21:59 Financial Futures Page 1 Previous Business Day Business Day Thu 2 Sep 2010 Basis/ Block Wed 1 Sep 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 99.495 99.510 +0.020 99.505 99.495 99.550 98.640S 99.510 530 N/A 0 N/A 530 | 40 2,035 0 Oct 10 99.510 +0.020 99.510 0 N/A 0 N/A 0 | 0 0 0 Nov 10 99.510 +0.020 99.510 0 N/A 0 N/A 0 | 0 0 0 Dec 10 99.425 99.440 +0.005 99.430 99.425 99.475 98.595 99.440 104 N/A 0 N/A 104 | 0 1,474 0 Jan 11 99.440 +0.005 99.440 0 N/A 0 N/A 0 | 0 0 0 Feb 11 99.420 +0.005 99.420 0 N/A 0 N/A 0 | 0 0 0 Mar 11 99.345 99.340 -0.010 99.345 99.345 99.415 98.910 99.340 50 N/A 0 N/A 50 | 64 1,375 0 Jun 11 99.260 -0.035 99.270 99.020 99.260 0 N/A 0 N/A 0 | 0 489 0 684 N/A 0 N/A 684 | 104 5,373 0 21:59 Financial Futures Page 2 Previous Business Day Business Day Thu 2 Sep 2010 Basis/ Block Wed 1 Sep 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 99.125 99.130 +0.005 99.140S 99.120 99.205 94.765 99.130 83,431 N/A 0 N/A 83,431 | 58,925 595,357 +2,725 Oct 10 99.100 0.000 99.130 98.950 99.090 0 N/A 0 N/A 0 | 0 1,746 0 Nov 10 99.100 +0.015 99.115 99.035S 99.085 0 N/A 0 N/A 0 | 467 368 +159 Dec 10 99.090 99.085 0.000 99.100 99.070 99.140 94.785 99.085 190,470 N/A 14,194 N/A 204,664 | 118,284 621,440 +8,818 Jan 11 99.075 0.000 98.885 98.885 99.075 0 N/A 0 N/A 0 | 0 0 0 Feb 11 99.075 0.000 99.075 0 N/A 0 N/A 0 | 0 0 0 Mar 11 99.035 99.020 -0.015 99.045 99.010 99.090 94.865 99.020 176,490 N/A 20,000 N/A 196,490 | 188,982 620,252 +7,910 Jun 11 98.990 98.965 -0.025 99.005 98.955 99.040 94.920 98.965 185,756 N/A 0 N/A 185,756 | 204,091 478,024 -14,910 Sep 11 98.935 98.910 -0.025 98.950 98.895 99.000 94.995S 98.915 154,476 N/A 0 N/A 154,476 | 145,279 431,500 +12,305 Dec 11 98.845 98.815 -0.025 98.860 98.800 98.915 95.050S 98.825 126,221 N/A 0 N/A 126,221 | 132,794 327,943 +2,475 Mar 12 98.770 98.730 -0.030 98.775 98.710 99.320 95.115S 98.750 101,597 N/A 0 N/A 101,597 | 76,713 217,882 +1,697 Jun 12 98.670 98.630 -0.035 98.685 98.605 98.765 95.145S 98.650 52,624 N/A 0 N/A 52,624 | 45,163 199,305 +2,772 Sep 12 98.575 98.525 -0.045 98.590 98.495 98.680 95.620S 98.545 18,856 N/A 0 N/A 18,856 | 17,015 118,725 +338 Dec 12 98.455 98.395 -0.060 98.475 98.370 98.560 95.730 98.415 9,141 N/A 0 N/A 9,141 | 12,699 73,624 +1,507 Mar 13 98.365 