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INTERNATIONAL DEBT SECURITIES REPORT
Entries 1 - 214 of 214
SecurityRateMaturity
Date   
Par ValueBook ValueMarket ValueYield

990490/0 CDS EUR P F 2.200002.206/20/2013(5,000,000.00)(7,910,003.15)(7,877,749.93)1.40
990490/0 CDS EUR R V 00MEVENT1.006/20/20135,000,000.007,910,003.157,877,749.930.63
A BEST 2 SRL4.8510/1/20156,250,000.009,119,953.059,847,679.773.08
AGRISECURITIES SRL4.5112/8/20232,224,174.123,269,795.763,497,485.152.87
ALLIANCE + LEICESTER4.753/1/20111,704,000.003,193,660.303,112,062.372.60
ALLIANCE + LEICESTER PLC4.2512/30/20081,590,000.003,229,512.013,087,098.242.19
AMER INTL GRP4.883/15/20672,200,000.002,879,569.442,585,612.394.15
ARENA 2006 I BV4.7312/17/20645,925,216.008,599,783.839,147,905.643.06
ASF5.637/4/2022800,000.001,070,450.901,136,605.543.96
AUST + NZ BANK GRP4.452/5/20154,300,000.004,985,586.526,528,713.772.93
AUSTRALIA (COMMONWEALTH OF)6.002/15/201726,030,000.0023,102,132.1824,226,517.116.45
AUSTRIA (REP OF)4.651/15/20184,600,000.006,329,597.187,155,341.352.99
AUSTRIA (REPUBLIC OF)3.507/15/201524,500,000.0031,373,064.7835,666,528.542.40
AUTO ABS COMPARTIMENT4.947/25/20171,500,000.002,178,666.932,325,778.833.19
BANCAJA 8 TITULIZ M BKD EUR A4.9410/25/2037920,828.461,284,527.631,317,705.133.45
BANK OF AMERICA CORPORATION4.003/28/20184,450,000.006,111,128.856,090,935.702.92
BANKINTER SA5.005/14/20101,000,000.001,555,159.071,550,103.283.23
BARCLAYS BANK PLC6.001/23/201810,427,000.0015,861,421.4515,758,528.833.97
BARCLAYS BANK PLC/PREF SHS4.8812/29/20491,560,000.001,937,781.501,873,674.294.06
BELGIUM (KINGDOM OF)5.509/28/20175,358,000.008,757,845.608,811,209.853.34
BELGIUM (KINGDOM OF)5.503/28/202811,500,000.0017,297,944.1118,871,843.193.35
BES FINANCE LTD5.587/29/20491,355,000.001,860,671.371,790,302.174.22
BK TOKYO MITSU UFJ3.5012/16/20153,800,000.004,590,070.875,515,846.092.41
BRAZIL(FED REP OF)8.509/24/20124,450,000.005,752,016.887,539,140.605.02
CAISSE NATIONALE CAISSE D EPAR4.752/28/2049950,000.001,206,236.511,156,690.813.90
CANADA (GOVT OF)5.756/1/203311,900,000.0012,052,330.7514,707,534.374.65
CANADA HSG TR NO 14.5512/15/201211,170,000.0011,054,982.6811,302,558.084.50
CARS ALLIANCE FUND4.8610/8/20234,500,000.006,491,723.216,914,802.923.16
CCS160037 CYS JPY R V 03MLIBOR1.009/10/200945,430,000,000.00400,988,569.66428,784,552.601.00
CITIGROUP INC2.4010/31/2025596,200,000.005,098,151.364,531,581.182.98
CM CIC COVERED BONDS5.256/9/20102,700,000.004,193,492.784,234,671.873.35
CORDUSIO RMBS4.8412/30/20422,500,000.003,648,911.853,928,933.243.08
CREDIT SUISSE LONDON5.139/18/20176,500,000.009,944,832.059,732,021.793.42
