ISIN,TIDM,Name,Issue Date,Maturity Date,Coupon Value,Coupon type,Code Convention calculate accrual,Next pay date,Ex-coupon date,Price,Accrued Days,Accrued Interest,Current yield,Yield to maturity,Duration,Minimum denomination,Denomination currency,Trading currency,Type,Segment,Sector,Unit of Quotation,Date of Index inflation,Period of coupon,Pricing convention,Trading Service,Trading hours GB0008932666,T30I,UNITED KINGDOM TR.4 1/8%IL 30,12/06/1992,22/07/2030,4.125,Fixed,GiltsActAct,22/01/2017,15/07/2016,354.66,643,7.208,1.163,-7.866,10.05,0.01,GBP,GBP,Gilt,UKGT,UKG1,100,,6 month,Clean,ORB,08:00-16:30 GB0008983024,T24I,UNITED KINGDOM TR.2 1/2%IL 24,30/12/1986,17/07/2024,2.5,Fixed,GiltsActAct,15/01/2018,08/01/2018,356.25,285,1.936,0.702,-18.065,5.8,0.01,GBP,GBP,Gilt,UKGT,UKG1,100,,6 month,Clean,ORB,08:00-16:30 GB0009081828,T2HI,UNITED KINGDOM TR.2H%IL 20,12/10/1983,16/04/2020,2.5,Fixed,GiltsActAct,16/10/2017,09/10/2017,361.50,375,2.561,0.692,-54.411,1.94,0.01,GBP,GBP,Gilt,UKGT,UKG1,100,,6 month,Clean,ORB,08:00-16:30 GB0009997999,TR21,UNITED KINGDOM 8% 21,29/02/1996,07/06/2021,8,Fixed,GiltsActAct,07/12/2017,29/05/2017,121.69,323,7.06,6.574,0.921,2.75,0.01,GBP,GBP,Gilt,UKGT,UKG1,100,,6 month,Clean,ORB,08:00-16:30 GB0030880693,TR25,UNITED KINGDOM 5% 25,27/09/2001,07/03/2025,5,Fixed,GiltsActAct,07/03/2017,24/02/2017,124.05,596,8.232,4.031,1.323,5.89,0.01,GBP,GBP,Gilt,UKGT,UKG1,100,,6 month,Clean,ORB,08:00-16:30 GB0031790826,T2IL,UNITED KINGDOM TR.2%IL 35,11/07/2002,26/01/2035,2,Fixed,GiltsActAct,26/01/2017,19/07/2016,261.46,639,3.473,0.765,-4.411,14.51,0.01,GBP,GBP,Gilt,UKGT,UKG1,100,,6 month,Clean,ORB,08:00-16:30 GB0032452392,T4Q,UNITED KINGDOM TR.4 1/4% 36,27/02/2003,07/03/2036,4.25,Fixed,GiltsActAct,07/03/2017,24/02/2017,136.26,596,6.997,3.119,1.856,13.03,0.01,GBP,GBP,Gilt,UKGT,UKG1,100,,6 month,Clean,ORB,08:00-16:30 GB00B00NY175,TR38,UNITED KINGDOM 4 3/4 38,23/04/2004,07/12/2038,4.75,Fixed,GiltsActAct,07/12/2017,29/05/2017,148.90,323,4.192,3.19,1.878,13.95,0.01,GBP,GBP,Gilt,UKGT,UKG1,100,,6 month,Clean,ORB,08:00-16:30 GB00B058DQ55,TS20,UNITED KINGDOM 4 3/4% 20,29/03/2005,07/03/2020,4.75,Fixed,GiltsActAct,07/03/2017,24/02/2017,107.26,596,7.82,4.428,0.817,1.8,0.01,GBP,GBP,Gilt,UKGT,UKG1,100,,6 month,Clean,ORB,08:00-16:30 GB00B06YGN05,TR4Q,UNITED KINGDOM 4 1/4 55,27/05/2005,07/12/2055,4.25,Fixed,GiltsActAct,07/12/2017,29/05/2017,167.00,323,3.751,2.545,1.793,21.73,0.01,GBP,GBP,Gilt,UKGT,UKG1,100,,6 month,Clean,ORB,08:00-16:30 GB0002404191,TR28,UNITED KINGDOM 6% 28,29/01/1998,07/12/2028,6,Fixed,GiltsActAct,07/12/2017,29/05/2017,142.77,323,5.295,4.203,1.603,8.05,0.01,GBP,GBP,Gilt,UKGT,UKG1,100,,6 month,Clean,ORB,08:00-16:30 GB0004893086,TR32,UNITED KINGDOM 4 1/4% 32,25/05/2000,07/06/2032,4.25,Fixed,GiltsActAct,07/12/2017,29/05/2017,130.72,323,3.751,3.251,1.78,10.8,0.01,GBP,GBP,Gilt,UKGT,UKG1,100,,6 month,Clean,ORB,08:00-16:30 GB00B0CNHZ09,TR8F,UNITED KINGDOM 1 1/4% IL 55,23/09/2005,22/11/2055,1.25,Fixed,GiltsActAct,22/11/2017,15/11/2017,233.58,339,1.151,0.535,-1.425,30.88,0.01,GBP,GBP,Gilt,UKGT,UKG2,100,23/09/2005,6 month,Clean,ORB,08:00-16:30 GB00B128DH60,T27,UNITED KINGDOM 1 1/4% IL 27,26/04/2006,22/11/2027,1.25,Fixed,GiltsActAct,22/11/2017,15/11/2017,128.78,339,1.151,0.971,-1.53,9.01,0.01,GBP,GBP,Gilt,UKGT,UKG1,100,26/04/2006,6 month,Clean,ORB,08:00-16:30 GB00B128DP45,T46,UNITED KINGDOM 4 1/4% 46,12/05/2006,07/12/2046,4.25,Fixed,GiltsActAct,07/12/2017,29/05/2017,150.76,323,3.751,2.819,1.932,18.02,0.01,GBP,GBP,Gilt,UKGT,UKG1,100,,6 month,Clean,ORB,08:00-16:30 GB00B16NNR78,TR27,UNITED KINGDOM 4 1/4% 27,06/09/2006,07/12/2027,4.25,Fixed,GiltsActAct,07/12/2017,29/05/2017,124.00,323,3.751,3.427,1.553,7.93,0.01,GBP,GBP,Gilt,UKGT,UKG1,100,,6 month,Clean,ORB,08:00-16:30 GB00B1L6W962,TR37,UNITED KINGDOM 1 1/8% IL 37,21/02/2007,22/11/2037,1.125,Fixed,GiltsActAct,22/11/2017,15/11/2017,159.65,339,1.036,0.705,-1.489,17.63,0.01,GBP,GBP,Gilt,UKGT,UKG1,100,21/02/2007,6 month,Clean,ORB,08:00-16:30 GB00B1VWPJ53,T42,UNITED KINGDOM TR 4 1/2% 42,06/06/2007,07/12/2042,4.5,Fixed,GiltsActAct,07/12/2017,29/05/2017,150.32,323,3.971,2.994,1.924,16.01,0.01,GBP,GBP,Gilt,UKGT,UKG1,100,,6 month,Clean,ORB,08:00-16:30 GB00B1Z5HQ14,T22,UNITED KINGDOM 1 7/8% IL 22,11/07/2007,22/11/2022,1.875,Fixed,GiltsActAct,22/11/2017,15/11/2017,117.75,339,1.727,1.592,-1.829,4.37,0.01,GBP,GBP,Gilt,UKGT,UKG1,100,11/07/2007,6 