As at close 17-05-2007
Name
Maturity
S+P Rating
Moody Rating
Coupon
Bid Price
Mid Price
Ask Price
Ask GRY
Ask Price Change On Day
Ask Spread To Gilts
Hsbc Capital Funding Lp
Perpetual
A
NR
8.208
112
112.13
112.25
6.23
-0.2
104
Barclays Bank Plc
Perpetual
A+
Aa2
6.875
104.3
104.5
104.7
6.14
-0.15
94
Barclays Bank Plc
Perpetual
A+
Aa2
9.875
103.45
103.6
103.75
5.79
0
28
Barclays Bank Plc
Perpetual
A+
Aa2
7.125
109.45
109.73
110
6.01
-0.25
-
HSBC Bank Plc
Perpetual
NR
Aa2
8.625
101.1
101.18
101.25
6
-0.05
-
Barclays Bank Plc
Perpetual
A+
Aa2
9
131.1
131.45
131.8
5.83
-0.25
-
Standard Chartered Bank
Perpetual
A-
Baa1
8.103
110.4
110.78
111.15
6.43
0.05
123
Scottish & Southern Energy plc
26-Mar-07
A+
NR
7.875
99.9
100.05
100.2
0
0
-
Prudential Finance Bv
04-Jun-07
A+
NR
9.375
100.05
100.18
100.3
0.34
0
-
ITV Plc
06-Jun-07
BBB-
Baa3
7.625
99.95
100.13
100.3
-0.08
0
-
Lloyds Tsb Bank Plc
18-Jun-07
AA-
Aa1
7.75
100.05
100.18
100.3
3.35
0
-
Kfw International Finance
23-Jul-07
AAA
Aaa
7.25
100.2
100.25
100.3
5.15
0
-
World Bank
30-Jul-07
AAA
Aaa
7.125
100.15
100.25
100.35
4.97
0
-
Tesco Plc
30-Jul-07
A+
A1
7.5
100.1
100.18
100.25
5.81
0
-
Bank Nederlandse Gemeenten
06-Aug-07
AAA
Aaa
7.375
100.25
100.33
100.4
5.11
0
-
General Elec Cap Corp
06-Aug-07
NR
Aaa
7.25
100.15
100.25
100.35
5.23
0
-
Deutsche Postbank AG
07-Aug-07
NR
Aaa
7.25
100.2
100.3
100.4
5.02
0
-
ICI Investments Bv
21-Aug-07
BBB
Baa2
7.625
100.25
100.35
100.45
5.47
0
-
Toyota Motor Credit Corp
07-Dec-07
AAA
Aaa
6.25
100.1
100.18
100.25
5.61
0
-
European Investment Bank
07-Dec-07
AAA
Aaa
7.625
100.8
100.85
100.9
5.71
-0.05
-
General Motors Acceptance Corporation
07-Dec-07
BB+
Ba1
6.375
98.5
100.1
101.7
3.11
-0.05
-
Merrill Lynch & Co Inc
17-Dec-07
AA-
Aa3
7.375
100.6
100.73
100.85
5.65
0
-
Kreditanstalt fuer Wiederaufbau
15-Jan-08
AAA
Aaa
6.5
100.35
100.45
100.55
5.49
0
-1
Eurohypo Ag
04-Feb-08
AAA
Aa1
6.375
100.3
100.35
100.4
5.67
-0.05
17
Caisse Amort Dette Soc
05-Mar-08
AAA
Aaa
6.25
100.25
100.28
100.3
5.77
-0.05
27
Coca Cola Enterprises (GB)
12-Mar-08
A
A3
6.75
100.4
100.53
100.65
5.83
-0.05
32
Halifax Plc
03-Apr-08
AA
Aa1
6.375
100.35
100.45
100.55
5.66
0
15
Tesco Plc
13-Jun-08
A+
A1
6
100.15
100.25
100.35
5.56
0
6
Transco Plc
08-Jul-08
A
A2
8.875
103.3
103.3
103.3
5.66
0
16
Vodafone Group PLC
10-Jul-08
A-
Baa1
6.25
100.1
100.25
100.4
5.77
0
27
Hilton Group Finance PLC
29-Jul-08
BB
Ba2
7.25
100.95
101.2
101.45
5.83
0
33
Inter-American Development Bank Incorporated
07-Oct-08
AAA
Aaa
5.75
99.85
99.93
100
5.64
-0.05
14
Kfw International Finance
13-Oct-08
AAA
Aaa
