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ABBEY NATIONAL TREASURY SERVS PLC 32SD XS0242268836 B0XPRF5 FLTG RTE NTS 30/01/08 000 ZZ Y UIDW ABIE ABBEY N.TS NT08 GBP N ML CWTR GBP S 1000. 0. 0. 1 .00 1 2006-01-30 N 18 S 1.00000000 00 070151 0. ABBEY NATIONAL TREASURY SERVS PLC 32SE XS0242518024 B0XPRG6 FLTG RTE NTS 30/01/08 000 ZZ Y UIDW ABIE ABBEY N.TS NT08 EUR N ML CWTR EUR S 1000. 0. 0. 1 .00 1 2006-01-30 N 18 S 1.00000000 00 009070 0. ABBEY NATIONAL TREASURY SERVS PLC 35XA XS0202055397 B031GV2 FLTG RTE NTS 29/03/10 000 ZZ Y DIPS ABIE ABBEY N.TSFRN10 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2004-09-29 N 18 S 1.00000000 00 070151 0. ABBEY NATIONAL TREASURY SERVS PLC 36AS XS0212805344 B06BLM5 FLTG RTE NTS 23/02/07 000 ZZ Y DIPS ABIE ABBEY N.TSNTS07 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2005-02-23 N 18 S 1.00000000 00 070151 0. ABBEY NATIONAL TREASURY SERVS PLC 36CP XS0219914818 B08X226 FLTG RTE NTS 11/05/11 000 ZZ Y DIPS ABIE ABBEY N.TSFRN11 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2005-05-17 N 18 S 1.00000000 00 070151 0. ABBEY NATIONAL TREASURY SERVS PLC 36DK XS0222428905 B0BL7K0 FLTG RTE NTS 15/06/07 000 ZZ Y DIPS ABIE ABBEY N.TSFRN07 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2005-06-15 N 18 S 1.00000000 00 070151 0. ABBEY NATIONAL TREASURY SERVS PLC 36FM XS0248448036 B11VP36 FLTG RTE NTS 21/09/11 000 ZZ Y UIDW ABIE ABBEY N.TS 11 GBP N ML CWTR GBP S 1000. 0. 0. 1 .00 1 2006-03-21 N 18 S 1.00000000 00 070151 0. ABBEY NATIONAL TREASURY SERVS PLC 36ND XS0091300391 0443207 ZERO CPN NTS 23/10/07 000 ZZ Y DIPS ABIE ABBEY N.TSZNT07 EUR N ML MISC EUR S 1000. 0. 0. 1 .00 1 1998-10-23 N 18 S 1.00000000 00 070 0. ABBEY NATIONAL TREASURY SERVS PLC 36SK XS0235967683 B0QNXD6 FLTG RTE COVERED BDS 18/11/12 000 ZZ Y UIDW ABIE ABBEY N.TS BD12 GBP N ML CWTR GBP S 1000. 0. 0. 1 .00 1 2005-11-18 N 18 S 1.00000000 00 070151 0. ABBEY NATIONAL TREASURY SERVS PLC 37ON XS0102525044 0923475 ZERO CPN NTS 15/11/07 000 ZZ Y DIPS ABIE ABBEY N.TS NT07 EUR N ML MISC EUR S 1000. 0. 0. 1 .00 1 1999-11-15 N 18 S 1.00000000 00 070 0. ABBEY NATIONAL TREASURY SERVS PLC 37QX XS0279585912 B1LB592 0.6475% NTS 15/11/10 000 ZZ Y UIDW ABIE ABBEY N.TS 10 JPY N ML CWTR JPY S 1000. 0. 0. 1 .00 1 2006-12-20 N 18 S 1.00000000 00 070 0. ABBEY NATIONAL TREASURY SERVS PLC 38KF XS0075529635 0004057 FLTG RTE NTS 25/04/07 000 ZZ Y DIPS ABIE ABBEY N.TS FRN7 USD N ML MISC USD S 1000. 0. 0. 1 .00 1 1998-06-16 N 18 S 1.00000000 00 009070 0. ABBEY NATIONAL TREASURY SERVS PLC 39JU XS0073719857 0048419 7.15% NTS 13/02/07 000 ZZ Y DIPS ABIE ABBEY N.TS7.15% EUR N ML MISC EUR S 1000. 0. 0. 1 .00 1 1998-06-16 N 18 S 1.00000000 00 009070 0. ABBEY NATIONAL TREASURY SERVS PLC 39WZ XS0188908528 B00LXL4 FLTG RTE NTS 26/09/08 000 ZZ Y DIPS ABIE ABBEY N.TS NT08 USD N ML MISC USD S 1000. 0. 0. 1 .00 1 2004-04-01 N 18 S 1.00000000 00 009070 0. ABBEY NATIONAL TREASURY SERVS PLC 40DU XS0211829154 B064JK8 FLTG RTE NTS 05/02/07 000 ZZ Y DIPS ABIE ABBEY N.TSFRN07 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2005-02-04 N 18 S 1.00000000 00 070151 0. ABBEY NATIONAL TREASURY SERVS PLC 40HU XS0219655023 B0B0WR9 NON-INT BEARING IDX LKD RED NTS 07/06/10 000 ZZ Y DIPS ABIE ABBEY N.TSNTS10 USD N ML MISC USD S 1000. 0. 0. 1 .00 1 2005-06-06 N 18 S 1.00000000 00 070 0. ABBEY NATIONAL TREASURY SERVS PLC 40IE XS0221662397 B0B4099 NON-INT BEARING IDX LKD RED NTS 30/05/08 000 ZZ Y DIPS ABIE ABBEY N.TSNTS08 EUR N ML MISC EUR S 1000. 0. 0. 1 .00 1 2005-06-07 N 18 S 1.00000000 00 070 0. ABBEY NATIONAL TREASURY SERVS PLC 40YR XS0241751626 B0WV8S4 FLTG RTE NTS 24/01/08 000 ZZ Y UIDW ABIE ABBEY N.TSFRN08 CHF N ML CWTR CHF S 1000. 0. 0. 1 .00 1 2006-01-24 N 18 S 1.00000000 00 009070 0. ABBEY NATIONAL TREASURY SERVS PLC 40ZL XS0243854774 B0YWGF8 FLTG RTE NTS 13/02/08 000 ZZ Y UIDW ABIE ABBEY N.TS NT08 GBP N ML CWTR GBP S 1000. 0. 0. 1 .00 1 2006-02-13 N 18 S 1.00000000 00 070151 0. ABBEY NATIONAL TREASURY SERVS PLC 41AK XS0245882625 B10QXX8 FLTG RTE NTS 07/03/08 000 ZZ Y UIDW ABIE ABBEY N.TS FR08 GBP N ML CWTR GBP S 1000. 0. 0. 1 .00 1 2006-03-07 N 18 S 1.00000000 00 070151 0. ABBEY NATIONAL TREASURY SERVS PLC 41BE XS0261041817 B1976V1 FTG RTE NTS 14/07/08 000 ZZ Y UIDW ABIE ABBEY N.TS08 EUR N ML CWTR EUR S 1000. 0. 0. 1 .00 1 2006-07-14 N 18 S 1.00000000 00 009070 0. ABBEY NATIONAL TREASURY SERVS PLC 41GF XS0258515955 B17NL16 FLTG RTE NTS 23/06/08 000 ZZ Y UIDW ABIE ABBEY N.TSFRN08 EUR N ML CWTR EUR S 1000. 0. 0. 1 .00 1 2006-06-23 N 18 S 1.00000000 00 009070 0. ABBEY NATIONAL TREASURY SERVS PLC 41KL XS0077779493 0058612 FLTG RTE NTS 10/07/07 000 ZZ Y DIPS ABIE ABBEY N.TS FRN7 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 1998-06-17 N 18 S 1.00000000 00 070151 0. ABBEY NATIONAL TREASURY SERVS PLC 41LY XS0089383185 0414689 FX LNKD NTS 12/08/13 000 ZZ Y DIPS ABIE ABBEY N.TS FX03 JPY N ML MISC JPY S 1000. 0. 0. 1 .00 1 1998-08-12 N 18 S 1.00000000 00 009070 0. ABBEY NATIONAL TREASURY SERVS PLC 42LX XS0089271380 0412973 FXD/INT LNKD NTS 06/08/08 000 ZZ Y DIPS ABIE ABBEY N.TS NT08 JPY N ML MISC JPY S 1000. 0. 0. 1 .00 1 1998-08-06 N 18 S 1.00000000 00 009070 0. ABBEY NATIONAL TREASURY SERVS PLC 44LU XS0088763049 0372118 10% NTS 17/07/13 000 ZZ Y DIPS ABIE ABBEY N.TS 10% EUR N ML MISC EUR S 1000. 0. 0. 1 .00 1 1998-07-17 N 18 S 1.00000000 00 070151 0. ABBEY NATIONAL TREASURY SERVS PLC 46JX XS0073085234 0025508 8% GTD CALL REV FRN 2007 ITL (VAR) (BR) 000 ZZ Y FSLL ABIE ABBEY NAT.FRN07 EUR N BD MISL EUR S 1000. 0. 0. 1 .00 1 2003-04-14 N 14 S 1.00000000 00 009070 0. ABBEY NATIONAL TREASURY SERVS PLC 47LD XS0082847178 0242802 FXD/REV FLTG RTE NTS 2010 ITL(VAR)(BR) 000 ZZ Y FSLL ABIE ABBEY N.TSFRN10 EUR N BD MISL EUR S 1000. 0. 0. 1 .00 1 2002-07-01 N 14 S 1.00000000 00 009070 0. ABBEY NATIONAL TREASURY SERVS PLC 47OS XS0105561046 0946977 FLTG RTE NTS 17/12/07 000 ZZ Y DIPS ABIE ABBEY N.TS NT07 EUR N ML MISC EUR S 1000. 0. 0. 1 .00 1 1999-12-17 N 18 S 1.00000000 00 009070 0. ABBEY NATIONAL TREASURY SERVS PLC 48KS XS0203142491 B03JDF9 CALL CPD FLTG RTE NTS 27/10/14 000 ZZ Y DIPS ABIE ABBEY N.TS NT14 EUR N ML MISC EUR S 1000. 0. 0. 1 .00 1 2004-10-26 N 18 S 1.00000000 00 009070 0. ABBEY NATIONAL TREASURY SERVS PLC 48NY XS0211246482 B05R6R4 FLTG RTE NTS 01/02/11 000 ZZ Y DIPS ABIE ABBEY N.TSFRN11 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2005-01-28 N 18 S 1.00000000 00 070151 0. ABBEY NATIONAL TREASURY SERVS PLC 48PS XS0215042200 B06KNH1 FLTG RTE NTS 15/09/10 000 ZZ Y DIPS ABIE ABBEY N.TSFRN10 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2005-03-15 N 18 S 1.00000000 00 070151 0. ABBEY NATIONAL TREASURY SERVS PLC 48VU XS0236339064 B0R3T60 FLTG RTE NTS 23/05/11 000 ZZ Y UIDW ABIE ABBEY N.TS11 GBP N ML CWTR GBP S 1000. 0. 0. 1 .00 1 2005-11-22 N 18 S 1.00000000 00 070151 0. ABBEY NATIONAL TREASURY SERVS PLC 49AB XS0230151960 B0L2HX6 FLTG RTE NTS 22/09/08 000 ZZ Y UIDW ABIE ABBEY N.TS08 GBP N ML CWTR GBP S 1000. 0. 0. 1 .00 1 2005-09-22 N 18 S 1.00000000 00 070151 0. ABBEY NATIONAL TREASURY SERVS PLC 49KG XS0075627991 0004637 FLTG/FXD RTE NTS 08/05/07 000 ZZ Y DIPS ABIE ABBEY N.TSF/F07 USD N ML MISC USD S 1000. 0. 0. 1 .00 1 1998-06-17 N 18 S 1.00000000 00 009070 0. ABBEY NATIONAL TREASURY SERVS PLC 49UI XS0263893215 B1BDFY3 FLTG RTE NTS 11/08/08 000 ZZ Y UIDW ABIE ABBEY N.TS 08 EUR N ML CWTR EUR S 1000. 0. 0. 1 .00 1 2006-08-11 N 18 S 1.00000000 00 009070 0. ABBEY NATIONAL TREASURY SERVS PLC 50BN XS0275900396 B1HN138 FLTG RTE NTS 20/11/08 000 ZZ Y UIDW ABIE ABBEY N.TS 08 USD N ML CWTR USD S 1000. 0. 0. 1 .00 1 2006-11-20 N 18 S 1.00000000 00 070 0. ABBEY NATIONAL TREASURY SERVS PLC 51NE XS0092202323 0451114 4.81% FXD/IDX LNKD NTS 19/11/08 000 ZZ Y DIPS ABIE ABBEY N.TS4.81% JPY N ML MISC JPY S 1000. 0. 0. 1 .00 1 1998-11-19 N 18 S 1.00000000 00 009070 0. ABBEY NATIONAL TREASURY SERVS PLC 52DU XS0178882691 3372869 FLTG RTE NTS 22/04/09 000 ZZ Y DIPS ABIE ABBEY N.TS NT09 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2003-10-22 N 18 S 1.00000000 00 070151 0. ABBEY NATIONAL TREASURY SERVS PLC 52EE XS0181373993 3388424 FLTG RTE NTS 28/11/08 000 ZZ Y DIPS ABIE ABBEY N.TS 08 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2003-11-28 N 18 S 1.00000000 00 070151 0. ABBEY NATIONAL TREASURY SERVS PLC 52FH XS0184622818 3421385 FLTG RTE NTS 30/07/08 000 ZZ Y DIPS ABIE ABBEY N.TSFRN08 USD N ML MISC USD S 1000. 0. 0. 1 .00 1 2004-01-27 N 18 S 1.00000000 00 009070 0. ABBEY NATIONAL TREASURY SERVS PLC 52KP XS0194225933 B01KG11 GTD FRN 18/06/07 #(VAR) (BR)(REG S) 000 ZZ Y FSLL ABIE ABBEY N.TS07 GBP N BD MISL GBP S 1000. 0. 0. 1 .00 1 2004-06-21 N 14 S 1.00000000 00 070 0. ABBEY NATIONAL TREASURY SERVS PLC 52OW XS0204939762 B04FGM4 FXD STEP-UP RTE CALL NTS 24/11/09 000 ZZ Y DIPS ABIE ABBEY N.TS NT09 USD N ML MISC USD S 1000. 0. 0. 1 .00 1 2004-11-24 N 18 S 1.00000000 00 009070 0. ABBEY NATIONAL TREASURY SERVS PLC 52RS XS0212907009 B06C6K1 CALL VAR RTE NTS 25/02/15 000 ZZ Y DIPS ABIE ABBEY N.TSNTS15 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2005-02-25 N 18 S 1.00000000 00 009070 0. ABBEY NATIONAL TREASURY SERVS PLC 52ZD XS0255260076 B15STH5 FLTG RTE NTS 30/05/08 000 ZZ Y UIDW ABIE ABBEY N.TSNTS08 JPY N ML CWTR JPY S 1000. 0. 0. 1 .00 1 2006-05-30 N 18 S 1.00000000 00 009070 0. ABBEY NATIONAL TREASURY SERVS PLC 54JS XS0072699944 0013644 ZERO CPN/FXD NTS 15/01/07 000 ZZ Y DIPS ABIE ABBEY N.TS0CP07 EUR N ML MISC EUR S 1000. 0. 0. 1 .00 1 1998-06-19 N 18 S 1.00000000 00 070 0. ABBEY NATIONAL TREASURY SERVS PLC 54PA XS0098448219 0533744 FLTG RTE NTS 22/06/09 000 ZZ Y DIPS ABIE ABBEY N.TS FR09 JPY N ML MISC JPY S 1000. 0. 0. 