month,Clean,ORB,08:00-16:30 GB00B24FF097,TR30,UNITED KINGDOM 4.75% 30,03/10/2007,07/12/2030,4.75,Fixed,GiltsActAct,07/12/2017,29/05/2017,134.25,323,4.192,3.538,1.718,9.67,0.01,GBP,GBP,Gilt,UKGT,UKG1,100,,6 month,Clean,ORB,08:00-16:30 GB00B24FFM16,T47,UNITED KINGDOM 3/4% IL 47,21/11/2007,22/11/2047,0.75,Fixed,GiltsActAct,22/11/2017,15/11/2017,180.07,339,0.691,0.417,-1.42,26.66,0.01,GBP,GBP,Gilt,UKGT,UKG2,100,21/11/2007,6 month,Clean,ORB,08:00-16:30 GB00B39R3707,T49,UNITED KINGDOM TR 4 1/4% 49,03/09/2008,07/12/2049,4.25,Fixed,GiltsActAct,07/12/2017,29/05/2017,156.00,323,3.751,2.724,1.889,19.3,0.01,GBP,GBP,Gilt,UKGT,UKG1,100,,6 month,Clean,ORB,08:00-16:30 GB00B39R3F84,T19,UNITED KINGDOM 4 1/2% 19,26/09/2008,07/03/2019,4.5,Fixed,GiltsActAct,07/03/2017,24/02/2017,103.26,596,7.409,4.358,0.708,0.85,0.01,GBP,GBP,Gilt,UKGT,UKG1,100,,6 month,Clean,ORB,08:00-16:30 GB00B3D4VD98,T32,UNITED KINGDOM 1 1/4% IL 32,29/10/2008,22/11/2032,1.25,Fixed,GiltsActAct,22/11/2017,15/11/2017,145.46,339,1.151,0.859,-1.524,13.34,0.01,GBP,GBP,Gilt,UKGT,UKG1,100,29/10/2008,6 month,Clean,ORB,08:00-16:30 GB00B3KJDQ49,TR22,UNITED KINGDOM TR 4% 22,27/02/2009,07/03/2022,4,Fixed,GiltsActAct,07/03/2017,24/02/2017,111.33,596,6.586,3.593,1.003,3.6,0.01,GBP,GBP,Gilt,UKGT,UKG1,100,,6 month,Clean,ORB,08:00-16:30 GB00B3KJDS62,T39,UNITED KINGDOM TR 4 1/4%39,05/03/2009,07/09/2039,4.25,Fixed,GiltsActAct,07/03/2017,24/02/2017,141.13,596,6.997,3.012,1.899,14.84,0.01,GBP,GBP,Gilt,UKGT,UKG1,100,,6 month,Clean,ORB,08:00-16:30 GB00B3LZBF68,TR40,UNITED KINGDOM TR.0 5/8%IL 40,28/01/2010,22/09/2040,0.625,Variable,GiltsActAct,22/09/2017,13/03/2017,155.03,400,0.679,0.403,0,0,0.01,GBP,GBP,Gilt,UKGT,UKG1,100,28/01/2010,6 month,Clean,ORB,08:00-16:30 GB00B3MYD345,T42A,UNITED KINGDOM TR 0 5/8% IL 42,24/07/2009,22/11/2042,0.625,Fixed,GiltsActAct,22/11/2017,15/11/2017,162.78,339,0.576,0.384,-1.483,22.82,0.01,GBP,GBP,Gilt,UKGT,UKG1,100,24/07/2009,6 month,Clean,ORB,08:00-16:30 GB00B3N3WC23,RB51,ROYAL BANK OF SCOTLAND PLC ROY.BK.SC.20,01/02/2010,01/02/2020,5.1,Fixed,ActActIsma,01/02/2018,31/12/2099,106.75,453,6.33,4.778,1.196,1.71,100,GBP,GBP,CorporateBond,UKCP,UKC2,100,,12 month,Clean,ORB,08:00-16:30 GB00B3Y1JG82,T29,UNITED KINGDOM 0 1/8% IL 29,23/11/2011,22/03/2029,0.125,Variable,GiltsActAct,22/09/2017,13/03/2017,119.09,400,0.136,0.105,0,0,0.01,GBP,GBP,Gilt,UKGT,UKG1,100,23/11/2011,6 month,Clean,ORB,08:00-16:30 GB00B421JZ66,TR50,UNITED KINGDOM 0 1/2% IL 50,25/09/2009,22/03/2050,0.5,Variable,GiltsActAct,22/09/2017,13/03/2017,178.35,400,0.543,0.28,0,0,0.01,GBP,GBP,Gilt,UKGT,UKG1,100,25/09/2009,6 month,Clean,ORB,08:00-16:30 GB00B46CGH68,TRTQ,UNITED KINGDOM 0 3/4% IL 34,25/05/2011,22/03/2034,0.75,Variable,GiltsActAct,22/09/2017,13/03/2017,140.40,400,0.815,0.534,0,0,0.01,GBP,GBP,Gilt,UKGT,UKG1,100,25/05/2011,6 month,Clean,ORB,08:00-16:30 GB00B4PTCY75,T62,UNITED KINGDOM 0 3/8% IL 62,26/10/2011,22/03/2062,0.375,Variable,GiltsActAct,22/09/2017,13/03/2017,211.79,400,0.408,0.177,0,0,1,GBP,GBP,Gilt,UKGT,UKG2,100,26/10/2011,6 month,Clean,ORB,08:00-16:30 GB00B4RMG977,TY21,UNITED KINGDOM 3 3/4 TR 21,03/08/2011,07/09/2021,3.75,Fixed,GiltsActAct,07/03/2017,31/08/2016,109.21,596,6.174,3.434,0.961,3.18,0.01,GBP,GBP,Gilt,UKGT,UKG1,100,,6 month,Clean,ORB,08:00-16:30 GB00B4YRFP41,TR19,UNITED KINGDOM TR 3 3/4% 19,08/07/2009,07/09/2019,3.75,Fixed,GiltsActAct,07/03/2017,24/02/2017,104.04,596,6.174,3.604,0.767,1.34,0.01,GBP,GBP,Gilt,UKGT,UKG1,100,,6 month,Clean,ORB,08:00-16:30 GB00B52WS153,TR34,UNITED KINGDOM TR.4 1/2% 34,17/06/2009,07/09/2034,4.5,Fixed,GiltsActAct,07/03/2017,24/02/2017,137.54,596,7.409,3.272,1.834,12.05,0.01,GBP,GBP,Gilt,UKGT,UKG1,100,,6 month,Clean,ORB,08:00-16:30 GB00B54QLM75,TR60,UNITED KINGDOM TR. 4% 60,22/10/2009,22/01/2060,4,Fixed,GiltsActAct,22/01/2017,15/07/2016,166.98,643,6.989,2.396,1.737,23.76,0.01,GBP,GBP,Gilt,UKGT,UKG1,100,,6 month,Clean,ORB,08:00-16:30 GB00B582JV65,TR20,UNITED KINGDOM 3 3/4% 20,10/06/2010,07/09/2020,3.75,Fixed,GiltsActAct,07/03/2017,24/02/2017,106.80,596,6.174,3.511,0.839,2.27,0.01,GBP,GBP,Gilt,UKGT,UKG1,100,,6 month,Clean,ORB,08:00-16:30 GB00B6460505,T40,UNITED KINGDOM 4 1/4% 40,30/06/2010,07/12/2040,4.25,Fixed,GiltsActAct,07/12/2017,29/05/2017,142.25,323,3.751,2.988,1.934,15.32,0.01,GBP,GBP,Gilt,UKGT,UKG1,100,,6 month,Clean,ORB,08:00-16:30 GB00B6RNH572,T52,UNITED