---

        T R O U B L E D   C O M P A N Y   R E P O R T E R

                           E U R O P E

                Monday, June 4, 2012, Vol. 13, No. 110

                            Headlines


C Z E C H   R E P U B L I C

KORNAB: 270 Creditors & 37 Employees Lodge Claims
* CZECH REPUBLIC: Business Bankruptcies Rise to 295 in May


F R A N C E

CREDIT IMMOBILIER: La Banque Postale Mulls Takeover
DOUX: Put Into Administration; More Than 3,000 Jobs at Risk


G E R M A N Y

H.E.A.T MEZZANINE: Fitch Junks Rating on EUR30.8-Mil. Notes
SCHLECKER: Creditors Opt to Break Up Business


I R E L A N D

BLOXHAM: Appoints Provisional Liquidator; Has EUR13.9MM Deficit
EATON VANCE: S&P Affirms 'CCC+' Ratings on Two Note Classes


I T A L Y

BANCA POPOLARE: S&P Cuts Ratings on Hybrid Tier 1 Debt to 'CC'
BANCA POPOLARE: Fitch Junks Rating on Perpetual Sub. Notes
OLIVETTI: Starts Liquidation Proceedings of I-Jet Unit


L I T H U A N I A

SNORAS BANK: Commission Completes Probe Into Collapse


L U X E M B O U R G

CLARENVILLE CDO: S&P Lowers Rating on Class C Notes to 'CCC+'
GSC EUROPEAN II: S&P Raises Ratings on Two Note Classes to 'B+'
MAGIC NEWCO: Moody's Assigns 'B2' CFR/PDR; Outlook Stable


S E R B I A   &   M O N T E N E G R O

* MONTENEGRO: Moody's Issues Annual Credit Report


S P A I N

BANKIA SA: EU Urges to Clear Doubts Over Bailout


S W E D E N

STENA AB: S&P Cuts Corp. Credit Rating to 'BB'; Outlook Stable


U N I T E D   K I N G D O M

CONSOLIDATED MINERALS: Moody's Cuts CFR to Caa1; Outlook Stable
DEWEY & LEBOEUF: U.K Unit Owes US$175 Million
PETROPLUS HOLDINGS: Noteholders Unlikely to Recover More


X X X X X X X X

* EUROPE: Moody's Says Non-Repayment of CMBS Loans Rising
* Moody's Sees Negative Outlook for Global Shipping Industry
* BOND PRICING: For the Week May 28 to June 1, 2012


                            *********


===========================
C Z E C H   R E P U B L I C
===========================


KORNAB: 270 Creditors & 37 Employees Lodge Claims
-------------------------------------------------
CTK, citing information sent by Kornab's insolvency administrator
Jaroslav Svoboda to the Regional Court in Brno, reports that a
total of 270 creditors, including 37 employees, lodged their
claims in insolvency proceedings with the company by the end of
May.

Without the creditors' claims, Kornab's debt totals about
CZK225.5 million, CTK discloses.  The company, owned by L. A.
Bernkop 1883 since last year, has been in insolvency since mid-
April, CTK notes.

Kornab, formerly Koryna nabytek, is a Czech furniture maker.


* CZECH REPUBLIC: Business Bankruptcies Rise to 295 in May
----------------------------------------------------------
CTK, citing an analysis of Czech Credit Bureau,  reports that the
number of business bankruptcies in the Czech Republic grew to 295
in May, 30 more than in April, and 50% more than a year ago.

The figure increased due to a rise in bankruptcies of self-
employed persons, CTK discloses.  The number of bankruptcy
petitions filed within one month was the second highest since
2008, according to CTK.  The number of bankruptcy petitions is
increasing faster than the number of declared bankruptcies, the
report notes.



===========
F R A N C E
===========


CREDIT IMMOBILIER: La Banque Postale Mulls Takeover
---------------------------------------------------
David Whitehouse at Bloomberg News, citing Les Echos reports,
reports that La Banque Postale is examining a possible takeover
of Credit Immobilier de France at the urging of the state.

According to Bloomberg, there's no guarantee that La Banque
Postale will bail out CIF.

The newspaper said that other French banks have declined to get
involved, Bloomberg notes.

As reported by the Troubled Company Reporter-Europe on May 16,
2012, Bloomberg News' Phil Serafino, citing Le Figaro, related
that Credit Immobilier de France's auditors won't sign off on the
2011 accounts because Moody's Investors Service said it may cut
the real-estate lender's credit rating by four levels.  The
newspaper, as cited by Bloomberg, said on May 10 that the
auditors say they can't attest to Credit Immobilier's "operating
continuity".


DOUX: Put Into Administration; More Than 3,000 Jobs at Risk
-----------------------------------------------------------
Reuters reports that Doux collapsed into administration on Friday
after failing to reach an agreement with bankers, putting at risk
more than 3,000 jobs.

"A judicial administrator has been selected who will help the
company's management to draw up a plan to keep operating, in
France, that will support jobs and the survival of the company,"
Reuters quotes Doux as saying in a statement.

"The Doux Group will immediately put together a plan to help
strategic suppliers and breeders so that they do not experience
any difficulty," the company, as cited by Reuters, said.

The company was placed in administration by a commercial court in
Quimper, northwest France, after saying earlier on Friday that it
had suspended payments to creditors, Reuters relates.

The company has said previously its debt of EUR340 million
(US$420.39 million) includes EUR200 million in Brazil, where it
bought subsidiary Frangosul in 1998, and EUR140 million owed to
the bank Barclays, Reuters notes.

The government, which had offered a EUR35 million cash injection
for the company, blamed owner Charles Doux for ending
negotiations to save the firm, but vowed to continue working to
find solutions, Reuters discloses.

According to Reuters, court protection may allow the company to
try to convince Barclays to transform some or all of its debt
into an equity stake.

The court procedure could also enable Doux to absolve the French
parent company of responsibility for its Brazilian unit's debts,
Reuters states.

France-based Doux is one of the world's largest poultry
exporters.



=============
G E R M A N Y
=============


H.E.A.T MEZZANINE: Fitch Junks Rating on EUR30.8-Mil. Notes
-----------------------------------------------------------
Fitch Ratings has downgraded H.E.A.T Mezzanine S.A. Compartment
2's class B1 notes as follows:

  -- EUR30.8m class B1 notes (ISIN: XS02512933261): downgraded to
     'Csf' from 'CCsf', assigned 'RE0%'

One additional default event has occurred since the last review
of the transaction in June 2011.  The balance of the principal
deficiency ledger (PDL) -- reflecting defaulted amounts that have
not been reduced through excess spread or recoveries -- increased
to EUR55 million as of the January 2012 reporting date from EUR52
million at the last review.

The high PDL balance significantly exceeds the credit protection
of the class B1 notes.  The transaction's scheduled maturity is
in April 2013.  Fitch believes it is unlikely that the
outstanding PDL will be sufficiently reduced by then so as to
prevent the class B1 notes from suffering losses.  Hence, default
on the class B1 notes appears highly probable, which is the
reason for the downgrade.

Fitch has constructed an unlikely scenario in which losses on the
class B1 notes could be avoided.  In this scenario, no further
defaults occur during the remaining 11 months until scheduled
maturity and the excess spread remains at the average level
observed during the past two years.  Additionally, recoveries
would need to equal approximately 27% (cumulative observed
recoveries to date on defaulted positions have been 0.66%) of the
defaulted notional in order to reduce the PDL balance to the
level that could be covered by the class B1 notes' credit
enhancement. However, the agency believes this scenario is
unrealistic and improbable.

Since the transaction closed in April 2006, there have been 13
PDL events, together amounting to EUR87 million or 31% of the
initial portfolio notional.  Three of the PDL events were "early
terminations", the remaining ten were either "default" or
"insolvency" of the respective company.  As a result of these PDL
events, the portfolio has decreased since closing to currently 34
performing obligors as opposed to 47 obligors initially.  The
largest exposure accounts for 6.6% of the non-defaulted portfolio
and the top five obligors for 28.6%.  In Fitch's view, the pool
is concentrated in terms of obligor exposures, which increases
the vulnerability of the transaction to single defaults.

All the loans are bullet loans, maturing in April 2013.
Therefore, Fitch expects weaker borrowers to have difficulties
re-financing loans at maturity, which could lead to additional
defaults. Due to the subordinated nature of the securitized loan
instruments, Fitch expects no recoveries.

Fitch assigns Recovery Estimates (REs) to all notes rated 'CCCsf'
or below.  REs are forward-looking recovery estimates, taking
into account Fitch's expectations for principal repayments on a
distressed structured finance security.

The transaction is a cash securitization of subordinated loans to
German medium-sized enterprises.  The portfolio companies were
selected by HSBC Trinkaus & Burkhardt AG ('AA'/Negative/'F1+'),
the transaction advisor.


SCHLECKER: Creditors Opt to Break Up Business
---------------------------------------------
Deutsche Presse-Agentur reports that Schlecker's administrator
said a meeting of creditors decided Friday to break up the
insolvent company.

The decision to sell means employees at unprofitable branches of
the budget chain, which sells soap and cosmetics, are likely to
lose their jobs, while units which operate at a profit will be
offered for sale to investors separately, DPA notes.

Trade unions appealed to the German government to step in to help
laid off staff at the chain, DPA relates.

"I deplore this decision with respect to the many Schlecker
employees who will now lose their jobs," DPA quotes Arndt
Geiwitz, the outside administrator who vainly attempted to nurse
the chain back to profitability, as saying.

The chain laid off 11,000 staff in March after obtaining court
protection from its creditors, DPA recounts.

As reported by the Troubled Company Reporter-Europe on March 20,
2102, Reuters related that Schlecker filed for insolvency in
January after struggling to secure funds against a gloomy
economic backdrop.

Schlecker is a German drugstore chain.  It employs 14,300 people
in the country.



=============
I R E L A N D
=============


BLOXHAM: Appoints Provisional Liquidator; Has EUR13.9MM Deficit
---------------------------------------------------------------
Joe Brennan at Bloomberg News reports that Bloxham secured the
appointment of a provisional liquidator after it suspended
operations amid a probe by the country's central bank into
accounting irregularities.

Bloxham's lawyer, Bernard Dunleavy, said in a Dublin court on
Thursday that the company faces a capital shortfall of EUR5.3
million (US$6.6 million), Bloomberg relates.  Mr. Dunleavy said
that the company's liabilities exceed assets by EUR13.9 million,
Bloomberg notes.  Judge Kevin Cross appointed Kieran Wallace of
KPMG as provisional liquidator, Bloomberg discloses.

According to Bloomberg, Bloxham said in a May 28 statement that
regulators are investigating the "reporting and accounting of the
firm's income, which was overstated over a number of years."

The company said that no client funds are involved or at risk,
Bloomberg notes.

Patrick Dempsey, another partner at Bloxham, said in an affidavit
filed in court on Thursday that Tadhg Gunnell has been removed as
the firm's finance and compliance partner, Bloomberg relates.

Mr. Gunnell notified the partners on May 23 that there "had been
an accounting misrepresentation of trading losses of EUR2.6
million, which had been incorrectly recorded as an asset of the
firm," Bloomberg quotes Mr. Dempsey as saying.

In addition, certain tax liabilities had been "incorrectly
recorded as an asset," Mr. Dempsey, as cited by Bloomberg, said.
He said that Bloxham's capital position was overstated by over
EUR5 million, Bloomberg relates.

The partners "relied on internal reports provided to them by
Gunnell, together with audited accounts provided by Bloxham's
external auditors Deloitte, none of which indicated any
inaccuracy in the firm's stated capital position," Mr. Dempsey,
as cited by Bloomberg, said.

Judge Mary Laffoy is due to hear an update in the High Court in
Dublin on June 25, Bloomberg discloses.

Bloxham is one of Ireland's oldest stockbrokers.


EATON VANCE: S&P Affirms 'CCC+' Ratings on Two Note Classes
-----------------------------------------------------------
Standard & Poor's Ratings Services raised its credit ratings on
Eaton Vance CDO X PLC's class A-1 to D-2 and VFN notes. "At the
same time, we affirmed our ratings on the class E-1 and E-2
notes," S&P said.

"The rating actions follow our assessment of the transaction's
performance using data from the latest available trustee report
dated April 30, 2012, and our credit and cash flow analysis. We
have taken into account recent transaction developments and
applied our 2010 counterparty criteria," S&P said.

"Our analysis indicates that the level of credit enhancement
available for all the rated classes of notes has remained fairly
stable since we took rating action in the transaction on May 28,
2010. From the April 2012 trustee report, we have observed that
all the coverage tests are currently passing, and have improved
since our last review due to a reduction in the 'CCC' excess
haircuts applied in the calculation of the coverage tests. This
is due to an improvement in the credit quality of the portfolio,
in which the proportion of assets rated 'CCC+', 'CCC', or 'CCC-'
has decreased to 3.0% from 13.2%. Combined with a fall in the
portfolio's weighted-average maturity to 5.1 years from 6.1
years, this has resulted in a decrease in our scenario default
rates (SDRs) for all rating categories in our analysis of this
transaction," S&P said.

"From our analysis, we have noted a shift toward U.S. dollar-
denominated assets from euro- and British pound sterling-
denominated assets. The transaction's exposure to dollar-
denominated assets has increased to 59.3% from 49.1%, whereas the
exposure to euro-denominated assets and sterling-denominated
assets has fallen to 35.0% from 41.7%, and to 5.8% from 9.2%,
respectively. In our opinion, this has led to an increase in the
proportion of assets with recovery ratings, and therefore an
increase in the weighted-average recovery rates in the
transaction. From the April 2012 trustee report, we have also
observed an increase in the weighted-average spread to 3.55% from
3.04%," S&P said.

"We have subjected the capital structure to a cash flow analysis
to determine the break-even default rate for each rated class. In
our analysis, we have used the reported portfolio balance that we
considered to be performing, the current weighted-average spread,
and the weighted-average recovery rates that we considered to be
appropriate. We have incorporated various cash flow stress
scenarios, using alternative default patterns, levels, and
timings for each liability rating category, in conjunction with
different interest rate stress scenarios," S&P said.

"The transaction has a dual-currency liability structure
throughout the capital structure, where the euro-denominated
assets and dollar-denominated assets are funded by the term
notes, as well as the VFN notes, which could be drawn in both
euros and dollars to create a natural hedge. Additionally, the
VFN notes
can be drawn in sterling to fund the purchase of sterling-
denominated assets. Any foreign exchange mismatches that could
result from defaults in the portfolio, or from coverage test
failure, are hedged by both euro-denominated options and dollar-
denominated options," S&P said.

"In our opinion, the documentation for the options does not fully
reflect our 2010 counterparty criteria. Therefore, in our cash
flow analysis, we have also considered scenarios where the
options counterparty does not perform and where, as a result, the
transaction may be exposed to greater currency risk," S&P said.

"Our credit and cash flow analysis, without giving credit to the
options counterparty, indicates that the credit enhancement
available to the VFN and the class A-1, A-2, B-1, and B-2 notes
is now commensurate with higher ratings than previously assigned.
We have therefore raised our ratings on the VFN and the class A-1
and A-2 notes to 'AA+ (sf)' from 'AA (sf)', and on the class B-1
and B-2 notes to 'AA (sf)' from 'A+ (sf)'," S&P said.

"In our opinion, the level of credit enhancement available to the
class C-1, C-2, D-1, and D-2 notes is also consistent with higher
ratings than previously assigned, taking into account our credit
and cash flow analysis. We have therefore raised our ratings on
these notes. Our rating on the options swap counterparty does not
constrain our ratings on the class C-1, C-2, D-1, and D-2 notes.
This is because our ratings on these notes are not higher than
the issuer credit rating plus one notch on the options
counterparty in the transaction," S&P said.

"We have affirmed our ratings on the class E-1 and E-2 notes,
which were constrained by the application of the largest obligor
default test, a supplemental stress test that we introduced in
our 2009 criteria update for corporate collateralized debt
obligations (CDOs)," S&P said.

Eaton Vance CDO X is a managed cash flow collateralized loan
obligation (CLO) transaction that securitizes loans to primarily
speculative-grade corporate firms. It closed in March 2007 and is
managed by Eaton Vance Management.

             STANDARD & POOR'S 17G-7 DISCLOSURE REPORT

SEC Rule 17g-7 requires an NRSRO, for any report accompanying a
credit rating relating to an asset-backed security as defined in
the Rule, to include a description of the representations,
warranties and enforcement mechanisms available to investors and
a description of how they differ from the representations,
warranties and enforcement mechanisms in issuances of similar
securities. The Rule applies to in-scope securities initially
rated (including preliminary ratings) on or after Sept. 26, 2011.

If applicable, the Standard & Poor's 17g-7 Disclosure Report
included in this credit rating report is available at:

         http://standardandpoorsdisclosure-17g7.com

RATINGS LIST

Eaton Vance CDO X PLC
EUR325 Million, US$231.51 Million Senior Secured Variable- and
Floating-Rate Notes

Class                  Rating
            To                      From

Ratings Raised

VFN         AA+ (sf)                AA (sf)
A-1         AA+ (sf)                AA (sf)
A-2         AA+ (sf)                AA (sf)
B-1         AA (sf)                 A+ (sf)
B-2         AA (sf)                 A+ (sf)
C-1         A (sf)                  BBB+ (sf)
C-2         A (sf)                  BBB+ (sf)
D-1         BBB- (sf)               BB (sf)
D-2         BBB- (sf)               BB (sf)

Ratings Affirmed

E-1         CCC+ (sf)
E-2         CCC+ (sf)



=========
I T A L Y
=========


BANCA POPOLARE: S&P Cuts Ratings on Hybrid Tier 1 Debt to 'CC'
--------------------------------------------------------------
Standard & Poor's Ratings Services lowered its issue ratings on
the hybrid Tier 1 debt issued by Italy-based Banca Popolare di
Milano SCRL (BPM; BBB-/Watch Neg/A-3 ) to 'CC' from 'B'.

The 'B' hybrid ratings were on CreditWatch with negative
implications prior to this rating action.

On May 29, 2012, BPM announced not to proceed with payment of
interest and dividends on its two hybrid Tier 1 debt issues with
forthcoming payment dates of June 25, 2012, and July 2, 2012.

The suspension is allowed under the terms and conditions of these
instruments because BPM reported a net loss at the end of 2011,
and in the previous 12 months did not distribute any dividends to
shareholders nor offer to buy back preference shares.

"On April 2, 2012, we placed BPM's issue ratings and counterparty
credit rating on CreditWatch with negative implications,
following the bank's announcement of a EUR614 million net loss.
The CreditWatch placement on the hybrids reflected our view that,
given these results, there was increased risk that the bank could
defer its hybrid coupon payments," S&P said.

"According to our criteria, we will further lower the ratings on
these two instruments to 'C' on their payment dates of June 25,
2012, and July 2, 2012, when BPM indeed does not make payment of
the interest and the dividends on the two hybrid instruments,"
S&P said.

RATINGS LIST
                                      To           From
Banca Popolare di Milano SCRL
  Junior Subordinated Debt            CC           B/Watch Neg
    EUR300 mil 9% Perpetual Subordinated Fixed/Floating Rate
    Notes (ISIN XS0372300227)

BPM Capital I LLC
  Preference Stock                    CC           B/Watch Neg
    EUR160 mil 8.393% non cum trust pfd secs*
    (ISIN XS0131749623)
      *Guaranteed by Banca Popolare di Milano SCRL.


BANCA POPOLARE: Fitch Junks Rating on Perpetual Sub. Notes
----------------------------------------------------------
Fitch Ratings has downgraded Banca Popolare di Milano's (BPM)
perpetual subordinated notes and noncumulative perpetual trust
preferred securities to 'CCC' from 'BB-'.  The rating action does
not affect the bank's issuer ratings or the ratings of its senior
and subordinated Lower Tier 2 debt.

The downgrade reflects the securities' non-performance under
Fitch's criteria for 'Rating Bank Regulatory Capital and Similar
Securities', following the bank's announcement on May 29 that it
has decided not to pay the coupon on these instruments.  The
'CCC' rating of the securities reflects Fitch's view that the
instruments are expected to return to performing status with only
moderate economic losses for investors being sustained.  The
rating is therefore sensitive to any weakening of BPM's earnings
outlook that might give rise to the risk of a longer period of
non-performance of the securities.

The terms of the Tier 1 instruments include the option for the
bank to omit coupon payment if it no dividends on junior
securities have been paid.  Coupon payments for both securities
become mandatory if dividends or distributions have been made on
junior securities.

The rating actions are as follows:

  -- BPM perpetual subordinated notes (XS0372300227): downgraded
     to 'CCC' from 'BB-'

  -- BPM noncumulative perpetual trust preferred securities
     (XS0131749623): downgraded to 'CCC' from 'BB-'

BPM's ratings are not affected by this rating action. The
issuer's ratings are as follows:

  -- Long-term Issuer Default Rating (IDR): 'BBB'; Outlook
     Negative
  -- Short-term IDR: 'F3'
  -- Viability Rating: 'bbb'
  -- Support Rating: '3'
  -- Support Rating Floor: 'BB+'
  -- Senior Debt, including Programme ratings: 'BBB'/'F3'
  -- Lower Tier 2 Debt: 'BBB-'


OLIVETTI: Starts Liquidation Proceedings of I-Jet Unit
------------------------------------------------------
Louisa Fahy at Bloomberg News reports that Telecom Italia said in
a statement, Olivetti abandons ink jet market and starts
liquidation proceedings of Olivetti i-Jet unit.

According to Bloomberg, relentless and increasingly marked
decline" in fax market prompted the liquidation.

Talks with unions have started, Bloomberg notes.

Olivetti I-Jet is one of the largest European MEMS manufacturing
facility, and one of the four companies in the world with a
proprietary technology for the production of ink-jet printheads.



=================
L I T H U A N I A
=================


SNORAS BANK: Commission Completes Probe Into Collapse
-----------------------------------------------------
BBC Monitor Euro, citing Lithuanian news website Delfi, reports
that the parliamentary commission responsible for investigating
the Snoras Bank failure has completed its work.

BBC notes that though the commission did not complete its work
quite as expected -- in the absence of a quorum, the commission's
conclusions could not be approved.  The remaining members of the
commission are going to put the conclusions before the Seimas
[parliament] for approval via separate vote, according to BBC.

As reported by the Troubled Company Reporter-Europe on Dec. 29,
2011, Bloomberg News, citing the Baltic News Service, related
that the Vilnius district court backed the Lithuanian central
bank's request to begin bankruptcy proceedings against Bankas
Snoras after the lender collapsed in November.

Bankas Snoras AB is Lithuania's fifth biggest lender.  Snoras
held LTL6.05 billion in deposits and had assets of LTL8.14
billion at the end of September.  It competes with Scandinavian
lenders including SEB AB, Swedbank AB (SWEDA), and Nordea AB.  It
also controls investment bank Finasta and Latvian lender Latvijas
Krajbanka AS.



===================
L U X E M B O U R G
===================


CLARENVILLE CDO: S&P Lowers Rating on Class C Notes to 'CCC+'
-------------------------------------------------------------
Standard & Poor's Ratings Services took various rating actions on
Clarenville CDO S.A.'s outstanding EUR117.28 million notes.

"The rating actions follow our assessment of the transaction's
performance and take into account recent developments in the
transaction," S&P said.

"For our review of the transaction's performance, we used data
from the trustee report dated May 2, 2012, in addition to our
cash flow analysis. We have taken into account recent
developments in the transaction and have applied our counterparty
criteria, as well as our cash flow criteria," S&P said.

"From our analysis, we have observed a general change in the
credit quality of the portfolio, which has improved since we last
reviewed the transaction. For example, we have observed a
decrease in the proportion of assets that we consider to be rated
in the 'CCC' category ('CCC+', 'CCC', and 'CCC-') to 4.57% from
16.55%. At the same time, we have observed an increase in the
proportion of defaulted assets (those rated 'CC', 'SD' [selective
default], and 'D') to 6.49% from 1.13%," S&P said.

"Our analysis indicates that the level of credit enhancement for
all classes of notes has increased since we last reviewed the
transaction, except for the class C notes. The weighted-average
spread earned on the collateral pool has also increased, and our
analysis also indicates that the weighted-average maturity of the
portfolio has decreased since our last review. However, there
has been a negative rating migration in the portfolio over the
same period. These factors have led to a marginal reduction in
our scenario default rates (SDRs) for all rating categories," S&P
said.

"We subjected the capital structure to a cash flow analysis to
determine the break-even default rate for each rated tranche. In
our analysis, we have used the reported portfolio balance,
weighted-average spread, and weighted-average recovery rates that
we consider to be appropriate. We have incorporated various cash
flow stress scenarios, using alternative default patterns,
levels, and timings for each liability rating category (i.e.,
'AAA', 'AA', and 'BBB' ratings), in conjunction with different
interest rate stress scenarios," S&P said.

At closing, Clarenville CDO entered into derivative obligations
to mitigate currency risks in the transaction.

"We consider that the documentation for these derivatives does
not fully reflect our counterparty criteria. We conducted our
cash flow analysis assuming that the transaction does not benefit
from the support of derivatives. After conducting our cash flow
analysis, we have concluded that none of the ratings on any class
of notes are constrained by our rating on the derivative
counterparty," S&P said.

"In our view, our credit and cash flow analysis indicates that
the level of credit enhancement available to the class A-1a, A-
1b, A-1c, and A-2 notes is commensurate with higher rating levels
than we previously assigned. Therefore, we have raised our
ratings on the class A-1a, A-1b, and A-1c notes to 'AAA (sf)'
from 'AA (sf)', and our rating on the class A-2 notes to 'AA+
(sf)' from 'A+ (sf)'," S&P said.

"We have affirmed our rating on the class B notes to reflect our
view that this tranche has adequate credit support to maintain
its current rating level," S&P said.

"We have also applied the largest obligor default test, a
supplemental stress test that we introduced as part of our
criteria update. The test aims to measure the effect on ratings
of defaults of a specified number of largest obligors in the
portfolio with particular ratings, assuming 5% recoveries. In
addition, we applied the largest industry default test, another
of our supplemental stress tests. The supplemental stress tests
constrain our rating on the class C notes below its current
rating level. Our cash flow stresses on the class C notes is
commensurate with the supplemental stress tests results. We have
therefore lowered our ratings on the class C notes to 'CCC+ (sf)'
from 'B- (sf)'," S&P said.

