Name            Symbol       First Date      Last Date    Closing  % Chnge
---------------- -------------- -------------- -------------- --------- -------
AAGRIL99/04IND   OBL104663         01-04-100      09-15-104     99.9500   -0.01
ARG-03EU 9.75%   OBL353891         07-20-100      11-20-103     20.5100    1.38
ARG-04 EU 10%    OBL450055         07-20-100      12-01-104     28.6000    0.32
ARGENTINA-04EU9  OBL076206         01-04-100      02-27-104     25.2800   -0.90
AZ.AUT. FS 94-04 OBLM50815         05-31-96       01-15-104    100.1000    0.05
B CARIGE-09 137I OBL135850         04-09-101      08-27-109    100.0320    0.00
B FIDE-99/09 IND OBL137394         07-20-100      09-22-109     99.6100    0.09
B SEL-NV04 IND   OBL118534         05-02-100      10-25-104     99.9800    0.01
B SELLA14AP04 IN OBL145214         02-16-101      04-06-104     99.9300   -0.05
B.DI ROMA  96-03 OBLM93095         07-23-97       10-28-103     99.9900    0.00
B.INTESA   96-03 OBLM91255         11-22-96       09-25-103     99.9500   -0.02
B.INTESA   98-05 OBLM118041        05-25-98       12-27-104     99.8020   -0.10
B.ITALEASE 97-04 OBLM112463        07-29-98       06-18-104     99.9000    0.00
B.ITALEASE 98-03 OBLM126464        04-06-99       10-07-103    100.0000    0.00
B.P.BRESC. 97-04 OBLM110403        08-25-97       03-26-104     99.9000    0.02
B.P.BRESC. 97-04 OBLM113242        11-10-97       06-15-104     99.6000    0.06
B.P.BRESC. 97-04 OBLM115700        11-06-98       07-13-104     99.4300    0.33
B.P.BRESC. 98-16 OBLM126308        04-06-99       10-20-105    100.0900    0.00
B.P.NOVARA 98-03 OBLM128512        07-02-99       12-03-103     99.9900    0.01
BCA MCR-05 AZ.   OBL142977         07-25-100      02-17-105     99.8710    0.17
BCA ROM-09  5.8% OBL104665         07-03-100      11-29-104    100.0100   -0.01
BCACARIGE-14133I OBL099097         01-04-100      09-25-109    101.9000    0.39
BCACARIGE-14134I OBL099095         01-04-100      09-25-109    102.0700    0.07
BCACARIGE-19132I OBL099096         01-04-100      09-21-109    103.0000    0.00
BCACRT-98/1OT03I OBL081174         01-04-100      09-25-103    100.0000    0.00
BEI        96-16 OBLM650600        12-30-96       09-25-109     79.7700    0.21
BEI        97-04 OBLM651571        04-10-97       03-09-104     99.9600    0.00
BEI        97-04 OBLM652028        02-19-98       11-30-104    108.3800    0.03
BEI        97-17 OBLM651562        04-10-97       09-25-109     42.9600    0.30
BEI        98-13 OBLM652113        01-12-99       09-25-109    110.4900    0.90
BEI        98-13 OBLM652396        01-12-99       09-22-109    102.4000    0.39
BEI        98-18 OBLM652593        04-06-99       09-25-109    110.2400   -0.41
BEI        99-19 OBLM652705        04-06-99       09-25-109     89.4800    0.53
BEI        99-29 OBLM652730        11-02-99       09-25-109     79.0000   -0.14
BEI        99-29 OBLM652660        11-02-99       09-25-109     88.8800    1.08
BEI15AMORT5.002% OBL653339         07-04-101      08-31-109    105.7000    0.00
BERS-24EU SD     OBL652707         08-25-100      09-24-109    100.0000    0.00
BERS-98/18 LIFE  OBL652615         08-25-100      09-25-109    101.0000    0.00
BIM-IMI-98/18 SD OBL065805         01-07-100      09-25-109    103.7000    0.58
BIRS       97-04 OBLM651570        05-09-97       02-27-104     99.9000   -0.15
BIRS       97-04 OBLM651699        06-13-97       05-24-104     99.9000    0.00
BNAPOLI-OF0434T1 OBLM14809         11-24-103      12-03-103     99.9000    0.00
BNAPOLI-OF3215.4 OBLM11843         11-18-103      12-05-103    112.7500    0.00
BNAPOLI-OF3615.4 OBLM13475         09-25-103      07-13-104    111.5000    0.00
BNL        97-04 OBLM109327        06-18-97       03-09-104    100.1100    0.00
BNL-03 EUBANKS   OBL088524         04-12-100      12-12-103    124.5000    0.32
BNL-04 N225 FLO  OBL112348         04-12-100      05-25-104    104.8700    0.03
BNL-05DJES50 FLO OBL117851         04-12-100      06-09-105    112.6800    0.00
BNL-CFO6%        OBLM2071          11-13-103      02-02-104    107.0000    0.00
BNL-OPOEX56%     OBLM2225          11-21-103      02-02-104    100.0000    0.00
BPB CRV99/06 IND OBL139417         04-09-101      12-27-105     99.9000    0.09
BPCI-00/04 43 5  OBL143529         09-13-101      03-25-104     99.9100    0.00
BPCI00/03465.375 OBL302405         09-18-101      10-28-103     99.9500    0.00
BPCI00/05445.375 OBL147823         09-13-101      06-10-105    100.0310    0.00
BSEL-20AG04 IND  OBL118502         05-02-100      08-12-104     99.9500   -0.01
BUZZIU98/03IND   OBL064117         01-04-100      09-25-103     99.9600    0.00
C OF EUROP-19 EU OBL652751         11-06-100      09-23-109    108.0000    0.00
CARISBO    96-03 OBLM94859         03-30-98       12-05-103     99.9000   -0.01
CARISBO    97-04 OBLM112055        03-30-98       07-27-104     99.9300    0.09
CARISBO    97-04 OBLM116381        04-08-98       09-29-104     99.9750    0.00
CENTROB-99/04    OBL137820         08-25-100      10-18-104    111.1100    0.09
CENTROB.   97-03 OBLM115145        02-18-98       09-15-103     99.9900    0.00
CENTROB.   97-04 OBLM97483         06-13-97       01-22-104    100.0000    0.01
CENTROB.   97-04 OBLM112109        02-19-98       06-03-104    100.0000    0.01
CENTROB.   97-05 OBLM110776        02-23-98       04-11-105     99.9200   -0.05
CENTROB.   98-03 OBLM125434        01-14-99       08-26-103    100.1000    0.00
CENTROB.   98-13 OBLM125345        04-06-99       08-20-103    100.0000    0.00
CENTROB.   98-14 OBLM125733        01-12-99       09-25-109    105.0100   -1.03
CENTROB.   98-15 OBLM126118        01-12-99       10-06-104    100.0700    0.04
CENTROB.   98-18 OBLM119708        07-29-98       09-25-109     69.4000    1.17
CENTROB.   98-18 OBLM126738        07-02-99       09-25-109    100.4100   -0.04
CENTROB.   99-19 OBLM130099        07-02-99       09-25-109     89.0000   -0.85
CENTROB.   99-19 OBLM131270        07-02-99       09-23-109     82.5000    0.61
CITTA MILA.97-12 OBLM118112        01-28-98       08-31-109    100.0000    0.00
CITTA ROMA 96-16 OBLM58015         03-17-97       09-11-109     97.5000    0.00
COLOMBIA5EU11.25 OBL895310         09-14-101      10-14-105    100.4200    0.00
COMIT      97-04 OBLM110451        07-31-97       03-23-104    100.0000    0.00
COMIT      97-27 OBLM96601         06-13-97       09-25-109     39.6500   -0.38
COMIT      98-28 OBLM120039        07-29-98       09-25-109     38.2800   -0.05
COMIT99/09EU5.1% OBL138680         09-08-100      09-25-109    100.1680   -0.02
COSTA CR.  98-05 OBLM123791        04-06-99       06-27-105    100.0000    0.09
CRBO-CF2-35%     OBLM1823          10-20-103      03-05-104     97.9000    0.00
CRBO-CF2-3CO6%   OBLM1826          11-19-103      03-05-104     76.6000    0.00
CRBO-CF6%        OBLM1825          10-20-103      03-05-104     80.0000    0.00
CRBO-CF7%        OBLM1824          10-20-103      03-05-104     83.0000    0.00
CRBO-OP6%        OBLM2236          11-10-103      03-05-104     86.0000    0.00
CRBO-OP7%        OBLM2237          04-02-101      03-05-104    100.0000    0.00
CREDIOP-00/059TM OBL146263         12-14-100      05-25-105    109.9920    0.14
CREDIOP.   94-04 OBLM50895         11-07-97       01-20-104    104.3200    0.00
CREDIOP.   94-04 OBLM50667         11-07-97       12-22-103     99.9600   -0.04
CREDIOP.   97-04 OBLM97874         11-07-97       01-02-104     99.7000    0.00
CREDIOP.   98-18 OBLM127740        04-06-99       09-25-109    100.9000    0.10
CREDIOP.   98-18 OBLM126479        04-06-99       09-25-109    100.4500    0.70
CRPPLL-CA6%      OBLM2243          11-13-103      12-01-103    101.5000    0.00
CRPPLL-CA74/047% OBLM2238          01-04-100      07-13-104    103.0000    0.00
CRPPLL-CF5%      OBLM1835          09-22-103      07-13-104    119.0000    0.00
CRPPLL-CFCO6%    OBLM1837          01-04-100      07-13-104    101.5000    0.00
CRPPLL-OP063IND  OBLM27055         01-04-100      11-03-105     99.5100    0.00
CRPPLL-OP064IND  OBLM27253         01-04-100      10-26-105    100.0700    0.00
CRPPLL-OP6%      OBLM2241          01-04-100      07-31-108    100.8500    0.00
CRPPLL-OPCO6%    OBLM2240          01-04-100      07-13-104    103.0000    0.00
DALMINE-98/056   OBLM5370946       01-04-100      12-23-104     99.9100   -0.08
DEU B.9EU4.875%  OBL092237         03-13-101      06-30-109     99.4040    0.00
EDIOP-09BNIK     OBL082256         01-31-100      05-08-109    110.2500    0.23
EDIOP-99/14IND   OBL102914         01-31-100      09-25-109    102.5000    0.01
EFIBANCA   98-03 OBLM127734        07-02-99       11-14-103    100.0100    0.00
EFIBANCA   98-04 OBLM128202        07-02-99       11-30-104     99.4300    0.13
