22:04 Financial Futures Page 1 Previous Business Day Business Day Fri 3 Sep 2010 Basis/ Block Thu 2 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 99.515 99.510 0.000 99.520 99.515 99.550 98.640S 99.515 150 N/A 0 N/A 150 | 530 2,318 +283 Oct 10 99.510 0.000 99.515 0 N/A 0 N/A 0 | 0 0 0 Nov 10 99.510 0.000 99.515 0 N/A 0 N/A 0 | 0 0 0 Dec 10 99.440 99.420 -0.020 99.440 99.410 99.475 98.595 99.435 714 N/A 0 N/A 714 | 104 1,452 -22 Jan 11 99.420 -0.020 99.435 0 N/A 0 N/A 0 | 0 0 0 Feb 11 99.400 -0.020 99.415 0 N/A 0 N/A 0 | 0 0 0 Mar 11 99.340 99.315 -0.025 99.340 99.330 99.415 98.910 99.335 179 N/A 0 N/A 179 | 50 1,339 -36 Jun 11 99.235 -0.025 99.270 99.020 99.255 0 N/A 0 N/A 0 | 0 489 0 1,043 N/A 0 N/A 1,043 | 684 5,598 +225 22:04 Financial Futures Page 2 Previous Business Day Business Day Fri 3 Sep 2010 Basis/ Block Thu 2 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 99.130 99.125 -0.005 99.130 99.115 99.205 94.765 99.120 55,732 N/A 0 N/A 55,732 | 83,431 606,115 +10,758 Oct 10 99.090 99.100 0.000 99.090 99.085 99.130 98.950 99.100 101 N/A 0 N/A 101 | 0 1,746 0 Nov 10 99.085 99.085 -0.015 99.085 99.085 99.115 99.035S 99.085 10 N/A 0 N/A 10 | 0 368 0 Dec 10 99.080 99.070 -0.015 99.090 99.060 99.140 94.785 99.065 138,353 691 400 N/A 139,444 | 204,664 639,916 +18,476 Jan 11 99.060 -0.015 98.885 98.885 99.055 0 N/A 0 N/A 0 | 0 0 0 Feb 11 99.060 -0.015 99.055 0 N/A 0 N/A 0 | 0 0 0 Mar 11 99.015 99.000 -0.020 99.025 98.990 99.090 94.865 98.995 137,996 116 0 N/A 138,112 | 196,490 622,353 +2,101 Jun 11 98.960 98.935 -0.030 98.975 98.925 99.040 94.920 98.930 205,409 691 350 N/A 206,450 | 185,756 489,057 +11,033 Sep 11 98.905 98.875 -0.035 98.925 98.860 99.000 94.995S 98.870 192,684 116 0 N/A 192,800 | 154,476 426,525 -4,975 Dec 11 98.825 98.770 -0.045 98.840 98.750 98.915 95.050S 98.765 142,881 116 940 N/A 143,937 | 126,221 316,371 -11,572 Mar 12 98.750 98.680 -0.050 98.770 98.660 99.320 95.115S 98.670 115,347 116 7,650 N/A 123,113 | 101,597 226,779 +8,897 Jun 12 98.650 98.565 -0.065 98.675S 98.550 98.765 95.145S 98.555 65,778 116 920 N/A 66,814 | 52,624 196,296 -3,009 Sep 12 98.545 98.455 -0.070 98.565 98.440 98.680 95.620S 98.440 23,026 N/A 0 N/A 23,026 | 18,856 121,371 +2,646 Dec 12 98.425 98.325 -0.070 98.430S 98.305 98.560 95.730 98.305 13,259 N/A 0 N/A 13,259 | 9,141 72,622 -1,002 Mar 13 98.300 98.220 -0.070 98.325S 98.195 98.470 95.730 98.200 11,192 N/A 0 N/A 11,192 | 14,654 51,392 -269 Jun 13 98.165 98.090 -0.075 98.185 98.070 98.365 95.875 98.070 8,820 N/A 0 N/A 8,820 | 5,571 28,174 +55 Sep 13 98.040 97.965 -0.075 98.050S 97.940S 98.255 95.330 97.940 587 N/A 0 N/A 587 | 1,416 12,704 +644 Dec 13 97.880 97.830 -0.080 97.885 97.815S 98.135 95.900 97.805 