5.75
99.9
99.98
100.05
5.6
0
10
World Bank
03-Nov-08
AAA
Aaa
5.625
99.8
99.9
100
5.52
-0.05
2
Nordic Investment Bank
06-Nov-08
AAA
Aaa
5.75
100
100.08
100.15
5.53
-0.05
3
European Investment Bank
07-Dec-08
AAA
Aaa
6.25
100.55
100.6
100.65
5.69
-0.05
18
ITV Plc
02-Mar-09
BBB-
Baa3
5.625
98.6
98.83
99.05
6.1
-0.05
54
Wessex Water Servs Fin
30-Mar-09
BBB+
A3
5.875
99.25
99.4
99.55
6.04
-0.1
48
Standard Chartered Bank
27-Apr-09
A
A3
6.75
100.9
101.08
101.25
5.95
-0.05
39
Prudential Plc
11-May-09
NR
NR
5.5
98.95
99.15
99.35
5.77
-0.1
21
Gallaher Group PLC (UK)
21-May-09
A+
Baa3
6.625
100.95
101.08
101.2
5.88
-0.1
32
Boots Group PLC
26-May-09
BBB
Baa2
5.5
98.6
98.73
98.85
6.03
-0.05
47
GUS plc
16-Jul-09
BBB+
Baa1
6.375
100.05
100.23
100.4
6.07
-0.05
51
General Elec Cap Corp
01-Sep-09
NR
Aaa
6.25
100.45
100.58
100.7
5.81
-0.05
25
AIG Sunamerica Inst Fund II
07-Dec-09
AA+
Aa2
5.375
98.5
98.58
98.65
5.86
-0.1
30
European Investment Bank
07-Dec-09
AAA
Aaa
5.5
99.2
99.3
99.4
5.66
-0.1
10
Inter-American Development Bank Incorporated
07-Dec-09
AAA
Aaa
5.75
99.8
99.85
99.9
5.69
-0.1
13
World Bank
07-Dec-09
AAA
Aaa
6.125
100.6
100.7
100.8
5.68
-0.1
12
Landwirtschaft Rentenbk
07-Dec-09
AAA
Aaa
5.5
99.05
99.15
99.25
5.73
-0.1
17
Transco Plc
07-Dec-09
A
A2
5.375
98.25
98.35
98.45
5.95
-0.1
39
Intl Finance Corp
07-Dec-09
AAA
Aaa
5.625
99.4
99.53
99.65
5.68
-0.1
12
Kfw International Finance
07-Dec-09
AAA
Aaa
5.625
99.45
99.53
99.6
5.7
-0.1
14
European Investment Bank
09-Dec-09
AAA
Aaa
9.5
108.75
109
109.25
5.56
-0.05
0
Abbey Natl Treasury Serv
30-Dec-09
AA
Aa3
5.375
98.85
98.9
98.95
5.72
-0.1
16
Scottish Power UK Plc
14-Jan-10
A-
A3
6.625
101.1
101.25
101.4
5.93
-0.1
39
Slough Estates Plc
17-Feb-10
NR
NR
7.125
102.95
103.18
103.4
5.76
-0.1
22
Kingfisher Plc
23-Mar-10
BBB-
Baa3
6.875
101.05
101.28
101.5
6.17
-0.05
63
Kelda Group Plc
23-Apr-10
A
A2
6.875
101.85
101.93
102
6.01
-0.1
47
TI Group PLC
12-Jul-10
BBB+
Baa2
7.875
104.35
104.53
104.7
6.08
-0.1
54
Tesco Plc
12-Oct-10
A+
A1
6.625
101.9
102.05
102.2
5.79
-0.1
25
Lcr Financial Plc
31-Dec-10
AAA
Aaa
4.75
96.75
96.85
96.95
5.7
-0.1
15
Allied Domecq Finan Plc
18-Apr-11
BB+
Baa3
6.625
101.05
101.4
101.75
6.11
-0.1
73
Marks & Spencer Plc
07-Nov-11
BBB
Baa2
6.375
100.3
100.48
100.65
6.1
-0.15
72
European Investment Bank
07-Dec-11
AAA
Aaa
5.5
98.95
99.03
99.1
5.64
-0.15
26
Kfw International Finance
07-Dec-11
AAA
Aaa
5.375
98.75
98.8
98.85
5.58
-0.15
20
John Lewis Plc
30-Jan-12
NR
NR
6.375
100.6
100.83
101.05
6.01
-0.15
63
Hilton Group Finance PLC
11-Jul-12
BB
Ba2
7.125
100.65
101.5
102.35
6.46