EFIBANCA   98-04 OBLM124446        04-06-99       09-24-104    113.6400    0.39
EFIBANCA   98-04 OBLM123228        04-06-99       07-13-104    101.5100   -0.33
EFIBANCA   98-04 OBLM126694        07-02-99       10-28-104     99.6300   -0.12
EFIBANCA   98-13 OBLM120329        09-28-98       09-25-109    105.7500    0.19
EFIBANCA   98-13 OBLM125469        07-02-99       08-19-103     99.9800    0.02
EFIBANCA   98-14 OBLM126580        07-02-99       10-07-105     99.8500    0.00
EFIBANCA   99-14 OBLM131079        07-02-99       09-24-109     95.8000    0.86
FIAT11EURSTEP-UP OBL754446         11-15-101      09-25-109    103.3000    0.19
FINDOM-99/09 I   OBL132039         08-25-100      03-16-104     99.9000   -0.02
FINPART    98-05 OBLM123860        11-06-98       07-14-104     27.7500    2.12
GEN-04 EU 8      OBL084008         02-25-100      06-25-104     25.0200    1.01
GRANAROLO  98-03 OBLM126678        07-02-99       09-23-103     99.8100   -0.09
I-05 FAREASLKD   OBL098826         01-31-100      04-28-105     99.9210   -0.02
I-99/04EUTUOC    OBL082280         01-31-100      05-11-104    100.8900   -0.49
I-99/14EU.LINK   OBL090490         01-31-100      09-24-109    132.5000    0.99
IADB-98/18 RESET OBL652630         04-02-101      09-24-109    124.0000    0.81
IADB-98/18 RF    OBL652574         04-02-101      09-25-109    104.4400    1.35
IB-04 BSKT M     OBL106381         02-17-100      11-18-104    103.5000   -0.50
IB-31MZ05 OC I   OBL081066         02-17-100      03-23-105    124.2290    0.18
ICFLIGUR-4814.75 OBLM14295         11-18-103      01-02-104    139.0000    0.00
ICFLIGUR-55113%  OBLM14851         11-21-103      12-03-103    114.9500    0.00
ICFLIGUR-OF4515. OBLM13689         11-18-103      12-03-103    118.0500    0.00
ICFLIGUR-OF4715% OBLM14090         11-18-103      12-03-103    140.8000    0.00
ICFLIGUR4914.75% OBLM14488         11-18-103      07-13-104    137.9000    0.00
ICFPIEMAO-747%   OBLM2093          09-24-103      12-29-105     91.0500    0.00
B INTESA-9ST GE4 OBL288609         08-11-104      01-26-109    102.5750    0.02
B INTESA14 ST IT OBL298888         08-11-104      09-25-109     96.2500   -0.22
BEI-04/13MG15 TA OBL297994         11-02-104      09-25-109    101.8300   -0.93
BEI-04/09 BOT LI OBL294864         11-04-104      09-25-109     99.9510    0.09
DRESD BK-09 BP I OBL288843         11-05-104      02-26-109    126.1900   -0.02
CREDEM-14 INFL I OBL294258         01-28-105      09-25-109     97.4400    0.77
DEXIA C-09 EPC F OBL289301         02-04-105      09-08-109     99.7360    0.03
BCA INT-09 SPR   OBL305133         03-03-105      04-24-109    103.6500    0.00
BCA INT-14 ST E  OBL314802         03-03-105      09-25-109     96.7500   -0.11
BEI-15 FIX CMS L OBL330388         03-07-105      02-19-109     99.9070    0.03
AUSTRIA-AP20FRN  OBL339589         05-17-105      09-25-109     91.1100   -0.02
AUSTRIA-MAY15 F  OBL341711         05-24-105      09-25-109     92.9000   -0.42
EBRD-05/17 CMS   OBL341801         05-31-105      09-25-109    100.0000    0.50
BCA INTESA-09 SC OBL321450         06-01-105      09-25-109     99.8300    0.04
BCA INTESA-14 SC OBL321451         06-06-105      09-25-109     96.7000   -1.60
BEI-05/20 FIX-IN OBL344272         06-14-105      06-04-109     99.9700    0.07
BEI-05/20FX CMS  OBL341549         06-24-105      09-25-109     91.5000    0.64
BEI-04/14FX C L  OBL288360         06-29-105      09-25-109    101.6100    0.32
BEI-15 FIX CMS L OBL347029         07-04-105      09-25-109    103.0000    0.10
BEI-25 FIX CMS L OBL347031         07-04-105      09-25-109    100.7500    0.10
AUSTRIA-5/15 FRN OBL346684         07-05-105      09-25-109     95.3000    0.00
BEI-20 FIX CMS L OBL347201         07-05-105      09-25-109     90.9000    0.11
BEI-05/20FIX CMS OBL347032         07-06-105      09-25-109     93.0200   -1.67
BEI-05/22GN20 VR OBL347158         07-07-105      09-25-109     99.0500   -0.04
AUSTRIA-22 LKD C OBL344889         07-13-105      09-25-109     94.0000    0.00
AUSTRIA-05/20 FR OBL347410         07-13-105      09-25-109     87.8700    0.57
BEI-05/20 FR BON OBL347037         07-14-105      09-24-109     95.4400    0.62
BEI-05/20FIX CMS OBL347297         07-14-105      06-15-109     99.9800    0.00
BEI-05/16 FIX CM OBL347021         07-18-105      09-24-109    100.5000    0.50
BEI-20 FIX CMS   OBL346958         07-20-105      09-25-109     90.5000    1.12
BEI-3AG20 FIX TO OBL348539         08-05-105      09-25-109    101.3400    0.28
EBRD-25 CMS RATE OBL350717         08-05-105      09-25-109     84.0900    0.11
AUSTRIA-05/25 FR OBL351157         08-05-105      09-25-109     83.9900    1.19
BEI-35 FIX TO CM OBL351590         08-10-105      09-25-109     96.5000    0.84
DEXIA C09 53 EU  OBL326151         08-12-105      09-25-109     99.8200    0.00
BEI-05/20 C L    OBL347026         08-12-105      09-25-109     89.0000    0.27
BNL-5OT12 HIM    OBL315005         08-18-105      09-25-109    108.8000   -0.14
BEI-05 20 F T C  OBL354431         09-13-105      09-25-109     90.0000   -0.01
CAPIT-04/09 RELO OBL326579         09-28-105      09-25-109    100.7220   -0.08
CAPITALIA-04/14  OBL346853         09-28-105      09-25-109     97.2300    0.24
CAPITALIA-14 TF/ OBL346854         09-28-105      07-28-109     99.9100   -0.04
BERS-20 SU TWIST OBL358040         10-07-105      09-25-109     98.4500   -0.15
AUSTRIA-25 CMS F OBL360034         10-13-105      09-25-109     75.9000    0.40
BIRS-05/25 LINK  OBL358388         10-17-105      09-25-109     84.1500   -0.06
BUND GEN31 EUR 5 OBL149966         04-10-106      09-24-109    118.3500    0.36
BOBL APR10 EUR 3 OBL337071         05-07-107      09-25-109    101.4460   -0.05
BOBL APR11 EUR 3 OBL385282         04-10-106      09-25-109    103.7930    0.05
BOBL OTT11 EUR 3 OBL404872         10-23-106      09-25-109    104.5100    0.03
BUND GEN17 EUR 3 OBL414449         01-31-107      09-24-109    105.1900    0.63
BUND LUG39 EUR 4 OBL422275         05-07-107      09-25-109    104.4500    3.11
BOBL APR12 EUR 4 OBL430493         05-07-107      09-25-109    106.0800    0.36
BUND LUG17 EUR 4 OBL435899         09-13-107      09-16-109    108.1900    0.02
BEI 10 GBP 4.25  OBL283692         11-29-107      09-25-109    103.9800    0.11
BEI 09 USD 3.375 OBL283993         11-29-107      03-10-109     99.9700   -0.03
BTAN GEN10 EUR 3 OBL329701         11-29-107      09-24-109    100.8120    0.06
BTAN LUG12 EUR 4 OBL343538         11-29-107      09-09-109    107.3700   -0.07
BEI 11 GBP 5.5   OBL351469         11-29-107      09-17-109    107.8500   -0.21
BEI 36 USD 4.875 OBL378286         11-29-107      09-25-109    101.2800   -0.12
BTAN SET09 EUR 4 OBL392997         11-29-107      08-31-109    100.1430    0.00
BEI 12 GBP 4.75  OBL395792         11-29-107      09-24-109    107.0500    0.13
BTANEI LUG10EUR  OBL397173         11-29-107      09-22-109    101.8100    0.65
BEI 16 USD 5.125 OBL415054         11-29-107      09-25-109    111.0000    0.33
BTAN GEN12 EUR 3 OBL419608         11-29-107      09-24-109    105.1100    0.37
EIB 10 EUR 5.625 OBL140876         12-06-107      09-25-109    104.8600   -0.10
BEI 11 USD 5.25  OBL357585         12-06-107      09-25-109    107.2700    0.17
BEI 16 USD 4.875 OBL364531         12-06-107      09-22-109    108.6300   -0.63
EIB 11 EUR 3.625 OBL385529         12-06-107      09-25-109    104.1900    0.00
BEI 09 GBP 4.375 OBL395794         12-06-107      03-02-109     99.7600    0.00
EIB 16 EUR 3.875 OBL405982         12-06-107      09-25-109    103.8600    0.30
EIB 09 EUR 4     OBL73518          12-06-107      04-07-109    100.0010   -0.02
BEI 18 GBP 4.75  OBL333239         12-10-107      09-22-109    106.0000   -0.47
ABN AMRO-15 DJES OBL351901         12-20-107      05-20-108    104.0000    0.00
ABN AMRO-MG11CRE OBL433420         12-20-107      09-25-109     99.3500   -0.05
ABN AMRO-11SCH T OBL377600         12-21-107      09-25-109     97.4500    0.29
ENEL-07/15 EUR   OBL450848         12-14-107      09-25-109    107.1100   -0.17
ENEL-07/15 IND   OBL450849         12-14-107      09-25-109    101.9600    0.16
CRED-4/9 ZC      OBL313937         02-13-108      08-31-109     89.5000    0.00
DEX C15SCH TOT E OBL333516         02-13-108      09-25-109     86.8400    0.35
DEX C10SCHERM AZ OBL333550         02-13-108      09-25-109     99.4000    0.36
DEX C10 EURO PLU OBL336750         02-13-108      09-25-109     99.4100   -0.04
DEX C10 36SCAL R OBL343921         02-13-108      09-25-109     98.6800   -0.32
ABN 12 DJSDIV30  OBL24620          02-28-108      09-25-109     91.0600   -1.34
ABN 11 CMS LINK  OBL24621          02-28-108      09-25-109     99.0100    0.56
