21:55 Financial Futures Page 1 Previous Business Day Business Day Fri 27 Aug 2010 Basis/ Block Thu 26 Aug 2010 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) | Sep 10 99.525 0.000 99.525 0 N/A 0 N/A 0 | 0 0 0 Oct 10 99.525 0.000 99.525 0 N/A 0 N/A 0 | 0 0 0 Nov 10 99.525 0.000 99.525 0 N/A 0 N/A 0 | 0 0 0 Dec 10 99.525 0.000 99.525 0 N/A 0 N/A 0 | 0 0 0 Jan 11 99.525 0.000 99.525 0 N/A 0 N/A 0 | 0 0 0 Feb 11 99.525 0.000 99.525 0 N/A 0 N/A 0 | 0 0 0 Mar 11 99.525 0.000 99.525 0 N/A 0 N/A 0 | 0 0 0 Apr 11 99.525 0.000 99.525 0 N/A 0 N/A 0 | 0 0 0 May 11 99.525 0.000 99.525 0 N/A 0 N/A 0 | 0 0 0 Jun 11 99.525 0.000 99.525 0 N/A 0 N/A 0 | 0 0 0 Jul 11 99.525 0.000 99.525 0 N/A 0 N/A 0 | 0 0 0 Aug 11 99.525 0.000 99.525 0 N/A 0 N/A 0 | 0 0 0 0 N/A 0 N/A 0 | 0 0 0 Three Month EONIA | Sep 10 99.500 99.480 -0.020 99.500 99.480 99.550 98.640S 99.485 1,052 N/A 0 N/A 1,052 | 0 2,619 0 Oct 10 99.480 -0.020 99.485 0 N/A 0 N/A 0 | 0 0 0 Nov 10 99.480 -0.020 99.485 0 N/A 0 N/A 0 | 0 0 0 Dec 10 99.410 99.400 -0.025 99.410 99.395 99.475 98.595 99.395 120 N/A 0 N/A 120 | 0 1,516 0 Jan 11 99.400 -0.025 99.395 0 N/A 0 N/A 0 | 0 0 0 Feb 11 99.380 -0.025 99.375 0 N/A 0 N/A 0 | 0 0 0 Mar 11 99.310 99.315 -0.025 99.310S 99.310S 99.415 98.910 99.315 65 N/A 0 N/A 65 | 1 1,396 0 Jun 11 99.255 -0.025 99.270 99.020 99.250 0 N/A 0 N/A 0 | 0 489 0 1,237 N/A 0 N/A 1,237 | 1 6,020 0 21:55 Financial Futures Page 2 Previous Business Day Business Day Fri 27 Aug 2010 Basis/ Block Thu 26 Aug 2010 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 | Sep 10 99.115 99.115 +0.005 99.120 99.105 99.205 94.765 99.115 54,353 218 0 N/A 54,571 | 63,172 593,217 -9,666 Oct 10 99.080 99.090 +0.015 99.080 99.075 99.130 98.950 99.090 46 N/A 0 N/A 46 | 0 1,539 0 Nov 10 99.085 +0.010 99.115 99.035S 99.090 0 N/A 0 N/A 0 | 0 101 0 Dec 10 99.070 99.060 -0.010 99.070 99.030S 99.140 94.785 99.055 71,242 218 1,080 N/A 72,540 | 72,997 602,463 +8,143 Jan 11 99.050 -0.010 98.885 98.885 99.050 0 N/A 0 N/A 0 | 0 0 0 Feb 11 99.050 -0.010 99.050 0 N/A 0 N/A 0 | 0 0 0 Mar 11 99.015 99.010 -0.005 99.025S 98.995 99.090 94.865 99.005 73,710 218 0 N/A 73,928 | 116,517 592,516 +7,812 Jun 11 98.965 98.960 -0.005 98.980S 98.945 99.015S 94.920 98.950 85,144 232 0 N/A 85,376 | 98,983 478,218 +9,577 Sep 11 98.920 98.910 -0.010 98.935 98.895 98.965 94.995S 98.895 62,933 216 0 N/A 63,149 | 68,606 407,362 +3,027 Dec 11 98.835 98.820 -0.015 98.850 