175 N/A 0 N/A 175 | 316 5,504 -2 Mar 14 97.780 97.735 -0.080 97.795S 97.735 98.035 95.845 97.720 119 N/A 0 N/A 119 | 188 4,483 -80 Jun 14 97.655 97.620 -0.080 97.660S 97.620 97.920 96.010S 97.610 121 N/A 0 N/A 121 | 363 3,300 +185 Sep 14 97.515 -0.090 97.780 95.945 97.515 0 N/A 0 N/A 0 | 83 670 -20 Dec 14 97.395 -0.100 97.620 96.020 97.405 0 N/A 0 N/A 0 | 0 781 0 Mar 15 97.305 -0.105 97.400 96.195 97.320 0 N/A 0 N/A 0 | 0 536 0 Jun 15 97.210 -0.115 97.310 96.630 97.235 0 N/A 0 N/A 0 | 0 183 0 Sep 15 97.200 -0.115 97.225 0 N/A 0 N/A 0 | 0 0 0 Dec 15 97.205 -0.115 97.230 0 N/A 0 N/A 0 | 0 0 0 Mar 16 97.205 -0.115 97.230 0 N/A 0 N/A 0 | 0 0 0 Jun 16 97.205 -0.115 97.230 0 N/A 0 N/A 0 | 0 0 0 1,111,590 1,962 10,260 N/A 1,123,812 | 1,155,847 3,827,246 +33,866 22:04 Financial Futures Page 3 Previous Business Day Business Day Fri 3 Sep 2010 Basis/ Block Thu 2 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 99.705 +0.005 99.675 97.620 99.705 0 N/A 0 N/A 0 | 0 273 0 Dec 10 99.610 +0.020 99.585 94.605 99.610 0 N/A 0 N/A 0 | 0 947 0 Mar 11 99.535 +0.015 99.470 98.000 99.535 0 N/A 0 N/A 0 | 0 112 0 Jun 11 99.420 +0.005 99.420 96.665 99.420 0 N/A 0 N/A 0 | 0 118 0 Sep 11 99.280 -0.010 99.280 97.085 99.280 0 N/A 0 N/A 0 | 0 106 0 Dec 11 99.120 -0.015 99.180 97.195 99.120 0 N/A 0 N/A 0 | 0 99 0 Mar 12 98.945 -0.020 98.945 0 N/A 0 N/A 0 | 0 0 0 Jun 12 98.755 -0.030 98.755 0 N/A 0 N/A 0 | 0 0 0 Sep 12 98.575 -0.035 98.575 0 N/A 0 N/A 0 | 0 0 0 Dec 12 98.375 -0.045 98.375 0 N/A 0 N/A 0 | 0 0 0 Mar 13 98.205 -0.050 98.205 0 N/A 0 N/A 0 | 0 0 0 Jun 13 98.015 -0.050 98.015 0 N/A 0 N/A 0 | 0 0 0 Sep 13 97.830 -0.050 97.830 0 N/A 0 N/A 0 | 0 0 0 Dec 13 97.640 -0.055 97.640 0 N/A 0 N/A 0 | 0 0 0 Mar 14 97.485 -0.050 97.485 0 N/A 0 N/A 0 | 0 0 0 Jun 14 97.310 -0.050 97.310 0 N/A 0 N/A 0 | 0 0 0 Sep 14 97.145 -0.055 97.145 0 N/A 0 N/A 0 | 0 0 0 Dec 14 96.970 -0.065 96.970 0 N/A 0 N/A 0 | 0 0 0 Mar 15 96.830 -0.070 96.830 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 99.270 99.260 0.000 99.270 99.260 99.300 93.490S 99.270 8,497 N/A 0 N/A 8,497 | 16,359 320,959 +714 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 99.200 0.000 99.210 99.180 99.260 93.540S 99.210 30,283 955 0 N/A 31,238 | 54,432 343,155 -21,865 Mar 11 99.150 99.140 -0.010 99.160 99.120 99.210 93.650S 99.150 28,726 N/A 1,500 N/A 30,226 | 29,000 302,396 -3,143 Jun 11 99.080 99.060 -0.010 99.090 99.040 99.130 93.775S 99.060 37,924 955 1,500 N/A 40,379 | 24,777 303,300 +181 Sep 11 98.960 98.950 -0.010 98.990 98.920 99.030 93.990S 98.950 49,913 N/A 0 N/A 49,913 | 35,682 357,392 -693 Dec 11 98.820 98.800 -0.010 98.840S 98.770 98.890S 94.280S 98.800 41,803 N/A 0 N/A 41,803 | 64,515 400,753 -2,452 Mar 12 98.700 98.630 -0.010 98.700 98.610 98.730 95.060 98.630 35,717 N/A 1,000 N/A 36,717 | 45,488 204,278 +1,483 Jun 12 98.460 98.440 -0.020 98.500 98.430 98.570 94.970 98.450 19,058 N/A 1,000 N/A 20,058 | 18,458 134,926 -1,778 Sep 12 98.300 98.240 -0.030 98.300 98.230 98.390 94.940 98.250 6,249 N/A 0 N/A 6,249 | 14,976 67,464 +1,767 Dec 12 98.080 98.040 -0.020 98.090 98.030 98.200 94.705 98.040 4,347 N/A 0 N/A 4,347 | 7,964 42,262 +860 Mar 13 97.940 97.860 -0.030 97.960 97.850 98.040 95.030 97.860 2,347 N/A 0 N/A 2,347 | 3,170 42,810 -251 Jun 13 97.740 97.680 -0.040 97.740 97.670S 97.880 95.430S 97.690 1,249 N/A 0 N/A 1,249 | 3,381 20,254 +693 Sep 13 97.560 97.520 -0.040 97.570S 97.510 97.730S 95.360S 97.520 280 N/A 0 N/A 280 | 0 6,236 0 Dec 13 97.410 97.350 -0.050 97.410S 97.350 97.530S 96.000 97.360 17 N/A 0 N/A 17 | 0 3,793 0 Mar 14 97.260 97.210 -0.050 97.260S 97.210S 97.380S 96.850S 97.220 8 N/A 0 N/A 8 | 0 182 0 Jun 14 97.080 -0.060 97.200S 97.200S 97.100 0 N/A 0 N/A 0 | 0 1 0 Sep 14 97.010 -0.050 97.020 0 N/A 0 N/A 0 | 0 0 0 Dec 14 96.910 -0.060 96.930 0 N/A 0 N/A 0 | 0 0 0 Mar 15 97.390 -0.050 97.400 0 N/A 0 N/A 0 | 0 0 0 Jun 15 97.390 -0.050 97.400 0 N/A 0 N/A 0 | 0 0 0 Sep 15 97.390 -0.050 97.400 0 N/A 0 N/A 0 | 0 0 0 Dec 15 97.390 -0.050 97.400 0 N/A 0 N/A 0 | 0 0 0 Mar 16 97.390 -0.050 97.400 0 N/A 0 N/A 0 | 0 0 0 Jun 16 97.390 -0.050 97.400 0 N/A 0 N/A 0 | 0 0 0 266,418 1,910 5,000 N/A 273,328 | 318,202 2,550,161 -24,484 22:04 Financial Futures Page 4 Previous Business Day Business Day Fri 3 Sep 2010 Basis/ Block Thu 2 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 99.810S 99.900 96.350 99.830 1,566 N/A 0 N/A 1,566 | 2,230 71,114 -340 Dec 10 99.770 99.770 0.000 99.780 99.760 99.870 96.430 99.780 6,851 N/A 0 N/A 6,851 | 7,326 95,614 -1,118 Mar 11 99.690 99.700 0.000 99.700 99.680 99.810 98.530S 99.700 8,747 N/A 0 N/A 8,747 | 12,217 85,012 +5,840 Jun 11 99.610 99.600 -0.010 99.620 99.580 99.730 98.500 99.600 3,726 N/A 0 N/A 3,726 | 4,490 69,506 +552 Sep 11 99.530 99.490 -0.020 99.530S 99.460 99.670 98.340S 99.490 2,256 N/A 0 N/A 2,256 | 4,247 46,446 +717 Dec 11 99.420 99.390 -0.020 99.430S 99.360 99.570 98.080S 99.390 687 N/A 0 N/A 687 | 1,570 35,032 +494 Mar 12 99.340 99.300 -0.020 99.340S 99.250 99.500 97.880S 99.290 172 N/A 0 N/A 172 | 468 8,016 -257 Jun 12 99.240 99.200 -0.020 99.240S 99.150 99.400 97.800 99.190 732 N/A 0 N/A 732 | 172 4,598 +73 Sep 12 99.130 99.080 -0.020 99.130S 99.050 99.150 97.950 99.070 2 N/A 0 N/A 2 | 21 1,046 +12 Dec 12 98.890 -0.020 98.880 0 N/A 0 N/A 0 | 0 0 0 Mar 13 98.720 -0.020 98.710 0 N/A 0 N/A 0 | 0 0 0 Jun 13 98.590 -0.020 98.580 0 N/A 0 N/A 0 | 0 0 0 24,739 N/A 0 N/A 24,739 | 32,741 416,384 +5,973 Three Month Euroyen (TIBOR) | Sep 