| Code | Name | High | Low | Close | Volume | Change | |
|---|
| 50AV | ATF CAPITAL BV 10% PERP NON-CUM NTS | 96.00 | 96.00 | 96.00 | 0 | 0.00 |  | 0.00 | 4 |
| 50HO | SOUTH EAST WATER 5% PERP DEB STK | 89.10 | 89.10 | 89.10 | 0 | 0.00 | | 0.00 | 4 |
| 50HX | NORTHERN ELECTRIC FINANCE 8.875% GTD BDS | 130.9 | 130.9 | 130.9 | 0 | 0.0 | | 0.00 | 4 |
| 50IF | SCOTTISH MORTGAGE INVESTMENT TST 4 1/2% | 80.80 | 80.80 | 80.80 | 0 | 0.00 | | 0.00 | 4 |
| 50IT | VOLKSWAGEN AG NON.V PRF NPV | 78.92 | 78.92 | 78.92 | 42,527 | 0.00 | | 0.00 | 4 |
| 50JK | FP FINANCE 9.125% UND SUB GTD BDS | 103.4 | 103.4 | 103.4 | 0 | 0.0 | | 0.00 | 4 |
| 50KY | UK TREASURY STRIP UK TREASURY STRIP | 56.60 | 46.42 | 46.42 | 0 | 0.00 | | 0.00 | 4 |
| 50NC | BRITISH SKY BROADCASTING GROUP 6% GTD | 109.6 | 109.6 | 109.6 | 0 | 0.0 | | 0.00 | 4 |
| 50SC | BANCO BILBAO VIZCAYA ARGENTARIA SA 5.75% | 106.6 | 106.6 | 106.6 | 0 | 0.0 | | 0.00 | 4 |
| 50XP | MERRILL LYNCH & CO INC 6.75% NTS | 109.3 | 109.3 | 109.3 | 0 | 0.0 | | 0.00 | 4 |
| 50ZN | HSBC BANK PALMS626 24/09/11(CO CO-OP | 22.24 | 22.24 | 22.24 | 3,300 | 0.02 |  | 0.09 | 4 |
| 51AT | ANGLIAN WATER SERVICE FINANCE CLS`A` | 116.4 | 116.4 | 116.4 | 0 | 0.0 | | 0.00 | 4 |
| 51FD | HSBC BANK PALMS604 22/08/11(SAUDI | 22.38 | 22.38 | 22.38 | 35,000 | 0.21 | | 0.92 | 4 |
| 51FS | ROYAL BANK OF SCOTLAND 6.625% NTS | 111.8 | 111.8 | 111.8 | 50,000 | 0.0 | | 0.00 | 4 |
| 51FU | IMPERIAL TOBACCO FINANCE 7.25% GTD NTS | 117.7 | 117.7 | 117.7 | 0 | 0.0 | | 0.00 | 4 |
| 51GL | C.G.I.S. GROUP 9.625% 1ST MTG DEB STK | 109.3 | 109.3 | 109.3 | 0 | 0.0 | | 0.00 | 4 |
| 51HO | SOUTH EAST WATER 3 1/2% PERP DEB | 64.17 | 64.17 | 64.17 | 0 | 0.00 | | 0.00 | 4 |
| 51HQ | EDP FINANCE BV 5.5% NTS 18/02/14 | 108.7 | 108.7 | 108.7 | 200,000 | 0.0 | | 0.00 | 4 |
| 51HU | NEWPORT CITY COUNCIL 8 7/8% RED STK 2019 | 126.1 | 126.1 | 126.1 | 0 | 0.0 | | 0.00 | 4 |
| 51IL | SWEDEN(KINGDOM OF) 13.5% LN STK | 100.7 | 100.7 | 100.7 | 0 | 0.0 | | 0.00 | 5 |
| 51NL | SEGRO PLC 6.25% BDS 30/9/2015 GBP(VAR) | 109.3 | 109.3 | 109.3 | 0 | 0.0 | | 0.00 | 4 |
| 51PA | BG ENERGY CAPITAL 5.125% NTS 07/12/17 | 111.3 | 111.3 | 111.3 | 0 | 0.0 | | 0.00 | 4 |
| 51QM | CYPRUS(REPUBLIC OF) 3.75% NTS 03/06/13 | 101.6 | 101.6 | 101.6 | 0 | 0.0 | | 0.00 | 4 |
| 51TP | HSBC BANK PLC PALMS725 22/06/12(CO COOP | 22.26 | 22.26 | 22.26 | 2,600 | 0.00 | | 0.00 | 8 |