KINGDOM 3 3/4% 52,28/09/2011,22/07/2052,3.75,Fixed,GiltsActAct,22/01/2017,15/07/2016,148.46,643,6.552,2.526,1.837,21.15,1,GBP,GBP,Gilt,UKGT,UKG1,100,28/09/2011,6 month,Clean,ORB,08:00-16:30 GB00B73ZYW09,TG52,UNITED KINGDOM 0 1/4% IL 52,26/09/2012,22/03/2052,0.25,Variable,GiltsActAct,22/09/2017,13/03/2017,173.71,400,0.272,0.144,0,0,1,GBP,GBP,Gilt,UKGT,UKG2,100,26/09/2012,6 month,Clean,ORB,08:00-16:30 GB00B7L9SL19,TG22,UNITED KINGDOM 1 3/4% 22,22/06/2012,07/09/2022,1.75,Fixed,GiltsActAct,07/03/2017,24/02/2017,102.74,596,2.881,1.703,1.105,4.21,1,GBP,GBP,Gilt,UKGT,UKG1,100,,6 month,Clean,ORB,08:00-16:30 GB00B7RN0G65,T44,UNITED KINGDOM 0 1/8% IL 44,25/07/2012,22/03/2044,0.125,Variable,GiltsActAct,22/09/2017,13/03/2017,149.69,400,0.136,0.084,0,0,1,GBP,GBP,Gilt,UKGT,UKG1,100,25/07/2012,6 month,Clean,ORB,08:00-16:30 GB00B7Z53659,T23,UNITED KINGDOM TR 2 1/4% 23,12/06/2013,07/09/2023,2.25,Fixed,GiltsActAct,07/03/2017,24/02/2017,105.33,596,3.704,2.136,1.221,5.07,1,GBP,GBP,Gilt,UKGT,UKG1,100,,6 month,Clean,ORB,08:00-16:30 GB00B84Z9V04,TG44,UNITED KINGDOM 3 1/4% 44,24/10/2012,22/01/2044,3.25,Fixed,GiltsActAct,22/01/2017,15/07/2016,126.42,643,5.679,2.571,1.941,18.02,1,GBP,GBP,Gilt,UKGT,UKG1,100,,6 month,Clean,ORB,08:00-16:30 GB00B85SFQ54,TR24,UNITED KINGDOM 0 1/8 IL TR 24,12/10/2012,22/03/2024,0.125,Variable,GiltsActAct,22/09/2017,13/03/2017,111.06,400,0.136,0.113,0,0,1,GBP,GBP,Gilt,UKGT,UKG1,100,12/10/2012,6 month,Clean,ORB,08:00-16:30 GB00B8KP6M44,TR18,UNITED KINGDOM 1 1/4% 18,15/02/2013,22/07/2018,1.25,Fixed,GiltsActAct,22/01/2017,15/07/2016,100.16,643,2.184,1.248,-7.105,0.24,1,GBP,GBP,Gilt,UKGT,UKG1,100,,6 month,Clean,ORB,08:00-16:30 GB00BBDR7T29,TG19,UNITED KINGDOM 0 1/8% IL TG 19,21/08/2013,22/11/2019,0.125,Variable,GiltsActAct,22/11/2017,15/11/2017,104.03,339,0.115,0.12,0,0,1,GBP,GBP,Gilt,UKGT,UKG1,100,21/08/2013,6 month,Clean,ORB,08:00-16:30 GB00BBJNQY21,TR68,UNITED KINGDOM 3 1/2% TR GT 68,26/06/2013,22/07/2068,3.5,Fixed,GiltsActAct,22/01/2017,15/07/2016,160.00,643,6.115,2.188,1.714,27.68,1,GBP,GBP,Gilt,UKGT,UKG1,100,,6 month,Clean,ORB,08:00-16:30 GB00BD0PCK97,TY22,UNITED KINGDOM 0 1/2% 22,03/08/2016,22/07/2022,0.5,Fixed,GiltsActAct,22/01/2017,12/01/2017,97.51,643,0.874,0.513,1.103,4.2,100,GBP,GBP,Gilt,UKGT,UKG1,100,,6 month,Clean,ORB,08:00-16:30 GB00BD0XH204,TG57,UNITED KINGDOM 1 3/4% TG 57,25/01/2017,22/07/2057,3.5,Fixed,GiltsActAct,22/07/2017,22/07/2017,99.65,459,4.438,3.512,3.517,21.35,0.01,GBP,GBP,Gilt,UKGT,UKG1,100,,6 month,Clean,ORB,08:00-16:30 GB00BD9MZZ71,TR65,UNITED KINGDOM 0 1/8% 65,24/02/2016,22/11/2065,0.25,Fixed,GiltsActAct,22/11/2017,15/11/2017,208.98,339,0.23,0.12,-1.368,44.93,100,GBP,GBP,Gilt,UKGT,UKG1,100,,6 month,Clean,ORB,08:00-16:30 GB00BDCHBW80,TG47,UNITED KINGDOM 1 1/2% TG 47,21/09/2016,22/07/2047,1.5,Fixed,GiltsActAct,22/01/2017,22/01/2017,90.62,643,2.621,1.655,1.921,23.55,100,GBP,GBP,Gilt,UKGT,UKG1,100,,6 month,Clean,ORB,08:00-16:30 GB00BDV0F150,TS19,UNITED KINGDOM 1 3/4% 19,22/11/2013,22/07/2019,1.75,Fixed,GiltsActAct,22/01/2017,15/07/2016,101.20,643,3.058,1.729,0.776,1.23,1,GBP,GBP,Gilt,UKGT,UKG1,100,,6 month,Clean,ORB,08:00-16:30 GB00BDX8CX86,T68,UNITED KINGDOM 0 1/8% IL TG 68,25/09/2013,22/03/2068,0.25,Variable,GiltsActAct,22/09/2017,13/03/2017,218.56,400,0.272,0.114,0,0,1,GBP,GBP,Gilt,UKGT,UKG1,100,25/09/2013,6 month,Clean,ORB,08:00-16:30 GB00BHBFH458,T24,UNITED KINGDOM 2 3/4% TR 24,12/03/2014,07/09/2024,2.75,Fixed,GiltsActAct,07/09/2014,07/09/2014,108.87,1511,11.291,2.526,1.293,5.86,100,GBP,GBP,Gilt,UKGT,UKG1,100,,6 month,Clean,ORB,08:00-16:30 GB00BN65R198,T20,UNITED KINGDOM 2% 20,03/09/2014,22/07/2020,2,Fixed,GiltsActAct,22/01/2017,15/07/2016,102.47,643,3.495,1.952,0.884,2.19,1,GBP,GBP,Gilt,UKGT,UKG1,100,,6 month,Clean,ORB,08:00-16:30 GB00BN65R313,T45,UNITED KINGDOM 3 1/2% 45,25/06/2014,22/01/2045,3.5,Fixed,GiltsActAct,22/01/2015,11/01/2015,131.88,1374,13.068,2.654,1.962,18.17,1,GBP,GBP,Gilt,UKGT,UKG1,100,,6 month,Clean,ORB,08:00-16:30 GB00BP9DLZ64,T58,UNITED KINGDOM 0 1/8% 58,30/07/2014,22/03/2058,0.125,Fixed,GiltsActAct,22/09/2017,13/03/2017,183.77,400,0.136,0.068,-1.426,38.95,1,GBP,GBP,Gilt,UKGT,UKG1,100,30/07/2014,6 month,Clean,ORB,08:00-16:30 GB00BTHH2R79,T25,UNITED KINGDOM 2% 25,20/03/2015,07/09/2025,2,Fixed,GiltsActAct,07/03/2017,24/02/2017,104.50,596,3.293,1.914,1.356,6.87,1,GBP,GBP,Gilt,UKGT,UKG1,100,,6 