DENMARK (KINGDOM OF)4.0011/15/201094,000,000.0019,191,071.3319,412,639.834.09
DENMARK (KINGDOM OF)6.0011/15/200922,250,000.004,472,456.844,759,637.165.93
DENMARK (KINGDOM OF)7.0011/10/202420,000,000.004,680,536.045,083,695.825.82
DENMARK(KINGDOM)4.008/15/20081,760,000.00319,655.35371,378.244.00
DEPFA ACS BANK1.6512/20/2016270,000,000.002,262,486.372,468,572.521.70
DEUTSCHE BANK AG3.633/9/20171,600,000.002,345,894.582,285,888.592.54
DEUTSCHE BANK AG5.138/31/20177,500,000.0011,938,408.8311,266,171.053.41
DEUTSCHE BK CAP FD5.339/29/20492,200,000.003,208,634.533,071,928.583.82
DONG A/S3.506/29/20124,100,000.005,309,790.415,947,980.852.41
E ON INTERNATIONAL FINANCE5.755/29/20095,800,000.007,564,504.729,170,246.683.64
EKSPORTFINANS A/S4.389/20/20104,000,000.005,551,853.586,178,676.822.83
ELM B V5.255/29/20494,800,000.006,287,491.435,973,729.284.22
ENBW INTERNATIONAL FINANCE BV4.881/16/20254,000,000.005,240,465.475,545,803.603.52
EURO INV BANK5.381/24/20118,800,000.007,394,569.967,997,420.465.91
EUROPEAN INVESTMENT BANK6.008/14/20132,380,000.001,814,443.032,146,699.726.65
FRANCE (GOVT OF)3.007/12/200820,127,000.0026,474,147.0531,679,700.571.91
FRANCE (GOVT OF)3.254/25/20162,280,000.002,771,973.783,241,506.292.29
FRANCE (GOVT OF)3.754/25/202120,869,000.0026,514,746.1629,250,183.792.68
FRANCE (GOVT OF)4.754/25/203517,518,000.0025,022,573.7626,537,037.963.14
FRANCE (GOVT OF)5.504/25/202925,475,000.0038,483,877.7842,597,542.303.29
FRANCE (GOVT OF)6.504/25/20117,000,000.009,610,165.4211,520,185.163.95
FRANCE (REPUBLIC OF)5.0010/25/201130,830,000.0041,736,659.3248,878,766.313.15
FRANCE(GOVT OF)3.001/12/201123,000,000.0029,931,256.5534,758,428.801.99
FRANCE(GOVT)-   4/25/20357,500,000.003,239,359.923,205,755.80-   
FRANCE(GOVT)4.0010/25/2038100,000.00133,814.42133,237.963.00
GAZ CAPITAL SA4.5612/9/20122,250,000.002,792,499.283,154,684.353.25
GAZ CAPITAL SA5.886/1/2015545,000.00704,453.73764,649.864.19
GAZ CAPITOL SA5.032/25/2014950,000.001,197,333.091,295,157.233.69
GE CAPITAL EUROPEA4.005/12/20112,600,000.003,080,267.353,957,073.512.63
GEN ELEC CAP CORP7.6312/10/20148,000,000.005,923,820.215,797,194.288.01
GERMANY (FED REP)2.5010/8/201050,565,000.0076,310,046.3176,116,896.281.66
GERMANY (FED REP)3.257/4/20154,187,000.005,668,234.246,051,534.002.25
GERMANY (FED REP)3.757/4/201316,335,000.0021,875,580.9524,721,557.152.48
GERMANY (FED REP)4.007/4/20161,640,000.002,268,766.322,473,724.402.65
GERMANY (FED REP)4.001/4/20379,902,530.0012,427,980.9213,491,925.842.94
GERMANY (FED REP)4.251/4/20141,300,000.001,777,043.972,008,500.092.75
GERMANY (FED REP)4.757/4/203416,810,000.0024,694,547.3325,751,890.583.10
GERMANY (FED REP)5.001/4/201231,125,000.0046,415,430.3149,476,911.503.15