1 .00 1 2000-05-03 N 18 S 1.00000000 00 009070 0. ABBEY NATIONAL TREASURY SERVS PLC 56EF XS0174707959 3346886 FLTG RTE NTS 21/08/09 000 ZZ Y DIPS ABIE ABBEY N.TSFRN09 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2003-08-15 N 18 S 1.00000000 00 070151 0. ABBEY NATIONAL TREASURY SERVS PLC 56EG XS0174707793 3346938 FLTG RTE NTS 18/05/09 000 ZZ Y DIPS ABIE ABBEY N.TSFRN09 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2003-08-15 N 18 S 1.00000000 00 070151 0. ABBEY NATIONAL TREASURY SERVS PLC 56FZ XS0177077103 3365513 FLTG RTE NTS 09/10/09 000 ZZ Y DIPS ABIE ABBEY N.TS 09 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2003-10-03 N 18 S 1.00000000 00 070151 0. ABBEY NATIONAL TREASURY SERVS PLC 56JT XS0072834319 0003731 FXD/FLTG RTE NTS 20/01/07 000 ZZ Y DIPS ABIE ABBEY N.TSFFRN7 EUR N ML MISC EUR S 1000. 0. 0. 1 .00 1 1998-06-19 N 18 S 1.00000000 00 009070 0. ABBEY NATIONAL TREASURY SERVS PLC 56LL XS0085755097 0273482 ZERO CPN NTS 15/04/08 000 ZZ Y DIPS ABIE ABBEY N.TSZCP08 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 1998-06-19 N 18 S 1.00000000 00 070 0. ABBEY NATIONAL TREASURY SERVS PLC 56PH XS0196971856 B01Z2N0 FLTG RTE NTS 21/01/10 000 ZZ Y DIPS ABIE ABBEY N.TSFRN10 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2004-07-21 N 18 S 1.00000000 00 070151 0. ABBEY NATIONAL TREASURY SERVS PLC 56RY XS0205459687 B040Q29 FLTG RTE NTS 12/11/10 000 ZZ Y DIPS ABIE ABBEY N.TS 10 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2004-11-12 N 18 S 1.00000000 00 070 0. ABBEY NATIONAL TREASURY SERVS PLC 57AY XS0253051832 B1408F3 FLTG RTE NTS 02/05/08 000 ZZ Y UIDW ABIE ABBEY N.TS 08 EUR N ML CWTR EUR S 1000. 0. 0. 1 .00 1 2006-05-02 N 18 S 1.00000000 00 009070 0. ABBEY NATIONAL TREASURY SERVS PLC 57LW XS0261840028 B19HFW5 FLTG RTE NTS 25/07/08 000 ZZ Y UIDW ABIE ABBEY N.TS EUR N ML CWTR EUR S 1000. 0. 0. 1 .00 1 2006-07-25 N 18 S 1.00000000 00 009070 0. ABBEY NATIONAL TREASURY SERVS PLC 58KJ XS0077026473 0052357 FLTG/FXD RTE NTS 27/06/07 000 ZZ Y DIPS ABIE ABBEY N.TSFFR07 USD N ML MISC USD S 1000. 0. 0. 1 .00 1 1998-06-24 N 18 S 1.00000000 00 009070 0. ABBEY NATIONAL TREASURY SERVS PLC 61NA XS0091482215 0443865 FXD/INDEX-LNKD NTS 29/10/13 000 ZZ Y DIPS ABIE ABBEY N.TS IL13 JPY N ML MISC JPY S 1000. 0. 0. 1 .00 1 1998-10-29 N 18 S 1.00000000 00 009070 0. ABBEY NATIONAL TREASURY SERVS PLC 61NJ XS0094675054 0538631 INDX LNKD NTS 17/02/09 000 ZZ Y DIPS ABIE ABBEY N.TS NT09 EUR N ML MISC EUR S 1000. 0. 0. 1 .00 1 1999-02-17 N 18 S 1.00000000 00 009070 0. ABBEY NATIONAL TREASURY SERVS PLC 64QS XS0192954609 B014CK4 FLTG RTE NTS 20/05/10 000 ZZ Y DIPS ABIE ABBEY N.TS NT10 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2004-05-18 N 18 S 1.00000000 00 070151 0. ABBEY NATIONAL TREASURY SERVS PLC 64RT XS0194936521 B01JJR5 FLTG RTE NTS 28/06/07 000 ZZ Y DIPS ABIE ABBEY N.TSFRN07 CAD N ML MISC CAD S 1000. 0. 0. 1 .00 1 2004-06-28 N 18 S 1.00000000 00 070151 0. ABBEY NATIONAL TREASURY SERVS PLC 64WN XS0210761473 B05Q6Z9 FLTG RTE NTS 26/01/07 000 ZZ Y DIPS ABIE ABBEY N.TSFRN07 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2005-01-26 N 18 S 1.00000000 00 070151 0. ABBEY NATIONAL TREASURY SERVS PLC 64ZL XS0216826593 B07LRJ3 FLTG RTE NTS 11/04/07 000 ZZ Y DIPS ABIE ABBEY N.TSFRN07 USD N ML MISC USD S 1000. 0. 0. 1 .00 1 2005-04-19 N 18 S 1.00000000 00 009070 0. ABBEY NATIONAL TREASURY SERVS PLC 64ZN XS0217692077 B07LSG7 FLTG RTE NTS 19/04/11 000 ZZ Y DIPS ABIE ABBEY N.TSFRN11 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2005-04-19 N 18 S 1.00000000 00 070151 0. ABBEY NATIONAL TREASURY SERVS PLC 65BX XS0227686119 B0HTLD9 FLTG RTE NTS 20/08/07 000 ZZ Y UIDW ABIE ABBEY N.TSFRN06 CAD N ML CWTR CAD S 1000. 0. 0. 1 .00 1 2005-08-19 N 18 S 1.00000000 00 070151 0. ABBEY NATIONAL TREASURY SERVS PLC 65CA XS0227808085 B0HX852 FLTG RTE NTS 22/08/07 000 ZZ Y UIDW ABIE ABBEY N.TS 07 GBP N ML CWTR GBP S 1000. 0. 0. 1 .00 1 2005-08-22 N 18 S 1.00000000 00 070151 0. ABBEY NATIONAL TREASURY SERVS PLC 65JW XS0072799819 0007216 FLTG/FXD RTE NTS 31/01/07 000 ZZ Y DIPS ABIE ABBEY N.TSFRN07 USD N ML MISC USD S 1000. 0. 0. 1 .00 1 1998-10-30 N 18 S 1.00000000 00 009070 0. ABBEY NATIONAL TREASURY SERVS PLC 65KX XS0230436619 B0LC9G3 FLTG RTE NTS 21/03/11 000 ZZ Y UIDW ABIE ABBEY N.TSFRN11 GBP N ML CWTR GBP S 1000. 0. 0. 1 .00 1 2005-09-20 N 18 S 1.00000000 00 070151 0. ABBEY NATIONAL TREASURY SERVS PLC 65SP XS0242634524 B0XSRZ4 FLTG RTE NTS 29/07/11 000 ZZ Y UIDW ABIE ABBEY N.TS NT11 GBP N ML CWTR GBP S 1000. 0. 0. 1 .00 1 2006-01-31 N 18 S 1.00000000 00 070151 0. ABBEY NATIONAL TREASURY SERVS PLC 65WK XS0250729109 B12M7N2 4.25% CVD BDS 12/04/21 000 ZZ Y UIDW ABIE ABBEY N.TS4.25% EUR N ML CWTR EUR S 1000. 0. 0. 1 .00 1 2006-04-12 N 18 S 1.00000000 00 070 0. ABBEY NATIONAL TREASURY SERVS PLC 66FE XS0269080437 B1FPC88 4.41% NTS 28/09/11 000 ZZ Y UIDW ABIE ABBEY N.TS4.41% NOK N ML CWTR NOK S 1000. 0. 0. 1 .00 1 2006-09-28 N 18 S 1.00000000 00 009070 0. ABBEY NATIONAL TREASURY SERVS PLC 66JS XS0072317505 0003656 FXD/FLTG RTE NTS 16/01/07 000 ZZ Y DIPS ABIE ABBEY N.TSFFN07 EUR N ML MISC EUR S 1000. 0. 0. 1 .00 1 1998-06-25 N 18 S 1.00000000 00 009070 0. ABBEY NATIONAL TREASURY SERVS PLC 66JX XS0074738856 0037514 FLTG/FXD RTE NTS 19/03/07 000 ZZ Y DIPS ABIE ABBEY N.TSFRN07 USD N ML MISC USD S 1000. 0. 0. 1 .00 1 1998-06-25 N 18 S 1.00000000 00 009070 0. ABBEY NATIONAL TREASURY SERVS PLC 66OE XS0277187109 B1L7XF2 FLTG RTE NTS 15/12/08 000 ZZ Y UIDW ABIE ABBEY N.TSFRN08 EUR N ML CWTR EUR S 1000. 0. 0. 1 .00 1 2006-12-15 N 18 S 1.00000000 00 009070 0. ABBEY NATIONAL TREASURY SERVS PLC 66OH XS0277151253 B1L7XM9 FLTG RTE NTS 15/12/08 000 ZZ Y UIDW ABIE ABBEY N.TSFRN08 GBP N ML CWTR GBP S 1000. 0. 0. 1 .00 1 2006-12-15 N 18 S 1.00000000 00 009070 0. ABBEY NATIONAL TREASURY SERVS PLC 67NG XS0093160439 0481779 5.375% GTD NTS 30/12/09 000 ZZ Y FSLL ABIE ABBEY NAT5.375% GBP N BD MISL GBP S 1000. 0. 0. 1 .00 1 2002-07-01 N 14 E 1.00000000 00 009066070 0. ABBEY NATIONAL TREASURY SERVS PLC 68LX XS0090620419 0431291 9.125% NTS 30/06/12 000 ZZ Y DIPS ABIE ABBEY N.TS 9E% GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 1998-09-02 N 18 S 1.00000000 00 009070 0. ABBEY NATIONAL TREASURY SERVS PLC 68MI XS0175157568 3351341 FLTG RTE NTS 15/09/08 000 ZZ Y DIPS ABIE ABBEY N.TSFRN08 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2003-08-29 N 18 S 1.00000000 00 070151 0. ABBEY NATIONAL TREASURY SERVS PLC 68PP XS0178382619 3371004 FLTG RTE NTS 31/10/08 000 ZZ Y DIPS ABIE ABBEY N.TS NT08 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2003-10-17 N 18 S 1.00000000 00 070151 0. ABBEY NATIONAL TREASURY SERVS PLC 68PQ XS0178382536 3371026 FLTG RTE NTS 20/10/08 000 ZZ Y DIPS ABIE ABBEY N.TS NT08 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2003-10-17 N 18 S 1.00000000 00 070151 0. ABBEY NATIONAL TREASURY SERVS PLC 68UF XS0191515146 B010JF6 FLTG RTE NTS 30/04/10 000 ZZ Y DIPS ABIE ABBEY N.TS 10 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2004-04-30 N 18 S 1.00000000 00 070151 0. ABBEY NATIONAL TREASURY SERVS PLC 68WY XS0198295023 B02GW43 FLTG RTE NTS 06/08/10 000 ZZ Y DIPS ABIE ABBEY N.TSFRN10 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2004-08-06 N 18 S 1.00000000 00 070151 0. ABBEY NATIONAL TREASURY SERVS PLC 68YO XS0206029026 B0480G5 FLTG RTE NTS 19/11/10 000 ZZ Y DIPS ABIE ABBEY N.TSFRN10 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2004-11-19 N 18 S 1.00000000 00 070151 0. ABBEY NATIONAL TREASURY SERVS PLC 69KC XS0236610712 B0RDMX8 FLTG RTE NTS 20/11/15 000 ZZ Y UIDW ABIE ABBEY N.TSFRN15 GBP N ML CWTR GBP S 1000. 0. 0. 1 .00 1 2005-11-24 N 18 S 1.00000000 00 151070 0. ABBEY NATIONAL TREASURY SERVS PLC 71LG XS0084252054 0252544 5.45% GTD NTS 2008 EUR(VAR)(BR) 000 ZZ Y FSLL ABIE ABBEY N.TS5.45% EUR N BD MISL EUR S 1000. 0. 0. 1 .00 1 2002-07-01 N 14 S 1.00000000 00 009070 0. ABBEY NATIONAL TREASURY SERVS PLC 72ME XS0168047461 3302253 GTD FLTG RTE NTS 14/05/08 EUR (VAR)(BR) 000 ZZ Y FSLL ABIE ABBEY NAT.FRN08 EUR N BD MISL EUR S 1000. 0. 0. 1 .00 1 2003-05-15 N 14 S 1.00000000 00 009070 0. ABBEY NATIONAL TREASURY SERVS PLC 72SG XS0179662514 3383742 FLTG RTE NTS 18/05/09 000 ZZ Y DIPS ABIE ABBEY N.TS FRN GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2003-11-14 N 18 S 1.00000000 00 070151 0. ABBEY NATIONAL TREASURY SERVS PLC 72TP XS0183039493 3406014 FLTG RTE NTS 02/07/09 000 ZZ Y DIPS ABIE ABBEY N.TSFRN09 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2004-01-02 N 18 S 1.00000000 00 070151 0. 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ABBEY NATIONAL TREASURY SERVS PLC 72ZM XS0201222261 B02WCC9 FLTG RTE NTS 17/09/10 000 ZZ Y DIPS ABIE ABBEY N.TSFRN10 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2004-09-17 N 18 S 1.00000000 00 070151 0. ABBEY NATIONAL TREASURY SERVS PLC 73CA XS0208368653 B054RM7 FLTG RTE NTS 17/06/10 000 ZZ Y DIPS ABIE ABBEY N.TSFRN10 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2004-12-17 N 18 S 1.00000000 00 070151 0. ABBEY NATIONAL TREASURY SERVS PLC 73DQ XS0215530931 B06NNQ9 FLTG RTE NTS 21/03/07 000 ZZ Y DIPS ABIE ABBEY N.TSFRN07 EUR N ML MISC EUR S 1000. 0. 0. 1 .00 1 2005-03-21 N 18 S 1.00000000 00 009070 0. ABBEY NATIONAL TREASURY SERVS PLC 73GG XS0220989692 B0B3JQ6 3.375% CVD BDS 08/06/15 000 ZZ Y DIPS ABIE ABBEY N.TS3.375 EUR N ML MISC EUR S 1000. 0. 0. 1 .00 1 2005-06-09 N 18 S 1.00000000 00 009070 0. ABBEY NATIONAL TREASURY SERVS PLC 73IP XS0233630895 B0NRVR1 0.01% NTS 30/04/08 000 ZZ Y UIDW ABIE ABBEY N.TS JPY N ML CWTR JPY S 1000. 0. 0. 1 .00 1 2005-11-01 N 18 S 1.00000000 00 009070 0. ABBEY NATIONAL TREASURY SERVS PLC 73IT XS0236234802 B0QY2K9 FLTG RTE NTS 20/11/15 000 ZZ Y UIDW ABIE ABBEY N.TS 15 GBP N ML CWTR GBP S 1000. 0. 0. 1 .00 1 2005-11-21 N 18 S 1.00000000 00 070151 0. ABBEY NATIONAL TREASURY SERVS PLC 73YR XS0244991039 B0ZVDL9 FLTG RTE NTS 27/02/08 000 ZZ Y UIDW ABIE ABBEY N.TSFRN08 CHF N ML CWTR CHF S 1000. 0. 0. 1 .00 1 2006-02-27 N 18 S 1.00000000 00 009070 0. ABBEY NATIONAL TREASURY SERVS PLC 74FC XS0260089056 B18WCC0 FLTG RTE NTS 10/07/08 000 ZZ Y UIDW ABIE ABBEY N.TS08 EUR N ML CWTR EUR S 1000. 0. 0. 