63
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,02-Apr-2008,N/A,132.760000,135.339235,2.57923500,4.646669,8.68
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,02-Apr-2008,N/A,53.955259,53.955259,0.00000000,4.737544,12.87
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,02-Apr-2008,N/A,53.786404,53.786404,0.00000000,4.761895,12.87
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,02-Apr-2008,N/A,53.108492,53.108492,0.00000000,4.769246,13.11
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,02-Apr-2008,N/A,52.526920,52.526920,0.00000000,4.763126,13.36
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,02-Apr-2008,N/A,51.909622,51.909622,0.00000000,4.763852,13.60
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,02-Apr-2008,N/A,51.296061,51.296061,0.00000000,4.764392,13.85
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,02-Apr-2008,N/A,50.745492,50.745492,0.00000000,4.757759,14.09
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,02-Apr-2008,N/A,50.234359,50.234359,0.00000000,4.746062,14.34
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,02-Apr-2008,N/A,49.702568,49.702568,0.00000000,4.738939,14.58
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,02-Apr-2008,N/A,49.198091,49.198091,0.00000000,4.728467,14.83
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,02-Apr-2008,N/A,48.720140,48.720140,0.00000000,4.716018,15.07
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,02-Apr-2008,N/A,48.226899,48.226899,0.00000000,4.706077,15.32
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,02-Apr-2008,N/A,47.712540,47.712540,0.00000000,4.700542,15.56
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,02-Apr-2008,N/A,47.232424,47.232424,0.00000000,4.690758,15.81
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,02-Apr-2008,N/A,46.731624,46.731624,0.00000000,4.685230,16.05
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,02-Apr-2008,N/A,46.253953,46.253953,0.00000000,4.676955,16.30
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,02-Apr-2008,N/A,45.799794,45.799794,0.00000000,4.667005,16.54
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,02-Apr-2008,N/A,45.856337,45.856337,0.00000000,4.659545,16.54
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,02-Apr-2008,N/A,104.690000,105.056848,0.36684800,4.597931,11.45
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,02-Apr-2008,N/A,45.260643,45.260643,0.00000000,4.668576,16.79
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,02-Apr-2008,N/A,44.769842,44.769842,0.00000000,4.665113,17.03
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,02-Apr-2008,N/A,44.250734,44.250734,0.00000000,4.665631,17.27
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,02-Apr-2008,N/A,43.760888,43.760888,0.00000000,4.663610,17.52
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,02-Apr-2008,N/A,43.256856,43.256856,0.00000000,4.663694,17.76
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,02-Apr-2008,N/A,42.790447,42.790447,0.00000000,4.660140,18.01
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,02-Apr-2008,N/A,42.293383,42.293383,0.00000000,4.660814,18.25
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,02-Apr-2008,N/A,41.849908,41.849908,0.00000000,4.655771,18.50
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,02-Apr-2008,N/A,41.387715,41.387715,0.00000000,4.653397,18.74
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,02-Apr-2008,N/A,40.919744,40.919744,0.00000000,4.652952,18.98
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,02-Apr-2008,N/A,40.600624,40.600624,0.00000000,4.633638,19.23
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,02-Apr-2008,N/A,95.570000,96.940219,1.37021900,4.593991,12.88
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,02-Apr-2008,N/A,40.455002,40.455002,0.00000000,4.652322,19.23
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,02-Apr-2008,N/A,40.093966,40.093966,0.00000000,4.639543,19.47
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,02-Apr-2008,N/A,39.615011,39.615011,0.00000000,4.642114,19.72
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,02-Apr-2008,N/A,39.176174,39.176174,0.00000000,4.640667,19.96
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,02-Apr-2008,N/A,38.716848,38.716848,0.00000000,4.642055,20.21
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,02-Apr-2008,N/A,38.736379,38.736379,0.00000000,4.639559,20.21
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,02-Apr-2008,N/A,118.490000,120.424426,1.93442600,4.603562,12.35
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,02-Apr-2008,N/A,38.411623,38.411623,0.00000000,4.624876,20.45
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,02-Apr-2008,N/A,38.011764,38.011764,0.00000000,4.619996,20.70
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,02-Apr-2008,N/A,37.675020,37.675020,0.00000000,4.608173,20.94
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,02-Apr-2008,N/A,37.332678,37.332678,0.00000000,4.597293,21.19
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,02-Apr-2008,N/A,37.052523,37.052523,0.00000000,4.579627,21.44
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,02-Apr-2008,N/A,36.684374,36.684374,0.00000000,4.573271,21.68
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,02-Apr-2008,N/A,36.387643,36.387643,0.00000000,4.558954,21.93
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,02-Apr-2008,N/A,36.004901,36.004901,0.00000000,4.555622,22.17
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,02-Apr-2008,N/A,102.520000,104.051421,1.53142100,4.569927,13.71
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,02-Apr-2008,N/A,36.039982,36.039982,0.00000000,4.551230,22.17
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,02-Apr-2008,N/A,35.738691,35.738691,0.00000000,4.538686,22.42
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,02-Apr-2008,N/A,35.401359,35.401359,0.00000000,4.530834,22.66
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,02-Apr-2008,N/A,35.127904,35.127904,0.00000000,4.515979,22.91
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,02-Apr-2008,N/A,34.804682,34.804682,0.00000000,4.507499,23.16
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,02-Apr-2008,N/A,34.513472,34.513472,0.00000000,4.495967,23.40
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,02-Apr-2008,N/A,34.203787,34.203787,0.00000000,4.486896,23.65
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,02-Apr-2008,N/A,34.257328,34.257328,0.00000000,4.480282,23.65
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,02-Apr-2008,N/A,96.260000,97.630219,1.37021900,4.505139,14.61
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,02-Apr-2008,N/A,33.904633,33.904633,0.00000000,4.477412,23.89
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,02-Apr-2008,N/A,33.590561,33.590561,0.00000000,4.469929,24.14
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,02-Apr-2008,N/A,33.300410,33.300410,0.00000000,4.460358,24.38
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,02-Apr-2008,N/A,33.002987,33.002987,0.00000000,4.451834,24.63
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,02-Apr-2008,N/A,32.723860,32.723860,0.00000000,4.441898,24.87
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,02-Apr-2008,N/A,32.439326,32.439326,0.00000000,4.432772,25.12
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,02-Apr-2008,N/A,32.171385,32.171385,0.00000000,4.422425,25.37
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,02-Apr-2008,N/A,31.885447,31.885447,0.00000000,4.414420,25.61
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,02-Apr-2008,N/A,31.596204,31.596204,0.00000000,4.407609,25.86
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,02-Apr-2008,N/A,31.317881,31.317881,0.00000000,4.399588,26.10
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,02-Apr-2008,N/A,31.109516,31.109516,0.00000000,4.383791,26.35
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,02-Apr-2008,N/A,30.848350,30.848350,0.00000000,4.374569,26.60
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,02-Apr-2008,N/A,30.565326,30.565326,0.00000000,4.368758,26.84
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,02-Apr-2008,N/A,30.336792,30.336792,0.00000000,4.356423,27.09
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,02-Apr-2008,N/A,30.058749,30.058749,0.00000000,4.350844,27.33
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,02-Apr-2008,N/A,30.071091,30.071091,0.00000000,4.349342,27.33
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,02-Apr-2008,N/A,97.330000,97.641821,0.31182100,4.417151,16.04
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,02-Apr-2008,N/A,29.773509,29.773509,0.00000000,4.346248,27.58
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,02-Apr-2008,N/A,29.210248,29.210248,0.00000000,4.337701,28.07
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,02-Apr-2008,N/A,28.656071,28.656071,0.00000000,4.329639,28.56
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,02-Apr-2008,N/A,28.120414,28.120414,0.00000000,4.320869,29.05
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,02-Apr-2008,N/A,27.602447,27.602447,0.00000000,4.311448,29.54
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,02-Apr-2008,N/A,27.052154,27.052154,0.00000000,4.307484,30.03
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,02-Apr-2008,N/A,27.177512,27.177512,0.00000000,4.292090,30.03
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,02-Apr-2008,N/A,105.730000,107.261421,1.53142100,4.407208,16.24
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,02-Apr-2008,N/A,26.501216,26.501216,0.00000000,4.305083,30.52
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,02-Apr-2008,N/A,25.990877,25.990877,0.00000000,4.299111,31.01
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,02-Apr-2008,N/A,25.494129,25.494129,0.00000000,4.292856,31.50
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,02-Apr-2008,N/A,24.972229,24.972229,0.00000000,4.291127,31.99
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,02-Apr-2008,N/A,24.482004,24.482004,0.00000000,4.286808,32.48
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,02-Apr-2008,N/A,24.012146,24.012146,0.00000000,4.281261,32.97
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,02-Apr-2008,N/A,23.551936,23.551936,0.00000000,4.275796,33.46
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,02-Apr-2008,N/A,23.263951,23.263951,0.00000000,4.249729,33.96
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,02-Apr-2008,N/A,102.130000,103.580820,1.45082000,4.379686,17.41
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,02-Apr-2008,N/A,23.124278,23.124278,0.00000000,4.267465,33.95
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,02-Apr-2008,N/A,22.773327,22.773327,0.00000000,4.250568,34.45
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,02-Apr-2008,N/A,22.496416,22.496416,0.00000000,4.225391,34.94
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,02-Apr-2008,N/A,22.047825,22.047825,0.00000000,4.223233,35.43
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,02-Apr-2008,N/A,21.651256,21.651256,0.00000000,4.215588,35.92
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,02-Apr-2008,N/A,21.329902,21.329902,0.00000000,4.199370,36.41
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,02-Apr-2008,N/A,20.960674,20.960674,0.00000000,4.190380,36.90
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,02-Apr-2008,N/A,20.612398,20.612398,0.00000000,4.179737,37.40
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,02-Apr-2008,N/A,20.420499,20.420499,0.00000000,4.149834,37.89
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,02-Apr-2008,N/A,98.520000,99.890219,1.37021900,4.328897,18.51
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,02-Apr-2008,N/A,20.239104,20.239104,0.00000000,4.173383,37.89
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,02-Apr-2008,N/A,20.016074,20.016074,0.00000000,4.148444,38.38
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,02-Apr-2008,N/A,19.693707,19.693707,0.00000000,4.137399,38.87
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,02-Apr-2008,N/A,19.367240,19.367240,0.00000000,4.127848,39.37
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,02-Apr-2008,N/A,19.037215,19.037215,0.00000000,4.119714,39.86
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,02-Apr-2008,N/A,18.623016,18.623016,0.00000000,4.123700,40.35
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,02-Apr-2008,N/A,18.440239,18.440239,0.00000000,4.097877,40.84
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,02-Apr-2008,N/A,18.144210,18.144210,0.00000000,4.087960,41.33
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,02-Apr-2008,N/A,17.885758,17.885758,0.00000000,4.073885,41.83
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,02-Apr-2008,N/A,17.593386,17.593386,0.00000000,4.065181,42.32
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,02-Apr-2008,N/A,17.308185,17.308185,0.00000000,4.056355,42.81
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,02-Apr-2008,N/A,17.072998,17.072998,0.00000000,4.041580,43.30
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,02-Apr-2008,N/A,16.797503,16.797503,0.00000000,4.033043,43.79
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,02-Apr-2008,N/A,16.531199,16.531199,0.00000000,4.024048,44.29
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,02-Apr-2008,N/A,16.256576,16.256576,0.00000000,4.016972,44.78
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,02-Apr-2008,N/A,15.954172,15.954172,0.00000000,4.014522,45.27
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,02-Apr-2008,N/A,15.782019,15.782019,0.00000000,3.994801,45.76
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,02-Apr-2008,N/A,15.539165,15.539165,0.00000000,3.985571,46.26
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,02-Apr-2008,N/A,15.447612,15.447612,0.00000000,3.956003,46.75
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,02-Apr-2008,N/A,15.358527,15.358527,0.00000000,3.968374,46.75
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,02-Apr-2008,N/A,100.250000,101.620219,1.37021900,4.237496,20.12
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,03-Apr-2008,N/A,99.186390,99.186390,0.00000000,4.726857,0.17
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,03-Apr-2008,N/A,98.102014,98.102014,0.00000000,4.571806,0.41
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,03-Apr-2008,N/A,100.240000,100.613641,0.37364100,4.922527,0.42
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,03-Apr-2008,N/A,102.120000,101.898689,-0.22131100,4.863467,0.51
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,03-Apr-2008,N/A,97.177580,97.177580,0.00000000,4.287678,0.66
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,03-Apr-2008,N/A,96.207006,96.207006,0.00000000,4.229340,0.90
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,03-Apr-2008,N/A,99.810000,100.114348,0.30434800,4.208839,0.90
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,03-Apr-2008,N/A,96.187756,96.187756,0.00000000,4.251459,0.90
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,03-Apr-2008,N/A,95.287344,95.287344,0.00000000,4.151331,1.15
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,03-Apr-2008,N/A,94.435662,94.435662,0.00000000,4.061397,1.40
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,03-Apr-2008,N/A,105.460000,105.677391,0.21739100,4.138998,1.39
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,03-Apr-2008,N/A,93.625097,93.625097,0.00000000,3.971885,1.64
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,03-Apr-2008,N/A,102.880000,104.749536,1.86953600,3.952004,1.56
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,03-Apr-2008,N/A,93.580222,93.580222,0.00000000,4.001080,1.64
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,03-Apr-2008,N/A,92.655301,92.655301,0.00000000,4.004610,1.89
4¾% Treasury Stock 2010 WI,GB00B2QH0C07,07-Jun-2010,03-Apr-2008,N/A,101.570000,103.114399,1.54439900,3.986616,2.02
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,03-Apr-2008,N/A,91.782976,91.782976,0.00000000,3.981585,2.13
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,03-Apr-2008,N/A,101.570000,103.114399,1.54439900,3.986616,2.02
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,03-Apr-2008,N/A,91.758717,91.758717,0.00000000,3.993982,2.13
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,03-Apr-2008,N/A,90.871829,90.871829,0.00000000,3.988237,2.38
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,03-Apr-2008,N/A,105.770000,108.019313,2.24931300,3.925452,2.38
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,03-Apr-2008,N/A,89.976435,89.976435,0.00000000,3.987940,2.62
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,03-Apr-2008,N/A,89.078098,89.078098,0.00000000,3.994920,2.87
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,03-Apr-2008,N/A,100.660000,100.983370,0.32337000,4.007548,2.72
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,03-Apr-2008,N/A,89.068170,89.068170,0.00000000,3.998808,2.87
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,03-Apr-2008,N/A,88.178657,88.178657,0.00000000,4.002055,3.11
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,03-Apr-2008,N/A,114.970000,117.022198,2.05219800,4.063905,2.83
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,03-Apr-2008,N/A,87.291671,87.291671,0.00000000,4.009241,3.36
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,03-Apr-2008,N/A,86.417923,86.417923,0.00000000,4.011969,3.60
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,03-Apr-2008,N/A,112.350000,113.819093,1.46909300,4.205664,3.29
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,03-Apr-2008,N/A,85.516231,85.516231,0.00000000,4.027463,3.85
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,03-Apr-2008,N/A,85.551674,85.551674,0.00000000,4.016690,3.85
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,03-Apr-2008,N/A,103.530000,103.910435,0.38043500,4.017735,3.53
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,03-Apr-2008,N/A,84.555019,84.555019,0.00000000,4.059164,4.09
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,03-Apr-2008,N/A,104.490000,106.196967,1.70696700,4.068145,3.68
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,03-Apr-2008,N/A,84.588847,84.588847,0.00000000,4.049389,4.09
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,03-Apr-2008,N/A,118.980000,120.414066,1.43406600,4.171675,3.63
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,03-Apr-2008,N/A,83.680444,83.680444,0.00000000,4.068136,4.34
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,03-Apr-2008,N/A,82.788654,82.788654,0.00000000,4.081401,4.58
4½% Treasury Gilt 2013,GB00B29WRG55,07-Mar-2013,03-Apr-2008,N/A,101.760000,102.127117,0.36711700,4.100859,4.37
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,03-Apr-2008,N/A,81.903270,81.903270,0.00000000,4.095694,4.83
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,03-Apr-2008,N/A,80.995809,80.995809,0.00000000,4.114768,5.07
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,03-Apr-2008,N/A,80.089194,80.089194,0.00000000,4.135705,5.31
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,03-Apr-2008,N/A,118.740000,118.913913,0.17391300,4.141039,4.53
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,03-Apr-2008,N/A,79.229941,79.229941,0.00000000,4.144949,5.56
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,03-Apr-2008,N/A,138.970000,142.707705,3.73770500,4.219684,4.31
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,03-Apr-2008,N/A,78.442162,78.442162,0.00000000,4.141076,5.80
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,03-Apr-2008,N/A,77.566819,77.566819,0.00000000,4.156547,6.05
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,03-Apr-2008,N/A,76.758691,76.758691,0.00000000,4.160160,6.29
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,03-Apr-2008,N/A,104.870000,105.250435,0.38043500,4.128585,5.46
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,03-Apr-2008,N/A,76.720720,76.720720,0.00000000,4.168023,6.29
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,03-Apr-2008,N/A,75.750536,75.750536,0.00000000,4.204336,6.54
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,03-Apr-2008,N/A,74.871973,74.871973,0.00000000,4.223559,6.78
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,03-Apr-2008,N/A,73.982049,73.982049,0.00000000,4.244459,7.03
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,03-Apr-2008,N/A,73.101935,73.101935,0.00000000,4.265196,7.27
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,03-Apr-2008,N/A,103.190000,103.551413,0.36141300,4.244051,6.21
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,03-Apr-2008,N/A,73.058869,73.058869,0.00000000,4.273304,7.27
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,03-Apr-2008,N/A,123.680000,126.281093,2.60109300,4.337989,5.84
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,03-Apr-2008,N/A,71.668119,71.668119,0.00000000,4.387899,7.51
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,03-Apr-2008,N/A,71.643988,71.643988,0.00000000,4.392383,7.51
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,03-Apr-2008,N/A,70.995759,70.995759,0.00000000,4.370050,7.75
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,03-Apr-2008,N/A,70.220209,70.220209,0.00000000,4.371743,8.00
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,03-Apr-2008,N/A,69.706965,69.706965,0.00000000,4.330084,8.25
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,03-Apr-2008,N/A,97.810000,98.114348,0.30434800,4.312418,7.04
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,03-Apr-2008,N/A,69.451480,69.451480,0.00000000,4.374621,8.24
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,03-Apr-2008,N/A,68.527082,68.527082,0.00000000,4.404538,8.49
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,03-Apr-2008,N/A,67.644333,67.644333,0.00000000,4.428762,8.73
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,03-Apr-2008,N/A,66.773815,66.773815,0.00000000,4.450597,8.98
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,03-Apr-2008,N/A,132.280000,133.217500,0.93750000,4.497483,6.80
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,03-Apr-2008,N/A,65.904380,65.904380,0.00000000,4.473850,9.22
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,03-Apr-2008,N/A,64.883893,64.883893,0.00000000,4.521430,9.46
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,03-Apr-2008,N/A,64.286852,64.286852,0.00000000,4.501946,9.71
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,03-Apr-2008,N/A,104.410000,104.790435,0.38043500,4.445134,7.79
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,03-Apr-2008,N/A,64.213130,64.213130,0.00000000,4.513769,9.70
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,03-Apr-2008,N/A,63.396046,63.396046,0.00000000,4.529898,9.95
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,03-Apr-2008,N/A,62.532243,62.532243,0.00000000,4.555047,10.19
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,03-Apr-2008,N/A,61.725766,61.725766,0.00000000,4.571127,10.44
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,03-Apr-2008,N/A,60.931078,60.931078,0.00000000,4.587063,10.68
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,03-Apr-2008,N/A,60.143417,60.143417,0.00000000,4.601985,10.92
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,03-Apr-2008,N/A,59.337859,59.337859,0.00000000,4.621267,11.17
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,03-Apr-2008,N/A,58.516494,58.516494,0.00000000,4.642947,11.41
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,03-Apr-2008,N/A,57.821195,57.821195,0.00000000,4.647428,11.65
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,03-Apr-2008,N/A,101.570000,101.931413,0.36141300,4.577303,9.02
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,03-Apr-2008,N/A,57.754442,57.754442,0.00000000,4.657341,11.65
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,03-Apr-2008,N/A,56.899369,56.899369,0.00000000,4.685603,11.90
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,03-Apr-2008,N/A,56.110206,56.110206,0.00000000,4.705635,12.14
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,03-Apr-2008,N/A,55.350328,55.350328,0.00000000,4.721488,12.38
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,03-Apr-2008,N/A,54.601226,54.601226,0.00000000,4.737362,12.62
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,03-Apr-2008,N/A,132.540000,135.141093,2.60109300,4.664995,8.68
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,03-Apr-2008,N/A,53.823014,53.823014,0.00000000,4.757606,12.87
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,03-Apr-2008,N/A,53.695550,53.695550,0.00000000,4.776032,12.87
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,03-Apr-2008,N/A,53.009073,53.009073,0.00000000,4.784515,13.11
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,03-Apr-2008,N/A,52.409592,52.409592,0.00000000,4.780831,13.36
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,03-Apr-2008,N/A,51.778109,51.778109,0.00000000,4.783446,13.60
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,03-Apr-2008,N/A,51.170296,51.170296,0.00000000,4.783053,13.84
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,03-Apr-2008,N/A,50.604162,50.604162,0.00000000,4.778463,14.09
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,03-Apr-2008,N/A,50.104379,50.104379,0.00000000,4.765031,14.33
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,03-Apr-2008,N/A,49.552189,49.552189,0.00000000,4.760598,14.58
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,03-Apr-2008,N/A,49.053009,49.053009,0.00000000,4.749252,14.82
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,03-Apr-2008,N/A,48.564689,48.564689,0.00000000,4.738068,15.07
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,03-Apr-2008,N/A,48.046687,48.046687,0.00000000,4.731355,15.31
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,03-Apr-2008,N/A,47.523871,47.523871,0.00000000,4.726822,15.56
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,03-Apr-2008,N/A,47.042346,47.042346,0.00000000,4.717076,15.80
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,03-Apr-2008,N/A,46.538126,46.538126,0.00000000,4.711871,16.05
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,03-Apr-2008,N/A,46.059939,46.059939,0.00000000,4.703529,16.29
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,03-Apr-2008,N/A,45.571375,45.571375,0.00000000,4.697997,16.54
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,03-Apr-2008,N/A,45.654463,45.654463,0.00000000,4.686981,16.54
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,03-Apr-2008,N/A,104.370000,104.750435,0.38043500,4.624547,11.43
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,03-Apr-2008,N/A,45.041758,45.041758,0.00000000,4.698215,16.78
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,03-Apr-2008,N/A,44.550457,44.550457,0.00000000,4.694702,17.02
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,03-Apr-2008,N/A,44.035384,44.035384,0.00000000,4.694608,17.27
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,03-Apr-2008,N/A,43.543102,43.543102,0.00000000,4.692811,17.51
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,03-Apr-2008,N/A,43.044913,43.044913,0.00000000,4.692060,17.76
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,03-Apr-2008,N/A,42.562331,42.562331,0.00000000,4.690526,18.00
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,03-Apr-2008,N/A,42.062869,42.062869,0.00000000,4.691454,18.25
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,03-Apr-2008,N/A,41.620662,41.620662,0.00000000,4.686151,18.49
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,03-Apr-2008,N/A,41.154314,41.154314,0.00000000,4.684250,18.74
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,03-Apr-2008,N/A,40.692332,40.692332,0.00000000,4.682972,18.98
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,03-Apr-2008,N/A,40.385913,40.385913,0.00000000,4.661866,19.23
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,03-Apr-2008,N/A,95.230000,96.611831,1.38183100,4.621314,12.87
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,03-Apr-2008,N/A,40.222403,40.222403,0.00000000,4.682967,19.22
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,03-Apr-2008,N/A,39.860830,39.860830,0.00000000,4.670134,19.47
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,03-Apr-2008,N/A,39.381829,39.381829,0.00000000,4.672694,19.71
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,03-Apr-2008,N/A,38.943220,38.943220,0.00000000,4.671172,19.96
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,03-Apr-2008,N/A,38.519282,38.519282,0.00000000,4.667996,20.20
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,03-Apr-2008,N/A,38.503796,38.503796,0.00000000,4.669986,20.20
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,03-Apr-2008,N/A,118.080000,120.030820,1.95082000,4.631099,12.33
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,03-Apr-2008,N/A,38.179761,38.179761,0.00000000,4.655091,20.45
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,03-Apr-2008,N/A,37.783063,37.783063,0.00000000,4.649759,20.69
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,03-Apr-2008,N/A,37.456883,37.456883,0.00000000,4.636495,20.94
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,03-Apr-2008,N/A,37.099298,37.099298,0.00000000,4.627478,21.18
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,03-Apr-2008,N/A,36.819358,36.819358,0.00000000,4.609656,21.43
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,03-Apr-2008,N/A,36.448206,36.448206,0.00000000,4.603635,21.68
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,03-Apr-2008,N/A,36.151873,36.151873,0.00000000,4.589165,21.92
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,03-Apr-2008,N/A,35.779041,35.779041,0.00000000,4.584564,22.17
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,03-Apr-2008,N/A,102.110000,103.654399,1.54439900,4.598731,13.69
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,03-Apr-2008,N/A,35.803244,35.803244,0.00000000,4.581513,22.17
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,03-Apr-2008,N/A,35.505315,35.505315,0.00000000,4.568460,22.41
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,03-Apr-2008,N/A,35.170483,35.170483,0.00000000,4.560249,22.66
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,03-Apr-2008,N/A,34.891910,34.891910,0.00000000,4.545938,22.90
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,03-Apr-2008,N/A,34.576208,34.576208,0.00000000,4.536473,23.15
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,03-Apr-2008,N/A,34.282548,34.282548,0.00000000,4.525177,23.39
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,03-Apr-2008,N/A,33.972629,33.972629,0.00000000,4.516091,23.64
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,03-Apr-2008,N/A,34.038751,34.038751,0.00000000,4.507866,23.64
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,03-Apr-2008,N/A,95.860000,97.241831,1.38183100,4.533279,14.59
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,03-Apr-2008,N/A,33.673492,33.673492,0.00000000,4.506553,23.89
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,03-Apr-2008,N/A,33.359850,33.359850,0.00000000,4.498987,24.13
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,03-Apr-2008,N/A,33.070593,33.070593,0.00000000,4.489257,24.38
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,03-Apr-2008,N/A,32.772694,32.772694,0.00000000,4.480759,24.62
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,03-Apr-2008,N/A,32.492076,32.492076,0.00000000,4.470960,24.87
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,03-Apr-2008,N/A,32.206493,32.206493,0.00000000,4.461929,25.11
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,03-Apr-2008,N/A,31.939226,31.939226,0.00000000,4.451451,25.36
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,03-Apr-2008,N/A,31.651068,31.651068,0.00000000,4.443697,25.61
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,03-Apr-2008,N/A,31.362957,31.362957,0.00000000,4.436728,25.85
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,03-Apr-2008,N/A,31.086598,31.086598,0.00000000,4.428445,26.10
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,03-Apr-2008,N/A,30.876215,30.876215,0.00000000,4.412812,26.34
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,03-Apr-2008,N/A,30.613737,30.613737,0.00000000,4.403724,26.59
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,03-Apr-2008,N/A,30.331005,30.331005,0.00000000,4.397873,26.83
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,03-Apr-2008,N/A,30.103113,30.103113,0.00000000,4.385410,27.08
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,03-Apr-2008,N/A,29.837967,29.837967,0.00000000,4.378248,27.33
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,03-Apr-2008,N/A,29.883624,29.883624,0.00000000,4.372653,27.33
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,03-Apr-2008,N/A,96.880000,97.203370,0.32337000,4.445988,16.00
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,03-Apr-2008,N/A,29.553495,29.553495,0.00000000,4.373573,27.57
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,03-Apr-2008,N/A,28.991307,28.991307,0.00000000,4.364927,28.06
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,03-Apr-2008,N/A,28.434013,28.434013,0.00000000,4.357292,28.55
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,03-Apr-2008,N/A,27.917215,27.917215,0.00000000,4.346240,29.04
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,03-Apr-2008,N/A,27.388291,27.388291,0.00000000,4.338213,29.53
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,03-Apr-2008,N/A,26.865356,26.865356,0.00000000,4.330949,30.02
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,03-Apr-2008,N/A,26.944778,26.944778,0.00000000,4.321117,30.03
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,03-Apr-2008,N/A,105.230000,106.774399,1.54439900,4.435994,16.21
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,03-Apr-2008,N/A,26.293459,26.293459,0.00000000,4.331256,30.51
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,03-Apr-2008,N/A,25.790753,25.790753,0.00000000,4.324415,31.00
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,03-Apr-2008,N/A,25.286988,25.286988,0.00000000,4.319127,31.49
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,03-Apr-2008,N/A,24.763926,24.763926,0.00000000,4.317676,31.98
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,03-Apr-2008,N/A,24.272961,24.272961,0.00000000,4.313570,32.47
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,03-Apr-2008,N/A,23.801447,23.801447,0.00000000,4.308346,32.96
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,03-Apr-2008,N/A,23.343075,23.343075,0.00000000,4.302765,33.46
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,03-Apr-2008,N/A,23.032419,23.032419,0.00000000,4.279529,33.95
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,03-Apr-2008,N/A,101.600000,103.063115,1.46311500,4.409192,17.36
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,03-Apr-2008,N/A,22.948616,22.948616,0.00000000,4.290266,33.95
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,03-Apr-2008,N/A,22.627747,22.627747,0.00000000,4.269522,34.44
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,03-Apr-2008,N/A,22.320690,22.320690,0.00000000,4.248166,34.93
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,03-Apr-2008,N/A,21.891467,21.891467,0.00000000,4.243645,35.42
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,03-Apr-2008,N/A,21.471486,21.471486,0.00000000,4.239120,35.91
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,03-Apr-2008,N/A,21.098903,21.098903,0.00000000,4.229590,36.40
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,03-Apr-2008,N/A,20.725563,20.725563,0.00000000,4.221258,36.90
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,03-Apr-2008,N/A,20.398929,20.398929,0.00000000,4.207881,37.39
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,03-Apr-2008,N/A,20.216306,20.216306,0.00000000,4.176656,37.88
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,03-Apr-2008,N/A,97.970000,99.351831,1.38183100,4.358782,18.45
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,03-Apr-2008,N/A,20.051541,20.051541,0.00000000,4.198259,37.88
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,03-Apr-2008,N/A,19.811929,19.811929,0.00000000,4.175450,38.37
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,03-Apr-2008,N/A,19.486894,19.486894,0.00000000,4.164848,38.87
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,03-Apr-2008,N/A,19.178046,19.178046,0.00000000,4.153073,39.36
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,03-Apr-2008,N/A,18.854315,18.854315,0.00000000,4.144218,39.85
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,03-Apr-2008,N/A,18.466890,18.466890,0.00000000,4.144846,40.34
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,03-Apr-2008,N/A,18.262409,18.262409,0.00000000,4.121878,40.83
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,03-Apr-2008,N/A,17.974020,17.974020,0.00000000,4.111031,41.33
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,03-Apr-2008,N/A,17.701252,17.701252,0.00000000,4.098943,41.82
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,03-Apr-2008,N/A,17.413355,17.413355,0.00000000,4.089750,42.31
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,03-Apr-2008,N/A,17.127873,17.127873,0.00000000,4.081077,42.80
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,03-Apr-2008,N/A,16.885986,16.885986,0.00000000,4.067271,43.29