month,Clean,ORB,08:00-16:30 GB00BYMWG366,TR46,UNITED KINGDOM 0 1/8% 46,24/06/2015,22/03/2046,0.125,Variable,GiltsActAct,22/09/2017,13/03/2017,153.35,400,0.136,0.082,0,0,1,GBP,GBP,Gilt,UKGT,UKG1,100,24/06/2015,6 month,Clean,ORB,08:00-16:30 GB00BYVP4K94,TR56,UNITED KINGDOM 0 1/8% TR 56,30/11/2016,22/11/2056,0.25,Fixed,GiltsActAct,22/11/2017,15/11/2017,179.81,339,0.23,0.139,-1.328,36.8,0.01,GBP,GBP,Gilt,UKGT,UKG1,100,,6 month,Clean,ORB,08:00-16:30 GB00BYY5F144,TR26,UNITED KINGDOM 0 1/8% 26,16/07/2015,22/03/2026,0.125,Variable,GiltsActAct,22/09/2017,13/03/2017,113.95,400,0.136,0.11,0,0,1,GBP,GBP,Gilt,UKGT,UKG1,100,16/07/2015,6 month,Clean,ORB,08:00-16:30 GB00BYY5F581,TG21,UNITED KINGDOM 1 1/2% TG 21,03/09/2015,22/01/2021,1.5,Fixed,GiltsActAct,22/01/2017,15/07/2016,101.50,643,2.621,1.478,0.944,2.69,100,GBP,GBP,Gilt,UKGT,UKG1,100,,6 month,Clean,ORB,08:00-16:30 GB00BYYMZX75,TG65,UNITED KINGDOM 2 1/2% TG 65,21/10/2015,22/07/2065,2.5,Fixed,GiltsActAct,22/01/2017,15/07/2016,125.23,643,4.368,1.996,1.718,29.18,100,GBP,GBP,Gilt,UKGT,UKG1,100,,6 month,Clean,ORB,08:00-16:30 GB00BYZW3G56,TG26,UNITED KINGDOM 1 1/2% TG 26,18/02/2016,22/07/2026,1.5,Fixed,GiltsActAct,22/01/2017,15/07/2016,100.33,643,2.621,1.495,1.457,7.75,100,GBP,GBP,Gilt,UKGT,UKG1,100,,6 month,Clean,ORB,08:00-16:30 GB00BYZW3J87,TG36,UNITED KINGDOM 0 1/8% 36,11/03/2016,22/11/2036,0.25,Fixed,GiltsActAct,22/11/2017,15/11/2017,134.54,339,0.23,0.186,-1.376,18.14,100,GBP,GBP,Gilt,UKGT,UKG1,100,,6 month,Clean,ORB,08:00-16:30 GB00BZB26Y51,TG37,UNITED KINGDOM 1 3/4% TG 37,09/11/2016,07/09/2037,3.5,Fixed,GiltsActAct,03/01/2018,27/12/2017,97.45,297,2.825,3.592,3.686,14.11,100,GBP,GBP,Gilt,UKGT,UKG1,100,,6 month,Clean,ORB,08:00-16:30 XS0043098127,94HJ,LLOYDS BANK PLC LLOYDS BK.9E5%,06/04/1993,06/04/2023,9.625,Fixed,European30E360Isma,06/10/2017,31/12/2099,131.03,564,15.079,7.346,2.801,4.17,1000,GBP,GBP,CorporateBond,UKCP,UKC3,100,,12 month,Clean,ORB,08:00-16:30 XS0052067583,33GL,BRITISH TELECOMMUNICATIONS PLC BR.TEL.8FE%,23/08/1994,26/03/2020,8.625,Fixed,European30E360Isma,26/03/2018,31/12/2099,113.16,394,9.44,7.622,1.561,1.83,1000,GBP,GBP,CorporateBond,UKCP,UKC2,100,,12 month,Clean,ORB,08:00-16:30 XS0085732716,48LK,HAMMERSON PLC HAMMERSON 7Q%28,21/04/1998,21/04/2028,7.25,Fixed,European30E360Isma,21/04/2018,31/12/2099,135.80,369,7.431,5.339,3.036,7.61,1000,GBP,GBP,CorporateBond,UKCP,UKC3,100,,12 month,Clean,ORB,08:00-16:30 XS0088317853,BR06,HSBC BANK PLC HSBC BK.6.5%NT2,07/07/1998,07/07/2023,6.5,Fixed,European30E360Isma,07/07/2018,31/12/2099,119.45,293,5.29,5.442,2.457,4.37,1000,GBP,GBP,CorporateBond,UKCP,UKC3,100,,12 month,Clean,ORB,08:00-16:30 XS0089553282,40LV,ANGLIAN WATER SERVICES FINANCING PLC ANGLIANWTR6.875,21/08/1998,21/08/2023,6.625,Fixed,European30E360Isma,19/08/2018,31/12/2099,125.30,251,4.619,5.287,1.612,4.48,1000,GBP,GBP,CorporateBond,UKCP,UKC3,100,,12 month,Clean,ORB,08:00-16:30 XS0093004736,92NE,SAFEWAY PLC SAFEWAY 6.125%,17/12/1998,17/12/2018,6.125,Fixed,European30E360Isma,16/12/2017,31/12/2099,103.51,494,8.405,5.918,-8.198,0.63,1000,GBP,GBP,CorporateBond,UKCP,UKC3,100,,12 month,Clean,ORB,08:00-16:30 XS0094475802,83NL,SEVERN TRENT UTILITIES FINANCE PLC SEVERN T.6E%,26/02/1999,26/02/2024,6.125,Fixed,European30E360Isma,26/02/2018,31/12/2099,121.18,424,7.214,5.055,2.208,5.04,1000,GBP,GBP,CorporateBond,UKCP,UKC3,100,,12 month,Clean,ORB,08:00-16:30 XS0095371638,BC18,SSE PLC SSE.5.875%,22/03/1999,22/09/2022,5.875,Fixed,European30E360Isma,22/09/2017,31/12/2099,117.43,578,9.433,5.003,1.72,3.88,1000,GBP,GBP,CorporateBond,UKCP,UKC3,100,,12 month,Clean,ORB,08:00-16:30 XS0097283096,72NS,BRITISH TELECOMMUNICATIONS PLC BR.TEL.5T%BDS28,18/05/1999,07/12/2028,5.75,Fixed,European30E360Isma,07/12/2017,31/12/2099,123.86,503,8.034,4.643,3.077,8.18,1000,GBP,GBP,CorporateBond,UKCP,UKC2,100,,12 month,Clean,ORB,08:00-16:30 XS0097777253,41NW,SEVERN TRENT UTILITIES FINANCE PLC SEVERN T.6Q%BD,07/06/1999,07/06/2029,6.25,Fixed,European30E360Isma,07/06/2018,31/12/2099,132.95,323,5.608,4.701,2.763,8.11,1000,GBP,GBP,CorporateBond,UKCP,UKC3,100,,12 month,Clean,ORB,08:00-16:30 XS0103214762,31OL,GKN HOLDINGS PLC GKN 6.75% BDS19,29/10/1999,28/10/2019,6.75,Fixed,European30E360Isma,28/10/2017,31/12/2099,107.25,542,10.163,6.294,1.781,1.43,1000,GBP,GBP,CorporateBond,UKCP,UKC3,100,,12 month,Clean,ORB,08:00-16:30 XS0105244585,40OS,TESCO PLC TESCO 