1 .00 1 2006-07-10 N 18 S 1.00000000 00 009070 0. ABBEY NATIONAL TREASURY SERVS PLC 74FD XS0260088751 B18WCG4 FLTG RTE NTS 10/07/08 000 ZZ Y UIDW ABIE ABBEY N.TS08 EUR N ML CWTR EUR S 1000. 0. 0. 1 .00 1 2006-07-10 N 18 S 1.00000000 00 009070 0. ABBEY NATIONAL TREASURY SERVS PLC 74KR XS0079508882 0151287 7.28% NTS 10/09/07 000 ZZ Y DIPS ABIE ABBEY N.TS 7.28 USD N ML MISC USD S 1000. 0. 0. 1 .00 1 1998-07-01 N 18 S 1.00000000 00 009070 0. ABBEY NATIONAL TREASURY SERVS PLC 78NX XS0098933939 0747493 4.00% NTS 07/07/09 000 ZZ Y DIPS ABIE ABBEY N.TS 4%09 JPY N ML MISC JPY S 1000. 0. 0. 1 .00 1 1999-07-07 N 18 S 1.00000000 00 009070 0. ABBEY NATIONAL TREASURY SERVS PLC 80LG XS0083712611 0254034 FXD/REV FLTG RTE GTD NT 2013ITL(VAR)(BR) 000 ZZ Y FSLL ABIE ABBEY N.TS FRN EUR N BD MISL EUR S 1000. 0. 0. 1 .00 1 2002-07-01 N 14 S 1.00000000 00 009070 0. ABBEY NATIONAL TREASURY SERVS PLC 80NP XS0094315941 0667773 ZERO CPN RTE NTS 15/04/05 000 ZZ Y DIPS ABIE ABBEY N.TS 0CPN EUR N ML MISC EUR S 1000. 0. 0. 1 .00 1 1999-04-15 N 18 S 1.00000000 00 070 0. ABBEY NATIONAL TREASURY SERVS PLC 81LG XS0084461721 0254089 FXD/FLTG 28/02/10 000 ZZ Y DIPS ABIE ABBEY N.TS 2010 EUR N ML MISC EUR S 1000. 0. 0. 1 .00 1 1998-06-30 N 18 S 1.00000000 00 009070 0. ABBEY NATIONAL TREASURY SERVS PLC 81RN XS0230487018 B0LL926 FLTG RTE NTS 28/09/07 000 ZZ Y UIDW ABIE ABBEY N.TS 07 EUR N ML CWTR EUR S 1000. 0. 0. 1 .00 1 2005-09-28 N 18 S 1.00000000 00 009070 0. ABBEY NATIONAL TREASURY SERVS PLC 81SR XS0246466378 B11DXP0 FLTG RTE NTS 17/03/08 000 ZZ Y UIDW ABIE ABBEY N.TSFRN08 GBP N ML CWTR GBP S 1000. 0. 0. 1 .00 1 2006-03-15 N 18 S 1.00000000 00 070151 0. ABBEY NATIONAL TREASURY SERVS PLC 82BK XS0233434108 B0MZHW3 FLTG RTE NTS 24/10/07 000 ZZ Y UIDW ABIE ABBEY NTS 07 USD N ML CWTR USD S 1000. 0. 0. 1 .00 1 2005-10-24 N 18 S 1.00000000 00 009070 0. ABBEY NATIONAL TREASURY SERVS PLC 82ER XS0243528204 B0YH7T4 COMPONDING FLTG RTE NTS 08/02/11 000 ZZ Y UIDW ABIE ABBEY N.TS NT11 GBP N ML CWTR GBP S 1000. 0. 0. 1 .00 1 2006-02-08 N 18 S 1.00000000 00 070151 0. 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ABBEY NATIONAL TREASURY SERVS PLC 83FZ XS0058303461 0008082 FLTG/FXD RTE NTS 7/2005 US$(BR) 000 ZZ Y DIPS ABIE ABBEY N.TS FR05 USD N ML MISC USD S 1000. 0. 0. 1 .00 1 1998-06-30 N 18 S 1.00000000 00 009070 0. ABBEY NATIONAL TREASURY SERVS PLC 83JV XS0073212010 0025445 FXD/FLTG RTE NTS 29/01/01 000 ZZ Y DIPS ABIE ABBEY N.TSFRN01 EUR N ML MISC EUR S 1000. 0. 0. 1 .00 1 1998-06-30 N 18 S 1.00000000 00 009070 0. ABBEY NATIONAL TREASURY SERVS PLC 83LC XS0083985936 0247119 CNO-TEC 10 LNKD FRN 02/2009 EUR(BR) 000 ZZ Y FSLL ABIE ABBEY N.TS.CNO9 EUR N BD MISL EUR S 1000. 0. 0. 1 .00 1 2002-07-01 N 14 S 1.00000000 00 009070 0. ABBEY NATIONAL TREASURY SERVS PLC 84LC XS0083714823 0247090 CALL ZERO CPN BDS 09/02/38 EUR(VAR)(BR) 000 ZZ Y FSLL ABIE ABBEY N.TS.0CPN EUR N BD MISL EUR S 1000. 0. 0. 1 .00 1 2002-07-01 N 14 S 1.00000000 00 070 0. ABBEY NATIONAL TREASURY SERVS PLC 84NZ XS0099177643 0772592 STEP-UP FXD RTE NTS 14/07/09 000 ZZ Y DIPS ABIE ABBEY N.TS NT09 JPY N ML MISC JPY S 1000. 0. 0. 1 .00 1 1999-07-14 N 18 S 1.00000000 00 009070 0. ABBEY NATIONAL TREASURY SERVS PLC 85GA XS0192653581 B013892 FLTG RTE NTS 12/11/09 000 ZZ Y DIPS ABIE ABBEY N.TSFRN09 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2004-05-12 N 18 S 1.00000000 00 070151 0. ABBEY NATIONAL TREASURY SERVS PLC 85HI XS0195065098 B01LT93 FLTG RTE NTS 24/06/09 000 ZZ Y DIPS ABIE ABBEY N.TSFRN09 USD N ML MISC USD S 1000. 0. 0. 1 .00 1 2004-06-22 N 18 S 1.00000000 00 009070 0. ABBEY NATIONAL TREASURY SERVS PLC 85JT XS0072701948 0036737 ZERO CPN/FXD RTE NTS 22/01/07 000 ZZ Y DIPS ABIE ABBEY N.TS0CP07 EUR N ML MISC EUR S 1000. 0. 0. 1 .00 1 1998-07-03 N 18 S 1.00000000 00 070 0. 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ABBEY NATIONAL TREASURY SERVS PLC 89FN XS0180937582 3385878 ABBEY NATIONAL TREASURY SERVS PLC 000 ZZ Y DIPS ABIE ABBEY N.TSFRN08 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2003-11-21 N 18 S 1.00000000 00 070151 0. ABBEY NATIONAL TREASURY SERVS PLC 89FP XS0180937236 3385890 ABBEY NATIONAL TREASURY SERVS PLC 000 ZZ Y DIPS ABIE ABBEY N.TSFRN09 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2003-11-21 N 18 S 1.00000000 00 070151 0. ABBEY NATIONAL TREASURY SERVS PLC 89HY XS0183576239 3413672 FLTG RTE NTS 16/01/07 000 ZZ Y DIPS ABIE ABBEY N.TS FRN7 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2004-01-16 N 18 S 1.00000000 00 070151 0. ABBEY NATIONAL TREASURY SERVS PLC 89IB XS0183577120 3413724 FLTG RTE NTS 16/07/09 000 ZZ Y DIPS ABIE ABBEY N.TS FRN9 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2004-01-16 N 18 S 1.00000000 00 070151 0. 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ALLIANCE & LEICESTER GRP TREAS PLC BN97 XS0130326027 3051867 ZERO CPN NTS 31/05/07 000 ZZ Y DIPS ALGT ALL&L.TR.0CPN07 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2001-05-31 N 18 S 1.00000000 00 070 0. ALLIANCE & LEICESTER GRP TREAS PLC BP11 XS0098120594 0728454 FLTG RTE NTS 07/12/09 000 ZZ Y DIPS ALGT ALL&L.TR.FRN09 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 1999-06-07 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 31FI XS0166857473 3285893 FLTG RTE NTS 17/04/08 000 ZZ Y DIPS ALAL ALL&L.FRN08 USD N ML MISC USD S 1000. 0. 0. 1 .00 1 2003-04-17 N 18 S 1.00000000 00 009070 0. ALLIANCE & LEICESTER PLC 31FU XS0170539224 3318272 FLTG RTE NTS 16/03/09 000 ZZ Y DIPS ALAL ALL&L.FRN09 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2003-06-13 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 31JN XS0176468006 3358836 FLTG RTE NTS 18/09/08 000 ZZ Y DIPS ALAL A & L FRN 08 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2003-09-18 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 31ME XS0181746933 3397367 FLTG RTE NTS 07/12/09 000 ZZ Y DIPS ALAL ALL&L.FRN09 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2003-12-05 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 31MS XS0182215359 3398100 FLTG RTE NTS 07/12/07 000 ZZ Y DIPS ALAL ALL&L.FRN07 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2003-12-08 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 31ST XS0195619258 B01QJT8 FLTG RTE NTS 28/06/10 000 ZZ Y DIPS ALAL ALL&L.FRN10 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2004-06-28 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 32CP XS0223068395 B0C3MV1 FLTG RTE NTS 30/11/09 000 ZZ Y DIPS ALAL ALL&L.FRN09 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2005-06-24 N 18 S 1.00000000 00 009070 0. ALLIANCE & LEICESTER PLC 32DW XS0223150052 B0CFHY5 FLTG RTE NTS 29/06/07 000 ZZ Y DIPS ALAL ALL&L. FRN 07 EUR N ML MISC EUR S 1000. 0. 0. 1 .00 1 2005-06-29 N 18 S 1.00000000 00 009070 0. ALLIANCE & LEICESTER PLC 32KX XS0229672315 B0L4JZ8 FLTG RTE NTS 17/09/07 000 ZZ Y UIDW ALAL ALL&L.FRN07 GBP N ML CWTR GBP S 1000. 0. 0. 1 .00 1 2005-09-15 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 32LR XS0227972634 B0L4YM0 FLTG RTE NTS 25/02/08 000 ZZ Y UIDW ALAL ALL&L.FRN08 EUR N ML CWTR EUR S 1000. 0. 0. 1 .00 1 2005-09-16 N 18 S 1.00000000 00 070 0. ALLIANCE & LEICESTER PLC 32LX XS0229792485 B0KYVT7 FLTG RTE NTS 07/09/11 000 ZZ Y UIDW ALAL ALL&L.FRN11 GBP N ML CWTR GBP S 1000. 0. 0. 1 .00 1 2005-09-13 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 32LY XS0229791917 B0KYX80 FLTG RTE NTS 07/09/10 000 ZZ Y UIDW ALAL ALL&L.FRN10 GBP N ML CWTR GBP S 1000. 0. 0. 1 .00 1 2005-09-13 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 32NU XS0231226779 B0M2BX3 CALL STEP-UP SUB FLTG RTE NTS 10/10/17 000 ZZ Y EIDW ALAL ALL&L. FRN17 EUR N ML CWNR EUR S 1000. 0. 0. 1 .00 1 2005-10-13 N 18 S 1.00000000 00 009070 0. ALLIANCE & LEICESTER PLC 32NX XS0231173559 B0M2D60 FLTG RTE NTS 10/10/08 000 ZZ Y UIDW ALAL ALL&L. FRN08 GBP N ML CWTR GBP S 1000. 0. 0. 1 .00 1 2005-10-13 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 32RF XS0237669733 B0TNFP9 FLTG RTE NTS 20/06/12 000 ZZ Y UIDW ALAL ALL&L.FRN12 EUR N ML CWTR EUR S 1000. 0. 0. 1 .00 1 2005-12-14 N 18 S 1.00000000 00 009070 0. ALLIANCE & LEICESTER PLC 32SY XS0242634367 B0XSK33 FLTG RTE NTS 29/07/11 000 ZZ Y UIDW ALAL ALL&L.FRN11 GBP N ML CWTR GBP S 1000. 0. 0. 1 .00 1 2006-01-31 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 32XM XS0253971427 B14THJ7 4.25% NTS 30/12/08 000 ZZ Y UIDW ALAL ALL&L.4.25% GBP N ML CWTR GBP S 1000. 0. 0. 1 .00 1 2006-05-18 N 18 S 1.00000000 00 070 0. ALLIANCE & LEICESTER PLC 32ZQ XS0257817915 B16P715 FLTG RTE NTS 14/06/13 000 ZZ Y UIDW ALAL ALL&L. FRN13 EUR N ML CWTR EUR S 1000. 0. 0. 1 .00 1 2006-06-14 N 18 S 1.00000000 00 009070 0. ALLIANCE & LEICESTER PLC 33CR XS0263105123 B19LPX8 FLTG RTE NTS 07/08/09 000 ZZ Y UIDW ALAL ALL&L.09 JPY N ML CWTR JPY S 1000. 0. 0. 1 .00 1 2006-08-07 N 18 S 1.00000000 00 009070 0. ALLIANCE & LEICESTER PLC 33HP XS0272919704 B1GDTT1 FLTG RTE NTS 30/10/08 000 ZZ Y UIDW ALAL ALL&L.FRN08 JPY N ML CWTR JPY S 1000. 0. 0. 1 .00 1 2006-10-30 N 18 S 1.00000000 00 009070 0. ALLIANCE & LEICESTER PLC 35HR XS0166150994 3277889 FLTG RTE NTS 28/09/08 000 ZZ Y DIPS ALAL ALL&L. FRN 08 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2003-03-28 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 35JJ XS0168950672 3303364 4.25% NTS 30/12/08 000 ZZ Y DIPS ALAL ALL&L.NTS12/08 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2003-05-30 N 18 S 1.00000000 00 070 0. ALLIANCE & LEICESTER PLC 35WY XS0202055801 B031GQ7 FLTG RTE NTS 29/03/10 000 ZZ Y DIPS ALAL ALL&L.FRN10 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2004-09-29 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 36FI XS0248446410 B11VNX2 FLTG RTE NTS 21/09/11 000 ZZ Y UIDW ALAL ALL&L. FRN11 GBP N ML CWTR GBP S 1000. 0. 0. 1 .00 1 2006-03-21 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 36TU XS0264903328 B1C0TQ3 FLTG RTE NTS 18/08/09 000 ZZ Y UIDW ALAL ALL&L.FRN09 GBP N ML CWTR GBP S 1000. 0. 0. 