10 99.650 0.000 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 99.710 -0.005 99.710 0 N/A 0 N/A 0 | 0 0 N/A Jun 11 99.720 -0.005 99.720 0 N/A 0 N/A 0 | 0 0 N/A Sep 11 99.725 -0.005 99.725 0 N/A 0 N/A 0 | 0 0 N/A Dec 11 99.725 -0.005 99.725 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 99.700 -0.005 99.700 0 N/A 0 N/A 0 | 0 0 N/A Sep 12 99.670 -0.005 99.670 0 N/A 0 N/A 0 | 0 0 N/A Dec 12 99.655 -0.005 99.655 0 N/A 0 N/A 0 | 0 0 N/A Mar 13 99.640 -0.005 99.640 0 N/A 0 N/A 0 | 0 0 N/A Jun 13 99.625 -0.005 99.625 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 10 109.280 109.205 -0.070 109.280 109.170 109.390 108.675 109.190 1,760 0 0 N/A 1,760 | 1,338 16,173 -326 Dec 10 109.125 109.040 -0.105 109.125S 109.010S 109.190S 109.010S 109.055 190 0 0 N/A 190 | 0 50 0 1,950 0 0 N/A 1,950 | 1,338 16,223 -326 5Yr Euro Swapnote | Sep 10 119.83 119.47 -0.35 119.86 119.39 120.50 117.42 119.36 818 0 0 N/A 818 | 130 5,563 -20 Dec 10 119.02 -0.36 119.79S 119.39S 118.91 0 0 0 N/A 0 | 5 14 +5 818 0 0 N/A 818 | 135 5,577 -15 10Yr Euro Swapnote | Sep 10 131.02 130.06 -0.93 131.02 129.98 133.29 125.33 130.06 395 0 0 N/A 395 | 162 955 -83 Dec 10 129.36 129.45 -0.96 129.43S 129.27S 131.54 129.27S 129.45 70 0 0 N/A 70 | 0 3 0 465 0 0 N/A 465 | 162 958 -83 2Yr US$ Swapnote | Sep 10 110.530 -0.005 110.530 0 0 0 N/A 0 | 0 0 0 Dec 10 110.220 -0.015 110.220 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 Fri 3 Sep 2010 Basis/ Block Thu 2 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 10 120.83 -0.18 120.83 0 0 0 N/A 0 | 0 0 0 Dec 10 120.02 -0.21 120.02 0 0 0 N/A 0 | 0 0 0 0 0 0 N/A 0 | 0 0 0 10yr US$ Swapnote | Sep 10 129.63 -0.69 129.63 0 0 0 N/A 0 | 0 0 0 Dec 10 128.55 -0.75 128.55 0 0 0 N/A 0 | 0 0 0 0 0 0 N/A 0 | 0 0 0 | Bond Products | Long Gilt | Sep 10 125.36 124.93 -0.44 125.60 124.77 126.93 113.10 124.90 3,659 867 0 N/A 4,526 | 13,538 22,698 -7,131 Dec 10 123.99 123.56 -0.44 124.41 123.37 125.56 118.34S 123.53 102,979 11,218 0 N/A 114,197 | 138,533 287,652 +8,367 Mar 11 128.21 -0.44 128.18 0 0 0 N/A 0 | 0 0 0 106,638 12,085 0 N/A 118,723 | 152,071 310,350 +1,236 Medium Gilt Future | Sep 10 117.27 117.17 -0.02 117.27 117.08 118.06 114.28 117.16 25 0 0 N/A 25 | 3 2,164 -1 Dec 10 117.49 117.36 -0.06 117.63 117.27 118.11 117.25 117.33 155 0 0 N/A 155 | 461 2,954 +105 Mar 11 117.35 -0.06 117.32 0 0 0 N/A 0 | 0 0 0 180 0 0 N/A 180 | 464 5,118 +104 Short Gilt Future | Sep 10 107.75 107.68 -0.02 107.75 107.67S 108.00 107.16 107.68 655 0 0 N/A 655 | 382 4,053 -29 Dec 10 107.48 107.46 -0.02 107.51 107.46 107.62 107.38S 107.46 1,344 0 0 N/A 1,344 | 675 4,232 +8 Mar 11 107.51 -0.02 107.51 0 0 0 N/A 0 | 0 0 0 1,999 0 0 N/A 1,999 | 1,057 8,285 -21 Japanese