6%NT29,14/12/1999,14/12/2029,6,Fixed,European30E360Isma,14/12/2017,31/12/2099,122.58,496,8.267,4.895,3.587,8.67,1000,GBP,GBP,CorporateBond,UKCP,UKC3,100,,12 month,Clean,ORB,08:00-16:30 XS0107099466,BO46,SEGRO PLC SEGRO.6.75,23/02/2000,23/02/2024,6.75,Fixed,European30E360Isma,23/12/2017,31/12/2099,124.05,307,5.756,5.441,2.305,4.88,1000,GBP,GBP,CorporateBond,UKCP,UKC3,100,,6 month,Clean,ORB,08:00-16:30 XS0121464779,71PP,LEGAL & GENERAL FINANCE PLC LEG&GEN.5.875%,11/12/2000,11/12/2031,5.875,Fixed,European30E360Isma,11/12/2017,31/12/2099,132.87,319,5.206,4.422,2.929,9.67,1000,GBP,GBP,CorporateBond,UKCP,UKC3,100,,6 month,Clean,ORB,08:00-16:30 XS0134886067,AA18,BARCLAYS BANK PLC BARCLAYS.5.75%,14/09/2001,14/09/2026,5.75,Fixed,ActActIsma,14/09/2017,31/12/2099,116.05,593,9.342,4.955,3.502,6.7,1000,GBP,GBP,CorporateBond,UKCP,UKC3,100,,12 month,Clean,ORB,08:00-16:30 XS0138717441,AE57,AVIVA PLC AVIVA 6.125%36£,14/11/2001,14/11/2036,6.125,Fixed,ActActIsma,14/11/2017,31/12/2099,115.03,532,8.927,5.325,4.873,11.61,10000,GBP,GBP,CorporateBond,UKCP,UKC3,100,,12 month,Clean,ORB,08:00-16:30 XS0140516864,AG99,GLAXOSMITHKLINE CAPITAL PLC GLAXOSMSC 5.25%,19/12/2001,19/12/2033,5.25,Fixed,ActActIsma,19/12/2017,31/12/2099,130.15,315,9.037,4.034,2.847,11.01,1000,GBP,GBP,CorporateBond,UKCP,UKC2,100,,6 month,Clean,ORB,08:00-16:30 XS0148889420,84YJ,LONDON POWER NETWORKS PLC LONDON POW.27,07/06/2002,07/06/2027,6.125,Fixed,ActActIsma,07/06/2018,31/12/2099,127.13,327,5.487,4.818,2.72,6.99,1000,GBP,GBP,CorporateBond,UKCP,UKC3,100,,12 month,Clean,ORB,08:00-16:30 XS0158715713,VO32,VODAFONE GROUP PLC VODAFONE 5.90%,26/11/2002,26/11/2032,5.9,Fixed,ActActIsma,26/11/2017,31/12/2099,129.23,520,8.405,4.566,3.333,10.25,1000,GBP,GBP,CorporateBond,UKCP,UKC2,100,,12 month,Clean,ORB,08:00-16:30 XS0159013068,31CL,TESCO PLC TESCO5.50% NT19,13/12/2002,13/12/2019,5.5,Fixed,ActActIsma,13/12/2017,31/12/2099,107.25,503,7.579,5.128,0.969,1.57,1000,GBP,GBP,CorporateBond,UKCP,UKC2,100,,12 month,Clean,ORB,08:00-16:30 XS0159728236,47UV,UNITED UTILITIES WATER LIMITED UTD WTR.5.625%,20/12/2002,20/12/2027,5.625,Fixed,ActActIsma,20/12/2017,31/12/2099,126.31,496,7.644,4.454,2.516,7.66,1000,GBP,GBP,CorporateBond,UKCP,UKC3,100,,12 month,Clean,ORB,08:00-16:30 XS0163019143,47VU,EI GROUP PLC EI GRP 2018,06/03/2003,06/12/2018,6.5,Fixed,ActAct,06/12/2017,31/12/2099,102.00,328,5.825,6.373,3.112,0.59,1000,GBP,GBP,CorporateBond,UKCP,UKC2,100,,6 month,Clean,ORB,08:00-16:30 XS0168054673,39OI,UNITED UTILITIES WATER LIMITED UTD WTR. 5.375%,14/05/2003,14/05/2018,5.375,Fixed,ActActIsma,15/05/2017,31/12/2099,101.08,715,10.529,5.318,-145.626,0.04,1000,GBP,GBP,CorporateBond,UKCP,UKC3,100,,12 month,Clean,ORB,08:00-16:30 XS0170485204,80VA,DAILY MAIL & GENERAL TRUST PLC DMGT.5.75%18,26/06/2003,07/12/2018,5.75,Fixed,ActActIsma,07/12/2017,31/12/2099,102.45,509,8.018,5.612,-7.054,0.61,1000,GBP,GBP,CorporateBond,UKCP,UKC3,100,,12 month,Clean,ORB,08:00-16:30 XS0174470764,35LS,HSBC BANK PLC HSBC BK.5.375%,22/08/2003,22/08/2033,5.375,Fixed,ActActIsma,22/08/2018,31/12/2099,123.98,251,3.696,4.335,3.346,10.73,1000,GBP,GBP,CorporateBond,UKCP,UKC3,100,,12 month,Clean,ORB,08:00-16:30 XS0178489844,68OP,WESSEX WATER SERVICES FINANCE PLC WESSEX W.S.5.75,15/10/2003,14/10/2033,5.75,Fixed,ActActIsma,14/10/2017,31/12/2099,136.65,563,8.869,4.208,2.796,10.76,1000,GBP,GBP,CorporateBond,UKCP,UKC3,100,,12 month,Clean,ORB,08:00-16:30 XS0179346274,56GP,SEGRO PLC SEGRO 6%19,19/11/2003,30/09/2019,6,Fixed,ActAct,30/09/2017,31/12/2099,106.71,396,6.457,5.623,1.216,1.37,1000,GBP,GBP,CorporateBond,UKCP,UKC3,100,,6 month,Clean,ORB,08:00-16:30 XS0180407602,31ML,IMPERIAL BRANDS FINANCE PLC IMP.BR.FIN.6Q,04/12/2003,04/12/2018,6.25,Fixed,ActActIsma,04/12/2017,31/12/2099,103.20,512,8.767,6.056,-8.549,0.6,1000,GBP,GBP,CorporateBond,UKCP,UKC2,100,,12 month,Clean,ORB,08:00-16:30 XS0181013607,80ZX,FIRSTGROUP PLC FIRSTGROUP6.125,19/12/2003,18/01/2019,6.125,Fixed,ActActIsma,18/01/2017,31/12/2099,103.28,833,13.94,5.93,-13.172,0.72,1000,GBP,GBP,CorporateBond,UKCP,UKC3,100,,12 month,Clean,ORB,08:00-16:30 XS0181816652,VO25,VODAFONE GROUP PLC VODAFONE NTS25,04/12/2003,04/12/2025,5.625,Fixed,ActActIsma,04/12/2017,31/12/2099,120.50,512,7.89,4.668,2.612,6.3,1000,GBP,GBP,CorporateBond,UKCP,UKC2,100,,12 month,Clean,ORB,08:00-16:30 XS0182188366,48CT,B.A.T. INTERNATIONAL FINANCE PLC