15:57 Financial Futures Page 1 Previous Business Day Business Day Thu 24 Dec 2009 Basis/ Block Wed 23 Dec 2009 Opening Daily Lifetime Closing CONNECT* Pairs Trade Bclear Total | Official **Open Trans Settle Change High Low High Low Price Volume Volume Volume Volume*** Volume | Volume Interest Change | Short Term Interest Rate Products | One Month Eonia (futures delivery month = ECB+1) | Jan 10 99.585 0.000 99.585 0 N/A 0 N/A 0 | 0 0 0 Feb 10 99.585 0.000 99.585 0 N/A 0 N/A 0 | 0 0 0 Mar 10 99.585 0.000 99.585 0 N/A 0 N/A 0 | 0 0 0 Apr 10 99.585 0.000 99.585 0 N/A 0 N/A 0 | 0 0 0 May 10 99.585 0.000 99.585 0 N/A 0 N/A 0 | 0 0 0 Jun 10 99.585 0.000 99.585 0 N/A 0 N/A 0 | 0 0 0 Jul 10 99.585 0.000 99.585 0 N/A 0 N/A 0 | 0 0 0 Aug 10 99.585 0.000 99.585 0 N/A 0 N/A 0 | 0 0 0 Sep 10 99.585 0.000 99.585 0 N/A 0 N/A 0 | 0 0 0 Oct 10 99.585 0.000 99.585 0 N/A 0 N/A 0 | 0 0 0 Nov 10 99.585 0.000 99.585 0 N/A 0 N/A 0 | 0 0 0 Dec 10 99.585 0.000 99.585 0 N/A 0 N/A 0 | 0 0 0 0 N/A 0 N/A 0 | 0 0 0 Three Month EONIA | Jan 10 99.615 0.000 99.615 0 N/A 0 N/A 0 | 0 0 0 Feb 10 99.610 0.000 99.610 0 N/A 0 N/A 0 | 0 0 0 Mar 10 99.520 0.000 99.515 98.570S 99.520 0 N/A 0 N/A 0 | 0 2,584 0 Apr 10 99.415 0.000 99.415 0 N/A 0 N/A 0 | 0 0 0 May 10 99.415 0.000 99.415 0 N/A 0 N/A 0 | 0 0 0 Jun 10 99.175 0.000 99.180S 98.455 99.175 0 N/A 0 N/A 0 | 0 847 0 Sep 10 98.890 0.000 98.915S 98.640S 98.890 0 N/A 0 N/A 0 | 0 242 0 Dec 10 98.655 0.000 98.675 98.610 98.655 0 N/A 0 N/A 0 | 8 10 +7 0 N/A 0 N/A 0 | 8 3,683 +7 15:57 Financial Futures Page 2 Previous Business Day Business Day Thu 24 Dec 2009 Basis/ Block Wed 23 Dec 2009 Opening Daily Lifetime Closing CONNECT* Pairs Trade Bclear Total | Official **Open Trans Settle Change High Low High Low Price Volume Volume Volume Volume*** Volume | Volume Interest Change Three Month Euribor | Jan 10 99.290 99.290 0.000 99.290 99.285 99.290 99.080 99.290 5,520 N/A 0 N/A 5,520 | 7,543 51,589 +3,511 Feb 10 99.270 -0.005 99.275S 99.160 99.270 0 N/A 0 N/A 0 | 1,722 15,181 +1,143 Mar 10 99.235 99.230 -0.005 99.240 99.225 99.245 94.700 99.230 19,404 N/A 5,880 N/A 25,284 | 139,339 753,759 +14,951 Apr 10 99.110 -0.005 99.110 0 N/A 0 N/A 0 | 0 0 0 May 10 99.110 -0.005 99.110 0 N/A 0 N/A 0 | 0 0 0 Jun 10 98.920 98.910 -0.015 98.930S 98.900 98.960 94.730 98.910 14,908 N/A 0 N/A 14,908 | 87,710 758,624 +13,753 Sep 10 98.610 98.580 -0.030 98.615 98.570 98.660 94.765 98.580 15,431 N/A 0 N/A 15,431 | 69,632 587,298 +3,901 Dec 10 98.330 98.285 -0.045 98.330 98.280 98.400 94.785 98.285 14,004 N/A 0 N/A 14,004 | 42,456 394,024 +1,901 Mar 11 98.090 98.045 -0.055 98.100 98.040 98.180 94.865 98.045 6,250 N/A 0 N/A 6,250 | 37,381 266,031 +1,612 Jun 11 97.865 97.810 -0.055 97.870 97.800 97.955 94.920 97.810 6,125 N/A 0 N/A 6,125 | 43,035 225,667 +5,022 Sep 11 97.660 97.605 -0.055 97.665 97.600 97.760 94.995S 97.605 3,922 N/A 0 N/A 3,922 | 25,421 158,198 +2,222 Dec 11 97.490 97.405 -0.050 97.490 97.395 97.565 95.050S 97.405 1,990 N/A 0 N/A 1,990 | 19,500 128,255 -744 Mar 12 97.330 97.245 -0.045 97.330 97.235 97.415 95.115S 97.245 1,377 N/A 0 N/A 1,377 | 7,763 87,733 +107 Jun 12 97.145 97.090 -0.040 97.145S 97.080 97.270 95.145S 97.090 1,390 N/A 0 N/A 1,390 | 7,161 54,355 +754 Sep 12 96.985 96.950 -0.040 96.985S 96.940 97.140 95.620S 96.950 941 N/A 0 N/A 941 | 6,560 42,165 -1,804 Dec 12 96.855 96.810 -0.040 96.855 96.795 97.010 95.730 96.810 536 N/A 0 N/A 536 | 5,987 15,845 -154 Mar 13 96.705 -0.040 96.910 95.730 96.705 0 N/A 0 N/A 0 | 351 7,604 -84 Jun 13 96.585 -0.040 96.805 95.875 96.585 0 N/A 0 N/A 0 | 224 2,444 +94 Sep 13 96.490 -0.040 96.695 95.330 96.490 0 N/A 0 N/A 0 | 20 5,511 0 Dec 13 96.370 -0.040 96.575 95.900 96.370 0 N/A 0 N/A 0 | 0 510 0 Mar 14 96.285 -0.040 96.440 95.845 96.285 0 N/A 0 N/A 0 | 0 593 0 Jun 14 96.190 -0.040 96.320 96.010S 96.190 0 N/A 0 N/A 0 | 0 403 0 Sep 14 96.095 -0.040 96.290 95.945 96.095 0 N/A 0 N/A 0 | 0 553 0 Dec 14 95.995 -0.040 96.180 96.090 95.995 0 N/A 0 N/A 0 | 0 30 0 Mar 15 96.205 -0.040 96.205 0 N/A 0 N/A 0 | 0 0 0 Jun 15 96.205 -0.040 96.205 0 N/A 0 N/A 0 | 0 0 0 Sep 15 96.205 -0.040 96.205 0 N/A 0 N/A 0 | 0 0 0 Dec 15 96.205 -0.040 96.205 0 N/A 0 N/A 0 | 0 0 0 91,798 N/A 5,880 N/A 97,678 | 501,805 3,556,372 +46,185 15:57 Financial Futures Page 3 Previous Business Day Business Day Thu 24 Dec 2009 Basis/ Block Wed 23 Dec 2009 Opening Daily Lifetime Closing CONNECT* Pairs Trade Bclear Total | Official **Open Trans Settle Change High Low High Low Price Volume Volume Volume Volume*** Volume | Volume Interest Change Three Month Eurodollar | Jan 10 99.730 0.000 99.730 0 N/A 0 N/A 0 | 0 0 0 Feb 10 99.695 +0.005 99.695 0 N/A 0 N/A 0 | 0 0 0 Mar 10 99.650 +0.010 99.670 94.250 99.650 0 N/A 0 N/A 0 | 0 2,992 0 Apr 10 99.575 +0.010 99.575 0 N/A 0 N/A 0 | 0 0 0 May 10 99.495 +0.010 99.495 0 N/A 0 N/A 0 | 0 0 0 Jun 10 99.395 +0.010 99.515 95.845 99.395 0 N/A 0 N/A 0 | 0 361 0 Sep 10 99.040 +0.010 99.120 97.620 99.040 0 N/A 0 N/A 0 | 0 200 0 Dec 10 98.645 +0.005 98.855 94.605 98.645 0 N/A 0 N/A 0 | 0 100 0 Mar 11 98.260 +0.005 98.000 98.000 98.260 0 N/A 0 N/A 0 | 0 1 0 Jun 11 97.870 +0.005 97.330 96.665 97.870 0 N/A 0 N/A 0 | 0 0 0 Sep 11 97.515 +0.005 97.100 97.085 97.515 0 N/A 0 N/A 0 | 0 0 0 Dec 11 97.185 +0.005 97.185 0 N/A 0 N/A 0 | 0 0 0 Mar 12 96.895 +0.005 96.895 0 N/A 0 N/A 0 | 0 0 0 Jun 12 96.610 +0.005 96.610 0 N/A 0 N/A 0 | 0 0 0 Sep 12 96.360 +0.005 96.360 0 N/A 0 N/A 0 | 0 0 0 Dec 12 96.120 +0.005 96.120 0 N/A 0 N/A 0 | 0 0 0 Mar 13 95.940 +0.005 95.940 0 N/A 0 N/A 0 | 0 0 0 Jun 13 95.770 +0.005 95.770 0 N/A 0 N/A 0 | 0 0 0 Sep 13 95.605 +0.005 95.605 0 N/A 0 N/A 0 | 0 0 0 Dec 13 95.440 +0.005 95.440 0 N/A 0 N/A 0 | 0 0 0 Mar 14 95.315 +0.005 95.315 0 N/A 0 N/A 0 | 0 0 0 Jun 14 95.195 +0.005 95.195 0 N/A 0 N/A 0 | 0 0 0 Sep 14 95.085 +0.005 95.085 0 N/A 0 N/A 0 | 0 0 0 Dec 14 94.965 +0.005 94.965 0 N/A 0 N/A 0 | 0 0 0 0 N/A 0 N/A 0 | 0 3,654 0 15:57 Financial Futures Page 4 Previous Business Day Business Day Thu 24 Dec 2009 Basis/ Block Wed 23 Dec 2009 Opening Daily Lifetime Closing CONNECT* Pairs Trade Bclear Total | Official **Open Trans Settle Change High Low High Low Price Volume Volume Volume Volume*** Volume | Volume Interest Change Three Month Sterling | Jan 10 99.410 0.000 99.410 0 N/A 0 N/A 0 | 0 0 0 Feb 10 99.410 0.000 99.410 0 N/A 0 N/A 0 | 0 0 0 Mar 10 99.310 99.310 0.000 99.320 99.290S 99.370 93.370S 99.310 8,925 N/A 0 N/A 8,925 | 33,298 359,676 -985 Jun 10 99.020 99.010 -0.020 99.020 98.990 99.110 93.410S 99.010 5,841 N/A 0 N/A 5,841 | 106,086 395,081 +12,994 Sep 10 98.600 98.600 -0.010 98.610 98.560 98.750 93.490S 98.600 5,456 N/A 0 N/A 5,456 | 65,255 303,144 -9,347 Dec 10 98.080 98.100 -0.010 98.110 98.050 98.320 93.540S 98.100 8,720 N/A 0 N/A 8,720 | 56,169 284,772 -9,691 Mar 11 97.620 97.650 0.000 97.650 97.570 97.920 93.650S 97.650 10,039 N/A 0 N/A 10,039 | 54,685 271,393 -11,936 Jun 11 97.210 97.230 +0.010 97.220 97.130 97.550S 93.775S 97.230 12,090 N/A 0 N/A 12,090 | 60,808 170,689 +11,176 Sep 11 96.820 96.850 +0.010 96.850 96.750 97.200 93.990S 96.850 6,458 N/A 0 N/A 6,458 | 20,804 103,687 -3,588 Dec 11 96.450 96.500 +0.010 96.500 96.400 96.890S 94.280S 96.500 7,448 N/A 0 N/A 7,448 | 16,065 95,008 -3,299 Mar 12 96.200 96.250 +0.020 96.240 96.150 96.780 95.060 96.250 3,534 N/A 0 N/A 3,534 | 10,118 73,248 -894 Jun 12 96.000 96.040 +0.020 96.030 95.950 96.440 94.970 96.040 6,914 N/A 0 N/A 6,914 | 14,006 48,487 -576 Sep 12 95.830 95.880 +0.030 95.880 95.780 96.290 94.940 95.880 4,533 N/A 0 N/A 4,533 | 6,163 33,952 +1,359 Dec 12 95.650 95.730 +0.020 95.730 95.650S 96.320 94.705 95.730 106 N/A 0 N/A 106 | 3,442 23,233 +795 Mar 13 95.630 +0.010 