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,03-Apr-2008,N/A,16.611173,16.611173,0.00000000,4.058766,43.79
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,03-Apr-2008,N/A,16.340869,16.340869,0.00000000,4.050445,44.28
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,03-Apr-2008,N/A,16.064715,16.064715,0.00000000,4.043731,44.77
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,03-Apr-2008,N/A,15.788881,15.788881,0.00000000,4.037771,45.26
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,03-Apr-2008,N/A,15.568461,15.568461,0.00000000,4.024812,45.75
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,03-Apr-2008,N/A,15.324185,15.324185,0.00000000,4.015926,46.25
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,03-Apr-2008,N/A,15.243893,15.243893,0.00000000,3.984631,46.74
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,03-Apr-2008,N/A,15.130537,15.130537,0.00000000,4.000599,46.74
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,03-Apr-2008,N/A,99.640000,101.021831,1.38183100,4.267480,20.04
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,04-Apr-2008,N/A,99.231593,99.231593,0.00000000,4.682214,0.16
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,04-Apr-2008,N/A,98.179402,98.179402,0.00000000,4.468494,0.41
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,04-Apr-2008,N/A,100.240000,100.658478,0.41847800,4.910659,0.41
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,04-Apr-2008,N/A,102.100000,101.952459,-0.14754100,4.836954,0.50
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,04-Apr-2008,N/A,97.229697,97.229697,0.00000000,4.258810,0.65
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,04-Apr-2008,N/A,96.277469,96.277469,0.00000000,4.185751,0.90
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,04-Apr-2008,N/A,99.830000,100.166957,0.33695700,4.187900,0.89
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,04-Apr-2008,N/A,96.257728,96.257728,0.00000000,4.208613,0.90
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,04-Apr-2008,N/A,95.373728,95.373728,0.00000000,4.101521,1.14
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,04-Apr-2008,N/A,94.507364,94.507364,0.00000000,4.030323,1.39
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,04-Apr-2008,N/A,105.450000,105.732609,0.28260900,4.125354,1.38
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,04-Apr-2008,N/A,93.694057,93.694057,0.00000000,3.946559,1.63
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,04-Apr-2008,N/A,102.890000,104.806667,1.91666700,3.937570,1.56
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,04-Apr-2008,N/A,93.628253,93.628253,0.00000000,3.989550,1.63
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,04-Apr-2008,N/A,92.733563,92.733563,0.00000000,3.976869,1.88
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,04-Apr-2008,N/A,91.857793,91.857793,0.00000000,3.958442,2.12
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,04-Apr-2008,N/A,101.620000,103.203333,1.58333300,3.959883,2.01
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,04-Apr-2008,N/A,91.842250,91.842250,0.00000000,3.966407,2.12
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,04-Apr-2008,N/A,90.936013,90.936013,0.00000000,3.972019,2.37
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,04-Apr-2008,N/A,105.830000,108.130824,2.30082400,3.895500,2.38
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,04-Apr-2008,N/A,90.035767,90.035767,0.00000000,3.975107,2.61
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,04-Apr-2008,N/A,89.148016,89.148016,0.00000000,3.978754,2.86
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,04-Apr-2008,N/A,100.710000,101.068016,0.35801600,3.988569,2.71
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,04-Apr-2008,N/A,89.139476,89.139476,0.00000000,3.982105,2.86
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,04-Apr-2008,N/A,88.251656,88.251656,0.00000000,3.985863,3.10
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,04-Apr-2008,N/A,114.980000,117.106374,2.12637400,4.050166,2.82
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,04-Apr-2008,N/A,87.362985,87.362985,0.00000000,3.994518,3.35
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,04-Apr-2008,N/A,86.485897,86.485897,0.00000000,3.999153,3.59
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,04-Apr-2008,N/A,112.370000,113.902967,1.53296700,4.193670,3.28
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,04-Apr-2008,N/A,85.577916,85.577916,0.00000000,4.017146,3.84
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,04-Apr-2008,N/A,85.603778,85.603778,0.00000000,4.009275,3.84
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,04-Apr-2008,N/A,103.560000,103.981196,0.42119600,4.007627,3.53
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,04-Apr-2008,N/A,84.611353,84.611353,0.00000000,4.050921,4.08
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,04-Apr-2008,N/A,104.490000,106.240000,1.75000000,4.066101,3.67
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,04-Apr-2008,N/A,84.627782,84.627782,0.00000000,4.046167,4.08
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,04-Apr-2008,N/A,118.980000,120.488242,1.50824200,4.164073,3.62
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,04-Apr-2008,N/A,83.709846,83.709846,0.00000000,4.067605,4.33
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,04-Apr-2008,N/A,82.849414,82.849414,0.00000000,4.072600,4.57
4½% Treasury Gilt 2013,GB00B29WRG55,07-Mar-2013,04-Apr-2008,N/A,101.770000,102.173801,0.40380100,4.097969,4.36
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,04-Apr-2008,N/A,81.932289,81.932289,0.00000000,4.095202,4.82
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,04-Apr-2008,N/A,81.021422,81.021422,0.00000000,4.115117,5.06
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,04-Apr-2008,N/A,80.093701,80.093701,0.00000000,4.140934,5.31
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,04-Apr-2008,N/A,118.690000,118.929130,0.23913000,4.145598,4.52
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,04-Apr-2008,N/A,79.221550,79.221550,0.00000000,4.152914,5.55
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,04-Apr-2008,N/A,138.890000,142.726066,3.83606600,4.224648,4.30
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,04-Apr-2008,N/A,78.424661,78.424661,0.00000000,4.150692,5.80
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,04-Apr-2008,N/A,77.539061,77.539061,0.00000000,4.168054,6.04
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,04-Apr-2008,N/A,76.749206,76.749206,0.00000000,4.167467,6.28
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,04-Apr-2008,N/A,104.820000,105.241196,0.42119600,4.136299,5.46
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,04-Apr-2008,N/A,76.674340,76.674340,0.00000000,4.182996,6.28
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,04-Apr-2008,N/A,75.700930,75.700930,0.00000000,4.219592,6.53
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,04-Apr-2008,N/A,74.816232,74.816232,0.00000000,4.239587,6.77
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,04-Apr-2008,N/A,73.981877,73.981877,0.00000000,4.249398,7.02
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,04-Apr-2008,N/A,73.104514,73.104514,0.00000000,4.269449,7.26
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,04-Apr-2008,N/A,103.160000,103.560136,0.40013600,4.248214,6.20
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,04-Apr-2008,N/A,73.065572,73.065572,0.00000000,4.276788,7.26
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,04-Apr-2008,N/A,123.620000,126.286667,2.66666700,4.343267,5.83
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,04-Apr-2008,N/A,71.668097,71.668097,0.00000000,4.392645,7.50
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,04-Apr-2008,N/A,71.645219,71.645219,0.00000000,4.396901,7.50
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,04-Apr-2008,N/A,71.012622,71.012622,0.00000000,4.371534,7.75
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,04-Apr-2008,N/A,70.201997,70.201997,0.00000000,4.379424,7.99
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,04-Apr-2008,N/A,69.710388,69.710388,0.00000000,4.333727,8.24
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,04-Apr-2008,N/A,97.790000,98.126957,0.33695700,4.315535,7.04
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,04-Apr-2008,N/A,69.443555,69.443555,0.00000000,4.380290,8.24
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,04-Apr-2008,N/A,68.539183,68.539183,0.00000000,4.406667,8.48
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,04-Apr-2008,N/A,67.665396,67.665396,0.00000000,4.429287,8.72
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,04-Apr-2008,N/A,66.794571,66.794571,0.00000000,4.451155,8.97
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,04-Apr-2008,N/A,132.230000,133.239615,1.00961500,4.500438,6.79
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,04-Apr-2008,N/A,65.950043,65.950043,0.00000000,4.470245,9.21
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,04-Apr-2008,N/A,64.927173,64.927173,0.00000000,4.518253,9.45
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,04-Apr-2008,N/A,64.288922,64.288922,0.00000000,4.505356,9.70
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,04-Apr-2008,N/A,104.410000,104.831196,0.42119600,4.444742,7.78
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,04-Apr-2008,N/A,64.252799,64.252799,0.00000000,4.511152,9.70
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,04-Apr-2008,N/A,63.425119,63.425119,0.00000000,4.528979,9.94
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,04-Apr-2008,N/A,62.570183,62.570183,0.00000000,4.552697,10.18
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,04-Apr-2008,N/A,61.770410,61.770410,0.00000000,4.567746,10.43
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,04-Apr-2008,N/A,60.978732,60.978732,0.00000000,4.583201,10.67
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,04-Apr-2008,N/A,60.192761,60.192761,0.00000000,4.597889,10.92
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,04-Apr-2008,N/A,59.358297,59.358297,0.00000000,4.621519,11.16
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,04-Apr-2008,N/A,58.555094,58.555094,0.00000000,4.640463,11.40
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,04-Apr-2008,N/A,57.838684,57.838684,0.00000000,4.648047,11.65
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,04-Apr-2008,N/A,101.560000,101.960136,0.40013600,4.578270,9.02
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,04-Apr-2008,N/A,57.791498,57.791498,0.00000000,4.655056,11.64
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,04-Apr-2008,N/A,56.925861,56.925861,0.00000000,4.684881,11.89
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,04-Apr-2008,N/A,56.133481,56.133481,0.00000000,4.705342,12.13
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,04-Apr-2008,N/A,55.354386,55.354386,0.00000000,4.723987,12.37
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,04-Apr-2008,N/A,54.610545,54.610545,0.00000000,4.739034,12.62
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,04-Apr-2008,N/A,132.510000,135.176667,2.66666700,4.666319,8.67
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,04-Apr-2008,N/A,53.831314,53.831314,0.00000000,4.759404,12.86
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,04-Apr-2008,N/A,53.739559,53.739559,0.00000000,4.772669,12.86
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,04-Apr-2008,N/A,53.092212,53.092212,0.00000000,4.775496,13.10
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,04-Apr-2008,N/A,52.494852,52.494852,0.00000000,4.771555,13.35
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,04-Apr-2008,N/A,51.814479,51.814479,0.00000000,4.781115,13.59
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,04-Apr-2008,N/A,51.202609,51.202609,0.00000000,4.781290,13.84
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,04-Apr-2008,N/A,50.635811,50.635811,0.00000000,4.776756,14.08
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,04-Apr-2008,N/A,50.113033,50.113033,0.00000000,4.766520,14.33
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,04-Apr-2008,N/A,49.573592,49.573592,0.00000000,4.760267,14.57
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,04-Apr-2008,N/A,49.058253,49.058253,0.00000000,4.751127,14.81
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,04-Apr-2008,N/A,48.593002,48.593002,0.00000000,4.736733,15.06
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,04-Apr-2008,N/A,48.070061,48.070061,0.00000000,4.730681,15.30
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,04-Apr-2008,N/A,47.537597,47.537597,0.00000000,4.727414,15.55
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,04-Apr-2008,N/A,47.041434,47.041434,0.00000000,4.719618,15.79
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,04-Apr-2008,N/A,46.535896,46.535896,0.00000000,4.714537,16.04
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,04-Apr-2008,N/A,46.037456,46.037456,0.00000000,4.708868,16.28
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,04-Apr-2008,N/A,45.557892,45.557892,0.00000000,4.702078,16.53
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,04-Apr-2008,N/A,45.654850,45.654850,0.00000000,4.689215,16.53
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,04-Apr-2008,N/A,104.350000,104.771196,0.42119600,4.626075,11.42
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,04-Apr-2008,N/A,45.059844,45.059844,0.00000000,4.698090,16.77
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,04-Apr-2008,N/A,44.566532,44.566532,0.00000000,4.694805,17.02
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,04-Apr-2008,N/A,44.055071,44.055071,0.00000000,4.694222,17.26
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,04-Apr-2008,N/A,43.545553,43.545553,0.00000000,4.694650,17.50
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,04-Apr-2008,N/A,43.026042,43.026042,0.00000000,4.696672,17.75
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,04-Apr-2008,N/A,42.581788,42.581788,0.00000000,4.690087,17.99
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,04-Apr-2008,N/A,42.060502,42.060502,0.00000000,4.693847,18.24
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,04-Apr-2008,N/A,41.645556,41.645556,0.00000000,4.684959,18.48
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,04-Apr-2008,N/A,41.158283,41.158283,0.00000000,4.685761,18.73
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,04-Apr-2008,N/A,40.724195,40.724195,0.00000000,4.680835,18.97
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,04-Apr-2008,N/A,40.393809,40.393809,0.00000000,4.662814,19.22
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,04-Apr-2008,N/A,95.200000,96.616667,1.41666700,4.623837,12.86
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,04-Apr-2008,N/A,40.253661,40.253661,0.00000000,4.680899,19.22
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,04-Apr-2008,N/A,39.872295,39.872295,0.00000000,4.670590,19.46
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,04-Apr-2008,N/A,39.415231,39.415231,0.00000000,4.670313,19.71
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,04-Apr-2008,N/A,38.983925,38.983925,0.00000000,4.667823,19.95
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,04-Apr-2008,N/A,38.535227,38.535227,0.00000000,4.667819,20.20
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,04-Apr-2008,N/A,38.537188,38.537188,0.00000000,4.667567,20.20
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,04-Apr-2008,N/A,118.070000,120.070000,2.00000000,4.631495,12.32
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,04-Apr-2008,N/A,38.213736,38.213736,0.00000000,4.652575,20.44
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,04-Apr-2008,N/A,37.790231,37.790231,0.00000000,4.650663,20.69
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,04-Apr-2008,N/A,37.506930,37.506930,0.00000000,4.631901,20.93
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,04-Apr-2008,N/A,37.146054,37.146054,0.00000000,4.623302,21.18
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,04-Apr-2008,N/A,36.851429,36.851429,0.00000000,4.607326,21.42
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,04-Apr-2008,N/A,36.486805,36.486805,0.00000000,4.600472,21.67
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,04-Apr-2008,N/A,36.185213,36.185213,0.00000000,4.586646,21.91
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,04-Apr-2008,N/A,35.815115,35.815115,0.00000000,4.581693,22.16
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,04-Apr-2008,N/A,102.020000,103.603333,1.58333300,4.605058,13.68
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,04-Apr-2008,N/A,35.839474,35.839474,0.00000000,4.578624,22.16
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,04-Apr-2008,N/A,35.531493,35.531493,0.00000000,4.566814,22.40
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,04-Apr-2008,N/A,35.201859,35.201859,0.00000000,4.557944,22.65
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,04-Apr-2008,N/A,34.905817,34.905817,0.00000000,4.545798,22.90
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,04-Apr-2008,N/A,34.587737,34.587737,0.00000000,4.536621,23.14
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,04-Apr-2008,N/A,34.298080,34.298080,0.00000000,4.524800,23.39
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,04-Apr-2008,N/A,33.980117,33.980117,0.00000000,4.516707,23.63
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,04-Apr-2008,N/A,34.035430,34.035430,0.00000000,4.509825,23.63
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,04-Apr-2008,N/A,95.850000,97.266667,1.41666700,4.534048,14.58
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,04-Apr-2008,N/A,33.689435,33.689435,0.00000000,4.506093,23.88
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,04-Apr-2008,N/A,33.379102,33.379102,0.00000000,4.498108,24.12
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,04-Apr-2008,N/A,33.085503,33.085503,0.00000000,4.488892,24.37
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,04-Apr-2008,N/A,32.788071,32.788071,0.00000000,4.480329,24.62
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,04-Apr-2008,N/A,32.502891,32.502891,0.00000000,4.471071,24.86
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,04-Apr-2008,N/A,32.220308,32.220308,0.00000000,4.461661,25.11
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,04-Apr-2008,N/A,31.954679,31.954679,0.00000000,4.450958,25.35
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,04-Apr-2008,N/A,31.663876,31.663876,0.00000000,4.443524,25.60
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,04-Apr-2008,N/A,31.375085,31.375085,0.00000000,4.436616,25.84
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,04-Apr-2008,N/A,31.084971,31.084971,0.00000000,4.430022,26.09
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,04-Apr-2008,N/A,30.877374,30.877374,0.00000000,4.414020,26.33
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,04-Apr-2008,N/A,30.608280,30.608280,0.00000000,4.405738,26.58
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,04-Apr-2008,N/A,30.322472,30.322472,0.00000000,4.400244,26.83
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,04-Apr-2008,N/A,30.098967,30.098967,0.00000000,4.387232,27.07
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,04-Apr-2008,N/A,29.830386,29.830386,0.00000000,4.380471,27.32
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,04-Apr-2008,N/A,29.881383,29.881383,0.00000000,4.374218,27.32
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,04-Apr-2008,N/A,96.870000,97.228016,0.35801600,4.446644,16.00
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,04-Apr-2008,N/A,29.548064,29.548064,0.00000000,4.375526,27.56
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,04-Apr-2008,N/A,28.983289,28.983289,0.00000000,4.367175,28.05
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,04-Apr-2008,N/A,28.429727,28.429727,0.00000000,4.359058,28.54
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,04-Apr-2008,N/A,27.924673,27.924673,0.00000000,4.346534,29.04
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,04-Apr-2008,N/A,27.378610,27.378610,0.00000000,4.340602,29.53
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,04-Apr-2008,N/A,26.825115,26.825115,0.00000000,4.337113,30.02
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,04-Apr-2008,N/A,26.958629,26.958629,0.00000000,4.320572,30.02
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,04-Apr-2008,N/A,105.210000,106.793333,1.58333300,4.437120,16.20
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,04-Apr-2008,N/A,26.313564,26.313564,0.00000000,4.329902,30.51
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,04-Apr-2008,N/A,25.789979,25.789979,0.00000000,4.325643,31.00
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,04-Apr-2008,N/A,25.290131,25.290131,0.00000000,4.319844,31.49
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,04-Apr-2008,N/A,24.788763,24.788763,0.00000000,4.315637,31.98
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,04-Apr-2008,N/A,24.299319,24.299319,0.00000000,4.311304,32.47
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,04-Apr-2008,N/A,23.825382,23.825382,0.00000000,4.306356,32.96
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,04-Apr-2008,N/A,23.346706,23.346706,0.00000000,4.303344,33.45
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,04-Apr-2008,N/A,23.015677,23.015677,0.00000000,4.282694,33.94
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,04-Apr-2008,N/A,101.540000,103.040000,1.50000000,4.412545,17.35
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,04-Apr-2008,N/A,22.942806,22.942806,0.00000000,4.292038,33.94
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,04-Apr-2008,N/A,22.605118,22.605118,0.00000000,4.273434,34.43
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,04-Apr-2008,N/A,22.316966,22.316966,0.00000000,4.249630,34.92
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,04-Apr-2008,N/A,21.884087,21.884087,0.00000000,4.245569,35.41
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,04-Apr-2008,N/A,21.460088,21.460088,0.00000000,4.241557,35.91
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,04-Apr-2008,N/A,21.058539,21.058539,0.00000000,4.235794,36.40
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,04-Apr-2008,N/A,20.677631,20.677631,0.00000000,4.228463,36.89
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,04-Apr-2008,N/A,20.378840,20.378840,0.00000000,4.211430,37.38
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,04-Apr-2008,N/A,20.167769,20.167769,0.00000000,4.183897,37.87
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,04-Apr-2008,N/A,97.930000,99.346667,1.41666700,4.360981,18.44
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,04-Apr-2008,N/A,20.003045,20.003045,0.00000000,4.205552,37.87
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,04-Apr-2008,N/A,19.789493,19.789493,0.00000000,4.179286,38.36
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,04-Apr-2008,N/A,19.456666,19.456666,0.00000000,4.169713,38.86
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,04-Apr-2008,N/A,19.118229,19.118229,0.00000000,4.161868,39.35
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,04-Apr-2008,N/A,18.817119,18.817119,0.00000000,4.150019,39.84
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,04-Apr-2008,N/A,18.403053,18.403053,0.00000000,4.154266,40.33
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,04-Apr-2008,N/A,18.195426,18.195426,0.00000000,4.131698,40.82
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,04-Apr-2008,N/A,17.909844,17.909844,0.00000000,4.120496,41.32
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,04-Apr-2008,N/A,17.664085,17.664085,0.00000000,4.104766,41.81
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,04-Apr-2008,N/A,17.372642,17.372642,0.00000000,4.096068,42.30
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,04-Apr-2008,N/A,17.085117,17.085117,0.00000000,4.087691,42.79
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,04-Apr-2008,N/A,16.848511,16.848511,0.00000000,4.073166,43.29
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,04-Apr-2008,N/A,16.569405,16.569405,0.00000000,4.065270,43.78
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,04-Apr-2008,N/A,16.304131,16.304131,0.00000000,4.056272,44.27
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,04-Apr-2008,N/A,16.003665,16.003665,0.00000000,4.052970,44.76
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,04-Apr-2008,N/A,15.731032,15.731032,0.00000000,4.046606,45.25
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,04-Apr-2008,N/A,15.533896,15.533896,0.00000000,4.030385,45.74
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,04-Apr-2008,N/A,15.294365,15.294365,0.00000000,4.020843,46.24
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,04-Apr-2008,N/A,15.232655,15.232655,0.00000000,3.986901,46.74
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,04-Apr-2008,N/A,15.130941,15.130941,0.00000000,4.001237,46.73
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,04-Apr-2008,N/A,99.600000,101.016667,1.41666700,4.269463,20.03
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,07-Apr-2008,N/A,99.248817,99.248817,0.00000000,4.652810,0.16
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,07-Apr-2008,N/A,98.193032,98.193032,0.00000000,4.463859,0.40
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,07-Apr-2008,N/A,100.220000,100.653424,0.43342400,4.954946,0.41
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,07-Apr-2008,N/A,102.060000,101.937049,-0.12295100,4.893138,0.50
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,07-Apr-2008,N/A,97.210543,97.210543,0.00000000,4.306832,0.65
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,07-Apr-2008,N/A,96.245475,96.245475,0.00000000,4.235508,0.89
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,07-Apr-2008,N/A,99.780000,100.127826,0.34782600,4.244803,0.88
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,07-Apr-2008,N/A,96.229319,96.229319,0.00000000,4.254284,0.89
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,07-Apr-2008,N/A,95.335204,95.335204,0.00000000,4.146675,1.14
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,07-Apr-2008,N/A,94.458505,94.458505,0.00000000,4.075490,1.38
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,07-Apr-2008,N/A,105.360000,105.664348,0.30434800,4.180271,1.38
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,07-Apr-2008,N/A,93.628699,93.628699,0.00000000,3.995874,1.63
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,07-Apr-2008,N/A,102.790000,104.722377,1.93237700,3.996260,1.55
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,07-Apr-2008,N/A,93.562470,93.562470,0.00000000,4.039254,1.63
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,07-Apr-2008,N/A,92.656627,92.656627,0.00000000,4.026828,1.88
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,07-Apr-2008,N/A,91.764404,91.764404,0.00000000,4.011433,2.12
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,07-Apr-2008,N/A,101.500000,103.096311,1.59631100,4.016785,2.01
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,07-Apr-2008,N/A,91.750049,91.750049,0.00000000,4.018808,2.12
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,07-Apr-2008,N/A,90.836474,90.836474,0.00000000,4.022831,2.37
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,07-Apr-2008,N/A,105.670000,107.987995,2.31799500,3.955687,2.37
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,07-Apr-2008,N/A,89.932285,89.932285,0.00000000,4.023258,2.61
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,07-Apr-2008,N/A,89.030869,89.030869,0.00000000,4.028546,2.86
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,07-Apr-2008,N/A,100.560000,100.929565,0.36956500,4.043164,2.71
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,07-Apr-2008,N/A,89.018116,89.018116,0.00000000,4.033563,2.86
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,07-Apr-2008,N/A,88.110014,88.110014,0.00000000,4.041126,3.10
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,07-Apr-2008,N/A,114.780000,116.931099,2.15109900,4.107247,2.82
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,07-Apr-2008,N/A,87.190950,87.190950,0.00000000,4.056646,3.35
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,07-Apr-2008,N/A,86.300760,86.300760,0.00000000,4.061832,3.59
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,07-Apr-2008,N/A,112.140000,113.694258,1.55425800,4.253090,3.28
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,07-Apr-2008,N/A,85.387614,85.387614,0.00000000,4.078008,3.83
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,07-Apr-2008,N/A,85.415080,85.415080,0.00000000,4.069621,3.84
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,07-Apr-2008,N/A,103.340000,103.774783,0.43478300,4.067085,3.52
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,07-Apr-2008,N/A,84.436061,84.436061,0.00000000,4.104427,4.08
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,07-Apr-2008,N/A,104.270000,106.034344,1.76434400,4.121944,3.67
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,07-Apr-2008,N/A,84.436038,84.436038,0.00000000,4.104434,4.08
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,07-Apr-2008,N/A,118.710000,120.242967,1.53296700,4.223478,3.62
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,07-Apr-2008,N/A,83.520123,83.520123,0.00000000,4.122604,4.32
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,07-Apr-2008,N/A,82.628676,82.628676,0.00000000,4.133387,4.57
4½% Treasury Gilt 2013,GB00B29WRG55,07-Mar-2013,07-Apr-2008,N/A,101.510000,101.926030,0.41603000,4.156189,4.36
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,07-Apr-2008,N/A,81.721468,81.721468,0.00000000,4.151012,4.81
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,07-Apr-2008,N/A,80.804241,80.804241,0.00000000,4.170372,5.06
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,07-Apr-2008,N/A,79.871940,79.871940,0.00000000,4.195322,5.30
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,07-Apr-2008,N/A,118.360000,118.620870,0.26087000,4.205508,4.52
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,07-Apr-2008,N/A,78.987844,78.987844,0.00000000,4.208190,5.55
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,07-Apr-2008,N/A,138.510000,142.378852,3.86885200,4.283963,4.30
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,07-Apr-2008,N/A,78.194325,78.194325,0.00000000,4.203402,5.79
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,07-Apr-2008,N/A,77.302194,77.302194,0.00000000,4.220597,6.04
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,07-Apr-2008,N/A,76.553296,76.553296,0.00000000,4.209940,6.28
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,07-Apr-2008,N/A,104.480000,104.914783,0.43478300,4.195314,5.45
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,07-Apr-2008,N/A,76.456691,76.456691,0.00000000,4.230046,6.28
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,07-Apr-2008,N/A,75.477542,75.477542,0.00000000,4.266629,6.52
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,07-Apr-2008,N/A,74.614695,74.614695,0.00000000,4.281121,6.77
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,07-Apr-2008,N/A,73.712698,73.712698,0.00000000,4.303005,7.01
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,07-Apr-2008,N/A,72.827606,72.827606,0.00000000,4.323325,7.26
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,07-Apr-2008,N/A,102.790000,103.203043,0.41304300,4.305801,6.19
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,07-Apr-2008,N/A,72.788950,72.788950,0.00000000,4.330642,7.26
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,07-Apr-2008,N/A,123.190000,125.878525,2.68852500,4.400876,5.82
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,07-Apr-2008,N/A,71.421860,71.421860,0.00000000,4.440128,7.50
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,07-Apr-2008,N/A,71.355237,71.355237,0.00000000,4.452576,7.50
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,07-Apr-2008,N/A,70.734065,70.734065,0.00000000,4.423813,7.74
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,07-Apr-2008,N/A,69.943794,69.943794,0.00000000,4.427034,7.99
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,07-Apr-2008,N/A,69.385884,69.385884,0.00000000,4.391812,8.23
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,07-Apr-2008,N/A,97.400000,97.747826,0.34782600,4.372244,7.03
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,07-Apr-2008,N/A,69.219156,69.219156,0.00000000,4.421039,8.23
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,07-Apr-2008,N/A,68.220776,68.220776,0.00000000,4.463009,8.47
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,07-Apr-2008,N/A,67.343802,67.343802,0.00000000,4.485294,8.72
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,07-Apr-2008,N/A,66.458649,66.458649,0.00000000,4.508748,8.96
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,07-Apr-2008,N/A,131.710000,132.743654,1.03365400,4.557232,6.78
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,07-Apr-2008,N/A,65.673115,65.673115,0.00000000,4.517258,9.21
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,07-Apr-2008,N/A,64.666608,64.666608,0.00000000,4.562100,9.45
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,07-Apr-2008,N/A,64.017252,64.017252,0.00000000,4.550291,9.69
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,07-Apr-2008,N/A,103.970000,104.404783,0.43478300,4.498686,7.77
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,07-Apr-2008,N/A,63.949635,63.949635,0.00000000,4.561194,9.69
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,07-Apr-2008,N/A,63.149869,63.149869,0.00000000,4.573975,9.94
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,07-Apr-2008,N/A,62.270535,62.270535,0.00000000,4.601054,10.18
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,07-Apr-2008,N/A,61.441748,61.441748,0.00000000,4.620107,10.42
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,07-Apr-2008,N/A,60.670240,60.670240,0.00000000,4.631901,10.67
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,07-Apr-2008,N/A,59.875405,59.875405,0.00000000,4.647473,10.91
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,07-Apr-2008,N/A,59.035159,59.035159,0.00000000,4.671572,11.15
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,07-Apr-2008,N/A,58.206852,58.206852,0.00000000,4.693896,11.40
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,07-Apr-2008,N/A,57.505326,57.505326,0.00000000,4.698774,11.64
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,07-Apr-2008,N/A,101.040000,101.453043,0.41304300,4.634980,9.00
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,07-Apr-2008,N/A,57.444065,57.444065,0.00000000,4.707931,11.64
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,07-Apr-2008,N/A,56.550354,56.550354,0.00000000,4.741637,11.88
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,07-Apr-2008,N/A,55.724645,55.724645,0.00000000,4.766668,12.12
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,07-Apr-2008,N/A,54.987995,54.987995,0.00000000,4.778704,12.37
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,07-Apr-2008,N/A,54.234532,54.234532,0.00000000,4.794824,12.61
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,07-Apr-2008,N/A,131.850000,134.538525,2.68852500,4.722419,8.65
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,07-Apr-2008,N/A,53.483650,53.483650,0.00000000,4.810802,12.85
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,07-Apr-2008,N/A,53.437618,53.437618,0.00000000,4.817500,12.85
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,07-Apr-2008,N/A,52.743945,52.743945,0.00000000,4.826719,13.10
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,07-Apr-2008,N/A,52.169696,52.169696,0.00000000,4.819083,13.34
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,07-Apr-2008,N/A,51.495351,51.495351,0.00000000,4.827532,13.59
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,07-Apr-2008,N/A,50.865082,50.865082,0.00000000,4.830040,13.83
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,07-Apr-2008,N/A,50.302514,50.302514,0.00000000,4.824587,14.07
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,07-Apr-2008,N/A,49.770761,49.770761,0.00000000,4.815275,14.32
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,07-Apr-2008,N/A,49.211256,49.211256,0.00000000,4.811513,14.56
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,07-Apr-2008,N/A,48.716459,48.716459,0.00000000,4.799200,14.81
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,07-Apr-2008,N/A,48.253093,48.253093,0.00000000,4.784205,15.05
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,07-Apr-2008,N/A,47.705679,47.705679,0.00000000,4.781249,15.30
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,07-Apr-2008,N/A,47.186742,47.186742,0.00000000,4.775889,15.54
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,07-Apr-2008,N/A,46.677654,46.677654,0.00000000,4.769593,15.79
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,07-Apr-2008,N/A,46.166257,46.166257,0.00000000,4.765067,16.03
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,07-Apr-2008,N/A,45.695362,45.695362,0.00000000,4.755466,16.28
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,07-Apr-2008,N/A,45.218678,45.218678,0.00000000,4.748075,16.52