| 51UP | STANDARD CHARTERED BANK USD STEP-UP CALL | 113.5 | 113.5 | 113.5 | 500,000 | 0.0 | | 0.00 | 4 |
| 51UQ | 6.25% GTD BDS 30/11/21 GBP50000 | 117.5 | 117.5 | 117.5 | 0 | 0.0 | | 0.00 | 6 |
| 52DJ | KINGFISHER 5.625% UUB NTS 15/12/14 | 109.0 | 108.6 | 109.0 | 0 | 0.0 | | 0.00 | 7 |
| 52FZ | ABERDEEN(CITY OF) 10.80% RED STK 2011 | 127.5 | 127.5 | 127.5 | 0 | 0.0 | | 0.00 | 4 |
| 52HO | SOUTH EAST WATER 11% RED DEB STK 2012/16 | 132.3 | 132.3 | 132.3 | 0 | 0.0 | | 0.00 | 4 |
| 52IL | SWEDEN(KINGDOM OF) 13.5% LN STK 2010(BR) | 142.3 | 142.3 | 142.3 | 0 | 0.0 | | 0.00 | 4 |
| 52XN | HSBC BANK PLC PALMS630 10/10/2011(NAT BK | 3.044 | 3.044 | 3.044 | 0 | 0.000 | | 0.00 | 4 |
| 52XU | HSBC BANK PALMS`631` | 36.86 | 36.86 | 36.86 | 7,000 | 0.15 |  | 0.41 | 4 |
| 53HO | SOUTH EAST WATER 5% PERP DEB STK(FMLY | 82.49 | 82.49 | 82.49 | 0 | 0.00 | | 0.00 | 4 |
| 53HY | NOVA SCOTIA(PROVINCE OF) CANADA 16.75% | 170.0 | 170.0 | 170.0 | 0 | 0.0 | | 0.00 | 4 |
| 53IM | TEMPLE BAR INVESTMENT TRUST 9 7/8% DEB | 131.3 | 131.3 | 131.3 | 0 | 0.0 | | 0.00 | 4 |
| 53QA | XSTRATA CAPITAL CORP A.V.V. 4% GTD CNV | 106.4 | 106.4 | 106.4 | 5,000,000 | 2.3 | | 2.07 | 4 |
| 54CK | WPP GROUP 4.375% GTD BDS 05/12/13 | 106.0 | 106.0 | 106.0 | 0 | 0.0 | | 0.00 | 6 |
| 54FU | BRITISH TELECOMMUNICATIONS CALL 5.25% | 107.1 | 107.1 | 107.1 | 0 | 0.0 | | 0.00 | 4 |
| 54HE | BANCO COMERCIAL PORTUGUES 4.75% CVD BDS | 98.69 | 98.69 | 98.69 | 0 | 0.00 | | 0.00 | 5 |
| 54JZ | EUROFIMA 5% IT 03/04/17 USD2000 | 117.3 | 115.5 | 117.3 | 0 | 0.0 | | 0.00 | 6 |
| 54KF | TOYOTA MOTOR CREDIT CORP 1.3% NTS | 101.3 | 101.3 | 101.3 | 0 | 0.0 | | 0.00 | 4 |
| 54PV | SVEKA HANDELSBANKEN 6.4611%/FLTG RTE CAP | 99.50 | 99.50 | 99.50 | 0 | 0.00 | | 0.00 | 4 |
| 54QU | XSTRATA FINANCE CANADA 4.875% NTS | 104.6 | 104.6 | 104.6 | 0 | 0.0 | | 0.00 | 4 |
| 54TK | WPP FINANCE SA 5.25% GTD BDS 30/01/15 | 109.3 | 109.2 | 109.3 | 0 | 0.0 | | 0.00 | 8 |
| 54TL | WPP FINANCE SA 6.375% GTD BDS 06/11/20 | 112.6 | 112.6 | 112.6 | 50,000 | 1.4 | | 1.26 | 6 |
| 54UN | MORGAN STANLEY EUR 5.5% SNR NTS 02/10/17 | 106.1 | 106.1 | 106.1 | 0 | 0.0 | | 0.00 | 4 |
| 54XE | GLAXOSMITHKLINE CAPITAL 5.125% NTS | 108.1 | 108.1 | 108.1 | 0 | 0.0 | | 0.00 | 4 |
| 54YE | GE CAPITAL EUROPEAN FUNDING 5.25% NTS | 111.3 | 111.3 | 111.3 | 63,000 | 0.2 | | 0.15 | 4 |