             STANDARD & POOR'S 17G-7 DISCLOSURE REPORT

SEC Rule 17g-7 requires an NRSRO, for any report accompanying a
credit rating relating to an asset-backed security as defined in
the Rule, to include a description of the representations,
warranties and enforcement mechanisms available to investors and
a description of how they differ from the representations,
warranties and enforcement mechanisms in issuances of similar
securities. The Rule applies to in-scope securities initially
rated (including preliminary ratings) on or after Sept. 26, 2011.

If applicable, the Standard & Poor's 17g-7 Disclosure Report
included in this credit rating report is available at:

         http://standardandpoorsdisclosure-17g7.com

RATINGS LIST

Class             Rating
            To             From

Clarenville CDO S.A.
EUR226 Million, GBP25 Million, US$55.5 Million Floating-Rate
Notes

Ratings Raised

A-1a        AAA (sf)      AA (sf)
A-1b        AAA (sf)      AA (sf)
A-1c        AAA (sf)      AA (sf)
A-2         AA+ (sf)      A+ (sf)

Rating Affirmed

B           BB+ (sf)

Rating Lowered

C           CCC+ (sf)     B- (sf)


GSC EUROPEAN II: S&P Raises Ratings on Two Note Classes to 'B+'
---------------------------------------------------------------
Standard & Poor's Ratings Services raised its credit ratings on
various classes of notes in cash flow collateralized loan
obligation (CLO) transaction GSC European CDO II S.A. "At the
same time, we affirmed our ratings on the class E1 and E2 notes
and withdrew our rating on the class T combination notes," S&P
said.

"The rating actions follow our assessment of the transaction's
performance and the application of our relevant criteria for
transactions of this type. We have also taken into account recent
developments in the transaction," S&P said.

"For our review of the transaction's performance, we used data
from the trustee report dated March 15, 2012, in addition to our
cash flow analysis. We took into account recent developments in
the transaction and applied our counterparty criteria, as well as
our cash flow criteria," S&P said.

"From our analysis, we have observed that the transaction has
deleveraged since our last review. We have also observed a
decrease in the proportion of defaulted assets (those rated 'CC',
'SD' [selective default], and 'D') and a decrease to 11.43% from
14.27% in the proportion of assets that we consider to be rated
in the 'CCC' category ('CCC+', 'CCC', and 'CCC-')," S&P said.

"Our analysis indicates that credit enhancement for all classes
of notes has improved since we last reviewed the transaction. The
weighted-average spread earned on the collateral pool has
increased, and our analysis also indicates that the weighted-
average maturity of the portfolio has decreased. We have also
observed from the trustee report that the par value test results
for all classes have improved. We believe this supports higher
ratings on the class A1, A1-D, A2, B, C1, C2, D1, and D2 notes,"
S&P said.

"We subjected the capital structure to a cash flow analysis to
determine the break-even default rate (BDR) for each rated
tranche. In our analysis, we have used the reported portfolio
balance, weighted-average spread, and weighted-average recovery
rates that we consider to be appropriate. We have incorporated
various cash flow stress scenarios, using alternative default
patterns, levels, and timings for each liability rating category
(i.e., 'AAA', 'AA', and 'BBB' ratings), in conjunction with
different interest rate stress scenarios," S&P said.

"GSC European CDO II enters into asset swap transactions to hedge
currency risk on non-euro obligations in the portfolio. We
consider that the documentation for these derivative obligations
does not fully reflect our 2010 counterparty criteria. We
therefore conducted our cash flow analysis assuming that the
transaction does not benefit from the derivative obligations. We
have concluded that the ratings on the class A1, A1-D, A2, and B
notes are commensurate with higher rating levels. We have
therefore raised our ratings on these classes of notes," S&P
said.

"Taking into account our credit and cash flow analysis, the class
C1, C2, D1, and D2 notes can achieve higher ratings. At the new
rating levels, the BDR is higher than our scenario default rate
(SDR) for each class of notes. We have therefore raised our
ratings on these classes of notes. The class D1 and D2 upgrades
are relatively large (five notches), due to the fact that at the
time of our last review, the ratings were constrained by the
largest obligor default test," S&P said.

"We have affirmed our ratings on the class E1 and E2 notes based
on the results of the cash flow analysis and qualitative
analysis. The class E par coverage and interest coverage tests
are currently failing. Also, there is currently deferred interest
outstanding on these two classes of notes," S&P said.

"We have withdrawn our rating on the class T combination notes
following notice from the trustee that they have been decoupled
into their constituent classes," S&P said.

"Our analysis shows that none of the ratings on any class of
notes in GSC European CDO II is constrained by our largest
obligor default test and largest industry default test," S&P
said.

GSC European CDO II is a cash flow CLO transaction that closed in
June 2005 and securitizes loans to primarily speculative-grade
corporate firms. The reinvestment period for this transaction
ended in July 2010.

             STANDARD & POOR'S 17G-7 DISCLOSURE REPORT

SEC Rule 17g-7 requires an NRSRO, for any report accompanying a
credit rating relating to an asset-backed security as defined in
the Rule, to include a description of the representations,
warranties and enforcement mechanisms available to investors and
a description of how they differ from the representations,
warranties and enforcement mechanisms in issuances of similar
securities. The Rule applies to in-scope securities initially
rated (including preliminary ratings) on or after Sept. 26, 2011.

If applicable, the Standard & Poor's 17g-7 Disclosure Report
included in this credit rating report is available at:

         http://standardandpoorsdisclosure-17g7.com

RATINGS LIST

Class                      Rating
                   To                 From

GSC European CDO II S.A.
EUR450 Million Floating-Rate Notes

Ratings Raised

A-1                AA+ (sf)           A+ (sf)
A1-D               AA+ (sf)           A+ (sf)
A2                 AA+ (sf)           A+ (sf)
B                  AA- (sf)           BBB (sf)
C1                 BBB+ (sf)          BB+ (sf)
C2                 BBB+ (sf)          BB+ (sf)
D1                 B+ (sf)            CCC- (sf)
D2                 B+ (sf)            CCC- (sf)

Ratings Affirmed

E1                 CCC- (sf)
E2                 CCC- (sf)

Rating Withdrawn

T Combination      NR                 A+ (sf)

NR-Not rated.


MAGIC NEWCO: Moody's Assigns 'B2' CFR/PDR; Outlook Stable
---------------------------------------------------------
Moody's Investors Service issued a correction to the May 11, 2012
ratings release of Magic Newco LLC.

Moody's has assigned a B2 corporate family rating (CFR) and
probability of default rating to Magic Newco 2 Sarl, which will
be the ultimate holding company of the combined Misys and Turaz
group, following completion of the acquisition of Misys plc by
private equity sponsor Vista Equity Partners. Concurrently,
Moody's assigned a Ba3 (LGD 3, 30%) rating to the senior secured
revolving credit facility of up to US$125 million and the
US$1,060 million senior secured term loan and a Caa1 (LGD 5, 85%)
rating to the US$615 million senior unsecured term loan. The
outlook on all ratings is stable. This is the first time that
Moody's has rated Magic.

Ratings Rationale

The assigned B2 CFR is supported by the (i) high recurring
revenue base as a result of long term contracts that provide for
steady maintenance revenue streams and Misys term license model,
which generates new initial licensing fees from the existing
customer base upon contract expiration; (ii) the stickiness of
the contracts as evidenced by low attrition rates supported by
strong customer relationships and the high pain threshold for
banks to switch the supplier of IT applications and (iii) the
revamped product portfolio of both Misys and Turaz, following
significant investments into development and upgrading core
products such as BankFusion and Kondor.

Key rating constraint is the initially high leverage with about
5.4 times on a pro forma basis (i.e. when including full synergy
potential and excluding related upfront charges). Moody's notes
however that actual leverage will be considerably higher at close
to 7 times as its takes several quarters until forecasted profit
improvements can be realised and considering significant upfront
charges. In that respect, Moody's also notes that forecasted
improvements are sizeable and execution risk remains as to
whether the full potential of cost savings and profit improvement
measures can be implemented in the given timeframe and within the
cost budget.

Magic should be well placed to participate in the industry's
growth trend due to its solid positions as a vertically
integrated software developer of applications for financial
institutions with a focus on mission critical components spanning
both investment and commercial banking activities. Demand for
these applications should benefit from several factors, including
(i) ongoing M&A among financial institutions driving the need for
sophisticated integration of IT systems; (ii) regulatory
compliance requirements; and (iii) cost optimization requirements
of banks driving the need for integrated systems that allow for
front-to-back coverage and to reduce the need for manual steps.
At the same time, Moody's cautions that the industry remains
fragmented and highly competitive, with new product and
technological developments necessitating investments into R&D to
both enhance existing platforms and develop new solutions to
continue to meet customer needs.

The stable ratings outlook reflects Moody's expectation of a
smooth integration process and implementation of cost savings and
synergies largely in line with management's expectation. This
should enable Magic to bring down leverage to below 6 times on an
actual basis (i.e. including synergies achieved and related
costs) in the 12-18 months following the transaction while
continuing to generate positive free cash flows.

The rating assessment also considers that Magic's liquidity
profile should remain solid, driven by US$50 million of cash on
balance sheet upon closing of the transaction and access to a
revolving credit facility of up to US$125 million. While the
revolving credit facility contains conditionality language,
including maintenance financial covenants, the rating assumes
sufficient headroom initially and throughout the facility's
lifetime. Cash uses largely pertain to relatively limited capex
spending, estimated at US$15-US$20 million per year and seasonal
working capital swings.

Proceeds from the bank loan package are expected to be used,
together with equity provided by shareholder Vista Equity
Partners, to finance the purchase price for the acquisition of
Misys and the refinancing of existing indebtedness of Turaz as
well as associated fees and expenses.

Moody's has assigned a Ba3 instrument rating to the group's
senior secured revolving credit facility and senior secured term
loan. The instrument ratings are two notches above the B2 CFR,
reflecting Moody's expectation of a relatively higher recovery
rate in a distress scenario, given that the instruments are
secured by a comprehensive security package (including both share
pledges and charges over other assets) granted by the holding
companies, and, within 45 days of the closing date and subject to
certain agreed security principles, the operating companies in
the group. In addition, subject to certain agreed security
principles, the senior secured loans will benefit from upstream
guarantees of operating subsidiaries that account for at least
80% of the company's consolidated EBITDA and gross assets, which
ensures proximity to operating cash flows. Moody's has assigned a
Caa1 rating to the US$615 million senior unsecured term loan, as
the loan does not benefit from any tangible collateral and
payments in respect of the guarantees are applied first to the
senior secured revolving credit facility and senior secured loans
and only thereafter to the unsecured term loan.

Assignments:

  Issuer: Magic Newco 2 S.a.r.l.

     Probability of Default Rating, Assigned B2

     Corporate Family Rating, Assigned B2

  Issuer: Magic Newco LLC

     Senior Secured Revolving Credit Facility, Assigned Ba3 (LGD
     3, 30%)

     Senior Secured Term Loan, Assigned Ba3 (LGD 3, 30%)

     Senior Unsecured Term Loan, Assigned Caa1 (LGD 5, 85%)

Positive pressure would develop if Magic were to build a track
record of significant improvements in operating profitability,
that would enable to group to delever to below 5 times
Debt/EBITDA on a sustainable basis.

The ratings could face downward pressure if there are disruptions
in the integration process or resulting in a material delay in
the deleveraging process as indicated by Debt/EBITDA on an actual
basis remaining materially above 6 times in the 12-18 months
following closing of the transaction. The ratings could also face
downward pressure if free cash flow generation were to turn
negative, or Magic were to make a material debt financed
acquisition during the integration process or were to distribute
cash to shareholders.

Principal Methodologies

The methodologies used in these ratings were Global Software
Industry Methodology published in May 2009, and Loss Given
Default for Speculative-Grade Non-Financial Companies in the
U.S., Canada and EMEA published in June 2009.

The group will be headquartered in London, England. Vista Equity
Partners is the controlling shareholder.



=====================================
S E R B I A   &   M O N T E N E G R O
=====================================


* MONTENEGRO: Moody's Issues Annual Credit Report
-------------------------------------------------
In its annual credit report on Montenegro, Moody's Investors
Service says that the Ba3 government bond rating incorporates the
credit challenges faced by a small, relatively undiversified
economy which is reliant on foreign investment. These challenges
have been reflected in slower growth and a rising government debt
burden since the global financial crisis. The rating also
incorporates recent measures to improve the institutional
environment. The outlook for the government's long-term debt
rating is currently stable.

Moody's report is an annual update to the markets and does not
constitute a rating action. The rating agency determines a
country's sovereign risk by assessing it on four key factors --
economic strength, institutional strength, government financial
strength and susceptibility to event risk -- as well as the
interplay between them.

Moody's points out that although real GDP growth in Montenegro
has recovered from the sharp downturn that followed the global
economic crisis, it has yet to return to pre-crisis levels.
Montenegro's banking system is still recovering from a steep fall
in deposits and large rise in non-performing loans during the
global financial crisis. Although deposits are slowly returning
and non-performing loan ratios are lower than their levels a year
ago, credit has yet to accelerate, reflecting the still high
level of non-performing loans in the system as well as cloudy
economic prospects, as euro area uncertainties will likely keep
economic activity subdued in 2012.

Independent since 2006, Montenegro has a relatively short track
record in terms of institutional development. Surveys indicate
that administrative, legal and regulatory limitations hamper the
country's business environment. However, authorities have enacted
several laws and implemented procedures in preparation for
European Union (EU) accession negotiations, which are expected to
commence this year. As the country proceeds towards EU membership
over the next few years, Moody's expects that further policy
actions to enhance the operating environment are likely.

According to Moody's, Montenegro's unilateral adoption of the
euro as legal tender reduces exchange rate risk but also
eliminates monetary policy and exchange rate flexibility. This
imposes the entire burden of macro-economic adjustment on fiscal
policy. Recognizing this, the government has made efforts to
reverse the fiscal deterioration that occurred due to the growth
downturn in 2009. However, various shocks, including a
significant call on government guarantees and an unanticipated
increase in pension beneficiaries in 2011, have kept the
government debt burden rising, and it is unlikely to be reduced
significantly over the next year as slow revenue growth and
elections in 2013 may complicate the task of fiscal
consolidation.



=========
S P A I N
=========


BANKIA SA: EU Urges to Clear Doubts Over Bailout
------------------------------------------------
Ingrid Bazinet at Agence France-Presse reports that the European
Union pressed Spain on Thursday to urgently clear up doubts over
its mammoth rescue of stricken lender Bankia so as to calm
markets fearing a financial breakdown.

As investors exited Spanish bonds and stocks, the bloc called on
Madrid to provide details of its bailout of Bankia, AFP
discloses.

Bankia is asking the state for EUR19 billion (US$24 billion) to
repair its books, in addition to EUR4.5 billion already injected,
the biggest rescue in Spanish banking history, AFP discloses.

"What we need from the Spanish government is for it to
communicate the restructuring plan for Bankia and the options it
is considering to restructure and if possible recapitalize," AFP
quotes EU spokesman Amadeu Altafaj as saying.  "We will then
study it to see if is fulfills conditions for public aid."

The EU spokesman said that although the European Union had a
rescue mechanism, any use of it would require negotiating a
bailout of the Spanish economy, even if it was focused on only
one sector, AFP notes.

Despite some calls for Europe to intervene directly in troubled
banks, existing treaties did not allow it and "in the Spanish
case it is not relevant," Mr. Altafaj, as cited by AFP, said.
"If it is possible to raise the funds through market mechanisms
or through actions by the Spanish government, that is better than
resorting to a rescue, which has negative connotations."

Economy Minister Luis de Guindos said last week the state-backed
Fund for Orderly Bank Restructuring (FROB) would issue bonds and
inject capital as needed into Bankia, AFP relates.

But his plan sowed doubts on the market because of the exorbitant
rates charged on Spanish debt, AFP notes.

According to AFP, a report in business daily Cinco Dias said the
government was considering recapitalizing Bankia in stages,
progressively pumping in capital as it needs liquidity so as to
avoid the expense of a single rescue.  Cinco Dias said that would
also give the European Union time to agree on a possible rescue,
AFP notes.

Both Madrid and the International Monetary Fund denied they were
discussing a rescue loan for Spain as Deputy Prime Minister
Soraya Saenz de Santamaria prepared to meet with Fund chief
Christine Lagarde, AFP notes.

Bankia SA accepts deposits and offers commercial banking
services.  The Bank offers retail banking, business banking,
corporate finance, capital markets, and asset and private banking
management services.



===========
S W E D E N
===========


STENA AB: S&P Cuts Corp. Credit Rating to 'BB'; Outlook Stable
--------------------------------------------------------------
Standard & Poor's Ratings Services lowered its long-term
corporate credit rating on Sweden-based conglomerate Stena AB to
'BB' from 'BB+'. The outlook is stable.

"At the same time, the issue rating on Stena's unsecured debt was
lowered to 'BB'. The recovery rating on this debt remains
unchanged at '4', indicating our expectations of average (30%-
50%) recovery in an event of payment default," S&P said.

The downgrade reflects continued weak credit ratings for Stena in
2011 and the first quarter of 2012.

"In our view, Stena's credit metrics are inconsistent with a
'BB+' long-term credit rating. At year-end 2011, Stena's ratio of
funds from operations (FFO) to debt stood at just below 11%,
predominantly due to the group's high debt level. We foresee no
major improvement in credit ratios during 2012, as we foresee
continued negative free operating cash flow (FOCF) in 2012," S&P
said.

"We continue to assess Stena's financial risk profile as
'aggressive', due to the weak ratios and the group's aggressive
investment polices," S&P said.

"As a positive, we note that a large percentage of revenues from
the drilling and liquefied natural gas (LNG) operations are now
contracted for 2012 and 2013. Together with the stable cash flows
from the group's real estate operations, the contracts provide a
higher level of predictable cash flows," S&P said.

"We note that committed capital expenditures have quickly
reduced, and we consequently foresee the group's FOCF turning
positive from 2013. Given the high debt level, however, we think
it will take a few years before material improvements will be
visible as improved credit ratios. The stable outlook reflects
our view that Stena's adjusted FFO-to-debt ratio on a
consolidated level will stay within the 10%-15% range, which we
consider commensurate with the current rating," S&P said.

"Our base case projects Stena's FFO-to-debt ratio being at about
10% in 2012, because debt will likely rise further when
completion and delivery of the Icemax drilling vessel becomes
visible in the accounts. In 2013, we anticipate positive FOCF,
thanks to a combination of moderate improvement in cash flow and
lower capital spending, which should lead to some improvement in
credit ratios, although still with FFO debt in the 10%-15% range.
We factor into the rating continued predictability in revenues
stemming from the contractual benefits of the major businesses
(primarily from real estate, but also from drilling and LNG),"
S&P said.

"For the current credit ratios, Stena needs to maintain a
meaningful share of more stable activities, especially its real
estate operations, which typically provide about 15%-20% of
EBITDA, as well as the long-term contract structure for the LNG
and drilling fleet. A material dilution of the contribution from
the group's real estate activities could lead us to revise our
financial targets for the 'BB' rating upward. This is because we
see the industry risk profile for Stena's stable real estate as
'strong investment grade'," S&P said.

"The 10%-15% FFO-to-debt ratio guidance for the consolidated
group corresponds in our view to measures above that for the
restricted activities alone: ferries, drilling, and shipping. For
the unrestricted group, we could see much lower ratios, given the
highly stable cash flow from domestic residential real estate. We
estimate the FFO-to-debt for the restricted and unrestricted
group
was about 17%-18% and 5%-7%, respectively, in 2011," S&P said.

"We could lower the rating if consolidated adjusted FFO-to-credit
ratios dropped below 10% for several quarters, or didn't show an
improving profile from 2013 onward, when we assume the current
high debt will begin to reduce. The rating therefore has no
headroom if Stena were to launch a new wave of substantial
investments," S&P said.

"We could raise the rating back to the 'BB+' level if FFO to debt
were to improve to 15%-20% and Stena were to demonstrate stronger
FOCF potential and commitment to debt reduction," S&P said.



===========================
U N I T E D   K I N G D O M
===========================


CONSOLIDATED MINERALS: Moody's Cuts CFR to Caa1; Outlook Stable
---------------------------------------------------------------
Moody's Investors Service has downgraded Consolidated Minerals'
corporate family rating (CFR) and the rating on its US$405
million 2016 senior secured bond to Caa1, from B3. The outlook on
the ratings is stable.

"The downgrade of the ratings to Caa1 reflects Moody's assessment
of the weakening liquidity position at Consolidated Minerals
which, should manganese prices remain at the current low level,
may prove insufficient to manage the group's cash commitments
over the next 12 months. The liquidity of the group is especially
important at this time given the company is executing critical
restructuring designed to restore profitability at its key mine
in Australia", says Gianmarco Migliavacca, a Moody's Vice
President -- Senior Analyst, and lead analyst for Consolidated
Minerals. The downgrade to Caa1 follows the agency's decision to
downgrade the ratings to B3 in February 2012 (from B2), with a
negative outlook.

The liquidity position at Consolidated Minerals is supported by
the c. US$125 million of cash on balance sheet reported at the
end of Q1 2012, albeit operating cash flow generation weakened in
Q1 2012. Moody's is concerned that in the absence of a timely
turn-around in the operating performance in the second-half of
2012, the liquidity position may weaken substantially. Following
the cancellation of the working capital facility in March 2012,
the company has repaid around US$40 million of the Australian
bank facilities in May 2012. The company will also need to renew
its US$29.5 million Ghanaian working capital facilities in
September / October 2012.

The cash balances underpin lumpy cash requirements in 2012 that
include capex (of c. US$80 million -- a portion of which is
related to the restructuring and transition to the owner-operator
model at the Australian operations -- as well as the scheduled
coupon payments on the notes (US$17 million paid in Q2 2012 and
again in Q4 2012). While the company is considering ways to boost
its liquidity position (via replacing of working capital
facilities as well as several other options), management are
reliant upon improving operating cash flows to support
operations.

The stable outlook on the ratings reflect Moody's expectation of
proactive liquidity management by the company, as well as some
improvement in the profitability of the Australian assets in
2012.

Moody's also notes that Consolidated Minerals has used c. USD 34
million of cash to make opportunistic purchases of its notes in
2011 and 2012, which has further weakened the liquidity position
of the group.

Ratings Rationale

The Caa1 rating reflects Moody's view that Consolidated Minerals
will remain vulnerable to weak manganese prices (benchmark price
for June 2012 delivery is down around 11% on April 2011) while it
executes the restructuring plan to reduce costs at its Australian
mine, and return it to profitability. While Moody's sees no major
catalyst for a significant increase in manganese prices in the
short-term to support these measures, and with production volumes
unlikely to increase substantially over the coming quarters, the
Caa1 rating anticipates lower than previously expected revenues
and earnings in 2012.

Moody's notes that Q1 2012 results were, in part, affected by
delays with the delivery of product to port due to adverse
weather conditions. The Australian operations have ramped-up
sales in Q2 2012, but are not expected to meaningfully contribute
to 2012 earnings as manganese prices remain low (albeit improving
slightly in May), cash costs of production remain high, and the
operations are structurally exposed to high logistics costs and
volatility in the Australian dollar. On a positive note, Moody's
recognizes Consmin's access to carbonate ore in Ghana (which is
especially desirable for electrolytic manganese metal producers),
as well as the competitive cost position of the Ghanaian
operation that will underpin the debt service capacity of the
group in the current downturn.

Finally, following the departure of the CEO of Consolidated
Minerals in February 2012, the company is managed by the 5-strong
management team - Group CFO, MD Marketing, MD Australia, MD Ghana
and the CEO of Metals Solutions. To address the critical
situation at the Australian operation, the company hired a new
Managing Director with knowledge of the asset and a specific
brief to oversee the implementation of the owner-operator model
in the second-half of the year. Moody's views these measures as
supportive to the credit, but understand the high level of
complexity of the measures and the timing pressures that
management faces.

Rating Sensitivities

Further negative pressure on the rating could be triggered by a
material weakening in the liquidity position of the company in
the absence of a recovery in the manganese prices and stronger
cash flow generation in the second half of 2012, with a further
deterioration in the group's (CFO-dividends) / Debt ratio below
10% and sustained negative FCF generation.

Upward rating pressure is unlikely in the short term.

The principal methodology used in rating Consolidated Minerals
was the Global Mining Industry Methodology published in May 2009.

Consolidated Minerals, headquartered in Jersey is a leading
producer of manganese ore. Mining operations are carried out from
Australia (Woodie Woodie mine) and from Ghana (Nsuta mine). The
group also mines chromite ore at the Coobina mine in Australia.
Consolidated Minerals was formed through the acquisition of CMPL
in 2007/08 for a total consideration of US$1.1 billion and
subsequently combined with Ghana International Manganese
Corporation. Consolidated Minerals is wholly owned by Gennady
Bogolyubov, a Ukrainian citizen. In 2011, Consolidated Minerals
reported sales of US$707 million.


DEWEY & LEBOEUF: U.K Unit Owes US$175 Million
---------------------------------------------
Alex Morales at Bloomberg News, citing the Financial Times,
reports that the U.K. unit of Dewey & LeBoeuf LLP, the U.S. law
firm that's in bankruptcy proceedings, has liabilities of at
least US$175 million.

According to Bloomberg, the company's last London partner,
Mark Fennessy told the FT on May 29 that the U.K. unit was
profitable and acted as guarantor to secure the bank and
bondholder debt of the U.S. firm.

The paper said that Mr. Fennessy until May 28 was coordinating
the winding down of Dewey's U.K. and French operations, Bloomberg
notes.

                       About Dewey & LeBoeuf

New York-based law firm Dewey & LeBoeuf LLP sought Chapter 11
bankruptcy (Bankr. S.D.N.Y. Case No. 12-12321) to complete the
wind-down of its operations.  The firm had struggled with high
debt and partner defections.  Dewey disclosed debt of US$245
million and assets of US$193 million in its chapter 11 filing
late evening on May 29, 2012.

Dewey & LeBoeuf was formed by the 2007 merger of Dewey Ballantine
LLP and LeBoeuf, Lamb, Greene & MacRae LLP.  At its peak, Dewey
employed about 2,000 people with 1,300 lawyers in 25 offices
across the globe.  When it filed for bankruptcy, only 150
employees were left to complete the wind-down of the business.