GERMANY (FED REP)5.007/4/201222,882,000.0030,715,680.6536,398,552.453.14
GERMANY (FED REP)5.257/4/20106,900,000.007,618,318.4210,990,444.293.30
GERMANY (FED REP)5.501/4/203157,000,000.0093,948,086.9996,046,094.293.26
GERMANY (FED REP)6.507/4/20276,000,000.0010,066,378.2711,223,619.383.47
GERMANY (FEDERAL REPUBLIC OF)4.257/4/2014294,000.00479,278.75453,512.042.76
GERMANY (FEDERAL REPUBLIC)3.751/4/201512,127,000.0016,093,096.5718,147,538.602.51
GERMANY (FEDERAL REPUBLIC)5.251/4/20115,500,000.007,684,065.088,789,008.653.29
GERMANY FEDERAL REPUBLIC OF4.137/4/200813,010,000.0018,997,613.4420,492,780.832.62
GERMANY(FED REP OF)4.007/4/20096,290,000.009,349,189.369,842,819.982.56
GERMANY(FED REP)3.254/17/200928,250,000.0043,386,899.3644,040,159.192.08
GERMANY(FED REP)3.501/4/201616,751,000.0021,794,187.8024,512,660.792.39
GERMANY(FED REP)4.257/4/203937,240,000.0051,394,944.5752,877,128.212.99
GERMANY(FED REP)4.501/4/201330,760,000.0039,221,938.6748,030,650.122.88
GERMANY(FEDERAL REPUBLIC OF)4.757/4/202862,470,000.0093,684,049.2895,968,913.613.09
GLOBALDRIVE AUTO RECEIVEABLES4.506/20/20153,269,141.354,791,570.635,111,344.292.88
GOVERNMENT OF FRANCE0.019/4/20085,335,000.008,186,758.008,341,017.930.01
GREECE (REP OF)5.9010/22/20223,500,000.005,334,026.435,803,435.963.56
GS NDDLAT A1.009/17/2008440,124.51-   646,100.170.68
GS NDDLAT B1.009/17/2008(440,124.51)-   (693,438.17)0.63
GS NDDLBE A1.009/17/20081,896,013.55-   2,626,252.240.72
GS NDDLBE B1.009/17/2008(1,896,013.55)-   (2,987,264.12)0.63
HBOS TREASURY SERVICES PLC4.883/29/20494,915,000.006,533,850.166,100,665.283.93
HUNGARY(REP)5.502/12/2016383,140,000.001,742,143.552,087,827.716.76
IMMEO RES FIN4.7712/15/20167,727,727.5211,011,352.0111,101,928.733.32
INTER AMERICAN DEVELOMENT BANK11.502/5/200932,100,000.00493,576.72401,911.6411.56
INTESA SANPAOLO6.3811/12/20172,800,000.005,714,938.855,309,309.323.36
INTL BANK RECON+DV11.503/6/2009306,200,000.004,674,453.273,873,509.9811.44
IRELAND(REPUBLIC OF)4.406/18/20193,300,000.005,134,143.224,906,229.572.96
ITALY (REP OF)4.502/1/201824,000,000.0035,427,743.3336,053,373.333.00
ITALY (REPUBLIC)5.002/1/201240,000,000.0063,277,569.2262,979,774.663.18
ITALY REP OF2.756/15/201038,000,000.0056,310,314.7057,500,610.531.82
ITALY REP OF4.752/1/201332,000,000.0048,607,809.3649,855,443.293.05
ITALY(REP)4.258/1/201423,000,000.0034,020,168.8734,853,733.822.80
JAPAN (GOVERMENT OF)0.806/20/20094,300,000,000.0035,775,893.4940,581,364.090.80
JAPAN (GOVERNMENT OF)0.5012/20/20093,600,000,000.0031,785,177.8033,833,038.060.50
JAPAN (GOVERNMENT OF)0.506/20/20105,000,000,000.0046,245,330.7546,959,152.870.50
JAPAN (GOVERNMENT OF)1.3012/20/201317,897,850,000.00147,396,705.26169,715,786.461.29
