Gilt Name,ISIN Code,Redemption Date,Close of Business Date,Indexation Lag,Clean Price (£),Dirty Price (£),AccruedInterest (£),Yield (%),Modified Duration
3½% War Loan,GB0009386284,,02-Jan-07,N/A,81.99,82.307308,0.317308,4.268671,23.34
3% Treasury Stock,GB0009031211,,02-Jan-07,N/A,67.13,67.871758,0.741758,4.468665,22.14
2½% Treasury Stock,GB0009031096,,02-Jan-07,N/A,58.56,59.205604,0.645604,4.268885,23.17
3½% Conversion Loan,GB0002212099,,02-Jan-07,N/A,79.93,80.833846,0.903846,4.378572,22.59
2½% Consolidated Stock,GB0002163805,,02-Jan-07,N/A,57.49,57.476413,-0.013587,4.348588,23
4% Consolidated Loan,GB0002163466,,02-Jan-07,N/A,85.31,86.994783,1.684783,4.688613,20.92
2½% Annuities,GB0000436070,,02-Jan-07,N/A,55.08,55.066413,-0.013587,4.538859,22.04
2¾% Annuities,GB0000436294,,02-Jan-07,N/A,59.93,59.915054,-0.014946,4.588693,21.8
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-13,02-Jan-07,N/A,141.16,141.885275,0.725275,4.924385,5.1
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-16,02-Jan-07,N/A,94.2,95.503867,1.303867,4.754228,7.77
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-09,02-Jan-07,N/A,89.473235,89.473235,0,5.182331,2.12
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-16,02-Jan-07,N/A,63.729061,63.729061,0,4.711746,9.45
4% Treasury Stock 2009,GB0032785924,07-Mar-09,02-Jan-07,N/A,97.6,98.903867,1.303867,5.178605,2.02
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-32,02-Jan-07,N/A,35.559511,35.559511,0,4.108209,24.91
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-11,02-Jan-07,N/A,96.99,98.375359,1.385359,5.05734,3.72
4¼% Treasury Gilt 2027 WI,GB00B1L6VV18,07-Dec-27,02-Jan-07,N/A,97.57,97.966978,0.396978,4.42917,13.6
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-27,02-Jan-07,N/A,97.57,97.885247,0.315247,4.429112,13.62
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-46,02-Jan-07,N/A,103.5,103.815247,0.315247,4.071721,19.42
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-55,02-Jan-07,N/A,106.09,106.405247,0.315247,3.966881,21.2
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-27,02-Jan-07,N/A,41.061365,41.061365,0,4.299163,20.49
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-46,02-Jan-07,N/A,22.271947,22.271947,0,3.797178,39.18
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-55,02-Jan-07,N/A,17.401001,17.401001,0,3.606194,48.06
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-11,02-Jan-07,N/A,81.21154,81.21154,0,5.048561,4.07
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-36,02-Jan-07,N/A,31.495682,31.495682,0,3.999562,28.6
4¼% Treasury Stock 2032,GB0004893086,07-Jun-32,02-Jan-07,N/A,99.37,99.685247,0.315247,4.29076,15.37
4¼% Treasury Stock 2036,GB0032452392,07-Mar-36,02-Jan-07,N/A,100.62,102.005359,1.385359,4.212581,16.45
4½% Treasury Princial Strip 07Mar2007,GB0034258821,07-Mar-07,02-Jan-07,N/A,99.139034,99.139034,0,5.030788,0.17
4½% Treasury Stock 2007,GB0034040740,07-Mar-07,02-Jan-07,N/A,99.89,101.356851,1.466851,5.105253,0.17
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-38,02-Jan-07,N/A,28.687548,28.687548,0,3.949772,31.31
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-10,02-Jan-07,N/A,84.123632,84.123632,0,5.11066,3.34
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-20,02-Jan-07,N/A,54.893876,54.893876,0,4.604868,12.88
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-15,02-Jan-07,N/A,66.452296,66.452296,0,4.767538,8.47
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-10,02-Jan-07,N/A,98.85,99.202335,0.352335,5.11903,3.11
4¾% Treasury Stock 2015,GB0033280339,07-Sep-15,02-Jan-07,N/A,99.61,101.158343,1.548343,4.804598,6.93
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-20,02-Jan-07,N/A,100.9,102.448343,1.548343,4.657193,9.59
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-38,02-Jan-07,N/A,109.89,110.242335,0.352335,4.185497,17.02
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-08,02-Jan-07,N/A,94.17008,94.17008,0,5.182357,1.14
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-12,02-Jan-07,N/A,77.553701,77.553701,0,4.973828,5.05
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-25,02-Jan-07,N/A,45.321732,45.321732,0,4.402223,17.78
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-14,02-Jan-07,N/A,69.338602,69.338602,0,4.828899,7.49
5% Treasury Stock 2008,GB0031734154,07-Mar-08,02-Jan-07,N/A,99.78,101.409834,1.629834,5.189107,1.11
5% Treasury Stock 2012,GB0030468747,07-Mar-12,02-Jan-07,N/A,100.07,101.699834,1.629834,4.982936,4.44
5% Treasury Stock 2014,GB0031829509,07-Sep-14,02-Jan-07,N/A,100.91,102.539834,1.629834,4.855466,6.22
5% Treasury Stock 2025,GB0030880693,07-Mar-25,02-Jan-07,N/A,106.04,107.669834,1.629834,4.509044,11.89
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-08,02-Jan-07,N/A,100.3,102.047238,1.747238,5.30599,1.56
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-09,02-Jan-07,N/A,86.179561,86.179561,0,5.148757,2.85
5¾% Treasury Stock 2009,GB0003042636,07-Dec-09,02-Jan-07,N/A,101.61,102.036511,0.426511,5.148488,2.66
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-28,02-Jan-07,N/A,39.717678,39.717678,0,4.256004,21.47
6% Treasury Stock 2028,GB0002404191,07-Dec-28,02-Jan-07,N/A,121.99,122.435055,0.445055,4.42286,13.06
6¼% Treasury Stock 2010,GB0008890161,25-Nov-10,02-Jan-07,N/A,104.13,104.803343,0.673343,5.065654,3.42
7¼% Treasury Principal Strip 07Dec2007,GB0000509314,07-Dec-07,02-Jan-07,N/A,95.28408,95.28408,0,5.286436,0.9
7¼% Treasury Stock 2007,GB0009997114,07-Dec-07,02-Jan-07,N/A,101.77,102.307775,0.537775,5.259598,0.89
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-12,02-Jan-07,N/A,111.33,114.720625,3.390625,5.176053,4.1
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-15,02-Jan-07,N/A,65.785432,65.785432,0,4.74715,8.72
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-21,02-Jan-07,N/A,51.974813,51.974813,0,4.588223,14.1
8% Treasury Stock 2009,GB0009125369,25-Sep-09,02-Jan-07,N/A,107.08,109.289945,2.209945,5.1747,2.4
8% Treasury Stock 2013,GB0008921883,27-Sep-13,02-Jan-07,N/A,117.55,119.715746,2.165746,4.904328,5.23
8% Treasury Stock 2015,GB0008881541,07-Dec-15,02-Jan-07,N/A,122.98,123.573407,0.593407,4.803097,6.62
8% Treasury Stock 2021,GB0009997999,07-Jun-21,02-Jan-07,N/A,134.65,135.243407,0.593407,4.671104,9.37
8½% Treasury Loan 2007,GB0009126557,16-Jul-07,02-Jan-07,N/A,101.72,105.669728,3.949728,5.193708,0.5
8¾% Treasury Stock 2017,GB0008931148,25-Aug-17,02-Jan-07,N/A,133.35,136.46481,3.11481,4.725626,7.3
9% Conversion Loan 2011,GB0002215225,12-Jul-11,02-Jan-07,N/A,115.76,120.039891,4.279891,5.058566,3.64
9% Treasury Loan 2008,GB0009128371,13-Oct-08,02-Jan-07,N/A,106.27,108.297473,2.027473,5.245358,1.61
9% Treasury Stock 2012,GB0008938465,06-Aug-12,02-Jan-07,N/A,118.97,122.638478,3.668478,5.061018,4.37
Treasury Coupon Strip 07Dec2007,GB0000509421,07-Dec-07,02-Jan-07,N/A,95.315256,95.315256,0,5.25017,0.9
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-08,02-Jan-07,N/A,90.578589,90.578589,0,5.204752,1.88
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-09,02-Jan-07,N/A,86.172482,86.172482,0,5.151637,2.85
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-10,02-Jan-07,N/A,82.138803,82.138803,0,5.075259,3.83
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-11,02-Jan-07,N/A,78.424054,78.424054,0,4.995351,4.81
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-12,02-Jan-07,N/A,74.942449,74.942449,0,4.927392,5.78
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-13,02-Jan-07,N/A,71.645804,71.645804,0,4.872795,6.76
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-14,02-Jan-07,N/A,68.586921,68.586921,0,4.8145,7.74
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-15,02-Jan-07,N/A,65.747072,65.747072,0,4.75384,8.72
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-16,02-Jan-07,N/A,62.96493,62.96493,0,4.715217,9.7
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-17,02-Jan-07,N/A,60.309066,60.309066,0,4.682342,10.68
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-18,02-Jan-07,N/A,57.766247,57.766247,0,4.654832,11.65
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-19,02-Jan-07,N/A,55.391324,55.391324,0,4.622905,12.63
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-20,02-Jan-07,N/A,53.058243,53.058243,0,4.603289,13.61
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-21,02-Jan-07,N/A,50.959377,50.959377,0,4.567996,14.59
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-22,02-Jan-07,N/A,49.097892,49.097892,0,4.516922,15.57
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-23,02-Jan-07,N/A,47.345954,47.345954,0,4.46659,16.56
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-24,02-Jan-07,N/A,45.674974,45.674974,0,4.419581,17.54
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-25,02-Jan-07,N/A,44.108168,44.108168,0,4.372013,18.52
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-26,02-Jan-07,N/A,42.571664,42.571664,0,4.332052,19.5
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-27,02-Jan-07,N/A,41.098017,41.098017,0,4.294808,20.49
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-28,02-Jan-07,N/A,39.681938,39.681938,0,4.260198,21.47
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-29,02-Jan-07,N/A,38.422553,38.422553,0,4.216086,22.45
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-30,02-Jan-07,N/A,37.203502,37.203502,0,4.175629,23.44
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-31,02-Jan-07,N/A,36.02874,36.02874,0,4.137786,24.42
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-32,02-Jan-07,N/A,34.886634,34.886634,0,4.103371,25.4
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-33,02-Jan-07,N/A,33.751375,33.751375,0,4.074811,26.39
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-34,02-Jan-07,N/A,32.635961,32.635961,0,4.050214,27.37
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-35,02-Jan-07,N/A,31.604549,31.604549,0,4.022056,28.36
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-36,02-Jan-07,N/A,30.555341,30.555341,0,4.0014,29.34
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-37,02-Jan-07,N/A,29.573941,29.573941,0,3.978403,30.32
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-38,02-Jan-07,N/A,28.657697,28.657697,0,3.953097,31.31
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-39,02-Jan-07,N/A,27.700222,27.700222,0,3.937105,32.29
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-40,02-Jan-07,N/A,26.820528,26.820528,0,3.916921,33.27
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-41,02-Jan-07,N/A,25.9798,25.9798,0,3.896655,34.26
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-42,02-Jan-07,N/A,25.148227,25.148227,0,3.879459,35.24
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-43,02-Jan-07,N/A,24.395233,24.395233,0,3.85731,36.23
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-44,02-Jan-07,N/A,23.595859,23.595859,0,3.84417,37.21
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-45,02-Jan-07,N/A,22.875425,22.875425,0,3.825662,38.2
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-46,02-Jan-07,N/A,22.176874,22.176874,0,3.808096,39.18
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-47,02-Jan-07,N/A,21.495266,21.495266,0,3.791898,40.16
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-48,02-Jan-07,N/A,20.778299,20.778299,0,3.78305,41.15
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-49,02-Jan-07,N/A,20.012076,20.012076,0,3.783278,42.13
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-50,02-Jan-07,N/A,19.182887,19.182887,0,3.794501,43.11
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-51,02-Jan-07,N/A,18.527302,18.527302,0,3.788113,44.09
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-52,02-Jan-07,N/A,17.853902,17.853902,0,3.786996,45.07
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-53,02-Jan-07,N/A,17.208955,17.208955,0,3.785425,46.05
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-54,02-Jan-07,N/A,16.641108,16.641108,0,3.777034,47.04
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-55,02-Jan-07,N/A,16.049993,16.049993,0,3.77443,48.02
Treasury Coupon Strip 07Jun2007,GB0000509207,07-Jun-07,02-Jan-07,N/A,97.823957,97.823957,0,5.233924,0.41
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-08,02-Jan-07,N/A,92.920403,92.920403,0,5.216663,1.39
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-09,02-Jan-07,N/A,88.334177,88.334177,0,5.17937,2.36
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-10,02-Jan-07,N/A,84.112705,84.112705,0,5.114549,3.34
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-11,02-Jan-07,N/A,80.246372,80.246372,0,5.034703,4.32
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-12,02-Jan-07,N/A,76.66092,76.66092,0,4.95887,5.29
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-13,02-Jan-07,N/A,73.276919,73.276919,0,4.897678,6.27
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-14,02-Jan-07,N/A,70.092743,70.092743,0,4.843048,7.25
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-15,02-Jan-07,N/A,67.126443,67.126443,0,4.786991,8.23
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-16,02-Jan-07,N/A,64.330023,64.330023,0,4.73535,9.21
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-17,02-Jan-07,N/A,61.639819,61.639819,0,4.695262,10.19
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-18,02-Jan-07,N/A,59.015336,59.015336,0,4.669294,11.17
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-19,02-Jan-07,N/A,56.575845,56.575845,0,4.63684,12.14
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-20,02-Jan-07,N/A,54.21424,54.21424,0,4.61245,13.12
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-21,02-Jan-07,N/A,51.946859,51.946859,0,4.592038,14.1
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-22,02-Jan-07,N/A,50.002561,50.002561,0,4.543938,15.08
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-23,02-Jan-07,N/A,48.211044,48.211044,0,4.491365,16.07
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-24,02-Jan-07,N/A,46.507122,46.507122,0,4.441884,17.05
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-25,02-Jan-07,N/A,44.889007,44.889007,0,4.394622,18.03
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-26,02-Jan-07,N/A,43.331393,43.331393,0,4.351725,19.01
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-27,02-Jan-07,N/A,41.836483,41.836483,0,4.312001,19.99
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-28,02-Jan-07,N/A,40.393899,40.393899,0,4.275903,20.98
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-29,02-Jan-07,N/A,39.05808,39.05808,0,4.236377,21.96
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-30,02-Jan-07,N/A,37.811677,37.811677,0,4.195014,22.94
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-31,02-Jan-07,N/A,36.614416,36.614416,0,4.155976,23.93
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-32,02-Jan-07,N/A,35.445038,35.445038,0,4.121151,24.91
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-33,02-Jan-07,N/A,34.306986,34.306986,0,4.089644,25.9
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-34,02-Jan-07,N/A,33.201774,33.201774,0,4.060854,26.88
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-35,02-Jan-07,N/A,32.118659,32.118659,0,4.035603,27.86
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-36,02-Jan-07,N/A,31.088182,31.088182,0,4.01014,28.85
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-37,02-Jan-07,N/A,30.067867,30.067867,0,3.988906,29.83
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-38,02-Jan-07,N/A,29.084874,29.084874,0,3.968597,30.81
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-39,02-Jan-07,N/A,28.100672,28.100672,0,3.953273,31.8
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-40,02-Jan-07,N/A,27.318554,27.318554,0,3.919961,32.78
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-41,02-Jan-07,N/A,26.468239,26.468239,0,3.898638,33.77
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-42,02-Jan-07,N/A,25.634114,25.634114,0,3.879675,34.75
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-43,02-Jan-07,N/A,24.837324,24.837324,0,3.860509,35.74
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-44,02-Jan-07,N/A,24.025989,24.025989,0,3.846822,36.72
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-45,02-Jan-07,N/A,23.281278,23.281278,0,3.829273,37.7
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-46,02-Jan-07,N/A,22.536511,22.536511,0,3.815268,38.69
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-47,02-Jan-07,N/A,21.840908,21.840908,0,3.799031,39.67
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-48,02-Jan-07,N/A,21.169703,21.169703,0,3.783239,40.66
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-49,02-Jan-07,N/A,20.281068,20.281068,0,3.796218,41.64
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-50,02-Jan-07,N/A,19.598473,19.598473,0,3.78831,42.62
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-51,02-Jan-07,N/A,19.428085,19.428085,0,3.722273,43.61
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-52,02-Jan-07,N/A,18.093278,18.093278,0,3.799198,44.58
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-53,02-Jan-07,N/A,17.499311,17.499311,0,3.789855,45.56
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-54,02-Jan-07,N/A,16.908081,16.908081,0,3.783035,46.55
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-55,02-Jan-07,N/A,16.239389,16.239389,0,3.789085,47.53
Treasury Coupon Strip 07Mar2007,GB0030470263,07-Mar-07,02-Jan-07,N/A,99.114623,99.114623,0,5.175901,0.17
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-08,02-Jan-07,N/A,94.138829,94.138829,0,5.211363,1.14
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-09,02-Jan-07,N/A,89.448607,89.448607,0,5.195322,2.12
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-10,02-Jan-07,N/A,85.139617,85.139617,0,5.13333,3.09
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-11,02-Jan-07,N/A,81.185469,81.185469,0,5.056447,4.07
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-12,02-Jan-07,N/A,77.53812,77.53812,0,4.977808,5.05
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-13,02-Jan-07,N/A,74.122377,74.122377,0,4.909485,6.03
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-14,02-Jan-07,N/A,70.876867,70.876867,0,4.856243,7
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-15,02-Jan-07,N/A,67.856223,67.856223,0,4.800748,7.98
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-16,02-Jan-07,N/A,65.043139,65.043139,0,4.74383,8.96
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-17,02-Jan-07,N/A,62.30221,62.30221,0,4.70529,9.94
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-18,02-Jan-07,N/A,59.673627,59.673627,0,4.674138,10.92
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-19,02-Jan-07,N/A,57.174258,57.174258,0,4.645415,11.9
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-20,02-Jan-07,N/A,54.80986,54.80986,0,4.616763,12.88
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-21,02-Jan-07,N/A,52.543885,52.543885,0,4.592068,13.86
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-22,02-Jan-07,N/A,50.459623,50.459623,0,4.558861,14.84
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-23,02-Jan-07,N/A,48.645913,48.645913,0,4.505299,15.82
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-24,02-Jan-07,N/A,46.921347,46.921347,0,4.454947,16.8
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-25,02-Jan-07,N/A,45.27119,45.27119,0,4.408498,17.78
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-26,02-Jan-07,N/A,43.720909,43.720909,0,4.3618,18.76
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-27,02-Jan-07,N/A,42.207607,42.207607,0,4.321674,19.75
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-28,02-Jan-07,N/A,40.743648,40.743648,0,4.285703,20.73
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-29,02-Jan-07,N/A,39.356815,39.356815,0,4.249899,21.71
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-30,02-Jan-07,N/A,38.122575,38.122575,0,4.204992,22.7
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-31,02-Jan-07,N/A,36.909078,36.909078,0,4.165864,23.68
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-32,02-Jan-07,N/A,35.740064,35.740064,0,4.129187,24.66
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-33,02-Jan-07,N/A,34.600314,34.600314,0,4.096193,25.65
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-34,02-Jan-07,N/A,33.469278,33.469278,0,4.068731,26.63
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-35,02-Jan-07,N/A,32.375568,32.375568,0,4.043182,27.62
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-36,02-Jan-07,N/A,31.365477,31.365477,0,4.014046,28.6
Treasury Coupon Strip 07Sep2007,GB0030470370,07-Sep-07,02-Jan-07,N/A,96.548013,96.548013,0,5.280377,0.66
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-08,02-Jan-07,N/A,91.740631,91.740631,0,5.216396,1.63
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-09,02-Jan-07,N/A,87.248664,87.248664,0,5.166818,2.61
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-10,02-Jan-07,N/A,83.114478,83.114478,0,5.0979,3.58
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-11,02-Jan-07,N/A,79.319394,79.319394,0,5.018846,4.56
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-12,02-Jan-07,N/A,75.805601,75.805601,0,4.941923,5.54
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-13,02-Jan-07,N/A,72.461608,72.461608,0,4.885072,6.51
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-14,02-Jan-07,N/A,69.327535,69.327535,0,4.831029,7.49
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-15,02-Jan-07,N/A,66.423464,66.423464,0,4.77266,8.47
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-16,02-Jan-07,N/A,63.637431,63.637431,0,4.72697,9.45
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-17,02-Jan-07,N/A,60.978353,60.978353,0,4.688261,10.43
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-18,02-Jan-07,N/A,58.391577,58.391577,0,4.662012,11.41
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-19,02-Jan-07,N/A,55.979388,55.979388,0,4.63055,12.39
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-20,02-Jan-07,N/A,53.643114,53.643114,0,4.607003,13.37
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-21,02-Jan-07,N/A,51.440549,51.440549,0,4.58176,14.35
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-22,02-Jan-07,N/A,49.541115,49.541115,0,4.531666,15.33
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-23,02-Jan-07,N/A,47.768662,47.768662,0,4.480289,16.31
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-24,02-Jan-07,N/A,46.087626,46.087626,0,4.431222,17.29
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-25,02-Jan-07,N/A,44.505816,44.505816,0,4.382491,18.27
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-26,02-Jan-07,N/A,42.950704,42.950704,0,4.342059,19.26
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-27,02-Jan-07,N/A,41.445535,41.445535,0,4.306069,20.24
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-28,02-Jan-07,N/A,40.030367,40.030367,0,4.269019,21.22
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-29,02-Jan-07,N/A,38.7438,38.7438,0,4.2259,22.2
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-30,02-Jan-07,N/A,37.502607,37.502607,0,4.18597,23.19
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-31,02-Jan-07,N/A,36.318407,36.318407,0,4.14732,24.17
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-32,02-Jan-07,N/A,35.169031,35.169031,0,4.111977,25.16
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-33,02-Jan-07,N/A,34.033678,34.033678,0,4.081802,26.14
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-34,02-Jan-07,N/A,32.918362,32.918362,0,4.055672,27.12
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-35,02-Jan-07,N/A,31.846456,31.846456,0,4.0306,28.11
1¼% Index-linked Treasury Gilt 2017,GB00B0V3WQ75,22-Nov-17,02-Jan-07,3 month,96.47,99.966603,0.150059,1.604729,10.1
1¼% Index-linked Treasury Gilt 2027,GB00B128DH60,22-Nov-27,02-Jan-07,3 month,101.24,104.717553,0.149795,1.182797,18.33
1¼% Index-linked Treasury Gilt 2055,GB00B0CNHZ09,22-Nov-55,02-Jan-07,3 month,119.49,124.76737,0.151249,0.770725,37.75
2% Index-linked Treasury Stock 2035,GB0031790826,26-Jan-35,02-Jan-07,8 month,140.67,141.666472,0.996472,1.034207,22.1
2½% Index-linked Treasury Stock 2009,GB0009071563,20-May-09,02-Jan-07,8 month,253.35,254.122018,0.772018,2.137064,2.29
2½% Index-linked Treasury Stock 2011,GB0009063578,23-Aug-11,02-Jan-07,8 month,270.21,272.609783,2.399783,2.083239,4.33
2½% Index-linked Treasury Stock 2013,GB0009036715,16-Aug-13,02-Jan-07,8 month,229.9,232.016435,2.116435,1.916685,6.04
2½% Index-linked Treasury Stock 2016,GB0009075325,26-Jul-16,02-Jan-07,8 month,258.66,261.30915,2.64915,1.731277,8.44
2½% Index-linked Treasury Stock 2020,GB0009081828,16-Apr-20,02-Jan-07,8 month,266.48,267.782719,1.302719,1.524334,11.37
2½% Index-linked Treasury Stock 2024,GB0008983024,17-Jul-24,02-Jan-07,8 month,239.37,241.707685,2.337685,1.337475,14.38
4 1/8% Index-linked Treasury Stock 2030,GB0008932666,22-Jul-30,02-Jan-07,8 month,235.96,238.666448,2.706448,1.153525,16.91
3½% War Loan,GB0009386284,,03-Jan-07,N/A,81.4,81.726923,0.326923,4.299605,23.17
3% Treasury Stock,GB0009031211,,03-Jan-07,N/A,66.67,67.42,0.75,4.499493,21.98
2½% Treasury Stock,GB0009031096,,03-Jan-07,N/A,58.14,58.792473,0.652473,4.29972,23
3½% Conversion Loan,GB0002212099,,03-Jan-07,N/A,79.37,80.283462,0.913462,4.409462,22.42
2½% Consolidated Stock,GB0002163805,,03-Jan-07,N/A,57.08,57.073207,-0.006793,4.379821,22.83
4% Consolidated Loan,GB0002163466,,03-Jan-07,N/A,84.75,86.445652,1.695652,4.719596,20.77
2½% Annuities,GB0000436070,,03-Jan-07,N/A,54.71,54.703207,-0.006793,4.569552,21.89
2¾% Annuities,GB0000436294,,03-Jan-07,N/A,59.53,59.522527,-0.007473,4.619523,21.65
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-13,03-Jan-07,N/A,140.93,141.688242,0.758242,4.954274,5.1
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-16,03-Jan-07,N/A,93.99,95.304917,1.314917,4.782768,7.76
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-09,03-Jan-07,N/A,89.463881,89.463881,0,5.193949,2.12
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-16,03-Jan-07,N/A,63.580797,63.580797,0,4.73776,9.45
4% Treasury Stock 2009,GB0032785924,07-Mar-09,03-Jan-07,N/A,97.57,98.884917,1.314917,5.195074,2.02
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-32,03-Jan-07,N/A,35.336558,35.336558,0,4.133906,24.91
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-11,03-Jan-07,N/A,96.91,98.307099,1.397099,5.07975,3.71
4¼% Treasury Gilt 2027 WI,GB00B1L6VV18,07-Dec-27,03-Jan-07,N/A,97.17,97.566978,0.396978,4.459265,13.59
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-27,03-Jan-07,N/A,97.17,97.496923,0.326923,4.459201,13.6
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-46,03-Jan-07,N/A,102.92,103.246923,0.326923,4.100597,19.37
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-55,03-Jan-07,N/A,105.47,105.796923,0.326923,3.994489,21.12
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-27,03-Jan-07,N/A,41.061365,41.061365,0,4.299734,20.48
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-46,03-Jan-07,N/A,22.152315,22.152315,0,3.811189,39.18
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-55,03-Jan-07,N/A,17.269389,17.269389,0,3.622198,48.05
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-11,03-Jan-07,N/A,81.16885,81.16885,0,5.06487,4.07
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-36,03-Jan-07,N/A,31.276061,31.276061,0,4.024413,28.6
4¼% Treasury Stock 2032,GB0004893086,07-Jun-32,03-Jan-07,N/A,98.91,99.236923,0.326923,4.320876,15.34
4¼% Treasury Stock 2036,GB0032452392,07-Mar-36,03-Jan-07,N/A,100.11,101.507099,1.397099,4.243089,16.41
4½% Treasury Princial Strip 07Mar2007,GB0034258821,07-Mar-07,03-Jan-07,N/A,99.154946,99.154946,0,5.016881,0.17
4½% Treasury Stock 2007,GB0034040740,07-Mar-07,03-Jan-07,N/A,99.89,101.369282,1.479282,5.115206,0.17
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-38,03-Jan-07,N/A,28.509468,28.509468,0,3.970007,31.3
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-10,03-Jan-07,N/A,84.090301,84.090301,0,5.126687,3.34
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-20,03-Jan-07,N/A,54.723326,54.723326,0,4.630015,12.87
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-15,03-Jan-07,N/A,66.313222,66.313222,0,4.793813,8.47
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-10,03-Jan-07,N/A,98.79,99.155385,0.365385,5.138734,3.11
4¾% Treasury Stock 2015,GB0033280339,07-Sep-15,03-Jan-07,N/A,99.4,100.961464,1.561464,4.834618,6.93
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-20,03-Jan-07,N/A,100.62,102.181464,1.561464,4.685749,9.58
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-38,03-Jan-07,N/A,109.32,109.685385,0.365385,4.21596,16.98
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-08,03-Jan-07,N/A,94.17854,94.17854,0,5.186868,1.14
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-12,03-Jan-07,N/A,77.479912,77.479912,0,4.995384,5.05
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-25,03-Jan-07,N/A,45.137866,45.137866,0,4.425765,17.78
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-14,03-Jan-07,N/A,69.209737,69.209737,0,4.855495,7.49
5% Treasury Stock 2008,GB0031734154,07-Mar-08,03-Jan-07,N/A,99.77,101.413646,1.643646,5.198502,1.11
5% Treasury Stock 2012,GB0030468747,07-Mar-12,03-Jan-07,N/A,99.95,101.593646,1.643646,5.009548,4.44
5% Treasury Stock 2014,GB0031829509,07-Sep-14,03-Jan-07,N/A,100.71,102.353646,1.643646,4.88683,6.22
5% Treasury Stock 2025,GB0030880693,07-Mar-25,03-Jan-07,N/A,105.66,107.303646,1.643646,4.538768,11.87
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-08,03-Jan-07,N/A,100.28,102.042431,1.762431,5.318287,1.56
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-09,03-Jan-07,N/A,86.16005,86.16005,0,5.161603,2.85
5¾% Treasury Stock 2009,GB0003042636,07-Dec-09,03-Jan-07,N/A,101.56,102.002308,0.442308,5.166378,2.65
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-28,03-Jan-07,N/A,39.495601,39.495601,0,4.282665,21.46
6% Treasury Stock 2028,GB0002404191,07-Dec-28,03-Jan-07,N/A,121.5,121.961538,0.461538,4.453484,13.04
6¼% Treasury Stock 2010,GB0008890161,25-Nov-10,03-Jan-07,N/A,104.05,104.740608,0.690608,5.087247,3.41
7¼% Treasury Principal Strip 07Dec2007,GB0000509314,07-Dec-07,03-Jan-07,N/A,95.296048,95.296048,0,5.28841,0.9
7¼% Treasury Stock 2007,GB0009997114,07-Dec-07,03-Jan-07,N/A,101.76,102.317692,0.557692,5.264776,0.88
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-12,03-Jan-07,N/A,111.2,114.611685,3.411685,5.202651,4.09
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-15,03-Jan-07,N/A,65.639057,65.639057,0,4.774187,8.72
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-21,03-Jan-07,N/A,51.809872,51.809872,0,4.611652,14.1
8% Treasury Stock 2009,GB0009125369,25-Sep-09,03-Jan-07,N/A,107.03,109.262044,2.232044,5.191243,2.4
8% Treasury Stock 2013,GB0008921883,27-Sep-13,03-Jan-07,N/A,117.36,119.547845,2.187845,4.933729,5.23
8% Treasury Stock 2015,GB0008881541,07-Dec-15,03-Jan-07,N/A,122.73,123.345385,0.615385,4.832992,6.61
8% Treasury Stock 2021,GB0009997999,07-Jun-21,03-Jan-07,N/A,134.29,134.905385,0.615385,4.69919,9.36
8½% Treasury Loan 2007,GB0009126557,16-Jul-07,03-Jan-07,N/A,101.71,105.682826,3.972826,5.196788,0.5
8¾% Treasury Stock 2017,GB0008931148,25-Aug-17,03-Jan-07,N/A,133.06,136.198587,3.138587,4.754125,7.29
9% Conversion Loan 2011,GB0002215225,12-Jul-11,03-Jan-07,N/A,115.66,115.464348,-0.195652,5.080714,3.78
9% Treasury Loan 2008,GB0009128371,13-Oct-08,03-Jan-07,N/A,106.24,108.292198,2.052198,5.257227,1.61
9% Treasury Stock 2012,GB0008938465,06-Aug-12,03-Jan-07,N/A,118.81,122.502935,3.692935,5.08945,4.37
Treasury Coupon Strip 07Dec2007,GB0000509421,07-Dec-07,03-Jan-07,N/A,95.325799,95.325799,0,5.253702,0.9
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-08,03-Jan-07,N/A,90.577052,90.577052,0,5.213189,1.87
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-09,03-Jan-07,N/A,86.15351,86.15351,0,5.164267,2.85
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-10,03-Jan-07,N/A,82.101777,82.101777,0,5.090643,3.83
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-11,03-Jan-07,N/A,78.36685,78.36685,0,5.013365,4.8
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-12,03-Jan-07,N/A,74.857857,74.857857,0,4.949244,5.78
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-13,03-Jan-07,N/A,71.541522,71.541522,0,4.896305,6.76
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-14,03-Jan-07,N/A,68.456856,68.456856,0,4.840725,7.74
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-15,03-Jan-07,N/A,65.615099,65.615099,0,4.778376,8.71
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-16,03-Jan-07,N/A,62.812992,62.812992,0,4.741461,9.69
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-17,03-Jan-07,N/A,60.153263,60.153263,0,4.707771,10.67
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-18,03-Jan-07,N/A,57.60845,57.60845,0,4.679394,11.65
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-19,03-Jan-07,N/A,55.226683,55.226683,0,4.647468,12.63
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-20,03-Jan-07,N/A,52.892927,52.892927,0,4.627138,13.61
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-21,03-Jan-07,N/A,50.775985,50.775985,0,4.593559,14.59
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-22,03-Jan-07,N/A,48.913357,48.913357,0,4.541894,15.57
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-23,03-Jan-07,N/A,47.151317,47.151317,0,4.49221,16.55
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-24,03-Jan-07,N/A,45.480438,45.480438,0,4.444608,17.53
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-25,03-Jan-07,N/A,43.894964,43.894964,0,4.398822,18.52
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-26,03-Jan-07,N/A,42.36592,42.36592,0,4.3575,19.5
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-27,03-Jan-07,N/A,40.877319,40.877319,0,4.321667,20.48
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-28,03-Jan-07,N/A,39.464357,39.464357,0,4.286353,21.46
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-29,03-Jan-07,N/A,38.184446,38.184446,0,4.244289,22.45
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-30,03-Jan-07,N/A,36.979498,36.979498,0,4.201886,23.43
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-31,03-Jan-07,N/A,35.809947,35.809947,0,4.163195,24.41
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-32,03-Jan-07,N/A,34.687519,34.687519,0,4.126344,25.4
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-33,03-Jan-07,N/A,33.552931,33.552931,0,4.097582,26.38
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-34,03-Jan-07,N/A,32.468305,32.468305,0,4.069436,27.37
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-35,03-Jan-07,N/A,31.422701,31.422701,0,4.042795,28.35
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-36,03-Jan-07,N/A,30.382034,30.382034,0,4.021161,29.33
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-37,03-Jan-07,N/A,29.390617,29.390617,0,3.999269,30.32
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-38,03-Jan-07,N/A,28.474091,28.474091,0,3.973974,31.3
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-39,03-Jan-07,N/A,27.519018,27.519018,0,3.957764,32.28
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-40,03-Jan-07,N/A,26.620592,26.620592,0,3.939732,33.27
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-41,03-Jan-07,N/A,25.793372,25.793372,0,3.917989,34.25
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-42,03-Jan-07,N/A,24.94447,24.94447,0,3.902846,35.24
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-43,03-Jan-07,N/A,24.2281,24.2281,0,3.876579,36.22
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-44,03-Jan-07,N/A,23.41897,23.41897,0,3.864676,37.2
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-45,03-Jan-07,N/A,22.72668,22.72668,0,3.843017,38.19
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-46,03-Jan-07,N/A,22.013728,22.013728,0,3.827209,39.17
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-47,03-Jan-07,N/A,21.333314,21.333314,0,3.810987,40.16
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-48,03-Jan-07,N/A,20.635677,20.635677,0,3.800041,41.14
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-49,03-Jan-07,N/A,19.818841,19.818841,0,3.806557,42.12
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-50,03-Jan-07,N/A,18.982032,18.982032,0,3.819161,43.1
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-51,03-Jan-07,N/A,18.349943,18.349943,0,3.810166,44.08
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-52,03-Jan-07,N/A,17.678087,17.678087,0,3.809183,45.06
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-53,03-Jan-07,N/A,17.041816,17.041816,0,3.806843,46.05
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-54,03-Jan-07,N/A,16.47717,16.47717,0,3.798302,47.03
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-55,03-Jan-07,N/A,15.84186,15.84186,0,3.801829,48.01
Treasury Coupon Strip 07Jun2007,GB0000509207,07-Jun-07,03-Jan-07,N/A,97.841004,97.841004,0,5.226088,0.41
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-08,03-Jan-07,N/A,92.925321,92.925321,0,5.223048,1.39
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-09,03-Jan-07,N/A,88.324052,88.324052,0,5.190171,2.36
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-10,03-Jan-07,N/A,84.084254,84.084254,0,5.128842,3.34
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-11,03-Jan-07,N/A,80.197247,80.197247,0,5.052063,4.31
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-12,03-Jan-07,N/A,76.588766,76.588766,0,4.979208,5.29
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-13,03-Jan-07,N/A,73.18271,73.18271,0,4.920319,6.27
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-14,03-Jan-07,N/A,69.977534,69.977534,0,4.867561,7.25
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-15,03-Jan-07,N/A,67.001577,67.001577,0,4.811206,8.23
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-16,03-Jan-07,N/A,64.197768,64.197768,0,4.759106,9.2
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-17,03-Jan-07,N/A,61.482372,61.482372,0,4.72163,10.18
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-18,03-Jan-07,N/A,58.863851,58.863851,0,4.693456,11.16
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-19,03-Jan-07,N/A,56.408723,56.408723,0,4.662244,12.14
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-20,03-Jan-07,N/A,54.052132,54.052132,0,4.63623,13.12
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-21,03-Jan-07,N/A,51.771713,51.771713,0,4.616878,14.1
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-22,03-Jan-07,N/A,49.82565,49.82565,0,4.568261,15.08
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-23,03-Jan-07,N/A,48.022757,48.022757,0,4.516489,16.06
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-24,03-Jan-07,N/A,46.314644,46.314644,0,4.466926,17.04
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-25,03-Jan-07,N/A,44.68374,44.68374,0,4.420711,18.02
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-26,03-Jan-07,N/A,43.113075,43.113075,0,4.37892,19.01
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-27,03-Jan-07,N/A,41.623855,41.623855,0,4.338076,19.99
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-28,03-Jan-07,N/A,40.172316,40.172316,0,4.302684,20.97
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-29,03-Jan-07,N/A,38.827611,38.827611,0,4.263855,21.96
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-30,03-Jan-07,N/A,37.583917,37.583917,0,4.221848,22.94
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-31,03-Jan-07,N/A,36.395125,36.395125,0,4.181558,23.92
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-32,03-Jan-07,N/A,35.274557,35.274557,0,4.140957,24.91
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-33,03-Jan-07,N/A,34.11382,34.11382,0,4.111881,25.89
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-34,03-Jan-07,N/A,33.007478,33.007478,0,4.083103,26.87
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-35,03-Jan-07,N/A,31.934271,31.934271,0,4.056662,27.86
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-36,03-Jan-07,N/A,30.905803,30.905803,0,4.030917,28.84
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-37,03-Jan-07,N/A,29.882927,29.882927,0,4.009955,29.83
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-38,03-Jan-07,N/A,28.916053,28.916053,0,3.987842,30.81
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-39,03-Jan-07,N/A,27.864995,27.864995,0,3.980102,31.79
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-40,03-Jan-07,N/A,27.104029,27.104029,0,3.944338,32.78
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-41,03-Jan-07,N/A,26.252133,26.252133,0,3.923235,33.76
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-42,03-Jan-07,N/A,25.426818,25.426818,0,3.903347,34.74
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-43,03-Jan-07,N/A,24.629036,24.629036,0,3.884372,35.73
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-44,03-Jan-07,N/A,23.869575,23.869575,0,3.864896,36.71
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-45,03-Jan-07,N/A,23.120085,23.120085,0,3.847979,37.7
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-46,03-Jan-07,N/A,22.383382,22.383382,0,3.833161,38.68
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-47,03-Jan-07,N/A,21.6703,21.6703,0,3.819061,39.67
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-48,03-Jan-07,N/A,21.005007,21.005007,0,3.802705,40.65
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-49,03-Jan-07,N/A,20.073216,20.073216,0,3.821212,41.63
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-50,03-Jan-07,N/A,19.410947,19.410947,0,3.811114,42.61
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-51,03-Jan-07,N/A,19.259772,19.259772,0,3.742458,43.61
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-52,03-Jan-07,N/A,17.929893,17.929893,0,3.81978,44.57
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-53,03-Jan-07,N/A,17.296283,17.296283,0,3.815697,45.55
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-54,03-Jan-07,N/A,16.717388,16.717388,0,3.807628,46.54
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-55,03-Jan-07,N/A,16.083797,16.083797,0,3.809561,47.52
Treasury Coupon Strip 07Mar2007,GB0030470263,07-Mar-07,03-Jan-07,N/A,99.132107,99.132107,0,5.154803,0.17
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-08,03-Jan-07,N/A,94.151303,94.151303,0,5.212205,1.14
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-09,03-Jan-07,N/A,89.443437,89.443437,0,5.204749,2.12
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-10,03-Jan-07,N/A,85.119115,85.119115,0,5.145648,3.09
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-11,03-Jan-07,N/A,81.142125,81.142125,0,5.072965,4.07
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-12,03-Jan-07,N/A,77.471485,77.471485,0,4.99754,5.05
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-13,03-Jan-07,N/A,74.024725,74.024725,0,4.933598,6.02
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-14,03-Jan-07,N/A,70.764469,70.764469,0,4.880806,7
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-15,03-Jan-07,N/A,67.729603,67.729603,0,4.825798,7.98
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-16,03-Jan-07,N/A,64.910511,64.910511,0,4.768061,8.96
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-17,03-Jan-07,N/A,62.143332,62.143332,0,4.732279,9.94
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-18,03-Jan-07,N/A,59.515557,59.515557,0,4.699607,10.91
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-19,03-Jan-07,N/A,57.018134,57.018134,0,4.66947,11.89
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-20,03-Jan-07,N/A,54.639935,54.639935,0,4.641862,12.87
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-21,03-Jan-07,N/A,52.370005,52.370005,0,4.616902,13.85
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-22,03-Jan-07,N/A,50.278409,50.278409,0,4.583956,14.83
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-23,03-Jan-07,N/A,48.460064,48.460064,0,4.530282,15.81
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-24,03-Jan-07,N/A,46.726953,46.726953,0,4.48039,16.8
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-25,03-Jan-07,N/A,45.077574,45.077574,0,4.433284,17.78
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-26,03-Jan-07,N/A,43.518824,43.518824,0,4.38713,18.76
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-27,03-Jan-07,N/A,41.983709,41.983709,0,4.349212,19.74
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-28,03-Jan-07,N/A,40.523279,40.523279,0,4.312436,20.72
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-29,03-Jan-07,N/A,39.141786,39.141786,0,4.27567,21.71
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-30,03-Jan-07,N/A,37.895442,37.895442,0,4.231832,22.69
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-31,03-Jan-07,N/A,36.686588,36.686588,0,4.191882,23.68
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-32,03-Jan-07,N/A,35.546329,35.546329,0,4.151686,24.66
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-33,03-Jan-07,N/A,34.404399,34.404399,0,4.118773,25.64
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-34,03-Jan-07,N/A,33.275777,33.275777,0,4.090924,26.63
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-35,03-Jan-07,N/A,32.208051,32.208051,0,4.06237,27.61
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-36,03-Jan-07,N/A,31.185905,31.185905,0,4.034509,28.59
Treasury Coupon Strip 07Sep2007,GB0030470370,07-Sep-07,03-Jan-07,N/A,96.562984,96.562984,0,5.278683,0.65
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-08,03-Jan-07,N/A,91.742046,91.742046,0,5.224182,1.63
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-09,03-Jan-07,N/A,87.233682,87.233682,0,5.178825,2.6
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-10,03-Jan-07,N/A,83.081304,83.081304,0,5.112936,3.58
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-11,03-Jan-07,N/A,79.268551,79.268551,0,5.035922,4.56
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-12,03-Jan-07,N/A,75.722074,75.722074,0,4.964281,5.53
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-13,03-Jan-07,N/A,72.35324,72.35324,0,4.910103,6.51
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-14,03-Jan-07,N/A,69.205285,69.205285,0,4.856354,7.49
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-15,03-Jan-07,N/A,66.294318,66.294318,0,4.797179,8.47
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-16,03-Jan-07,N/A,63.50351,63.50351,0,4.750635,9.45
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-17,03-Jan-07,N/A,60.817464,60.817464,0,4.714828,10.43
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-18,03-Jan-07,N/A,58.236434,58.236434,0,4.686456,11.4
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-19,03-Jan-07,N/A,55.815452,55.815452,0,4.655254,12.38
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-20,03-Jan-07,N/A,53.471584,53.471584,0,4.631913,13.36
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-21,03-Jan-07,N/A,51.264609,51.264609,0,4.606521,14.34
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-22,03-Jan-07,N/A,49.361754,49.361754,0,4.556144,15.32
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-23,03-Jan-07,N/A,47.578732,47.578732,0,4.505474,16.3
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-24,03-Jan-07,N/A,45.895332,45.895332,0,4.456109,17.29
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-25,03-Jan-07,N/A,44.289865,44.289865,0,4.40977,18.27
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-26,03-Jan-07,N/A,42.732161,42.732161,0,4.369173,19.25
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-27,03-Jan-07,N/A,41.237444,41.237444,0,4.331527,20.23
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-28,03-Jan-07,N/A,39.81448,39.81448,0,4.295056,21.22
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-29,03-Jan-07,N/A,38.515903,38.515903,0,4.252994,22.2
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-30,03-Jan-07,N/A,37.278901,37.278901,0,4.212269,23.18
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-31,03-Jan-07,N/A,36.101003,36.101003,0,4.172631,24.17
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-32,03-Jan-07,N/A,34.970289,34.970289,0,4.134955,25.15
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-33,03-Jan-07,N/A,33.83943,33.83943,0,4.104129,26.13
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-34,03-Jan-07,N/A,32.72413,32.72413,0,4.077902,27.12
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-35,03-Jan-07,N/A,31.666731,31.666731,0,4.051131,28.1
1¼% Index-linked Treasury Gilt 2017,GB00B0V3WQ75,22-Nov-17,03-Jan-07,3 month,96.21,99.712719,0.153649,1.631507,10.09
1¼% Index-linked Treasury Gilt 2027,GB00B128DH60,22-Nov-27,03-Jan-07,3 month,100.8,104.277762,0.153378,1.206526,18.32
1¼% Index-linked Treasury Gilt 2055,GB00B0CNHZ09,22-Nov-55,03-Jan-07,3 month,118.37,123.617146,0.154868,0.795643,37.68
2% Index-linked Treasury Stock 2035,GB0031790826,26-Jan-35,03-Jan-07,8 month,139.86,140.862661,1.002661,1.060461,22.07
2½% Index-linked Treasury Stock 2009,GB0009071563,20-May-09,03-Jan-07,8 month,253.27,254.059564,0.789564,2.153924,2.29
2½% Index-linked Treasury Stock 2011,GB0009063578,23-Aug-11,03-Jan-07,8 month,270,272.417826,2.417826,2.102684,4.32
2½% Index-linked Treasury Stock 2013,GB0009036715,16-Aug-13,03-Jan-07,8 month,229.55,231.681552,2.131552,1.942805,6.04
2½% Index-linked Treasury Stock 2016,GB0009075325,26-Jul-16,03-Jan-07,8 month,258.1,260.765604,2.665604,1.757454,8.44
2½% Index-linked Treasury Stock 2020,GB0009081828,16-Apr-20,03-Jan-07,8 month,265.8,267.119209,1.319209,1.547249,11.36
2½% Index-linked Treasury Stock 2024,GB0008983024,17-Jul-24,03-Jan-07,8 month,238.46,240.811436,2.351436,1.364136,14.37
4 1/8% Index-linked Treasury Stock 2030,GB0008932666,22-Jul-30,03-Jan-07,8 month,234.89,237.612851,2.722851,1.180367,16.89
3½% War Loan,GB0009386284,,04-Jan-07,N/A,81.81,82.146538,0.336538,4.278056,23.28
3% Treasury Stock,GB0009031211,,04-Jan-07,N/A,66.99,67.748242,0.758242,4.478003,22.08
2½% Treasury Stock,GB0009031096,,04-Jan-07,N/A,58.43,59.089341,0.659341,4.278383,23.12
3½% Conversion Loan,GB0002212099,,04-Jan-07,N/A,79.76,80.683077,0.923077,4.387904,22.53
2½% Consolidated Stock,GB0002163805,,04-Jan-07,N/A,57.37,57.37,0,4.357678,22.95
4% Consolidated Loan,GB0002163466,,04-Jan-07,N/A,85.14,86.846522,1.706522,4.697983,20.87
2½% Annuities,GB0000436070,,04-Jan-07,N/A,54.97,54.97,0,4.547935,21.99
2¾% Annuities,GB0000436294,,04-Jan-07,N/A,59.81,59.81,0,4.597893,21.75
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-13,04-Jan-07,N/A,141.02,141.811209,0.791209,4.939882,5.09
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-16,04-Jan-07,N/A,94.11,95.435967,1.325967,4.766739,7.76
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-09,04-Jan-07,N/A,89.487988,89.487988,0,5.187904,2.11
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-16,04-Jan-07,N/A,63.662726,63.662726,0,4.725495,9.45
4% Treasury Stock 2009,GB0032785924,07-Mar-09,04-Jan-07,N/A,97.59,98.915967,1.325967,5.186539,2.02
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-32,04-Jan-07,N/A,35.512469,35.512469,0,4.11442,24.91
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-11,04-Jan-07,N/A,96.95,98.35884,1.40884,5.069303,3.71
4¼% Treasury Gilt 2027 WI,GB00B1L6VV18,07-Dec-27,04-Jan-07,N/A,97.43,97.826978,0.396978,4.439685,13.6
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-27,04-Jan-07,N/A,97.43,97.768599,0.338599,4.439639,13.61
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-46,04-Jan-07,N/A,103.36,103.698599,0.338599,4.078653,19.41
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-55,04-Jan-07,N/A,105.98,106.318599,0.338599,3.971745,21.18
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-27,04-Jan-07,N/A,41.054215,41.054215,0,4.301155,20.48
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-46,04-Jan-07,N/A,22.405446,22.405446,0,3.782451,39.18
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-55,04-Jan-07,N/A,17.444116,17.444116,0,3.601453,48.05
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-11,04-Jan-07,N/A,81.211698,81.211698,0,5.055288,4.07
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-36,04-Jan-07,N/A,31.466273,31.466273,0,4.003594,28.6
4¼% Treasury Stock 2032,GB0004893086,07-Jun-32,04-Jan-07,N/A,99.23,99.568599,0.338599,4.299901,15.36
4¼% Treasury Stock 2036,GB0032452392,07-Mar-36,04-Jan-07,N/A,100.47,101.87884,1.40884,4.221532,16.43
4½% Treasury Princial Strip 07Mar2007,GB0034258821,07-Mar-07,04-Jan-07,N/A,99.166721,99.166721,0,5.027911,0.16
4½% Treasury Stock 2007,GB0034040740,07-Mar-07,04-Jan-07,N/A,99.89,101.381713,1.491713,5.125495,0.16
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-38,04-Jan-07,N/A,28.689244,28.689244,0,3.950269,31.3
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-10,04-Jan-07,N/A,84.128509,84.128509,0,5.117236,3.34
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-20,04-Jan-07,N/A,54.855384,54.855384,0,4.612272,12.87
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-15,04-Jan-07,N/A,66.397689,66.397689,0,4.780322,8.47
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-10,04-Jan-07,N/A,98.82,99.198434,0.378434,5.129242,3.1
4¾% Treasury Stock 2015,GB0033280339,07-Sep-15,04-Jan-07,N/A,99.5,101.074586,1.574586,4.820349,6.92
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-20,04-Jan-07,N/A,100.79,102.364586,1.574586,4.668386,9.58
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-38,04-Jan-07,N/A,109.73,110.108434,0.378434,4.193979,17.01
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-08,04-Jan-07,N/A,94.189729,94.189729,0,5.188857,1.14
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-12,04-Jan-07,N/A,77.53903,77.53903,0,4.982962,5.04
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-25,04-Jan-07,N/A,45.285325,45.285325,0,4.408097,17.78
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-14,04-Jan-07,N/A,69.286216,69.286216,0,4.842514,7.49
5% Treasury Stock 2008,GB0031734154,07-Mar-08,04-Jan-07,N/A,99.77,101.427459,1.657459,5.199008,1.1
5% Treasury Stock 2012,GB0030468747,07-Mar-12,04-Jan-07,N/A,100.01,101.667459,1.657459,4.996249,4.43
5% Treasury Stock 2014,GB0031829509,07-Sep-14,04-Jan-07,N/A,100.8,102.457459,1.657459,4.872662,6.21
5% Treasury Stock 2025,GB0030880693,07-Mar-25,04-Jan-07,N/A,105.9,107.557459,1.657459,4.51991,11.88
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-08,04-Jan-07,N/A,100.29,102.067624,1.777624,5.311743,1.56
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-09,04-Jan-07,N/A,86.191543,86.191543,0,5.153684,2.85
5¾% Treasury Stock 2009,GB0003042636,07-Dec-09,04-Jan-07,N/A,101.59,102.048104,0.458104,5.154736,2.65
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-28,04-Jan-07,N/A,39.672153,39.672153,0,4.262426,21.46
6% Treasury Stock 2028,GB0002404191,07-Dec-28,04-Jan-07,N/A,121.82,122.298022,0.478022,4.433283,13.05
6¼% Treasury Stock 2010,GB0008890161,25-Nov-10,04-Jan-07,N/A,104.09,104.797873,0.707873,5.075288,3.41
7¼% Treasury Principal Strip 07Dec2007,GB0000509314,07-Dec-07,04-Jan-07,N/A,95.309794,95.309794,0,5.288316,0.9
7¼% Treasury Stock 2007,GB0009997114,07-Dec-07,04-Jan-07,N/A,101.75,102.32761,0.57761,5.269986,0.88
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-12,04-Jan-07,N/A,111.26,114.692745,3.432745,5.188781,4.09
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-15,04-Jan-07,N/A,65.726234,65.726234,0,4.760441,8.71
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-21,04-Jan-07,N/A,51.921804,51.921804,0,4.59723,14.1
8% Treasury Stock 2009,GB0009125369,25-Sep-09,04-Jan-07,N/A,107.05,109.304144,2.254144,5.181064,2.39
8% Treasury Stock 2013,GB0008921883,27-Sep-13,04-Jan-07,N/A,117.44,119.649945,2.209945,4.919969,5.23
8% Treasury Stock 2015,GB0008881541,07-Dec-15,04-Jan-07,N/A,122.85,123.487363,0.637363,4.817575,6.61
8% Treasury Stock 2021,GB0009997999,07-Jun-21,04-Jan-07,N/A,134.49,135.127363,0.637363,4.682984,9.36
8½% Treasury Loan 2007,GB0009126557,16-Jul-07,04-Jan-07,N/A,101.7,105.695924,3.995924,5.199905,0.5
8¾% Treasury Stock 2017,GB0008931148,25-Aug-17,04-Jan-07,N/A,133.22,136.382364,3.162364,4.737388,7.29
9% Conversion Loan 2011,GB0002215225,12-Jul-11,04-Jan-07,N/A,115.7,115.528804,-0.171196,5.069551,3.78
9% Treasury Loan 2008,GB0009128371,13-Oct-08,04-Jan-07,N/A,106.24,108.316923,2.076923,5.251889,1.61
9% Treasury Stock 2012,GB0008938465,06-Aug-12,04-Jan-07,N/A,118.87,122.587391,3.717391,5.076787,4.36
Treasury Coupon Strip 07Dec2007,GB0000509421,07-Dec-07,04-Jan-07,N/A,95.335386,95.335386,0,5.258375,0.9
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-08,04-Jan-07,N/A,90.592209,90.592209,0,5.211803,1.87
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-09,04-Jan-07,N/A,86.177799,86.177799,0,5.159286,2.85
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-10,04-Jan-07,N/A,82.139658,82.139658,0,5.082189,3.82
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-11,04-Jan-07,N/A,78.409484,78.409484,0,5.004869,4.8
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-12,04-Jan-07,N/A,74.910817,74.910817,0,4.939327,5.78
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-13,04-Jan-07,N/A,71.599827,71.599827,0,4.886213,6.76
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-14,04-Jan-07,N/A,68.5228,68.5228,0,4.829974,7.73
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-15,04-Jan-07,N/A,65.682616,65.682616,0,4.76806,8.71
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-16,04-Jan-07,N/A,62.899745,62.899745,0,4.728547,9.69
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-17,04-Jan-07,N/A,60.260457,60.260457,0,4.692282,10.67
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-18,04-Jan-07,N/A,57.732885,57.732885,0,4.661962,11.65
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-19,04-Jan-07,N/A,55.336314,55.336314,0,4.632762,12.63
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-20,04-Jan-07,N/A,53.002827,53.002827,0,4.612807,13.61
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-21,04-Jan-07,N/A,50.892037,50.892037,0,4.578763,14.59
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-22,04-Jan-07,N/A,49.037636,49.037636,0,4.526386,15.57
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-23,04-Jan-07,N/A,47.29296,47.29296,0,4.474823,16.55
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-24,04-Jan-07,N/A,45.625298,45.625298,0,4.427157,17.53
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-25,04-Jan-07,N/A,44.068916,44.068916,0,4.378105,18.52
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-26,04-Jan-07,N/A,42.53279,42.53279,0,4.337945,19.5
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-27,04-Jan-07,N/A,41.052472,41.052472,0,4.301362,20.48
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-28,04-Jan-07,N/A,39.630223,39.630223,0,4.267353,21.46
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-29,04-Jan-07,N/A,38.354921,38.354921,0,4.224956,22.45
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-30,04-Jan-07,N/A,37.148685,37.148685,0,4.182891,23.43
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-31,04-Jan-07,N/A,35.975983,35.975983,0,4.14471,24.41
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-32,04-Jan-07,N/A,34.851566,34.851566,0,4.108209,25.4
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-33,04-Jan-07,N/A,33.718651,33.718651,0,4.079328,26.38
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-34,04-Jan-07,N/A,32.664125,32.664125,0,4.047867,27.37
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-35,04-Jan-07,N/A,31.620689,31.620689,0,4.021027,28.35
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-36,04-Jan-07,N/A,30.578522,30.578522,0,3.999557,29.33
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-37,04-Jan-07,N/A,29.552767,29.552767,0,3.981479,30.32
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-38,04-Jan-07,N/A,28.636089,28.636089,0,3.956194,31.3
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-39,04-Jan-07,N/A,27.68087,27.68087,0,3.939933,32.28
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-40,04-Jan-07,N/A,26.802066,26.802066,0,3.919631,33.27
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-41,04-Jan-07,N/A,25.990511,25.990511,0,3.896071,34.25
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-42,04-Jan-07,N/A,25.170259,25.170259,0,3.877573,35.24
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-43,04-Jan-07,N/A,24.411296,24.411296,0,3.856073,36.22
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-44,04-Jan-07,N/A,23.612861,23.612861,0,3.842797,37.21
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-45,04-Jan-07,N/A,22.894459,22.894459,0,3.82403,38.19
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-46,04-Jan-07,N/A,22.171533,22.171533,0,3.80924,39.17
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-47,04-Jan-07,N/A,21.533699,21.533699,0,3.787963,40.16
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-48,04-Jan-07,N/A,20.823752,20.823752,0,3.77824,41.14
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-49,04-Jan-07,N/A,19.999137,19.999137,0,3.785303,42.12
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-50,04-Jan-07,N/A,19.159996,19.159996,0,3.79775,43.1
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-51,04-Jan-07,N/A,18.549474,18.549474,0,3.785868,44.09
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-52,04-Jan-07,N/A,17.882385,17.882385,0,3.783916,45.07
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-53,04-Jan-07,N/A,17.251301,17.251301,0,3.780535,46.05
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-54,04-Jan-07,N/A,16.687409,16.687409,0,3.771564,47.03
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-55,04-Jan-07,N/A,16.00674,16.00674,0,3.780478,48.01
Treasury Coupon Strip 07Jun2007,GB0000509207,07-Jun-07,04-Jan-07,N/A,97.857799,97.857799,0,5.218786,0.41
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-08,04-Jan-07,N/A,92.93895,92.93895,0,5.222686,1.38
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-09,04-Jan-07,N/A,88.344716,88.344716,0,5.186223,2.36
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-10,04-Jan-07,N/A,84.113495,84.113495,0,5.122588,3.33
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-11,04-Jan-07,N/A,80.239368,80.239368,0,5.043064,4.31
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-12,04-Jan-07,N/A,76.636195,76.636195,0,4.970058,5.29
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-13,04-Jan-07,N/A,73.237133,73.237133,0,4.910587,6.27
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-14,04-Jan-07,N/A,70.036285,70.036285,0,4.8578,7.24
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-15,04-Jan-07,N/A,67.067543,67.067543,0,4.800827,8.22
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-16,04-Jan-07,N/A,64.269338,64.269338,0,4.748401,9.2
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-17,04-Jan-07,N/A,61.576088,61.576088,0,4.707928,10.18
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-18,04-Jan-07,N/A,58.980491,58.980491,0,4.676859,11.16
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-19,04-Jan-07,N/A,56.516889,56.516889,0,4.647504,12.14
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-20,04-Jan-07,N/A,54.163051,54.163051,0,4.621561,13.12
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-21,04-Jan-07,N/A,51.878683,51.878683,0,4.603124,14.1
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-22,04-Jan-07,N/A,49.945334,49.945334,0,4.553171,15.08
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-23,04-Jan-07,N/A,48.153353,48.153353,0,4.500341,16.06
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-24,04-Jan-07,N/A,46.455141,46.455141,0,4.449863,17.04
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-25,04-Jan-07,N/A,44.852006,44.852006,0,4.400522,18.02
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-26,04-Jan-07,N/A,43.289951,43.289951,0,4.358004,19.01
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-27,04-Jan-07,N/A,41.789024,41.789024,0,4.318852,19.99
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-28,04-Jan-07,N/A,40.341936,40.341936,0,4.283149,20.97
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-29,04-Jan-07,N/A,38.994786,38.994786,0,4.244813,21.95
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-30,04-Jan-07,N/A,37.751773,37.751773,0,4.20292,22.94
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-31,04-Jan-07,N/A,36.564251,36.564251,0,4.162652,23.92
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-32,04-Jan-07,N/A,35.409431,35.409431,0,4.126086,24.91
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-33,04-Jan-07,N/A,34.281729,34.281729,0,4.093348,25.89
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-34,04-Jan-07,N/A,33.197697,33.197697,0,4.062133,26.87
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-35,04-Jan-07,N/A,32.133857,32.133857,0,4.034693,27.86
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-36,04-Jan-07,N/A,31.103324,31.103324,0,4.009208,28.84
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-37,04-Jan-07,N/A,30.074324,30.074324,0,3.988914,29.83