1 .00 1 2006-08-18 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 36UR XS0244647847 B0Z5XM2 FLTG RTE NTS 07/02/08 000 ZZ Y UIDW ALAL ALL&L.FRN08 JPY N ML CWTR JPY S 1000. 0. 0. 1 .00 1 2006-02-16 N 18 S 1.00000000 00 009070 0. ALLIANCE & LEICESTER PLC 39MU XS0168493590 3301250 FLTG RTE NTS 10/11/08 000 ZZ Y DIPS ALAL ALL&L. FRN08 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2003-05-09 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 39MV XS0168492352 3301272 FLTG RTE NTS 09/07/08 000 ZZ Y DIPS ALAL ALL&L. FRN08 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2003-05-09 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 39UF XS0183050979 3404137 ALLIANCE & LEICESTER PLC 000 ZZ Y DIPS ALAL ALL&L.FRN09 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2003-12-23 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 40AD XS0200533726 B02R4K6 FLTG RTE NTS 14/09/09 000 ZZ Y DIPS ALAL ALL&L.FRN09 EUR N ML MISC EUR S 1000. 0. 0. 1 .00 1 2004-09-14 N 18 S 1.00000000 00 009070 0. ALLIANCE & LEICESTER PLC 40DX XS0212077050 B064XJ5 FLTG RTE NTS 07/03/07 000 ZZ Y DIPS ALAL ALL&L.FRN07 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2005-02-07 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 40EL XS0215161554 B06LJJ8 FLTG RTE NTS 15/03/07 000 ZZ Y DIPS ALAL ALL&L.FRN07 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2005-03-17 N 18 S 1.00000000 00 009070 0. ALLIANCE & LEICESTER PLC 40EW XS0214964990 B06LT76 FLTG RTE NTS 18/03/08 000 ZZ Y DIPS ALAL ALL&L.FRN08 CAD N ML MISC CAD S 1000. 0. 0. 1 .00 1 2005-03-18 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 40LT XS0254788515 B152ZD5 A FXD/FLTG RTE NON-CUM CALL PREF SHS #1 000 GB Y UIOW ALAL ALL&L.PRF GBP N BD CWTR GBP S 1000. 0. 0. 1 .00 1 2006-05-25 N 14 S 1.00000000 00 070 0. ALLIANCE & LEICESTER PLC 40MQ XS0246514797 B10SFS3 FLTG RTE NTS 09/03/09 000 ZZ Y UIDW ALAL ALL&L.NTS09 SEK N ML CWTR SEK S 1000. 0. 0. 1 .00 1 2006-03-09 N 18 S 1.00000000 00 009070 0. ALLIANCE & LEICESTER PLC 40MV XS0246741697 B10G996 3.50% NTS 09/03/11 000 ZZ Y UIDW ALAL ALL&L. 3.50% EUR N ML CWTR EUR S 1000. 0. 0. 1 .00 1 2006-03-09 N 18 S 1.00000000 00 070 0. ALLIANCE & LEICESTER PLC 40TA XS0233806412 B0NLWM5 FLTG RTE NTS 31/10/08 000 ZZ Y UIDW ALAL ALL&L.FRN08 JPY N ML CWTR JPY S 1000. 0. 0. 1 .00 1 2005-10-31 N 18 S 1.00000000 00 009070 0. ALLIANCE & LEICESTER PLC 40WR XS0233632081 B0NWD58 FLTG RTE NTS 02/11/07 000 ZZ Y UIDW ALAL ALL&L. NTS07 GBP N ML CWTR GBP S 1000. 0. 0. 1 .00 1 2005-11-02 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 40WY XS0261716798 B199361 FLTG RTE NTS 12/07/12 000 ZZ Y UIDW ALAL ALL&L. NTS12 GBP N ML CWTR GBP S 1000. 0. 0. 1 .00 1 2006-07-18 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 40ZY XS0244176896 B0YZWK4 FLTG RTE NTS 19/01/11 000 ZZ Y UIDW ALAL ALL&L.FRN11 USD N ML CWTR USD S 1000. 0. 0. 1 .00 1 2006-02-14 N 18 S 1.00000000 00 009070 0. ALLIANCE & LEICESTER PLC 47OW XS0108391730 0199607 SUBORD FLTG RTE NTS 02/03/10 000 ZZ Y DIPS ALAL ALL&L.TR.FRN10 USD N ML MISC USD S 1000. 0. 0. 1 .00 1 2000-03-01 N 18 S 1.00000000 00 009070 0. ALLIANCE & LEICESTER PLC 48KD XS0200019098 B02Q8N4 FLTG RTE NTS 01/09/09 000 ZZ Y DIPS ALAL ALL&L.FRN09 HKD N ML MISC HKD S 1000. 0. 0. 1 .00 1 2004-09-01 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 48KE XS0199663567 B02Q8T0 FLTG RTE NTS 26/01/09 000 ZZ Y DIPS ALAL ALL&L.FRN09 USD N ML MISC USD S 1000. 0. 0. 1 .00 1 2004-09-01 N 18 S 1.00000000 00 009070 0. ALLIANCE & LEICESTER PLC 48NU XS0211247027 B05R6F2 FLTG RTE NTS 01/02/11 000 ZZ Y DIPS ALAL ALL&L. FRN11 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2005-01-28 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 48QN XS0214642950 B06KR91 FLTG RTE NTS 15/03/10 000 ZZ Y DIPS ALAL ALL&L. FRN10 CAD N ML MISC CAD S 1000. 0. 0. 1 .00 1 2005-03-15 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 48QO XS0215041814 B06KRG8 FLTG RTE NTS 15/09/10 000 ZZ Y DIPS ALAL ALL&L. FRN10 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2005-03-15 N 18 S 1.00000000 00 070 0. ALLIANCE & LEICESTER PLC 48VC XS0246484942 B11DPH6 FLTG RTE NTS 17/03/08 000 ZZ Y UIDW ALAL ALL&L. FRN 08 GBP N ML CWTR GBP S 1000. 0. 0. 1 .00 1 2006-03-15 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 48VX XS0236113097 B0QZHL8 FLTG RTE NTS 22/11/10 000 ZZ Y UIDW ALAL ALL&L.FRN10 AUD N ML CWTR AUD S 1000. 0. 0. 1 .00 1 2005-11-22 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 48WB XS0236338686 B0R3TW6 FLTG RTE NTS 23/05/11 000 ZZ Y UIDW ALAL ALL&L.FRN11 GBP N ML CWTR GBP S 1000. 0. 0. 1 .00 1 2005-11-22 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 49HY XS0243388864 B0YBT67 FLTG RTE NTS 07/02/08 000 ZZ Y UIDW ALAL ALL&L.FRN08 JPY N ML CWTR JPY S 1000. 0. 0. 1 .00 1 2006-02-07 N 18 S 1.00000000 00 009070 0. ALLIANCE & LEICESTER PLC 49IV XS0245648869 B0ZR544 FLTG RTE NTS 20/06/12 000 ZZ Y UIDW ALAL ALL&L.FRN12 EUR N ML CWTR EUR S 1000. 0. 0. 1 .00 1 2006-02-24 N 18 S 1.00000000 00 009070 0. ALLIANCE & LEICESTER PLC 52DV XS0178883319 3372870 FLTG RTE NTS 22/04/09 000 ZZ Y DIPS ALAL ALL&L. FRN09 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2003-10-22 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 52DX XS0178886684 3372892 FLTG RTE NTS 15/04/09 000 ZZ Y DIPS ALAL ALL&L. FRN09 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2003-10-22 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 52ED XS0181136945 3388413 SUB CALL FLTG RTE NTS 28/11/13 000 ZZ Y DIPS ALAL ALL&L.FRN13 EUR N ML MISC EUR S 1000. 0. 0. 1 .00 1 2003-11-28 N 18 S 1.00000000 00 009070 0. ALLIANCE & LEICESTER PLC 52EI XS0181374371 3388510 FLTG RTE NTS 28/11/08 000 ZZ Y DIPS ALAL ALL&L.FRN08 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2004-11-16 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 52HB XS0188408552 B00FPS7 FLTG RTE NTS 12/09/07 000 ZZ Y DIPS ALAL ALL&L.FRN07 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2004-03-12 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 52QX XS0209581031 B05L7C8 FLTG RTE NTS 14/01/08 000 ZZ Y DIPS ALAL ALL&L.FRN08 USD N ML MISC USD S 1000. 0. 0. 1 .00 1 2005-01-14 N 18 S 1.00000000 00 009070 0. ALLIANCE & LEICESTER PLC 52RX XS0213428310 B06CJ91 SUB FLTG RTE NTS 28/08/17 000 ZZ Y DIPS ALAL ALL&L.FRN17 EUR N ML MISC EUR S 1000. 0. 0. 1 .00 1 2005-02-28 N 18 S 1.00000000 00 009070 0. ALLIANCE & LEICESTER PLC 52RY XS0213354953 B06CJC4 FLTG RTE NTS 28/02/07 000 ZZ Y DIPS ALAL ALL&L.FRN07 EUR N ML MISC EUR S 1000. 0. 0. 1 .00 1 2005-02-28 N 18 S 1.00000000 00 009070 0. ALLIANCE & LEICESTER PLC 52SI XS0213428583 B06D4P5 SUB FLTG RTE NTS 02/09/15 000 ZZ Y DIPS ALAL ALL&L.FRN15 USD N ML MISC USD S 1000. 0. 0. 1 .00 1 2005-03-02 N 18 S 1.00000000 00 009070 0. ALLIANCE & LEICESTER PLC 52UV XS0222335134 B0BTRY8 FLTG RTE NTS 20/06/12 000 ZZ Y DIPS ALAL ALL&L.FRN12 EUR N ML MISC EUR S 1000. 0. 0. 1 .00 1 2005-06-20 N 18 S 1.00000000 00 009070 0. ALLIANCE & LEICESTER PLC 53JB XS0272408443 B1GFCJ8 ZERO CPN NTS 31/10/08 000 ZZ Y UIDW ALAL ALL&L.08 CZK N ML CWTR CZK S 1000. 0. 0. 1 .00 1 2006-10-31 N 18 S 1.00000000 00 070 0. ALLIANCE & LEICESTER PLC 54DF XS0277792478 B1L04Y7 0.01% NTS 12/12/08 000 ZZ Y UIDW ALAL ALL&L.0.01% JPY N ML CWTR JPY S 1000. 0. 0. 1 .00 1 2006-12-11 N 18 S 1.00000000 00 070 0. ALLIANCE & LEICESTER PLC 56DY XS0174373729 3346671 FLTG RTE NTS 21/08/09 000 ZZ Y DIPS ALAL ALL&L.FRN09 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2003-08-15 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 56DZ XS0174374024 3346682 FLTG RTE NTS 18/05/09 000 ZZ Y DIPS ALAL ALL&L.FRN09 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2003-08-15 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 56EA XS0174917509 3346701 FLTG RTE NTS 18/05/09 000 ZZ Y DIPS ALAL ALL&L.FRN09 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2003-08-15 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 56FU XS0177077525 3365438 FLTG RTE NTS 09/10/09 000 ZZ Y DIPS ALAL ALL&L.FRN09 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2003-10-03 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 56HK XS0180937749 3385812 ALLIANCE & LEICESTER PLC 000 ZZ Y DIPS ALAL ALL&L. FRN09 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2003-11-21 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 56HL XS0180935537 3385834 ALLIANCE & LEICESTER PLC 000 ZZ Y DIPS ALAL ALL&L. FRN08 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2003-11-21 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 56JC XS0187108203 3434703 FLTG RTE NTS 05/03/07 000 ZZ Y DIPS ALAL ALL&L.FRN07 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2004-02-25 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 56JD XS0187136592 3434714 FLTG RTE NTS 25/08/09 000 ZZ Y DIPS ALAL ALL&L.FRN09 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2004-02-25 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 56PF XS0196965379 B01Z2L8 FLTG RTE NTS 21/01/10 000 ZZ Y DIPS ALAL ALL&L.FRN10 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2004-07-21 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 56RV XS0205787186 B040PS8 PUTTABLE FLTG RTE NTS 22/11/10 000 ZZ Y DIPS ALAL ALL&L.NTS10 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2004-11-12 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 56RW XS0205459844 B040PT9 FLTG RTE NTS 12/11/10 000 ZZ Y DIPS ALAL ALL&L.FRN10 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2004-11-16 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 56YK XS0236234398 B0QYGQ3 FLTG RTE NTS 20/11/15 000 ZZ Y UIDW ALAL ALL&L. FRN15 GBP N ML CWTR GBP S 1000. 0. 0. 1 .00 1 2005-11-21 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 56ZC XS0247682106 B118V06 FLTG RTE NTS 08/03/12 000 ZZ Y UIDW ALAL ALL&L.FNR12 GBP N ML CWTR GBP S 1000. 0. 0. 