-0.05
108
Cable And Wireless Plc
06-Aug-12
NR
B1
8.75
102.55
104.05
105.55
7.28
-0.15
190
Centrica PLC
02-Nov-12
A
A3
5.875
98.45
98.73
99
6
-0.15
62
Ciba Speciality Chems
24-Apr-13
BBB
Baa2
6.5
100.05
100.18
100.3
6.33
-0.15
107
World Bank
15-Jan-14
AAA
Aaa
5.375
98.85
98.98
99.1
5.46
-0.1
19
Halifax Plc
17-Jan-14
AA-
Aa2
11
126.75
126.95
127.15
5.84
-0.2
58
European Investment Bank
15-Apr-14
AAA
Aaa
6.25
103.4
103.5
103.6
5.53
-0.15
26
Italy (Republic of)
28-Apr-14
A+
Aa2
10.5
128.3
128.48
128.65
5.36
-0.2
9
Safeway Plc
05-Aug-14
NR
Baa2
6.5
100.1
100.2
100.3
6.34
-0.15
107
Pearson Plc
27-Oct-14
BBB+
Baa1
7
101.95
102.13
102.3
6.48
-0.15
122
Compass Group PLC
08-Dec-14
BBB+
Baa2
7
102.75
103.05
103.35
6.32
-0.2
105
Inter-American Development Bank Incorporated
15-May-15
AAA
NR
9.75
126.95
127.08
127.2
5.49
-0.2
30
Kreditanstalt fuer Wiederaufbau
07-Dec-15
AAA
Aaa
5.5
99.5
99.6
99.7
5.46
-0.15
27
BOC Group Plc
29-Jan-16
BBB
Baa1
6.5
103.55
103.9
104.25
5.77
-0.15
57
British Telecommunications PLC
07-Dec-16
BBB+
Baa1
8
114.8
114.95
115.1
5.8
-0.25
60
Scottish Power UK Plc
20-Feb-17
A-
A3
8.375
117.65
117.93
118.2
5.78
-0.25
58
European Investment Bank
25-Aug-17
AAA
Aaa
8.75
124.9
124.98
125.05
5.41
-0.25
21
Kreditanstalt fuer Wiederaufbau
25-Aug-17
AAA
Aaa
5.625
100.9
101
101.1
5.41
-0.2
21
Hsbc Holdings Plc
08-Apr-18
A+
Aa3
9.875
118.75
118.98
119.2
5.91
-0.15
64
British Telecommunications PLC
26-Mar-20
BBB+
Baa1
8.625
119.9
120.18
120.45
6.16
-0.65
-
Halifax Plc
15-May-21
AA-
Aa2
9.375
132.65
132.95
133.25
5.75
-0.25
73
European Investment Bank
07-Jun-21
AAA
Aaa
5.375
100.15
100.28
100.4
5.26
-0.25
25
Scottish & Southern Energy plc
22-Sep-22
A+
A1
5.875
100.7
101.1
101.5
5.64
-0.25
-
Scottish Power UK Plc
29-May-23
A-
A3
6.75
110.7
110.95
111.2
5.59
-0.3
72
HSBC Bank Plc
07-Jul-23
AA-
Aa2
6.5
107.2
107.75
108.3
5.62
-0.2
75
National Grid Co Plc
02-Feb-24
A
A2
5.875
101.5
101.85
102.2
5.59
-0.25
71
Severn Trent Wtr Util Fin
26-Feb-24
A
NR
6.125
104.15
104.55
104.95
5.58
-0.25
71
Barclays Bank Plc
14-Sep-26
AA-
Aa2
5.75
101.45
101.6
101.75
5.52
-0.2
65
Aviva Plc
16-Nov-26
A-
A3
6.125
101.05
101.53
102
5.95
-0.1
107
National Grid Co Plc
27-Jul-28
A
A2
6.5
110.45
110.78
111.1
5.51
-0.2
73
Italy (Republic of)
04-Aug-28
A+
Aa2
6
108.35
108.58
108.8
5.23
-0.25
45
European Investment Bank
07-Dec-28
AAA
Aaa
6
111.3
111.4
111.5
5.04
-0.2
26
British Telecommunications PLC
07-Dec-28
BBB+
Baa1
5.75
95.25
95.53
95.8
6.01
-0.65
123
Electricite De France
18-Jul-31
AA-
Aa1
5.875
104.55
104.9
105.25
5.4
-0.25
76
As at close 17-05-2007