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-38,04-Jan-07,N/A,29.064773,29.064773,0,3.971542,30.81
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-39,04-Jan-07,N/A,28.053775,28.053775,0,3.959203,31.79
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-40,04-Jan-07,N/A,27.27995,27.27995,0,3.924926,32.78
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-41,04-Jan-07,N/A,26.454823,26.454823,0,3.900769,33.76
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-42,04-Jan-07,N/A,25.623086,25.623086,0,3.881521,34.75
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-43,04-Jan-07,N/A,24.820418,24.820418,0,3.863003,35.73
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-44,04-Jan-07,N/A,24.074401,24.074401,0,3.841909,36.72
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-45,04-Jan-07,N/A,23.326699,23.326699,0,3.824656,37.7
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-46,04-Jan-07,N/A,22.537287,22.537287,0,3.815716,38.68
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-47,04-Jan-07,N/A,21.839435,21.839435,0,3.799722,39.67
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-48,04-Jan-07,N/A,21.210451,21.210451,0,3.779015,40.65
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-49,04-Jan-07,N/A,20.256662,20.256662,0,3.799607,41.63
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-50,04-Jan-07,N/A,19.571136,19.571136,0,3.79207,42.61
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-51,04-Jan-07,N/A,19.532028,19.532028,0,3.710502,43.61
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-52,04-Jan-07,N/A,18.117355,18.117355,0,3.796678,44.57
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-53,04-Jan-07,N/A,17.527086,17.527086,0,3.786827,45.56
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-54,04-Jan-07,N/A,16.943471,16.943471,0,3.778985,46.54
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-55,04-Jan-07,N/A,16.237645,16.237645,0,3.789745,47.52
Treasury Coupon Strip 07Mar2007,GB0030470263,07-Mar-07,04-Jan-07,N/A,99.14689,99.14689,0,5.149617,0.16
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-08,04-Jan-07,N/A,94.164025,94.164025,0,5.212822,1.14
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-09,04-Jan-07,N/A,89.462418,89.462418,0,5.201425,2.11
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-10,04-Jan-07,N/A,85.142911,85.142911,0,5.141143,3.09
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-11,04-Jan-07,N/A,81.182544,81.182544,0,5.064119,4.07
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-12,04-Jan-07,N/A,77.518245,77.518245,0,4.988278,5.04
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-13,04-Jan-07,N/A,74.081865,74.081865,0,4.923017,6.02
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-14,04-Jan-07,N/A,70.824329,70.824329,0,4.870627,7
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-15,04-Jan-07,N/A,67.796732,67.796732,0,4.81503,7.98
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-16,04-Jan-07,N/A,64.979601,64.979601,0,4.757636,8.96
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-17,04-Jan-07,N/A,62.235737,62.235737,0,4.718622,9.93
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-18,04-Jan-07,N/A,59.625945,59.625945,0,4.683802,10.91
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-19,04-Jan-07,N/A,57.124136,57.124136,0,4.654923,11.89
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-20,04-Jan-07,N/A,54.748915,54.748915,0,4.627366,12.87
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-21,04-Jan-07,N/A,52.476224,52.476224,0,4.603183,13.85
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-22,04-Jan-07,N/A,50.39566,50.39566,0,4.569093,14.83
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-23,04-Jan-07,N/A,48.588106,48.588106,0,4.514376,15.81
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-24,04-Jan-07,N/A,46.870733,46.870733,0,4.462823,16.79
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-25,04-Jan-07,N/A,45.229459,45.229459,0,4.415041,17.78
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-26,04-Jan-07,N/A,43.683684,43.683684,0,4.367612,18.76
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-27,04-Jan-07,N/A,42.158572,42.158572,0,4.328758,19.74
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-28,04-Jan-07,N/A,40.690628,40.690628,0,4.293117,20.72
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-29,04-Jan-07,N/A,39.30518,39.30518,0,4.257017,21.71
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-30,04-Jan-07,N/A,38.06228,38.06228,0,4.212981,22.69
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-31,04-Jan-07,N/A,36.855014,36.855014,0,4.173018,23.67
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-32,04-Jan-07,N/A,35.700963,35.700963,0,4.134542,24.66
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-33,04-Jan-07,N/A,34.567329,34.567329,0,4.100786,25.64
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-34,04-Jan-07,N/A,33.45986,33.45986,0,4.070624,26.63
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-35,04-Jan-07,N/A,32.396379,32.396379,0,4.041656,27.61
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-36,04-Jan-07,N/A,31.369906,31.369906,0,4.01432,28.59
Treasury Coupon Strip 07Sep2007,GB0030470370,07-Sep-07,04-Jan-07,N/A,96.587089,96.587089,0,5.26246,0.65
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-08,04-Jan-07,N/A,91.756302,91.756302,0,5.223388,1.63
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-09,04-Jan-07,N/A,87.256997,87.256997,0,5.173981,2.6
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-10,04-Jan-07,N/A,83.115332,83.115332,0,5.105388,3.58
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-11,04-Jan-07,N/A,79.306723,79.306723,0,5.028367,4.55
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-12,04-Jan-07,N/A,75.775779,75.775779,0,4.953912,5.53
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-13,04-Jan-07,N/A,72.414917,72.414917,0,4.899071,6.51
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-14,04-Jan-07,N/A,69.266772,69.266772,0,4.846263,7.49
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-15,04-Jan-07,N/A,66.364394,66.364394,0,4.786247,8.47
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-16,04-Jan-07,N/A,63.57724,63.57724,0,4.739722,9.44
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-17,04-Jan-07,N/A,60.917543,60.917543,0,4.700289,10.42
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-18,04-Jan-07,N/A,58.358055,58.358055,0,4.669281,11.4
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-19,04-Jan-07,N/A,55.924065,55.924065,0,4.640579,12.38
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-20,04-Jan-07,N/A,53.580003,53.580003,0,4.617698,13.36
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-21,04-Jan-07,N/A,51.375814,51.375814,0,4.592287,14.34
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-22,04-Jan-07,N/A,49.483379,49.483379,0,4.540893,15.32
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-23,04-Jan-07,N/A,47.715023,47.715023,0,4.488682,16.3
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-24,04-Jan-07,N/A,46.036425,46.036425,0,4.439054,17.28
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-25,04-Jan-07,N/A,44.461908,44.461908,0,4.389206,18.27
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-26,04-Jan-07,N/A,42.907317,42.907317,0,4.348542,19.25
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-27,04-Jan-07,N/A,41.395843,41.395843,0,4.313162,20.23
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-28,04-Jan-07,N/A,39.977194,39.977194,0,4.276384,21.21
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-29,04-Jan-07,N/A,38.681055,38.681055,0,4.234242,22.2
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-30,04-Jan-07,N/A,37.446966,37.446966,0,4.193362,23.18
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-31,04-Jan-07,N/A,36.264735,36.264735,0,4.154378,24.17
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-32,04-Jan-07,N/A,35.131035,35.131035,0,4.117169,25.15
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-33,04-Jan-07,N/A,33.999801,33.999801,0,4.086467,26.13
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-34,04-Jan-07,N/A,32.907751,32.907751,0,4.057678,27.12
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-35,04-Jan-07,N/A,31.860174,31.860174,0,4.029853,28.1
1¼% Index-linked Treasury Gilt 2017,GB00B0V3WQ75,22-Nov-17,04-Jan-07,3 month,96.37,99.89248,0.157239,1.615156,10.09
1¼% Index-linked Treasury Gilt 2027,GB00B128DH60,22-Nov-27,04-Jan-07,3 month,101.16,104.665359,0.156963,1.187089,18.32
1¼% Index-linked Treasury Gilt 2055,GB00B0CNHZ09,22-Nov-55,04-Jan-07,3 month,119.5,124.812522,0.158487,0.770463,37.75
2% Index-linked Treasury Stock 2035,GB0031790826,26-Jan-35,04-Jan-07,8 month,140.58,141.58885,1.00885,1.037669,22.09
2½% Index-linked Treasury Stock 2009,GB0009071563,20-May-09,04-Jan-07,8 month,253.34,254.147109,0.807109,2.14502,2.29
2½% Index-linked Treasury Stock 2011,GB0009063578,23-Aug-11,04-Jan-07,8 month,270.15,272.58587,2.43587,2.09159,4.32
2½% Index-linked Treasury Stock 2013,GB0009036715,16-Aug-13,04-Jan-07,8 month,229.75,231.89667,2.14667,1.929624,6.03
2½% Index-linked Treasury Stock 2016,GB0009075325,26-Jul-16,04-Jan-07,8 month,258.47,261.152059,2.682059,1.741418,8.44
2½% Index-linked Treasury Stock 2020,GB0009081828,16-Apr-20,04-Jan-07,8 month,266.32,267.655699,1.335699,1.530674,11.36
2½% Index-linked Treasury Stock 2024,GB0008983024,17-Jul-24,04-Jan-07,8 month,239.16,241.525187,2.365187,1.344352,14.37
4 1/8% Index-linked Treasury Stock 2030,GB0008932666,22-Jul-30,04-Jan-07,8 month,235.78,238.519254,2.739254,1.158495,16.9
3½% War Loan,GB0009386284,,05-Jan-07,N/A,81.72,82.085385,0.365385,4.282757,23.25
3% Treasury Stock,GB0009031211,,05-Jan-07,N/A,66.92,67.702967,0.782967,4.482687,22.05
2½% Treasury Stock,GB0009031096,,05-Jan-07,N/A,58.37,59.049945,0.679945,4.282781,23.08
3½% Conversion Loan,GB0002212099,,05-Jan-07,N/A,79.67,80.621923,0.951923,4.392862,22.5
2½% Consolidated Stock,GB0002163805,,05-Jan-07,N/A,57.3,57.320833,0.020833,4.362993,22.91
4% Consolidated Loan,GB0002163466,,05-Jan-07,N/A,85.05,86.78913,1.73913,4.70297,20.84
2½% Annuities,GB0000436070,,05-Jan-07,N/A,54.91,54.930833,0.020833,4.552895,21.96
2¾% Annuities,GB0000436294,,05-Jan-07,N/A,59.75,59.772917,0.022917,4.602501,21.72
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-13,05-Jan-07,N/A,140.77,141.66011,0.89011,4.968758,5.08
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-16,05-Jan-07,N/A,93.89,95.249116,1.359116,4.797068,7.75
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-09,05-Jan-07,N/A,89.490505,89.490505,0,5.206728,2.11
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-16,05-Jan-07,N/A,63.52615,63.52615,0,4.752355,9.44
4% Treasury Stock 2009,GB0032785924,07-Mar-09,05-Jan-07,N/A,97.56,98.919116,1.359116,5.206064,2.01
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-32,05-Jan-07,N/A,35.466439,35.466439,0,4.120977,24.9
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-11,05-Jan-07,N/A,96.89,98.334061,1.444061,5.087316,3.7
4¼% Treasury Gilt 2027 WI,GB00B1L6VV18,07-Dec-27,05-Jan-07,N/A,97.27,97.666978,0.396978,4.451726,13.59
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-27,05-Jan-07,N/A,97.27,97.643626,0.373626,4.451705,13.6
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-46,05-Jan-07,N/A,103.34,103.713626,0.373626,4.079621,19.4
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-55,05-Jan-07,N/A,106,106.373626,0.373626,3.970832,21.17
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-27,05-Jan-07,N/A,40.912223,40.912223,0,4.319793,20.47
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-46,05-Jan-07,N/A,22.421997,22.421997,0,3.781355,39.17
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-55,05-Jan-07,N/A,17.468358,17.468358,0,3.599175,48.05
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-11,05-Jan-07,N/A,81.187071,81.187071,0,5.07296,4.06
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-36,05-Jan-07,N/A,31.458274,31.458274,0,4.005632,28.59
4¼% Treasury Stock 2032,GB0004893086,07-Jun-32,05-Jan-07,N/A,99.08,99.453626,0.373626,4.309715,15.34
4¼% Treasury Stock 2036,GB0032452392,07-Mar-36,05-Jan-07,N/A,100.36,101.804061,1.444061,4.228113,16.42
4½% Treasury Princial Strip 07Mar2007,GB0034258821,07-Mar-07,05-Jan-07,N/A,99.20252,99.20252,0,5.060285,0.16
4½% Treasury Stock 2007,GB0034040740,07-Mar-07,05-Jan-07,N/A,99.89,101.419006,1.529006,5.158551,0.16
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-38,05-Jan-07,N/A,28.706017,28.706017,0,3.949432,31.29
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-10,05-Jan-07,N/A,84.106288,84.106288,0,5.137694,3.33
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-20,05-Jan-07,N/A,54.690283,54.690283,0,4.638644,12.86
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-15,05-Jan-07,N/A,66.25698,66.25698,0,4.810035,8.46
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-10,05-Jan-07,N/A,98.77,99.187582,0.417582,5.146255,3.1
4¾% Treasury Stock 2015,GB0033280339,07-Sep-15,05-Jan-07,N/A,99.29,100.90395,1.61395,4.850495,6.91
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-20,05-Jan-07,N/A,100.55,102.16395,1.61395,4.692892,9.56
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-38,05-Jan-07,N/A,109.66,110.077582,0.417582,4.197641,16.99
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-08,05-Jan-07,N/A,94.215006,94.215006,0,5.202671,1.13
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-12,05-Jan-07,N/A,77.483223,77.483223,0,5.005365,5.03
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-25,05-Jan-07,N/A,45.178955,45.178955,0,4.423366,17.77
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-14,05-Jan-07,N/A,69.159894,69.159894,0,4.872217,7.48
5% Treasury Stock 2008,GB0031734154,07-Mar-08,05-Jan-07,N/A,99.75,101.448895,1.698895,5.218547,1.1
5% Treasury Stock 2012,GB0030468747,07-Mar-12,05-Jan-07,N/A,99.91,101.608895,1.698895,5.018511,4.42
5% Treasury Stock 2014,GB0031829509,07-Sep-14,05-Jan-07,N/A,100.6,102.298895,1.698895,4.904052,6.2
5% Treasury Stock 2025,GB0030880693,07-Mar-25,05-Jan-07,N/A,105.69,107.388895,1.698895,4.536253,11.86
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-08,05-Jan-07,N/A,100.26,102.083204,1.823204,5.329942,1.55
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-09,05-Jan-07,N/A,86.182624,86.182624,0,5.172103,2.84
5¾% Treasury Stock 2009,GB0003042636,07-Dec-09,05-Jan-07,N/A,101.53,102.035495,0.505495,5.175276,2.64
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-28,05-Jan-07,N/A,39.603628,39.603628,0,4.272104,21.45
6% Treasury Stock 2028,GB0002404191,07-Dec-28,05-Jan-07,N/A,121.62,122.147473,0.527473,4.445506,13.03
6¼% Treasury Stock 2010,GB0008890161,25-Nov-10,05-Jan-07,N/A,104.01,104.769669,0.759669,5.095409,3.4
7¼% Treasury Principal Strip 07Dec2007,GB0000509314,07-Dec-07,05-Jan-07,N/A,95.329987,95.329987,0,5.312889,0.89
7¼% Treasury Stock 2007,GB0009997114,07-Dec-07,05-Jan-07,N/A,101.72,102.357363,0.637363,5.285816,0.87
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-12,05-Jan-07,N/A,111.14,114.635924,3.495924,5.211145,4.08
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-15,05-Jan-07,N/A,65.574272,65.574272,0,4.791489,8.7
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-21,05-Jan-07,N/A,51.780319,51.780319,0,4.619259,14.09
8% Treasury Stock 2009,GB0009125369,25-Sep-09,05-Jan-07,N/A,106.98,109.300442,2.320442,5.200253,2.39
8% Treasury Stock 2013,GB0008921883,27-Sep-13,05-Jan-07,N/A,117.25,119.526243,2.276243,4.947517,5.22
8% Treasury Stock 2015,GB0008881541,07-Dec-15,05-Jan-07,N/A,122.57,123.273297,0.703297,4.849798,6.6
8% Treasury Stock 2021,GB0009997999,07-Jun-21,05-Jan-07,N/A,134.18,134.883297,0.703297,4.706403,9.35
8½% Treasury Loan 2007,GB0009126557,16-Jul-07,05-Jan-07,N/A,101.66,101.475217,-0.184783,5.238059,0.51
8¾% Treasury Stock 2017,GB0008931148,25-Aug-17,05-Jan-07,N/A,132.91,136.143696,3.233696,4.766672,7.28
9% Conversion Loan 2011,GB0002215225,12-Jul-11,05-Jan-07,N/A,115.59,115.492174,-0.097826,5.088789,3.77
9% Treasury Loan 2008,GB0009128371,13-Oct-08,05-Jan-07,N/A,106.17,108.321099,2.151099,5.276213,1.6
9% Treasury Stock 2012,GB0008938465,06-Aug-12,05-Jan-07,N/A,118.73,122.520761,3.790761,5.098652,4.36
Treasury Coupon Strip 07Dec2007,GB0000509421,07-Dec-07,05-Jan-07,N/A,95.359098,95.359098,0,5.278528,0.89
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-08,05-Jan-07,N/A,90.595576,90.595576,0,5.232564,1.86
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-09,05-Jan-07,N/A,86.168674,86.168674,0,5.177805,2.84
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-10,05-Jan-07,N/A,82.106456,82.106456,0,5.103629,3.81
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-11,05-Jan-07,N/A,78.364688,78.364688,0,5.025296,4.79
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-12,05-Jan-07,N/A,74.827088,74.827088,0,4.965682,5.77
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-13,05-Jan-07,N/A,71.494093,71.494093,0,4.914014,6.75
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-14,05-Jan-07,N/A,68.390463,68.390463,0,4.860091,7.72
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-15,05-Jan-07,N/A,65.522988,65.522988,0,4.800478,8.7
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-16,05-Jan-07,N/A,62.738255,62.738255,0,4.759075,9.68
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-17,05-Jan-07,N/A,60.100217,60.100217,0,4.720843,10.66
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-18,05-Jan-07,N/A,57.580227,57.580227,0,4.687971,11.64
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-19,05-Jan-07,N/A,55.180277,55.180277,0,4.658131,12.62
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-20,05-Jan-07,N/A,52.856137,52.856137,0,4.635953,13.6
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-21,05-Jan-07,N/A,50.7547,50.7547,0,4.599859,14.58
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-22,05-Jan-07,N/A,48.909419,48.909419,0,4.545584,15.56
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-23,05-Jan-07,N/A,47.171842,47.171842,0,4.492531,16.54
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-24,05-Jan-07,N/A,45.533554,45.533554,0,4.440703,17.52
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-25,05-Jan-07,N/A,43.966153,43.966153,0,4.392649,18.51
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-26,05-Jan-07,N/A,42.433502,42.433502,0,4.351752,19.49
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-27,05-Jan-07,N/A,40.974531,40.974531,0,4.312359,20.47
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-28,05-Jan-07,N/A,39.566989,39.566989,0,4.276418,21.45
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-29,05-Jan-07,N/A,38.299609,38.299609,0,4.232924,22.44
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-30,05-Jan-07,N/A,37.093565,37.093565,0,4.190687,23.42
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-31,05-Jan-07,N/A,35.927163,35.927163,0,4.151659,24.41
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-32,05-Jan-07,N/A,34.798829,34.798829,0,4.115493,25.39
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-33,05-Jan-07,N/A,33.674407,33.674407,0,4.085568,26.37
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-34,05-Jan-07,N/A,32.614953,32.614953,0,4.054581,27.36
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-35,05-Jan-07,N/A,31.589516,31.589516,0,4.025665,28.34
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-36,05-Jan-07,N/A,30.550935,30.550935,0,4.003748,29.33
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-37,05-Jan-07,N/A,29.542378,29.542378,0,3.983711,30.31
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-38,05-Jan-07,N/A,28.626286,28.626286,0,3.95832,31.29
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-39,05-Jan-07,N/A,27.674445,27.674445,0,3.941648,32.28
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-40,05-Jan-07,N/A,26.786487,26.786487,0,3.922341,33.26
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-41,05-Jan-07,N/A,25.990173,25.990173,0,3.897037,34.24
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-42,05-Jan-07,N/A,25.178131,25.178131,0,3.877584,35.23
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-43,05-Jan-07,N/A,24.409546,24.409546,0,3.85714,36.21
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-44,05-Jan-07,N/A,23.627814,23.627814,0,3.841938,37.2
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-45,05-Jan-07,N/A,22.910918,22.910918,0,3.822965,38.18
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-46,05-Jan-07,N/A,22.20509,22.20509,0,3.806173,39.17
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-47,05-Jan-07,N/A,21.549397,21.549397,0,3.786919,40.15
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-48,05-Jan-07,N/A,20.770945,20.770945,0,3.785162,41.13
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-49,05-Jan-07,N/A,19.989914,19.989914,0,3.787132,42.11
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-50,05-Jan-07,N/A,19.183095,19.183095,0,3.795674,43.09
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-51,05-Jan-07,N/A,18.533919,18.533919,0,3.788472,44.08
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-52,05-Jan-07,N/A,17.869067,17.869067,0,3.786255,45.06
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-53,05-Jan-07,N/A,17.250602,17.250602,0,3.781293,46.04
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-54,05-Jan-07,N/A,16.678797,16.678797,0,3.773316,47.02
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-55,05-Jan-07,N/A,16.040328,16.040328,0,3.776755,48.01
Treasury Coupon Strip 07Jun2007,GB0000509207,07-Jun-07,05-Jan-07,N/A,97.891136,97.891136,0,5.239702,0.4
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-08,05-Jan-07,N/A,92.953687,92.953687,0,5.242043,1.38
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-09,05-Jan-07,N/A,88.340605,88.340605,0,5.206151,2.35
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-10,05-Jan-07,N/A,84.091183,84.091183,0,5.143094,3.33
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-11,05-Jan-07,N/A,80.197901,80.197901,0,5.064615,4.3
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-12,05-Jan-07,N/A,76.568936,76.568936,0,4.994348,5.28
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-13,05-Jan-07,N/A,73.13934,73.13934,0,4.938328,6.26
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-14,05-Jan-07,N/A,69.913724,69.913724,0,4.887473,7.24
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-15,05-Jan-07,N/A,66.924054,66.924054,0,4.831661,8.21
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-16,05-Jan-07,N/A,64.109796,64.109796,0,4.779645,9.19
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-17,05-Jan-07,N/A,61.412151,61.412151,0,4.737907,10.17
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-18,05-Jan-07,N/A,58.822215,58.822215,0,4.704375,11.15
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-19,05-Jan-07,N/A,56.375633,56.375633,0,4.671257,12.13
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-20,05-Jan-07,N/A,54.012068,54.012068,0,4.645729,13.11
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-21,05-Jan-07,N/A,51.739931,51.739931,0,4.624798,14.09
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-22,05-Jan-07,N/A,49.812733,49.812733,0,4.573276,15.07
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-23,05-Jan-07,N/A,48.023203,48.023203,0,4.519489,16.05
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-24,05-Jan-07,N/A,46.336231,46.336231,0,4.46704,17.03
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-25,05-Jan-07,N/A,44.741415,44.741415,0,4.416218,18.01
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-26,05-Jan-07,N/A,43.192107,43.192107,0,4.371785,19
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-27,05-Jan-07,N/A,41.699855,41.699855,0,4.331306,19.98
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-28,05-Jan-07,N/A,40.272426,40.272426,0,4.293042,20.96
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-29,05-Jan-07,N/A,38.933911,38.933911,0,4.253509,21.95
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-30,05-Jan-07,N/A,37.694579,37.694579,0,4.211028,22.93
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-31,05-Jan-07,N/A,36.510623,36.510623,0,4.17021,23.91
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-32,05-Jan-07,N/A,35.354688,35.354688,0,4.133652,24.9
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-33,05-Jan-07,N/A,34.234332,34.234332,0,4.099984,25.88
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-34,05-Jan-07,N/A,33.143745,33.143745,0,4.069421,26.87
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-35,05-Jan-07,N/A,32.097905,32.097905,0,4.039894,27.85
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-36,05-Jan-07,N/A,31.079973,31.079973,0,4.012947,28.83
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-37,05-Jan-07,N/A,30.04105,30.04105,0,3.993718,29.82
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-38,05-Jan-07,N/A,29.057392,29.057392,0,3.973419,30.8
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-39,05-Jan-07,N/A,28.039299,28.039299,0,3.961844,31.78
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-40,05-Jan-07,N/A,27.27465,27.27465,0,3.926497,32.77
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-41,05-Jan-07,N/A,26.428206,26.428206,0,3.904694,33.75
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-42,05-Jan-07,N/A,25.620899,25.620899,0,3.882679,34.74
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-43,05-Jan-07,N/A,24.817786,24.817786,0,3.864183,35.72
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-44,05-Jan-07,N/A,24.044512,24.044512,0,3.846148,36.71
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-45,05-Jan-07,N/A,23.306885,23.306885,0,3.827739,37.69
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-46,05-Jan-07,N/A,22.551649,22.551649,0,3.814874,38.67
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-47,05-Jan-07,N/A,21.87275,21.87275,0,3.796661,39.66
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-48,05-Jan-07,N/A,21.207781,21.207781,0,3.780084,40.64
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-49,05-Jan-07,N/A,20.2678,20.2678,0,3.799032,41.62
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-50,05-Jan-07,N/A,19.583957,19.583957,0,3.791259,42.6
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-51,05-Jan-07,N/A,19.589631,19.589631,0,3.704444,43.6
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-52,05-Jan-07,N/A,18.086153,18.086153,0,3.801241,44.57
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-53,05-Jan-07,N/A,17.525773,17.525773,0,3.78767,45.55
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-54,05-Jan-07,N/A,16.940968,16.940968,0,3.779966,46.53
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-55,05-Jan-07,N/A,16.230258,16.230258,0,3.791354,47.51
Treasury Coupon Strip 07Mar2007,GB0030470263,07-Mar-07,05-Jan-07,N/A,99.184292,99.184292,0,5.177913,0.16
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-08,05-Jan-07,N/A,94.184967,94.184967,0,5.230872,1.13
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-09,05-Jan-07,N/A,89.462451,89.462451,0,5.22162,2.11
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-10,05-Jan-07,N/A,85.128623,85.128623,0,5.160244,3.08
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-11,05-Jan-07,N/A,81.146397,81.146397,0,5.085311,4.06
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-12,05-Jan-07,N/A,77.460738,77.460738,0,5.01113,5.03
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-13,05-Jan-07,N/A,73.990883,73.990883,0,4.950162,6.01
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-14,05-Jan-07,N/A,70.708354,70.708354,0,4.89978,6.99
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-15,05-Jan-07,N/A,67.658943,67.658943,0,4.845512,7.97
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-16,05-Jan-07,N/A,64.818648,64.818648,0,4.789711,8.95
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-17,05-Jan-07,N/A,62.074268,62.074268,0,4.74869,9.92
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-18,05-Jan-07,N/A,59.465348,59.465348,0,4.712055,10.9
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-19,05-Jan-07,N/A,56.976841,56.976841,0,4.67986,11.88
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-20,05-Jan-07,N/A,54.603673,54.603673,0,4.650966,12.86
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-21,05-Jan-07,N/A,52.338764,52.338764,0,4.624858,13.84
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-22,05-Jan-07,N/A,50.262917,50.262917,0,4.589415,14.82
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-23,05-Jan-07,N/A,48.459133,48.459133,0,4.533536,15.8
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-24,05-Jan-07,N/A,46.751381,46.751381,0,4.480193,16.78
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-25,05-Jan-07,N/A,45.135228,45.135228,0,4.428817,17.77
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-26,05-Jan-07,N/A,43.58233,43.58233,0,4.38191,18.75
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-27,05-Jan-07,N/A,42.06975,42.06975,0,4.341245,19.73
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-28,05-Jan-07,N/A,40.618356,40.618356,0,4.303398,20.71
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-29,05-Jan-07,N/A,39.24832,39.24832,0,4.265298,21.7
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-30,05-Jan-07,N/A,38.005168,38.005168,0,4.221125,22.68
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-31,05-Jan-07,N/A,36.803434,36.803434,0,4.180382,23.67
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-32,05-Jan-07,N/A,35.651072,35.651072,0,4.141591,24.65
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-33,05-Jan-07,N/A,34.515233,34.515233,0,4.107982,25.63
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-34,05-Jan-07,N/A,33.406251,33.406251,0,4.077903,26.62
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-35,05-Jan-07,N/A,32.351627,32.351627,0,4.047865,27.6
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-36,05-Jan-07,N/A,31.340339,31.340339,0,4.018771,28.59
Treasury Coupon Strip 07Sep2007,GB0030470370,07-Sep-07,05-Jan-07,N/A,96.612239,96.612239,0,5.288907,0.64
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-08,05-Jan-07,N/A,91.76715,91.76715,0,5.242493,1.62
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-09,05-Jan-07,N/A,87.248791,87.248791,0,5.193934,2.59
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-10,05-Jan-07,N/A,83.087554,83.087554,0,5.12646,3.57
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-11,05-Jan-07,N/A,79.262348,79.262348,0,5.049734,4.55
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-12,05-Jan-07,N/A,75.697788,75.697788,0,4.979899,5.52
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-13,05-Jan-07,N/A,72.311535,72.311535,0,4.927219,6.5
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-14,05-Jan-07,N/A,69.143378,69.143378,0,4.875411,7.48
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-15,05-Jan-07,N/A,66.214962,66.214962,0,4.817536,8.46
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-16,05-Jan-07,N/A,63.418415,63.418415,0,4.770344,9.44
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-17,05-Jan-07,N/A,60.7559,60.7559,0,4.729497,10.41
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-18,05-Jan-07,N/A,58.206225,58.206225,0,4.695503,11.39
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-19,05-Jan-07,N/A,55.786402,55.786402,0,4.663572,12.37
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-20,05-Jan-07,N/A,53.436889,53.436889,0,4.640564,13.35
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-21,05-Jan-07,N/A,51.237713,51.237713,0,4.613695,14.33
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-22,05-Jan-07,N/A,49.353123,49.353123,0,4.560537,15.31
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-23,05-Jan-07,N/A,47.590149,47.590149,0,4.507023,16.29
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-24,05-Jan-07,N/A,45.919439,45.919439,0,4.455888,17.28
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-25,05-Jan-07,N/A,44.361516,44.361516,0,4.403556,18.26
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-26,05-Jan-07,N/A,42.810246,42.810246,0,4.362166,19.24
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-27,05-Jan-07,N/A,41.315086,41.315086,0,4.324567,20.22
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-28,05-Jan-07,N/A,39.915952,39.915952,0,4.285267,21.21
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-29,05-Jan-07,N/A,38.624113,38.624113,0,4.242446,22.19
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-30,05-Jan-07,N/A,37.398324,37.398324,0,4.200455,23.17
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-31,05-Jan-07,N/A,36.215471,36.215471,0,4.161415,24.16
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-32,05-Jan-07,N/A,35.077322,35.077322,0,4.124599,25.14
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-33,05-Jan-07,N/A,33.957343,33.957343,0,4.092533,26.13
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-34,05-Jan-07,N/A,32.860557,32.860557,0,4.0642,27.11
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-35,05-Jan-07,N/A,31.82372,31.82372,0,4.035105,28.09
1¼% Index-linked Treasury Gilt 2017,GB00B0V3WQ75,22-Nov-17,05-Jan-07,3 month,96.12,99.678169,0.168017,1.641134,10.08
1¼% Index-linked Treasury Gilt 2027,GB00B128DH60,22-Nov-27,05-Jan-07,3 month,101.2,104.752862,0.167722,1.184911,18.31
1¼% Index-linked Treasury Gilt 2055,GB00B0CNHZ09,22-Nov-55,05-Jan-07,3 month,120.26,125.659458,0.169351,0.753636,37.78
2% Index-linked Treasury Stock 2035,GB0031790826,26-Jan-35,05-Jan-07,8 month,140.93,141.957418,1.027418,1.027372,22.09
2½% Index-linked Treasury Stock 2009,GB0009071563,20-May-09,05-Jan-07,8 month,253.29,254.149747,0.859747,2.163069,2.28
2½% Index-linked Treasury Stock 2011,GB0009063578,23-Aug-11,05-Jan-07,8 month,270,272.49,2.49,2.109262,4.31
2½% Index-linked Treasury Stock 2013,GB0009036715,16-Aug-13,05-Jan-07,8 month,229.45,231.642022,2.192022,1.95446,6.02
2½% Index-linked Treasury Stock 2016,GB0009075325,26-Jul-16,05-Jan-07,8 month,257.96,260.691422,2.731422,1.766899,8.43
2½% Index-linked Treasury Stock 2020,GB0009081828,16-Apr-20,05-Jan-07,8 month,265.95,267.335169,1.385169,1.544483,11.35
2½% Index-linked Treasury Stock 2024,GB0008983024,17-Jul-24,05-Jan-07,8 month,239.06,241.46644,2.40644,1.348485,14.36
4 1/8% Index-linked Treasury Stock 2030,GB0008932666,22-Jul-30,05-Jan-07,8 month,235.89,238.678462,2.788462,1.156529,16.89
3½% War Loan,GB0009386284,,08-Jan-07,N/A,82.15,82.525,0.375,4.260338,23.37
3% Treasury Stock,GB0009031211,,08-Jan-07,N/A,67.26,68.051209,0.791209,4.46003,22.16
2½% Treasury Stock,GB0009031096,,08-Jan-07,N/A,58.68,59.366813,0.686813,4.260159,23.2
3½% Conversion Loan,GB0002212099,,08-Jan-07,N/A,80.08,81.041538,0.961538,4.370374,22.61
2½% Consolidated Stock,GB0002163805,,08-Jan-07,N/A,57.6,57.627778,0.027778,4.340267,23.03
4% Consolidated Loan,GB0002163466,,08-Jan-07,N/A,85.46,87.21,1.75,4.680413,20.94
2½% Annuities,GB0000436070,,08-Jan-07,N/A,55.18,55.207778,0.027778,4.530615,22.06
2¾% Annuities,GB0000436294,,08-Jan-07,N/A,60.04,60.070556,0.030556,4.580267,21.82
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-13,08-Jan-07,N/A,140.83,141.753077,0.923077,4.9585,5.08
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-16,08-Jan-07,N/A,93.98,95.350166,1.370166,4.785068,7.75
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-09,08-Jan-07,N/A,89.499513,89.499513,0,5.208694,2.1
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-16,08-Jan-07,N/A,63.588259,63.588259,0,4.743372,9.43
4% Treasury Stock 2009,GB0032785924,07-Mar-09,08-Jan-07,N/A,97.56,98.930166,1.370166,5.207573,2.01
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-32,08-Jan-07,N/A,35.628175,35.628175,0,4.103153,24.9
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-11,08-Jan-07,N/A,96.9,98.355801,1.455801,5.085091,3.7
4¼% Treasury Gilt 2027 WI,GB00B1L6VV18,07-Dec-27,08-Jan-07,N/A,97.5,97.896978,0.396978,4.434425,13.6
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-27,08-Jan-07,N/A,97.5,97.885302,0.385302,4.434416,13.6
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-46,08-Jan-07,N/A,103.72,104.105302,0.385302,4.060774,19.43
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-55,08-Jan-07,N/A,106.47,106.855302,0.385302,3.950029,21.23
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-27,08-Jan-07,N/A,41.17738,41.17738,0,4.288805,20.47
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-46,08-Jan-07,N/A,22.626063,22.626063,0,3.758488,39.17
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-55,08-Jan-07,N/A,17.652314,17.652314,0,3.577576,48.05
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-11,08-Jan-07,N/A,81.198174,81.198174,0,5.073,4.05
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-36,08-Jan-07,N/A,31.637408,31.637408,0,3.986152,28.59
4¼% Treasury Stock 2032,GB0004893086,07-Jun-32,08-Jan-07,N/A,99.35,99.735302,0.385302,4.292048,15.35
4¼% Treasury Stock 2036,GB0032452392,07-Mar-36,08-Jan-07,N/A,100.68,102.135801,1.455801,4.209009,16.44
4½% Treasury Princial Strip 07Mar2007,GB0034258821,07-Mar-07,08-Jan-07,N/A,99.216698,99.216698,0,5.057119,0.15
4½% Treasury Stock 2007,GB0034040740,07-Mar-07,08-Jan-07,N/A,99.89,101.431436,1.541436,5.170364,0.15
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-38,08-Jan-07,N/A,28.878543,28.878543,0,3.930627,31.29
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-10,08-Jan-07,N/A,84.122229,84.122229,0,5.136186,3.32
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-20,08-Jan-07,N/A,54.799785,54.799785,0,4.624075,12.86
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-15,08-Jan-07,N/A,66.324634,66.324634,0,4.799516,8.45
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-10,08-Jan-07,N/A,98.78,99.210632,0.430632,5.143257,3.09
4¾% Treasury Stock 2015,GB0033280339,07-Sep-15,08-Jan-07,N/A,99.38,101.007072,1.627072,4.83763,6.91
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-20,08-Jan-07,N/A,100.69,102.317072,1.627072,4.67857,9.56
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-38,08-Jan-07,N/A,110.02,110.450632,0.430632,4.178414,17.02
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-08,08-Jan-07,N/A,94.225421,94.225421,0,5.205449,1.13
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-12,08-Jan-07,N/A,77.517022,77.517022,0,4.999411,5.03
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-25,08-Jan-07,N/A,45.302677,45.302677,0,4.408653,17.77
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-14,08-Jan-07,N/A,69.219801,69.219801,0,4.862414,7.48
5% Treasury Stock 2008,GB0031734154,07-Mar-08,08-Jan-07,N/A,99.74,101.452707,1.712707,5.228133,1.09
5% Treasury Stock 2012,GB0030468747,07-Mar-12,08-Jan-07,N/A,99.94,101.652707,1.712707,5.011859,4.42
5% Treasury Stock 2014,GB0031829509,07-Sep-14,08-Jan-07,N/A,100.68,102.392707,1.712707,4.89143,6.2
5% Treasury Stock 2025,GB0030880693,07-Mar-25,08-Jan-07,N/A,105.88,107.592707,1.712707,4.521311,11.86
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-08,08-Jan-07,N/A,100.25,102.088398,1.838398,5.336051,1.55
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-09,08-Jan-07,N/A,86.197304,86.197304,0,5.171043,2.84
5¾% Treasury Stock 2009,GB0003042636,07-Dec-09,08-Jan-07,N/A,101.53,102.051291,0.521291,5.17473,2.64
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-28,08-Jan-07,N/A,39.756974,39.756974,0,4.254631,21.45
6% Treasury Stock 2028,GB0002404191,07-Dec-28,08-Jan-07,N/A,121.89,122.433956,0.543956,4.428458,13.04
6¼% Treasury Stock 2010,GB0008890161,25-Nov-10,08-Jan-07,N/A,104.02,104.796934,0.776934,5.091843,3.4
7¼% Treasury Principal Strip 07Dec2007,GB0000509314,07-Dec-07,08-Jan-07,N/A,95.341159,95.341159,0,5.315923,0.89
7¼% Treasury Stock 2007,GB0009997114,07-Dec-07,08-Jan-07,N/A,101.71,102.36728,0.65728,5.29116,0.87
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-12,08-Jan-07,N/A,111.17,114.686984,3.516984,5.203657,4.08
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-15,08-Jan-07,N/A,65.640633,65.640633,0,4.781359,8.7
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-21,08-Jan-07,N/A,51.889901,51.889901,0,4.60514,14.09
8% Treasury Stock 2009,GB0009125369,25-Sep-09,08-Jan-07,N/A,106.97,109.312541,2.342541,5.20156,2.38
8% Treasury Stock 2013,GB0008921883,27-Sep-13,08-Jan-07,N/A,117.3,119.598343,2.298343,4.938541,5.21
8% Treasury Stock 2015,GB0008881541,07-Dec-15,08-Jan-07,N/A,122.66,123.385275,0.725275,4.838033,6.6
8% Treasury Stock 2021,GB0009997999,07-Jun-21,08-Jan-07,N/A,134.36,135.085275,0.725275,4.691758,9.35
8½% Treasury Loan 2007,GB0009126557,16-Jul-07,08-Jan-07,N/A,101.65,101.488315,-0.161685,5.240321,0.51
8¾% Treasury Stock 2017,GB0008931148,25-Aug-17,08-Jan-07,N/A,133.03,136.287473,3.257473,4.753933,7.28
9% Conversion Loan 2011,GB0002215225,12-Jul-11,08-Jan-07,N/A,115.6,115.52663,-0.07337,5.084495,3.77
9% Treasury Loan 2008,GB0009128371,13-Oct-08,08-Jan-07,N/A,106.15,108.325824,2.175824,5.282447,1.6
9% Treasury Stock 2012,GB0008938465,06-Aug-12,08-Jan-07,N/A,118.76,122.575217,3.815217,5.091586,4.35
Treasury Coupon Strip 07Dec2007,GB0000509421,07-Dec-07,08-Jan-07,N/A,95.367641,95.367641,0,5.284572,0.89
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-08,08-Jan-07,N/A,90.60778,90.60778,0,5.232951,1.86
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-09,08-Jan-07,N/A,86.183222,86.183222,0,5.176805,2.84
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-10,08-Jan-07,N/A,82.129866,82.129866,0,5.099783,3.81
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-11,08-Jan-07,N/A,78.397339,78.397339,0,5.019445,4.79
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-12,08-Jan-07,N/A,74.870254,74.870254,0,4.958018,5.77
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-13,08-Jan-07,N/A,71.550448,71.550448,0,4.904308,6.74
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-14,08-Jan-07,N/A,68.456243,68.456243,0,4.849349,7.72
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-15,08-Jan-07,N/A,65.596652,65.596652,0,4.789062,8.7
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-16,08-Jan-07,N/A,62.820105,62.820105,0,4.746941,9.68
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-17,08-Jan-07,N/A,60.194843,60.194843,0,4.707284,10.66
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-18,08-Jan-07,N/A,57.668074,57.668074,0,4.675965,11.64
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-19,08-Jan-07,N/A,55.281917,55.281917,0,4.644547,12.62
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-20,08-Jan-07,N/A,52.967293,52.967293,0,4.621426,13.6
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-21,08-Jan-07,N/A,50.869362,50.869362,0,4.585234,14.58
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-22,08-Jan-07,N/A,49.028546,49.028546,0,4.530739,15.56
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-23,08-Jan-07,N/A,47.296703,47.296703,0,4.477285,16.54
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-24,08-Jan-07,N/A,45.644891,45.644891,0,4.427453,17.52
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-25,08-Jan-07,N/A,44.079709,44.079709,0,4.379353,18.5
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-26,08-Jan-07,N/A,42.554899,42.554899,0,4.337698,19.49
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-27,08-Jan-07,N/A,41.122251,41.122251,0,4.29535,20.47
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-28,08-Jan-07,N/A,39.724902,39.724902,0,4.258392,21.45
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-29,08-Jan-07,N/A,38.465488,38.465488,0,4.214174,22.44
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-30,08-Jan-07,N/A,37.261943,37.261943,0,4.171835,23.42
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-31,08-Jan-07,N/A,36.099754,36.099754,0,4.132484,24.41
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-32,08-Jan-07,N/A,34.96921,34.96921,0,4.096696,25.39
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-33,08-Jan-07,N/A,33.850682,33.850682,0,4.066192,26.37
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-34,08-Jan-07,N/A,32.778713,32.778713,0,4.036676,27.36
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-35,08-Jan-07,N/A,31.750957,31.750957,0,4.008064,28.34
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-36,08-Jan-07,N/A,30.727646,30.727646,0,3.984451,29.33
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-37,08-Jan-07,N/A,29.74908,29.74908,0,3.961063,30.31
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-38,08-Jan-07,N/A,28.807139,28.807139,0,3.938538,31.29
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-39,08-Jan-07,N/A,27.906108,27.906108,0,3.916152,32.28
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-40,08-Jan-07,N/A,27.031086,27.031086,0,3.895331,33.26
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-41,08-Jan-07,N/A,26.206823,26.206823,0,3.873106,34.25
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-42,08-Jan-07,N/A,25.374047,25.374047,0,3.855881,35.23
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-43,08-Jan-07,N/A,24.602841,24.602841,0,3.835649,36.21
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-44,08-Jan-07,N/A,23.829733,23.829733,0,3.819342,37.2
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-45,08-Jan-07,N/A,23.112185,23.112185,0,3.80033,38.18
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-46,08-Jan-07,N/A,22.400688,22.400688,0,3.784045,39.17
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-47,08-Jan-07,N/A,21.740683,21.740683,0,3.765165,40.15
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-48,08-Jan-07,N/A,20.935611,20.935611,0,3.766215,41.13
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-49,08-Jan-07,N/A,20.17357,20.17357,0,3.765661,42.12
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-50,08-Jan-07,N/A,19.342726,19.342726,0,3.776683,43.1
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-51,08-Jan-07,N/A,18.688514,18.688514,0,3.76986,44.08
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-52,08-Jan-07,N/A,18.022585,18.022585,0,3.767499,45.06
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-53,08-Jan-07,N/A,17.404935,17.404935,0,3.762172,46.04
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-54,08-Jan-07,N/A,16.830007,16.830007,0,3.754342,47.03
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-55,08-Jan-07,N/A,16.20313,16.20313,0,3.755933,48.01
Treasury Coupon Strip 07Jun2007,GB0000509207,07-Jun-07,08-Jan-07,N/A,97.900911,97.900911,0,5.250293,0.4
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-08,08-Jan-07,N/A,92.965504,92.965504,0,5.243138,1.37
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-09,08-Jan-07,N/A,88.352828,88.352828,0,5.206272,2.35
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-10,08-Jan-07,N/A,84.110831,84.110831,0,5.140262,3.32
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-11,08-Jan-07,N/A,80.2237,80.2237,0,5.060331,4.3
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-12,08-Jan-07,N/A,76.606526,76.606526,0,4.987616,5.28
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-13,08-Jan-07,N/A,73.188776,73.188776,0,4.929668,6.26
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-14,08-Jan-07,N/A,69.97412,69.97412,0,4.877368,7.23
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-15,08-Jan-07,N/A,66.995022,66.995022,0,4.820351,8.21
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-16,08-Jan-07,N/A,64.187684,64.187684,0,4.767845,9.19
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-17,08-Jan-07,N/A,61.500368,61.500368,0,4.725055,10.17
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-18,08-Jan-07,N/A,58.921959,58.921959,0,4.690322,11.15
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-19,08-Jan-07,N/A,56.464963,56.464963,0,4.659247,12.13
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-20,08-Jan-07,N/A,54.121086,54.121086,0,4.631306,13.11
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-21,08-Jan-07,N/A,51.847558,51.847558,0,4.610936,14.08
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-22,08-Jan-07,N/A,49.93024,49.93024,0,4.558461,15.07
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-23,08-Jan-07,N/A,48.144195,48.144195,0,4.504574,16.05
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-24,08-Jan-07,N/A,46.459706,46.459706,0,4.452126,17.03
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-25,08-Jan-07,N/A,44.855412,44.855412,0,4.402756,18.01
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-26,08-Jan-07,N/A,43.309496,43.309496,0,4.358122,19
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-27,08-Jan-07,N/A,41.825264,41.825264,0,4.316863,19.98
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-28,08-Jan-07,N/A,40.422417,40.422417,0,4.275863,20.96
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-29,08-Jan-07,N/A,39.08872,39.08872,0,4.235952,21.94
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-30,08-Jan-07,N/A,37.862147,37.862147,0,4.192181,22.93
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-31,08-Jan-07,N/A,36.680127,36.680127,0,4.151313,23.91
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-32,08-Jan-07,N/A,35.522697,35.522697,0,4.115061,24.9
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-33,08-Jan-07,N/A,34.406851,34.406851,0,4.080992,25.88
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-34,08-Jan-07,N/A,33.319246,33.319246,0,4.050174,26.87
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-35,08-Jan-07,N/A,32.262986,32.262986,0,4.021868,27.85
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-36,08-Jan-07,N/A,31.249457,31.249457,0,3.994464,28.83
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-37,08-Jan-07,N/A,30.228659,30.228659,0,3.973202,29.82
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-38,08-Jan-07,N/A,29.250198,29.250198,0,3.952297,30.8
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-39,08-Jan-07,N/A,28.281289,28.281289,0,3.935144,31.78
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-40,08-Jan-07,N/A,27.504108,27.504108,0,3.901256,32.77
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-41,08-Jan-07,N/A,26.65392,26.65392,0,3.879813,33.75
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-42,08-Jan-07,N/A,25.82575,25.82575,0,3.860057,34.74
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-43,08-Jan-07,N/A,25.026782,25.026782,0,3.841001,35.72
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-44,08-Jan-07,N/A,24.217811,24.217811,0,3.826868,36.71
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-45,08-Jan-07,N/A,23.47857,23.47857,0,3.808542,37.69
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-46,08-Jan-07,N/A,22.734775,22.734775,0,3.794231,38.68
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-47,08-Jan-07,N/A,22.065885,22.065885,0,3.774755,39.66
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-48,08-Jan-07,N/A,21.418099,21.418099,0,3.756057,40.65
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-49,08-Jan-07,N/A,20.424924,20.424924,0,3.780726,41.62
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-50,08-Jan-07,N/A,19.705599,19.705599,0,3.776967,42.6
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-51,08-Jan-07,N/A,19.777301,19.777301,0,3.682809,43.61
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-52,08-Jan-07,N/A,18.264268,18.264268,0,3.779483,44.57
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-53,08-Jan-07,N/A,17.680148,17.680148,0,3.768642,45.55
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-54,08-Jan-07,N/A,17.094642,17.094642,0,3.76078,46.53
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-55,08-Jan-07,N/A,16.410195,16.410195,0,3.768365,47.51
Treasury Coupon Strip 07Mar2007,GB0030470263,07-Mar-07,08-Jan-07,N/A,99.197129,99.197129,0,5.185601,0.15
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-08,08-Jan-07,N/A,94.195608,94.195608,0,5.233503,1.13
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-09,08-Jan-07,N/A,89.474791,89.474791,0,5.221832,2.1
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-10,08-Jan-07,N/A,85.144217,85.144217,0,5.158866,3.08
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-11,08-Jan-07,N/A,81.169815,81.169815,0,5.081616,4.05
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-12,08-Jan-07,N/A,77.494192,77.494192,0,5.005266,5.03
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-13,08-Jan-07,N/A,74.041267,74.041267,0,4.941082,6.01
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-14,08-Jan-07,N/A,70.768022,70.768022,0,4.889621,6.99
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-15,08-Jan-07,N/A,67.727095,67.727095,0,4.834532,7.96
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-16,08-Jan-07,N/A,64.892985,64.892985,0,4.778357,8.94
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-17,08-Jan-07,N/A,62.159491,62.159491,0,4.736169,9.92
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-18,08-Jan-07,N/A,59.562679,59.562679,0,4.698232,10.9
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-19,08-Jan-07,N/A,57.065945,57.065945,0,4.667782,11.88
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-20,08-Jan-07,N/A,54.70827,54.70827,0,4.637072,12.86
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-21,08-Jan-07,N/A,52.444315,52.444315,0,4.611212,13.84
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-22,08-Jan-07,N/A,50.377391,50.377391,0,4.574908,14.82
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-23,08-Jan-07,N/A,48.580207,48.580207,0,4.518527,15.8
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-24,08-Jan-07,N/A,46.87685,46.87685,0,4.464952,16.78
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-25,08-Jan-07,N/A,45.246556,45.246556,0,4.41563,17.77
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-26,08-Jan-07,N/A,43.696721,43.696721,0,4.368567,18.75
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-27,08-Jan-07,N/A,42.194406,42.194406,0,4.326851,19.73
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-28,08-Jan-07,N/A,40.750324,40.750324,0,4.288306,20.71
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-29,08-Jan-07,N/A,39.404457,39.404457,0,4.247535,21.7
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-30,08-Jan-07,N/A,38.170675,38.170675,0,4.202474,22.68
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-31,08-Jan-07,N/A,36.973352,36.973352,0,4.1614,23.67
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-32,08-Jan-07,N/A,35.821514,35.821514,0,4.122701,24.65
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-33,08-Jan-07,N/A,34.688208,34.688208,0,4.088918,25.63
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-34,08-Jan-07,N/A,33.581863,33.581863,0,4.058623,26.62
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-35,08-Jan-07,N/A,32.514103,32.514103,0,4.030116,27.6
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-36,08-Jan-07,N/A,31.517312,31.517312,0,3.999456,28.59
Treasury Coupon Strip 07Sep2007,GB0030470370,07-Sep-07,08-Jan-07,N/A,96.620547,96.620547,0,5.297996,0.64
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-08,08-Jan-07,N/A,91.778115,91.778115,0,5.243947,1.62
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-09,08-Jan-07,N/A,87.263996,87.263996,0,5.192675,2.59
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-10,08-Jan-07,N/A,83.108033,83.108033,0,5.12347,3.57
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-11,08-Jan-07,N/A,79.290899,79.290899,0,5.044839,4.54
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-12,08-Jan-07,N/A,75.739424,75.739424,0,4.9724,5.52
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-13,08-Jan-07,N/A,72.368821,72.368821,0,4.917101,6.5
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-14,08-Jan-07,N/A,69.204139,69.204139,0,4.865441,7.48
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-15,08-Jan-07,N/A,66.282701,66.282701,0,4.806997,8.45
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-16,08-Jan-07,N/A,63.498801,63.498801,0,4.758296,9.43
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-17,08-Jan-07,N/A,60.847087,60.847087,0,4.716333,10.41
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-18,08-Jan-07,N/A,58.311535,58.311535,0,4.680759,11.39
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-19,08-Jan-07,N/A,55.877138,55.877138,0,4.651463,12.37
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-20,08-Jan-07,N/A,53.542724,53.542724,0,4.626691,13.35
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-21,08-Jan-07,N/A,51.349407,51.349407,0,4.599376,14.33
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-22,08-Jan-07,N/A,49.472064,49.472064,0,4.545627,15.31
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-23,08-Jan-07,N/A,47.719026,47.719026,0,4.491178,16.29
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-24,08-Jan-07,N/A,46.048085,46.048085,0,4.440396,17.27
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-25,08-Jan-07,N/A,44.47457,44.47457,0,4.390274,18.26
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-26,08-Jan-07,N/A,42.930908,42.930908,0,4.348156,19.24
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-27,08-Jan-07,N/A,41.45162,41.45162,0,4.308835,20.22
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-28,08-Jan-07,N/A,40.069346,40.069346,0,4.267731,21.2
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Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-30,08-Jan-07,N/A,37.566486,37.566486,0,4.181589,23.17
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-31,08-Jan-07,N/A,36.387624,36.387624,0,4.142254,24.16
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-32,08-Jan-07,N/A,35.249006,35.249006,0,4.105626,25.14
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-33,08-Jan-07,N/A,34.135557,34.135557,0,4.072924,26.13
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-34,08-Jan-07,N/A,33.033949,33.033949,0,4.045196,27.11
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-35,08-Jan-07,N/A,31.991217,31.991217,0,4.016811,28.09
1¼% Index-linked Treasury Gilt 2017,GB00B0V3WQ75,22-Nov-17,08-Jan-07,3 month,96.27,99.848607,0.171612,1.625781,10.08
1¼% Index-linked Treasury Gilt 2027,GB00B128DH60,22-Nov-27,08-Jan-07,3 month,101.67,105.254372,0.17131,1.159648,18.32
1¼% Index-linked Treasury Gilt 2055,GB00B0CNHZ09,22-Nov-55,08-Jan-07,3 month,121.64,127.116476,0.172972,0.723487,37.86
2% Index-linked Treasury Stock 2035,GB0031790826,26-Jan-35,08-Jan-07,8 month,141.85,142.883607,1.033607,0.998439,22.12
2½% Index-linked Treasury Stock 2009,GB0009071563,20-May-09,08-Jan-07,8 month,253.33,254.207293,0.877293,2.159321,2.28
2½% Index-linked Treasury Stock 2011,GB0009063578,23-Aug-11,08-Jan-07,8 month,270.11,272.618043,2.508043,2.101551,4.31
2½% Index-linked Treasury Stock 2013,GB0009036715,16-Aug-13,08-Jan-07,8 month,229.64,231.847139,2.207139,1.941973,6.02
2½% Index-linked Treasury Stock 2016,GB0009075325,26-Jul-16,08-Jan-07,8 month,258.32,261.067876,2.747876,1.751293,8.43
2½% Index-linked Treasury Stock 2020,GB0009081828,16-Apr-20,08-Jan-07,8 month,266.5,267.901659,1.401659,1.526919,11.35
2½% Index-linked Treasury Stock 2024,GB0008983024,17-Jul-24,08-Jan-07,8 month,239.73,239.619991,-0.110009,1.329677,14.52
4 1/8% Index-linked Treasury Stock 2030,GB0008932666,22-Jul-30,08-Jan-07,8 month,236.98,239.784865,2.804865,1.129826,16.91
3½% War Loan,GB0009386284,,09-Jan-07,N/A,82.02,82.404615,0.384615,4.267087,23.33
3% Treasury Stock,GB0009031211,,09-Jan-07,N/A,67.15,67.949451,0.799451,4.467335,22.12
2½% Treasury Stock,GB0009031096,,09-Jan-07,N/A,58.58,59.273681,0.693681,4.267431,23.16
3½% Conversion Loan,GB0002212099,,09-Jan-07,N/A,79.96,80.931154,0.971154,4.376932,22.58
2½% Consolidated Stock,GB0002163805,,09-Jan-07,N/A,57.51,57.544722,0.034722,4.347057,22.99
4% Consolidated Loan,GB0002163466,,09-Jan-07,N/A,85.34,87.10087,1.76087,4.686999,20.91
2½% Annuities,GB0000436070,,09-Jan-07,N/A,55.1,55.134722,0.034722,4.53719,22.03
2¾% Annuities,GB0000436294,,09-Jan-07,N/A,59.95,59.988194,0.038194,4.58714,21.79
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-13,09-Jan-07,N/A,140.73,141.686044,0.956044,4.970463,5.08
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-16,09-Jan-07,N/A,93.9,95.281215,1.381215,4.796098,7.74
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-09,09-Jan-07,N/A,89.482422,89.482422,0,5.224552,2.1
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-16,09-Jan-07,N/A,63.529292,63.529292,0,4.754583,9.43
4% Treasury Stock 2009,GB0032785924,07-Mar-09,09-Jan-07,N/A,97.53,98.911215,1.381215,5.224213,2
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-32,09-Jan-07,N/A,35.606367,35.606367,0,4.10606,24.9
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-11,09-Jan-07,N/A,96.85,98.317541,1.467541,5.09937,3.7
4¼% Treasury Gilt 2027 WI,GB00B1L6VV18,07-Dec-27,09-Jan-07,N/A,97.49,97.886978,0.396978,4.435176,13.6
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-27,09-Jan-07,N/A,97.49,97.886978,0.396978,4.435176,13.6
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-46,09-Jan-07,N/A,103.66,104.056978,0.396978,4.063733,19.42
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-55,09-Jan-07,N/A,106.41,106.806978,0.396978,3.952667,21.22
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-27,09-Jan-07,N/A,41.170393,41.170393,0,4.290204,20.47
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-46,09-Jan-07,N/A,22.590082,22.590082,0,3.762812,39.17
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-55,09-Jan-07,N/A,17.674612,17.674612,0,3.575152,48.05
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-11,09-Jan-07,N/A,81.169825,81.169825,0,5.085034,4.05
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-36,09-Jan-07,N/A,31.622926,31.622926,0,3.988135,28.58
4¼% Treasury Stock 2032,GB0004893086,07-Jun-32,09-Jan-07,N/A,99.28,99.676978,0.396978,4.296619,15.35
4¼% Treasury Stock 2036,GB0032452392,07-Mar-36,09-Jan-07,N/A,100.61,102.077541,1.467541,4.213182,16.43
4½% Treasury Princial Strip 07Mar2007,GB0034258821,07-Mar-07,09-Jan-07,N/A,99.229537,99.229537,0,5.062797,0.15
4½% Treasury Stock 2007,GB0034040740,07-Mar-07,09-Jan-07,N/A,99.89,101.443867,1.553867,5.182609,0.15
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-38,09-Jan-07,N/A,28.885164,28.885164,0,3.930236,31.29
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-10,09-Jan-07,N/A,84.094362,84.094362,0,5.150357,3.32
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-20,09-Jan-07,N/A,54.762725,54.762725,0,4.630318,12.86
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-15,09-Jan-07,N/A,66.269901,66.269901,0,4.810835,8.45
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-10,09-Jan-07,N/A,98.73,99.173681,0.443681,5.159823,3.09
4¾% Treasury Stock 2015,GB0033280339,07-Sep-15,09-Jan-07,N/A,99.29,100.930193,1.640193,4.850564,6.91
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-20,09-Jan-07,N/A,100.6,102.240193,1.640193,4.687769,9.56
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-38,09-Jan-07,N/A,109.95,110.393681,0.443681,4.182114,17.01
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-08,09-Jan-07,N/A,94.21929,94.21929,0,5.223846,1.13
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-12,09-Jan-07,N/A,77.480172,77.480172,0,5.011579,5.03
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-25,09-Jan-07,N/A,45.27205,45.27205,0,4.413138,17.76
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-14,09-Jan-07,N/A,69.166205,69.166205,0,4.874555,7.47
5% Treasury Stock 2008,GB0031734154,07-Mar-08,09-Jan-07,N/A,99.72,101.446519,1.726519,5.246812,1.09
5% Treasury Stock 2012,GB0030468747,07-Mar-12,09-Jan-07,N/A,99.87,101.596519,1.726519,5.027464,4.42
5% Treasury Stock 2014,GB0031829509,07-Sep-14,09-Jan-07,N/A,100.59,102.316519,1.726519,4.905592,6.2
5% Treasury Stock 2025,GB0030880693,07-Mar-25,09-Jan-07,N/A,105.79,107.516519,1.726519,4.528326,11.86
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-08,09-Jan-07,N/A,100.22,102.073591,1.853591,5.354879,1.54
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-09,09-Jan-07,N/A,86.176977,86.176977,0,5.184318,2.83
5¾% Treasury Stock 2009,GB0003042636,07-Dec-09,09-Jan-07,N/A,101.49,102.027088,0.537088,5.189041,2.64
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-28,09-Jan-07,N/A,39.731583,39.731583,0,4.258148,21.45
6% Treasury Stock 2028,GB0002404191,07-Dec-28,09-Jan-07,N/A,121.82,122.38044,0.56044,4.432736,13.03
6¼% Treasury Stock 2010,GB0008890161,25-Nov-10,09-Jan-07,N/A,103.96,104.754199,0.794199,5.107942,3.4
7¼% Treasury Principal Strip 07Dec2007,GB0000509314,07-Dec-07,09-Jan-07,N/A,95.342072,95.342072,0,5.33116,0.88
7¼% Treasury Stock 2007,GB0009997114,07-Dec-07,09-Jan-07,N/A,101.69,102.367198,0.677198,5.307814,0.87
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-12,09-Jan-07,N/A,111.09,114.628043,3.538043,5.219689,4.08
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-15,09-Jan-07,N/A,65.576028,65.576028,0,4.794172,8.7
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-21,09-Jan-07,N/A,51.857744,51.857744,0,4.61043,14.08