98.800 98.885 95.050S 98.800 60,330 216 0 N/A 60,546 | 61,762 300,737 +3,319 Mar 12 98.770 98.750 -0.020 98.790 98.725 99.320 95.115S 98.725 44,623 204 0 N/A 44,827 | 48,604 207,864 +256 Jun 12 98.690 98.665 -0.025 98.710 98.635 98.735 95.145S 98.640 42,830 N/A 0 N/A 42,830 | 38,011 191,617 -569 Sep 12 98.610 98.575 -0.030 98.630 98.545 98.645 95.620S 98.550 17,533 N/A 0 N/A 17,533 | 11,878 111,031 +306 Dec 12 98.500 98.460 -0.035 98.530 98.440 98.530 95.730 98.440 12,381 N/A 0 N/A 12,381 | 14,115 72,131 +822 Mar 13 98.420 98.370 -0.035 98.450 98.350 98.465S 95.730 98.355 7,906 N/A 0 N/A 7,906 | 6,264 50,260 -33 Jun 13 98.310 98.260 -0.030 98.340 98.240 98.340 95.875 98.245 9,140 N/A 0 N/A 9,140 | 4,761 25,525 -227 Sep 13 98.210 98.150 -0.030 98.230S 98.125 98.230S 95.330 98.135 1,309 N/A 0 N/A 1,309 | 1,346 11,905 +32 Dec 13 98.095 98.030 -0.035 98.095 97.995 98.095S 95.900 98.020 843 N/A 0 N/A 843 | 354 5,484 -23 Mar 14 98.000 97.940 -0.050 98.010 97.910 98.010 95.845 97.945 140 N/A 0 N/A 140 | 87 4,501 +20 Jun 14 97.920 97.835 -0.055 97.920 97.900 97.920 96.010S 97.845 120 N/A 0 N/A 120 | 139 2,961 +24 Sep 14 97.735 -0.055 97.745 95.945 97.745 0 N/A 0 N/A 0 | 0 690 0 Dec 14 97.625 -0.055 97.365 96.020 97.635 0 N/A 0 N/A 0 | 0 781 0 Mar 15 97.540 -0.060 97.400 96.195 97.555 0 N/A 0 N/A 0 | 0 536 0 Jun 15 97.460 -0.060 97.310 96.630 97.475 0 N/A 0 N/A 0 | 0 183 0 Sep 15 97.450 -0.060 97.465 0 N/A 0 N/A 0 | 0 0 0 Dec 15 97.455 -0.060 97.470 0 N/A 0 N/A 0 | 0 0 0 Mar 16 97.455 -0.060 97.470 0 N/A 0 N/A 0 | 0 0 0 Jun 16 97.455 -0.060 97.470 0 N/A 0 N/A 0 | 0 0 0 544,583 1,522 1,080 N/A 547,185 | 607,596 3,661,622 +22,820 21:55 Financial Futures Page 3 Previous Business Day Business Day Fri 27 Aug 2010 Basis/ Block Thu 26 Aug 2010 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 | Sep 10 99.680 0.000 99.675 97.620 99.680 0 N/A 0 N/A 0 | 0 273 0 Dec 10 99.560 0.000 99.580 94.605 99.560 0 N/A 0 N/A 0 | 1 922 -1 Mar 11 99.510 0.000 99.470 98.000 99.510 0 N/A 0 N/A 0 | 0 112 0 Jun 11 99.420 0.000 99.420 96.665 99.420 0 N/A 0 N/A 0 | 0 118 0 Sep 11 99.260 99.250 -0.070 99.260 99.260 99.280 97.085 99.250 1 N/A 0 N/A 1 | 0 106 0 Dec 11 99.110 99.090 -0.070 99.110 99.110 99.180 97.195 99.090 1 N/A 0 N/A 1 | 0 98 0 Mar 12 98.960 -0.040 98.960 0 N/A 0 N/A 0 | 0 0 0 Jun 12 98.780 -0.040 98.780 0 N/A 0 N/A 0 | 0 0 0 Sep 12 98.600 -0.060 98.600 0 N/A 0 N/A 0 | 0 0 0 Dec 12 98.420 -0.050 