96.060S 95.030 95.630 0 N/A 0 N/A 0 | 8 8,097 -5 Jun 13 95.540 +0.010 95.890S 95.450S 95.540 0 N/A 0 N/A 0 | 0 90 0 Sep 13 95.430 +0.020 95.410S 95.360S 95.430 0 N/A 0 N/A 0 | 0 75 0 Dec 13 95.360 +0.020 95.360 0 N/A 0 N/A 0 | 0 0 0 Mar 14 95.410 +0.020 95.410 0 N/A 0 N/A 0 | 0 0 0 Jun 14 95.400 +0.020 95.400 0 N/A 0 N/A 0 | 0 0 0 Sep 14 95.410 +0.020 95.410 0 N/A 0 N/A 0 | 0 0 0 Dec 14 95.430 +0.020 95.430 0 N/A 0 N/A 0 | 0 0 0 Mar 15 95.430 +0.020 95.430 0 N/A 0 N/A 0 | 0 0 0 Jun 15 95.430 +0.020 95.430 0 N/A 0 N/A 0 | 0 0 0 Sep 15 95.430 +0.020 95.430 0 N/A 0 N/A 0 | 0 0 0 Dec 15 95.430 +0.020 95.430 0 N/A 0 N/A 0 | 0 0 0 80,064 N/A 0 N/A 80,064 | 446,907 2,170,632 -13,997 Three Month Euroswiss | Mar 10 99.730 99.730 0.000 99.740 99.730 99.740 96.270 99.730 545 N/A 0 N/A 545 | 2,053 53,922 -410 Jun 10 99.650 99.660 0.000 99.670 99.650 99.670 96.290 99.660 115 N/A 0 N/A 115 | 409 55,245 -27 Sep 10 99.500 99.490 -0.010 99.500 99.480 99.520 96.350 99.490 67 N/A 0 N/A 67 | 897 31,599 -158 Dec 10 99.280 99.290 0.000 99.290 99.280 99.330 96.430 99.290 78 N/A 0 N/A 78 | 1,095 32,398 -114 Mar 11 99.090 99.080 -0.010 99.090S 99.080S 99.130 98.530S 99.080 5 N/A 0 N/A 5 | 475 17,581 -171 Jun 11 98.900 -0.020 98.950 98.500 98.900 0 N/A 0 N/A 0 | 451 8,730 +220 Sep 11 98.770 0.000 98.810 98.340S 98.770 0 N/A 0 N/A 0 | 239 7,183 +207 Dec 11 98.650 0.000 98.660 98.080S 98.650 0 N/A 0 N/A 0 | 25 3,610 +23 Mar 12 98.570 0.000 98.540S 97.880S 98.570 0 N/A 0 N/A 0 | 0 206 0 Jun 12 98.520 0.000 98.510S 97.800 98.520 0 N/A 0 N/A 0 | 0 538 0 Sep 12 98.350 0.000 98.130 97.950 98.350 0 N/A 0 N/A 0 | 0 70 0 Dec 12 98.300 0.000 98.300 0 N/A 0 N/A 0 | 0 0 0 810 N/A 0 N/A 810 | 5,644 211,082 -430 15:57 Financial Futures Page 5 Previous Business Day Business Day Thu 24 Dec 2009 Basis/ Block Wed 23 Dec 2009 Opening Daily Lifetime Closing CONNECT* Pairs Trade Bclear Total | Official **Open Trans Settle Change High Low High Low Price Volume Volume Volume Volume*** Volume | Volume Interest Change Three Month Euroyen (TIBOR) | Mar 10 99.610 -0.020 99.450 99.450 99.610 0 N/A 0 N/A 0 | 0 0 N/A Jun 10 99.655 -0.015 99.655 0 N/A 0 N/A 0 | 0 0 N/A Sep 10 99.665 -0.020 99.340 99.340 99.665 0 N/A 0 N/A 0 | 0 0 N/A Dec 10 99.650 -0.025 99.650 0 N/A 0 N/A 0 | 0 0 N/A Mar 11 99.630 -0.015 99.630 0 N/A 0 N/A 0 | 0 0 N/A Jun 11 99.590 -0.025 99.590 0 N/A 0 N/A 0 | 0 0 N/A Sep 11 99.545 -0.020 99.545 0 N/A 0 N/A 0 | 0 0 N/A Dec 11 99.505 -0.020 99.505 0 N/A 0 N/A 0 | 0 0 N/A Mar 12 99.440 -0.020 99.440 0 N/A 0 N/A 0 | 0 0 N/A Jun 12 99.460 -0.020 