8% Treasury Stock 2009,GB0009125369,25-Sep-09,09-Jan-07,N/A,106.93,109.294641,2.364641,5.214401,2.38
8% Treasury Stock 2013,GB0008921883,27-Sep-13,09-Jan-07,N/A,117.22,119.540442,2.320442,4.95042,5.21
8% Treasury Stock 2015,GB0008881541,07-Dec-15,09-Jan-07,N/A,122.54,123.287253,0.747253,4.852074,6.59
8% Treasury Stock 2021,GB0009997999,07-Jun-21,09-Jan-07,N/A,134.26,135.007253,0.747253,4.699306,9.34
8½% Treasury Loan 2007,GB0009126557,16-Jul-07,09-Jan-07,N/A,101.63,101.491413,-0.138587,5.262194,0.5
8¾% Treasury Stock 2017,GB0008931148,25-Aug-17,09-Jan-07,N/A,132.91,136.19125,3.28125,4.765391,7.28
9% Conversion Loan 2011,GB0002215225,12-Jul-11,09-Jan-07,N/A,115.53,115.481087,-0.048913,5.098595,3.76
9% Treasury Loan 2008,GB0009128371,13-Oct-08,09-Jan-07,N/A,106.12,108.320549,2.200549,5.294499,1.59
9% Treasury Stock 2012,GB0008938465,06-Aug-12,09-Jan-07,N/A,118.67,122.509674,3.839674,5.107023,4.35
Treasury Coupon Strip 07Dec2007,GB0000509421,07-Dec-07,09-Jan-07,N/A,95.36851,95.36851,0,5.299765,0.88
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-08,09-Jan-07,N/A,90.593567,90.593567,0,5.249033,1.86
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-09,09-Jan-07,N/A,86.160989,86.160989,0,5.190867,2.83
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-10,09-Jan-07,N/A,82.098906,82.098906,0,5.113313,3.81
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-11,09-Jan-07,N/A,78.362826,78.362826,0,5.03149,4.79
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-12,09-Jan-07,N/A,74.831193,74.831193,0,4.969407,5.76
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-13,09-Jan-07,N/A,71.500654,71.500654,0,4.91661,6.74
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-14,09-Jan-07,N/A,68.403998,68.403998,0,4.860945,7.72
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-15,09-Jan-07,N/A,65.535747,65.535747,0,4.801236,8.7
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-16,09-Jan-07,N/A,62.763557,62.763557,0,4.757579,9.68
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-17,09-Jan-07,N/A,60.144329,60.144329,0,4.716363,10.66
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-18,09-Jan-07,N/A,57.640596,57.640596,0,4.681153,11.63
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-19,09-Jan-07,N/A,55.247083,55.247083,0,4.650544,12.61
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-20,09-Jan-07,N/A,52.933752,52.933752,0,4.62701,13.59
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-21,09-Jan-07,N/A,50.842373,50.842373,0,4.58973,14.57
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-22,09-Jan-07,N/A,48.997133,48.997133,0,4.535651,15.55
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-23,09-Jan-07,N/A,47.26699,47.26699,0,4.481821,16.54
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-24,09-Jan-07,N/A,45.61072,45.61072,0,4.432415,17.52
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-25,09-Jan-07,N/A,44.051091,44.051091,0,4.383507,18.5
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-26,09-Jan-07,N/A,42.548365,42.548365,0,4.339091,19.48
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-27,09-Jan-07,N/A,41.114104,41.114104,0,4.296889,20.47
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-28,09-Jan-07,N/A,39.710354,39.710354,0,4.26064,21.45
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-29,09-Jan-07,N/A,38.447382,38.447382,0,4.216783,22.43
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-30,09-Jan-07,N/A,37.249498,37.249498,0,4.173746,23.42
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-31,09-Jan-07,N/A,36.080625,36.080625,0,4.135117,24.4
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-32,09-Jan-07,N/A,34.951982,34.951982,0,4.099076,25.39
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-33,09-Jan-07,N/A,33.835784,33.835784,0,4.068281,26.37
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-34,09-Jan-07,N/A,32.7485,32.7485,0,4.040448,27.35
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-35,09-Jan-07,N/A,31.730319,31.730319,0,4.010743,28.34
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-36,09-Jan-07,N/A,30.704871,30.704871,0,3.987349,29.32
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-37,09-Jan-07,N/A,29.736583,29.736583,0,3.962805,30.31
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-38,09-Jan-07,N/A,28.810462,28.810462,0,3.938511,31.29
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-39,09-Jan-07,N/A,27.89941,27.89941,0,3.917226,32.27
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-40,09-Jan-07,N/A,27.017961,27.017961,0,3.89711,33.26
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-41,09-Jan-07,N/A,26.199048,26.199048,0,3.87428,34.24
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-42,09-Jan-07,N/A,25.367336,25.367336,0,3.85693,35.23
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-43,09-Jan-07,N/A,24.598089,24.598089,0,3.83647,36.21
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-44,09-Jan-07,N/A,23.831881,23.831881,0,3.81938,37.2
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-45,09-Jan-07,N/A,23.116594,23.116594,0,3.800102,38.18
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-46,09-Jan-07,N/A,22.397897,22.397897,0,3.784626,39.17
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-47,09-Jan-07,N/A,21.76428,21.76428,0,3.762718,40.15
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-48,09-Jan-07,N/A,20.939316,20.939316,0,3.766034,41.13
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-49,09-Jan-07,N/A,20.154128,20.154128,0,3.768194,42.11
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-50,09-Jan-07,N/A,19.30445,19.30445,0,3.781518,43.09
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-51,09-Jan-07,N/A,18.661698,18.661698,0,3.773351,44.08
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-52,09-Jan-07,N/A,17.997351,17.997351,0,3.770836,45.06
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-53,09-Jan-07,N/A,17.38149,17.38149,0,3.765322,46.04
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-54,09-Jan-07,N/A,16.794154,16.794154,0,3.759095,47.02
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-55,09-Jan-07,N/A,16.184253,16.184253,0,3.758574,48
Treasury Coupon Strip 07Jun2007,GB0000509207,07-Jun-07,09-Jan-07,N/A,97.908948,97.908948,0,5.26551,0.4
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-08,09-Jan-07,N/A,92.955828,92.955828,0,5.261106,1.37
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-09,09-Jan-07,N/A,88.335189,88.335189,0,5.220805,2.35
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-10,09-Jan-07,N/A,84.085121,84.085121,0,5.153666,3.32
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-11,09-Jan-07,N/A,80.192775,80.192775,0,5.072496,4.3
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-12,09-Jan-07,N/A,76.570974,76.570974,0,4.998982,5.27
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-13,09-Jan-07,N/A,73.147217,73.147217,0,4.940892,6.25
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-14,09-Jan-07,N/A,69.923406,69.923406,0,4.889227,7.23
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-15,09-Jan-07,N/A,66.938925,66.938925,0,4.83215,8.21
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-16,09-Jan-07,N/A,64.12881,64.12881,0,4.779242,9.19
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-17,09-Jan-07,N/A,61.446057,61.446057,0,4.735008,10.17
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-18,09-Jan-07,N/A,58.874586,58.874586,0,4.698682,11.14
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-19,09-Jan-07,N/A,56.423557,56.423557,0,4.666341,12.12
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-20,09-Jan-07,N/A,54.085249,54.085249,0,4.637321,13.1
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-21,09-Jan-07,N/A,51.815151,51.815151,0,4.616265,14.08
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-22,09-Jan-07,N/A,49.899763,49.899763,0,4.563336,15.06
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-23,09-Jan-07,N/A,48.113326,48.113326,0,4.509334,16.04
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-24,09-Jan-07,N/A,46.429998,46.429998,0,4.456593,17.03
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-25,09-Jan-07,N/A,44.817297,44.817297,0,4.408141,18.01
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-26,09-Jan-07,N/A,43.283555,43.283555,0,4.3619,18.99
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-27,09-Jan-07,N/A,41.827464,41.827464,0,4.317187,19.98
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-28,09-Jan-07,N/A,40.413062,40.413062,0,4.277522,20.96
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-29,09-Jan-07,N/A,39.07605,39.07605,0,4.237955,21.94
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-30,09-Jan-07,N/A,37.851009,37.851009,0,4.193962,22.93
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-31,09-Jan-07,N/A,36.666958,36.666958,0,4.153287,23.91
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-32,09-Jan-07,N/A,35.51131,35.51131,0,4.116799,24.89
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-33,09-Jan-07,N/A,34.389721,34.389721,0,4.083345,25.88
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-34,09-Jan-07,N/A,33.298233,33.298233,0,4.052933,26.86
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-35,09-Jan-07,N/A,32.234293,32.234293,0,4.025456,27.85
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-36,09-Jan-07,N/A,31.225965,31.225965,0,3.997449,28.83
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-37,09-Jan-07,N/A,30.214199,30.214199,0,3.975169,29.81
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-38,09-Jan-07,N/A,29.254154,29.254154,0,3.952207,30.8
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-39,09-Jan-07,N/A,28.248795,28.248795,0,3.939099,31.78
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-40,09-Jan-07,N/A,27.498839,27.498839,0,3.902165,32.77
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-41,09-Jan-07,N/A,26.644917,26.644917,0,3.881126,33.75
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-42,09-Jan-07,N/A,25.816129,25.816129,0,3.861432,34.74
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-43,09-Jan-07,N/A,25.021987,25.021987,0,3.84183,35.72
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-44,09-Jan-07,N/A,24.212069,24.212069,0,3.827798,36.7
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-45,09-Jan-07,N/A,23.476001,23.476001,0,3.809108,37.69
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-46,09-Jan-07,N/A,22.728973,22.728973,0,3.795158,38.67
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-47,09-Jan-07,N/A,22.059209,22.059209,0,3.775777,39.66
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-48,09-Jan-07,N/A,21.415638,21.415638,0,3.756592,40.64
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-49,09-Jan-07,N/A,20.390994,20.390994,0,3.784968,41.62
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-50,09-Jan-07,N/A,19.663227,19.663227,0,3.782261,42.6
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-51,09-Jan-07,N/A,19.764222,19.764222,0,3.684556,43.6
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-52,09-Jan-07,N/A,18.245992,18.245992,0,3.781961,44.56
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-53,09-Jan-07,N/A,17.656516,17.656516,0,3.771804,45.55
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-54,09-Jan-07,N/A,17.070235,17.070235,0,3.764071,46.53
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-55,09-Jan-07,N/A,16.394837,16.394837,0,3.770551,47.51
Treasury Coupon Strip 07Mar2007,GB0030470263,07-Mar-07,09-Jan-07,N/A,99.210301,99.210301,0,5.191334,0.15
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-08,09-Jan-07,N/A,94.190229,94.190229,0,5.251261,1.13
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-09,09-Jan-07,N/A,89.458565,89.458565,0,5.237251,2.1
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-10,09-Jan-07,N/A,85.120768,85.120768,0,5.172398,3.08
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-11,09-Jan-07,N/A,81.138688,81.138688,0,5.094504,4.05
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-12,09-Jan-07,N/A,77.458999,77.458999,0,5.017014,5.03
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-13,09-Jan-07,N/A,74.002479,74.002479,0,4.952051,6.01
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-14,09-Jan-07,N/A,70.719214,70.719214,0,4.90141,6.98
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-15,09-Jan-07,N/A,67.671959,67.671959,0,4.846418,7.96
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-16,09-Jan-07,N/A,64.834176,64.834176,0,4.789957,8.94
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-17,09-Jan-07,N/A,62.105547,62.105547,0,4.746225,9.92
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-18,09-Jan-07,N/A,59.51375,59.51375,0,4.70695,10.9
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-19,09-Jan-07,N/A,57.020835,57.020835,0,4.675513,11.88
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-20,09-Jan-07,N/A,54.668761,54.668761,0,4.643676,12.86
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-21,09-Jan-07,N/A,52.411672,52.411672,0,4.616622,13.84
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-22,09-Jan-07,N/A,50.35543,50.35543,0,4.578695,14.82
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-23,09-Jan-07,N/A,48.548568,48.548568,0,4.523432,15.8
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-24,09-Jan-07,N/A,46.846179,46.846179,0,4.469579,16.78
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-25,09-Jan-07,N/A,45.210775,45.210775,0,4.420763,17.76
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-26,09-Jan-07,N/A,43.68765,43.68765,0,4.370311,18.75
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-27,09-Jan-07,N/A,42.190829,42.190829,0,4.32788,19.73
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-28,09-Jan-07,N/A,40.751238,40.751238,0,4.288763,20.71
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-29,09-Jan-07,N/A,39.390568,39.390568,0,4.249695,21.69
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-30,09-Jan-07,N/A,38.154089,38.154089,0,4.204897,22.68
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-31,09-Jan-07,N/A,36.960714,36.960714,0,4.163325,23.66
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-32,09-Jan-07,N/A,35.800114,35.800114,0,4.125583,24.65
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-33,09-Jan-07,N/A,34.672165,34.672165,0,4.091159,25.63
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-34,09-Jan-07,N/A,33.563763,33.563763,0,4.061065,26.61
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-35,09-Jan-07,N/A,32.493234,32.493234,0,4.032842,27.6
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-36,09-Jan-07,N/A,31.499421,31.499421,0,4.001826,28.58
Treasury Coupon Strip 07Sep2007,GB0030470370,07-Sep-07,09-Jan-07,N/A,96.618693,96.618693,0,5.323654,0.64
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-08,09-Jan-07,N/A,91.765976,91.765976,0,5.261019,1.61
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-09,09-Jan-07,N/A,87.24445,87.24445,0,5.206806,2.59
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-10,09-Jan-07,N/A,83.080619,83.080619,0,5.136651,3.56
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-11,09-Jan-07,N/A,79.259267,79.259267,0,5.056659,4.54
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-12,09-Jan-07,N/A,75.702247,75.702247,0,4.983757,5.52
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-13,09-Jan-07,N/A,72.326696,72.326696,0,4.928132,6.49
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-14,09-Jan-07,N/A,69.150085,69.150085,0,4.877674,7.47
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-15,09-Jan-07,N/A,66.227041,66.227041,0,4.81849,8.45
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-16,09-Jan-07,N/A,63.440531,63.440531,0,4.769409,9.43
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-17,09-Jan-07,N/A,60.794994,60.794994,0,4.725799,10.41
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-18,09-Jan-07,N/A,58.268024,58.268024,0,4.688436,11.39
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-19,09-Jan-07,N/A,55.835104,55.835104,0,4.658575,12.37
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-20,09-Jan-07,N/A,53.507489,53.507489,0,4.63257,13.35
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-21,09-Jan-07,N/A,51.318216,51.318216,0,4.604495,14.32
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-22,09-Jan-07,N/A,49.444572,49.444572,0,4.55007,15.31
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-23,09-Jan-07,N/A,47.686322,47.686322,0,4.49614,16.29
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-24,09-Jan-07,N/A,46.013817,46.013817,0,4.445409,17.27
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-25,09-Jan-07,N/A,44.443604,44.443604,0,4.394747,18.25
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-26,09-Jan-07,N/A,42.923758,42.923758,0,4.34964,19.24
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-27,09-Jan-07,N/A,41.438805,41.438805,0,4.310947,20.22
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-28,09-Jan-07,N/A,40.055329,40.055329,0,4.269931,21.2
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-29,09-Jan-07,N/A,38.767632,38.767632,0,4.226773,22.19
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-30,09-Jan-07,N/A,37.553443,37.553443,0,4.183581,23.17
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-31,09-Jan-07,N/A,36.368835,36.368835,0,4.144862,24.15
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-32,09-Jan-07,N/A,35.23114,35.23114,0,4.108089,25.14
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-33,09-Jan-07,N/A,34.114476,34.114476,0,4.075716,26.12
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-34,09-Jan-07,N/A,33.016461,33.016461,0,4.047558,27.11
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-35,09-Jan-07,N/A,31.971754,31.971754,0,4.019368,28.09
1¼% Index-linked Treasury Gilt 2017 WI,GB00B1L6W079,22-Nov-17,09-Jan-07,3 month,96.11,99.830417,0.207596,1.643184,10.05
1¼% Index-linked Treasury Gilt 2017,GB00B0V3WQ75,22-Nov-17,09-Jan-07,3 month,96.12,99.708428,0.175207,1.641318,10.08
1¼% Index-linked Treasury Gilt 2027,GB00B128DH60,22-Nov-27,09-Jan-07,3 month,101.38,104.969376,0.174898,1.175207,18.31
1¼% Index-linked Treasury Gilt 2055,GB00B0CNHZ09,22-Nov-55,09-Jan-07,3 month,120.98,126.445842,0.176596,0.737824,37.82
2% Index-linked Treasury Stock 2035,GB0031790826,26-Jan-35,09-Jan-07,8 month,141.27,142.309797,1.039797,1.017129,22.1
2½% Index-linked Treasury Stock 2009,GB0009071563,20-May-09,09-Jan-07,8 month,253.25,254.144839,0.894839,2.176328,2.27
2½% Index-linked Treasury Stock 2011,GB0009063578,23-Aug-11,09-Jan-07,8 month,269.96,272.486087,2.526087,2.11597,4.31
2½% Index-linked Treasury Stock 2013,GB0009036715,16-Aug-13,09-Jan-07,8 month,229.46,231.682257,2.222257,1.956,6.02
2½% Index-linked Treasury Stock 2016,GB0009075325,26-Jul-16,09-Jan-07,8 month,258,260.76433,2.76433,1.766622,8.42
2½% Index-linked Treasury Stock 2020,GB0009081828,16-Apr-20,09-Jan-07,8 month,266.09,267.508149,1.418149,1.540958,11.35
2½% Index-linked Treasury Stock 2024,GB0008983024,17-Jul-24,09-Jan-07,8 month,239.15,239.053742,-0.096258,1.346783,14.51
4 1/8% Index-linked Treasury Stock 2030,GB0008932666,22-Jul-30,09-Jan-07,8 month,236.27,239.091267,2.821267,1.147621,16.9
3½% War Loan,GB0009386284,,10-Jan-07,N/A,81.74,82.134231,0.394231,4.2817,23.24
3% Treasury Stock,GB0009031211,,10-Jan-07,N/A,66.93,67.737692,0.807692,4.482018,22.05
2½% Treasury Stock,GB0009031096,,10-Jan-07,N/A,58.38,59.080549,0.700549,4.282049,23.08
3½% Conversion Loan,GB0002212099,,10-Jan-07,N/A,79.69,80.670769,0.980769,4.391761,22.5
2½% Consolidated Stock,GB0002163805,,10-Jan-07,N/A,57.32,57.361667,0.041667,4.361463,22.91
4% Consolidated Loan,GB0002163466,,10-Jan-07,N/A,85.07,86.841739,1.771739,4.70188,20.84
2½% Annuities,GB0000436070,,10-Jan-07,N/A,54.92,54.961667,0.041667,4.552058,21.95
2¾% Annuities,GB0000436294,,10-Jan-07,N/A,59.76,59.805833,0.045833,4.601721,21.71
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-13,10-Jan-07,N/A,140.66,141.649011,0.989011,4.978272,5.07
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-16,10-Jan-07,N/A,93.84,95.232265,1.392265,4.804431,7.74
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-09,10-Jan-07,N/A,89.489099,89.489099,0,5.227788,2.1
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-16,10-Jan-07,N/A,63.485297,63.485297,0,4.763308,9.43
4% Treasury Stock 2009,GB0032785924,07-Mar-09,10-Jan-07,N/A,97.53,98.922265,1.392265,5.225749,2
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-32,10-Jan-07,N/A,35.555351,35.555351,0,4.112269,24.89
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-11,10-Jan-07,N/A,96.84,98.319282,1.479282,5.102657,3.69
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-27,10-Jan-07,N/A,97.39,97.798654,0.408654,4.442702,13.59
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-46,10-Jan-07,N/A,103.48,103.888654,0.408654,4.072643,19.4
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-55,10-Jan-07,N/A,106.22,106.628654,0.408654,3.961056,21.19
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-27,10-Jan-07,N/A,41.113261,41.113261,0,4.29756,20.46
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-46,10-Jan-07,N/A,22.536533,22.536533,0,3.769133,39.17
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-55,10-Jan-07,N/A,17.64239,17.64239,0,3.579152,48.04
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-11,10-Jan-07,N/A,81.167345,81.167345,0,5.089214,4.05
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-36,10-Jan-07,N/A,31.559245,31.559245,0,3.99557,28.58
4¼% Treasury Stock 2032,GB0004893086,07-Jun-32,10-Jan-07,N/A,99.17,99.578654,0.408654,4.303814,15.34
4¼% Treasury Stock 2036,GB0032452392,07-Mar-36,10-Jan-07,N/A,100.48,101.959282,1.479282,4.220943,16.42
4½% Treasury Princial Strip 07Mar2007,GB0034258821,07-Mar-07,10-Jan-07,N/A,99.243527,99.243527,0,5.060866,0.15
4½% Treasury Stock 2007,GB0034040740,07-Mar-07,10-Jan-07,N/A,99.89,101.456298,1.566298,5.195311,0.15
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-38,10-Jan-07,N/A,28.826839,28.826839,0,3.937038,31.29
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-10,10-Jan-07,N/A,84.093727,84.093727,0,5.154794,3.32
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-20,10-Jan-07,N/A,54.723673,54.723673,0,4.636852,12.85
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-15,10-Jan-07,N/A,66.237329,66.237329,0,4.818208,8.45
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-10,10-Jan-07,N/A,98.72,99.176731,0.456731,5.16336,3.09
4¾% Treasury Stock 2015,GB0033280339,07-Sep-15,10-Jan-07,N/A,99.24,100.893315,1.653315,4.857775,6.9
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-20,10-Jan-07,N/A,100.52,102.173315,1.653315,4.695956,9.55
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-38,10-Jan-07,N/A,109.8,110.256731,0.456731,4.190085,16.99
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-08,10-Jan-07,N/A,94.230989,94.230989,0,5.225475,1.12
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-12,10-Jan-07,N/A,77.47069,77.47069,0,5.016735,5.03
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-25,10-Jan-07,N/A,45.229313,45.229313,0,4.419135,17.76
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-14,10-Jan-07,N/A,69.140998,69.140998,0,4.881216,7.47
5% Treasury Stock 2008,GB0031734154,07-Mar-08,10-Jan-07,N/A,99.72,101.460331,1.740331,5.24745,1.09
5% Treasury Stock 2012,GB0030468747,07-Mar-12,10-Jan-07,N/A,99.85,101.590331,1.740331,5.031949,4.42
5% Treasury Stock 2014,GB0031829509,07-Sep-14,10-Jan-07,N/A,100.55,102.290331,1.740331,4.911884,6.19
5% Treasury Stock 2025,GB0030880693,07-Mar-25,10-Jan-07,N/A,105.7,107.440331,1.740331,4.535349,11.85
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-08,10-Jan-07,N/A,100.22,102.088785,1.868785,5.354694,1.54
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-09,10-Jan-07,N/A,86.181003,86.181003,0,5.187635,2.83
5¾% Treasury Stock 2009,GB0003042636,07-Dec-09,10-Jan-07,N/A,101.48,102.032885,0.552885,5.192226,2.64
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-28,10-Jan-07,N/A,39.68094,39.68094,0,4.264635,21.45
6% Treasury Stock 2028,GB0002404191,07-Dec-28,10-Jan-07,N/A,121.7,122.276923,0.576923,4.440156,13.03
6¼% Treasury Stock 2010,GB0008890161,25-Nov-10,10-Jan-07,N/A,103.94,104.751464,0.811464,5.112818,3.39
7¼% Treasury Principal Strip 07Dec2007,GB0000509314,07-Dec-07,10-Jan-07,N/A,95.352501,95.352501,0,5.335154,0.88
7¼% Treasury Stock 2007,GB0009997114,07-Dec-07,10-Jan-07,N/A,101.68,102.377115,0.697115,5.313261,0.86
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-12,10-Jan-07,N/A,111.07,114.629103,3.559103,5.222899,4.07
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-15,10-Jan-07,N/A,65.531518,65.531518,0,4.803477,8.7
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-21,10-Jan-07,N/A,51.816509,51.816509,0,4.61697,14.08
8% Treasury Stock 2009,GB0009125369,25-Sep-09,10-Jan-07,N/A,106.91,109.29674,2.38674,5.219575,2.38
8% Treasury Stock 2013,GB0008921883,27-Sep-13,10-Jan-07,N/A,117.17,119.512541,2.342541,4.957496,5.21
8% Treasury Stock 2015,GB0008881541,07-Dec-15,10-Jan-07,N/A,122.46,123.229231,0.769231,4.861214,6.59
8% Treasury Stock 2021,GB0009997999,07-Jun-21,10-Jan-07,N/A,134.17,134.939231,0.769231,4.706069,9.34
8½% Treasury Loan 2007,GB0009126557,16-Jul-07,10-Jan-07,N/A,101.63,101.514511,-0.115489,5.244927,0.5
8¾% Treasury Stock 2017,GB0008931148,25-Aug-17,10-Jan-07,N/A,132.83,136.135027,3.305027,4.772827,7.27
9% Conversion Loan 2011,GB0002215225,12-Jul-11,10-Jan-07,N/A,115.51,115.485543,-0.024457,5.101206,3.76
9% Treasury Loan 2008,GB0009128371,13-Oct-08,10-Jan-07,N/A,106.1,108.325275,2.225275,5.300786,1.59
9% Treasury Stock 2012,GB0008938465,06-Aug-12,10-Jan-07,N/A,118.64,122.50413,3.86413,5.111217,4.35
Treasury Coupon Strip 07Dec2007,GB0000509421,07-Dec-07,10-Jan-07,N/A,95.379524,95.379524,0,5.30297,0.88
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-08,10-Jan-07,N/A,90.601782,90.601782,0,5.251818,1.86
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-09,10-Jan-07,N/A,86.164992,86.164992,0,5.1942,2.83
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-10,10-Jan-07,N/A,82.099043,82.099043,0,5.116913,3.81
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-11,10-Jan-07,N/A,78.355872,78.355872,0,5.0362,4.78
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-12,10-Jan-07,N/A,74.815987,74.815987,0,4.975276,5.76
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-13,10-Jan-07,N/A,71.478936,71.478936,0,4.923099,6.74
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-14,10-Jan-07,N/A,68.374487,68.374487,0,4.868247,7.72
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-15,10-Jan-07,N/A,65.491246,65.491246,0,4.810547,8.69
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-16,10-Jan-07,N/A,62.719871,62.719871,0,4.766112,9.67
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-17,10-Jan-07,N/A,60.105132,60.105132,0,4.723685,10.65
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-18,10-Jan-07,N/A,57.58958,57.58958,0,4.689858,11.63
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-19,10-Jan-07,N/A,55.204411,55.204411,0,4.657673,12.61
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-20,10-Jan-07,N/A,52.889042,52.889042,0,4.634152,13.59
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-21,10-Jan-07,N/A,50.798206,50.798206,0,4.596551,14.57
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-22,10-Jan-07,N/A,48.953687,48.953687,0,4.542148,15.55
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-23,10-Jan-07,N/A,47.21827,47.21827,0,4.488795,16.53
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-24,10-Jan-07,N/A,45.560326,45.560326,0,4.439414,17.52
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-25,10-Jan-07,N/A,44.001684,44.001684,0,4.390217,18.5
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-26,10-Jan-07,N/A,42.488161,42.488161,0,4.346965,19.48
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-27,10-Jan-07,N/A,41.071877,41.071877,0,4.302481,20.46
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-28,10-Jan-07,N/A,39.664176,39.664176,0,4.266605,21.45
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-29,10-Jan-07,N/A,38.404715,38.404715,0,4.222245,22.43
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-30,10-Jan-07,N/A,37.200527,37.200527,0,4.179849,23.41
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-31,10-Jan-07,N/A,36.033383,36.033383,0,4.140948,24.4
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-32,10-Jan-07,N/A,34.899377,34.899377,0,4.105449,25.38
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-33,10-Jan-07,N/A,33.780281,33.780281,0,4.074927,26.37
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-34,10-Jan-07,N/A,32.686922,32.686922,0,4.047731,27.35
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-35,10-Jan-07,N/A,31.664299,31.664299,0,4.018479,28.33
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-36,10-Jan-07,N/A,30.637966,30.637966,0,3.995159,29.32
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-37,10-Jan-07,N/A,29.670949,29.670949,0,3.970452,30.3
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-38,10-Jan-07,N/A,28.752846,28.752846,0,3.945252,31.29
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-39,10-Jan-07,N/A,27.837443,27.837443,0,3.924447,32.27
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-40,10-Jan-07,N/A,26.961653,26.961653,0,3.903703,33.25
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-41,10-Jan-07,N/A,26.143754,26.143754,0,3.880758,34.24
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-42,10-Jan-07,N/A,25.303681,25.303681,0,3.864361,35.22
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-43,10-Jan-07,N/A,24.543514,24.543514,0,3.842893,36.21
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-44,10-Jan-07,N/A,23.771703,23.771703,0,3.826457,37.19
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-45,10-Jan-07,N/A,23.056713,23.056713,0,3.807166,38.18
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-46,10-Jan-07,N/A,22.342739,22.342739,0,3.791185,39.16
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-47,10-Jan-07,N/A,21.718982,21.718982,0,3.768163,40.15
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-48,10-Jan-07,N/A,20.89098,20.89098,0,3.771903,41.13
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-49,10-Jan-07,N/A,20.045986,20.045986,0,3.781214,42.11
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-50,10-Jan-07,N/A,19.224463,19.224463,0,3.791394,43.09
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-51,10-Jan-07,N/A,18.586155,18.586155,0,3.782788,44.07
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-52,10-Jan-07,N/A,17.922888,17.922888,0,3.780266,45.05
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-53,10-Jan-07,N/A,17.310335,17.310335,0,3.774455,46.04
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-54,10-Jan-07,N/A,16.718602,16.718602,0,3.768902,47.02
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-55,10-Jan-07,N/A,16.123182,16.123182,0,3.766663,48
Treasury Coupon Strip 07Jun2007,GB0000509207,07-Jun-07,10-Jan-07,N/A,97.922007,97.922007,0,5.267903,0.39
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-08,10-Jan-07,N/A,92.966687,92.966687,0,5.262996,1.37
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-09,10-Jan-07,N/A,88.342204,88.342204,0,5.223459,2.34
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-10,10-Jan-07,N/A,84.087077,84.087077,0,5.157177,3.32
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-11,10-Jan-07,N/A,80.190828,80.190828,0,5.076266,4.29
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-12,10-Jan-07,N/A,76.561079,76.561079,0,5.004006,5.27
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-13,10-Jan-07,N/A,73.12807,73.12807,0,4.947227,6.25
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-14,10-Jan-07,N/A,69.896843,69.896843,0,4.896321,7.23
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-15,10-Jan-07,N/A,66.909069,66.909069,0,4.839185,8.21
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-16,10-Jan-07,N/A,64.087146,64.087146,0,4.787731,9.18
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-17,10-Jan-07,N/A,61.404855,61.404855,0,4.742873,10.16
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-18,10-Jan-07,N/A,58.835009,58.835009,0,4.705862,11.14
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-19,10-Jan-07,N/A,56.378775,56.378775,0,4.673937,12.12
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-20,10-Jan-07,N/A,54.042091,54.042091,0,4.644377,13.1
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-21,10-Jan-07,N/A,51.769449,51.769449,0,4.623424,14.08
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-22,10-Jan-07,N/A,49.858052,49.858052,0,4.569712,15.06
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-23,10-Jan-07,N/A,48.068952,48.068952,0,4.515849,16.04
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-24,10-Jan-07,N/A,46.384761,46.384761,0,4.46303,17.02
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-25,10-Jan-07,N/A,44.771732,44.771732,0,4.414455,18.01
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-26,10-Jan-07,N/A,43.234702,43.234702,0,4.368471,18.99
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-27,10-Jan-07,N/A,41.772889,41.772889,0,4.324312,19.97
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-28,10-Jan-07,N/A,40.370938,40.370938,0,4.283054,20.96
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-29,10-Jan-07,N/A,39.029053,39.029053,0,4.243965,21.94
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-30,10-Jan-07,N/A,37.803387,37.803387,0,4.199951,22.92
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-31,10-Jan-07,N/A,36.61621,36.61621,0,4.159553,23.91
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-32,10-Jan-07,N/A,35.467767,35.467767,0,4.122177,24.89
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-33,10-Jan-07,N/A,34.33552,34.33552,0,4.08987,25.87
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-34,10-Jan-07,N/A,33.242549,33.242549,0,4.059574,26.86
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-35,10-Jan-07,N/A,32.175191,32.175191,0,4.03244,27.84
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-36,10-Jan-07,N/A,31.158596,31.158596,0,4.005319,28.83
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-37,10-Jan-07,N/A,30.153143,30.153143,0,3.982317,29.81
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-38,10-Jan-07,N/A,29.194256,29.194256,0,3.959212,30.79
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-39,10-Jan-07,N/A,28.184487,28.184487,0,3.946608,31.78
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-40,10-Jan-07,N/A,27.41786,27.41786,0,3.91149,32.76
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-41,10-Jan-07,N/A,26.587463,26.587463,0,3.887835,33.75
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-42,10-Jan-07,N/A,25.756043,25.756043,0,3.868444,34.73
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-43,10-Jan-07,N/A,24.988593,24.988593,0,3.845862,35.72
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-44,10-Jan-07,N/A,24.153506,24.153506,0,3.83468,36.7
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-45,10-Jan-07,N/A,23.417081,23.417081,0,3.816051,37.68
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-46,10-Jan-07,N/A,22.676759,22.676759,0,3.801372,38.67
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-47,10-Jan-07,N/A,22.003161,22.003161,0,3.782451,39.65
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-48,10-Jan-07,N/A,21.362396,21.362396,0,3.762968,40.64
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-49,10-Jan-07,N/A,20.310723,20.310723,0,3.794693,41.61
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-50,10-Jan-07,N/A,19.587548,19.587548,0,3.791556,42.6
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-51,10-Jan-07,N/A,19.699536,19.699536,0,3.692305,43.6
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-52,10-Jan-07,N/A,18.141652,18.141652,0,3.795062,44.56
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-53,10-Jan-07,N/A,17.583932,17.583932,0,3.781074,45.54
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-54,10-Jan-07,N/A,16.999369,16.999369,0,3.773232,46.53
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-55,10-Jan-07,N/A,16.333065,16.333065,0,3.778713,47.51
Treasury Coupon Strip 07Mar2007,GB0030470263,07-Mar-07,10-Jan-07,N/A,99.224262,99.224262,0,5.191919,0.15
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-08,10-Jan-07,N/A,94.19887,94.19887,0,5.255845,1.12
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-09,10-Jan-07,N/A,89.466848,89.466848,0,5.239646,2.1
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-10,10-Jan-07,N/A,85.124152,85.124152,0,5.175696,3.07
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-11,10-Jan-07,N/A,81.138156,81.138156,0,5.098098,4.05
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-12,10-Jan-07,N/A,77.449617,77.449617,0,5.022148,5.03
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-13,10-Jan-07,N/A,73.985644,73.985644,0,4.958092,6
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-14,10-Jan-07,N/A,70.695801,70.695801,0,4.90807,6.98
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-15,10-Jan-07,N/A,67.640283,67.640283,0,4.853963,7.96
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-16,10-Jan-07,N/A,64.792558,64.792558,0,4.798604,8.94
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-17,10-Jan-07,N/A,62.063272,62.063272,0,4.754399,9.92
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-18,10-Jan-07,N/A,59.474396,59.474396,0,4.714201,10.9
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-19,10-Jan-07,N/A,56.97796,56.97796,0,4.682923,11.87
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-20,10-Jan-07,N/A,54.629682,54.629682,0,4.650226,12.85
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-21,10-Jan-07,N/A,52.368045,52.368045,0,4.623554,13.83
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-22,10-Jan-07,N/A,50.310326,50.310326,0,4.585589,14.81
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-23,10-Jan-07,N/A,48.505071,48.505071,0,4.529889,15.79
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-24,10-Jan-07,N/A,46.797805,46.797805,0,4.476465,16.78
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-25,10-Jan-07,N/A,45.158705,45.158705,0,4.427933,17.76
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-26,10-Jan-07,N/A,43.625334,43.625334,0,4.378565,18.74
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-27,10-Jan-07,N/A,42.139466,42.139466,0,4.334655,19.72
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-28,10-Jan-07,N/A,40.711769,40.711769,0,4.294009,20.71
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-29,10-Jan-07,N/A,39.344954,39.344954,0,4.255573,21.69
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-30,10-Jan-07,N/A,38.11016,38.11016,0,4.210484,22.67
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-31,10-Jan-07,N/A,36.910138,36.910138,0,4.169594,23.66
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-32,10-Jan-07,N/A,35.75248,35.75248,0,4.131443,24.64
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-33,10-Jan-07,N/A,34.620482,34.620482,0,4.097416,25.63
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-34,10-Jan-07,N/A,33.510457,33.510457,0,4.067456,26.61
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-35,10-Jan-07,N/A,32.431636,32.431636,0,4.040118,27.59
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-36,10-Jan-07,N/A,31.43214,31.43214,0,4.00969,28.58
Treasury Coupon Strip 07Sep2007,GB0030470370,07-Sep-07,10-Jan-07,N/A,96.632651,96.632651,0,5.323762,0.64
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-08,10-Jan-07,N/A,91.77594,91.77594,0,5.263186,1.61
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-09,10-Jan-07,N/A,87.248541,87.248541,0,5.210486,2.58
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-10,10-Jan-07,N/A,83.08209,83.08209,0,5.140089,3.56
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-11,10-Jan-07,N/A,79.254119,79.254119,0,5.061131,4.54
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-12,10-Jan-07,N/A,75.69157,75.69157,0,4.988781,5.51
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-13,10-Jan-07,N/A,72.305288,72.305288,0,4.934763,6.49
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-14,10-Jan-07,N/A,69.121135,69.121135,0,4.885063,7.47
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-15,10-Jan-07,N/A,66.192776,66.192776,0,4.826173,8.45
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-16,10-Jan-07,N/A,63.396464,63.396464,0,4.778161,9.43
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-17,10-Jan-07,N/A,60.754195,60.754195,0,4.73349,10.41
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-18,10-Jan-07,N/A,58.230022,58.230022,0,4.695291,11.38
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-19,10-Jan-07,N/A,55.790671,55.790671,0,4.666043,12.36
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-20,10-Jan-07,N/A,53.468173,53.468173,0,4.639027,13.34
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-21,10-Jan-07,N/A,51.278779,51.278779,0,4.610741,14.32
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-22,10-Jan-07,N/A,49.398667,49.398667,0,4.556951,15.3
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-23,10-Jan-07,N/A,47.641961,47.641961,0,4.502609,16.29
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-24,10-Jan-07,N/A,45.969336,45.969336,0,4.451713,17.27
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-25,10-Jan-07,N/A,44.393812,44.393812,0,4.401547,18.25
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-26,10-Jan-07,N/A,42.863167,42.863167,0,4.357602,19.23
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-27,10-Jan-07,N/A,41.394264,41.394264,0,4.31685,20.22
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-28,10-Jan-07,N/A,40.010106,40.010106,0,4.27581,21.2
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-29,10-Jan-07,N/A,38.724146,38.724146,0,4.232354,22.18
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-30,10-Jan-07,N/A,37.504458,37.504458,0,4.189709,23.17
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-31,10-Jan-07,N/A,36.321741,36.321741,0,4.150696,24.15
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-32,10-Jan-07,N/A,35.180753,35.180753,0,4.11423,25.13
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-33,10-Jan-07,N/A,34.063906,34.063906,0,4.081822,26.12
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-34,10-Jan-07,N/A,32.960461,32.960461,0,4.05423,27.1
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-35,10-Jan-07,N/A,31.909001,31.909001,0,4.026755,28.09
1¼% Index-linked Treasury Gilt 2017 WI,GB00B1L6W079,22-Nov-17,10-Jan-07,3 month,96.03,99.747493,0.207596,1.651452,10.05
1¼% Index-linked Treasury Gilt 2017,GB00B0V3WQ75,22-Nov-17,10-Jan-07,3 month,96.03,99.62939,0.178802,1.650694,10.07
1¼% Index-linked Treasury Gilt 2027,GB00B128DH60,22-Nov-27,10-Jan-07,3 month,101.18,104.778372,0.178488,1.185965,18.31
1¼% Index-linked Treasury Gilt 2055,GB00B0CNHZ09,22-Nov-55,10-Jan-07,3 month,120.49,125.952503,0.180221,0.748523,37.79
2% Index-linked Treasury Stock 2035,GB0031790826,26-Jan-35,10-Jan-07,8 month,140.76,141.805986,1.045986,1.033675,22.08
2½% Index-linked Treasury Stock 2009,GB0009071563,20-May-09,10-Jan-07,8 month,253.24,254.152385,0.912385,2.181249,2.27
2½% Index-linked Treasury Stock 2011,GB0009063578,23-Aug-11,10-Jan-07,8 month,269.93,272.47413,2.54413,2.120184,4.31
2½% Index-linked Treasury Stock 2013,GB0009036715,16-Aug-13,10-Jan-07,8 month,229.34,231.577374,2.237374,1.965742,6.02
2½% Index-linked Treasury Stock 2016,GB0009075325,26-Jul-16,10-Jan-07,8 month,257.78,260.560785,2.780785,1.777419,8.42
2½% Index-linked Treasury Stock 2020,GB0009081828,16-Apr-20,10-Jan-07,8 month,265.78,267.21464,1.43464,1.551725,11.34
2½% Index-linked Treasury Stock 2024,GB0008983024,17-Jul-24,10-Jan-07,8 month,238.67,238.587493,-0.082507,1.36105,14.5
4 1/8% Index-linked Treasury Stock 2030,GB0008932666,22-Jul-30,10-Jan-07,8 month,235.76,238.59767,2.83767,1.160518,16.88
3½% War Loan,GB0009386284,,11-Jan-07,N/A,81.08,81.483846,0.403846,4.316548,23.05
3% Treasury Stock,GB0009031211,,11-Jan-07,N/A,66.42,67.235934,0.815934,4.516429,21.88
2½% Treasury Stock,GB0009031096,,11-Jan-07,N/A,57.91,58.617418,0.707418,4.316799,22.89
3½% Conversion Loan,GB0002212099,,11-Jan-07,N/A,79.06,80.050385,0.990385,4.426754,22.31
2½% Consolidated Stock,GB0002163805,,11-Jan-07,N/A,56.86,56.908611,0.048611,4.396745,22.72
4% Consolidated Loan,GB0002163466,,11-Jan-07,N/A,84.45,86.232609,1.782609,4.736403,20.68
2½% Annuities,GB0000436070,,11-Jan-07,N/A,54.51,54.558611,0.048611,4.586293,21.78
2¾% Annuities,GB0000436294,,11-Jan-07,N/A,59.31,59.363472,0.053472,4.636633,21.55
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-13,11-Jan-07,N/A,140.18,141.201978,1.021978,5.043284,5.07
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-16,11-Jan-07,N/A,93.49,94.893315,1.403315,4.852237,7.73
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-09,11-Jan-07,N/A,89.298054,89.298054,0,5.336662,2.09
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-16,11-Jan-07,N/A,63.244745,63.244745,0,4.804972,9.42
4% Treasury Stock 2009,GB0032785924,07-Mar-09,11-Jan-07,N/A,97.28,98.683315,1.403315,5.353897,2
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-32,11-Jan-07,N/A,35.316993,35.316993,0,4.139746,24.89
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-11,11-Jan-07,N/A,96.52,98.011022,1.491022,5.191546,3.69
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-27,11-Jan-07,N/A,96.89,97.31033,0.42033,4.480455,13.57
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-46,11-Jan-07,N/A,102.84,103.26033,0.42033,4.104538,19.34
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-55,11-Jan-07,N/A,105.52,105.94033,0.42033,3.99219,21.11
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-27,11-Jan-07,N/A,40.840794,40.840794,0,4.33063,20.46
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-46,11-Jan-07,N/A,22.309505,22.309505,0,3.79525,39.16
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-55,11-Jan-07,N/A,17.468003,17.468003,0,3.600034,48.04
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-11,11-Jan-07,N/A,80.913332,80.913332,0,5.170127,4.04
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-36,11-Jan-07,N/A,31.33936,31.33936,0,4.020419,28.57
4¼% Treasury Stock 2032,GB0004893086,07-Jun-32,11-Jan-07,N/A,98.63,99.05033,0.42033,4.339304,15.3
4¼% Treasury Stock 2036,GB0032452392,07-Mar-36,11-Jan-07,N/A,99.92,101.411022,1.491022,4.254533,16.38
4½% Treasury Princial Strip 07Mar2007,GB0034258821,07-Mar-07,11-Jan-07,N/A,99.240463,99.240463,0,5.177016,0.15
4½% Treasury Stock 2007,GB0034040740,07-Mar-07,11-Jan-07,N/A,99.88,101.458729,1.578729,5.276296,0.15
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-38,11-Jan-07,N/A,28.631505,28.631505,0,3.959114,31.28
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-10,11-Jan-07,N/A,83.815124,83.815124,0,5.259124,3.31
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-20,11-Jan-07,N/A,54.487786,54.487786,0,4.671454,12.85
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-15,11-Jan-07,N/A,66.004798,66.004798,0,4.861409,8.44
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-10,11-Jan-07,N/A,98.41,98.87978,0.46978,5.265126,3.08
4¾% Treasury Stock 2015,GB0033280339,07-Sep-15,11-Jan-07,N/A,98.89,100.556436,1.666436,4.908178,6.9
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-20,11-Jan-07,N/A,100.12,101.786436,1.666436,4.737034,9.54
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-38,11-Jan-07,N/A,109.19,109.65978,0.46978,4.222746,16.95
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-08,11-Jan-07,N/A,94.101269,94.101269,0,5.361251,1.12
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-12,11-Jan-07,N/A,77.194841,77.194841,0,5.090485,5.02
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-25,11-Jan-07,N/A,44.99925,44.99925,0,4.448536,17.75
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-14,11-Jan-07,N/A,68.89736,68.89736,0,4.930281,7.47
5% Treasury Stock 2008,GB0031734154,07-Mar-08,11-Jan-07,N/A,99.56,101.314144,1.754144,5.39367,1.08
5% Treasury Stock 2012,GB0030468747,07-Mar-12,11-Jan-07,N/A,99.49,101.244144,1.754144,5.112429,4.41
5% Treasury Stock 2014,GB0031829509,07-Sep-14,11-Jan-07,N/A,100.19,101.944144,1.754144,4.968817,6.19
5% Treasury Stock 2025,GB0030880693,07-Mar-25,11-Jan-07,N/A,105.19,106.944144,1.754144,4.575491,11.83
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-08,11-Jan-07,N/A,100,101.883978,1.883978,5.498323,4.72
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-09,11-Jan-07,N/A,85.962089,85.962089,0,5.282577,2.83
5¾% Treasury Stock 2009,GB0003042636,07-Dec-09,11-Jan-07,N/A,101.19,101.758681,0.568681,5.299829,2.63
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-28,11-Jan-07,N/A,39.422647,39.422647,0,4.295632,21.44
6% Treasury Stock 2028,GB0002404191,07-Dec-28,11-Jan-07,N/A,121.1,121.693407,0.593407,4.477848,13
6¼% Treasury Stock 2010,GB0008890161,25-Nov-10,11-Jan-07,N/A,103.6,104.428729,0.828729,5.207971,3.39
7¼% Treasury Principal Strip 07Dec2007,GB0000509314,07-Dec-07,11-Jan-07,N/A,95.258151,95.258151,0,5.464469,0.88
7¼% Treasury Stock 2007,GB0009997114,07-Dec-07,11-Jan-07,N/A,101.54,102.257033,0.717033,5.46638,0.86
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-12,11-Jan-07,N/A,110.68,114.260163,3.580163,5.305556,4.07
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-15,11-Jan-07,N/A,65.298845,65.298845,0,4.845902,8.69
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-21,11-Jan-07,N/A,51.63448,51.63448,0,4.642863,14.07
8% Treasury Stock 2009,GB0009125369,25-Sep-09,11-Jan-07,N/A,106.62,109.02884,2.40884,5.328971,2.37
8% Treasury Stock 2013,GB0008921883,27-Sep-13,11-Jan-07,N/A,116.75,119.114641,2.364641,5.024202,5.2
8% Treasury Stock 2015,GB0008881541,07-Dec-15,11-Jan-07,N/A,122.03,122.821209,0.791209,4.913583,6.58
8% Treasury Stock 2021,GB0009997999,07-Jun-21,11-Jan-07,N/A,133.69,134.481209,0.791209,4.743885,9.32
8½% Treasury Loan 2007,GB0009126557,16-Jul-07,11-Jan-07,N/A,101.54,101.447609,-0.092391,5.405682,0.5
8¾% Treasury Stock 2017,GB0008931148,25-Aug-17,11-Jan-07,N/A,132.37,135.698804,3.328804,4.818758,7.26
9% Conversion Loan 2011,GB0002215225,12-Jul-11,11-Jan-07,N/A,115.11,115.11,0,5.191544,3.76
9% Treasury Loan 2008,GB0009128371,13-Oct-08,11-Jan-07,N/A,105.87,108.12,2.25,5.429405,1.59
9% Treasury Stock 2012,GB0008938465,06-Aug-12,11-Jan-07,N/A,118.22,122.108587,3.888587,5.188859,4.34
Treasury Coupon Strip 07Dec2007,GB0000509421,07-Dec-07,11-Jan-07,N/A,95.28361,95.28361,0,5.434006,0.88
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-08,11-Jan-07,N/A,90.428,90.428,0,5.363179,1.85
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-09,11-Jan-07,N/A,85.946206,85.946206,0,5.289115,2.83
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-10,11-Jan-07,N/A,81.850005,81.850005,0,5.200447,3.8
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-11,11-Jan-07,N/A,78.080667,78.080667,0,5.112668,4.78
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-12,11-Jan-07,N/A,74.550979,74.550979,0,5.039258,5.76
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-13,11-Jan-07,N/A,71.225077,71.225077,0,4.977914,6.73
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-14,11-Jan-07,N/A,68.13161,68.13161,0,4.9161,7.71
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-15,11-Jan-07,N/A,65.259425,65.259425,0,4.85285,8.69
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-16,11-Jan-07,N/A,62.489199,62.489199,0,4.805555,9.67
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-17,11-Jan-07,N/A,59.87683,59.87683,0,4.760628,10.65
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-18,11-Jan-07,N/A,57.387808,57.387808,0,4.721139,11.63
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-19,11-Jan-07,N/A,54.998755,54.998755,0,4.688282,12.61
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-20,11-Jan-07,N/A,52.691253,52.691253,0,4.662658,13.58
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-21,11-Jan-07,N/A,50.603701,50.603701,0,4.623747,14.56
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-22,11-Jan-07,N/A,48.747051,48.747051,0,4.570149,15.55
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-23,11-Jan-07,N/A,47.008715,47.008715,0,4.516442,16.53
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-24,11-Jan-07,N/A,45.338833,45.338833,0,4.467933,17.51
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-25,11-Jan-07,N/A,43.772458,43.772458,0,4.419105,18.49
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-26,11-Jan-07,N/A,42.267273,42.267273,0,4.374334,19.48
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-27,11-Jan-07,N/A,40.829301,40.829301,0,4.332006,20.46
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-28,11-Jan-07,N/A,39.417002,39.417002,0,4.2963,21.44
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-29,11-Jan-07,N/A,38.173701,38.173701,0,4.24966,22.42
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-30,11-Jan-07,N/A,36.946018,36.946018,0,4.20966,23.41
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-31,11-Jan-07,N/A,35.770439,35.770439,0,4.171433,24.39
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-32,11-Jan-07,N/A,34.640679,34.640679,0,4.135206,25.38
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-33,11-Jan-07,N/A,33.523563,33.523563,0,4.104285,26.36
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-34,11-Jan-07,N/A,32.407826,32.407826,0,4.079492,27.34
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-35,11-Jan-07,N/A,31.426746,31.426746,0,4.045446,28.33
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-36,11-Jan-07,N/A,30.430128,30.430128,0,4.01875,29.31
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-37,11-Jan-07,N/A,29.447635,29.447635,0,3.995744,30.3
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-38,11-Jan-07,N/A,28.54595,28.54595,0,3.968681,31.28
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-39,11-Jan-07,N/A,27.576748,27.576748,0,3.953939,32.26
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-40,11-Jan-07,N/A,26.703999,26.703999,0,3.932901,33.25
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-41,11-Jan-07,N/A,25.877638,25.877638,0,3.910952,34.23
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-42,11-Jan-07,N/A,25.067243,25.067243,0,3.891316,35.22
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-43,11-Jan-07,N/A,24.30084,24.30084,0,3.870629,36.2
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-44,11-Jan-07,N/A,23.539171,23.539171,0,3.853171,37.18
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-45,11-Jan-07,N/A,22.827079,22.827079,0,3.83366,38.17
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-46,11-Jan-07,N/A,22.110937,22.110937,0,3.818083,39.15
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-47,11-Jan-07,N/A,21.498776,21.498776,0,3.793805,40.14
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-48,11-Jan-07,N/A,20.697781,20.697781,0,3.794745,41.12
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-49,11-Jan-07,N/A,19.851371,19.851371,0,3.80463,42.1
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-50,11-Jan-07,N/A,19.048746,19.048746,0,3.812947,43.08
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-51,11-Jan-07,N/A,18.372607,18.372607,0,3.809247,44.06
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-52,11-Jan-07,N/A,17.713717,17.713717,0,3.806555,45.04
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-53,11-Jan-07,N/A,17.104424,17.104424,0,3.800676,46.03
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-54,11-Jan-07,N/A,16.526027,16.526027,0,3.793763,47.01
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-55,11-Jan-07,N/A,15.936745,15.936745,0,3.79111,47.99
Treasury Coupon Strip 07Jun2007,GB0000509207,07-Jun-07,11-Jan-07,N/A,97.886236,97.886236,0,5.397988,0.39
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-08,11-Jan-07,N/A,92.830469,92.830469,0,5.380892,1.36
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-09,11-Jan-07,N/A,88.139472,88.139472,0,5.327723,2.34
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-10,11-Jan-07,N/A,83.848541,83.848541,0,5.247096,3.31
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-11,11-Jan-07,N/A,79.918968,79.918968,0,5.15861,4.29
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-12,11-Jan-07,N/A,76.295884,76.295884,0,5.072445,5.27
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-13,11-Jan-07,N/A,72.863694,72.863694,0,5.007366,6.24
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-14,11-Jan-07,N/A,69.651913,69.651913,0,4.946758,7.22
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-15,11-Jan-07,N/A,66.669038,66.669038,0,4.884605,8.2
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-16,11-Jan-07,N/A,63.852893,63.852893,0,4.829035,9.18
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-17,11-Jan-07,N/A,61.175305,61.175305,0,4.781007,10.16
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-18,11-Jan-07,N/A,58.608938,58.608938,0,4.741575,11.14
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-19,11-Jan-07,N/A,56.189117,56.189117,0,4.702794,12.12
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-20,11-Jan-07,N/A,53.838139,53.838139,0,4.674212,13.1
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-21,11-Jan-07,N/A,51.581656,51.581656,0,4.650136,14.07
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-22,11-Jan-07,N/A,49.656215,49.656215,0,4.597479,15.06
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-23,11-Jan-07,N/A,47.86031,47.86031,0,4.543737,16.04
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-24,11-Jan-07,N/A,46.166967,46.166967,0,4.491395,17.02
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-25,11-Jan-07,N/A,44.542276,44.542276,0,4.443663,18
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-26,11-Jan-07,N/A,43.019899,43.019899,0,4.395331,18.98
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-27,11-Jan-07,N/A,41.544506,41.544506,0,4.352356,19.97
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-28,11-Jan-07,N/A,40.129102,40.129102,0,4.312288,20.95
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-29,11-Jan-07,N/A,38.785262,38.785262,0,4.273059,21.93
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-30,11-Jan-07,N/A,37.571,37.571,0,4.227355,22.92
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-31,11-Jan-07,N/A,36.357711,36.357711,0,4.189666,23.9
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-32,11-Jan-07,N/A,35.213049,35.213049,0,4.15159,24.88
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-33,11-Jan-07,N/A,34.071542,34.071542,0,4.120133,25.87
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-34,11-Jan-07,N/A,32.982994,32.982994,0,4.089175,26.85
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-35,11-Jan-07,N/A,31.90825,31.90825,0,4.062762,27.84
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-36,11-Jan-07,N/A,30.936942,30.936942,0,4.030466,28.82
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-37,11-Jan-07,N/A,29.929046,29.929046,0,4.007709,29.8
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-38,11-Jan-07,N/A,28.984597,28.984597,0,3.98297,30.79
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-39,11-Jan-07,N/A,27.986725,27.986725,0,3.969108,31.77
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-40,11-Jan-07,N/A,27.170228,27.170228,0,3.939511,32.76
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-41,11-Jan-07,N/A,26.362506,26.362506,0,3.91333,33.74
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-42,11-Jan-07,N/A,25.535494,25.535494,0,3.893511,34.73
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-43,11-Jan-07,N/A,24.778121,24.778121,0,3.86984,35.71
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-44,11-Jan-07,N/A,23.965321,23.965321,0,3.856279,36.69
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-45,11-Jan-07,N/A,23.204435,23.204435,0,3.840536,37.68
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-46,11-Jan-07,N/A,22.461571,22.461571,0,3.8263,38.66
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-47,11-Jan-07,N/A,21.772084,21.772084,0,3.809339,39.65
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-48,11-Jan-07,N/A,21.167697,21.167697,0,3.785753,40.63
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-49,11-Jan-07,N/A,20.140208,20.140208,0,3.815203,41.61
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-50,11-Jan-07,N/A,19.395811,19.395811,0,3.814894,42.59
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-51,11-Jan-07,N/A,19.481676,19.481676,0,3.718046,43.59
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-52,11-Jan-07,N/A,17.950777,17.950777,0,3.819034,44.55
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-53,11-Jan-07,N/A,17.376768,17.376768,0,3.807326,45.53
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-54,11-Jan-07,N/A,16.767862,16.767862,0,3.802929,46.52
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-55,11-Jan-07,N/A,16.132215,16.132215,0,3.804979,47.5
Treasury Coupon Strip 07Mar2007,GB0030470263,07-Mar-07,11-Jan-07,N/A,99.220351,99.220351,0,5.316451,0.15
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-08,11-Jan-07,N/A,94.081407,94.081407,0,5.380113,1.12
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-09,11-Jan-07,N/A,89.275574,89.275574,0,5.34869,2.09
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-10,11-Jan-07,N/A,84.895813,84.895813,0,5.267815,3.07
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-11,11-Jan-07,N/A,80.867069,80.867069,0,5.184267,4.04
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-12,11-Jan-07,N/A,77.167906,77.167906,0,5.097435,5.02
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-13,11-Jan-07,N/A,73.719517,73.719517,0,5.02041,6
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-14,11-Jan-07,N/A,70.446981,70.446981,0,4.960524,6.98
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-15,11-Jan-07,N/A,67.401113,67.401113,0,4.900155,7.95
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-16,11-Jan-07,N/A,64.559167,64.559167,0,4.840463,8.93
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-17,11-Jan-07,N/A,61.832628,61.832628,0,4.793269,9.91
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-18,11-Jan-07,N/A,59.247276,59.247276,0,4.750512,10.89
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-19,11-Jan-07,N/A,56.786478,56.786478,0,4.712359,11.87
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-20,11-Jan-07,N/A,54.419474,54.419474,0,4.681218,12.85
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-21,11-Jan-07,N/A,52.173619,52.173619,0,4.651365,13.83
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-22,11-Jan-07,N/A,50.115893,50.115893,0,4.612583,14.81
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-23,11-Jan-07,N/A,48.300665,48.300665,0,4.557417,15.79
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-24,11-Jan-07,N/A,46.584707,46.584707,0,4.504405,16.77
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-25,11-Jan-07,N/A,44.931545,44.931545,0,4.457017,17.75
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-26,11-Jan-07,N/A,43.409222,43.409222,0,4.405707,18.74
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-27,11-Jan-07,N/A,41.912349,41.912349,0,4.36266,19.72
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-28,11-Jan-07,N/A,40.471082,40.471082,0,4.323216,20.7
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-29,11-Jan-07,N/A,39.098433,39.098433,0,4.285092,21.68
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-30,11-Jan-07,N/A,37.879837,37.879837,0,4.237732,22.67
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-31,11-Jan-07,N/A,36.652512,36.652512,0,4.199687,23.65
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-32,11-Jan-07,N/A,35.48983,35.48983,0,4.161828,24.64
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-33,11-Jan-07,N/A,34.354482,34.354482,0,4.127956,25.62
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-34,11-Jan-07,N/A,33.250452,33.250452,0,4.09715,26.6
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-35,11-Jan-07,N/A,32.160214,32.160214,0,4.07098,27.59
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-36,11-Jan-07,N/A,31.199808,31.199808,0,4.036038,28.57
Treasury Coupon Strip 07Sep2007,GB0030470370,07-Sep-07,11-Jan-07,N/A,96.566114,96.566114,0,5.455685,0.63
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-08,11-Jan-07,N/A,91.617796,91.617796,0,5.379478,1.61
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-09,11-Jan-07,N/A,87.040258,87.040258,0,5.308583,2.58
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-10,11-Jan-07,N/A,82.839839,82.839839,0,5.226124,3.56
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-11,11-Jan-07,N/A,78.981075,78.981075,0,5.140301,4.53
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-12,11-Jan-07,N/A,75.428688,75.428688,0,5.054384,5.51