98.290 -0.070 98.380 98.265 98.470 95.730 98.305 14,654 N/A 0 N/A 14,654 | 8,250 51,661 +1,200 Jun 13 98.255 98.165 -0.075 98.260 98.140 98.365 95.875 98.175 5,571 N/A 0 N/A 5,571 | 5,365 28,119 +577 Sep 13 98.140 98.040 -0.080 98.150S 98.015S 98.255 95.330 98.045 1,416 N/A 0 N/A 1,416 | 1,009 12,060 +70 Dec 13 98.020 97.910 -0.080 98.020 97.885S 98.135 95.900 97.910 316 N/A 0 N/A 316 | 246 5,506 -8 Mar 14 97.920 97.815 -0.085 97.925 97.790S 98.035 95.845 97.820 188 N/A 0 N/A 188 | 113 4,563 0 Jun 14 97.815 97.700 -0.095 97.815S 97.675S 97.920 96.010S 97.710 363 N/A 0 N/A 363 | 179 3,115 +23 Sep 14 97.640 97.605 -0.100 97.640 97.605 97.780 95.945 97.625 83 N/A 0 N/A 83 | 1 690 0 Dec 14 97.495 -0.105 97.620 96.020 97.520 0 N/A 0 N/A 0 | 120 781 0 Mar 15 97.410 -0.110 97.400 96.195 97.440 0 N/A 0 N/A 0 | 0 536 0 Jun 15 97.325 -0.115 97.310 96.630 97.360 0 N/A 0 N/A 0 | 0 183 0 Sep 15 97.315 -0.115 97.350 0 N/A 0 N/A 0 | 0 0 0 Dec 15 97.320 -0.115 97.355 0 N/A 0 N/A 0 | 0 0 0 Mar 16 97.320 -0.115 97.355 0 N/A 0 N/A 0 | 0 0 0 Jun 16 97.320 -0.115 97.355 0 N/A 0 N/A 0 | 0 0 0 1,121,653 N/A 34,194 N/A 1,155,847 | 1,015,695 3,793,380 +27,658 21:59 Financial Futures Page 3 Previous Business Day Business Day Thu 2 Sep 2010 Basis/ Block Wed 1 Sep 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 99.700 +0.010 99.675 97.620 99.700 0 N/A 0 N/A 0 | 0 273 0 Dec 10 99.590 +0.010 99.585 94.605 99.590 0 N/A 0 N/A 0 | 0 947 0 Mar 11 99.520 +0.015 99.470 98.000 99.520 0 N/A 0 N/A 0 | 0 112 0 Jun 11 99.415 +0.005 99.420 96.665 99.415 0 N/A 0 N/A 0 | 0 118 0 Sep 11 99.290 -0.005 99.280 97.085 99.290 0 N/A 0 N/A 0 | 0 106 0 Dec 11 99.135 -0.010 99.180 97.195 99.135 0 N/A 0 N/A 0 | 0 99 0 Mar 12 98.965 -0.020 98.965 0 N/A 0 N/A 0 | 0 0 0 Jun 12 98.785 -0.020 98.785 0 N/A 0 N/A 0 | 0 0 0 Sep 12 98.610 -0.025 98.610 0 N/A 0 N/A 0 | 0 0 0 Dec 12 98.420 -0.025 98.420 0 N/A 0 N/A 0 | 0 0 0 Mar 13 98.255 -0.030 98.255 0 N/A 0 N/A 0 | 0 0 0 Jun 13 98.065 -0.035 98.065 0 N/A 0 N/A 0 | 0 0 0 Sep 13 97.880 -0.035 97.880 0 N/A 0 N/A 0 | 0 0 0 Dec 13 97.695 -0.030 97.695 0 N/A 0 N/A 0 | 0 0 0 Mar 14 97.535 -0.030 97.535 0 N/A 0 N/A 0 | 0 0 0 Jun 14 97.360 -0.035 97.360 0 N/A 0 N/A 0 | 0 0 0 Sep 14 97.200 -0.035 97.200 0 N/A 0 N/A 0 | 0 0 0 Dec 14 97.035 -0.035 97.035 0 N/A 