B.A.T.IF6.375%,12/12/2003,12/12/2019,6.375,Fixed,ActActIsma,12/12/2017,31/12/2099,107.80,504,8.803,5.914,1.459,1.56,1000,GBP,GBP,CorporateBond,UKCP,UKC3,100,,12 month,Clean,ORB,08:00-16:30 XS0184639895,72VH,HAMMERSON PLC HAMMERSON 6%26,23/02/2004,23/02/2026,6,Fixed,ActActIsma,23/02/2018,31/12/2099,121.25,431,7.085,4.948,2.919,6.45,1000,GBP,GBP,CorporateBond,UKCP,UKC3,100,,12 month,Clean,ORB,08:00-16:30 XS0187202303,52GO,EASTERN POWER NETWORKS PLC EAST.POWER5.75%,17/12/2004,08/03/2024,5.75,Fixed,ActActIsma,08/03/2018,01/03/2018,118.50,418,6.585,4.852,2.331,5.12,1000,GBP,GBP,CorporateBond,UKCP,UKC3,100,,12 month,Clean,ORB,08:00-16:30 XS0189013823,81CE,LEGAL & GENERAL GROUP PLC LEGAL&GEN.5.875,30/03/2004,31/12/2099,5.875,Fixed,ActAct,25/09/2017,18/09/2017,103.75,401,6.402,5.663,5.66,17.63,1000,GBP,GBP,CorporateBond,UKCP,UKC3,100,,6 month,Clean,ORB,08:00-16:30 XS0214275785,64XX,WESSEX WATER SERVICES FINANCE PLC WESSEX 5.375%,10/03/2005,10/03/2028,5.375,Fixed,ActAct,12/03/2018,31/12/2099,123.83,414,6.097,4.341,2.603,7.94,1000,GBP,GBP,CorporateBond,UKCP,UKC2,100,,12 month,Clean,ORB,08:00-16:30 XS0221324154,52VE,SEGRO PLC SEGRO.5.75,20/06/2005,20/06/2035,5.75,Fixed,ActActIsma,20/06/2018,31/12/2099,136.28,314,4.947,4.219,3.009,11.37,1000,GBP,GBP,CorporateBond,UKCP,UKC3,100,,12 month,Clean,ORB,08:00-16:30 XS0222434200,52VC,STANDARD CHARTERED BANK STAN.CH.BK5.375,17/06/2005,31/12/2099,5.375,Fixed,ActAct,14/07/2018,31/12/2099,105.33,290,4.271,5.103,5.097,19.87,1000,GBP,GBP,CorporateBond,UKCP,UKC2,100,,12 month,Clean,ORB,08:00-16:30 XS0297507773,83IR,GE CAPITAL UK FUNDING UNLIMITED COMPANY GE CAP.UK5.625%,25/04/2007,25/04/2019,5.625,Fixed,ActActIsma,25/04/2018,31/12/2099,104.23,370,5.702,5.397,-3.972,0.99,1000,GBP,GBP,CorporateBond,UKCP,UKC3,100,,12 month,Clean,ORB,08:00-16:30 XS0340495216,92VF,GE CAPITAL UK FUNDING UNLIMITED COMPANY GE CAP.UK 33,17/01/2008,18/01/2033,5.875,Fixed,ActActIsma,18/01/2017,31/12/2099,130.25,833,13.371,4.511,3.254,10.42,1000,GBP,GBP,CorporateBond,UKCP,UKC3,100,,12 month,Clean,ORB,08:00-16:30 XS0381559979,34MD,GE CAPITAL UK FUNDING UNLIMITED COMPANY GE CAP.UK 18,06/08/2008,06/08/2018,6.75,Fixed,ActAct,06/08/2018,31/12/2099,101.68,267,4.938,6.638,0.462,0.27,1000,GBP,GBP,CorporateBond,UKCP,UKC2,100,,12 month,Clean,ORB,08:00-16:30 XS0496412064,PFG7,PROVIDENT FINANCIAL PLC PROVIDENT 7.00%,14/04/2010,14/04/2020,7,Fixed,ActAct,16/10/2017,31/12/2099,103.76,379,7.249,6.747,4.96,1.86,1,GBP,GBP,CorporateBond,UKCP,UKC3,100,,6 month,Clean,ORB,08:00-16:30 XS0503834821,61MP,LLOYDS BANK PLC LLOYDS BK. 25,20/04/2010,22/04/2025,7.625,Fixed,ActAct,22/10/2017,31/12/2099,130.25,373,7.771,5.854,2.819,5.61,1000,GBP,GBP,CorporateBond,UKCP,UKC3,100,,6 month,Clean,ORB,08:00-16:30 XS0543369184,96QO,LLOYDS BANK PLC LLOYDS BK.40,17/09/2010,17/09/2040,6.5,Fixed,ActActIsma,17/09/2017,31/12/2099,152.38,590,10.507,4.266,3.189,13.27,1000,GBP,GBP,CorporateBond,UKCP,UKC2,100,,12 month,Clean,ORB,08:00-16:30 XS0591029409,TS52,TESCO PERSONAL FINANCE PLC TESCO PF 5.2%,21/02/2011,24/08/2018,5.2,Fixed,ActAct,25/12/2017,31/12/2099,100.98,309,4.39,5.15,-8.295,0.32,100,GBP,GBP,CorporateBond,UKCP,UKC2,100,,6 month,Clean,ORB,08:00-16:30 XS0678522490,NG1Q,NATIONAL GRID PLC NAT.GRID BD 21,30/09/2011,06/10/2021,1.25,Variable,ActActIsma,06/10/2017,31/12/2099,122.90,389,2.657,1.017,0,0,100,GBP,GBP,CorporateBond,UKCP,UKC2,100,,6 month,Clean,ORB,08:00-16:30 XS0710391532,TS1L,TESCO PERSONAL FINANCE PLC TESCO PF 1%,12/12/2011,16/12/2019,1,Variable,ActActIsma,16/12/2017,31/12/2099,116.63,318,1.738,0.857,0,0,100,GBP,GBP,CorporateBond,UKCP,UKC2,100,,6 month,Clean,ORB,08:00-16:30 XS0716336325,ICG7,INTERMEDIATE CAPITAL GROUP PLC INT.CAP.GRP,19/12/2011,21/12/2018,7,Fixed,ActActIsma,21/12/2017,31/12/2099,102.85,313,11.973,6.806,2.496,0.63,100,GBP,GBP,CorporateBond,UKCP,UKC2,100,,6 month,Clean,ORB,08:00-16:30 XS0731910765,PFP1,PLACES FOR PEOPLE CAPITAL MARKETS PLC PLACES PEO 1%,26/01/2012,31/01/2022,1,Variable,ActActIsma,30/12/2017,31/12/2099,119.88,304,1.661,0.834,0,0,100,GBP,GBP,CorporateBond,UKCP,UKC2,100,,6 month,Clean,ORB,08:00-16:30 XS0780063235,TSC5,TESCO PERSONAL FINANCE PLC TESCO PF 5%,21/05/2012,21/11/2020,5,Fixed,ActActIsma,21/11/2017,31/12/2099,105.06,344,9.348,4.759,2.934,2.38,100,GBP,GBP,CorporateBond,UKCP,UKC2,100,,6 month,Clean,ORB,08:00-16:30 XS0795445823,PHP1,PRIMARY HEALTH PROPERTIES