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-13,11-Jan-07,N/A,72.046334,72.046334,0,4.992137,6.49
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-14,11-Jan-07,N/A,68.875749,68.875749,0,4.934484,7.46
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-15,11-Jan-07,N/A,65.957359,65.957359,0,4.869924,8.44
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-16,11-Jan-07,N/A,63.162287,63.162287,0,4.818818,9.42
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-17,11-Jan-07,N/A,60.526892,60.526892,0,4.770767,10.4
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-18,11-Jan-07,N/A,58.011154,58.011154,0,4.729506,11.38
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-19,11-Jan-07,N/A,55.601451,55.601451,0,4.694561,12.36
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-20,11-Jan-07,N/A,53.269063,53.269063,0,4.667947,13.34
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-21,11-Jan-07,N/A,51.083199,51.083199,0,4.638309,14.32
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-22,11-Jan-07,N/A,49.200244,49.200244,0,4.584072,15.3
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-23,11-Jan-07,N/A,47.430618,47.430618,0,4.530672,16.28
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-24,11-Jan-07,N/A,45.746929,45.746929,0,4.480511,17.26
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-25,11-Jan-07,N/A,44.16338,44.16338,0,4.430728,18.24
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-26,11-Jan-07,N/A,42.643633,42.643633,0,4.384926,19.23
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-27,11-Jan-07,N/A,41.160229,41.160229,0,4.345486,20.21
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-28,11-Jan-07,N/A,39.766204,39.766204,0,4.305212,21.19
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-29,11-Jan-07,N/A,38.474817,38.474817,0,4.262001,22.18
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-30,11-Jan-07,N/A,37.251454,37.251454,0,4.219427,23.16
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-31,11-Jan-07,N/A,36.062146,36.062146,0,4.180871,24.14
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-32,11-Jan-07,N/A,34.922259,34.922259,0,4.144024,25.13
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-33,11-Jan-07,N/A,33.803041,33.803041,0,4.111687,26.11
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-34,11-Jan-07,N/A,32.709554,32.709554,0,4.082839,27.1
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-35,11-Jan-07,N/A,31.655201,31.655201,0,4.055584,28.08
1¼% Index-linked Treasury Gilt 2017 WI,GB00B1L6W079,22-Nov-17,11-Jan-07,3 month,95.64,99.343238,0.207596,1.691868,10.05
1¼% Index-linked Treasury Gilt 2017,GB00B0V3WQ75,22-Nov-17,11-Jan-07,3 month,95.63,99.230215,0.182399,1.692174,10.07
1¼% Index-linked Treasury Gilt 2027,GB00B128DH60,22-Nov-27,11-Jan-07,3 month,100.58,104.172744,0.182077,1.218406,18.29
1¼% Index-linked Treasury Gilt 2055,GB00B0CNHZ09,22-Nov-55,11-Jan-07,3 month,119.26,124.686516,0.183847,0.775643,37.71
2% Index-linked Treasury Stock 2035,GB0031790826,26-Jan-35,11-Jan-07,8 month,139.86,140.912175,1.052175,1.062824,22.05
2½% Index-linked Treasury Stock 2009,GB0009071563,20-May-09,11-Jan-07,8 month,252.8,253.72993,0.92993,2.260854,2.27
2½% Index-linked Treasury Stock 2011,GB0009063578,23-Aug-11,11-Jan-07,8 month,269.23,271.792174,2.562174,2.181636,4.3
2½% Index-linked Treasury Stock 2013,GB0009036715,16-Aug-13,11-Jan-07,8 month,228.64,230.892491,2.252491,2.017235,6.01
2½% Index-linked Treasury Stock 2016,GB0009075325,26-Jul-16,11-Jan-07,8 month,256.95,259.747239,2.797239,1.816113,8.41
2½% Index-linked Treasury Stock 2020,GB0009081828,16-Apr-20,11-Jan-07,8 month,264.69,266.14113,1.45113,1.588331,11.33
2½% Index-linked Treasury Stock 2024,GB0008983024,17-Jul-24,11-Jan-07,8 month,237.54,237.471245,-0.068755,1.394218,14.49
4 1/8% Index-linked Treasury Stock 2030,GB0008932666,22-Jul-30,11-Jan-07,8 month,234.48,234.315973,-0.164027,1.192742,17.07
3½% War Loan,GB0009386284,,12-Jan-07,N/A,80.05,80.482692,0.432692,4.372075,22.75
3% Treasury Stock,GB0009031211,,12-Jan-07,N/A,65.61,66.450659,0.840659,4.572183,21.6
2½% Treasury Stock,GB0009031096,,12-Jan-07,N/A,57.18,57.908022,0.728022,4.371907,22.59
3½% Conversion Loan,GB0002212099,,12-Jan-07,N/A,78.08,79.099231,1.019231,4.482311,22.03
2½% Consolidated Stock,GB0002163805,,12-Jan-07,N/A,56.15,56.219444,0.069444,4.452333,22.43
4% Consolidated Loan,GB0002163466,,12-Jan-07,N/A,83.47,85.285217,1.815217,4.792027,20.42
2½% Annuities,GB0000436070,,12-Jan-07,N/A,53.85,53.919444,0.069444,4.642495,21.51
2¾% Annuities,GB0000436294,,12-Jan-07,N/A,58.61,58.686389,0.076389,4.692,21.29
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-13,12-Jan-07,N/A,139.79,140.910879,1.120879,5.092203,5.06
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-16,12-Jan-07,N/A,93.13,94.566464,1.436464,4.902086,7.72
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-09,12-Jan-07,N/A,89.236499,89.236499,0,5.390669,2.08
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-16,12-Jan-07,N/A,62.967894,62.967894,0,4.855756,9.41
4% Treasury Stock 2009,GB0032785924,07-Mar-09,12-Jan-07,N/A,97.21,98.646464,1.436464,5.39468,1.99
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-32,12-Jan-07,N/A,34.836541,34.836541,0,4.196169,24.87
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-11,12-Jan-07,N/A,96.36,97.886243,1.526243,5.237712,3.68
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-27,12-Jan-07,N/A,96.19,96.645357,0.455357,4.533778,13.53
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-46,12-Jan-07,N/A,101.7,102.155357,0.455357,4.162097,19.22
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-55,12-Jan-07,N/A,104.25,104.705357,0.455357,4.049515,20.95
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-27,12-Jan-07,N/A,40.371845,40.371845,0,4.388838,20.44
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-46,12-Jan-07,N/A,21.864597,21.864597,0,3.847502,39.14
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-55,12-Jan-07,N/A,16.961269,16.961269,0,3.661949,48.01
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-11,12-Jan-07,N/A,80.784837,80.784837,0,5.219986,4.04
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-36,12-Jan-07,N/A,30.846217,30.846217,0,4.077104,28.56
4¼% Treasury Stock 2032,GB0004893086,07-Jun-32,12-Jan-07,N/A,97.81,98.265357,0.455357,4.39372,15.25
4¼% Treasury Stock 2036,GB0032452392,07-Mar-36,12-Jan-07,N/A,98.99,100.516243,1.526243,4.310921,16.3
4½% Treasury Princial Strip 07Mar2007,GB0034258821,07-Mar-07,12-Jan-07,N/A,99.271814,99.271814,0,5.255467,0.14
4½% Treasury Stock 2007,GB0034040740,07-Mar-07,12-Jan-07,N/A,99.88,101.496022,1.616022,5.322996,0.14
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-38,12-Jan-07,N/A,28.115294,28.115294,0,4.018332,31.26
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-10,12-Jan-07,N/A,83.737207,83.737207,0,5.300203,3.31
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-20,12-Jan-07,N/A,54.138112,54.138112,0,4.724579,12.84
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-15,12-Jan-07,N/A,65.730334,65.730334,0,4.915531,8.43
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-10,12-Jan-07,N/A,98.27,98.778929,0.508929,5.312245,3.07
4¾% Treasury Stock 2015,GB0033280339,07-Sep-15,12-Jan-07,N/A,98.55,100.255801,1.705801,4.9575,6.88
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-20,12-Jan-07,N/A,99.63,101.335801,1.705801,4.787672,9.52
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-38,12-Jan-07,N/A,108.14,108.648929,0.508929,4.279565,16.87
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-08,12-Jan-07,N/A,94.082215,94.082215,0,5.418946,1.11
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-12,12-Jan-07,N/A,77.043338,77.043338,0,5.137986,5.01
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-25,12-Jan-07,N/A,44.592479,44.592479,0,4.501767,17.74
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-14,12-Jan-07,N/A,68.650846,68.650846,0,4.983768,7.46
5% Treasury Stock 2008,GB0031734154,07-Mar-08,12-Jan-07,N/A,99.51,101.30558,1.79558,5.442547,1.08
5% Treasury Stock 2012,GB0030468747,07-Mar-12,12-Jan-07,N/A,99.29,101.08558,1.79558,5.157544,4.4
5% Treasury Stock 2014,GB0031829509,07-Sep-14,12-Jan-07,N/A,99.88,101.67558,1.79558,5.018102,6.18
5% Treasury Stock 2025,GB0030880693,07-Mar-25,12-Jan-07,N/A,104.54,106.33558,1.79558,4.626982,11.8
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-08,12-Jan-07,N/A,99.81,101.739558,1.929558,5.537985,4.71
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-09,12-Jan-07,N/A,85.870221,85.870221,0,5.33577,2.82
5¾% Treasury Stock 2009,GB0003042636,07-Dec-09,12-Jan-07,N/A,101.07,101.686071,0.616071,5.343486,2.62
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-28,12-Jan-07,N/A,39.012652,39.012652,0,4.346051,21.43
6% Treasury Stock 2028,GB0002404191,07-Dec-28,12-Jan-07,N/A,120.27,120.912857,0.642857,4.530256,12.96
6¼% Treasury Stock 2010,GB0008890161,25-Nov-10,12-Jan-07,N/A,103.43,104.310525,0.880525,5.254089,3.38
7¼% Treasury Principal Strip 07Dec2007,GB0000509314,07-Dec-07,12-Jan-07,N/A,95.245055,95.245055,0,5.531424,0.87
7¼% Treasury Stock 2007,GB0009997114,07-Dec-07,12-Jan-07,N/A,101.48,102.256786,0.776786,5.518826,0.85
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-12,12-Jan-07,N/A,110.46,114.103342,3.643342,5.349909,4.06
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-15,12-Jan-07,N/A,65.01511,65.01511,0,4.900608,8.68
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-21,12-Jan-07,N/A,51.278967,51.278967,0,4.694676,14.06
8% Treasury Stock 2009,GB0009125369,25-Sep-09,12-Jan-07,N/A,106.48,108.955138,2.475138,5.376009,2.36
8% Treasury Stock 2013,GB0008921883,27-Sep-13,12-Jan-07,N/A,116.43,118.860939,2.430939,5.073205,5.19
8% Treasury Stock 2015,GB0008881541,07-Dec-15,12-Jan-07,N/A,121.61,122.467143,0.857143,4.963603,6.57
8% Treasury Stock 2021,GB0009997999,07-Jun-21,12-Jan-07,N/A,133.04,133.897143,0.857143,4.794796,9.3
8½% Treasury Loan 2007,GB0009126557,16-Jul-07,12-Jan-07,N/A,101.5,101.476902,-0.023098,5.435535,0.49
8¾% Treasury Stock 2017,GB0008931148,25-Aug-17,12-Jan-07,N/A,131.87,135.270136,3.400136,4.867747,7.25
9% Conversion Loan 2011,GB0002215225,12-Jul-11,12-Jan-07,N/A,114.9,114.974586,0.074586,5.234295,3.75
9% Treasury Loan 2008,GB0009128371,13-Oct-08,12-Jan-07,N/A,105.76,108.084176,2.324176,5.478395,1.58
9% Treasury Stock 2012,GB0008938465,06-Aug-12,12-Jan-07,N/A,117.95,121.911957,3.961957,5.235713,4.33
Treasury Coupon Strip 07Dec2007,GB0000509421,07-Dec-07,12-Jan-07,N/A,95.275115,95.275115,0,5.495107,0.87
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-08,12-Jan-07,N/A,90.377223,90.377223,0,5.417318,1.84
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-09,12-Jan-07,N/A,85.857299,85.857299,0,5.341111,2.82
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-10,12-Jan-07,N/A,81.72918,81.72918,0,5.25054,3.79
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-11,12-Jan-07,N/A,77.946191,77.946191,0,5.157525,4.77
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-12,12-Jan-07,N/A,74.374602,74.374602,0,5.087608,5.75
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-13,12-Jan-07,N/A,71.012302,71.012302,0,5.028431,6.72
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-14,12-Jan-07,N/A,67.898088,67.898088,0,4.965872,7.7
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-15,12-Jan-07,N/A,64.99639,64.99639,0,4.903926,8.68
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-16,12-Jan-07,N/A,62.214511,62.214511,0,4.855214,9.66
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-17,12-Jan-07,N/A,59.561087,59.561087,0,4.813972,10.64
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-18,12-Jan-07,N/A,57.050666,57.050666,0,4.775169,11.62
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-19,12-Jan-07,N/A,54.65979,54.65979,0,4.740395,12.59
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-20,12-Jan-07,N/A,52.335993,52.335993,0,4.715293,13.57
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-21,12-Jan-07,N/A,50.234028,50.234028,0,4.676712,14.55
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-22,12-Jan-07,N/A,48.358702,48.358702,0,4.624031,15.53
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-23,12-Jan-07,N/A,46.610353,46.610353,0,4.570194,16.52
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-24,12-Jan-07,N/A,44.929104,44.929104,0,4.521891,17.5
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-25,12-Jan-07,N/A,43.353659,43.353659,0,4.473071,18.48
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-26,12-Jan-07,N/A,41.824188,41.824188,0,4.430308,19.46
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-27,12-Jan-07,N/A,40.372971,40.372971,0,4.388702,20.44
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-28,12-Jan-07,N/A,38.965154,38.965154,0,4.351736,21.43
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-29,12-Jan-07,N/A,37.699095,37.699095,0,4.307024,22.41
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-30,12-Jan-07,N/A,36.503437,36.503437,0,4.262635,23.39
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-31,12-Jan-07,N/A,35.32405,35.32405,0,4.224334,24.38
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-32,12-Jan-07,N/A,34.190888,34.190888,0,4.188062,25.36
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-33,12-Jan-07,N/A,33.068568,33.068568,0,4.15742,26.35
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-34,12-Jan-07,N/A,31.96795,31.96795,0,4.130711,27.33
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-35,12-Jan-07,N/A,30.957016,30.957016,0,4.099796,28.31
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-36,12-Jan-07,N/A,29.953184,29.953184,0,4.073786,29.3
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-37,12-Jan-07,N/A,28.986452,28.986452,0,4.048945,30.28
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-38,12-Jan-07,N/A,28.052928,28.052928,0,4.025435,31.26
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-39,12-Jan-07,N/A,27.121863,27.121863,0,4.006512,32.25
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-40,12-Jan-07,N/A,26.278789,26.278789,0,3.982163,33.23
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-41,12-Jan-07,N/A,25.469683,25.469683,0,3.958321,34.22
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-42,12-Jan-07,N/A,24.65728,24.65728,0,3.939059,35.2
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-43,12-Jan-07,N/A,23.890142,23.890142,0,3.918603,36.18
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-44,12-Jan-07,N/A,23.096256,23.096256,0,3.905118,37.17
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-45,12-Jan-07,N/A,22.341303,22.341303,0,3.890855,38.15
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-46,12-Jan-07,N/A,21.615469,21.615469,0,3.876782,39.13
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-47,12-Jan-07,N/A,21.04455,21.04455,0,3.847795,40.12
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-48,12-Jan-07,N/A,20.334662,20.334662,0,3.838555,41.1
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-49,12-Jan-07,N/A,19.330996,19.330996,0,3.868485,42.08
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-50,12-Jan-07,N/A,18.564691,18.564691,0,3.873439,43.06
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-51,12-Jan-07,N/A,17.873558,17.873558,0,3.872474,44.04
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-52,12-Jan-07,N/A,17.245818,17.245818,0,3.866694,45.02
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-53,12-Jan-07,N/A,16.619439,16.619439,0,3.863866,46
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-54,12-Jan-07,N/A,16.057345,16.057345,0,3.855643,46.99
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-55,12-Jan-07,N/A,15.460936,15.460936,0,3.854935,47.97
Treasury Coupon Strip 07Jun2007,GB0000509207,07-Jun-07,12-Jan-07,N/A,97.905647,97.905647,0,5.460922,0.38
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-08,12-Jan-07,N/A,92.795453,92.795453,0,5.44098,1.36
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-09,12-Jan-07,N/A,88.070883,88.070883,0,5.379723,2.33
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-10,12-Jan-07,N/A,83.743301,83.743301,0,5.298001,3.31
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-11,12-Jan-07,N/A,79.801116,79.801116,0,5.202878,4.28
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-12,12-Jan-07,N/A,76.132009,76.132009,0,5.121183,5.26
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-13,12-Jan-07,N/A,72.670633,72.670633,0,5.056448,6.24
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-14,12-Jan-07,N/A,69.427887,69.427887,0,4.997,7.21
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-15,12-Jan-07,N/A,66.427109,66.427109,0,4.93384,8.19
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-16,12-Jan-07,N/A,63.586776,63.586776,0,4.878866,9.17
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-17,12-Jan-07,N/A,60.891824,60.891824,0,4.830609,10.15
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-18,12-Jan-07,N/A,58.279338,58.279338,0,4.795727,11.13
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-19,12-Jan-07,N/A,55.842115,55.842115,0,4.757127,12.1
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-20,12-Jan-07,N/A,53.490321,53.490321,0,4.726654,13.08
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-21,12-Jan-07,N/A,51.221907,51.221907,0,4.702593,14.06
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-22,12-Jan-07,N/A,49.282388,49.282388,0,4.650197,15.04
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-23,12-Jan-07,N/A,47.468011,47.468011,0,4.597403,16.02
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-24,12-Jan-07,N/A,45.762485,45.762485,0,4.545285,17.01
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-25,12-Jan-07,N/A,44.126614,44.126614,0,4.497791,17.99
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-26,12-Jan-07,N/A,42.582399,42.582399,0,4.451095,18.97
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-27,12-Jan-07,N/A,41.100188,41.100188,0,4.408016,19.95
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-28,12-Jan-07,N/A,39.673906,39.673906,0,4.368451,20.94
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-29,12-Jan-07,N/A,38.33138,38.33138,0,4.328346,21.92
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-30,12-Jan-07,N/A,37.122233,37.122233,0,4.28132,22.9
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-31,12-Jan-07,N/A,35.91353,35.91353,0,4.242552,23.89
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-32,12-Jan-07,N/A,34.757496,34.757496,0,4.205303,24.87
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-33,12-Jan-07,N/A,33.618006,33.618006,0,4.17326,25.85
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-34,12-Jan-07,N/A,32.52594,32.52594,0,4.142407,26.84
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-35,12-Jan-07,N/A,31.461711,31.461711,0,4.114605,27.82
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-36,12-Jan-07,N/A,30.465514,30.465514,0,4.084911,28.8
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-37,12-Jan-07,N/A,29.464201,29.464201,0,4.061349,29.79
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-38,12-Jan-07,N/A,28.496449,28.496449,0,4.039216,30.77
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-39,12-Jan-07,N/A,27.489211,27.489211,0,4.026607,31.75
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-40,12-Jan-07,N/A,26.727255,26.727255,0,3.990695,32.74
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-41,12-Jan-07,N/A,25.900072,25.900072,0,3.966747,33.72
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-42,12-Jan-07,N/A,25.081687,25.081687,0,3.946083,34.71
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-43,12-Jan-07,N/A,24.296824,24.296824,0,3.925674,35.69
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-44,12-Jan-07,N/A,23.523654,23.523654,0,3.907849,36.68
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-45,12-Jan-07,N/A,22.791001,22.791001,0,3.889099,37.66
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-46,12-Jan-07,N/A,21.983851,21.983851,0,3.882733,38.64
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-47,12-Jan-07,N/A,21.34284,21.34284,0,3.860365,39.63
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-48,12-Jan-07,N/A,20.706648,20.706648,0,3.840729,40.61
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-49,12-Jan-07,N/A,19.659121,19.659121,0,3.874079,41.59
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-50,12-Jan-07,N/A,18.945538,18.945538,0,3.870796,42.57
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-51,12-Jan-07,N/A,19.024773,19.024773,0,3.773204,43.57
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-52,12-Jan-07,N/A,17.578914,17.578914,0,3.866736,44.53
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-53,12-Jan-07,N/A,16.948677,16.948677,0,3.862808,45.51
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-54,12-Jan-07,N/A,16.386903,16.386903,0,3.853017,46.5
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-55,12-Jan-07,N/A,15.772217,15.772217,0,3.853161,47.48
Treasury Coupon Strip 07Mar2007,GB0030470263,07-Mar-07,12-Jan-07,N/A,99.254595,99.254595,0,5.38187,0.14
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-08,12-Jan-07,N/A,94.061045,94.061045,0,5.439206,1.11
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-09,12-Jan-07,N/A,89.215852,89.215852,0,5.401769,2.08
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-10,12-Jan-07,N/A,84.799662,84.799662,0,5.318932,3.06
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-11,12-Jan-07,N/A,80.754975,80.754975,0,5.229147,4.04
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-12,12-Jan-07,N/A,77.02733,77.02733,0,5.142132,5.01
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-13,12-Jan-07,N/A,73.533548,73.533548,0,5.06944,5.99
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-14,12-Jan-07,N/A,70.231292,70.231292,0,5.010365,6.97
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-15,12-Jan-07,N/A,67.160931,67.160931,0,4.950135,7.94
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-16,12-Jan-07,N/A,64.292745,64.292745,0,4.891246,8.92
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-17,12-Jan-07,N/A,61.552906,61.552906,0,4.843021,9.9
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-18,12-Jan-07,N/A,58.924473,58.924473,0,4.804297,10.88
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-19,12-Jan-07,N/A,56.446177,56.446177,0,4.766294,11.86
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-20,12-Jan-07,N/A,54.074499,54.074499,0,4.733738,12.84
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-21,12-Jan-07,N/A,51.814632,51.814632,0,4.70409,13.82
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-22,12-Jan-07,N/A,49.731897,49.731897,0,4.667116,14.8
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-23,12-Jan-07,N/A,47.912678,47.912678,0,4.610896,15.78
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-24,12-Jan-07,N/A,46.182611,46.182611,0,4.558329,16.76
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-25,12-Jan-07,N/A,44.519155,44.519155,0,4.511043,17.74
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-26,12-Jan-07,N/A,42.972235,42.972235,0,4.461666,18.72
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-27,12-Jan-07,N/A,41.469008,41.469008,0,4.418433,19.71
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-28,12-Jan-07,N/A,40.022342,40.022342,0,4.378817,20.69
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-29,12-Jan-07,N/A,38.648165,38.648165,0,4.340157,21.67
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-30,12-Jan-07,N/A,37.433561,37.433561,0,4.291571,22.65
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-31,12-Jan-07,N/A,36.209515,36.209515,0,4.25258,23.64
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-32,12-Jan-07,N/A,35.04304,35.04304,0,4.214663,24.62
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-33,12-Jan-07,N/A,33.899362,33.899362,0,4.181355,25.61
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-34,12-Jan-07,N/A,32.78711,32.78711,0,4.151184,26.59
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-35,12-Jan-07,N/A,31.710099,31.710099,0,4.123304,27.57
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-36,12-Jan-07,N/A,30.719743,30.719743,0,4.091491,28.56
Treasury Coupon Strip 07Sep2007,GB0030470370,07-Sep-07,12-Jan-07,N/A,96.571636,96.571636,0,5.51803,0.62
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-08,12-Jan-07,N/A,91.573648,91.573648,0,5.437181,1.6
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-09,12-Jan-07,N/A,86.961053,86.961053,0,5.360856,2.57
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-10,12-Jan-07,N/A,82.724325,82.724325,0,5.277507,3.55
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-11,12-Jan-07,N/A,78.853749,78.853749,0,5.18526,4.52
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-12,12-Jan-07,N/A,75.257148,75.257148,0,5.103291,5.5
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-13,12-Jan-07,N/A,71.842244,71.842244,0,5.042233,6.48
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-14,12-Jan-07,N/A,68.647881,68.647881,0,4.984348,7.46
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-15,12-Jan-07,N/A,65.70476,65.70476,0,4.920145,8.43
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-16,12-Jan-07,N/A,62.891512,62.891512,0,4.868652,9.41
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-17,12-Jan-07,N/A,60.2171,60.2171,0,4.823908,10.39
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-18,12-Jan-07,N/A,57.675085,57.675085,0,4.784011,11.37
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-19,12-Jan-07,N/A,55.250459,55.250459,0,4.748954,12.35
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-20,12-Jan-07,N/A,52.918219,52.918219,0,4.720396,13.33
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-21,12-Jan-07,N/A,50.716119,50.716119,0,4.691372,14.31
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-22,12-Jan-07,N/A,48.817683,48.817683,0,4.637587,15.29
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-23,12-Jan-07,N/A,47.033783,47.033783,0,4.584593,16.27
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-24,12-Jan-07,N/A,45.339158,45.339158,0,4.534538,17.25
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-25,12-Jan-07,N/A,43.743519,43.743519,0,4.485106,18.23
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-26,12-Jan-07,N/A,42.202994,42.202994,0,4.440847,19.21
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-27,12-Jan-07,N/A,40.728714,40.728714,0,4.399426,20.2
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-28,12-Jan-07,N/A,39.316635,39.316635,0,4.360555,21.18
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-29,12-Jan-07,N/A,38.017809,38.017809,0,4.317486,22.16
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-30,12-Jan-07,N/A,36.811643,36.811643,0,4.272226,23.15
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-31,12-Jan-07,N/A,35.616139,35.616139,0,4.23386,24.13
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-32,12-Jan-07,N/A,34.470801,34.470801,0,4.197182,25.11
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-33,12-Jan-07,N/A,33.344324,33.344324,0,4.165328,26.1
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-34,12-Jan-07,N/A,32.245102,32.245102,0,4.136877,27.08
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-35,12-Jan-07,N/A,31.193596,31.193596,0,4.109105,28.06
1¼% Index-linked Treasury Gilt 2017 WI,GB00B1L6W079,22-Nov-17,12-Jan-07,3 month,95.24,98.928618,0.207596,1.733507,10.04
1¼% Index-linked Treasury Gilt 2017,GB00B0V3WQ75,22-Nov-17,12-Jan-07,3 month,95.23,98.860044,0.193194,1.734092,10.05
1¼% Index-linked Treasury Gilt 2027,GB00B128DH60,22-Nov-27,12-Jan-07,3 month,99.68,103.287889,0.192852,1.26749,18.26
1¼% Index-linked Treasury Gilt 2055,GB00B0CNHZ09,22-Nov-55,12-Jan-07,3 month,116.99,122.368553,0.194726,0.826562,37.57
2% Index-linked Treasury Stock 2035,GB0031790826,26-Jan-35,12-Jan-07,8 month,138.24,139.310743,1.070743,1.116221,21.99
2½% Index-linked Treasury Stock 2009,GB0009071563,20-May-09,12-Jan-07,8 month,252.84,253.822568,0.982568,2.263786,2.26
2½% Index-linked Treasury Stock 2011,GB0009063578,23-Aug-11,12-Jan-07,8 month,269.05,271.666304,2.616304,2.202161,4.29
2½% Index-linked Treasury Stock 2013,GB0009036715,16-Aug-13,12-Jan-07,8 month,228.18,230.477843,2.297843,2.053931,6
2½% Index-linked Treasury Stock 2016,GB0009075325,26-Jul-16,12-Jan-07,8 month,256.07,258.916602,2.846602,1.85886,8.4
2½% Index-linked Treasury Stock 2020,GB0009081828,16-Apr-20,12-Jan-07,8 month,263.28,264.7806,1.5006,1.636917,11.31
2½% Index-linked Treasury Stock 2024,GB0008983024,17-Jul-24,12-Jan-07,8 month,235.87,235.842498,-0.027502,1.444227,14.46
4 1/8% Index-linked Treasury Stock 2030,GB0008932666,22-Jul-30,12-Jan-07,8 month,232.48,232.365181,-0.114819,1.243761,17.03
3½% War Loan,GB0009386284,,15-Jan-07,N/A,80.08,80.522308,0.442308,4.370435,22.76
3% Treasury Stock,GB0009031211,,15-Jan-07,N/A,65.64,66.488901,0.848901,4.570094,21.6
2½% Treasury Stock,GB0009031096,,15-Jan-07,N/A,57.2,57.93489,0.73489,4.370379,22.59
3½% Conversion Loan,GB0002212099,,15-Jan-07,N/A,78.11,79.138846,1.028846,4.480591,22.03
2½% Consolidated Stock,GB0002163805,,15-Jan-07,N/A,56.17,56.246389,0.076389,4.450745,22.44
4% Consolidated Loan,GB0002163466,,15-Jan-07,N/A,83.5,85.326087,1.826087,4.790311,20.43
2½% Annuities,GB0000436070,,15-Jan-07,N/A,53.87,53.946389,0.076389,4.640769,21.52
2¾% Annuities,GB0000436294,,15-Jan-07,N/A,58.63,58.714028,0.084028,4.690397,21.29
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-13,15-Jan-07,N/A,139.81,140.963846,1.153846,5.0875,5.05
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-16,15-Jan-07,N/A,93.18,94.627514,1.447514,4.895453,7.71
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-09,15-Jan-07,N/A,89.247818,89.247818,0,5.391635,2.08
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-16,15-Jan-07,N/A,62.99834,62.99834,0,4.852027,9.41
4% Treasury Stock 2009,GB0032785924,07-Mar-09,15-Jan-07,N/A,97.22,98.667514,1.447514,5.391342,1.99
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-32,15-Jan-07,N/A,34.832664,34.832664,0,4.197075,24.87
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-11,15-Jan-07,N/A,96.39,97.927983,1.537983,5.23,3.68
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-27,15-Jan-07,N/A,96.19,96.657033,0.467033,4.533796,13.53
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-46,15-Jan-07,N/A,101.68,102.147033,0.467033,4.16311,19.21
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-55,15-Jan-07,N/A,104.21,104.677033,0.467033,4.051333,20.94
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-27,15-Jan-07,N/A,40.414335,40.414335,0,4.384276,20.44
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-46,15-Jan-07,N/A,21.838684,21.838684,0,3.850799,39.14
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-55,15-Jan-07,N/A,16.936294,16.936294,0,3.665226,48.01
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-11,15-Jan-07,N/A,80.812065,80.812065,0,5.21516,4.03
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-36,15-Jan-07,N/A,30.823494,30.823494,0,4.080075,28.56
4¼% Treasury Stock 2032,GB0004893086,07-Jun-32,15-Jan-07,N/A,97.8,98.267033,0.467033,4.394391,15.25
4¼% Treasury Stock 2036,GB0032452392,07-Mar-36,15-Jan-07,N/A,98.97,100.507983,1.537983,4.312148,16.3
4½% Treasury Princial Strip 07Mar2007,GB0034258821,07-Mar-07,15-Jan-07,N/A,99.287817,99.287817,0,5.242177,0.13
4½% Treasury Stock 2007,GB0034040740,07-Mar-07,15-Jan-07,N/A,99.88,101.508453,1.628453,5.339833,0.13
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-38,15-Jan-07,N/A,28.09256,28.09256,0,4.021269,31.26
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-10,15-Jan-07,N/A,83.768252,83.768252,0,5.293331,3.3
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-20,15-Jan-07,N/A,54.179387,54.179387,0,4.719646,12.84
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-15,15-Jan-07,N/A,65.770742,65.770742,0,4.909832,8.43
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-10,15-Jan-07,N/A,98.3,98.821978,0.521978,5.302749,3.07
4¾% Treasury Stock 2015,GB0033280339,07-Sep-15,15-Jan-07,N/A,98.58,100.298923,1.718923,4.953217,6.88
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-20,15-Jan-07,N/A,99.65,101.368923,1.718923,4.785612,9.52
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-38,15-Jan-07,N/A,108.11,108.631978,0.521978,4.28118,16.86
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-08,15-Jan-07,N/A,94.092428,94.092428,0,5.422479,1.11
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-12,15-Jan-07,N/A,77.07495,77.07495,0,5.132595,5.01
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-25,15-Jan-07,N/A,44.574551,44.574551,0,4.504727,17.74
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-14,15-Jan-07,N/A,68.679279,68.679279,0,4.980037,7.45
5% Treasury Stock 2008,GB0031734154,07-Mar-08,15-Jan-07,N/A,99.51,101.319392,1.809392,5.443666,1.07
5% Treasury Stock 2012,GB0030468747,07-Mar-12,15-Jan-07,N/A,99.32,101.129392,1.809392,5.15089,4.4
5% Treasury Stock 2014,GB0031829509,07-Sep-14,15-Jan-07,N/A,99.9,101.709392,1.809392,5.014934,6.17
5% Treasury Stock 2025,GB0030880693,07-Mar-25,15-Jan-07,N/A,104.55,106.359392,1.809392,4.626156,11.8
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-08,15-Jan-07,N/A,99.82,101.764751,1.944751,5.535931,4.71
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-09,15-Jan-07,N/A,85.892648,85.892648,0,5.331633,2.82
5¾% Treasury Stock 2009,GB0003042636,07-Dec-09,15-Jan-07,N/A,101.09,101.721868,0.631868,5.33558,2.62
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-28,15-Jan-07,N/A,39.004347,39.004347,0,4.347596,21.42
6% Treasury Stock 2028,GB0002404191,07-Dec-28,15-Jan-07,N/A,120.27,120.929341,0.659341,4.530154,12.96
6¼% Treasury Stock 2010,GB0008890161,25-Nov-10,15-Jan-07,N/A,103.46,104.35779,0.89779,5.244915,3.38
7¼% Treasury Principal Strip 07Dec2007,GB0000509314,07-Dec-07,15-Jan-07,N/A,95.259043,95.259043,0,5.531776,0.87
7¼% Treasury Stock 2007,GB0009997114,07-Dec-07,15-Jan-07,N/A,101.48,102.276703,0.796703,5.513505,0.85
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-12,15-Jan-07,N/A,110.48,114.144402,3.664402,5.344575,4.06
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-15,15-Jan-07,N/A,65.050317,65.050317,0,4.895902,8.68
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-21,15-Jan-07,N/A,51.297558,51.297558,0,4.693005,14.06
8% Treasury Stock 2009,GB0009125369,25-Sep-09,15-Jan-07,N/A,106.49,108.987238,2.497238,5.36974,2.36
8% Treasury Stock 2013,GB0008921883,27-Sep-13,15-Jan-07,N/A,116.46,118.913039,2.453039,5.067423,5.19
8% Treasury Stock 2015,GB0008881541,07-Dec-15,15-Jan-07,N/A,121.65,122.529121,0.879121,4.957949,6.57
8% Treasury Stock 2021,GB0009997999,07-Jun-21,15-Jan-07,N/A,133.07,133.949121,0.879121,4.792022,9.3
8½% Treasury Loan 2007,GB0009126557,16-Jul-07,15-Jan-07,N/A,101.49,101.49,0,5.43896,0.49
8¾% Treasury Stock 2017,GB0008931148,25-Aug-17,15-Jan-07,N/A,131.92,135.343913,3.423913,4.862025,7.25
9% Conversion Loan 2011,GB0002215225,12-Jul-11,15-Jan-07,N/A,114.93,115.029448,0.099448,5.225364,3.74
9% Treasury Loan 2008,GB0009128371,13-Oct-08,15-Jan-07,N/A,105.75,108.098901,2.348901,5.479173,1.57
9% Treasury Stock 2012,GB0008938465,06-Aug-12,15-Jan-07,N/A,117.98,121.966413,3.986413,5.228638,4.33
Treasury Coupon Strip 07Dec2007,GB0000509421,07-Dec-07,15-Jan-07,N/A,95.288289,95.288289,0,5.496338,0.87
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-08,15-Jan-07,N/A,90.38535,90.38535,0,5.420411,1.84
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-09,15-Jan-07,N/A,85.87755,85.87755,0,5.337877,2.81
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-10,15-Jan-07,N/A,81.755341,81.755341,0,5.245853,3.79
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-11,15-Jan-07,N/A,77.973094,77.973094,0,5.153221,4.77
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-12,15-Jan-07,N/A,74.399104,74.399104,0,5.084276,5.74
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-13,15-Jan-07,N/A,71.038544,71.038544,0,5.024963,6.72
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-14,15-Jan-07,N/A,67.921002,67.921002,0,4.963239,7.7
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-15,15-Jan-07,N/A,65.022781,65.022781,0,4.900782,8.68
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-16,15-Jan-07,N/A,62.245172,62.245172,0,4.851476,9.66
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-17,15-Jan-07,N/A,59.608959,59.608959,0,4.807646,10.63
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-18,15-Jan-07,N/A,57.072999,57.072999,0,4.772915,11.61
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-19,15-Jan-07,N/A,54.682417,54.682417,0,4.738131,12.59
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-20,15-Jan-07,N/A,52.355577,52.355577,0,4.71348,13.57
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-21,15-Jan-07,N/A,50.244273,50.244273,0,4.676183,14.55
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-22,15-Jan-07,N/A,48.368514,48.368514,0,4.623534,15.53
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-23,15-Jan-07,N/A,46.605675,46.605675,0,4.571553,16.51
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-24,15-Jan-07,N/A,44.919983,44.919983,0,4.523753,17.49
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-25,15-Jan-07,N/A,43.342692,43.342692,0,4.475098,18.48
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-26,15-Jan-07,N/A,41.824495,41.824495,0,4.430889,19.46
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-27,15-Jan-07,N/A,40.388303,40.388303,0,4.387428,20.44
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-28,15-Jan-07,N/A,38.977276,38.977276,0,4.350837,21.42
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-29,15-Jan-07,N/A,37.712427,37.712427,0,4.305969,22.41
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-30,15-Jan-07,N/A,36.499747,36.499747,0,4.263563,23.39
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-31,15-Jan-07,N/A,35.32462,35.32462,0,4.224739,24.38
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-32,15-Jan-07,N/A,34.191086,34.191086,0,4.188488,25.36
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-33,15-Jan-07,N/A,33.068341,33.068341,0,4.157875,26.34
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-34,15-Jan-07,N/A,31.964147,31.964147,0,4.131557,27.33
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-35,15-Jan-07,N/A,30.942896,30.942896,0,4.101801,28.31
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-36,15-Jan-07,N/A,29.921932,29.921932,0,4.077728,29.29
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-37,15-Jan-07,N/A,28.944878,28.944878,0,4.054049,30.28
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-38,15-Jan-07,N/A,28.02711,28.02711,0,4.028731,31.26
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-39,15-Jan-07,N/A,27.101242,27.101242,0,4.009209,32.24
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-40,15-Jan-07,N/A,26.238536,26.238536,0,3.987102,33.23
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-41,15-Jan-07,N/A,25.433621,25.433621,0,3.962778,34.21
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-42,15-Jan-07,N/A,24.62121,24.62121,0,3.943523,35.2
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-43,15-Jan-07,N/A,23.851785,23.851785,0,3.923339,36.18
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-44,15-Jan-07,N/A,23.050363,23.050363,0,3.910756,37.16
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-45,15-Jan-07,N/A,22.311258,22.311258,0,3.89466,38.15
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-46,15-Jan-07,N/A,21.591487,21.591487,0,3.879889,39.13
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-47,15-Jan-07,N/A,20.982768,20.982768,0,3.855384,40.12
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-48,15-Jan-07,N/A,20.311127,20.311127,0,3.841627,41.1
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-49,15-Jan-07,N/A,19.345582,19.345582,0,3.866943,42.08
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-50,15-Jan-07,N/A,18.584028,18.584028,0,3.871266,43.06
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-51,15-Jan-07,N/A,17.858763,17.858763,0,3.874593,44.04
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-52,15-Jan-07,N/A,17.235118,17.235118,0,3.868307,45.02
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-53,15-Jan-07,N/A,16.609675,16.609675,0,3.865372,46
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-54,15-Jan-07,N/A,16.050371,16.050371,0,3.856791,46.98
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-55,15-Jan-07,N/A,15.455206,15.455206,0,3.855926,47.97
Treasury Coupon Strip 07Jun2007,GB0000509207,07-Jun-07,15-Jan-07,N/A,97.918364,97.918364,0,5.465697,0.38
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-08,15-Jan-07,N/A,92.803419,92.803419,0,5.445535,1.35
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-09,15-Jan-07,N/A,88.084996,88.084996,0,5.379105,2.33
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-10,15-Jan-07,N/A,83.766139,83.766139,0,5.294095,3.3
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-11,15-Jan-07,N/A,79.829841,79.829841,0,5.197765,4.28
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-12,15-Jan-07,N/A,76.156983,76.156983,0,5.117585,5.26
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-13,15-Jan-07,N/A,72.695219,72.695219,0,5.053222,6.23
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-14,15-Jan-07,N/A,69.453926,69.453926,0,4.99368,7.21
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-15,15-Jan-07,N/A,66.458429,66.458429,0,4.929718,8.19
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-16,15-Jan-07,N/A,63.616101,63.616101,0,4.875281,9.17
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-17,15-Jan-07,N/A,60.924411,60.924411,0,4.826628,10.15
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-18,15-Jan-07,N/A,58.331317,58.331317,0,4.788883,11.12
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-19,15-Jan-07,N/A,55.863412,55.863412,0,4.755044,12.1
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-20,15-Jan-07,N/A,53.511366,53.511366,0,4.724628,13.08
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-21,15-Jan-07,N/A,51.240476,51.240476,0,4.700924,14.06
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-22,15-Jan-07,N/A,49.291221,49.291221,0,4.649845,15.04
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-23,15-Jan-07,N/A,47.470848,47.470848,0,4.597809,16.02
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-24,15-Jan-07,N/A,45.755186,45.755186,0,4.546949,17
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-25,15-Jan-07,N/A,44.117075,44.117075,0,4.499672,17.99
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-26,15-Jan-07,N/A,42.578215,42.578215,0,4.45225,18.97
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-27,15-Jan-07,N/A,41.092651,41.092651,0,4.409536,19.95
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-28,15-Jan-07,N/A,39.684611,39.684611,0,4.367729,20.93
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-29,15-Jan-07,N/A,38.348714,38.348714,0,4.32682,21.92
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-30,15-Jan-07,N/A,37.109877,37.109877,0,4.283282,22.9
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-31,15-Jan-07,N/A,35.911477,35.911477,0,4.243274,23.88
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-32,15-Jan-07,N/A,34.743662,34.743662,0,4.207363,24.87
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-33,15-Jan-07,N/A,33.619265,33.619265,0,4.173554,25.85
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-34,15-Jan-07,N/A,32.523246,32.523246,0,4.143136,26.83
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-35,15-Jan-07,N/A,31.449501,31.449501,0,4.116402,27.82
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-36,15-Jan-07,N/A,30.440411,30.440411,0,4.088159,28.8
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-37,15-Jan-07,N/A,29.42776,29.42776,0,4.065875,29.78
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-38,15-Jan-07,N/A,28.470559,28.470559,0,4.042528,30.77
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-39,15-Jan-07,N/A,27.463124,27.463124,0,4.029942,31.75
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-40,15-Jan-07,N/A,26.680795,26.680795,0,3.996342,32.74
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-41,15-Jan-07,N/A,25.848532,25.848532,0,3.972974,33.72
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-42,15-Jan-07,N/A,25.028743,25.028743,0,3.952482,34.7
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-43,15-Jan-07,N/A,24.240811,24.240811,0,3.93244,35.69
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-44,15-Jan-07,N/A,23.478721,23.478721,0,3.913352,36.67
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-45,15-Jan-07,N/A,22.72129,22.72129,0,3.897515,37.66
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-46,15-Jan-07,N/A,21.959071,21.959071,0,3.885925,38.64
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-47,15-Jan-07,N/A,21.295373,21.295373,0,3.866249,39.62
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-48,15-Jan-07,N/A,20.643749,20.643749,0,3.848478,40.61
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-49,15-Jan-07,N/A,19.687209,19.687209,0,3.870899,41.59
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-50,15-Jan-07,N/A,18.93176,18.93176,0,3.872753,42.57
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-51,15-Jan-07,N/A,18.99134,18.99134,0,3.777476,43.57
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-52,15-Jan-07,N/A,17.556699,17.556699,0,3.869812,44.53
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-53,15-Jan-07,N/A,16.954582,16.954582,0,3.862273,45.51
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-54,15-Jan-07,N/A,16.399635,16.399635,0,3.851572,46.49
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-55,15-Jan-07,N/A,15.78922,15.78922,0,3.851113,47.48
Treasury Coupon Strip 07Mar2007,GB0030470263,07-Mar-07,15-Jan-07,N/A,99.268104,99.268104,0,5.389758,0.13
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-08,15-Jan-07,N/A,94.070071,94.070071,0,5.443926,1.11
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-09,15-Jan-07,N/A,89.226133,89.226133,0,5.403307,2.08
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-10,15-Jan-07,N/A,84.819302,84.819302,0,5.3161,3.06
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-11,15-Jan-07,N/A,80.785057,80.785057,0,5.223448,4.03
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-12,15-Jan-07,N/A,77.054329,77.054329,0,5.137936,5.01
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-13,15-Jan-07,N/A,73.557572,73.557572,0,5.066293,5.99
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-14,15-Jan-07,N/A,70.254356,70.254356,0,5.007613,6.96
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-15,15-Jan-07,N/A,67.192261,67.192261,0,4.945964,7.94
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-16,15-Jan-07,N/A,64.32022,64.32022,0,4.887952,8.92
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-17,15-Jan-07,N/A,61.583852,61.583852,0,4.839279,9.9
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-18,15-Jan-07,N/A,58.974356,58.974356,0,4.797723,10.88
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-19,15-Jan-07,N/A,56.467955,56.467955,0,4.764138,11.86
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-20,15-Jan-07,N/A,54.100195,54.100195,0,4.731043,12.83
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-21,15-Jan-07,N/A,51.835501,51.835501,0,4.702105,13.81
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-22,15-Jan-07,N/A,49.744203,49.744203,0,4.666305,14.79
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-23,15-Jan-07,N/A,47.918072,47.918072,0,4.610981,15.77
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-24,15-Jan-07,N/A,46.1771,46.1771,0,4.559784,16.76
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-25,15-Jan-07,N/A,44.510064,44.510064,0,4.512889,17.74
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-26,15-Jan-07,N/A,42.965116,42.965116,0,4.463202,18.72
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-27,15-Jan-07,N/A,41.460658,41.460658,0,4.420068,19.7
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-28,15-Jan-07,N/A,40.036025,40.036025,0,4.377743,20.69
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-29,15-Jan-07,N/A,38.665093,38.665093,0,4.338683,21.67
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-30,15-Jan-07,N/A,37.42089,37.42089,0,4.293584,22.65
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-31,15-Jan-07,N/A,36.205951,36.205951,0,4.253488,23.64
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-32,15-Jan-07,N/A,35.043325,35.043325,0,4.215098,24.62
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-33,15-Jan-07,N/A,33.901373,33.901373,0,4.18157,25.6
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-34,15-Jan-07,N/A,32.791293,32.791293,0,4.151131,26.59
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-35,15-Jan-07,N/A,31.700154,31.700154,0,4.12485,27.57
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-36,15-Jan-07,N/A,30.697534,30.697534,0,4.094415,28.55
Treasury Coupon Strip 07Sep2007,GB0030470370,07-Sep-07,15-Jan-07,N/A,96.582252,96.582252,0,5.524543,0.62
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-08,15-Jan-07,N/A,91.583155,91.583155,0,5.439964,1.59
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-09,15-Jan-07,N/A,86.977425,86.977425,0,5.359217,2.57
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-10,15-Jan-07,N/A,82.749953,82.749953,0,5.272828,3.54
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-11,15-Jan-07,N/A,78.88286,78.88286,0,5.180224,4.52
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-12,15-Jan-07,N/A,75.281573,75.281573,0,5.09992,5.5
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-13,15-Jan-07,N/A,71.867095,71.867095,0,5.039016,6.47
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-14,15-Jan-07,N/A,68.671982,68.671982,0,4.981462,7.45
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-15,15-Jan-07,N/A,65.73362,65.73362,0,4.916529,8.43
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-16,15-Jan-07,N/A,62.921265,62.921265,0,4.865037,9.41
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-17,15-Jan-07,N/A,60.244623,60.244623,0,4.820776,10.39
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-18,15-Jan-07,N/A,57.713443,57.713443,0,4.77931,11.37
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-19,15-Jan-07,N/A,55.270774,55.270774,0,4.747027,12.35
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-20,15-Jan-07,N/A,52.939243,52.939243,0,4.718382,13.32
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-21,15-Jan-07,N/A,50.733865,50.733865,0,4.689822,14.3
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-22,15-Jan-07,N/A,48.824694,48.824694,0,4.637476,15.28
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-23,15-Jan-07,N/A,47.029764,47.029764,0,4.585888,16.27
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-24,15-Jan-07,N/A,45.330804,45.330804,0,4.536325,17.25
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-25,15-Jan-07,N/A,43.735601,43.735601,0,4.486772,18.23
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-26,15-Jan-07,N/A,42.199361,42.199361,0,4.441926,19.21
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-27,15-Jan-07,N/A,40.725134,40.725134,0,4.400456,20.19
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-28,15-Jan-07,N/A,39.332619,39.332619,0,4.359198,21.18
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-29,15-Jan-07,N/A,38.031895,38.031895,0,4.316347,22.16
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-30,15-Jan-07,N/A,36.807597,36.807597,0,4.273206,23.14
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-31,15-Jan-07,N/A,35.615286,35.615286,0,4.234439,24.13
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-32,15-Jan-07,N/A,34.471555,34.471555,0,4.197552,25.11
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-33,15-Jan-07,N/A,33.344288,33.344288,0,4.165768,26.09
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-34,15-Jan-07,N/A,32.242793,32.242793,0,4.137559,27.08
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-35,15-Jan-07,N/A,31.183216,31.183216,0,4.110692,28.06
1¼% Index-linked Treasury Gilt 2017 WI,GB00B1L6W079,22-Nov-17,15-Jan-07,3 month,95.3,98.990811,0.207596,1.727249,10.04
1¼% Index-linked Treasury Gilt 2017,GB00B0V3WQ75,22-Nov-17,15-Jan-07,3 month,95.3,98.946652,0.196792,1.72691,10.05
1¼% Index-linked Treasury Gilt 2027,GB00B128DH60,22-Nov-27,15-Jan-07,3 month,99.71,103.334476,0.196446,1.265847,18.26
1¼% Index-linked Treasury Gilt 2055,GB00B0CNHZ09,22-Nov-55,15-Jan-07,3 month,116.95,122.344444,0.198355,0.827453,37.56
2% Index-linked Treasury Stock 2035,GB0031790826,26-Jan-35,15-Jan-07,8 month,138.22,139.296932,1.076932,1.117174,21.99
2½% Index-linked Treasury Stock 2009,GB0009071563,20-May-09,15-Jan-07,8 month,253.08,254.080114,1.000114,2.225216,2.26
2½% Index-linked Treasury Stock 2011,GB0009063578,23-Aug-11,15-Jan-07,8 month,269.45,272.084348,2.634348,2.169579,4.29
2½% Index-linked Treasury Stock 2013,GB0009036715,16-Aug-13,15-Jan-07,8 month,228.44,230.752961,2.312961,2.036306,6
2½% Index-linked Treasury Stock 2016,GB0009075325,26-Jul-16,15-Jan-07,8 month,256.27,259.133057,2.863057,1.850464,8.4
2½% Index-linked Treasury Stock 2020,GB0009081828,16-Apr-20,15-Jan-07,8 month,263.48,264.99709,1.51709,1.630806,11.31
2½% Index-linked Treasury Stock 2024,GB0008983024,17-Jul-24,15-Jan-07,8 month,235.84,235.826249,-0.013751,1.44553,14.46
4 1/8% Index-linked Treasury Stock 2030,GB0008932666,22-Jul-30,15-Jan-07,8 month,232.49,232.391584,-0.098416,1.243763,17.03
3½% War Loan,GB0009386284,,16-Jan-07,N/A,80.48,80.931923,0.451923,4.348712,22.87
3% Treasury Stock,GB0009031211,,16-Jan-07,N/A,65.95,66.807143,0.857143,4.548616,21.71
2½% Treasury Stock,GB0009031096,,16-Jan-07,N/A,57.49,58.231758,0.741758,4.348337,22.71
3½% Conversion Loan,GB0002212099,,16-Jan-07,N/A,78.49,79.528462,1.038462,4.458902,22.14
2½% Consolidated Stock,GB0002163805,,16-Jan-07,N/A,56.45,56.533333,0.083333,4.428667,22.55
4% Consolidated Loan,GB0002163466,,16-Jan-07,N/A,83.88,85.716957,1.836957,4.768617,20.52
2½% Annuities,GB0000436070,,16-Jan-07,N/A,54.13,54.213333,0.083333,4.618476,21.62
2¾% Annuities,GB0000436294,,16-Jan-07,N/A,58.9,58.991667,0.091667,4.668894,21.39
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-13,16-Jan-07,N/A,139.85,141.036813,1.186813,5.079987,5.05
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-16,16-Jan-07,N/A,93.26,94.718564,1.458564,4.884715,7.71
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-09,16-Jan-07,N/A,89.261872,89.261872,0,5.39113,2.08
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-16,16-Jan-07,N/A,63.062906,63.062906,0,4.842546,9.41
4% Treasury Stock 2009,GB0032785924,07-Mar-09,16-Jan-07,N/A,97.23,98.688564,1.458564,5.387997,1.98
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-32,16-Jan-07,N/A,35.004463,35.004463,0,4.177749,24.87
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-11,16-Jan-07,N/A,96.41,97.959724,1.549724,5.225061,3.67
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-27,16-Jan-07,N/A,96.47,96.948709,0.478709,4.512435,13.54
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-46,16-Jan-07,N/A,102.13,102.608709,0.478709,4.140251,19.25
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-55,16-Jan-07,N/A,104.7,105.178709,0.478709,4.029055,21
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-27,16-Jan-07,N/A,40.600688,40.600688,0,4.362352,20.44
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-46,16-Jan-07,N/A,21.979166,21.979166,0,3.834683,39.14
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-55,16-Jan-07,N/A,17.124804,17.124804,0,3.642378,48.01
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-11,16-Jan-07,N/A,80.83832,80.83832,0,5.210628,4.03
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-36,16-Jan-07,N/A,30.986713,30.986713,0,4.06197,28.56
4¼% Treasury Stock 2032,GB0004893086,07-Jun-32,16-Jan-07,N/A,98.12,98.598709,0.478709,4.373081,15.26
4¼% Treasury Stock 2036,GB0032452392,07-Mar-36,16-Jan-07,N/A,99.33,100.879724,1.549724,4.290234,16.32
4½% Treasury Princial Strip 07Mar2007,GB0034258821,07-Mar-07,16-Jan-07,N/A,99.304546,99.304546,0,5.222823,0.13
4½% Treasury Stock 2007,GB0034040740,07-Mar-07,16-Jan-07,N/A,99.88,101.520884,1.640884,5.35737,0.13
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-38,16-Jan-07,N/A,28.25201,28.25201,0,4.003514,31.26
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-10,16-Jan-07,N/A,83.793915,83.793915,0,5.288398,3.3
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-20,16-Jan-07,N/A,54.289379,54.289379,0,4.704847,12.83
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-15,16-Jan-07,N/A,65.828877,65.828877,0,4.90094,8.43
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-10,16-Jan-07,N/A,98.31,98.845027,0.535027,5.299835,3.07
4¾% Treasury Stock 2015,GB0033280339,07-Sep-15,16-Jan-07,N/A,98.66,100.392044,1.732044,4.94169,6.88
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-20,16-Jan-07,N/A,99.8,101.532044,1.732044,4.770094,9.52
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-38,16-Jan-07,N/A,108.52,109.055027,0.535027,4.258837,16.89
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-08,16-Jan-07,N/A,94.110417,94.110417,0,5.418556,1.11
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-12,16-Jan-07,N/A,77.107149,77.107149,0,5.127049,5.01
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-25,16-Jan-07,N/A,44.725782,44.725782,0,4.486325,17.74
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-14,16-Jan-07,N/A,68.732423,68.732423,0,4.971478,7.45
5% Treasury Stock 2008,GB0031734154,07-Mar-08,16-Jan-07,N/A,99.51,101.333204,1.823204,5.444793,1.07
5% Treasury Stock 2012,GB0030468747,07-Mar-12,16-Jan-07,N/A,99.35,101.173204,1.823204,5.144232,4.4
5% Treasury Stock 2014,GB0031829509,07-Sep-14,16-Jan-07,N/A,99.96,101.783204,1.823204,5.005395,6.17
5% Treasury Stock 2025,GB0030880693,07-Mar-25,16-Jan-07,N/A,104.8,106.623204,1.823204,4.60623,11.8
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-08,16-Jan-07,N/A,99.82,101.779945,1.959945,5.535964,4.7
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-09,16-Jan-07,N/A,85.91457,85.91457,0,5.327699,2.81
5¾% Treasury Stock 2009,GB0003042636,07-Dec-09,16-Jan-07,N/A,101.1,101.747665,0.647665,5.331418,2.62
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-28,16-Jan-07,N/A,39.18806,39.18806,0,4.326213,21.42
6% Treasury Stock 2028,GB0002404191,07-Dec-28,16-Jan-07,N/A,120.6,121.275824,0.675824,4.509026,12.97
6¼% Treasury Stock 2010,GB0008890161,25-Nov-10,16-Jan-07,N/A,103.47,104.385055,0.915055,5.241412,3.37
7¼% Treasury Principal Strip 07Dec2007,GB0000509314,07-Dec-07,16-Jan-07,N/A,95.270661,95.270661,0,5.535013,0.86
7¼% Treasury Stock 2007,GB0009997114,07-Dec-07,16-Jan-07,N/A,101.47,102.286621,0.816621,5.5197,0.85
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-12,16-Jan-07,N/A,110.51,114.195462,3.685462,5.337078,4.05
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-15,16-Jan-07,N/A,65.107875,65.107875,0,4.887239,8.68
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-21,16-Jan-07,N/A,51.408537,51.408537,0,4.678538,14.06
8% Treasury Stock 2009,GB0009125369,25-Sep-09,16-Jan-07,N/A,106.5,109.019337,2.519337,5.363461,2.36
8% Treasury Stock 2013,GB0008921883,27-Sep-13,16-Jan-07,N/A,116.5,118.975138,2.475138,5.060019,5.18
8% Treasury Stock 2015,GB0008881541,07-Dec-15,16-Jan-07,N/A,121.73,122.631099,0.901099,4.947326,6.56
8% Treasury Stock 2021,GB0009997999,07-Jun-21,16-Jan-07,N/A,133.25,134.151099,0.901099,4.777217,9.3
8½% Treasury Loan 2007,GB0009126557,16-Jul-07,16-Jan-07,N/A,101.48,101.503481,0.023481,5.442145,0.48
8¾% Treasury Stock 2017,GB0008931148,25-Aug-17,16-Jan-07,N/A,132.05,135.49769,3.44769,4.84815,7.24
9% Conversion Loan 2011,GB0002215225,12-Jul-11,16-Jan-07,N/A,114.94,115.064309,0.124309,5.221074,3.74
9% Treasury Loan 2008,GB0009128371,13-Oct-08,16-Jan-07,N/A,105.75,108.123626,2.373626,5.474072,1.57
9% Treasury Stock 2012,GB0008938465,06-Aug-12,16-Jan-07,N/A,118.01,122.02087,4.01087,5.22156,4.33
Treasury Coupon Strip 07Dec2007,GB0000509421,07-Dec-07,16-Jan-07,N/A,95.303516,95.303516,0,5.495085,0.86
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-08,16-Jan-07,N/A,90.396889,90.396889,0,5.42146,1.84
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-09,16-Jan-07,N/A,85.899723,85.899723,0,5.333844,2.81
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-10,16-Jan-07,N/A,81.780369,81.780369,0,5.241528,3.79
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-11,16-Jan-07,N/A,78.006205,78.006205,0,5.147244,4.76
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-12,16-Jan-07,N/A,74.43365,74.43365,0,5.078593,5.74
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-13,16-Jan-07,N/A,71.081576,71.081576,0,5.017979,6.72
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-14,16-Jan-07,N/A,67.970931,67.970931,0,4.955442,7.7
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-15,16-Jan-07,N/A,65.086122,65.086122,0,4.891091,8.68
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-16,16-Jan-07,N/A,62.309096,62.309096,0,4.842207,9.65
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-17,16-Jan-07,N/A,59.679781,59.679781,0,4.797706,10.63
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-18,16-Jan-07,N/A,57.156556,57.156556,0,4.761431,11.61
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-19,16-Jan-07,N/A,54.786246,54.786246,0,4.724085,12.59
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-20,16-Jan-07,N/A,52.475828,52.475828,0,4.697514,13.57
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-21,16-Jan-07,N/A,50.365119,50.365119,0,4.660543,14.55
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-22,16-Jan-07,N/A,48.496633,48.496633,0,4.607308,15.53
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-23,16-Jan-07,N/A,46.74905,46.74905,0,4.553702,16.51
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-24,16-Jan-07,N/A,45.074133,45.074133,0,4.504872,17.49
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-25,16-Jan-07,N/A,43.531843,43.531843,0,4.452186,18.48
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-26,16-Jan-07,N/A,42.013037,42.013037,0,4.408391,19.46
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-27,16-Jan-07,N/A,40.575125,40.575125,0,4.365433,20.44
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-28,16-Jan-07,N/A,39.163599,39.163599,0,4.329127,21.42
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-29,16-Jan-07,N/A,37.88941,37.88941,0,4.285595,22.41
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-30,16-Jan-07,N/A,36.666732,36.666732,0,4.244543,23.39
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-31,16-Jan-07,N/A,35.492744,35.492744,0,4.20573,24.37
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-32,16-Jan-07,N/A,34.35444,34.35444,0,4.170141,25.36
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-33,16-Jan-07,N/A,33.236428,33.236428,0,4.139056,26.34
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-34,16-Jan-07,N/A,32.146727,32.146727,0,4.111123,27.33
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-35,16-Jan-07,N/A,31.123611,31.123611,0,4.081624,28.31
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-36,16-Jan-07,N/A,30.107356,30.107356,0,4.057016,29.29
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-37,16-Jan-07,N/A,29.135388,29.135388,0,4.032745,30.28
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-38,16-Jan-07,N/A,28.187347,28.187347,0,4.010844,31.26
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-39,16-Jan-07,N/A,27.303979,27.303979,0,3.986433,32.24
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-40,16-Jan-07,N/A,26.424967,26.424967,0,3.96612,33.23
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-41,16-Jan-07,N/A,25.601336,25.601336,0,3.943881,34.21
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-42,16-Jan-07,N/A,24.788892,24.788892,0,3.924543,35.2
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-43,16-Jan-07,N/A,23.996481,23.996481,0,3.906917,36.18
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-44,16-Jan-07,N/A,23.215841,23.215841,0,3.891794,37.16
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-45,16-Jan-07,N/A,22.489158,22.489158,0,3.874118,38.15
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-46,16-Jan-07,N/A,21.757847,21.757847,0,3.860544,39.13
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-47,16-Jan-07,N/A,21.138988,21.138988,0,3.837156,40.12
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-48,16-Jan-07,N/A,20.446005,20.446005,0,3.825777,41.1
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-49,16-Jan-07,N/A,19.545497,19.545497,0,3.842759,42.08
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-50,16-Jan-07,N/A,18.745506,18.745506,0,3.851417,43.06
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-51,16-Jan-07,N/A,18.067991,18.067991,0,3.848383,44.04