Dewey's offices in Hong Kong and Beijing are being wound down.
The partners of the separate partnership in England are in
process of winding down the business in London and Paris, and
administration proceedings in England were commenced May 28.  All
lawyers in the Madrid and Brussels offices have departed. Nearly
all of the lawyers and staff of the Frankfurt office have
departed, and the remaining personnel are preparing for the
closure.  The firm's office in Sao Paulo, Brazil, is being
prepared for closure and the liquidation of the firm's local
affiliate.  The partners of the firm in the Johannesburg office,
South Africa, are planning to wind down the practice.

The firm's ownership interest in its practice in Warsaw, Poland,
was sold to the firm of Greenberg Traurig PA on May 11 for $6
million.  The Pension benefit Guaranty Corp. took $2 million of
the proceeds as part of a settlement.

Judge Martin Glenn oversees the case.  Albert Togut, Esq., at
Togut, Segal & Segal LLP, represents the Debtor.  Epiq Bankruptcy
Solutions LLC serves as claims and notice agent.  The petition
was signed by Jonathan A. Mitchell, chief restructuring officer.

JPMorgan Chase Bank, N.A., as Revolver Agent on behalf of the
lenders under the Revolver Agreement, hired Kramer Levin Naftalis
& Frankel LLP.  JPMorgan, as Collateral Agent for the Revolver
Lenders and the Noteholders, hired FTI Consulting and Gulf
Atlantic Capital, as financial advisors.  The Noteholders hired
Bingham McCutchen LLP as counsel.


PETROPLUS HOLDINGS: Noteholders Unlikely to Recover More
--------------------------------------------------------
Christopher Spink at Reuters reports that investors holding notes
with a nominal value of US$1.75 billion against the UK subsidiary
of Petroplus look increasingly unlikely to recover more than a
small part of their principal after the administrator of the UK
oil refinery business said it had not been able to sell the site
after four months of trying.

"We have worked tirelessly to explore all feasible options for
the refinery.  We have had contact with over 100 possible
investors and purchasers.  We have been unable to reach a deal to
date," Reuters quotes Steven Pearson, joint administrator and
partner at PwC, as saying.

The firm was appointed in late January and soon after secured an
undisclosed three-month facility from a consortium made up of
Petroplus co-founder Marcel van Poecke's AtlasInvest vehicle, a
fund managed by US private equity KKR, and Morgan Stanley's
commodities arm, Reuters recounts.

This allowed the Coryton refinery in Essex to keep being supplied
with crude oil and functioning while a buyer was sought for the
560-acre site as a going concern, Reuters notes.

In addition, PwC had to decide whether to press ahead with a
US$150 million capital expenditure program or embark on winding
down operations and making the site safe, which will also prove
costly, Reuters discloses.

Mr. Pearson, as cited by Reuters, said he would still entertain
offers during the three months it would take to close down
Coryton but he warned that prospects of a sale were "slim".  PwC
had tried to cut a deal with the AtlasInvest consortium as well
as bondholder groups and other parties but financing proved hard,
Reuters notes.

The firm estimated that US$1 billion would have been needed to
put the refinery back on a sustainable footing, Reuters says.

It is understood that the Government was also unwilling to
provide any financial guarantees as it did not regard the plant's
closure with the loss of 500 jobs as a significant threat to the
country's fuel supplies, Reuters states.

Mr. Pearson said he was also investigating alternative uses for
the site, such as a place to store petrol and other refined
products from overseas ahead of distribution in the UK, pointing
to the jetty landing that Coryton boasts, Reuters relates.

According to Reuters, one source close to the bondholders said:
"It should never have gone into administration. We had wanted to
do a deal but I don't think there's much chance.  I understand
only the group who came in post administration will come out
whole as they claimed super senior status."

Based in Zug, Switzerland, Petroplus Holdings AG is Europe's
largest independent oil refiner.



===============
X X X X X X X X
===============


* EUROPE: Moody's Says Non-Repayment of CMBS Loans Rising
---------------------------------------------------------
Seventy-nine percent of the loans securitized in Moody's-rated
commercial mortgage-backed securities (CMBS) that matured in Q1
2012 were not repaid by their scheduled maturity date, says
Moody's Investors Service in a Special Report published on
May 31. These results, which have more than doubled from their
35% level in 2009, reflect the current weak state of the lending
market.

The new report is entitled "European CMBS Loan Maturity Outcome
Q1 2012".

"The main driver underpinning whether or not maturing loans are
refinanced is the loan-to-value (LTV) ratio," says Oliver
Moldenhauer, a Moody's Vice President -- Senior Analyst and
author of the report. "Up to a Moody's LTV of 80%, approximately
two thirds of the loans were repaid and the rest extended. In the
LTV bucket above 100% nearly all the loans defaulted at their
scheduled maturity date."

Loan size is also a relevant factor in determining repayment upon
maturity. The majority of repaid loans had loan balances of less
than EUR25 million, while only one of the 15 loans with a loan
balance of EUR75 million and above was repaid by the scheduled
loan maturity date.

Country and property type do not provide clear indicators for the
refinancing of the loans under review. While the sponsor did not
provide a clear indicator of refinancing ability for the set of
loans covered by this report, anecdotal evidence of maturing
loans over the past two years indicates that institutional
quality borrowers have a higher chance of obtaining refinancing,
especially for large loan sizes. Most of the extended loans were
extended by one year.

The peak in refinancing needs will occur in 2012-13, when about
EUR38 billion of loans securitized in large multi-borrower and
single-loan transactions need to be refinanced. As banks need to
deleverage due to regulatory requirements, commercial real estate
financing will remain constrained and most loans will not be
repaid.


* Moody's Sees Negative Outlook for Global Shipping Industry
------------------------------------------------------------
A sustained oversupply of vessels combined with high bunker oil
prices will pressure margins in most shipping segments in 2012,
says Moody's Investors Service in an Industry Outlook report
published on May 31. As a result, Moody's outlook for the sector
over the next 12-18 months remains negative.

The new report, entitled "Global Shipping Industry: Outlook
Remains Negative as Oversupply and High Bunker Oil Prices
Constrain Performance".

"We anticipate that the aggregate EBITDA of the global shipping
industry will decline by around 5%-10% in 2012," says Marco
Vetulli, a Moody's Vice President -- Senior Credit Officer and
author of the report. "Uncertainty about the depth and duration
of the recession in the euro area and resurfacing geopolitical
tensions in the Persian Gulf pose further downside risks to the
industry."

In Moody's view, the dry-bulk and crude oil tanker segments are
likely to have the largest supply -- demand gap in 2012,
complicating these sectors' ability to meaningfully improve their
earnings. The outlook for the product tanker segment is more
favorable since demand growth is likely to outpace supply during
2012, leading freight rates to rise by the end of this year. Box
freight rates for the container segment have rebounded since
March this year. However, Moody's does not expect strong
improvement in earnings for the full year in this segment. This
reflects sustained high bunker oil costs and pressure on
container rates stemming from recent increases in deployed
tonnage of box ships.

Moody's notes that Japanese conglomerates are likely to be
affected to a lesser extent by negative market trends affecting
other global shipping companies owing to their scale,
diversification (including their liquefied natural gas, or LNG,
fleets) and strong relationships with customers.

Moody's could consider changing the outlook for the global
shipping industry to stable if it were to see signs that the
supply-demand gap is likely to narrow over the coming 12-18
months, such that supply exceeds demand by no more than 2% or
demand exceeds supply by up to 2%. For the outlook to stabilize,
the industry's aggregate EBITDA growth would also need to be
within a range of -5 to +10%. However, Moody's considers this
unlikely at present, given the sustained oversupply of vessels.


* BOND PRICING: For the Week May 28 to June 1, 2012
---------------------------------------------------

Issuer                Coupon    Maturity Currency   Price
------                ------    -------- --------   -----

AUSTRIA
-------
A-TEC INDUSTRIES        2.750   5/10/2014     EUR    29.50
A-TEC INDUSTRIES        8.750  10/27/2014     EUR    29.50
A-TEC INDUSTRIES        5.750   11/2/2010     EUR    29.50
BA CREDITANSTALT        5.470   8/28/2013     EUR    68.88
HAA-BANK INTL AG        5.270    4/7/2028     EUR    74.54
IMMOFINANZ              4.250    3/8/2018     EUR     3.68
KOMMUNALKREDIT          4.900   6/23/2031     EUR    65.00
KOMMUNALKREDIT          4.440  12/20/2030     EUR    61.13
OESTER VOLKSBK          4.170   7/29/2015     EUR    65.38
OESTER VOLKSBK          4.160   5/20/2025     EUR    73.06
OESTER VOLKSBK          5.270    2/8/2027     EUR    69.44
OESTER VOLKSBK          4.810   7/29/2025     EUR    60.25
RAIFF CENTROBANK        9.558   1/23/2013     EUR    63.24
RAIFF CENTROBANK        8.283   1/23/2013     EUR    66.65
RAIFF CENTROBANK        7.965   1/23/2013     EUR    74.34
RAIFF CENTROBANK        7.965   1/23/2013     EUR    64.47
RAIFF CENTROBANK        7.646   1/23/2013     EUR    61.75
RAIFF CENTROBANK       11.718   7/25/2012     EUR    26.19
RAIFF CENTROBANK       11.718   7/25/2012     EUR    52.33
RAIFF CENTROBANK       10.090   7/25/2012     EUR    63.73
RAIFF CENTROBANK        9.114   7/25/2012     EUR    48.54
RAIFF CENTROBANK       10.090   7/25/2012     EUR    58.80
RAIFF CENTROBANK       11.000   5/24/2012     EUR    63.35
RAIFF CENTROBANK        9.114   7/25/2012     EUR    74.58
RAIFF CENTROBANK        6.835   7/20/2012     EUR    74.11
RAIFF CENTROBANK       11.000   5/24/2012     EUR    59.89
RAIFF CENTROBANK        7.812   7/20/2012     EUR    55.95
RAIFF CENTROBANK        7.161   7/20/2012     EUR    62.49
RAIFF CENTROBANK        8.463   7/25/2012     EUR    60.16
RAIFF CENTROBANK       10.416   7/20/2012     EUR    43.96
RAIFF CENTROBANK        5.208   7/25/2012     EUR    69.62
RAIFF CENTROBANK        5.208   7/25/2012     EUR    73.30
RAIFF CENTROBANK        7.161   7/25/2012     EUR    64.63
RAIFF CENTROBANK        5.208   7/25/2012     EUR    62.77
RAIFF CENTROBANK        7.812   7/25/2012     EUR    49.15
RAIFF CENTROBANK        9.876   1/23/2013     EUR    47.46
RAIFF CENTROBANK        7.812   7/25/2012     EUR    67.10
RAIFF ZENTRALBK         4.500   9/28/2035     EUR    62.75

BELGIUM
-------
ECONOCOM GROUP          4.000    6/1/2016     EUR    21.56
IDEAL STANDARD I       11.750    5/1/2018     EUR    54.00
IDEAL STANDARD I       11.750    5/1/2018     EUR    53.50

CYPRUS
------
CYPRUS GOVT BOND        4.500   9/28/2017     EUR    61.63
CYPRUS GOVT BOND        4.500    4/2/2017     EUR    63.13
CYPRUS GOVT BOND        4.600   4/23/2018     EUR    60.75
CYPRUS GOVT BOND        4.600  10/23/2018     EUR    59.88
CYPRUS GOVT BOND        4.600   2/26/2019     EUR    59.50
CYPRUS GOVT BOND        6.100   6/24/2019     EUR    65.38
CYPRUS GOVT BOND        5.100   1/29/2018     EUR    63.00
CYPRUS GOVT BOND        6.100   4/20/2020     EUR    64.38
CYPRUS GOVT BOND        5.350    6/9/2020     EUR    60.75
CYPRUS GOVT BOND        6.000    6/9/2021     EUR    60.63
CYPRUS GOVT BOND        6.500   8/25/2021     EUR    61.75
CYPRUS GOVT BOND        4.750   12/2/2015     EUR    69.75
CYPRUS GOVT BOND        4.500    1/2/2016     EUR    68.50
CYPRUS GOVT BOND        4.500   3/30/2016     EUR    67.25
CYPRUS GOVT BOND        4.500    6/2/2016     EUR    66.75
CYPRUS GOVT BOND        5.000    6/9/2016     EUR    69.63
CYPRUS GOVT BOND        4.500   7/11/2016     EUR    65.88
CYPRUS GOVT BOND        4.500   10/9/2016     EUR    65.00
CYPRUS GOVT BOND        6.600  10/26/2016     EUR    71.13
CYPRUS GOVT BOND        4.500    1/4/2017     EUR    64.00
CYPRUS GOVT BOND        4.500   2/15/2017     EUR    63.50
CYPRUS GOVT BOND        5.600   4/15/2017     EUR    69.07
CYPRUS GOVT BOND        4.625    2/3/2020     EUR    57.07
CYPRUS GOVT BOND        5.250    6/9/2015     EUR    73.75
CYPRUS GOVT BOND        4.750   9/30/2015     EUR    70.50
CYPRUS GOVT BOND        3.750   11/1/2015     EUR    68.00
REP OF CYPRUS           4.750   2/25/2016     EUR    57.85
REP OF CYPRUS           4.375   7/15/2014     EUR    70.53

CZECH REPUBLIC
--------------
SAZKA                   9.000   7/12/2021     EUR    35.00

DENMARK
-------
KALMAR STRUCTRD         7.500   9/30/2013     EUR     0.01
KOMMUNEKREDIT           0.500   2/23/2017     ZAR    73.03
KOMMUNEKREDIT           0.500  12/14/2020     ZAR    52.22
KOMMUNEKREDIT           0.500   1/25/2017     ZAR    73.52
VESTAS WIND SYST        4.625   3/23/2015     EUR    64.00

FINLAND
-------
MUNI FINANCE PLC        0.500  11/25/2020     ZAR    50.62
MUNI FINANCE PLC        0.500  11/10/2021     NZD    66.71
MUNI FINANCE PLC        0.500  12/20/2018     ZAR    58.33
MUNI FINANCE PLC        0.500   4/26/2017     ZAR    71.24
MUNI FINANCE PLC        0.500  11/21/2018     ZAR    61.40
MUNI FINANCE PLC        0.500  11/21/2018     TRY    64.54
MUNI FINANCE PLC        0.500   4/27/2018     ZAR    62.41
MUNI FINANCE PLC        0.500  12/14/2018     TRY    64.30
MUNI FINANCE PLC        0.500  12/21/2021     NZD    66.40
MUNI FINANCE PLC        0.500   4/26/2022     ZAR    47.01
MUNI FINANCE PLC        0.500   5/31/2022     ZAR    43.60
MUNI FINANCE PLC        0.500   3/17/2025     CAD    55.45
MUNI FINANCE PLC        0.250   6/28/2040     CAD    23.87
MUNI FINANCE PLC        0.500   3/16/2017     BRL    71.39
MUNI FINANCE PLC        0.500   2/17/2017     BRL    71.82
MUNI FINANCE PLC        0.500   2/16/2017     TRY    72.26
MUNI FINANCE PLC        0.500  12/21/2016     TRY    72.54
MUNI FINANCE PLC        1.000   6/30/2017     ZAR    69.77
MUNI FINANCE PLC        0.500  11/16/2017     TRY    68.54
MUNI FINANCE PLC        0.500   3/28/2018     BRL    65.78
MUNI FINANCE PLC        0.500   12/6/2016     TRY    72.81
MUNI FINANCE PLC        0.500  11/30/2016     BRL    72.96
MUNI FINANCE PLC        0.500  11/17/2016     BRL    73.16
MUNI FINANCE PLC        0.500  11/17/2016     ZAR    73.96
MUNI FINANCE PLC        0.500   4/26/2016     ZAR    76.90
MUNI FINANCE PLC        0.500  10/27/2016     ZAR    74.39
MUNI FINANCE PLC        0.500  10/27/2016     BRL    73.04
MUNI FINANCE PLC        0.500  10/27/2016     TRY    73.21
NOKIA CORP              6.625   5/15/2039     USD    76.25

FRANCE
------
AIR FRANCE-KLM          4.970    4/1/2015     EUR    10.64
ALCATEL-LUCENT          5.000    1/1/2015     EUR     2.77
ALTRAN TECHNOLOG        6.720    1/1/2015     EUR     4.82
ASSYSTEM                4.000    1/1/2017     EUR    21.98
ATOS ORIGIN SA          2.500    1/1/2016     EUR    53.83
AXA SA                  5.250   4/16/2040     EUR    75.28
CAISSE CENT IMMO        7.000   5/16/2014     EUR    35.05
CAISSE CENT IMMO        7.000   9/10/2015     EUR    13.60
CAISSE CENT IMMO        7.000   5/18/2015     EUR    10.73
CALYON                  6.000   6/18/2047     EUR    27.55
CAP GEMINI SOGET        3.500    1/1/2014     EUR    37.50
CGG VERITAS             1.750    1/1/2016     EUR    27.54
CLUB MEDITERRANE        5.000    6/8/2012     EUR    14.01
CLUB MEDITERRANE        6.110   11/1/2015     EUR    17.96
CMA CGM                 8.500   4/15/2017     USD    56.67
CMA CGM                 8.500   4/15/2017     USD    64.75
CMA CGM                 8.875   4/15/2019     EUR    55.82
CMA CGM                 8.875   4/15/2019     EUR    56.17
CNP ASSURANCES          6.875   9/30/2041     EUR    69.52
CNP ASSURANCES          6.000   9/14/2040     EUR    68.77
CNP ASSURANCES          7.375   9/30/2041     GBP    73.70
CRED AGRICOLE SA        3.900   4/19/2021     EUR    72.99
CRED AGRICOLE SA        4.000   9/30/2022     EUR    69.79
CREDIT LOCAL FRA        3.750   5/26/2020     EUR    47.67
DEXIA CRED LOCAL        4.500   2/25/2020     EUR    51.88
DEXIA CRED LOCAL        4.110   9/18/2018     EUR    56.51
DEXIA CRED LOCAL        4.375   2/12/2019     EUR    51.19
DEXIA CRED LOCAL        4.020   3/13/2017     EUR    65.17
DEXIA CRED LOCAL        4.550    4/2/2020     EUR    51.84
DEXIA CRED LOCAL        5.037    8/4/2020     EUR    52.81
DEXIA MUNI AGNCY        1.000  12/23/2024     EUR    70.70
EURAZEO                 6.250   6/10/2014     EUR    58.51
EUROPCAR GROUPE         9.375   4/15/2018     EUR    64.50
EUROPCAR GROUPE         9.375   4/15/2018     EUR    64.83
FAURECIA                4.500    1/1/2015     EUR    19.92
GROUPAMA SA             7.875  10/27/2039     EUR    51.44
GROUPE VIAL             2.500    1/1/2014     EUR     2.15
INGENICO                2.750    1/1/2017     EUR    44.08
MAUREL ET PROM          7.125   7/31/2014     EUR    17.66
MAUREL ET PROM          7.125   7/31/2015     EUR    15.85
NEXANS SA               4.000    1/1/2016     EUR    53.32
NEXANS SA               2.500    1/1/2019     EUR    62.11
NOVASEP HLDG            9.750  12/15/2016     USD    49.50
NOVASEP HLDG            9.750  12/15/2016     USD    49.50
NOVASEP HLDG            9.625  12/15/2016     EUR    49.13
NOVASEP HLDG            9.625  12/15/2016     EUR    49.13
ORPEA                   3.875    1/1/2016     EUR    44.12
PAGESJAUNES FINA        8.875    6/1/2018     EUR    73.33
PAGESJAUNES FINA        8.875    6/1/2018     EUR    73.22
PEUGEOT SA              4.450    1/1/2016     EUR    24.13
PIERRE VACANCES         4.000   10/1/2015     EUR    73.45
PUBLICIS GROUPE         1.000   1/18/2018     EUR    51.14
PUBLICIS GROUPE         3.125   7/30/2014     EUR    36.66
SOC AIR FRANCE          2.750    4/1/2020     EUR    20.44
SOCIETE GENERALE        0.500   12/6/2021     AUD    50.48
SOCIETE GENERALE        0.500    9/7/2021     AUD    51.42
SOITEC                  6.250    9/9/2014     EUR     8.06
TEM                     4.250    1/1/2015     EUR    52.89