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,07-Apr-2008,N/A,45.296122,45.296122,0.00000000,4.737718,16.52
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,07-Apr-2008,N/A,103.730000,104.164783,0.43478300,4.678031,11.40
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,07-Apr-2008,N/A,44.705227,44.705227,0.00000000,4.745967,16.77
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,07-Apr-2008,N/A,44.201370,44.201370,0.00000000,4.743910,17.01
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,07-Apr-2008,N/A,43.697802,43.697802,0.00000000,4.742142,17.25
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,07-Apr-2008,N/A,43.191973,43.191973,0.00000000,4.741958,17.50
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,07-Apr-2008,N/A,42.686897,42.686897,0.00000000,4.741983,17.74
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,07-Apr-2008,N/A,42.215818,42.215818,0.00000000,4.738770,17.99
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,07-Apr-2008,N/A,41.722551,41.722551,0.00000000,4.738785,18.23
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,07-Apr-2008,N/A,41.272055,41.272055,0.00000000,4.734396,18.48
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,07-Apr-2008,N/A,40.809455,40.809455,0.00000000,4.731897,18.72
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,07-Apr-2008,N/A,40.343757,40.343757,0.00000000,4.730983,18.96
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,07-Apr-2008,N/A,40.019423,40.019423,0.00000000,4.711933,19.21
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,07-Apr-2008,N/A,94.560000,95.988279,1.42827900,4.675626,12.83
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,07-Apr-2008,N/A,39.883708,39.883708,0.00000000,4.729616,19.21
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,07-Apr-2008,N/A,39.504934,39.504934,0.00000000,4.718809,19.45
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,07-Apr-2008,N/A,39.039376,39.039376,0.00000000,4.719587,19.70
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,07-Apr-2008,N/A,38.594151,38.594151,0.00000000,4.718833,19.94
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,07-Apr-2008,N/A,38.172769,38.172769,0.00000000,4.715250,20.19
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,07-Apr-2008,N/A,38.207203,38.207203,0.00000000,4.710784,20.19
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,07-Apr-2008,N/A,117.310000,119.326393,2.01639300,4.682992,12.29
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,07-Apr-2008,N/A,37.853332,37.853332,0.00000000,4.699557,20.43
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,07-Apr-2008,N/A,37.459877,37.459877,0.00000000,4.693726,20.68
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,07-Apr-2008,N/A,37.161740,37.161740,0.00000000,4.676679,20.92
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,07-Apr-2008,N/A,36.811424,36.811424,0.00000000,4.666633,21.17
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,07-Apr-2008,N/A,36.476022,36.476022,0.00000000,4.655713,21.41
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,07-Apr-2008,N/A,36.117843,36.117843,0.00000000,4.647963,21.66
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,07-Apr-2008,N/A,35.806410,35.806410,0.00000000,4.635244,21.91
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,07-Apr-2008,N/A,35.430604,35.430604,0.00000000,4.630975,22.15
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,07-Apr-2008,N/A,101.300000,102.896311,1.59631100,4.656108,13.64
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,07-Apr-2008,N/A,35.468968,35.468968,0.00000000,4.626089,22.15
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,07-Apr-2008,N/A,35.153893,35.153893,0.00000000,4.615061,22.40
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,07-Apr-2008,N/A,34.840828,34.840828,0.00000000,4.604011,22.64
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,07-Apr-2008,N/A,34.531235,34.531235,0.00000000,4.593467,22.89
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,07-Apr-2008,N/A,34.222115,34.222115,0.00000000,4.583083,23.13
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,07-Apr-2008,N/A,33.921420,33.921420,0.00000000,4.572549,23.38
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,07-Apr-2008,N/A,33.622676,33.622676,0.00000000,4.561980,23.63
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,07-Apr-2008,N/A,33.677349,33.677349,0.00000000,4.555103,23.63
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,07-Apr-2008,N/A,95.140000,96.568279,1.42827900,4.584398,14.53
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,07-Apr-2008,N/A,33.311247,33.311247,0.00000000,4.553890,23.87
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,07-Apr-2008,N/A,32.997905,32.997905,0.00000000,4.546234,24.12
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,07-Apr-2008,N/A,32.708574,32.708574,0.00000000,4.536417,24.36
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,07-Apr-2008,N/A,32.411689,32.411689,0.00000000,4.527736,24.61
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,07-Apr-2008,N/A,32.151441,32.151441,0.00000000,4.515296,24.85
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,07-Apr-2008,N/A,31.882717,31.882717,0.00000000,4.504103,25.10
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,07-Apr-2008,N/A,31.635554,31.635554,0.00000000,4.491030,25.34
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,07-Apr-2008,N/A,31.327893,31.327893,0.00000000,4.485675,25.59
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,07-Apr-2008,N/A,31.063430,31.063430,0.00000000,4.475715,25.83
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,07-Apr-2008,N/A,30.714297,30.714297,0.00000000,4.476473,26.08
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,07-Apr-2008,N/A,30.507911,30.507911,0.00000000,4.460191,26.33
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,07-Apr-2008,N/A,30.241610,30.241610,0.00000000,4.451535,26.57
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,07-Apr-2008,N/A,29.960795,29.960795,0.00000000,4.445425,26.82
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,07-Apr-2008,N/A,29.732627,29.732627,0.00000000,4.432913,27.06
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,07-Apr-2008,N/A,29.513430,29.513430,0.00000000,4.420013,27.31
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,07-Apr-2008,N/A,29.561989,29.561989,0.00000000,4.413994,27.31
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,07-Apr-2008,N/A,96.100000,96.469565,0.36956500,4.496440,15.94
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,07-Apr-2008,N/A,29.204279,29.204279,0.00000000,4.418422,27.56
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,07-Apr-2008,N/A,28.628133,28.628133,0.00000000,4.411554,28.05
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,07-Apr-2008,N/A,28.090876,28.090876,0.00000000,4.401486,28.54
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,07-Apr-2008,N/A,27.563119,27.563119,0.00000000,4.391830,29.03
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,07-Apr-2008,N/A,26.959646,26.959646,0.00000000,4.393239,29.52
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,07-Apr-2008,N/A,26.410334,26.410334,0.00000000,4.389431,30.01
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,07-Apr-2008,N/A,26.615557,26.615557,0.00000000,4.363636,30.01
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,07-Apr-2008,N/A,104.360000,105.956311,1.59631100,4.486544,16.13
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,07-Apr-2008,N/A,25.939829,25.939829,0.00000000,4.377187,30.50
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,07-Apr-2008,N/A,25.407753,25.407753,0.00000000,4.374203,30.99
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,07-Apr-2008,N/A,24.931003,24.931003,0.00000000,4.365647,31.48
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,07-Apr-2008,N/A,24.564842,24.564842,0.00000000,4.344383,31.97
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,07-Apr-2008,N/A,24.043955,24.043955,0.00000000,4.344209,32.46
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,07-Apr-2008,N/A,23.574584,23.574584,0.00000000,4.338824,32.95
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,07-Apr-2008,N/A,23.112196,23.112196,0.00000000,4.333880,33.44
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,07-Apr-2008,N/A,22.602124,22.602124,0.00000000,4.336469,33.93
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,07-Apr-2008,N/A,100.640000,102.152295,1.51229500,4.463230,17.27
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,07-Apr-2008,N/A,22.696108,22.696108,0.00000000,4.324239,33.93
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,07-Apr-2008,N/A,22.321830,22.321830,0.00000000,4.310403,34.42
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,07-Apr-2008,N/A,21.955714,21.955714,0.00000000,4.296697,34.91
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,07-Apr-2008,N/A,21.550206,21.550206,0.00000000,4.289314,35.40
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,07-Apr-2008,N/A,21.083618,21.083618,0.00000000,4.291178,35.89
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,07-Apr-2008,N/A,20.718313,20.718313,0.00000000,4.280870,36.39
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,07-Apr-2008,N/A,20.376546,20.376546,0.00000000,4.268544,36.88
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,07-Apr-2008,N/A,20.030788,20.030788,0.00000000,4.257829,37.37
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,07-Apr-2008,N/A,19.787189,19.787189,0.00000000,4.234506,37.86
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,07-Apr-2008,N/A,97.020000,98.448279,1.42827900,4.411027,18.34
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,07-Apr-2008,N/A,19.661564,19.661564,0.00000000,4.251329,37.86
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,07-Apr-2008,N/A,19.443980,19.443980,0.00000000,4.225500,38.35
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,07-Apr-2008,N/A,19.120484,19.120484,0.00000000,4.214867,38.85
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,07-Apr-2008,N/A,18.819655,18.819655,0.00000000,4.202164,39.34
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,07-Apr-2008,N/A,18.507436,18.507436,0.00000000,4.191960,39.83
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,07-Apr-2008,N/A,18.180914,18.180914,0.00000000,4.184661,40.32
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,07-Apr-2008,N/A,17.940364,17.940364,0.00000000,4.166558,40.81
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,07-Apr-2008,N/A,17.659091,17.659091,0.00000000,4.154898,41.31
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,07-Apr-2008,N/A,17.363832,17.363832,0.00000000,4.146045,41.80
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,07-Apr-2008,N/A,17.080691,17.080691,0.00000000,4.136402,42.29
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,07-Apr-2008,N/A,16.797589,16.797589,0.00000000,4.127619,42.78
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,07-Apr-2008,N/A,16.556419,16.556419,0.00000000,4.113830,43.27
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,07-Apr-2008,N/A,16.281630,16.281630,0.00000000,4.105549,43.77
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,07-Apr-2008,N/A,15.973138,15.973138,0.00000000,4.102859,44.26
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,07-Apr-2008,N/A,15.698147,15.698147,0.00000000,4.096286,44.75
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,07-Apr-2008,N/A,15.427755,15.427755,0.00000000,4.089876,45.24
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,07-Apr-2008,N/A,15.199064,15.199064,0.00000000,4.078267,45.73
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,07-Apr-2008,N/A,14.949548,14.949548,0.00000000,4.070406,46.22
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,07-Apr-2008,N/A,14.950333,14.950333,0.00000000,4.027168,46.72
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,07-Apr-2008,N/A,14.723903,14.723903,0.00000000,4.059833,46.72
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,07-Apr-2008,N/A,98.600000,100.028279,1.42827900,4.319292,19.90
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,08-Apr-2008,N/A,99.261045,99.261045,0.00000000,4.654379,0.16
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,08-Apr-2008,N/A,98.209428,98.209428,0.00000000,4.452150,0.40
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,08-Apr-2008,N/A,100.220000,100.668370,0.44837000,4.951157,0.41
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,08-Apr-2008,N/A,102.050000,101.951639,-0.09836100,4.890925,0.50
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,08-Apr-2008,N/A,97.222782,97.222782,0.00000000,4.305369,0.65
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,08-Apr-2008,N/A,96.264548,96.264548,0.00000000,4.226056,0.89
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,08-Apr-2008,N/A,99.790000,100.148696,0.35869600,4.234113,0.88
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,08-Apr-2008,N/A,96.249017,96.249017,0.00000000,4.244156,0.89
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,08-Apr-2008,N/A,95.353965,95.353965,0.00000000,4.139236,1.14
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,08-Apr-2008,N/A,94.479387,94.479387,0.00000000,4.067430,1.38
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,08-Apr-2008,N/A,105.370000,105.696087,0.32608700,4.166607,1.38
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,08-Apr-2008,N/A,93.650604,93.650604,0.00000000,3.988148,1.63
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,08-Apr-2008,N/A,102.810000,104.758087,1.94808700,3.981234,1.55
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,08-Apr-2008,N/A,93.581179,93.581179,0.00000000,4.033685,1.63
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,08-Apr-2008,N/A,92.679773,92.679773,0.00000000,4.019275,1.87
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,08-Apr-2008,N/A,91.792681,91.792681,0.00000000,4.002013,2.12
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,08-Apr-2008,N/A,101.520000,103.129290,1.60929000,4.006272,2.01
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,08-Apr-2008,N/A,91.775417,91.775417,0.00000000,4.010891,2.12
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,08-Apr-2008,N/A,90.861138,90.861138,0.00000000,4.015922,2.36
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,08-Apr-2008,N/A,105.700000,108.035165,2.33516500,3.941795,2.37
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,08-Apr-2008,N/A,89.956421,89.956421,0.00000000,4.017143,2.61
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,08-Apr-2008,N/A,89.041778,89.041778,0.00000000,4.028051,2.85
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,08-Apr-2008,N/A,100.590000,100.971114,0.38111400,4.031967,2.70
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,08-Apr-2008,N/A,89.053021,89.053021,0.00000000,4.023625,2.85
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,08-Apr-2008,N/A,88.119232,88.119232,0.00000000,4.041278,3.10
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,08-Apr-2008,N/A,114.800000,116.975824,2.17582400,4.097625,2.81
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,08-Apr-2008,N/A,87.213275,87.213275,0.00000000,4.052252,3.34
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,08-Apr-2008,N/A,86.323754,86.323754,0.00000000,4.057470,3.59
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,08-Apr-2008,N/A,112.170000,113.745549,1.57554900,4.242849,3.28
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,08-Apr-2008,N/A,85.410864,85.410864,0.00000000,4.073766,3.83
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,08-Apr-2008,N/A,85.438263,85.438263,0.00000000,4.065397,3.83
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,08-Apr-2008,N/A,103.380000,103.828370,0.44837000,4.055528,3.52
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,08-Apr-2008,N/A,84.470579,84.470579,0.00000000,4.097126,4.08
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,08-Apr-2008,N/A,104.310000,106.088689,1.77868900,4.111000,3.66
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,08-Apr-2008,N/A,84.468468,84.468468,0.00000000,4.097739,4.08
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,08-Apr-2008,N/A,118.740000,120.297692,1.55769200,4.214074,3.62
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,08-Apr-2008,N/A,83.550099,83.550099,0.00000000,4.116866,4.32
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,08-Apr-2008,N/A,82.659507,82.659507,0.00000000,4.127666,4.57
4½% Treasury Gilt 2013,GB00B29WRG55,07-Mar-2013,08-Apr-2008,N/A,101.560000,101.988258,0.42825800,4.144744,4.36
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,08-Apr-2008,N/A,81.754139,81.754139,0.00000000,4.145024,4.81
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,08-Apr-2008,N/A,80.828610,80.828610,0.00000000,4.166639,5.06
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,08-Apr-2008,N/A,79.895641,79.895641,0.00000000,4.191853,5.30
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,08-Apr-2008,N/A,118.380000,118.662609,0.28260900,4.200220,4.51
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,08-Apr-2008,N/A,79.006502,79.006502,0.00000000,4.205983,5.54
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,08-Apr-2008,N/A,138.530000,142.431639,3.90163900,4.278028,4.30
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,08-Apr-2008,N/A,78.213981,78.213981,0.00000000,4.201012,5.79
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,08-Apr-2008,N/A,77.312696,77.312696,0.00000000,4.220237,6.03
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,08-Apr-2008,N/A,76.638257,76.638257,0.00000000,4.194077,6.28
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,08-Apr-2008,N/A,104.510000,104.958370,0.44837000,4.189761,5.45
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,08-Apr-2008,N/A,76.464783,76.464783,0.00000000,4.230172,6.28
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,08-Apr-2008,N/A,75.482511,75.482511,0.00000000,4.267388,6.52
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,08-Apr-2008,N/A,74.636472,74.636472,0.00000000,4.278509,6.77
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,08-Apr-2008,N/A,73.724145,73.724145,0.00000000,4.302449,7.01
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,08-Apr-2008,N/A,72.842038,72.842038,0.00000000,4.322195,7.25
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,08-Apr-2008,N/A,102.830000,103.255951,0.42595100,4.299393,6.19
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,08-Apr-2008,N/A,72.803036,72.803036,0.00000000,4.329579,7.25
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,08-Apr-2008,N/A,123.240000,125.950383,2.71038300,4.393111,5.82
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,08-Apr-2008,N/A,71.464136,71.464136,0.00000000,4.433834,7.50
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,08-Apr-2008,N/A,71.371510,71.371510,0.00000000,4.451139,7.49
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,08-Apr-2008,N/A,70.742343,70.742343,0.00000000,4.423837,7.74
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,08-Apr-2008,N/A,69.965834,69.965834,0.00000000,4.424587,7.98
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,08-Apr-2008,N/A,69.411948,69.411948,0.00000000,4.388683,8.23
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,08-Apr-2008,N/A,97.450000,97.808696,0.35869600,4.365057,7.03
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,08-Apr-2008,N/A,69.273377,69.273377,0.00000000,4.412967,8.23
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,08-Apr-2008,N/A,68.254420,68.254420,0.00000000,4.458613,8.47
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,08-Apr-2008,N/A,67.336494,67.336494,0.00000000,4.487922,8.71
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,08-Apr-2008,N/A,66.487665,66.487665,0.00000000,4.505236,8.96
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,08-Apr-2008,N/A,131.760000,132.817692,1.05769200,4.550829,6.78
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,08-Apr-2008,N/A,65.700297,65.700297,0.00000000,4.514080,9.20
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,08-Apr-2008,N/A,64.692607,64.692607,0.00000000,4.559149,9.45
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,08-Apr-2008,N/A,63.981466,63.981466,0.00000000,4.557323,9.69
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,08-Apr-2008,N/A,104.000000,104.448370,0.44837000,4.494871,7.77
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,08-Apr-2008,N/A,63.991400,63.991400,0.00000000,4.555721,9.69
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,08-Apr-2008,N/A,63.180908,63.180908,0.00000000,4.570272,9.93
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,08-Apr-2008,N/A,62.274226,62.274226,0.00000000,4.601686,10.18
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,08-Apr-2008,N/A,61.431207,61.431207,0.00000000,4.622951,10.42
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,08-Apr-2008,N/A,60.649520,60.649520,0.00000000,4.636272,10.66
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,08-Apr-2008,N/A,59.847462,59.847462,0.00000000,4.652903,10.91
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,08-Apr-2008,N/A,59.003984,59.003984,0.00000000,4.677435,11.15
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,08-Apr-2008,N/A,58.178062,58.178062,0.00000000,4.699351,11.39
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,08-Apr-2008,N/A,57.435082,57.435082,0.00000000,4.710362,11.64
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,08-Apr-2008,N/A,100.970000,101.395951,0.42595100,4.642617,9.00
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,08-Apr-2008,N/A,57.412098,57.412098,0.00000000,4.713802,11.64
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,08-Apr-2008,N/A,56.515788,56.515788,0.00000000,4.747862,11.88
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,08-Apr-2008,N/A,55.691774,55.691774,0.00000000,4.772592,12.12
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,08-Apr-2008,N/A,54.972783,54.972783,0.00000000,4.781985,12.37
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,08-Apr-2008,N/A,54.231608,54.231608,0.00000000,4.796273,12.61
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,08-Apr-2008,N/A,131.750000,134.460383,2.71038300,4.730611,8.65
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,08-Apr-2008,N/A,53.456775,53.456775,0.00000000,4.815723,12.85
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,08-Apr-2008,N/A,53.385129,53.385129,0.00000000,4.826159,12.85
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,08-Apr-2008,N/A,52.758811,52.758811,0.00000000,4.825557,13.09
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,08-Apr-2008,N/A,52.128187,52.128187,0.00000000,4.826025,13.34
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,08-Apr-2008,N/A,51.474499,51.474499,0.00000000,4.831468,13.58
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,08-Apr-2008,N/A,50.832209,50.832209,0.00000000,4.835659,13.83
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,08-Apr-2008,N/A,50.317748,50.317748,0.00000000,4.823356,14.07
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,08-Apr-2008,N/A,49.770281,49.770281,0.00000000,4.816250,14.32
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,08-Apr-2008,N/A,49.233744,49.233744,0.00000000,4.809262,14.56
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,08-Apr-2008,N/A,48.720406,48.720406,0.00000000,4.799528,14.81
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,08-Apr-2008,N/A,48.268236,48.268236,0.00000000,4.782974,15.05
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,08-Apr-2008,N/A,47.739377,47.739377,0.00000000,4.777476,15.30
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,08-Apr-2008,N/A,47.198447,47.198447,0.00000000,4.775119,15.54
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,08-Apr-2008,N/A,46.688705,46.688705,0.00000000,4.768909,15.78
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,08-Apr-2008,N/A,46.201612,46.201612,0.00000000,4.761089,16.03
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,08-Apr-2008,N/A,45.716007,45.716007,0.00000000,4.753480,16.27
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,08-Apr-2008,N/A,45.244156,45.244156,0.00000000,4.745437,16.52
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,08-Apr-2008,N/A,45.317228,45.317228,0.00000000,4.735668,16.52
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,08-Apr-2008,N/A,103.790000,104.238370,0.44837000,4.672938,11.40
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,08-Apr-2008,N/A,44.726761,44.726761,0.00000000,4.743859,16.76
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,08-Apr-2008,N/A,44.228330,44.228330,0.00000000,4.741074,17.01
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,08-Apr-2008,N/A,43.721410,43.721410,0.00000000,4.739753,17.25
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,08-Apr-2008,N/A,43.224553,43.224553,0.00000000,4.738376,17.50
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,08-Apr-2008,N/A,42.735150,42.735150,0.00000000,4.736336,17.74
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,08-Apr-2008,N/A,42.244530,42.244530,0.00000000,4.735697,17.98
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,08-Apr-2008,N/A,41.754353,41.754353,0.00000000,4.735307,18.23
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,08-Apr-2008,N/A,41.303664,41.303664,0.00000000,4.730940,18.47
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,08-Apr-2008,N/A,40.847431,40.847431,0.00000000,4.727610,18.72
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,08-Apr-2008,N/A,40.379008,40.379008,0.00000000,4.727048,18.96
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,08-Apr-2008,N/A,40.056213,40.056213,0.00000000,4.707812,19.21
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,08-Apr-2008,N/A,94.590000,96.029891,1.43989100,4.673231,12.83
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,08-Apr-2008,N/A,39.917219,39.917219,0.00000000,4.725908,19.21
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,08-Apr-2008,N/A,39.549467,39.549467,0.00000000,4.713668,19.45
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,08-Apr-2008,N/A,39.081946,39.081946,0.00000000,4.714701,19.70
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,08-Apr-2008,N/A,38.638482,38.638482,0.00000000,4.713711,19.94
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,08-Apr-2008,N/A,38.221088,38.221088,0.00000000,4.709614,20.19
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,08-Apr-2008,N/A,38.250075,38.250075,0.00000000,4.705859,20.19
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,08-Apr-2008,N/A,117.350000,119.382787,2.03278700,4.680177,12.29
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,08-Apr-2008,N/A,37.914802,37.914802,0.00000000,4.692233,20.43
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,08-Apr-2008,N/A,37.523361,37.523361,0.00000000,4.686150,20.68
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,08-Apr-2008,N/A,37.201577,37.201577,0.00000000,4.672159,20.92
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,08-Apr-2008,N/A,36.854138,36.854138,0.00000000,4.661750,21.17
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,08-Apr-2008,N/A,36.535104,36.535104,0.00000000,4.648739,21.41
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,08-Apr-2008,N/A,36.178939,36.178939,0.00000000,4.640739,21.66
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,08-Apr-2008,N/A,35.870105,35.870105,0.00000000,4.627698,21.90
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,08-Apr-2008,N/A,35.488232,35.488232,0.00000000,4.624202,22.15
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,08-Apr-2008,N/A,101.410000,103.019290,1.60929000,4.648273,13.64
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,08-Apr-2008,N/A,35.534046,35.534046,0.00000000,4.618377,22.15
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,08-Apr-2008,N/A,35.218722,35.218722,0.00000000,4.607387,22.39
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,08-Apr-2008,N/A,34.908107,34.908107,0.00000000,4.596040,22.64
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,08-Apr-2008,N/A,34.617968,34.617968,0.00000000,4.583044,22.89
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,08-Apr-2008,N/A,34.288802,34.288802,0.00000000,4.575202,23.13
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,08-Apr-2008,N/A,33.991166,33.991166,0.00000000,4.564288,23.38
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,08-Apr-2008,N/A,33.691065,33.691065,0.00000000,4.553900,23.62
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,08-Apr-2008,N/A,33.743516,33.743516,0.00000000,4.547315,23.62
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,08-Apr-2008,N/A,95.250000,96.689891,1.43989100,4.576591,14.54
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,08-Apr-2008,N/A,33.382682,33.382682,0.00000000,4.545427,23.87
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,08-Apr-2008,N/A,33.063936,33.063936,0.00000000,4.538453,24.11
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,08-Apr-2008,N/A,32.782164,32.782164,0.00000000,4.527691,24.36
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,08-Apr-2008,N/A,32.478025,32.478025,0.00000000,4.519923,24.61
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,08-Apr-2008,N/A,32.210467,32.210467,0.00000000,4.508403,24.85
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,08-Apr-2008,N/A,31.923339,31.923339,0.00000000,4.499514,25.10
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,08-Apr-2008,N/A,31.670679,31.670679,0.00000000,4.487127,25.34
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,08-Apr-2008,N/A,31.372095,31.372095,0.00000000,4.480639,25.59
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,08-Apr-2008,N/A,31.118870,31.118870,0.00000000,4.469278,25.83
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,08-Apr-2008,N/A,30.789341,30.789341,0.00000000,4.467579,26.08
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,08-Apr-2008,N/A,30.595515,30.595515,0.00000000,4.449754,26.32
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,08-Apr-2008,N/A,30.324355,30.324355,0.00000000,4.441704,26.57
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,08-Apr-2008,N/A,30.048897,30.048897,0.00000000,4.434921,26.82
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,08-Apr-2008,N/A,29.816584,29.816584,0.00000000,4.422936,27.06
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,08-Apr-2008,N/A,29.575902,29.575902,0.00000000,4.412705,27.31
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,08-Apr-2008,N/A,29.638197,29.638197,0.00000000,4.405000,27.31
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,08-Apr-2008,N/A,96.270000,96.651114,0.38111400,4.485405,15.95
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,08-Apr-2008,N/A,29.280766,29.280766,0.00000000,4.409363,27.55
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,08-Apr-2008,N/A,28.720406,28.720406,0.00000000,4.400504,28.04
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,08-Apr-2008,N/A,28.167684,28.167684,0.00000000,4.392333,28.53
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,08-Apr-2008,N/A,27.659616,27.659616,0.00000000,4.380198,29.03
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,08-Apr-2008,N/A,27.094949,27.094949,0.00000000,4.376680,29.52
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,08-Apr-2008,N/A,26.551027,26.551027,0.00000000,4.372119,30.01
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,08-Apr-2008,N/A,26.688779,26.688779,0.00000000,4.354873,30.01
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,08-Apr-2008,N/A,104.550000,106.159290,1.60929000,4.475435,16.14
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,08-Apr-2008,N/A,26.052625,26.052625,0.00000000,4.363346,30.50
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,08-Apr-2008,N/A,25.518902,25.518902,0.00000000,4.360496,30.99
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,08-Apr-2008,N/A,25.019953,25.019953,0.00000000,4.354707,31.48
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,08-Apr-2008,N/A,24.652110,24.652110,0.00000000,4.333657,31.97
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,08-Apr-2008,N/A,24.153906,24.153906,0.00000000,4.330513,32.46
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,08-Apr-2008,N/A,23.684333,23.684333,0.00000000,4.325083,32.95
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,08-Apr-2008,N/A,23.230354,23.230354,0.00000000,4.318980,33.44
4½% Treasury Gilt 2042 WI,GB00B2QRG998,07-Dec-2042,08-Apr-2008,N/A,100.790000,102.425246,1.63524600,4.454751,17.25
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,08-Apr-2008,N/A,22.710281,22.710281,0.00000000,4.322744,33.93
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,08-Apr-2008,N/A,100.790000,102.314590,1.52459000,4.454737,17.28
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,08-Apr-2008,N/A,22.782076,22.782076,0.00000000,4.313441,33.93
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,08-Apr-2008,N/A,22.430282,22.430282,0.00000000,4.296661,34.42
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,08-Apr-2008,N/A,22.041867,22.041867,0.00000000,4.285812,34.91
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,08-Apr-2008,N/A,21.667756,21.667756,0.00000000,4.274276,35.40
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,08-Apr-2008,N/A,21.138870,21.138870,0.00000000,4.284209,35.89
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,08-Apr-2008,N/A,20.778026,20.778026,0.00000000,4.273277,36.38
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,08-Apr-2008,N/A,20.477228,20.477228,0.00000000,4.255491,36.88
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,08-Apr-2008,N/A,20.128413,20.128413,0.00000000,4.245126,37.37
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,08-Apr-2008,N/A,19.852078,19.852078,0.00000000,4.226161,37.86
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,08-Apr-2008,N/A,97.230000,98.669891,1.43989100,4.399422,18.36
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,08-Apr-2008,N/A,19.713916,19.713916,0.00000000,4.244608,37.86
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,08-Apr-2008,N/A,19.518754,19.518754,0.00000000,4.215790,38.35
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,08-Apr-2008,N/A,19.224879,19.224879,0.00000000,4.201143,38.85
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,08-Apr-2008,N/A,18.930168,18.930168,0.00000000,4.187568,39.34
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,08-Apr-2008,N/A,18.613417,18.613417,0.00000000,4.177908,39.83
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,08-Apr-2008,N/A,18.281074,18.281074,0.00000000,4.171316,40.32
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,08-Apr-2008,N/A,18.007055,18.007055,0.00000000,4.157743,40.81
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,08-Apr-2008,N/A,17.726990,17.726990,0.00000000,4.145879,41.30
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,08-Apr-2008,N/A,17.448685,17.448685,0.00000000,4.134649,41.80
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,08-Apr-2008,N/A,17.191620,17.191620,0.00000000,4.121359,42.29
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,08-Apr-2008,N/A,16.879156,16.879156,0.00000000,4.116556,42.78
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,08-Apr-2008,N/A,16.665705,16.665705,0.00000000,4.098883,43.27
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,08-Apr-2008,N/A,16.334206,16.334206,0.00000000,4.098436,43.76
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,08-Apr-2008,N/A,16.069684,16.069684,0.00000000,4.089493,44.26
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,08-Apr-2008,N/A,15.754295,15.754295,0.00000000,4.088555,44.75
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,08-Apr-2008,N/A,15.473391,15.473391,0.00000000,4.083591,45.24
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,08-Apr-2008,N/A,15.285234,15.285234,0.00000000,4.066145,45.73
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,08-Apr-2008,N/A,15.037928,15.037928,0.00000000,4.057892,46.22
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,08-Apr-2008,N/A,15.005520,15.005520,0.00000000,4.019514,46.72
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,08-Apr-2008,N/A,14.804541,14.804541,0.00000000,4.048377,46.72
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,08-Apr-2008,N/A,98.870000,100.309891,1.43989100,4.305763,19.93
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,09-Apr-2008,N/A,99.279225,99.279225,0.00000000,4.617302,0.15
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,09-Apr-2008,N/A,98.229392,98.229392,0.00000000,4.431184,0.40
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,09-Apr-2008,N/A,100.220000,100.683315,0.46331500,4.947325,0.41
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,09-Apr-2008,N/A,102.050000,101.976230,-0.07377000,4.868925,0.50
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,09-Apr-2008,N/A,97.238889,97.238889,0.00000000,4.297726,0.64
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,09-Apr-2008,N/A,96.275795,96.275795,0.00000000,4.225698,0.89
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,09-Apr-2008,N/A,99.800000,100.169565,0.36956500,4.223364,0.88
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,09-Apr-2008,N/A,96.264467,96.264467,0.00000000,4.238937,0.89
