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 GB0004893086,TR32,UNITED KINGDOM 4 1/4% 32,25/05/2000,07/06/2032,4.25,Fixed,GiltsActAct,07/12/2017,29/05/2017,133.60,139,1.614,3.181,1.653,11.11,0.01,GBP,GBP,Gilt,UKGT,UKG1,100,,6 month,Clean,ORB,08:00-16:30 GB0008932666,T30I,UNITED KINGDOM TR.4 1/8%IL 30,12/06/1992,22/07/2030,4.125,Fixed,GiltsActAct,22/01/2017,15/07/2016,364.45,459,5.145,1.132,-7.706,10.4,0.01,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,15/01/2018,08/01/2018,365.23,101,0.686,0.685,-17.026,6.23,0.01,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,16/10/2017,09/10/2017,367.05,191,1.305,0.681,-44.936,2.42,0.01,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,07/12/2017,29/05/2017,126.62,139,3.038,6.318,0.561,3.14,0.01,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,07/03/2017,24/02/2017,128.13,412,5.691,3.902,1.028,6.26,0.01,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,26/01/2017,19/07/2016,266.17,455,2.473,0.751,-4.358,14.89,0.01,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,07/03/2017,24/02/2017,138.10,412,4.837,3.077,1.804,13.31,0.01,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,07/12/2017,29/05/2017,150.29,139,1.804,3.161,1.86,14.2,0.01,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,07/03/2017,24/02/2017,110.16,412,5.406,4.312,0.436,2.26,0.01,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,07/12/2017,29/05/2017,169.21,139,1.614,2.512,1.753,21.97,0.01,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,22/11/2017,15/11/2017,242.92,155,0.526,0.515,-1.512,31.27,0.01,GBP,GBP,Gilt,UKGT,UKG2,100,23/09/2005,6 month,Clean,ORB,08:00-16:30 GB00B0V3WQ75,T17,UNITED KINGDOM 1 1/4% IL 17,08/02/2006,22/11/2017,1.25,Fixed,GiltsActAct,22/11/2017,15/11/2017,100.35,155,0.526,1.246,-3.164,0.08,0.01,GBP,GBP,Gilt,UKGT,UKG1,100,08/02/2006,6 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,22/11/2017,15/11/2017,133.17,155,0.526,0.939,-1.745,9.46,0.01,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,07/12/2017,29/05/2017,152.18,139,1.614,2.793,1.907,18.25,0.01,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,07/12/2017,29/05/2017,127.70,139,1.614,3.328,1.317,8.28,0.01,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,22/11/2017,15/11/2017,164.18,155,0.474,0.685,-1.579,18.05,0.01,GBP,GBP,Gilt,UKGT,UKG1,100,21/02/2007,6 month,Clean,ORB,08:00-16:30 GB00B1VWPC84,T18,UNITED KINGDOM TR 5% 18,25/05/2007,07/03/2018,5,Fixed,GiltsActAct,07/03/2017,24/02/2017,101.76,412,5.691,4.914,-12.447,0.37,0.01,GBP,GBP,Gilt,UKGT,UKG1,100,,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,07/12/2017,29/05/2017,151.58,139,1.709,2.969,1.906,16.25,0.01,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,22/11/2017,15/11/2017,122.02,155,0.79,1.537,-2.198,4.83,0.01,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,07/12/2017,29/05/2017,137.89,139,1.804,3.445,1.548,9.98,0.01,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,22/11/2017,15/11/2017,186.10,155,0.316,0.403,-1.503,27.09,0.01,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,07/12/2017,29/05/2017,157.93,139,1.614,2.691,1.85,19.53,0.01,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,07/03/2017,24/02/2017,105.57,412,5.122,4.263,0.419,1.34,0.01,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,22/11/2017,15/11/2017,149.65,155,0.526,0.835,-1.639,13.77,0.01,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,07/03/2017,24/02/2017,114.40,412,4.552,3.497,0.652,4.04,0.01,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,07/03/2017,24/02/2017,142.15,412,4.837,2.99,1.889,15.09,0.01,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,22/09/2017,13/03/2017,159.20,216,0.367,0.393,0,0,0.01,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,22/11/2017,15/11/2017,167.26,155,0.263,0.374,-1.557,23.26,0.01,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,01/02/2018,31/12/2099,108.86,267,3.731,4.685,1.12,2.13,100,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,22/09/2017,13/03/2017,122.72,216,0.073,0.102,0,0,0.01,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,22/09/2017,13/03/2017,184.30,216,0.293,0.271,0,0,0.01,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,22/09/2017,13/03/2017,144.13,216,0.44,0.52,0,0,0.01,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,22/09/2017,13/03/2017,223.26,216,0.22,0.168,0,0,1,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,07/03/2017,31/08/2016,112.04,412,4.268,3.347,0.598,3.62,0.01,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,07/03/2017,24/02/2017,106.25,412,4.268,3.529,0.392,1.82,0.01,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,07/03/2017,24/02/2017,140.00,412,5.122,3.214,1.751,12.34,0.01,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,22/01/2017,15/07/2016,168.31,459,4.989,2.377,1.719,23.98,0.01,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