GERMANY
-------
BAYERISCHE LNDBK        6.100   6/15/2012     EUR    32.83
BAYERISCHE LNDBK        5.800   7/13/2012     EUR    46.92
BAYERISCHE LNDBK        3.200   10/1/2012     EUR    27.35
BAYERISCHE LNDBK        5.100   6/29/2012     EUR    50.91
BAYERISCHE LNDBK        5.500   6/29/2012     EUR    50.63
BHF-BANK AG            13.200    6/8/2012     EUR    39.33
BHF-BANK AG             7.250   6/15/2012     EUR    55.19
BHW BAUSPARKASSE        4.270   1/15/2019     EUR    73.75
BNP EMIS-U.HANDE        7.000   5/24/2012     EUR    37.18
BNP EMIS-U.HANDE        6.500   6/21/2012     EUR    70.82
BNP EMIS-U.HANDE        6.750   6/21/2012     EUR    55.89
BNP EMIS-U.HANDE        7.000   6/21/2012     EUR    71.56
BNP EMIS-U.HANDE        7.000   6/21/2012     EUR    62.62
BNP EMIS-U.HANDE        7.250   6/21/2012     EUR    60.82
BNP EMIS-U.HANDE        7.250   6/21/2012     EUR    73.82
BNP EMIS-U.HANDE        7.500   6/21/2012     EUR    52.13
BNP EMIS-U.HANDE        7.500   6/21/2012     EUR    68.76
BNP EMIS-U.HANDE        7.750   6/21/2012     EUR    65.99
BNP EMIS-U.HANDE        7.750   6/21/2012     EUR    66.71
BNP EMIS-U.HANDE        7.750   6/21/2012     EUR    52.21
BNP EMIS-U.HANDE        8.250   6/21/2012     EUR    62.44
BNP EMIS-U.HANDE        8.250   6/21/2012     EUR    56.44
BNP EMIS-U.HANDE        8.250   6/21/2012     EUR    66.31
BNP EMIS-U.HANDE        8.250   6/21/2012     EUR    68.13
BNP EMIS-U.HANDE        8.500   6/21/2012     EUR    72.59
BNP EMIS-U.HANDE        8.500   6/21/2012     EUR    62.79
BNP EMIS-U.HANDE        8.500   6/21/2012     EUR    73.90
BNP EMIS-U.HANDE        8.500   6/21/2012     EUR    64.50
BNP EMIS-U.HANDE        8.500   6/21/2012     EUR    59.28
BNP EMIS-U.HANDE        8.500   6/21/2012     EUR    64.26
BNP EMIS-U.HANDE        9.000   6/21/2012     EUR    62.78
BNP EMIS-U.HANDE        9.250   6/21/2012     EUR    37.06
BNP EMIS-U.HANDE        9.250   6/21/2012     EUR    48.60
BNP EMIS-U.HANDE        9.250   6/21/2012     EUR    66.49
BNP EMIS-U.HANDE        9.500   6/21/2012     EUR    48.45
BNP EMIS-U.HANDE        9.500   6/21/2012     EUR    70.33
BNP EMIS-U.HANDE        9.500   6/21/2012     EUR    68.89
BNP EMIS-U.HANDE        9.750   6/21/2012     EUR    72.53
BNP EMIS-U.HANDE        9.750   6/21/2012     EUR    71.76
BNP EMIS-U.HANDE       10.000   6/21/2012     EUR    50.40
BNP EMIS-U.HANDE       10.250   6/21/2012     EUR    47.48
BNP EMIS-U.HANDE       10.250   6/21/2012     EUR    52.95
BNP EMIS-U.HANDE       10.500   6/21/2012     EUR    39.87
BNP EMIS-U.HANDE       10.500   6/21/2012     EUR    41.22
BNP EMIS-U.HANDE       10.500   6/21/2012     EUR    63.49
BNP EMIS-U.HANDE       11.000   6/21/2012     EUR    33.96
BNP EMIS-U.HANDE       11.000   6/21/2012     EUR    56.69
BNP EMIS-U.HANDE       11.250   6/21/2012     EUR    68.78
BNP EMIS-U.HANDE       11.500   6/21/2012     EUR    72.72
BNP EMIS-U.HANDE       11.500   6/21/2012     EUR    41.30
BNP EMIS-U.HANDE       11.750   6/21/2012     EUR    30.92
BNP EMIS-U.HANDE       11.750   6/21/2012     EUR    61.55
BNP EMIS-U.HANDE       12.000   6/21/2012     EUR    66.60
BNP EMIS-U.HANDE       13.500   6/21/2012     EUR    40.70
BNP EMIS-U.HANDE       13.750   6/21/2012     EUR    41.94
BNP EMIS-U.HANDE       14.250   6/21/2012     EUR    31.94
BNP EMIS-U.HANDE       15.000   6/21/2012     EUR    52.90
BNP EMIS-U.HANDE       15.500   6/21/2012     EUR    17.76
BNP EMIS-U.HANDE       16.000   6/21/2012     EUR    16.03
BNP EMIS-U.HANDE       18.250   6/21/2012     EUR     6.26
BNP EMIS-U.HANDE       19.250   6/21/2012     EUR     8.31
BNP EMIS-U.HANDE        5.000   7/26/2012     EUR    72.84
BNP EMIS-U.HANDE        6.000   7/26/2012     EUR    34.23
BNP EMIS-U.HANDE        6.000   7/26/2012     EUR    69.36
BNP EMIS-U.HANDE        6.000   7/26/2012     EUR    67.42
BNP EMIS-U.HANDE        6.000   7/26/2012     EUR    37.40
BNP EMIS-U.HANDE        6.000   7/26/2012     EUR    55.29
BNP EMIS-U.HANDE        6.000   7/26/2012     EUR    36.98
BNP EMIS-U.HANDE        6.500   7/26/2012     EUR    43.95
BNP EMIS-U.HANDE        6.500   7/26/2012     EUR    69.25
BNP EMIS-U.HANDE        7.000   7/26/2012     EUR    26.24
BNP EMIS-U.HANDE        7.000   7/26/2012     EUR    46.56
BNP EMIS-U.HANDE        7.000   7/26/2012     EUR    59.25
BNP EMIS-U.HANDE        7.000   7/26/2012     EUR    21.90
BNP EMIS-U.HANDE        8.000   7/26/2012     EUR    70.28
BNP EMIS-U.HANDE        8.000   7/26/2012     EUR    71.90
BNP EMIS-U.HANDE        8.000   7/26/2012     EUR    47.40
BNP EMIS-U.HANDE        8.000   7/26/2012     EUR    64.82
BNP EMIS-U.HANDE        8.000   7/26/2012     EUR    34.83
BNP EMIS-U.HANDE        8.000   7/26/2012     EUR    71.54
BNP EMIS-U.HANDE        8.500   7/26/2012     EUR    65.20
BNP EMIS-U.HANDE        9.000   7/26/2012     EUR    30.34
BNP EMIS-U.HANDE        9.000   7/26/2012     EUR    50.47
BNP EMIS-U.HANDE        9.000   7/26/2012     EUR    32.95
BNP EMIS-U.HANDE        9.000   7/26/2012     EUR    47.75
BNP EMIS-U.HANDE        9.000   7/26/2012     EUR    45.74
BNP EMIS-U.HANDE        9.000   7/26/2012     EUR    60.57
BNP EMIS-U.HANDE        9.000   7/26/2012     EUR    70.71
BNP EMIS-U.HANDE       10.000   7/26/2012     EUR    36.98
BNP EMIS-U.HANDE       10.000   7/26/2012     EUR    42.78
BNP EMIS-U.HANDE       10.000   7/26/2012     EUR    52.70
BNP EMIS-U.HANDE        8.500  12/28/2012     EUR    62.75
BNP EMIS-U.HANDE        9.750  12/28/2012     EUR    65.64
BNP EMIS-U.HANDE       10.500  12/28/2012     EUR    54.02
BNP EMIS-U.HANDE        7.750  12/31/2012     EUR    54.92
BNP EMIS-U.HANDE        9.500  12/31/2012     EUR    65.62
BNP EMIS-U.HANDE        9.500  12/31/2012     EUR    73.60
BNP EMIS-U.HANDE        5.250   5/24/2012     EUR    55.92
COMMERZBANK AG         10.000   10/1/2012     EUR    66.24
COMMERZBANK AG          9.000   10/1/2012     EUR    52.59
COMMERZBANK AG          8.250   10/1/2012     EUR    66.37
COMMERZBANK AG          7.700   9/28/2012     EUR    49.60
COMMERZBANK AG          9.000    8/3/2012     EUR    61.65
COMMERZBANK AG          8.500    8/3/2012     EUR    47.91
COMMERZBANK AG         12.000    7/6/2012     EUR    69.81
COMMERZBANK AG         11.500    7/6/2012     EUR    73.72
COMMERZBANK AG         11.500    7/6/2012     EUR     5.98
COMMERZBANK AG         10.500    7/6/2012     EUR    51.82
COMMERZBANK AG          8.250    7/6/2012     EUR    68.91
COMMERZBANK AG          9.000  10/29/2012     EUR     8.24
COMMERZBANK AG         25.000   6/22/2012     EUR    61.20
COMMERZBANK AG         19.500   6/22/2012     EUR    67.26
COMMERZBANK AG         16.000   6/22/2012     EUR    47.88
COMMERZBANK AG         16.000   6/22/2012     EUR    73.86
COMMERZBANK AG         12.500   6/22/2012     EUR    72.24
COMMERZBANK AG         11.500   6/22/2012     EUR    45.56
COMMERZBANK AG          8.000   6/22/2012     EUR    47.97
COMMERZBANK AG          8.000   6/22/2012     EUR    59.74
COMMERZBANK AG         23.000   6/21/2012     EUR    68.59
COMMERZBANK AG         18.000   6/21/2012     EUR    68.99
COMMERZBANK AG          8.750   6/21/2012     EUR    52.68
COMMERZBANK AG          9.000    6/4/2012     EUR    68.36
COMMERZBANK AG         10.750   3/21/2013     EUR    74.36
COMMERZBANK AG         13.500  12/28/2012     EUR    73.91
COMMERZBANK AG         13.000  12/28/2012     EUR    74.11
COMMERZBANK AG          8.000  12/27/2012     EUR    44.93
COMMERZBANK AG          7.000  12/27/2012     EUR    59.64
COMMERZBANK AG          6.000  12/27/2012     EUR    70.06
COMMERZBANK AG          8.000    6/4/2012     EUR    59.25
COMMERZBANK AG         10.000  10/29/2012     EUR    62.92
COMMERZBANK AG          8.000   11/5/2012     EUR    39.62
COMMERZBANK AG         10.000   11/5/2012     EUR    53.42
COMMERZBANK AG          8.500  10/29/2012     EUR    71.77
COMMERZBANK AG         11.500   11/5/2012     EUR    47.34
COMMERZBANK AG          8.500  12/17/2012     EUR    53.90
COMMERZBANK AG          8.750  12/17/2012     EUR    66.53
COMMERZBANK AG          6.460   6/24/2022     EUR    69.63
COMMERZBANK AG          6.360   3/15/2022     EUR    70.00
COMMERZBANK AG          6.300   3/15/2022     EUR    69.75
COMMERZBANK AG          8.400  12/30/2013     EUR    17.04
COMMERZBANK AG         14.000    8/5/2013     EUR    67.52
COMMERZBANK AG         18.500   3/21/2013     EUR    69.96
COMMERZBANK AG         14.500   3/21/2013     EUR    71.72
DEUTSCHE BANK AG       15.000  12/20/2012     EUR    69.30
DEUTSCHE BANK AG       12.000  12/20/2012     EUR    50.20
DEUTSCHE BANK AG       12.000  12/20/2012     EUR    72.50
DEUTSCHE BANK AG        8.000  12/20/2012     EUR    65.10
DEUTSCHE BANK AG        8.000  12/20/2012     EUR    43.50
DEUTSCHE BANK AG       12.000  11/29/2012     EUR    72.00
DEUTSCHE BANK AG        9.000  11/29/2012     EUR    72.40
DEUTSCHE BANK AG       12.000  10/31/2012     EUR    72.10
DEUTSCHE BANK AG       10.000  10/31/2012     EUR    74.50
DEUTSCHE BANK AG        8.000   5/31/2012     EUR    49.50
DEUTSCHE BANK AG       13.000   9/28/2012     EUR    73.80
DEUTSCHE BANK AG       12.000   8/31/2012     EUR    69.10
DEUTSCHE BANK AG       12.000   8/31/2012     EUR    75.00
DEUTSCHE BANK AG       12.000   8/31/2012     EUR    74.00
DEUTSCHE BANK AG        9.000   8/31/2012     EUR    70.90
DEUTSCHE BANK AG        8.000   8/31/2012     EUR    74.80
DEUTSCHE BANK AG        8.000    8/6/2012     EUR    61.60
DEUTSCHE BANK AG       13.000   7/31/2012     EUR    72.80
DEUTSCHE BANK AG       13.000   7/31/2012     EUR    69.70
DEUTSCHE BANK AG       13.000   7/31/2012     EUR    73.90
DEUTSCHE BANK AG       13.000   7/31/2012     EUR    65.40
DEUTSCHE BANK AG       10.000   7/31/2012     EUR    54.70
DEUTSCHE BANK AG       10.000   7/31/2012     EUR    49.90
DEUTSCHE BANK AG       10.000   7/31/2012     EUR    58.70
DEUTSCHE BANK AG       10.000   7/31/2012     EUR    62.70
DEUTSCHE BANK AG       10.000   7/31/2012     EUR    63.10
DEUTSCHE BANK AG        9.000   7/31/2012     EUR    70.80
DEUTSCHE BANK AG        9.000   7/31/2012     EUR    67.80
DEUTSCHE BANK AG        9.000   7/31/2012     EUR    75.00
DEUTSCHE BANK AG        8.000   7/31/2012     EUR    58.70
DEUTSCHE BANK AG        8.000   5/31/2012     EUR    51.30
DEUTSCHE BANK AG        8.000   5/31/2012     EUR    64.70
DEUTSCHE BANK AG        8.000   5/31/2012     EUR    45.90
DEUTSCHE BANK AG        8.000   5/31/2012     EUR    65.90
DEUTSCHE BANK AG       10.000   5/31/2012     EUR    61.50
DEUTSCHE BANK AG       10.000   5/31/2012     EUR    72.20
DEUTSCHE BANK AG       10.000   5/31/2012     EUR    50.40
DEUTSCHE BANK AG       10.000   5/31/2012     EUR    46.20
DEUTSCHE BANK AG       10.000   5/31/2012     EUR    63.30
DEUTSCHE BANK AG       10.000   5/31/2012     EUR    43.70
DEUTSCHE BANK AG       10.000   6/20/2012     EUR    70.30
DEUTSCHE BANK AG       14.000   6/20/2012     EUR    74.90
DEUTSCHE BANK AG       14.000   6/20/2012     EUR    59.90
DEUTSCHE BANK AG        7.000   6/29/2012     EUR    68.20
DEUTSCHE BANK AG        7.000   6/29/2012     EUR    53.50
DEUTSCHE BANK AG        7.000   6/29/2012     EUR    61.50
DEUTSCHE BANK AG        7.000   6/29/2012     EUR    58.30
DEUTSCHE BANK AG        8.000   6/29/2012     EUR    45.60
DEUTSCHE BANK AG        8.000   6/29/2012     EUR    65.50
DEUTSCHE BANK AG        8.000   6/29/2012     EUR    55.40
DEUTSCHE BANK AG        8.000   6/29/2012     EUR    59.10
DEUTSCHE BANK AG        8.000   6/29/2012     EUR    74.10
DEUTSCHE BANK AG        8.000   6/29/2012     EUR    49.90
DEUTSCHE BANK AG        8.000   7/31/2012     EUR    52.10
DEUTSCHE BANK AG        8.000   7/31/2012     EUR    64.80
DEUTSCHE BANK AG        8.000   7/31/2012     EUR    74.40
DEUTSCHE BANK AG        8.000   7/31/2012     EUR    70.40
DEUTSCHE BANK AG        8.000   7/31/2012     EUR    60.00
DEUTSCHE BANK AG        8.000   7/31/2012     EUR    65.00
DEUTSCHE BANK AG        7.000   6/29/2012     EUR    47.50
DEUTSCHE BANK AG        7.000   7/31/2012     EUR    67.80
DEUTSCHE BANK AG        7.000   7/31/2012     EUR    67.30
DEUTSCHE BANK AG        7.000   7/31/2012     EUR    61.00
DEUTSCHE BANK AG        7.000   7/31/2012     EUR    63.10
DEUTSCHE BANK AG       13.000   6/29/2012     EUR    73.30
DEUTSCHE BANK AG       10.000   6/29/2012     EUR    56.70
DEUTSCHE BANK AG       10.000   6/29/2012     EUR    72.20
DEUTSCHE BANK AG       10.000   6/29/2012     EUR    46.80
DEUTSCHE BANK AG       10.000   6/29/2012     EUR    43.70
DEUTSCHE BANK AG       10.000   6/29/2012     EUR    70.20
DEUTSCHE BANK AG       10.000   6/29/2012     EUR    71.50
DEUTSCHE BANK AG       10.000   6/29/2012     EUR    63.20
DEUTSCHE BANK AG       10.000   6/29/2012     EUR    54.00
DEUTSCHE BANK AG        7.000   7/31/2012     EUR    54.00
DEUTSCHE BANK AG        7.000   5/31/2012     EUR    54.00
DEUTSCHE BANK AG        7.000   5/31/2012     EUR    68.80
DEUTSCHE BANK AG        7.000   5/31/2012     EUR    48.00
DEUTSCHE BANK AG       15.000   2/20/2013     EUR    74.40
DEUTSCHE BANK AG       15.000   2/20/2013     EUR    73.80
DEUTSCHE BANK AG        7.000   5/31/2012     EUR    53.00
DEUTSCHE BANK AG       15.000   2/20/2013     EUR    74.90
DEUTSCHE BANK AG       15.000   2/20/2013     EUR    71.60
DEUTSCHE BANK AG       15.000   2/20/2013     EUR    73.80
DEUTSCHE BANK AG        7.000   5/31/2012     EUR    68.30
DEUTSCHE BANK AG       15.000   2/20/2013     EUR    72.80
DEUTSCHE BANK AG       15.000   2/20/2013     EUR    69.50
DEUTSCHE BANK AG       11.000   1/18/2013     EUR    73.70
DEUTSCHE BANK AG        8.000   6/29/2012     EUR    73.70
DRESDNER BANK AG        5.700   7/31/2023     EUR    61.13
DRESDNER BANK AG        5.290   5/31/2021     EUR    66.75
DRESDNER BANK AG        7.350   6/13/2028     EUR    64.50
DRESDNER BANK AG        6.180   2/28/2023     EUR    65.63
DRESDNER BANK AG        6.210   6/20/2022     EUR    68.13
DRESDNER BANK AG        7.160   8/14/2024     EUR    67.50
DZ BANK AG             12.000    1/2/2013     EUR    72.20
DZ BANK AG             17.750   8/10/2012     EUR    69.87
DZ BANK AG             16.500   8/10/2012     EUR    73.88
DZ BANK AG             14.500   8/10/2012     EUR    70.62
DZ BANK AG             10.500   8/10/2012     EUR    69.78
DZ BANK AG              9.500   8/10/2012     EUR    67.98
DZ BANK AG              5.000   8/10/2012     EUR    60.43
DZ BANK AG             12.700    8/3/2012     EUR    72.88
DZ BANK AG             12.750   7/31/2012     EUR    69.75
DZ BANK AG             15.500   7/27/2012     EUR    73.09
DZ BANK AG             15.250   7/27/2012     EUR    48.75
DZ BANK AG             15.000   7/27/2012     EUR    41.54
DZ BANK AG             14.750   7/27/2012     EUR    64.36
DZ BANK AG             13.100   7/27/2012     EUR    72.25
DZ BANK AG             12.750   7/27/2012     EUR    71.52
DZ BANK AG             12.700   7/27/2012     EUR    71.29
DZ BANK AG             12.500   7/27/2012     EUR    59.13
DZ BANK AG             12.250   7/27/2012     EUR    68.11
DZ BANK AG             12.000   7/27/2012     EUR    58.19
DZ BANK AG             12.000   7/27/2012     EUR    74.87
DZ BANK AG             11.750   7/27/2012     EUR    53.26
DZ BANK AG             11.500   7/27/2012     EUR    45.21
DZ BANK AG             11.250   7/27/2012     EUR    67.79
DZ BANK AG             11.250   7/27/2012     EUR    53.15
DZ BANK AG             11.250   7/27/2012     EUR    71.18
DZ BANK AG             10.750   7/27/2012     EUR    48.86
DZ BANK AG             10.500   7/27/2012     EUR    53.52
DZ BANK AG             10.000   7/27/2012     EUR    57.46
DZ BANK AG              9.800   7/27/2012     EUR    62.70
DZ BANK AG              9.250   7/27/2012     EUR    68.64
DZ BANK AG              9.250   7/27/2012     EUR    67.19
DZ BANK AG              9.000   7/27/2012     EUR    64.44
DZ BANK AG              8.750   7/27/2012     EUR    74.81
DZ BANK AG              8.000   7/27/2012     EUR    57.53
DZ BANK AG              8.000   7/27/2012     EUR    52.74
DZ BANK AG              7.500   7/27/2012     EUR    66.70
DZ BANK AG              7.250   7/27/2012     EUR    74.92
DZ BANK AG              6.500   7/27/2012     EUR    63.38
DZ BANK AG              6.500   7/27/2012     EUR    73.47
DZ BANK AG              6.000   7/27/2012     EUR    68.80
DZ BANK AG             12.500   7/13/2012     EUR    50.61
DZ BANK AG             10.250   7/13/2012     EUR    62.65
DZ BANK AG             10.000   7/13/2012     EUR    70.07
DZ BANK AG              9.750   7/13/2012     EUR    74.63
DZ BANK AG              9.500   7/13/2012     EUR    64.52
DZ BANK AG              9.250   7/13/2012     EUR    58.98
DZ BANK AG              8.500   7/13/2012     EUR    69.86
DZ BANK AG              8.500   7/13/2012     EUR    45.51
DZ BANK AG              8.500   7/13/2012     EUR    48.48
DZ BANK AG              8.250   7/13/2012     EUR    60.74
DZ BANK AG              7.750   7/13/2012     EUR    73.00
DZ BANK AG              7.500   7/13/2012     EUR    72.96
DZ BANK AG              7.500   7/13/2012     EUR    43.90
DZ BANK AG              7.250   7/13/2012     EUR    57.25
DZ BANK AG              7.250   7/13/2012     EUR    68.01
DZ BANK AG              7.250   7/13/2012     EUR    68.01
DZ BANK AG              7.000   7/13/2012     EUR    61.08
DZ BANK AG              7.000   7/13/2012     EUR    72.89
DZ BANK AG              6.750   7/13/2012     EUR    65.39
DZ BANK AG              6.200   7/13/2012     EUR    69.78
DZ BANK AG              6.000   7/13/2012     EUR    64.02
DZ BANK AG              5.000   7/13/2012     EUR    69.36
DZ BANK AG              5.000   7/13/2012     EUR    62.31
DZ BANK AG             12.300   7/11/2012     EUR    73.55
DZ BANK AG              7.000   7/11/2012     EUR    63.91
DZ BANK AG              7.000   7/11/2012     EUR    62.07
DZ BANK AG              9.500    7/6/2012     EUR    72.23
DZ BANK AG             21.000   6/22/2012     EUR    73.71
DZ BANK AG             16.000   6/22/2012     EUR     7.32
DZ BANK AG             13.750   6/22/2012     EUR    66.61
DZ BANK AG             13.750   6/22/2012     EUR    53.64
DZ BANK AG             13.000   6/22/2012     EUR    33.87
DZ BANK AG             12.500   6/22/2012     EUR    69.98
DZ BANK AG             12.000   6/22/2012     EUR    73.85
DZ BANK AG             12.000   6/22/2012     EUR    45.07
DZ BANK AG             11.750   6/22/2012     EUR    39.64
DZ BANK AG             11.750   6/22/2012     EUR    68.14
DZ BANK AG             11.750   6/22/2012     EUR    38.40
DZ BANK AG             11.750   6/22/2012     EUR    62.13
DZ BANK AG             11.250   6/22/2012     EUR    37.00
DZ BANK AG             11.000   6/22/2012     EUR    43.05
DZ BANK AG             11.000   6/22/2012     EUR    28.25
DZ BANK AG             10.750   6/22/2012     EUR    45.40
DZ BANK AG             10.750   6/22/2012     EUR    66.44
DZ BANK AG             10.750   6/22/2012     EUR    73.82
DZ BANK AG             10.500   6/22/2012     EUR    64.97
DZ BANK AG             10.500   6/22/2012     EUR    31.16
DZ BANK AG             10.250   6/22/2012     EUR    74.17
DZ BANK AG             10.000   6/22/2012     EUR    57.36
DZ BANK AG             10.000   6/22/2012     EUR    63.15
DZ BANK AG             10.000   6/22/2012     EUR    53.11
DZ BANK AG              9.750   6/22/2012     EUR    66.76
DZ BANK AG              9.750   6/22/2012     EUR    68.10
DZ BANK AG              9.750   6/22/2012     EUR    48.86
DZ BANK AG              9.750   6/22/2012     EUR    58.56
DZ BANK AG              9.750   6/22/2012     EUR    73.31
DZ BANK AG              9.750   6/22/2012     EUR    73.62
DZ BANK AG              9.000   6/22/2012     EUR    67.75
DZ BANK AG              9.000   6/22/2012     EUR    49.18
DZ BANK AG              9.000   6/22/2012     EUR    24.04
DZ BANK AG              8.750   6/22/2012     EUR    66.10
DZ BANK AG              8.750   6/22/2012     EUR    56.39
DZ BANK AG              8.500   6/22/2012     EUR    65.58
DZ BANK AG              8.500   6/22/2012     EUR    68.66
DZ BANK AG              8.250   6/22/2012     EUR    66.82
DZ BANK AG              8.250   6/22/2012     EUR    65.96
DZ BANK AG              8.000   6/22/2012     EUR    34.38
DZ BANK AG              7.750   6/22/2012     EUR    66.01
DZ BANK AG              7.500   6/22/2012     EUR    60.22
DZ BANK AG              7.500   6/22/2012     EUR    72.96
DZ BANK AG              7.250   6/22/2012     EUR    71.41
DZ BANK AG              7.250   6/22/2012     EUR    65.16
DZ BANK AG              7.000   6/22/2012     EUR    72.50
DZ BANK AG              7.000   6/22/2012     EUR    68.30
DZ BANK AG              6.750   6/22/2012     EUR    65.17
DZ BANK AG              6.250   6/22/2012     EUR    72.44
DZ BANK AG              6.250   6/22/2012     EUR    54.45
DZ BANK AG              6.250   6/22/2012     EUR    74.94