99.460 0 N/A 0 N/A 0 | 0 0 N/A Sep 12 99.430 -0.020 99.430 0 N/A 0 N/A 0 | 0 0 N/A Dec 12 99.415 -0.020 99.415 0 N/A 0 N/A 0 | 0 0 N/A 0 N/A 0 N/A 0 | 0 0 N/A | Swapnote Products | 2Yr Euro Swapnote | Mar 10 107.990 0.000 108.115 107.715S 107.990 0 0 0 N/A 0 | 134 10,949 +19 Jun 10 107.990 0.000 107.990 0 0 0 N/A 0 | 0 0 0 0 0 0 N/A 0 | 134 10,949 +19 5Yr Euro Swapnote | Mar 10 114.66 0.00 115.27 114.47 114.66 0 0 0 N/A 0 | 771 7,089 +626 Jun 10 114.66 0.00 114.66 0 0 0 N/A 0 | 0 0 0 0 0 0 N/A 0 | 771 7,089 +626 10Yr Euro Swapnote | Mar 10 119.96 0.00 121.45 120.12 119.96 0 0 0 N/A 0 | 198 1,772 -41 Jun 10 119.96 0.00 119.96 0 0 0 N/A 0 | 0 0 0 0 0 0 N/A 0 | 198 1,772 -41 2Yr US$ Swapnote | Mar 10 108.920 0.000 108.920 0 0 0 N/A 0 | 0 0 0 Jun 10 108.220 0.000 108.220 0 0 0 N/A 0 | 0 0 0 0 0 0 N/A 0 | 0 0 0 5yr US$ Swapnote | Mar 10 113.97 0.00 113.97 0 0 0 N/A 0 | 0 0 0 Jun 10 112.79 0.00 112.79 0 0 0 N/A 0 | 0 0 0 0 0 0 N/A 0 | 0 0 0 10yr US$ Swapnote | Mar 10 116.81 0.00 116.81 0 0 0 N/A 0 | 0 0 0 Jun 10 115.48 0.00 115.48 0 0 0 N/A 0 | 0 0 0 0 0 0 N/A 0 | 0 0 0 15:57 Financial Futures Page 6 Previous Business Day Business Day Thu 24 Dec 2009 Basis/ Block Wed 23 Dec 2009 Opening Daily Lifetime Closing CONNECT* Pairs Trade Bclear Total | Official **Open Trans Settle Change High Low High Low Price Volume Volume Volume Volume*** Volume | Volume Interest Change | Bond Products | Long Gilt | Dec 09 115.86 116.08 -0.05 115.86S 115.86S 120.82 114.42S 116.08 50 0 0 N/A 50 | 983 7,321 -163 Mar 10 114.33 114.52 -0.05 114.55 114.25 118.95 114.25 114.52 6,354 0 0 N/A 6,354 | 48,576 224,010 +3,568 Jun 10 114.44 -0.05 114.44 0 0 0 N/A 0 | 0 0 0 6,404 0 0 N/A 6,404 | 49,559 231,331 +3,405 Medium Gilt Future | Mar 10 112.79 -0.02 114.09 112.60 112.79 0 0 0 N/A 0 | 98 1,742 -11 Jun 10 112.79 -0.02 112.79 0 0 0 N/A 0 | 0 0 0 0 0 0 N/A 0 | 98 1,742 -11 Short Gilt Future | Mar 10 107.99 -0.03 108.38 107.60 107.99 0 0 0 N/A 0 | 615 3,660 -121 Jun 10 107.99 -0.03 107.99 0 0 0 N/A 0 | 0 0 0 0 0 0 N/A 0 | 615 3,660 -121 Japanese Government Bond | Mar 10 139.90 N/A N/A 139.90 139.80 140.30 139.09S 139.89 10 0 0 N/A 10 | 41 0 N/A Jun 10 N/A N/A 139.89 0 0 0 N/A 0 | 0 0 N/A 10 0 0 N/A 10 | 41 0 N/A | Equity Products | FTSE 100 Dividend Index | Dec 10 184.000 -3.500 184.900 132.000 184.000 0 0 0 0 0 | 0 126,902 0 Dec 11 189.000 +3.500 186.500 127.000 189.000 0 0 0 0 0 | 0 85,489 0 Dec 12 186.000 0.000 188.500 128.000 186.000 0 0 0 0 0 | 0 51,759 0 Dec 13 183.000 -3.900 188.200 128.500 183.000 0 0 0 0 0 | 0 17,254 0 Dec 14 