| 54YO | BANK OF SCOTLAND PLC 5.625% NTS 23/05/13 | 106.5 | 106.5 | 106.5 | 0 | 0.0 | | 0.00 | 7 |
| 55EK | STEEL CAPITAL SA 9.75% LOAN PART NTS | 106.9 | 106.9 | 106.9 | 0 | 0.0 | | 0.00 | 4 |
| 55FY | SVEKA HANDELSBANKEN 5.5% NTS 26/05/16 | 110.6 | 110.6 | 110.6 | 0 | 0.0 | | 0.00 | 6 |
| 55HH | LEEDS CORP 3% DEB STK(IN OR AFTER)1927 | 50.03 | 50.03 | 50.03 | 0 | 0.00 | | 0.00 | 4 |
| 55HM | HSBC BANK PALMS642 07/11/11(ALMARAI | 53.42 | 53.42 | 53.42 | 1,900 | 1.24 | | 2.38 | 4 |
| 55KL | UNITED UTILITIES WATER 5.75% NTS | 109.6 | 109.6 | 109.6 | 0 | 0.0 | | 0.00 | 4 |
| 55KN | PHILIP MORRIS INTERNATIONAL INC 5.75% | 116.7 | 116.7 | 116.7 | 0 | 0.0 | | 0.00 | 4 |
| 55LE | PEARSON FUNDING ONE PLC 6% GTD NTS | 113.1 | 113.0 | 113.0 | 0 | 0.0 | | 0.00 | 7 |
| 55LH | HSBC BANK PLC PALMS681 27/03/12(ALMARAI | 52.99 | 52.99 | 52.99 | 2,000 | 0.00 | | 0.00 | 4 |
| 55QR | HSBC BANK LEPO WTS 20/02/18(ITC | 3.417 | 3.417 | 3.417 | 202,900 | 0.000 | | 0.00 | 4 |
| 55QU | HSBC BANK PLC LEPO WTS 20/2/18(SUZLON | 0.9595 | 0.9595 | 0.9595 | 0 | 0.0000 | | 0.00 | 5 |
| 56CI | CO-OPERATIVE GROUP(CWS) 5.875% UNS NTS | 106.3 | 106.3 | 106.3 | 0 | 0.0 | | 0.00 | 5 |
| 56GP | BRIXTON PLC 6% BDS 30/9/19 GBP(VAR) | 107.4 | 107.4 | 107.4 | 9,000 | 3.1 | | 2.97 | 8 |
| 56HH | LEEDS CORP 5% IRRD STK | 81.72 | 81.72 | 81.72 | 0 | 0.00 | | 0.00 | 4 |
| 56MD | STEEL CAPITAL SA 9.25% LN PART NTS | 106.0 | 106.0 | 106.0 | 0 | 0.0 | | 0.00 | 4 |
| 56QG | ROYAL BANK OF SCOTLAND 4.625% TO FLTG | 85.94 | 85.94 | 85.94 | 0 | 0.00 | | 0.00 | 7 |
| 56ZG | INVESTOR AB 4% NTS 14/03/16 EUR50000 | 106.6 | 106.6 | 106.6 | 0 | 0.0 | | 0.00 | 4 |
| 57BL | RUSSIAN STANDARD FINANCE SA 8.625% LN | 111.7 | 111.7 | 111.7 | 0 | 0.0 | | 0.00 | 4 |
| 57FX | UK TREASURY STRIP 4.25% TREASURY STRIP | 16.50 | 16.50 | 16.50 | 0 | 0.00 | | 0.00 | 5 |
| 57GY | GUARANTEED EXPORT FINANCE CORP 9.75% GTD | 124.2 | 124.2 | 124.2 | 0 | 0.0 | | 0.00 | 4 |
| 57HH | LEEDS CORP 2.5% RED STK 1927(OR AFTER) | 42.11 | 42.11 | 42.11 | 0 | 0.00 | | 0.00 | 4 |
| 57KR | BTMU CURACAO HLDG CALL SUB STEP UP | 103.3 | 103.3 | 103.3 | 0 | 0.0 | | 0.00 | 4 |
| 57PA | BARCLAYS BANK PLC 7.5% STEP UP CALL PERP | 99.75 | 99.75 | 99.75 | 500,000 | 0.00 | | 0.00 | 4 |
| 58BH | MORGAN STANLEY 4.375% SNR NTS 12/10/16 | 101.7 | 101.7 | 101.7 | 50,000 | 2.5 | | 2.51 | 8 |
| 58HG | BIOQUELL 7.5% RED CUM PRF GBP1 | 100.00 | 100.00 | 100.00 | 0 | 0.00 | | 0.00 | 4 |