0 N/A 0 | 0 0 0 Mar 15 96.900 -0.040 96.900 0 N/A 0 N/A 0 | 0 0 0 0 N/A 0 N/A 0 | 0 1,655 0 Three Month Sterling | Sep 10 99.260 99.260 0.000 99.270 99.250 99.300 93.490S 99.260 16,359 N/A 0 N/A 16,359 | 11,771 320,245 -2,882 Oct 10 99.270 0.000 99.270 0 N/A 0 N/A 0 | 0 0 0 Nov 10 99.250 0.000 99.250 0 N/A 0 N/A 0 | 0 0 0 Dec 10 99.210 99.200 -0.010 99.220 99.190 99.260 93.540S 99.200 51,202 N/A 3,230 N/A 54,432 | 32,450 365,020 -1,657 Mar 11 99.170 99.150 -0.010 99.180 99.140 99.210 93.650S 99.150 25,980 N/A 3,020 N/A 29,000 | 27,764 305,539 +3,265 Jun 11 99.090 99.070 -0.010 99.110 99.060 99.130 93.775S 99.070 24,777 N/A 0 N/A 24,777 | 43,481 303,119 -1,866 Sep 11 98.980 98.960 -0.010 99.000 98.950 99.030 93.990S 98.960 35,682 N/A 0 N/A 35,682 | 49,996 358,085 -1,285 Dec 11 98.830 98.810 0.000 98.840 98.800 98.890S 94.280S 98.810 64,515 N/A 0 N/A 64,515 | 53,423 403,205 +4,332 Mar 12 98.650 98.640 0.000 98.670 98.630 98.730 95.060 98.640 43,488 N/A 2,000 N/A 45,488 | 31,419 202,795 -2,936 Jun 12 98.490 98.460 +0.010 98.490 98.440 98.570 94.970 98.450 18,458 N/A 0 N/A 18,458 | 17,267 136,704 -1,856 Sep 12 98.290 98.270 +0.010 98.300 98.250 98.390 94.940 98.260 12,100 N/A 2,876 N/A 14,976 | 9,110 65,697 -575 Dec 12 98.060 98.060 0.000 98.100 98.050 98.200 94.705 98.060 7,964 N/A 0 N/A 7,964 | 4,725 41,402 +582 Mar 13 97.930 97.890 0.000 97.930 97.870 98.040 95.030 97.880 3,170 N/A 0 N/A 3,170 | 4,900 43,061 -1,104 Jun 13 97.760 97.720 -0.010 97.760 97.700 97.880 95.430S 97.710 3,381 N/A 0 N/A 3,381 | 4,726 19,561 +1,692 Sep 13 97.560 -0.020 97.730S 95.360S 97.560 0 N/A 0 N/A 0 | 108 6,236 +49 Dec 13 97.400 -0.020 97.530S 96.000 97.400 0 N/A 0 N/A 0 | 88 3,793 -30 Mar 14 97.260 -0.020 97.380S 96.850S 97.260 0 N/A 0 N/A 0 | 1 182 0 Jun 14 97.140 -0.010 97.200S 97.200S 97.130 0 N/A 0 N/A 0 | 1 1 +1 Sep 14 97.060 -0.010 97.050 0 N/A 0 N/A 0 | 0 0 0 Dec 14 96.970 -0.010 96.960 0 N/A 0 N/A 0 | 0 0 0 Mar 15 97.440 -0.010 97.430 0 N/A 0 N/A 0 | 0 0 0 Jun 15 97.440 -0.010 97.430 0 N/A 0 N/A 0 | 0 0 0 Sep 15 97.440 -0.010 97.430 0 N/A 0 N/A 0 | 0 0 0 Dec 15 97.440 -0.010 97.430 0 N/A 0 N/A 0 | 0 0 0 Mar 16 97.440 -0.010 97.430 0 N/A 0 N/A 0 | 0 0 0 Jun 16 97.440 -0.010 97.430 0 N/A 0 N/A 0 | 0 0 0 307,076 N/A 11,126 N/A 318,202 | 291,230 2,574,645 -4,270 21:59 Financial Futures Page 4 Previous Business Day Business Day Thu 2 Sep 2010 Basis/ Block Wed 1 Sep 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 99.820 99.820 0.000 99.830 99.810 99.900 96.350 99.810 2,230 N/A 0 N/A 2,230 | 4,316 71,454 +76 Dec 10 99.780 99.770 -0.010 99.790 99.770 99.870 96.430 99.770 7,326 N/A 0 N/A 7,326 | 6,721 96,732 -1,451 Mar 11 99.720 99.700 -0.020 99.730 99.690 99.810 98.530S 99.700 12,217 N/A 0 N/A 12,217 | 3,494 79,172 +46 Jun 11 99.630 99.610 -0.020 99.640 99.600 99.730 98.500 99.620 4,490 N/A 0 N/A 4,490 | 4,685 68,954 -1,676 Sep 11 99.540 99.510 -0.020 99.540 99.510 99.670 98.340S 99.520 3,597 N/A 650 N/A 4,247 | 2,803 45,729 +1,383 Dec 11 99.440 99.410 -0.020 99.440 99.400 99.570 98.080S 99.420 1,570 N/A 0 N/A 1,570 | 1,374 34,538 +129 Mar 12 99.340 99.320 -0.020 99.340 99.310 99.500 97.880S 99.330 468 N/A 0 N/A 468 | 657 8,273 -83 Jun 12 99.240 99.220 -0.020 99.240 99.210 99.400 97.800 99.240 172 N/A 0 N/A 172 | 77 4,525 -32 Sep 12 99.090 99.100 -0.020 99.090 99.090 99.150 97.950 99.120 21 N/A 0 N/A 21 | 1 1,034 0 Dec 12 98.910 -0.020 98.930 0 N/A 0 N/A 0 | 0 0 0 Mar 13 98.740 -0.020 98.760 0 N/A 0 N/A 0 | 0 0 0 Jun 13 98.610 -0.020 98.630 0 N/A 0 N/A 0 | 0 0 0 32,091 N/A 650 N/A 32,741 | 24,128 410,411 -1,608 Three Month Euroyen (TIBOR) | Sep 10 99.650 -0.010 99.340 99.340 99.650 0 N/A 0 N/A 0 | 0 0 N/A Dec 10 99.680 -0.020 99.680 0 N/A 0 N/A 0 | 0 0 N/A Mar 11 99.715 -0.015 99.715 0 N/A 0 N/A 0 | 0 0 N/A Jun 11 99.725 -0.010 99.725 0 N/A 0 N/A 0 | 0 0 N/A Sep 11 99.730 -0.010 99.730 0 N/A 0 N/A 0 | 0 0 N/A Dec 11 99.730 -0.015 99.730 0 N/A 0 N/A 0 | 0 0 N/A Mar 12 99.720 -0.015 99.720 0 N/A 0 N/A 0 | 0 0 N/A Jun 12 99.705 -0.015 99.705 0 N/A 0 N/A 0 | 0 0 N/A Sep 12 99.675 -0.015 99.675 0 N/A 0 N/A 0 | 0 0 N/A Dec 12 99.660 -0.015 99.660 0 N/A 0 N/A 0 | 0 0 N/A Mar 13 99.645 -0.015 99.645 0 N/A 0 N/A 0 | 0 0 N/A Jun 13 99.630 -0.015 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 10 109.325 109.275 -0.040 109.335 109.250 109.390 108.675 109.275 1,338 0 0 N/A 1,338 | 168 16,499 -64 Dec 10 109.145 -0.055 109.190S 109.190S 109.160 0 0 0 N/A 0 | 50 50 +50 1,338 0 0 N/A 1,338 | 218 16,549 -14 5Yr Euro Swapnote | Sep 10 120.09 119.82 -0.27 120.13 119.63 120.50 117.42 119.82 130 0 0 N/A 130 | 