JAPAN (GOVERNMENT OF)1.303/20/20151,315,000,000.0010,732,317.3112,399,902.321.30
JAPAN (GOVERNMENT OF)1.706/20/2033143,000,000.001,056,002.171,173,727.761.95
JAPAN (GOVERNMENT)0.906/20/20134,400,000,000.0038,571,345.7440,978,255.740.91
JAPAN (GOVERNMENT)1.006/20/201313,000,000,000.00109,793,950.62121,720,739.591.01
JAPAN (GOVERNMENT)1.409/20/20153,542,150,000.0030,014,791.7833,562,560.441.39
JAPAN (GOVT OF)1.109/20/20127,910,000,000.0068,305,869.3774,674,901.371.10
JAPAN (GOVT OF)1.503/20/20156,932,450,000.0056,475,426.5166,207,987.521.48
JAPAN (GOVT OF)1.503/20/2019388,500,000.003,109,082.473,600,169.631.53
JAPAN (GOVT OF)1.709/20/20176,985,000,000.0064,134,191.7066,850,742.941.68
JAPAN (GOVT OF)2.306/20/20352,160,700,000.0018,548,757.9419,952,715.652.35
JAPAN (GOVT OF)2.506/20/2034120,000,000.001,036,898.781,153,463.702.45
JAPAN (GOVT OF)2.509/20/2034121,000,000.001,045,581.611,162,849.892.45
JAPAN (GOVT OF)2.509/20/20364,370,000,000.0039,576,481.7541,912,094.712.46
JAPAN (GOVT)1.206/10/20178,915,720,000.0079,441,582.5784,569,185.041.19
JAPAN (GOVT)1.2012/10/2017582,900,000.005,492,342.355,518,592.901.20
JAPAN (GOVT)1.703/22/20104,900,000,000.0046,300,831.8146,965,948.781.67
JAPAN (GOVT)1.703/20/201713,894,450,000.00119,781,765.68133,254,597.881.67
JAPAN FIN CORP ME1.906/22/2018570,000,000.005,277,639.875,420,675.531.88
JAPAN GOVERNMENT OF1.1012/22/20081,619,500,000.0015,233,936.3615,297,136.551.10
JAPAN GOVT1.906/20/20163,583,100,000.0032,375,757.3835,084,972.921.83
JAPAN(GOVT OF)1.203/20/20122,600,000,000.0022,917,507.7724,685,001.651.19
JAPAN(GOVT OF)1.7012/20/20168,904,700,000.0074,577,458.7485,678,830.091.67
JAPAN(GOVT OF)2.4012/20/2034123,000,000.001,041,644.561,165,062.542.39
JAPAN(GOVT OF)2.506/20/20368,960,000,000.0081,565,698.6885,931,898.312.46
JAPAN(GOVT)0.9012/20/20124,360,000,000.0039,370,641.3240,750,092.920.91
JAPAN(GOVT)1.5012/20/20171,220,000,000.0012,216,269.9411,435,004.011.51
JAPAN(GOVT)1.609/20/20148,860,000,000.0072,145,204.4385,204,272.631.57
JP MORGAN CHASE NA4.635/31/201715,200,000.0021,744,893.8621,962,921.003.20
JPMC GDDLDE A1.009/17/2008(25,507,804.40)-   (5,388,839.94)4.73
JPMC GDDLDE B1.009/17/200825,507,804.40-   5,388,839.944.73
JPMC NDDLAT A1.009/17/20081,302,065.04-   1,934,512.820.67
JPMC NDDLAT B1.009/17/2008(1,302,065.04)-   (2,051,468.55)0.63
JPMC NDDLBE A1.009/17/20083,831,862.40-   6,037,290.750.63
JPMC NDDLBE B1.009/17/2008(3,831,862.40)-   (6,037,290.75)0.63
JPMORGAN CHASE BANK NATIONAL A4.631/31/201111,500,000.0016,851,219.2217,546,849.773.03
KINGDOM OF SWEDEN3.007/12/201667,500,000.009,699,529.6110,114,872.783.33