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-52,16-Jan-07,N/A,17.42787,17.42787,0,3.843836,45.02
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-53,16-Jan-07,N/A,16.814885,16.814885,0,3.838908,46
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-54,16-Jan-07,N/A,16.249654,16.249654,0,3.830751,46.99
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-55,16-Jan-07,N/A,15.65579,15.65579,0,3.829262,47.97
Treasury Coupon Strip 07Jun2007,GB0000509207,07-Jun-07,16-Jan-07,N/A,97.933095,97.933095,0,5.46509,0.38
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-08,16-Jan-07,N/A,92.816056,92.816056,0,5.446382,1.35
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-09,16-Jan-07,N/A,88.098819,88.098819,0,5.378628,2.32
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-10,16-Jan-07,N/A,83.793275,83.793275,0,5.28863,3.3
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-11,16-Jan-07,N/A,79.858332,79.858332,0,5.192717,4.28
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-12,16-Jan-07,N/A,76.190347,76.190347,0,5.11189,5.25
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-13,16-Jan-07,N/A,72.733559,72.733559,0,5.046959,6.23
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-14,16-Jan-07,N/A,69.502267,69.502267,0,4.985907,7.21
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-15,16-Jan-07,N/A,66.514424,66.514424,0,4.921064,8.19
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-16,16-Jan-07,N/A,63.676378,63.676378,0,4.86639,9.16
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-17,16-Jan-07,N/A,60.983695,60.983695,0,4.81833,10.14
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-18,16-Jan-07,N/A,58.41318,58.41318,0,4.777442,11.12
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-19,16-Jan-07,N/A,55.957269,55.957269,0,4.742237,12.1
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-20,16-Jan-07,N/A,53.622561,53.622561,0,4.709737,13.08
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-21,16-Jan-07,N/A,51.366522,51.366522,0,4.684354,14.06
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-22,16-Jan-07,N/A,49.416829,49.416829,0,4.633761,15.04
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-23,16-Jan-07,N/A,47.605405,47.605405,0,4.58092,16.02
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-24,16-Jan-07,N/A,45.909731,45.909731,0,4.527843,17
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-25,16-Jan-07,N/A,44.277364,44.277364,0,4.480185,17.98
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-26,16-Jan-07,N/A,42.764941,42.764941,0,4.429816,18.97
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-27,16-Jan-07,N/A,41.281972,41.281972,0,4.387094,19.95
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-28,16-Jan-07,N/A,39.866016,39.866016,0,4.346507,20.93
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-29,16-Jan-07,N/A,38.529873,38.529873,0,4.305851,21.92
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-30,16-Jan-07,N/A,37.277676,37.277676,0,4.264088,22.9
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-31,16-Jan-07,N/A,36.076745,36.076745,0,4.224531,23.88
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-32,16-Jan-07,N/A,34.910426,34.910426,0,4.188566,24.87
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-33,16-Jan-07,N/A,33.785424,33.785424,0,4.15492,25.85
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-34,16-Jan-07,N/A,32.690003,32.690003,0,4.124496,26.83
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-35,16-Jan-07,N/A,31.633514,31.633514,0,4.095831,27.82
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-36,16-Jan-07,N/A,30.620303,30.620303,0,4.068085,28.8
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-37,16-Jan-07,N/A,29.619023,29.619023,0,4.044494,29.79
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-38,16-Jan-07,N/A,28.632829,28.632829,0,4.024413,30.77
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-39,16-Jan-07,N/A,27.631039,27.631039,0,4.011088,31.75
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-40,16-Jan-07,N/A,26.862483,26.862483,0,3.975942,32.74
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-41,16-Jan-07,N/A,26.024361,26.024361,0,3.953189,33.72
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-42,16-Jan-07,N/A,25.204804,25.204804,0,3.932592,34.7
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-43,16-Jan-07,N/A,24.419878,24.419878,0,3.912117,35.69
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-44,16-Jan-07,N/A,23.660224,23.660224,0,3.892643,36.67
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-45,16-Jan-07,N/A,22.895604,22.895604,0,3.877501,37.66
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-46,16-Jan-07,N/A,22.151857,22.151857,0,3.863576,38.64
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-47,16-Jan-07,N/A,21.453484,21.453484,0,3.847846,39.63
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-48,16-Jan-07,N/A,20.783162,20.783162,0,3.832161,40.61
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-49,16-Jan-07,N/A,19.8444,19.8444,0,3.852028,41.59
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-50,16-Jan-07,N/A,19.149082,19.149082,0,3.846186,42.57
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-51,16-Jan-07,N/A,19.167996,19.167996,0,3.75646,43.57
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-52,16-Jan-07,N/A,17.746225,17.746225,0,3.845935,44.53
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-53,16-Jan-07,N/A,17.118977,17.118977,0,3.841301,45.51
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-54,16-Jan-07,N/A,16.563661,16.563661,0,3.830392,46.5
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-55,16-Jan-07,N/A,15.952696,15.952696,0,3.829637,47.48
Treasury Coupon Strip 07Mar2007,GB0030470263,07-Mar-07,16-Jan-07,N/A,99.282404,99.282404,0,5.391938,0.13
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-08,16-Jan-07,N/A,94.085867,94.085867,0,5.442159,1.11
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-09,16-Jan-07,N/A,89.239016,89.239016,0,5.403447,2.08
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-10,16-Jan-07,N/A,84.843194,84.843194,0,5.311624,3.05
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-11,16-Jan-07,N/A,80.815146,80.815146,0,5.217742,4.03
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-12,16-Jan-07,N/A,77.090152,77.090152,0,5.131452,5.01
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-13,16-Jan-07,N/A,73.597914,73.597914,0,5.05944,5.98
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-14,16-Jan-07,N/A,70.302464,70.302464,0,4.999742,6.96
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-15,16-Jan-07,N/A,67.248927,67.248927,0,4.937046,7.94
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-16,16-Jan-07,N/A,64.382436,64.382436,0,4.878607,8.92
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-17,16-Jan-07,N/A,61.643865,61.643865,0,4.830771,9.9
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-18,16-Jan-07,N/A,59.051261,59.051261,0,4.786944,10.88
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-19,16-Jan-07,N/A,56.556323,56.556323,0,4.752044,11.85
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-20,16-Jan-07,N/A,54.213455,54.213455,0,4.715752,12.83
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-21,16-Jan-07,N/A,51.95647,51.95647,0,4.686157,13.81
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-22,16-Jan-07,N/A,49.867263,49.867263,0,4.650461,14.79
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-23,16-Jan-07,N/A,48.045773,48.045773,0,4.594905,15.77
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-24,16-Jan-07,N/A,46.321958,46.321958,0,4.541833,16.75
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-25,16-Jan-07,N/A,44.66956,44.66956,0,4.493417,17.74
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-26,16-Jan-07,N/A,43.15069,43.15069,0,4.440829,18.72
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-27,16-Jan-07,N/A,41.652211,41.652211,0,4.397284,19.7
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-28,16-Jan-07,N/A,40.222824,40.222824,0,4.355817,20.68
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-29,16-Jan-07,N/A,38.840959,38.840959,0,4.318285,21.67
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-30,16-Jan-07,N/A,37.590643,37.590643,0,4.274119,22.65
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-31,16-Jan-07,N/A,36.372995,36.372995,0,4.234503,23.63
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-32,16-Jan-07,N/A,35.212284,35.212284,0,4.196027,24.62
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-33,16-Jan-07,N/A,34.06846,34.06846,0,4.162812,25.6
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-34,16-Jan-07,N/A,32.957985,32.957985,0,4.132485,26.59
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-35,16-Jan-07,N/A,31.887534,31.887534,0,4.103881,27.57
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-36,16-Jan-07,N/A,30.883497,30.883497,0,4.073654,28.55
Treasury Coupon Strip 07Sep2007,GB0030470370,07-Sep-07,16-Jan-07,N/A,96.591171,96.591171,0,5.533957,0.62
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-08,16-Jan-07,N/A,91.594596,91.594596,0,5.441431,1.59
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-09,16-Jan-07,N/A,86.995077,86.995077,0,5.357003,2.57
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-10,16-Jan-07,N/A,82.771967,82.771967,0,5.269377,3.54
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-11,16-Jan-07,N/A,78.911733,78.911733,0,5.175251,4.52
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-12,16-Jan-07,N/A,75.314745,75.314745,0,5.094435,5.5
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-13,16-Jan-07,N/A,71.910356,71.910356,0,5.031843,6.47
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-14,16-Jan-07,N/A,68.726747,68.726747,0,4.972587,7.45
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-15,16-Jan-07,N/A,65.793721,65.793721,0,4.907278,8.43
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-16,16-Jan-07,N/A,62.989274,62.989274,0,4.854965,9.41
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-17,16-Jan-07,N/A,60.323501,60.323501,0,4.809444,10.39
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-18,16-Jan-07,N/A,57.800474,57.800474,0,4.767199,11.36
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-19,16-Jan-07,N/A,55.36972,55.36972,0,4.733586,12.34
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-20,16-Jan-07,N/A,53.053531,53.053531,0,4.703161,13.32
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-21,16-Jan-07,N/A,50.857242,50.857242,0,4.673733,14.3
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-22,16-Jan-07,N/A,48.948343,48.948343,0,4.621753,15.28
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-23,16-Jan-07,N/A,47.172991,47.172991,0,4.567961,16.26
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-24,16-Jan-07,N/A,45.486373,45.486373,0,4.517177,17.25
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-25,16-Jan-07,N/A,43.902918,43.902918,0,4.466496,18.23
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-26,16-Jan-07,N/A,42.387386,42.387386,0,4.419415,19.21
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-27,16-Jan-07,N/A,40.903333,40.903333,0,4.379429,20.19
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-28,16-Jan-07,N/A,39.513686,39.513686,0,4.33807,21.18
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-29,16-Jan-07,N/A,38.212772,38.212772,0,4.295467,22.16
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-30,16-Jan-07,N/A,36.97658,36.97658,0,4.253918,23.14
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-31,16-Jan-07,N/A,35.785127,35.785127,0,4.215199,24.13
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-32,16-Jan-07,N/A,34.639886,34.639886,0,4.178608,25.11
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-33,16-Jan-07,N/A,33.514312,33.514312,0,4.146713,26.09
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-34,16-Jan-07,N/A,32.413472,32.413472,0,4.118478,27.08
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-35,16-Jan-07,N/A,31.366704,31.366704,0,4.090184,28.06
1¼% Index-linked Treasury Gilt 2017 WI,GB00B1L6W079,22-Nov-17,16-Jan-07,3 month,95.46,99.156659,0.207596,1.710582,10.04
1¼% Index-linked Treasury Gilt 2017,GB00B0V3WQ75,22-Nov-17,16-Jan-07,3 month,95.45,99.117137,0.200393,1.711404,10.05
1¼% Index-linked Treasury Gilt 2027,GB00B128DH60,22-Nov-27,16-Jan-07,3 month,100.26,103.919011,0.200041,1.235791,18.27
1¼% Index-linked Treasury Gilt 2055 WI,GB00B1L6W632,22-Nov-55,16-Jan-07,3 month,118.51,124.148738,0.234682,0.792087,37.63
1¼% Index-linked Treasury Gilt 2055,GB00B0CNHZ09,22-Nov-55,16-Jan-07,3 month,118.52,124.000864,0.201983,0.792036,37.66
2% Index-linked Treasury Stock 2035,GB0031790826,26-Jan-35,16-Jan-07,8 month,139.37,140.453122,1.083122,1.104524,22
2½% Index-linked Treasury Stock 2009,GB0009071563,20-May-09,16-Jan-07,8 month,253.43,254.44766,1.01766,2.406835,2.25
2½% Index-linked Treasury Stock 2011,GB0009063578,23-Aug-11,16-Jan-07,8 month,269.93,272.582391,2.652391,2.255294,4.29
2½% Index-linked Treasury Stock 2013,GB0009036715,16-Aug-13,16-Jan-07,8 month,228.89,231.218078,2.328078,2.094988,5.99
2½% Index-linked Treasury Stock 2016,GB0009075325,26-Jul-16,16-Jan-07,8 month,256.77,259.649511,2.879511,1.891854,8.39
2½% Index-linked Treasury Stock 2020,GB0009081828,16-Apr-20,16-Jan-07,8 month,264.25,265.78358,1.53358,1.653469,11.31
2½% Index-linked Treasury Stock 2024,GB0008983024,17-Jul-24,16-Jan-07,8 month,236.99,236.99,0,1.449681,14.46
4 1/8% Index-linked Treasury Stock 2030,GB0008932666,22-Jul-30,16-Jan-07,8 month,233.83,233.747986,-0.082014,1.241916,17.03
3½% War Loan,GB0009386284,,17-Jan-07,N/A,80.62,81.081538,0.461538,4.341158,22.91
3% Treasury Stock,GB0009031211,,17-Jan-07,N/A,66.06,66.925385,0.865385,4.541043,21.74
2½% Treasury Stock,GB0009031096,,17-Jan-07,N/A,57.59,58.338626,0.748626,4.340788,22.74
3½% Conversion Loan,GB0002212099,,17-Jan-07,N/A,78.63,79.678077,1.048077,4.450965,22.17
2½% Consolidated Stock,GB0002163805,,17-Jan-07,N/A,56.55,56.640278,0.090278,4.420833,22.58
4% Consolidated Loan,GB0002163466,,17-Jan-07,N/A,84.01,85.857826,1.847826,4.761244,20.55
2½% Annuities,GB0000436070,,17-Jan-07,N/A,54.22,54.310278,0.090278,4.610807,21.65
2¾% Annuities,GB0000436294,,17-Jan-07,N/A,59,59.099306,0.099306,4.660978,21.42
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-13,17-Jan-07,N/A,139.7,140.91978,1.21978,5.099162,5.05
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-16,17-Jan-07,N/A,93.2,94.669613,1.469613,4.893149,7.71
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-09,17-Jan-07,N/A,89.208753,89.208753,0,5.426875,2.08
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-16,17-Jan-07,N/A,63.03412,63.03412,0,4.848806,9.4
4% Treasury Stock 2009,GB0032785924,07-Mar-09,17-Jan-07,N/A,97.15,98.619613,1.469613,5.430692,1.98
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-32,17-Jan-07,N/A,35.073594,35.073594,0,4.170271,24.87
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-11,17-Jan-07,N/A,96.3,97.861464,1.561464,5.256283,3.67
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-27,17-Jan-07,N/A,96.47,96.960385,0.490385,4.512451,13.53
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-46,17-Jan-07,N/A,102.25,102.740385,0.490385,4.134176,19.26
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-55,17-Jan-07,N/A,104.88,105.370385,0.490385,4.020908,21.01
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-27,17-Jan-07,N/A,40.63001,40.63001,0,4.3594,20.44
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-46,17-Jan-07,N/A,22.083715,22.083715,0,3.822824,39.14
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-55,17-Jan-07,N/A,17.184572,17.184572,0,3.635328,48.01
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-11,17-Jan-07,N/A,80.742816,80.742816,0,5.243509,4.03
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-36,17-Jan-07,N/A,31.088447,31.088447,0,4.050879,28.55
4¼% Treasury Stock 2032,GB0004893086,07-Jun-32,17-Jan-07,N/A,98.17,98.660385,0.490385,4.369762,15.26
4¼% Treasury Stock 2036,GB0032452392,07-Mar-36,17-Jan-07,N/A,99.4,100.961464,1.561464,4.28599,16.32
4½% Treasury Princial Strip 07Mar2007,GB0034258821,07-Mar-07,17-Jan-07,N/A,99.315929,99.315929,0,5.244341,0.13
4½% Treasury Stock 2007,GB0034040740,07-Mar-07,17-Jan-07,N/A,99.88,101.533315,1.653315,5.375651,0.13
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-38,17-Jan-07,N/A,28.341978,28.341978,0,3.993691,31.26
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-10,17-Jan-07,N/A,83.708259,83.708259,0,5.323767,3.3
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-20,17-Jan-07,N/A,54.291326,54.291326,0,4.705569,12.83
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-15,17-Jan-07,N/A,65.775411,65.775411,0,4.912171,8.43
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-10,17-Jan-07,N/A,98.21,98.758077,0.548077,5.333224,3.07
4¾% Treasury Stock 2015,GB0033280339,07-Sep-15,17-Jan-07,N/A,98.56,100.305166,1.745166,4.956243,6.88
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-20,17-Jan-07,N/A,99.78,101.525166,1.745166,4.772174,9.52
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-38,17-Jan-07,N/A,108.62,109.168077,0.548077,4.253388,16.89
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-08,17-Jan-07,N/A,94.088928,94.088928,0,5.452661,1.1
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-12,17-Jan-07,N/A,77.014593,77.014593,0,5.153846,5
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-25,17-Jan-07,N/A,44.748558,44.748558,0,4.484146,17.73
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-14,17-Jan-07,N/A,68.670036,68.670036,0,4.985493,7.45
5% Treasury Stock 2008,GB0031734154,07-Mar-08,17-Jan-07,N/A,99.47,101.307017,1.837017,5.482924,1.07
5% Treasury Stock 2012,GB0030468747,07-Mar-12,17-Jan-07,N/A,99.22,101.057017,1.837017,5.173586,4.39
5% Treasury Stock 2014,GB0031829509,07-Sep-14,17-Jan-07,N/A,99.87,101.707017,1.837017,5.019749,6.17
5% Treasury Stock 2025,GB0030880693,07-Mar-25,17-Jan-07,N/A,104.78,106.617017,1.837017,4.607788,11.8
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-08,17-Jan-07,N/A,99.63,101.605138,1.975138,5.575748,4.7
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-09,17-Jan-07,N/A,85.844834,85.844834,0,5.361742,2.81
5¾% Treasury Stock 2009,GB0003042636,07-Dec-09,17-Jan-07,N/A,101,101.663462,0.663462,5.36862,2.61
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-28,17-Jan-07,N/A,39.252993,39.252993,0,4.319033,21.42
6% Treasury Stock 2028,GB0002404191,07-Dec-28,17-Jan-07,N/A,120.61,121.302308,0.692308,4.508287,12.96
6¼% Treasury Stock 2010,GB0008890161,25-Nov-10,17-Jan-07,N/A,103.35,104.28232,0.93232,5.274863,3.37
7¼% Treasury Principal Strip 07Dec2007,GB0000509314,07-Dec-07,17-Jan-07,N/A,95.260017,95.260017,0,5.56542,0.86
7¼% Treasury Stock 2007,GB0009997114,07-Dec-07,17-Jan-07,N/A,101.44,102.276538,0.836538,5.549106,0.84
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-12,17-Jan-07,N/A,110.37,110.201522,-0.168478,5.367307,4.19
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-15,17-Jan-07,N/A,65.063457,65.063457,0,4.896638,8.67
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-21,17-Jan-07,N/A,51.418969,51.418969,0,4.677999,14.06
8% Treasury Stock 2009,GB0009125369,25-Sep-09,17-Jan-07,N/A,106.4,108.941436,2.541436,5.400012,2.36
8% Treasury Stock 2013,GB0008921883,27-Sep-13,17-Jan-07,N/A,116.37,118.867238,2.497238,5.080197,5.18
8% Treasury Stock 2015,GB0008881541,07-Dec-15,17-Jan-07,N/A,121.61,122.533077,0.923077,4.961559,6.56
8% Treasury Stock 2021,GB0009997999,07-Jun-21,17-Jan-07,N/A,133.21,134.133077,0.923077,4.780057,9.3
8½% Treasury Loan 2007,GB0009126557,16-Jul-07,17-Jan-07,N/A,101.46,101.506961,0.046961,5.465836,0.48
8¾% Treasury Stock 2017,GB0008931148,25-Aug-17,17-Jan-07,N/A,131.97,135.441467,3.471467,4.855679,7.24
9% Conversion Loan 2011,GB0002215225,12-Jul-11,17-Jan-07,N/A,114.79,114.939171,0.149171,5.253993,3.74
9% Treasury Loan 2008,GB0009128371,13-Oct-08,17-Jan-07,N/A,105.67,108.068352,2.398352,5.516111,1.57
9% Treasury Stock 2012,GB0008938465,06-Aug-12,17-Jan-07,N/A,117.86,121.895326,4.035326,5.24862,4.32
Treasury Coupon Strip 07Dec2007,GB0000509421,07-Dec-07,17-Jan-07,N/A,95.291851,95.291851,0,5.526602,0.86
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-08,17-Jan-07,N/A,90.356513,90.356513,0,5.45382,1.83
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-09,17-Jan-07,N/A,85.834927,85.834927,0,5.365851,2.81
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-10,17-Jan-07,N/A,81.703973,81.703973,0,5.269975,3.78
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-11,17-Jan-07,N/A,77.92363,77.92363,0,5.172418,4.76
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-12,17-Jan-07,N/A,74.358843,74.358843,0,5.098516,5.74
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-13,17-Jan-07,N/A,71.018159,71.018159,0,5.033297,6.72
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-14,17-Jan-07,N/A,67.924121,67.924121,0,4.966144,7.69
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-15,17-Jan-07,N/A,65.050344,65.050344,0,4.898962,8.67
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-16,17-Jan-07,N/A,62.294884,62.294884,0,4.845933,9.65
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-17,17-Jan-07,N/A,59.665574,59.665574,0,4.801171,10.63
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-18,17-Jan-07,N/A,57.164121,57.164121,0,4.761404,11.61
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-19,17-Jan-07,N/A,54.79682,54.79682,0,4.723571,12.59
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-20,17-Jan-07,N/A,52.491793,52.491793,0,4.696212,13.57
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-21,17-Jan-07,N/A,50.390472,50.390472,0,4.657954,14.55
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-22,17-Jan-07,N/A,48.522351,48.522351,0,4.604699,15.53
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-23,17-Jan-07,N/A,46.77603,46.77603,0,4.550956,16.51
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-24,17-Jan-07,N/A,45.101222,45.101222,0,4.502136,17.49
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-25,17-Jan-07,N/A,43.54688,43.54688,0,4.450971,18.47
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-26,17-Jan-07,N/A,42.035501,42.035501,0,4.40626,19.46
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-27,17-Jan-07,N/A,40.600976,40.600976,0,4.362897,20.44
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-28,17-Jan-07,N/A,39.199721,39.199721,0,4.325373,21.42
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-29,17-Jan-07,N/A,37.953225,37.953225,0,4.278604,22.41
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-30,17-Jan-07,N/A,36.734308,36.734308,0,4.237164,23.39
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-31,17-Jan-07,N/A,35.559063,35.559063,0,4.19854,24.37
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-32,17-Jan-07,N/A,34.42591,34.42591,0,4.162392,25.36
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-33,17-Jan-07,N/A,33.308206,33.308206,0,4.131293,26.34
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-34,17-Jan-07,N/A,32.219088,32.219088,0,4.103304,27.32
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-35,17-Jan-07,N/A,31.203645,31.203645,0,4.072944,28.31
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-36,17-Jan-07,N/A,30.18962,30.18962,0,4.048077,29.29
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-37,17-Jan-07,N/A,29.233583,29.233583,0,4.021993,30.28
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-38,17-Jan-07,N/A,28.289868,28.289868,0,3.999578,31.26
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-39,17-Jan-07,N/A,27.402409,27.402409,0,3.975608,32.24
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-40,17-Jan-07,N/A,26.516281,26.516281,0,3.956063,33.23
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-41,17-Jan-07,N/A,25.697767,25.697767,0,3.933205,34.21
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-42,17-Jan-07,N/A,24.858914,24.858914,0,3.916831,35.2
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-43,17-Jan-07,N/A,24.086324,24.086324,0,3.896881,36.18
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-44,17-Jan-07,N/A,23.319264,23.319264,0,3.880118,37.16
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-45,17-Jan-07,N/A,22.596993,22.596993,0,3.861855,38.15
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-46,17-Jan-07,N/A,21.90197,21.90197,0,3.84394,39.13
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-47,17-Jan-07,N/A,21.250782,21.250782,0,3.824268,40.12
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-48,17-Jan-07,N/A,20.56146,20.56146,0,3.81233,41.1
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-49,17-Jan-07,N/A,19.612203,19.612203,0,3.834911,42.08
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-50,17-Jan-07,N/A,18.791448,18.791448,0,3.845975,43.06
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-51,17-Jan-07,N/A,18.158679,18.158679,0,3.837252,44.04
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-52,17-Jan-07,N/A,17.523596,17.523596,0,3.831902,45.02
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-53,17-Jan-07,N/A,16.90185,16.90185,0,3.827921,46
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-54,17-Jan-07,N/A,16.336486,16.336486,0,3.81963,46.99
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-55,17-Jan-07,N/A,15.741119,15.741119,0,3.818147,47.97
Treasury Coupon Strip 07Jun2007,GB0000509207,07-Jun-07,17-Jan-07,N/A,97.936737,97.936737,0,5.494724,0.37
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-08,17-Jan-07,N/A,92.790694,92.790694,0,5.477612,1.35
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-09,17-Jan-07,N/A,88.046539,88.046539,0,5.410472,2.32
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-10,17-Jan-07,N/A,83.71914,83.71914,0,5.319824,3.3
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-11,17-Jan-07,N/A,79.778883,79.778883,0,5.219305,4.27
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-12,17-Jan-07,N/A,76.110574,76.110574,0,5.134485,5.25
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-13,17-Jan-07,N/A,72.662682,72.662682,0,5.064814,6.23
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-14,17-Jan-07,N/A,69.449078,69.449078,0,4.998411,7.2
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-15,17-Jan-07,N/A,66.470042,66.470042,0,4.930853,8.18
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-16,17-Jan-07,N/A,63.649926,63.649926,0,4.872367,9.16
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-17,17-Jan-07,N/A,60.963896,60.963896,0,4.822822,10.14
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-18,17-Jan-07,N/A,58.402994,58.402994,0,4.780177,11.12
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-19,17-Jan-07,N/A,55.970526,55.970526,0,4.741343,12.1
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-20,17-Jan-07,N/A,53.639471,53.639471,0,4.708304,13.08
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-21,17-Jan-07,N/A,51.385033,51.385033,0,4.682696,14.06
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-22,17-Jan-07,N/A,49.442261,49.442261,0,4.631176,15.04
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-23,17-Jan-07,N/A,47.632595,47.632595,0,4.578132,16.02
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-24,17-Jan-07,N/A,45.931896,45.931896,0,4.525727,17
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-25,17-Jan-07,N/A,44.306248,44.306248,0,4.477236,17.98
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-26,17-Jan-07,N/A,42.782042,42.782042,0,4.428343,18.96
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-27,17-Jan-07,N/A,41.312926,41.312926,0,4.383934,19.95
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-28,17-Jan-07,N/A,39.897941,39.897941,0,4.343247,20.93
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-29,17-Jan-07,N/A,38.568172,38.568172,0,4.301851,21.91
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-30,17-Jan-07,N/A,37.342668,37.342668,0,4.256987,22.9
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-31,17-Jan-07,N/A,36.145097,36.145097,0,4.217086,23.88
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-32,17-Jan-07,N/A,34.989607,34.989607,0,4.179913,24.86
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-33,17-Jan-07,N/A,33.854981,33.854981,0,4.1474,25.85
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-34,17-Jan-07,N/A,32.764073,32.764073,0,4.116479,26.83
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-35,17-Jan-07,N/A,31.704343,31.704343,0,4.088191,27.82
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-36,17-Jan-07,N/A,30.702834,30.702834,0,4.059123,28.8
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-37,17-Jan-07,N/A,29.706329,29.706329,0,4.034981,29.78
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-38,17-Jan-07,N/A,28.726516,28.726516,0,4.014151,30.77
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-39,17-Jan-07,N/A,27.756753,27.756753,0,3.997134,31.75
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-40,17-Jan-07,N/A,26.959971,26.959971,0,3.965206,32.74
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-41,17-Jan-07,N/A,26.127774,26.127774,0,3.941747,33.72
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-42,17-Jan-07,N/A,25.309714,25.309714,0,3.920932,34.7
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-43,17-Jan-07,N/A,24.525084,24.525084,0,3.900369,35.69
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-44,17-Jan-07,N/A,23.768412,23.768412,0,3.880492,36.67
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-45,17-Jan-07,N/A,22.99906,22.99906,0,3.865808,37.66
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-46,17-Jan-07,N/A,22.288878,22.288878,0,3.84789,38.64
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-47,17-Jan-07,N/A,21.555109,21.555109,0,3.836183,39.62
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-48,17-Jan-07,N/A,20.926888,20.926888,0,3.815447,40.61
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-49,17-Jan-07,N/A,19.885923,19.885923,0,3.847253,41.58
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-50,17-Jan-07,N/A,19.256241,19.256241,0,3.833322,42.57
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-51,17-Jan-07,N/A,19.24943,19.24943,0,3.746964,43.57
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-52,17-Jan-07,N/A,17.829185,17.829185,0,3.835697,44.53
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-53,17-Jan-07,N/A,17.186647,17.186647,0,3.832863,45.51
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-54,17-Jan-07,N/A,16.631963,16.631963,0,3.821766,46.5
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-55,17-Jan-07,N/A,16.018496,16.018496,0,3.821187,47.48
Treasury Coupon Strip 07Mar2007,GB0030470263,07-Mar-07,17-Jan-07,N/A,99.294912,99.294912,0,5.408204,0.13
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-08,17-Jan-07,N/A,94.067325,94.067325,0,5.473489,1.1
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-09,17-Jan-07,N/A,89.190056,89.190056,0,5.436971,2.08
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-10,17-Jan-07,N/A,84.775451,84.775451,0,5.342548,3.05
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-11,17-Jan-07,N/A,80.734028,80.734028,0,5.246212,4.03
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-12,17-Jan-07,N/A,77.006017,77.006017,0,5.156072,5
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-13,17-Jan-07,N/A,73.525008,73.525008,0,5.078319,5.98
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-14,17-Jan-07,N/A,70.244747,70.244747,0,5.013505,6.96
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-15,17-Jan-07,N/A,67.204608,67.204608,0,4.94705,7.94
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-16,17-Jan-07,N/A,64.352089,64.352089,0,4.885389,8.91
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-17,17-Jan-07,N/A,61.637704,61.637704,0,4.833114,9.89
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-18,17-Jan-07,N/A,59.040398,59.040398,0,4.789838,10.87
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-19,17-Jan-07,N/A,56.564265,56.564265,0,4.751953,11.85
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-20,17-Jan-07,N/A,54.222346,54.222346,0,4.715477,12.83
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-21,17-Jan-07,N/A,51.971367,51.971367,0,4.685008,13.81
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-22,17-Jan-07,N/A,49.891483,49.891483,0,4.648037,14.79
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-23,17-Jan-07,N/A,48.076709,48.076709,0,4.59162,15.77
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-24,17-Jan-07,N/A,46.349773,46.349773,0,4.53899,16.75
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-25,17-Jan-07,N/A,44.695148,44.695148,0,4.49088,17.73
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-26,17-Jan-07,N/A,43.16761,43.16761,0,4.439383,18.72
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-27,17-Jan-07,N/A,41.673848,41.673848,0,4.395257,19.7
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-28,17-Jan-07,N/A,40.25078,40.25078,0,4.353033,20.68
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-29,17-Jan-07,N/A,38.883011,38.883011,0,4.313835,21.67
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-30,17-Jan-07,N/A,37.65437,37.65437,0,4.267156,22.65
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-31,17-Jan-07,N/A,36.44084,36.44084,0,4.227108,23.63
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-32,17-Jan-07,N/A,35.278308,35.278308,0,4.188884,24.62
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-33,17-Jan-07,N/A,34.139187,34.139187,0,4.155156,25.6
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-34,17-Jan-07,N/A,33.031025,33.031025,0,4.124582,26.58
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-35,17-Jan-07,N/A,31.957109,31.957109,0,4.096382,27.57
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-36,17-Jan-07,N/A,30.955319,30.955319,0,4.065909,28.55
Treasury Coupon Strip 07Sep2007,GB0030470370,07-Sep-07,17-Jan-07,N/A,96.589075,96.589075,0,5.561981,0.62
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-08,17-Jan-07,N/A,91.562444,91.562444,0,5.472854,1.59
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-09,17-Jan-07,N/A,86.936323,86.936323,0,5.389051,2.56
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-10,17-Jan-07,N/A,82.699676,82.699676,0,5.298126,3.54
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-11,17-Jan-07,N/A,78.830201,78.830201,0,5.20127,4.52
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-12,17-Jan-07,N/A,75.238187,75.238187,0,5.115482,5.49
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-13,17-Jan-07,N/A,71.844286,71.844286,0,5.048173,6.47
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-14,17-Jan-07,N/A,68.671983,68.671983,0,4.985113,7.45
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-15,17-Jan-07,N/A,65.753236,65.753236,0,4.916173,8.43
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-16,17-Jan-07,N/A,62.966907,62.966907,0,4.86015,9.4
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-17,17-Jan-07,N/A,60.292065,60.292065,0,4.815729,10.38
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-18,17-Jan-07,N/A,57.793123,57.793123,0,4.769464,11.36
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-19,17-Jan-07,N/A,55.378949,55.378949,0,4.733282,12.34
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-20,17-Jan-07,N/A,53.070456,53.070456,0,4.70173,13.32
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-21,17-Jan-07,N/A,50.87877,50.87877,0,4.671665,14.3
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-22,17-Jan-07,N/A,48.977564,48.977564,0,4.618674,15.28
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-23,17-Jan-07,N/A,47.197494,47.197494,0,4.565535,16.26
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-24,17-Jan-07,N/A,45.510533,45.510533,0,4.514813,17.24
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-25,17-Jan-07,N/A,43.932922,43.932922,0,4.463417,18.23
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-26,17-Jan-07,N/A,42.40914,42.40914,0,4.417372,19.21
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-27,17-Jan-07,N/A,40.939543,40.939543,0,4.375639,20.19
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-28,17-Jan-07,N/A,39.550138,39.550138,0,4.334275,21.17
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-29,17-Jan-07,N/A,38.256477,38.256477,0,4.290838,22.16
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-30,17-Jan-07,N/A,37.041763,37.041763,0,4.246809,23.14
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-31,17-Jan-07,N/A,35.851341,35.851341,0,4.208014,24.13
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-32,17-Jan-07,N/A,34.708402,34.708402,0,4.171193,25.11
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-33,17-Jan-07,N/A,33.584786,33.584786,0,4.139096,26.09
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-34,17-Jan-07,N/A,32.489622,32.489622,0,4.110228,27.08
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-35,17-Jan-07,N/A,31.445507,31.445507,0,4.08164,28.06
1¼% Index-linked Treasury Gilt 2017 WI,GB00B1L6W079,22-Nov-17,17-Jan-07,3 month,95.42,99.115197,0.207596,1.714746,10.04
1¼% Index-linked Treasury Gilt 2017,GB00B0V3WQ75,22-Nov-17,17-Jan-07,3 month,95.42,99.1011,0.203995,1.714636,10.05
1¼% Index-linked Treasury Gilt 2027,GB00B128DH60,22-Nov-27,17-Jan-07,3 month,100.47,104.150902,0.203635,1.224359,18.27
1¼% Index-linked Treasury Gilt 2055 WI,GB00B1L6W632,22-Nov-55,17-Jan-07,3 month,119.05,124.713362,0.234682,0.780034,37.66
1¼% Index-linked Treasury Gilt 2055,GB00B0CNHZ09,22-Nov-55,17-Jan-07,3 month,119.05,124.572386,0.205613,0.780192,37.68
2% Index-linked Treasury Stock 2035,GB0031790826,26-Jan-35,17-Jan-07,8 month,139.63,139.580486,-0.049514,1.096452,22.19
2½% Index-linked Treasury Stock 2009,GB0009071563,20-May-09,17-Jan-07,8 month,253.3,254.335206,1.035206,2.433059,2.25
2½% Index-linked Treasury Stock 2011,GB0009063578,23-Aug-11,17-Jan-07,8 month,269.62,272.290435,2.670435,2.283615,4.28
2½% Index-linked Treasury Stock 2013,GB0009036715,16-Aug-13,17-Jan-07,8 month,228.68,231.023196,2.343196,2.111352,5.99
2½% Index-linked Treasury Stock 2016,GB0009075325,26-Jul-16,17-Jan-07,8 month,256.64,256.508365,-0.131635,1.898782,8.49
2½% Index-linked Treasury Stock 2020,GB0009081828,16-Apr-20,17-Jan-07,8 month,264.33,265.88007,1.55007,1.651376,11.3
2½% Index-linked Treasury Stock 2024,GB0008983024,17-Jul-24,17-Jan-07,8 month,237.19,237.204219,0.014219,1.444272,14.46
4 1/8% Index-linked Treasury Stock 2030,GB0008932666,22-Jul-30,17-Jan-07,8 month,234.25,234.184389,-0.065611,1.231632,17.03
3½% War Loan,GB0009386284,,18-Jan-07,N/A,80.63,81.101154,0.471154,4.340617,22.91
3% Treasury Stock,GB0009031211,,18-Jan-07,N/A,66.07,66.943626,0.873626,4.540357,21.74
2½% Treasury Stock,GB0009031096,,18-Jan-07,N/A,57.59,58.345495,0.755495,4.340789,22.74
3½% Conversion Loan,GB0002212099,,18-Jan-07,N/A,78.64,79.697692,1.057692,4.4504,22.17
2½% Consolidated Stock,GB0002163805,,18-Jan-07,N/A,56.55,56.647222,0.097222,4.420831,22.58
4% Consolidated Loan,GB0002163466,,18-Jan-07,N/A,84.02,85.878696,1.858696,4.760683,20.55
2½% Annuities,GB0000436070,,18-Jan-07,N/A,54.22,54.317222,0.097222,4.610805,21.65
2¾% Annuities,GB0000436294,,18-Jan-07,N/A,59,59.106944,0.106944,4.660976,21.42
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-13,18-Jan-07,N/A,139.57,140.822747,1.252747,5.11556,5.04
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-16,18-Jan-07,N/A,93.12,94.600663,1.480663,4.904338,7.7
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-09,18-Jan-07,N/A,89.18692,89.18692,0,5.445814,2.07
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-16,18-Jan-07,N/A,62.983614,62.983614,0,4.858739,9.4
4% Treasury Stock 2009,GB0032785924,07-Mar-09,18-Jan-07,N/A,97.12,98.600663,1.480663,5.447891,1.98
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-32,18-Jan-07,N/A,35.144581,35.144581,0,4.162595,24.86
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-11,18-Jan-07,N/A,96.24,97.813204,1.573204,5.273641,3.67
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-27,18-Jan-07,N/A,96.45,96.95206,0.50206,4.513992,13.53
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-46,18-Jan-07,N/A,102.36,102.86206,0.50206,4.128616,19.27
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-55,18-Jan-07,N/A,105.04,105.54206,0.50206,4.013684,21.03
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-27,18-Jan-07,N/A,40.674377,40.674377,0,4.354639,20.44
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-46,18-Jan-07,N/A,22.223926,22.223926,0,3.806917,39.14
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-55,18-Jan-07,N/A,17.309338,17.309338,0,3.620466,48.01
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-11,18-Jan-07,N/A,80.704865,80.704865,0,5.258745,4.02
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-36,18-Jan-07,N/A,31.166758,31.166758,0,4.042456,28.55
4¼% Treasury Stock 2032,GB0004893086,07-Jun-32,18-Jan-07,N/A,98.2,98.70206,0.50206,4.367772,15.26
4¼% Treasury Stock 2036,GB0032452392,07-Mar-36,18-Jan-07,N/A,99.45,101.023204,1.573204,4.282963,16.32
4½% Treasury Princial Strip 07Mar2007,GB0034258821,07-Mar-07,18-Jan-07,N/A,99.329022,99.329022,0,5.253179,0.13
4½% Treasury Stock 2007,GB0034040740,07-Mar-07,18-Jan-07,N/A,99.88,101.545746,1.665746,5.394724,0.13
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-38,18-Jan-07,N/A,28.444174,28.444174,0,3.982524,31.26
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-10,18-Jan-07,N/A,83.674837,83.674837,0,5.340272,3.29
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-20,18-Jan-07,N/A,54.279702,54.279702,0,4.708239,12.83
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-15,18-Jan-07,N/A,65.716178,65.716178,0,4.924459,8.42
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-10,18-Jan-07,N/A,98.16,98.721126,0.561126,5.350162,3.06
4¾% Treasury Stock 2015,GB0033280339,07-Sep-15,18-Jan-07,N/A,98.46,100.218287,1.758287,4.970821,6.87
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-20,18-Jan-07,N/A,99.71,101.468287,1.758287,4.779433,9.51
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-38,18-Jan-07,N/A,108.68,109.241126,0.561126,4.250113,16.9
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-08,18-Jan-07,N/A,94.08352,94.08352,0,5.4714,1.1
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-12,18-Jan-07,N/A,76.966626,76.966626,0,5.169116,5
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-25,18-Jan-07,N/A,44.754843,44.754843,0,4.484044,17.73
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-14,18-Jan-07,N/A,68.61512,68.61512,0,4.998068,7.44
5% Treasury Stock 2008,GB0031734154,07-Mar-08,18-Jan-07,N/A,99.45,101.300829,1.850829,5.502705,1.06
5% Treasury Stock 2012,GB0030468747,07-Mar-12,18-Jan-07,N/A,99.15,101.000829,1.850829,5.189473,4.39
5% Treasury Stock 2014,GB0031829509,07-Sep-14,18-Jan-07,N/A,99.76,101.610829,1.850829,5.037321,6.16
5% Treasury Stock 2025,GB0030880693,07-Mar-25,18-Jan-07,N/A,104.73,106.580829,1.850829,4.611733,11.8
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-08,18-Jan-07,N/A,99.54,101.530331,1.990331,5.594667,4.7
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-09,18-Jan-07,N/A,85.814696,85.814696,0,5.379433,2.81
5¾% Treasury Stock 2009,GB0003042636,07-Dec-09,18-Jan-07,N/A,100.95,101.629258,0.679258,5.387082,2.61
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-28,18-Jan-07,N/A,39.286302,39.286302,0,4.315621,21.42
6% Treasury Stock 2028,GB0002404191,07-Dec-28,18-Jan-07,N/A,120.6,121.308791,0.708791,4.508819,12.96
6¼% Treasury Stock 2010,GB0008890161,25-Nov-10,18-Jan-07,N/A,103.29,104.239586,0.949586,5.291305,3.37
7¼% Treasury Principal Strip 07Dec2007,GB0000509314,07-Dec-07,18-Jan-07,N/A,95.257877,95.257877,0,5.585616,0.86
7¼% Treasury Stock 2007,GB0009997114,07-Dec-07,18-Jan-07,N/A,101.42,102.276456,0.856456,5.567079,0.84
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-12,18-Jan-07,N/A,110.29,110.142582,-0.147418,5.383518,4.19
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-15,18-Jan-07,N/A,64.99608,64.99608,0,4.910122,8.67
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-21,18-Jan-07,N/A,51.426236,51.426236,0,4.677897,14.05
8% Treasury Stock 2009,GB0009125369,25-Sep-09,18-Jan-07,N/A,106.34,108.903536,2.563536,5.421059,2.35
8% Treasury Stock 2013,GB0008921883,27-Sep-13,18-Jan-07,N/A,116.26,118.779337,2.519337,5.097164,5.18
8% Treasury Stock 2015,GB0008881541,07-Dec-15,18-Jan-07,N/A,121.47,122.415055,0.945055,4.978308,6.56
8% Treasury Stock 2021,GB0009997999,07-Jun-21,18-Jan-07,N/A,133.14,134.085055,0.945055,4.785306,9.29
8½% Treasury Loan 2007,GB0009126557,16-Jul-07,18-Jan-07,N/A,101.44,101.510442,0.070442,5.489797,0.48
8¾% Treasury Stock 2017,GB0008931148,25-Aug-17,18-Jan-07,N/A,131.85,135.345245,3.495245,4.8673,7.24
9% Conversion Loan 2011,GB0002215225,12-Jul-11,18-Jan-07,N/A,114.71,114.884033,0.174033,5.270677,3.73
9% Treasury Loan 2008,GB0009128371,13-Oct-08,18-Jan-07,N/A,105.63,108.053077,2.423077,5.534679,1.57
9% Treasury Stock 2012,GB0008938465,06-Aug-12,18-Jan-07,N/A,117.77,121.829783,4.059783,5.264336,4.32
Treasury Coupon Strip 07Dec2007,GB0000509421,07-Dec-07,18-Jan-07,N/A,95.287102,95.287102,0,5.549864,0.86
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-08,18-Jan-07,N/A,90.334203,90.334203,0,5.47537,1.83
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-09,18-Jan-07,N/A,85.797882,85.797882,0,5.386416,2.81
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-10,18-Jan-07,N/A,81.65431,81.65431,0,5.28983,3.78
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-11,18-Jan-07,N/A,77.865292,77.865292,0,5.191105,4.76
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-12,18-Jan-07,N/A,74.291852,74.291852,0,5.116643,5.74
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-13,18-Jan-07,N/A,70.940074,70.940074,0,5.051721,6.71
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-14,18-Jan-07,N/A,67.845198,67.845198,0,4.983013,7.69
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-15,18-Jan-07,N/A,64.962961,64.962961,0,4.916002,8.67
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-16,18-Jan-07,N/A,62.222014,62.222014,0,4.859428,9.65
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-17,18-Jan-07,N/A,59.602387,59.602387,0,4.812368,10.63
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-18,18-Jan-07,N/A,57.147139,57.147139,0,4.765078,11.61
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-19,18-Jan-07,N/A,54.791657,54.791657,0,4.725339,12.58
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-20,18-Jan-07,N/A,52.481145,52.481145,0,4.698648,13.56
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-21,18-Jan-07,N/A,50.385534,50.385534,0,4.659497,14.54
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-22,18-Jan-07,N/A,48.515535,48.515535,0,4.60641,15.52
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-23,18-Jan-07,N/A,46.771552,46.771552,0,4.552285,16.51
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-24,18-Jan-07,N/A,45.109401,45.109401,0,4.501799,17.49
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-25,18-Jan-07,N/A,43.557453,43.557453,0,4.450312,18.47
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-26,18-Jan-07,N/A,42.051511,42.051511,0,4.404918,19.45
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-27,18-Jan-07,N/A,40.622712,40.622712,0,4.360858,20.44
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-28,18-Jan-07,N/A,39.232407,39.232407,0,4.32203,21.42
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-29,18-Jan-07,N/A,37.979527,37.979527,0,4.276031,22.4
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-30,18-Jan-07,N/A,36.774256,36.774256,0,4.233009,23.39
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-31,18-Jan-07,N/A,35.606445,35.606445,0,4.193544,24.37
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-32,18-Jan-07,N/A,34.473206,34.473206,0,4.157423,25.35
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-33,18-Jan-07,N/A,33.358788,33.358788,0,4.125958,26.34
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-34,18-Jan-07,N/A,32.288906,32.288906,0,4.095789,27.32
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-35,18-Jan-07,N/A,31.271289,31.271289,0,4.065685,28.31
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-36,18-Jan-07,N/A,30.258693,30.258693,0,4.04065,29.29
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-37,18-Jan-07,N/A,29.280039,29.280039,0,4.01711,30.27
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-38,18-Jan-07,N/A,28.356044,28.356044,0,3.992451,31.26
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-39,18-Jan-07,N/A,27.461185,27.461185,0,3.969298,32.24
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-40,18-Jan-07,N/A,26.577038,26.577038,0,3.949498,33.23
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-41,18-Jan-07,N/A,25.751372,25.751372,0,3.927427,34.21
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-42,18-Jan-07,N/A,24.938121,24.938121,0,3.908095,35.19
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-43,18-Jan-07,N/A,24.145868,24.145868,0,3.890349,36.18
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-44,18-Jan-07,N/A,23.38735,23.38735,0,3.872557,37.16
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-45,18-Jan-07,N/A,22.698056,22.698056,0,3.850432,38.15
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-46,18-Jan-07,N/A,21.994912,21.994912,0,3.833386,39.13
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-47,18-Jan-07,N/A,21.336745,21.336745,0,3.814464,40.12
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-48,18-Jan-07,N/A,20.651872,20.651872,0,3.801907,41.1
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-49,18-Jan-07,N/A,19.729211,19.729211,0,3.821022,42.08
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-50,18-Jan-07,N/A,18.931669,18.931669,0,3.828951,43.06
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-51,18-Jan-07,N/A,18.265944,18.265944,0,3.824115,44.04
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-52,18-Jan-07,N/A,17.633228,17.633228,0,3.81828,45.02
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-53,18-Jan-07,N/A,17.012811,17.012811,0,3.813923,46
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-54,18-Jan-07,N/A,16.447888,16.447888,0,3.805388,46.99
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-55,18-Jan-07,N/A,15.85453,15.85453,0,3.803398,47.97
Treasury Coupon Strip 07Jun2007,GB0000509207,07-Jun-07,18-Jan-07,N/A,97.945753,97.945753,0,5.510024,0.37
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-08,18-Jan-07,N/A,92.778366,92.778366,0,5.498529,1.34
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-09,18-Jan-07,N/A,88.015909,88.015909,0,5.4318,2.32
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-10,18-Jan-07,N/A,83.676497,83.676497,0,5.33967,3.29
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-11,18-Jan-07,N/A,79.725782,79.725782,0,5.238212,4.27
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-12,18-Jan-07,N/A,76.046815,76.046815,0,5.153112,5.25
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-13,18-Jan-07,N/A,72.592831,72.592831,0,5.082475,6.22
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-14,18-Jan-07,N/A,69.370155,69.370155,0,5.016083,7.2
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-15,18-Jan-07,N/A,66.390384,66.390384,0,4.947148,8.18
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-16,18-Jan-07,N/A,63.570174,63.570174,0,4.887501,9.16
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-17,18-Jan-07,N/A,60.911123,60.911123,0,4.832657,10.14
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-18,18-Jan-07,N/A,58.362197,58.362197,0,4.78763,11.12
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-19,18-Jan-07,N/A,55.957209,55.957209,0,4.744375,12.09
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-20,18-Jan-07,N/A,53.625594,53.625594,0,4.711261,13.07
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-21,18-Jan-07,N/A,51.372565,51.372565,0,4.685328,14.05
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-22,18-Jan-07,N/A,49.432426,49.432426,0,4.633336,15.03
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-23,18-Jan-07,N/A,47.62836,47.62836,0,4.579464,16.02
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-24,18-Jan-07,N/A,45.92586,45.92586,0,4.527224,17
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-25,18-Jan-07,N/A,44.317782,44.317782,0,4.476464,17.98
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-26,18-Jan-07,N/A,42.795522,42.795522,0,4.427316,18.96
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-27,18-Jan-07,N/A,41.333044,41.333044,0,4.382091,19.94
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-28,18-Jan-07,N/A,39.925654,39.925654,0,4.340493,20.93
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-29,18-Jan-07,N/A,38.60247,38.60247,0,4.298328,21.91
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-30,18-Jan-07,N/A,37.378535,37.378535,0,4.253299,22.89
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-31,18-Jan-07,N/A,36.189156,36.189156,0,4.212464,23.88
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-32,18-Jan-07,N/A,35.031992,35.031992,0,4.175501,24.86
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-33,18-Jan-07,N/A,33.910469,33.910469,0,4.1415,25.85
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-34,18-Jan-07,N/A,32.821076,32.821076,0,4.110417,26.83
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-35,18-Jan-07,N/A,31.777513,31.777513,0,4.080303,27.81
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-36,18-Jan-07,N/A,30.774136,30.774136,0,4.051452,28.8
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-37,18-Jan-07,N/A,29.752825,29.752825,0,4.030098,29.78
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-38,18-Jan-07,N/A,28.787575,28.787575,0,4.007604,30.77
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-39,18-Jan-07,N/A,27.826035,27.826035,0,3.989624,31.75
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-40,18-Jan-07,N/A,27.022989,27.022989,0,3.958402,32.73
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-41,18-Jan-07,N/A,26.194025,26.194025,0,3.934554,33.72
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-42,18-Jan-07,N/A,25.378737,25.378737,0,3.913391,34.7
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-43,18-Jan-07,N/A,24.596755,24.596755,0,3.89249,35.69
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-44,18-Jan-07,N/A,23.864512,23.864512,0,3.869776,36.67
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-45,18-Jan-07,N/A,23.096198,23.096198,0,3.854895,37.66
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-46,18-Jan-07,N/A,22.368762,22.368762,0,3.838902,38.64
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-47,18-Jan-07,N/A,21.625774,21.625774,0,3.828186,39.62
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-48,18-Jan-07,N/A,21.016158,21.016158,0,3.80522,40.61
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-49,18-Jan-07,N/A,19.981807,19.981807,0,3.835938,41.58
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-50,18-Jan-07,N/A,19.383437,19.383437,0,3.8181,42.57
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-51,18-Jan-07,N/A,19.390614,19.390614,0,3.730425,43.57
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-52,18-Jan-07,N/A,17.920225,17.920225,0,3.824493,44.53
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-53,18-Jan-07,N/A,17.269329,17.269329,0,3.822546,45.51
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-54,18-Jan-07,N/A,16.717287,16.717287,0,3.810984,46.5
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-55,18-Jan-07,N/A,16.105563,16.105563,0,3.809988,47.48
Treasury Coupon Strip 07Mar2007,GB0030470263,07-Mar-07,18-Jan-07,N/A,99.308235,99.308235,0,5.418682,0.13
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-08,18-Jan-07,N/A,94.059602,94.059602,0,5.49452,1.1
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-09,18-Jan-07,N/A,89.163337,89.163337,0,5.458569,2.07
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-10,18-Jan-07,N/A,84.734126,84.734126,0,5.363322,3.05
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-11,18-Jan-07,N/A,80.682025,80.682025,0,5.265779,4.02
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-12,18-Jan-07,N/A,76.9447,76.9447,0,5.174813,5
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-13,18-Jan-07,N/A,73.456354,73.456354,0,5.096264,5.98
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-14,18-Jan-07,N/A,70.168262,70.168262,0,5.031136,6.95
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-15,18-Jan-07,N/A,67.122739,67.122739,0,4.964116,7.93
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-16,18-Jan-07,N/A,64.270456,64.270456,0,4.901128,8.91
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-17,18-Jan-07,N/A,61.568623,61.568623,0,4.845786,9.89
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-18,18-Jan-07,N/A,58.99635,58.99635,0,4.797908,10.87
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-19,18-Jan-07,N/A,56.550696,56.550696,0,4.755073,11.85
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-20,18-Jan-07,N/A,54.220292,54.220292,0,4.716777,12.83
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-21,18-Jan-07,N/A,51.960725,51.960725,0,4.687418,13.81
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-22,18-Jan-07,N/A,49.888351,49.888351,0,4.64932,14.79
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-23,18-Jan-07,N/A,48.066817,48.066817,0,4.59372,15.77
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-24,18-Jan-07,N/A,46.344404,46.344404,0,4.540422,16.75
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-25,18-Jan-07,N/A,44.706864,44.706864,0,4.490093,17.73
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-26,18-Jan-07,N/A,43.17846,43.17846,0,4.438688,18.71
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-27,18-Jan-07,N/A,41.690552,41.690552,0,4.393833,19.7
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-28,18-Jan-07,N/A,40.274541,40.274541,0,4.350754,20.68
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-29,18-Jan-07,N/A,38.91724,38.91724,0,4.310318,21.66
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-30,18-Jan-07,N/A,37.688402,37.688402,0,4.263682,22.65
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Treasury Coupon Strip 07Sep2007,GB0030470370,07-Sep-07,18-Jan-07,N/A,96.594147,96.594147,0,5.578143,0.61
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Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-32,18-Jan-07,N/A,34.760018,34.760018,0,4.165729,25.11
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-33,18-Jan-07,N/A,33.641012,33.641012,0,4.133119,26.09
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-34,18-Jan-07,N/A,32.547424,32.547424,0,4.104077,27.07
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-35,18-Jan-07,N/A,31.515085,31.515085,0,4.074161,28.06
1¼% Index-linked Treasury Gilt 2017 WI,GB00B1L6W079,22-Nov-17,18-Jan-07,3 month,95.75,99.457259,0.207596,1.68045,10.05
1¼% Index-linked Treasury Gilt 2017,GB00B0V3WQ75,22-Nov-17,18-Jan-07,3 month,95.75,99.457259,0.207596,1.68045,10.05
1¼% Index-linked Treasury Gilt 2027,GB00B128DH60,22-Nov-27,18-Jan-07,3 month,100.86,104.5701,0.207232,1.203197,18.28
1¼% Index-linked Treasury Gilt 2055 WI,GB00B1L6W632,22-Nov-55,18-Jan-07,3 month,120.32,126.041274,0.234682,0.75194,37.74
1¼% Index-linked Treasury Gilt 2055,GB00B0CNHZ09,22-Nov-55,18-Jan-07,3 month,120.34,125.93807,0.209245,0.751647,37.76
2% Index-linked Treasury Stock 2035,GB0031790826,26-Jan-35,18-Jan-07,8 month,140.43,140.386675,-0.043325,1.070998,22.2
2½% Index-linked Treasury Stock 2009,GB0009071563,20-May-09,18-Jan-07,8 month,253.36,254.412751,1.052751,2.426097,2.25
2½% Index-linked Treasury Stock 2011,GB0009063578,23-Aug-11,18-Jan-07,8 month,269.61,272.298478,2.688478,2.286243,4.28
2½% Index-linked Treasury Stock 2013,GB0009036715,16-Aug-13,18-Jan-07,8 month,228.74,231.098313,2.358313,2.108216,5.99
2½% Index-linked Treasury Stock 2016,GB0009075325,26-Jul-16,18-Jan-07,8 month,257.01,256.89482,-0.11518,1.882591,8.49
2½% Index-linked Treasury Stock 2020,GB0009081828,16-Apr-20,18-Jan-07,8 month,264.77,266.33656,1.56656,1.637317,11.3
2½% Index-linked Treasury Stock 2024,GB0008983024,17-Jul-24,18-Jan-07,8 month,237.78,237.808439,0.028439,1.427512,14.46
4 1/8% Index-linked Treasury Stock 2030,GB0008932666,22-Jul-30,18-Jan-07,8 month,235.16,235.110792,-0.049208,1.209127,17.05
3½% War Loan,GB0009386284,,19-Jan-07,N/A,80.74,81.24,0.5,4.334697,22.93
3% Treasury Stock,GB0009031211,,19-Jan-07,N/A,66.15,67.048352,0.898352,4.53487,21.76
2½% Treasury Stock,GB0009031096,,19-Jan-07,N/A,57.67,58.446099,0.776099,4.334772,22.77
3½% Conversion Loan,GB0002212099,,19-Jan-07,N/A,78.74,79.826538,1.086538,4.444753,22.19
2½% Consolidated Stock,GB0002163805,,19-Jan-07,N/A,56.63,56.748056,0.118056,4.41458,22.61
4% Consolidated Loan,GB0002163466,,19-Jan-07,N/A,84.13,86.021304,1.891304,4.754478,20.57
2½% Annuities,GB0000436070,,19-Jan-07,N/A,54.29,54.408056,0.118056,4.604853,21.67
2¾% Annuities,GB0000436294,,19-Jan-07,N/A,59.08,59.209861,0.129861,4.654658,21.44
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-13,19-Jan-07,N/A,139.51,140.861648,1.351648,5.118343,5.04
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-16,19-Jan-07,N/A,93.14,94.653812,1.513812,4.902258,7.7
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-09,19-Jan-07,N/A,89.199438,89.199438,0,5.460579,2.07
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-16,19-Jan-07,N/A,63.015789,63.015789,0,4.857538,9.39
4% Treasury Stock 2009,GB0032785924,07-Mar-09,19-Jan-07,N/A,97.1,98.613812,1.513812,5.463735,1.97
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-32,19-Jan-07,N/A,35.207977,35.207977,0,4.156711,24.86
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-11,19-Jan-07,N/A,96.22,97.828425,1.608425,5.281178,3.66
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-27,19-Jan-07,N/A,96.53,97.067088,0.537088,4.507944,13.52
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-46,19-Jan-07,N/A,102.47,103.007088,0.537088,4.123052,19.27
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-55,19-Jan-07,N/A,105.16,105.697088,0.537088,4.008262,21.04
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-27,19-Jan-07,N/A,40.72352,40.72352,0,4.350466,20.43
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-46,19-Jan-07,N/A,22.279289,22.279289,0,3.801353,39.13
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-55,19-Jan-07,N/A,17.333144,17.333144,0,3.61822,48.01
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-11,19-Jan-07,N/A,80.716498,80.716498,0,5.265868,4.02
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-36,19-Jan-07,N/A,31.230126,31.230126,0,4.036502,28.55
4¼% Treasury Stock 2032,GB0004893086,07-Jun-32,19-Jan-07,N/A,98.28,98.817088,0.537088,4.362471,15.26
4¼% Treasury Stock 2036,GB0032452392,07-Mar-36,19-Jan-07,N/A,99.53,101.138425,1.608425,4.27813,16.32
4½% Treasury Princial Strip 07Mar2007,GB0034258821,07-Mar-07,19-Jan-07,N/A,99.367628,99.367628,0,5.287914,0.12
4½% Treasury Stock 2007,GB0034040740,07-Mar-07,19-Jan-07,N/A,99.89,101.593039,1.703039,5.374051,0.12
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-38,19-Jan-07,N/A,28.518032,28.518032,0,3.975266,31.25
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-10,19-Jan-07,N/A,83.677831,83.677831,0,5.352402,3.29
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-20,19-Jan-07,N/A,54.328652,54.328652,0,4.704216,12.82
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-15,19-Jan-07,N/A,65.736388,65.736388,0,4.925596,8.41
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-10,19-Jan-07,N/A,98.13,98.730275,0.600275,5.361374,3.05
4¾% Treasury Stock 2015,GB0033280339,07-Sep-15,19-Jan-07,N/A,98.46,100.257652,1.797652,4.971028,6.86
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-20,19-Jan-07,N/A,99.75,101.547652,1.797652,4.775326,9.51
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-38,19-Jan-07,N/A,108.78,109.380275,0.600275,4.244629,16.89
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-08,19-Jan-07,N/A,94.111072,94.111072,0,5.485556,1.09
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-12,19-Jan-07,N/A,76.965006,76.965006,0,5.178009,4.99
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-25,19-Jan-07,N/A,44.812392,44.812392,0,4.478868,17.72
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-14,19-Jan-07,N/A,68.621532,68.621532,0,5.002313,7.44
5% Treasury Stock 2008,GB0031734154,07-Mar-08,19-Jan-07,N/A,99.44,101.332265,1.892265,5.515922,1.06
5% Treasury Stock 2012,GB0030468747,07-Mar-12,19-Jan-07,N/A,99.11,101.002265,1.892265,5.198841,4.38
5% Treasury Stock 2014,GB0031829509,07-Sep-14,19-Jan-07,N/A,99.75,101.642265,1.892265,5.038994,6.16
5% Treasury Stock 2025,GB0030880693,07-Mar-25,19-Jan-07,N/A,104.79,106.682265,1.892265,4.606868,11.79
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-08,19-Jan-07,N/A,99.47,101.505912,2.035912,5.609555,4.69