ABN 12 TRIOPLUS  OBL24645          02-28-108      09-25-109     92.4000   -0.16
B INT-09 ENERG   OBL325243         03-03-108      09-24-109    102.2000    0.00
B INT-12 BCOPSIV OBL405081         03-03-108      09-25-109     99.0400   -0.76
B INT-12RELOAD3  OBL415086         03-03-108      09-25-109     97.6500   -0.25
BEI 13 USD 5     OBL20705          04-01-108      09-21-109    109.7700   -0.18
BEI 24 EUR 4.125 OBL28557          04-01-108      09-25-109    101.0000    0.10
BEI 09 USD 4.5   OBL378322         04-01-108      02-11-109     99.9500    0.00
BEI 15 GBP 4.375 OBL395793         04-01-108      09-24-109    105.3900    0.23
BEI 13 USD 5.25  OBL426100         04-01-108      09-25-109    110.8000    0.45
BOBL APR13 EUR 3 OBL123943         05-19-108      09-18-109    104.9300    0.10
GOLDMAN S-13 REL OBL442122         05-19-108      09-25-109     95.0000   -0.11
B APULIA-07/09 T OBL455778         05-19-108      09-24-109     99.9000    0.30
BTAN GEN13 EUR 3 OBL465682         05-19-108      09-25-109    105.5700    0.23
BEI 14 USD 5.125 OBL451194         06-09-108      09-24-109    110.7800    0.40
BEI 11 USD 3.25  OBL464136         06-09-108      09-24-109    103.3000   -0.15
BEI 13 USD 2.875 OBL467861         06-09-108      09-25-109    102.6800   -0.24
AUSTRIA GN13USD  OBL270019         07-18-108      09-25-109    103.3100    0.00
AUSTRIA MG11USD3 OBL330964         07-18-108      09-11-109    104.4600    0.04
BUND GN10USD 3.8 OBL402330         07-18-108      09-23-109    102.4000   -0.38
DEXIA-MZ12FIX TO OBL034132         08-26-108      09-25-109     97.0400    0.35
DEXIA-GN12FIX TO OBL041329         08-26-108      09-25-109     97.0600   -0.56
DEXIA C-MZ12 SCA OBL430231         08-26-108      09-25-109     92.1500   -0.91
DEXIA C-AP12 SCA OBL432882         08-26-108      09-25-109     92.5000   -0.19
BAR PLC EUR 5Y   OBLO670321        09-17-109      09-25-109    101.1100   -0.19

     Name            Symbol       First Date      Last Date    Closing  % Chnge
---------------- -------------- -------------- -------------- --------- -------
OBL.ES GEN13 EUR OBL073517         11-11-105      09-11-109    113.3600    0.15
OBL.ES GEN10 EUR OBL109675         11-11-105      09-15-109    101.2530   -0.05
OBL.ES GEN29 EUR OBL110649         11-11-105      09-10-109    117.4800    0.25
OBL.ES LUG14 EUR OBL126970         11-11-105      08-31-109    108.7500    0.00
DEUT BAHN 10EUR  OBL161848         11-11-105      08-31-109    104.6470    0.00
OBL.ES OCT11 EUR OBL186997         11-11-105      09-07-109    107.9500    0.07
BUND GEN12 EUR 5 OBL195834         12-10-103      09-17-109    107.8000   -0.13
BUND LUG12 EUR 5 OBL214815         02-17-104      09-24-109    108.8600   -0.02
OBL.ES LUG12 EUR OBL215191         11-11-105      09-15-109    108.5200   -0.10
BUND GEN13 EUR 4 OBL245472         11-25-103      09-24-109    108.1000    0.32
BUND LUG34 EUR 4 OBL252516         11-25-103      09-21-109    107.8200   -1.40
GGBEI LUG25 EUR  OBL255219         11-11-105      09-24-109    102.7300   -0.39
BUND LUG13 EUR 3 OBL264778         11-24-103      09-25-109    105.8700    0.09
OBL.ES LUG13 EUR OBL277780         11-11-105      09-24-109    106.7500    0.11
BUND GEN14 EUR 4 OBL277781         11-27-103      09-23-109    107.4700   -0.10
ENEL 05EUR 5.875 OBL143559         11-17-105      12-05-105    100.0000    0.00
AUSTRIA-35 CMS L OBL361457         03-21-106      09-25-109     80.2400    0.33
BEI-05/25FIX CMS OBL369408         03-21-106      09-25-109     87.0000   -0.51
BNL-04/09 RELOAD OBL304992         05-09-106      07-07-109     99.8260    0.00
BNL-09 RELOAD BP OBL316590         05-09-106      09-25-109     99.9050   -0.10
BNL-11 RELOAD BP OBL344723         05-09-106      09-25-109    103.7320   -0.26
GGB OTT19 EUR 6. OBL151392         05-18-106      09-16-109    116.7500    0.99
ABS INPDAP08 A4P OBL279430         05-18-106      09-17-109     98.0000    0.00
GGB APR10 EUR 3. OBL340243         05-18-106      09-25-109    101.2600   -0.12
GGB LUG16 EUR 3. OBL389718         05-18-106      09-25-109     99.9300   -0.81
BCA INTESA-09 EU OBL321452         05-25-106      09-24-109    105.7000    0.38
BCA INTESA-09 IN OBL322235         05-25-106      09-21-109    100.0000   -0.61
BCA INTESA-09 SP OBL322237         05-25-106      09-08-109     99.9010    0.00
BUND LUG16 EUR 4 OBL390147         05-31-106      09-25-109    107.1200    0.38
DEXIA C-15 13 S  OBL343918         11-27-106      09-24-109     86.9000   -0.80
DEXIA C-10 12 S  OBL343922         11-27-106      09-25-109     98.9500    0.00
BNL-06/12 1 RELO OBL383194         11-27-106      09-25-109     98.5000   -0.06
BTAN LUG11 EUR 3 OBL393959         11-27-106      09-21-109    104.1700    0.05
BEI 16 EUR HICP  OBL395988         11-29-106      09-25-109     98.4000   -0.10
DBREI APR16 EUR  OBL397172         11-29-106      09-25-109    103.1300    0.10
EBRD-06/11 COMM  OBL389076         11-30-106      09-25-109    102.6200    0.00
BEI 09 EUR 4.50  OBL439499         04-01-108      09-23-109    100.5780   -0.42
BEI 17 GBP 8.75  OBL448883         04-01-108      08-31-109    129.8000    0.00
BEI 10 USD 5     OBL449093         04-01-108      09-25-109    101.5600   -0.13
BEI 14 EUR 4.25  OBL449107         04-01-108      09-25-109    106.8500    0.13
BEI 12 USD 4.625 OBL450843         04-01-108      09-16-109    107.0000   -0.71
BEI 11 GBP 5.375 OBL451196         04-01-108      09-11-109    105.8800   -0.53
BEI 13 EUR 4.375 OBL456602         04-01-108      09-25-109    107.0500    0.10
BEI 17 USD 5.125 OBL459047         04-01-108      09-23-109    110.0700   -0.39
BEI 16 GBP 4.875 OBL463144         04-01-108      09-25-109    108.6000    1.04
BOBL OTT12 EUR 4 OBL018880         04-10-108      09-25-109    107.2800    0.24
BUND GEN18 EUR 4 OBL024345         04-10-108      09-25-109    106.1600    0.91
DEXIA C-11 EUROS OBL310153         04-10-108      09-25-109     93.7110   -0.51
ABS MIURMAP10 A2 OBL314140         04-10-108      08-31-109     97.5000    0.00
DEXIA C-11 TASSO OBL314638         04-10-108      09-25-109     96.5000    0.00
ABN AMRO-15 2 DJ OBL347700         04-10-108      09-25-109     84.3000    0.36
ABN AMRO-15 3 DJ OBL351652         04-10-108      09-24-109     85.2500    2.34
C OF EUR-25      OBL360118         04-10-108      09-25-109     94.4000    0.43
BCA CARIGE-11REL OBL369325         04-10-108      09-25-109     98.2100   -0.19
CENTRO L-16 SUB  OBL404735         04-10-108      09-08-109     80.0000    1.91
DRESDNER 13CEUR  OBL418357         04-10-108      11-25-108    100.0000    0.00
DRESD  17EUR 5.5 OBL439837         04-10-108      03-30-109     93.8000    0.00
DRESD 17EURFX CM OBL439838         04-10-108      04-14-109    100.0000    0.00
ABN AMRO-12 RICI OBL459624         04-10-108      09-25-109     93.7000    0.00
BEI 21 GBP 5.375 OBL031510         04-14-108      09-16-109    110.3100    1.67
BEI 25 GBP 5.5   OBL031682         04-14-108      08-31-109    105.4000    0.00
BEI 32 GBP 5.625 OBL031683         04-14-108      08-31-109    109.6900    0.00
BEI 28 GBP 6     OBL209926         04-14-108      08-31-109    112.0000    0.00
BEI 39 GBP 5     OBL450983         04-14-108      08-31-109    103.1400    0.00
BEI 17 EUR 4.75  OBL053528         05-06-108      09-25-109    109.1700    0.00
BEI 10 EUR 3.75  OBL321129         05-06-108      09-24-109    103.2000   -0.05
DEXIA-12 FIX TO  OBL468507         08-26-108      09-25-109     95.8000    0.16
BEI 11 EUR 4.75  OBL047535         10-09-108      09-25-109    105.5500    0.14
CREDEM-GN14LOWT2 OBL054923         10-09-108      09-25-109     99.0000    0.05
BEI 15 EUR 4.25  OBL478866         10-09-108      09-25-109    106.8500    0.08
BARCLAYS-LG12 EU OBL481928         10-09-108      09-25-109    106.5000    0.94
BEI 14 USD 4.75  OBL034977         10-27-108      09-23-109    108.8100    0.84
BEI 13 USD 3.25  OBL039701         10-27-108      09-25-109    104.1000    0.15
BEI 13 USD 4.25  OBL061410         10-27-108      09-08-109    107.6300    1.78
BEI 10 USD 4.625 OBL455494         10-27-108      09-22-109    103.9100    0.00
BEI 15 USD 3.75  OBL467897         10-27-108      09-24-109    104.4800    0.31
BEI 11 USD 3.125 OBL478741        10-27-108      09-23-109    103.8700   -0.02
BEI 11 USD 2.625 OBL481558         10-27-108      09-25-109    102.9000   -0.07
BARCLAYS-S13 IT  OBL482334         10-27-108      09-25-109     97.3600    0.11
BEI OT11 USD 3.2 OBL062390         01-22-109      09-23-109    104.0300    0.03
BEI NV11 USD 2.6 OBL068344         01-22-109      09-25-109    103.1200    0.17
BIMI NV14 TOP10B OBL072767         01-22-109      09-25-109    102.8500   -0.17