KREDITANSTALT FUR WIE5.507/25/20166,570,000.004,895,521.345,619,851.886.43
LEHMAN BROTHERS HOLDINGS INC4.259/26/20162,450,000.003,303,078.843,164,253.133.29
LEHMAN BROTHERS UK III3.882/28/20492,350,000.003,111,503.342,960,589.983.08
LLOYDS TSB BANK PLC5.633/5/20186,750,000.0010,322,046.2810,245,935.473.71
LOCAT SEC VEH14.7212/12/20282,000,000.003,004,029.983,049,344.653.09
LOCAT SECURITISATION VEHICLE4.7412/12/20241,857,681.852,718,008.972,864,393.633.07
MEXICO (UNITED MEXICAN STATES9.0012/24/2009153,980,000.0014,062,633.3015,038,221.428.94
MEXICO (UNITED MEXICAN STATES)8.0012/19/201399,581,500.009,147,296.469,257,708.988.35
MEXICO (UNITED MEXICAN STATES)9.0012/20/201263,000,000.006,039,854.796,143,199.328.96
MEXICO (UNITED MEXICAN STATES)10.0012/5/202431,470,000.003,346,839.943,241,482.549.42
MEXICO(UTD MEX ST)7.7512/14/201723,000,000.002,179,627.562,022,370.508.55
MEXICO(UTD MEX ST)8.0012/17/2015150,000,000.0013,797,495.6713,694,528.698.50
MEXICO(UTD MEX ST)8.0012/7/2023150,000,000.0013,539,143.1813,001,577.108.96
MIZUHO FIN(CAYMAN)4.754/15/20148,180,000.0010,745,559.0112,669,366.873.07
MUFG CAPITAL FIN 24.857/29/20492,464,000.003,178,491.102,949,506.214.05
NETHERLAND KING2.754/15/200927,800,000.0042,611,158.0543,196,239.791.77
NETHERLANDS (KINGDOM OF)4.007/15/20169,175,000.0012,582,642.5013,709,469.372.68
NETHERLANDS (KINGDOM OF)4.257/15/20135,337,000.006,959,582.408,208,667.052.76
NETHERLANDS (KINGDOM OF)5.501/15/20288,600,000.0012,955,925.8214,337,917.663.30
NETHERLANDS (KINGDOM OF)7.501/15/202323,965,000.0049,243,286.9347,586,099.633.78
NETHERLANDS KING4.007/15/201824,000,000.0036,373,660.4535,355,341.672.72
NEW SOUTH WALES TREASURY5.508/1/201413,270,000.0010,011,041.1911,767,233.926.20
NEW SOUTH WALES TREASURY6.005/1/20128,725,000.006,732,057.398,009,088.276.54
NEW STH WALES TSY5.503/1/201717,775,000.0013,438,445.6215,380,941.726.36
NYKREDIT A/S4.001/1/2009124,100,000.0024,443,912.1726,033,799.174.03
NYKREDIT REALKREDIT A/S4.001/1/201227,494,000.004,828,134.975,532,320.554.20
OPERA FINANCE (CMH) P.L.C4.941/15/20152,900,000.004,150,873.844,230,822.013.38
PERMANENT FIN4.569/10/20322,000,000.002,905,334.333,100,572.082.94
PHILIPPINES (REPUBLIC)9.132/22/20101,950,000.002,408,318.983,141,449.735.66
PHILIPPINES(REP6.253/15/20162,500,000.003,013,056.373,643,459.344.29
POLAND (GOVT OF)5.0010/24/201337,720,000.0012,512,416.4616,426,635.265.40
POLAND(GOVT OF)6.2510/24/20156,400,000.002,336,268.792,933,648.786.41
POLAND(REP OF)5.2510/25/201726,476,000.0010,917,664.6911,285,169.385.79
PUBLIC POWER CORPORATION4.503/12/20093,260,000.004,283,018.545,114,237.712.87
QUEBEC PROVINCE5.0012/1/20385,300,000.005,016,292.075,352,762.314.95