184.000 -3.900 190.900 189.600 184.000 0 0 0 0 0 | 0 2,001 0 Dec 15 184.500 -3.900 191.400 189.900 184.500 0 0 0 0 0 | 0 1,251 0 Dec 16 185.000 -3.900 185.000 0 0 0 0 0 | 0 0 0 0 0 0 0 0 | 0 284,656 0 FTSE 100 Index | Mar 10 5333.0 5353.5 +38.5 5363.5 5329.0 5363.5 4046.0S 5353.5 9,704 0 0 470 10,174 | 45,769 623,655 +1,052 Jun 10 5304.5 +38.5 5288.5 4266.0S 5304.5 0 0 0 0 0 | 4 2,229 0 Sep 10 5270.0 +38.5 5248.5S 5073.0S 5270.0 0 0 0 0 0 | 0 429 0 Dec 10 5253.5 +38.5 5253.5 0 0 0 0 0 | 0 0 0 9,704 0 0 470 10,174 | 45,773 626,313 +1,052 FTSE 250 Index | Mar 10 9179.0 +29.0 9164.0 8923.5 9179.0 0 0 0 0 0 | 5 5,918 +1 Jun 10 9179.0 +29.0 9179.0 0 0 0 0 0 | 0 0 0 0 0 0 0 0 | 5 5,918 +1 FTSE Eurotop 100 Index | Mar 10 2208.0 +7.0 2182.0S 2137.5S 2208.0 0 0 0 0 0 | 0 175 0 Jun 10 2205.0 +7.0 2205.0 0 0 0 0 0 | 0 0 0 Sep 10 2205.0 +7.0 2205.0 0 0 0 0 0 | 0 0 0 0 0 0 0 0 | 0 175 0 15:57 Financial Futures Page 7 Previous Business Day Business Day Thu 24 Dec 2009 Basis/ Block Wed 23 Dec 2009 Opening Daily Lifetime Closing CONNECT* Pairs Trade Bclear Total | Official **Open Trans Settle Change High Low High Low Price Volume Volume Volume Volume*** Volume | Volume Interest Change FTSEurofirst 300 | Mar 10 1021.2 +158.3 1021.2 0 0 0 0 0 | 0 0 0 Jun 10 1021.2 +158.3 1021.2 0 0 0 0 0 | 0 0 0 Sep 10 1021.2 +158.3 1021.2 0 0 0 0 0 | 0 0 0 0 0 0 0 0 | 0 0 0 FTSEurofirst 80 | Mar 10 3600.000 0.000 3600.000 0 0 0 0 0 | 0 0 0 Jun 10 3518.000 0.000 3518.000 0 0 0 0 0 | 0 0 0 Sep 10 3518.000 0.000 3518.000 0 0 0 0 0 | 0 0 0 0 0 0 0 0 | 0 0 0 FTSEurofirst 100 | Mar 10 3154.500 0.000 3154.500 0 0 0 0 0 | 0 0 0 Jun 10 3102.000 0.000 3102.000 0 0 0 0 0 | 0 0 0 Sep 10 3102.000 0.000 3102.000 0 0 0 0 0 | 0 0 0 0 0 0 0 0 | 0 0 0 MSCI Euro Index | Mar 10 871.5 -3.0 871.5 0 0 0 0 0 | 0 0 0 Jun 10 851.8 -3.0 851.8 0 0 0 0 0 | 0 0 0 Sep 10 851.9 -3.0 851.9 0 0 0 0 0 | 0 0 0 0 0 0 0 0 | 0 0 0 MSCI Pan-Euro Index | Mar 10 840.0 840.0 -3.7 840.0 840.0 847.7 817.4 840.0 22 0 0 0 22 | 295 8,460 -37 Jun 10 840.1 -3.7 840.1 0 0 0 0 0 | 0 0 0 Sep 10 840.1 -3.7 840.1 0 0 0 0 0 | 0 0 0 22 0 0 0 22 | 295 8,460 -37 Exchange Delivery Settlement Prices Long Gilt Dec 09 116.00 EDSP (in respect of previous day's positions) Japanese Government Bond Mar 10 139.94 Jun 10 140.00 Comments *CONNECT means LIFFE CONNECT LIFFE CONNECT is a trade mark of LIFFE and is registered in Australia, Hong Kong, Singapore, the United States and the United Kingdom, is a registered Community Trade Mark, and is the subject of a pending application for registration in Japan.