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,09-Apr-2008,N/A,95.373958,95.373958,0.00000000,4.130627,1.14
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,09-Apr-2008,N/A,94.499666,94.499666,0.00000000,4.059804,1.38
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,09-Apr-2008,N/A,105.370000,105.717826,0.34782600,4.159788,1.37
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,09-Apr-2008,N/A,93.669910,93.669910,0.00000000,3.982107,1.63
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,09-Apr-2008,N/A,102.820000,104.783798,1.96379800,3.972334,1.55
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,09-Apr-2008,N/A,93.602432,93.602432,0.00000000,4.026429,1.63
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,09-Apr-2008,N/A,92.700789,92.700789,0.00000000,4.012933,1.87
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,09-Apr-2008,N/A,91.815049,91.815049,0.00000000,3.995616,2.12
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,09-Apr-2008,N/A,101.520000,103.142268,1.62226800,4.005402,2.01
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,09-Apr-2008,N/A,91.796453,91.796453,0.00000000,4.005188,2.12
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,09-Apr-2008,N/A,90.890267,90.890267,0.00000000,4.006919,2.36
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,09-Apr-2008,N/A,105.700000,108.052335,2.35233500,3.939612,2.37
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,09-Apr-2008,N/A,89.987080,89.987080,0.00000000,4.008238,2.61
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,09-Apr-2008,N/A,89.057804,89.057804,0.00000000,4.025539,2.85
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,09-Apr-2008,N/A,100.600000,100.992663,0.39266300,4.028084,2.70
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,09-Apr-2008,N/A,89.052467,89.052467,0.00000000,4.027641,2.85
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,09-Apr-2008,N/A,88.132614,88.132614,0.00000000,4.039904,3.10
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,09-Apr-2008,N/A,114.790000,116.990549,2.20054900,4.097112,2.81
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,09-Apr-2008,N/A,87.231479,87.231479,0.00000000,4.049267,3.34
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,09-Apr-2008,N/A,86.342605,86.342605,0.00000000,4.054441,3.59
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,09-Apr-2008,N/A,112.180000,113.776841,1.59684100,4.237969,3.27
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,09-Apr-2008,N/A,85.434298,85.434298,0.00000000,4.069464,3.83
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,09-Apr-2008,N/A,85.466505,85.466505,0.00000000,4.059623,3.83
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,09-Apr-2008,N/A,103.400000,103.861957,0.46195700,4.049435,3.52
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,09-Apr-2008,N/A,84.476786,84.476786,0.00000000,4.098042,4.07
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,09-Apr-2008,N/A,104.310000,106.103033,1.79303300,4.110344,3.66
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,09-Apr-2008,N/A,84.473793,84.473793,0.00000000,4.098912,4.07
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,09-Apr-2008,N/A,118.720000,120.302418,1.58241800,4.216156,3.61
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,09-Apr-2008,N/A,83.548623,83.548623,0.00000000,4.119839,4.32
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,09-Apr-2008,N/A,82.633945,82.633945,0.00000000,4.136888,4.56
4½% Treasury Gilt 2013,GB00B29WRG55,07-Mar-2013,09-Apr-2008,N/A,101.570000,102.010486,0.44048600,4.142299,4.35
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,09-Apr-2008,N/A,81.714756,81.714756,0.00000000,4.157365,4.81
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,09-Apr-2008,N/A,80.782232,80.782232,0.00000000,4.180227,5.05
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,09-Apr-2008,N/A,79.836453,79.836453,0.00000000,4.207974,5.30
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,09-Apr-2008,N/A,118.260000,118.564348,0.30434800,4.221087,4.51
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,09-Apr-2008,N/A,78.939884,78.939884,0.00000000,4.223257,5.54
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,09-Apr-2008,N/A,138.380000,142.314426,3.93442600,4.299906,4.29
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,09-Apr-2008,N/A,78.108375,78.108375,0.00000000,4.226318,5.79
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,09-Apr-2008,N/A,77.226663,77.226663,0.00000000,4.240591,6.03
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,09-Apr-2008,N/A,76.500198,76.500198,0.00000000,4.224605,6.28
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,09-Apr-2008,N/A,104.370000,104.831957,0.46195700,4.213964,5.44
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,09-Apr-2008,N/A,76.369614,76.369614,0.00000000,4.251833,6.27
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,09-Apr-2008,N/A,75.366683,75.366683,0.00000000,4.292715,6.52
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,09-Apr-2008,N/A,74.495098,74.495098,0.00000000,4.308247,6.76
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,09-Apr-2008,N/A,73.616834,73.616834,0.00000000,4.324896,7.01
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,09-Apr-2008,N/A,72.737203,72.737203,0.00000000,4.343662,7.25
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,09-Apr-2008,N/A,102.710000,103.148859,0.43885900,4.318028,6.19
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,09-Apr-2008,N/A,72.698901,72.698901,0.00000000,4.350927,7.25
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,09-Apr-2008,N/A,123.070000,125.802240,2.73224000,4.415393,5.81
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,09-Apr-2008,N/A,71.293246,71.293246,0.00000000,4.467390,7.49
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,09-Apr-2008,N/A,71.259875,71.259875,0.00000000,4.473640,7.49
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,09-Apr-2008,N/A,70.630041,70.630041,0.00000000,4.445911,7.74
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,09-Apr-2008,N/A,69.836118,69.836118,0.00000000,4.449336,7.98
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,09-Apr-2008,N/A,69.320180,69.320180,0.00000000,4.406198,8.23
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,09-Apr-2008,N/A,97.340000,97.709565,0.36956500,4.381166,7.02
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,09-Apr-2008,N/A,69.174778,69.174778,0.00000000,4.431725,8.23
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,09-Apr-2008,N/A,68.130672,68.130672,0.00000000,4.481463,8.47
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,09-Apr-2008,N/A,67.201373,67.201373,0.00000000,4.512364,8.71
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,09-Apr-2008,N/A,66.332058,66.332058,0.00000000,4.532757,8.96
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,09-Apr-2008,N/A,131.540000,132.621731,1.08173100,4.574458,6.77
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,09-Apr-2008,N/A,65.566522,65.566522,0.00000000,4.537554,9.20
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,09-Apr-2008,N/A,64.534911,64.534911,0.00000000,4.586301,9.44
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,09-Apr-2008,N/A,63.874968,63.874968,0.00000000,4.575786,9.69
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,09-Apr-2008,N/A,103.830000,104.291957,0.46195700,4.515719,7.77
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,09-Apr-2008,N/A,63.868073,63.868073,0.00000000,4.576900,9.69
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,09-Apr-2008,N/A,63.043696,63.043696,0.00000000,4.593407,9.93
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,09-Apr-2008,N/A,62.139052,62.139052,0.00000000,4.624262,10.17
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,09-Apr-2008,N/A,61.333032,61.333032,0.00000000,4.639503,10.42
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,09-Apr-2008,N/A,60.540559,60.540559,0.00000000,4.654308,10.66
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,09-Apr-2008,N/A,59.743033,59.743033,0.00000000,4.670072,10.90
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,09-Apr-2008,N/A,58.897155,58.897155,0.00000000,4.694820,11.15
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,09-Apr-2008,N/A,58.088001,58.088001,0.00000000,4.714067,11.39
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,09-Apr-2008,N/A,57.353240,57.353240,0.00000000,4.723707,11.63
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,09-Apr-2008,N/A,100.840000,101.278859,0.43885900,4.656849,8.99
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,09-Apr-2008,N/A,57.324233,57.324233,0.00000000,4.728056,11.63
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,09-Apr-2008,N/A,56.436534,56.436534,0.00000000,4.760758,11.88
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,09-Apr-2008,N/A,55.610209,55.610209,0.00000000,4.785744,12.12
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,09-Apr-2008,N/A,54.890567,54.890567,0.00000000,4.795137,12.36
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,09-Apr-2008,N/A,54.146299,54.146299,0.00000000,4.809784,12.60
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,09-Apr-2008,N/A,131.640000,134.372240,2.73224000,4.739675,8.64
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,09-Apr-2008,N/A,53.396378,53.396378,0.00000000,4.825533,12.85
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,09-Apr-2008,N/A,53.299698,53.299698,0.00000000,4.839639,12.85
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,09-Apr-2008,N/A,52.654689,52.654689,0.00000000,4.841637,13.09
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,09-Apr-2008,N/A,52.069230,52.069230,0.00000000,4.835488,13.34
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,09-Apr-2008,N/A,51.367559,51.367559,0.00000000,4.847739,13.58
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,09-Apr-2008,N/A,50.753754,50.753754,0.00000000,4.847777,13.82
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,09-Apr-2008,N/A,50.229747,50.229747,0.00000000,4.836719,14.07
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,09-Apr-2008,N/A,49.669109,49.669109,0.00000000,4.831375,14.31
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,09-Apr-2008,N/A,49.100935,49.100935,0.00000000,4.828705,14.56
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,09-Apr-2008,N/A,48.622236,48.622236,0.00000000,4.814029,14.80
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,09-Apr-2008,N/A,48.153554,48.153554,0.00000000,4.799637,15.05
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,09-Apr-2008,N/A,47.632691,47.632691,0.00000000,4.792949,15.29
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,09-Apr-2008,N/A,47.110585,47.110585,0.00000000,4.787937,15.54
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,09-Apr-2008,N/A,46.599805,46.599805,0.00000000,4.781802,15.78
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,09-Apr-2008,N/A,46.115611,46.115611,0.00000000,4.773513,16.03
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,09-Apr-2008,N/A,45.623926,45.623926,0.00000000,4.766660,16.27
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,09-Apr-2008,N/A,45.150264,45.150264,0.00000000,4.758787,16.51
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,09-Apr-2008,N/A,45.220453,45.220453,0.00000000,4.749382,16.52
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,09-Apr-2008,N/A,103.600000,104.061957,0.46195700,4.688904,11.39
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,09-Apr-2008,N/A,44.631454,44.631454,0.00000000,4.757350,16.76
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,09-Apr-2008,N/A,44.135594,44.135594,0.00000000,4.754166,17.00
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,09-Apr-2008,N/A,43.598983,43.598983,0.00000000,4.756752,17.25
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,09-Apr-2008,N/A,43.111274,43.111274,0.00000000,4.754105,17.49
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,09-Apr-2008,N/A,42.622113,42.622113,0.00000000,4.751989,17.74
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,09-Apr-2008,N/A,42.149154,42.149154,0.00000000,4.748975,17.98
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,09-Apr-2008,N/A,41.651747,41.651747,0.00000000,4.749508,18.23
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,09-Apr-2008,N/A,41.205027,41.205027,0.00000000,4.744573,18.47
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,09-Apr-2008,N/A,40.741974,40.741974,0.00000000,4.742105,18.71
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,09-Apr-2008,N/A,40.270466,40.270466,0.00000000,4.741915,18.96
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,09-Apr-2008,N/A,39.934841,39.934841,0.00000000,4.724275,19.20
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,09-Apr-2008,N/A,94.390000,95.841503,1.45150300,4.689535,12.81
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,09-Apr-2008,N/A,39.806686,39.806686,0.00000000,4.741012,19.20
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,09-Apr-2008,N/A,39.439204,39.439204,0.00000000,4.728674,19.45
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,09-Apr-2008,N/A,38.970640,38.970640,0.00000000,4.729830,19.69
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,09-Apr-2008,N/A,38.531146,38.531146,0.00000000,4.728300,19.94
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,09-Apr-2008,N/A,38.115258,38.115258,0.00000000,4.723983,20.18
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,09-Apr-2008,N/A,38.155925,38.155925,0.00000000,4.718699,20.18
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,09-Apr-2008,N/A,117.140000,119.189180,2.04918000,4.694419,12.28
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,09-Apr-2008,N/A,37.826609,37.826609,0.00000000,4.704250,20.43
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,09-Apr-2008,N/A,37.423504,37.423504,0.00000000,4.699652,20.67
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,09-Apr-2008,N/A,37.097922,37.097922,0.00000000,4.686097,20.92
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,09-Apr-2008,N/A,36.752783,36.752783,0.00000000,4.675357,21.16
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,09-Apr-2008,N/A,36.443299,36.443299,0.00000000,4.661074,21.41
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,09-Apr-2008,N/A,36.095661,36.095661,0.00000000,4.651959,21.65
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,09-Apr-2008,N/A,35.778885,35.778885,0.00000000,4.639893,21.90
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,09-Apr-2008,N/A,35.373872,35.373872,0.00000000,4.639341,22.14
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,09-Apr-2008,N/A,101.250000,102.872268,1.62226800,4.659667,13.63
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,09-Apr-2008,N/A,35.447246,35.447246,0.00000000,4.629984,22.15
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,09-Apr-2008,N/A,35.129737,35.129737,0.00000000,4.619238,22.39
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,09-Apr-2008,N/A,34.803433,34.803433,0.00000000,4.609854,22.64
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,09-Apr-2008,N/A,34.523014,34.523014,0.00000000,4.595586,22.88
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,09-Apr-2008,N/A,34.210626,34.210626,0.00000000,4.585606,23.13
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,09-Apr-2008,N/A,33.915726,33.915726,0.00000000,4.574319,23.37
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,09-Apr-2008,N/A,33.630027,33.630027,0.00000000,4.562098,23.62
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,09-Apr-2008,N/A,33.681043,33.681043,0.00000000,4.555680,23.62
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,09-Apr-2008,N/A,95.090000,96.541503,1.45150300,4.588011,14.53
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,09-Apr-2008,N/A,33.312700,33.312700,0.00000000,4.554732,23.86
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,09-Apr-2008,N/A,33.001884,33.001884,0.00000000,4.546753,24.11
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,09-Apr-2008,N/A,32.717034,32.717034,0.00000000,4.536356,24.36
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,09-Apr-2008,N/A,32.423460,32.423460,0.00000000,4.527254,24.60
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,09-Apr-2008,N/A,32.148392,32.148392,0.00000000,4.516654,24.85
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,09-Apr-2008,N/A,31.867453,31.867453,0.00000000,4.506981,25.09
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,09-Apr-2008,N/A,31.606475,31.606475,0.00000000,4.495611,25.34
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,09-Apr-2008,N/A,31.323912,31.323912,0.00000000,4.487119,25.58
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,09-Apr-2008,N/A,31.065304,31.065304,0.00000000,4.476413,25.83
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,09-Apr-2008,N/A,30.772784,30.772784,0.00000000,4.470105,26.08
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,09-Apr-2008,N/A,30.556186,30.556186,0.00000000,4.455095,26.32
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,09-Apr-2008,N/A,30.310226,30.310226,0.00000000,4.443910,26.57
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,09-Apr-2008,N/A,30.018103,30.018103,0.00000000,4.439189,26.81
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,09-Apr-2008,N/A,29.808635,29.808635,0.00000000,4.424363,27.06
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,09-Apr-2008,N/A,29.542188,29.542188,0.00000000,4.417317,27.30
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,09-Apr-2008,N/A,29.606346,29.606346,0.00000000,4.409372,27.31
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,09-Apr-2008,N/A,96.150000,96.542663,0.39266300,4.493203,15.94
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,09-Apr-2008,N/A,29.275746,29.275746,0.00000000,4.410417,27.55
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,09-Apr-2008,N/A,28.716487,28.716487,0.00000000,4.401415,28.04
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,09-Apr-2008,N/A,28.186326,28.186326,0.00000000,4.390430,28.53
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,09-Apr-2008,N/A,27.641965,27.641965,0.00000000,4.382806,29.02
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,09-Apr-2008,N/A,27.099970,27.099970,0.00000000,4.376453,29.51
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,09-Apr-2008,N/A,26.577645,26.577645,0.00000000,4.369173,30.00
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,09-Apr-2008,N/A,26.718706,26.718706,0.00000000,4.351531,30.01
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,09-Apr-2008,N/A,104.430000,106.052268,1.62226800,4.482435,16.13
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,09-Apr-2008,N/A,26.042729,26.042729,0.00000000,4.364979,30.49
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,09-Apr-2008,N/A,25.488605,25.488605,0.00000000,4.364711,30.98
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,09-Apr-2008,N/A,24.985939,24.985939,0.00000000,4.359403,31.47
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,09-Apr-2008,N/A,24.582405,24.582405,0.00000000,4.342882,31.96
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,09-Apr-2008,N/A,24.121816,24.121816,0.00000000,4.334970,32.46
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,09-Apr-2008,N/A,23.657028,23.657028,0.00000000,4.328939,32.95
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,09-Apr-2008,N/A,23.209312,23.209312,0.00000000,4.322039,33.44
4½% Treasury Gilt 2042 WI,GB00B2QRG998,07-Dec-2042,09-Apr-2008,N/A,100.640000,102.275246,1.63524600,4.463248,17.24
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,09-Apr-2008,N/A,22.699390,22.699390,0.00000000,4.324502,33.92
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,09-Apr-2008,N/A,100.640000,102.176885,1.53688500,4.463233,17.26
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,09-Apr-2008,N/A,22.755215,22.755215,0.00000000,4.317262,33.93
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,09-Apr-2008,N/A,22.421387,22.421387,0.00000000,4.298151,34.42
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,09-Apr-2008,N/A,22.037129,22.037129,0.00000000,4.286760,34.91
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,09-Apr-2008,N/A,21.648142,21.648142,0.00000000,4.277160,35.40
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,09-Apr-2008,N/A,21.160782,21.160782,0.00000000,4.281645,35.89
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,09-Apr-2008,N/A,20.775732,20.775732,0.00000000,4.273898,36.38
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,09-Apr-2008,N/A,20.457192,20.457192,0.00000000,4.258458,36.87
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,09-Apr-2008,N/A,20.131380,20.131380,0.00000000,4.245038,37.37
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,09-Apr-2008,N/A,19.894931,19.894931,0.00000000,4.220768,37.86
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,09-Apr-2008,N/A,97.120000,98.571503,1.45150300,4.405506,18.35
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,09-Apr-2008,N/A,19.746895,19.746895,0.00000000,4.240496,37.86
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,09-Apr-2008,N/A,19.511053,19.511053,0.00000000,4.217116,38.35
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,09-Apr-2008,N/A,19.229704,19.229704,0.00000000,4.200789,38.84
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,09-Apr-2008,N/A,18.937389,18.937389,0.00000000,4.186887,39.34
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,09-Apr-2008,N/A,18.622833,18.622833,0.00000000,4.176922,39.83
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,09-Apr-2008,N/A,18.261721,18.261721,0.00000000,4.174223,40.32
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,09-Apr-2008,N/A,17.973135,17.973135,0.00000000,4.162638,40.81
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,09-Apr-2008,N/A,17.692391,17.692391,0.00000000,4.150880,41.30
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,09-Apr-2008,N/A,17.447146,17.447146,0.00000000,4.135128,41.79
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,09-Apr-2008,N/A,17.174663,17.174663,0.00000000,4.123956,42.29
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,09-Apr-2008,N/A,16.879017,16.879017,0.00000000,4.116836,42.78
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,09-Apr-2008,N/A,16.653340,16.653340,0.00000000,4.100855,43.27
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,09-Apr-2008,N/A,16.329273,16.329273,0.00000000,4.099380,43.76
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,09-Apr-2008,N/A,16.067812,16.067812,0.00000000,4.090006,44.25
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,09-Apr-2008,N/A,15.750108,15.750108,0.00000000,4.089396,44.74
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,09-Apr-2008,N/A,15.478938,15.478938,0.00000000,4.083043,45.23
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,09-Apr-2008,N/A,15.288613,15.288613,0.00000000,4.065902,45.73
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,09-Apr-2008,N/A,15.043142,15.043142,0.00000000,4.057379,46.22
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,09-Apr-2008,N/A,15.037931,15.037931,0.00000000,4.015129,46.72
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,09-Apr-2008,N/A,14.794659,14.794659,0.00000000,4.050041,46.71
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,09-Apr-2008,N/A,98.800000,100.251503,1.45150300,4.309269,19.92
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,10-Apr-2008,N/A,99.296016,99.296016,0.00000000,4.588141,0.15
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,10-Apr-2008,N/A,98.280616,98.280616,0.00000000,4.329663,0.40
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,10-Apr-2008,N/A,100.240000,100.718261,0.47826100,4.894184,0.40
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,10-Apr-2008,N/A,102.060000,102.010820,-0.04918000,4.826837,0.49
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,10-Apr-2008,N/A,97.285364,97.285364,0.00000000,4.241396,0.64
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,10-Apr-2008,N/A,96.321731,96.321731,0.00000000,4.184696,0.89
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,10-Apr-2008,N/A,99.840000,100.220435,0.38043500,4.178406,0.88
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,10-Apr-2008,N/A,96.311322,96.311322,0.00000000,4.196889,0.89
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,10-Apr-2008,N/A,95.436222,95.436222,0.00000000,4.082863,1.13
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,10-Apr-2008,N/A,94.559468,94.559468,0.00000000,4.021795,1.38
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,10-Apr-2008,N/A,105.420000,105.789565,0.36956500,4.118443,1.37
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,10-Apr-2008,N/A,93.732368,93.732368,0.00000000,3.947686,1.62
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,10-Apr-2008,N/A,102.880000,104.859508,1.97950800,3.932527,1.54
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,10-Apr-2008,N/A,93.659836,93.659836,0.00000000,3.995369,1.62
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,10-Apr-2008,N/A,92.773655,92.773655,0.00000000,3.976643,1.87
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,10-Apr-2008,N/A,91.904285,91.904285,0.00000000,3.954771,2.11
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,10-Apr-2008,N/A,101.610000,103.245246,1.63524600,3.961006,2.00
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,10-Apr-2008,N/A,91.881794,91.881794,0.00000000,3.966349,2.11
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,10-Apr-2008,N/A,90.983319,90.983319,0.00000000,3.968094,2.36
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,10-Apr-2008,N/A,105.800000,108.169505,2.36950500,3.898304,2.36
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,10-Apr-2008,N/A,90.081336,90.081336,0.00000000,3.972196,2.60
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,10-Apr-2008,N/A,89.145285,89.145285,0.00000000,3.994866,2.85
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,10-Apr-2008,N/A,100.700000,101.104212,0.40421200,3.991207,2.70
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,10-Apr-2008,N/A,89.165361,89.165361,0.00000000,3.986959,2.85
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,10-Apr-2008,N/A,88.231833,88.231833,0.00000000,4.007065,3.09
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,10-Apr-2008,N/A,114.880000,117.105275,2.22527500,4.066184,2.81
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,10-Apr-2008,N/A,87.341906,87.341906,0.00000000,4.014626,3.34
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,10-Apr-2008,N/A,86.462227,86.462227,0.00000000,4.018866,3.58
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,10-Apr-2008,N/A,112.310000,113.928132,1.61813200,4.200860,3.27
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,10-Apr-2008,N/A,85.556173,85.556173,0.00000000,4.035079,3.83
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,10-Apr-2008,N/A,85.594758,85.594758,0.00000000,4.023299,3.83
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,10-Apr-2008,N/A,103.540000,104.015543,0.47554300,4.010501,3.52
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,10-Apr-2008,N/A,84.604727,84.604727,0.00000000,4.063604,4.07
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,10-Apr-2008,N/A,104.470000,106.277377,1.80737700,4.068510,3.66
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,10-Apr-2008,N/A,84.601331,84.601331,0.00000000,4.064590,4.07
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,10-Apr-2008,N/A,118.890000,120.497143,1.60714300,4.174562,3.61
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,10-Apr-2008,N/A,83.679480,83.679480,0.00000000,4.086149,4.32
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,10-Apr-2008,N/A,82.778375,82.778375,0.00000000,4.101059,4.56
4½% Treasury Gilt 2013,GB00B29WRG55,07-Mar-2013,10-Apr-2008,N/A,101.740000,102.192714,0.45271400,4.103847,4.35
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,10-Apr-2008,N/A,81.867216,81.867216,0.00000000,4.120902,4.81
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,10-Apr-2008,N/A,80.944496,80.944496,0.00000000,4.142734,5.05
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,10-Apr-2008,N/A,79.999914,79.999914,0.00000000,4.171476,5.29
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,10-Apr-2008,N/A,118.500000,118.826087,0.32608700,4.174701,4.51
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,10-Apr-2008,N/A,79.115896,79.115896,0.00000000,4.185111,5.54
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,10-Apr-2008,N/A,138.650000,142.617213,3.96721300,4.253071,4.29
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,10-Apr-2008,N/A,78.286142,78.286142,0.00000000,4.188974,5.78
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,10-Apr-2008,N/A,77.398644,77.398644,0.00000000,4.205593,6.03
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,10-Apr-2008,N/A,76.733022,76.733022,0.00000000,4.177974,6.27
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,10-Apr-2008,N/A,104.630000,105.105543,0.47554300,4.168160,5.44
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,10-Apr-2008,N/A,76.556436,76.556436,0.00000000,4.214701,6.27
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,10-Apr-2008,N/A,75.586166,75.586166,0.00000000,4.249872,6.52
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,10-Apr-2008,N/A,74.705384,74.705384,0.00000000,4.268262,6.76
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,10-Apr-2008,N/A,73.824029,73.824029,0.00000000,4.286443,7.01
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,10-Apr-2008,N/A,72.959511,72.959511,0.00000000,4.303171,7.25
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,10-Apr-2008,N/A,103.000000,103.451766,0.45176600,4.272511,6.19
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,10-Apr-2008,N/A,72.915596,72.915596,0.00000000,4.311477,7.25
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,10-Apr-2008,N/A,123.400000,126.154098,2.75409800,4.369399,5.82
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,10-Apr-2008,N/A,71.483840,71.483840,0.00000000,4.433353,7.49
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,10-Apr-2008,N/A,71.473126,71.473126,0.00000000,4.435354,7.49
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,10-Apr-2008,N/A,70.860609,70.860609,0.00000000,4.405314,7.73
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,10-Apr-2008,N/A,70.085452,70.085452,0.00000000,4.406177,7.98
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,10-Apr-2008,N/A,69.572796,69.572796,0.00000000,4.363410,8.23
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,10-Apr-2008,N/A,97.680000,98.060435,0.38043500,4.331796,7.02
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,10-Apr-2008,N/A,69.423261,69.423261,0.00000000,4.389570,8.22
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,10-Apr-2008,N/A,68.386659,68.386659,0.00000000,4.438600,8.47
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,10-Apr-2008,N/A,67.420424,67.420424,0.00000000,4.476390,8.71
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,10-Apr-2008,N/A,66.566310,66.566310,0.00000000,4.494752,8.95
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,10-Apr-2008,N/A,131.930000,133.035769,1.10576900,4.530255,6.77
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,10-Apr-2008,N/A,65.811884,65.811884,0.00000000,4.498267,9.20
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,10-Apr-2008,N/A,64.789439,64.789439,0.00000000,4.545916,9.44
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,10-Apr-2008,N/A,64.135628,64.135628,0.00000000,4.535003,9.69
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,10-Apr-2008,N/A,104.170000,104.645543,0.47554300,4.473701,7.77
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,10-Apr-2008,N/A,64.083413,64.083413,0.00000000,4.543413,9.68
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,10-Apr-2008,N/A,63.278533,63.278533,0.00000000,4.557209,9.93
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,10-Apr-2008,N/A,62.424435,62.424435,0.00000000,4.580432,10.17
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,10-Apr-2008,N/A,61.577361,61.577361,0.00000000,4.602533,10.42
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,10-Apr-2008,N/A,60.770442,60.770442,0.00000000,4.619921,10.66
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,10-Apr-2008,N/A,59.975591,59.975591,0.00000000,4.635593,10.90
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,10-Apr-2008,N/A,59.087802,59.087802,0.00000000,4.666952,11.14
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,10-Apr-2008,N/A,58.343721,58.343721,0.00000000,4.676613,11.39
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,10-Apr-2008,N/A,57.552006,57.552006,0.00000000,4.695053,11.63
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,10-Apr-2008,N/A,101.150000,101.601766,0.45176600,4.622850,9.00
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,10-Apr-2008,N/A,57.558339,57.558339,0.00000000,4.694107,11.63
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,10-Apr-2008,N/A,56.643167,56.643167,0.00000000,4.731062,11.87
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,10-Apr-2008,N/A,55.825705,55.825705,0.00000000,4.754883,12.12
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,10-Apr-2008,N/A,55.069050,55.069050,0.00000000,4.769920,12.36
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,10-Apr-2008,N/A,54.370015,54.370015,0.00000000,4.778093,12.60
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,10-Apr-2008,N/A,132.040000,134.794098,2.75409800,4.704895,8.65
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,10-Apr-2008,N/A,53.636544,53.636544,0.00000000,4.791615,12.85
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,10-Apr-2008,N/A,53.508510,53.508510,0.00000000,4.810218,12.85
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,10-Apr-2008,N/A,52.867583,52.867583,0.00000000,4.811802,13.09
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,10-Apr-2008,N/A,52.291224,52.291224,0.00000000,4.804561,13.34
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,10-Apr-2008,N/A,51.572948,51.572948,0.00000000,4.819306,13.58
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,10-Apr-2008,N/A,50.975983,50.975983,0.00000000,4.817114,13.82
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,10-Apr-2008,N/A,50.394893,50.394893,0.00000000,4.814306,14.07
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,10-Apr-2008,N/A,49.876499,49.876499,0.00000000,4.803171,14.31
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,10-Apr-2008,N/A,49.280687,49.280687,0.00000000,4.804489,14.56
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,10-Apr-2008,N/A,48.791831,48.791831,0.00000000,4.791381,14.80
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,10-Apr-2008,N/A,48.280747,48.280747,0.00000000,4.782959,15.05
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,10-Apr-2008,N/A,47.777213,47.777213,0.00000000,4.773982,15.29
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,10-Apr-2008,N/A,47.271763,47.271763,0.00000000,4.766778,15.53
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,10-Apr-2008,N/A,46.759055,46.759055,0.00000000,4.761000,15.78
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,10-Apr-2008,N/A,46.228447,46.228447,0.00000000,4.759061,16.02
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,10-Apr-2008,N/A,45.751963,45.751963,0.00000000,4.750225,16.27
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,10-Apr-2008,N/A,45.298402,45.298402,0.00000000,4.739724,16.51
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,10-Apr-2008,N/A,45.403583,45.403583,0.00000000,4.725680,16.51
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,10-Apr-2008,N/A,103.900000,104.375543,0.47554300,4.663602,11.40
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,10-Apr-2008,N/A,44.773547,44.773547,0.00000000,4.739149,16.76
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,10-Apr-2008,N/A,44.260910,44.260910,0.00000000,4.738240,17.00
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,10-Apr-2008,N/A,43.762234,43.762234,0.00000000,4.735826,17.25
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,10-Apr-2008,N/A,43.254533,43.254533,0.00000000,4.735867,17.49
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,10-Apr-2008,N/A,42.753722,42.753722,0.00000000,4.735329,17.74
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,10-Apr-2008,N/A,42.290119,42.290119,0.00000000,4.731113,17.98
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,10-Apr-2008,N/A,41.788491,41.788491,0.00000000,4.732226,18.22
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,10-Apr-2008,N/A,41.338668,41.338668,0.00000000,4.727729,18.47
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,10-Apr-2008,N/A,40.872711,40.872711,0.00000000,4.725668,18.71
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,10-Apr-2008,N/A,40.434772,40.434772,0.00000000,4.721107,18.96
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,10-Apr-2008,N/A,40.120588,40.120588,0.00000000,4.700774,19.20
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,10-Apr-2008,N/A,94.700000,96.163115,1.46311500,4.664388,12.82
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,10-Apr-2008,N/A,39.959485,39.959485,0.00000000,4.721726,19.20
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,10-Apr-2008,N/A,39.600279,39.600279,0.00000000,4.708368,19.45
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,10-Apr-2008,N/A,39.107488,39.107488,0.00000000,4.712676,19.69