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-09,19-Jan-07,N/A,85.819056,85.819056,0,5.393252,2.8
5¾% Treasury Stock 2009,GB0003042636,07-Dec-09,19-Jan-07,N/A,100.92,101.646648,0.726648,5.397342,2.6
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-28,19-Jan-07,N/A,39.369511,39.369511,0,4.307384,21.41
6% Treasury Stock 2028,GB0002404191,07-Dec-28,19-Jan-07,N/A,120.68,121.438242,0.758242,4.503423,12.96
6¼% Treasury Stock 2010,GB0008890161,25-Nov-10,19-Jan-07,N/A,103.24,104.241381,1.001381,5.303676,3.36
7¼% Treasury Principal Strip 07Dec2007,GB0000509314,07-Dec-07,19-Jan-07,N/A,95.288084,95.288084,0,5.601735,0.85
7¼% Treasury Stock 2007,GB0009997114,07-Dec-07,19-Jan-07,N/A,101.4,102.316209,0.916209,5.574756,0.83
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-12,19-Jan-07,N/A,110.23,110.145761,-0.084239,5.393189,4.18
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-15,19-Jan-07,N/A,65.015453,65.015453,0,4.911297,8.66
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-21,19-Jan-07,N/A,51.470341,51.470341,0,4.674507,14.05
8% Treasury Stock 2009,GB0009125369,25-Sep-09,19-Jan-07,N/A,106.3,108.929834,2.629834,5.429669,2.34
8% Treasury Stock 2013,GB0008921883,27-Sep-13,19-Jan-07,N/A,116.23,118.815635,2.585635,5.099323,5.17
8% Treasury Stock 2015,GB0008881541,07-Dec-15,19-Jan-07,N/A,121.45,122.460989,1.010989,4.978768,6.55
8% Treasury Stock 2021,GB0009997999,07-Jun-21,19-Jan-07,N/A,133.17,134.180989,1.010989,4.781801,9.29
8½% Treasury Loan 2007,GB0009126557,16-Jul-07,19-Jan-07,N/A,101.41,101.550884,0.140884,5.50053,0.47
8¾% Treasury Stock 2017,GB0008931148,25-Aug-17,19-Jan-07,N/A,131.85,135.416576,3.566576,4.865435,7.23
9% Conversion Loan 2011,GB0002215225,12-Jul-11,19-Jan-07,N/A,114.65,114.898619,0.248619,5.278841,3.73
9% Treasury Loan 2008,GB0009128371,13-Oct-08,19-Jan-07,N/A,105.59,108.087253,2.497253,5.543261,1.56
9% Treasury Stock 2012,GB0008938465,06-Aug-12,19-Jan-07,N/A,117.71,121.843152,4.133152,5.271619,4.31
Treasury Coupon Strip 07Dec2007,GB0000509421,07-Dec-07,19-Jan-07,N/A,95.319938,95.319938,0,5.562409,0.85
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-08,19-Jan-07,N/A,90.354725,90.354725,0,5.487327,1.82
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-09,19-Jan-07,N/A,85.808548,85.808548,0,5.397629,2.8
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-10,19-Jan-07,N/A,81.65945,81.65945,0,5.299565,3.77
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-11,19-Jan-07,N/A,77.874654,77.874654,0,5.197466,4.75
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-12,19-Jan-07,N/A,74.304096,74.304096,0,5.121036,5.73
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-13,19-Jan-07,N/A,70.964373,70.964373,0,5.052745,6.7
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-14,19-Jan-07,N/A,67.873205,67.873205,0,4.982921,7.68
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-15,19-Jan-07,N/A,64.999366,64.999366,0,4.914155,8.66
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-16,19-Jan-07,N/A,62.270885,62.270885,0,4.855389,9.64
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-17,19-Jan-07,N/A,59.631994,59.631994,0,4.811382,10.62
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-18,19-Jan-07,N/A,57.191574,57.191574,0,4.761723,11.6
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-19,19-Jan-07,N/A,54.837592,54.837592,0,4.721736,12.58
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-20,19-Jan-07,N/A,52.536987,52.536987,0,4.693627,13.56
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-21,19-Jan-07,N/A,50.446874,50.446874,0,4.653739,14.54
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-22,19-Jan-07,N/A,48.580277,48.580277,0,4.600234,15.52
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-23,19-Jan-07,N/A,46.839737,46.839737,0,4.545704,16.5
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-24,19-Jan-07,N/A,45.170295,45.170295,0,4.496181,17.48
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-25,19-Jan-07,N/A,43.618884,43.618884,0,4.444643,18.46
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-26,19-Jan-07,N/A,42.118761,42.118761,0,4.398547,19.45
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-27,19-Jan-07,N/A,40.69086,40.69086,0,4.354394,20.43
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-28,19-Jan-07,N/A,39.303139,39.303139,0,4.315264,21.41
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-29,19-Jan-07,N/A,38.050514,38.050514,0,4.26925,22.4
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-30,19-Jan-07,N/A,36.861712,36.861712,0,4.224326,23.38
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-31,19-Jan-07,N/A,35.691333,35.691333,0,4.185174,24.36
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-32,19-Jan-07,N/A,34.558766,34.558766,0,4.148982,25.35
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-33,19-Jan-07,N/A,33.442161,33.442161,0,4.117756,26.33
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-34,19-Jan-07,N/A,32.361579,32.361579,0,4.088782,27.32
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-35,19-Jan-07,N/A,31.346339,31.346339,0,4.058387,28.3
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-36,19-Jan-07,N/A,30.332714,30.332714,0,4.033432,29.28
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-37,19-Jan-07,N/A,29.373231,29.373231,0,4.007693,30.27
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-38,19-Jan-07,N/A,28.442429,28.442429,0,3.98376,31.25
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-39,19-Jan-07,N/A,27.551726,27.551726,0,3.960092,32.24
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-40,19-Jan-07,N/A,26.665628,26.665628,0,3.940451,33.22
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-41,19-Jan-07,N/A,25.837984,25.837984,0,3.918547,34.2
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-42,19-Jan-07,N/A,25.005211,25.005211,0,3.901366,35.19
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-43,19-Jan-07,N/A,24.224238,24.224238,0,3.882269,36.17
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-44,19-Jan-07,N/A,23.492327,23.492327,0,3.861354,37.16
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-45,19-Jan-07,N/A,22.786236,22.786236,0,3.84109,38.14
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-46,19-Jan-07,N/A,22.081347,22.081347,0,3.824161,39.13
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-47,19-Jan-07,N/A,21.419768,21.419768,0,3.805558,40.11
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-48,19-Jan-07,N/A,20.734638,20.734638,0,3.792929,41.09
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-49,19-Jan-07,N/A,19.760538,19.760538,0,3.817992,42.07
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-50,19-Jan-07,N/A,18.966346,18.966346,0,3.825426,43.05
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-51,19-Jan-07,N/A,18.320479,18.320479,0,3.818054,44.03
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-52,19-Jan-07,N/A,17.686777,17.686777,0,3.812237,45.02
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-53,19-Jan-07,N/A,17.064081,17.064081,0,3.808058,46
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-54,19-Jan-07,N/A,16.497982,16.497982,0,3.799576,46.98
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-55,19-Jan-07,N/A,15.903618,15.903618,0,3.7976,47.96
Treasury Coupon Strip 07Jun2007,GB0000509207,07-Jun-07,19-Jan-07,N/A,97.986549,97.986549,0,5.518702,0.36
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-08,19-Jan-07,N/A,92.804827,92.804827,0,5.510639,1.34
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-09,19-Jan-07,N/A,88.030463,88.030463,0,5.44376,2.31
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-10,19-Jan-07,N/A,83.682217,83.682217,0,5.350807,3.29
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-11,19-Jan-07,N/A,79.734034,79.734034,0,5.245783,4.26
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-12,19-Jan-07,N/A,76.057431,76.057431,0,5.158452,5.24
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-13,19-Jan-07,N/A,72.60727,72.60727,0,5.08593,6.22
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-14,19-Jan-07,N/A,69.397762,69.397762,0,5.016228,7.19
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-15,19-Jan-07,N/A,66.426982,66.426982,0,4.945333,8.17
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-16,19-Jan-07,N/A,63.613701,63.613701,0,4.88437,9.15
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-17,19-Jan-07,N/A,60.949869,60.949869,0,4.830264,10.13
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-18,19-Jan-07,N/A,58.398235,58.398235,0,4.785583,11.11
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-19,19-Jan-07,N/A,56.001076,56.001076,0,4.741089,12.09
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-20,19-Jan-07,N/A,53.679773,53.679773,0,4.70647,13.07
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-21,19-Jan-07,N/A,51.430241,51.430241,0,4.680056,14.04
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-22,19-Jan-07,N/A,49.498235,49.498235,0,4.626994,15.03
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-23,19-Jan-07,N/A,47.695142,47.695142,0,4.573042,16.01
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-24,19-Jan-07,N/A,45.994643,45.994643,0,4.520586,16.99
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-25,19-Jan-07,N/A,44.383299,44.383299,0,4.470275,17.97
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-26,19-Jan-07,N/A,42.862899,42.862899,0,4.42092,18.95
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-27,19-Jan-07,N/A,41.399825,41.399825,0,4.375785,19.94
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-28,19-Jan-07,N/A,39.995947,39.995947,0,4.333776,20.92
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-29,19-Jan-07,N/A,38.679676,38.679676,0,4.290806,21.9
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-30,19-Jan-07,N/A,37.448566,37.448566,0,4.246636,22.89
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-31,19-Jan-07,N/A,36.275601,36.275601,0,4.203909,23.87
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-32,19-Jan-07,N/A,35.117378,35.117378,0,4.167077,24.86
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-33,19-Jan-07,N/A,33.990484,33.990484,0,4.133687,25.84
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-34,19-Jan-07,N/A,32.903762,32.903762,0,4.102287,26.82
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-35,19-Jan-07,N/A,31.853773,31.853773,0,4.07288,27.81
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-36,19-Jan-07,N/A,30.847923,30.847923,0,4.044282,28.79
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-37,19-Jan-07,N/A,29.848182,29.848182,0,4.020456,29.78
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-38,19-Jan-07,N/A,28.88218,28.88218,0,3.998,30.76
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-39,19-Jan-07,N/A,27.95402,27.95402,0,3.976193,31.74
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-40,19-Jan-07,N/A,27.119718,27.119718,0,3.948472,32.73
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-41,19-Jan-07,N/A,26.281995,26.281995,0,3.925561,33.71
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-42,19-Jan-07,N/A,25.466047,25.466047,0,3.904413,34.7
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-43,19-Jan-07,N/A,24.683367,24.683367,0,3.883528,35.68
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-44,19-Jan-07,N/A,23.948044,23.948044,0,3.861108,36.67
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-45,19-Jan-07,N/A,23.183891,23.183891,0,3.845665,37.65
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-46,19-Jan-07,N/A,22.444776,22.444776,0,3.830931,38.63
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-47,19-Jan-07,N/A,21.734834,21.734834,0,3.816277,39.62
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-48,19-Jan-07,N/A,21.103742,21.103742,0,3.795743,40.6
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-49,19-Jan-07,N/A,20.037082,20.037082,0,3.830047,41.58
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-50,19-Jan-07,N/A,19.419773,19.419773,0,3.814432,42.56
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-51,19-Jan-07,N/A,19.483644,19.483644,0,3.720137,43.56
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-52,19-Jan-07,N/A,17.952219,17.952219,0,3.821188,44.52
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-53,19-Jan-07,N/A,17.328003,17.328003,0,3.815778,45.51
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-54,19-Jan-07,N/A,16.742699,16.742699,0,3.808386,46.49
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-55,19-Jan-07,N/A,16.129309,16.129309,0,3.80754,47.47
Treasury Coupon Strip 07Mar2007,GB0030470263,07-Mar-07,19-Jan-07,N/A,99.349063,99.349063,0,5.445764,0.12
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-08,19-Jan-07,N/A,94.087865,94.087865,0,5.50815,1.09
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-09,19-Jan-07,N/A,89.180747,89.180747,0,5.470726,2.07
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-10,19-Jan-07,N/A,84.743224,84.743224,0,5.374218,3.04
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-11,19-Jan-07,N/A,80.689694,80.689694,0,5.274138,4.02
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-12,19-Jan-07,N/A,76.954325,76.954325,0,5.180789,4.99
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-13,19-Jan-07,N/A,73.469755,73.469755,0,5.100194,5.97
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-14,19-Jan-07,N/A,70.193226,70.193226,0,5.031943,6.95
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-15,19-Jan-07,N/A,67.157426,67.157426,0,4.962725,7.92
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-16,19-Jan-07,N/A,64.312291,64.312291,0,4.898327,8.9
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-17,19-Jan-07,N/A,61.599844,61.599844,0,4.844671,9.88
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-18,19-Jan-07,N/A,59.034338,59.034338,0,4.795599,10.86
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-19,19-Jan-07,N/A,56.596573,56.596573,0,4.751514,11.84
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-20,19-Jan-07,N/A,54.261312,54.261312,0,4.713891,12.82
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-21,19-Jan-07,N/A,52.017629,52.017629,0,4.682268,13.8
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-22,19-Jan-07,N/A,49.945411,49.945411,0,4.644162,14.78
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-23,19-Jan-07,N/A,48.133265,48.133265,0,4.587343,15.76
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-24,19-Jan-07,N/A,46.412222,46.412222,0,4.53391,16.74
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-25,19-Jan-07,N/A,44.763414,44.763414,0,4.485037,17.72
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-26,19-Jan-07,N/A,43.243545,43.243545,0,4.432581,18.71
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-27,19-Jan-07,N/A,41.759971,41.759971,0,4.387212,19.69
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-28,19-Jan-07,N/A,40.343648,40.343648,0,4.344186,20.67
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-29,19-Jan-07,N/A,38.988429,38.988429,0,4.30351,21.66
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-30,19-Jan-07,N/A,37.757663,37.757663,0,4.257117,22.64
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-31,19-Jan-07,N/A,36.568695,36.568695,0,4.214238,23.62
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-32,19-Jan-07,N/A,35.410325,35.410325,0,4.175566,24.61
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-33,19-Jan-07,N/A,34.278416,34.278416,0,4.141028,25.59
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-34,19-Jan-07,N/A,33.174513,33.174513,0,4.109969,26.58
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-35,19-Jan-07,N/A,32.105707,32.105707,0,4.081174,27.56
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-36,19-Jan-07,N/A,31.114135,31.114135,0,4.049538,28.54
Treasury Coupon Strip 07Sep2007,GB0030470370,07-Sep-07,19-Jan-07,N/A,96.641083,96.641083,0,5.573208,0.6
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-08,19-Jan-07,N/A,91.570938,91.570938,0,5.504779,1.58
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-09,19-Jan-07,N/A,86.914032,86.914032,0,5.422118,2.55
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-10,19-Jan-07,N/A,82.660378,82.660378,0,5.327977,3.53
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-11,19-Jan-07,N/A,78.782457,78.782457,0,5.227318,4.5
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-12,19-Jan-07,N/A,75.183537,75.183537,0,5.138923,5.48
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-13,19-Jan-07,N/A,71.78815,71.78815,0,5.068806,6.46
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-14,19-Jan-07,N/A,68.62027,68.62027,0,5.002561,7.44
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-15,19-Jan-07,N/A,65.711457,65.711457,0,4.930104,8.41
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-16,19-Jan-07,N/A,62.938419,62.938419,0,4.870617,9.39
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-17,19-Jan-07,N/A,60.269667,60.269667,0,4.824381,10.37
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-18,19-Jan-07,N/A,57.806418,57.806418,0,4.772026,11.35
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-19,19-Jan-07,N/A,55.417853,55.417853,0,4.731779,12.33
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-20,19-Jan-07,N/A,53.108584,53.108584,0,4.700192,13.31
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-21,19-Jan-07,N/A,50.926996,50.926996,0,4.668606,14.29
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-22,19-Jan-07,N/A,49.036573,49.036573,0,4.614092,15.27
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-23,19-Jan-07,N/A,47.258043,47.258043,0,4.560715,16.25
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-24,19-Jan-07,N/A,45.583249,45.583249,0,4.508411,17.23
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-25,19-Jan-07,N/A,44.005988,44.005988,0,4.456972,18.22
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-26,19-Jan-07,N/A,42.490361,42.490361,0,4.409921,19.2
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-27,19-Jan-07,N/A,41.033643,41.033643,0,4.366632,20.18
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-28,19-Jan-07,N/A,39.650524,39.650524,0,4.324536,21.16
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-29,19-Jan-07,N/A,38.368101,38.368101,0,4.279801,22.15
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-30,19-Jan-07,N/A,37.168549,37.168549,0,4.234045,23.13
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-31,19-Jan-07,N/A,35.980981,35.980981,0,4.194954,24.12
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-32,19-Jan-07,N/A,34.841532,34.841532,0,4.157758,25.1
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-33,19-Jan-07,N/A,33.721363,33.721363,0,4.125272,26.08
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-34,19-Jan-07,N/A,32.630104,32.630104,0,4.095948,27.07
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-35,19-Jan-07,N/A,31.590911,31.590911,0,4.066785,28.05
1¼% Index-linked Treasury Gilt 2017,GB00B0V3WQ75,22-Nov-17,19-Jan-07,3 month,95.76,99.511952,0.218408,1.679718,10.04
1¼% Index-linked Treasury Gilt 2027,GB00B128DH60,22-Nov-27,19-Jan-07,3 month,100.88,104.636895,0.218024,1.202098,18.27
1¼% Index-linked Treasury Gilt 2055 WI,GB00B1L6W632,22-Nov-55,19-Jan-07,3 month,120.5,126.229482,0.234682,0.747987,37.75
1¼% Index-linked Treasury Gilt 2055,GB00B0CNHZ09,22-Nov-55,19-Jan-07,3 month,120.52,126.179209,0.220141,0.747633,37.76
2% Index-linked Treasury Stock 2035,GB0031790826,26-Jan-35,19-Jan-07,8 month,140.56,140.535243,-0.024757,1.067711,22.2
2½% Index-linked Treasury Stock 2009,GB0009071563,20-May-09,19-Jan-07,8 month,253.39,254.495389,1.105389,2.431461,2.24
2½% Index-linked Treasury Stock 2011,GB0009063578,23-Aug-11,19-Jan-07,8 month,269.55,272.292609,2.742609,2.296728,4.27
2½% Index-linked Treasury Stock 2013,GB0009036715,16-Aug-13,19-Jan-07,8 month,228.69,231.093665,2.403665,2.115443,5.98
2½% Index-linked Treasury Stock 2016,GB0009075325,26-Jul-16,19-Jan-07,8 month,257.08,257.014183,-0.065817,1.881756,8.48
2½% Index-linked Treasury Stock 2020,GB0009081828,16-Apr-20,19-Jan-07,8 month,264.87,266.486031,1.616031,1.635697,11.3
2½% Index-linked Treasury Stock 2024,GB0008983024,17-Jul-24,19-Jan-07,8 month,237.88,237.951097,0.071097,1.425873,14.45
4 1/8% Index-linked Treasury Stock 2030,GB0008932666,22-Jul-30,19-Jan-07,8 month,235.3,235.3,0,1.206397,17.04
3½% War Loan,GB0009386284,,22-Jan-07,N/A,81.13,81.639615,0.509615,4.313859,23.04
3% Treasury Stock,GB0009031211,,22-Jan-07,N/A,66.46,67.366593,0.906593,4.513721,21.86
2½% Treasury Stock,GB0009031096,,22-Jan-07,N/A,57.95,58.732967,0.782967,4.313831,22.87
3½% Conversion Loan,GB0002212099,,22-Jan-07,N/A,79.11,80.206154,1.096154,4.423969,22.3
2½% Consolidated Stock,GB0002163805,,22-Jan-07,N/A,56.9,57.025,0.125,4.393631,22.71
4% Consolidated Loan,GB0002163466,,22-Jan-07,N/A,84.5,86.402174,1.902174,4.733667,20.66
2½% Annuities,GB0000436070,,22-Jan-07,N/A,54.54,54.665,0.125,4.583744,21.77
2¾% Annuities,GB0000436294,,22-Jan-07,N/A,59.35,59.4875,0.1375,4.633481,21.53
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-13,22-Jan-07,N/A,139.56,140.944615,1.384615,5.109402,5.03
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-16,22-Jan-07,N/A,93.28,94.804862,1.524862,4.883275,7.7
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-09,22-Jan-07,N/A,89.192421,89.192421,0,5.471609,2.06
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-16,22-Jan-07,N/A,63.151814,63.151814,0,4.835989,9.39
4% Treasury Stock 2009,GB0032785924,07-Mar-09,22-Jan-07,N/A,97.08,98.604862,1.524862,5.475921,1.97
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-32,22-Jan-07,N/A,35.373466,35.373466,0,4.138299,24.86
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-11,22-Jan-07,N/A,96.2,97.820166,1.620166,5.287426,3.66
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-27,22-Jan-07,N/A,96.79,97.338764,0.548764,4.488189,13.53
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-46,22-Jan-07,N/A,102.86,103.408764,0.548764,4.103457,19.31
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-55,22-Jan-07,N/A,105.59,106.138764,0.548764,3.988979,21.09
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-27,22-Jan-07,N/A,40.90348,40.90348,0,4.32946,20.43
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-46,22-Jan-07,N/A,22.490153,22.490153,0,3.777543,39.13
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-55,22-Jan-07,N/A,17.469071,17.469071,0,3.602152,48.01
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-11,22-Jan-07,N/A,80.713639,80.713639,0,5.270328,4.01
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-36,22-Jan-07,N/A,31.400935,31.400935,0,4.01778,28.55
4¼% Treasury Stock 2032,GB0004893086,07-Jun-32,22-Jan-07,N/A,98.58,99.128764,0.548764,4.342615,15.27
4¼% Treasury Stock 2036,GB0032452392,07-Mar-36,22-Jan-07,N/A,99.85,101.470166,1.620166,4.258793,16.34
4½% Treasury Princial Strip 07Mar2007,GB0034258821,07-Mar-07,22-Jan-07,N/A,99.385777,99.385777,0,5.25469,0.12
4½% Treasury Stock 2007,GB0034040740,07-Mar-07,22-Jan-07,N/A,99.89,101.60547,1.71547,5.394923,0.12
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-38,22-Jan-07,N/A,28.691054,28.691054,0,3.956257,31.25
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-10,22-Jan-07,N/A,83.674578,83.674578,0,5.358007,3.28
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-20,22-Jan-07,N/A,54.47024,54.47024,0,4.684913,12.82
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-15,22-Jan-07,N/A,65.838244,65.838244,0,4.908788,8.41
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-10,22-Jan-07,N/A,98.11,98.723324,0.613324,5.368444,3.05
4¾% Treasury Stock 2015,GB0033280339,07-Sep-15,22-Jan-07,N/A,98.56,100.370773,1.810773,4.956569,6.86
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-20,22-Jan-07,N/A,99.93,101.740773,1.810773,4.75671,9.51
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-38,22-Jan-07,N/A,109.14,109.753324,0.613324,4.22517,16.92
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-08,22-Jan-07,N/A,94.110643,94.110643,0,5.499704,1.09
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-12,22-Jan-07,N/A,76.981843,76.981843,0,5.176455,4.99
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-25,22-Jan-07,N/A,44.987886,44.987886,0,4.457504,17.72
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-14,22-Jan-07,N/A,68.696715,68.696715,0,4.989418,7.43
5% Treasury Stock 2008,GB0031734154,07-Mar-08,22-Jan-07,N/A,99.43,101.336077,1.906077,5.526622,1.05
5% Treasury Stock 2012,GB0030468747,07-Mar-12,22-Jan-07,N/A,99.11,101.016077,1.906077,5.198956,4.38
5% Treasury Stock 2014,GB0031829509,07-Sep-14,22-Jan-07,N/A,99.82,101.726077,1.906077,5.027832,6.15
5% Treasury Stock 2025,GB0030880693,07-Mar-25,22-Jan-07,N/A,105.04,106.946077,1.906077,4.586989,11.8
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-08,22-Jan-07,N/A,99.42,101.471105,2.051105,5.62014,4.68
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-09,22-Jan-07,N/A,85.809902,85.809902,0,5.402298,2.8
5¾% Treasury Stock 2009,GB0003042636,07-Dec-09,22-Jan-07,N/A,100.89,101.632445,0.742445,5.408345,2.6
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-28,22-Jan-07,N/A,39.531563,39.531563,0,4.288745,21.41
6% Treasury Stock 2028,GB0002404191,07-Dec-28,22-Jan-07,N/A,120.99,121.764725,0.774725,4.48365,12.97
6¼% Treasury Stock 2010,GB0008890161,25-Nov-10,22-Jan-07,N/A,103.22,104.238646,1.018646,5.308767,3.36
7¼% Treasury Principal Strip 07Dec2007,GB0000509314,07-Dec-07,22-Jan-07,N/A,95.294008,95.294008,0,5.612313,0.85
7¼% Treasury Stock 2007,GB0009997114,07-Dec-07,22-Jan-07,N/A,101.38,102.316126,0.936126,5.593045,0.83
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-12,22-Jan-07,N/A,110.23,110.166821,-0.063179,5.392074,4.18
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-15,22-Jan-07,N/A,65.120487,65.120487,0,4.894194,8.66
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-21,22-Jan-07,N/A,51.634271,51.634271,0,4.652768,14.04
8% Treasury Stock 2009,GB0009125369,25-Sep-09,22-Jan-07,N/A,106.26,108.911934,2.651934,5.443009,2.34
8% Treasury Stock 2013,GB0008921883,27-Sep-13,22-Jan-07,N/A,116.27,118.877735,2.607735,5.0919,5.17
8% Treasury Stock 2015,GB0008881541,07-Dec-15,22-Jan-07,N/A,121.56,122.592967,1.032967,4.964378,6.55
8% Treasury Stock 2021,GB0009997999,07-Jun-21,22-Jan-07,N/A,133.39,134.422967,1.032967,4.763796,9.29
8½% Treasury Loan 2007,GB0009126557,16-Jul-07,22-Jan-07,N/A,101.4,101.564365,0.164365,5.504198,0.47
8¾% Treasury Stock 2017,GB0008931148,25-Aug-17,22-Jan-07,N/A,132.02,135.610353,3.590353,4.847457,7.23
9% Conversion Loan 2011,GB0002215225,12-Jul-11,22-Jan-07,N/A,114.63,114.903481,0.273481,5.281571,3.72
9% Treasury Loan 2008,GB0009128371,13-Oct-08,22-Jan-07,N/A,105.56,108.081978,2.521978,5.556056,1.56
9% Treasury Stock 2012,GB0008938465,06-Aug-12,22-Jan-07,N/A,117.71,121.867609,4.157609,5.270242,4.31
Treasury Coupon Strip 07Dec2007,GB0000509421,07-Dec-07,22-Jan-07,N/A,95.324533,95.324533,0,5.574509,0.85
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-08,22-Jan-07,N/A,90.343556,90.343556,0,5.502284,1.82
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-09,22-Jan-07,N/A,85.792472,85.792472,0,5.409566,2.8
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-10,22-Jan-07,N/A,81.648145,81.648145,0,5.307047,3.77
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-11,22-Jan-07,N/A,77.879534,77.879534,0,5.199115,4.75
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-12,22-Jan-07,N/A,74.328849,74.328849,0,5.117644,5.72
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-13,22-Jan-07,N/A,71.014234,71.014234,0,5.04431,6.7
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-14,22-Jan-07,N/A,67.943932,67.943932,0,4.97112,7.68
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-15,22-Jan-07,N/A,65.087816,65.087816,0,4.899989,8.66
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-16,22-Jan-07,N/A,62.373145,62.373145,0,4.83973,9.64
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-17,22-Jan-07,N/A,59.763552,59.763552,0,4.791854,10.62
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-18,22-Jan-07,N/A,57.339331,57.339331,0,4.740586,11.6
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-19,22-Jan-07,N/A,54.977119,54.977119,0,4.702547,12.58
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-20,22-Jan-07,N/A,52.683985,52.683985,0,4.673952,13.55
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-21,22-Jan-07,N/A,50.60227,50.60227,0,4.633446,14.53
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-22,22-Jan-07,N/A,48.738827,48.738827,0,4.580038,15.52
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-23,22-Jan-07,N/A,47.003384,47.003384,0,4.525311,16.5
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-24,22-Jan-07,N/A,45.329842,45.329842,0,4.476707,17.48
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-25,22-Jan-07,N/A,43.804953,43.804953,0,4.42224,18.46
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-26,22-Jan-07,N/A,42.301926,42.301926,0,4.376845,19.45
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-27,22-Jan-07,N/A,40.868862,40.868862,0,4.333605,20.43
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-28,22-Jan-07,N/A,39.48091,39.48091,0,4.294733,21.41
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-29,22-Jan-07,N/A,38.222202,38.222202,0,4.249665,22.4
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-30,22-Jan-07,N/A,37.014338,37.014338,0,4.207142,23.38
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-31,22-Jan-07,N/A,35.843291,35.843291,0,4.168202,24.36
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-32,22-Jan-07,N/A,34.71411,34.71411,0,4.131732,25.35
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-33,22-Jan-07,N/A,33.599133,33.599133,0,4.100396,26.33
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-34,22-Jan-07,N/A,32.534875,32.534875,0,4.069636,27.32
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-35,22-Jan-07,N/A,31.519609,31.519609,0,4.039297,28.3
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-36,22-Jan-07,N/A,30.536869,30.536869,0,4.010899,29.28
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-37,22-Jan-07,N/A,29.578997,29.578997,0,3.984989,30.27
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-38,22-Jan-07,N/A,28.604762,28.604762,0,3.965895,31.25
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-39,22-Jan-07,N/A,27.681011,27.681011,0,3.945902,32.23
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-40,22-Jan-07,N/A,26.802514,26.802514,0,3.925359,33.22
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-41,22-Jan-07,N/A,25.992898,25.992898,0,3.901381,34.2
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-42,22-Jan-07,N/A,25.184757,25.184757,0,3.881334,35.19
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-43,22-Jan-07,N/A,24.386662,24.386662,0,3.864085,36.17
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-44,22-Jan-07,N/A,23.631357,23.631357,0,3.845755,37.16
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-45,22-Jan-07,N/A,22.917912,22.917912,0,3.826256,38.14
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-46,22-Jan-07,N/A,22.207471,22.207471,0,3.80987,39.13
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-47,22-Jan-07,N/A,21.550004,21.550004,0,3.790703,40.11
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-48,22-Jan-07,N/A,20.818996,20.818996,0,3.7833,41.09
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-49,22-Jan-07,N/A,19.932947,19.932947,0,3.79759,42.07
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-50,22-Jan-07,N/A,19.141149,19.141149,0,3.804357,43.05
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-51,22-Jan-07,N/A,18.470881,18.470881,0,3.799722,44.03
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-52,22-Jan-07,N/A,17.835239,17.835239,0,3.793898,45.02
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-53,22-Jan-07,N/A,17.208013,17.208013,0,3.790023,46
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-54,22-Jan-07,N/A,16.638989,16.638989,0,3.781681,46.98
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-55,22-Jan-07,N/A,16.042404,16.042404,0,3.779699,47.96
Treasury Coupon Strip 07Jun2007,GB0000509207,07-Jun-07,22-Jan-07,N/A,97.998683,97.998683,0,5.525831,0.36
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-08,22-Jan-07,N/A,92.798771,92.798771,0,5.526725,1.33
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-09,22-Jan-07,N/A,88.016626,88.016626,0,5.456964,2.31
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-10,22-Jan-07,N/A,83.667092,83.667092,0,5.360732,3.28
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-11,22-Jan-07,N/A,79.730006,79.730006,0,5.250309,4.26
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-12,22-Jan-07,N/A,76.07051,76.07051,0,5.15784,5.24
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-13,22-Jan-07,N/A,72.644321,72.644321,0,5.07994,6.21
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-14,22-Jan-07,N/A,69.458121,69.458121,0,5.006031,7.19
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-15,22-Jan-07,N/A,66.508485,66.508485,0,4.931966,8.17
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-16,22-Jan-07,N/A,63.710786,63.710786,0,4.869149,9.15
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-17,22-Jan-07,N/A,61.075349,61.075349,0,4.81125,10.13
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-18,22-Jan-07,N/A,58.538356,58.538356,0,4.765174,11.11
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-19,22-Jan-07,N/A,56.156654,56.156654,0,4.719198,12.09
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-20,22-Jan-07,N/A,53.82445,53.82445,0,4.686845,13.06
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-21,22-Jan-07,N/A,51.583077,51.583077,0,4.659831,14.04
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-22,22-Jan-07,N/A,49.651619,49.651619,0,4.607237,15.02
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-23,22-Jan-07,N/A,47.856453,47.856453,0,4.552723,16.01
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-24,22-Jan-07,N/A,46.160563,46.160563,0,4.500112,16.99
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-25,22-Jan-07,N/A,44.565901,44.565901,0,4.448103,17.97
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-26,22-Jan-07,N/A,43.046051,43.046051,0,4.399057,18.95
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-27,22-Jan-07,N/A,41.581025,41.581025,0,4.354475,19.94
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-28,22-Jan-07,N/A,40.178988,40.178988,0,4.312512,20.92
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-29,22-Jan-07,N/A,38.856277,38.856277,0,4.27054,21.9
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-30,22-Jan-07,N/A,37.615285,37.615285,0,4.227731,22.89
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-31,22-Jan-07,N/A,36.433136,36.433136,0,4.186234,23.87
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-32,22-Jan-07,N/A,35.266486,35.266486,0,4.150485,24.86
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-33,22-Jan-07,N/A,34.147231,34.147231,0,4.116315,25.84
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-34,22-Jan-07,N/A,33.066286,33.066286,0,4.084333,26.82
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-35,22-Jan-07,N/A,32.026446,32.026446,0,4.053836,27.81
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-36,22-Jan-07,N/A,31.021794,31.021794,0,4.025142,28.79
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-37,22-Jan-07,N/A,30.054529,30.054529,0,3.997684,29.78
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-38,22-Jan-07,N/A,29.052973,29.052973,0,3.979185,30.76
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-39,22-Jan-07,N/A,28.06815,28.06815,0,3.963697,31.74
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-40,22-Jan-07,N/A,27.264194,27.264194,0,3.932564,32.73
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-41,22-Jan-07,N/A,26.425533,26.425533,0,3.909721,33.71
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-42,22-Jan-07,N/A,25.628898,25.628898,0,3.886346,34.7
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-43,22-Jan-07,N/A,24.837122,24.837122,0,3.86642,35.68
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-44,22-Jan-07,N/A,24.136272,24.136272,0,3.840042,36.67
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-45,22-Jan-07,N/A,23.303519,23.303519,0,3.832272,37.65
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-46,22-Jan-07,N/A,22.566203,22.566203,0,3.817235,38.63
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-47,22-Jan-07,N/A,21.871948,21.871948,0,3.800666,39.62
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-48,22-Jan-07,N/A,21.23467,21.23467,0,3.780764,40.6
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-49,22-Jan-07,N/A,20.227082,20.227082,0,3.807598,41.58
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-50,22-Jan-07,N/A,19.567999,19.567999,0,3.796811,42.56
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-51,22-Jan-07,N/A,19.686758,19.686758,0,3.696563,43.57
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-52,22-Jan-07,N/A,18.074298,18.074298,0,3.806199,44.52
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-53,22-Jan-07,N/A,17.477005,17.477005,0,3.797191,45.51
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-54,22-Jan-07,N/A,16.894878,16.894878,0,3.789145,46.49
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-55,22-Jan-07,N/A,16.242631,16.242631,0,3.793009,47.47
Treasury Coupon Strip 07Mar2007,GB0030470263,07-Mar-07,22-Jan-07,N/A,99.364733,99.364733,0,5.43773,0.12
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-08,22-Jan-07,N/A,94.088448,94.088448,0,5.521367,1.09
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-09,22-Jan-07,N/A,89.167527,89.167527,0,5.485145,2.06
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-10,22-Jan-07,N/A,84.729126,84.729126,0,5.38452,3.04
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-11,22-Jan-07,N/A,80.680727,80.680727,0,5.280492,4.01
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-12,22-Jan-07,N/A,76.962594,76.962594,0,5.181467,4.99
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-13,22-Jan-07,N/A,73.499027,73.499027,0,5.09585,5.97
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-14,22-Jan-07,N/A,70.250278,70.250278,0,5.02222,6.94
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-15,22-Jan-07,N/A,67.235313,67.235313,0,4.949804,7.92
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-16,22-Jan-07,N/A,64.404105,64.404105,0,4.883801,8.9
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-17,22-Jan-07,N/A,61.719226,61.719226,0,4.826413,9.88
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-18,22-Jan-07,N/A,59.150784,59.150784,0,4.778657,10.86
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-19,22-Jan-07,N/A,56.746936,56.746936,0,4.730197,11.84
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-20,22-Jan-07,N/A,54.40113,54.40113,0,4.694817,12.82
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-21,22-Jan-07,N/A,52.16969,52.16969,0,4.662037,13.8
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-22,22-Jan-07,N/A,50.102196,50.102196,0,4.623809,14.78
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-23,22-Jan-07,N/A,48.29081,48.29081,0,4.567401,15.76
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-24,22-Jan-07,N/A,46.577402,46.577402,0,4.513427,16.74
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-25,22-Jan-07,N/A,44.928901,44.928901,0,4.464907,17.72
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-26,22-Jan-07,N/A,43.426953,43.426953,0,4.410602,18.71
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-27,22-Jan-07,N/A,41.941388,41.941388,0,4.365803,19.69
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-28,22-Jan-07,N/A,40.527376,40.527376,0,4.322779,20.67
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-29,22-Jan-07,N/A,39.169856,39.169856,0,4.282614,21.66
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-30,22-Jan-07,N/A,37.927042,37.927042,0,4.237859,22.64
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-31,22-Jan-07,N/A,36.727538,36.727538,0,4.196377,23.62
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-32,22-Jan-07,N/A,35.563273,35.563273,0,4.158514,24.61
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-33,22-Jan-07,N/A,34.434174,34.434174,0,4.123754,25.59
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-34,22-Jan-07,N/A,33.332485,33.332485,0,4.092515,26.57
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-35,22-Jan-07,N/A,32.275613,32.275613,0,4.062426,27.56
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-36,22-Jan-07,N/A,31.274262,31.274262,0,4.031941,28.54
Treasury Coupon Strip 07Sep2007,GB0030470370,07-Sep-07,22-Jan-07,N/A,96.641763,96.641763,0,5.597264,0.6
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-08,22-Jan-07,N/A,91.561369,91.561369,0,5.520935,1.58
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-09,22-Jan-07,N/A,86.90009,86.90009,0,5.434206,2.55
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-10,22-Jan-07,N/A,82.646582,82.646582,0,5.336834,3.52
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-11,22-Jan-07,N/A,78.783741,78.783741,0,5.230123,4.5
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-12,22-Jan-07,N/A,75.202952,75.202952,0,5.136768,5.48
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-13,22-Jan-07,N/A,71.829466,71.829466,0,5.062035,6.46
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-14,22-Jan-07,N/A,68.685246,68.685246,0,4.991664,7.43
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-15,22-Jan-07,N/A,65.792928,65.792928,0,4.916973,8.41
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-16,22-Jan-07,N/A,63.03383,63.03383,0,4.855901,9.39
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-17,22-Jan-07,N/A,60.397067,60.397067,0,4.805287,10.37
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-18,22-Jan-07,N/A,57.950274,57.950274,0,4.751272,11.35
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-19,22-Jan-07,N/A,55.574546,55.574546,0,4.709924,12.33
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-20,22-Jan-07,N/A,53.257505,53.257505,0,4.680114,13.31
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-21,22-Jan-07,N/A,51.080443,51.080443,0,4.648439,14.29
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-22,22-Jan-07,N/A,49.195864,49.195864,0,4.593675,15.27
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-23,22-Jan-07,N/A,47.422307,47.422307,0,4.540127,16.25
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-24,22-Jan-07,N/A,45.74378,45.74378,0,4.488724,17.23
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-25,22-Jan-07,N/A,44.188662,44.188662,0,4.434896,18.21
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-26,22-Jan-07,N/A,42.673255,42.673255,0,4.388174,19.2
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-27,22-Jan-07,N/A,41.205976,41.205976,0,4.346455,20.18
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-28,22-Jan-07,N/A,39.833909,39.833909,0,4.30329,21.16
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-29,22-Jan-07,N/A,38.5421,38.5421,0,4.259898,22.15
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-30,22-Jan-07,N/A,37.327378,37.327378,0,4.21611,23.13
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-31,22-Jan-07,N/A,36.134441,36.134441,0,4.17778,24.12
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-32,22-Jan-07,N/A,34.995994,34.995994,0,4.140586,25.1
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-33,22-Jan-07,N/A,33.876372,33.876372,0,4.108121,26.08
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-34,22-Jan-07,N/A,32.787406,32.787406,0,4.078593,27.07
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-35,22-Jan-07,N/A,31.760437,31.760437,0,4.048101,28.05
1¼% Index-linked Treasury Gilt 2017,GB00B0V3WQ75,22-Nov-17,22-Jan-07,3 month,95.91,99.682602,0.222014,1.664261,10.04
1¼% Index-linked Treasury Gilt 2027,GB00B128DH60,22-Nov-27,22-Jan-07,3 month,101.2,104.98285,0.221622,1.184794,18.27
1¼% Index-linked Treasury Gilt 2055 WI,GB00B1L6W632,22-Nov-55,22-Jan-07,3 month,121.37,127.139154,0.234682,0.728977,37.8
1¼% Index-linked Treasury Gilt 2055,GB00B0CNHZ09,22-Nov-55,22-Jan-07,3 month,121.36,127.075316,0.223776,0.72926,37.81
2% Index-linked Treasury Stock 2035,GB0031790826,26-Jan-35,22-Jan-07,8 month,141.12,141.101432,-0.018568,1.050095,22.21
2½% Index-linked Treasury Stock 2009,GB0009071563,20-May-09,22-Jan-07,8 month,253.3,254.422935,1.122935,2.45084,2.24
2½% Index-linked Treasury Stock 2011,GB0009063578,23-Aug-11,22-Jan-07,8 month,269.48,272.240652,2.760652,2.304534,4.27
2½% Index-linked Treasury Stock 2013,GB0009036715,16-Aug-13,22-Jan-07,8 month,228.78,231.198783,2.418783,2.110134,5.98
2½% Index-linked Treasury Stock 2016,GB0009075325,26-Jul-16,22-Jan-07,8 month,257.41,257.360637,-0.049363,1.867411,8.48
2½% Index-linked Treasury Stock 2020,GB0009081828,16-Apr-20,22-Jan-07,8 month,265.34,266.972521,1.632521,1.620663,11.3
2½% Index-linked Treasury Stock 2024,GB0008983024,17-Jul-24,22-Jan-07,8 month,238.52,238.605316,0.085316,1.407709,14.45
4 1/8% Index-linked Treasury Stock 2030,GB0008932666,22-Jul-30,22-Jan-07,8 month,236.02,236.036961,0.016961,1.188722,17.05
3½% War Loan,GB0009386284,,23-Jan-07,N/A,80.79,81.309231,0.519231,4.33201,22.94
3% Treasury Stock,GB0009031211,,23-Jan-07,N/A,66.19,67.104835,0.914835,4.532133,21.77
2½% Treasury Stock,GB0009031096,,23-Jan-07,N/A,57.71,58.499835,0.789835,4.331771,22.78
3½% Conversion Loan,GB0002212099,,23-Jan-07,N/A,78.79,79.895769,1.105769,4.441936,22.2
2½% Consolidated Stock,GB0002163805,,23-Jan-07,N/A,56.66,56.791944,0.131944,4.412239,22.61
4% Consolidated Loan,GB0002163466,,23-Jan-07,N/A,84.18,84.093043,-0.086957,4.751782,21.07
2½% Annuities,GB0000436070,,23-Jan-07,N/A,54.32,54.451944,0.131944,4.602306,21.68
2¾% Annuities,GB0000436294,,23-Jan-07,N/A,59.11,59.255139,0.145139,4.652291,21.44
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-13,23-Jan-07,N/A,139.46,140.877582,1.417582,5.121615,5.03
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-16,23-Jan-07,N/A,93.21,94.745912,1.535912,4.893093,7.69
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-09,23-Jan-07,N/A,89.186673,89.186673,0,5.481978,2.06
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-16,23-Jan-07,N/A,63.084281,63.084281,0,4.848791,9.39
4% Treasury Stock 2009,GB0032785924,07-Mar-09,23-Jan-07,N/A,97.07,98.605912,1.535912,5.482977,1.96
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-32,23-Jan-07,N/A,35.229908,35.229908,0,4.155115,24.85
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-11,23-Jan-07,N/A,96.16,97.791906,1.631906,5.299282,3.65
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-27,23-Jan-07,N/A,96.59,97.15044,0.56044,4.503407,13.52
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-46,23-Jan-07,N/A,102.48,103.04044,0.56044,4.122535,19.27
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-55,23-Jan-07,N/A,105.14,105.70044,0.56044,4.009148,21.03
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-27,23-Jan-07,N/A,40.726011,40.726011,0,4.351325,20.42
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-46,23-Jan-07,N/A,22.278495,22.278495,0,3.801973,39.12
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-55,23-Jan-07,N/A,17.303032,17.303032,0,3.622252,48
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-11,23-Jan-07,N/A,80.686041,80.686041,0,5.282439,4.01
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-36,23-Jan-07,N/A,31.229873,31.229873,0,4.037304,28.54
4¼% Treasury Stock 2032,GB0004893086,07-Jun-32,23-Jan-07,N/A,98.33,98.89044,0.56044,4.359161,15.25
4¼% Treasury Stock 2036,GB0032452392,07-Mar-36,23-Jan-07,N/A,99.56,101.191906,1.631906,4.276323,16.32
4½% Treasury Princial Strip 07Mar2007,GB0034258821,07-Mar-07,23-Jan-07,N/A,99.400345,99.400345,0,5.251783,0.11
4½% Treasury Stock 2007,GB0034040740,07-Mar-07,23-Jan-07,N/A,99.89,101.617901,1.727901,5.416804,0.11
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-38,23-Jan-07,N/A,28.529563,28.529563,0,3.974664,31.25
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-10,23-Jan-07,N/A,83.654039,83.654039,0,5.369919,3.28
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-20,23-Jan-07,N/A,54.384352,54.384352,0,4.698225,12.81
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-15,23-Jan-07,N/A,65.795985,65.795985,0,4.918016,8.41
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-10,23-Jan-07,N/A,98.07,98.696374,0.626374,5.382172,3.05
4¾% Treasury Stock 2015,GB0033280339,07-Sep-15,23-Jan-07,N/A,98.51,100.333895,1.823895,4.963899,6.86
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-20,23-Jan-07,N/A,99.81,101.633895,1.823895,4.769136,9.5
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-38,23-Jan-07,N/A,108.8,109.426374,0.626374,4.2435,16.89
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-08,23-Jan-07,N/A,94.117887,94.117887,0,5.506416,1.09
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-12,23-Jan-07,N/A,76.952678,76.952678,0,5.186885,4.99
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-25,23-Jan-07,N/A,44.868852,44.868852,0,4.473143,17.72
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-14,23-Jan-07,N/A,68.65131,68.65131,0,5.000148,7.43
5% Treasury Stock 2008,GB0031734154,07-Mar-08,23-Jan-07,N/A,99.42,101.33989,1.91989,5.537376,1.05
5% Treasury Stock 2012,GB0030468747,07-Mar-12,23-Jan-07,N/A,99.07,100.98989,1.91989,5.208124,4.37
5% Treasury Stock 2014,GB0031829509,07-Sep-14,23-Jan-07,N/A,99.74,101.65989,1.91989,5.040645,6.15
5% Treasury Stock 2025,GB0030880693,07-Mar-25,23-Jan-07,N/A,104.86,106.77989,1.91989,4.601242,11.79
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-08,23-Jan-07,N/A,99.38,101.446298,2.066298,5.628635,4.68
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-09,23-Jan-07,N/A,85.800074,85.800074,0,5.411644,2.79
5¾% Treasury Stock 2009,GB0003042636,07-Dec-09,23-Jan-07,N/A,100.86,101.618242,0.758242,5.419372,2.6
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-28,23-Jan-07,N/A,39.389211,39.389211,0,4.30614,21.41
6% Treasury Stock 2028,GB0002404191,07-Dec-28,23-Jan-07,N/A,120.76,121.551209,0.791209,4.498133,12.95
6¼% Treasury Stock 2010,GB0008890161,25-Nov-10,23-Jan-07,N/A,103.18,104.215912,1.035912,5.319587,3.35
7¼% Treasury Principal Strip 07Dec2007,GB0000509314,07-Dec-07,23-Jan-07,N/A,95.299651,95.299651,0,5.623308,0.84
7¼% Treasury Stock 2007,GB0009997114,07-Dec-07,23-Jan-07,N/A,101.37,102.326044,0.956044,5.599645,0.83
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-12,23-Jan-07,N/A,110.18,110.13788,-0.04212,5.401832,4.17
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-15,23-Jan-07,N/A,65.076992,65.076992,0,4.903447,8.66
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-21,23-Jan-07,N/A,51.536961,51.536961,0,4.667102,14.04
8% Treasury Stock 2009,GB0009125369,25-Sep-09,23-Jan-07,N/A,106.23,108.904033,2.674033,5.452454,2.34
8% Treasury Stock 2013,GB0008921883,27-Sep-13,23-Jan-07,N/A,116.19,118.819834,2.629834,5.104027,5.16
8% Treasury Stock 2015,GB0008881541,07-Dec-15,23-Jan-07,N/A,121.48,122.534945,1.054945,4.973671,6.54
8% Treasury Stock 2021,GB0009997999,07-Jun-21,23-Jan-07,N/A,133.23,134.284945,1.054945,4.776254,9.28
8½% Treasury Loan 2007,GB0009126557,16-Jul-07,23-Jan-07,N/A,101.39,101.577845,0.187845,5.507912,0.47
8¾% Treasury Stock 2017,GB0008931148,25-Aug-17,23-Jan-07,N/A,131.93,135.54413,3.61413,4.856018,7.22
9% Conversion Loan 2011,GB0002215225,12-Jul-11,23-Jan-07,N/A,114.57,114.868343,0.298343,5.293663,3.72
9% Treasury Loan 2008,GB0009128371,13-Oct-08,23-Jan-07,N/A,105.53,108.076703,2.546703,5.568896,1.55
9% Treasury Stock 2012,GB0008938465,06-Aug-12,23-Jan-07,N/A,117.65,121.832065,4.182065,5.280305,4.3
Treasury Coupon Strip 07Dec2007,GB0000509421,07-Dec-07,23-Jan-07,N/A,95.333999,95.333999,0,5.580636,0.84
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-08,23-Jan-07,N/A,90.340658,90.340658,0,5.51225,1.82
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-09,23-Jan-07,N/A,85.787889,85.787889,0,5.41673,2.79
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-10,23-Jan-07,N/A,81.632938,81.632938,0,5.315809,3.77
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-11,23-Jan-07,N/A,77.858663,77.858663,0,5.207736,4.74
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-12,23-Jan-07,N/A,74.299683,74.299683,0,5.12693,5.72
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-13,23-Jan-07,N/A,70.979699,70.979699,0,5.053615,6.7
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-14,23-Jan-07,N/A,67.915431,67.915431,0,4.978343,7.68
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-15,23-Jan-07,N/A,65.069487,65.069487,0,4.90478,8.66
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-16,23-Jan-07,N/A,62.333508,62.333508,0,4.847692,9.63
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-17,23-Jan-07,N/A,59.707464,59.707464,0,4.801927,10.61
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-18,23-Jan-07,N/A,57.254836,57.254836,0,4.754417,11.59
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-19,23-Jan-07,N/A,54.899813,54.899813,0,4.714755,12.57
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-20,23-Jan-07,N/A,52.606769,52.606769,0,4.685712,13.55
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-21,23-Jan-07,N/A,50.513633,50.513633,0,4.646377,14.53
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-22,23-Jan-07,N/A,48.640878,48.640878,0,4.593808,15.51
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-23,23-Jan-07,N/A,46.899903,46.899903,0,4.539418,16.49
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-24,23-Jan-07,N/A,45.225971,45.225971,0,4.49053,17.48
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-25,23-Jan-07,N/A,43.682629,43.682629,0,4.43804,18.46
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-26,23-Jan-07,N/A,42.181522,42.181522,0,4.392117,19.44
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-27,23-Jan-07,N/A,40.746429,40.746429,0,4.348871,20.42
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-28,23-Jan-07,N/A,39.362187,39.362187,0,4.309346,21.41
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-29,23-Jan-07,N/A,38.091172,38.091172,0,4.265517,22.39
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-30,23-Jan-07,N/A,36.899331,36.899331,0,4.220945,23.37
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-31,23-Jan-07,N/A,35.723016,35.723016,0,4.182466,24.36
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-32,23-Jan-07,N/A,34.590226,34.590226,0,4.146282,25.34
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-33,23-Jan-07,N/A,33.46929,33.46929,0,4.115527,26.33
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-34,23-Jan-07,N/A,32.376823,32.376823,0,4.087872,27.31
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-35,23-Jan-07,N/A,31.356726,31.356726,0,4.057996,28.29
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-36,23-Jan-07,N/A,30.369168,30.369168,0,4.030079,29.28
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-37,23-Jan-07,N/A,29.405256,29.405256,0,4.004813,30.26
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-38,23-Jan-07,N/A,28.47176,28.47176,0,3.981155,31.25
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-39,23-Jan-07,N/A,27.514189,27.514189,0,3.96499,32.23
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-40,23-Jan-07,N/A,26.625637,26.625637,0,3.945615,33.21
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-41,23-Jan-07,N/A,25.806952,25.806952,0,3.922684,34.2
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-42,23-Jan-07,N/A,24.997944,24.997944,0,3.902796,35.18
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-43,23-Jan-07,N/A,24.18941,24.18941,0,3.886831,36.17
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-44,23-Jan-07,N/A,23.457438,23.457438,0,3.86592,37.15
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-45,23-Jan-07,N/A,22.746186,22.746186,0,3.846251,38.13
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-46,23-Jan-07,N/A,22.038209,22.038209,0,3.829692,39.12
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-47,23-Jan-07,N/A,21.368314,21.368314,0,3.812071,40.1
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-48,23-Jan-07,N/A,20.619914,20.619914,0,3.806935,41.09
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-49,23-Jan-07,N/A,19.731018,19.731018,0,3.82204,42.06
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-50,23-Jan-07,N/A,18.942223,18.942223,0,3.828867,43.04
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-51,23-Jan-07,N/A,18.295519,18.295519,0,3.821622,44.03
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-52,23-Jan-07,N/A,17.649649,17.649649,0,3.817367,45.01
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-53,23-Jan-07,N/A,17.037016,17.037016,0,3.81196,45.99
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-54,23-Jan-07,N/A,16.468842,16.468842,0,3.80378,46.97
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-55,23-Jan-07,N/A,15.873864,15.873864,0,3.801936,47.96
Treasury Coupon Strip 07Jun2007,GB0000509207,07-Jun-07,23-Jan-07,N/A,98.009947,98.009947,0,5.53555,0.36
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-08,23-Jan-07,N/A,92.801535,92.801535,0,5.535738,1.33
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-09,23-Jan-07,N/A,88.011491,88.011491,0,5.465911,2.31
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-10,23-Jan-07,N/A,83.660362,83.660362,0,5.367615,3.28
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-11,23-Jan-07,N/A,79.71317,79.71317,0,5.258616,4.26
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-12,23-Jan-07,N/A,76.049614,76.049614,0,5.165763,5.23
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-13,23-Jan-07,N/A,72.614981,72.614981,0,5.088664,6.21
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-14,23-Jan-07,N/A,69.426938,69.426938,0,5.014168,7.19
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-15,23-Jan-07,N/A,66.486002,66.486002,0,4.937745,8.17
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-16,23-Jan-07,N/A,63.682817,63.682817,0,4.875395,9.15
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-17,23-Jan-07,N/A,61.007409,61.007409,0,4.823534,10.12
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-18,23-Jan-07,N/A,58.462913,58.462913,0,4.777954,11.1
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-19,23-Jan-07,N/A,56.068784,56.068784,0,4.733219,12.08
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-20,23-Jan-07,N/A,53.750461,53.750461,0,4.698351,13.06
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-21,23-Jan-07,N/A,51.505036,51.505036,0,4.671516,14.04
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-22,23-Jan-07,N/A,49.560969,49.560969,0,4.620235,15.02
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-23,23-Jan-07,N/A,47.75797,47.75797,0,4.566368,16
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-24,23-Jan-07,N/A,46.055649,46.055649,0,4.514228,16.98
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-25,23-Jan-07,N/A,44.443278,44.443278,0,4.46411,17.97
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-26,23-Jan-07,N/A,42.921346,42.921346,0,4.414997,18.95
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-27,23-Jan-07,N/A,41.459912,41.459912,0,4.369702,19.93
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-28,23-Jan-07,N/A,40.053347,40.053347,0,4.328046,20.92
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-29,23-Jan-07,N/A,38.727189,38.727189,0,4.286266,21.9
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-30,23-Jan-07,N/A,37.504661,37.504661,0,4.241104,22.88
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-31,23-Jan-07,N/A,36.312407,36.312407,0,4.200618,23.87
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-32,23-Jan-07,N/A,35.161617,35.161617,0,4.162922,24.85
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-33,23-Jan-07,N/A,34.018914,34.018914,0,4.131321,25.83
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-34,23-Jan-07,N/A,32.927755,32.927755,0,4.100401,26.82
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-35,23-Jan-07,N/A,31.865459,31.865459,0,4.072358,27.8
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-36,23-Jan-07,N/A,30.853208,30.853208,0,4.044451,28.79
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-37,23-Jan-07,N/A,29.883127,29.883127,0,4.01726,29.77
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-38,23-Jan-07,N/A,28.901017,28.901017,0,3.996588,30.75
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-39,23-Jan-07,N/A,27.877514,27.877514,0,3.98551,31.74
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-40,23-Jan-07,N/A,27.081794,27.081794,0,3.953405,32.72
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-41,23-Jan-07,N/A,26.250445,26.250445,0,3.929759,33.71
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-42,23-Jan-07,N/A,25.43772,25.43772,0,3.908234,34.69
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-43,23-Jan-07,N/A,24.651451,24.651451,0,3.887747,35.67
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-44,23-Jan-07,N/A,23.96186,23.96186,0,3.860108,36.66
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-45,23-Jan-07,N/A,23.141706,23.141706,0,3.851059,37.64
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-46,23-Jan-07,N/A,22.404855,22.404855,0,3.83608,38.63
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-47,23-Jan-07,N/A,21.661446,21.661446,0,3.82534,39.61
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-48,23-Jan-07,N/A,21.044351,21.044351,0,3.803193,40.6
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-49,23-Jan-07,N/A,19.984274,19.984274,0,3.836896,41.57
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-50,23-Jan-07,N/A,19.376401,19.376401,0,3.820174,42.56
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-51,23-Jan-07,N/A,19.460312,19.460312,0,3.723353,43.56
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-52,23-Jan-07,N/A,17.902506,17.902506,0,3.827884,44.52
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-53,23-Jan-07,N/A,17.277819,17.277819,0,3.822609,45.5
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-54,23-Jan-07,N/A,16.714175,16.714175,0,3.8125,46.48
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-55,23-Jan-07,N/A,16.076585,16.076585,0,3.814875,47.46
Treasury Coupon Strip 07Mar2007,GB0030470263,07-Mar-07,23-Jan-07,N/A,99.378048,99.378048,0,5.450316,0.11
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-08,23-Jan-07,N/A,94.093211,94.093211,0,5.53056,1.09
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-09,23-Jan-07,N/A,89.160488,89.160488,0,5.496236,2.06
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-10,23-Jan-07,N/A,84.721075,84.721075,0,5.392489,3.03
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-11,23-Jan-07,N/A,80.666842,80.666842,0,5.288374,4.01
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-12,23-Jan-07,N/A,76.943479,76.943479,0,5.189282,4.99
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-13,23-Jan-07,N/A,73.473107,73.473107,0,5.104095,5.96
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-14,23-Jan-07,N/A,70.219411,70.219411,0,5.030525,6.94
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-15,23-Jan-07,N/A,67.209649,67.209649,0,4.95633,7.92
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-16,23-Jan-07,N/A,64.377144,64.377144,0,4.890004,8.9
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-17,23-Jan-07,N/A,61.659586,61.659586,0,4.837534,9.88
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-18,23-Jan-07,N/A,59.090573,59.090573,0,4.78924,10.86
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-19,23-Jan-07,N/A,56.66056,56.66056,0,4.744158,11.84
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-20,23-Jan-07,N/A,54.331019,54.331019,0,4.705881,12.81
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-21,23-Jan-07,N/A,52.090806,52.090806,0,4.67393,13.79
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-22,23-Jan-07,N/A,50.008579,50.008579,0,4.637323,14.77
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-23,23-Jan-07,N/A,48.19581,48.19581,0,4.580691,15.76
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-24,23-Jan-07,N/A,46.473114,46.473114,0,4.527556,16.74
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-25,23-Jan-07,N/A,44.826211,44.826211,0,4.478509,17.72
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-26,23-Jan-07,N/A,43.304129,43.304129,0,4.42639,18.7
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-27,23-Jan-07,N/A,41.820957,41.820957,0,4.381017,19.68
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-28,23-Jan-07,N/A,40.401813,40.401813,0,4.338364,20.67
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-29,23-Jan-07,N/A,39.042347,39.042347,0,4.298214,21.65
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-30,23-Jan-07,N/A,37.796849,37.796849,0,4.253562,22.63
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-31,23-Jan-07,N/A,36.607369,36.607369,0,4.210738,23.62