BEI AG10 EUR 4.7 OBL055163         03-02-109      09-24-109    103.6370    0.37
BEI AP14 EUR 3.1 OBL088134         03-02-109      09-25-109    102.1700   -0.06
BEI AP19 EUR 4.2 OBL112120         03-02-109      09-25-109    104.8800   -0.06
ABN AP19 ROY 5   OBL179686         04-23-109      09-25-109    102.9300   -0.06
ABN AP14 ROY TV  OBL179702         05-05-109      09-25-109    103.0700    0.07
BEI AP12 EUR 2.5 OBL17871554       06-03-109      07-07-109    101.7400   -0.01
BEI AP16 EUR 3.5 OBL25743506       05-20-109      09-25-109    102.1000    0.25
BEI OT25 EUR 4.5 OBL27291751       06-03-109      07-07-109    100.9700   -0.09
ENI TF 09-15     OBL4503717        07-01-109      09-25-109    103.6500   -0.07
ENI TV 09-15     OBL4503766        07-01-109      09-25-109    103.2000    0.19
GE 0 100301      OBLX593169        02-23-106      08-28-109     99.8400    0.20

     Name            Symbol       First Date      Last Date    Closing  % Chnge
---------------- -------------- -------------- -------------- --------- -------
BPB CV-01/12 S I OBL321007         11-13-102      09-25-109     99.7200    0.52
CREDEM-GN05 DOPC OBL327163         07-29-103      06-07-105    115.0500    0.04
CREDEM-LG05 DOPC OBL330731         07-29-103      07-06-105    120.3670    0.00
CREDEM-MG05 DOPC OBL326274         07-29-103      05-02-105     99.7440    0.00
CREDEM2/5 DJES50 OBL324568         03-27-103      04-05-105     99.6050   -0.20
ICFPIEMAO-6%     OBLM2092          02-10-103      12-29-105    103.0000    0.00
IMI        96-04 OBLM57668         02-13-97       05-18-104    100.0000    0.00
IMI        98-05 OBLM121813        07-29-98       04-05-105    100.0010    0.01
IMI        98-16 OBLM126048        04-06-99       09-19-103    100.0000    0.00
INTERB-04 379 UT OBL137058         12-21-100      09-17-104    106.9000    0.28
INTERB00/04384WI OBL145303         12-27-100      04-29-104    114.0000    0.00
INTESABCI-04 DOC OBL311338         10-29-101      06-08-104     99.8600    0.00
IRFIS      97-04 OBLM117520        07-29-98       10-27-104    100.0800    0.01
ITALEASE-05 INT  OBL144731         12-11-101      03-23-105     99.9500    0.05
MCR LOMB-0438IND OBL108215         03-09-100      05-31-104     99.9500    0.00
MCR LOMB-05 18   OBL144115         11-03-100      04-06-105    107.7400    0.02
MCR LOMB-19 37SD OBL133636         11-03-100      09-24-109     90.0000    0.50
MCR LOMB14 56CMS OBL115134         03-09-100      09-23-109    102.6000    1.84
MCRLOMB-09GBP    OBL137668         08-29-103      08-31-109     95.3000    0.00
MCRROMA-98/03IND OBL064513         01-04-100      10-02-103    100.0100    0.00
MDCR.CEN.  97-04 OBLM110287        01-02-98       03-30-104     99.9600   -0.01
MDCR.CEN.  98-13 OBLM120612        09-30-98       09-25-109     99.2500    0.00
MDCR.CEN.  98-18 OBLM125847        07-02-99       09-15-103     99.8000    0.00
MDCR.CEN.  98-28 OBLM120325        09-29-98       09-25-109     38.4200    0.13
MED CEN-04 EQ.   OBL138596         07-20-100      11-09-104    111.6100    0.02
MED CEN-04EU I   OBL134542         07-20-100      12-23-104    111.1400   -0.77
MED CEN-05 T     OBL144595         07-20-100      03-17-105     99.9900    0.34
MED-04EU E B     OBL117134         04-12-100      11-15-104     99.1600   -0.64
MED-99/04 EU IND OBL117210         04-12-100      10-21-104     99.6500   -0.05
MEDCEN-09CMSIND  OBL132485         07-04-101      04-03-109    100.0500    0.00
MEDCEN-1FB11IND  OBL306579         07-04-101      09-25-109     99.0000   -0.10
MEDI-02/05DJES50 OBL332424         04-02-103      08-02-105    119.6100    0.08
MEDI-05DJSTOXX50 OBL336852         04-02-103      11-08-105    117.0000    0.00
MEDI05 NIKKEI225 OBL312416         10-10-101      04-11-105     98.7000   -0.01
MEDIO CEN-05 INS OBL141971         07-04-101      02-08-105    107.5000    0.00
MEDIOB-00/05 M   OBL143297         08-25-100      03-02-105     99.9600    0.00
MEDIOB-04CALLN22 OBL099505         01-04-100      09-20-104     99.9100    0.08
MEDIOB-05 H TEC  OBL117133         04-12-100      01-24-105     99.9900    0.04
MEDIOB-10OT05IND OBL335087         04-02-103      10-07-105    125.2400    5.29
MEDIOB-13ST05IND OBL332428         04-02-103      09-06-105    119.2500    0.00
MEDIOB-99/19INDS OBL090495         01-04-100      09-24-109     92.5000   -0.24
MEDIOB.    94-04 OBLM52691         05-31-96       10-14-103     99.9800    0.00
MEDIOB.    96-03 OBLM95806         04-10-97       12-04-103    100.0200    0.00
MEDIOB.    96-06 OBLM57428         06-10-96       04-12-106     99.6600   -0.04
MEDIOB.    96-11 OBLM95859         01-17-97       09-25-109     94.7000   -0.01
MEDIOB.    97-04 OBLM110896        05-09-97       04-01-104    100.0000    0.00
MEDIOB.    98-05 OBLM121491        05-25-98       03-24-105     99.2600    0.06
MEDIOB.    98-05 OBLM123655        09-28-98       06-24-105    100.0020   -0.00
MEDIOB.    98-05 OBLM126509        04-06-99       10-25-105    116.7400    0.00
MEDIOB.    98-08 OBLM122410        07-29-98       12-12-108     99.8000    0.06
MEDIOB.    98-08 OBLM127641        07-02-99       11-14-108    149.0000    0.00
MEDIOB.    98-18 OBLM126163        04-06-99       09-30-104    100.0300   -0.00
MEDIOB.    99-04 OBLM131682        07-02-99       03-16-104    114.0000    0.00
MEDIOB.    99-04 OBLM130676        04-06-99       02-10-104     99.9000    0.00
MEDIOC.LOM.98-13 OBLM121290        09-28-98       09-25-109    102.2100    0.01
MEDIOC.LOM.98-14 OBLM126046        04-06-99       09-26-103    100.0000    0.00
MEDIOC.LOM.98-18 OBLM127164        04-06-99       09-25-109    100.6000   -0.25
MEDIOC.LOM.98-28 OBLM120558        09-28-98       09-25-109     38.3500   -0.26
MEDIOC.LOM.99-19 OBLM130728        07-02-99       09-25-109    102.0000    1.63
MEDIOC.LOM.99-19 OBLM129285        04-06-99       09-25-109     89.0900   -0.78
MEDIOCEN-14EUSDZ OBL080977         01-04-100      09-25-109    115.3100   -1.44
MEDIOCEN-19EUSDZ OBL075953         01-04-100      09-25-109     94.8300    0.99
MEDIOCEN-98/13S- OBL067927         01-04-100      12-10-103     99.4900   -0.41
MEDIOCEN-98/18FT OBL068158         01-04-100      09-25-109     92.2600   -0.74
MEDIOCEN-98/18S- OBL068300         01-04-100      09-25-109     94.9100    0.17
MEDIOCEN08NIK225 OBL072309         01-04-100      11-25-108    110.0210   -0.25
MEDIOLOMB-05EU12 OBL078178         01-04-100      03-01-105     99.7800    0.00
MELIOR01/04IDXOC OBL312061         02-15-102      11-15-104    104.3500    0.97
MIMI04EUNIKLKD   OBL078264         01-07-100      03-16-104     99.7600    0.00
MIMI24EUF&ZERO   OBL074501         01-07-100      09-24-109    100.0000   -0.70
MONTEPASCHI98-05 OBLM128213        07-02-99       11-25-105    100.0000    0.00
MONTEPASCHI98-05 OBLM128211        07-02-99       11-25-105    100.0000    0.00
MONTEPASCHI98-08 OBLM123904        07-02-99       06-25-108     99.9200    0.00
MONTEPASCHI98-08 OBLM123084        07-02-99       05-27-108    124.9200    0.34
MPAS-99/14EU3 SD OBL077646         03-16-100      09-25-109    100.6500   -0.64
MPAS-99/29 4 TM  OBL079758         03-16-100      09-25-109     82.7000    0.85
MPASC-15FB29 8TM OBL081813         03-16-100      09-25-109     82.9900    0.59
MPASCHI-09EU2 4% OBL077274         03-16-100      12-23-108     99.8500   -0.02
MPASCHI-OF03612  OBLM17475         01-04-100      09-25-103    100.0000    0.00
NECCHI-99/05 IND OBL078707         04-25-100      07-13-104     35.1200    0.06
OF EUR-24 EUSD   OBL081151         02-29-100      09-23-109    100.9900   -0.50
OPERE-1312TF/FRF OBL072308         01-04-100      09-25-109    103.5000   -1.43
OPERE-19EUSDL.A. OBL078700         01-04-100      09-25-109     94.4000    0.43
OPERE-99/19EURFC OBL074626         01-04-100      09-25-109     98.0000    0.03
OPERE-99/24EUS-D OBL076233         01-04-100      09-25-109     85.0000   -1.44
PARMALAT   97-07 OBLM115720        05-25-98       07-13-104     18.4900   -2.43
PARMALAT   97-07 OBLM96004         11-07-97       07-13-104     18.3600   -3.62
PARMALATF-105    OBLM5404748       01-04-100      10-07-105    108.9000  475.58
POPLODI-04DJES50 OBL319726         01-25-102      12-17-104     99.6200    0.07
REP.ELLEN. 99-19 OBLM652753        07-02-99       09-25-109    103.7500    0.26
REP.ELLENI.97-04 OBLM652036        03-27-98       12-03-104    100.0000    0.00
S.PA.TO.1O TV 66 OBLM56480         06-20-96       09-25-109     99.2000   -0.01
S.PAOLO TO 96-10 OBLM97214         08-20-97       09-25-109     99.1100   -0.58
S.PAOLO TO 96-10 OBLM97213         07-23-97       09-24-109     99.1010   -1.10
S.PAOLO TO 97-22 OBLM108665        07-21-97       09-25-109     59.2300    1.42
S.PAOLO TO 98-10 OBLM121149        09-28-98       09-25-109    101.6000    0.00