,07/03/2017,24/02/2017,109.24,412,4.268,3.433,0.503,2.74,0.01,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,07/12/2017,29/05/2017,143.82,139,1.614,2.955,1.899,15.56,0.01,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,22/01/2017,15/07/2016,150.08,459,4.677,2.499,1.804,21.39,1,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,22/09/2017,13/03/2017,179.95,216,0.147,0.139,0,0,1,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,07/03/2017,24/02/2017,104.73,412,1.992,1.671,0.759,4.68,1,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,22/09/2017,13/03/2017,153.30,216,0.073,0.082,0,0,1,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,07/03/2017,24/02/2017,107.79,412,2.561,2.087,0.886,5.52,1,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,22/01/2017,15/07/2016,127.03,459,4.054,2.558,1.932,18.27,1,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,22/09/2017,13/03/2017,114.41,216,0.073,0.109,0,0,1,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,22/01/2017,15/07/2016,100.62,459,1.559,1.242,0.415,0.74,1,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,22/11/2017,15/11/2017,106.15,155,0.053,0.118,0,0,1,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,22/01/2017,15/07/2016,161.72,459,4.365,2.164,1.686,27.91,1,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,22/01/2017,12/01/2017,98.75,459,0.624,0.506,0.769,4.69,100,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,22/07/2017,22/07/2017,100.24,275,2.659,3.492,3.489,21.52,0.01,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,22/11/2017,15/11/2017,221.15,155,0.105,0.113,-1.473,45.4,100,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,22/01/2017,22/01/2017,91.19,459,1.871,1.645,1.888,23.88,100,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,22/01/2017,15/07/2016,102.28,459,2.183,1.711,0.437,1.72,1,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,22/09/2017,13/03/2017,232.40,216,0.147,0.108,0,0,1,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,07/09/2014,07/09/2014,111.63,1327,9.916,2.464,0.995,6.29,100,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,22/01/2017,15/07/2016,104.01,459,2.495,1.923,0.526,2.67,1,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,22/01/2015,11/01/2015,133.15,1190,11.318,2.629,1.93,18.41,1,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,22/09/2017,13/03/2017,192.87,216,0.073,0.065,-1.528,39.43,1,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,07/03/2017,24/02/2017,106.71,412,2.276,1.874,1.108,7.31,1,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,22/09/2017,13/03/2017,157.69,216,0.073,0.079,0,0,1,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,22/11/2017,15/11/2017,187.48,155,0.105,0.133,-1.418,37.27,0.01,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,22/09/2017,13/03/2017,117.35,216,0.073,0.107,0,0,1,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,22/01/2017,15/07/2016,102.94,459,1.871,1.457,0.584,3.17,100,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,07/12/2017,29/05/2017,147.64,139,2.279,4.064,1.368,8.36,0.01,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,22/01/2017,15/07/2016,126.43,459,3.118,1.977,1.691,29.43,100,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,22/01/2017,15/07/2016,102.32,459,1.871,1.466,1.219,8.2,100,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,22/11/2017,15/11/2017,138.03,155,0.105,0.181,-1.469,18.63,100,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,03/01/2018,27/12/2017,97.67,113,1.075,3.583,3.666,14.37,100,GBP,GBP,Gilt,UKGT,UKG1,100,,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,31/03/2018,31/12/2099,144.43,205,4.84,5.885,2.001,5.7,1000,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,20/01/2017,31/12/2099,126.63,636,12.146,5.429,1.539,4.38,1000,GBP,GBP,CorporateBond,UKCP,UKC3,100,,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,21/04/2018,31/12/2099,140.08,185,3.726,5.176,2.787,7.68,1000,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,07/07/2018,31/12/2099,122.90,109,1.968,5.289,2.179,4.88,1000,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,19/08/2018,31/12/2099,129.58,67,1.233,5.113,1.312,5,1000,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,16/12/2017,31/12/2099,106.05,310,5.274,5.776,0.779,1.08,1000,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,26/02/2018,31/12/2099,125.40,240,4.083,4.884,1.838,5.27,1000,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,22/09/2017,31/12/2099,121.40,394,6.43,4.839,1.338,4.39,1000,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,07/12/2017,31/12/2099,129.40,319,5.095,4.444,2.659,8.29,1000,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,07/06/2018,31/12/2099,140.55,139,2.413,4.447,2.243,8.66,1000,GBP,GBP,CorporateBond,UKCP,UKC3,100,,12 