1 .00 1 2006-03-14 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 64DW XS0164078791 3262658 5.25% STEP-UP SUBORD CALL NTS 06/03/23 000 ZZ Y DIPS ALAL ALL&L.5.25%23 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2003-03-06 N 18 S 1.00000000 00 070 0. ALLIANCE & LEICESTER PLC 64GU XS0171139255 3320460 FLTG RTE NTS 23/06/08 000 ZZ Y DIPS ALAL ALL&L.FRN08 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2003-06-20 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 64QB XS0188550114 B00D9G7 5.827%STEPUP CALL PERP PFD SEC#(VAR)(BR) 000 ZZ Y FSLL ALAL ALL&L.5.827% GBP N BD MISL GBP S 1000. 0. 0. 1 .00 1 2004-03-23 N 14 S 1.00000000 00 070 0. ALLIANCE & LEICESTER PLC 64QU XS0192954351 B014CM6 FLTG RTE NTS 20/05/10 000 ZZ Y DIPS ALAL ALL&L.FRN10 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2004-05-18 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 64TA XS0198550237 B02GHZ9 5.50% NTS 17/12/07 000 ZZ Y DIPS ALAL ALL&L.5.50%07 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2004-08-17 N 18 S 1.00000000 00 070 0. ALLIANCE & LEICESTER PLC 64TP XS0198595760 B02KMM3 FLTG RTE NTS 18/08/11 000 ZZ Y DIPS ALAL ALL&L.FRN11 EUR N ML MISC EUR S 1000. 0. 0. 1 .00 1 2004-08-18 N 18 S 1.00000000 00 009070 0. ALLIANCE & LEICESTER PLC 64ZO XS0217691939 B07LSH8 FLTG RTE NTS 19/04/11 000 ZZ Y DIPS ALAL ALL&L.FRN11 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2005-04-19 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 65AM XS0220474182 B09JFR9 4.415% NTS 30/06/15 000 ZZ Y DIPS ALAL ALL&L.4.415% USD N ML MISC USD S 1000. 0. 0. 1 .00 1 2005-05-26 N 18 S 1.00000000 00 009070 0. ALLIANCE & LEICESTER PLC 65CQ XS0224966621 B0DW1B0 SNR FLTG RTE NTS 19/07/07 000 ZZ Y UIDW ALAL ALL&L. FRN07 GBP N ML CWTR GBP S 1000. 0. 0. 1 .00 1 2005-07-19 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 65DZ XS0225737484 B0FRBY6 FLTG RTE NTS 01/08/07 000 ZZ Y UIDW ALAL ALL&L.FRN07 EUR N ML CWTR EUR S 1000. 0. 0. 1 .00 1 2005-08-01 N 18 S 1.00000000 00 009070 0. ALLIANCE & LEICESTER PLC 65FS XS0228545934 B0J0CH1 4.50% NTS 07/12/10 000 ZZ Y UIDW ALAL ALL&L.4.50% GBP N ML CWTR GBP S 1000. 0. 0. 1 .00 1 2005-09-29 N 18 S 1.00000000 00 070 0. ALLIANCE & LEICESTER PLC 65JA XS0230356858 B0LCYF7 FLTG RTE NTS 02/04/07 000 ZZ Y UIDW ALAL ALL&L.FRN07 GBP N ML CWTR GBP S 1000. 0. 0. 1 .00 1 2005-09-22 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 65JE XS0229757736 B0KDN32 FLTG RTE NTS 21/09/10 000 ZZ Y UIDW ALAL ALL&L.FRN10 EUR N ML CWTR EUR S 1000. 0. 0. 1 .00 1 2005-09-21 N 18 S 1.00000000 00 009070 0. ALLIANCE & LEICESTER PLC 65KV XS0230454869 B0LC9C9 FLTG RTE NTS 21/03/11 000 ZZ Y UICW ALAL ALL&L.FRN11 GBP N ML CWTR GBP S 1000. 0. 0. 1 .00 1 2005-09-20 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 65QQ XS0239400194 B0VR4F2 FLTG RTE NTS 15/12/07 000 ZZ Y UIDW ALAL ALL&L.FRN07 GBP N ML CWTR GBP S 1000. 0. 0. 1 .00 1 2005-12-23 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 65SY XS0242977485 B0XXK05 4.75% NTS 01/03/11 000 ZZ Y UIDW ALAL ALL&L.4.75% GBP N ML CWTR GBP S 1000. 0. 0. 1 .00 1 2006-02-01 N 18 S 1.00000000 00 070 0. ALLIANCE & LEICESTER PLC 65WH XS0250105748 B12W5B6 FLTG RTE NTS 12/10/07 000 ZZ Y UIDW ALAL ALL&L.07 GBP N ML CWTR GBP S 1000. 0. 0. 1 .00 1 2006-04-12 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 66PH XS0279079031 B1L7YH1 0.55625% NTS 21/12/10 000 ZZ Y UIDW ALAL ALL&L.NTS10 JPY N ML CWTR JPY S 1000. 0. 0. 1 .00 1 2006-12-15 N 18 S 1.00000000 00 070 0. ALLIANCE & LEICESTER PLC 68MK XS0175201309 3351437 FLTG RTE NTS 15/09/08 000 ZZ Y DIPS ALAL ALL&L.FRN08 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2003-08-29 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 68OU XS0178383344 3370788 FLTG RTE NTS 31/10/08 000 ZZ Y DIPS ALAL ALL&L.FRN08 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2003-10-17 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 68OV XS0178382882 3370799 FLTG RTE NTS 20/10/08 000 ZZ Y DIPS ALAL ALL&L.FRN08 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2003-10-17 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 68QM XS0180721655 3387487 FLTG RTE NTS 26/01/09 000 ZZ Y DIPS ALAL ALL&L.FRN09 USD N ML MISC USD S 1000. 0. 0. 1 .00 1 2003-11-26 N 18 S 1.00000000 00 070009 0. ALLIANCE & LEICESTER PLC 68TZ XS0191514925 B010J78 FLTG RTE NTS 30/04/10 000 ZZ Y DIPS ALAL ALL&L.FRN10 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2004-04-30 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 68WW XS0198296260 B02GW21 FLTG RTE NTS 06/08/10 000 ZZ Y DIPS ALAL ALL&L.FRN10 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2004-08-06 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 68XO XS0202383138 B031WW5 FLTG RTE NTS 19/10/10 000 ZZ Y DIPS ALAL ALL&L.FRN10 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2004-09-30 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 68YI XS0206028309 B048043 FLTG RTE NTS 19/11/10 000 ZZ Y DIPS ALAL ALL&L.FRN10 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2004-11-19 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 68YM XS0205997157 B0480B0 FLTG RTE NTS 30/11/09 000 ZZ Y DIPS ALAL ALL&L.FRN09 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2004-11-19 N 18 S 1.00000000 00 070 0. ALLIANCE & LEICESTER PLC 69BR XS0215112425 B06WF15 FLTG RTE NTS 12/09/07 000 ZZ Y DIPS ALAL ALL&L.FRN07 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2005-03-29 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 69BS XS0214165846 B06WCV4 FLTG RTE NTS 28/06/10 000 ZZ Y DIPS ALAL ALL&L. FRN10 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2005-03-29 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 69FA XS0222477274 B0BTRF9 FLTG RTE NTS 20/06/12 000 ZZ Y DIPS ALAL ALL&L.FRN12 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2005-06-20 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 69IW XS0254736043 B156Z48 FLTG RTE NTS 10/05/12 000 ZZ Y UIDW ALAL ALL&L. FRN12 GBP N ML CWTR GBP S 1000. 0. 0. 1 .00 1 2006-05-16 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 72IP XS0158132703 3227011 FLTG RTE NTS 28/01/08 000 ZZ Y DIPS ALAL ALL&L. FRN 08 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2002-11-14 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 72MA XS0168678026 3302424 FLTG RTE NTS 14/11/08 000 ZZ Y DIPS ALAL ALL&L FRN08 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2003-04-14 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 72MN XS0168806981 3303502 FLTG RTE NTS 19/05/08 000 ZZ Y DIPS ALAL ALL&L. FRN08 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2003-05-16 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 72PV XS0174377803 3345009 FLTG RTE NTS 12/08/08 000 ZZ Y DIPS ALAL ALL&L.FRN08 EUR N ML MISC EUR S 1000. 0. 0. 1 .00 1 2003-08-12 N 18 S 1.00000000 00 009070 0. ALLIANCE & LEICESTER PLC 72SE XS0179662431 3383720 FLTG RTE NTS 18/05/09 000 ZZ Y DIPS ALAL ALL&L.FRN09 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2003-11-14 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 72TT XS0183038925 3406122 FLTG RTE NTS 02/07/09 000 ZZ Y DIPS ALAL ALL&L.FRN09 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2004-01-02 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 72TU XS0183039147 3406070 FLTG RTE NTS 07/01/10 000 ZZ Y DIPS ALAL ALL&L.FRN10 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2004-01-02 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 72XW XS0196109853 B01W156 FLTG RTE NTS 12/07/07 000 ZZ Y DIPS ALAL ALL&L.FRN07 EUR N ML MISC EUR S 1000. 0. 0. 1 .00 1 2004-07-12 N 18 S 1.00000000 00 009070 0. ALLIANCE & LEICESTER PLC 72ZI XS0201373809 B02WBW2 FLTG RTE NTS 30/11/09 000 ZZ Y DIPS ALAL ALL&L.FRN09 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2004-09-17 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 72ZJ XS0201223152 B02WC18 FLTG RTE NTS 17/09/10 000 ZZ Y DIPS ALAL ALL&L.FRN10 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2004-09-17 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 73BX XS0208369388 B054R94 FLTG RTE NTS 17/06/10 000 ZZ Y DIPS ALAL ALL&L.FRN10 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2004-12-17 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 73DX XS0215699504 B06QT15 FLTG RTE NTS 16/03/11 000 ZZ Y DIPS ALAL ALL&L.FRN11 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2005-03-22 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 73YO XS0245333017 B0ZVDD1 FLTG RTE NTS 27/02/09 000 ZZ Y UIDW ALAL ALL&L.FRN09 USD N ML CWTR USD S 1000. 0. 0. 1 .00 1 2006-02-27 N 18 S 1.00000000 00 009070 0. ALLIANCE & LEICESTER PLC 80UK XS0168492436 3301216 FLTG RTE NTS 15/05/09 000 ZZ Y DIPS ALAL ALL&L. FRN09 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2003-05-09 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 80UL XS0168492196 3301227 FLTG RTE NTS 12/05/08 000 ZZ Y DIPS ALAL ALL&L. FRN08 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2003-05-09 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 80VF XS0171552028 3324707 FLTG RTE NTS 29/12/08 000 ZZ Y DIPS ALAL ALL&L. FRN 08 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2003-06-27 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 80VH XS0171551301 3324688 FLTG RTE NTS 06/07/09 000 ZZ Y DIPS ALAL ALL&L. FRN09 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2003-06-27 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 80VI XS0171551210 3324826 FLTG RTE NTS 29/08/08 000 ZZ Y DIPS ALAL ALL&L. FRN08 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2003-06-27 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 82EH XS0240286749 B0WCHH9 FLTG RTE NTS 19/01/11 000 ZZ Y UIDW ALAL ALL&L.FRN11 USD N ML CWTR USD S 1000. 0. 0. 1 .00 1 2006-01-19 N 18 S 1.00000000 00 009070 0. ALLIANCE & LEICESTER PLC 82EO XS0243232690 B0YHQM0 SNR FLTG RTE NTS 08/02/08 000 ZZ Y UIDW ALAL ALL&L.FRN08 USD N ML CWTR USD S 1000. 0. 0. 1 .00 1 2006-02-08 N 18 S 1.00000000 00 009070 0. ALLIANCE & LEICESTER PLC 82EQ XS0243529277 B0YH5S9 ACCRETING FLTG RTE NTS 08/02/11 000 ZZ Y UIDW ALAL ALL&L.FRN11 GBP N ML CWTR GBP S 1000. 