98.420 0 N/A 0 N/A 0 | 0 0 0 Mar 13 98.270 -0.040 98.270 0 N/A 0 N/A 0 | 0 0 0 Jun 13 98.100 -0.020 98.100 0 N/A 0 N/A 0 | 0 0 0 Sep 13 97.940 0.000 97.940 0 N/A 0 N/A 0 | 0 0 0 Dec 13 97.760 0.000 97.760 0 N/A 0 N/A 0 | 0 0 0 Mar 14 97.600 0.000 97.600 0 N/A 0 N/A 0 | 0 0 0 Jun 14 97.450 0.000 97.450 0 N/A 0 N/A 0 | 0 0 0 Sep 14 97.290 0.000 97.290 0 N/A 0 N/A 0 | 0 0 0 Dec 14 97.130 0.000 97.130 0 N/A 0 N/A 0 | 0 0 0 Mar 15 97.000 0.000 97.000 0 N/A 0 N/A 0 | 0 0 0 2 N/A 0 N/A 2 | 1 1,629 -1 Three Month Sterling | Sep 10 99.270 99.270 0.000 99.270 99.260 99.300 93.490S 99.260 5,669 N/A 0 N/A 5,669 | 7,703 324,922 +5 Oct 10 99.270 -0.010 99.270 0 N/A 0 N/A 0 | 0 0 0 Nov 10 99.250 -0.010 99.250 0 N/A 0 N/A 0 | 0 0 0 Dec 10 99.190 99.200 0.000 99.210 99.190 99.260 93.540S 99.190 26,023 N/A 0 N/A 26,023 | 45,701 365,651 -5,682 Mar 11 99.150 99.150 0.000 99.180 99.140 99.210 93.650S 99.150 35,857 N/A 0 N/A 35,857 | 41,578 297,197 +7,276 Jun 11 99.080 99.080 0.000 99.110 99.060 99.130 93.775S 99.070 31,497 N/A 0 N/A 31,497 | 37,833 310,102 +1,302 Sep 11 98.980 98.970 -0.010 99.010 98.950 99.030 93.990S 98.950 37,833 N/A 0 N/A 37,833 | 36,174 358,314 -1,099 Dec 11 98.830 98.810 -0.020 98.860 98.790 98.890S 94.280S 98.790 36,602 N/A 0 N/A 36,602 | 26,702 394,189 -1,502 Mar 12 98.650 98.640 -0.020 98.700 98.610 98.730 95.060 98.610 23,639 N/A 0 N/A 23,639 | 13,521 195,331 -574 Jun 12 98.480 98.460 -0.030 98.520 98.430 98.570 94.970 98.430 12,878 N/A 0 N/A 12,878 | 7,442 138,111 -496 Sep 12 98.310 98.280 -0.030 98.350 98.250 98.390 94.940 98.250 4,745 N/A 0 N/A 4,745 | 3,631 68,295 +677 Dec 12 98.100 98.080 -0.030 98.150 98.050S 98.200 94.705 98.050 2,416 N/A 0 N/A 2,416 | 1,812 41,581 -152 Mar 13 97.940 97.920 -0.030 97.960 97.880S 98.040 95.030 97.880 2,322 N/A 0 N/A 2,322 | 1,962 44,056 +557 Jun 13 97.780 97.750 -0.040 97.800 97.740S 97.880 95.430S 97.710 1,465 N/A 0 N/A 1,465 | 2,017 18,302 -331 Sep 13 97.630 97.600 -0.040 97.640 97.570 97.730S 95.360S 97.550 150 N/A 0 N/A 150 | 225 6,227 -60 Dec 13 97.480 97.440 -0.050 97.480 97.480 97.530S 96.000 97.390 61 N/A 0 N/A 61 | 11 3,770 0 Mar 14 97.340 97.300 -0.050 97.350 97.340S 97.380S 96.850S 97.260 65 N/A 0 N/A 65 | 4 117 +4 Jun 14 97.170 -0.050 97.130 0 N/A 0 N/A 0 | 0 0 0 Sep 14 97.080 -0.050 97.040 0 N/A 0 N/A 0 | 0 0 0 Dec 14 97.000 -0.050 96.960 0 N/A 0 N/A 0 | 0 0 0 Mar 15 97.460 -0.050 97.420 0 N/A 0 N/A 0 | 0 0 0 Jun 