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.

Primary Capital

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

FRN Due 06 Sep

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

103194567

SEK

850,000,000

BNP PB HOME LOAN FLR 09/12 SIE 14

FRN Due 08 Nov

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

Class II-A Senior

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

XS0168832474

016883247

EUR

242,000,000

North Westerly CLO 1 BV

Class I-B Senior

02/12/2009

03/12/2009

03/06/2010

03/06/2010

03/06/2020

1.647

5,000

0

28.9

0

0.6942819

182

False

Deutsche Bank