Government Bond | Sep 10 141.79 N/A N/A 141.82 141.50 143.24 140.03 141.67 466 0 0 N/A 466 | 318 0 N/A Dec 10 141.54 N/A N/A 141.54 141.36 142.00 141.36 141.43 23 0 0 N/A 23 | 2 0 N/A 489 0 0 N/A 489 | 320 0 N/A | Equity Products | FTSE 100 Dividend Index | Dec 10 179.100 0.000 199.400 132.000 179.100 0 0 0 0 0 | 0 109,821 0 Dec 11 186.300 +1.900 206.800 127.000 186.300 0 0 0 0 0 | 170 98,941 +170 Dec 12 187.400 +2.500 207.700 128.000 187.400 0 0 0 0 0 | 0 94,529 0 Dec 13 188.200 +3.000 210.800 128.500 188.200 0 0 0 1,000 1,000 | 0 55,545 0 Dec 14 187.600 +1.200 212.100 159.400 187.600 0 0 0 0 0 | 0 39,094 0 Dec 15 188.300 +0.200 216.300 163.000 188.300 0 0 0 0 0 | 0 15,750 0 Dec 16 188.500 +0.100 215.300 174.900 188.500 0 0 0 0 0 | 0 1,406 0 0 0 0 1,000 1,000 | 170 415,086 +170 FTSE 100 Index | Sep 10 5379.0 5417.0 +49.0 5452.0 5368.5 5743.5S 4757.0 5442.5 101,758 0 0 4,983 106,741 | 83,236 649,457 +2,398 Dec 10 5357.5 5395.0 +48.5 5430.0 5349.0 5720.0S 4744.0 5421.5 5,650 0 0 2,000 7,650 | 3,986 15,717 +4,991 Mar 11 5315.0 5352.0 +48.5 5352.5S 5315.0S 5352.5S 4728.0S 5380.0 25 0 0 0 25 | 2 975 0 Jun 11 5309.0 5308.5 +48.5 5309.5S 5309.0S 5309.5S 4677.5S 5335.0 20 0 0 0 20 | 0 229 0 107,453 0 0 6,983 114,436 | 87,224 666,378 +7,389 22:04 Financial Futures Page 6 Previous Business Day Business Day Fri 3 Sep 2010 Basis/ Block Thu 2 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 10176.5 +54.5 10185.0 9170.0 10176.5 0 0 0 0 0 | 183 7,337 +110 Dec 10 10176.5 +54.5 10176.5 0 0 0 0 0 | 0 0 0 0 0 0 0 0 | 183 7,337 +110 FTSE Eurotop 100 Index | Sep 10 2235.5 +17.0 2213.0 2173.5 2235.5 0 0 0 0 0 | 0 120 0 Dec 10 2230.5 +17.0 2230.5 0 0 0 0 0 | 0 0 0 Mar 11 2230.5 +17.0 2230.5 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 3550.000 +35.000 3550.000 0 0 0 0 0 | 0 0 0 Dec 10 3531.500 +35.500 3531.500 0 0 0 0 0 | 0 0 0 Mar 11 3531.500 +35.500 3531.500 0 0 0 0 0 | 0 0 0 0 0 0 0 0 | 0 0 0 FTSEurofirst 100 | Sep 10 3317.000 +34.500 3317.000 0 0 0 0 0 | 0 0 0 Dec 10 3303.500 +35.000 3303.500 0 0 0 0 0 | 0 0 0 Mar 11 3303.500 +45.000 3303.500 0 0 0 0 0 | 0 0 0 0 0 0 0 0 | 0 0 0 MSCI Euro Index | Sep 10 828.4 +5.5 828.4 0 0 0 0 0 | 0 1 0 Dec 10 826.5 +5.5 826.5 0 0 0 0 0 | 0 0 0 Mar 11 857.3 +5.5 857.3 0 0 0 0 0 | 0 0 0 0 0 0 0 0 | 0 1 0 MSCI Pan-Euro Index | Sep 10 861.6 865.8 +5.5 874.0 861.6 874.2 778.6 865.9 255 0 0 0 255 | 352 9,808 +241 Dec 10 859.2 +5.5 859.3 0 0 0 0 0 | 0 0 0 Mar 11 859.2 +5.5 859.3 0 0 0 0 0 | 0 0 0 255 0 0 0 255 | 352 9,808 +241 Exchange Delivery Settlement Prices Long Gilt Sep 10 125.29 Medium Gilt Future Sep 10 117.26 Short Gilt Future Sep 10 107.70 EDSP (in respect of previous day's positions) Japanese Government Bond Sep 10 142.25 Dec 10 141.99