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,10-Apr-2008,N/A,38.693748,38.693748,0.00000000,4.707812,19.94
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,10-Apr-2008,N/A,38.250276,38.250276,0.00000000,4.707092,20.18
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,10-Apr-2008,N/A,38.272210,38.272210,0.00000000,4.704251,20.18
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,10-Apr-2008,N/A,117.510000,119.575574,2.06557400,4.669103,12.29
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,10-Apr-2008,N/A,37.950265,37.950265,0.00000000,4.688890,20.43
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,10-Apr-2008,N/A,37.536475,37.536475,0.00000000,4.685684,20.67
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,10-Apr-2008,N/A,37.249298,37.249298,0.00000000,4.667230,20.92
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,10-Apr-2008,N/A,36.873112,36.873112,0.00000000,4.660507,21.16
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,10-Apr-2008,N/A,36.560296,36.560296,0.00000000,4.646686,21.41
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,10-Apr-2008,N/A,36.193423,36.193423,0.00000000,4.640048,21.65
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,10-Apr-2008,N/A,35.895577,35.895577,0.00000000,4.625592,21.90
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,10-Apr-2008,N/A,35.519818,35.519818,0.00000000,4.621312,22.14
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,10-Apr-2008,N/A,101.590000,103.225246,1.63524600,4.635473,13.65
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,10-Apr-2008,N/A,35.554202,35.554202,0.00000000,4.616943,22.14
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,10-Apr-2008,N/A,35.256095,35.256095,0.00000000,4.603755,22.39
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,10-Apr-2008,N/A,34.947931,34.947931,0.00000000,4.592100,22.64
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,10-Apr-2008,N/A,34.667063,34.667063,0.00000000,4.577927,22.88
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,10-Apr-2008,N/A,34.358988,34.358988,0.00000000,4.567430,23.13
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,10-Apr-2008,N/A,34.067788,34.067788,0.00000000,4.555704,23.37
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,10-Apr-2008,N/A,33.774764,33.774764,0.00000000,4.544436,23.62
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,10-Apr-2008,N/A,33.841982,33.841982,0.00000000,4.536019,23.62
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,10-Apr-2008,N/A,95.410000,96.873115,1.46311500,4.565270,14.54
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,10-Apr-2008,N/A,33.468841,33.468841,0.00000000,4.535649,23.86
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,10-Apr-2008,N/A,33.165838,33.165838,0.00000000,4.526707,24.11
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,10-Apr-2008,N/A,32.875791,32.875791,0.00000000,4.516980,24.35
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,10-Apr-2008,N/A,32.587090,32.587090,0.00000000,4.507288,24.60
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,10-Apr-2008,N/A,32.306663,32.306663,0.00000000,4.497376,24.85
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,10-Apr-2008,N/A,32.033287,32.033287,0.00000000,4.486781,25.09
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,10-Apr-2008,N/A,31.770287,31.770287,0.00000000,4.475685,25.34
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,10-Apr-2008,N/A,31.490720,31.490720,0.00000000,4.466833,25.58
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,10-Apr-2008,N/A,31.230499,31.230499,0.00000000,4.456344,25.83
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,10-Apr-2008,N/A,30.941278,30.941278,0.00000000,4.449626,26.08
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,10-Apr-2008,N/A,30.704163,30.704163,0.00000000,4.437194,26.32
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,10-Apr-2008,N/A,30.454096,30.454096,0.00000000,4.426538,26.57
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,10-Apr-2008,N/A,30.160435,30.160435,0.00000000,4.421991,26.81
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,10-Apr-2008,N/A,29.956440,29.956440,0.00000000,4.406525,27.06
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,10-Apr-2008,N/A,29.681512,29.681512,0.00000000,4.400519,27.30
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,10-Apr-2008,N/A,29.757149,29.757149,0.00000000,4.391198,27.31
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,10-Apr-2008,N/A,96.500000,96.904212,0.40421200,4.470522,15.96
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,10-Apr-2008,N/A,29.415768,29.415768,0.00000000,4.393530,27.55
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,10-Apr-2008,N/A,28.853416,28.853416,0.00000000,4.384874,28.04
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,10-Apr-2008,N/A,28.329319,28.329319,0.00000000,4.373110,28.53
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,10-Apr-2008,N/A,27.791906,27.791906,0.00000000,4.364573,29.02
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,10-Apr-2008,N/A,27.203115,27.203115,0.00000000,4.363981,29.51
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,10-Apr-2008,N/A,26.699020,26.699020,0.00000000,4.354379,30.00
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,10-Apr-2008,N/A,26.794027,26.794027,0.00000000,4.342540,30.00
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,10-Apr-2008,N/A,104.790000,106.425246,1.63524600,4.461437,16.16
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,10-Apr-2008,N/A,26.161641,26.161641,0.00000000,4.350425,30.49
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,10-Apr-2008,N/A,25.654885,25.654885,0.00000000,4.344103,30.98
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,10-Apr-2008,N/A,25.157758,25.157758,0.00000000,4.338002,31.47
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,10-Apr-2008,N/A,24.683187,24.683187,0.00000000,4.330449,31.96
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,10-Apr-2008,N/A,24.206543,24.206543,0.00000000,4.324527,32.45
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,10-Apr-2008,N/A,23.741280,23.741280,0.00000000,4.318503,32.94
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,10-Apr-2008,N/A,23.318450,23.318450,0.00000000,4.308357,33.44
4½% Treasury Gilt 2042 WI,GB00B2QRG998,07-Dec-2042,10-Apr-2008,N/A,100.990000,102.625246,1.63524600,4.443451,17.27
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,10-Apr-2008,N/A,22.844849,22.844849,0.00000000,4.306017,33.93
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,10-Apr-2008,N/A,100.990000,102.539180,1.54918000,4.443442,17.29
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,10-Apr-2008,N/A,22.833727,22.833727,0.00000000,4.307453,33.93
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,10-Apr-2008,N/A,22.505120,22.505120,0.00000000,4.287658,34.42
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,10-Apr-2008,N/A,22.130627,22.130627,0.00000000,4.274963,34.91
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,10-Apr-2008,N/A,21.730039,21.730039,0.00000000,4.266820,35.40
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,10-Apr-2008,N/A,21.275618,21.275618,0.00000000,4.266887,35.89
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,10-Apr-2008,N/A,20.929886,20.929886,0.00000000,4.253896,36.38
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,10-Apr-2008,N/A,20.553960,20.553960,0.00000000,4.245971,36.87
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,10-Apr-2008,N/A,20.203907,20.203907,0.00000000,4.235721,37.36
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,10-Apr-2008,N/A,20.052328,20.052328,0.00000000,4.200254,37.86
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,10-Apr-2008,N/A,97.520000,98.983115,1.46311500,4.383463,18.38
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,10-Apr-2008,N/A,19.840458,19.840458,0.00000000,4.228312,37.86
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,10-Apr-2008,N/A,19.625799,19.625799,0.00000000,4.202122,38.35
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,10-Apr-2008,N/A,19.317557,19.317557,0.00000000,4.189346,38.84
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,10-Apr-2008,N/A,19.016369,19.016369,0.00000000,4.176593,39.33
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,10-Apr-2008,N/A,18.699179,18.699179,0.00000000,4.166933,39.83
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,10-Apr-2008,N/A,18.354181,18.354181,0.00000000,4.161976,40.32
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,10-Apr-2008,N/A,18.060482,18.060482,0.00000000,4.151034,40.81
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,10-Apr-2008,N/A,17.780788,17.780788,0.00000000,4.139085,41.30
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,10-Apr-2008,N/A,17.545747,17.545747,0.00000000,4.121911,41.79
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,10-Apr-2008,N/A,17.269798,17.269798,0.00000000,4.111157,42.29
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,10-Apr-2008,N/A,16.979390,16.979390,0.00000000,4.103235,42.78
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,10-Apr-2008,N/A,16.749981,16.749981,0.00000000,4.087739,43.27
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,10-Apr-2008,N/A,16.425971,16.425971,0.00000000,4.086141,43.76
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,10-Apr-2008,N/A,16.135159,16.135159,0.00000000,4.080804,44.25
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,10-Apr-2008,N/A,15.844940,15.844940,0.00000000,4.076226,44.74
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,10-Apr-2008,N/A,15.572437,15.572437,0.00000000,4.069973,45.24
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,10-Apr-2008,N/A,15.390887,15.390887,0.00000000,4.051563,45.73
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,10-Apr-2008,N/A,15.148901,15.148901,0.00000000,4.042459,46.22
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,10-Apr-2008,N/A,15.156606,15.156606,0.00000000,3.998536,46.72
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,10-Apr-2008,N/A,14.930093,14.930093,0.00000000,4.030767,46.71
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,10-Apr-2008,N/A,99.250000,100.713115,1.46311500,4.286822,19.97
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,11-Apr-2008,N/A,99.335064,99.335064,0.00000000,4.573344,0.14
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,11-Apr-2008,N/A,98.333270,98.333270,0.00000000,4.281665,0.39
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,11-Apr-2008,N/A,100.260000,100.783098,0.52309800,4.831100,0.40
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,11-Apr-2008,N/A,102.050000,102.074590,0.02459000,4.778651,0.49
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,11-Apr-2008,N/A,97.351474,97.351474,0.00000000,4.188525,0.63
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,11-Apr-2008,N/A,96.397895,96.397895,0.00000000,4.133153,0.88
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,11-Apr-2008,N/A,99.890000,100.303043,0.41304300,4.122379,0.87
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,11-Apr-2008,N/A,96.388543,96.388543,0.00000000,4.144196,0.88
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,11-Apr-2008,N/A,95.526284,95.526284,0.00000000,4.028454,1.12
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,11-Apr-2008,N/A,94.655306,94.655306,0.00000000,3.971524,1.37
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,11-Apr-2008,N/A,105.470000,105.904783,0.43478300,4.062943,1.36
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,11-Apr-2008,N/A,93.839294,93.839294,0.00000000,3.896959,1.62
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,11-Apr-2008,N/A,102.950000,104.976639,2.02663900,3.880655,1.54
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,11-Apr-2008,N/A,93.762825,93.762825,0.00000000,3.947411,1.62
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,11-Apr-2008,N/A,92.893615,92.893615,0.00000000,3.924428,1.86
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,11-Apr-2008,N/A,92.037616,92.037616,0.00000000,3.901180,2.11
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,11-Apr-2008,N/A,101.710000,103.384180,1.67418000,3.909745,2.00
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,11-Apr-2008,N/A,92.015938,92.015938,0.00000000,3.912364,2.11
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,11-Apr-2008,N/A,91.127873,91.127873,0.00000000,3.914179,2.35
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,11-Apr-2008,N/A,105.920000,108.341016,2.42101600,3.844583,2.36
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,11-Apr-2008,N/A,90.238516,90.238516,0.00000000,3.917467,2.60
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,11-Apr-2008,N/A,89.330589,89.330589,0.00000000,3.933113,2.84
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,11-Apr-2008,N/A,100.840000,101.278859,0.43885900,3.939067,2.69
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,11-Apr-2008,N/A,89.334724,89.334724,0.00000000,3.931483,2.84
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,11-Apr-2008,N/A,88.438956,88.438956,0.00000000,3.941628,3.09
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,11-Apr-2008,N/A,114.970000,117.269451,2.29945100,4.028019,2.80
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,11-Apr-2008,N/A,87.561220,87.561220,0.00000000,3.949055,3.33
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,11-Apr-2008,N/A,86.689806,86.689806,0.00000000,3.954482,3.58
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,11-Apr-2008,N/A,112.480000,114.162005,1.68200500,4.148521,3.26
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,11-Apr-2008,N/A,85.762774,85.762774,0.00000000,3.980469,3.82
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,11-Apr-2008,N/A,85.851635,85.851635,0.00000000,3.953366,3.82
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,11-Apr-2008,N/A,103.730000,104.246304,0.51630400,3.956566,3.51
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,11-Apr-2008,N/A,84.827905,84.827905,0.00000000,4.006916,4.07
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,11-Apr-2008,N/A,104.670000,106.520410,1.85041000,4.015006,3.65
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,11-Apr-2008,N/A,84.824585,84.824585,0.00000000,4.007879,4.07
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,11-Apr-2008,N/A,119.100000,120.781319,1.68131900,4.118683,3.61
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,11-Apr-2008,N/A,83.921271,83.921271,0.00000000,4.026845,4.31
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,11-Apr-2008,N/A,83.037428,83.037428,0.00000000,4.039765,4.56
4½% Treasury Gilt 2013,GB00B29WRG55,07-Mar-2013,11-Apr-2008,N/A,101.980000,102.469399,0.48939900,4.049245,4.35
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,11-Apr-2008,N/A,82.142005,82.142005,0.00000000,4.058001,4.80
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,11-Apr-2008,N/A,81.236544,81.236544,0.00000000,4.077994,5.04
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,11-Apr-2008,N/A,80.306150,80.306150,0.00000000,4.105581,5.29
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,11-Apr-2008,N/A,118.820000,119.211304,0.39130400,4.110315,4.51
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,11-Apr-2008,N/A,79.434997,79.434997,0.00000000,4.118493,5.53
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,11-Apr-2008,N/A,138.990000,143.055574,4.06557400,4.189496,4.29
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,11-Apr-2008,N/A,78.593120,78.593120,0.00000000,4.127077,5.78
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,11-Apr-2008,N/A,77.728449,77.728449,0.00000000,4.140648,6.02
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,11-Apr-2008,N/A,77.081419,77.081419,0.00000000,4.111067,6.27
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,11-Apr-2008,N/A,105.000000,105.516304,0.51630400,4.102616,5.44
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,11-Apr-2008,N/A,76.895670,76.895670,0.00000000,4.149563,6.27
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,11-Apr-2008,N/A,75.919688,75.919688,0.00000000,4.187538,6.51
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,11-Apr-2008,N/A,75.047151,75.047151,0.00000000,4.205775,6.75
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,11-Apr-2008,N/A,74.200797,74.200797,0.00000000,4.218674,7.00
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,11-Apr-2008,N/A,73.344664,73.344664,0.00000000,4.235262,7.24
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,11-Apr-2008,N/A,103.420000,103.910489,0.49048900,4.206530,6.19
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,11-Apr-2008,N/A,73.304766,73.304766,0.00000000,4.242774,7.24
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,11-Apr-2008,N/A,123.850000,126.669672,2.81967200,4.305297,5.81
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,11-Apr-2008,N/A,71.919071,71.919071,0.00000000,4.357039,7.48
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,11-Apr-2008,N/A,71.873864,71.873864,0.00000000,4.365440,7.48
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,11-Apr-2008,N/A,71.281321,71.281321,0.00000000,4.333310,7.73
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,11-Apr-2008,N/A,70.475684,70.475684,0.00000000,4.341018,7.97
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,11-Apr-2008,N/A,70.034245,70.034245,0.00000000,4.287260,8.22
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,11-Apr-2008,N/A,98.120000,98.533043,0.41304300,4.268272,7.02
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,11-Apr-2008,N/A,69.831485,69.831485,0.00000000,4.322532,8.22
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,11-Apr-2008,N/A,68.745759,68.745759,0.00000000,4.380954,8.46
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,11-Apr-2008,N/A,67.810883,67.810883,0.00000000,4.414186,8.70
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,11-Apr-2008,N/A,66.975832,66.975832,0.00000000,4.430280,8.95
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,11-Apr-2008,N/A,132.520000,133.697885,1.17788500,4.462371,6.77
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,11-Apr-2008,N/A,66.243366,66.243366,0.00000000,4.431116,9.19
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,11-Apr-2008,N/A,65.199079,65.199079,0.00000000,4.483017,9.44
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,11-Apr-2008,N/A,64.589204,64.589204,0.00000000,4.465970,9.68
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,11-Apr-2008,N/A,104.730000,105.246304,0.51630400,4.404629,7.77
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,11-Apr-2008,N/A,64.533796,64.533796,0.00000000,4.474835,9.68
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,11-Apr-2008,N/A,63.739527,63.739527,0.00000000,4.487781,9.92
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,11-Apr-2008,N/A,62.899308,62.899308,0.00000000,4.509515,10.17
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,11-Apr-2008,N/A,62.076933,62.076933,0.00000000,4.528496,10.41
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,11-Apr-2008,N/A,61.280447,61.280447,0.00000000,4.544963,10.65
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,11-Apr-2008,N/A,60.486993,60.486993,0.00000000,4.561122,10.90
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,11-Apr-2008,N/A,59.598707,59.598707,0.00000000,4.593037,11.14
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,11-Apr-2008,N/A,58.845776,58.845776,0.00000000,4.604672,11.39
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,11-Apr-2008,N/A,58.045520,58.045520,0.00000000,4.624863,11.63
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,11-Apr-2008,N/A,101.760000,102.250489,0.49048900,4.556242,9.00
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,11-Apr-2008,N/A,58.035394,58.035394,0.00000000,4.626363,11.63
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,11-Apr-2008,N/A,57.145495,57.145495,0.00000000,4.659902,11.87
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,11-Apr-2008,N/A,56.321871,56.321871,0.00000000,4.684984,12.11
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,11-Apr-2008,N/A,55.585875,55.585875,0.00000000,4.697440,12.36
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,11-Apr-2008,N/A,54.880890,54.880890,0.00000000,4.706911,12.60
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,11-Apr-2008,N/A,132.860000,135.679672,2.81967200,4.633596,8.66
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,11-Apr-2008,N/A,54.120946,54.120946,0.00000000,4.724628,12.84
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,11-Apr-2008,N/A,54.046364,54.046364,0.00000000,4.735365,12.84
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,11-Apr-2008,N/A,53.380403,53.380403,0.00000000,4.740986,13.09
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,11-Apr-2008,N/A,52.802931,52.802931,0.00000000,4.734425,13.33
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,11-Apr-2008,N/A,52.142373,52.142373,0.00000000,4.741262,13.57
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,11-Apr-2008,N/A,51.513612,51.513612,0.00000000,4.744007,13.82
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,11-Apr-2008,N/A,50.968495,50.968495,0.00000000,4.736573,14.06
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,11-Apr-2008,N/A,50.416170,50.416170,0.00000000,4.730666,14.31
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,11-Apr-2008,N/A,49.823519,49.823519,0.00000000,4.731857,14.55
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,11-Apr-2008,N/A,49.305351,49.305351,0.00000000,4.723242,14.80
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,11-Apr-2008,N/A,48.800700,48.800700,0.00000000,4.714298,15.04
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,11-Apr-2008,N/A,48.281652,48.281652,0.00000000,4.707800,15.29
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,11-Apr-2008,N/A,47.780201,47.780201,0.00000000,4.700360,15.53
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,11-Apr-2008,N/A,47.262453,47.262453,0.00000000,4.695562,15.78
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,11-Apr-2008,N/A,46.731643,46.731643,0.00000000,4.693868,16.02
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,11-Apr-2008,N/A,46.244284,46.244284,0.00000000,4.686782,16.27
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,11-Apr-2008,N/A,45.793448,45.793448,0.00000000,4.676196,16.51
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,11-Apr-2008,N/A,45.890791,45.890791,0.00000000,4.663335,16.51
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,11-Apr-2008,N/A,104.660000,105.176304,0.51630400,4.599879,11.42
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,11-Apr-2008,N/A,45.276542,45.276542,0.00000000,4.674757,16.76
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,11-Apr-2008,N/A,44.768867,44.768867,0.00000000,4.673350,17.00
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,11-Apr-2008,N/A,44.271918,44.271918,0.00000000,4.670894,17.24
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,11-Apr-2008,N/A,43.766145,43.766145,0.00000000,4.670802,17.49
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,11-Apr-2008,N/A,43.276834,43.276834,0.00000000,4.668904,17.73
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,11-Apr-2008,N/A,42.803103,42.803103,0.00000000,4.666155,17.98
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,11-Apr-2008,N/A,42.309893,42.309893,0.00000000,4.666272,18.22
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,11-Apr-2008,N/A,41.845693,41.845693,0.00000000,4.663766,18.47
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,11-Apr-2008,N/A,41.392127,41.392127,0.00000000,4.660216,18.71
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,11-Apr-2008,N/A,40.927183,40.927183,0.00000000,4.659247,18.96
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,11-Apr-2008,N/A,40.618813,40.618813,0.00000000,4.638476,19.20
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,11-Apr-2008,N/A,95.480000,96.977951,1.49795100,4.601585,12.85
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,11-Apr-2008,N/A,40.463919,40.463919,0.00000000,4.658373,19.20
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,11-Apr-2008,N/A,40.107039,40.107039,0.00000000,4.644917,19.45
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,11-Apr-2008,N/A,39.634641,39.634641,0.00000000,4.646603,19.69
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,11-Apr-2008,N/A,39.206349,39.206349,0.00000000,4.643683,19.93
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,11-Apr-2008,N/A,38.773755,38.773755,0.00000000,4.641611,20.18
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,11-Apr-2008,N/A,38.783477,38.783477,0.00000000,4.640369,20.18
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,11-Apr-2008,N/A,118.450000,120.564754,2.11475400,4.605212,12.32
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,11-Apr-2008,N/A,38.458614,38.458614,0.00000000,4.625582,20.42
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,11-Apr-2008,N/A,38.068874,38.068874,0.00000000,4.619374,20.67
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,11-Apr-2008,N/A,37.744919,37.744919,0.00000000,4.605821,20.92
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,11-Apr-2008,N/A,37.394870,37.394870,0.00000000,4.595883,21.16
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,11-Apr-2008,N/A,37.067014,37.067014,0.00000000,4.584123,21.41
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,11-Apr-2008,N/A,36.709194,36.709194,0.00000000,4.576424,21.65
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,11-Apr-2008,N/A,36.402428,36.402428,0.00000000,4.563252,21.90
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,11-Apr-2008,N/A,36.061733,36.061733,0.00000000,4.554613,22.14
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,11-Apr-2008,N/A,102.470000,104.144180,1.67418000,4.573339,13.68
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,11-Apr-2008,N/A,36.074722,36.074722,0.00000000,4.552987,22.14
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,11-Apr-2008,N/A,35.768629,35.768629,0.00000000,4.540938,22.39
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,11-Apr-2008,N/A,35.461890,35.461890,0.00000000,4.529235,22.63
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,11-Apr-2008,N/A,35.178356,35.178356,0.00000000,4.515540,22.88
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,11-Apr-2008,N/A,34.867894,34.867894,0.00000000,4.505445,23.13
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,11-Apr-2008,N/A,34.572138,34.572138,0.00000000,4.494387,23.37
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,11-Apr-2008,N/A,34.279137,34.279137,0.00000000,4.483225,23.62
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,11-Apr-2008,N/A,34.331756,34.331756,0.00000000,4.476731,23.62
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,11-Apr-2008,N/A,96.300000,97.797951,1.49795100,4.502550,14.58
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,11-Apr-2008,N/A,33.968859,33.968859,0.00000000,4.475028,23.86
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,11-Apr-2008,N/A,33.666517,33.666517,0.00000000,4.466072,24.11
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,11-Apr-2008,N/A,33.374893,33.374893,0.00000000,4.456598,24.35
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,11-Apr-2008,N/A,33.086527,33.086527,0.00000000,4.446937,24.60
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,11-Apr-2008,N/A,32.804832,32.804832,0.00000000,4.437237,24.85
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,11-Apr-2008,N/A,32.535248,32.535248,0.00000000,4.426256,25.09
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,11-Apr-2008,N/A,32.270425,32.270425,0.00000000,4.415454,25.34
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,11-Apr-2008,N/A,31.992232,31.992232,0.00000000,4.406481,25.58
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,11-Apr-2008,N/A,31.732410,31.732410,0.00000000,4.396000,25.83
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,11-Apr-2008,N/A,31.441109,31.441109,0.00000000,4.389543,26.08
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,11-Apr-2008,N/A,31.207552,31.207552,0.00000000,4.376761,26.32
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,11-Apr-2008,N/A,30.953130,30.953130,0.00000000,4.366701,26.57
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,11-Apr-2008,N/A,30.658271,30.658271,0.00000000,4.362252,26.81
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,11-Apr-2008,N/A,30.454787,30.454787,0.00000000,4.346864,27.06
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,11-Apr-2008,N/A,30.181858,30.181858,0.00000000,4.340586,27.30
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,11-Apr-2008,N/A,30.236910,30.236910,0.00000000,4.333912,27.31
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,11-Apr-2008,N/A,97.490000,97.928859,0.43885900,4.406975,16.02
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,11-Apr-2008,N/A,29.937498,29.937498,0.00000000,4.331001,27.55
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,11-Apr-2008,N/A,29.354775,29.354775,0.00000000,4.324699,28.04
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,11-Apr-2008,N/A,28.837203,28.837203,0.00000000,4.312067,28.53
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,11-Apr-2008,N/A,28.307603,28.307603,0.00000000,4.302435,29.02
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,11-Apr-2008,N/A,27.751571,27.751571,0.00000000,4.297535,29.51
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,11-Apr-2008,N/A,27.219656,27.219656,0.00000000,4.291179,30.00
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,11-Apr-2008,N/A,27.309795,27.309795,0.00000000,4.280161,30.01
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,11-Apr-2008,N/A,105.900000,107.574180,1.67418000,4.397335,16.23
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,11-Apr-2008,N/A,26.686596,26.686596,0.00000000,4.286421,30.49
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,11-Apr-2008,N/A,26.157318,26.157318,0.00000000,4.282634,30.98
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,11-Apr-2008,N/A,25.658358,25.658358,0.00000000,4.276510,31.47
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,11-Apr-2008,N/A,25.220277,25.220277,0.00000000,4.264196,31.97
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,11-Apr-2008,N/A,24.721170,24.721170,0.00000000,4.260781,32.46
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,11-Apr-2008,N/A,24.248724,24.248724,0.00000000,4.255366,32.95
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,11-Apr-2008,N/A,23.835032,23.835032,0.00000000,4.243863,33.44
4½% Treasury Gilt 2042 WI,GB00B2QRG998,07-Dec-2042,11-Apr-2008,N/A,102.130000,103.765246,1.63524600,4.379667,17.37
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,11-Apr-2008,N/A,23.366468,23.366468,0.00000000,4.240495,33.93
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,11-Apr-2008,N/A,102.130000,103.716066,1.58606600,4.379670,17.38
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,11-Apr-2008,N/A,23.357132,23.357132,0.00000000,4.241672,33.93
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,11-Apr-2008,N/A,23.040932,23.040932,0.00000000,4.220299,34.42
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,11-Apr-2008,N/A,22.675027,22.675027,0.00000000,4.206339,34.91
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,11-Apr-2008,N/A,22.270247,22.270247,0.00000000,4.198427,35.40
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,11-Apr-2008,N/A,21.848315,21.848315,0.00000000,4.193839,35.89
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,11-Apr-2008,N/A,21.497405,21.497405,0.00000000,4.181304,36.39
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,11-Apr-2008,N/A,21.129863,21.129863,0.00000000,4.171959,36.88
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,11-Apr-2008,N/A,20.775528,20.775528,0.00000000,4.161968,37.37
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,11-Apr-2008,N/A,20.576528,20.576528,0.00000000,4.132991,37.87
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,11-Apr-2008,N/A,98.710000,100.207951,1.49795100,4.318680,18.49
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,11-Apr-2008,N/A,20.416122,20.416122,0.00000000,4.153660,37.86
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,11-Apr-2008,N/A,20.195607,20.195607,0.00000000,4.128380,38.36
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,11-Apr-2008,N/A,19.875597,19.875597,0.00000000,4.116901,38.85
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,11-Apr-2008,N/A,19.570568,19.570568,0.00000000,4.104421,39.34
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,11-Apr-2008,N/A,19.248095,19.248095,0.00000000,4.095132,39.83
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,11-Apr-2008,N/A,18.900453,18.900453,0.00000000,4.090066,40.32
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,11-Apr-2008,N/A,18.634852,18.634852,0.00000000,4.075141,40.82
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,11-Apr-2008,N/A,18.353771,18.353771,0.00000000,4.063103,41.31
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,11-Apr-2008,N/A,18.097710,18.097710,0.00000000,4.048600,41.80
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,11-Apr-2008,N/A,17.818612,17.818612,0.00000000,4.037963,42.29
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,11-Apr-2008,N/A,17.523640,17.523640,0.00000000,4.030259,42.79
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,11-Apr-2008,N/A,17.294770,17.294770,0.00000000,4.014536,43.28
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,11-Apr-2008,N/A,16.990069,16.990069,0.00000000,4.009742,43.77
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,11-Apr-2008,N/A,16.686934,16.686934,0.00000000,4.005568,44.26
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,11-Apr-2008,N/A,16.397951,16.397951,0.00000000,4.000293,44.75
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,11-Apr-2008,N/A,16.131056,16.131056,0.00000000,3.992792,45.24
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,11-Apr-2008,N/A,15.950128,15.950128,0.00000000,3.974234,45.74
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,11-Apr-2008,N/A,15.677402,15.677402,0.00000000,3.968978,46.23
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,11-Apr-2008,N/A,15.679124,15.679124,0.00000000,3.926687,46.73
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,11-Apr-2008,N/A,15.529591,15.529591,0.00000000,3.947195,46.73
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,11-Apr-2008,N/A,100.640000,102.137951,1.49795100,4.218497,20.14
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,14-Apr-2008,N/A,99.344161,99.344161,0.00000000,4.595929,0.14
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,14-Apr-2008,N/A,98.342937,98.342937,0.00000000,4.286025,0.39
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,14-Apr-2008,N/A,100.240000,100.778043,0.53804300,4.876910,0.39
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,14-Apr-2008,N/A,102.030000,102.079180,0.04918000,4.796056,0.48
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,14-Apr-2008,N/A,97.342485,97.342485,0.00000000,4.221081,0.63
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,14-Apr-2008,N/A,96.387915,96.387915,0.00000000,4.157666,0.88
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,14-Apr-2008,N/A,99.870000,100.293913,0.42391300,4.145687,0.87
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,14-Apr-2008,N/A,96.373616,96.373616,0.00000000,4.174606,0.88
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,14-Apr-2008,N/A,95.499338,95.499338,0.00000000,4.063307,1.12
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,14-Apr-2008,N/A,94.633917,94.633917,0.00000000,3.995877,1.37
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,14-Apr-2008,N/A,105.420000,105.876522,0.45652200,4.090605,1.36
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,14-Apr-2008,N/A,93.823912,93.823912,0.00000000,3.913657,1.61
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,14-Apr-2008,N/A,102.900000,104.942350,2.04235000,3.908792,1.53
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,14-Apr-2008,N/A,93.740353,93.740353,0.00000000,3.968894,1.61
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,14-Apr-2008,N/A,92.856677,92.856677,0.00000000,3.951525,1.86
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,14-Apr-2008,N/A,91.988433,91.988433,0.00000000,3.931608,2.10
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,14-Apr-2008,N/A,101.650000,103.337158,1.68715800,3.937870,1.99
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,14-Apr-2008,N/A,91.970780,91.970780,0.00000000,3.940733,2.10
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,14-Apr-2008,N/A,91.074961,91.074961,0.00000000,3.943403,2.35
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,14-Apr-2008,N/A,105.840000,108.278187,2.43818700,3.873666,2.35
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,14-Apr-2008,N/A,90.177100,90.177100,0.00000000,3.947802,2.59
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,14-Apr-2008,N/A,89.258320,89.258320,0.00000000,3.965360,2.84
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,14-Apr-2008,N/A,100.760000,101.210408,0.45040800,3.968144,2.69
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,14-Apr-2008,N/A,89.259359,89.259359,0.00000000,3.964950,2.84