496 5,583 -19 Dec 10 119.39 119.38 -0.29 119.39S 119.39S 119.79S 119.39S 119.38 5 0 0 N/A 5 | 11 9 +9 135 0 0 N/A 135 | 507 5,592 -10 10Yr Euro Swapnote | Sep 10 131.78 130.99 -0.80 131.85 130.89 133.29 125.33 131.01 162 0 0 N/A 162 | 90 1,038 -48 Dec 10 130.41 -0.84 131.54 131.54 130.46 0 0 0 N/A 0 | 3 3 +3 162 0 0 N/A 162 | 93 1,041 -45 2Yr US$ Swapnote | Sep 10 110.535 -0.015 110.535 0 0 0 N/A 0 | 0 0 0 Dec 10 110.235 -0.025 110.235 0 0 0 N/A 0 | 0 0 0 0 0 0 N/A 0 | 0 0 0 21:59 Financial Futures Page 5 Previous Business Day Business Day Thu 2 Sep 2010 Basis/ Block Wed 1 Sep 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 10 121.01 -0.06 121.01 0 0 0 N/A 0 | 0 0 0 Dec 10 120.23 -0.12 120.23 0 0 0 N/A 0 | 0 0 0 0 0 0 N/A 0 | 0 0 0 10yr US$ Swapnote | Sep 10 130.32 -0.40 130.32 0 0 0 N/A 0 | 0 0 0 Dec 10 129.30 -0.40 129.30 0 0 0 N/A 0 | 0 0 0 0 0 0 N/A 0 | 0 0 0 | Bond Products | Long Gilt | Sep 10 125.53 125.37 -0.28 125.85 125.13 126.93 113.10 125.35 7,406 0 6,132 N/A 13,538 | 35,887 29,829 -12,534 Dec 10 124.17 124.00 -0.28 124.48 123.71 125.56 118.34S 123.98 120,250 10,841 7,442 N/A 138,533 | 157,284 279,285 +5,373 Mar 11 128.65 -0.28 128.63 0 0 0 N/A 0 | 0 0 0 127,656 10,841 13,574 N/A 152,071 | 193,171 309,114 -7,161 Medium Gilt Future | Sep 10 117.25 117.19 -0.24 117.29 117.25 118.06 114.28 117.18 3 0 0 N/A 3 | 41 2,165 -14 Dec 10 117.64 117.42 -0.18 117.64 117.25 118.11 117.25 117.39 461 0 0 N/A 461 | 1,154 2,849 +511 Mar 11 117.41 -0.18 117.38 0 0 0 N/A 0 | 0 0 0 464 0 0 N/A 464 | 1,195 5,014 +497 Short Gilt Future | Sep 10 107.75 107.70 -0.02 107.75 107.69S 108.00 107.16 107.69 382 0 0 N/A 382 | 252 4,082 -202 Dec 10 107.61 107.48 -0.03 107.61 107.45 107.62 107.38S 107.47 675 0 0 N/A 675 | 774 4,224 +50 Mar 11 107.53 -0.03 107.52 0 0 0 N/A 0 | 0 0 0 1,057 0 0 N/A 1,057 | 1,026 8,306 -152 Japanese Government Bond | Sep 10 142.27 N/A N/A 142.30 142.21 143.24 140.03 142.21 318 0 0 N/A 318 | 452 0 N/A Dec 10 142.00 N/A N/A 142.00 142.00 142.00 142.00 142.00 2 0 0 N/A 2 | 0 0 N/A 320 0 0 N/A 320 | 452 0 N/A | Equity Products | FTSE 100 Dividend Index | Dec 10 179.100 -0.200 199.400 132.000 179.100 0 0 0 0 0 | 0 109,821 0 Dec 11 185.000 184.400 +1.100 185.000 185.000 206.800 127.000 184.400 170 0 0 0 170 | 201 98,771 0 Dec 12 184.900 -0.600 207.700 128.000 184.900 0 0 0 0 0 | 0 94,529 0 Dec 13 185.200 +1.100 210.800 128.500 185.200 0 0 0 0 0 | 0 55,545 -350 Dec 14 186.400 +0.200 212.100 159.400 186.400 0 0 0 0 0 | 0 39,094 0 Dec 15 188.100 +5.400 216.300 163.000 188.100 0 0 0 0 0 | 0 15,750 0 Dec 16 188.400 +6.500 215.300 174.900 188.400 0 0 0 0 0 | 0 1,406 0 170 0 0 0 170 | 201 414,916 -350 FTSE 100 Index | Sep 10 5341.0 5368.0 +9.0 5394.0 5338.0 5743.5S 4757.0 5391.0 78,204 0 0 5,032 83,236 | 132,314 647,059 +4,860 Dec 10 5320.0 5346.5 +10.0 5360.0 5320.0 5720.0S 4744.0 5369.0 1,736 0 0 2,250 3,986 | 1,725 10,726 +1,194 Mar 11 5274.0 5303.5 +9.5 5280.5S 5274.0S 5333.5S 4728.0S 5326.0 2 0 0 0 2 | 5 975 0 Jun 11 5260.0 +10.0 5283.5S 4677.5S 5282.0 0 0 0 0 0 | 5 229 0 79,942 0 0 7,282 87,224 | 134,049 658,989 +6,054 21:59 Financial Futures Page 6 Previous Business Day Business Day Thu 2 Sep 2010 Basis/ Block Wed 1 Sep 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 10085.0 10122.0 +109.5 10137.0 10085.0 10185.0 9170.0 10138.0 183 0 0 0 183 | 187 7,227 +36 Dec 10 10122.0 +109.5 10138.0 0 0 0 0 0 | 0 0 0 183 0 0 0 183 | 187 7,227 +36 FTSE Eurotop 100 Index | Sep 10 2218.5 0.0 2213.0 2173.5 2218.5 0 0 0 0 0 | 0 120 0 Dec 10 2213.5 0.0 2213.5 0 0 0 0 0 | 0 0 0 Mar 11 2213.5 0.0 2213.5 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 3515.000 +1.500 3515.000 0 0 0 0 0 | 0 0 0 Dec 10 3496.000 +1.000 3496.000 0 0 0 0 0 | 0 0 0 Mar 11 3496.000 +1.000 3496.000 0 0 0 0 0 | 0 0 0 0 0 0 0 0 | 0 0 0 FTSEurofirst 100 | Sep 10 3282.500 +1.500 3282.500 0 0 0 0 0 | 0 0 0 Dec 10 3268.500 +1.500 3268.500 0 0 0 0 0 | 0 0 0 Mar 11 3258.500 +1.500 3258.500 0 0 0 0 0 | 0 0 0 0 0 0 0 0 | 0 0 0 MSCI Euro Index | Sep 10 822.9 +2.3 822.9 0 0 0 0 0 | 0 1 +1 Dec 10 821.0 +2.3 821.0 0 0 0 0 0 | 0 0 0 Mar 11 851.8 +2.3 851.8 0 0 0 0 0 | 0 0 0 0 0 0 0 0 | 0 1 +1 MSCI Pan-Euro Index | Sep 10 858.0 860.3 +0.5 861.7 857.7 874.2 778.6 861.2 352 0 0 0 352 | 1 9,567 +1 Dec 10 853.7 +0.5 854.6 0 0 0 0 0 | 0 0 0 Mar 11 853.7 +0.5 854.6 0 0 0 0 0 | 0 0 0 352 0 0 0 352 | 1 9,567 +1 Exchange Delivery Settlement Prices Long Gilt Sep 10 125.14 Medium Gilt Future Sep 10 117.14 Short Gilt Future Sep 10 107.70 EDSP (in respect of previous day's positions) Japanese Government Bond Sep 10 142.31 Dec 10 142.09