15 97.460 -0.050 97.420 0 N/A 0 N/A 0 | 0 0 0 Sep 15 97.460 -0.050 97.420 0 N/A 0 N/A 0 | 0 0 0 Dec 15 97.460 -0.050 97.420 0 N/A 0 N/A 0 | 0 0 0 Mar 16 97.460 -0.050 97.420 0 N/A 0 N/A 0 | 0 0 0 Jun 16 97.460 -0.050 97.420 0 N/A 0 N/A 0 | 0 0 0 221,222 N/A 0 N/A 221,222 | 226,316 2,566,165 -75 21:55 Financial Futures Page 4 Previous Business Day Business Day Fri 27 Aug 2010 Basis/ Block Thu 26 Aug 2010 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 Euroswiss | Sep 10 99.840 99.840 0.000 99.850S 99.820 99.900 96.350 99.840 3,449 N/A 0 N/A 3,449 | 5,944 71,635 +2,078 Dec 10 99.810 99.800 -0.010 99.820S 99.800 99.870 96.430 99.800 3,474 N/A 0 N/A 3,474 | 11,111 98,189 -1,090 Mar 11 99.740 99.730 -0.010 99.750 99.720 99.810 98.530S 99.720 3,002 N/A 0 N/A 3,002 | 5,549 77,893 +806 Jun 11 99.660 99.660 -0.010 99.680 99.640 99.730 98.500 99.640 3,658 N/A 0 N/A 3,658 | 4,418 70,648 +907 Sep 11 99.590 99.570 -0.020 99.610S 99.540 99.670 98.340S 99.560 1,356 N/A 0 N/A 1,356 | 1,749 44,633 +247 Dec 11 99.500 99.470 -0.030 99.510 99.440 99.570 98.080S 99.460 1,340 N/A 0 N/A 1,340 | 1,855 34,377 -52 Mar 12 99.410 99.380 -0.040 99.420 99.360 99.500 97.880S 99.370 830 N/A 0 N/A 830 | 1,678 7,974 -283 Jun 12 99.300 99.290 -0.020 99.320 99.280 99.400 97.800 99.270 445 N/A 0 N/A 445 | 228 4,748 -2 Sep 12 99.190 -0.030 99.150 97.950 99.180 0 N/A 0 N/A 0 | 0 1,035 0 Dec 12 99.030 -0.030 99.020 0 N/A 0 N/A 0 | 0 0 0 Mar 13 98.860 -0.030 98.850 0 N/A 0 N/A 0 | 0 0 0 Jun 13 98.730 -0.030 98.720 0 N/A 0 N/A 0 | 0 0 0 17,554 N/A 0 N/A 17,554 | 32,532 411,132 +2,611 Three Month Euroyen (TIBOR) | Sep 10 99.650 -0.005 99.340 99.340 99.650 0 N/A 0 N/A 0 | 0 0 N/A Dec 10 99.685 -0.005 99.685 0 N/A 0 N/A 0 | 0 0 N/A Mar 11 99.715 0.000 99.715 0 N/A 0 N/A 0 | 0 0 N/A Jun 11 99.725 -0.005 99.725 0 N/A 0 N/A 0 | 0 0 N/A Sep 11 99.730 0.000 99.730 0 N/A 0 N/A 0 | 0 0 N/A Dec 11 99.730 -0.005 99.730 0 N/A 0 N/A 0 | 0 0 N/A Mar 12 99.715 -0.005 99.715 0 N/A 0 N/A 0 | 0 0 N/A Jun 12 99.705 -0.005 99.705 0 N/A 0 N/A 0 | 0 0 N/A Sep 12 99.675 -0.005 99.675 0 N/A 0 N/A 0 | 0 0 N/A Dec 12 99.660 -0.005 99.660 0 N/A 0 N/A 0 | 0 0 N/A Mar 13 99.645 -0.005 99.645 0 N/A 0 N/A 0 | 0 0 N/A Jun 13 99.630 -0.005 99.630 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 | Sep 10 109.325 109.295 -0.025 109.340 109.285 109.365 108.675 109.295 211 0 0 N/A 211 | 278 16,964 +86 Dec 10 109.215 -0.030 109.215 0 0 0 N/A 0 | 