22:04 Financial Futures Page 1 Previous Business Day Business Day Tue 31 Aug 2010 Basis/ Block Mon 30 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 99.485 99.485 0.000 99.485 99.485 99.550 98.640S 99.485 5 N/A 0 N/A 5 | 0 2,035 -736 Oct 10 99.485 0.000 99.485 0 N/A 0 N/A 0 | 0 0 0 Nov 10 99.485 0.000 99.485 0 N/A 0 N/A 0 | 0 0 0 Dec 10 99.405 99.425 +0.015 99.415 99.400 99.475 98.595 99.410 35 N/A 0 N/A 35 | 0 1,508 0 Jan 11 99.425 +0.015 99.410 0 N/A 0 N/A 0 | 0 0 0 Feb 11 99.405 +0.015 99.390 0 N/A 0 N/A 0 | 0 0 0 Mar 11 99.360 +0.020 99.415 98.910 99.340 0 N/A 0 N/A 0 | 0 1,375 0 Jun 11 99.320 +0.025 99.270 99.020 99.295 0 N/A 0 N/A 0 | 0 489 0 40 N/A 0 N/A 40 | 0 5,407 -736 22:04 Financial Futures Page 2 Previous Business Day Business Day Tue 31 Aug 2010 Basis/ Block Mon 30 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 99.120 +0.005 99.130S 99.110 99.205 94.765 99.120 67,144 N/A 0 N/A 67,144 | 46,582 584,721 -5,911 Oct 10 99.105 99.090 0.000 99.105 99.105 99.130 98.950 99.095 200 N/A 0 N/A 200 | 0 1,546 0 Nov 10 99.105 99.085 0.000 99.105 99.105 99.115 99.035S 99.095 200 N/A 0 N/A 200 | 0 101 0 Dec 10 99.070 99.085 +0.015 99.105 99.050S 99.140 94.785 99.090 126,750 N/A 0 N/A 126,750 | 40,548 596,050 -5,658 Jan 11 99.075 +0.015 98.885 98.885 99.085 0 N/A 0 N/A 0 | 0 0 0 Feb 11 99.075 +0.015 99.085 0 N/A 0 N/A 0 | 0 0 0 Mar 11 99.030 99.045 +0.015 99.070 99.015 99.090 94.865 99.055 129,137 N/A 24,400 N/A 153,537 | 42,258 588,233 -1,565 Jun 11 98.990 99.015 +0.020 99.035 98.980 99.035 94.920 99.025 155,741 500 0 N/A 156,241 | 47,516 477,769 -7,207 Sep 11 98.960 98.975 +0.015 98.990 98.940 98.990 94.995S 98.980 105,055 500 0 N/A 105,555 | 45,818 409,743 +4,870 Dec 11 98.885 98.890 +0.010 98.905 98.860 98.905 95.050S 98.895 78,347 N/A 0 N/A 78,347 | 48,159 321,555 +11,067 Mar 12 98.815 98.815 0.000 98.845 98.785 99.320 95.115S 98.825 61,800 N/A 0 N/A 61,800 | 31,727 215,111 +5,011 Jun 12 98.730 98.725 -0.010 98.765 98.700 98.765 95.145S 98.740 47,919 N/A 0 N/A 47,919 | 37,503 195,686 +2,204 Sep 12 98.650 98.635 -0.015 98.680 98.610 98.680 95.620S 98.650 31,308 N/A 0 N/A 31,308 | 26,937 118,218 +5,040 Dec 12 98.525 98.515 -0.020 98.560 98.490 98.560 95.730 98.530 24,872 N/A 0 N/A 24,872 | 12,489 71,889 -982 Mar 13 98.440 98.420 -0.020 98.465 98.400 98.470 95.730 98.430 12,729 N/A 0 N/A 12,729 | 12,337 51,503 +1,769 Jun 13 98.325 98.300 -0.020 98.350 98.280 98.365 95.875 98.310 12,110 N/A 0 N/A 12,110 | 11,501 28,351 +2,199 Sep 13 98.230 98.185 -0.020 98.235 98.175 98.255 95.330 98.190 1,427 N/A 0 N/A 1,427 | 685 11,879 -26 Dec 13 98.090 98.055 -0.030 98.105 98.045S 98.135 95.900 98.060 566 N/A 0 N/A 566 | 442 5,328 0 Mar 14 98.020 97.970 -0.025 98.020 97.960 98.035 95.845 97.980 96 N/A 0 N/A 96 | 8 4,550 -1 Jun 14 97.890 97.865 -0.025 97.890 97.845 97.920 96.010S 97.875 175 N/A 0 N/A 175 | 53 3,031 +25 Sep 14 97.780 97.780 -0.010 97.780 97.780 97.780 95.945 97.775 1 N/A 0 N/A 1 | 0 690 0 Dec 14 97.675 0.000 97.365 96.020 97.660 0 N/A 0 N/A 0 | 0 781 0 Mar 15 97.605 +0.005 97.400 96.195 97.585 0 N/A 0 N/A 0 | 0 536 0 Jun 15 97.540 +0.010 97.310 96.630 97.515 0 N/A 0 N/A 0 | 0 183 0 Sep 15 97.530 +0.010 97.505 0 N/A 0 N/A 0 | 0 0 0 Dec 15 97.535 +0.010 97.510 0 N/A 0 N/A 0 | 0 0 0 Mar 16 97.535 +0.010 97.510 0 N/A 0 N/A 0 | 0 0 0 Jun 16 97.535 +0.010 97.510 0 N/A 0 N/A 0 | 0 0 0 855,577 1,000 24,400 N/A 880,977 | 404,563 3,687,454 +10,835 22:04 Financial Futures Page 3 Previous Business Day Business Day Tue 31 Aug 2010 Basis/ Block Mon 30 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 99.690 0.000 99.675 97.620 99.690 0 N/A 0 N/A 0 | 0 273 0 Dec 10 99.585 99.585 -0.010 99.585 99.585 99.585 94.605 99.585 25 N/A 0 N/A 25 | 0 922 0 Mar 11 99.525 -0.015 99.470 98.000 99.525 0 N/A 0 N/A 0 | 0 112 0 Jun 11 99.440 -0.010 99.420 96.665 99.440 0 N/A 0 N/A 0 | 0 118 0 Sep 11 99.330 0.000 99.280 97.085 99.330 0 N/A 0 N/A 0 | 0 106 0 Dec 11 99.180 +0.015 99.180 97.195 99.180 0 N/A 0 N/A 0 | 0 99 0 Mar 12 99.020 +0.030 99.020 0 N/A 0 N/A 0 | 0 0 0 Jun 12 98.845 +0.045 98.845 0 N/A 0 N/A 0 | 0 0 0 Sep 12 98.675 +0.050 98.675 0 N/A 0 N/A 0 | 0 0 0 Dec 12 98.495 +0.060 98.495 0 N/A 0 N/A 0 | 0 0 0 Mar 13 98.335 +0.065 98.335 0 N/A 0 N/A 0 | 0 0 0 Jun 13 98.160 +0.070 98.160 0 N/A 0 N/A 0 | 0 0 0 Sep 13 97.985 +0.075 97.985 0 N/A 0 N/A 0 | 0 0 0 Dec 13 97.800 +0.080 97.800 0 N/A 0 N/A 0 | 0 0 0 Mar 14 97.645 +0.095 97.645 0 N/A 0 N/A 0 | 0 0 0 Jun 14 97.475 +0.100 97.475 0 N/A 0 N/A 0 | 0 0 0 Sep 14 97.315 +0.100 97.315 0 N/A 0 N/A 0 | 0 0 0 Dec 14 97.150 +0.105 97.150 0 N/A 0 N/A 0 | 0 0 0 Mar 15 97.025 +0.110 97.025 0 N/A 0 N/A 0 | 0 0 0 25 N/A 0 N/A 25 | 0 1,630 0 Three Month Sterling | Sep 10 99.270 99.270 0.000 99.280 99.270 99.300 93.490S 99.280 10,897 N/A 0 N/A 10,897 | 0 325,359 -857 Oct 10 99.280 +0.010 99.280 0 N/A 0 N/A 0 | 0 0 0 Nov 10 99.260 +0.010 99.260 0 N/A 0 N/A 0 | 0 0 0 Dec 10 99.200 99.220 +0.020 99.240 99.200 99.260 93.540S 99.240 44,177 N/A 0 N/A 44,177 | 0 361,689 -2,915 Mar 11 99.160 99.170 +0.020 99.190 99.140S 99.210 93.650S 99.190 31,260 N/A 0 N/A 31,260 | 0 302,735 -4,069 Jun 11 99.100 99.100 +0.020 99.120 99.070S 99.130 93.775S 99.110 38,512 N/A 0 N/A 38,512 | 0 309,931 -3,217 Sep 11 99.000 99.000 +0.030 99.020 98.970S 99.030 93.990S 99.010 40,769 N/A 0 N/A 40,769 | 0 358,073 -2,344 Dec 11 98.850 