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,14-Apr-2008,N/A,88.334957,88.334957,0.00000000,3.983242,3.08
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,14-Apr-2008,N/A,114.860000,117.184176,2.32417600,4.057923,2.80
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,14-Apr-2008,N/A,87.449100,87.449100,0.00000000,3.990749,3.33
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,14-Apr-2008,N/A,86.584543,86.584543,0.00000000,3.991473,3.57
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,14-Apr-2008,N/A,112.360000,114.063297,1.70329700,4.178506,3.26
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,14-Apr-2008,N/A,85.686780,85.686780,0.00000000,4.006494,3.82
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,14-Apr-2008,N/A,85.735954,85.735954,0.00000000,3.991466,3.82
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,14-Apr-2008,N/A,103.620000,104.149891,0.52989100,3.985992,3.51
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,14-Apr-2008,N/A,84.730527,84.730527,0.00000000,4.037853,4.06
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,14-Apr-2008,N/A,104.550000,106.414754,1.86475400,4.045172,3.65
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,14-Apr-2008,N/A,84.740895,84.740895,0.00000000,4.034841,4.06
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,14-Apr-2008,N/A,118.970000,120.676044,1.70604400,4.145987,3.60
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,14-Apr-2008,N/A,83.832656,83.832656,0.00000000,4.053890,4.31
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,14-Apr-2008,N/A,82.965283,82.965283,0.00000000,4.061258,4.55
4½% Treasury Gilt 2013,GB00B29WRG55,07-Mar-2013,14-Apr-2008,N/A,101.840000,102.341627,0.50162700,4.080482,4.34
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,14-Apr-2008,N/A,82.067311,82.067311,0.00000000,4.079244,4.80
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,14-Apr-2008,N/A,81.130782,81.130782,0.00000000,4.106022,5.04
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,14-Apr-2008,N/A,80.200502,80.200502,0.00000000,4.132578,5.28
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,14-Apr-2008,N/A,118.670000,119.083043,0.41304300,4.136682,4.50
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,14-Apr-2008,N/A,79.333603,79.333603,0.00000000,4.143602,5.53
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,14-Apr-2008,N/A,138.810000,142.908361,4.09836100,4.216180,4.28
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,14-Apr-2008,N/A,78.500225,78.500225,0.00000000,4.149480,5.77
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,14-Apr-2008,N/A,77.651736,77.651736,0.00000000,4.158911,6.02
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,14-Apr-2008,N/A,76.962388,76.962388,0.00000000,4.137500,6.26
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,14-Apr-2008,N/A,104.850000,105.379891,0.52989100,4.128443,5.44
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,14-Apr-2008,N/A,76.832252,76.832252,0.00000000,4.164517,6.26
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,14-Apr-2008,N/A,75.828021,75.828021,0.00000000,4.207841,6.51
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,14-Apr-2008,N/A,74.963423,74.963423,0.00000000,4.223984,6.75
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,14-Apr-2008,N/A,74.093433,74.093433,0.00000000,4.240999,7.00
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,14-Apr-2008,N/A,73.226911,73.226911,0.00000000,4.259027,7.24
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,14-Apr-2008,N/A,103.250000,103.753397,0.50339700,4.232833,6.18
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,14-Apr-2008,N/A,73.161490,73.161490,0.00000000,4.271373,7.24
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,14-Apr-2008,N/A,123.610000,126.451530,2.84153000,4.336974,5.81
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,14-Apr-2008,N/A,71.743391,71.743391,0.00000000,4.391305,7.48
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,14-Apr-2008,N/A,71.714923,71.714923,0.00000000,4.396610,7.48
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,14-Apr-2008,N/A,71.112878,71.112878,0.00000000,4.365440,7.73
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,14-Apr-2008,N/A,70.355332,70.355332,0.00000000,4.363931,7.97
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,14-Apr-2008,N/A,69.899425,69.899425,0.00000000,4.312112,8.22
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,14-Apr-2008,N/A,97.990000,98.413913,0.42391300,4.287145,7.02
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,14-Apr-2008,N/A,69.725249,69.725249,0.00000000,4.342477,8.22
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,14-Apr-2008,N/A,68.648571,68.648571,0.00000000,4.399078,8.46
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,14-Apr-2008,N/A,67.662639,67.662639,0.00000000,4.440701,8.70
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,14-Apr-2008,N/A,66.822671,66.822671,0.00000000,4.457210,8.95
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,14-Apr-2008,N/A,132.320000,133.521923,1.20192300,4.483616,6.77
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,14-Apr-2008,N/A,66.111070,66.111070,0.00000000,4.454165,9.19
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,14-Apr-2008,N/A,65.026369,65.026369,0.00000000,4.512421,9.43
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,14-Apr-2008,N/A,64.461330,64.461330,0.00000000,4.487688,9.68
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,14-Apr-2008,N/A,104.520000,105.049891,0.52989100,4.430208,7.76
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,14-Apr-2008,N/A,64.390288,64.390288,0.00000000,4.499084,9.68
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,14-Apr-2008,N/A,63.598430,63.598430,0.00000000,4.511340,9.92
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,14-Apr-2008,N/A,62.755332,62.755332,0.00000000,4.533253,10.16
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,14-Apr-2008,N/A,61.930022,61.930022,0.00000000,4.552436,10.41
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,14-Apr-2008,N/A,61.126952,61.126952,0.00000000,4.569656,10.65
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,14-Apr-2008,N/A,60.291212,60.291212,0.00000000,4.592008,10.89
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,14-Apr-2008,N/A,59.411366,59.411366,0.00000000,4.622413,11.14
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,14-Apr-2008,N/A,58.629996,58.629996,0.00000000,4.638041,11.38
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,14-Apr-2008,N/A,57.873596,57.873596,0.00000000,4.651449,11.62
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,14-Apr-2008,N/A,101.540000,102.043397,0.50339700,4.580136,9.00
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,14-Apr-2008,N/A,57.848930,57.848930,0.00000000,4.655117,11.62
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,14-Apr-2008,N/A,56.953744,56.953744,0.00000000,4.689284,11.87
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,14-Apr-2008,N/A,56.114930,56.114930,0.00000000,4.716422,12.11
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,14-Apr-2008,N/A,55.396542,55.396542,0.00000000,4.726086,12.35
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,14-Apr-2008,N/A,54.688023,54.688023,0.00000000,4.735862,12.60
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,14-Apr-2008,N/A,132.580000,135.421530,2.84153000,4.657052,8.65
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,14-Apr-2008,N/A,53.906394,53.906394,0.00000000,4.756556,12.84
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,14-Apr-2008,N/A,53.833264,53.833264,0.00000000,4.767130,12.84
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,14-Apr-2008,N/A,53.180465,53.180465,0.00000000,4.770642,13.08
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,14-Apr-2008,N/A,52.621713,52.621713,0.00000000,4.761178,13.33
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,14-Apr-2008,N/A,51.936992,51.936992,0.00000000,4.771281,13.57
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,14-Apr-2008,N/A,51.313547,51.313547,0.00000000,4.773100,13.82
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,14-Apr-2008,N/A,50.775749,50.775749,0.00000000,4.764425,14.06
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,14-Apr-2008,N/A,50.255621,50.255621,0.00000000,4.753855,14.30
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,14-Apr-2008,N/A,49.672636,49.672636,0.00000000,4.753577,14.55
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,14-Apr-2008,N/A,49.160157,49.160157,0.00000000,4.744038,14.79
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,14-Apr-2008,N/A,48.638989,48.638989,0.00000000,4.737211,15.04
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,14-Apr-2008,N/A,48.120806,48.120806,0.00000000,4.730465,15.28
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,14-Apr-2008,N/A,47.634440,47.634440,0.00000000,4.720849,15.53
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,14-Apr-2008,N/A,47.121358,47.121358,0.00000000,4.715320,15.77
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,14-Apr-2008,N/A,46.590794,46.590794,0.00000000,4.713501,16.02
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,14-Apr-2008,N/A,46.101244,46.101244,0.00000000,4.706609,16.26
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,14-Apr-2008,N/A,45.631777,45.631777,0.00000000,4.698382,16.51
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,14-Apr-2008,N/A,45.741400,45.741400,0.00000000,4.683846,16.51
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,14-Apr-2008,N/A,104.390000,104.919891,0.52989100,4.622357,11.40
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,14-Apr-2008,N/A,45.130074,45.130074,0.00000000,4.694853,16.75
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,14-Apr-2008,N/A,44.625063,44.625063,0.00000000,4.693018,17.00
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,14-Apr-2008,N/A,44.126628,44.126628,0.00000000,4.690691,17.24
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,14-Apr-2008,N/A,43.618470,43.618470,0.00000000,4.690850,17.48
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,14-Apr-2008,N/A,43.131951,43.131951,0.00000000,4.688529,17.73
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,14-Apr-2008,N/A,42.653386,42.653386,0.00000000,4.686347,17.97
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,14-Apr-2008,N/A,42.161951,42.161951,0.00000000,4.686189,18.22
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,14-Apr-2008,N/A,41.693524,41.693524,0.00000000,4.684177,18.46
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,14-Apr-2008,N/A,41.233219,41.233219,0.00000000,4.681449,18.71
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,14-Apr-2008,N/A,40.759914,40.759914,0.00000000,4.681517,18.95
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,14-Apr-2008,N/A,40.437422,40.437422,0.00000000,4.662441,19.20
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,14-Apr-2008,N/A,95.200000,96.709563,1.50956300,4.624134,12.84
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,14-Apr-2008,N/A,40.296860,40.296860,0.00000000,4.680580,19.20
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,14-Apr-2008,N/A,39.926659,39.926659,0.00000000,4.668744,19.44
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,14-Apr-2008,N/A,39.447515,39.447515,0.00000000,4.671280,19.69
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,14-Apr-2008,N/A,39.000596,39.000596,0.00000000,4.670711,19.93
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,14-Apr-2008,N/A,38.585564,38.585564,0.00000000,4.666348,20.17
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,14-Apr-2008,N/A,38.599203,38.599203,0.00000000,4.664596,20.17
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,14-Apr-2008,N/A,118.120000,120.251148,2.13114800,4.627377,12.31
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,14-Apr-2008,N/A,38.276107,38.276107,0.00000000,4.649485,20.42
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,14-Apr-2008,N/A,37.892579,37.892579,0.00000000,4.642438,20.67
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,14-Apr-2008,N/A,37.562422,37.562422,0.00000000,4.629591,20.91
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,14-Apr-2008,N/A,37.214784,37.214784,0.00000000,4.619286,21.16
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,14-Apr-2008,N/A,36.879770,36.879770,0.00000000,4.608361,21.40
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,14-Apr-2008,N/A,36.527676,36.527676,0.00000000,4.599893,21.65
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,14-Apr-2008,N/A,36.227292,36.227292,0.00000000,4.585840,21.89
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,14-Apr-2008,N/A,35.814849,35.814849,0.00000000,4.586199,22.14
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,14-Apr-2008,N/A,102.110000,103.797158,1.68715800,4.598659,13.66
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,14-Apr-2008,N/A,35.892612,35.892612,0.00000000,4.576402,22.14
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,14-Apr-2008,N/A,35.578350,35.578350,0.00000000,4.565311,22.38
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,14-Apr-2008,N/A,35.250420,35.250420,0.00000000,4.556205,22.63
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,14-Apr-2008,N/A,34.971067,34.971067,0.00000000,4.541905,22.87
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,14-Apr-2008,N/A,34.664685,34.664685,0.00000000,4.531250,23.12
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,14-Apr-2008,N/A,34.368698,34.368698,0.00000000,4.520160,23.37
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,14-Apr-2008,N/A,34.074909,34.074909,0.00000000,4.509044,23.61
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,14-Apr-2008,N/A,34.139267,34.139267,0.00000000,4.501053,23.61
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,14-Apr-2008,N/A,95.930000,97.439563,1.50956300,4.528580,14.56
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,14-Apr-2008,N/A,33.768126,33.768126,0.00000000,4.500374,23.86
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,14-Apr-2008,N/A,33.461442,33.461442,0.00000000,4.491920,24.10
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,14-Apr-2008,N/A,33.176706,33.176706,0.00000000,4.481550,24.35
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,14-Apr-2008,N/A,32.886115,32.886115,0.00000000,4.472127,24.59
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,14-Apr-2008,N/A,32.611456,32.611456,0.00000000,4.461517,24.84
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,14-Apr-2008,N/A,32.333578,32.333578,0.00000000,4.451517,25.09
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,14-Apr-2008,N/A,32.073775,32.073775,0.00000000,4.440050,25.33
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,14-Apr-2008,N/A,31.796307,31.796307,0.00000000,4.430961,25.58
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,14-Apr-2008,N/A,31.524026,31.524026,0.00000000,4.421970,25.82
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,14-Apr-2008,N/A,31.255092,31.255092,0.00000000,4.412759,26.07
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,14-Apr-2008,N/A,31.022486,31.022486,0.00000000,4.399809,26.32
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,14-Apr-2008,N/A,30.767358,30.767358,0.00000000,4.389808,26.56
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,14-Apr-2008,N/A,30.490800,30.490800,0.00000000,4.383121,26.81
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,14-Apr-2008,N/A,30.270811,30.270811,0.00000000,4.369694,27.05
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,14-Apr-2008,N/A,30.021083,30.021083,0.00000000,4.360578,27.30
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,14-Apr-2008,N/A,30.067766,30.067766,0.00000000,4.354886,27.30
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,14-Apr-2008,N/A,97.080000,97.530408,0.45040800,4.433195,15.99
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,14-Apr-2008,N/A,29.746192,29.746192,0.00000000,4.354698,27.55
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,14-Apr-2008,N/A,29.178205,29.178205,0.00000000,4.346634,28.04
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,14-Apr-2008,N/A,28.653967,28.653967,0.00000000,4.334820,28.53
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,14-Apr-2008,N/A,28.115876,28.115876,0.00000000,4.326255,29.02
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,14-Apr-2008,N/A,27.557399,27.557399,0.00000000,4.321723,29.51
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,14-Apr-2008,N/A,27.006277,27.006277,0.00000000,4.317800,30.00
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,14-Apr-2008,N/A,27.137925,27.137925,0.00000000,4.301590,30.00
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,14-Apr-2008,N/A,105.420000,107.107158,1.68715800,4.424915,16.19
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,14-Apr-2008,N/A,26.464351,26.464351,0.00000000,4.314230,30.49
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,14-Apr-2008,N/A,25.931300,25.931300,0.00000000,4.311021,30.98
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,14-Apr-2008,N/A,25.426366,25.426366,0.00000000,4.305739,31.47
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,14-Apr-2008,N/A,25.022916,25.022916,0.00000000,4.289138,31.96
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,14-Apr-2008,N/A,24.535535,24.535535,0.00000000,4.284363,32.45
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,14-Apr-2008,N/A,24.067449,24.067449,0.00000000,4.278493,32.94
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,14-Apr-2008,N/A,23.635041,23.635041,0.00000000,4.269409,33.43
4½% Treasury Gilt 2042 WI,GB00B2QRG998,07-Dec-2042,14-Apr-2008,N/A,101.620000,103.255246,1.63524600,4.408071,17.32
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,14-Apr-2008,N/A,23.144513,23.144513,0.00000000,4.268968,33.92
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,14-Apr-2008,N/A,101.620000,103.218361,1.59836100,4.408070,17.33
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,14-Apr-2008,N/A,23.159151,23.159151,0.00000000,4.267104,33.92
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,14-Apr-2008,N/A,22.847744,22.847744,0.00000000,4.245096,34.41
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,14-Apr-2008,N/A,22.460822,22.460822,0.00000000,4.233855,34.91
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,14-Apr-2008,N/A,22.061874,22.061874,0.00000000,4.225304,35.40
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,14-Apr-2008,N/A,21.616415,21.616415,0.00000000,4.223887,35.89
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,14-Apr-2008,N/A,21.271398,21.271398,0.00000000,4.210665,36.38
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,14-Apr-2008,N/A,20.912136,20.912136,0.00000000,4.200356,36.87
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,14-Apr-2008,N/A,20.561562,20.561562,0.00000000,4.189976,37.36
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,14-Apr-2008,N/A,20.334894,20.334894,0.00000000,4.164487,37.86
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,14-Apr-2008,N/A,98.180000,99.689563,1.50956300,4.347400,18.44
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,14-Apr-2008,N/A,20.205938,20.205938,0.00000000,4.181293,37.85
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,14-Apr-2008,N/A,19.984072,19.984072,0.00000000,4.156127,38.35
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,14-Apr-2008,N/A,19.666881,19.666881,0.00000000,4.144366,38.84
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,14-Apr-2008,N/A,19.373662,19.373662,0.00000000,4.130411,39.33
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,14-Apr-2008,N/A,19.059055,19.059055,0.00000000,4.120192,39.82
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,14-Apr-2008,N/A,18.735822,18.735822,0.00000000,4.112040,40.32
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,14-Apr-2008,N/A,18.430959,18.430959,0.00000000,4.102369,40.81
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,14-Apr-2008,N/A,18.151207,18.151207,0.00000000,4.090239,41.30
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,14-Apr-2008,N/A,17.885215,17.885215,0.00000000,4.077121,41.79
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,14-Apr-2008,N/A,17.609205,17.609205,0.00000000,4.066176,42.29
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,14-Apr-2008,N/A,17.314220,17.314220,0.00000000,4.058618,42.78
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,14-Apr-2008,N/A,17.106704,17.106704,0.00000000,4.040054,43.27
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,14-Apr-2008,N/A,16.783039,16.783039,0.00000000,4.038004,43.76
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,14-Apr-2008,N/A,16.496834,16.496834,0.00000000,4.031702,44.25
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,14-Apr-2008,N/A,16.213586,16.213586,0.00000000,4.025804,44.74
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,14-Apr-2008,N/A,15.970632,15.970632,0.00000000,4.015124,45.24
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,14-Apr-2008,N/A,15.795703,15.795703,0.00000000,3.995742,45.73
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,14-Apr-2008,N/A,15.543384,15.543384,0.00000000,3.987783,46.22
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,14-Apr-2008,N/A,15.481521,15.481521,0.00000000,3.954059,46.72
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,14-Apr-2008,N/A,15.344052,15.344052,0.00000000,3.973150,46.72
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,14-Apr-2008,N/A,100.040000,101.549563,1.50956300,4.247810,20.06
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,15-Apr-2008,N/A,99.359787,99.359787,0.00000000,4.572077,0.14
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,15-Apr-2008,N/A,98.371936,98.371936,0.00000000,4.239150,0.38
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,15-Apr-2008,N/A,100.260000,100.812989,0.55298900,4.821586,0.39
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,15-Apr-2008,N/A,102.040000,102.113770,0.07377000,4.752481,0.48
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,15-Apr-2008,N/A,97.380208,97.380208,0.00000000,4.177618,0.63
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,15-Apr-2008,N/A,96.425640,96.425640,0.00000000,4.125659,0.87
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,15-Apr-2008,N/A,99.900000,100.334783,0.43478300,4.111425,0.86
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,15-Apr-2008,N/A,96.413672,96.413672,0.00000000,4.139873,0.87
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,15-Apr-2008,N/A,95.555446,95.555446,0.00000000,4.020658,1.12
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,15-Apr-2008,N/A,94.685251,94.685251,0.00000000,3.964005,1.36
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,15-Apr-2008,N/A,105.450000,105.928261,0.47826100,4.062717,1.36
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,15-Apr-2008,N/A,93.871020,93.871020,0.00000000,3.889066,1.61
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,15-Apr-2008,N/A,102.940000,104.998060,2.05806000,3.881046,1.53
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,15-Apr-2008,N/A,93.785722,93.785722,0.00000000,3.945513,1.61
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,15-Apr-2008,N/A,92.910408,92.910408,0.00000000,3.926070,1.85
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,15-Apr-2008,N/A,92.048095,92.048095,0.00000000,3.905810,2.10
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,15-Apr-2008,N/A,101.700000,103.400137,1.70013700,3.912620,1.99
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,15-Apr-2008,N/A,92.028614,92.028614,0.00000000,3.915885,2.10
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,15-Apr-2008,N/A,91.132972,91.132972,0.00000000,3.920776,2.35
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,15-Apr-2008,N/A,105.890000,108.345357,2.45535700,3.851776,2.35
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,15-Apr-2008,N/A,90.232405,90.232405,0.00000000,3.928262,2.59
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,15-Apr-2008,N/A,89.317138,89.317138,0.00000000,3.945889,2.84
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,15-Apr-2008,N/A,100.810000,101.271957,0.46195700,3.949492,2.69
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,15-Apr-2008,N/A,89.315760,89.315760,0.00000000,3.946433,2.84
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,15-Apr-2008,N/A,88.396771,88.396771,0.00000000,3.964035,3.08
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,15-Apr-2008,N/A,114.910000,117.258901,2.34890100,4.039072,2.80
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,15-Apr-2008,N/A,87.515545,87.515545,0.00000000,3.971137,3.33
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,15-Apr-2008,N/A,86.648760,86.648760,0.00000000,3.973735,3.57
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,15-Apr-2008,N/A,112.410000,114.134588,1.72458800,4.162816,3.26
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,15-Apr-2008,N/A,85.745613,85.745613,0.00000000,3.991328,3.82
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,15-Apr-2008,N/A,85.809955,85.809955,0.00000000,3.971668,3.82
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,15-Apr-2008,N/A,103.670000,104.213478,0.54347800,3.971632,3.50
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,15-Apr-2008,N/A,84.780826,84.780826,0.00000000,4.025927,4.06
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,15-Apr-2008,N/A,104.610000,106.489098,1.87909800,4.029023,3.65
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,15-Apr-2008,N/A,84.794002,84.794002,0.00000000,4.022100,4.06
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,15-Apr-2008,N/A,119.000000,120.730769,1.73076900,4.136526,3.60
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,15-Apr-2008,N/A,83.883206,83.883206,0.00000000,4.042419,4.30
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,15-Apr-2008,N/A,83.021478,83.021478,0.00000000,4.048791,4.55
4½% Treasury Gilt 2013,GB00B29WRG55,07-Mar-2013,15-Apr-2008,N/A,101.890000,102.403856,0.51385600,4.069005,4.34
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,15-Apr-2008,N/A,82.118406,82.118406,0.00000000,4.068549,4.79
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,15-Apr-2008,N/A,81.196905,81.196905,0.00000000,4.092058,5.04
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,15-Apr-2008,N/A,80.254919,80.254919,0.00000000,4.121842,5.28
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,15-Apr-2008,N/A,118.660000,119.094783,0.43478300,4.136964,4.50
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,15-Apr-2008,N/A,79.360264,79.360264,0.00000000,4.139550,5.53
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,15-Apr-2008,N/A,138.790000,142.921148,4.13114800,4.216753,4.28
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,15-Apr-2008,N/A,78.516779,78.516779,0.00000000,4.147760,5.77
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,15-Apr-2008,N/A,77.660698,77.660698,0.00000000,4.158862,6.02
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,15-Apr-2008,N/A,76.969249,76.969249,0.00000000,4.137854,6.26
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,15-Apr-2008,N/A,104.850000,105.393478,0.54347800,4.128114,5.43
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,15-Apr-2008,N/A,76.829356,76.829356,0.00000000,4.166908,6.26
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,15-Apr-2008,N/A,75.828206,75.828206,0.00000000,4.209553,6.51
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,15-Apr-2008,N/A,74.956554,74.956554,0.00000000,4.227024,6.75
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,15-Apr-2008,N/A,74.085838,74.085838,0.00000000,4.244104,6.99
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,15-Apr-2008,N/A,73.225087,73.225087,0.00000000,4.260954,7.24
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,15-Apr-2008,N/A,103.240000,103.756304,0.51630400,4.234222,6.18
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,15-Apr-2008,N/A,73.147877,73.147877,0.00000000,4.275532,7.24
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,15-Apr-2008,N/A,123.590000,126.453388,2.86338800,4.338741,5.80
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,15-Apr-2008,N/A,71.727544,71.727544,0.00000000,4.395846,7.48
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,15-Apr-2008,N/A,71.710657,71.710657,0.00000000,4.398995,7.48
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,15-Apr-2008,N/A,71.125143,71.125143,0.00000000,4.364727,7.72
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,15-Apr-2008,N/A,70.342333,70.342333,0.00000000,4.367730,7.97
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,15-Apr-2008,N/A,69.907090,69.907090,0.00000000,4.312188,8.21
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,15-Apr-2008,N/A,98.000000,98.434783,0.43478300,4.285765,7.01
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,15-Apr-2008,N/A,69.724998,69.724998,0.00000000,4.343943,8.21
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,15-Apr-2008,N/A,68.589944,68.589944,0.00000000,4.410588,8.46
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,15-Apr-2008,N/A,67.633352,67.633352,0.00000000,4.447050,8.70
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,15-Apr-2008,N/A,66.826183,66.826183,0.00000000,4.457969,8.94
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,15-Apr-2008,N/A,132.310000,133.535962,1.22596200,4.483862,6.77
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,15-Apr-2008,N/A,66.027898,66.027898,0.00000000,4.469172,9.19
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,15-Apr-2008,N/A,65.007562,65.007562,0.00000000,4.516782,9.43
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,15-Apr-2008,N/A,64.459406,64.459406,0.00000000,4.489244,9.67
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,15-Apr-2008,N/A,104.520000,105.063478,0.54347800,4.430075,7.76
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,15-Apr-2008,N/A,64.374304,64.374304,0.00000000,4.502900,9.67
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,15-Apr-2008,N/A,63.579897,63.579897,0.00000000,4.515507,9.92
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,15-Apr-2008,N/A,62.745206,62.745206,0.00000000,4.536040,10.16
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,15-Apr-2008,N/A,61.926354,61.926354,0.00000000,4.554187,10.41
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,15-Apr-2008,N/A,61.122333,61.122333,0.00000000,4.571519,10.65
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,15-Apr-2008,N/A,60.317071,60.317071,0.00000000,4.589210,10.89
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,15-Apr-2008,N/A,59.421042,59.421042,0.00000000,4.622066,11.13
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,15-Apr-2008,N/A,58.636266,58.636266,0.00000000,4.638202,11.38
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,15-Apr-2008,N/A,57.885685,57.885685,0.00000000,4.650727,11.62
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,15-Apr-2008,N/A,101.560000,102.076304,0.51630400,4.577919,8.99
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,15-Apr-2008,N/A,57.842089,57.842089,0.00000000,4.657210,11.62
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,15-Apr-2008,N/A,56.975099,56.975099,0.00000000,4.687192,11.86
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,15-Apr-2008,N/A,56.136533,56.136533,0.00000000,4.714288,12.11
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,15-Apr-2008,N/A,55.366723,55.366723,0.00000000,4.731479,12.35
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,15-Apr-2008,N/A,54.708872,54.708872,0.00000000,4.733846,12.59
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,15-Apr-2008,N/A,132.660000,135.523388,2.86338800,4.649812,8.65
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,15-Apr-2008,N/A,53.930638,53.930638,0.00000000,4.754054,12.84
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,15-Apr-2008,N/A,53.864608,53.864608,0.00000000,4.763598,12.84
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,15-Apr-2008,N/A,53.209322,53.209322,0.00000000,4.767474,13.08
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,15-Apr-2008,N/A,52.635312,52.635312,0.00000000,4.760203,13.32
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,15-Apr-2008,N/A,51.934713,51.934713,0.00000000,4.772549,13.57
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,15-Apr-2008,N/A,51.327829,51.327829,0.00000000,4.772018,13.81
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,15-Apr-2008,N/A,50.780833,50.780833,0.00000000,4.764623,14.06
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,15-Apr-2008,N/A,50.258061,50.258061,0.00000000,4.754413,14.30
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,15-Apr-2008,N/A,49.669971,49.669971,0.00000000,4.754824,14.55
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,15-Apr-2008,N/A,49.172463,49.172463,0.00000000,4.743212,14.79
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,15-Apr-2008,N/A,48.644769,48.644769,0.00000000,4.737266,15.04
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,15-Apr-2008,N/A,48.119596,48.119596,0.00000000,4.731465,15.28
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,15-Apr-2008,N/A,47.627121,47.627121,0.00000000,4.722655,15.52
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,15-Apr-2008,N/A,47.103451,47.103451,0.00000000,4.718538,15.77
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,15-Apr-2008,N/A,46.564644,46.564644,0.00000000,4.717797,16.01
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,15-Apr-2008,N/A,46.073512,46.073512,0.00000000,4.711092,16.26
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,15-Apr-2008,N/A,45.618092,45.618092,0.00000000,4.700964,16.50
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,15-Apr-2008,N/A,45.706940,45.706940,0.00000000,4.689174,16.50
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,15-Apr-2008,N/A,104.370000,104.913478,0.54347800,4.623982,11.40
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,15-Apr-2008,N/A,45.099470,45.099470,0.00000000,4.699660,16.75
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,15-Apr-2008,N/A,44.591731,44.591731,0.00000000,4.698158,16.99
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,15-Apr-2008,N/A,44.091523,44.091523,0.00000000,4.696043,17.24
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,15-Apr-2008,N/A,43.586434,43.586434,0.00000000,4.695774,17.48
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,15-Apr-2008,N/A,43.096830,43.096830,0.00000000,4.693839,17.73
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,15-Apr-2008,N/A,42.616007,42.616007,0.00000000,4.691926,17.97
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,15-Apr-2008,N/A,42.122544,42.122544,0.00000000,4.692018,18.21
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,15-Apr-2008,N/A,41.653175,41.653175,0.00000000,4.690104,18.46
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,15-Apr-2008,N/A,41.199708,41.199708,0.00000000,4.686472,18.70
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,15-Apr-2008,N/A,40.716950,40.716950,0.00000000,4.687747,18.95
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,15-Apr-2008,N/A,40.411942,40.411942,0.00000000,4.666381,19.19
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,15-Apr-2008,N/A,95.190000,96.711175,1.52117500,4.624977,12.83
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,15-Apr-2008,N/A,40.259030,40.259030,0.00000000,4.686133,19.19
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,15-Apr-2008,N/A,39.889787,39.889787,0.00000000,4.674143,19.44
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,15-Apr-2008,N/A,39.409704,39.409704,0.00000000,4.676793,19.68
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,15-Apr-2008,N/A,38.963102,38.963102,0.00000000,4.676167,19.93
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,15-Apr-2008,N/A,38.535875,38.535875,0.00000000,4.673361,20.17
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,15-Apr-2008,N/A,38.534223,38.534223,0.00000000,4.673573,20.17
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,15-Apr-2008,N/A,118.100000,120.247541,2.14754100,4.628637,12.30
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,15-Apr-2008,N/A,38.231189,38.231189,0.00000000,4.655848,20.42
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,15-Apr-2008,N/A,37.850149,37.850149,0.00000000,4.648467,20.66
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,15-Apr-2008,N/A,37.508747,37.508747,0.00000000,4.637025,20.91
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,15-Apr-2008,N/A,37.164230,37.164230,0.00000000,4.626302,21.15
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,15-Apr-2008,N/A,36.821603,36.821603,0.00000000,4.616316,21.40
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,15-Apr-2008,N/A,36.468606,36.468606,0.00000000,4.607944,21.64
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,15-Apr-2008,N/A,36.159894,36.159894,0.00000000,4.594911,21.89
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,15-Apr-2008,N/A,35.759202,35.759202,0.00000000,4.593784,22.13
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,15-Apr-2008,N/A,102.090000,103.790137,1.70013700,4.600064,13.66
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,15-Apr-2008,N/A,35.832401,35.832401,0.00000000,4.584545,22.13
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,15-Apr-2008,N/A,35.517804,35.517804,0.00000000,4.573470,22.38