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,06/10/2017,31/12/2099,136.28,380,10.16,7.063,2.426,4.34,1000,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,26/03/2018,31/12/2099,118.15,210,5.031,7.3,0.984,2.19,1000,GBP,GBP,CorporateBond,UKCP,UKC2,100,,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,28/10/2017,31/12/2099,111.23,358,6.713,6.069,1.063,1.82,1000,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,14/12/2017,31/12/2099,121.33,312,5.2,4.945,3.775,8.69,1000,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,23/12/2017,31/12/2099,129.45,123,2.306,5.214,1.802,5.24,1000,GBP,GBP,CorporateBond,UKCP,UKC3,100,,6 month,Clean,ORB,08:00-16:30 XS0109514538,07OZ,HAMMERSON PLC HAMMERSON6.875%,31/03/2000,31/03/2020,6.875,Fixed,European30E360Isma,31/03/2018,31/12/2099,115.43,205,3.915,5.956,0.469,2.24,1000,GBP,GBP,CorporateBond,UKCP,UKC3,100,,12 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,11/12/2017,31/12/2099,138.18,135,2.203,4.252,2.623,9.97,1000,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,14/09/2017,31/12/2099,123.25,407,6.412,4.665,2.762,7.23,1000,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,14/11/2017,31/12/2099,119.08,346,5.806,5.144,4.6,11.54,10000,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,19/12/2017,31/12/2099,137.00,129,3.701,3.832,2.459,11.33,1000,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,07/06/2018,31/12/2099,132.85,141,2.366,4.61,2.279,7.51,1000,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,26/11/2017,31/12/2099,129.33,334,5.399,4.562,3.385,10.24,1000,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,13/12/2017,31/12/2099,109.43,317,4.777,5.026,1.007,1.98,1000,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,20/12/2017,31/12/2099,132.30,310,4.777,4.252,2.064,7.8,1000,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,06/12/2017,31/12/2099,105.80,142,2.522,6.144,1.231,1.07,1000,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,15/05/2017,31/12/2099,102.85,529,7.79,5.226,-8.685,0.55,1000,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,07/12/2017,31/12/2099,105.58,323,5.088,5.446,0.711,1.06,1000,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,22/08/2018,31/12/2099,129.68,65,0.957,4.145,2.992,11.28,1000,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,14/10/2017,31/12/2099,143.23,377,5.939,4.015,2.447,11.33,1000,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,30/09/2017,31/12/2099,109.73,210,3.424,5.468,0.902,1.84,1000,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,04/12/2017,31/12/2099,105.78,326,5.582,5.909,0.976,1.05,1000,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,18/01/2017,31/12/2099,105.90,647,10.828,5.784,1.256,1.17,1000,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,04/12/2017,31/12/2099,123.98,326,5.024,4.537,2.343,6.48,1000,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,12/12/2017,31/12/2099,110.80,318,5.554,5.754,1.204,1.95,1000,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,23/02/2018,31/12/2099,124.43,245,4.027,4.822,2.686,6.62,1000,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,08/03/2018,01/03/2018,122.60,232,3.655,4.69,1.939,5.36,1000,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,25/09/2017,18/09/2017,105.70,215,3.432,5.558,5.554,17.94,1000,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,12/03/2018,31/12/2099,129.75,228,3.358,4.143,2.144,8.09,1000,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,20/06/2018,31/12/2099,142.20,128,2.016,4.044,2.709,11.94,1000,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,14/07/2018,31/12/2099,106.75,104,1.532,5.035,5.028,19.62,1000,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,25/04/2018,31/12/2099,107.10,184,2.836,5.252,0.826,1.44,1000,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,18/01/2017,31/12/2099,142.20,647,10.386,4.132,2.507,10.51,1000,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,06/08/2018,31/12/2099,104.75,81,1.498,6.444,0.607,0.78,1000,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,16/10/2017,31/12/2099,101.00,193,3.691,6.931,6.553,2.3,1,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,22/10/2017,31/12/2099,134.50,187,3.896,5.669,2.538,5.94,1000,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,17/09/2017,31/12/2099,162.10,404,7.195,4.01,2.792,13.93,1000,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,25/12/2017,31/12/2099,102.43,123,1.748,5.077,2.227,0.82,100,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,06/10/2017,31/12/2099,125.25,203,1.387,0.998,0,0,100,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,16/12/2017,31/12/2099,118.85,132,0.721,0.841,0,0,100,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,21/12/2017,31/12/2099,105.10,127,4.858,6.66,2.482,1.1,100,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,30/12/2017,31/12/2099,124.33,118,0.645,0.804,0,0,100,