S.PAOLO TO 98-13 OBLM122388        09-28-98       09-24-109    106.5100   -0.87
SP IMI-04 EU 34  OBL137529         08-25-100      10-04-104    114.9400    0.00
SPAOLO-CF7%      OBLM1859          01-04-100      07-13-104    100.1300    0.00
SPIMI-0511INDEXB OBL079384         01-04-100      03-23-105    103.2110    0.20
SPIMI-05CONCERTO OBL149448         02-23-101      09-21-105     99.7810   -0.01
SPIMI-05EU18INDE OBL083241         01-04-100      05-24-105     99.8000    0.00
SPIMI-08 25 5.55 OBL314889         04-24-102      07-25-108     99.8950    0.00
SPIMI-08 30 5.16 OBL317319         04-24-102      09-26-108     99.8500    0.00
SPIMI-98/137SD   OBL067386         01-04-100      09-25-109    129.0200    0.02
SPIMI-99/197IND  OBL074146         01-04-100      09-25-109     99.3800    0.08
T-19 362UPSIDE   OBL081180         01-04-100      09-21-109    101.1100    0.21
T-21 EU 359 CR   OBL078469         01-04-100      09-25-109     80.0700    0.34
TBCA04373INDEX   OBL103669         01-04-100      07-05-104    103.7700   -0.08
TECNODIFF00/052% OBL302372         12-13-100      07-13-104     30.7800    0.00
UNICR-10SUAMORT  OBL302270         09-13-101      09-25-109    102.9800   -0.12
UNICR10DJES50    OBL303529         09-13-101      09-25-109    100.2200   -0.55
UNICREDIT-04 IND OBL117318         07-03-100      11-03-104     99.7100   -0.09
UNICREDIT-76/04C OBL310974         11-14-102      12-19-103     84.0000    0.00
UNICREDIT-87/04C OBL310975         12-18-103      12-19-103    102.5000    0.00
UNICREDITO 04 6M OBLM132228        11-02-99       04-07-104     99.9000    0.00
ICFPIEMAO-747%   OBLM2093          04-19-104      12-29-105     91.0500    0.00
MEDIOB 03/13R PR OBL356807         05-14-104      09-25-109     98.2000   -0.18
MEDIOB-14 VAL RE OBL362300         05-17-104      09-25-109    101.0700    0.29
ICFLIGUR4914.75% OBLM14488         07-13-104      07-13-104    137.9000    0.00
MEDIOB-14R TI P  OBL304642         01-11-105      09-25-109     99.2700   -0.13
ENEL-05/12 3.625 OBL333129         03-15-105      09-25-109    103.1300    0.13
ENEL-05/12 IND   OBL333130         03-15-105      09-25-109    100.0500    0.12
MPASCHI-13 35A T OBL340371         05-03-105      09-25-109    101.4500    0.00
DEXIA C-04/15 TA OBL301311         05-23-105      09-25-109    100.6900    0.14
DEXIA C-09 54 S  OBL326150         05-23-105      09-25-109     99.2000   -0.00
IBRD-05/20 LINK  OBL344879         07-08-105      06-18-109     99.9850    0.06
R ELLENICA-20 CM OBL348268         07-27-105      09-25-109     91.9800    0.79
GOLDMAN S-10 REL OBL340969         08-17-105      09-25-109    100.3500    0.05
MEDIOB-15 INF EU OBL329916         08-18-105      09-25-109     95.4900    0.29
MERRILL L-11 REL OBL351517         10-03-105      09-25-109    102.0200   -0.15
OAT OCT16 EUR 5  OBL175894         11-11-105      09-04-109    111.7700    0.70
OATEI LUG12 EUR  OBL188159         11-11-105      09-25-109    108.2000    0.05
OAT APR12 EUR 5  OBL205136         11-11-105      09-24-109    108.4100   -0.16
OATI LUG29 EUR 3 OBL217793         11-11-105      09-25-109    127.3500    0.93
OATI LUG09 EUR 3 OBL223135         11-11-105      07-21-109    100.0200    0.00
OAT OCT12 EUR 4. OBL223605         11-11-105      09-24-109    108.4800    0.15
OATEI LUG32 EUR  OBL231550         11-11-105      09-25-109    125.2700    1.01
OATI LUG13 EUR 2 OBL248985         11-11-105      09-25-109    107.7000    0.07
OAT APR13 EUR 4  OBL252513         11-11-105      09-23-109    106.0500   -0.41
OAT OCT13 EUR 4  OBL271338         11-11-105      09-21-109    106.1900   -0.21
OATEI LUG20 EUR  OBL297852         11-11-105      09-25-109    107.4200    0.39
OATI LUG11 EUR 1 OBL304462         11-11-105      09-25-109    103.3200    0.01
OATEI LUG15 EUR  OBL326827         11-11-105      09-24-109    103.8700   -0.01
OATI LUG17 EUR 1 OBL360419         11-11-105      09-25-109     98.9400    0.17
ITALY 08USD 6.00 OBL054775         11-17-105      05-23-108    100.0000    0.00
ITALY 19EUR FRN  OBL090862         11-17-105      09-25-109     98.2000    0.04
ITALY 29EUR FRN  OBL092005         11-17-105      09-25-109    102.0000    0.29
FIAT 10EUR 6.25  OBL115717         11-17-105      09-25-109    101.5100    0.00
ITALY 11USD 6.00 OBL153287         11-17-105      09-25-109    107.0300    0.29
FIAT 11EUR 6.75  OBL163491         11-17-105      09-25-109    104.3680    0.16
ITALY 12USD 5.62 OBL198585         11-17-105      09-25-109    109.6100   -0.02
ITALY 13USD 4.37 OBL251518         11-17-105      09-25-109    106.7700    0.30
ITALY 08USD 2.50 OBL264154         11-17-105      07-09-108    100.0000    0.00
TELECOM 19EUR5.3 OBL285322         11-17-105      09-25-109    102.0000    0.15
TELECOM 11EUR 4. OBL285323         11-17-105      09-25-109    102.9710   -0.03
ITALY 09USD 3.25 OBL288682         11-17-105      05-11-109    100.0000    0.00
UNICREDITO11EUR  OBL294255         11-17-105      09-25-109     99.3300    0.13
UNICREDITO14EUR4 OBL307547         11-17-105      09-25-109    104.2500   -0.01
ITALY 15USD 4.50 OBL326826         11-17-105      09-24-109    105.9000    0.39
UNICREDITO19EURF OBL343263         11-17-105      09-25-109    100.7100    0.30
INTERB-09 612 ID OBL311899         01-10-106      06-24-109     99.6110    0.11
ABS INPS09 SERIE OBL321458         01-10-106      07-27-109     99.9900    0.00
DEXIA C-10SC TOT OBL333128         01-10-106      09-25-109     99.3000    0.10
DEXIA C-10 14 SC OBL336753         01-10-106      09-21-109     99.4800    0.84
DEXIA C-05/10 15 OBL343919        01-10-106      09-25-109     98.9500   -0.02
DEXIA C-05/10 19 OBL343920         01-10-106      09-25-109     99.3500    0.20
INTERB-11 $ BG R OBL351840         01-10-106      09-25-109     98.7500   -1.15
UNICREDIT-10 STE OBL361327         03-20-106      09-25-109    100.7700   -0.22
UNICRED-04/11 7  OBL369769         03-20-106      09-25-109    101.6600   -0.11
UNICRED-10 8 ST- OBL369772         03-20-106      09-25-109    101.2000    0.05
UNICRED-04/10 ST OBL369775         03-20-106      09-25-109    101.1000   -0.38
UNICRED-04/11 ST OBL369776         03-20-106      09-25-109    101.6300    0.05
UNICRED-10 ST-UP OBL369777         03-20-106      09-24-109    101.1800    0.18
UNICRED-04/08 ST OBL369778         03-20-106      11-11-108     99.9400    0.00
UNICRED-04/NV10  OBL369779         03-20-106      09-18-109    101.0400    0.04
UNICRED-04/10 6  OBL369781         03-20-106      09-25-109    101.1500    0.00
UNICRED-11 9 ST- OBL369828         03-20-106      09-25-109    101.4800    0.60
MERRILL L-11 BP  OBL358268         03-22-106      09-25-109     99.9400   -0.44
MEDIOB-15 INFL P OBL369319         09-11-107      09-25-109     96.5000   -0.52
OAT APR14 EUR 4  OBL289056         11-27-107      09-17-109    106.3500   -0.20
OAT OTT23 EUR 4. OBL304756         11-27-107      09-25-109    104.1800    1.34
OAT OTT38 EUR 4  OBL402220         11-27-107      09-25-109     97.7000    1.66
OAT APR17 EUR 3. OBL422341         11-27-107      08-31-109    102.9900    0.00
SCHATZ MAR09EUR  OBL12492          11-29-107      03-09-109     99.9500    0.00
SCHATZ GIU09 EUR OBL350501         11-29-107      06-08-109    100.0600    0.00
ITALY 16USD 5.25 OBL402338         11-29-107      08-31-109    104.1600    0.20
ITALY 17USD 5.37 OBL448302         11-29-107      09-11-109    108.1100   -0.17
OBL.ES LUG32 EUR OBL157886         02-13-108      09-15-109    116.5800   -2.20
MORGAN ST-LG13 E OBL16540          04-02-108      09-25-109     97.0000    0.00
MORGAN ST-AP13 C OBL24711          04-02-108      09-14-109     93.9100   -0.02
MORGAN ST-AP13 C OBL25868          04-02-108      09-25-109     94.0000    0.01
MORGAN ST-12 REL OBL392890         04-02-108      09-25-109     95.4000   -0.24
MORGAN ST-MZ13SC OBL430235         04-02-108      09-25-109     93.7000    1.08
MORGAN ST-AP13SC OBL433580         04-02-108      09-24-109     92.9000   -0.54
MORGAN ST-MG13VA OBL436695         04-02-108      09-25-109     93.0000    0.00
MORGAN ST-GN13VA OBL439341         04-02-108      09-25-109     90.7000   -0.98
MORGAN ST-LG13 C OBL441827         04-02-108      09-25-109     95.5000    0.00
MORGAN ST-AG13 C OBL442092         04-02-108      09-24-109     96.0100   -0.51
MORGAN ST-13 REL OBL446671         04-02-108      09-25-109     94.7600    0.81
MEDIOB-10 S STAR OBL343946         04-22-108      09-25-109    103.2300    0.00
MEDIOB-15MG11    OBL389654         04-22-108      09-25-109     98.3000    0.04
UNICREDIT16LOWT2 OBL390414         04-22-108      09-25-109     96.8300   -0.25
MEDIOB-09 SC T S OBL396161         04-22-108      06-24-109    100.1810    0.00