QUEENSLAND GOVT DEV AUTH GLBL6.0010/14/20159,395,000.007,313,083.298,510,079.606.62
QUEENSLAND TSY CP6.009/14/201734,300,000.0026,523,916.1630,698,859.946.70
REPUBBLICA ITALIANA4.002/1/203727,000,000.0033,886,083.2733,878,736.223.19
RESONA BANK LTD4.1312/31/20491,500,000.001,912,769.261,951,744.843.17
ROYAL BANK OF SCOT4.501/28/20163,500,000.005,229,129.315,199,325.193.03
ROYAL BK OF CANADA4.6312/7/20101,100,000.002,172,264.542,089,092.592.44
ROYAL BK SCOT GRP7.0910/29/20494,900,000.007,016,381.846,648,631.875.23
RWE FINANCE BV5.137/23/20183,500,000.004,872,996.515,276,323.113.40
SAECURE BV4.525/25/20363,439,245.905,011,256.895,361,037.992.90
SC GERMANY AUTO LIMITED4.428/11/20154,705,753.336,882,830.207,345,057.122.83
SINGAPORE (GOVT OF)2.634/1/20104,600,000.003,069,442.023,464,827.733.49
SINGAPORE (REPUBLIC)4.009/1/201815,500,000.0012,627,766.2811,813,380.935.25
SOC GENERALE7.0012/29/2049900,000.001,384,325.471,265,957.564.98
SOUTH KOREA (REPUBLIC OF)4.506/10/200910,000,000,000.009,371,262.619,488,332.294.53
STANDARD CHARTERED BANK5.889/26/20175,000,000.007,405,044.637,375,385.813.98
STH AFRICA REP13.008/31/201054,950,000.008,368,091.887,172,283.6212.72
SUMITOMO MITSUI BK4.3812/31/2049590,000.00730,684.50721,256.853.58
SWEDEN (KINGDOM3.5012/1/201597,065,595.0014,862,452.6620,935,257.792.70
SWEDEN (KINGDOM OF)5.001/28/200966,285,000.0010,221,666.9211,051,264.934.99
SWEDEN (KINGDOM)4.508/12/2015420,000,000.0067,391,923.6269,409,427.554.53
SWEDEN(KINGDOM OF)3.758/12/201781,680,000.0012,314,282.2512,774,741.953.99
SWEDEN(KINGDOM)4.0012/1/2009200,000,000.0029,001,803.6632,945,713.884.04
SWEDISH EXP CREDIT7.636/30/20144,500,000.004,343,643.063,464,952.879.90
SWP203376 IRS GBP P V 06MLIBOR1.002/1/2010(181,700,000.00)(357,703,922.73)(361,610,030.35)0.50
SWP203376 IRS GBP R F 4.890004.892/1/2010181,700,000.00357,703,922.73354,650,740.452.51
SWP203381 IRS GBP P F 4.970004.972/1/2018(39,500,000.00)(77,761,722.33)(78,610,876.16)2.50
SWP203381 IRS GBP R V 06MLIBOR1.002/1/201839,500,000.0077,761,722.3382,484,666.860.48
TREASURY4.003/7/200910,900,000.0021,128,021.9421,533,614.612.02
UBS AG JERSEY7.1512/29/20494,000,000.005,871,395.885,503,774.235.20
UBS AG LONDON5.384/11/20112,200,000.003,452,006.543,404,199.473.47
UK TREASURY STOCK5.009/7/2014850,000.001,684,646.741,676,706.302.53
UK(GOVT OF)4.009/7/20162,465,000.004,552,040.614,541,663.472.17
UK(GOVT OF) UK-   9/7/201611,470,000.0015,964,258.4715,115,815.31-   
UNITED KINGDOM TREASURY4.759/7/20152,415,000.004,722,519.114,686,294.342.45
UT2 FUNDING PLC5.326/30/20162,510,000.003,317,521.482,962,018.224.51
Total211,698,564,393.53$3,924,708,019.35$4,205,317,003.55 



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