98.850 +0.040 98.870 98.810S 98.890S 94.280S 98.870 43,050 N/A 1,000 N/A 44,050 | 0 400,145 -1,723 Mar 12 98.670 98.690 +0.050 98.710 98.640S 98.730 95.060 98.710 35,456 N/A 1,000 N/A 36,456 | 0 196,499 -1,481 Jun 12 98.460 98.520 +0.060 98.550 98.460S 98.570 94.970 98.530 15,142 N/A 0 N/A 15,142 | 0 138,054 -1,259 Sep 12 98.320 98.340 +0.060 98.370 98.280S 98.390 94.940 98.350 6,063 N/A 0 N/A 6,063 | 0 67,613 -1 Dec 12 98.140 98.140 +0.060 98.170 98.130 98.200 94.705 98.150 1,635 N/A 0 N/A 1,635 | 0 41,334 0 Mar 13 97.940 97.970 +0.050 98.000 97.940S 98.040 95.030 97.980 2,765 N/A 0 N/A 2,765 | 0 44,469 0 Jun 13 97.820 97.810 +0.060 97.840 97.800 97.880 95.430S 97.820 2,496 N/A 0 N/A 2,496 | 0 18,331 -23 Sep 13 97.690 97.650 +0.050 97.690 97.670 97.730S 95.360S 97.670 14 N/A 0 N/A 14 | 0 6,187 0 Dec 13 97.530 97.490 +0.050 97.530 97.530 97.530S 96.000 97.510 3 N/A 0 N/A 3 | 0 3,820 0 Mar 14 97.360 +0.060 97.380S 96.850S 97.370 0 N/A 0 N/A 0 | 0 182 0 Jun 14 97.230 +0.060 97.240 0 N/A 0 N/A 0 | 0 0 0 Sep 14 97.140 +0.060 97.150 0 N/A 0 N/A 0 | 0 0 0 Dec 14 97.060 +0.060 97.070 0 N/A 0 N/A 0 | 0 0 0 Mar 15 97.520 +0.060 97.530 0 N/A 0 N/A 0 | 0 0 0 Jun 15 97.520 +0.060 97.530 0 N/A 0 N/A 0 | 0 0 0 Sep 15 97.520 +0.060 97.530 0 N/A 0 N/A 0 | 0 0 0 Dec 15 97.520 +0.060 97.530 0 N/A 0 N/A 0 | 0 0 0 Mar 16 97.520 +0.060 97.530 0 N/A 0 N/A 0 | 0 0 0 Jun 16 97.520 +0.060 97.530 0 N/A 0 N/A 0 | 0 0 0 272,239 N/A 2,000 N/A 274,239 | 0 2,574,421 -17,889 22:04 Financial Futures Page 4 Previous Business Day Business Day Tue 31 Aug 2010 Basis/ Block Mon 30 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 99.830 99.810 -0.020 99.830 99.810 99.900 96.350 99.820 4,421 N/A 0 N/A 4,421 | 2,837 70,666 -597 Dec 10 99.770 99.780 0.000 99.790 99.770 99.870 96.430 99.790 3,442 N/A 0 N/A 3,442 | 7,834 98,137 +149 Mar 11 99.720 99.720 0.000 99.740 99.710 99.810 98.530S 99.740 3,314 N/A 0 N/A 3,314 | 3,073 78,860 +695 Jun 11 99.640 99.650 +0.010 99.670 99.640 99.730 98.500 99.660 2,097 N/A 0 N/A 2,097 | 1,377 70,261 -19 Sep 11 99.560 99.560 +0.010 99.580 99.550 99.670 98.340S 99.580 768 N/A 0 N/A 768 | 1,033 44,444 -65 Dec 11 99.460 99.460 +0.010 99.470 99.450 99.570 98.080S 99.480 407 N/A 0 N/A 407 | 828 34,325 -213 Mar 12 99.380 99.370 +0.020 99.380 99.360 99.500 97.880S 99.380 67 N/A 0 N/A 67 | 68 8,361 +29 Jun 12 99.270 +0.010 99.400 97.800 99.280 0 N/A 0 N/A 0 | 50 4,557 -3 Sep 12 99.140 -0.020 99.150 97.950 99.150 0 N/A 0 N/A 0 | 3 1,034 -1 Dec 12 98.970 -0.030 98.970 0 N/A 0 N/A 0 | 0 0 0 Mar 13 98.800 -0.030 98.800 0 N/A 0 N/A 0 | 0 0 0 Jun 13 98.670 -0.030 98.670 0 N/A 0 N/A 0 | 0 0 0 14,516 N/A 0 N/A 14,516 | 17,103 410,645 -25 