DZ BANK AG              6.250   6/22/2012     EUR    62.12
DZ BANK AG              5.500   6/22/2012     EUR    65.93
DZ BANK AG              5.500   6/22/2012     EUR    68.09
DZ BANK AG              5.250   6/22/2012     EUR    61.49
DZ BANK AG              4.000   6/20/2012     EUR    58.61
DZ BANK AG              8.000   6/11/2012     EUR    61.48
DZ BANK AG             12.250    6/8/2012     EUR    71.86
DZ BANK AG             11.500    6/8/2012     EUR    73.84
DZ BANK AG             11.250    6/8/2012     EUR    44.31
DZ BANK AG             10.750    6/8/2012     EUR    72.60
DZ BANK AG             10.500    6/8/2012     EUR    41.04
DZ BANK AG             10.000    6/8/2012     EUR    70.10
DZ BANK AG              9.750    6/8/2012     EUR    67.45
DZ BANK AG              9.750    6/8/2012     EUR    62.94
DZ BANK AG              9.500    6/8/2012     EUR    66.56
DZ BANK AG              9.250    6/8/2012     EUR    46.23
DZ BANK AG              9.000    6/8/2012     EUR    49.40
DZ BANK AG              8.750    6/8/2012     EUR    65.77
DZ BANK AG              8.500    6/8/2012     EUR    74.68
DZ BANK AG              8.250    6/8/2012     EUR    72.29
DZ BANK AG              8.250    6/8/2012     EUR    63.57
DZ BANK AG              8.000    6/8/2012     EUR    64.81
DZ BANK AG              8.000    6/8/2012     EUR    64.99
DZ BANK AG              7.750    6/8/2012     EUR    62.35
DZ BANK AG              7.500    6/8/2012     EUR    55.73
DZ BANK AG              6.750    6/8/2012     EUR    50.92
DZ BANK AG              6.000    6/8/2012     EUR    71.71
DZ BANK AG              6.000    6/8/2012     EUR    52.61
DZ BANK AG              5.000    6/8/2012     EUR    61.49
DZ BANK AG             16.000    6/7/2012     EUR    68.27
DZ BANK AG             12.000    6/7/2012     EUR    74.65
DZ BANK AG              8.000    6/7/2012     EUR    65.88
DZ BANK AG             26.500   5/25/2012     EUR    74.74
DZ BANK AG             18.000   5/25/2012     EUR    69.99
DZ BANK AG             17.000   5/25/2012     EUR    66.39
DZ BANK AG              5.000   6/22/2018     EUR    54.97
DZ BANK AG              5.270   6/24/2013     EUR    17.90
DZ BANK AG              5.000   6/24/2013     EUR    16.90
DZ BANK AG             17.000   4/26/2013     EUR    66.40
DZ BANK AG             15.750   4/26/2013     EUR    74.21
DZ BANK AG             11.500   4/26/2013     EUR    61.89
DZ BANK AG             17.000   3/22/2013     EUR    72.92
DZ BANK AG             11.250   3/22/2013     EUR    65.56
DZ BANK AG              9.750   3/22/2013     EUR    73.16
DZ BANK AG              5.410   3/22/2013     EUR    16.00
DZ BANK AG              5.000   3/22/2013     EUR    68.28
DZ BANK AG              5.000   3/22/2013     EUR    11.00
DZ BANK AG              5.000   3/22/2013     EUR    16.00
DZ BANK AG             13.750    3/8/2013     EUR    61.37
DZ BANK AG             11.250    3/8/2013     EUR    70.67
DZ BANK AG             10.000    3/8/2013     EUR    71.39
DZ BANK AG             15.000   2/22/2013     EUR    74.83
DZ BANK AG             15.000   2/22/2013     EUR    73.69
DZ BANK AG             15.000   2/22/2013     EUR    72.59
DZ BANK AG             15.000   2/22/2013     EUR    71.52
DZ BANK AG             14.000   2/22/2013     EUR    69.65
DZ BANK AG             11.250   2/22/2013     EUR    73.51
DZ BANK AG             15.500    2/8/2013     EUR    69.31
DZ BANK AG             11.250    2/8/2013     EUR    73.53
DZ BANK AG             19.000   1/25/2013     EUR    73.69
DZ BANK AG             14.000   1/25/2013     EUR    67.27
DZ BANK AG             12.500   1/25/2013     EUR    57.65
DZ BANK AG             15.500   1/11/2013     EUR    61.60
DZ BANK AG             14.250   1/11/2013     EUR    66.30
DZ BANK AG             14.000   1/11/2013     EUR    55.89
DZ BANK AG              6.000    1/2/2013     EUR    56.15
DZ BANK AG              5.000  12/21/2012     EUR    68.13
DZ BANK AG              3.850  12/21/2012     EUR    16.50
DZ BANK AG              9.750  12/14/2012     EUR    70.74
DZ BANK AG              7.250  12/14/2012     EUR    71.23
DZ BANK AG              5.000  12/14/2012     EUR    61.93
DZ BANK AG             20.000  11/23/2012     EUR    72.09
DZ BANK AG             15.500  11/23/2012     EUR    69.05
DZ BANK AG             10.000  11/23/2012     EUR    65.16
DZ BANK AG             16.000  10/26/2012     EUR    71.90
DZ BANK AG             11.000  10/12/2012     EUR    57.69
DZ BANK AG              9.500  10/12/2012     EUR    64.08
DZ BANK AG              8.000  10/12/2012     EUR    71.33
DZ BANK AG              8.000  10/12/2012     EUR    47.39
DZ BANK AG              7.000  10/12/2012     EUR    60.58
DZ BANK AG              7.000  10/12/2012     EUR    74.54
DZ BANK AG              7.000  10/12/2012     EUR    45.54
DZ BANK AG              5.900  10/12/2012     EUR    71.87
DZ BANK AG              8.300   10/5/2012     EUR    64.37
DZ BANK AG              5.700   10/5/2012     EUR    68.65
DZ BANK AG              4.500   10/5/2012     EUR    71.09
DZ BANK AG             22.500   9/28/2012     EUR    68.25
DZ BANK AG             22.000   9/28/2012     EUR    60.39
DZ BANK AG             20.500   9/28/2012     EUR    73.91
DZ BANK AG             20.000   9/28/2012     EUR    73.33
DZ BANK AG             15.500   9/28/2012     EUR    73.79
DZ BANK AG             15.000   9/28/2012     EUR    73.39
DZ BANK AG             14.750   9/28/2012     EUR    57.30
DZ BANK AG             12.250   9/28/2012     EUR    67.26
DZ BANK AG             11.000   9/28/2012     EUR    72.59
DZ BANK AG             19.500   9/14/2012     EUR    61.95
DZ BANK AG             12.500   9/14/2012     EUR    72.01
DZ BANK AG             10.500   9/14/2012     EUR    46.92
DZ BANK AG             10.250   9/14/2012     EUR    74.44
DZ BANK AG             10.000   9/14/2012     EUR    66.84
DZ BANK AG             10.000   9/14/2012     EUR    66.58
DZ BANK AG              9.500   9/14/2012     EUR    68.71
DZ BANK AG              9.500   9/14/2012     EUR    68.41
DZ BANK AG              8.500   9/14/2012     EUR    51.44
DZ BANK AG              8.500   9/14/2012     EUR    73.23
DZ BANK AG              8.250   9/14/2012     EUR    65.64
DZ BANK AG              8.000   9/14/2012     EUR    46.81
DZ BANK AG              7.750   9/14/2012     EUR    74.28
DZ BANK AG              7.500   9/14/2012     EUR    57.70
DZ BANK AG              7.500   9/14/2012     EUR    74.20
DZ BANK AG              7.250   9/14/2012     EUR    67.61
DZ BANK AG              6.250   9/14/2012     EUR    50.70
DZ BANK AG              6.000   9/14/2012     EUR    70.30
DZ BANK AG              6.000   9/14/2012     EUR    67.22
DZ BANK AG              5.850   9/14/2012     EUR    54.74
DZ BANK AG              5.000   9/14/2012     EUR    56.49
DZ BANK AG             21.250   8/24/2012     EUR    67.21
DZ BANK AG             21.000   8/24/2012     EUR    73.33
DZ BANK AG             21.000   8/24/2012     EUR    65.36
DZ BANK AG             19.000   8/24/2012     EUR    73.44
DZ BANK AG             18.000   8/24/2012     EUR    63.93
DZ BANK AG             17.500   8/24/2012     EUR    70.90
DZ BANK AG             17.000   8/24/2012     EUR    71.01
DZ BANK AG             16.500   8/24/2012     EUR    69.49
DZ BANK AG             15.750   8/24/2012     EUR    69.97
DZ BANK AG             14.500   8/24/2012     EUR    70.76
DZ BANK AG             14.000   8/24/2012     EUR    72.33
DZ BANK AG             14.000   8/24/2012     EUR    68.78
DZ BANK AG             13.500   8/24/2012     EUR    72.19
DZ BANK AG             12.000   8/24/2012     EUR    74.72
DZ BANK AG             12.000   8/24/2012     EUR    74.12
DZ BANK AG             10.750   8/24/2012     EUR    59.93
DZ BANK AG             21.250   8/10/2012     EUR    55.60
ESCADA AG               7.500    4/1/2012     EUR     8.67
EUROHYPO AG             3.830   9/21/2020     EUR    69.00
GOLDMAN SACHS CO       16.000   6/26/2013     EUR    73.60
GOLDMAN SACHS CO       16.000   6/26/2013     EUR    74.20
GOLDMAN SACHS CO       17.000   9/26/2012     EUR    74.30
GOLDMAN SACHS CO       16.000   9/26/2012     EUR    74.40
GOTHAER ALLG VER        5.527   9/29/2026     EUR    72.00
HECKLER & KOCH          9.500   5/15/2018     EUR    67.26
HECKLER & KOCH          9.500   5/15/2018     EUR    67.00
HEIDELBERG DRUCK        9.250   4/15/2018     EUR    74.84
HSBC TRINKAUS          15.500   3/22/2013     EUR    68.35
HSBC TRINKAUS          15.500   3/22/2013     EUR    74.89
HSBC TRINKAUS          16.000   3/22/2013     EUR    72.43
HSBC TRINKAUS          14.000   3/22/2013     EUR    72.86
HSBC TRINKAUS          18.000   3/22/2013     EUR    70.92
HSBC TRINKAUS          18.500   3/22/2013     EUR    66.71
HSBC TRINKAUS          19.500   3/22/2013     EUR    73.14
HSBC TRINKAUS          17.500   3/22/2013     EUR    74.83
HSBC TRINKAUS          19.500   3/22/2013     EUR    70.77
HSBC TRINKAUS          19.500   3/22/2013     EUR    72.61
HSBC TRINKAUS          20.000   3/22/2013     EUR    69.97
HSBC TRINKAUS          21.000   3/22/2013     EUR    66.24
HSBC TRINKAUS          13.000   3/22/2013     EUR    67.79
HSBC TRINKAUS          12.000   6/22/2012     EUR    48.23
HSBC TRINKAUS          22.000   8/24/2012     EUR    74.91
HSBC TRINKAUS          15.500   9/28/2012     EUR    64.44
HSBC TRINKAUS          17.000   9/28/2012     EUR    70.20
HSBC TRINKAUS          21.000   3/22/2013     EUR    73.00
HSBC TRINKAUS          20.000   9/28/2012     EUR    63.41
HSBC TRINKAUS          20.000   9/28/2012     EUR    72.28
HSBC TRINKAUS          21.000   9/28/2012     EUR    68.60
HSBC TRINKAUS          21.000   9/28/2012     EUR    74.19
HSBC TRINKAUS          25.000   9/28/2012     EUR    66.06
HSBC TRINKAUS          25.500   9/28/2012     EUR    74.42
HSBC TRINKAUS          27.500   9/28/2012     EUR    72.77
HSBC TRINKAUS          27.500   9/28/2012     EUR    73.09
HSBC TRINKAUS          29.500   9/28/2012     EUR    64.61
HSBC TRINKAUS          29.500   9/28/2012     EUR    70.13
HSBC TRINKAUS           8.000   3/22/2013     EUR    70.39
HSBC TRINKAUS          10.500   3/22/2013     EUR    71.39
HSBC TRINKAUS          14.500   3/22/2013     EUR    73.64
HSBC TRINKAUS          30.000   6/28/2013     EUR    62.90
HSBC TRINKAUS          26.000   6/28/2013     EUR    62.62
HSBC TRINKAUS          25.500   6/28/2013     EUR    70.68
HSBC TRINKAUS          22.500   6/28/2013     EUR    71.16
HSBC TRINKAUS          15.000   3/22/2013     EUR    74.61
HSBC TRINKAUS          14.500   3/22/2013     EUR    73.67
HSBC TRINKAUS          19.000   6/28/2013     EUR    67.76
HSBC TRINKAUS          18.500   6/28/2013     EUR    72.05
HSBC TRINKAUS          16.500   6/28/2013     EUR    68.47
HSBC TRINKAUS          17.000   6/28/2013     EUR    72.80
HSBC TRINKAUS          10.500   6/28/2013     EUR    72.50
HSBC TRINKAUS          14.000   6/28/2013     EUR    69.63
HSBC TRINKAUS          27.500   3/22/2013     EUR    61.85
HSBC TRINKAUS           8.000   6/28/2013     EUR    74.78
HSBC TRINKAUS          26.500   3/22/2013     EUR    74.88
HSBC TRINKAUS          27.000   3/22/2013     EUR    71.39
HSBC TRINKAUS          21.500   3/22/2013     EUR    73.39
HSBC TRINKAUS          22.000   3/22/2013     EUR    65.97
HSBC TRINKAUS          19.000   9/28/2012     EUR    71.98
LANDBK HESSEN-TH        5.750   7/13/2012     EUR    68.50
LANDBK HESSEN-TH        5.000   6/28/2012     EUR    71.50
LANDESBK BERLIN         7.000   5/23/2012     EUR    68.26
LANDESBK BERLIN         5.500  12/23/2013     EUR    68.80
LANDESBK BERLIN         7.000   6/25/2012     EUR    72.87
LB BADEN-WUERTT        10.000   7/27/2012     EUR    57.54
LB BADEN-WUERTT         4.000   5/25/2012     EUR    70.41
LB BADEN-WUERTT         4.000   5/25/2012     EUR    55.31
LB BADEN-WUERTT         4.000   5/25/2012     EUR    71.10
LB BADEN-WUERTT         4.000   5/25/2012     EUR    63.78
LB BADEN-WUERTT         4.000   5/25/2012     EUR    73.26
LB BADEN-WUERTT         4.000   5/25/2012     EUR    46.64
LB BADEN-WUERTT         6.000   5/25/2012     EUR    67.90
LB BADEN-WUERTT         6.000   5/25/2012     EUR    61.32
LB BADEN-WUERTT         6.000   5/25/2012     EUR    48.72
LB BADEN-WUERTT         6.000   5/25/2012     EUR    61.98
LB BADEN-WUERTT         6.000   5/25/2012     EUR    37.71
LB BADEN-WUERTT         6.000   5/25/2012     EUR    72.08
LB BADEN-WUERTT         6.000   5/25/2012     EUR    57.85
LB BADEN-WUERTT         6.000   5/25/2012     EUR    66.02
LB BADEN-WUERTT         6.000   5/25/2012     EUR    70.73
LB BADEN-WUERTT         6.000   5/25/2012     EUR    73.27
LB BADEN-WUERTT         8.000   5/25/2012     EUR    44.29
LB BADEN-WUERTT         8.000   5/25/2012     EUR    34.12
LB BADEN-WUERTT         8.000   5/25/2012     EUR    66.11
LB BADEN-WUERTT         8.000   5/25/2012     EUR    73.93
LB BADEN-WUERTT         8.000   5/25/2012     EUR    53.44
LB BADEN-WUERTT         8.000   5/25/2012     EUR    73.02
LB BADEN-WUERTT         8.000   5/25/2012     EUR    67.48
LB BADEN-WUERTT         8.000   5/25/2012     EUR    68.02
LB BADEN-WUERTT         8.000   5/25/2012     EUR    56.01
LB BADEN-WUERTT         8.000   5/25/2012     EUR    66.05
LB BADEN-WUERTT         8.000   5/25/2012     EUR    60.26
LB BADEN-WUERTT         8.000   5/25/2012     EUR    54.21
LB BADEN-WUERTT         8.000   5/25/2012     EUR    61.06
LB BADEN-WUERTT         8.350   5/25/2012     EUR    40.12
LB BADEN-WUERTT         4.000   6/22/2012     EUR    56.28
LB BADEN-WUERTT         4.000   6/22/2012     EUR    47.31
LB BADEN-WUERTT         4.000   6/22/2012     EUR    36.14
LB BADEN-WUERTT         4.000   6/22/2012     EUR    49.81
LB BADEN-WUERTT         5.000   6/22/2012     EUR     9.07
LB BADEN-WUERTT         5.000   6/22/2012     EUR    62.94
LB BADEN-WUERTT         5.000   6/22/2012     EUR    55.88
LB BADEN-WUERTT         5.000   6/22/2012     EUR    54.29
LB BADEN-WUERTT         5.000   6/22/2012     EUR    69.71
LB BADEN-WUERTT         5.000   6/22/2012     EUR    70.93
LB BADEN-WUERTT         5.000   6/22/2012     EUR    62.26
LB BADEN-WUERTT         5.000   6/22/2012     EUR    70.07
LB BADEN-WUERTT         5.000   6/22/2012     EUR    58.17
LB BADEN-WUERTT         5.000   6/22/2012     EUR    73.39
LB BADEN-WUERTT         5.000   6/22/2012     EUR    48.66
LB BADEN-WUERTT         5.000   6/22/2012     EUR    62.87
LB BADEN-WUERTT         5.000   6/22/2012     EUR    21.07
LB BADEN-WUERTT         5.000   6/22/2012     EUR    73.92
LB BADEN-WUERTT         6.000   6/22/2012     EUR    67.90
LB BADEN-WUERTT         6.000   6/22/2012     EUR    41.33
LB BADEN-WUERTT         6.000   6/22/2012     EUR    73.37
LB BADEN-WUERTT         6.000   6/22/2012     EUR    40.79
LB BADEN-WUERTT         6.000   6/22/2012     EUR    66.03
LB BADEN-WUERTT         6.000   6/22/2012     EUR    49.08
LB BADEN-WUERTT         6.000   6/22/2012     EUR    72.65
LB BADEN-WUERTT         6.000   6/22/2012     EUR    31.71
LB BADEN-WUERTT         6.000   6/22/2012     EUR    63.77
LB BADEN-WUERTT         6.000   6/22/2012     EUR    71.09
LB BADEN-WUERTT         6.000   6/22/2012     EUR    68.16
LB BADEN-WUERTT         6.000   6/22/2012     EUR    73.79
LB BADEN-WUERTT         7.500   6/22/2012     EUR    74.86
LB BADEN-WUERTT         7.500   6/22/2012     EUR    65.37
LB BADEN-WUERTT         7.500   6/22/2012     EUR    66.69
LB BADEN-WUERTT         7.500   6/22/2012     EUR    56.34
LB BADEN-WUERTT         7.500   6/22/2012     EUR    44.12
LB BADEN-WUERTT         7.500   6/22/2012     EUR    51.56
LB BADEN-WUERTT         7.500   6/22/2012     EUR    63.78
LB BADEN-WUERTT         7.500   6/22/2012     EUR    72.73
LB BADEN-WUERTT         7.500   6/22/2012     EUR     8.03
LB BADEN-WUERTT         7.500   6/22/2012     EUR    63.23
LB BADEN-WUERTT         7.500   6/22/2012     EUR    55.32
LB BADEN-WUERTT         7.500   6/22/2012     EUR    49.76
LB BADEN-WUERTT         7.500   6/22/2012     EUR    19.12
LB BADEN-WUERTT         7.500   6/22/2012     EUR    50.48
LB BADEN-WUERTT         7.500   6/22/2012     EUR    69.78
LB BADEN-WUERTT         8.000   6/22/2012     EUR    67.50
LB BADEN-WUERTT         8.000   6/22/2012     EUR    56.34
LB BADEN-WUERTT         8.000   6/22/2012     EUR    44.44
LB BADEN-WUERTT         8.000   6/22/2012     EUR    65.35
LB BADEN-WUERTT         8.000   6/22/2012     EUR    28.08
LB BADEN-WUERTT         8.000   6/22/2012     EUR    66.44
LB BADEN-WUERTT         8.000   6/22/2012     EUR    35.95
LB BADEN-WUERTT         8.000   6/22/2012     EUR    63.56
LB BADEN-WUERTT         8.000   6/22/2012     EUR    59.35
LB BADEN-WUERTT         8.000   6/22/2012     EUR    36.76
LB BADEN-WUERTT        10.000   6/22/2012     EUR    69.45
LB BADEN-WUERTT        10.000   6/22/2012     EUR    58.83
LB BADEN-WUERTT        10.000   6/22/2012     EUR    17.81
LB BADEN-WUERTT        10.000   6/22/2012     EUR    70.53
LB BADEN-WUERTT        10.000   6/22/2012     EUR    62.87
LB BADEN-WUERTT        10.000   6/22/2012     EUR    46.40
LB BADEN-WUERTT        10.000   6/22/2012     EUR    59.55
LB BADEN-WUERTT        10.000   6/22/2012     EUR    74.24
LB BADEN-WUERTT        10.000   6/22/2012     EUR    71.84
LB BADEN-WUERTT        10.000   6/22/2012     EUR    72.05
LB BADEN-WUERTT        10.000   6/22/2012     EUR    59.95
LB BADEN-WUERTT        10.000   6/22/2012     EUR    65.15
LB BADEN-WUERTT        10.000   6/22/2012     EUR    41.91
LB BADEN-WUERTT        10.000   6/22/2012     EUR    50.22
LB BADEN-WUERTT        10.000   6/22/2012     EUR    52.20
LB BADEN-WUERTT        10.000   6/22/2012     EUR    46.67
LB BADEN-WUERTT        10.000   6/22/2012     EUR    67.49
LB BADEN-WUERTT        10.000   6/22/2012     EUR    73.41
LB BADEN-WUERTT        10.000   6/22/2012     EUR     7.08
LB BADEN-WUERTT        10.000   6/22/2012     EUR    70.30
LB BADEN-WUERTT        10.000   6/22/2012     EUR    47.11
LB BADEN-WUERTT         4.000   7/27/2012     EUR    44.16
LB BADEN-WUERTT         4.000   7/27/2012     EUR    72.08
LB BADEN-WUERTT         4.000   7/27/2012     EUR    50.23
LB BADEN-WUERTT         4.000   7/27/2012     EUR    73.51
LB BADEN-WUERTT         5.000   7/27/2012     EUR    50.11
LB BADEN-WUERTT         5.000   7/27/2012     EUR    57.08
LB BADEN-WUERTT         5.000   7/27/2012     EUR    58.64
LB BADEN-WUERTT         5.000   7/27/2012     EUR    64.17
LB BADEN-WUERTT         5.000   7/27/2012     EUR    21.89
LB BADEN-WUERTT         5.000   7/27/2012     EUR    74.74
LB BADEN-WUERTT         5.000   7/27/2012     EUR    57.07
LB BADEN-WUERTT         5.000   7/27/2012     EUR    72.13
LB BADEN-WUERTT         5.000   7/27/2012     EUR    56.38
LB BADEN-WUERTT         5.000   7/27/2012     EUR    66.93
LB BADEN-WUERTT         5.000   7/27/2012     EUR    13.70
LB BADEN-WUERTT         5.000   7/27/2012     EUR    69.02
LB BADEN-WUERTT         5.000   7/27/2012     EUR    71.30
LB BADEN-WUERTT         5.000   7/27/2012     EUR    60.93
LB BADEN-WUERTT         5.000   7/27/2012     EUR    74.66
LB BADEN-WUERTT         5.000   7/27/2012     EUR    33.09
LB BADEN-WUERTT         5.000   7/27/2012     EUR    54.89
LB BADEN-WUERTT         5.000   7/27/2012     EUR    58.89
LB BADEN-WUERTT         5.000   7/27/2012     EUR    74.43
LB BADEN-WUERTT         6.000   7/27/2012     EUR    64.72
LB BADEN-WUERTT         6.000   7/27/2012     EUR    71.10
LB BADEN-WUERTT         6.000   7/27/2012     EUR    71.71
LB BADEN-WUERTT         6.000   7/27/2012     EUR    42.35
LB BADEN-WUERTT         6.000   7/27/2012     EUR    69.86
LB BADEN-WUERTT         6.000   7/27/2012     EUR    28.07
LB BADEN-WUERTT         6.000   7/27/2012     EUR    63.87
LB BADEN-WUERTT         6.000   7/27/2012     EUR    39.19
LB BADEN-WUERTT         6.500   7/27/2012     EUR    70.72
LB BADEN-WUERTT         6.500   7/27/2012     EUR    71.75
LB BADEN-WUERTT         7.500   7/27/2012     EUR    44.94
LB BADEN-WUERTT         7.500   7/27/2012     EUR    62.43
LB BADEN-WUERTT         7.500   7/27/2012     EUR    51.67
LB BADEN-WUERTT         7.500   7/27/2012     EUR    62.95
LB BADEN-WUERTT         7.500   7/27/2012     EUR    14.20
LB BADEN-WUERTT         7.500   7/27/2012     EUR    55.71
LB BADEN-WUERTT         7.500   7/27/2012     EUR    51.45
LB BADEN-WUERTT         7.500   7/27/2012     EUR    70.36
LB BADEN-WUERTT         7.500   7/27/2012     EUR    56.74
LB BADEN-WUERTT         7.500   7/27/2012     EUR    67.48
LB BADEN-WUERTT         7.500   7/27/2012     EUR    52.28
LB BADEN-WUERTT         7.500   7/27/2012     EUR    20.33
LB BADEN-WUERTT         7.500   7/27/2012     EUR    69.32
LB BADEN-WUERTT         7.500   7/27/2012     EUR    69.24
LB BADEN-WUERTT         7.500   7/27/2012     EUR    50.12
LB BADEN-WUERTT         7.500   7/27/2012     EUR    30.23
LB BADEN-WUERTT         7.500   7/27/2012     EUR    52.77
LB BADEN-WUERTT         7.500   7/27/2012     EUR    71.39