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,15-Apr-2008,N/A,35.187646,35.187646,0.00000000,4.564627,22.63
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,15-Apr-2008,N/A,34.906606,34.906606,0.00000000,4.550506,22.87
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,15-Apr-2008,N/A,34.606178,34.606178,0.00000000,4.539087,23.12
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,15-Apr-2008,N/A,34.311906,34.311906,0.00000000,4.527759,23.36
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,15-Apr-2008,N/A,34.021930,34.021930,0.00000000,4.516150,23.61
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,15-Apr-2008,N/A,34.076855,34.076855,0.00000000,4.509318,23.61
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,15-Apr-2008,N/A,95.880000,97.401175,1.52117500,4.532128,14.56
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,15-Apr-2008,N/A,33.710421,33.710421,0.00000000,4.508051,23.85
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,15-Apr-2008,N/A,33.404284,33.404284,0.00000000,4.499517,24.10
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,15-Apr-2008,N/A,33.114878,33.114878,0.00000000,4.489707,24.34
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,15-Apr-2008,N/A,32.822305,32.822305,0.00000000,4.480516,24.59
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,15-Apr-2008,N/A,32.544700,32.544700,0.00000000,4.470250,24.84
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,15-Apr-2008,N/A,32.265452,32.265452,0.00000000,4.460405,25.08
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,15-Apr-2008,N/A,32.004659,32.004659,0.00000000,4.449038,25.33
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,15-Apr-2008,N/A,31.720706,31.720706,0.00000000,4.440738,25.57
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,15-Apr-2008,N/A,31.441452,31.441452,0.00000000,4.432589,25.82
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,15-Apr-2008,N/A,31.172027,31.172027,0.00000000,4.423426,26.07
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,15-Apr-2008,N/A,30.934428,30.934428,0.00000000,4.411062,26.31
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,15-Apr-2008,N/A,30.672101,30.672101,0.00000000,4.401930,26.56
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,15-Apr-2008,N/A,30.392052,30.392052,0.00000000,4.395664,26.80
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,15-Apr-2008,N/A,30.172051,30.172051,0.00000000,4.382211,27.05
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,15-Apr-2008,N/A,29.914467,29.914467,0.00000000,4.374041,27.29
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,15-Apr-2008,N/A,29.956728,29.956728,0.00000000,4.368869,27.30
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,15-Apr-2008,N/A,96.980000,97.441957,0.46195700,4.439618,15.98
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,15-Apr-2008,N/A,29.635183,29.635183,0.00000000,4.368701,27.54
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,15-Apr-2008,N/A,29.063450,29.063450,0.00000000,4.361111,28.03
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,15-Apr-2008,N/A,28.520995,28.520995,0.00000000,4.351538,28.52
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,15-Apr-2008,N/A,28.000416,28.000416,0.00000000,4.340842,29.01
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,15-Apr-2008,N/A,27.447358,27.447358,0.00000000,4.335681,29.50
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,15-Apr-2008,N/A,26.929716,26.929716,0.00000000,4.327655,29.99
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,15-Apr-2008,N/A,27.035845,27.035845,0.00000000,4.314541,30.00
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,15-Apr-2008,N/A,105.300000,107.000137,1.70013700,4.431831,16.18
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,15-Apr-2008,N/A,26.365071,26.365071,0.00000000,4.326942,30.48
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,15-Apr-2008,N/A,25.839418,25.839418,0.00000000,4.322858,30.97
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,15-Apr-2008,N/A,25.335937,25.335937,0.00000000,4.317433,31.46
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,15-Apr-2008,N/A,24.909683,24.909683,0.00000000,4.303693,31.95
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,15-Apr-2008,N/A,24.425660,24.425660,0.00000000,4.298553,32.44
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,15-Apr-2008,N/A,23.956102,23.956102,0.00000000,4.292924,32.94
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,15-Apr-2008,N/A,23.517705,23.517705,0.00000000,4.284643,33.43
4½% Treasury Gilt 2042 WI,GB00B2QRG998,07-Dec-2042,15-Apr-2008,N/A,101.420000,103.055246,1.63524600,4.419267,17.31
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,15-Apr-2008,N/A,23.027944,23.027944,0.00000000,4.284195,33.92
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,15-Apr-2008,N/A,101.420000,103.030656,1.61065600,4.419266,17.31
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,15-Apr-2008,N/A,23.068373,23.068373,0.00000000,4.279023,33.92
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,15-Apr-2008,N/A,22.721399,22.721399,0.00000000,4.261544,34.41
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,15-Apr-2008,N/A,22.335746,22.335746,0.00000000,4.250183,34.90
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,15-Apr-2008,N/A,21.924492,21.924492,0.00000000,4.243276,35.39
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,15-Apr-2008,N/A,21.504695,21.504695,0.00000000,4.238646,35.88
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,15-Apr-2008,N/A,21.145314,21.145314,0.00000000,4.227322,36.37
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,15-Apr-2008,N/A,20.771019,20.771019,0.00000000,4.219030,36.86
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,15-Apr-2008,N/A,20.422939,20.422939,0.00000000,4.208387,37.36
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,15-Apr-2008,N/A,20.210273,20.210273,0.00000000,4.181025,37.85
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,15-Apr-2008,N/A,97.920000,99.441175,1.52117500,4.361578,18.41
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,15-Apr-2008,N/A,20.053197,20.053197,0.00000000,4.201640,37.85
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,15-Apr-2008,N/A,19.837171,19.837171,0.00000000,4.175663,38.34
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,15-Apr-2008,N/A,19.512654,19.512654,0.00000000,4.164927,38.83
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,15-Apr-2008,N/A,19.204348,19.204348,0.00000000,4.153015,39.33
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,15-Apr-2008,N/A,18.888155,18.888155,0.00000000,4.143092,39.82
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,15-Apr-2008,N/A,18.567028,18.567028,0.00000000,4.134766,40.31
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,15-Apr-2008,N/A,18.269608,18.269608,0.00000000,4.124191,40.80
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,15-Apr-2008,N/A,17.989997,17.989997,0.00000000,4.112111,41.29
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,15-Apr-2008,N/A,17.734224,17.734224,0.00000000,4.097673,41.79
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,15-Apr-2008,N/A,17.456793,17.456793,0.00000000,4.086997,42.28
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,15-Apr-2008,N/A,17.163533,17.163533,0.00000000,4.079311,42.77
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,15-Apr-2008,N/A,16.937493,16.937493,0.00000000,4.063283,43.26
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,15-Apr-2008,N/A,16.625880,16.625880,0.00000000,4.059755,43.75
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,15-Apr-2008,N/A,16.342558,16.342558,0.00000000,4.053183,44.25
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,15-Apr-2008,N/A,16.066290,16.066290,0.00000000,4.046446,44.74
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,15-Apr-2008,N/A,15.840037,15.840037,0.00000000,4.033517,45.23
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,15-Apr-2008,N/A,15.657675,15.657675,0.00000000,4.015172,45.72
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,15-Apr-2008,N/A,15.411564,15.411564,0.00000000,4.006444,46.22
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,15-Apr-2008,N/A,15.350227,15.350227,0.00000000,3.972519,46.71
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,15-Apr-2008,N/A,15.219886,15.219886,0.00000000,3.990774,46.71
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,15-Apr-2008,N/A,99.760000,101.281175,1.52117500,4.261588,20.02
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,16-Apr-2008,N/A,99.345807,99.345807,0.00000000,4.766124,0.14
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,16-Apr-2008,N/A,98.360078,98.360078,0.00000000,4.300796,0.38
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,16-Apr-2008,N/A,100.230000,100.797935,0.56793500,4.893568,0.39
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,16-Apr-2008,N/A,101.990000,102.088361,0.09836100,4.831455,0.48
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,16-Apr-2008,N/A,97.352907,97.352907,0.00000000,4.240439,0.63
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,16-Apr-2008,N/A,96.381767,96.381767,0.00000000,4.190688,0.87
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,16-Apr-2008,N/A,99.840000,100.285652,0.44565200,4.181161,0.86
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,16-Apr-2008,N/A,96.370904,96.370904,0.00000000,4.203639,0.87
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,16-Apr-2008,N/A,95.497050,95.497050,0.00000000,4.085139,1.12
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,16-Apr-2008,N/A,94.604702,94.604702,0.00000000,4.034356,1.36
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,16-Apr-2008,N/A,105.330000,105.830000,0.50000000,4.139305,1.35
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,16-Apr-2008,N/A,93.764633,93.764633,0.00000000,3.966143,1.61
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,16-Apr-2008,N/A,102.810000,104.883770,2.07377000,3.959160,1.53
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,16-Apr-2008,N/A,93.664851,93.664851,0.00000000,4.032391,1.61
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,16-Apr-2008,N/A,92.779336,92.779336,0.00000000,4.008008,1.85
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,16-Apr-2008,N/A,91.906204,91.906204,0.00000000,3.984380,2.10
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,16-Apr-2008,N/A,101.530000,103.243115,1.71311500,3.994394,1.99
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,16-Apr-2008,N/A,91.886127,91.886127,0.00000000,3.994796,2.10
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,16-Apr-2008,N/A,90.978934,90.978934,0.00000000,3.997506,2.34
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,16-Apr-2008,N/A,105.670000,108.142527,2.47252700,3.936029,2.35
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,16-Apr-2008,N/A,90.064885,90.064885,0.00000000,4.004171,2.59
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,16-Apr-2008,N/A,89.129680,89.129680,0.00000000,4.023822,2.83
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,16-Apr-2008,N/A,100.580000,101.053505,0.47350500,4.033911,2.68
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,16-Apr-2008,N/A,89.136817,89.136817,0.00000000,4.020994,2.83
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,16-Apr-2008,N/A,88.211799,88.211799,0.00000000,4.035578,3.08
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,16-Apr-2008,N/A,114.620000,116.993626,2.37362600,4.124103,2.79
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,16-Apr-2008,N/A,87.317227,87.317227,0.00000000,4.042644,3.32
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,16-Apr-2008,N/A,86.426658,86.426658,0.00000000,4.048685,3.57
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,16-Apr-2008,N/A,112.080000,113.825879,1.74587900,4.249511,3.25
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,16-Apr-2008,N/A,85.520314,85.520314,0.00000000,4.063167,3.81
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,16-Apr-2008,N/A,85.567746,85.567746,0.00000000,4.048619,3.81
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,16-Apr-2008,N/A,103.350000,103.907065,0.55706500,4.058819,3.50
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,16-Apr-2008,N/A,84.537248,84.537248,0.00000000,4.099531,4.06
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,16-Apr-2008,N/A,104.270000,106.163443,1.89344300,4.116082,3.64
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,16-Apr-2008,N/A,84.531387,84.531387,0.00000000,4.101240,4.06
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,16-Apr-2008,N/A,118.600000,120.355495,1.75549500,4.226204,3.60
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,16-Apr-2008,N/A,83.630009,83.630009,0.00000000,4.115236,4.30
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,16-Apr-2008,N/A,82.720440,82.720440,0.00000000,4.131101,4.55
4½% Treasury Gilt 2013,GB00B29WRG55,07-Mar-2013,16-Apr-2008,N/A,101.480000,102.006084,0.52608400,4.161286,4.33
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,16-Apr-2008,N/A,81.809300,81.809300,0.00000000,4.149563,4.79
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,16-Apr-2008,N/A,80.880946,80.880946,0.00000000,4.171686,5.03
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,16-Apr-2008,N/A,79.913572,79.913572,0.00000000,4.204689,5.28
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,16-Apr-2008,N/A,118.140000,118.596522,0.45652200,4.232735,4.49
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,16-Apr-2008,N/A,78.989308,78.989308,0.00000000,4.226397,5.52
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,16-Apr-2008,N/A,138.190000,142.353934,4.16393400,4.312454,4.27
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,16-Apr-2008,N/A,78.094739,78.094739,0.00000000,4.243142,5.77
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,16-Apr-2008,N/A,77.218197,77.218197,0.00000000,4.255765,6.01
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,16-Apr-2008,N/A,76.545014,76.545014,0.00000000,4.227955,6.26
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,16-Apr-2008,N/A,104.290000,104.847065,0.55706500,4.225928,5.42
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,16-Apr-2008,N/A,76.358332,76.358332,0.00000000,4.266989,6.26
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,16-Apr-2008,N/A,75.349738,75.349738,0.00000000,4.308673,6.50
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,16-Apr-2008,N/A,74.452133,74.452133,0.00000000,4.328827,6.74
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,16-Apr-2008,N/A,73.609207,73.609207,0.00000000,4.338090,6.99
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,16-Apr-2008,N/A,72.710095,72.710095,0.00000000,4.360120,7.23
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,16-Apr-2008,N/A,102.600000,103.129212,0.52921200,4.334288,6.17
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,16-Apr-2008,N/A,72.662528,72.662528,0.00000000,4.369171,7.23
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,16-Apr-2008,N/A,122.850000,125.735246,2.88524600,4.439003,5.79
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,16-Apr-2008,N/A,71.250178,71.250178,0.00000000,4.486786,7.47
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,16-Apr-2008,N/A,71.214702,71.214702,0.00000000,4.493452,7.47
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,16-Apr-2008,N/A,70.661798,70.661798,0.00000000,4.450925,7.72
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,16-Apr-2008,N/A,69.792947,69.792947,0.00000000,4.467673,7.96
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,16-Apr-2008,N/A,69.350763,69.350763,0.00000000,4.410925,8.21
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,16-Apr-2008,N/A,97.330000,97.775652,0.44565200,4.383283,7.00
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,16-Apr-2008,N/A,69.141076,69.141076,0.00000000,4.447823,8.21
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,16-Apr-2008,N/A,68.027603,68.027603,0.00000000,4.509413,8.45
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,16-Apr-2008,N/A,67.065481,67.065481,0.00000000,4.545418,8.69
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,16-Apr-2008,N/A,66.240752,66.240752,0.00000000,4.557764,8.94
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,16-Apr-2008,N/A,131.370000,132.620000,1.25000000,4.587535,6.75
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,16-Apr-2008,N/A,65.417496,65.417496,0.00000000,4.571641,9.18
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,16-Apr-2008,N/A,64.404494,64.404494,0.00000000,4.616974,9.42
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,16-Apr-2008,N/A,63.819775,63.819775,0.00000000,4.593631,9.67
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,16-Apr-2008,N/A,103.700000,104.257065,0.55706500,4.531003,7.75
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,16-Apr-2008,N/A,63.765464,63.765464,0.00000000,4.602438,9.67
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,16-Apr-2008,N/A,62.947497,62.947497,0.00000000,4.617579,9.91
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,16-Apr-2008,N/A,62.158880,62.158880,0.00000000,4.629684,10.15
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,16-Apr-2008,N/A,61.332505,61.332505,0.00000000,4.648022,10.40
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,16-Apr-2008,N/A,60.534141,60.534141,0.00000000,4.663530,10.64
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,16-Apr-2008,N/A,59.728591,59.728591,0.00000000,4.680404,10.88
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,16-Apr-2008,N/A,58.811807,58.811807,0.00000000,4.715786,11.13
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,16-Apr-2008,N/A,58.052014,58.052014,0.00000000,4.727354,11.37
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,16-Apr-2008,N/A,57.267533,57.267533,0.00000000,4.744231,11.61
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,16-Apr-2008,N/A,100.680000,101.209212,0.52921200,4.674272,8.97
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,16-Apr-2008,N/A,57.245599,57.245599,0.00000000,4.747530,11.61
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,16-Apr-2008,N/A,56.361449,56.361449,0.00000000,4.779576,11.86
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,16-Apr-2008,N/A,55.523442,55.523442,0.00000000,4.806087,12.10
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,16-Apr-2008,N/A,54.746938,54.746938,0.00000000,4.823707,12.34
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,16-Apr-2008,N/A,54.084988,54.084988,0.00000000,4.825970,12.58
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,16-Apr-2008,N/A,131.560000,134.445246,2.88524600,4.743765,8.62
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,16-Apr-2008,N/A,53.305845,53.305845,0.00000000,4.845869,12.83
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,16-Apr-2008,N/A,53.249158,53.249158,0.00000000,4.854163,12.83
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,16-Apr-2008,N/A,52.556254,52.556254,0.00000000,4.862913,13.07
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,16-Apr-2008,N/A,51.973277,51.973277,0.00000000,4.856201,13.32
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,16-Apr-2008,N/A,51.329697,51.329697,0.00000000,4.859897,13.56
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,16-Apr-2008,N/A,50.695261,50.695261,0.00000000,4.862767,13.80
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,16-Apr-2008,N/A,50.147070,50.147070,0.00000000,4.854917,14.05
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,16-Apr-2008,N/A,49.597416,49.597416,0.00000000,4.847869,14.29
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,16-Apr-2008,N/A,49.023877,49.023877,0.00000000,4.845753,14.54
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,16-Apr-2008,N/A,48.496233,48.496233,0.00000000,4.837737,14.78
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,16-Apr-2008,N/A,47.988129,47.988129,0.00000000,4.828541,15.03
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,16-Apr-2008,N/A,47.458345,47.458345,0.00000000,4.822891,15.27
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,16-Apr-2008,N/A,46.941563,46.941563,0.00000000,4.816902,15.51
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,16-Apr-2008,N/A,46.413012,46.413012,0.00000000,4.813020,15.76
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,16-Apr-2008,N/A,45.887753,45.887753,0.00000000,4.810067,16.00
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,16-Apr-2008,N/A,45.393669,45.393669,0.00000000,4.803339,16.25
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,16-Apr-2008,N/A,44.917824,44.917824,0.00000000,4.795503,16.49
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,16-Apr-2008,N/A,45.025089,45.025089,0.00000000,4.781041,16.49
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,16-Apr-2008,N/A,103.240000,103.797065,0.55706500,4.719080,11.36
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,16-Apr-2008,N/A,44.398227,44.398227,0.00000000,4.794021,16.74
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,16-Apr-2008,N/A,43.890085,43.890085,0.00000000,4.792274,16.98
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,16-Apr-2008,N/A,43.387604,43.387604,0.00000000,4.790180,17.23
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,16-Apr-2008,N/A,42.879658,42.879658,0.00000000,4.790053,17.47
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,16-Apr-2008,N/A,42.387239,42.387239,0.00000000,4.788249,17.72
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,16-Apr-2008,N/A,41.906037,41.906037,0.00000000,4.786154,17.96
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,16-Apr-2008,N/A,41.409416,41.409416,0.00000000,4.786491,18.20
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,16-Apr-2008,N/A,40.942226,40.942226,0.00000000,4.784089,18.45
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,16-Apr-2008,N/A,40.513960,40.513960,0.00000000,4.776921,18.69
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,16-Apr-2008,N/A,40.029169,40.029169,0.00000000,4.778357,18.94
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,16-Apr-2008,N/A,39.764220,39.764220,0.00000000,4.751247,19.18
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,16-Apr-2008,N/A,94.040000,95.572787,1.53278700,4.718425,12.78
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,16-Apr-2008,N/A,39.569347,39.569347,0.00000000,4.776858,19.18
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,16-Apr-2008,N/A,39.211513,39.211513,0.00000000,4.763053,19.43
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,16-Apr-2008,N/A,38.731755,38.731755,0.00000000,4.765630,19.67
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,16-Apr-2008,N/A,38.290126,38.290126,0.00000000,4.764270,19.91
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,16-Apr-2008,N/A,37.854722,37.854722,0.00000000,4.762432,20.16
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,16-Apr-2008,N/A,37.855569,37.855569,0.00000000,4.762321,20.16
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,16-Apr-2008,N/A,116.710000,118.873934,2.16393400,4.723277,12.24
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,16-Apr-2008,N/A,37.536196,37.536196,0.00000000,4.746353,20.40
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,16-Apr-2008,N/A,37.152876,37.152876,0.00000000,4.739097,20.65
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,16-Apr-2008,N/A,36.806489,36.806489,0.00000000,4.728055,20.89
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,16-Apr-2008,N/A,36.460245,36.460245,0.00000000,4.717335,21.14
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,16-Apr-2008,N/A,36.113181,36.113181,0.00000000,4.707718,21.39
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,16-Apr-2008,N/A,35.759247,35.759247,0.00000000,4.699308,21.63
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,16-Apr-2008,N/A,35.418935,35.418935,0.00000000,4.690097,21.88
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,16-Apr-2008,N/A,35.080486,35.080486,0.00000000,4.680950,22.12
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,16-Apr-2008,N/A,100.750000,102.463115,1.71311500,4.695448,13.59
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,16-Apr-2008,N/A,35.116661,35.116661,0.00000000,4.676291,22.12
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,16-Apr-2008,N/A,34.800302,34.800302,0.00000000,4.665241,22.37
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,16-Apr-2008,N/A,34.484174,34.484174,0.00000000,4.654457,22.61
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,16-Apr-2008,N/A,34.196285,34.196285,0.00000000,4.640963,22.86
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,16-Apr-2008,N/A,33.884898,33.884898,0.00000000,4.630761,23.10
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,16-Apr-2008,N/A,33.560301,33.560301,0.00000000,4.623117,23.35
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,16-Apr-2008,N/A,33.259894,33.259894,0.00000000,4.612652,23.60
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,16-Apr-2008,N/A,33.308930,33.308930,0.00000000,4.606408,23.60
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,16-Apr-2008,N/A,94.540000,96.072787,1.53278700,4.627581,14.48
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,16-Apr-2008,N/A,32.949138,32.949138,0.00000000,4.604351,23.84
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,16-Apr-2008,N/A,32.641856,32.641856,0.00000000,4.595859,24.09
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,16-Apr-2008,N/A,32.374677,32.374677,0.00000000,4.583092,24.33
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,16-Apr-2008,N/A,32.081193,32.081193,0.00000000,4.573912,24.58
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,16-Apr-2008,N/A,31.800768,31.800768,0.00000000,4.563871,24.82
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,16-Apr-2008,N/A,31.524083,31.524083,0.00000000,4.553591,25.07
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,16-Apr-2008,N/A,31.263891,31.263891,0.00000000,4.542000,25.31
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,16-Apr-2008,N/A,30.982371,30.982371,0.00000000,4.533327,25.56
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,16-Apr-2008,N/A,30.673485,30.673485,0.00000000,4.528859,25.80
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,16-Apr-2008,N/A,30.430865,30.430865,0.00000000,4.516235,26.05
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,16-Apr-2008,N/A,30.168145,30.168145,0.00000000,4.506878,26.30
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,16-Apr-2008,N/A,29.902936,29.902936,0.00000000,4.498040,26.54
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,16-Apr-2008,N/A,29.647233,29.647233,0.00000000,4.488710,26.79
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,16-Apr-2008,N/A,29.405492,29.405492,0.00000000,4.477820,27.03
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,16-Apr-2008,N/A,29.170544,29.170544,0.00000000,4.466766,27.28
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,16-Apr-2008,N/A,29.168863,29.168863,0.00000000,4.466977,27.28
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,16-Apr-2008,N/A,95.530000,96.003505,0.47350500,4.533743,15.88
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,16-Apr-2008,N/A,28.867785,28.867785,0.00000000,4.464425,27.52
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,16-Apr-2008,N/A,28.329251,28.329251,0.00000000,4.452841,28.02
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,16-Apr-2008,N/A,27.760292,27.760292,0.00000000,4.446766,28.51
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,16-Apr-2008,N/A,27.255844,27.255844,0.00000000,4.434172,29.00
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,16-Apr-2008,N/A,26.658539,26.658539,0.00000000,4.434951,29.49
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,16-Apr-2008,N/A,26.155332,26.155332,0.00000000,4.425357,29.98
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,16-Apr-2008,N/A,26.264055,26.264055,0.00000000,4.411519,29.98
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,16-Apr-2008,N/A,103.690000,105.403115,1.71311500,4.525871,16.06
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,16-Apr-2008,N/A,25.645607,25.645607,0.00000000,4.418120,30.47
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,16-Apr-2008,N/A,25.115626,25.115626,0.00000000,4.414993,30.96
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,16-Apr-2008,N/A,24.615230,24.615230,0.00000000,4.409555,31.45
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,16-Apr-2008,N/A,24.147862,24.147862,0.00000000,4.401292,31.94
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,16-Apr-2008,N/A,23.662886,23.662886,0.00000000,4.396729,32.43
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,16-Apr-2008,N/A,23.198116,23.198116,0.00000000,4.390930,32.92
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,16-Apr-2008,N/A,22.792926,22.792926,0.00000000,4.378668,33.41
4½% Treasury Gilt 2042 WI,GB00B2QRG998,07-Dec-2042,16-Apr-2008,N/A,99.790000,101.425246,1.63524600,4.511756,17.17
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,16-Apr-2008,N/A,22.345268,22.345268,0.00000000,4.373295,33.90
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,16-Apr-2008,N/A,99.790000,101.412951,1.62295100,4.511752,17.17
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,16-Apr-2008,N/A,22.340210,22.340210,0.00000000,4.373963,33.90
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,16-Apr-2008,N/A,22.022646,22.022646,0.00000000,4.352685,34.39
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,16-Apr-2008,N/A,21.593350,21.593350,0.00000000,4.347398,34.88
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,16-Apr-2008,N/A,21.231061,21.231061,0.00000000,4.334439,35.37
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,16-Apr-2008,N/A,20.790644,20.790644,0.00000000,4.333104,35.86
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,16-Apr-2008,N/A,20.435889,20.435889,0.00000000,4.321486,36.35
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,16-Apr-2008,N/A,20.064536,20.064536,0.00000000,4.313239,36.84
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,16-Apr-2008,N/A,19.708754,19.708754,0.00000000,4.304009,37.34
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,16-Apr-2008,N/A,19.487673,19.487673,0.00000000,4.277544,37.83
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,16-Apr-2008,N/A,96.250000,97.782787,1.53278700,4.454005,18.24
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,16-Apr-2008,N/A,19.348367,19.348367,0.00000000,4.296509,37.83
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,16-Apr-2008,N/A,19.136913,19.136913,0.00000000,4.269718,38.32
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,16-Apr-2008,N/A,18.812606,18.812606,0.00000000,4.259329,38.81
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,16-Apr-2008,N/A,18.503138,18.503138,0.00000000,4.247915,39.30
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,16-Apr-2008,N/A,18.189576,18.189576,0.00000000,4.238050,39.80
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,16-Apr-2008,N/A,17.874798,17.874798,0.00000000,4.229333,40.29
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,16-Apr-2008,N/A,17.598389,17.598389,0.00000000,4.216233,40.78
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,16-Apr-2008,N/A,17.326862,17.326862,0.00000000,4.203361,41.27
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,16-Apr-2008,N/A,17.069160,17.069160,0.00000000,4.189439,41.76
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,16-Apr-2008,N/A,16.799242,16.799242,0.00000000,4.178100,42.26
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,16-Apr-2008,N/A,16.511217,16.511217,0.00000000,4.170189,42.75
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,16-Apr-2008,N/A,16.283599,16.283599,0.00000000,4.154567,43.24
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,16-Apr-2008,N/A,15.994880,15.994880,0.00000000,4.148461,43.73
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,16-Apr-2008,N/A,15.718491,15.718491,0.00000000,4.141453,44.22
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,16-Apr-2008,N/A,15.449854,15.449854,0.00000000,4.134167,44.72
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,16-Apr-2008,N/A,15.199003,15.199003,0.00000000,4.125119,45.21
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,16-Apr-2008,N/A,15.051125,15.051125,0.00000000,4.101840,45.70
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,16-Apr-2008,N/A,14.856453,14.856453,0.00000000,4.086073,46.20
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,16-Apr-2008,N/A,14.723176,14.723176,0.00000000,4.062056,46.69
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,16-Apr-2008,N/A,14.616479,14.616479,0.00000000,4.077634,46.69
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,16-Apr-2008,N/A,97.990000,99.522787,1.53278700,4.350125,19.80
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,17-Apr-2008,N/A,99.367172,99.367172,0.00000000,4.701428,0.13
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,17-Apr-2008,N/A,98.337107,98.337107,0.00000000,4.393259,0.38
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,17-Apr-2008,N/A,100.180000,100.762880,0.58288000,5.018201,0.38
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,17-Apr-2008,N/A,101.920000,102.042951,0.12295100,4.952650,0.47
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,17-Apr-2008,N/A,97.298305,97.298305,0.00000000,4.348853,0.62
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,17-Apr-2008,N/A,96.298851,96.298851,0.00000000,4.302897,0.87
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,17-Apr-2008,N/A,99.730000,100.186522,0.45652200,4.309554,0.86
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,17-Apr-2008,N/A,96.287465,96.287465,0.00000000,4.316532,0.87
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,17-Apr-2008,N/A,95.377589,95.377589,0.00000000,4.207472,1.11
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,17-Apr-2008,N/A,94.456392,94.456392,0.00000000,4.157874,1.36
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,17-Apr-2008,N/A,105.130000,105.651739,0.52173900,4.272327,1.35
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,17-Apr-2008,N/A,93.584145,93.584145,0.00000000,4.092932,1.60
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,17-Apr-2008,N/A,102.590000,104.679481,2.08948100,4.094021,1.52
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,17-Apr-2008,N/A,93.498834,93.498834,0.00000000,4.149806,1.60
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,17-Apr-2008,N/A,92.568626,92.568626,0.00000000,4.136861,1.85
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,17-Apr-2008,N/A,91.665863,91.665863,0.00000000,4.114562,2.09
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,17-Apr-2008,N/A,101.240000,102.966093,1.72609300,4.135263,1.98
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,17-Apr-2008,N/A,91.633904,91.633904,0.00000000,4.131219,2.09
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,17-Apr-2008,N/A,90.699427,90.699427,0.00000000,4.133693,2.34
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,17-Apr-2008,N/A,105.320000,107.809698,2.48969800,4.072094,2.34
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,17-Apr-2008,N/A,89.758423,89.758423,0.00000000,4.140270,2.58
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,17-Apr-2008,N/A,88.759893,88.759893,0.00000000,4.174666,2.83
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,17-Apr-2008,N/A,100.190000,100.675054,0.48505400,4.177994,2.68
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,17-Apr-2008,N/A,88.772878,88.772878,0.00000000,4.169492,2.83
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,17-Apr-2008,N/A,87.802960,87.802960,0.00000000,4.190282,3.07
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,17-Apr-2008,N/A,114.140000,116.538352,2.39835200,4.267989,2.79
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,17-Apr-2008,N/A,86.878924,86.878924,0.00000000,4.197611,3.32
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,17-Apr-2008,N/A,85.966385,85.966385,0.00000000,4.201622,3.56
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,17-Apr-2008,N/A,111.560000,113.327170,1.76717000,4.388208,3.25
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,17-Apr-2008,N/A,85.064622,85.064622,0.00000000,4.206371,3.81
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,17-Apr-2008,N/A,85.107479,85.107479,0.00000000,4.193137,3.81
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,17-Apr-2008,N/A,102.850000,103.420652,0.57065200,4.196217,3.49
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,17-Apr-2008,N/A,84.017698,84.017698,0.00000000,4.254409,4.05
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,17-Apr-2008,N/A,103.740000,105.647787,1.90778700,4.253000,3.64
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,17-Apr-2008,N/A,84.091682,84.091682,0.00000000,4.232680,4.05
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,17-Apr-2008,N/A,118.020000,119.800220,1.78022000,4.358183,3.59
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,17-Apr-2008,N/A,83.142760,83.142760,0.00000000,4.253830,4.29
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,17-Apr-2008,N/A,82.217153,82.217153,0.00000000,4.267946,4.54
4½% Treasury Gilt 2013,GB00B29WRG55,07-Mar-2013,17-Apr-2008,N/A,100.880000,101.418312,0.53831200,4.297343,4.33
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,17-Apr-2008,N/A,81.284921,81.284921,0.00000000,4.286283,4.78