0. 0. 1 .00 1 2006-02-08 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 82HV XS0249906214 B126SX1 FLTG RTE NTS 07/04/08 000 ZZ Y UIDW ALAL ALL&L.FRN08 CHF N ML CWTR CHF S 1000. 0. 0. 1 .00 1 2006-04-07 N 18 S 1.00000000 00 009070 0. ALLIANCE & LEICESTER PLC 84UA XS0156550203 3210710 FLTG RTE NTS 15/10/07 000 ZZ Y DIPS ALAL ALL&L FRN 10/07 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2002-10-16 N 18 Q 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 84ZP XS0172963372 3337028 FLTG RTE NTS 23/01/09 000 ZZ Y DIPS ALAL ALL&L.FRN09 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2003-07-23 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 85EL XS0184660230 3423013 FLTG RTE NTS 01/02/10 000 ZZ Y DIPS ALAL ALL&L.FRN10 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2004-01-30 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 85FZ XS0192654472 B013869 FLTG RTE NTS 12/11/09 000 ZZ Y DIPS ALAL ALL&L.FRN09 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2004-05-12 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 85JB XS0198452145 B02GB13 FLTG RTE NTS 12/07/07 000 ZZ Y DIPS ALAL ALL&L.FRN07 EUR N ML MISC EUR S 1000. 0. 0. 1 .00 1 2004-08-13 N 18 S 1.00000000 00 009070 0. ALLIANCE & LEICESTER PLC 85LP XS0202323746 B035FJ5 FLTG RTE NTS 08/10/14 000 ZZ Y DIPS ALAL ALL&L.FRN14 EUR N ML MISC EUR S 1000. 0. 0. 1 .00 1 2004-10-08 N 18 S 1.00000000 00 009070 0. ALLIANCE & LEICESTER PLC 85ML XS0207119222 B04KR59 FLTG RTE NTS 29/11/06 000 ZZ Y DIPS ALAL ALL&L.FRN06 EUR N ML MISC EUR S 1000. 0. 0. 1 .00 1 2004-11-29 N 18 S 1.00000000 00 009070 0. ALLIANCE & LEICESTER PLC 85MM XS0207118927 B04KRH1 FLTG RTE NTS 29/11/07 000 ZZ Y DIPS ALAL ALL&L.FRN07 EUR N ML MISC EUR S 1000. 0. 0. 1 .00 1 2004-11-29 N 18 S 1.00000000 00 009070 0. ALLIANCE & LEICESTER PLC 85MW XS0206374125 B04M852 FLTG RTE NTS 30/11/09 000 ZZ Y DIPS ALAL ALL&L.FRN09 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2004-11-30 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 85YS XS0236903810 B0T4HM3 FLTG RTE NTS 07/12/07 000 ZZ Y UIDW ALAL ALL&L.FRN07 GBP N ML CWTR GBP S 1000. 0. 0. 1 .00 1 2005-12-07 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 86BZ XS0241121010 B0WJ2V9 FLTG RTE NTS 11/01/12 000 ZZ Y UIDW ALAL ALL&L.FRN12 GBP N ML CWTR GBP S 1000. 0. 0. 1 .00 1 2006-01-17 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 89DF XS0174378280 3347481 4.745% NTS 18/08/08 000 ZZ Y DIPS ALAL ALL&L.4.745% GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2003-08-18 N 18 S 1.00000000 00 070 0. ALLIANCE & LEICESTER PLC 89DK XS0175082535 3347748 FLTG RTE NTS 13/02/09 000 ZZ Y DIPS ALAL ALL&L.FRN09 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2003-08-19 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 89HR XS0183576585 3413616 FLTG RTE NTS 16/01/07 000 ZZ Y DIPS ALAL ALL&L.FRN07 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2004-01-16 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 89HS XS0183575850 3413627 FLTG RTE NTS 16/07/09 000 ZZ Y DIPS ALAL ALL&L.FRN09 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2004-01-16 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 89KD XS0190463207 B00VF85 0.605% NTS 21/04/08 000 ZZ Y DIPS ALAL ALL&L.0.605% JPY N ML MISC JPY S 1000. 0. 0. 1 .00 1 2004-04-21 N 18 S 1.00000000 00 070 0. ALLIANCE & LEICESTER PLC 89LS XS0193714846 B01CKV5 FLTG RTE NTS 04/12/07 000 ZZ Y DIPS ALAL ALL&L.FRN07 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2004-06-04 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 90IU XS0235612396 B0PVWB2 FLTG RTE NTS 09/11/10 000 ZZ Y UIDW ALAL ALL&L.FRN10 GBP N ML CWTR GBP S 1000. 0. 0. 1 .00 1 2005-11-15 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 90IY XS0235591533 B0PW3P6 FLTG RTE NTS 09/11/11 000 ZZ Y UIDW ALAL ALL&L.FRN11 GBP N ML CWTR GBP S 1000. 0. 0. 1 .00 1 2005-11-15 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 90MG XS0244394028 B0Z33L5 FLTG RTE NTS 15/02/13 000 ZZ Y UIDW ALAL ALL&L.FRN13 EUR N ML CWTR EUR S 1000. 0. 0. 1 .00 1 2006-02-15 N 18 S 1.00000000 00 009070 0. ALLIANCE & LEICESTER PLC 90TP XS0266847903 B1DK4R8 FLTG RTE NTS 15/09/08 000 ZZ Y UIDW ALAL ALL&L.FRN08 GBP N ML CWTR GBP S 1000. 0. 0. 1 .00 1 2006-09-15 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC 94QH XS0133956168 3076826 5.875% SUB NTS 14/08/31 000 ZZ Y DIPS ALAL ALL L.5.875% 31 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2001-08-14 N 18 S 1.00000000 00 009070 0. ALLIANCE & LEICESTER PLC AL. GB0000386143 0038614 ORD 50P 000 GB Y FS10 ALAL ALLIANCE & LEIC GBX N DE SET1 GBX W 25000. 0. 0. 1 .00 1 2001-04-17 N 23 W 2.00000000 00 0. ALLIANCE & LEICESTER PLC AM95 XS0145455654 3151187 FLTG RTE NTS 04/04/07 000 ZZ Y DIPS ALAL ALL&L FRN 04/07 USD N ML MISC USD S 1000. 0. 0. 1 .00 1 2002-04-04 N 18 S 1.00000000 00 070 0. ALLIANCE & LEICESTER PLC AO18 XS0146840771 3156717 FLTG RTE NTS 17/04/07 000 ZZ Y DIPS ALAL ALL&L. FRN07 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2002-04-23 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC AR27 XS0148225773 3169317 FLTG RTE NTS 29/05/07 000 ZZ Y DIPS ALAL ALL&L. FRN07 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2002-05-29 N 18 S 1.00000000 00 070151 0. ALLIANCE & LEICESTER PLC AS28 XS0149675679 3173341 FLTG RTE NTS 07/06/07 000 ZZ Y DIPS ALAL ALL&L. FRN07 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2002-06-13 N 18 S 1.00000000 00 070151 0. ALLIANCE BOOTS PLC 31XX XS0213472482 B06G131 FLTG RTE NTS 04/03/08 000 ZZ Y DIPS ALAB ALL.BOOT FRN08 EUR N ML MISC EUR S 1000. 0. 0. 1 .00 1 2005-03-04 N 18 S 1.00000000 00 009070 0. ALLIANCE BOOTS PLC 40EF XS0211429302 B064XS4 FLTG RTE NTS 08/08/08 000 ZZ Y DIPS ALAB ALL.BOOT FRN08 JPY N ML MISC JPY S 1000. 0. 0. 1 .00 1 2005-02-07 N 18 S 1.00000000 00 009070 0. ALLIANCE BOOTS PLC 56TE XS0208393768 B058LH2 0.70% NTS 22/12/08 000 ZZ Y DIPS ALAB ALL.BOOT 0.70% JPY N ML MISC JPY S 1000. 0. 0. 1 .00 1 2004-12-21 N 18 S 1.00000000 00 009070 0. ALLIANCE BOOTS PLC 64UK XS0203229934 B036TG3 FLTG RTE NTS 19/10/07 000 ZZ Y DIPS ALAB ALL.BOOT FRN07 EUR N ML MISC EUR S 1000. 0. 0. 1 .00 1 2004-10-19 N 18 S 1.00000000 00 009070 0. ALLIANCE BOOTS PLC 68GS US0185321017 3256811 ADR EACH REP 1 ORD SHS 000 US Y ADPL ALAB ALL.BOOT ADR USD N DR MISL USD D 1000. 0. 0. 1 .00 1 2006-08-08 N 23 D 1.00000000 00 070112 0. ALLIANCE BOOTS PLC 73CQ XS0211339733 B065Q33 0.28% NTS 09/02/07 000 ZZ Y DIPS ALAB ALL.BOOT 0.28% JPY N ML MISC JPY S 1000. 0. 0. 1 .00 1 2005-02-09 N 18 S 1.00000000 00 009070 0. ALLIANCE BOOTS PLC 81HQ XS0207639732 B04X9Y1 FLTG RTE NTS 10/12/08 000 ZZ Y DIPS ALAB ALL.BOOT FRN08 JPY N ML MISC JPY S 1000. 0. 0. 1 .00 1 2004-12-09 N 18 S 1.00000000 00 009070 0. ALLIANCE BOOTS PLC 88NU XS0097335318 0679206 5.5% BDS 26/05/09 #(VAR)(BR) 000 ZZ Y FSLL ALAB ALL.BOOT 5.5%09 GBP N BD MISL GBP S 1000. 0. 0. 1 .00 1 2002-07-01 N 14 S 1.00000000 00 009066070 0. ALLIANCE BOOTS PLC AB. GB00B0P7Y252 B0P7Y25 ORD 37 7/39P 000 GB Y FS10 ALAB ALLIANCE BOOTS GBX Y DE SET1 GBX H 75000. 0. 0. 1 .00 1 2006-07-31 N 23 H 1.00000000 00 0. ALLIANCE PHARMA PLC APH GB0031030819 3103081 ORD 1P 000 GB Y AIM ALAPH ALLIANCE PHARMA GBX N DE AIM GBX Q 3000. 0. 0. 1 20.00 1 2005-03-24 N 46 Q .50000000 00 0. ALLIANCE PHARMA PLC APHA GB0033882423 3388242 8% CNV UNS SUB LN STK 31/12/13 000 GB Y AIMT ALAPH ALLIANCE PH. 8% GBX N CN AIMI GBX Q 500. 0. 0. 1 20.00 1 2004-09-23 N 46 Q .25000000 00 0. ALLIANCE TRUST PLC ATST GB00B11V7W98 B11V7W9 ORD 2.5P 000 GB Y F25F ALKX ALLIANCE TRUST GBX N DE STMM GBX Q 10000. 0. 0. 1 5.00 1 2006-06-21 N 28 Q .50000000 00 0. 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ANGLO IRISH BANK CORP PLC 31JA XS0176151651 3357996 FLTG RTE NTS 16/09/08 000 ZZ Y DIPS ANJG ANGLO IR.FRN08 EUR N ML MISC EUR S 1000. 0. 0. 1 .00 1 2003-09-16 N 18 S 1.00000000 00 009070 0. ANGLO IRISH BANK CORP PLC 31SV XS0194937503 B01JFP5 FLTG RTE SUB NTS 25/06/14 000 ZZ Y DIPS ANJG ANGLO IR.NTS14 EUR N ML MISC EUR S 1000. 0. 0. 1 .00 1 2004-06-28 N 18 S 1.00000000 00 009070 0. ANGLO IRISH BANK CORP PLC 31YT XS0214132754 B06H866 FLTG RTE NTS 09/03/07 000 ZZ Y DIPS ANJG ANGLO IR.FRN07 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2005-03-09 N 18 S 1.00000000 00 070151 0. ANGLO IRISH BANK CORP PLC 31YU XS0214305525 B06H888 FLTG RTE NTS 09/03/07 000 ZZ Y DIPS ANJG ANGLO IR.FRN07 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2005-03-09 N 18 S 1.00000000 00 070151 0. ANGLO IRISH BANK CORP PLC 32GH XS0222763954 B0C17G5 0.01% NTS 22/05/09 000 ZZ Y DIPS ANJG ANGLO IR. 0.01% JPY N ML MISC JPY S 1000. 0. 0. 1 .00 1 2005-06-23 N 18 S 1.00000000 00 070 0. 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ANGLO IRISH BANK CORP PLC 52ID XS0191568855 B011S63 FLTG RTE NTS 06/05/09 000 ZZ Y DIPS ANJG ANGLO IR.FRN09 EUR N ML MISC EUR S 1000. 0. 0. 1 .00 1 2004-05-06 N 18 S 1.00000000 00 0. ANGLO IRISH BANK CORP PLC 52QB XS0207836056 B05JQ25 0.2675% NTS 13/04/07 000 ZZ Y DIPS ANJG ANGLO IR.0.2675 JPY N ML MISC JPY S 1000. 0. 0. 1 .00 1 2005-01-10 N 18 S 1.00000000 00 009070 0. ANGLO IRISH BANK CORP PLC 52QC XS0208780964 B05JQ47 STEP-UP FXD RTE NTS 29/12/09 000 ZZ Y DIPS ANJG ANGLO IR.NTS09 EUR N ML MISC EUR S 1000. 0. 0. 1 .00 1 2005-01-10 N 18 S 1.00000000 00 070 0. ANGLO IRISH BANK CORP PLC 52RT XS0213168650 B06C6M3 FLTG RTE NTS 26/02/07 000 ZZ Y DIPS ANJG ANGLO IR.FRN07 JPY N ML MISC JPY S 1000. 0. 0. 1 .00 1 2005-02-25 N 18 S 1.00000000 00 009070 0. ANGLO IRISH BANK CORP PLC 52SK XS0216196633 B06ZR18 FLTG RTE NTS 07/03/07 000 ZZ Y DIPS ANJG ANGLO IR.FRN07 EUR N ML MISC EUR S 1000. 0. 0. 1 .00 1 2005-04-01 N 18 S 1.00000000 00 070151 0. ANGLO IRISH BANK CORP PLC 57KZ XS0262071854 B19GH48 FLTG RTE NTS 24/07/08 000 ZZ Y EIDW ANJG ANGLO IR.FRN08 EUR N ML CWNR EUR S 1000. 0. 0. 