ISIN	Common code	Ccy	Nominal Amount	Issuer	Issue Description	Rate Fix Date	Period from	Period to	Payment Date	Maturity Date	Interest rate	Denom1	Denom2	Amount1	Amount2	Pool factor	Full Redemption Amount	Partial Redemption Amount	No. Days	Day Count Basis	Amended	Calc Agent
GB0004955547	001040723	USD	225,000,000	DKB FINANCE (ARUBA) A.E.C.	US$43,460,000 Primary Capital Undated FRN	25/11/2009	30/11/2009	28/05/2010	28/05/2010	01/01/2019	0.875	10,000	30,000,000	43.51	0	1	-	-	179	Act/360	False	Bank of New York
XS0319928775	031992877	EUR	60,000,000	The Royal Bank of Scotland plc - Series 2830	EUR 60,000,000 FRN Due 06 Sep 2010	02/12/2009	04/12/2009	04/03/2010	04/03/2010	06/09/2010	0.841	100,000	60,000,000	210.25	126150	1	-	-	90	Actual/360	False	Bank of New York
FR0010761346	-	SEK	850,000,000	BNP PB HOME LOAN FLR 09/12 SIE 14	-	02/12/2009	04/12/2009	04/03/2010	04/03/2010	04/06/2014	1.378	1,000,000	850,000,000	0	2928250	0.6943	-	-	90	-	False	BNP Paribas
XS0415762516	041576251	SEK	350,000,000	Municipality Finance Plc	-	02/12/2009	04/12/2009	04/03/2010	04/03/2010	04/03/2013	1.228	1,000,000	0	3070	0	1.0683	-	-	90	ACTUAL/360	False	Citigroup