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,17-Apr-2008,N/A,80.339078,80.339078,0.00000000,4.307569,5.03
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,17-Apr-2008,N/A,79.364973,79.364973,0.00000000,4.337465,5.27
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,17-Apr-2008,N/A,117.480000,117.958261,0.47826100,4.355555,4.48
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,17-Apr-2008,N/A,78.432430,78.432430,0.00000000,4.356680,5.52
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,17-Apr-2008,N/A,137.430000,141.626721,4.19672100,4.435247,4.26
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,17-Apr-2008,N/A,77.556674,77.556674,0.00000000,4.365113,5.76
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,17-Apr-2008,N/A,76.684680,76.684680,0.00000000,4.373098,6.01
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,17-Apr-2008,N/A,76.022320,76.022320,0.00000000,4.339371,6.25
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,17-Apr-2008,N/A,103.620000,104.190652,0.57065200,4.343918,5.42
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,17-Apr-2008,N/A,75.824820,75.824820,0.00000000,4.380995,6.25
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,17-Apr-2008,N/A,74.787374,74.787374,0.00000000,4.425810,6.49
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,17-Apr-2008,N/A,73.878334,73.878334,0.00000000,4.445377,6.74
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,17-Apr-2008,N/A,73.015182,73.015182,0.00000000,4.455802,6.98
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,17-Apr-2008,N/A,72.118228,72.118228,0.00000000,4.474849,7.22
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,17-Apr-2008,N/A,101.840000,102.382120,0.54212000,4.454178,6.16
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,17-Apr-2008,N/A,72.071241,72.071241,0.00000000,4.483871,7.22
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,17-Apr-2008,N/A,121.980000,124.887104,2.90710400,4.558072,5.78
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,17-Apr-2008,N/A,70.618765,70.618765,0.00000000,4.607623,7.46
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,17-Apr-2008,N/A,70.594082,70.594082,0.00000000,4.612306,7.46
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,17-Apr-2008,N/A,69.986785,69.986785,0.00000000,4.576942,7.71
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,17-Apr-2008,N/A,69.203906,69.203906,0.00000000,4.575712,7.95
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,17-Apr-2008,N/A,68.730280,68.730280,0.00000000,4.521936,8.20
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,17-Apr-2008,N/A,96.530000,96.986522,0.45652200,4.500800,6.99
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,17-Apr-2008,N/A,68.537817,68.537817,0.00000000,4.556134,8.20
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,17-Apr-2008,N/A,67.403325,67.403325,0.00000000,4.620038,8.44
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,17-Apr-2008,N/A,66.436154,66.436154,0.00000000,4.655367,8.68
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,17-Apr-2008,N/A,65.587680,65.587680,0.00000000,4.670087,8.93
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,17-Apr-2008,N/A,130.300000,131.574038,1.27403800,4.706865,6.73
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,17-Apr-2008,N/A,64.712943,64.712943,0.00000000,4.691022,9.17
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,17-Apr-2008,N/A,63.747462,63.747462,0.00000000,4.727191,9.41
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,17-Apr-2008,N/A,63.183648,63.183648,0.00000000,4.698594,9.66
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,17-Apr-2008,N/A,102.790000,103.360652,0.57065200,4.644202,7.73
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,17-Apr-2008,N/A,63.105491,63.105491,0.00000000,4.711409,9.66
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,17-Apr-2008,N/A,62.279079,62.279079,0.00000000,4.726614,9.90
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,17-Apr-2008,N/A,61.473252,61.473252,0.00000000,4.740206,10.15
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,17-Apr-2008,N/A,60.657260,60.657260,0.00000000,4.755757,10.39
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,17-Apr-2008,N/A,59.849338,59.849338,0.00000000,4.771686,10.63
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,17-Apr-2008,N/A,59.042644,59.042644,0.00000000,4.787741,10.88
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,17-Apr-2008,N/A,58.174199,58.174199,0.00000000,4.814945,11.12
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,17-Apr-2008,N/A,57.370612,57.370612,0.00000000,4.832368,11.36
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,17-Apr-2008,N/A,56.632454,56.632454,0.00000000,4.841400,11.60
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,17-Apr-2008,N/A,99.790000,100.332120,0.54212000,4.772808,8.95
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,17-Apr-2008,N/A,56.597704,56.597704,0.00000000,4.846689,11.60
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,17-Apr-2008,N/A,55.741666,55.741666,0.00000000,4.873972,11.85
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,17-Apr-2008,N/A,54.893020,54.893020,0.00000000,4.901586,12.09
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,17-Apr-2008,N/A,54.087998,54.087998,0.00000000,4.922924,12.33
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,17-Apr-2008,N/A,53.417016,53.417016,0.00000000,4.925793,12.58
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,17-Apr-2008,N/A,130.450000,133.357104,2.90710400,4.839650,8.60
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,17-Apr-2008,N/A,52.669155,52.669155,0.00000000,4.940597,12.82
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,17-Apr-2008,N/A,52.596241,52.596241,0.00000000,4.951403,12.82
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,17-Apr-2008,N/A,51.893031,51.893031,0.00000000,4.961116,13.06
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,17-Apr-2008,N/A,51.280321,51.280321,0.00000000,4.958032,13.31
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,17-Apr-2008,N/A,50.665291,50.665291,0.00000000,4.956987,13.55
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,17-Apr-2008,N/A,50.054519,50.054519,0.00000000,4.955903,13.79
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,17-Apr-2008,N/A,49.534221,49.534221,0.00000000,4.943414,14.04
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,17-Apr-2008,N/A,48.991262,48.991262,0.00000000,4.934854,14.28
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,17-Apr-2008,N/A,48.408012,48.408012,0.00000000,4.933652,14.53
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,17-Apr-2008,N/A,47.898107,47.898107,0.00000000,4.922609,14.77
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,17-Apr-2008,N/A,47.406073,47.406073,0.00000000,4.910651,15.02
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,17-Apr-2008,N/A,46.879626,46.879626,0.00000000,4.904117,15.26
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,17-Apr-2008,N/A,46.361502,46.361502,0.00000000,4.897909,15.51
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,17-Apr-2008,N/A,45.839794,45.839794,0.00000000,4.892726,15.75
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,17-Apr-2008,N/A,45.313863,45.313863,0.00000000,4.889543,15.99
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,17-Apr-2008,N/A,44.839243,44.839243,0.00000000,4.879793,16.24
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,17-Apr-2008,N/A,44.359131,44.359131,0.00000000,4.872197,16.48
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,17-Apr-2008,N/A,44.445953,44.445953,0.00000000,4.860336,16.49
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,17-Apr-2008,N/A,102.280000,102.850652,0.57065200,4.800946,11.33
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,17-Apr-2008,N/A,43.837006,43.837006,0.00000000,4.870822,16.73
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,17-Apr-2008,N/A,43.333432,43.333432,0.00000000,4.868221,16.97
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,17-Apr-2008,N/A,42.829516,42.829516,0.00000000,4.866109,17.22
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,17-Apr-2008,N/A,42.325128,42.325128,0.00000000,4.865322,17.46
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,17-Apr-2008,N/A,41.837269,41.837269,0.00000000,4.862724,17.71
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,17-Apr-2008,N/A,41.358861,41.358861,0.00000000,4.860079,17.95
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,17-Apr-2008,N/A,40.862683,40.862683,0.00000000,4.860238,18.19
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,17-Apr-2008,N/A,40.399550,40.399550,0.00000000,4.857140,18.44
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,17-Apr-2008,N/A,39.946045,39.946045,0.00000000,4.853156,18.68
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,17-Apr-2008,N/A,39.445838,39.445838,0.00000000,4.856584,18.93
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,17-Apr-2008,N/A,39.172599,39.172599,0.00000000,4.830082,19.17
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,17-Apr-2008,N/A,93.060000,94.604399,1.54439900,4.799265,12.73
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,17-Apr-2008,N/A,38.982762,38.982762,0.00000000,4.855420,19.17
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,17-Apr-2008,N/A,38.622119,38.622119,0.00000000,4.841702,19.42
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,17-Apr-2008,N/A,38.140557,38.140557,0.00000000,4.844506,19.66
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,17-Apr-2008,N/A,37.692276,37.692276,0.00000000,4.843962,19.90
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,17-Apr-2008,N/A,37.280819,37.280819,0.00000000,4.838875,20.15
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,17-Apr-2008,N/A,37.268179,37.268179,0.00000000,4.840558,20.15
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,17-Apr-2008,N/A,115.550000,117.730328,2.18032800,4.803441,12.19
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,17-Apr-2008,N/A,36.961703,36.961703,0.00000000,4.822590,20.39
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,17-Apr-2008,N/A,36.557117,36.557117,0.00000000,4.818024,20.64
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,17-Apr-2008,N/A,36.239138,36.239138,0.00000000,4.803033,20.88
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,17-Apr-2008,N/A,35.890483,35.890483,0.00000000,4.792463,21.13
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,17-Apr-2008,N/A,35.544447,35.544447,0.00000000,4.782561,21.37
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,17-Apr-2008,N/A,35.185094,35.185094,0.00000000,4.774747,21.62
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,17-Apr-2008,N/A,34.868179,34.868179,0.00000000,4.762336,21.87
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,17-Apr-2008,N/A,34.462474,34.462474,0.00000000,4.761894,22.11
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,17-Apr-2008,N/A,99.660000,101.386093,1.72609300,4.774327,13.53
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,17-Apr-2008,N/A,34.538527,34.538527,0.00000000,4.751924,22.11
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,17-Apr-2008,N/A,34.224722,34.224722,0.00000000,4.740389,22.36
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,17-Apr-2008,N/A,33.896617,33.896617,0.00000000,4.731033,22.60
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,17-Apr-2008,N/A,33.611889,33.611889,0.00000000,4.716940,22.85
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,17-Apr-2008,N/A,33.306108,33.306108,0.00000000,4.705893,23.09
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,17-Apr-2008,N/A,33.000619,33.000619,0.00000000,4.695697,23.34
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,17-Apr-2008,N/A,32.703889,32.703889,0.00000000,4.684649,23.58
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,17-Apr-2008,N/A,32.762311,32.762311,0.00000000,4.677081,23.59
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,17-Apr-2008,N/A,93.480000,95.024399,1.54439900,4.704418,14.41
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,17-Apr-2008,N/A,32.394274,32.394274,0.00000000,4.676130,23.83
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,17-Apr-2008,N/A,32.093826,32.093826,0.00000000,4.666692,24.07
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-2033,17-Apr-2008,N/A,31.806744,31.806744,0.00000000,4.656358,24.32
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-2033,17-Apr-2008,N/A,31.526227,31.526227,0.00000000,4.645436,24.57
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-2033,17-Apr-2008,N/A,31.241272,31.241272,0.00000000,4.635896,24.81
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-2033,17-Apr-2008,N/A,30.978224,30.978224,0.00000000,4.623780,25.06
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-2034,17-Apr-2008,N/A,30.710452,30.710452,0.00000000,4.613059,25.30
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-2034,17-Apr-2008,N/A,30.449362,30.449362,0.00000000,4.601718,25.55
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-2034,17-Apr-2008,N/A,30.151790,30.151790,0.00000000,4.595827,25.79
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-2034,17-Apr-2008,N/A,29.917128,29.917128,0.00000000,4.582078,26.04
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-2035,17-Apr-2008,N/A,29.665293,29.665293,0.00000000,4.571277,26.29
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-2035,17-Apr-2008,N/A,29.446962,29.446962,0.00000000,4.556404,26.53
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-2035,17-Apr-2008,N/A,29.141932,29.141932,0.00000000,4.553352,26.78
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-2035,17-Apr-2008,N/A,28.957990,28.957990,0.00000000,4.535007,27.02
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-2036,17-Apr-2008,N/A,28.719556,28.719556,0.00000000,4.524337,27.27
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-2036,17-Apr-2008,N/A,28.709343,28.709343,0.00000000,4.525641,27.27
4¼% Treasury Stock 2036,GB0032452392,07-Mar-2036,17-Apr-2008,N/A,94.460000,94.945054,0.48505400,4.604505,15.80
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-2036,17-Apr-2008,N/A,28.460203,28.460203,0.00000000,4.516535,27.52
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-2036,17-Apr-2008,N/A,27.891111,27.891111,0.00000000,4.508920,28.01
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-2037,17-Apr-2008,N/A,27.361522,27.361522,0.00000000,4.497957,28.50
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-2037,17-Apr-2008,N/A,26.815946,26.815946,0.00000000,4.490713,28.99
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-2038,17-Apr-2008,N/A,26.228901,26.228901,0.00000000,4.490474,29.47
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-2038,17-Apr-2008,N/A,25.729503,25.729503,0.00000000,4.480528,29.97
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-2038,17-Apr-2008,N/A,25.811703,25.811703,0.00000000,4.469883,29.97
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-2038,17-Apr-2008,N/A,102.550000,104.276093,1.72609300,4.593752,15.98
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-2039,17-Apr-2008,N/A,25.180571,25.180571,0.00000000,4.478591,30.45
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-2039,17-Apr-2008,N/A,24.652936,24.652936,0.00000000,4.475459,30.94
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-2040,17-Apr-2008,N/A,24.154450,24.154450,0.00000000,4.470040,31.43
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-2040,17-Apr-2008,N/A,23.710878,23.710878,0.00000000,4.458860,31.92
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-2041,17-Apr-2008,N/A,23.237363,23.237363,0.00000000,4.453069,32.41
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-2041,17-Apr-2008,N/A,22.768779,22.768779,0.00000000,4.448055,32.90
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-2042,17-Apr-2008,N/A,22.346868,22.346868,0.00000000,4.438196,33.40
4½% Treasury Gilt 2042 WI,GB00B2QRG998,07-Dec-2042,17-Apr-2008,N/A,98.710000,100.345246,1.63524600,4.574285,17.07
4½% Treasury Principal Strip 07Dec2042,GB00B2494Q05,07-Dec-2042,17-Apr-2008,N/A,21.906360,21.906360,0.00000000,4.432178,33.89
4½% Treasury Gilt 2042,GB00B1VWPJ53,07-Dec-2042,17-Apr-2008,N/A,98.710000,100.345246,1.63524600,4.574285,17.07
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-2042,17-Apr-2008,N/A,21.884277,21.884277,0.00000000,4.435154,33.89
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-2043,17-Apr-2008,N/A,21.583171,21.583171,0.00000000,4.411653,34.38
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-2043,17-Apr-2008,N/A,21.164673,21.164673,0.00000000,4.405234,34.87
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-2044,17-Apr-2008,N/A,20.798544,20.798544,0.00000000,4.392969,35.36
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-2044,17-Apr-2008,N/A,20.363518,20.363518,0.00000000,4.391326,35.85
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-2045,17-Apr-2008,N/A,20.025972,20.025972,0.00000000,4.377556,36.34
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-2045,17-Apr-2008,N/A,19.659968,19.659968,0.00000000,4.368851,36.83
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-2046,17-Apr-2008,N/A,19.309887,19.309887,0.00000000,4.359093,37.32
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-2046,17-Apr-2008,N/A,19.144374,19.144374,0.00000000,4.324840,37.82
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-2046,17-Apr-2008,N/A,95.160000,96.704399,1.54439900,4.515666,18.12
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-2046,17-Apr-2008,N/A,18.972049,18.972049,0.00000000,4.348751,37.81
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-2047,17-Apr-2008,N/A,18.753813,18.753813,0.00000000,4.322799,38.31
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-2047,17-Apr-2008,N/A,18.443073,18.443073,0.00000000,4.310749,38.80
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-2048,17-Apr-2008,N/A,18.200910,18.200910,0.00000000,4.290115,39.29
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-2048,17-Apr-2008,N/A,17.898226,17.898226,0.00000000,4.278920,39.79
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-2049,17-Apr-2008,N/A,17.594230,17.594230,0.00000000,4.268893,40.28
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-2049,17-Apr-2008,N/A,17.330408,17.330408,0.00000000,4.254147,40.77
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-2050,17-Apr-2008,N/A,17.063427,17.063427,0.00000000,4.240763,41.26
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-2050,17-Apr-2008,N/A,16.804845,16.804845,0.00000000,4.227083,41.75
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-2051,17-Apr-2008,N/A,16.540670,16.540670,0.00000000,4.215081,42.25
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-2051,17-Apr-2008,N/A,16.293321,16.293321,0.00000000,4.201534,42.74
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-2052,17-Apr-2008,N/A,16.034533,16.034533,0.00000000,4.190478,43.23
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-2052,17-Apr-2008,N/A,15.822356,15.822356,0.00000000,4.173519,43.72
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-2053,17-Apr-2008,N/A,15.553283,15.553283,0.00000000,4.165601,44.22
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-2053,17-Apr-2008,N/A,15.291349,15.291349,0.00000000,4.157483,44.71
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-2054,17-Apr-2008,N/A,15.017175,15.017175,0.00000000,4.151992,45.20
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-2054,17-Apr-2008,N/A,14.843723,14.843723,0.00000000,4.132447,45.69
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-2055,17-Apr-2008,N/A,14.622669,14.622669,0.00000000,4.120652,46.19
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-2055,17-Apr-2008,N/A,14.498199,14.498199,0.00000000,4.095275,46.68
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-2055,17-Apr-2008,N/A,14.390938,14.390938,0.00000000,4.111183,46.68
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-2055,17-Apr-2008,N/A,96.900000,98.444399,1.54439900,4.405940,19.66
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-2008,18-Apr-2008,N/A,99.384259,99.384259,0.00000000,4.868043,0.13
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-2008,18-Apr-2008,N/A,98.280818,98.280818,0.00000000,4.644183,0.37
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-2008,18-Apr-2008,N/A,100.090000,100.717717,0.62771700,5.244761,0.38
9% Treasury Loan 2008,GB0009128371,13-Oct-2008,18-Apr-2008,N/A,101.790000,101.986721,0.19672100,5.156829,0.47
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-2008,18-Apr-2008,N/A,97.186224,97.186224,0.00000000,4.593738,0.61
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-2009,18-Apr-2008,N/A,96.145226,96.145226,0.00000000,4.529228,0.86
4% Treasury Stock 2009,GB0032785924,07-Mar-2009,18-Apr-2008,N/A,99.560000,100.049130,0.48913000,4.512092,0.85
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-2009,18-Apr-2008,N/A,96.146928,96.146928,0.00000000,4.527165,0.86
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-2009,18-Apr-2008,N/A,95.186302,95.186302,0.00000000,4.420120,1.10
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-2009,18-Apr-2008,N/A,94.206695,94.206695,0.00000000,4.378976,1.35
8% Treasury Stock 2009,GB0009125369,25-Sep-2009,18-Apr-2008,N/A,104.800000,105.386957,0.58695700,4.485016,1.34
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-2009,18-Apr-2008,N/A,93.285587,93.285587,0.00000000,4.314104,1.59
5¾% Treasury Stock 2009,GB0003042636,07-Dec-2009,18-Apr-2008,N/A,102.240000,104.376612,2.13661200,4.307110,1.51
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-2009,18-Apr-2008,N/A,93.203327,93.203327,0.00000000,4.369455,1.59
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-2010,18-Apr-2008,N/A,92.219632,92.219632,0.00000000,4.360450,1.84
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-2010,18-Apr-2008,N/A,91.244483,91.244483,0.00000000,4.351637,2.08
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-2010,18-Apr-2008,N/A,100.770000,102.535027,1.76502700,4.364797,1.97
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-2010,18-Apr-2008,N/A,91.234182,91.234182,0.00000000,4.357057,2.08
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-2010,18-Apr-2008,N/A,90.250969,90.250969,0.00000000,4.360911,2.33
6¼% Treasury Stock 2010,GB0008890161,25-Nov-2010,18-Apr-2008,N/A,104.730000,107.271209,2.54120900,4.300932,2.33
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-2010,18-Apr-2008,N/A,89.273437,89.273437,0.00000000,4.363832,2.57
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-2011,18-Apr-2008,N/A,88.239452,88.239452,0.00000000,4.395354,2.82
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-2011,18-Apr-2008,N/A,99.590000,100.109701,0.51970100,4.401654,2.67
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-2011,18-Apr-2008,N/A,88.264051,88.264051,0.00000000,4.385455,2.82
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-2011,18-Apr-2008,N/A,87.266591,87.266591,0.00000000,4.401454,3.06
9% Conversion Loan 2011,GB0002215225,12-Jul-2011,18-Apr-2008,N/A,113.390000,115.862527,2.47252700,4.490042,2.77
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-2011,18-Apr-2008,N/A,86.309205,86.309205,0.00000000,4.406826,3.30
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-2011,18-Apr-2008,N/A,85.373460,85.373460,0.00000000,4.406068,3.55
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-2012,18-Apr-2008,N/A,110.740000,112.571044,1.83104400,4.606094,3.23
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-2012,18-Apr-2008,N/A,84.412229,84.412229,0.00000000,4.418135,3.79
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-2012,18-Apr-2008,N/A,84.449291,84.449291,0.00000000,4.406566,3.79
5% Treasury Stock 2012,GB0030468747,07-Mar-2012,18-Apr-2008,N/A,102.070000,102.681413,0.61141300,4.411938,3.48
5¼% Treasury Principal Strip 07Jun2012,GB00B1YLLR99,07-Jun-2012,18-Apr-2008,N/A,83.378141,83.378141,0.00000000,4.452068,4.04
5¼% Treasury Gilt 2012,GB00B1L6WG32,07-Jun-2012,18-Apr-2008,N/A,102.920000,104.870820,1.95082000,4.466167,3.62
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-2012,18-Apr-2008,N/A,83.429535,83.429535,0.00000000,4.436811,4.04
9% Treasury Stock 2012,GB0008938465,06-Aug-2012,18-Apr-2008,N/A,117.170000,119.024396,1.85439600,4.549711,3.57
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-2012,18-Apr-2008,N/A,82.511462,82.511462,0.00000000,4.439730,4.28
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-2012,18-Apr-2008,N/A,81.573798,81.573798,0.00000000,4.449018,4.53
4½% Treasury Gilt 2013,GB00B29WRG55,07-Mar-2013,18-Apr-2008,N/A,99.960000,100.534997,0.57499700,4.508065,4.31
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-2013,18-Apr-2008,N/A,80.642533,80.642533,0.00000000,4.459747,4.77
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-2013,18-Apr-2008,N/A,79.709794,79.709794,0.00000000,4.471231,5.02
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-2013,18-Apr-2008,N/A,78.780737,78.780737,0.00000000,4.484537,5.26
8% Treasury Stock 2013,GB0008921883,27-Sep-2013,18-Apr-2008,N/A,116.790000,117.333478,0.54347800,4.482139,4.47
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-2013,18-Apr-2008,N/A,77.940851,77.940851,0.00000000,4.477268,5.51
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-2013,18-Apr-2008,N/A,136.630000,140.925082,4.29508200,4.560529,4.25
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-2014,18-Apr-2008,N/A,77.076403,77.076403,0.00000000,4.479255,5.75
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-2014,18-Apr-2008,N/A,76.202785,76.202785,0.00000000,4.484154,5.99
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-2014,18-Apr-2008,N/A,75.524851,75.524851,0.00000000,4.450181,6.24
5% Treasury Stock 2014,GB0031829509,07-Sep-2014,18-Apr-2008,N/A,102.960000,103.571413,0.61141300,4.460693,5.40
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-2014,18-Apr-2008,N/A,75.320126,75.320126,0.00000000,4.493693,6.24
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-2014,18-Apr-2008,N/A,74.295461,74.295461,0.00000000,4.533134,6.48
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-2015,18-Apr-2008,N/A,73.394747,73.394747,0.00000000,4.548338,6.72
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-2015,18-Apr-2008,N/A,72.537814,72.537814,0.00000000,4.555074,6.97
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-2015,18-Apr-2008,N/A,71.521281,71.521281,0.00000000,4.595066,7.21
4¾% Treasury Stock 2015,GB0033280339,07-Sep-2015,18-Apr-2008,N/A,101.140000,101.720842,0.58084200,4.565462,6.14
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-2015,18-Apr-2008,N/A,71.539870,71.539870,0.00000000,4.591462,7.21
8% Treasury Stock 2015,GB0008881541,07-Dec-2015,18-Apr-2008,N/A,121.160000,124.132678,2.97267800,4.669544,5.76
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-2015,18-Apr-2008,N/A,70.128858,70.128858,0.00000000,4.706014,7.45
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-2015,18-Apr-2008,N/A,70.106700,70.106700,0.00000000,4.710254,7.45
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-2016,18-Apr-2008,N/A,69.493077,69.493077,0.00000000,4.673677,7.70
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-2016,18-Apr-2008,N/A,68.700924,68.700924,0.00000000,4.672197,7.94
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-2016,18-Apr-2008,N/A,68.259655,68.259655,0.00000000,4.610273,8.19
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-2016,18-Apr-2008,N/A,95.830000,96.319130,0.48913000,4.604950,6.97
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-2016,18-Apr-2008,N/A,68.062758,68.062758,0.00000000,4.645552,8.19
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-2016,18-Apr-2008,N/A,66.936872,66.936872,0.00000000,4.706837,8.43
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-2017,18-Apr-2008,N/A,65.997961,65.997961,0.00000000,4.735983,8.67
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-2017,18-Apr-2008,N/A,65.098294,65.098294,0.00000000,4.758311,8.92
8¾% Treasury Stock 2017,GB0008931148,25-Aug-2017,18-Apr-2008,N/A,129.390000,130.736154,1.34615400,4.807666,6.71
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-2017,18-Apr-2008,N/A,64.237499,64.237499,0.00000000,4.775643,9.16
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-2017,18-Apr-2008,N/A,63.289998,63.289998,0.00000000,4.807846,9.40
5% Treasury Principal Strip 07Mar2018,GB00B23K1Q33,07-Mar-2018,18-Apr-2008,N/A,62.715453,62.715453,0.00000000,4.779599,9.65
5% Treasury Gilt 2018,GB00B1VWPC84,07-Mar-2018,18-Apr-2008,N/A,102.090000,102.701413,0.61141300,4.731987,7.71
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-2018,18-Apr-2008,N/A,62.699456,62.699456,0.00000000,4.782244,9.65
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-2018,18-Apr-2008,N/A,61.876613,61.876613,0.00000000,4.796019,9.89
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-2018,18-Apr-2008,N/A,61.064898,61.064898,0.00000000,4.809731,10.13
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-2018,18-Apr-2008,N/A,60.297410,60.297410,0.00000000,4.816792,10.38
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-2019,18-Apr-2008,N/A,59.496119,59.496119,0.00000000,4.831028,10.62
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-2019,18-Apr-2008,N/A,58.702582,58.702582,0.00000000,4.844465,10.87
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-2019,18-Apr-2008,N/A,57.830116,57.830116,0.00000000,4.871839,11.11
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-2019,18-Apr-2008,N/A,57.028462,57.028462,0.00000000,4.888506,11.35
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-2020,18-Apr-2008,N/A,56.287036,56.287036,0.00000000,4.897525,11.59
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-2020,18-Apr-2008,N/A,99.190000,99.770842,0.58084200,4.839879,8.93
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-2020,18-Apr-2008,N/A,56.278391,56.278391,0.00000000,4.898850,11.59
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-2020,18-Apr-2008,N/A,55.408303,55.408303,0.00000000,4.927976,11.84
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-2020,18-Apr-2008,N/A,54.605958,54.605958,0.00000000,4.948257,12.08
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-2020,18-Apr-2008,N/A,53.785616,53.785616,0.00000000,4.971650,12.32
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-2021,18-Apr-2008,N/A,53.156640,53.156640,0.00000000,4.967832,12.57
8% Treasury Stock 2021,GB0009997999,07-Jun-2021,18-Apr-2008,N/A,129.690000,132.662678,2.97267800,4.905060,8.57
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-2021,18-Apr-2008,N/A,52.369305,52.369305,0.00000000,4.988288,12.81
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-2021,18-Apr-2008,N/A,52.286638,52.286638,0.00000000,5.000621,12.81
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-2021,18-Apr-2008,N/A,51.642010,51.642010,0.00000000,5.001326,13.05
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-2021,18-Apr-2008,N/A,51.001408,51.001408,0.00000000,5.002065,13.30
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-2022,18-Apr-2008,N/A,50.397564,50.397564,0.00000000,4.999063,13.54
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-2022,18-Apr-2008,N/A,49.821211,49.821211,0.00000000,4.992705,13.78
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-2022,18-Apr-2008,N/A,49.297529,49.297529,0.00000000,4.980392,14.03
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-2022,18-Apr-2008,N/A,48.750772,48.750772,0.00000000,4.972125,14.27
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-2023,18-Apr-2008,N/A,48.197388,48.197388,0.00000000,4.966423,14.52
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-2023,18-Apr-2008,N/A,47.679123,47.679123,0.00000000,4.956347,14.76
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-2023,18-Apr-2008,N/A,47.199039,47.199039,0.00000000,4.942449,15.01
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-2023,18-Apr-2008,N/A,46.686704,46.686704,0.00000000,4.933756,15.25
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-2024,18-Apr-2008,N/A,46.201355,46.201355,0.00000000,4.922783,15.50
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-2024,18-Apr-2008,N/A,45.688170,45.688170,0.00000000,4.916289,15.74
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-2024,18-Apr-2008,N/A,45.190416,45.190416,0.00000000,4.909071,15.99
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-2024,18-Apr-2008,N/A,44.730035,44.730035,0.00000000,4.897251,16.23
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-2025,18-Apr-2008,N/A,44.255452,44.255452,0.00000000,4.888782,16.48
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-2025,18-Apr-2008,N/A,44.292272,44.292272,0.00000000,4.883734,16.48
5% Treasury Stock 2025,GB0030880693,07-Mar-2025,18-Apr-2008,N/A,101.870000,102.481413,0.61141300,4.836156,11.31
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-2025,18-Apr-2008,N/A,43.740487,43.740487,0.00000000,4.886364,16.72
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-2025,18-Apr-2008,N/A,43.243667,43.243667,0.00000000,4.882756,16.96
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-2025,18-Apr-2008,N/A,42.718232,42.718232,0.00000000,4.883518,17.21
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-2026,18-Apr-2008,N/A,42.246804,42.246804,0.00000000,4.878181,17.45
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-2026,18-Apr-2008,N/A,41.768129,41.768129,0.00000000,4.874295,17.70
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-2026,18-Apr-2008,N/A,41.293590,41.293590,0.00000000,4.871064,17.94
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-2026,18-Apr-2008,N/A,40.801640,40.801640,0.00000000,4.870622,18.19
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-2027,18-Apr-2008,N/A,40.324084,40.324084,0.00000000,4.869409,18.43
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-2027,18-Apr-2008,N/A,39.897063,39.897063,0.00000000,4.861831,18.67
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-2027,18-Apr-2008,N/A,39.381251,39.381251,0.00000000,4.867314,18.92
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-2027,18-Apr-2008,N/A,39.048769,39.048769,0.00000000,4.848644,19.16
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-2027,18-Apr-2008,N/A,92.700000,94.279235,1.57923500,4.829394,12.71
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-2027,18-Apr-2008,N/A,38.935194,38.935194,0.00000000,4.863844,19.16
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-2028,18-Apr-2008,N/A,38.586407,38.586407,0.00000000,4.848478,19.41
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-2028,18-Apr-2008,N/A,38.116442,38.116442,0.00000000,4.849721,19.65
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-2028,18-Apr-2008,N/A,37.675915,37.675915,0.00000000,4.848105,19.90
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-2028,18-Apr-2008,N/A,37.258337,37.258337,0.00000000,4.843816,20.14
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-2028,18-Apr-2008,N/A,37.266598,37.266598,0.00000000,4.842715,20.14
6% Treasury Stock 2028,GB0002404191,07-Dec-2028,18-Apr-2008,N/A,115.120000,117.349508,2.22950800,4.833241,12.17
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-2029,18-Apr-2008,N/A,36.970567,36.970567,0.00000000,4.823319,20.39
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-2029,18-Apr-2008,N/A,36.590043,36.590043,0.00000000,4.815552,20.63
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-2029,18-Apr-2008,N/A,36.213852,36.213852,0.00000000,4.808230,20.88
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-2029,18-Apr-2008,N/A,35.893352,35.893352,0.00000000,4.793922,21.12
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-2030,18-Apr-2008,N/A,35.555360,35.555360,0.00000000,4.782928,21.37
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-2030,18-Apr-2008,N/A,35.206335,35.206335,0.00000000,4.773744,21.61
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-2030,18-Apr-2008,N/A,34.899148,34.899148,0.00000000,4.760030,21.86
4¾% Treasury Principal Strip 07Dec2030,GB00B29WTS18,07-Dec-2030,18-Apr-2008,N/A,34.468957,34.468957,0.00000000,4.762789,22.10
4¾% Treasury Gilt 2030,GB00B24FF097,07-Dec-2030,18-Apr-2008,N/A,99.300000,101.065027,1.76502700,4.800664,13.50
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-2030,18-Apr-2008,N/A,34.565892,34.565892,0.00000000,4.750083,22.10
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-2031,18-Apr-2008,N/A,34.243254,34.243254,0.00000000,4.739676,22.35
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-2031,18-Apr-2008,N/A,33.930461,33.930461,0.00000000,4.728313,22.59
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-2031,18-Apr-2008,N/A,33.651195,33.651195,0.00000000,4.713487,22.84
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-2031,18-Apr-2008,N/A,33.335295,33.335295,0.00000000,4.703750,23.09
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-2032,18-Apr-2008,N/A,33.029810,33.029810,0.00000000,4.693529,23.33
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-2032,18-Apr-2008,N/A,32.724504,32.724504,0.00000000,4.683586,23.58
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-2032,18-Apr-2008,N/A,32.748884,32.748884,0.00000000,4.680427,23.58
4¼% Treasury Stock 2032,GB0004893086,07-Jun-2032,18-Apr-2008,N/A,93.180000,94.759235,1.57923500,4.726478,14.39
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-2032,18-Apr-2008,N/A,32.417631,32.417631,0.00000000,4.674686,23.82
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-2032,18-Apr-2008,N/A,32.117917,32.117917,0.00000000,4.665146,24.07
Treasury Coupon Strip 0