1 .00 1 2006-07-24 N 18 S 1.00000000 00 009070 0. ANGLO IRISH BANK CORP PLC 64LM XS0182104363 3398962 FLTG RTE NTS 10/12/08 000 ZZ Y DIPS ANJG ANGLO IR.FRN8 EUR N ML MISC EUR S 1000. 0. 0. 1 .00 1 2003-12-10 N 18 S 1.00000000 00 009070 0. ANGLO IRISH BANK CORP PLC 65AH XS0218663267 B09G343 CALL STEP-UP NTS 24/05/10 000 ZZ Y DIPS ANJG ANGLO IR.NTS10 USD N ML MISC USD S 1000. 0. 0. 1 .00 1 2005-05-25 N 18 S 1.00000000 00 009070 0. ANGLO IRISH BANK CORP PLC 68MA XS0172026006 3331699 4.34% NTS 11/07/08 000 ZZ Y DIPS ANJG ANGLO IR.4.34% GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2003-07-11 N 18 S 1.00000000 00 070 0. ANGLO IRISH BANK CORP PLC 68OA XS0178601513 3370391 FLTG RTE NTS 26/08/08 000 ZZ Y DIPS ANJG ANGLO IR.FRN08 EUR N ML MISC EUR S 1000. 0. 0. 1 .00 1 2003-10-16 N 18 S 1.00000000 00 009070 0. ANGLO IRISH BANK CORP PLC 68RK XS0184316700 3419807 FLTG RTE NTS 21/01/08 000 ZZ Y DIPS ANJG ANGLO IR.FRN08 EUR N ML MISC EUR S 1000. 0. 0. 1 .00 1 2004-01-22 N 18 S 1.00000000 00 009070 0. ANGLO IRISH BANK CORP PLC 68RQ XS0184197001 3419937 FLTG RTE NTS 22/01/07 000 ZZ Y DIPS ANJG ANGLO IR.FRN07 USD N ML MISC USD S 1000. 0. 0. 1 .00 1 2004-01-22 N 18 S 1.00000000 00 009070 0. ANGLO IRISH BANK CORP PLC 69CT XS0213144719 B06ZPV4 FLTG RTE NTS 25/03/08 000 ZZ Y DIPS ANJG ANGLO IR.FRN08 EUR N ML MISC EUR S 1000. 0. 0. 1 .00 1 2005-04-01 N 18 S 1.00000000 00 070 0. ANGLO IRISH BANK CORP PLC 72YK XS0196040470 B01WSK0 FLTG RTE NTS 14/07/09 000 ZZ Y DIPS ANJG ANGLO IR.FRN09 HKD N ML MISC HKD S 1000. 0. 0. 1 .00 1 2004-07-14 N 18 S 1.00000000 00 070151 0. ANGLO IRISH BANK CORP PLC 73AD XS0203641146 B03VW81 STEP-UP FXD RTE 08/11/09 000 ZZ Y DIPS ANJG ANGLO IR. NTS09 USD N ML MISC USD S 1000. 0. 0. 1 .00 1 2004-11-08 N 18 S 1.00000000 00 070 0. 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ANGLO IRISH BANK CORP PLC 81BS XS0188765233 B00FT63 FLTG RTE NTS 26/03/07 000 ZZ Y DIPS ANJG ANGLO IR.FRN07 GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2004-03-26 N 18 S 1.00000000 00 070151 0. ANGLO IRISH BANK CORP PLC 81CH XS0180954835 B00LB10 FLTG RTE NTS 28/11/07 000 ZZ Y DIPS ANJG ANGLO IR.FRN07 EUR N ML MISC EUR S 1000. 0. 0. 1 .00 1 2004-03-30 N 18 S 1.00000000 00 009070 0. ANGLO IRISH BANK CORP PLC 81EY XS0196416944 B02Q834 FLTG RTE NTS 21/07/09 000 ZZ Y DIPS ANJG ANGLO IR.FRN09 HKD N ML MISC HKD S 1000. 0. 0. 1 .00 1 2004-09-01 N 18 S 1.00000000 00 070151 0. ANGLO IRISH BANK CORP PLC 81EZ XS0195491781 B02Q890 RNGE ACCR NTS 20/07/07 000 ZZ Y DIPS ANJG ANGLO IR.NTS07 USD N ML MISC USD S 1000. 0. 0. 1 .00 1 2004-09-01 N 18 S 1.00000000 00 070 0. ANGLO IRISH BANK CORP PLC 81PJ XS0198109174 B09WL36 5.75% NTS 18/02/08 000 ZZ Y DIPS ANJG ANGLO IR.5.75% GBP N ML MISC GBP S 1000. 0. 0. 1 .00 1 2005-06-02 N 18 S 1.00000000 00 070 0. 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ARKLE MASTER ISSUER PLC 66JR XS0273279157 B1GHK23 SER 2 CLS C FRN 17/02/52 (REGS) 000 GB Y UIDW ARKLE ARKLE 2CS EUR N ML CWTR EUR S 1000. 0. 0. 1 .00 1 2006-11-06 N 18 S 1.00000000 00 009070 0. ARKLE MASTER ISSUER PLC 66JT XS0273271253 B1GDVT5 SER 3 CLS C FRN 17/02/52 (REGS) 000 GB Y UIDW ARKLE ARKLE 3CS USD N ML CWTR USD S 1000. 0. 0. 1 .00 1 2006-11-06 N 18 S 1.00000000 00 009070 0. ARKLE MASTER ISSUER PLC 66JV US041239AH73 B1GJW34 SER 3 CLS C FRN 17/02/52 (144A) 000 GB Y UIDW ARKLE ARKLE 3CA USD N ML CWTR USD S 1000. 0. 0. 1 .00 1 2006-11-06 N 18 S 1.00000000 00 009070 0. ARKLE MASTER ISSUER PLC 66JW XS0273271923 B1GDX99 SER 4 CLS C FRN 17/02/52 (REGS) 000 GB Y UIDW ARKLE ARKLE 4CS USD N ML CWTR USD S 1000. 0. 0. 1 .00 1 2006-11-06 N 18 S 1.00000000 00 009070 0. ARKLE MASTER ISSUER PLC 66JY US041239AM68 B1GJW45 SER 4 CLS C FRN 17/02/52 (144A) 000 GB Y UIDW ARKLE ARKLE 4CA USD N ML CWTR USD S 1000. 0. 0. 1 .00 1 2006-11-06 N 18 S 1.00000000 00 009070 0. ARKLE MASTER ISSUER PLC 66JZ XS0273278340 B1GDVW8 SER 5 CLS C1 FRN 17/02/52 (REGS) 000 GB Y UIDW ARKLE ARKLE 5C1S EUR N ML CWTR EUR S 1000. 0. 0. 1 .00 1 2006-11-06 N 18 S 1.00000000 00 009070 0. ARKLE MASTER ISSUER PLC 66KB XS0273286368 B1GJX64 SER 5 CLS C2 FRN 17/02/52 (REGS) 000 GB Y UIDW ARKLE ARKLE 5C2S GBP N ML CWTR GBP S 1000. 0. 0. 1 .00 1 2006-11-06 N 18 S 1.00000000 00 070151 0. ARKLE MASTER ISSUER PLC 87CI XS0277497128 B1L7181 SER 1 CLS A FRN 17/11/20 (REGS) 000 GB Y UIDW ARKLE ARKLE 1AS USD N ML CWTR USD S 1000. 0. 0. 1 .00 1 2006-12-14 N 18 S 1.00000000 00 009070 0. ARKLE MASTER ISSUER PLC 87CJ US041239AQ72 B1L7192 SER 1 CLS A FRN 17/11/20 (144A) 000 GB Y UIDW ARKLE ARKLE 1AA USD N ML CWTR USD S 1000. 0. 0. 1 .00 1 2006-12-14 N 18 S 1.00000000 00 009070 0. ARKLE MASTER ISSUER PLC 87CK XS0277500285 B1L71B4 SER 2 CLS A1 FRN 17/11/12 (REGS) 000 GB Y UIDW ARKLE ARKLE 2A1S USD N ML CWTR USD S 1000. 0. 0. 1 .00 1 2006-12-14 N 18 S 1.00000000 00 009070 0. ARKLE MASTER ISSUER PLC 87CL US041239AR55 B1L71C5 SER 2 CLS A1 FRN 17/11/12 (144A) 000 GB Y UIDW ARKLE ARKLE 2A1A USD N ML CWTR USD S 1000. 0. 0. 1 .00 1 2006-12-14 N 18 S 1.00000000 00 009070 0. ARKLE MASTER ISSUER PLC 87CM CA041239AP91 B1L71D6 SER 2 CLS A2 FRN 17/11/12 (REGS) 000 GB Y UIDW ARKLE ARKLE 2A2S CAD N ML CWTR CAD S 1000. 0. 0. 1 .00 1 2006-12-14 N 18 S 1.00000000 00 009070 0. ARKLE MASTER ISSUER PLC 87CN XS0277507611 B1L71F8 SER 3 CLS A1 FRN 17/02/52 (REGS) 000 GB Y UIDW ARKLE ARKLE 3A1S USD N ML CWTR USD S 1000. 0. 0. 1 .00 1 2006-12-14 N 18 S 1.00000000 00 009070 0. ARKLE MASTER ISSUER PLC 87CO US041239AS39 B1L71G9 SER 3 CLS A1 FRN 17/02/52 (144A) 000 GB Y UIDW ARKLE ARKLE 3A1A USD N ML CWTR USD S 1000. 0. 0. 1 .00 1 2006-12-14 N 18 S 1.00000000 00 009070 0. ARKLE MASTER ISSUER PLC 87CP XS0277508692 B1L71H0 SER 3 CLS A2 FRN 17/02/52 (REGS) 000 GB Y UIDW ARKLE ARKLE 3A2S EUR N ML CWTR EUR S 1000. 0. 0. 1 .00 1 2006-12-14 N 18 S 1.00000000 00 009070 0. ARKLE MASTER ISSUER PLC 87CQ XS0277509310 B1L71J2 SER 3 CLS A3 FRN 17/02/52 (REGS) 000 GB Y UIDW ARKLE ARKLE 3A3S GBP N ML CWTR GBP S 1000. 0. 0. 1 .00 1 2006-12-14 N 18 S 1.00000000 00 009070 0. ARKLE MASTER ISSUER PLC 87CR XS0277512611 B1L71K3 SER 1 CLS B FRN 17/02/52 (REGS) 000 GB Y UIDW ARKLE ARKLE 1BS USD N ML CWTR USD S 1000. 0. 0. 1 .00 1 2006-12-14 N 18 S 1.00000000 00 009070 0. ARKLE MASTER ISSUER PLC 87CS US041239AV67 B1L71L4 SER 1 CLS B FRN 17/02/52 (144A) 000 GB Y UIDW ARKLE ARKLE 1BA USD N ML CWTR USD S 1000. 0. 0. 1 .00 1 2006-12-14 N 18 S 1.00000000 00 009070 0. ARKLE MASTER ISSUER PLC 87CT XS0277514310 B1L71N6 SER 2 CLS B FRN 17/02/52 (REGS) 000 GB Y UIDW ARKLE ARKLE 2BS USD N ML CWTR USD S 1000. 0. 0. 1 .00 1 2006-12-14 N 18 S 1.00000000 00 009070 0. ARKO HOLDINGS PLC AKO GB0003754743 0375474 ORD 0.5P 000 GB Y AIM ARAKO ARKO HLDGS GBX N DE AIM GBX Z 2000. 0. 0. 1 250.00 1 2002-05-13 N 46 Z .00200000 00 0. ARLA FOODS UK PLC ARU GB0002577657 0257765 ORD 2P 000 GB Y SSC8 ARARU ARLA FOODS GBX Y DE SSMM GBX Q 15000. 0. 0. 1 .00 1 2005-12-19 N 23 Q .50000000 00 0. ARLINGTON GROUP LD ARL BMG0536L1090 B05GVM1 ORD 0.5P 000 GB Y AIMT ARARL ARLINGTON GRP GBX N IE AIMI GBX Q 1000. 0. 0. 1 10.00 1 2006-06-20 N 46 Q .50000000 00 070 0. ARM HOLDINGS PLC ARM GB0000595859 0059585 ORD 0.05P 000 GB Y FT25 ARARM ARM HLDGS. GBX N DE SET2 GBX Q 200000. 0. 0. 1 .00 1 2000-04-19 N 23 Q .50000000 00 0. ARM HOLDINGS PLC BE00 US0420681068 3284317 ADR 3:1 000 US Y ADPL ARARM ARM HLDGS.ADR USD N DR MISL USD D 1000. 0. 0. 1 .00 1 2002-06-28 N 23 D 1.00000000 00 070112 0. ARMORGROUP INTERNATIONAL PLC ARG GB00B049FG32 B049FG3 ORD 1P 000 GB Y SMOS ARAGI ARMORGROUP GBX N DE SSMM GBX Q 5000. 0. 0. 1 .00 1 2005-12-19 N 23 Q .50000000 00 0. ARMOUR GROUP PLC AMR GB0000496611 0049661 ORD 10P 000 GB Y AIM ARRU ARMOUR GRP GBX N DE AIM GBX Q 3000. 0. 0. 1 30.00 1 2004-03-25 N 46 Q .50000000 00 0. ARRAN FUNDING LD 32RW USG0501WAA48 B0TRNL3 CLS A NTS 15/12/10 000 ZZ Y NIDW ARRANF ARRAN FDGA USD N ML CWNR USD S 1000. 0. 0. 1 .00 1 2005-12-15 N 18 S 1.00000000 00 009070 0. ARRAN FUNDING LD 32SA USG0501WAB21 B0TRNY6 CLS B NTS 15/12/10 000 ZZ Y NIDW ARRANF AARAN FDGB USD N ML CWNR USD S 1000. 0. 0. 1 .00 1 2005-12-15 N 18 S 1.00000000 00 009070 0. ARRAN FUNDING LD 65RI USG0501WAC04 B0TRQ81 CLS C NTS 15/12/10 000 ZZ Y NIDW ARRANF AARAN FDGC USD N ML CWNR USD S 1000. 0. 0. 1 .00 1 2005-12-15 N 18 S 1.00000000 00 009070 0. ARRAN FUNDING LD 65RJ USG0501WAD86 B0TRSP2 CLS A1 NTS 15/12/12 000 ZZ Y NIDW ARRANF AARAN FDGA1 USD N ML CWNR USD S 1000. 0. 0. 1 .00 1 2005-12-15 N 18 S 1.00000000 00 009070 0. ARRAN FUNDING LD 65RK XS0237919864 B0TMB36 CLS A2 NTS 15/12/12 000 ZZ Y NIDW ARRANF AARAN FDGA2 EUR N ML CWNR EUR S 1000. 0. 0. 1 .00 1 2005-12-15 N 18 S 1.00000000 00 009070 0. ARRAN FUNDING LD 65RL XS0237919195 B0TRYK9 CLS A3 NTS 15/12/12 000 ZZ Y NIDW ARRANF AARAN FDGA3 GBP N ML CWNR GBP S 1000. 0. 0. 1 .00 1 2005-12-15 N 18 S 1.00000000 00 009070 0. ARRAN FUNDING LD 65RM XS0237921092 B0TBGL6 CLS B3 NTS 15/12/12 000 ZZ Y NIDW ARRANF AARAN FDGB3 GBP N ML CWNR GBP S 1000. 0. 0. 1 .00 1 2005-12-15 N 18 S 1.00000000 00 009070 0. ARRAN FUNDING LD 65RN USG0501WAF35 B0TS5B0 CLS C1 NTS 15/12/12 000 ZZ Y NIDW ARRANF AARAN FDGC1 USD N ML CWNR USD S 1000. 0. 0. 1 .00 1 2005-12-16 N 18 S 1.00000000 00 009070 0. ARRAN FUNDING LD 65RP XS0237922140 B0TBGN8 CLS C3 NTS 15/12/12 000 ZZ Y NIDW ARRANF AARAN FDGC3 GBP N ML CWNR GBP S 1000. 0. 0. 1 .00 1 2005-12-15 N 18 S 1.00000000 00 009070 0. ARRAN ONE LD BF28 US04269RAD08 0361053 00-B 'A' FLTG RTE ASST-BCKD NTS 15/03/07 000 ZZ Y FSLL ARRAN ARRAN 00-B 'A' USD N BD MISL USD S 1000. 0. 0. 1 .00 1 2002-07-01 N 14 S 1.00000000 00 009070 0. ARRAN ONE LD BG18 US04269RAE80 0364007 00-B 'B' FLTG RTE ASST-BCKD NTS 15/03/07 000 ZZ Y FSLL ARRAN ARRAN 00-B 'B' USD N BD MISL USD S 1000. 0. 0. 1 .00 1 2002-07-01 N 14 S 1.00000000 00 009070 0. ARRAN RESIDENTIAL MOR FD NO.2 PLC 49WJ XS0267346574 B1FJ149 CLS A1A AST BKD FRN 20/09/36 REGS # 000 US Y UIOW ARRMB ARRAN 2.A1A36S GBP N BD CWTR GBP S 1000. 0. 0. 1 .00 1 2006-09-22 N 14 S 1.00000000 00 070 0. ARRAN RESIDENTIAL MOR FD NO.2 PLC 49WK XS0267350410 B1FJ172 CLS A3A AST BKD FRN 20/09/56 REGS # 000 US Y UIOW ARRMB ARRAN 2.A3A56S GBP N BD CWTR GBP S 1000. 