MEDIOB-06/11     OBL396165         04-22-108      09-25-109     97.5080   -1.06
MEDIOB-GN11 VAL  OBL396166         04-22-108      09-18-109     95.8000    0.74
UNICREDIT15LOWT2 OBL396556         04-22-108      09-25-109     97.0300    0.00
MEDIOB-11SC T EU OBL399643         04-22-108      09-25-109     97.9500    0.15
MEDIOB-12 3 INFL OBL415060         04-22-108      09-25-109     96.8500   -0.31
UNICREDIT16LOWT2 OBL446486         04-22-108      09-25-109     97.5000    0.72
MERRILL-13 CMS 1 OBL378236         05-07-108      09-25-109     95.3000    0.00
MERRILL-12 BP3 R OBL397816         05-07-108      09-25-109     99.8100   -0.39
MORGAN ST-DC12 C OBL418390         05-07-108      08-31-109     79.0600    0.00
MERRILL-13 CMS10 OBL427031         05-07-108      09-25-109    101.8000   -0.18
MORGAN ST-GN13 C OBL439340         05-07-108      09-24-109     97.9700    3.23
MORGAN ST-GN13 C OBL439342         05-07-108      09-25-109     92.1000    0.00
MERRILL-13 BP5 R OBL456080         05-07-108      09-25-109     96.2900   -0.22
OAT OTT17 EUR 4. OBL016421         05-16-108      09-02-109    106.8800   -0.39
SCHATZ DIC09 EUR OBL025118         05-16-108      09-25-109    100.7100   -0.07
OAT APR18 EUR 4  OBL103127         05-16-108      09-15-109    104.3900    0.21
SCHATZ MAR10 EUR OBL123942         05-16-108      09-25-109    101.1590   -0.01
LEHM B-10    S&P OBL414938         05-16-108      08-28-109     84.4400    0.00
SCHATZ SET09 EUR OBL446092         05-16-108      09-02-109    100.0200   -0.13
KFW 14 USD 5     OBL025280         07-17-108      08-31-109    109.7000   -0.00
SVEZIA GN10USD 3 OBL040712         07-17-108      08-31-109    102.5000    0.00
KFW 14 USD 4.125 OBL318172         07-17-108      08-31-109    104.7300    0.00
SVEZIA FB11USD 4 OBL414537         07-17-108      09-17-109    106.0000   -0.06
KFW 11 USD 4.625 OBL450954         07-17-108      09-25-109    104.9600   -0.15
KFW 15 USD 4.375 OBL455888         07-17-108      08-31-109    104.5000    0.00
KFW 16 USD 5.125 OBL463030         07-17-108      08-31-109    110.8800    0.00
KFW 11 USD 3.5   OBL024416         07-18-108      09-11-109    104.6200    0.26
MORGAN ST-ST13 C OBL018759         08-26-108      09-25-109     94.5500    0.57
MORGAN-06GN13 CM OBL363858         08-26-108      09-25-109     95.8000    2.24
MORGAN ST-AG13 C OBL445067         08-26-108      09-25-109     95.7000    0.21
MORGAN-31AG13 CM OBL445071         08-26-108      09-23-109     95.7500    0.79
MORGAN ST-ST13 C OBL446674         08-26-108      09-25-109     94.8000    0.68
ITALY LG11 USD 3 OBL041054         10-09-108      09-16-109    104.1300    0.03
MERRILL FB10 SC  OBL399488         10-09-108      08-31-109     99.8000    0.00
MERRILL OT09 SC  OBL409403         10-09-108      09-24-109     99.0000    0.71
MERRILL GE10 SC  OBL422637         10-09-108      09-21-109     98.5020   -0.20
MEDIOB-14 BP1 RE OBL468520         10-09-108      09-25-109    101.5000    0.10
IMI MG12 INFL LI OBL475499         10-09-108      09-25-109     97.5000   -0.12
SPAOLO-CFO6%     OBLM1854          01-05-109      08-31-109    101.0000    0.00
OAT OTT18 EUR 4. OBL061368         03-12-109      09-14-109    106.4100    0.39
OAT APR29 EUR 5. OBL068523         03-12-109      09-21-109    116.4900   -0.99
OAT OTT14 EUR 4  OBL321813         03-12-109      09-25-109    106.5900    0.75
OAT OTT15 EUR 3  OBL348070         03-12-109      09-25-109    101.0000    0.00
SHEL 100305 4%   OBLX739311        11-19-107      08-28-109    101.4100    0.00

     Name            Symbol       First Date      Last Date    Closing  % Chnge
---------------- -------------- -------------- -------------- --------- -------
UNICRED-05/12 ST OBL369774         03-22-106      09-24-109    101.0000    0.00
UNICRED-05/11 ST OBL369833         03-22-106      09-25-109    100.8900    0.19
UNICRED-05/12 S- OBL369835         03-22-106      09-25-109    101.5900    0.00
UNICRED-05/GE11  OBL369836         03-22-106      09-25-109    100.9300    0.23
UNICRED-3MZ12 ST OBL369837         03-22-106      09-25-109    101.7500    0.15
UNICRED-05/FB11  OBL369838         03-22-106      09-25-109    100.7000   -0.05
UNICRED-05/AP10  OBL369839         03-22-106      09-03-109    100.8500    0.23
UNICRED-29AP11 S OBL369840         03-22-106      09-25-109    100.8500    0.25
UNICRED-05/MG10  OBL369841         03-22-106      08-31-109    100.6000    0.00
UNICRED-11 FIXED OBL369842         03-22-106      09-25-109     98.1900   -0.67
UNICRED-05/MG11  OBL369843         03-22-106      09-25-109    100.5400   -0.05
UNICRED05/MG15 1 OBL369844         03-22-106      09-25-109    100.5500   -0.05
UNICRED-30GN11 S OBL369846         03-22-106      09-24-109    100.4900    0.29
UNICRED-05/LG12  OBL369847         03-22-106      09-24-109    100.5100    0.01
KFW-05/25 FIX TO OBL369934         03-22-106      09-25-109     89.7500    0.34
LEHM B-05/17 IND OBL372471         03-22-106      08-28-109     66.5600    0.00
MERRILL L 10Y 15 OBL375216         03-22-106      09-24-109     80.0000    0.00
BUND GEN37 EUR 4 OBL329121         03-27-106      09-25-109     99.4500    0.97
OAT APR15 EUR 3. OBL329497         03-31-106      09-24-109    103.9900    0.33
CENTROB-13 ITCPI OBL340803         03-31-106      09-21-109     94.7500    0.00
BOBL OTT10 EUR 2 OBL357495         03-27-106      09-24-109    101.9020    0.03
BUND GEN16 EUR 3 OBL369239         03-27-106      09-18-109    104.0800    0.13
ABS INPS08 SERIE OBL369315         03-31-106      07-25-108     99.8800    0.00
ABS INPS10 SERIE OBL369318         03-31-106      09-23-109     99.9100    0.00
ITALY 16EUR 5.75 OBL182793         04-04-106      09-25-109    113.9100    0.85
ITALY 33USD 5.37 OBL251520         04-04-106      09-25-109    103.8000    0.36
ITALY 08USD 4.00 OBL340807         04-04-106      06-10-108     99.9810    0.00
ITALY 16USD 4.75 OBL378326         04-04-106      09-21-109    105.1800    0.08
BEI 09 USD 5.25  OBL067866         04-20-106      01-06-109     99.4900    0.00
BEI 09 USD 5.875 OBL114900         04-20-106      05-06-109    100.0000   -1.25
BEI 09 GBP 5.50  OBL148058         04-20-106      09-25-109    100.9010    0.00
BEI 10 USD 3.875 OBL260803         04-20-106      09-25-109    101.9000    0.00
BEI 13 USD 3.375 OBL262139         04-20-106      09-24-109    103.9000   -0.10
BEI 14 USD 4.625 OBL297879         04-20-106      09-16-109    108.8700    0.41
BEI 11 USD 3.875 OBL318173         04-20-106      09-24-109    105.4400   -0.27
BEI 13 GBP 4.50  OBL333050         04-20-106      09-25-109    106.5000    0.40
BEI 14 GBP 6.25  OBL334428         04-20-106      09-22-109    112.8900   -0.62
BEI 10 USD 4     OBL336397         04-20-106      09-25-109    101.5500   -0.12
BEI 08 USD 3.875 OBL347024         04-20-106      08-11-108    100.0000    0.00
BEI 10 USD 4.125 OBL354748         04-20-106      09-25-109    103.5400    0.21
BEI 15 USD 4.625 OBL377339         04-20-106      09-18-109    108.1500    0.44
BEI 12 USD 4.25  OBL377340         04-20-106      09-25-109    107.0600    0.27
MEDIOB-10 SUPER  OBL336709         08-07-106      09-25-109    103.9900    0.31
ITALY SET23USD 6 OBL10824          11-28-106      09-23-109    118.2100   -0.46
MEDIOB-05/11 CO  OBL364893         11-28-106      09-25-109    107.4600   -0.38
MEDIOB-11SCHER T OBL386669         11-28-106      09-25-109     97.7100   -0.29
MEDIOB-12 2 HICP OBL399788         11-28-106      09-25-109     96.3800   -0.18

     Name            Symbol       First Date      Last Date    Closing  % Chnge
---------------- -------------- -------------- -------------- --------- -------
BOT-14GE05 A     OBLB14GE5         01-13-104      01-10-105     99.9880    0.00
BOT-14MG04 A     OBLB14MG4         05-13-103      05-11-104     99.9940    0.01
BOT-14MG04 T     OBLBMMG4T         02-12-104      05-11-104     99.9940    0.01
BOT-14NV03 A     OBLB14NV3         11-13-102      11-11-103     99.9930    0.00
BOT-14NV03 T     OBLBMNV03         08-13-103      11-11-103     99.9570    0.01
BOT-15AP04 A     OBLBMAP4A         04-11-103      04-08-104     98.9970   -0.99
BOT-15AP04 T     OBLB15AP4         01-13-104      04-08-104     99.9930    0.00
BOT-15DC03 A     OBLB15DC3         12-12-102      12-10-103     99.9800    0.01
BOT-15DC03 T     OBLBMDC03         09-11-103      12-10-103     99.9800    0.05
BOT-15DC04 A     OBLB15DC4         12-12-103      12-10-104     99.9710   -0.02
BOT-15FB05 A     OBLB15FBA         02-12-104      02-10-105     99.9930    0.03
BOT-15GE04 A     OBLB15GE4         01-14-103      01-12-104     99.9990    0.01
BOT-15GE04 T     OBLBMGE04         10-13-103      01-12-104     99.9870    0.00
BOT-15GN04 A     OBLB15GN4         06-12-103      06-10-104     99.9750   -0.00