LB BADEN-WUERTT         7.500   7/27/2012     EUR    59.73
LB BADEN-WUERTT         7.500   7/27/2012     EUR    67.59
LB BADEN-WUERTT         8.000   7/27/2012     EUR    65.36
LB BADEN-WUERTT         8.000   7/27/2012     EUR    62.74
LB BADEN-WUERTT         8.000   7/27/2012     EUR    38.31
LB BADEN-WUERTT         8.000   7/27/2012     EUR    57.86
LB BADEN-WUERTT         8.000   7/27/2012     EUR    66.60
LB BADEN-WUERTT         8.000   7/27/2012     EUR    35.49
LB BADEN-WUERTT         8.000   7/27/2012     EUR    60.37
LB BADEN-WUERTT         8.000   7/27/2012     EUR    74.18
LB BADEN-WUERTT         8.000   7/27/2012     EUR    73.12
LB BADEN-WUERTT         9.000   7/27/2012     EUR    55.06
LB BADEN-WUERTT        10.000   7/27/2012     EUR    74.18
LB BADEN-WUERTT        10.000   7/27/2012     EUR    72.85
LB BADEN-WUERTT        10.000   7/27/2012     EUR    52.34
LB BADEN-WUERTT        10.000   7/27/2012     EUR    66.93
LB BADEN-WUERTT        10.000   7/27/2012     EUR    62.70
LB BADEN-WUERTT        10.000   7/27/2012     EUR    54.97
LB BADEN-WUERTT        10.000   7/27/2012     EUR    14.65
LB BADEN-WUERTT        10.000   7/27/2012     EUR    48.09
LB BADEN-WUERTT        10.000   7/27/2012     EUR    57.06
LB BADEN-WUERTT        10.000   7/27/2012     EUR    62.55
LB BADEN-WUERTT        10.000   7/27/2012     EUR    70.67
LB BADEN-WUERTT        10.000   7/27/2012     EUR    72.90
LB BADEN-WUERTT        10.000   7/27/2012     EUR    27.99
LB BADEN-WUERTT        10.000   7/27/2012     EUR    74.18
LB BADEN-WUERTT        10.000   7/27/2012     EUR    74.03
LB BADEN-WUERTT        10.000   7/27/2012     EUR    66.16
LB BADEN-WUERTT        10.000   7/27/2012     EUR    73.55
LB BADEN-WUERTT        10.000   7/27/2012     EUR    70.19
LB BADEN-WUERTT        10.000   7/27/2012     EUR    51.80
LB BADEN-WUERTT        10.000   7/27/2012     EUR    64.87
LB BADEN-WUERTT        10.000   7/27/2012     EUR    19.41
LB BADEN-WUERTT        10.000   7/27/2012     EUR    48.04
LB BADEN-WUERTT        10.000   7/27/2012     EUR    41.81
LB BADEN-WUERTT        10.000   7/27/2012     EUR    49.22
LB BADEN-WUERTT        10.000   7/27/2012     EUR    45.81
LB BADEN-WUERTT        10.000   7/27/2012     EUR    62.66
LB BADEN-WUERTT        10.000   7/27/2012     EUR    46.94
LB BADEN-WUERTT         4.000   8/24/2012     EUR    70.63
LB BADEN-WUERTT         4.000   8/24/2012     EUR    70.77
LB BADEN-WUERTT         4.000   8/24/2012     EUR    41.30
LB BADEN-WUERTT         4.000   8/24/2012     EUR    74.88
LB BADEN-WUERTT         4.000   8/24/2012     EUR    66.55
LB BADEN-WUERTT         4.000   8/24/2012     EUR    51.23
LB BADEN-WUERTT         5.000   8/24/2012     EUR    66.78
LB BADEN-WUERTT         5.000   8/24/2012     EUR    71.76
LB BADEN-WUERTT         5.000   8/24/2012     EUR    66.01
LB BADEN-WUERTT         5.000   8/24/2012     EUR    68.26
LB BADEN-WUERTT         5.000   8/24/2012     EUR    72.68
LB BADEN-WUERTT         5.000   8/24/2012     EUR    72.63
LB BADEN-WUERTT         5.000   8/24/2012     EUR    74.31
LB BADEN-WUERTT         5.000   8/24/2012     EUR    50.59
LB BADEN-WUERTT         5.000   8/24/2012     EUR    26.84
LB BADEN-WUERTT         5.000   8/24/2012     EUR    64.26
LB BADEN-WUERTT         5.000   8/24/2012     EUR    60.38
LB BADEN-WUERTT         5.000   8/24/2012     EUR    54.21
LB BADEN-WUERTT         6.000   8/24/2012     EUR    59.64
LB BADEN-WUERTT         6.000   8/24/2012     EUR    35.49
LB BADEN-WUERTT         6.000   8/24/2012     EUR    67.66
LB BADEN-WUERTT         6.000   8/24/2012     EUR    64.28
LB BADEN-WUERTT         6.000   8/24/2012     EUR    45.80
LB BADEN-WUERTT         6.000   8/24/2012     EUR    68.35
LB BADEN-WUERTT         6.000   8/24/2012     EUR    72.56
LB BADEN-WUERTT         6.000   8/24/2012     EUR    71.48
LB BADEN-WUERTT         6.000   8/24/2012     EUR    64.03
LB BADEN-WUERTT         6.000   8/24/2012     EUR    58.18
LB BADEN-WUERTT         6.000   8/24/2012     EUR    74.65
LB BADEN-WUERTT         6.000   8/24/2012     EUR    69.84
LB BADEN-WUERTT         7.500   8/24/2012     EUR    73.77
LB BADEN-WUERTT         7.500   8/24/2012     EUR    67.55
LB BADEN-WUERTT         7.500   8/24/2012     EUR    45.74
LB BADEN-WUERTT         7.500   8/24/2012     EUR    61.99
LB BADEN-WUERTT         7.500   8/24/2012     EUR    54.19
LB BADEN-WUERTT         7.500   8/24/2012     EUR    74.87
LB BADEN-WUERTT         7.500   8/24/2012     EUR    24.16
LB BADEN-WUERTT         7.500   8/24/2012     EUR    68.61
LB BADEN-WUERTT         7.500   8/24/2012     EUR    65.10
LB BADEN-WUERTT         7.500   8/24/2012     EUR    64.36
LB BADEN-WUERTT         7.500   8/24/2012     EUR    59.58
LB BADEN-WUERTT         7.500   8/24/2012     EUR    58.27
LB BADEN-WUERTT         7.500   8/24/2012     EUR    70.64
LB BADEN-WUERTT         7.500   8/24/2012     EUR    65.94
LB BADEN-WUERTT         7.500   8/24/2012     EUR    56.52
LB BADEN-WUERTT         7.500   8/24/2012     EUR    72.60
LB BADEN-WUERTT         7.500   8/24/2012     EUR    49.54
LB BADEN-WUERTT         8.000   8/24/2012     EUR    32.41
LB BADEN-WUERTT         8.000   8/24/2012     EUR    52.56
LB BADEN-WUERTT         8.000   8/24/2012     EUR    67.56
LB BADEN-WUERTT         8.000   8/24/2012     EUR    72.47
LB BADEN-WUERTT         8.000   8/24/2012     EUR    64.91
LB BADEN-WUERTT         8.000   8/24/2012     EUR    60.19
LB BADEN-WUERTT         8.000   8/24/2012     EUR    66.36
LB BADEN-WUERTT         8.000   8/24/2012     EUR    67.38
LB BADEN-WUERTT         8.000   8/24/2012     EUR    63.91
LB BADEN-WUERTT         8.000   8/24/2012     EUR    53.42
LB BADEN-WUERTT         8.000   8/24/2012     EUR    56.79
LB BADEN-WUERTT         8.000   8/24/2012     EUR    42.30
LB BADEN-WUERTT         8.000   8/24/2012     EUR    61.67
LB BADEN-WUERTT         8.005   8/24/2012     EUR    73.99
LB BADEN-WUERTT        10.000   8/24/2012     EUR    68.74
LB BADEN-WUERTT        10.000   8/24/2012     EUR    60.35
LB BADEN-WUERTT        10.000   8/24/2012     EUR    58.08
LB BADEN-WUERTT        10.000   8/24/2012     EUR    61.35
LB BADEN-WUERTT        10.000   8/24/2012     EUR    62.42
LB BADEN-WUERTT        10.000   8/24/2012     EUR    69.14
LB BADEN-WUERTT        10.000   8/24/2012     EUR    53.97
LB BADEN-WUERTT        10.000   8/24/2012     EUR    71.89
LB BADEN-WUERTT        10.000   8/24/2012     EUR    71.03
LB BADEN-WUERTT        10.000   8/24/2012     EUR    53.53
LB BADEN-WUERTT        10.000   8/24/2012     EUR    69.99
LB BADEN-WUERTT        10.000   8/24/2012     EUR    51.47
LB BADEN-WUERTT        10.000   8/24/2012     EUR    74.12
LB BADEN-WUERTT        10.000   8/24/2012     EUR    64.51
LB BADEN-WUERTT        10.000   8/24/2012     EUR    59.10
LB BADEN-WUERTT        10.000   8/24/2012     EUR    42.60
LB BADEN-WUERTT        10.000   8/24/2012     EUR    50.46
LB BADEN-WUERTT        10.000   8/24/2012     EUR    22.82
LB BADEN-WUERTT        10.000   8/24/2012     EUR    71.22
LB BADEN-WUERTT        10.000   8/24/2012     EUR    64.76
LB BADEN-WUERTT        10.000   8/24/2012     EUR    43.25
LB BADEN-WUERTT         4.000   9/28/2012     EUR    64.99
LB BADEN-WUERTT         4.000   9/28/2012     EUR    45.88
LB BADEN-WUERTT         4.000   9/28/2012     EUR    61.67
LB BADEN-WUERTT         4.000   9/28/2012     EUR    63.50
LB BADEN-WUERTT         4.000   9/28/2012     EUR    29.44
LB BADEN-WUERTT         6.000   9/28/2012     EUR    67.00
LB BADEN-WUERTT         6.000   9/28/2012     EUR    54.39
LB BADEN-WUERTT         6.000   9/28/2012     EUR    55.50
LB BADEN-WUERTT         6.000   9/28/2012     EUR    24.88
LB BADEN-WUERTT         6.000   9/28/2012     EUR    39.83
LB BADEN-WUERTT         6.000   9/28/2012     EUR    68.12
LB BADEN-WUERTT         6.000   9/28/2012     EUR    55.46
LB BADEN-WUERTT         7.000   9/28/2012     EUR    73.03
LB BADEN-WUERTT         7.500   9/28/2012     EUR    74.82
LB BADEN-WUERTT         8.000   9/28/2012     EUR    50.83
LB BADEN-WUERTT         8.000   9/28/2012     EUR    59.62
LB BADEN-WUERTT         8.000   9/28/2012     EUR    49.42
LB BADEN-WUERTT         8.000   9/28/2012     EUR    22.54
LB BADEN-WUERTT         8.000   9/28/2012     EUR    73.70
LB BADEN-WUERTT         8.000   9/28/2012     EUR    71.53
LB BADEN-WUERTT         8.000   9/28/2012     EUR    36.84
LB BADEN-WUERTT         8.000   9/28/2012     EUR    61.00
LB BADEN-WUERTT         8.000   9/28/2012     EUR    49.75
LB BADEN-WUERTT        10.000   9/28/2012     EUR    70.19
LB BADEN-WUERTT         5.000  10/26/2012     EUR    61.11
LB BADEN-WUERTT         5.000  10/26/2012     EUR    21.45
LB BADEN-WUERTT         5.000  10/26/2012     EUR    63.01
LB BADEN-WUERTT         5.000  10/26/2012     EUR     8.11
LB BADEN-WUERTT         5.000  10/26/2012     EUR    60.09
LB BADEN-WUERTT         5.000  10/26/2012     EUR    57.78
LB BADEN-WUERTT         7.500  10/26/2012     EUR    53.84
LB BADEN-WUERTT         7.500  10/26/2012     EUR    56.57
LB BADEN-WUERTT         7.500  10/26/2012     EUR    52.54
LB BADEN-WUERTT         7.500  10/26/2012     EUR     8.43
LB BADEN-WUERTT         7.500  10/26/2012     EUR    50.91
LB BADEN-WUERTT         7.500  10/26/2012     EUR    19.80
LB BADEN-WUERTT         7.500  10/26/2012     EUR    70.94
LB BADEN-WUERTT         7.500  10/26/2012     EUR    68.18
LB BADEN-WUERTT        10.000  10/26/2012     EUR    47.45
LB BADEN-WUERTT        10.000  10/26/2012     EUR    47.56
LB BADEN-WUERTT        10.000  10/26/2012     EUR    50.22
LB BADEN-WUERTT        10.000  10/26/2012     EUR    71.37
LB BADEN-WUERTT        10.000  10/26/2012     EUR    63.02
LB BADEN-WUERTT        10.000  10/26/2012     EUR     8.66
LB BADEN-WUERTT        10.000  10/26/2012     EUR    72.11
LB BADEN-WUERTT        10.000  10/26/2012     EUR    19.15
LB BADEN-WUERTT        10.000  10/26/2012     EUR    72.67
LB BADEN-WUERTT        10.000  10/26/2012     EUR    74.27
LB BADEN-WUERTT        10.000  10/26/2012     EUR    72.66
LB BADEN-WUERTT        10.000  10/26/2012     EUR    65.99
LB BADEN-WUERTT        10.000  10/26/2012     EUR    52.47
LB BADEN-WUERTT         5.000  11/23/2012     EUR    63.57
LB BADEN-WUERTT         5.000  11/23/2012     EUR    62.57
LB BADEN-WUERTT         5.000  11/23/2012     EUR    53.54
LB BADEN-WUERTT         5.000  11/23/2012     EUR    54.21
LB BADEN-WUERTT         5.000  11/23/2012     EUR    21.75
LB BADEN-WUERTT         5.000  11/23/2012     EUR    66.84
LB BADEN-WUERTT         5.000  11/23/2012     EUR    74.15
LB BADEN-WUERTT         5.000  11/23/2012     EUR    73.07
LB BADEN-WUERTT         7.500  11/23/2012     EUR    67.50
LB BADEN-WUERTT         7.500  11/23/2012     EUR    55.51
LB BADEN-WUERTT         7.500  11/23/2012     EUR    65.49
LB BADEN-WUERTT         7.500  11/23/2012     EUR    48.51
LB BADEN-WUERTT         7.500  11/23/2012     EUR    72.19
LB BADEN-WUERTT         7.500  11/23/2012     EUR    55.98
LB BADEN-WUERTT         7.500  11/23/2012     EUR    47.07
LB BADEN-WUERTT         7.500  11/23/2012     EUR    58.80
LB BADEN-WUERTT         7.500  11/23/2012     EUR    74.75
LB BADEN-WUERTT         7.500  11/23/2012     EUR    66.33
LB BADEN-WUERTT         7.500  11/23/2012     EUR    20.49
LB BADEN-WUERTT         7.500  11/23/2012     EUR    67.54
LB BADEN-WUERTT        10.000  11/23/2012     EUR    43.57
LB BADEN-WUERTT        10.000  11/23/2012     EUR    19.97
LB BADEN-WUERTT        10.000  11/23/2012     EUR    58.68
LB BADEN-WUERTT        10.000  11/23/2012     EUR    66.43
LB BADEN-WUERTT        10.000  11/23/2012     EUR    45.02
LB BADEN-WUERTT        10.000  11/23/2012     EUR    54.07
LB BADEN-WUERTT        10.000  11/23/2012     EUR    61.98
LB BADEN-WUERTT        10.000  11/23/2012     EUR    52.14
LB BADEN-WUERTT        10.000  11/23/2012     EUR    61.79
LB BADEN-WUERTT        10.000  11/23/2012     EUR    74.99
LB BADEN-WUERTT        10.000  11/23/2012     EUR    50.28
LB BADEN-WUERTT        10.000  11/23/2012     EUR    69.93
LB BADEN-WUERTT        10.000  11/23/2012     EUR    62.92
LB BADEN-WUERTT        15.000  11/23/2012     EUR    54.03
LB BADEN-WUERTT         5.000    1/4/2013     EUR    73.25
LB BADEN-WUERTT         5.000    1/4/2013     EUR    66.93
LB BADEN-WUERTT         5.000    1/4/2013     EUR    55.69
LB BADEN-WUERTT         5.000    1/4/2013     EUR    22.29
LB BADEN-WUERTT         5.000    1/4/2013     EUR    60.12
LB BADEN-WUERTT         5.000    1/4/2013     EUR    53.07
LB BADEN-WUERTT         5.000    1/4/2013     EUR    61.75
LB BADEN-WUERTT         7.500    1/4/2013     EUR    73.79
LB BADEN-WUERTT         7.500    1/4/2013     EUR    54.20
LB BADEN-WUERTT         7.500    1/4/2013     EUR    46.93
LB BADEN-WUERTT         7.500    1/4/2013     EUR    57.24
LB BADEN-WUERTT         7.500    1/4/2013     EUR    71.85
LB BADEN-WUERTT         7.500    1/4/2013     EUR    59.20
LB BADEN-WUERTT         7.500    1/4/2013     EUR    64.73
LB BADEN-WUERTT         7.500    1/4/2013     EUR    63.29
LB BADEN-WUERTT         7.500    1/4/2013     EUR    21.06
LB BADEN-WUERTT        10.000    1/4/2013     EUR    60.59
LB BADEN-WUERTT        10.000    1/4/2013     EUR    44.61
LB BADEN-WUERTT        10.000    1/4/2013     EUR    58.78
LB BADEN-WUERTT        10.000    1/4/2013     EUR    68.62
LB BADEN-WUERTT        10.000    1/4/2013     EUR    55.83
LB BADEN-WUERTT        10.000    1/4/2013     EUR    64.83
LB BADEN-WUERTT        10.000    1/4/2013     EUR    21.04
LB BADEN-WUERTT        10.000    1/4/2013     EUR    49.93
LB BADEN-WUERTT        10.000    1/4/2013     EUR    69.22
LB BADEN-WUERTT         5.000   1/25/2013     EUR    74.31
LB BADEN-WUERTT         5.000   1/25/2013     EUR    71.69
LB BADEN-WUERTT         5.000   1/25/2013     EUR    29.32
LB BADEN-WUERTT         5.000   1/25/2013     EUR    72.81
LB BADEN-WUERTT         7.500   1/25/2013     EUR    72.23
LB BADEN-WUERTT         7.500   1/25/2013     EUR    68.75
LB BADEN-WUERTT         7.500   1/25/2013     EUR    65.79
LB BADEN-WUERTT         7.500   1/25/2013     EUR    27.36
LB BADEN-WUERTT         7.500   1/25/2013     EUR    69.17
LB BADEN-WUERTT         7.500   1/25/2013     EUR    63.18
LB BADEN-WUERTT         7.500   1/25/2013     EUR    74.49
LB BADEN-WUERTT        10.000   1/25/2013     EUR    26.59
LB BADEN-WUERTT        10.000   1/25/2013     EUR    73.17
LB BADEN-WUERTT        10.000   1/25/2013     EUR    57.61
LB BADEN-WUERTT        10.000   1/25/2013     EUR    64.15
LB BADEN-WUERTT        10.000   1/25/2013     EUR    69.16
LB BADEN-WUERTT        10.000   1/25/2013     EUR    73.81
LB BADEN-WUERTT        10.000   1/25/2013     EUR    61.08
LB BADEN-WUERTT        10.000   1/25/2013     EUR    65.38
LB BADEN-WUERTT        15.000   2/22/2013     EUR    68.05
LB BADEN-WUERTT         8.000   3/22/2013     EUR    71.35
LB BADEN-WUERTT        10.000   3/22/2013     EUR    70.10
LB BADEN-WUERTT        12.000   3/22/2013     EUR    72.70
LB BADEN-WUERTT        15.000   3/22/2013     EUR    67.75
LB BADEN-WUERTT         5.000   6/28/2013     EUR    70.51
LB BADEN-WUERTT         7.500   6/28/2013     EUR    71.22
LB BADEN-WUERTT         7.500   6/28/2013     EUR    74.99
LB BADEN-WUERTT         9.000   6/28/2013     EUR    73.25
LB BADEN-WUERTT        10.000   6/28/2013     EUR    70.79
LB BADEN-WUERTT        10.000   6/28/2013     EUR    71.75
LB BADEN-WUERTT        11.000   6/28/2013     EUR    72.59
LB BADEN-WUERTT         7.000   8/23/2013     EUR    73.49
LB BADEN-WUERTT         9.000   8/23/2013     EUR    71.77
LB BADEN-WUERTT        12.000   8/23/2013     EUR    73.56
LB BADEN-WUERTT         9.000   9/27/2013     EUR    74.89
LB BADEN-WUERTT        11.000   9/27/2013     EUR    74.83
LB BADEN-WUERTT         5.250  10/20/2015     EUR    25.98
LB BADEN-WUERTT         4.950   3/27/2017     EUR    73.35
LB BADEN-WUERTT         2.800   2/23/2037     JPY    64.85
L-BANK FOERDERBK        0.500   5/10/2027     CAD    52.18
MACQUARIE STRUCT       12.500   6/22/2012     EUR    36.42
MACQUARIE STRUCT       12.500   6/22/2012     EUR    39.70
MACQUARIE STRUCT       15.750   6/22/2012     EUR    13.20
MACQUARIE STRUCT       15.750   6/22/2012     EUR    50.25
MACQUARIE STRUCT       13.250    1/2/2013     EUR    74.90
MACQUARIE STRUCT       12.750   6/22/2012     EUR    71.24
MACQUARIE STRUCT        8.750   5/25/2012     EUR    70.80
MACQUARIE STRUCT        9.000   6/22/2012     EUR    60.02
MACQUARIE STRUCT        9.250   6/22/2012     EUR    28.19
MACQUARIE STRUCT        9.750   6/22/2012     EUR    62.13
MACQUARIE STRUCT        9.750   6/22/2012     EUR    67.95
MACQUARIE STRUCT       10.000   6/22/2012     EUR    40.82
MACQUARIE STRUCT       10.000   6/22/2012     EUR    70.51
MACQUARIE STRUCT       10.750   9/28/2012     EUR    72.75
MACQUARIE STRUCT       10.250   6/22/2012     EUR    45.74
MACQUARIE STRUCT       11.500   9/28/2012     EUR    46.66
MACQUARIE STRUCT        9.250   9/28/2012     EUR    65.55
MACQUARIE STRUCT        9.750   9/28/2012     EUR    47.95
MACQUARIE STRUCT       16.000   6/22/2012     EUR    12.78
MACQUARIE STRUCT       10.000   9/28/2012     EUR    63.55
MACQUARIE STRUCT       18.000  12/14/2012     EUR    71.13
MACQUARIE STRUCT       12.000   6/22/2012     EUR    71.86
MACQUARIE STRUCT       12.000   6/22/2012     EUR    65.62
MACQUARIE STRUCT       12.500   6/22/2012     EUR    66.68
MACQUARIE STRUCT       17.000   6/22/2012     EUR    36.37
MACQUARIE STRUCT       21.000   6/22/2012     EUR    65.68
MACQUARIE STRUCT       18.500   6/22/2012     EUR    43.87
MACQUARIE STRUCT       23.250   6/22/2012     EUR     3.56
MACQUARIE STRUCT       13.000   6/22/2012     EUR    57.75
MACQUARIE STRUCT       13.500   6/22/2012     EUR    28.02
MACQUARIE STRUCT        9.000   9/28/2012     EUR    51.95
MACQUARIE STRUCT       10.250   6/22/2012     EUR    68.08
MACQUARIE STRUCT       10.250   6/22/2012     EUR    73.02
MACQUARIE STRUCT       10.750   6/22/2012     EUR    35.15
MACQUARIE STRUCT       11.000   6/22/2012     EUR    73.57
MACQUARIE STRUCT       11.000   6/22/2012     EUR    70.84
MACQUARIE STRUCT       11.000   6/22/2012     EUR    69.81
MACQUARIE STRUCT       11.000   6/22/2012     EUR    57.67
MACQUARIE STRUCT       11.500   6/22/2012     EUR    33.63
MACQUARIE STRUCT       11.500   6/22/2012     EUR    57.13
MACQUARIE STRUCT       11.500   6/22/2012     EUR    47.68
MACQUARIE STRUCT       11.750   6/22/2012     EUR    59.00
MACQUARIE STRUCT       11.750   6/22/2012     EUR    70.47
MACQUARIE STRUCT       11.750   6/22/2012     EUR    67.91
NORDDEUTSCHE L/B        7.000    6/8/2012     EUR    50.49
PRAKTIKER BAU-UN        5.875   2/10/2016     EUR    48.01
Q-CELLS                 6.750  10/21/2015     EUR     0.62
QIMONDA FINANCE         6.750   3/22/2013     USD     5.88
RENTENBANK              0.500   4/19/2017     ZAR    73.70
RENTENBANK              0.500   4/19/2017     TRY    70.89
RENTENBANK              0.500   3/15/2017     TRY    70.82
SOLARWORLD AG           6.125   1/21/2017     EUR    30.01
SOLARWORLD AG           6.375   7/13/2016     EUR    30.61
SOLON AG SOLAR          1.375   12/6/2012     EUR     1.16
TAG IMMO AG             6.500  12/10/2015     EUR     7.98
TUI AG                  5.500  11/17/2014     EUR    60.05
TUI AG                  2.750   3/24/2016     EUR    47.65
UNICREDIT BANK A        7.000   6/21/2012     EUR    46.70
VONTOBEL FIN PRO       11.764   9/28/2012     EUR    54.72
VONTOBEL FIN PRO       11.744   9/28/2012     EUR    71.42
VONTOBEL FIN PRO       11.698   9/28/2012     EUR    65.96
VONTOBEL FIN PRO       11.676   9/28/2012     EUR    44.82
VONTOBEL FIN PRO       11.676   9/28/2012     EUR    73.00
VONTOBEL FIN PRO       11.580   9/28/2012     EUR    69.32
VONTOBEL FIN PRO       11.577   9/28/2012     EUR    47.94
VONTOBEL FIN PRO       11.550   9/28/2012     EUR    65.02
VONTOBEL FIN PRO       11.533   9/28/2012     EUR    74.74
VONTOBEL FIN PRO       11.514   9/28/2012     EUR    64.02
VONTOBEL FIN PRO       11.502   9/28/2012     EUR    44.70
VONTOBEL FIN PRO       11.502   9/28/2012     EUR    42.36
VONTOBEL FIN PRO       11.497   9/28/2012     EUR    68.72
VONTOBEL FIN PRO       11.398   9/28/2012     EUR    69.76
VONTOBEL FIN PRO       11.357   9/28/2012     EUR    54.58
VONTOBEL FIN PRO       11.350   9/28/2012     EUR    68.74
VONTOBEL FIN PRO       11.297   9/28/2012     EUR    73.16
VONTOBEL FIN PRO       11.250   9/28/2012     EUR    70.96
VONTOBEL FIN PRO       11.245   9/28/2012     EUR    66.52
VONTOBEL FIN PRO       11.245   9/28/2012     EUR    72.14
VONTOBEL FIN PRO       11.241   9/28/2012     EUR    72.74
VONTOBEL FIN PRO       11.229   9/28/2012     EUR    60.66
VONTOBEL FIN PRO       11.197   9/28/2012     EUR    60.16
VONTOBEL FIN PRO       11.187   9/28/2012     EUR    56.92
VONTOBEL FIN PRO       11.145   9/28/2012     EUR    47.74
VONTOBEL FIN PRO       11.119   9/28/2012     EUR    56.50