PLC PRIMARY HLTH 19,24/07/2012,23/07/2019,5.375,Fixed,ActAct,23/01/2018,31/12/2099,103.51,281,4.104,5.193,2.466,1.19,100,GBP,GBP,CorporateBond,UKCP,UKC2,100,,6 month,Clean,ORB,08:00-16:30 XS0796078193,SVTL,SEVERN TRENT PLC SEVERN T.22,11/07/2012,11/07/2022,1.3,Variable,ActActIsma,11/01/2018,31/12/2099,122.25,293,2.07,1.063,0,0,100,GBP,GBP,CorporateBond,UKCP,UKC2,100,,6 month,Clean,ORB,08:00-16:30 XS0805454872,IC55,NEX GROUP PLC NEX GROUP 5.50%,24/07/2012,31/07/2018,5.5,Fixed,ActActIsma,30/12/2017,31/12/2099,100.50,304,9.137,5.473,-8.778,0.25,100,GBP,GBP,CorporateBond,UKCP,UKC3,100,,6 month,Clean,ORB,08:00-16:30 XS0818634668,ICG2,INTERMEDIATE CAPITAL GROUP PLC INT.CAP.GRP20,20/09/2012,19/09/2020,6.25,Fixed,ActActIsma,19/12/2017,31/12/2099,107.90,315,10.758,5.792,2.802,2.24,100,GBP,GBP,CorporateBond,UKCP,UKC2,100,,6 month,Clean,ORB,08:00-16:30 XS0820711215,CLS1,CLS HOLDINGS PLC CLS HDGS 19,12/09/2012,31/12/2019,5.5,Fixed,Act365Isma,30/12/2017,31/12/2099,104.28,304,4.581,5.274,2.856,1.59,100,GBP,GBP,CorporateBond,UKCP,UKC2,100,,6 month,Clean,ORB,08:00-16:30 XS0827693663,BE01,BEAZLEY IRELAND HOLDINGS PLC BEAZLEY 5.375%,20/09/2012,25/09/2019,5.375,Fixed,ActAct,25/09/2017,31/12/2099,103.96,401,5.857,5.171,2.486,1.36,100,GBP,GBP,CorporateBond,UKCP,UKC1,100,,6 month,Clean,ORB,08:00-16:30 XS0832324981,WKP1,WORKSPACE GROUP PLC WORKSPACE 6%,10/10/2012,09/10/2019,6,Fixed,ActAct,11/09/2017,31/12/2099,104.53,415,6.766,5.74,2.773,1.4,100,GBP,GBP,CorporateBond,UKCP,UKC1,100,,6 month,Clean,ORB,08:00-16:30 XS0841076465,SMP1,ST.MODWEN PROPERTIES PLC ST.MODWEN 19,08/11/2012,07/11/2019,6.25,Fixed,ActAct,07/11/2017,31/12/2099,106.00,358,6.08,5.896,2.212,1.43,100,GBP,GBP,CorporateBond,UKCP,UKC1,100,,6 month,Clean,ORB,08:00-16:30 XS0846486040,LSE1,LONDON STOCK EXCHANGE GROUP PLC LON.STK.EX21,05/11/2012,02/11/2021,4.75,Fixed,ActActIsma,02/11/2017,31/12/2099,110.26,363,9.371,4.308,1.723,3.2,100,GBP,GBP,CorporateBond,UKCP,UKC2,100,,6 month,Clean,ORB,08:00-16:30 XS0853358801,ALP1,ALPHA PLUS HOLDINGS PLC ALPHA PLUS 19,19/12/2012,18/12/2019,5.75,Fixed,ActActIsma,16/12/2017,31/12/2099,104.05,318,9.992,5.526,3.185,1.55,100,GBP,GBP,CorporateBond,UKCP,UKC2,100,,6 month,Clean,ORB,08:00-16:30 XS0856594642,UTG1,UNITE GROUP PLC UNITE GRP 20,12/12/2012,12/06/2020,6.125,Fixed,ActAct,11/12/2017,31/12/2099,106.90,323,5.405,5.73,2.748,1.97,100,GBP,GBP,CorporateBond,UKCP,UKC1,100,,6 month,Clean,ORB,08:00-16:30 XS0859261520,TPR1,TP ICAP PLC TP ICAP 5.25%,11/12/2012,11/06/2019,5.25,Fixed,ActActIsma,11/12/2017,31/12/2099,103.43,323,9.266,5.076,2.12,1.08,100,GBP,GBP,CorporateBond,UKCP,UKC3,100,,6 month,Clean,ORB,08:00-16:30 XS0058209106,93GR,EASTERN GROUP EAST.GP.8H%2025,05/07/1995,31/03/2025,8.5,Fixed,European30E360Isma,31/03/2018,31/12/2099,138.08,389,9.185,6.156,2.448,5.56,1000,GBP,GBP,CorporateBond,UKCP,UKC3,100,,12 month,Clean,ORB,08:00-16:30 XS0083544212,BC41,PRUDENTIAL PLC PRU.6 7/8%2023,20/01/1998,20/01/2023,6.875,Fixed,European30E360Isma,20/01/2017,31/12/2099,123.28,820,15.66,5.577,1.7,4.14,1000,GBP,GBP,CorporateBond,UKCP,UKC3,100,,12 month,Clean,ORB,08:00-16:30 XS0880578728,ENQ1,ENQUEST PLC ENQ 22 £PIK TOG,15/02/2013,15/02/2022,5.5,Fixed,ActAct,15/01/2018,31/12/2099,92.88,289,4.319,5.922,7.695,3.44,100,GBP,GBP,CorporateBond,UKCP,UKD1,100,,6 month,Clean,ORB,08:00-16:30 XS0891023086,PAG1,PARAGON BANKING GROUP PLC PARAGON GP20,25/02/2013,05/12/2020,6,Fixed,ActActIsma,05/03/2018,31/12/2099,106.00,237,7.856,5.66,3.561,2.39,100,GBP,GBP,CorporateBond,UKCP,UKC2,100,,6 month,Clean,ORB,08:00-16:30 XS0900863084,PF21,PROVIDENT FINANCIAL PLC PROV.FIN6%21,27/03/2013,27/09/2021,6,Fixed,ActActIsma,27/09/2017,31/12/2099,98.21,399,13.011,6.11,6.594,3.12,100,GBP,GBP,CorporateBond,UKCP,UKC3,100,,6 month,Clean,ORB,08:00-16:30 XS0975865949,A2D1,A2D FUNDING PLC A2D FUND. 22,21/10/2013,18/10/2022,4.75,Fixed,ActAct,18/04/2015,31/12/2099,109.38,1290,16.834,4.343,2.518,4.08,100,GBP,GBP,CorporateBond,UKCP,UKC1,100,,6 month,Clean,ORB,08:00-16:30 XS0997703250,PMO1,PREMIER OIL PLC PREMIER OIL21,06/12/2013,11/12/2020,5,Fixed,ActActIsma,11/12/2017,31/12/2099,99.63,323,8.825,5.019,5.151,2.44,100,GBP,GBP,CorporateBond,UKCP,UKC3,100,,6 month,Clean,ORB,08:00-16:30 XS1018830270,PAG2,PARAGON BANKING GROUP PLC PARGN 6.125%,24/01/2014,30/01/2022,6.125,Fixed,ActActIsma,30/12/2017,31/12/2099,107.00,304,10.175,5.724,4.091,3.36,100,GBP,GBP,CorporateBond,UKCP,UKC2,100,,6 