| 58JS | MACKENZIE 9.25% CALLABLE NOTES 21/1/2020 | 134.9 | 134.9 | 134.9 | 0 | 0.0 | | 0.00 | 4 |
| 58RO | KUZNETSKI CAPITAL SA 6.807% LN PTN NTS | 99.00 | 99.00 | 99.00 | 0 | 0.00 | | 0.00 | 4 |
| 58SN | MERRILL LYNCH & CO INC 4.875% NTS | 105.0 | 105.0 | 105.0 | 0 | 0.0 | | 0.00 | 4 |
| 59BM | B.A.T.INTERNATIONAL FINANCE 5.875% GTD | 115.1 | 115.1 | 115.1 | 0 | 0.0 | | 0.00 | 4 |
| 59CB | NETWORK RAIL INFRASTRUCTURE FINANCE | 105.8 | 105.8 | 105.8 | 0 | 0.0 | | 0.00 | 4 |
| 59CQ | MORGAN STANLEY ILN 06/02/12(FTSE100 IDX | 124.6 | 124.6 | 124.6 | 0 | 0.0 | | 0.00 | 5 |
| 59FK | SCOTTISH & SOUTHERN ENERGY 6.125% NTS | 111.8 | 111.8 | 111.8 | 500,000 | 0.0 | | 0.00 | 4 |
| 59GS | EUROPEAN INVESTMENT BANK 8.75% BDS | 136.5 | 136.5 | 136.5 | 0 | 0.0 | | 0.00 | 4 |
| 59IH | WESTERN POWER DIST.(STH WALES)PLC 9.25% | 133.2 | 133.2 | 133.2 | 0 | 0.0 | | 0.00 | 4 |
| 59JT | WERELDHAVE PROPERTY CORP 10.75% 1ST MTG | 128.7 | 128.7 | 128.7 | 0 | 0.0 | | 0.00 | 4 |
| 59MN | HSBC BANK PALMS633 17/10/2011(NATL SHIP | 4.689 | 4.689 | 4.689 | 0 | 0.000 | | 0.00 | 4 |
| 59MZ | ROYAL BANK OF SCOTLAND 4.125% GTD NTS | 103.5 | 103.5 | 103.5 | 0 | 0.0 | | 0.00 | 4 |
| 59NE | LLOYDS TSB BANK 4% GTD NTS 17/11/11 | 103.5 | 103.5 | 103.5 | 0 | 0.0 | | 0.00 | 4 |
| 59NF | LLOYDS TSB BANK 3.75% GTD NTS 17/11/11 | 103.1 | 103.1 | 103.1 | 0 | 0.0 | | 0.00 | 5 |
| 59OR | HSBC BANK PALMS674 12/3/12(INDUSTRIES | 27.45 | 27.45 | 27.45 | 0 | 0.00 | | 0.00 | 4 |
| 59QO | JOHN DEERE CAPITAL CORP 7.5% NTS | 117.5 | 117.5 | 117.5 | 0 | 0.0 | | 0.00 | 4 |
| 59SW | OESTERREICHISCHE KONTROLLBANK AG 4.875% | 107.6 | 107.6 | 107.6 | 0 | 0.0 | | 0.00 | 5 |
| 59UA | HSBC BANK PLC PALMS703 14/05/12(NATL IND | 7.046 | 7.046 | 7.046 | 43,200 | 0.000 | | 0.00 | 7 |
| 59UF | ANGLO AMERICAN 4% CNV BDS 07/05/14 | 148.8 | 148.8 | 148.8 | 0 | 0.0 | | 0.00 | 4 |
| 59VB | BP CAPITAL MARKETS 4% GTD NTS 29/12/14 | 101.9 | 101.9 | 101.9 | 60,000 | 0.0 | | 0.00 | 6 |
| 59WF | GE CAPITAL EUROPEAN FUNDING 4.75% NTS | 101.4 | 101.4 | 101.4 | 15,000 | 0.0 | | 0.00 | 4 |
| 59XG | VODAFONE GROUP 8.125% NTS 26/11/18 | 127.9 | 127.9 | 127.9 | 0 | 0.0 | | 0.00 | 4 |
| 59YN | HSBC BANK PLC LEPO WTS 22/04/19(JIANGXI | 4.272 | 4.240 | 4.272 | 0 | 0.000 | | 0.00 | 7 |
| 59ZB | EXPORT DEVELOPMENT CANADA 3.625% INST | 108.8 | 108.4 | 108.8 | 530,000 | 0.8 | | 0.71 | 4 |