Three Month Euroyen (TIBOR) | Sep 10 99.655 +0.005 99.340 99.340 99.655 0 N/A 0 N/A 0 | 0 0 N/A Dec 10 99.690 +0.005 99.690 0 N/A 0 N/A 0 | 0 0 N/A Mar 11 99.720 +0.005 99.720 0 N/A 0 N/A 0 | 0 0 N/A Jun 11 99.730 +0.005 99.730 0 N/A 0 N/A 0 | 0 0 N/A Sep 11 99.740 +0.005 99.740 0 N/A 0 N/A 0 | 0 0 N/A Dec 11 99.740 +0.010 99.740 0 N/A 0 N/A 0 | 0 0 N/A Mar 12 99.730 +0.010 99.730 0 N/A 0 N/A 0 | 0 0 N/A Jun 12 99.720 +0.010 99.720 0 N/A 0 N/A 0 | 0 0 N/A Sep 12 99.690 +0.010 99.690 0 N/A 0 N/A 0 | 0 0 N/A Dec 12 99.675 +0.010 99.675 0 N/A 0 N/A 0 | 0 0 N/A Mar 13 99.660 +0.010 99.660 0 N/A 0 N/A 0 | 0 0 N/A Jun 13 99.645 +0.010 99.645 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 10 109.365 109.380 +0.020 109.390 109.340 109.390 108.675 109.405 1,463 0 0 N/A 1,463 | 328 16,721 -230 Dec 10 109.300 +0.025 109.320 0 0 0 N/A 0 | 0 0 0 1,463 0 0 N/A 1,463 | 328 16,721 -230 5Yr Euro Swapnote | Sep 10 120.41 120.40 +0.06 120.42 120.31 120.50 117.42 120.43 213 0 0 N/A 213 | 42 5,461 -2 Dec 10 119.98 +0.06 120.01 0 0 0 N/A 0 | 0 0 0 213 0 0 N/A 213 | 42 5,461 -2 10Yr Euro Swapnote | Sep 10 133.14 132.85 +0.22 133.14 132.70 133.29 125.33 132.85 529 0 0 N/A 529 | 7 1,166 0 Dec 10 132.33 +0.22 132.33 0 0 0 N/A 0 | 0 0 0 529 0 0 N/A 529 | 7 1,166 0 2Yr US$ Swapnote | Sep 10 110.600 +0.020 110.600 0 0 0 N/A 0 | 0 0 0 Dec 10 110.325 -0.055 110.325 0 0 0 N/A 0 | 0 0 0 0 0 0 N/A 0 | 0 0 0 22:04 Financial Futures Page 5 Previous Business Day Business Day Tue 31 Aug 2010 Basis/ Block Mon 30 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 10 121.41 +0.31 121.41 0 0 0 N/A 0 | 0 0 0 Dec 10 120.68 +0.22 120.68 0 0 0 N/A 0 | 0 0 0 0 0 0 N/A 0 | 0 0 0 10yr US$ Swapnote | Sep 10 131.75 +0.83 131.75 0 0 0 N/A 0 | 0 0 0 Dec 10 130.80 +0.78 130.80 0 0 0 N/A 0 | 0 0 0 0 0 0 N/A 0 | 0 0 0 | Bond Products | Long Gilt | Sep 10 126.80 126.62 +0.67 126.82 126.50 126.93 113.10 126.55 26,038 0 1,970 N/A 28,008 | 0 54,755 -1,228 Dec 10 125.35 125.26 +0.66 125.50 125.13 125.56 118.34S 125.20 84,474 1,340 2,970 N/A 88,784 | 0 263,175 -1,036 Mar 11 129.91 +0.66 129.85 0 0 0 N/A 0 | 0 0 0 110,512 1,340 4,940 N/A 116,792 | 0 317,930 -2,264 Medium Gilt Future | Sep 10 117.66 117.84 +0.23 117.86 117.66 118.06 114.28 117.80 41 0 0 N/A 41 | 0 2,175 -48 Dec 10 118.11 117.93 +0.16 118.11 117.92 118.11 117.70 117.89 198 0 718 N/A 916 | 0 1,483 0 Mar 11 117.92 +0.16 117.88 0 0 0 N/A 0 | 0 0 0 239 0 718 N/A 957 | 0 3,658 -48 Short Gilt Future | Sep 10 107.78 107.76 +0.02 107.80 107.78 108.00 107.16 107.77 316 0 0 N/A 316 | 0 4,348 -492 Dec 10 107.58 107.56 +0.03 107.62 107.57 107.62 107.38S 107.58 2,376 0 0 N/A 2,376 | 0 3,323 0 Mar 11 107.61 +0.03 107.63 