BOT-15GN04 T     OBLBMGN4T         03-11-104      06-10-104     99.9750   -0.00
BOT-15LG04 A     OBLB15LG4         07-11-103      07-09-104     99.8400   -0.14
BOT-15MZ04 A     OBLB15MZ4         03-17-103      03-10-104     99.9830    0.02
BOT-15MZ05 A     OBLB15MZ5         03-11-104      03-10-105     99.9920    0.02
BOT-15OT03 A     OBLB15OT3         10-11-102      10-10-103     99.9940    0.01
BOT-15OT03 T     OBLBMOT03         07-11-103      10-10-103     99.9940    0.01
BOT-15OT04 A     OBLB15OT4         10-13-103      10-11-104     99.9850    0.00
BOT-15ST03 A     OBLB15ST3         09-12-102      09-10-103     99.9800    0.01
BOT-15ST03 T     OBLBMST3T         06-12-103      09-10-103     99.9740   -0.00
BOT-15ST04 A     OBLB15ST4         09-11-103      09-10-104     99.9940    0.06
BOT-16AG04 A     OBLB16AG4         08-13-103      08-10-104     99.9700   -0.00
BOT-16FB04 A     OBLB16FB4         02-12-103      02-11-104     99.9760    0.00
BOT-19DC03 263GG OBLB19DC3         03-27-103      12-16-103     99.9300    0.00
BOT-27FB04 S     OBLB27FB4         08-27-103      02-24-104     99.9940    0.01
BOT-28NV03 S     OBLB28NV3         05-28-103      11-25-103     99.9940    0.01
BOT-30AP04 S     OBLB30AP4         10-30-103      04-27-104     99.9510   -0.04
BOT-30GE04 S     OBLB30GE4         07-29-103      01-27-104     99.9910    0.01
BOT-30GN04 S     OBLB30GN4         12-29-103      06-25-104     99.9400    0.01
BOT-30LG04 S     OBLB30LG4         01-28-104      07-26-104     99.9800    0.00
BOT-30ST03 S     OBLB30ST3         03-27-103      09-25-103     99.9920    0.02
BOT-30ST4 S      OBLB30ST4         03-30-104      09-24-104     99.9850    0.27
BOT-31AG04 S     OBLB31AG4         02-25-104      08-25-104     99.9770    0.00
BOT-31DC03 S     OBLB31DC3         06-26-103      12-23-103     99.6000   -0.01
BOT-31MG04 S     OBLB31MG4         11-26-103      05-26-104     99.9720   -0.00
BOT-31MZ04 S     OBLB31MZ4         09-26-103      03-26-104     99.9910    0.00
BOT-31OT03 S     OBLB31OT3         04-28-103      10-28-103     99.9940    0.01
BOT23DC04267GG   OBLB23DC4         03-31-104      12-20-104     99.9710    0.02
BTP 01-07-05     OBLPLG05          01-06-100      06-27-105    100.0000   -0.01
BTP 01.01.04     OBLM36676         05-31-96       12-22-103    100.0000   -0.12
BTP 01.01.05     OBLM36709         05-31-96       12-27-104     99.6000   -0.08
BTP 01.02.04     OBLM130545        04-06-99       01-27-104    100.0000    0.00
BTP 01.04.04     OBLM36684         05-31-96       03-26-104     99.9400   -0.02
BTP 01.04.05     OBLM36717         05-31-96       03-24-105     99.7000   -0.03
BTP 01.05.31     OBLPMG31          03-16-100      09-25-109    115.7700    0.63
BTP 01.08.04     OBLM36693         05-31-96       07-27-104     99.5200   -0.08
BTP 01.09.05     OBLM36731         05-31-96       08-26-105     99.9400   -0.02
BTP 01.10.03     OBLM126384        11-06-98       09-24-103    100.0100   -0.01
BTP 01.10.03     OBLM36660         05-31-96       09-25-103    100.0100   -0.02
BTP 01.11.09     OBLM133861        06-04-99       09-25-109    100.3230   -0.01
BTP 01.11.10     OBLPNV10          04-04-100      09-25-109    104.9980   -0.04
BTP 01.11.23     OBLM36665         05-31-96       09-25-109    148.4000    0.26
BTP 01.11.26     OBLM108656        01-31-97       09-25-109    130.9400    0.21
BTP 01.11.27     OBLM117461        01-02-98       09-25-109    121.9200    0.14
BTP 01.11.29     OBLM127851        01-12-99       09-25-109    107.2500    0.66
BTP 15.04.04     OBLM132656        06-04-99       04-07-104    100.0000   -0.01
BTP 15.07.04     OBLM135280        11-02-99       07-09-104    100.0000    0.00
BTP-15DC05 5.25% OBLPDC05          07-20-100      12-09-105    100.0000   -0.03
BTP-15FB04 5%    OBLP1FB04         02-22-101      02-10-104    100.0100    0.00
BTP-15LG05 4%    OBLP1LG05         01-21-102      07-11-105    100.0000   -0.00
BTP-15MG05 4.5%  OBLPMG05          05-15-102      05-10-105    100.0100    0.00
BTP-15MZ04 4.5%  OBLPMZ04          04-17-101      03-09-104    100.0200   -0.01
BTP-15OT03 5.25% OBLP2OT03         11-03-100      10-09-103    100.0200    0.00
BTP-15ST05 3.5%  OBLP1ST05         09-16-102      09-09-105    100.0000   -0.01
BTP-1AG11 5.25%  OBLPAG11          03-06-101      09-25-109    106.9900   -0.02
BTP-1AG13 4.25%  OBLPAG13          04-30-103      09-25-109    106.5500   -0.05
BTP-1AG14 4.25   OBLPAG14          01-30-104      09-25-109    106.8400    0.08
BTP-1AG17 5.25%  OBLPAG17          02-12-102      09-25-109    111.7900    0.05
BTP-1AG34 5      OBLPAG34          09-19-103      09-25-109    102.5000    0.69
BTP-1FB12 5%     OBLPFB12          10-31-101      09-25-109    107.4700   -0.07
BTP-1FB13 4.75%  OBLPFB13          08-30-102      09-25-109    108.0300   -0.04
BTP-1FB19 4.25%  OBLBFB19          06-20-103      09-25-109    103.6500    0.21
BTP-1FB20 4.5    OBLPFB20          03-19-104      09-25-109    104.1000    0.28
BTP-1FB33 5.75%  OBLPFB33          03-15-102      09-25-109    112.9800    0.99
BTP-1LG04 4.5%   OBLP1LG04         07-04-101      06-25-104    100.0000   -0.01
BTP-1MZ05 4%     OBLPMZ05          02-28-102      02-23-105    100.0000   -0.02
BTP-1NV11 1.9%   OBLPNV11          07-23-102      09-25-109    102.0000   -0.10
BTP-1OT04 4%     OBLPOT04          10-04-101      09-27-104    100.0010   -0.01
BTP-22DC038.5%   OBLM36671         04-02-101      12-05-103    110.0000    0.00
BTP-22DC238.5%   OBLM36672         07-22-97       09-21-109    149.4000   -0.07
BTPI-15ST14 2.15 OBLPIST14         02-13-104      09-25-109    105.2900   -0.16
CCT 01.01.04     OBLM36788         01-16-97       12-22-103     99.9700   -0.03
CCT 01.01.06     OBLM36759         01-14-97       12-27-105     99.9000    0.00
CCT 01.01.06     OBLM36742         09-23-96       12-27-105     99.9000    0.00
CCT 01.03.04     OBLM110123        04-10-97       02-24-104    100.0000    0.00
CCT 01.03.06     OBLM132177        04-06-99       02-23-106     99.9800   -0.02
CCT 01.05.04     OBLM111536        05-09-97       04-27-104     99.9900   -0.01
CCT 01.05.05     OBLM122427        05-25-98       04-26-105     99.9900    0.01
CCT 01.09.03     OBLM36775         09-20-96       08-26-103    100.0100    0.00
CCT 01.09.04     OBLM114537        09-19-97       08-26-104     99.8100    0.01
CCT 01.10.05     OBLM126385        11-06-98       09-27-105     99.9900   -0.00
CCT 01.11.03     OBLM36782         11-22-96       10-28-103     99.9900    0.00
CCT-DC10 IND     OBLTDC10          01-02-104      09-25-109    100.2790   -0.00
CCT-FB10 IND     OBLTFB10          02-28-103      09-25-109    100.1320    0.00
CCT-GN10 IND     OBLT1GN10         06-30-103      09-25-109    100.2460    0.00
CCT-LG05 IND     OBLT1LG05         02-05-101      06-27-105     99.9500    0.05
CCT-OT09 IND     OBLTOT09          10-31-102      09-25-109    100.0000    0.02
CTZ-15ST03       OBLZST03          09-13-101      09-09-103     99.9830    0.01
CTZ-29AP05       OBLZAP05          04-25-103      04-22-105     99.9870    0.01
CTZ-30GN04       OBLZGN04          06-28-102      06-24-104     99.9100   -0.06
CTZ-31AG05       OBLZAG05          09-11-103      08-25-105     99.9910    0.00
CTZ-31DC03       OBLZDC03          12-27-101      12-22-103     99.7880   -0.17
CTZ-31DC04       OBLZDC04          12-27-102      12-27-104     99.8200   -0.15
CTZ-31MZ04       OBLZMZ04          03-26-102      03-25-104     99.9910    0.02
BOT-15AP05 A     OBLB15AP5         04-13-104      04-12-105     99.9950    0.01
BOT-15LG04 T     OBLBMLG4T         04-13-104      07-09-104     99.9700    0.08
BOT-29OT04 S     OBLB29OT4         04-28-104      10-26-104     99.9660   -0.02
CCT-MG11 IND     OBLTMG11          04-30-104      09-25-109    100.2210   -0.00
BOT-16MG05 A     OBLB16MG5         05-12-104      05-11-105     99.9800    0.01
BOT-16AG04 T     OBLBMAG4T         05-12-104      08-11-104     99.9850    0.26
BOT-30NV04 S     OBLB30NV4         05-27-104      11-24-104     99.9770    0.01
BOT-15GN05 A     OBLB15GN5         06-11-104      06-10-105     99.9950    0.01
BOT-15ST04 T     OBLBMST4T         06-11-104      09-09-104     99.9770    0.01
BOT-31DC04 S     OBL303958         06-28-104      12-28-104     99.9740    0.01
BOT-15LG05 A     OBL304752         07-13-104      07-12-105     99.9600   -0.02
BOT-15OT04 T     OBL304753         07-13-104      10-12-104     99.9530   -0.03
BOT-31GE05 S     OBL307113         07-28-104      01-26-105     99.9820    0.01
BOT-15AG05 A     OBL307947         08-16-104      08-09-105     99.9770    0.01
BOT-15NV04 T     OBL307948         08-16-104      11-10-104     99.9830    0.01