0 0 0 211 0 0 N/A 211 | 278 16,964 +86 5Yr Euro Swapnote | Sep 10 120.25 120.12 -0.11 120.30 119.85 120.50 117.42 120.05 865 0 0 N/A 865 | 621 5,518 -517 Dec 10 119.70 -0.19 119.64 0 0 0 N/A 0 | 0 0 0 865 0 0 N/A 865 | 621 5,518 -517 10Yr Euro Swapnote | Sep 10 132.85 132.14 -0.40 132.85 132.33 133.29 125.33 132.14 60 0 0 N/A 60 | 18 1,119 -18 Dec 10 131.62 -0.41 131.62 0 0 0 N/A 0 | 0 0 0 60 0 0 N/A 60 | 18 1,119 -18 2Yr US$ Swapnote | Sep 10 110.420 -0.120 110.420 0 0 0 N/A 0 | 0 0 0 Dec 10 110.200 -0.050 110.200 0 0 0 N/A 0 | 0 0 0 0 0 0 N/A 0 | 0 0 0 21:55 Financial Futures Page 5 Previous Business Day Business Day Fri 27 Aug 2010 Basis/ Block Thu 26 Aug 2010 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 5yr US$ Swapnote | Sep 10 120.60 -0.65 120.60 0 0 0 N/A 0 | 0 0 0 Dec 10 119.88 -0.66 119.88 0 0 0 N/A 0 | 0 0 0 0 0 0 N/A 0 | 0 0 0 10yr US$ Swapnote | Sep 10 130.20 -1.34 130.20 0 0 0 N/A 0 | 0 0 0 Dec 10 129.24 -1.36 129.24 0 0 0 N/A 0 | 0 0 0 0 0 0 N/A 0 | 0 0 0 | Bond Products | Long Gilt | Sep 10 126.04 125.95 -0.05 126.56 125.64 126.93 113.10 125.81 49,426 2,007 3,650 N/A 55,083 | 173,337 65,155 -64,220 Dec 10 124.66 124.60 -0.06 125.24 124.28 125.56 118.34S 124.46 71,933 1,576 2,800 N/A 76,309 | 112,040 263,819 +50,291 Mar 11 129.25 -0.06 129.11 0 0 0 N/A 0 | 0 0 0 121,359 3,583 6,450 N/A 131,392 | 285,377 328,974 -13,929 Medium Gilt Future | Sep 10 117.77 117.61 -0.17 117.77S 117.70S 118.06 114.28 117.73 23 0 0 N/A 23 | 2,259 2,234 -390 Dec 10 117.83 117.77 +0.01 117.93 117.74 118.10S 117.70 117.71 101 0 0 N/A 101 | 1,396 1,439 +1,386 Mar 11 117.76 +0.01 117.70 0 0 0 N/A 0 | 0 0 0 124 0 0 N/A 124 | 3,655 3,673 +996 Short Gilt Future | Sep 10 107.77 107.74 -0.04 107.80 107.74 108.00 107.16 107.72 579 0 0 N/A 579 | 3,721 5,089 -1,491 Dec 10 107.51 107.53 -0.01 107.59 107.51 107.59 107.38S 107.53 181 0 0 N/A 181 | 2,241 3,259 +2,033 Mar 11 107.58 -0.01 107.58 0 0 0 N/A 0 | 0 0 0 760 0 0 N/A 760 | 5,962 8,348 +542 Japanese Government Bond | Sep 10 142.62 N/A N/A 142.62 142.38 143.24 140.03 142.41 250 0 0 N/A 250 | 206 0 N/A Dec 10 N/A N/A 142.35 0 0 0 N/A 0 | 0 0 N/A 250 0 0 N/A 250 | 206 0 N/A | Equity Products | FTSE 100 Dividend Index | Dec 10 178.500 0.000 199.400 132.000 178.500 0 0 0 0 0 | 0 109,821 0 Dec 11 182.800 0.000 206.800 127.000 182.800 0 0 0 0 0 | 100 98,721 0 Dec 12 183.000 +0.500 207.700 128.000 183.000 0 0 0 0 0 | 0 94,529 0 Dec 13 184.000 +2.100 210.800 128.500 184.000 0 0 0 500 500 | 0 56,995 +1,000 Dec 14 183.700 +1.400 212.100 159.400 183.700 0 0 0 500 500 | 0 38,094 0 Dec 15 184.000 +1.600 216.300 163.000 184.000 0 0 0 0 0 | 0 15,750 0 Dec 16 184.500 +1.800 215.300 174.900 184.500 0 0 0 0 0 | 0 1,406 0 0 0 0 1,000 1,000 | 100 415,316 +1,000 FTSE 100 Index | Sep 10 5134.5 5207.0 +61.0 5231.0 5114.5 5743.5S 4757.0 5229.0 108,496 91 0 2,765 111,352 | 77,478 645,625 +7,069 Dec 10 5121.0 5184.5 +61.0 5195.0 5096.0 5720.0S 4744.0 5206.5 316 0 0 0 316 | 25 9,248 -6 Mar 11 5142.5 +61.0 5333.5S 4728.0S 5164.5 0 0 0 0 0 | 25 946 +15 Jun 11 5085.0 5099.0 +61.5 5085.0 5085.0 5283.5S 4677.5S 5120.5 1 0 0 0 1 | 10 230 +10 108,813 91 0 2,765 111,669 | 77,538 656,049 +7,088 21:55 Financial Futures Page 6 Previous Business Day Business Day Fri 27 Aug 2010 Basis/ Block Thu 26 Aug 2010 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 FTSE 250 Index | Sep 10 9675.0 9771.5 +112.5 9675.0 9675.0 10185.0 9170.0 9771.5 2 0 0 0 2 | 21 7,191 -1 Dec 10 9771.5 +112.5 9771.5 0 0 0 0 0 | 0 0 0 2 0 0 0 2 | 21 7,191 -1 FTSE Eurotop 100 Index | Sep 10 2158.0 +16.5 2213.0 2173.5 2158.0 0 0 0 0 0 | 0 120 0 Dec 10 2153.0 +16.5 2153.0 0 0 0 0 0 | 0 0 0 Mar 11 2153.0 +16.5 2153.0 0 0 0 0 0 | 0 0 0 0 0 0 0 0 | 0 120 0 FTSEurofirst 300 | Sep 10 1021.2 0.0 1021.2 0 0 0 0 0 | 0 0 0 Dec 10 1021.2 0.0 1021.2 0 0 0 0 0 | 0 0 0 Mar 11 1021.2 0.0 1021.2 0 0 0 0 0 | 0 0 0 0 0 0 0 0 | 0 0 0 FTSEurofirst 80 | Sep 10 3405.500 +33.000 3405.500 0 0 0 0 0 | 0 0 0 Dec 10 3387.000 +33.000 3387.000 0 0 0 0 0 | 0 0 0 Mar 11 3387.000 +33.000 3387.000 0 0 0 0 0 | 0 0 0 0 0 0 0 0 | 0 0 0 FTSEurofirst 100 | Sep 10 3171.000 +26.000 3171.000 0 0 0 0 0 | 0 0 0 Dec 10 3157.000 +26.000 3157.000 0 0 0 0 0 | 0 0 0 Mar 11 3147.000 +26.000 3147.000 0 0 0 0 0 | 0 0 0 0 0 0 0 0 | 0 0 0 MSCI Euro Index | Sep 10 794.5 +5.0 794.5 0 0 0 0 0 | 0 0 0 Dec 10 792.6 +5.0 792.6 0 0 0 0 0 | 0 0 0 Mar 11 823.4 +5.0 823.4 0 0 0 0 0 | 0 0 0 0 0 0 0 0 | 0 0 0 MSCI Pan-Euro Index | Sep 10 828.4 837.1 +7.0 834.0 826.0 874.2 778.6 835.6 31 0 0 0 31 | 73 8,905 -68 Dec 10 830.5 +7.0 829.0 0 0 0 0 0 | 0 0 0 Mar 11 830.5 +7.0 829.0 0 0 0 0 0 | 0 0 0 31 0 0 0 31 | 73 8,905 -68 Exchange Delivery Settlement Prices Long Gilt Sep 10 126.19 Medium Gilt Future Sep 10 117.78 Short Gilt Future Sep 10 107.79 EDSP (in respect of previous day's positions) Japanese Government Bond Sep 10 142.99 Dec 10 142.82