VONTOBEL FIN PRO       11.119   9/28/2012     EUR    63.28
VONTOBEL FIN PRO       11.100   9/28/2012     EUR    73.30
VONTOBEL FIN PRO       11.100   9/28/2012     EUR    69.40
VONTOBEL FIN PRO       11.100   9/28/2012     EUR    64.26
VONTOBEL FIN PRO       11.077   9/28/2012     EUR    48.47
VONTOBEL FIN PRO       11.068   9/28/2012     EUR    66.38
VONTOBEL FIN PRO       11.035   9/28/2012     EUR    58.32
VONTOBEL FIN PRO       11.029   9/28/2012     EUR    73.94
VONTOBEL FIN PRO       11.028   9/28/2012     EUR    62.62
VONTOBEL FIN PRO       11.027   9/28/2012     EUR    66.00
VONTOBEL FIN PRO       11.017   9/28/2012     EUR    60.66
VONTOBEL FIN PRO       11.014   9/28/2012     EUR    72.06
VONTOBEL FIN PRO       10.989   9/28/2012     EUR    55.86
VONTOBEL FIN PRO       10.971   9/28/2012     EUR    61.12
VONTOBEL FIN PRO       10.915   9/28/2012     EUR    59.20
VONTOBEL FIN PRO       10.909   9/28/2012     EUR    58.58
VONTOBEL FIN PRO       10.905   9/28/2012     EUR    63.50
VONTOBEL FIN PRO       10.850   9/28/2012     EUR    58.30
VONTOBEL FIN PRO       10.830   9/28/2012     EUR    46.38
VONTOBEL FIN PRO       10.830   9/28/2012     EUR    64.38
VONTOBEL FIN PRO       10.830   9/28/2012     EUR    50.42
VONTOBEL FIN PRO       10.825   9/28/2012     EUR    64.78
VONTOBEL FIN PRO       10.755   9/28/2012     EUR    67.36
VONTOBEL FIN PRO       10.722   9/28/2012     EUR    62.98
VONTOBEL FIN PRO       10.678   9/28/2012     EUR    58.90
VONTOBEL FIN PRO       10.650   9/28/2012     EUR    74.98
VONTOBEL FIN PRO       10.600   9/28/2012     EUR    70.82
VONTOBEL FIN PRO       10.600   9/28/2012     EUR    57.16
VONTOBEL FIN PRO       10.556   9/28/2012     EUR    39.24
VONTOBEL FIN PRO       10.539   9/28/2012     EUR    50.16
VONTOBEL FIN PRO       10.494   9/28/2012     EUR    43.32
VONTOBEL FIN PRO       10.456   9/28/2012     EUR    71.07
VONTOBEL FIN PRO       10.448   9/28/2012     EUR    74.32
VONTOBEL FIN PRO       10.404   9/28/2012     EUR    71.22
VONTOBEL FIN PRO       10.366   9/28/2012     EUR    53.98
VONTOBEL FIN PRO       10.344   9/28/2012     EUR    50.10
VONTOBEL FIN PRO       10.336   9/28/2012     EUR    48.82
VONTOBEL FIN PRO       10.320   9/28/2012     EUR    66.10
VONTOBEL FIN PRO       10.286   9/28/2012     EUR    74.16
VONTOBEL FIN PRO       10.242   9/28/2012     EUR    72.24
VONTOBEL FIN PRO       10.241   9/28/2012     EUR    71.76
VONTOBEL FIN PRO       10.155   9/28/2012     EUR    66.06
VONTOBEL FIN PRO       10.123   9/28/2012     EUR    52.92
VONTOBEL FIN PRO       10.083   9/28/2012     EUR    55.66
VONTOBEL FIN PRO       10.083   9/28/2012     EUR    66.80
VONTOBEL FIN PRO       10.083   9/28/2012     EUR    73.58
VONTOBEL FIN PRO       10.070   9/28/2012     EUR    72.48
VONTOBEL FIN PRO       10.046   9/28/2012     EUR    62.28
VONTOBEL FIN PRO       10.046   9/28/2012     EUR    55.44
VONTOBEL FIN PRO       10.024   9/28/2012     EUR    74.06
VONTOBEL FIN PRO       10.014   9/28/2012     EUR    45.84
VONTOBEL FIN PRO       10.000   9/28/2012     EUR    53.56
VONTOBEL FIN PRO        9.986   9/28/2012     EUR    71.28
VONTOBEL FIN PRO        9.950   9/28/2012     EUR    51.60
VONTOBEL FIN PRO        9.926   9/28/2012     EUR    57.74
VONTOBEL FIN PRO        9.900   9/28/2012     EUR    66.42
VONTOBEL FIN PRO        9.900   9/28/2012     EUR    71.68
VONTOBEL FIN PRO        9.877   9/28/2012     EUR    50.88
VONTOBEL FIN PRO        9.860   9/28/2012     EUR    71.42
VONTOBEL FIN PRO        9.803   9/28/2012     EUR    63.72
VONTOBEL FIN PRO        9.803   9/28/2012     EUR    63.72
VONTOBEL FIN PRO        9.776   9/28/2012     EUR    59.66
VONTOBEL FIN PRO        9.730   9/28/2012     EUR    74.10
VONTOBEL FIN PRO        9.700   9/28/2012     EUR    74.62
VONTOBEL FIN PRO        9.700   9/28/2012     EUR    74.38
VONTOBEL FIN PRO        9.672   9/28/2012     EUR    52.04
VONTOBEL FIN PRO       12.761   9/28/2012     EUR    50.64
VONTOBEL FIN PRO        9.634   9/28/2012     EUR    48.82
VONTOBEL FIN PRO        9.557   9/28/2012     EUR    66.60
VONTOBEL FIN PRO        9.532   9/28/2012     EUR    69.30
VONTOBEL FIN PRO        9.523   9/28/2012     EUR    44.36
VONTOBEL FIN PRO        9.523   9/28/2012     EUR    58.96
VONTOBEL FIN PRO        9.492   9/28/2012     EUR    59.62
VONTOBEL FIN PRO        9.446   9/28/2012     EUR    74.66
VONTOBEL FIN PRO        9.411   9/28/2012     EUR    67.88
VONTOBEL FIN PRO        9.405   9/28/2012     EUR    65.08
VONTOBEL FIN PRO        9.400   9/28/2012     EUR    58.85
VONTOBEL FIN PRO        9.386   9/28/2012     EUR    63.62
VONTOBEL FIN PRO        9.350   9/28/2012     EUR    72.04
VONTOBEL FIN PRO        9.345   9/28/2012     EUR    62.04
VONTOBEL FIN PRO        9.335   9/28/2012     EUR    69.96
VONTOBEL FIN PRO        9.324   9/28/2012     EUR    67.12
VONTOBEL FIN PRO        9.284   9/28/2012     EUR    55.68
VONTOBEL FIN PRO        9.273   9/28/2012     EUR    60.88
VONTOBEL FIN PRO        9.112   9/28/2012     EUR    64.04
VONTOBEL FIN PRO        9.100   9/28/2012     EUR    72.42
VONTOBEL FIN PRO        9.099   9/28/2012     EUR    68.68
VONTOBEL FIN PRO        9.081   9/28/2012     EUR    71.54
VONTOBEL FIN PRO        9.063   9/28/2012     EUR    68.52
VONTOBEL FIN PRO        9.037   9/28/2012     EUR    52.92
VONTOBEL FIN PRO        9.037   9/28/2012     EUR    47.86
VONTOBEL FIN PRO        9.037   9/28/2012     EUR    71.38
VONTOBEL FIN PRO        9.030   9/28/2012     EUR    71.14
VONTOBEL FIN PRO        8.980   9/28/2012     EUR    68.66
VONTOBEL FIN PRO        8.937   9/28/2012     EUR    73.60
VONTOBEL FIN PRO        8.878   9/28/2012     EUR    67.00
VONTOBEL FIN PRO        8.862   9/28/2012     EUR    68.80
VONTOBEL FIN PRO        8.838   9/28/2012     EUR    73.80
VONTOBEL FIN PRO        8.786   9/28/2012     EUR    58.56
VONTOBEL FIN PRO        8.739   9/28/2012     EUR    59.78
VONTOBEL FIN PRO        8.705   9/28/2012     EUR    61.56
VONTOBEL FIN PRO        8.657   9/28/2012     EUR    64.98
VONTOBEL FIN PRO        8.626   9/28/2012     EUR    57.76
VONTOBEL FIN PRO        8.620   9/28/2012     EUR    53.28
VONTOBEL FIN PRO        8.581   9/28/2012     EUR    52.78
VONTOBEL FIN PRO        8.542   9/28/2012     EUR    64.68
VONTOBEL FIN PRO        8.529   9/28/2012     EUR    68.26
VONTOBEL FIN PRO        8.515   9/28/2012     EUR    68.50
VONTOBEL FIN PRO        8.440   9/28/2012     EUR    53.88
VONTOBEL FIN PRO        8.392   9/28/2012     EUR    74.20
VONTOBEL FIN PRO        8.308   9/28/2012     EUR    70.76
VONTOBEL FIN PRO        8.250   9/28/2012     EUR    70.44
VONTOBEL FIN PRO        8.242   9/28/2012     EUR    73.06
VONTOBEL FIN PRO        8.239   9/28/2012     EUR    70.96
VONTOBEL FIN PRO        8.232   9/28/2012     EUR    71.84
VONTOBEL FIN PRO        8.216   9/28/2012     EUR    65.98
VONTOBEL FIN PRO        8.200   9/28/2012     EUR    64.40
VONTOBEL FIN PRO        8.174   9/28/2012     EUR    54.30
VONTOBEL FIN PRO        8.121   9/28/2012     EUR    57.92
VONTOBEL FIN PRO        8.100   9/28/2012     EUR    69.20
VONTOBEL FIN PRO        8.030   9/28/2012     EUR    73.47
VONTOBEL FIN PRO        8.000   9/28/2012     EUR    73.47
VONTOBEL FIN PRO        7.950   9/28/2012     EUR    68.24
VONTOBEL FIN PRO        7.939   9/28/2012     EUR    73.45
VONTOBEL FIN PRO        7.867   9/28/2012     EUR    63.56
VONTOBEL FIN PRO        7.800   9/28/2012     EUR    73.14
VONTOBEL FIN PRO        7.788   9/28/2012     EUR    73.39
VONTOBEL FIN PRO        7.758   9/28/2012     EUR    73.54
VONTOBEL FIN PRO        7.485   9/28/2012     EUR    73.25
VONTOBEL FIN PRO        7.432   9/28/2012     EUR    55.86
VONTOBEL FIN PRO        7.427   9/28/2012     EUR    62.60
VONTOBEL FIN PRO        7.369   9/28/2012     EUR    73.66
VONTOBEL FIN PRO        7.350   9/28/2012     EUR    67.06
VONTOBEL FIN PRO        7.286   9/28/2012     EUR    70.34
VONTOBEL FIN PRO        7.061   9/28/2012     EUR    73.13
VONTOBEL FIN PRO        6.771   9/28/2012     EUR    72.12
VONTOBEL FIN PRO        5.829   9/28/2012     EUR    65.52
VONTOBEL FIN PRO       12.200   8/24/2012     EUR    70.62
VONTOBEL FIN PRO       11.050   8/24/2012     EUR    64.92
VONTOBEL FIN PRO       10.900   8/24/2012     EUR    67.02
VONTOBEL FIN PRO        8.750   8/24/2012     EUR    73.98
VONTOBEL FIN PRO        8.700   8/24/2012     EUR    72.08
VONTOBEL FIN PRO        8.550   8/24/2012     EUR    69.82
VONTOBEL FIN PRO       11.564   8/10/2012     EUR    64.90
VONTOBEL FIN PRO       11.850    8/3/2012     EUR    70.90
VONTOBEL FIN PRO        9.000    8/3/2012     EUR    73.57
VONTOBEL FIN PRO        7.600    8/3/2012     EUR    70.52
VONTOBEL FIN PRO       12.864   7/27/2012     EUR    57.50
VONTOBEL FIN PRO       11.564   7/27/2012     EUR    52.60
VONTOBEL FIN PRO       11.073   7/27/2012     EUR    72.80
VONTOBEL FIN PRO       10.559   7/27/2012     EUR    71.40
VONTOBEL FIN PRO        9.674   7/27/2012     EUR    72.06
VONTOBEL FIN PRO        8.711   7/27/2012     EUR    70.84
VONTOBEL FIN PRO        7.797   7/27/2012     EUR    70.84
VONTOBEL FIN PRO       11.665   7/20/2012     EUR    60.60
VONTOBEL FIN PRO       11.061   7/20/2012     EUR    56.90
VONTOBEL FIN PRO       10.860   7/20/2012     EUR    47.60
VONTOBEL FIN PRO       11.061   7/13/2012     EUR    57.60
VONTOBEL FIN PRO       10.860   7/13/2012     EUR    62.30
VONTOBEL FIN PRO       11.514    7/6/2012     EUR    48.40
VONTOBEL FIN PRO       10.860    7/6/2012     EUR    70.40
VONTOBEL FIN PRO       12.067   6/29/2012     EUR    52.50
VONTOBEL FIN PRO       12.067   6/29/2012     EUR    43.40
VONTOBEL FIN PRO       10.559   6/29/2012     EUR    71.10
VONTOBEL FIN PRO       28.050   6/22/2012     EUR    67.20
VONTOBEL FIN PRO       24.150   6/22/2012     EUR    66.38
VONTOBEL FIN PRO       23.300   6/22/2012     EUR    60.72
VONTOBEL FIN PRO       22.800   6/22/2012     EUR    43.80
VONTOBEL FIN PRO       21.850   6/22/2012     EUR    71.12
VONTOBEL FIN PRO       21.650   6/22/2012     EUR    74.30
VONTOBEL FIN PRO       21.456   6/22/2012     EUR    39.70
VONTOBEL FIN PRO       20.350   6/22/2012     EUR    71.94
VONTOBEL FIN PRO       20.200   6/22/2012     EUR    72.76
VONTOBEL FIN PRO       19.950   6/22/2012     EUR    69.14
VONTOBEL FIN PRO       19.350   6/22/2012     EUR    51.66
VONTOBEL FIN PRO       19.150   6/22/2012     EUR    51.76
VONTOBEL FIN PRO       18.650   6/22/2012     EUR    69.98
VONTOBEL FIN PRO       18.295   6/22/2012     EUR    38.26
VONTOBEL FIN PRO        9.650   9/28/2012     EUR    72.94
VONTOBEL FIN PRO       18.164   6/22/2012     EUR    14.44
VONTOBEL FIN PRO       18.150   6/22/2012     EUR    63.84
VONTOBEL FIN PRO       18.050   6/22/2012     EUR    72.68
VONTOBEL FIN PRO        9.101   5/18/2012     EUR    72.10
VONTOBEL FIN PRO       10.358   5/18/2012     EUR    74.30
VONTOBEL FIN PRO       10.961   5/18/2012     EUR    48.60
VONTOBEL FIN PRO       12.168   5/18/2012     EUR    30.20
VONTOBEL FIN PRO       10.056   5/25/2012     EUR    69.60
VONTOBEL FIN PRO       11.564   5/25/2012     EUR    38.00
VONTOBEL FIN PRO       10.307    6/1/2012     EUR    73.20
VONTOBEL FIN PRO       10.358    6/1/2012     EUR    54.60
VONTOBEL FIN PRO       12.369    6/1/2012     EUR    28.40
VONTOBEL FIN PRO        7.889    6/6/2012     EUR    56.50
VONTOBEL FIN PRO       10.056    6/8/2012     EUR    66.00
VONTOBEL FIN PRO       11.464    6/8/2012     EUR    61.10
VONTOBEL FIN PRO       10.358   6/15/2012     EUR    40.60
VONTOBEL FIN PRO       10.458   6/15/2012     EUR    46.20
VONTOBEL FIN PRO       11.615   6/15/2012     EUR    56.40
VONTOBEL FIN PRO        5.249   6/22/2012     EUR    72.62
VONTOBEL FIN PRO        6.135   6/22/2012     EUR    73.91
VONTOBEL FIN PRO        6.444   6/22/2012     EUR    63.48
VONTOBEL FIN PRO        6.697   6/22/2012     EUR    68.92
VONTOBEL FIN PRO        6.876   6/22/2012     EUR    52.52
VONTOBEL FIN PRO        6.948   6/22/2012     EUR    64.62
VONTOBEL FIN PRO        7.000   6/22/2012     EUR    73.14
VONTOBEL FIN PRO        7.010   6/22/2012     EUR    56.32
VONTOBEL FIN PRO       18.036   6/22/2012     EUR    42.88
VONTOBEL FIN PRO       17.950   6/22/2012     EUR    43.70
VONTOBEL FIN PRO       17.800   6/22/2012     EUR    54.48
VONTOBEL FIN PRO       17.784   6/22/2012     EUR    40.54
VONTOBEL FIN PRO       17.712   6/22/2012     EUR    14.68
VONTOBEL FIN PRO       17.500   6/22/2012     EUR    69.80
VONTOBEL FIN PRO       17.400   6/22/2012     EUR    72.14
VONTOBEL FIN PRO       17.333   6/22/2012     EUR    34.84
VONTOBEL FIN PRO       17.260   6/22/2012     EUR    14.28
VONTOBEL FIN PRO        5.100   4/14/2014     EUR    38.60
VONTOBEL FIN PRO        5.474   3/17/2014     EUR    68.20
VONTOBEL FIN PRO        7.389  11/25/2013     EUR    29.60
VONTOBEL FIN PRO        8.000   6/28/2013     EUR    68.52
VONTOBEL FIN PRO        6.000   6/28/2013     EUR    56.86
VONTOBEL FIN PRO        4.000   6/28/2013     EUR    46.54
VONTOBEL FIN PRO       20.900   3/22/2013     EUR    63.04
VONTOBEL FIN PRO       18.550   3/22/2013     EUR    72.90
VONTOBEL FIN PRO       18.500   3/22/2013     EUR    72.80
VONTOBEL FIN PRO       18.350   3/22/2013     EUR    66.78
VONTOBEL FIN PRO       17.950   3/22/2013     EUR    67.72
VONTOBEL FIN PRO       17.400   3/22/2013     EUR    57.76
VONTOBEL FIN PRO       16.850   3/22/2013     EUR    73.84
VONTOBEL FIN PRO       14.500   3/22/2013     EUR    59.70
VONTOBEL FIN PRO       14.200   3/22/2013     EUR    70.10
VONTOBEL FIN PRO       14.000   3/22/2013     EUR    70.66
VONTOBEL FIN PRO       13.200   3/22/2013     EUR    70.28
VONTOBEL FIN PRO       13.150   3/22/2013     EUR    73.20
VONTOBEL FIN PRO       12.000   3/22/2013     EUR    71.66
VONTOBEL FIN PRO       11.850   3/22/2013     EUR    62.66
VONTOBEL FIN PRO       11.150   3/22/2013     EUR    63.84
VONTOBEL FIN PRO       10.750   3/22/2013     EUR    74.14
VONTOBEL FIN PRO       10.300   3/22/2013     EUR    74.88
VONTOBEL FIN PRO        9.950   3/22/2013     EUR    73.02
VONTOBEL FIN PRO        9.750   3/22/2013     EUR    70.66
VONTOBEL FIN PRO        9.500   3/22/2013     EUR    64.26
VONTOBEL FIN PRO        8.850   3/22/2013     EUR    66.90
VONTOBEL FIN PRO        8.600   3/22/2013     EUR    71.10
VONTOBEL FIN PRO        8.550   3/22/2013     EUR    66.12
VONTOBEL FIN PRO        6.800   3/22/2013     EUR    72.40
VONTOBEL FIN PRO        6.750   3/22/2013     EUR    70.82
VONTOBEL FIN PRO       10.100    3/8/2013     EUR    65.70
VONTOBEL FIN PRO       10.930    1/2/2013     EUR    40.52
VONTOBEL FIN PRO       10.093    1/2/2013     EUR    68.29
VONTOBEL FIN PRO        9.931    1/2/2013     EUR    74.24
VONTOBEL FIN PRO        8.987    1/2/2013     EUR    32.67
VONTOBEL FIN PRO        8.393    1/2/2013     EUR    73.36
VONTOBEL FIN PRO        8.069    1/2/2013     EUR    66.87
VONTOBEL FIN PRO        8.042    1/2/2013     EUR    61.38
VONTOBEL FIN PRO       28.250  12/31/2012     EUR    52.30
VONTOBEL FIN PRO       27.600  12/31/2012     EUR    54.68
VONTOBEL FIN PRO       24.900  12/31/2012     EUR    65.02
VONTOBEL FIN PRO       24.700  12/31/2012     EUR    56.02
VONTOBEL FIN PRO       22.900  12/31/2012     EUR    72.30
VONTOBEL FIN PRO       22.600  12/31/2012     EUR    54.40
VONTOBEL FIN PRO       21.950  12/31/2012     EUR    71.74
VONTOBEL FIN PRO       21.800  12/31/2012     EUR    58.76
VONTOBEL FIN PRO       21.200  12/31/2012     EUR    66.56
VONTOBEL FIN PRO       20.650  12/31/2012     EUR    70.76
VONTOBEL FIN PRO       19.600  12/31/2012     EUR    72.58
VONTOBEL FIN PRO       18.900  12/31/2012     EUR    62.34
VONTOBEL FIN PRO       18.850  12/31/2012     EUR    61.22
VONTOBEL FIN PRO       18.750  12/31/2012     EUR    72.06
VONTOBEL FIN PRO       18.200  12/31/2012     EUR    74.50
VONTOBEL FIN PRO       18.050  12/31/2012     EUR    71.38
VONTOBEL FIN PRO       17.350  12/31/2012     EUR    73.96
VONTOBEL FIN PRO       17.100  12/31/2012     EUR    60.00
VONTOBEL FIN PRO       17.050  12/31/2012     EUR    64.02
VONTOBEL FIN PRO       16.950  12/31/2012     EUR    65.60
VONTOBEL FIN PRO       16.850  12/31/2012     EUR    51.52
VONTOBEL FIN PRO       16.750  12/31/2012     EUR    73.52
VONTOBEL FIN PRO       16.350  12/31/2012     EUR    56.32
VONTOBEL FIN PRO       16.150  12/31/2012     EUR    71.00
VONTOBEL FIN PRO       16.050  12/31/2012     EUR    74.16
VONTOBEL FIN PRO       15.850  12/31/2012     EUR    70.04
VONTOBEL FIN PRO       15.600  12/31/2012     EUR    73.76
VONTOBEL FIN PRO       15.250  12/31/2012     EUR    66.06
VONTOBEL FIN PRO       15.250  12/31/2012     EUR    66.16
VONTOBEL FIN PRO       15.150  12/31/2012     EUR    74.02
VONTOBEL FIN PRO       14.850  12/31/2012     EUR    65.92
VONTOBEL FIN PRO       14.750  12/31/2012     EUR    68.84
VONTOBEL FIN PRO       14.750  12/31/2012     EUR    59.02
VONTOBEL FIN PRO       14.700  12/31/2012     EUR    73.70
VONTOBEL FIN PRO       14.550  12/31/2012     EUR    73.74
VONTOBEL FIN PRO       14.505  12/31/2012     EUR    64.30
VONTOBEL FIN PRO       14.450  12/31/2012     EUR    74.80
VONTOBEL FIN PRO       14.300  12/31/2012     EUR    57.02
VONTOBEL FIN PRO       14.211  12/31/2012     EUR    42.52
VONTOBEL FIN PRO       14.150  12/31/2012     EUR    44.36
VONTOBEL FIN PRO       14.100  12/31/2012     EUR    70.56
VONTOBEL FIN PRO       14.000  12/31/2012     EUR    67.80
VONTOBEL FIN PRO       13.860  12/31/2012     EUR    66.74
VONTOBEL FIN PRO       13.579  12/31/2012     EUR    61.92
VONTOBEL FIN PRO       13.550  12/31/2012     EUR    74.94
VONTOBEL FIN PRO       13.550  12/31/2012     EUR    63.96
VONTOBEL FIN PRO       13.518  12/31/2012     EUR    70.14
VONTOBEL FIN PRO       13.500  12/31/2012     EUR    68.60
VONTOBEL FIN PRO       13.474  12/31/2012     EUR    71.04
VONTOBEL FIN PRO       13.411  12/31/2012     EUR    57.00
VONTOBEL FIN PRO       13.250  12/31/2012     EUR    62.32
VONTOBEL FIN PRO       13.200  12/31/2012     EUR    67.36
VONTOBEL FIN PRO       13.123  12/31/2012     EUR    23.46
VONTOBEL FIN PRO       13.050  12/31/2012     EUR    64.72
VONTOBEL FIN PRO       13.000  12/31/2012     EUR    68.80
VONTOBEL FIN PRO       12.912  12/31/2012     EUR    43.72
VONTOBEL FIN PRO       12.900  12/31/2012     EUR    59.20
VONTOBEL FIN PRO       12.877  12/31/2012     EUR    74.58
VONTOBEL FIN PRO       12.850  12/31/2012     EUR    71.66
VONTOBEL FIN PRO       12.800  12/31/2012     EUR    62.50
VONTOBEL FIN PRO       12.650  12/31/2012     EUR    63.84
VONTOBEL FIN PRO       12.650  12/31/2012     EUR    46.36
VONTOBEL FIN PRO       12.593  12/31/2012     EUR    48.32
VONTOBEL FIN PRO       12.550  12/31/2012     EUR    74.44
VONTOBEL FIN PRO       12.550  12/31/2012     EUR    69.16
VONTOBEL FIN PRO       12.501  12/31/2012     EUR    50.03
VONTOBEL FIN PRO       12.451  12/31/2012     EUR    66.98
VONTOBEL FIN PRO       12.433  12/31/2012     EUR    66.38
VONTOBEL FIN PRO       12.250  12/31/2012     EUR    64.46
VONTOBEL FIN PRO       12.246  12/31/2012     EUR    69.62
VONTOBEL FIN PRO       12.211  12/31/2012     EUR    66.02
VONTOBEL FIN PRO       12.023  12/31/2012     EUR    68.32
VONTOBEL FIN PRO       12.000  12/31/2012     EUR    62.28
VONTOBEL FIN PRO       11.950  12/31/2012     EUR    69.78
VONTOBEL FIN PRO       11.900  12/31/2012     EUR    72.42
VONTOBEL FIN PRO       11.895  12/31/2012     EUR    60.80
VONTOBEL FIN PRO       11.850  12/31/2012     EUR    65.18
VONTOBEL FIN PRO       11.790  12/31/2012     EUR    48.68
VONTOBEL FIN PRO       11.784  12/31/2012     EUR    55.67
VONTOBEL FIN PRO       11.754  12/31/2012     EUR    73.86
VONTOBEL FIN PRO       11.750  12/31/2012     EUR    72.98
VONTOBEL FIN PRO       11.700  12/31/2012     EUR    66.94
VONTOBEL FIN PRO       11.684  12/31/2012     EUR    64.04
VONTOBEL FIN PRO       11.668  12/31/2012     EUR    59.16
VONTOBEL FIN PRO       11.649  12/31/2012     EUR    45.18
VONTOBEL FIN PRO       11.476  12/31/2012     EUR    49.41
VONTOBEL FIN PRO       11.450  12/31/2012     EUR    64.08
VONTOBEL FIN PRO       11.450  12/31/2012     EUR    74.74
VONTOBEL FIN PRO       11.445  12/31/2012     EUR    59.80
VONTOBEL FIN PRO       11.404  12/31/2012     EUR    61.64
VONTOBEL FIN PRO       11.400  12/31/2012     EUR    72.86
VONTOBEL FIN PRO       11.400  12/31/2012     EUR    66.66
VONTOBEL FIN PRO       11.368  12/31/2012     EUR    74.84
VONTOBEL FIN PRO       11.348  12/31/2012     EUR    68.98
VONTOBEL FIN PRO       11.193  12/31/2012     EUR    67.30
VONTOBEL FIN PRO       11.170  12/31/2012     EUR    50.30
VONTOBEL FIN PRO       10.912  12/31/2012     EUR    72.86
VONTOBEL FIN PRO       10.912  12/31/2012     EUR    62.52
VONTOBEL FIN PRO       10.900  12/31/2012     EUR    56.48
VONTOBEL FIN PRO       10.807  12/31/2012     EUR    56.28
VONTOBEL FIN PRO       10.807  12/31/2012     EUR    23.08
VONTOBEL FIN PRO       10.800  12/31/2012     EUR    66.76