0 0 0 N/A 0 | 0 0 0 2,692 0 0 N/A 2,692 | 0 7,671 -492 Japanese Government Bond | Sep 10 142.96 N/A N/A 142.96 142.85 143.24 140.03 142.86 281 0 0 N/A 281 | 178 0 N/A Dec 10 N/A N/A 142.68 0 0 0 N/A 0 | 0 0 N/A 281 0 0 N/A 281 | 178 0 N/A | Equity Products | FTSE 100 Dividend Index | Dec 10 178.800 +0.300 199.400 132.000 178.800 0 0 0 0 0 | 0 109,821 0 Dec 11 182.000 182.700 -0.100 182.000 182.000 206.800 127.000 182.700 50 0 0 0 50 | 0 98,721 0 Dec 12 180.000 181.300 -1.700 181.000 180.000 207.700 128.000 181.300 100 0 0 0 100 | 0 94,529 0 Dec 13 179.600 181.100 -2.900 179.600 179.600 210.800 128.500 181.100 150 0 0 0 150 | 0 55,995 0 Dec 14 181.400 -2.300 212.100 159.400 181.400 0 0 0 0 0 | 0 39,094 0 Dec 15 182.700 -1.300 216.300 163.000 182.700 0 0 0 0 0 | 0 15,750 0 Dec 16 181.900 -2.600 215.300 174.900 181.900 0 0 0 0 0 | 0 1,406 0 300 0 0 0 300 | 0 415,316 0 FTSE 100 Index | Sep 10 5136.0 5201.5 -5.5 5237.0 5123.5 5743.5S 4757.0 5213.5 126,579 120 0 966 127,665 | 0 647,534 -2,659 Dec 10 5119.5 5179.0 -5.5 5206.0 5103.0 5720.0S 4744.0 5191.0 271 0 0 0 271 | 0 9,378 0 Mar 11 5085.0 5136.5 -6.0 5106.5S 5085.0S 5333.5S 4728.0S 5149.0 30 0 0 0 30 | 0 946 0 Jun 11 5093.0 -6.0 5283.5S 4677.5S 5105.0 0 0 0 0 0 | 0 229 -1 126,880 120 0 966 127,966 | 0 658,087 -2,660 22:04 Financial Futures Page 6 Previous Business Day Business Day Tue 31 Aug 2010 Basis/ Block Mon 30 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 9678.5 9778.0 +6.5 9760.0 9678.5 10185.0 9170.0 9778.0 6 0 0 0 6 | 0 7,191 0 Dec 10 9778.0 +6.5 9778.0 0 0 0 0 0 | 0 0 0 6 0 0 0 6 | 0 7,191 0 FTSE Eurotop 100 Index | Sep 10 2151.5 -6.0 2213.0 2173.5 2151.5 0 0 0 0 0 | 0 120 0 Dec 10 2146.5 -6.0 2146.5 0 0 0 0 0 | 0 0 0 Mar 11 2146.5 -6.0 2146.5 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 3395.500 +7.500 3395.500 0 0 0 0 0 | 0 0 0 Dec 10 3377.000 +7.500 3377.000 0 0 0 0 0 | 0 0 0 Mar 11 3377.000 +7.500 3377.000 0 0 0 0 0 | 0 0 0 0 0 0 0 0 | 0 0 0 FTSEurofirst 100 | Sep 10 3163.000 +7.000 3163.000 0 0 0 0 0 | 0 0 0 Dec 10 3149.000 +7.000 3149.000 0 0 0 0 0 | 0 0 0 Mar 11 3139.000 +7.000 3139.000 0 0 0 0 0 | 0 0 0 0 0 0 0 0 | 0 0 0 MSCI Euro Index | Sep 10 793.4 -0.1 793.4 0 0 0 0 0 | 0 0 0 Dec 10 791.5 -0.1 791.5 0 0 0 0 0 | 0 0 0 Mar 11 822.3 -0.1 822.3 0 0 0 0 0 | 0 0 0 0 0 0 0 0 | 0 0 0 MSCI Pan-Euro Index | Sep 10 828.0 836.0 -0.1 836.0 823.6 874.2 778.6 838.5 337 0 496 0 833 | 29 8,902 -10 Dec 10 829.4 -0.1 831.9 0 0 0 0 0 | 0 0 0 Mar 11 829.4 -0.1 831.9 0 0 0 0 0 | 0 0 0 337 0 496 0 833 | 29 8,902 -10 Exchange Delivery Settlement Prices Long Gilt Sep 10 126.68 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 10 142.64 Dec 10 142.42