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-32,23-Jan-07,N/A,35.441721,35.441721,0,4.172892,24.6
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-33,23-Jan-07,N/A,34.308973,34.308973,0,4.13843,25.59
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-34,23-Jan-07,N/A,33.19943,33.19943,0,4.107989,26.57
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-35,23-Jan-07,N/A,32.118618,32.118618,0,4.080525,27.55
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-36,23-Jan-07,N/A,31.127588,31.127588,0,4.0488,28.54
Treasury Coupon Strip 07Sep2007,GB0030470370,07-Sep-07,23-Jan-07,N/A,96.648552,96.648552,0,5.61099,0.6
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-08,23-Jan-07,N/A,91.560644,91.560644,0,5.531005,1.57
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-09,23-Jan-07,N/A,86.894937,86.894937,0,5.44235,2.55
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-10,23-Jan-07,N/A,82.633004,82.633004,0,5.34563,3.52
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-11,23-Jan-07,N/A,78.763749,78.763749,0,5.238936,4.5
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-12,23-Jan-07,N/A,75.179247,75.179247,0,5.145085,5.48
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-13,23-Jan-07,N/A,71.799478,71.799478,0,5.070647,6.45
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-14,23-Jan-07,N/A,68.655389,68.655389,0,4.999348,7.43
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-15,23-Jan-07,N/A,65.773333,65.773333,0,4.922111,8.41
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-16,23-Jan-07,N/A,63.004165,63.004165,0,4.862327,9.39
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-17,23-Jan-07,N/A,60.349618,60.349618,0,4.814134,10.37
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-18,23-Jan-07,N/A,57.869231,57.869231,0,4.76475,11.35
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-19,23-Jan-07,N/A,55.486022,55.486022,0,4.723901,12.32
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-20,23-Jan-07,N/A,53.179596,53.179596,0,4.692078,13.3
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-21,23-Jan-07,N/A,50.998713,50.998713,0,4.660538,14.28
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-22,23-Jan-07,N/A,49.098868,49.098868,0,4.607426,15.26
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-23,23-Jan-07,N/A,47.319268,47.319268,0,4.554279,16.25
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-24,23-Jan-07,N/A,45.635147,45.635147,0,4.503236,17.23
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-25,23-Jan-07,N/A,44.071202,44.071202,0,4.450177,18.21
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-26,23-Jan-07,N/A,42.547857,42.547857,0,4.404131,19.19
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-27,23-Jan-07,N/A,41.092147,41.092147,0,4.360754,20.18
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-28,23-Jan-07,N/A,39.707357,39.707357,0,4.318884,21.16
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-29,23-Jan-07,N/A,38.412271,38.412271,0,4.275661,22.14
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-30,23-Jan-07,N/A,37.207796,37.207796,0,4.230482,23.13
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-31,23-Jan-07,N/A,36.0137,36.0137,0,4.192136,24.11
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-32,23-Jan-07,N/A,34.873242,34.873242,0,4.155039,25.09
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-33,23-Jan-07,N/A,33.747022,33.747022,0,4.123221,26.08
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-34,23-Jan-07,N/A,32.649806,32.649806,0,4.094545,27.06
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-35,23-Jan-07,N/A,31.599872,31.599872,0,4.066567,28.05
1¼% Index-linked Treasury Gilt 2017,GB00B0V3WQ75,22-Nov-17,23-Jan-07,3 month,95.77,99.552519,0.225621,1.678884,10.03
1¼% Index-linked Treasury Gilt 2027,GB00B128DH60,22-Nov-27,23-Jan-07,3 month,100.81,104.594824,0.225223,1.205879,18.26
1¼% Index-linked Treasury Gilt 2055 WI,GB00B1L6W632,22-Nov-55,23-Jan-07,3 month,120.09,125.800786,0.234682,0.757002,37.72
1¼% Index-linked Treasury Gilt 2055,GB00B0CNHZ09,22-Nov-55,23-Jan-07,3 month,120.11,125.786802,0.227411,0.756603,37.73
2% Index-linked Treasury Stock 2035,GB0031790826,26-Jan-35,23-Jan-07,8 month,140.34,140.327621,-0.012379,1.075358,22.19
2½% Index-linked Treasury Stock 2009,GB0009071563,20-May-09,23-Jan-07,8 month,253.24,254.380481,1.140481,2.464989,2.23
2½% Index-linked Treasury Stock 2011,GB0009063578,23-Aug-11,23-Jan-07,8 month,269.34,272.118696,2.778696,2.318382,4.27
2½% Index-linked Treasury Stock 2013,GB0009036715,16-Aug-13,23-Jan-07,8 month,228.59,231.0239,2.4339,2.125103,5.97
2½% Index-linked Treasury Stock 2016,GB0009075325,26-Jul-16,23-Jan-07,8 month,257.12,257.087091,-0.032909,1.881506,8.47
2½% Index-linked Treasury Stock 2020,GB0009081828,16-Apr-20,23-Jan-07,8 month,264.81,266.459011,1.649011,1.638826,11.29
2½% Index-linked Treasury Stock 2024,GB0008983024,17-Jul-24,23-Jan-07,8 month,237.86,237.959535,0.099535,1.427301,14.44
4 1/8% Index-linked Treasury Stock 2030,GB0008932666,22-Jul-30,23-Jan-07,8 month,235.15,235.183923,0.033923,1.210643,17.03
3½% War Loan,GB0009386284,,24-Jan-07,N/A,80.32,80.848846,0.528846,4.357354,22.8
3% Treasury Stock,GB0009031211,,24-Jan-07,N/A,65.82,66.743077,0.923077,4.557608,21.64
2½% Treasury Stock,GB0009031096,,24-Jan-07,N/A,57.37,58.166703,0.796703,4.357442,22.64
3½% Conversion Loan,GB0002212099,,24-Jan-07,N/A,78.34,79.455385,1.115385,4.46745,22.07
2½% Consolidated Stock,GB0002163805,,24-Jan-07,N/A,56.34,56.478889,0.138889,4.437298,22.48
4% Consolidated Loan,GB0002163466,,24-Jan-07,N/A,83.73,83.653913,-0.076087,4.777313,20.95
2½% Annuities,GB0000436070,,24-Jan-07,N/A,54.03,54.168889,0.138889,4.627006,21.56
2¾% Annuities,GB0000436294,,24-Jan-07,N/A,58.79,58.942778,0.152778,4.677611,21.32
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-13,24-Jan-07,N/A,139.41,140.860549,1.450549,5.126784,5.03
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-16,24-Jan-07,N/A,93.12,94.666961,1.546961,4.905671,7.69
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-09,24-Jan-07,N/A,89.270258,89.270258,0,5.443703,2.06
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-16,24-Jan-07,N/A,63.016876,63.016876,0,4.861592,9.39
4% Treasury Stock 2009,GB0032785924,07-Mar-09,24-Jan-07,N/A,97.15,98.696961,1.546961,5.443543,1.96
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-32,24-Jan-07,N/A,35.022977,35.022977,0,4.179278,24.85
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-11,24-Jan-07,N/A,96.22,97.863646,1.643646,5.283151,3.65
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-27,24-Jan-07,N/A,96.3,96.872115,0.572115,4.525544,13.51
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-46,24-Jan-07,N/A,101.9,102.472115,0.572115,4.151866,19.21
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-55,24-Jan-07,N/A,104.44,105.012115,0.572115,4.040801,20.94
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-27,24-Jan-07,N/A,40.536279,40.536279,0,4.374772,20.42
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-46,24-Jan-07,N/A,22.02632,22.02632,0,3.831338,39.12
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-55,24-Jan-07,N/A,17.101797,17.101797,0,3.646833,47.99
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-11,24-Jan-07,N/A,80.744202,80.744202,0,5.268053,4.01
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-36,24-Jan-07,N/A,30.994702,30.994702,0,4.064181,28.53
4¼% Treasury Stock 2032,GB0004893086,07-Jun-32,24-Jan-07,N/A,97.95,98.522115,0.572115,4.384423,15.23
4¼% Treasury Stock 2036,GB0032452392,07-Mar-36,24-Jan-07,N/A,99.11,100.753646,1.643646,4.303668,16.28
4½% Treasury Princial Strip 07Mar2007,GB0034258821,07-Mar-07,24-Jan-07,N/A,99.419388,99.419388,0,5.207972,0.11
4½% Treasury Stock 2007,GB0034040740,07-Mar-07,24-Jan-07,N/A,99.9,101.640331,1.740331,5.350553,0.11
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-38,24-Jan-07,N/A,28.290835,28.290835,0,4.001907,31.24
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-10,24-Jan-07,N/A,83.722173,83.722173,0,5.349521,3.28
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-20,24-Jan-07,N/A,54.296813,54.296813,0,4.7118,12.81
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-15,24-Jan-07,N/A,65.746544,65.746544,0,4.928555,8.41
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-10,24-Jan-07,N/A,98.14,98.779423,0.639423,5.359351,3.05
4¾% Treasury Stock 2015,GB0033280339,07-Sep-15,24-Jan-07,N/A,98.44,100.277017,1.837017,4.974147,6.85
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-20,24-Jan-07,N/A,99.67,101.507017,1.837017,4.783658,9.5
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-38,24-Jan-07,N/A,108.27,108.909423,0.639423,4.272255,16.85
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-08,24-Jan-07,N/A,94.182303,94.182303,0,5.457122,1.08
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-12,24-Jan-07,N/A,76.985773,76.985773,0,5.181096,4.98
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-25,24-Jan-07,N/A,44.691441,44.691441,0,4.496196,17.72
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-14,24-Jan-07,N/A,68.623929,68.623929,0,5.007356,7.43
5% Treasury Stock 2008,GB0031734154,07-Mar-08,24-Jan-07,N/A,99.48,101.413702,1.933702,5.482297,1.05
5% Treasury Stock 2012,GB0030468747,07-Mar-12,24-Jan-07,N/A,99.09,101.023702,1.933702,5.203716,4.37
5% Treasury Stock 2014,GB0031829509,07-Sep-14,24-Jan-07,N/A,99.7,101.633702,1.933702,5.047074,6.15
5% Treasury Stock 2025,GB0030880693,07-Mar-25,24-Jan-07,N/A,104.6,106.533702,1.933702,4.621905,11.77
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-08,24-Jan-07,N/A,99.6,101.681492,2.081492,5.582419,4.68
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-09,24-Jan-07,N/A,85.877188,85.877188,0,5.384703,2.79
5¾% Treasury Stock 2009,GB0003042636,07-Dec-09,24-Jan-07,N/A,100.94,101.714038,0.774038,5.388715,2.59
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-28,24-Jan-07,N/A,39.204991,39.204991,0,4.32859,21.4
6% Treasury Stock 2028,GB0002404191,07-Dec-28,24-Jan-07,N/A,120.4,121.207692,0.807692,4.520942,12.94
6¼% Treasury Stock 2010,GB0008890161,25-Nov-10,24-Jan-07,N/A,103.25,104.303177,1.053177,5.298937,3.35
7¼% Treasury Principal Strip 07Dec2007,GB0000509314,07-Dec-07,24-Jan-07,N/A,95.355629,95.355629,0,5.571651,0.84
7¼% Treasury Stock 2007,GB0009997114,07-Dec-07,24-Jan-07,N/A,101.41,102.385962,0.975962,5.547082,0.83
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-12,24-Jan-07,N/A,110.2,110.17894,-0.02106,5.396369,4.17
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-15,24-Jan-07,N/A,65.0196,65.0196,0,4.915182,8.65
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-21,24-Jan-07,N/A,51.407777,51.407777,0,4.685885,14.04
8% Treasury Stock 2009,GB0009125369,25-Sep-09,24-Jan-07,N/A,106.31,109.006133,2.696133,5.418701,2.34
8% Treasury Stock 2013,GB0008921883,27-Sep-13,24-Jan-07,N/A,116.16,118.811934,2.651934,5.108014,5.16
8% Treasury Stock 2015,GB0008881541,07-Dec-15,24-Jan-07,N/A,121.39,122.466923,1.076923,4.984225,6.54
8% Treasury Stock 2021,GB0009997999,07-Jun-21,24-Jan-07,N/A,133.03,134.106923,1.076923,4.791951,9.28
8½% Treasury Loan 2007,GB0009126557,16-Jul-07,24-Jan-07,N/A,101.4,101.611326,0.211326,5.469106,0.46
8¾% Treasury Stock 2017,GB0008931148,25-Aug-17,24-Jan-07,N/A,131.8,135.437908,3.637908,4.868681,7.22
9% Conversion Loan 2011,GB0002215225,12-Jul-11,24-Jan-07,N/A,114.62,114.943204,0.323204,5.28002,3.72
9% Treasury Loan 2008,GB0009128371,13-Oct-08,24-Jan-07,N/A,105.6,108.171429,2.571429,5.522114,1.55
9% Treasury Stock 2012,GB0008938465,06-Aug-12,24-Jan-07,N/A,117.65,121.856522,4.206522,5.278931,4.3
Treasury Coupon Strip 07Dec2007,GB0000509421,07-Dec-07,24-Jan-07,N/A,95.388086,95.388086,0,5.531234,0.84
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-08,24-Jan-07,N/A,90.421484,90.421484,0,5.471221,1.82
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-09,24-Jan-07,N/A,85.862188,85.862188,0,5.390964,2.79
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-10,24-Jan-07,N/A,81.698826,81.698826,0,5.29821,3.77
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-11,24-Jan-07,N/A,77.897276,77.897276,0,5.200259,4.74
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-12,24-Jan-07,N/A,74.316871,74.316871,0,5.125317,5.72
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-13,24-Jan-07,N/A,70.966599,70.966599,0,5.058419,6.7
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-14,24-Jan-07,N/A,67.88047,67.88047,0,4.986813,7.67
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-15,24-Jan-07,N/A,65.009353,65.009353,0,4.917003,8.65
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-16,24-Jan-07,N/A,62.271418,62.271418,0,4.859405,9.63
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-17,24-Jan-07,N/A,59.619964,59.619964,0,4.816977,10.61
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-18,24-Jan-07,N/A,57.162229,57.162229,0,4.769498,11.59
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-19,24-Jan-07,N/A,54.790749,54.790749,0,4.731596,12.57
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-20,24-Jan-07,N/A,52.482272,52.482272,0,4.704141,13.55
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-21,24-Jan-07,N/A,50.372412,50.372412,0,4.666517,14.53
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-22,24-Jan-07,N/A,48.488575,48.488575,0,4.614835,15.51
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-23,24-Jan-07,N/A,46.725962,46.725962,0,4.562699,16.49
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-24,24-Jan-07,N/A,45.042899,45.042899,0,4.514443,17.47
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-25,24-Jan-07,N/A,43.492126,43.492126,0,4.462376,18.45
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-26,24-Jan-07,N/A,41.98549,41.98549,0,4.416697,19.44
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-27,24-Jan-07,N/A,40.552508,40.552508,0,4.372812,20.42
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-28,24-Jan-07,N/A,39.161461,39.161461,0,4.333781,21.4
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-29,24-Jan-07,N/A,37.911669,37.911669,0,4.287135,22.39
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-30,24-Jan-07,N/A,36.701261,36.701261,0,4.244466,23.37
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-31,24-Jan-07,N/A,35.524152,35.524152,0,4.205854,24.35
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-32,24-Jan-07,N/A,34.362525,34.362525,0,4.172792,25.34
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-33,24-Jan-07,N/A,33.254279,33.254279,0,4.140437,26.32
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-34,24-Jan-07,N/A,32.151488,32.151488,0,4.113857,27.3
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-35,24-Jan-07,N/A,31.114038,31.114038,0,4.085851,28.29
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-36,24-Jan-07,N/A,30.089458,30.089458,0,4.062063,29.27
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-37,24-Jan-07,N/A,29.121472,29.121472,0,4.037224,30.25
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-38,24-Jan-07,N/A,28.210891,28.210891,0,4.010965,31.24
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-39,24-Jan-07,N/A,27.276235,27.276235,0,3.99228,32.22
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-40,24-Jan-07,N/A,26.387087,26.387087,0,3.97304,33.21
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-41,24-Jan-07,N/A,25.559642,25.559642,0,3.951159,34.19
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-42,24-Jan-07,N/A,24.750199,24.750199,0,3.931412,35.17
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-43,24-Jan-07,N/A,23.950399,23.950399,0,3.914585,36.16
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-44,24-Jan-07,N/A,23.195326,23.195326,0,3.896455,37.14
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-45,24-Jan-07,N/A,22.476914,22.476914,0,3.877759,38.13
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-46,24-Jan-07,N/A,21.774938,21.774938,0,3.860685,39.11
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-47,24-Jan-07,N/A,21.110408,21.110408,0,3.842613,40.1
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-48,24-Jan-07,N/A,20.408359,20.408359,0,3.832291,41.08
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-49,24-Jan-07,N/A,19.438914,19.438914,0,3.85775,42.05
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-50,24-Jan-07,N/A,18.670182,18.670182,0,3.862721,43.03
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-51,24-Jan-07,N/A,18.048305,18.048305,0,3.852763,44.02
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-52,24-Jan-07,N/A,17.412564,17.412564,0,3.847649,45
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-53,24-Jan-07,N/A,16.796688,16.796688,0,3.84308,45.98
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-54,24-Jan-07,N/A,16.230947,16.230947,0,3.834979,46.96
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-55,24-Jan-07,N/A,15.640285,15.640285,0,3.833067,47.95
Treasury Coupon Strip 07Jun2007,GB0000509207,07-Jun-07,24-Jan-07,N/A,98.041107,98.041107,0,5.488342,0.36
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-08,24-Jan-07,N/A,92.872004,92.872004,0,5.489902,1.33
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-09,24-Jan-07,N/A,88.094181,88.094181,0,5.431562,2.3
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-10,24-Jan-07,N/A,83.729778,83.729778,0,5.34675,3.28
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-11,24-Jan-07,N/A,79.763002,79.763002,0,5.247276,4.25
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-12,24-Jan-07,N/A,76.076661,76.076661,0,5.161643,5.23
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-13,24-Jan-07,N/A,72.61876,72.61876,0,5.090049,6.21
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-14,24-Jan-07,N/A,69.400007,69.400007,0,5.021461,7.18
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-15,24-Jan-07,N/A,66.441521,66.441521,0,4.947584,8.16
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-16,24-Jan-07,N/A,63.625148,63.625148,0,4.886752,9.14
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-17,24-Jan-07,N/A,60.957668,60.957668,0,4.832887,10.12
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-18,24-Jan-07,N/A,58.382602,58.382602,0,4.791507,11.1
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-19,24-Jan-07,N/A,55.965002,55.965002,0,4.749621,12.08
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-20,24-Jan-07,N/A,53.634015,53.634015,0,4.715937,13.06
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-21,24-Jan-07,N/A,51.367109,51.367109,0,4.691523,14.04
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-22,24-Jan-07,N/A,49.41168,49.41168,0,4.641159,15.02
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-23,24-Jan-07,N/A,47.598336,47.598336,0,4.58807,16
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-24,24-Jan-07,N/A,45.881268,45.881268,0,4.53729,16.98
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-25,24-Jan-07,N/A,44.254793,44.254793,0,4.488445,17.96
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-26,24-Jan-07,N/A,42.729717,42.729717,0,4.439248,18.94
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-27,24-Jan-07,N/A,41.258766,41.258766,0,4.394702,19.93
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-28,24-Jan-07,N/A,39.853092,39.853092,0,4.352577,20.91
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-29,24-Jan-07,N/A,38.545924,38.545924,0,4.308225,21.89
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-30,24-Jan-07,N/A,37.308071,37.308071,0,4.264579,22.88
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-31,24-Jan-07,N/A,36.112688,36.112688,0,4.224208,23.86
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-32,24-Jan-07,N/A,34.943341,34.943341,0,4.18844,24.85
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-33,24-Jan-07,N/A,33.79407,33.79407,0,4.157428,25.83
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-34,24-Jan-07,N/A,32.710619,32.710619,0,4.125491,26.81
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-35,24-Jan-07,N/A,31.631874,31.631874,0,4.099224,27.8
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-36,24-Jan-07,N/A,30.600957,30.600957,0,4.073357,28.78
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-37,24-Jan-07,N/A,29.588901,29.588901,0,4.05087,29.76
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-38,24-Jan-07,N/A,28.652029,28.652029,0,4.025081,30.75
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-39,24-Jan-07,N/A,27.616341,27.616341,0,4.015516,31.73
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-40,24-Jan-07,N/A,26.822887,26.822887,0,3.983096,32.71
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-41,24-Jan-07,N/A,25.989981,25.989981,0,3.959665,33.7
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-42,24-Jan-07,N/A,25.174144,25.174144,0,3.93857,34.68
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-43,24-Jan-07,N/A,24.388536,24.388536,0,3.918105,35.67
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-44,24-Jan-07,N/A,23.645335,23.645335,0,3.896673,36.65
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-45,24-Jan-07,N/A,22.890581,22.890581,0,3.880326,37.64
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-46,24-Jan-07,N/A,22.137669,22.137669,0,3.867413,38.62
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-47,24-Jan-07,N/A,21.423338,21.423338,0,3.853512,39.6
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-48,24-Jan-07,N/A,20.77404,20.77404,0,3.835298,40.59
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-49,24-Jan-07,N/A,19.752773,19.752773,0,3.86518,41.56
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-50,24-Jan-07,N/A,19.100925,19.100925,0,3.854072,42.55
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-51,24-Jan-07,N/A,19.141451,19.141451,0,3.761521,43.55
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-52,24-Jan-07,N/A,17.698818,17.698818,0,3.853826,44.51
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-53,24-Jan-07,N/A,17.055997,17.055997,0,3.851242,45.49
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-54,24-Jan-07,N/A,16.500536,16.500536,0,3.840402,46.47
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-55,24-Jan-07,N/A,15.881097,15.881097,0,3.840873,47.45
Treasury Coupon Strip 07Mar2007,GB0030470263,07-Mar-07,24-Jan-07,N/A,99.397961,99.397961,0,5.403331,0.11
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-08,24-Jan-07,N/A,94.155577,94.155577,0,5.483313,1.08
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-09,24-Jan-07,N/A,89.246061,89.246061,0,5.45688,2.06
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-10,24-Jan-07,N/A,84.793615,84.793615,0,5.369107,3.03
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-11,24-Jan-07,N/A,80.724182,80.724182,0,5.274241,4.01
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-12,24-Jan-07,N/A,76.974993,76.974993,0,5.183906,4.98
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-13,24-Jan-07,N/A,73.482081,73.482081,0,5.104382,5.96
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-14,24-Jan-07,N/A,70.198647,70.198647,0,5.036766,6.94
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-15,24-Jan-07,N/A,67.169381,67.169381,0,4.965608,7.92
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-16,24-Jan-07,N/A,64.319695,64.319695,0,4.901541,8.9
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-17,24-Jan-07,N/A,61.611724,61.611724,0,4.846736,9.87
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-18,24-Jan-07,N/A,59.019531,59.019531,0,4.801529,10.85
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-19,24-Jan-07,N/A,56.562367,56.562367,0,4.759912,11.83
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-20,24-Jan-07,N/A,54.21561,54.21561,0,4.723482,12.81
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-21,24-Jan-07,N/A,51.957971,51.957971,0,4.693371,13.79
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-22,24-Jan-07,N/A,49.869424,49.869424,0,4.657047,14.77
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-23,24-Jan-07,N/A,48.037477,48.037477,0,4.602376,15.75
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-24,24-Jan-07,N/A,46.301766,46.301766,0,4.55037,16.73
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-25,24-Jan-07,N/A,44.640393,44.640393,0,4.502647,17.71
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-26,24-Jan-07,N/A,43.112337,43.112337,0,4.450776,18.7
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-27,24-Jan-07,N/A,41.623557,41.623557,0,4.405665,19.68
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-28,24-Jan-07,N/A,40.200817,40.200817,0,4.363074,20.66
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-29,24-Jan-07,N/A,38.862233,38.862233,0,4.320117,21.65
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-30,24-Jan-07,N/A,37.613565,37.613565,0,4.275555,22.63
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-31,24-Jan-07,N/A,36.407602,36.407602,0,4.234397,23.61
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-32,24-Jan-07,N/A,35.224011,35.224011,0,4.198405,24.6
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-33,24-Jan-07,N/A,34.081062,34.081062,0,4.164926,25.58
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-34,24-Jan-07,N/A,32.983393,32.983393,0,4.132986,26.56
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-35,24-Jan-07,N/A,31.889004,31.889004,0,4.106973,27.55
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-36,24-Jan-07,N/A,30.871448,30.871448,0,4.078146,28.53
Treasury Coupon Strip 07Sep2007,GB0030470370,07-Sep-07,24-Jan-07,N/A,96.692596,96.692596,0,5.560245,0.6
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-08,24-Jan-07,N/A,91.637633,91.637633,0,5.48707,1.57
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-09,24-Jan-07,N/A,86.972469,86.972469,0,5.413126,2.54
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-10,24-Jan-07,N/A,82.70033,82.70033,0,5.326629,3.52
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-11,24-Jan-07,N/A,78.809963,78.809963,0,5.229066,4.5
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-12,24-Jan-07,N/A,75.199548,75.199548,0,5.142715,5.47
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-13,24-Jan-07,N/A,71.793501,71.793501,0,5.074083,6.45
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-14,24-Jan-07,N/A,68.624702,68.624702,0,5.007204,7.43
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-15,24-Jan-07,N/A,65.723169,65.723169,0,4.932785,8.41
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-16,24-Jan-07,N/A,62.941237,62.941237,0,4.87439,9.38
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-17,24-Jan-07,N/A,60.26712,60.26712,0,4.828601,10.36
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-18,24-Jan-07,N/A,57.780407,57.780407,0,4.779439,11.34
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-19,24-Jan-07,N/A,55.376619,55.376619,0,4.740966,12.32
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-20,24-Jan-07,N/A,53.062305,53.062305,0,4.709642,13.3
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-21,24-Jan-07,N/A,50.858076,50.858076,0,4.680768,14.28
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-22,24-Jan-07,N/A,48.949659,48.949659,0,4.628194,15.26
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-23,24-Jan-07,N/A,47.153319,47.153319,0,4.576675,16.24
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-24,24-Jan-07,N/A,45.458862,45.458862,0,4.526421,17.22
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-25,24-Jan-07,N/A,43.877017,43.877017,0,4.475099,18.21
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-26,24-Jan-07,N/A,42.355415,42.355415,0,4.428382,19.19
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-27,24-Jan-07,N/A,40.895165,40.895165,0,4.385165,20.17
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-28,24-Jan-07,N/A,39.508342,39.508342,0,4.343193,21.15
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-29,24-Jan-07,N/A,38.23335,38.23335,0,4.297278,22.14
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-30,24-Jan-07,N/A,37.00914,37.00914,0,4.254134,23.12
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-31,24-Jan-07,N/A,35.797459,35.797459,0,4.217594,24.1
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-32,24-Jan-07,N/A,34.652177,34.652177,0,4.180837,25.09
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-33,24-Jan-07,N/A,33.521917,33.521917,0,4.149321,26.07
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-34,24-Jan-07,N/A,32.42911,32.42911,0,4.120025,27.06
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-35,24-Jan-07,N/A,31.362424,31.362424,0,4.093862,28.04
1¼% Index-linked Treasury Gilt 2017,GB00B0V3WQ75,22-Nov-17,24-Jan-07,3 month,95.52,99.307347,0.229227,1.704986,10.03
1¼% Index-linked Treasury Gilt 2027,GB00B128DH60,22-Nov-27,24-Jan-07,3 month,100.19,103.968556,0.228824,1.239595,18.25
1¼% Index-linked Treasury Gilt 2055 WI,GB00B1L6W632,22-Nov-55,24-Jan-07,3 month,118.2,123.824602,0.234682,0.799036,37.61
1¼% Index-linked Treasury Gilt 2055,GB00B0CNHZ09,22-Nov-55,24-Jan-07,3 month,118.2,123.806781,0.231045,0.799055,37.62
2% Index-linked Treasury Stock 2035,GB0031790826,26-Jan-35,24-Jan-07,8 month,139.17,139.163811,-0.006189,1.11342,22.15
2½% Index-linked Treasury Stock 2009,GB0009071563,20-May-09,24-Jan-07,8 month,253.34,254.498027,1.158027,2.450965,2.23
2½% Index-linked Treasury Stock 2011,GB0009063578,23-Aug-11,24-Jan-07,8 month,269.34,272.136739,2.796739,2.32018,4.26
2½% Index-linked Treasury Stock 2013,GB0009036715,16-Aug-13,24-Jan-07,8 month,228.37,230.819017,2.449017,2.142274,5.97
2½% Index-linked Treasury Stock 2016,GB0009075325,26-Jul-16,24-Jan-07,8 month,256.55,256.533546,-0.016454,1.908508,8.47
2½% Index-linked Treasury Stock 2020,GB0009081828,16-Apr-20,24-Jan-07,8 month,264.04,265.705501,1.665501,1.665038,11.28
2½% Index-linked Treasury Stock 2024,GB0008983024,17-Jul-24,24-Jan-07,8 month,236.78,236.893755,0.113755,1.459234,14.43
4 1/8% Index-linked Treasury Stock 2030,GB0008932666,22-Jul-30,24-Jan-07,8 month,233.75,233.800884,0.050884,1.24598,17
3½% War Loan,GB0009386284,,25-Jan-07,N/A,79.44,79.978462,0.538462,4.405616,22.55
3% Treasury Stock,GB0009031211,,25-Jan-07,N/A,65.13,66.061319,0.931319,4.605888,21.41
2½% Treasury Stock,GB0009031096,,25-Jan-07,N/A,56.74,57.543571,0.803571,4.40582,22.38
3½% Conversion Loan,GB0002212099,,25-Jan-07,N/A,77.5,78.625,1.125,4.515867,21.83
2½% Consolidated Stock,GB0002163805,,25-Jan-07,N/A,55.73,55.875833,0.145833,4.485864,22.23
4% Consolidated Loan,GB0002163466,,25-Jan-07,N/A,82.89,82.824783,-0.065217,4.825719,20.74
2½% Annuities,GB0000436070,,25-Jan-07,N/A,53.47,53.615833,0.145833,4.675462,21.33
2¾% Annuities,GB0000436294,,25-Jan-07,N/A,58.19,58.350417,0.160417,4.725839,21.1
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-13,25-Jan-07,N/A,139.05,140.533516,1.483516,5.175835,5.02
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-16,25-Jan-07,N/A,92.76,94.318011,1.558011,4.955482,7.68
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-09,25-Jan-07,N/A,89.223321,89.223321,0,5.476524,2.05
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-16,25-Jan-07,N/A,62.746166,62.746166,0,4.908896,9.38
4% Treasury Stock 2009,GB0032785924,07-Mar-09,25-Jan-07,N/A,97.09,98.648011,1.558011,5.476442,1.96
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-32,25-Jan-07,N/A,34.577677,34.577677,0,4.231249,24.84
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-11,25-Jan-07,N/A,96.08,97.735387,1.655387,5.323055,3.65
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-27,25-Jan-07,N/A,95.66,96.243791,0.583791,4.574696,13.47
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-46,25-Jan-07,N/A,100.97,101.553791,0.583791,4.199435,19.12
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-55,25-Jan-07,N/A,103.4,103.983791,0.583791,4.08846,20.82
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-27,25-Jan-07,N/A,40.147229,40.147229,0,4.422597,20.41
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-46,25-Jan-07,N/A,21.649108,21.649108,0,3.875773,39.1
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-55,25-Jan-07,N/A,16.719746,16.719746,0,3.694126,47.98
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-11,25-Jan-07,N/A,80.628413,80.628413,0,5.307475,4
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-36,25-Jan-07,N/A,30.557102,30.557102,0,4.114414,28.52
4¼% Treasury Stock 2032,GB0004893086,07-Jun-32,25-Jan-07,N/A,97.24,97.823791,0.583791,4.431985,15.19
4¼% Treasury Stock 2036,GB0032452392,07-Mar-36,25-Jan-07,N/A,98.33,99.985387,1.655387,4.351481,16.23
4½% Treasury Princial Strip 07Mar2007,GB0034258821,07-Mar-07,25-Jan-07,N/A,99.435293,99.435293,0,5.191314,0.11
4½% Treasury Stock 2007,GB0034040740,07-Mar-07,25-Jan-07,N/A,99.9,101.652762,1.752762,5.372453,0.11
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-38,25-Jan-07,N/A,27.836541,27.836541,0,4.054085,31.23
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-10,25-Jan-07,N/A,83.630529,83.630529,0,5.387394,3.27
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-20,25-Jan-07,N/A,53.959875,53.959875,0,4.761408,12.81
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-15,25-Jan-07,N/A,65.491831,65.491831,0,4.976353,8.4
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-10,25-Jan-07,N/A,98.02,98.672473,0.652473,5.399719,3.04
4¾% Treasury Stock 2015,GB0033280339,07-Sep-15,25-Jan-07,N/A,98.08,99.930138,1.850138,5.026723,6.85
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-20,25-Jan-07,N/A,99.21,101.060138,1.850138,4.831537,9.48
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-38,25-Jan-07,N/A,107.41,108.062473,0.652473,4.319369,16.79
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-08,25-Jan-07,N/A,94.175971,94.175971,0,5.477101,1.08
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-12,25-Jan-07,N/A,76.835212,76.835212,0,5.223235,4.98
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-25,25-Jan-07,N/A,44.330182,44.330182,0,4.542717,17.71
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-14,25-Jan-07,N/A,68.391943,68.391943,0,5.05481,7.42
5% Treasury Stock 2008,GB0031734154,07-Mar-08,25-Jan-07,N/A,99.45,101.397514,1.947514,5.51186,1.05
5% Treasury Stock 2012,GB0030468747,07-Mar-12,25-Jan-07,N/A,98.89,100.837514,1.947514,5.249194,4.37
5% Treasury Stock 2014,GB0031829509,07-Sep-14,25-Jan-07,N/A,99.39,101.337514,1.947514,5.096835,6.14
5% Treasury Stock 2025,GB0030880693,07-Mar-25,25-Jan-07,N/A,103.99,105.937514,1.947514,4.670696,11.75
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-08,25-Jan-07,N/A,99.45,101.546685,2.096685,5.61404,4.68
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-09,25-Jan-07,N/A,85.807323,85.807323,0,5.419139,2.79
5¾% Treasury Stock 2009,GB0003042636,07-Dec-09,25-Jan-07,N/A,100.84,101.629835,0.789835,5.426307,2.59
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-28,25-Jan-07,N/A,38.792457,38.792457,0,4.378578,21.39
6% Treasury Stock 2028,GB0002404191,07-Dec-28,25-Jan-07,N/A,119.64,120.464176,0.824176,4.569522,12.9
6¼% Treasury Stock 2010,GB0008890161,25-Nov-10,25-Jan-07,N/A,103.1,104.170442,1.070442,5.341288,3.35
7¼% Treasury Principal Strip 07Dec2007,GB0000509314,07-Dec-07,25-Jan-07,N/A,95.348563,95.348563,0,5.598472,0.84
7¼% Treasury Stock 2007,GB0009997114,07-Dec-07,25-Jan-07,N/A,101.38,102.375879,0.995879,5.577334,0.82
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-12,25-Jan-07,N/A,109.99,109.99,0,5.441021,4.17
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-15,25-Jan-07,N/A,64.751371,64.751371,0,4.96452,8.65
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-21,25-Jan-07,N/A,51.077194,51.077194,0,4.732767,14.03
8% Treasury Stock 2009,GB0009125369,25-Sep-09,25-Jan-07,N/A,106.21,108.928232,2.718232,5.45567,2.33
8% Treasury Stock 2013,GB0008921883,27-Sep-13,25-Jan-07,N/A,115.85,118.524033,2.674033,5.157781,5.15
8% Treasury Stock 2015,GB0008881541,07-Dec-15,25-Jan-07,N/A,120.98,122.078901,1.098901,5.034863,6.53
8% Treasury Stock 2021,GB0009997999,07-Jun-21,25-Jan-07,N/A,132.43,133.528901,1.098901,4.839974,9.26
8½% Treasury Loan 2007,GB0009126557,16-Jul-07,25-Jan-07,N/A,101.39,101.624807,0.234807,5.472671,0.46
8¾% Treasury Stock 2017,GB0008931148,25-Aug-17,25-Jan-07,N/A,131.29,134.951685,3.661685,4.920352,7.21
9% Conversion Loan 2011,GB0002215225,12-Jul-11,25-Jan-07,N/A,114.43,114.778066,0.348066,5.322602,3.71
9% Treasury Loan 2008,GB0009128371,13-Oct-08,25-Jan-07,N/A,105.54,108.136154,2.596154,5.55286,1.55
9% Treasury Stock 2012,GB0008938465,06-Aug-12,25-Jan-07,N/A,117.4,121.630978,4.230978,5.325338,4.3
Treasury Coupon Strip 07Dec2007,GB0000509421,07-Dec-07,25-Jan-07,N/A,95.364575,95.364575,0,5.578462,0.84
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-08,25-Jan-07,N/A,90.389117,90.389117,0,5.499149,1.81
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-09,25-Jan-07,N/A,85.798916,85.798916,0,5.422655,2.79
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-10,25-Jan-07,N/A,81.591195,81.591195,0,5.337065,3.76
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-11,25-Jan-07,N/A,77.751741,77.751741,0,5.242697,4.74
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-12,25-Jan-07,N/A,74.131808,74.131808,0,5.171373,5.71
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-13,25-Jan-07,N/A,70.745071,70.745071,0,5.107185,6.69
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-14,25-Jan-07,N/A,67.629992,67.629992,0,5.036772,7.67
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-15,25-Jan-07,N/A,64.737185,64.737185,0,4.967054,8.65
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-16,25-Jan-07,N/A,61.969723,61.969723,0,4.91122,9.63
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-17,25-Jan-07,N/A,59.328155,59.328155,0,4.864472,10.6
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-18,25-Jan-07,N/A,56.852218,56.852218,0,4.817557,11.58
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-19,25-Jan-07,N/A,54.458437,54.458437,0,4.78104,12.56
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-20,25-Jan-07,N/A,52.148318,52.148318,0,4.752221,13.54
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-21,25-Jan-07,N/A,50.024927,50.024927,0,4.715057,14.52
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-22,25-Jan-07,N/A,48.135938,48.135938,0,4.662725,15.5
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-23,25-Jan-07,N/A,46.364728,46.364728,0,4.61053,16.48
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-24,25-Jan-07,N/A,44.674513,44.674513,0,4.562163,17.46
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-25,25-Jan-07,N/A,43.108494,43.108494,0,4.511058,18.45
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-26,25-Jan-07,N/A,41.598184,41.598184,0,4.465008,19.43
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-27,25-Jan-07,N/A,40.148173,40.148173,0,4.422482,20.41
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-28,25-Jan-07,N/A,38.759029,38.759029,0,4.382608,21.39
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-29,25-Jan-07,N/A,37.493825,37.493825,0,4.337176,22.38
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-30,25-Jan-07,N/A,36.275195,36.275195,0,4.294938,23.36
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-31,25-Jan-07,N/A,35.097956,35.097956,0,4.255897,24.34
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-32,25-Jan-07,N/A,33.941903,33.941903,0,4.221861,25.33
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-33,25-Jan-07,N/A,32.816426,32.816426,0,4.191233,26.31
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-34,25-Jan-07,N/A,31.712367,31.712367,0,4.164644,27.29
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-35,25-Jan-07,N/A,30.683536,30.683536,0,4.135509,28.28
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-36,25-Jan-07,N/A,29.658508,29.658508,0,4.111735,29.26
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-37,25-Jan-07,N/A,28.703181,28.703181,0,4.085417,30.24
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-38,25-Jan-07,N/A,27.766177,27.766177,0,4.062189,31.23
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-39,25-Jan-07,N/A,26.846079,26.846079,0,4.04196,32.21
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-40,25-Jan-07,N/A,25.963154,25.963154,0,4.022151,33.2
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-41,25-Jan-07,N/A,25.148185,25.148185,0,3.998949,34.18
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-42,25-Jan-07,N/A,24.348393,24.348393,0,3.978259,35.16
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-43,25-Jan-07,N/A,23.581955,23.581955,0,3.957764,36.15
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-44,25-Jan-07,N/A,22.830514,22.830514,0,3.93943,37.13
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-45,25-Jan-07,N/A,22.113252,22.113252,0,3.920826,38.12
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-46,25-Jan-07,N/A,21.385603,21.385603,0,3.907092,39.1
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-47,25-Jan-07,N/A,20.712522,20.712522,0,3.890339,40.08
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-48,25-Jan-07,N/A,20.040366,20.040366,0,3.876849,41.07
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-49,25-Jan-07,N/A,19.111684,19.111684,0,3.898376,42.04
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-50,25-Jan-07,N/A,18.355726,18.355726,0,3.902442,43.02
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-51,25-Jan-07,N/A,17.695736,17.695736,0,3.897828,44.01
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-52,25-Jan-07,N/A,17.073635,17.073635,0,3.89157,44.99
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-53,25-Jan-07,N/A,16.452077,16.452077,0,3.888398,45.97
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-54,25-Jan-07,N/A,15.894004,15.894004,0,3.879876,46.95
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-55,25-Jan-07,N/A,15.302256,15.302256,0,3.878863,47.93
Treasury Coupon Strip 07Jun2007,GB0000509207,07-Jun-07,25-Jan-07,N/A,98.041409,98.041409,0,5.529617,0.35
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-08,25-Jan-07,N/A,92.856361,92.856361,0,5.513824,1.33
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-09,25-Jan-07,N/A,88.045557,88.045557,0,5.461968,2.3
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-10,25-Jan-07,N/A,83.648621,83.648621,0,5.380788,3.27
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-11,25-Jan-07,N/A,79.634773,79.634773,0,5.288475,4.25
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-12,25-Jan-07,N/A,75.911371,75.911371,0,5.205932,5.23
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-13,25-Jan-07,N/A,72.414608,72.414608,0,5.137653,6.2
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-14,25-Jan-07,N/A,69.162958,69.162958,0,5.071002,7.18
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-15,25-Jan-07,N/A,66.178372,66.178372,0,4.997864,8.16
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-16,25-Jan-07,N/A,63.334543,63.334543,0,4.938301,9.14
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-17,25-Jan-07,N/A,60.61847,60.61847,0,4.88934,10.12
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-18,25-Jan-07,N/A,58.04186,58.04186,0,4.845436,11.09
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-19,25-Jan-07,N/A,55.631104,55.631104,0,4.800249,12.07
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-20,25-Jan-07,N/A,53.302305,53.302305,0,4.764445,13.05
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-21,25-Jan-07,N/A,51.036291,51.036291,0,4.738477,14.03
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-22,25-Jan-07,N/A,49.063335,49.063335,0,4.689125,15.01
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-23,25-Jan-07,N/A,47.235721,47.235721,0,4.636664,15.99
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-24,25-Jan-07,N/A,45.518908,45.518908,0,4.584725,16.97
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-25,25-Jan-07,N/A,43.881725,43.881725,0,4.536267,17.96
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-26,25-Jan-07,N/A,42.341765,42.341765,0,4.488041,18.94
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-27,25-Jan-07,N/A,40.864233,40.864233,0,4.443531,19.92
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-28,25-Jan-07,N/A,39.450348,39.450348,0,4.40173,20.9
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-29,25-Jan-07,N/A,38.12385,38.12385,0,4.359062,21.89
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-30,25-Jan-07,N/A,36.882912,36.882912,0,4.315197,22.87
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-31,25-Jan-07,N/A,35.685821,35.685821,0,4.274534,23.85
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-32,25-Jan-07,N/A,34.513532,34.513532,0,4.238725,24.84
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-33,25-Jan-07,N/A,33.372347,33.372347,0,4.206497,25.82
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-34,25-Jan-07,N/A,32.275786,32.275786,0,4.175832,26.8
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-35,25-Jan-07,N/A,31.188737,31.188737,0,4.150393,27.79
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-36,25-Jan-07,N/A,30.176774,30.176774,0,4.122255,28.77
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-37,25-Jan-07,N/A,29.171203,29.171203,0,4.099019,29.75
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-38,25-Jan-07,N/A,28.212055,28.212055,0,4.075778,30.74
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-39,25-Jan-07,N/A,27.185029,27.185029,0,4.065483,31.72
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-40,25-Jan-07,N/A,26.410436,26.410436,0,4.030805,32.7
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-41,25-Jan-07,N/A,25.580254,25.580254,0,4.007149,33.69
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-42,25-Jan-07,N/A,24.765927,24.765927,0,3.986026,34.67
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-43,25-Jan-07,N/A,23.985221,23.985221,0,3.965166,35.66
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-44,25-Jan-07,N/A,23.235661,23.235661,0,3.944657,36.64
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-45,25-Jan-07,N/A,22.509601,22.509601,0,3.925211,37.62
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-46,25-Jan-07,N/A,21.739343,21.739343,0,3.914711,38.61
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-47,25-Jan-07,N/A,21.035319,21.035319,0,3.899939,39.59
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-48,25-Jan-07,N/A,20.408051,20.408051,0,3.879357,40.58
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-49,25-Jan-07,N/A,19.393575,19.393575,0,3.909597,41.55
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-50,25-Jan-07,N/A,18.73049,18.73049,0,3.900357,42.53
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-51,25-Jan-07,N/A,18.784843,18.784843,0,3.804949,43.53
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-52,25-Jan-07,N/A,17.333848,17.333848,0,3.900886,44.49
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-53,25-Jan-07,N/A,16.781684,16.781684,0,3.887121,45.48
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-54,25-Jan-07,N/A,16.167023,16.167023,0,3.884573,46.46
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-55,25-Jan-07,N/A,15.544938,15.544938,0,3.886186,47.44
Treasury Coupon Strip 07Mar2007,GB0030470263,07-Mar-07,25-Jan-07,N/A,99.408998,99.408998,0,5.437026,0.11
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-08,25-Jan-07,N/A,94.141074,94.141074,0,5.511392,1.08
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-09,25-Jan-07,N/A,89.206694,89.206694,0,5.485597,2.05
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-10,25-Jan-07,N/A,84.719853,84.719853,0,5.402672,3.03
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-11,25-Jan-07,N/A,80.609376,80.609376,0,5.313372,4
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-12,25-Jan-07,N/A,76.821587,76.821587,0,5.226796,4.98
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-13,25-Jan-07,N/A,73.289933,73.289933,0,5.150667,5.96
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-14,25-Jan-07,N/A,69.969407,69.969407,0,5.085913,6.93
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-15,25-Jan-07,N/A,66.912737,66.912737,0,5.015698,7.91
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-16,25-Jan-07,N/A,64.038613,64.038613,0,4.952302,8.89
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-17,25-Jan-07,N/A,61.30493,61.30493,0,4.898653,9.87
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-18,25-Jan-07,N/A,58.681807,58.681807,0,4.855635,10.85
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-19,25-Jan-07,N/A,56.251937,56.251937,0,4.807541,11.83
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-20,25-Jan-07,N/A,53.889085,53.889085,0,4.77166,12.8
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-21,25-Jan-07,N/A,51.626297,51.626297,0,4.740755,13.78
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-22,25-Jan-07,N/A,49.522831,49.522831,0,4.705143,14.76
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-23,25-Jan-07,N/A,47.681786,47.681786,0,4.650372,15.74
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-24,25-Jan-07,N/A,45.935158,45.935158,0,4.598634,16.73
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-25,25-Jan-07,N/A,44.269408,44.269408,0,4.550464,17.71
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-26,25-Jan-07,N/A,42.726233,42.726233,0,4.499554,18.69
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-27,25-Jan-07,N/A,41.230656,41.230656,0,4.454482,19.67
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-28,25-Jan-07,N/A,39.799243,39.799243,0,4.412251,20.65
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-29,25-Jan-07,N/A,38.43904,38.43904,0,4.37126,21.64
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-30,25-Jan-07,N/A,37.193085,37.193085,0,4.325762,22.62
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-31,25-Jan-07,N/A,35.981417,35.981417,0,4.284765,23.6
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-32,25-Jan-07,N/A,34.805837,34.805837,0,4.247437,24.59
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-33,25-Jan-07,N/A,33.664636,33.664636,0,4.213442,25.57
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-34,25-Jan-07,N/A,32.549319,32.549319,0,4.183294,26.56
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-35,25-Jan-07,N/A,31.457778,31.457778,0,4.156815,27.54
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-36,25-Jan-07,N/A,30.458523,30.458523,0,4.125743,28.52
Treasury Coupon Strip 07Sep2007,GB0030470370,07-Sep-07,25-Jan-07,N/A,96.680435,96.680435,0,5.606932,0.59
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-08,25-Jan-07,N/A,91.615546,91.615546,0,5.51199,1.57
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-09,25-Jan-07,N/A,86.916739,86.916739,0,5.444152,2.54
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-10,25-Jan-07,N/A,82.603364,82.603364,0,5.364121,3.52
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-11,25-Jan-07,N/A,78.667356,78.667356,0,5.272554,4.49
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-12,25-Jan-07,N/A,75.024454,75.024454,0,5.187902,5.47
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-13,25-Jan-07,N/A,71.58127,71.58127,0,5.122156,6.45
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-14,25-Jan-07,N/A,68.383879,68.383879,0,5.056399,7.42
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-15,25-Jan-07,N/A,65.454209,65.454209,0,4.983193,8.4
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-16,25-Jan-07,N/A,62.647084,62.647084,0,4.925745,9.38
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-17,25-Jan-07,N/A,59.973178,59.973178,0,4.877071,10.36
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-18,25-Jan-07,N/A,57.470933,57.470933,0,4.827956,11.34
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-19,25-Jan-07,N/A,55.042386,55.042386,0,4.791167,12.32
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-20,25-Jan-07,N/A,52.725442,52.725442,0,4.758509,13.29
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-21,25-Jan-07,N/A,50.517268,50.517268,0,4.728766,14.27
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-22,25-Jan-07,N/A,48.594182,48.594182,0,4.676799,15.25
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-23,25-Jan-07,N/A,46.795817,46.795817,0,4.624316,16.24
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-24,25-Jan-07,N/A,45.093357,45.093357,0,4.574023,17.22
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-25,25-Jan-07,N/A,43.501555,43.501555,0,4.522987,18.2
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-26,25-Jan-07,N/A,41.970242,41.970242,0,4.476634,19.18
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-27,25-Jan-07,N/A,40.499715,40.499715,0,4.433944,20.16
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-28,25-Jan-07,N/A,39.103108,39.103108,0,4.392504,21.15
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-29,25-Jan-07,N/A,37.815967,37.815967,0,4.347405,22.13
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-30,25-Jan-07,N/A,36.583776,36.583776,0,4.304646,23.11
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-31,25-Jan-07,N/A,35.384233,35.384233,0,4.26625,24.1
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-32,25-Jan-07,N/A,34.23232,34.23232,0,4.229893,25.08
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-33,25-Jan-07,N/A,33.098298,33.098298,0,4.198546,26.06
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-34,25-Jan-07,N/A,31.993961,31.993961,0,4.170384,27.05
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-35,25-Jan-07,N/A,30.931261,30.931261,0,4.143642,28.03
1¼% Index-linked Treasury Gilt 2017,GB00B0V3WQ75,22-Nov-17,25-Jan-07,3 month,95.03,98.814106,0.232835,1.756285,10.02
1¼% Index-linked Treasury Gilt 2027,GB00B128DH60,22-Nov-27,25-Jan-07,3 month,99.32,103.082257,0.232424,1.287311,18.23
1¼% Index-linked Treasury Gilt 2055 WI,GB00B1L6W632,22-Nov-55,25-Jan-07,3 month,116.35,121.890242,0.234682,0.840959,37.5
1¼% Index-linked Treasury Gilt 2055,GB00B0CNHZ09,22-Nov-55,25-Jan-07,3 month,116.35,121.890242,0.234682,0.840959,37.5
2% Index-linked Treasury Stock 2035,GB0031790826,26-Jan-35,25-Jan-07,8 month,137.71,137.71,0,1.161376,22.11
2½% Index-linked Treasury Stock 2009,GB0009071563,20-May-09,25-Jan-07,8 month,253.07,254.245572,1.175572,2.50223,2.23
2½% Index-linked Treasury Stock 2011,GB0009063578,23-Aug-11,25-Jan-07,8 month,268.78,271.594783,2.814783,2.370343,4.26
2½% Index-linked Treasury Stock 2013,GB0009036715,16-Aug-13,25-Jan-07,8 month,227.64,230.104135,2.464135,2.196595,5.96
2½% Index-linked Treasury Stock 2016,GB0009075325,26-Jul-16,25-Jan-07,8 month,255.48,255.48,0,1.958698,8.46
2½% Index-linked Treasury Stock 2020,GB0009081828,16-Apr-20,25-Jan-07,8 month,262.66,264.341991,1.681991,1.711792,11.27
2½% Index-linked Treasury Stock 2024,GB0008983024,17-Jul-24,25-Jan-07,8 month,235.18,235.307974,0.127974,1.506655,14.41
4 1/8% Index-linked Treasury Stock 2030,GB0008932666,22-Jul-30,25-Jan-07,8 month,231.95,232.017845,0.067845,1.291733,16.97
3½% War Loan,GB0009386284,,26-Jan-07,N/A,78.67,79.237308,0.567308,4.448726,22.32
3% Treasury Stock,GB0009031211,,26-Jan-07,N/A,64.53,65.486044,0.956044,4.648713,21.2
2½% Treasury Stock,GB0009031096,,26-Jan-07,N/A,56.19,57.014176,0.824176,4.448945,22.15
3½% Conversion Loan,GB0002212099,,26-Jan-07,N/A,76.77,77.923846,1.153846,4.558809,21.61
2½% Consolidated Stock,GB0002163805,,26-Jan-07,N/A,55.2,55.366667,0.166667,4.528929,22.01
4% Consolidated Loan,GB0002163466,,26-Jan-07,N/A,82.16,82.127391,-0.032609,4.868573,20.55
2½% Annuities,GB0000436070,,26-Jan-07,N/A,52.98,53.146667,0.166667,4.718698,21.13
2¾% Annuities,GB0000436294,,26-Jan-07,N/A,57.67,57.853333,0.183333,4.768445,20.91
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-13,26-Jan-07,N/A,138.89,140.472418,1.582418,5.192915,5.01
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-16,26-Jan-07,N/A,92.59,94.18116,1.59116,4.979702,7.67
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-09,26-Jan-07,N/A,89.255017,89.255017,0,5.481049,2.05
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-16,26-Jan-07,N/A,62.629692,62.629692,0,4.933011,9.37
4% Treasury Stock 2009,GB0032785924,07-Mar-09,26-Jan-07,N/A,97.09,98.68116,1.59116,5.482171,1.95
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-32,26-Jan-07,N/A,34.235266,34.235266,0,4.272725,24.82
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-11,26-Jan-07,N/A,96.05,97.740608,1.690608,5.333552,3.64
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-27,26-Jan-07,N/A,95.2,95.818819,0.618819,4.610355,13.45
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-46,26-Jan-07,N/A,100.12,100.738819,0.618819,4.243492,19.02
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-55,26-Jan-07,N/A,102.42,103.038819,0.618819,4.134066,20.69
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-27,26-Jan-07,N/A,39.876648,39.876648,0,4.457511,20.4
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-46,26-Jan-07,N/A,21.205446,21.205446,0,3.929551,39.09
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-55,26-Jan-07,N/A,16.37543,16.37543,0,3.738139,47.96
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-11,26-Jan-07,N/A,80.624514,80.624514,0,5.319549,4
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-36,26-Jan-07,N/A,30.17544,30.17544,0,4.15968,28.51
4¼% Treasury Stock 2032,GB0004893086,07-Jun-32,26-Jan-07,N/A,96.67,97.288819,0.618819,4.470538,15.14
4¼% Treasury Stock 2036,GB0032452392,07-Mar-36,26-Jan-07,N/A,97.67,99.360608,1.690608,4.392387,16.17
4½% Treasury Princial Strip 07Mar2007,GB0034258821,07-Mar-07,26-Jan-07,N/A,99.473956,99.473956,0,5.227433,0.1
4½% Treasury Stock 2007,GB0034040740,07-Mar-07,26-Jan-07,N/A,99.91,101.700055,1.790055,5.34656,0.1
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-38,26-Jan-07,N/A,27.442146,27.442146,0,4.100854,31.21
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-10,26-Jan-07,N/A,83.64778,83.64778,0,5.394494,3.27
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-20,26-Jan-07,N/A,53.795431,53.795431,0,4.788307,12.8
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-15,26-Jan-07,N/A,65.392939,65.392939,0,4.999211,8.39
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-10,26-Jan-07,N/A,98,98.691621,0.691621,5.407794,3.03
4¾% Treasury Stock 2015,GB0033280339,07-Sep-15,26-Jan-07,N/A,97.94,99.829503,1.889503,5.047477,6.84
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-20,26-Jan-07,N/A,98.96,100.849503,1.889503,4.857743,9.47
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-38,26-Jan-07,N/A,106.64,107.331621,0.691621,4.361984,16.72
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-08,26-Jan-07,N/A,94.210078,94.210078,0,5.48509,1.07
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-12,26-Jan-07,N/A,76.810078,76.810078,0,5.238409,4.97
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-25,26-Jan-07,N/A,44.074569,44.074569,0,4.577494,17.7
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-14,26-Jan-07,N/A,68.315943,68.315943,0,5.075386,7.41
5% Treasury Stock 2008,GB0031734154,07-Mar-08,26-Jan-07,N/A,99.45,101.43895,1.98895,5.515913,1.04
5% Treasury Stock 2012,GB0030468747,07-Mar-12,26-Jan-07,N/A,98.84,100.82895,1.98895,5.260993,4.36
5% Treasury Stock 2014,GB0031829509,07-Sep-14,26-Jan-07,N/A,99.28,101.26895,1.98895,5.114678,6.13
5% Treasury Stock 2025,GB0030880693,07-Mar-25,26-Jan-07,N/A,103.57,105.55895,1.98895,4.704466,11.73
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-08,26-Jan-07,N/A,99.43,101.572265,2.142265,5.618474,4.67
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-09,26-Jan-07,N/A,85.827926,85.827926,0,5.426358,2.78
5¾% Treasury Stock 2009,GB0003042636,07-Dec-09,26-Jan-07,N/A,100.82,101.657225,0.837225,5.432957,2.58
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-28,26-Jan-07,N/A,38.46755,38.46755,0,4.419579,21.38
6% Treasury Stock 2028,GB0002404191,07-Dec-28,26-Jan-07,N/A,119.09,119.963626,0.873626,4.604731,12.87
6¼% Treasury Stock 2010,GB0008890161,25-Nov-10,26-Jan-07,N/A,103.06,104.182238,1.122238,5.35098,3.34
7¼% Treasury Principal Strip 07Dec2007,GB0000509314,07-Dec-07,26-Jan-07,N/A,95.386304,95.386304,0,5.60561,0.83
7¼% Treasury Stock 2007,GB0009997114,07-Dec-07,26-Jan-07,N/A,101.36,102.415632,1.055632,5.585335,0.81
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-12,26-Jan-07,N/A,109.92,109.984227,0.064227,5.452981,4.16
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-15,26-Jan-07,N/A,64.653006,64.653006,0,4.986795,8.64
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-21,26-Jan-07,N/A,50.897569,50.897569,0,4.760642,14.02
8% Treasury Stock 2009,GB0009125369,25-Sep-09,26-Jan-07,N/A,106.18,108.96453,2.78453,5.460526,2.32
8% Treasury Stock 2013,GB0008921883,27-Sep-13,26-Jan-07,N/A,115.73,118.470331,2.740331,5.174793,5.14
8% Treasury Stock 2015,GB0008881541,07-Dec-15,26-Jan-07,N/A,120.8,121.964835,1.164835,5.05548,6.52
8% Treasury Stock 2021,GB0009997999,07-Jun-21,26-Jan-07,N/A,132.09,133.254835,1.164835,4.866455,9.24
8½% Treasury Loan 2007,GB0009126557,16-Jul-07,26-Jan-07,N/A,101.36,101.665249,0.305249,5.483644,0.45
8¾% Treasury Stock 2017,GB0008931148,25-Aug-17,26-Jan-07,N/A,131.05,134.783016,3.733016,4.943228,7.2
9% Conversion Loan 2011,GB0002215225,12-Jul-11,26-Jan-07,N/A,114.37,114.792652,0.422652,5.330921,3.71
9% Treasury Loan 2008,GB0009128371,13-Oct-08,26-Jan-07,N/A,105.51,108.18033,2.67033,5.555652,1.54
9% Treasury Stock 2012,GB0008938465,06-Aug-12,26-Jan-07,N/A,117.32,117.124348,-0.195652,5.337589,4.45
Treasury Coupon Strip 07Dec2007,GB0000509421,07-Dec-07,26-Jan-07,N/A,95.41826,95.41826,0,5.565311,0.83
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-08,26-Jan-07,N/A,90.414704,90.414704,0,5.50824,1.8
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-09,26-Jan-07,N/A,85.81536,85.81536,0,5.431627,2.78
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-10,26-Jan-07,N/A,81.591782,81.591782,0,5.348437,3.75
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-11,26-Jan-07,N/A,77.734719,77.734719,0,5.256342,4.73
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-12,26-Jan-07,N/A,74.09807,74.09807,0,5.186723,5.71
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-13,26-Jan-07,N/A,70.693935,70.693935,0,5.124223,6.68
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-14,26-Jan-07,N/A,67.559899,67.559899,0,5.055659,7.66
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-15,26-Jan-07,N/A,64.649083,64.649083,0,4.987497,8.64
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-16,26-Jan-07,N/A,61.865946,61.865946,0,4.932805,9.62
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-17,26-Jan-07,N/A,59.210002,59.210002,0,4.887024,10.6
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-18,26-Jan-07,N/A,56.718819,56.718819,0,4.841242,11.57
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-19,26-Jan-07,N/A,54.311505,54.311505,0,4.805663,12.55
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-20,26-Jan-07,N/A,51.98379,51.98379,0,4.778433,13.53
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-21,26-Jan-07,N/A,49.848328,49.848328,0,4.742074,14.51
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-22,26-Jan-07,N/A,47.936889,47.936889,0,4.691925,15.49
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-23,26-Jan-07,N/A,46.13853,46.13853,0,4.642499,16.47
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-24,26-Jan-07,N/A,44.432054,44.432054,0,4.59547,17.45
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-25,26-Jan-07,N/A,42.850905,42.850905,0,4.545559,18.44
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-26,26-Jan-07,N/A,41.3476,41.3476,0,4.497997,19.42
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-27,26-Jan-07,N/A,39.885947,39.885947,0,4.456368,20.4
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-28,26-Jan-07,N/A,38.488052,38.488052,0,4.417088,21.38
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-29,26-Jan-07,N/A,37.174575,37.174575,0,4.376988,22.36
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-30,26-Jan-07,N/A,35.940113,35.940113,0,4.336181,23.35
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-31,26-Jan-07,N/A,34.750312,34.750312,0,4.298231,24.33
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-32,26-Jan-07,N/A,33.594711,33.594711,0,4.263833,25.31
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-33,26-Jan-07,N/A,32.456661,32.456661,0,4.234447,26.3
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-34,26-Jan-07,N/A,31.347525,31.347525,0,4.208302,27.28
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-35,26-Jan-07,N/A,30.30247,30.30247,0,4.180914,28.26
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-36,26-Jan-07,N/A,29.275594,29.275594,0,4.157309,29.25
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-37,26-Jan-07,N/A,28.313711,28.313711,0,4.131707,30.23
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-38,26-Jan-07,N/A,27.38766,27.38766,0,4.107221,31.21
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-39,26-Jan-07,N/A,26.456905,26.456905,0,4.088334,32.2
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-40,26-Jan-07,N/A,25.574676,25.574676,0,4.068572,33.18
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-41,26-Jan-07,N/A,24.760441,24.760441,0,4.045382,34.16