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,21/11/2017,31/12/2099,105.90,158,4.293,4.721,2.974,2.83,100,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,23/01/2018,31/12/2099,104.35,95,1.388,5.151,2.796,1.66,100,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,11/01/2018,31/12/2099,124.20,107,0.756,1.047,0,0,100,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,30/12/2017,31/12/2099,102.55,118,3.546,5.363,2.111,0.75,100,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,19/12/2017,31/12/2099,108.40,129,4.406,5.766,3.191,2.68,100,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,30/12/2017,31/12/2099,104.63,118,1.778,5.257,3.279,2.05,100,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,25/09/2017,31/12/2099,105.00,215,3.14,5.119,2.677,1.84,100,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,11/09/2017,31/12/2099,106.63,229,3.734,5.627,2.503,1.87,100,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,07/11/2017,31/12/2099,106.75,172,2.921,5.855,2.809,1.89,100,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,02/11/2017,31/12/2099,112.63,177,4.569,4.218,1.501,3.63,100,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,16/12/2017,31/12/2099,106.20,132,4.148,5.414,2.751,2.01,100,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,11/12/2017,31/12/2099,108.33,137,2.293,5.654,2.815,2.42,100,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,11/12/2017,31/12/2099,105.30,137,3.93,4.986,1.922,1.55,100,GBP,GBP,CorporateBond,UKCP,UKC3,100,,6 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,15/01/2018,31/12/2099,67.28,103,1.539,8.175,16.383,3.82,100,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,05/03/2018,31/12/2099,105.75,51,1.691,5.674,4.013,2.82,100,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,27/09/2017,31/12/2099,93.58,213,6.946,6.412,7.937,3.53,100,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,08/11/2017,31/12/2099,97.55,171,5.692,6.279,7.198,2.32,100,GBP,GBP,CorporateBond,UKCP,UKC2,100,,6 month,Clean,ORB,08:00-16:30 XS0942129957,HB20,HELICAL PLC HELICAL 20,25/06/2013,24/06/2020,6,Fixed,ActAct,25/09/2017,31/12/2099,107.85,215,3.505,5.563,2.911,2.45,100,GBP,GBP,CorporateBond,UKCP,UKC1,100,,6 month,Clean,ORB,08:00-16:30 XS0947705215,BRU1,BRUNTWOOD INVESTMENTS PLC BRUNTWOOD 6%,25/07/2013,24/07/2020,6,Fixed,ActAct,25/12/2017,31/12/2099,107.93,123,2.016,5.559,2.97,2.54,100,GBP,GBP,CorporateBond,UKCP,UKC1,100,,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,18/04/2015,31/12/2099,111.10,1104,14.407,4.275,2.373,4.49,100,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,11/12/2017,31/12/2099,97.13,137,3.743,5.148,6.02,2.88,100,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,30/12/2017,31/12/2099,106.30,118,3.949,5.762,4.482,3.77,100,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,18/09/2017,31/12/2099,106.80,222,3.092,4.799,3.595,4.37,100,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,29/01/2018,31/12/2099,108.35,89,2.116,4.038,2.054,3.47,100,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,19/01/2018,31/12/2099,111.03,99,3.497,5.855,3.961,4.17,100,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,30/09/2017,31/12/2099,111.43,210,2.568,4.039,3.03,7.46,100,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,16/10/2017,31/12/2099,73.55,193,3.428,8.838,15.702,3.53,2000,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,25/09/2017,31/12/2099,107.60,215,5.842,4.647,3.448,4.79,1000,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,30/10/2017,31/12/2099,105.28,179,2.152,4.18,3.593,6.35,100,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,09/10/2017,31/12/2099,86.93,200,5.601,5.896,7.921,5.17,100,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,11/05/2017,31/12/2099,105.08,349,6.267,6.186,5.231,3.9,100,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,30/09/2017,31/12/2099,107.45,210,5.707,4.653,3.687,5.57,100,GBP,GBP,CorporateBond,UKCP,UKC3,100,,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,08/09/2017,31/12/2099,109.00,232,7.565,5.505,4.458,5.68,100,GBP,GBP,CorporateBond,UKCP,UKC2,100,,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,12/10/2017,31/12/2099,111.80,197,5.383,4.472,3.384,7.02,100,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,26/10/2017,31/12/2099,111.45,183,6.125,5.496,4.219,5.82,100,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,15/12/2017,31/12/2099,103.60,133,1.544,4.102,3.59,5.39,100,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,30/09/2017,31/12/2099,101.28,210,0.048,0.041,-0.109,8.41,100,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,01/12/2017,31/12/2099,104.15,147,2.008,2.4,1.999,8.12,100,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,06/01/2018,31/12/2099,102.55,112,0.013,0.02,-0.269,8.69,100,GBP,GBP,CorporateBond,UKCP,UKC3,100,,6 month,Clean,ORB,08:00-16:30