BOT-28FB05 S     OBL310243         08-27-104      02-23-105     99.9660   -0.01
BTP-1FB15 4.25   OBL310570         08-31-104      09-25-109    106.6500    0.14
BOT-15DC04 T     OBL311244         09-13-104      12-08-104     99.9200   -0.05
BOT-15ST05 A     OBL311245         09-13-104      09-12-105     99.9530   -0.03
BOT-31MZ05 S     OBL313904         09-28-104      03-24-105     99.9910    0.01
BOT-14OT05 A     OBL314849         10-18-104      10-11-105     99.8900   -0.10
BOT-14GE05 T     OBL314851         10-18-104      01-10-105     99.9730   -0.01
BTPI-15ST35 2.35 OBL317098         10-26-104      09-25-109    100.3800    0.48
BOT-29AP05 S     OBL317251         10-28-104      04-26-105     99.9950    0.24
CCT-NV11 IND     OBL317399         11-01-104      09-25-109    100.2000    0.00
BOT-15NV05 A     OBL318062         11-12-104      11-10-105     99.9600   -0.02
BOT-31MG05 S     OBL321103         11-29-104      05-26-105     99.9750    0.00
BOT-15DC05 A     OBL322053         12-14-104      12-12-105     99.9900    0.01
BOT-30GN05 S     OBL325121         01-03-105      06-24-105     99.9850    0.00
BOT-15AP05 T     OBL326205         01-13-105      04-12-105     99.9950    0.01
BOT-16GE06 A     OBL326206         01-13-105      01-11-106     99.9800    0.02
BTP-15GE10 3     OBL326388         01-19-105      09-25-109    100.7140   -0.04
BOT-29LG05 S     OBL327269         01-28-105      07-26-105     99.9600   -0.03
BTPI-15ST10 0.95 OBL329146         02-01-105      09-25-109    101.0700   -0.01
BOT-15FB06       OBL330226         02-14-105      02-14-106     99.9940    0.00
BOT-31AG05 S     OBL331141         02-25-105      08-26-105     99.9350    0.01
BOT-15MZ06       OBL333932         03-14-105      03-10-106    100.1200    0.14
BOT-15GN05       OBL334042         03-14-105      06-09-105     99.9870    0.03
BOT-30ST05 S     OBL336244         03-30-105      09-27-105     99.9910    0.01
BOT-15LG05 T     OBL337316         04-14-105      07-11-105     99.9860    0.02
BOT-31OT05 S     OBL340132         04-29-105      10-26-105     99.9700    0.01
BOT21D5 236GG    OBL340133         04-29-105      12-16-105    100.0600    0.11
BTP-1AG15 3.75   OBL340295         05-03-105      09-25-109    103.8700    0.07
BOT-15AG05       OBL341100         05-13-105      08-09-105     99.9780    0.18
BOT-30NV05 S     OBL343370         05-30-105      11-25-105     99.9800    0.00
CCT-1MZ12 IND    OBL343738         06-01-105      09-25-109    100.0300    0.01
BOT-15ST05 T     OBL344281         06-14-105      09-12-105     99.9900    0.00
BOT-30DC05 S     OBL346990         06-29-105      12-27-105     99.9700   -0.02
BOT-14OT05       OBL348026         07-14-105      10-11-105     99.9500    0.00
BOT-15NV05       OBL351824         08-12-105      11-10-105     99.9700    0.00
BOT-28FB06 S     OBL353815         08-30-105      02-23-106     99.9700    0.00
BOT-15DC05       OBL354790         09-14-105      12-12-105     99.9600    0.00
BTP-1FB37 4%     OBL360655         10-14-105      09-25-109     88.5000    0.87
CCT-1NV12 IND    OBL373364         01-26-106      09-25-109     99.9800    0.00
BTP-1AG16 3.75%  OBL381327         05-23-106      09-25-109    103.1000    0.15
BTP-1AG21 3.75%  OBL377404         06-22-106      09-25-109     96.7100    0.23
BTP-15MZ11 3.5%  OBL382587         06-22-106      09-25-109    103.4220   -0.06
BTPI-15ST17 2.1% OBL395953         06-28-106      09-25-109    103.6800   -0.02
CCT-LG13 IND     OBL401815         02-01-107      09-25-109     99.8400    0.06
BTP-15ST11 3.75% OBL402198         02-01-107      09-25-109    104.4130   -0.03
BTP-1FB17 4%     OBL418294         02-01-107      09-25-109    104.0000    0.13
CCT-1MZ14 IND    OBL304630         05-08-107      09-25-109     99.5300    0.07
BTP-15OT12 4.25% OBL203168         10-12-107      09-25-109    106.3200   -0.02
BTP-1FB18 4.5%   OBL351000         08-31-107      09-25-109    106.2500    0.05
BTP-1AG39 5%     OBL448512         10-18-107      09-25-109    103.1500    0.83
CTZ-31DC09       OBL456663         12-28-107      09-25-109     99.8880    0.00
CCT-DC14 IND     OBL463471         02-05-108      09-25-109     99.4900    0.03
BTP-22DC23 8     OBLIT000036672    02-01-108      02-25-108    152.0000    0.00
BTP-1FB18        OBLIT000427349    01-31-108      02-25-108    100.7600   -0.37
BTP-15OT12       OBLIT000428433    10-12-107      02-25-108    101.7200   -0.13
BTP-1AG39        OBLIT000428696    10-18-107      02-25-108     99.7300   -1.03
BTP-15GN10 2     OBL3872923        06-16-105      09-25-109    101.4740   -0.01
BTP-1FB11 3      OBL4332521        02-29-108      09-25-109    103.5670   -0.03
BTP-1AG23 4.75%  OBL036666         05-05-108      09-25-109    104.1000    0.37
BTP-1AG18 4.5%   OBL039435         05-05-108      09-25-109    105.7100    0.30
CTZ-30AP10       OBL472612         05-05-108      09-25-109     99.6710    0.01
BTP-15AP13 4.25% OBL475360         06-09-108      09-25-109    106.3000   -0.03
BTPI-15ST19 2.35 OBL478169         06-09-108      09-25-109    104.1500    0.21
BOT-15ST09 A     OBL054961         10-09-108      09-10-109     99.9940    0.00
CTZ-30ST10       OBL061324         10-09-108      09-25-109     99.2150   -0.02
BTP-1ST11 4.25%  OBL481506         10-09-108      09-25-109    105.3000    0.03
CCT-1ST15 IND    OBL481524         10-09-108      09-25-109     98.9200    0.08
BOT-15OT09 A     OBL062724         10-27-108      09-25-109     99.9840   -0.01
BOT-15DC09 A     OBL074428         01-19-109      09-25-109     99.9190   -0.00
BOT-16NV09 A     OBL075221         01-19-109      09-25-109     99.9460   -0.00
BTP-15DC13 3.75% OBL097809         01-19-109      09-25-109    104.4300    0.03
BOT-15GE10 A     OBL223116         01-19-109      09-25-109     99.8710    0.01
BTP-1MZ19 4.50%  OBL486912         01-19-109      09-25-109    105.0400    0.19
BOT 2009.07.31   OBLB444777        01-30-109      07-28-109     99.8110   -0.00
BOT 2009.05.29   OBLB445476        01-30-109      05-26-109     99.9450   -0.25
BOT 2010.02.15   OBL113303         02-13-109      09-25-109     99.8150    0.01

     Name            Symbol       First Date      Last Date    Closing  % Chnge
---------------- -------------- -------------- -------------- --------- -------
BTP-1MZ10 4%     OBL426256         05-08-107      09-25-109    101.4360   -0.04
BTPI-15ST12 1.85 OBL429564         05-08-107      09-25-109    104.0100   -0.01
BTP-15AP12 4%    OBL430264         05-08-107      09-25-109    105.3600   -0.09
BTPI-15ST23 2.6% OBL438723         08-21-107      09-25-109    103.9000    0.10
BTP-1AG10 4.5%   OBL439958         08-21-107      09-25-109    103.1660   -0.03
BOT-30NV09 276GG OBL111665         02-27-109      09-25-109     99.9320   -0.05
BTP-1MZ12 3%     OBL120909         02-27-109      09-25-109    102.8900    0.02
BOT-30ST09 S     OBL130710         03-30-109      09-25-109     99.7620   -0.23
CTZ-31MZ11       OBL492944         03-30-109      09-25-109     98.2900   -0.03
BOT-15AP10 A     OBL303584         04-14-109      09-25-109     99.6970   -0.01
BOT-15MZ10 A     OBL492053         04-14-109      09-25-109     99.7470   -0.00
BOT-30OT09 S     OBL181565         04-28-109      09-25-109     99.9700    0.01
BTP-1ST19 4      OBL182363         04-30-109      09-25-109    102.3700    0.25
BOT-14MG10 A     OBL214856         05-13-109      09-25-109     99.6930    0.05
BOT-30NV09 S     OBL225951         05-27-109      09-25-109     99.9270    0.00
BOT-31DC09 S     OBL4497399        06-30-109      09-25-109     99.9360    0.05
CTZ-30GN11       OBL4509219        06-30-109      09-25-109     97.6900   -0.01
BOT-15GN10 A     OBL4497381        06-11-109      09-25-109     99.5540   -0.01
BTP-1GN14 3      OBL4505076        06-12-109      09-25-109    103.1700    0.09
BOT-15ST09 T     OBL4505357        06-11-109      09-10-109     99.9940    0.00
BTP-1LG12 2      OBL4508971        06-29-109      09-25-109    101.4200   -0.03
BTP 1.03.2025 5% OBLB451364        07-10-109      09-25-109    105.8000    0.32
BOT 2010.07.15   OBLB451252        07-13-109      09-25-109     99.5290    0.04
BOT 2009.10.15   OBLB451408        07-13-109      09-25-109     99.9950    0.01
BOT 2010.01.29   OBLB451253        07-29-109      09-25-109     99.8350    0.00
CCT 2016.07.01   OBLC451871        07-31-109      09-25-109     98.1300    0.05
BOT 2009.10.16   OBLB451632        08-12-109      09-25-109     99.3740   -0.06
BOT 2010.02.26   OBLB451633        08-27-109      09-25-109     99.7890    0.01
BOT 2010.09.15   OBLB452002        09-11-109      09-24-109     99.2900    0.03
BTP 40.09.01 5%  OBLB453255        09-11-109      09-24-109    101.3100    0.26

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