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-42,26-Jan-07,N/A,23.961989,23.961989,0,4.024692,35.15
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-43,26-Jan-07,N/A,23.202347,23.202347,0,4.003568,36.13
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-44,26-Jan-07,N/A,22.42208,22.42208,0,3.988929,37.11
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-45,26-Jan-07,N/A,21.709873,21.709873,0,3.969983,38.1
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-46,26-Jan-07,N/A,20.996925,20.996925,0,3.954835,39.08
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-47,26-Jan-07,N/A,20.327938,20.327938,0,3.937905,40.07
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-48,26-Jan-07,N/A,19.665182,19.665182,0,3.923654,41.05
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-49,26-Jan-07,N/A,18.777361,18.777361,0,3.941121,42.03
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-50,26-Jan-07,N/A,18.023485,18.023485,0,3.945652,43.01
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-51,26-Jan-07,N/A,17.401674,17.401674,0,3.936642,43.99
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-52,26-Jan-07,N/A,16.731078,16.731078,0,3.937341,44.97
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-53,26-Jan-07,N/A,16.166494,16.166494,0,3.927192,45.95
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-54,26-Jan-07,N/A,15.612341,15.612341,0,3.918643,46.93
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-55,26-Jan-07,N/A,15.023013,15.023013,0,3.917957,47.92
Treasury Coupon Strip 07Jun2007,GB0000509207,07-Jun-07,26-Jan-07,N/A,98.087831,98.087831,0,5.522707,0.34
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-08,26-Jan-07,N/A,92.887403,92.887403,0,5.522476,1.32
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-09,26-Jan-07,N/A,88.066772,88.066772,0,5.470834,2.29
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-10,26-Jan-07,N/A,83.659718,83.659718,0,5.390125,3.27
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-11,26-Jan-07,N/A,79.626269,79.626269,0,5.301133,4.24
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-12,26-Jan-07,N/A,75.886347,75.886347,0,5.220367,5.22
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-13,26-Jan-07,N/A,72.371405,72.371405,0,5.154035,6.19
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-14,26-Jan-07,N/A,69.101572,69.101572,0,5.089137,7.17
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-15,26-Jan-07,N/A,66.09443,66.09443,0,5.018429,8.15
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-16,26-Jan-07,N/A,63.237291,63.237291,0,4.959539,9.13
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-17,26-Jan-07,N/A,60.512975,60.512975,0,4.910513,10.11
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-18,26-Jan-07,N/A,57.932272,57.932272,0,4.866044,11.08
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-19,26-Jan-07,N/A,55.488372,55.488372,0,4.824784,12.06
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-20,26-Jan-07,N/A,53.143301,53.143301,0,4.790326,13.04
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-21,26-Jan-07,N/A,50.866594,50.866594,0,4.764983,14.02
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-22,26-Jan-07,N/A,48.873189,48.873189,0,4.717556,15
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-23,26-Jan-07,N/A,47.025512,47.025512,0,4.666934,15.98
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-24,26-Jan-07,N/A,45.283976,45.283976,0,4.617431,16.96
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-25,26-Jan-07,N/A,43.630722,43.630722,0,4.570292,17.94
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-26,26-Jan-07,N/A,42.078876,42.078876,0,4.522878,18.93
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-27,26-Jan-07,N/A,40.608138,40.608138,0,4.476925,19.91
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-28,26-Jan-07,N/A,39.18224,39.18224,0,4.436087,20.89
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-29,26-Jan-07,N/A,37.840773,37.840773,0,4.394756,21.87
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-30,26-Jan-07,N/A,36.554973,36.554973,0,4.355807,22.86
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-31,26-Jan-07,N/A,35.344715,35.344715,0,4.31628,23.84
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-32,26-Jan-07,N/A,34.167251,34.167251,0,4.280736,24.82
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-33,26-Jan-07,N/A,33.022144,33.022144,0,4.248701,25.81
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-34,26-Jan-07,N/A,31.91286,31.91286,0,4.219311,26.79
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-35,26-Jan-07,N/A,30.818765,30.818765,0,4.194576,27.77
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-36,26-Jan-07,N/A,29.799024,29.799024,0,4.167227,28.76
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-37,26-Jan-07,N/A,28.800396,28.800396,0,4.143157,29.74
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-38,26-Jan-07,N/A,27.834545,27.834545,0,4.120706,30.72
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-39,26-Jan-07,N/A,26.794989,26.794989,0,4.112109,31.7
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-40,26-Jan-07,N/A,26.022155,26.022155,0,4.077116,32.69
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-41,26-Jan-07,N/A,25.184407,25.184407,0,4.054432,33.67
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-42,26-Jan-07,N/A,24.369497,24.369497,0,4.033522,34.66
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-43,26-Jan-07,N/A,23.588147,23.588147,0,4.012909,35.64
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-44,26-Jan-07,N/A,22.841554,22.841554,0,3.992241,36.62
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-45,26-Jan-07,N/A,22.11094,22.11094,0,3.973573,37.61
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-46,26-Jan-07,N/A,21.346211,21.346211,0,3.962824,38.59
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-47,26-Jan-07,N/A,20.654756,20.654756,0,3.946873,39.57
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-48,26-Jan-07,N/A,20.012838,20.012838,0,3.928348,40.56
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-49,26-Jan-07,N/A,19.081854,19.081854,0,3.949375,41.53
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-50,26-Jan-07,N/A,18.411499,18.411499,0,3.941503,42.52
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-51,26-Jan-07,N/A,18.398606,18.398606,0,3.853399,43.52
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-52,26-Jan-07,N/A,16.987945,16.987945,0,3.946918,44.48
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-53,26-Jan-07,N/A,16.417676,16.417676,0,3.936052,45.46
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-54,26-Jan-07,N/A,15.82302,15.82302,0,3.931561,46.44
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-55,26-Jan-07,N/A,15.206637,15.206637,0,3.933248,47.42
Treasury Coupon Strip 07Mar2007,GB0030470263,07-Mar-07,26-Jan-07,N/A,99.451751,99.451751,0,5.451687,0.1
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-08,26-Jan-07,N/A,94.182789,94.182789,0,5.512096,1.07
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-09,26-Jan-07,N/A,89.231409,89.231409,0,5.493977,2.05
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-10,26-Jan-07,N/A,84.733344,84.733344,0,5.412026,3.02
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-11,26-Jan-07,N/A,80.610409,80.610409,0,5.323927,4
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-12,26-Jan-07,N/A,76.801013,76.801013,0,5.240783,4.97
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-13,26-Jan-07,N/A,73.250592,73.250592,0,5.166777,5.95
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-14,26-Jan-07,N/A,69.913021,69.913021,0,5.103563,6.93
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-15,26-Jan-07,N/A,66.836657,66.836657,0,5.035287,7.9
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-16,26-Jan-07,N/A,63.945742,63.945742,0,4.973207,8.88
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-17,26-Jan-07,N/A,61.184617,61.184617,0,4.922644,9.86
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-18,26-Jan-07,N/A,58.573755,58.573755,0,4.876308,10.84
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-19,26-Jan-07,N/A,56.117265,56.117265,0,4.831156,11.82
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-20,26-Jan-07,N/A,53.738236,53.738236,0,4.796621,12.8
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-21,26-Jan-07,N/A,51.45834,51.45834,0,4.767231,13.77
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-22,26-Jan-07,N/A,49.333619,49.333619,0,4.733701,14.75
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-23,26-Jan-07,N/A,47.477824,47.477824,0,4.680037,15.73
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-24,26-Jan-07,N/A,45.703762,45.703762,0,4.631099,16.72
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-25,26-Jan-07,N/A,44.02343,44.02343,0,4.584054,17.7
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-26,26-Jan-07,N/A,42.466274,42.466274,0,4.534198,18.68
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-27,26-Jan-07,N/A,40.979286,40.979286,0,4.48744,19.66
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-28,26-Jan-07,N/A,39.534746,39.534746,0,4.446301,20.64
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-29,26-Jan-07,N/A,38.160982,38.160982,0,4.406485,21.63
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-30,26-Jan-07,N/A,36.891497,36.891497,0,4.363339,22.61
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-31,26-Jan-07,N/A,35.644368,35.644368,0,4.326143,23.59
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-32,26-Jan-07,N/A,34.464636,34.464636,0,4.288937,24.58
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-33,26-Jan-07,N/A,33.309824,33.309824,0,4.256246,25.56
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-34,26-Jan-07,N/A,32.183688,32.183688,0,4.227144,26.54
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-35,26-Jan-07,N/A,31.079572,31.079572,0,4.201994,27.52
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-36,26-Jan-07,N/A,30.075539,30.075539,0,4.171312,28.51
Treasury Coupon Strip 07Sep2007,GB0030470370,07-Sep-07,26-Jan-07,N/A,96.728106,96.728106,0,5.60101,0.59
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-08,26-Jan-07,N/A,91.644329,91.644329,0,5.520744,1.56
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-09,26-Jan-07,N/A,86.934677,86.934677,0,5.453578,2.53
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-10,26-Jan-07,N/A,82.607858,82.607858,0,5.375076,3.51
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-11,26-Jan-07,N/A,78.657434,78.657434,0,5.284986,4.48
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-12,26-Jan-07,N/A,74.995898,74.995898,0,5.202647,5.46
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-13,26-Jan-07,N/A,71.534128,71.534128,0,5.138902,6.44
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-14,26-Jan-07,N/A,68.319621,68.319621,0,5.07466,7.41
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-15,26-Jan-07,N/A,65.372019,65.372019,0,5.003024,8.39
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-16,26-Jan-07,N/A,62.546978,62.546978,0,4.947114,9.37
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-17,26-Jan-07,N/A,59.859675,59.859675,0,4.899234,10.35
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-18,26-Jan-07,N/A,57.338858,57.338858,0,4.851756,11.33
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-19,26-Jan-07,N/A,54.897262,54.897262,0,4.815808,12.31
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-20,26-Jan-07,N/A,52.566941,52.566941,0,4.784104,13.28
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-21,26-Jan-07,N/A,50.341711,50.341711,0,4.755887,14.26
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-22,26-Jan-07,N/A,48.39847,48.39847,0,4.705785,15.24
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-23,26-Jan-07,N/A,46.574892,46.574892,0,4.655816,16.22
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-24,26-Jan-07,N/A,44.854731,44.854731,0,4.607036,17.21
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-25,26-Jan-07,N/A,43.246848,43.246848,0,4.55731,18.19
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-26,26-Jan-07,N/A,41.724919,41.724919,0,4.509126,19.17
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-27,26-Jan-07,N/A,40.226365,40.226365,0,4.469351,20.15
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-28,26-Jan-07,N/A,38.833216,38.833216,0,4.426976,21.13
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-29,26-Jan-07,N/A,37.521736,37.521736,0,4.384329,22.12
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-30,26-Jan-07,N/A,36.250596,36.250596,0,4.345776,23.1
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-31,26-Jan-07,N/A,35.0443,35.0443,0,4.307782,24.08
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-32,26-Jan-07,N/A,33.887149,33.887149,0,4.271702,25.07
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-33,26-Jan-07,N/A,32.738224,32.738224,0,4.241854,26.05
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-34,26-Jan-07,N/A,31.626138,31.626138,0,4.21442,27.03
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-35,26-Jan-07,N/A,30.558074,30.558074,0,4.188178,28.02
1¼% Index-linked Treasury Gilt 2017,GB00B0V3WQ75,22-Nov-17,26-Jan-07,3 month,94.79,98.609142,0.243664,1.781842,10.01
1¼% Index-linked Treasury Gilt 2027,GB00B128DH60,22-Nov-27,26-Jan-07,3 month,98.57,102.350911,0.243234,1.328848,18.2
1¼% Index-linked Treasury Gilt 2055,GB00B0CNHZ09,22-Nov-55,26-Jan-07,3 month,114.27,119.766302,0.245596,0.889004,37.36
2% Index-linked Treasury Stock 2035,GB0031790826,26-Jan-35,26-Jan-07,8 month,136.4,136.4192,0.0192,1.205571,22.06
2½% Index-linked Treasury Stock 2009,GB0009071563,20-May-09,26-Jan-07,8 month,253.07,254.29821,1.22821,2.513232,2.22
2½% Index-linked Treasury Stock 2011,GB0009063578,23-Aug-11,26-Jan-07,8 month,268.7,271.568913,2.868913,2.382774,4.25
2½% Index-linked Treasury Stock 2013,GB0009036715,16-Aug-13,26-Jan-07,8 month,227.38,229.889487,2.509487,2.219304,5.95
2½% Index-linked Treasury Stock 2016,GB0009075325,26-Jul-16,26-Jan-07,8 month,255,255.051045,0.051045,1.983393,8.45
2½% Index-linked Treasury Stock 2020,GB0009081828,16-Apr-20,26-Jan-07,8 month,261.7,263.431462,1.731462,1.745848,11.26
2½% Index-linked Treasury Stock 2024,GB0008983024,17-Jul-24,26-Jan-07,8 month,233.94,234.110632,0.170632,1.544651,14.39
4 1/8% Index-linked Treasury Stock 2030,GB0008932666,22-Jul-30,26-Jan-07,8 month,230.41,230.528729,0.118729,1.331799,16.93
3½% War Loan,GB0009386284,,29-Jan-07,N/A,78.26,78.836923,0.576923,4.472028,22.2
3% Treasury Stock,GB0009031211,,29-Jan-07,N/A,64.21,65.174286,0.964286,4.67188,21.09
2½% Treasury Stock,GB0009031096,,29-Jan-07,N/A,55.9,56.731044,0.831044,4.472025,22.04
3½% Conversion Loan,GB0002212099,,29-Jan-07,N/A,76.38,77.543462,1.163462,4.582086,21.5
2½% Consolidated Stock,GB0002163805,,29-Jan-07,N/A,54.92,55.093611,0.173611,4.552017,21.9
4% Consolidated Loan,GB0002163466,,29-Jan-07,N/A,81.77,81.748261,-0.021739,4.891785,20.45
2½% Annuities,GB0000436070,,29-Jan-07,N/A,52.72,52.893611,0.173611,4.741967,21.02
2¾% Annuities,GB0000436294,,29-Jan-07,N/A,57.39,57.580972,0.190972,4.791707,20.8
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-13,29-Jan-07,N/A,138.7,140.315385,1.615385,5.218064,5.01
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-16,29-Jan-07,N/A,92.39,93.99221,1.60221,5.007678,7.66
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-09,29-Jan-07,N/A,89.252364,89.252364,0,5.489813,2.04
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-16,29-Jan-07,N/A,62.47528,62.47528,0,4.960799,9.37
4% Treasury Stock 2009,GB0032785924,07-Mar-09,29-Jan-07,N/A,97.08,98.68221,1.60221,5.489295,1.95
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-32,29-Jan-07,N/A,34.043588,34.043588,0,4.295814,24.82
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-11,29-Jan-07,N/A,95.99,97.692348,1.702348,5.351135,3.64
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-27,29-Jan-07,N/A,94.87,95.500495,0.630495,4.636055,13.43
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-46,29-Jan-07,N/A,99.62,100.250495,0.630495,4.26968,18.97
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-55,29-Jan-07,N/A,101.87,102.500495,0.630495,4.159973,20.62
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-27,29-Jan-07,N/A,39.647859,39.647859,0,4.486317,20.39
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-46,29-Jan-07,N/A,21.041734,21.041734,0,3.949655,39.08
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-55,29-Jan-07,N/A,16.183553,16.183553,0,3.762931,47.95
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-11,29-Jan-07,N/A,80.584659,80.584659,0,5.335563,3.99
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-36,29-Jan-07,N/A,30.005891,30.005891,0,4.179846,28.5
4¼% Treasury Stock 2032,GB0004893086,07-Jun-32,29-Jan-07,N/A,96.31,96.940495,0.630495,4.495046,15.12
4¼% Treasury Stock 2036,GB0032452392,07-Mar-36,29-Jan-07,N/A,97.28,98.982348,1.702348,4.416738,16.14
4½% Treasury Princial Strip 07Mar2007,GB0034258821,07-Mar-07,29-Jan-07,N/A,99.491386,99.491386,0,5.193739,0.1
4½% Treasury Stock 2007,GB0034040740,07-Mar-07,29-Jan-07,N/A,99.91,101.712486,1.802486,5.370856,0.1
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-38,29-Jan-07,N/A,27.269718,27.269718,0,4.121407,31.21
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-10,29-Jan-07,N/A,83.624187,83.624187,0,5.407618,3.26
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-20,29-Jan-07,N/A,53.622452,53.622452,0,4.814505,12.79
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-15,29-Jan-07,N/A,65.253971,65.253971,0,5.026196,8.39
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-10,29-Jan-07,N/A,97.96,98.66467,0.70467,5.421636,3.03
4¾% Treasury Stock 2015,GB0033280339,07-Sep-15,29-Jan-07,N/A,97.77,99.672624,1.902624,5.072512,6.83
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-20,29-Jan-07,N/A,98.71,100.612624,1.902624,4.883997,9.46
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-38,29-Jan-07,N/A,106.19,106.89467,0.70467,4.387114,16.69
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-08,29-Jan-07,N/A,94.219933,94.219933,0,5.489284,1.07
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-12,29-Jan-07,N/A,76.742521,76.742521,0,5.258992,4.97
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-25,29-Jan-07,N/A,43.889824,43.889824,0,4.601941,17.69
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-14,29-Jan-07,N/A,68.191465,68.191465,0,5.101863,7.41
5% Treasury Stock 2008,GB0031734154,07-Mar-08,29-Jan-07,N/A,99.45,101.452762,2.002762,5.517281,1.03
5% Treasury Stock 2012,GB0030468747,07-Mar-12,29-Jan-07,N/A,98.75,100.752762,2.002762,5.281641,4.36
5% Treasury Stock 2014,GB0031829509,07-Sep-14,29-Jan-07,N/A,99.11,101.112762,2.002762,5.142149,6.13
5% Treasury Stock 2025,GB0030880693,07-Mar-25,29-Jan-07,N/A,103.25,105.252762,2.002762,4.730353,11.71
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-08,29-Jan-07,N/A,99.41,101.567459,2.157459,5.62277,4.66
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-09,29-Jan-07,N/A,85.80457,85.80457,0,5.441459,2.78
5¾% Treasury Stock 2009,GB0003042636,07-Dec-09,29-Jan-07,N/A,100.79,101.643022,0.853022,5.444078,2.58
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-28,29-Jan-07,N/A,38.277983,38.277983,0,4.44325,21.38
6% Treasury Stock 2028,GB0002404191,07-Dec-28,29-Jan-07,N/A,118.69,119.58011,0.89011,4.6306,12.85
6¼% Treasury Stock 2010,GB0008890161,25-Nov-10,29-Jan-07,N/A,103.01,104.149503,1.139503,5.364772,3.34
7¼% Treasury Principal Strip 07Dec2007,GB0000509314,07-Dec-07,29-Jan-07,N/A,95.39985,95.39985,0,5.606803,0.83
7¼% Treasury Stock 2007,GB0009997114,07-Dec-07,29-Jan-07,N/A,101.35,102.425549,1.075549,5.592051,0.81
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-12,29-Jan-07,N/A,109.82,109.905635,0.085635,5.47376,4.16
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-15,29-Jan-07,N/A,64.514218,64.514218,0,5.013247,8.64
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-21,29-Jan-07,N/A,50.724521,50.724521,0,4.785861,14.02
8% Treasury Stock 2009,GB0009125369,25-Sep-09,29-Jan-07,N/A,106.14,108.94663,2.80663,5.47401,2.32
8% Treasury Stock 2013,GB0008921883,27-Sep-13,29-Jan-07,N/A,115.58,118.342431,2.762431,5.198552,5.14
8% Treasury Stock 2015,GB0008881541,07-Dec-15,29-Jan-07,N/A,120.58,121.766813,1.186813,5.08252,6.52
8% Treasury Stock 2021,GB0009997999,07-Jun-21,29-Jan-07,N/A,131.76,132.946813,1.186813,4.892939,9.23
8½% Treasury Loan 2007,GB0009126557,16-Jul-07,29-Jan-07,N/A,101.35,101.678729,0.328729,5.487397,0.45
8¾% Treasury Stock 2017,GB0008931148,25-Aug-17,29-Jan-07,N/A,130.79,134.546793,3.756793,4.969462,7.19
9% Conversion Loan 2011,GB0002215225,12-Jul-11,29-Jan-07,N/A,114.28,114.727514,0.447514,5.350177,3.7
9% Treasury Loan 2008,GB0009128371,13-Oct-08,29-Jan-07,N/A,105.49,108.185055,2.695055,5.562607,1.54
9% Treasury Stock 2012,GB0008938465,06-Aug-12,29-Jan-07,N/A,117.2,117.028804,-0.171196,5.359154,4.45
Treasury Coupon Strip 07Dec2007,GB0000509421,07-Dec-07,29-Jan-07,N/A,95.434219,95.434219,0,5.563328,0.83
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-08,29-Jan-07,N/A,90.413537,90.413537,0,5.517241,1.8
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-09,29-Jan-07,N/A,85.787467,85.787467,0,5.44864,2.78
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-10,29-Jan-07,N/A,81.554118,81.554118,0,5.364611,3.75
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-11,29-Jan-07,N/A,77.674999,77.674999,0,5.275616,4.73
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-12,29-Jan-07,N/A,74.014642,74.014642,0,5.208942,5.7
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-13,29-Jan-07,N/A,70.589547,70.589547,0,5.148425,6.68
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-14,29-Jan-07,N/A,67.431383,67.431383,0,5.082316,7.66
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-15,29-Jan-07,N/A,64.503045,64.503045,0,5.015252,8.64
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-16,29-Jan-07,N/A,61.706488,61.706488,0,4.961042,9.61
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-17,29-Jan-07,N/A,59.038681,59.038681,0,4.915633,10.59
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-18,29-Jan-07,N/A,56.53485,56.53485,0,4.870456,11.57
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-19,29-Jan-07,N/A,54.133791,54.133791,0,4.83282,12.55
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-20,29-Jan-07,N/A,51.803869,51.803869,0,4.805022,13.53
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-21,29-Jan-07,N/A,49.663439,49.663439,0,4.768577,14.51
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-22,29-Jan-07,N/A,47.745875,47.745875,0,4.718527,15.49
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-23,29-Jan-07,N/A,45.946712,45.946712,0,4.668562,16.47
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-24,29-Jan-07,N/A,44.240347,44.240347,0,4.620965,17.45
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-25,29-Jan-07,N/A,42.657468,42.657468,0,4.570776,18.43
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-26,29-Jan-07,N/A,41.136605,41.136605,0,4.524979,19.41
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-27,29-Jan-07,N/A,39.678506,39.678506,0,4.482528,20.39
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-28,29-Jan-07,N/A,38.283687,38.283687,0,4.442553,21.38
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-29,29-Jan-07,N/A,36.999471,36.999471,0,4.398634,22.36
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-30,29-Jan-07,N/A,35.756986,35.756986,0,4.358568,23.34
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-31,29-Jan-07,N/A,34.566193,34.566193,0,4.320548,24.33
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-32,29-Jan-07,N/A,33.414333,33.414333,0,4.285561,25.31
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-33,29-Jan-07,N/A,32.278487,32.278487,0,4.25582,26.29
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-34,29-Jan-07,N/A,31.152681,31.152681,0,4.23158,27.27
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-35,29-Jan-07,N/A,30.110939,30.110939,0,4.203753,28.26
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-36,29-Jan-07,N/A,29.080082,29.080082,0,4.18061,29.24
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-37,29-Jan-07,N/A,28.127905,28.127905,0,4.153862,30.22
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-38,29-Jan-07,N/A,27.212916,27.212916,0,4.128089,31.21
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-39,29-Jan-07,N/A,26.262301,26.262301,0,4.111613,32.19
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-40,29-Jan-07,N/A,25.392187,25.392187,0,4.090491,33.17
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-41,29-Jan-07,N/A,24.569244,24.569244,0,4.068398,34.16
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-42,29-Jan-07,N/A,23.770016,23.770016,0,4.047892,35.14
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-43,29-Jan-07,N/A,23.007081,23.007081,0,4.027263,36.12
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-44,29-Jan-07,N/A,22.242993,22.242993,0,4.01083,37.11
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-45,29-Jan-07,N/A,21.4992,21.4992,0,3.995865,38.09
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-46,29-Jan-07,N/A,20.789839,20.789839,0,3.980475,39.07
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-47,29-Jan-07,N/A,20.145966,20.145966,0,3.960619,40.06
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-48,29-Jan-07,N/A,19.463298,19.463298,0,3.949056,41.04
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-49,29-Jan-07,N/A,18.560542,18.560542,0,3.969015,42.02
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-50,29-Jan-07,N/A,17.811307,17.811307,0,3.973441,43
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-51,29-Jan-07,N/A,17.19575,17.19575,0,3.963951,43.98
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-52,29-Jan-07,N/A,16.547496,16.547496,0,3.962117,44.96
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-53,29-Jan-07,N/A,15.969155,15.969155,0,3.954155,45.94
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-54,29-Jan-07,N/A,15.41689,15.41689,0,3.945715,46.93
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-55,29-Jan-07,N/A,14.835439,14.835439,0,3.944404,47.91
Treasury Coupon Strip 07Jun2007,GB0000509207,07-Jun-07,29-Jan-07,N/A,98.105679,98.105679,0,5.513275,0.34
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-08,29-Jan-07,N/A,92.892852,92.892852,0,5.529394,1.32
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-09,29-Jan-07,N/A,88.057105,88.057105,0,5.482108,2.29
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-10,29-Jan-07,N/A,83.628388,83.628388,0,5.406079,3.26
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-11,29-Jan-07,N/A,79.577368,79.577368,0,5.319016,4.24
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-12,29-Jan-07,N/A,75.814459,75.814459,0,5.241255,5.21
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-13,29-Jan-07,N/A,72.281607,72.281607,0,5.176345,6.19
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-14,29-Jan-07,N/A,68.98491,68.98491,0,5.114633,7.17
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-15,29-Jan-07,N/A,65.96022,65.96022,0,5.045051,8.15
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-16,29-Jan-07,N/A,63.084089,63.084089,0,4.987597,9.12
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-17,29-Jan-07,N/A,60.349858,60.349858,0,4.93855,10.1
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-18,29-Jan-07,N/A,57.758089,57.758089,0,4.894409,11.08
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-19,29-Jan-07,N/A,55.314362,55.314362,0,4.851914,12.06
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-20,29-Jan-07,N/A,52.966342,52.966342,0,4.816905,13.04
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-21,29-Jan-07,N/A,50.682553,50.682553,0,4.791766,14.02
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-22,29-Jan-07,N/A,48.684482,48.684482,0,4.744206,15
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-23,29-Jan-07,N/A,46.837609,46.837609,0,4.692786,15.98
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-24,29-Jan-07,N/A,45.09146,45.09146,0,4.643292,16.96
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-25,29-Jan-07,N/A,43.432991,43.432991,0,4.596303,17.94
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-26,29-Jan-07,N/A,41.88115,41.88115,0,4.548418,18.92
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-27,29-Jan-07,N/A,40.399881,40.399881,0,4.503367,19.9
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-28,29-Jan-07,N/A,38.976792,38.976792,0,4.461834,20.89
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-29,29-Jan-07,N/A,37.653386,37.653386,0,4.418002,21.87
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-30,29-Jan-07,N/A,36.374756,36.374756,0,4.377951,22.85
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-31,29-Jan-07,N/A,35.160273,35.160273,0,4.338723,23.83
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-32,29-Jan-07,N/A,33.994395,33.994395,0,4.301641,24.82
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-33,29-Jan-07,N/A,32.843506,32.843506,0,4.270171,25.8
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-34,29-Jan-07,N/A,31.720913,31.720913,0,4.242263,26.78
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-35,29-Jan-07,N/A,30.621834,30.621834,0,4.218073,27.77
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-36,29-Jan-07,N/A,29.604551,29.604551,0,4.190394,28.75
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-37,29-Jan-07,N/A,28.611286,28.611286,0,4.165692,29.73
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-38,29-Jan-07,N/A,27.657131,27.657131,0,4.141887,30.72
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-39,29-Jan-07,N/A,26.637479,26.637479,0,4.131061,31.7
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-40,29-Jan-07,N/A,25.833957,25.833957,0,4.099664,32.68
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-41,29-Jan-07,N/A,24.995939,24.995939,0,4.077071,33.67
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-42,29-Jan-07,N/A,24.178492,24.178492,0,4.056547,34.65
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-43,29-Jan-07,N/A,23.393176,23.393176,0,4.036507,35.63
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-44,29-Jan-07,N/A,22.637257,22.637257,0,4.017072,36.62
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-45,29-Jan-07,N/A,21.907924,21.907924,0,3.998391,37.6
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-46,29-Jan-07,N/A,21.138035,21.138035,0,3.988502,38.58
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-47,29-Jan-07,N/A,20.454903,20.454903,0,3.971717,39.57
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-48,29-Jan-07,N/A,19.811221,19.811221,0,3.953581,40.55
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-49,29-Jan-07,N/A,18.860185,18.860185,0,3.97777,41.53
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-50,29-Jan-07,N/A,18.191511,18.191511,0,3.970032,42.51
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-51,29-Jan-07,N/A,18.178632,18.178632,0,3.881284,43.51
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-52,29-Jan-07,N/A,16.799575,16.799575,0,3.972232,44.47
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-53,29-Jan-07,N/A,16.228771,16.228771,0,3.961748,45.45
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-54,29-Jan-07,N/A,15.641759,15.641759,0,3.956604,46.43
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-55,29-Jan-07,N/A,15.031507,15.031507,0,3.957903,47.41
Treasury Coupon Strip 07Mar2007,GB0030470263,07-Mar-07,29-Jan-07,N/A,99.467452,99.467452,0,5.442101,0.1
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-08,29-Jan-07,N/A,94.193578,94.193578,0,5.515429,1.07
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-09,29-Jan-07,N/A,89.22872,89.22872,0,5.50278,2.04
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-10,29-Jan-07,N/A,84.706681,84.706681,0,5.427344,3.02
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-11,29-Jan-07,N/A,80.565417,80.565417,0,5.341544,3.99
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-12,29-Jan-07,N/A,76.728455,76.728455,0,5.262681,4.97
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-13,29-Jan-07,N/A,73.161747,73.161747,0,5.18956,5.95
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-14,29-Jan-07,N/A,69.798378,69.798378,0,5.129282,6.92
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-15,29-Jan-07,N/A,66.704637,66.704637,0,5.062054,7.9
Treasury Coupon Strip 07Mar2016,GB0030882186,07-Mar-16,29-Jan-07,N/A,63.796877,63.796877,0,5.000988,8.88
Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-17,29-Jan-07,N/A,61.038812,61.038812,0,4.948214,9.86
Treasury Coupon Strip 07Mar2018,GB0030882962,07-Mar-18,29-Jan-07,N/A,58.403011,58.403011,0,4.90448,10.83
Treasury Coupon Strip 07Mar2019,GB0030883267,07-Mar-19,29-Jan-07,N/A,55.931371,55.931371,0,4.86036,11.81
Treasury Coupon Strip 07Mar2020,GB0030883598,07-Mar-20,29-Jan-07,N/A,53.559309,53.559309,0,4.823717,12.79
Treasury Coupon Strip 07Mar2021,GB0030883713,07-Mar-21,29-Jan-07,N/A,51.276372,51.276372,0,4.793901,13.77
Treasury Coupon Strip 07Mar2022,GB0030884125,07-Mar-22,29-Jan-07,N/A,49.149064,49.149064,0,4.759988,14.75
Treasury Coupon Strip 07Mar2023,GB0030884349,07-Mar-23,29-Jan-07,N/A,47.286072,47.286072,0,4.706576,15.73
Treasury Coupon Strip 07Mar2024,GB0030884562,07-Mar-24,29-Jan-07,N/A,45.512037,45.512037,0,4.657011,16.71
Treasury Coupon Strip 07Mar2025,GB0030884786,07-Mar-25,29-Jan-07,N/A,43.832222,43.832222,0,4.609364,17.69
Treasury Coupon Strip 07Mar2026,GB0032727983,07-Mar-26,29-Jan-07,N/A,42.270759,42.270759,0,4.559572,18.67
Treasury Coupon Strip 07Mar2027,GB0032728171,07-Mar-27,29-Jan-07,N/A,40.767536,40.767536,0,4.514419,19.66
Treasury Coupon Strip 07Mar2028,GB0032728395,07-Mar-28,29-Jan-07,N/A,39.3287,39.3287,0,4.472207,20.64
Treasury Coupon Strip 07Mar2029,GB0032728510,07-Mar-29,29-Jan-07,N/A,37.975642,37.975642,0,4.429559,21.62
Treasury Coupon Strip 07Mar2030,GB0032728734,07-Mar-30,29-Jan-07,N/A,36.699724,36.699724,0,4.386922,22.6
Treasury Coupon Strip 07Mar2031,GB0032728957,07-Mar-31,29-Jan-07,N/A,35.45988,35.45988,0,4.348644,23.59
Treasury Coupon Strip 07Mar2032,GB0032729146,07-Mar-32,29-Jan-07,N/A,34.281793,34.281793,0,4.311062,24.57
Treasury Coupon Strip 07Mar2033,GB0032729369,07-Mar-33,29-Jan-07,N/A,33.126507,33.126507,0,4.278297,25.55
Treasury Coupon Strip 07Mar2034,GB0032729583,07-Mar-34,29-Jan-07,N/A,31.987327,31.987327,0,4.250642,26.54
Treasury Coupon Strip 07Mar2035,GB0032729708,07-Mar-35,29-Jan-07,N/A,30.875977,30.875977,0,4.226294,27.52
Treasury Coupon Strip 07Mar2036,GB0032729922,07-Mar-36,29-Jan-07,N/A,29.884959,29.884959,0,4.194015,28.5
Treasury Coupon Strip 07Sep2007,GB0030470370,07-Sep-07,29-Jan-07,N/A,96.746013,96.746013,0,5.595435,0.58
Treasury Coupon Strip 07Sep2008,GB0030470594,07-Sep-08,29-Jan-07,N/A,91.646024,91.646024,0,5.529221,1.56
Treasury Coupon Strip 07Sep2009,GB0030470719,07-Sep-09,29-Jan-07,N/A,86.917705,86.917705,0,5.467169,2.53
Treasury Coupon Strip 07Sep2010,GB0030470933,07-Sep-10,29-Jan-07,N/A,82.575778,82.575778,0,5.390337,3.5
Treasury Coupon Strip 07Sep2011,GB0030471121,07-Sep-11,29-Jan-07,N/A,78.60325,78.60325,0,5.303581,4.48
Treasury Coupon Strip 07Sep2012,GB0030880925,07-Sep-12,29-Jan-07,N/A,74.918361,74.918361,0,5.224202,5.46
Treasury Coupon Strip 07Sep2013,GB0030881220,07-Sep-13,29-Jan-07,N/A,71.436082,71.436082,0,5.162399,6.43
Treasury Coupon Strip 07Sep2014,GB0030881667,07-Sep-14,29-Jan-07,N/A,68.197151,68.197151,0,5.100738,7.41
Treasury Coupon Strip 07Sep2015,GB0030881998,07-Sep-15,29-Jan-07,N/A,65.232729,65.232729,0,5.030077,8.39
Treasury Coupon Strip 07Sep2016,GB0030882293,07-Sep-16,29-Jan-07,N/A,62.390579,62.390579,0,4.975283,9.37
Treasury Coupon Strip 07Sep2017,GB0030882855,07-Sep-17,29-Jan-07,N/A,59.693321,59.693321,0,4.927427,10.34
Treasury Coupon Strip 07Sep2018,GB0030883150,07-Sep-18,29-Jan-07,N/A,57.158654,57.158654,0,4.880723,11.32
Treasury Coupon Strip 07Sep2019,GB0030883481,07-Sep-19,29-Jan-07,N/A,54.721398,54.721398,0,4.842958,12.3
Treasury Coupon Strip 07Sep2020,GB0030883606,07-Sep-20,29-Jan-07,N/A,52.390182,52.390182,0,4.810449,13.28
Treasury Coupon Strip 07Sep2021,GB0030883937,07-Sep-21,29-Jan-07,N/A,50.156509,50.156509,0,4.782645,14.26
Treasury Coupon Strip 07Sep2022,GB0030884232,07-Sep-22,29-Jan-07,N/A,48.214315,48.214315,0,4.731643,15.24
Treasury Coupon Strip 07Sep2023,GB0030884455,07-Sep-23,29-Jan-07,N/A,46.383546,46.383546,0,4.68198,16.22
Treasury Coupon Strip 07Sep2024,GB0030884679,07-Sep-24,29-Jan-07,N/A,44.66218,44.66218,0,4.632776,17.2
Treasury Coupon Strip 07Sep2025,GB0030884893,07-Sep-25,29-Jan-07,N/A,43.054233,43.054233,0,4.582542,18.18
Treasury Coupon Strip 07Sep2026,GB0032728064,07-Sep-26,29-Jan-07,N/A,41.51434,41.51434,0,4.536167,19.16
Treasury Coupon Strip 07Sep2027,GB0032728288,07-Sep-27,29-Jan-07,N/A,40.028113,40.028113,0,4.494479,20.15
Treasury Coupon Strip 07Sep2028,GB0032728403,07-Sep-28,29-Jan-07,N/A,38.626614,38.626614,0,4.452794,21.13
Treasury Coupon Strip 07Sep2029,GB0032728627,07-Sep-29,29-Jan-07,N/A,37.335248,37.335248,0,4.407403,22.11
Treasury Coupon Strip 07Sep2030,GB0032728841,07-Sep-30,29-Jan-07,N/A,36.070674,36.070674,0,4.367833,23.1
Treasury Coupon Strip 07Sep2031,GB0032729039,07-Sep-31,29-Jan-07,N/A,34.86138,34.86138,0,4.330004,24.08
Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-32,29-Jan-07,N/A,33.699172,33.699172,0,4.294362,25.06
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-33,29-Jan-07,N/A,32.555538,32.555538,0,4.263784,26.04
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-34,29-Jan-07,N/A,31.429482,31.429482,0,4.237924,27.03
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-35,29-Jan-07,N/A,30.35669,30.35669,0,4.212192,28.01
1¼% Index-linked Treasury Gilt 2017,GB00B0V3WQ75,22-Nov-17,29-Jan-07,3 month,94.55,98.375047,0.247275,1.80724,10
1¼% Index-linked Treasury Gilt 2027,GB00B128DH60,22-Nov-27,29-Jan-07,3 month,98.18,101.962301,0.246839,1.350591,18.19
1¼% Index-linked Treasury Gilt 2055,GB00B0CNHZ09,22-Nov-55,29-Jan-07,3 month,113.39,118.863114,0.249236,0.909653,37.31
2% Index-linked Treasury Stock 2035,GB0031790826,26-Jan-35,29-Jan-07,8 month,135.78,135.8056,0.0256,1.226537,22.04
2½% Index-linked Treasury Stock 2009,GB0009071563,20-May-09,29-Jan-07,8 month,252.98,254.225756,1.245756,2.532898,2.21
2½% Index-linked Treasury Stock 2011,GB0009063578,23-Aug-11,29-Jan-07,8 month,268.48,271.366957,2.886957,2.403698,4.25
2½% Index-linked Treasury Stock 2013,GB0009036715,16-Aug-13,29-Jan-07,8 month,227.05,229.574604,2.524604,2.244694,5.95
2½% Index-linked Treasury Stock 2016,GB0009075325,26-Jul-16,29-Jan-07,8 month,254.45,254.51806,0.06806,2.009775,8.44
2½% Index-linked Treasury Stock 2020,GB0009081828,16-Apr-20,29-Jan-07,8 month,261,262.747952,1.747952,1.770085,11.25
2½% Index-linked Treasury Stock 2024,GB0008983024,17-Jul-24,29-Jan-07,8 month,233.25,233.434851,0.184851,1.565609,14.38
4 1/8% Index-linked Treasury Stock 2030,GB0008932666,22-Jul-30,29-Jan-07,8 month,229.56,229.695691,0.135691,1.353888,16.92
3½% War Loan,GB0009386284,,30-Jan-07,N/A,78.44,79.026538,0.586538,4.461765,22.25
3% Treasury Stock,GB0009031211,,30-Jan-07,N/A,64.35,65.322527,0.972527,4.661719,21.13
2½% Treasury Stock,GB0009031096,,30-Jan-07,N/A,56.03,56.867912,0.837912,4.461652,22.09
3½% Conversion Loan,GB0002212099,,30-Jan-07,N/A,76.55,77.723077,1.173077,4.571914,21.55
2½% Consolidated Stock,GB0002163805,,30-Jan-07,N/A,55.04,55.220556,0.180556,4.542091,21.94
4% Consolidated Loan,GB0002163466,,30-Jan-07,N/A,81.94,81.92913,-0.01087,4.881629,20.49
2½% Annuities,GB0000436070,,30-Jan-07,N/A,52.83,53.010556,0.180556,4.732092,21.06
2¾% Annuities,GB0000436294,,30-Jan-07,N/A,57.51,57.708611,0.198611,4.781707,20.84
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-13,30-Jan-07,N/A,138.88,140.528352,1.648352,5.190589,5.01
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-16,30-Jan-07,N/A,92.57,94.18326,1.61326,4.982958,7.66
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-09,30-Jan-07,N/A,89.316068,89.316068,0,5.462183,2.04
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-16,30-Jan-07,N/A,62.577052,62.577052,0,4.944864,9.37
4% Treasury Stock 2009,GB0032785924,07-Mar-09,30-Jan-07,N/A,97.14,98.75326,1.61326,5.459987,1.95
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-32,30-Jan-07,N/A,34.087686,34.087686,0,4.291068,24.82
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-11,30-Jan-07,N/A,96.09,97.804088,1.714088,5.323686,3.63
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-27,30-Jan-07,N/A,95.03,95.67217,0.64217,4.623618,13.43
4¼% Treasury Gilt 2046 WI,GB00B1L6W749,07-Dec-46,30-Jan-07,N/A,99.71,100.433901,0.723901,4.264935,18.96
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-46,30-Jan-07,N/A,99.71,100.35217,0.64217,4.264948,18.98
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-55,30-Jan-07,N/A,101.94,102.58217,0.64217,4.156659,20.63
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-27,30-Jan-07,N/A,39.726428,39.726428,0,4.477206,20.39
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-46,30-Jan-07,N/A,20.934,20.934,0,3.963067,39.07
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-55,30-Jan-07,N/A,16.165827,16.165827,0,3.76543,47.95
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-11,30-Jan-07,N/A,80.672598,80.672598,0,5.311877,3.99
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-36,30-Jan-07,N/A,30.025278,30.025278,0,4.177981,28.5
4¼% Treasury Stock 2032,GB0004893086,07-Jun-32,30-Jan-07,N/A,96.46,97.10217,0.64217,4.484833,15.13
4¼% Treasury Stock 2036,GB0032452392,07-Mar-36,30-Jan-07,N/A,97.43,99.144088,1.714088,4.407373,16.15
4½% Treasury Princial Strip 07Mar2007,GB0034258821,07-Mar-07,30-Jan-07,N/A,99.509962,99.509962,0,5.14594,0.09
4½% Treasury Stock 2007,GB0034040740,07-Mar-07,30-Jan-07,N/A,99.91,101.724917,1.814917,5.39656,0.09
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-38,30-Jan-07,N/A,27.265888,27.265888,0,4.122216,31.21
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-10,30-Jan-07,N/A,83.711629,83.711629,0,5.380064,3.26
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-20,30-Jan-07,N/A,53.745689,53.745689,0,4.797584,12.79
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-15,30-Jan-07,N/A,65.369286,65.369286,0,5.006778,8.39
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-10,30-Jan-07,N/A,98.05,98.76772,0.71772,5.392031,3.03
4¾% Treasury Stock 2015,GB0033280339,07-Sep-15,30-Jan-07,N/A,97.93,99.845746,1.915746,5.049127,6.83
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-20,30-Jan-07,N/A,98.9,100.815746,1.915746,4.864084,9.46
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-38,30-Jan-07,N/A,106.34,107.05772,0.71772,4.378697,16.7
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-08,30-Jan-07,N/A,94.261322,94.261322,0,5.462155,1.07
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-12,30-Jan-07,N/A,76.841739,76.841739,0,5.235863,4.97
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-25,30-Jan-07,N/A,43.943018,43.943018,0,4.595804,17.69
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-14,30-Jan-07,N/A,68.298414,68.298414,0,5.082587,7.41
5% Treasury Stock 2008,GB0031734154,07-Mar-08,30-Jan-07,N/A,99.48,101.496575,2.016575,5.49001,1.03
5% Treasury Stock 2012,GB0030468747,07-Mar-12,30-Jan-07,N/A,98.88,100.896575,2.016575,5.252183,4.35
5% Treasury Stock 2014,GB0031829509,07-Sep-14,30-Jan-07,N/A,99.27,101.286575,2.016575,5.116392,6.12
5% Treasury Stock 2025,GB0030880693,07-Mar-25,30-Jan-07,N/A,103.42,105.436575,2.016575,4.716557,11.72
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-08,30-Jan-07,N/A,99.54,101.712652,2.172652,5.595418,4.66
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-09,30-Jan-07,N/A,85.882866,85.882866,0,5.413893,2.77
5¾% Treasury Stock 2009,GB0003042636,07-Dec-09,30-Jan-07,N/A,100.87,101.738819,0.868819,5.413261,2.58
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-28,30-Jan-07,N/A,38.339221,38.339221,0,4.436336,21.37
6% Treasury Stock 2028,GB0002404191,07-Dec-28,30-Jan-07,N/A,118.88,119.786593,0.906593,4.618157,12.86
6¼% Treasury Stock 2010,GB0008890161,25-Nov-10,30-Jan-07,N/A,103.11,104.266768,1.156768,5.335403,3.33
7¼% Treasury Principal Strip 07Dec2007,GB0000509314,07-Dec-07,30-Jan-07,N/A,95.437921,95.437921,0,5.576884,0.83
7¼% Treasury Stock 2007,GB0009997114,07-Dec-07,30-Jan-07,N/A,101.37,102.465467,1.095467,5.562616,0.81
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-12,30-Jan-07,N/A,109.95,110.057044,0.107044,5.444202,4.15
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-15,30-Jan-07,N/A,64.623902,64.623902,0,4.995145,8.63
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-21,30-Jan-07,N/A,50.822665,50.822665,0,4.772995,14.01
8% Treasury Stock 2009,GB0009125369,25-Sep-09,30-Jan-07,N/A,106.22,109.048729,2.828729,5.440059,2.32
8% Treasury Stock 2013,GB0008921883,27-Sep-13,30-Jan-07,N/A,115.74,118.52453,2.78453,5.171385,5.14
8% Treasury Stock 2015,GB0008881541,07-Dec-15,30-Jan-07,N/A,120.78,121.988791,1.208791,5.056676,6.52
8% Treasury Stock 2021,GB0009997999,07-Jun-21,30-Jan-07,N/A,132,133.208791,1.208791,4.873057,9.24
8½% Treasury Loan 2007,GB0009126557,16-Jul-07,30-Jan-07,N/A,101.36,101.71221,0.35221,5.447142,0.45
8¾% Treasury Stock 2017,GB0008931148,25-Aug-17,30-Jan-07,N/A,130.99,134.770571,3.780571,4.948202,7.19
9% Conversion Loan 2011,GB0002215225,12-Jul-11,30-Jan-07,N/A,114.4,114.872376,0.472376,5.320014,3.7
9% Treasury Loan 2008,GB0009128371,13-Oct-08,30-Jan-07,N/A,105.53,108.24978,2.71978,5.533444,1.53
9% Treasury Stock 2012,GB0008938465,06-Aug-12,30-Jan-07,N/A,117.34,117.193261,-0.146739,5.330798,4.45
Treasury Coupon Strip 07Dec2007,GB0000509421,07-Dec-07,30-Jan-07,N/A,95.471109,95.471109,0,5.534789,0.83
Treasury Coupon Strip 07Dec2008,GB0000509751,07-Dec-08,30-Jan-07,N/A,90.469843,90.469843,0,5.490951,1.8
Treasury Coupon Strip 07Dec2009,GB0000510429,07-Dec-09,30-Jan-07,N/A,85.864327,85.864327,0,5.421677,2.77
Treasury Coupon Strip 07Dec2010,GB0000510866,07-Dec-10,30-Jan-07,N/A,81.640471,81.640471,0,5.340259,3.75
Treasury Coupon Strip 07Dec2011,GB0000511054,07-Dec-11,30-Jan-07,N/A,77.769794,77.769794,0,5.252828,4.72
Treasury Coupon Strip 07Dec2012,GB0000511278,07-Dec-12,30-Jan-07,N/A,74.116718,74.116718,0,5.187245,5.7
Treasury Coupon Strip 07Dec2013,GB0000512243,07-Dec-13,30-Jan-07,N/A,70.699034,70.699034,0,5.127306,6.68
Treasury Coupon Strip 07Dec2014,GB0000513431,07-Dec-14,30-Jan-07,N/A,67.537888,67.537888,0,5.063499,7.66
Treasury Coupon Strip 07Dec2015,GB0000513985,07-Dec-15,30-Jan-07,N/A,64.610141,64.610141,0,4.997612,8.63
Treasury Coupon Strip 07Dec2016,GB0000514405,07-Dec-16,30-Jan-07,N/A,61.81084,61.81084,0,4.944862,9.61
Treasury Coupon Strip 07Dec2017,GB0000514736,07-Dec-17,30-Jan-07,N/A,59.157873,59.157873,0,4.897846,10.59
Treasury Coupon Strip 07Dec2018,GB0000514959,07-Dec-18,30-Jan-07,N/A,56.651468,56.651468,0,4.853785,11.57
Treasury Coupon Strip 07Dec2019,GB0000515147,07-Dec-19,30-Jan-07,N/A,54.261902,54.261902,0,4.815025,12.55
Treasury Coupon Strip 07Dec2020,GB0000515477,07-Dec-20,30-Jan-07,N/A,51.906756,51.906756,0,4.791316,13.52
Treasury Coupon Strip 07Dec2021,GB0002442514,07-Dec-21,30-Jan-07,N/A,49.760241,49.760241,0,4.756043,14.5
Treasury Coupon Strip 07Dec2022,GB0002442738,07-Dec-22,30-Jan-07,N/A,47.833831,47.833831,0,4.707469,15.48
Treasury Coupon Strip 07Dec2023,GB0002442951,07-Dec-23,30-Jan-07,N/A,46.020385,46.020385,0,4.659602,16.47
Treasury Coupon Strip 07Dec2024,GB0002443140,07-Dec-24,30-Jan-07,N/A,44.302038,44.302038,0,4.613697,17.45
Treasury Coupon Strip 07Dec2025,GB0002443363,07-Dec-25,30-Jan-07,N/A,42.712443,42.712443,0,4.56446,18.43
Treasury Coupon Strip 07Dec2026,GB0002443587,07-Dec-26,30-Jan-07,N/A,41.201624,41.201624,0,4.517476,19.41
Treasury Coupon Strip 07Dec2027,GB0002443702,07-Dec-27,30-Jan-07,N/A,39.737778,39.737778,0,4.475805,20.39
Treasury Coupon Strip 07Dec2028,GB0002443926,07-Dec-28,30-Jan-07,N/A,38.337904,38.337904,0,4.436497,21.37
Treasury Coupon Strip 07Dec2029,GB0009140269,07-Dec-29,30-Jan-07,N/A,37.043168,37.043168,0,4.39389,22.36
Treasury Coupon Strip 07Dec2030,GB0009140939,07-Dec-30,30-Jan-07,N/A,35.801405,35.801405,0,4.353757,23.34
Treasury Coupon Strip 07Dec2031,GB0009141671,07-Dec-31,30-Jan-07,N/A,34.607923,34.607923,0,4.316071,24.32
Treasury Coupon Strip 07Dec2032,GB00B0125K93,07-Dec-32,30-Jan-07,N/A,33.453447,33.453447,0,4.281399,25.31
Treasury Coupon Strip 07Dec2033,GB00B0125M18,07-Dec-33,30-Jan-07,N/A,32.312548,32.312548,0,4.252249,26.29
Treasury Coupon Strip 07Dec2034,GB00B0126284,07-Dec-34,30-Jan-07,N/A,31.191571,31.191571,0,4.227427,27.27
Treasury Coupon Strip 07Dec2035,GB00B0127928,07-Dec-35,30-Jan-07,N/A,30.141458,30.141458,0,4.200573,28.26
Treasury Coupon Strip 07Dec2036,GB00B0126S45,07-Dec-36,30-Jan-07,N/A,29.100069,29.100069,0,4.178649,29.24
Treasury Coupon Strip 07Dec2037,GB00B0127N64,07-Dec-37,30-Jan-07,N/A,28.114835,28.114835,0,4.155774,30.22
Treasury Coupon Strip 07Dec2038,GB00B0127W55,07-Dec-38,30-Jan-07,N/A,27.202273,27.202273,0,4.129702,31.2
Treasury Coupon Strip 07Dec2039,GB00B0BDSS16,07-Dec-39,30-Jan-07,N/A,26.271899,26.271899,0,4.110825,32.19
Treasury Coupon Strip 07Dec2040,GB00B0BDSV45,07-Dec-40,30-Jan-07,N/A,25.375805,25.375805,0,4.092772,33.17
Treasury Coupon Strip 07Dec2041,GB00B0BDSX68,07-Dec-41,30-Jan-07,N/A,24.571229,24.571229,0,4.068485,34.15
Treasury Coupon Strip 07Dec2042,GB00B0BDSZ82,07-Dec-42,30-Jan-07,N/A,23.77106,23.77106,0,4.048081,35.14
Treasury Coupon Strip 07Dec2043,GB00B0BDT112,07-Dec-43,30-Jan-07,N/A,23.007738,23.007738,0,4.027487,36.12
Treasury Coupon Strip 07Dec2044,GB00B0BDT336,07-Dec-44,30-Jan-07,N/A,22.215643,22.215643,0,4.01444,37.1
Treasury Coupon Strip 07Dec2045,GB00B0BDT559,07-Dec-45,30-Jan-07,N/A,21.487709,21.487709,0,3.997554,38.09
Treasury Coupon Strip 07Dec2046,GB00B0BDT773,07-Dec-46,30-Jan-07,N/A,20.779415,20.779415,0,3.982036,39.07
Treasury Coupon Strip 07Dec2047,GB00B0BDT997,07-Dec-47,30-Jan-07,N/A,20.133228,20.133228,0,3.962467,40.06
Treasury Coupon Strip 07Dec2048,GB00B0BDTC21,07-Dec-48,30-Jan-07,N/A,19.449712,19.449712,0,3.951019,41.04
Treasury Coupon Strip 07Dec2049,GB00B0BDTF51,07-Dec-49,30-Jan-07,N/A,18.574089,18.574089,0,3.967536,42.02
Treasury Coupon Strip 07Dec2050,GB00B0BDTH75,07-Dec-50,30-Jan-07,N/A,17.816038,17.816038,0,3.973075,42.99
Treasury Coupon Strip 07Dec2051,GB00B0BDTK05,07-Dec-51,30-Jan-07,N/A,17.221366,17.221366,0,3.960811,43.98
Treasury Coupon Strip 07Dec2052,GB00B0BDTM29,07-Dec-52,30-Jan-07,N/A,16.528715,16.528715,0,3.964883,44.96
Treasury Coupon Strip 07Dec2053,GB00B0BDTP59,07-Dec-53,30-Jan-07,N/A,15.938598,15.938598,0,3.958558,45.94
Treasury Coupon Strip 07Dec2054,GB00B0BDTR73,07-Dec-54,30-Jan-07,N/A,15.382803,15.382803,0,3.950661,46.92
Treasury Coupon Strip 07Dec2055,GB00B0BDTT97,07-Dec-55,30-Jan-07,N/A,14.804752,14.804752,0,3.948951,47.9
Treasury Coupon Strip 07Jun2007,GB0000509207,07-Jun-07,30-Jan-07,N/A,98.129838,98.129838,0,5.484764,0.34
Treasury Coupon Strip 07Jun2008,GB0000509538,07-Jun-08,30-Jan-07,N/A,92.939155,92.939155,0,5.502847,1.31
Treasury Coupon Strip 07Jun2009,GB0000508456,07-Jun-09,30-Jan-07,N/A,88.121942,88.121942,0,5.456414,2.29
Treasury Coupon Strip 07Jun2010,GB0000510536,07-Jun-10,30-Jan-07,N/A,83.707213,83.707213,0,5.381682,3.26
Treasury Coupon Strip 07Jun2011,GB0000510973,07-Jun-11,30-Jan-07,N/A,79.668655,79.668655,0,5.295358,4.24
Treasury Coupon Strip 07Jun2012,GB0000511161,07-Jun-12,30-Jan-07,N/A,75.912481,75.912481,0,5.219194,5.21
Treasury Coupon Strip 07Jun2013,GB0000512029,07-Jun-13,30-Jan-07,N/A,72.385133,72.385133,0,5.155488,6.19
Treasury Coupon Strip 07Jun2014,GB0000512359,07-Jun-14,30-Jan-07,N/A,69.090676,69.090676,0,5.095191,7.17
Treasury Coupon Strip 07Jun2015,GB0000513654,07-Jun-15,30-Jan-07,N/A,66.067495,66.067495,0,5.026777,8.14
Treasury Coupon Strip 07Jun2016,GB0000514280,07-Jun-16,30-Jan-07,N/A,63.189457,63.189457,0,4.970785,9.12
Treasury Coupon Strip 07Jun2017,GB0000514512,07-Jun-17,30-Jan-07,N/A,60.470293,60.470293,0,4.920138,10.1
Treasury Coupon Strip 07Jun2018,GB0000514843,07-Jun-18,30-Jan-07,N/A,57.880496,57.880496,0,4.876499,11.08
Treasury Coupon Strip 07Jun2019,GB0000515030,07-Jun-19,30-Jan-07,N/A,55.441499,55.441499,0,4.833965,12.06
Treasury Coupon Strip 07Jun2020,GB0000515360,07-Jun-20,30-Jan-07,N/A,53.069721,53.069721,0,4.80295,13.04
Treasury Coupon Strip 07Jun2021,GB0000515923,07-Jun-21,30-Jan-07,N/A,50.784152,50.784152,0,4.778404,14.01
Treasury Coupon Strip 07Jun2022,GB0002442621,07-Jun-22,30-Jan-07,N/A,48.779022,48.779022,0,4.732126,14.99
Treasury Coupon Strip 07Jun2023,GB0002442845,07-Jun-23,30-Jan-07,N/A,46.92063,46.92063,0,4.682497,15.97
Treasury Coupon Strip 07Jun2024,GB0002443033,07-Jun-24,30-Jan-07,N/A,45.158455,45.158455,0,4.635279,16.96
Treasury Coupon Strip 07Jun2025,GB0002443256,07-Jun-25,30-Jan-07,N/A,43.491598,43.491598,0,4.589481,17.94
Treasury Coupon Strip 07Jun2026,GB0002443470,07-Jun-26,30-Jan-07,N/A,41.956069,41.956069,0,4.539624,18.92
Treasury Coupon Strip 07Jun2027,GB0002443694,07-Jun-27,30-Jan-07,N/A,40.462736,40.462736,0,4.49617,19.9
Treasury Coupon Strip 07Jun2028,GB0002443819,07-Jun-28,30-Jan-07,N/A,39.033994,39.033994,0,4.455392,20.88
Treasury Coupon Strip 07Jun2029,GB0009140046,07-Jun-29,30-Jan-07,N/A,37.695782,37.695782,0,4.413404,21.87
Treasury Coupon Strip 07Jun2030,GB0009140483,07-Jun-30,30-Jan-07,N/A,36.419851,36.419851,0,4.373049,22.85
Treasury Coupon Strip 07Jun2031,GB0009141010,07-Jun-31,30-Jan-07,N/A,35.204396,35.204396,0,4.333955,23.83
Treasury Coupon Strip 07Jun2032,GB0009141895,07-Jun-32,30-Jan-07,N/A,34.010114,34.010114,0,4.300249,24.82
Treasury Coupon Strip 07Jun2033,GB00B0125L01,07-Jun-33,30-Jan-07,N/A,32.876589,32.876589,0,4.266719,25.8
Treasury Coupon Strip 07Jun2034,GB00B0125P49,07-Jun-34,30-Jan-07,N/A,31.758822,31.758822,0,4.238234,26.78
Treasury Coupon Strip 07Jun2035,GB00B0126K68,07-Jun-35,30-Jan-07,N/A,30.65842,30.65842,0,4.214185,27.76
Treasury Coupon Strip 07Jun2036,GB00B0127B43,07-Jun-36,30-Jan-07,N/A,29.628779,29.628779,0,4.187945,28.75
Treasury Coupon Strip 07Jun2037,GB00B0127L41,07-Jun-37,30-Jan-07,N/A,28.608959,28.608959,0,4.166347,29.73
Treasury Coupon Strip 07Jun2038,GB00B0127Q95,07-Jun-38,30-Jan-07,N/A,27.654288,27.654288,0,4.142589,30.71
Treasury Coupon Strip 07Jun2039,GB00B0BDSR09,07-Jun-39,30-Jan-07,N/A,26.646533,26.646533,0,4.130343,31.69
Treasury Coupon Strip 07Jun2040,GB00B0BDST23,07-Jun-40,30-Jan-07,N/A,25.823599,25.823599,0,4.101232,32.68
Treasury Coupon Strip 07Jun2041,GB00B0BDSW51,07-Jun-41,30-Jan-07,N/A,24.999028,24.999028,0,4.077033,33.66
Treasury Coupon Strip 07Jun2042,GB00B0BDSY75,07-Jun-42,30-Jan-07,N/A,24.178942,24.178942,0,4.056812,34.65
Treasury Coupon Strip 07Jun2043,GB00B0BDT005,07-Jun-43,30-Jan-07,N/A,23.392419,23.392419,0,4.036906,35.63
Treasury Coupon Strip 07Jun2044,GB00B0BDT229,07-Jun-44,30-Jan-07,N/A,22.631455,22.631455,0,4.018071,36.61
Treasury Coupon Strip 07Jun2045,GB00B0BDT443,07-Jun-45,30-Jan-07,N/A,21.87204,21.87204,0,4.00304,37.6
Treasury Coupon Strip 07Jun2046,GB00B0BDT666,07-Jun-46,30-Jan-07,N/A,21.1292,21.1292,0,3.989867,38.58
Treasury Coupon Strip 07Jun2047,GB00B0BDT880,07-Jun-47,30-Jan-07,N/A,20.438386,20.438386,0,3.974032,39.56
Treasury Coupon Strip 07Jun2048,GB00B0BDTB14,07-Jun-48,30-Jan-07,N/A,19.789954,19.789954,0,3.956495,40.55
Treasury Coupon Strip 07Jun2049,GB00B0BDTD38,07-Jun-49,30-Jan-07,N/A,18.873363,18.873363,0,3.976348,41.52
Treasury Coupon Strip 07Jun2050,GB00B0BDTG68,07-Jun-50,30-Jan-07,N/A,18.209558,18.209558,0,3.967953,42.51
Treasury Coupon Strip 07Jun2051,GB00B0BDTJ99,07-Jun-51,30-Jan-07,N/A,18.130462,18.130462,0,3.887626,43.5
Treasury Coupon Strip 07Jun2052,GB00B0BDTL12,07-Jun-52,30-Jan-07,N/A,16.781571,16.781571,0,3.974887,44.47
Treasury Coupon Strip 07Jun2053,GB00B0BDTN36,07-Jun-53,30-Jan-07,N/A,16.205438,16.205438,0,3.965151,45.45
Treasury Coupon Strip 07Jun2054,GB00B0BDTQ66,07-Jun-54,30-Jan-07,N/A,15.627502,15.627502,0,3.958799,46.43
Treasury Coupon Strip 07Jun2055,GB00B0BDTS80,07-Jun-55,30-Jan-07,N/A,15.013376,15.013376,0,3.960676,47.41
Treasury Coupon Strip 07Mar2007,GB0030470263,07-Mar-07,30-Jan-07,N/A,99.485973,99.485973,0,5.401882,0.09
Treasury Coupon Strip 07Mar2008,GB0030470487,07-Mar-08,30-Jan-07,N/A,94.238155,94.238155,0,5.485182,1.07
Treasury Coupon Strip 07Mar2009,GB0030470602,07-Mar-09,30-Jan-07,N/A,89.289078,89.289078,0,5.476991,2.04
Treasury Coupon Strip 07Mar2010,GB0030470826,07-Mar-10,30-Jan-07,N/A,84.782991,84.782991,0,5.402385,3.02
Treasury Coupon Strip 07Mar2011,GB0030471014,07-Mar-11,30-Jan-07,N/A,80.654425,80.654425,0,5.317522,3.99
Treasury Coupon Strip 07Mar2012,GB0030471238,07-Mar-12,30-Jan-07,N/A,76.82927,76.82927,0,5.239131,4.97
Treasury Coupon Strip 07Mar2013,GB0030881113,07-Mar-13,30-Jan-07,N/A,73.265292,73.265292,0,5.168143,5.94
Treasury Coupon Strip 07Mar2014,GB0030881444,07-Mar-14,30-Jan-07,N/A,69.904515,69.904515,0,5.109345,6.92
Treasury Coupon Strip 07Mar2015,GB0030881881,07-Mar-15,30-Jan-07,N/A,66.810934,66.810934,0,5.04364,7.9
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Treasury Coupon Strip 07Mar2017,GB0030882418,07-Mar-17,30-Jan-07,N/A,61.144206,61.144206,0,4.932075,9.85
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Treasury Coupon Strip 07Sep2032,GB0032729252,07-Sep-32,30-Jan-07,N/A,33.740145,33.740145,0,4.289982,25.06
Treasury Coupon Strip 07Sep2033,GB0032729476,07-Sep-33,30-Jan-07,N/A,32.594638,32.594638,0,4.259622,26.04
Treasury Coupon Strip 07Sep2034,GB0032729690,07-Sep-34,30-Jan-07,N/A,31.472652,31.472652,0,4.233274,27.02
Treasury Coupon Strip 07Sep2035,GB0032729815,07-Sep-35,30-Jan-07,N/A,30.391531,30.391531,0,4.208507,28.01
1¼% Index-linked Treasury Gilt 2017,GB00B0V3WQ75,22-Nov-17,30-Jan-07,3 month,94.74,98.586269,0.250886,1.787356,10
1¼% Index-linked Treasury Gilt 2027,GB00B128DH60,22-Nov-27,30-Jan-07,3 month,98.27,102.070941,0.250446,1.345578,18.19
1¼% Index-linked Treasury Gilt 2055,GB00B0CNHZ09,22-Nov-55,30-Jan-07,3 month,113.42,118.911747,0.252877,0.908931,37.31
2% Index-linked Treasury Stock 2035,GB0031790826,26-Jan-35,30-Jan-07,8 month,135.86,135.892,0.032,1.224175,22.04
2½% Index-linked Treasury Stock 2009,GB0009071563,20-May-09,30-Jan-07,8 month,253.08,254.343302,1.263302,2.518836,2.21
2½% Index-linked Treasury Stock 2011,GB0009063578,23-Aug-11,30-Jan-07,8 month,268.74,271.645,2.905,2.382992,4.24
2½% Index-linked Treasury Stock 2013,GB0009036715,16-Aug-13,30-Jan-07,8 month,227.36,229.899722,2.539722,2.223273,5.95
2½% Index-linked Treasury Stock 2016,GB0009075325,26-Jul-16,30-Jan-07,8 month,254.85,254.935075,0.085075,1.992005,8.44
2½% Index-linked Treasury Stock 2020,GB0009081828,16-Apr-20,30-Jan-07,8 month,261.47,263.234442,1.764442,1.754791,11.25
2½% Index-linked Treasury Stock 2024,GB0008983024,17-Jul-24,30-Jan-07,8 month,233.58,233.779071,0.199071,1.55623,14.38
4 1/8% Index-linked Treasury Stock 2030,GB0008932666,22-Jul-30,30-Jan-07,8 month,229.76,229.912652,0.152652,1.34901,16.92
3½% War Loan,GB0009386284,,31-Jan-07,N/A,78.73,79.326154,0.596154,4.44533,22.33
3% Treasury Stock,GB0009031211,,31-Jan-07,N/A,64.58,65.560769,0.980769,4.64512,21.21
2½% Treasury Stock,GB0009031096,,31-Jan-07,N/A,56.24,57.08478,0.84478,4.444997,22.17
3½% Conversion Loan,GB0002212099,,31-Jan-07,N/A,76.83,78.012692,1.182692,4.555256,21.62
2½% Consolidated Stock,GB0002163805,,31-Jan-07,N/A,55.24,55.4275,0.1875,4.525646,22.02
4% Consolidated Loan,GB0002163466,,31-Jan-07,N/A,82.21,82.21,0,4.865588,20.55
2½% Annuities,GB0000436070,,31-Jan-07,N/A,53.02,53.2075,0.1875,4.715133,21.13
2¾% Annuities,GB0000436294,,31-Jan-07,N/A,57.71,57.91625,0.20625,4.765135,20.91
12% Exchequer Stock 2013-2017,GB0003252318,12-Dec-13,31-Jan-07,N/A,138.92,140.601319,1.681319,5.183028,5
4% Treasury Gilt 2016,GB00B0V3WX43,07-Sep-16,31-Jan-07,N/A,92.66,94.284309,1.624309,4.970735,7.66
4% Treasury Principal Strip 07Mar2009,GB0033020826,07-Mar-09,31-Jan-07,N/A,89.328049,89.328049,0,5.462905,2.04
4% Treasury Principal Strip 07Sep2016,GB00B14XYM13,07-Sep-16,31-Jan-07,N/A,62.660409,62.660409,0,4.932087,9.36
4% Treasury Stock 2009,GB0032785924,07-Mar-09,31-Jan-07,N/A,97.14,98.764309,1.624309,5.461888,1.94
4¼%  Treasury Principal Strip 07Jun2032,GB0009139048,07-Jun-32,31-Jan-07,N/A,34.233066,34.233066,0,4.274388,24.82
4¼% Treasury Gilt 2011,GB00B0LNX641,07-Mar-11,31-Jan-07,N/A,96.1,97.825829,1.725829,5.321562,3.63
4¼% Treasury Gilt 2027,GB00B16NNR78,07-Dec-27,31-Jan-07,N/A,95.22,95.873846,0.653846,4.608878,13.44
4¼% Treasury Gilt 2046 WI,GB00B1L6W749,07-Dec-46,31-Jan-07,N/A,100.05,100.773901,0.723901,4.247124,18.99
4¼% Treasury Gilt 2046,GB00B128DP45,07-Dec-46,31-Jan-07,N/A,100.05,100.703846,0.653846,4.247139,19.01
4¼% Treasury Gilt 2055,GB00B06YGN05,07-Dec-55,31-Jan-07,N/A,102.33,102.983846,0.653846,4.138278,20.67
4¼% Treasury Principal Strip 07Dec2027,GB00B1HYR000,07-Dec-27,31-Jan-07,N/A,39.887021,39.887021,0,4.458018,20.39
4¼% Treasury Principal Strip 07Dec2046,GB00B15F3H46,07-Dec-46,31-Jan-07,N/A,21.126659,21.126659,0,3.939897,39.08
4¼% Treasury Principal Strip 07Dec2055,GB00B0BDTV10,07-Dec-55,31-Jan-07,N/A,16.281086,16.281086,0,3.750826,47.95
4¼% Treasury Principal Strip 07Mar2011,GB00B0WCHF77,07-Mar-11,31-Jan-07,N/A,80.688378,80.688378,0,5.310604,3.99
4¼% Treasury Principal Strip 07Mar2036,GB0032727876,07-Mar-36,31-Jan-07,N/A,30.183423,30.183423,0,4.159949,28.5
4¼% Treasury Stock 2032,GB0004893086,07-Jun-32,31-Jan-07,N/A,96.7,97.353846,0.653846,4.468531,15.14
4¼% Treasury Stock 2036,GB0032452392,07-Mar-36,31-Jan-07,N/A,97.7,99.425829,1.725829,4.390555,16.17
4½% Treasury Princial Strip 07Mar2007,GB0034258821,07-Mar-07,31-Jan-07,N/A,99.52214,99.52214,0,5.16558,0.09
4½% Treasury Stock 2007,GB0034040740,07-Mar-07,31-Jan-07,N/A,99.92,101.747348,1.827348,5.316338,0.09
4¾% Treasury Principal Strip 07Dec2038,GB00B0125J88,07-Dec-38,31-Jan-07,N/A,27.420077,27.420077,0,4.104504,31.21
4¾% Treasury Principal Strip 07Jun2010,GB00B05JHW29,07-Jun-10,31-Jan-07,N/A,83.727299,83.727299,0,5.378796,3.26
4¾% Treasury Principal Strip 07Mar2020,GB00B09JC451,07-Mar-20,31-Jan-07,N/A,53.870903,53.870903,0,4.78041,12.79
4¾% Treasury Principal Strip 07Sep2015,GB0033711341,07-Sep-15,31-Jan-07,N/A,65.432252,65.432252,0,4.996924,8.38
4¾% Treasury Stock 2010,GB00B0330274,07-Jun-10,31-Jan-07,N/A,98.06,98.790769,0.730769,5.389151,3.03
4¾% Treasury Stock 2015,GB0033280339,07-Sep-15,31-Jan-07,N/A,98,99.928867,1.928867,5.038958,6.83
4¾% Treasury Stock 2020,GB00B058DQ55,07-Mar-20,31-Jan-07,N/A,99.06,100.988867,1.928867,4.847351,9.46
4¾% Treasury Stock 2038,GB00B00NY175,07-Dec-38,31-Jan-07,N/A,106.65,107.380769,0.730769,4.361373,16.72
5% Treasury Principal Strip 07Mar2008,GB0031737496,07-Mar-08,31-Jan-07,N/A,94.276319,94.276319,0,5.461195,1.06
5% Treasury Principal Strip 07Mar2012,GB0030468960,07-Mar-12,31-Jan-07,N/A,76.872971,76.872971,0,5.230554,4.96
5% Treasury Principal Strip 07Mar2025,GB0030880701,07-Mar-25,31-Jan-07,N/A,44.070352,44.070352,0,4.580155,17.69
5% Treasury Principal Strip 07Sep2014,GB0031836298,07-Sep-14,31-Jan-07,N/A,68.354114,68.354114,0,5.073452,7.41
5% Treasury Stock 2008,GB0031734154,07-Mar-08,31-Jan-07,N/A,99.48,101.510387,2.030387,5.491325,1.03
5% Treasury Stock 2012,GB0030468747,07-Mar-12,31-Jan-07,N/A,98.9,100.930387,2.030387,5.247774,4.35
5% Treasury Stock 2014,GB0031829509,07-Sep-14,31-Jan-07,N/A,99.32,101.350387,2.030387,5.108385,6.12
5% Treasury Stock 2025,GB0030880693,07-Mar-25,31-Jan-07,N/A,103.61,105.640387,2.030387,4.701173,11.72
5½% Treasury Stock 2008-2012,GB0009032284,10-Sep-08,31-Jan-07,N/A,99.54,101.727845,2.187845,5.595484,4.66
5¾% Treasury Principal Strip 07Dec2009,GB0003042743,07-Dec-09,31-Jan-07,N/A,85.89823,85.89823,0,5.412734,2.77
5¾% Treasury Stock 2009,GB0003042636,07-Dec-09,31-Jan-07,N/A,100.87,101.754615,0.884615,5.41293,2.58
6% Treasury Principal Strip 07Dec2028,GB0002444007,07-Dec-28,31-Jan-07,N/A,38.488074,38.488074,0,4.41877,21.37
6% Treasury Stock 2028,GB0002404191,07-Dec-28,31-Jan-07,N/A,119.11,120.033077,0.923077,4.603149,12.87
6¼% Treasury Stock 2010,GB0008890161,25-Nov-10,31-Jan-07,N/A,103.11,104.284033,1.174033,5.334799,3.33
7¼% Treasury Principal Strip 07Dec2007,GB0000509314,07-Dec-07,31-Jan-07,N/A,95.452826,95.452826,0,5.57627,0.82
7¼% Treasury Stock 2007,GB0009997114,07-Dec-07,31-Jan-07,N/A,101.37,102.485385,1.115385,5.557205,0.81
7¾% Treasury Loan 2012-2015,GB0009026674,26-Jan-12,31-Jan-07,N/A,109.96,110.088453,0.128453,5.440902,4.15
8% Treasury Principal Strip 07Dec2015,GB0000513878,07-Dec-15,31-Jan-07,N/A,64.686655,64.686655,0,4.98547,8.63
8% Treasury Principal Strip 07Jun2021,GB0000515816,07-Jun-21,31-Jan-07,N/A,50.956912,50.956912,0,4.755093,14.01
8% Treasury Stock 2009,GB0009125369,25-Sep-09,31-Jan-07,N/A,106.21,109.060829,2.850829,5.441669,2.32
8% Treasury Stock 2013,GB0008921883,27-Sep-13,31-Jan-07,N/A,115.78,118.58663,2.80663,5.163934,5.14
8% Treasury Stock 2015,GB0008881541,07-Dec-15,31-Jan-07,N/A,120.84,122.070769,1.230769,5.048468,6.5