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INTERNATIONAL DEBT SECURITIES REPORT
Entries 1 - 25 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
Entries 1 - 25 of 214