0. 0. 1 .00 1 2006-09-22 N 14 S 1.00000000 00 070 0. ARRAN RESIDENTIAL MOR FD NO.2 PLC 49WL XS0267351491 B1FJ1F0 CLS BA AST BKD FRN 20/09/56 REGS # 000 US Y UIOW ARRMB ARRAN 2.BA56S GBP N BD CWTR GBP S 1000. 0. 0. 1 .00 1 2006-09-22 N 14 S 1.00000000 00 070 0. ARRAN RESIDENTIAL MOR FD NO.2 PLC 49WM US042707AD11 B1FJ1J4 CLS BA AST BKD FRN 20/09/56 144A # 000 US Y UIOW ARRMB ARRAN 2.BA56A GBP N BD CWTR GBP S 1000. 0. 0. 1 .00 1 2006-09-22 N 14 S 1.00000000 00 070 0. ARRAN RESIDENTIAL MOR FD NO.2 PLC 70AW US042707AC38 B1FJ1D8 CLS A3A AST BKD FRN 20/09/56 144A # 000 US Y UIOW ARRMB ARRAN 2.A3A56A GBP N BD CWTR GBP S 1000. 0. 0. 1 .00 1 2006-09-22 N 14 S 1.00000000 00 070 0. ARRAN RESIDENTIAL MOR FD NO.2 PLC 70AX US042707AA71 B1FJ161 CLS A1A AST BKD FRN 20/09/36 144A # 000 US Y UIOW ARRMB ARRAN 2.A1A36A GBP N BD CWTR GBP S 1000. 0. 0. 1 .00 1 2006-09-22 N 14 S 1.00000000 00 070 0. ARRAN RESIDENTIAL MOR FD NO.2 PLC 82TG XS0267352200 B1FJ1N8 CLS CA AST BKD FRN 20/09/56 REGS # 000 US Y UIOW ARRMB ARRAN 2.CA56S GBP N BD CWTR GBP S 1000. 0. 0. 1 .00 1 2006-09-22 N 14 S 1.00000000 00 070 0. ARRAN RESIDENTIAL MOR FD NO.2 PLC 82TH US042707AE93 B1FJ1S3 CLS CA AST BKD FRN 20/09/56144A # 000 US Y UIOW ARRMB ARRAN 2.CA56A GBP N BD CWTR GBP S 1000. 0. 0. 1 .00 1 2006-09-22 N 14 S 1.00000000 00 070 0. ARRAN RESIDENTIAL MOR FD NO.2 PLC 82TI XS0267357340 B1FJ1L6 CLS A1B AST BCKD FRN 20/09/36 REGS USD 000 US Y UIOW ARRMB ARRAN 2.A1B36S USD N BD CWTR USD S 1000. 0. 0. 1 .00 1 2006-09-22 N 14 S 1.00000000 00 009070 0. ARRAN RESIDENTIAL MOR FD NO.2 PLC 82TJ US042707AF68 B1FJ1T4 CLS A1B AST BCKD FRN 20/09/36 144A USD 000 US Y UIOW ARRMB ARRAN 2.A1B36A USD N BD CWTR USD S 1000. 0. 0. 1 .00 1 2006-09-22 N 14 S 1.00000000 00 009070 0. ARRAN RESIDENTIAL MOR FD NO.2 PLC 82TK XS0267359049 B1FJ1W7 CLS A2B AST BKD FRN 20/09/56 REG S USD 000 US Y UIOW ARRMB ARRAN 2.A2B56S USD N BD CWTR USD S 1000. 0. 0. 1 .00 1 2006-09-22 N 14 S 1.00000000 00 009070 0. ARRAN RESIDENTIAL MOR FD NO.2 PLC 82TL US042707AG42 B1FJ1Z0 CLS A2B AST BKD FRN 20/09/56 144A USD 000 US Y UIOW ARRMB ARRAN 2.A2B56A USD N BD CWTR USD S 1000. 0. 0. 1 .00 1 2006-09-22 N 14 S 1.00000000 00 009070 0. ARRAN RESIDENTIAL MOR FD NO.2 PLC 82TM XS0267359635 B1FJ202 CLS A3B AST BKD FRN 20/09/56 REGS USD 000 US Y UIOW ARRMB ARRAN 2.A3B56S USD N BD CWTR USD S 1000. 0. 0. 1 .00 1 2006-09-22 N 14 S 1.00000000 00 009070 0. ARRAN RESIDENTIAL MOR FD NO.2 PLC 82TN US042707AH25 B1FJ224 CLS A3B AST BKD FRN 20/09/56 144A USD 000 US Y UIOW ARRMB ARRAN 2.A3B56A USD N BD CWTR USD S 1000. 0. 0. 1 .00 1 2006-09-22 N 14 S 1.00000000 00 009070 0. ARRAN RESIDENTIAL MOR FD NO.2 PLC 82TO XS0267360054 B1FJ257 CLS BB AST BKD FRN 20/09/56 REGS USD 000 US Y UIOW ARRMB ARRAN 2.BB56S USD N BD CWTR USD S 1000. 0. 0. 1 .00 1 2006-09-22 N 14 S 1.00000000 00 009070 0. ARRAN RESIDENTIAL MOR FD NO.2 PLC 82TP US042707AJ80 B1FJ280 CLS BB AST BKD FRN 20/09/56 144A USD 000 US Y UIOW ARRMB ARRAN 2.BB56A USD N BD CWTR USD S 1000. 0. 0. 1 .00 1 2006-09-22 N 14 S 1.00000000 00 009070 0. ARRAN RESIDENTIAL MOR FD NO.2 PLC 82TQ XS0267360138 B1FJ2B3 CLS CB AST BKD FRN 20/09/56 REGS USD 000 US Y UIOW ARRMB ARRAN 2.CB56S USD N BD CWTR USD S 1000. 0. 0. 1 .00 1 2006-09-22 N 14 S 1.00000000 00 009070 0. ARRAN RESIDENTIAL MOR FD NO.2 PLC 82TR US042707AK53 B1FJ213 CLS CB AST BKD FRN 20/09/56 144A USD 000 US Y UIOW ARRMB ARRAN 2.CB56A USD N BD CWTR USD S 1000. 0. 0. 1 .00 1 2006-09-22 N 14 S 1.00000000 00 009070 0. ARRAN RESIDENTIAL MOR FD NO.2 PLC 82TS XS0267360724 B1FJ1H2 CLS A1C1 AST BKD FRN 20/09/36 REGS EUR 000 US Y UIOW ARRMB ARRAN 2.A1C136S EUR N BD CWTR EUR S 1000. 0. 0. 1 .00 1 2006-09-22 N 14 S 1.00000000 00 009070 0. ARRAN RESIDENTIAL MOR FD NO.2 PLC 82TT US042707AL37 B1FJ291 CLS A1C1 AST BKD FRN 20/09/36 144A EUR 000 US Y UIOW ARRMB ARRAN 2.A1C136A EUR N BD CWTR EUR S 1000. 0. 0. 1 .00 1 2006-09-22 N 14 S 1.00000000 00 009070 0. ARRAN RESIDENTIAL MOR FD NO.2 PLC 82TU XS0268499851 B1FJ2D5 CLS A1C2 AST BKD FRN 20/09/36 REGS EUR 000 US Y UIOW ARRMB ARRAN 2.A1C236S EUR N BD CWTR EUR S 1000. 0. 0. 1 .00 1 2006-09-22 N 14 S 1.00000000 00 009070 0. ARRAN RESIDENTIAL MOR FD NO.2 PLC 82TV US042707AR07 B1FJ2G8 CLS A1C2 AST BKD FRN 20/09/36144A EUR 000 US Y UIOW ARRMB ARRAN 2.A1C236A EUR N BD CWTR EUR S 1000. 0. 0. 1 .00 1 2006-09-22 N 14 S 1.00000000 00 009070 0. ARRAN RESIDENTIAL MOR FD NO.2 PLC 82TW XS0267361961 B1FJ2K2 CLS A2C AST BKD FRN 20/09/56 REGS EUR 000 US Y UIOW ARRMB ARRAN 2.A2C56S EUR N BD CWTR EUR S 1000. 0. 0. 1 .00 1 2006-09-22 N 14 S 1.00000000 00 009070 0. ARRAN RESIDENTIAL MOR FD NO.2 PLC 82TX US042707AM10 B1FJ2M4 CLS A2C AST BKD FRN 20/09/56 144A EUR 000 US Y UIOW ARRMB ARRAN 2.A2C56A EUR N BD CWTR EUR S 1000. 0. 0. 1 .00 1 2006-09-22 N 14 S 1.00000000 00 009070 0. ARRAN RESIDENTIAL MOR FD NO.2 PLC 82TY XS0267362266 B1FJ2P7 CLS A3C AST BKD FRN 20/09/56 REGS EUR 000 US Y UIOW ARRMB ARRAN 2.A3C56S EUR N BD CWTR EUR S 1000. 0. 0. 1 .00 1 2006-09-22 N 14 S 1.00000000 00 009070 0. ARRAN RESIDENTIAL MOR FD NO.2 PLC 82TZ US042707AN92 B1FJ2L3 CLS A3C AST BKD FRN 20/09/56 144A EUR 000 US Y UIOW ARRMB ARRAN 2.A3C56A EUR N BD CWTR EUR S 1000. 0. 0. 1 .00 1 2006-09-22 N 14 S 1.00000000 00 009070 0. ARRAN RESIDENTIAL MOR FD NO.2 PLC 82UA XS0267364122 B1FJ2N5 CLS BC AST BKD FRN 20/09/56 REGS EUR 000 US Y UIOW ARRMB ARRAN 2.BC56S EUR N BD CWTR EUR S 1000. 0. 0. 1 .00 1 2006-09-22 N 14 S 1.00000000 00 009070 0. ARRAN RESIDENTIAL MOR FD NO.2 PLC 82UB US042707AP41 B1FJ3S7 CLS BC AST BKD FRN 20/09/56 144A EUR 000 US Y UIOW ARRMB ARRAN 2.BC56A EUR N BD CWTR EUR S 1000. 0. 0. 1 .00 1 2006-09-22 N 14 S 1.00000000 00 009070 0. ARRAN RESIDENTIAL MOR FD NO.2 PLC 82UC XS0267364981 B1FH8D1 CLS CC AST BKD FRN 20/09/56 REGS EUR 000 US Y UIOW ARRMB ARRAN 2.CC56S EUR N BD CWTR EUR S 1000. 0. 0. 1 .00 1 2006-09-22 N 14 S 1.00000000 00 009070 0. ARRAN RESIDENTIAL MOR FD NO.2 PLC 82UD US042707AQ24 B1FJ3T8 CLS CC AST BKD FRN 20/09/56 144A EUR 000 US Y UIOW ARRMB ARRAN 2.CC56A EUR N BD CWTR EUR S 1000. 0. 0. 1 .00 1 2006-09-22 N 14 S 1.00000000 00 009070 0. ARRAN RESIDENTIAL MTG FDG NO.1 PLC 49RN US042706AA98 B16DMN6 CLASS A1A AST BKD FRN 12/04/36 # (144A) 000 US Y UIOW ARRMM ARRAN RES A1AA GBP N BD CWTR GBP S 1000. 0. 0. 1 .00 1 2006-06-22 N 14 S 1.00000000 00 070 0. ARRAN RESIDENTIAL MTG FDG NO.1 PLC 49RO XS0256204701 B16DFH1 CLASS A1A AST BKD FRN 12/04/36 # (REGS) 000 US Y UIOW ARRMM ARRAN RES A1AS GBP N BD CWTR GBP S 1000. 0. 0. 1 .00 1 2006-06-22 N 14 S 1.00000000 00 070 0. ARRAN RESIDENTIAL MTG FDG NO.1 PLC 49RP US042706AB71 B16DMP8 CLASS A2A AST BKD FRN 12/04/56 # (144A) 000 US Y UIOW ARRMM ARRAN RES A2AA GBP N BD CWTR GBP S 1000. 0. 0. 1 .00 1 2006-06-22 N 14 S 1.00000000 00 070 0. ARRAN RESIDENTIAL MTG FDG NO.1 PLC 49RQ XS0256205690 B16DFL5 CLASS A2A AST BKD FRN 12/04/56 # (REGS) 000 US Y UIOW ARRMM ARRAN RES A2AS GBP N BD CWTR GBP S 1000. 0. 0. 1 .00 1 2006-06-22 N 14 S 1.00000000 00 070 0. ARRAN RESIDENTIAL MTG FDG NO.1 PLC 49RR US042706AC54 B16DP60 CLASS BA AST BKD FRN 12/04/56 # (144A) 000 US Y UIOW ARRMM ARRAN RES BAA GBP N BD CWTR GBP S 1000. 0. 0. 1 .00 1 2006-06-22 N 14 S 1.00000000 00 070 0. ARRAN RESIDENTIAL MTG FDG NO.1 PLC 49RS XS0256205930 B16DFM6 CLASS BA AST BKD FRN 12/04/56 # (REGS) 000 US Y UIOW ARRMM ARRAN RES BAS GBP N BD CWTR GBP S 1000. 0. 0. 1 .00 1 2006-06-22 N 14 S 1.00000000 00 070 0. ARRAN RESIDENTIAL MTG FDG NO.1 PLC 49RT US042706AD38 B16DQ90 CLASS CA AST BKD FRN 12/04/56 # (144A) 000 US Y UIOW ARRMM ARRAN RES CAA GBP N BD CWTR GBP S 1000. 0. 0. 1 .00 1 2006-06-22 N 14 S 1.00000000 00 070 0. ARRAN RESIDENTIAL MTG FDG NO.1 PLC 49RU XS0256206235 B16DFN7 CLASS CA AST BKD FRN 12/04/56 # (REGS) 000 US Y UIOW ARRMM ARRAN RES CAS GBP N BD CWTR GBP S 1000. 0. 0. 1 .00 1 2006-06-22 N 14 S 1.00000000 00 070 0. ARRAN RESIDENTIAL MTG FDG NO.1 PLC 49RV US042706AF85 B16DG01 CLASS A1B AST BKD FRN 12/04/36 USD(144A) 000 US Y UIOW ARRMM ARRAN RES A1BA USD N BD CWTR USD S 1000. 0. 0. 1 .00 1 2006-06-22 N 14 S 1.00000000 00 009070 0. ARRAN RESIDENTIAL MTG FDG NO.1 PLC 49RW XS0256207472 B16DDR7 CLASS A1B AST BKD FRN 12/04/36 USD(REGS) 000 US Y UIOW ARRMM ARRAN RES A1BS USD N BD CWTR USD S 1000. 0. 0. 1 .00 1 2006-06-22 N 14 S 1.00000000 00 009070 0. ARRAN RESIDENTIAL MTG FDG NO.1 PLC 82MU US042706AG68 B16DG12 CLASS A2B AST BKD FRN 12/04/56 USD(144A) 000 US Y UIOW ARRMM ARRAN RES A2BA USD N BD CWTR USD S 1000. 0. 0. 1 .00 1 2006-06-22 N 14 S 1.00000000 00 009070 0. ARRAN RESIDENTIAL MTG FDG NO.1 PLC 82MV XS0256208363 B16DF04 CLASS A2B AST BKD FRN 12/04/56 USD(REGS) 000 US Y UIOW ARRMM ARRAN RES A2BS USD N BD CWTR USD S 1000. 0. 0. 1 .00 1 2006-06-22 N 14 S 1.00000000 00 009070 0. ARRAN RESIDENTIAL MTG FDG NO.1 PLC 82MW US042706AK70 B16DG34 CLASS DB AST BKD FRN 12/04/56 USD(144A) 000 US Y UIOW ARRMM ARRAN RES DBA USD N BD CWTR USD S 1000. 0. 0. 1 .00 1 2006-06-22 N 14 S 1.00000000 00 009070 0. ARRAN RESIDENTIAL MTG FDG NO.1 PLC 82MX XS0256209098 B16DF15 CLASS DB AST BKD FRN 12/04/56 USD(REGS) 000 US Y UIOW ARRMM ARRAN RES DBS USD N BD CWTR USD S 1000. 0. 0. 1 .00 1 2006-06-22 N 14 S 1.00000000 00 009070 0. ARRAN RESIDENTIAL MTG FDG NO.1 PLC 82MY US042706AL53 B16DG45 CLASS A1C AST BKD FRN 12/04/36 EUR(144A) 000 US Y UIOW ARRMM ARRAN RES A1CA EUR N BD CWTR EUR S 1000. 0. 0. 1 .00 1 2006-06-22 N 14 S 1.00000000 00 009070 0. ARRAN RESIDENTIAL MTG FDG NO.1 PLC 82MZ XS0256209502 B16DF26 CLASS A1C AST BKD FRN 12/04/36 EUR(REGS) 000 US Y UIOW ARRMM ARRAN RES A1CS EUR N BD CWTR EUR S 1000. 0. 0. 1 .00 1 2006-06-22 N 14 S 1.00000000 00 009070 0. ARRAN RESIDENTIAL MTG FDG NO.1 PLC 82NA US042706AM37 B16DK43 CLASS A2C AST BKD FRN 12/04/56 EUR(144A) 000 US Y UIOW ARRMM ARRAN RES A2CA EUR N BD CWTR EUR S 1000. 0. 0. 1 .00 1 2006-06-22 N 14 S 1.00000000 00 009070 0. 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