month,Clean,ORB,08:00-16:30 XS1066478014,LAD2,LADBROKES GROUP FINANCE PLC LADBROKES GP.22,05/06/2014,16/09/2022,5.125,Fixed,ActAct,18/09/2017,31/12/2099,105.78,408,5.682,4.845,3.683,3.96,100,GBP,GBP,CorporateBond,UKCP,UKC1,100,,6 month,Clean,ORB,08:00-16:30 XS1066485902,MCAP,RETAIL CHARITY BONDS PLC RETAIL CB21,15/07/2014,29/07/2021,4.375,Fixed,ActActIsma,29/01/2018,31/12/2099,107.50,275,6.539,4.07,1.979,3.03,100,GBP,GBP,CorporateBond,UKCP,UKCH,100,,6 month,Clean,ORB,08:00-16:30 XS1088905093,BUR1,BURFORD CAPITAL PLC BURFORD 22,30/07/2014,19/08/2022,6.5,Fixed,ActActIsma,19/01/2018,31/12/2099,110.31,285,10.068,5.893,3.877,3.79,100,GBP,GBP,CorporateBond,UKCP,UKC2,100,,6 month,Clean,ORB,08:00-16:30 XS1103286305,A2D2,A2D FUNDING II PLC A2D FUND.26,01/10/2014,30/09/2026,4.5,Fixed,ActAct,30/09/2017,31/12/2099,110.51,396,4.842,4.072,3.074,7.1,100,GBP,GBP,CorporateBond,UKCP,UKC1,100,,6 month,Clean,ORB,08:00-16:30 XS1112834608,ERO1,EROS INTERNATIONAL PLC EROS INT 21,16/10/2014,15/10/2021,6.5,Fixed,ActAct,16/10/2017,31/12/2099,82.45,379,6.731,7.884,12.952,3.14,2000,GBP,GBP,CorporateBond,UKCP,UKC3,100,,6 month,Clean,ORB,08:00-16:30 XS1200576699,ICG3,INTERMEDIATE CAPITAL GROUP PLC INT.CAP.GRP23,11/03/2015,24/03/2023,5,Fixed,ActActIsma,25/09/2017,31/12/2099,106.58,401,10.897,4.691,3.525,4.39,1000,GBP,GBP,CorporateBond,UKCP,UKC2,100,,6 month,Clean,ORB,08:00-16:30 XS1200788369,HTOP,RETAIL CHARITY BONDS PLC RETAIL CB25,20/04/2015,30/04/2025,4.4,Fixed,ActAct,30/10/2017,31/12/2099,105.15,365,4.388,4.184,3.562,6.11,100,GBP,GBP,CorporateBond,UKCP,UKCH,100,,6 month,Clean,ORB,08:00-16:30 XS1209091856,66WS,PROVIDENT FINANCIAL PLC PROV.FIN 23,09/04/2015,09/10/2023,5.125,Fixed,ActActIsma,09/10/2017,31/12/2099,97.33,386,10.81,5.266,5.703,4.8,100,GBP,GBP,CorporateBond,UKCP,UKC3,100,,6 month,Clean,ORB,08:00-16:30 XS1221940510,WAS1,WASPS FINANCE PLC WASPS 22,07/05/2015,13/05/2022,6.5,Fixed,ActAct,11/05/2017,31/12/2099,101.00,535,9.606,6.436,6.215,3.51,100,GBP,GBP,CorporateBond,UKCP,UKC2,100,,6 month,Clean,ORB,08:00-16:30 XS1275325758,PAG3,PARAGON BANKING GROUP PLC PARAGON GP24,28/08/2015,28/08/2024,6,Fixed,ActActIsma,08/09/2017,31/12/2099,109.03,418,13.63,5.503,4.352,5.32,100,GBP,GBP,CorporateBond,UKCP,UKC2,100,,6 month,Clean,ORB,08:00-16:30 XS1379593566,ALP2,ALPHA PLUS HOLDINGS PLC ALPHA PLUS24,24/03/2016,31/03/2024,5,Fixed,ActActIsma,30/09/2017,31/12/2099,106.15,396,10.761,4.71,3.828,5.18,100,GBP,GBP,CorporateBond,UKCP,UKC3,100,,6 month,Clean,ORB,08:00-16:30 XS1386668591,CAF1,RETAIL CHARITY BONDS PLC RETAIL CB26,04/04/2016,12/04/2026,5,Fixed,ActActIsma,12/10/2017,31/12/2099,112.00,383,10.464,4.464,3.273,6.67,100,GBP,GBP,CorporateBond,UKCP,UKCH,100,,6 month,Clean,ORB,08:00-16:30 XS1391063424,BUR2,BURFORD CAPITAL PLC BURFORD 24,20/04/2016,26/10/2024,6.125,Fixed,ActActIsma,26/10/2017,31/12/2099,110.78,369,12.35,5.529,4.209,5.47,100,GBP,GBP,CorporateBond,UKCP,UKC3,100,,6 month,Clean,ORB,08:00-16:30 XS1527331430,PFP2,PLACES FOR PEOPLE FINANCE PLC PLACES PF 23,15/12/2016,15/12/2023,4.25,Fixed,ActAct,15/12/2017,31/12/2099,102.68,319,3.704,4.139,3.718,4.99,100,GBP,GBP,CorporateBond,UKCP,UKC2,100,,6 month,Clean,ORB,08:00-16:30 XS1575974933,GSHT,RETAIL CHARITY BONDS PLC RETAIL CB26,15/03/2017,30/03/2026,0.042,Fixed,ActActIsma,30/09/2017,31/12/2099,100.25,396,0.09,0.042,0.01,7.9,100,GBP,GBP,CorporateBond,UKCP,UKCH,100,,6 month,Clean,ORB,08:00-16:30 XS1614096425,BUR3,BURFORD CAPITAL PLC BURFORD 26,19/05/2017,01/12/2026,2.5,Fixed,ActActIsma,01/12/2017,31/12/2099,104.50,333,4.549,2.392,1.929,7.71,100,GBP,GBP,CorporateBond,UKCP,UKC3,100,,6 month,Clean,ORB,08:00-16:30 XS1634535253,DSCF,RETAIL CHARITY BONDS PLC RETAIL CB26,06/07/2017,06/07/2026,0.021,Fixed,ActActIsma,06/01/2018,31/12/2099,102.10,298,0.034,0.021,-0.233,8.18,100,GBP,GBP,CorporateBond,UKCP,UKC3,100,,6 month,Clean,ORB,08:00-16:30 XS0919406800,IPF1,INTERNATIONAL PERSONAL FINANCE PLC INTER.PERS.20,08/05/2013,08/05/2020,6.125,Fixed,ActActIsma,08/11/2017,31/12/2099,100.00,357,11.884,6.125,6.124,1.88,100,GBP,GBP,CorporateBond,UKCP,UKC2,100,,6 month,Clean,ORB,08:00-16:30 XS0947705215,BRU1,BRUNTWOOD INVESTMENTS PLC BRUNTWOOD 6%,25/07/2013,24/07/2020,6,Fixed,ActAct,25/12/2017,31/12/2099,106.89,309,5.066,5.614,2.798,2.09,100,GBP,GBP,CorporateBond,UKCP,UKC1,100,,6 month,Clean,ORB,08:00-16:30