VONTOBEL FIN PRO       10.702  12/31/2012     EUR    72.26
VONTOBEL FIN PRO       10.700  12/31/2012     EUR    70.28
VONTOBEL FIN PRO       10.700  12/31/2012     EUR    70.38
VONTOBEL FIN PRO       10.621  12/31/2012     EUR    71.93
VONTOBEL FIN PRO       10.611  12/31/2012     EUR    74.28
VONTOBEL FIN PRO       10.500  12/31/2012     EUR    48.00
VONTOBEL FIN PRO       10.456  12/31/2012     EUR    63.46
VONTOBEL FIN PRO       10.421  12/31/2012     EUR    50.14
VONTOBEL FIN PRO       10.352  12/31/2012     EUR    73.78
VONTOBEL FIN PRO       10.351  12/31/2012     EUR    66.66
VONTOBEL FIN PRO       10.351  12/31/2012     EUR    66.70
VONTOBEL FIN PRO       10.281  12/31/2012     EUR    73.92
VONTOBEL FIN PRO       10.231  12/31/2012     EUR    62.46
VONTOBEL FIN PRO       10.211  12/31/2012     EUR    68.70
VONTOBEL FIN PRO       10.207  12/31/2012     EUR    60.16
VONTOBEL FIN PRO       10.200  12/31/2012     EUR    70.24
VONTOBEL FIN PRO       10.175  12/31/2012     EUR    47.14
VONTOBEL FIN PRO       10.140  12/31/2012     EUR    73.34
VONTOBEL FIN PRO       10.105  12/31/2012     EUR    64.10
VONTOBEL FIN PRO       10.100  12/31/2012     EUR    69.86
VONTOBEL FIN PRO       10.050  12/31/2012     EUR    58.92
VONTOBEL FIN PRO       10.035  12/31/2012     EUR    68.22
VONTOBEL FIN PRO        9.965  12/31/2012     EUR    66.10
VONTOBEL FIN PRO        9.950  12/31/2012     EUR    67.16
VONTOBEL FIN PRO        9.856  12/31/2012     EUR    67.52
VONTOBEL FIN PRO        9.850  12/31/2012     EUR    70.90
VONTOBEL FIN PRO        9.841  12/31/2012     EUR    52.20
VONTOBEL FIN PRO        9.825  12/31/2012     EUR    65.26
VONTOBEL FIN PRO        9.800  12/31/2012     EUR    70.92
VONTOBEL FIN PRO        9.754  12/31/2012     EUR    57.98
VONTOBEL FIN PRO        9.754  12/31/2012     EUR    47.48
VONTOBEL FIN PRO        9.700  12/31/2012     EUR    54.34
VONTOBEL FIN PRO        9.700  12/31/2012     EUR    63.56
VONTOBEL FIN PRO        9.682  12/31/2012     EUR    73.20
VONTOBEL FIN PRO        9.650  12/31/2012     EUR    74.22
VONTOBEL FIN PRO        9.649  12/31/2012     EUR    75.00
VONTOBEL FIN PRO        9.605  12/31/2012     EUR    63.16
VONTOBEL FIN PRO        9.600  12/31/2012     EUR    74.76
VONTOBEL FIN PRO        9.509  12/31/2012     EUR    65.20
VONTOBEL FIN PRO        9.400  12/31/2012     EUR    73.84
VONTOBEL FIN PRO        9.400  12/31/2012     EUR    74.34
VONTOBEL FIN PRO        9.333  12/31/2012     EUR    71.12
VONTOBEL FIN PRO        9.300  12/31/2012     EUR    70.38
VONTOBEL FIN PRO        9.250  12/31/2012     EUR    53.90
VONTOBEL FIN PRO        9.193  12/31/2012     EUR    48.04
VONTOBEL FIN PRO        9.188  12/31/2012     EUR    74.77
VONTOBEL FIN PRO        9.150  12/31/2012     EUR    69.78
VONTOBEL FIN PRO        9.123  12/31/2012     EUR    51.92
VONTOBEL FIN PRO        9.123  12/31/2012     EUR    69.52
VONTOBEL FIN PRO        8.950  12/31/2012     EUR    69.20
VONTOBEL FIN PRO        8.950  12/31/2012     EUR    56.86
VONTOBEL FIN PRO        8.912  12/31/2012     EUR    66.34
VONTOBEL FIN PRO        8.900  12/31/2012     EUR    72.40
VONTOBEL FIN PRO        8.895  12/31/2012     EUR    63.68
VONTOBEL FIN PRO        8.877  12/31/2012     EUR    60.74
VONTOBEL FIN PRO        8.842  12/31/2012     EUR    69.82
VONTOBEL FIN PRO        8.737  12/31/2012     EUR    67.30
VONTOBEL FIN PRO        8.737  12/31/2012     EUR    59.90
VONTOBEL FIN PRO        8.702  12/31/2012     EUR    68.10
VONTOBEL FIN PRO        8.650  12/31/2012     EUR    69.32
VONTOBEL FIN PRO        8.526  12/31/2012     EUR    22.90
VONTOBEL FIN PRO        8.334  12/31/2012     EUR    74.72
VONTOBEL FIN PRO        8.316  12/31/2012     EUR    72.82
VONTOBEL FIN PRO        8.300  12/31/2012     EUR    50.68
VONTOBEL FIN PRO        8.246  12/31/2012     EUR    49.06
VONTOBEL FIN PRO        8.230  12/31/2012     EUR    55.74
VONTOBEL FIN PRO        8.200  12/31/2012     EUR    74.72
VONTOBEL FIN PRO        8.163  12/31/2012     EUR    58.68
VONTOBEL FIN PRO        8.050  12/31/2012     EUR    62.40
VONTOBEL FIN PRO        8.039  12/31/2012     EUR    70.98
VONTOBEL FIN PRO        8.019  12/31/2012     EUR    68.24
VONTOBEL FIN PRO        7.850  12/31/2012     EUR    71.46
VONTOBEL FIN PRO        7.754  12/31/2012     EUR    71.64
VONTOBEL FIN PRO        7.719  12/31/2012     EUR    69.60
VONTOBEL FIN PRO        7.509  12/31/2012     EUR    70.32
VONTOBEL FIN PRO        7.494  12/31/2012     EUR    65.98
VONTOBEL FIN PRO        7.400  12/31/2012     EUR    62.34
VONTOBEL FIN PRO        7.368  12/31/2012     EUR    72.82
VONTOBEL FIN PRO        7.368  12/31/2012     EUR    74.66
VONTOBEL FIN PRO        7.241  12/31/2012     EUR    74.04
VONTOBEL FIN PRO        7.150  12/31/2012     EUR    71.48
VONTOBEL FIN PRO        7.050  12/31/2012     EUR    70.18
VONTOBEL FIN PRO        6.421  12/31/2012     EUR    72.82
VONTOBEL FIN PRO        6.175  12/31/2012     EUR    66.92
VONTOBEL FIN PRO        5.006  12/28/2012     EUR    52.42
VONTOBEL FIN PRO       11.500  12/14/2012     EUR     7.05
VONTOBEL FIN PRO       28.900   9/28/2012     EUR    52.98
VONTOBEL FIN PRO       28.700   9/28/2012     EUR    61.34
VONTOBEL FIN PRO       28.350   9/28/2012     EUR    69.52
VONTOBEL FIN PRO       27.550   9/28/2012     EUR    52.44
VONTOBEL FIN PRO       26.650   9/28/2012     EUR    68.94
VONTOBEL FIN PRO       25.700   9/28/2012     EUR    58.50
VONTOBEL FIN PRO       25.200   9/28/2012     EUR    55.54
VONTOBEL FIN PRO       24.450   9/28/2012     EUR    73.96
VONTOBEL FIN PRO       24.250   9/28/2012     EUR    73.90
VONTOBEL FIN PRO       23.450   9/28/2012     EUR    70.16
VONTOBEL FIN PRO       23.300   9/28/2012     EUR    72.84
VONTOBEL FIN PRO       22.050   9/28/2012     EUR    54.40
VONTOBEL FIN PRO       21.550   9/28/2012     EUR    59.84
VONTOBEL FIN PRO       21.500   9/28/2012     EUR    58.78
VONTOBEL FIN PRO       21.350   9/28/2012     EUR    69.98
VONTOBEL FIN PRO       20.950   9/28/2012     EUR    58.48
VONTOBEL FIN PRO       20.750   9/28/2012     EUR    69.90
VONTOBEL FIN PRO       20.400   9/28/2012     EUR    56.92
VONTOBEL FIN PRO       20.000   9/28/2012     EUR    71.14
VONTOBEL FIN PRO       19.250   9/28/2012     EUR    62.10
VONTOBEL FIN PRO       19.000   9/28/2012     EUR    53.64
VONTOBEL FIN PRO       18.900   9/28/2012     EUR    74.32
VONTOBEL FIN PRO       18.800   9/28/2012     EUR    59.84
VONTOBEL FIN PRO       18.250   9/28/2012     EUR    75.00
VONTOBEL FIN PRO       18.100   9/28/2012     EUR    64.32
VONTOBEL FIN PRO       17.100   9/28/2012     EUR    64.74
VONTOBEL FIN PRO       17.000   9/28/2012     EUR    42.86
VONTOBEL FIN PRO       16.900   9/28/2012     EUR    71.40
VONTOBEL FIN PRO       16.850   9/28/2012     EUR    73.40
VONTOBEL FIN PRO       16.850   9/28/2012     EUR    61.96
VONTOBEL FIN PRO       16.850   9/28/2012     EUR    68.36
VONTOBEL FIN PRO       16.437   9/28/2012     EUR    72.26
VONTOBEL FIN PRO       16.400   9/28/2012     EUR    72.30
VONTOBEL FIN PRO       16.350   9/28/2012     EUR    66.90
VONTOBEL FIN PRO       16.337   9/28/2012     EUR    60.84
VONTOBEL FIN PRO       16.200   9/28/2012     EUR    72.28
VONTOBEL FIN PRO       16.200   9/28/2012     EUR    65.34
VONTOBEL FIN PRO       16.183   9/28/2012     EUR    42.40
VONTOBEL FIN PRO       16.050   9/28/2012     EUR    73.98
VONTOBEL FIN PRO       16.000   9/28/2012     EUR    55.92
VONTOBEL FIN PRO       15.700   9/28/2012     EUR    62.60
VONTOBEL FIN PRO       15.200   9/28/2012     EUR    69.60
VONTOBEL FIN PRO       15.169   9/28/2012     EUR    72.40
VONTOBEL FIN PRO       15.150   9/28/2012     EUR    73.14
VONTOBEL FIN PRO       15.000   9/28/2012     EUR    74.00
VONTOBEL FIN PRO       15.000   9/28/2012     EUR    64.82
VONTOBEL FIN PRO       14.957   9/28/2012     EUR    60.62
VONTOBEL FIN PRO       14.950   9/28/2012     EUR    67.74
VONTOBEL FIN PRO       14.906   9/28/2012     EUR    53.50
VONTOBEL FIN PRO       14.900   9/28/2012     EUR    57.52
VONTOBEL FIN PRO       14.895   9/28/2012     EUR    64.08
VONTOBEL FIN PRO       14.853   9/28/2012     EUR    50.36
VONTOBEL FIN PRO       14.786   9/28/2012     EUR    69.80
VONTOBEL FIN PRO       14.600   9/28/2012     EUR    55.44
VONTOBEL FIN PRO       14.550   9/28/2012     EUR    63.16
VONTOBEL FIN PRO       14.500   9/28/2012     EUR    64.76
VONTOBEL FIN PRO       14.303   9/28/2012     EUR    60.90
VONTOBEL FIN PRO       14.300   9/28/2012     EUR    67.10
VONTOBEL FIN PRO       14.209   9/28/2012     EUR    54.48
VONTOBEL FIN PRO       14.200   9/28/2012     EUR    59.70
VONTOBEL FIN PRO       14.191   9/28/2012     EUR    42.24
VONTOBEL FIN PRO       14.154   9/28/2012     EUR    44.44
VONTOBEL FIN PRO       14.150   9/28/2012     EUR    73.14
VONTOBEL FIN PRO       14.150   9/28/2012     EUR    44.10
VONTOBEL FIN PRO       13.950   9/28/2012     EUR    54.72
VONTOBEL FIN PRO       13.469   9/28/2012     EUR    49.39
VONTOBEL FIN PRO       13.352   9/28/2012     EUR    36.46
VONTOBEL FIN PRO       13.259   9/28/2012     EUR    42.42
VONTOBEL FIN PRO       13.257   9/28/2012     EUR    43.30
VONTOBEL FIN PRO       13.150   9/28/2012     EUR    61.98
VONTOBEL FIN PRO       13.135   9/28/2012     EUR    52.76
VONTOBEL FIN PRO       13.100   9/28/2012     EUR    67.68
VONTOBEL FIN PRO       13.071   9/28/2012     EUR    57.72
VONTOBEL FIN PRO       13.029   9/28/2012     EUR    73.40
VONTOBEL FIN PRO       12.965   9/28/2012     EUR    60.00
VONTOBEL FIN PRO       12.943   9/28/2012     EUR    68.18
VONTOBEL FIN PRO       12.943   9/28/2012     EUR    63.30
VONTOBEL FIN PRO       12.857   9/28/2012     EUR    66.78
VONTOBEL FIN PRO       12.857   9/28/2012     EUR    54.38
VONTOBEL FIN PRO       12.847   9/28/2012     EUR    46.08
VONTOBEL FIN PRO       12.847   9/28/2012     EUR    69.10
VONTOBEL FIN PRO       12.800   9/28/2012     EUR    67.92
VONTOBEL FIN PRO       12.770   9/28/2012     EUR    55.98
VONTOBEL FIN PRO       12.676   9/28/2012     EUR    60.28
VONTOBEL FIN PRO       12.471   9/28/2012     EUR    58.66
VONTOBEL FIN PRO       12.436   9/28/2012     EUR    63.88
VONTOBEL FIN PRO       12.398   9/28/2012     EUR    52.30
VONTOBEL FIN PRO       12.398   9/28/2012     EUR    61.28
VONTOBEL FIN PRO       12.350   9/28/2012     EUR    47.36
VONTOBEL FIN PRO       12.350   9/28/2012     EUR    55.88
VONTOBEL FIN PRO       12.168   9/28/2012     EUR    70.61
VONTOBEL FIN PRO       12.131   9/28/2012     EUR    54.18
VONTOBEL FIN PRO       12.086   9/28/2012     EUR    70.32
VONTOBEL FIN PRO       12.067   9/28/2012     EUR    46.80
VONTOBEL FIN PRO       12.056   9/28/2012     EUR    47.40
VONTOBEL FIN PRO       12.050   9/28/2012     EUR    72.40
VONTOBEL FIN PRO       12.014   9/28/2012     EUR    74.64
VONTOBEL FIN PRO       11.950   9/28/2012     EUR    68.48
VONTOBEL FIN PRO       11.895   9/28/2012     EUR    37.72
VONTOBEL FIN PRO       11.816   9/28/2012     EUR    63.82
VONTOBEL FIN PRO       11.797   9/28/2012     EUR    50.67
VONTOBEL FIN PRO       11.790   9/28/2012     EUR    44.44
VONTOBEL FIN PRO       18.289   6/22/2012     EUR    14.16
VONTOBEL FIN PRO       11.019   6/22/2012     EUR    49.08
VONTOBEL FIN PRO       11.014   6/22/2012     EUR    66.75
VONTOBEL FIN PRO       10.982   6/22/2012     EUR    70.60
VONTOBEL FIN PRO       10.980   6/22/2012     EUR    61.52
VONTOBEL FIN PRO       10.970   6/22/2012     EUR    66.82
VONTOBEL FIN PRO       10.955   6/22/2012     EUR    59.66
VONTOBEL FIN PRO       10.953   6/22/2012     EUR    68.42
VONTOBEL FIN PRO       10.925   6/22/2012     EUR    47.48
VONTOBEL FIN PRO       10.925   6/22/2012     EUR    64.10
VONTOBEL FIN PRO       10.925   6/22/2012     EUR    44.64
VONTOBEL FIN PRO       10.920   6/22/2012     EUR    32.30
VONTOBEL FIN PRO       10.920   6/22/2012     EUR    70.42
VONTOBEL FIN PRO       10.918   6/22/2012     EUR    67.10
VONTOBEL FIN PRO       10.912   6/22/2012     EUR    68.71
VONTOBEL FIN PRO       10.909   6/22/2012     EUR    35.50
VONTOBEL FIN PRO       10.890   6/22/2012     EUR    70.55
VONTOBEL FIN PRO       10.402   6/22/2012     EUR    47.46
VONTOBEL FIN PRO       10.405   6/22/2012     EUR    70.08
VONTOBEL FIN PRO       10.890   6/22/2012     EUR    70.88
VONTOBEL FIN PRO       10.415   6/22/2012     EUR    63.91
VONTOBEL FIN PRO       10.438   6/22/2012     EUR    59.96
VONTOBEL FIN PRO       10.439   6/22/2012     EUR    40.66
VONTOBEL FIN PRO       10.440   6/22/2012     EUR    58.72
VONTOBEL FIN PRO       10.458   6/22/2012     EUR    57.70
VONTOBEL FIN PRO       10.476   6/22/2012     EUR    23.42
VONTOBEL FIN PRO       10.878   6/22/2012     EUR    59.12
VONTOBEL FIN PRO       10.867   6/22/2012     EUR    73.28
VONTOBEL FIN PRO       10.850   6/22/2012     EUR    69.38
VONTOBEL FIN PRO       10.478   6/22/2012     EUR    63.18
VONTOBEL FIN PRO       10.479   6/22/2012     EUR    67.08
VONTOBEL FIN PRO       10.484   6/22/2012     EUR    74.06
VONTOBEL FIN PRO       10.847   6/22/2012     EUR    51.32
VONTOBEL FIN PRO       10.837   6/22/2012     EUR    68.72
VONTOBEL FIN PRO       10.833   6/22/2012     EUR    44.28
VONTOBEL FIN PRO       10.833   6/22/2012     EUR    67.36
VONTOBEL FIN PRO       10.821   6/22/2012     EUR    70.14
VONTOBEL FIN PRO       10.819   6/22/2012     EUR    70.12
VONTOBEL FIN PRO       10.818   6/22/2012     EUR    70.22
VONTOBEL FIN PRO       10.800   6/22/2012     EUR    36.58
VONTOBEL FIN PRO       10.791   6/22/2012     EUR    66.62
VONTOBEL FIN PRO       10.789   6/22/2012     EUR    71.62
VONTOBEL FIN PRO       10.781   6/22/2012     EUR    64.00
VONTOBEL FIN PRO       10.486   6/22/2012     EUR    37.58
VONTOBEL FIN PRO       10.779   6/22/2012     EUR    50.74
VONTOBEL FIN PRO       10.761   6/22/2012     EUR    72.82
VONTOBEL FIN PRO       10.761   6/22/2012     EUR    55.88
VONTOBEL FIN PRO       10.760   6/22/2012     EUR    62.76
VONTOBEL FIN PRO       10.759   6/22/2012     EUR    62.59
VONTOBEL FIN PRO       10.757   6/22/2012     EUR    43.88
VONTOBEL FIN PRO       10.490   6/22/2012     EUR    44.22
VONTOBEL FIN PRO       10.492   6/22/2012     EUR    73.74
VONTOBEL FIN PRO       10.500   6/22/2012     EUR    43.26
VONTOBEL FIN PRO       10.500   6/22/2012     EUR    72.44
VONTOBEL FIN PRO       10.520   6/22/2012     EUR    33.46
VONTOBEL FIN PRO       10.757   6/22/2012     EUR    70.46
VONTOBEL FIN PRO       10.755   6/22/2012     EUR    70.52
VONTOBEL FIN PRO       10.726   6/22/2012     EUR    40.24
VONTOBEL FIN PRO       10.724   6/22/2012     EUR    44.64
VONTOBEL FIN PRO       10.720   6/22/2012     EUR    71.34
VONTOBEL FIN PRO       10.703   6/22/2012     EUR    63.22
VONTOBEL FIN PRO       10.702   6/22/2012     EUR    74.52
VONTOBEL FIN PRO       10.697   6/22/2012     EUR    69.16
VONTOBEL FIN PRO       10.679   6/22/2012     EUR    73.88
VONTOBEL FIN PRO       10.668   6/22/2012     EUR    64.16
VONTOBEL FIN PRO       10.660   6/22/2012     EUR    41.28
VONTOBEL FIN PRO       10.642   6/22/2012     EUR    52.53
VONTOBEL FIN PRO       10.620   6/22/2012     EUR    54.86
VONTOBEL FIN PRO       10.612   6/22/2012     EUR    62.60
VONTOBEL FIN PRO       10.611   6/22/2012     EUR    70.40
VONTOBEL FIN PRO       10.607   6/22/2012     EUR    41.62
VONTOBEL FIN PRO       10.577   6/22/2012     EUR    52.86
VONTOBEL FIN PRO       10.571   6/22/2012     EUR    70.96
VONTOBEL FIN PRO       10.567   6/22/2012     EUR    53.02
VONTOBEL FIN PRO       10.556   6/22/2012     EUR    66.50
VONTOBEL FIN PRO       10.548   6/22/2012     EUR    46.74
VONTOBEL FIN PRO       10.528   6/22/2012     EUR    56.75
VONTOBEL FIN PRO        7.094   6/22/2012     EUR    50.12
VONTOBEL FIN PRO        7.101   6/22/2012     EUR    38.94
VONTOBEL FIN PRO        7.150   6/22/2012     EUR    70.20
VONTOBEL FIN PRO        7.150   6/22/2012     EUR    73.60
VONTOBEL FIN PRO        7.156   6/22/2012     EUR    61.38
VONTOBEL FIN PRO        7.184   6/22/2012     EUR    74.86
VONTOBEL FIN PRO        7.200   6/22/2012     EUR    61.40
VONTOBEL FIN PRO        7.228   6/22/2012     EUR    63.18
VONTOBEL FIN PRO        7.231   6/22/2012     EUR    65.82
VONTOBEL FIN PRO        7.236   6/22/2012     EUR    45.24
VONTOBEL FIN PRO        7.299   6/22/2012     EUR    69.28
VONTOBEL FIN PRO        7.299   6/22/2012     EUR    66.74
VONTOBEL FIN PRO        7.337   6/22/2012     EUR    71.81
VONTOBEL FIN PRO        7.354   6/22/2012     EUR    74.01
VONTOBEL FIN PRO        7.362   6/22/2012     EUR    64.78
VONTOBEL FIN PRO        7.370   6/22/2012     EUR    62.92
VONTOBEL FIN PRO        7.416   6/22/2012     EUR    70.34
VONTOBEL FIN PRO        7.471   6/22/2012     EUR    72.92
VONTOBEL FIN PRO        7.473   6/22/2012     EUR    50.70
VONTOBEL FIN PRO        7.488   6/22/2012     EUR    59.24
VONTOBEL FIN PRO        7.500   6/22/2012     EUR    52.00
VONTOBEL FIN PRO        7.509   6/22/2012     EUR    46.24
VONTOBEL FIN PRO        7.562   6/22/2012     EUR    57.32
VONTOBEL FIN PRO        7.600   6/22/2012     EUR    68.88
VONTOBEL FIN PRO        7.622   6/22/2012     EUR    73.18
VONTOBEL FIN PRO        7.689   6/22/2012     EUR    73.76
VONTOBEL FIN PRO        7.700   6/22/2012     EUR    65.44
VONTOBEL FIN PRO        7.720   6/22/2012     EUR    64.68
VONTOBEL FIN PRO        7.754   6/22/2012     EUR    49.32
VONTOBEL FIN PRO        7.795   6/22/2012     EUR    62.70
VONTOBEL FIN PRO        7.812   6/22/2012     EUR    62.44
VONTOBEL FIN PRO        7.833   6/22/2012     EUR    69.26
VONTOBEL FIN PRO        7.855   6/22/2012     EUR    58.02
VONTOBEL FIN PRO        7.942   6/22/2012     EUR    50.52
VONTOBEL FIN PRO        7.956   6/22/2012     EUR    70.00
VONTOBEL FIN PRO        7.974   6/22/2012     EUR    48.28
VONTOBEL FIN PRO        7.974   6/22/2012     EUR    32.06
VONTOBEL FIN PRO        7.988   6/22/2012     EUR    71.87
VONTOBEL FIN PRO        7.996   6/22/2012     EUR    57.46
VONTOBEL FIN PRO        8.013   6/22/2012     EUR    45.72
VONTOBEL FIN PRO        8.014   6/22/2012     EUR    59.76
VONTOBEL FIN PRO        8.015   6/22/2012     EUR    57.56
VONTOBEL FIN PRO        8.031   6/22/2012     EUR    65.16
VONTOBEL FIN PRO        8.038   6/22/2012     EUR    63.71
VONTOBEL FIN PRO        8.052   6/22/2012     EUR    68.96
VONTOBEL FIN PRO        8.068   6/22/2012     EUR    50.16
VONTOBEL FIN PRO        8.092   6/22/2012     EUR    71.14
VONTOBEL FIN PRO        8.108   6/22/2012     EUR    61.54
VONTOBEL FIN PRO        8.113   6/22/2012     EUR    69.22
VONTOBEL FIN PRO        8.113   6/22/2012     EUR    59.20
VONTOBEL FIN PRO        8.135   6/22/2012     EUR    56.16
VONTOBEL FIN PRO        8.152   6/22/2012     EUR    57.48
VONTOBEL FIN PRO        8.169   6/22/2012     EUR    73.72
VONTOBEL FIN PRO        8.177   6/22/2012     EUR    70.80
VONTOBEL FIN PRO        8.185   6/22/2012     EUR    44.46
VONTOBEL FIN PRO        8.189   6/22/2012     EUR    32.08
VONTOBEL FIN PRO        8.189   6/22/2012     EUR    56.98
VONTOBEL FIN PRO        8.229   6/22/2012     EUR    58.70
VONTOBEL FIN PRO        8.264   6/22/2012     EUR    58.24
VONTOBEL FIN PRO        8.267   6/22/2012     EUR    58.34
VONTOBEL FIN PRO        8.278   6/22/2012     EUR    59.68
VONTOBEL FIN PRO        8.284   6/22/2012     EUR    46.38
VONTOBEL FIN PRO        8.302   6/22/2012     EUR    50.08
VONTOBEL FIN PRO        8.302   6/22/2012     EUR    71.91
VONTOBEL FIN PRO        8.327   6/22/2012     EUR    53.96
VONTOBEL FIN PRO        8.328   6/22/2012     EUR    70.24
VONTOBEL FIN PRO        8.340   6/22/2012     EUR    55.32
VONTOBEL FIN PRO        8.340   6/22/2012     EUR    16.52
VONTOBEL FIN PRO        8.347   6/22/2012     EUR    68.14
VONTOBEL FIN PRO        8.347   6/22/2012     EUR    48.60
VONTOBEL FIN PRO        8.347   6/22/2012     EUR    57.08
VONTOBEL FIN PRO        8.369   6/22/2012     EUR    72.82
VONTOBEL FIN PRO        8.377   6/22/2012     EUR    70.38
VONTOBEL FIN PRO        8.377   6/22/2012     EUR    43.38
VONTOBEL FIN PRO        8.378   6/22/2012     EUR    70.04
VONTOBEL FIN PRO        8.404   6/22/2012     EUR    63.28
VONTOBEL FIN PRO        8.407   6/22/2012     EUR    35.32
VONTOBEL FIN PRO        8.408   6/22/2012     EUR    71.86
VONTOBEL FIN PRO        8.422   6/22/2012     EUR    71.91
VONTOBEL FIN PRO        8.433   6/22/2012     EUR    62.58
VONTOBEL FIN PRO        8.455   6/22/2012     EUR    68.88
VONTOBEL FIN PRO        8.460   6/22/2012     EUR    48.34
VONTOBEL FIN PRO        8.466   6/22/2012     EUR    64.32
VONTOBEL FIN PRO        8.466   6/22/2012     EUR    36.70
VONTOBEL FIN PRO        8.487   6/22/2012     EUR    57.44
VONTOBEL FIN PRO        8.491   6/22/2012     EUR    48.66
VONTOBEL FIN PRO        8.491   6/22/2012     EUR    43.86
VONTOBEL FIN PRO       17.189   6/22/2012     EUR    61.02
VONTOBEL FIN PRO       17.150   6/22/2012     EUR    69.70
VONTOBEL FIN PRO       16.900   6/22/2012     EUR    60.26
VONTOBEL FIN PRO       16.864   6/22/2012     EUR    49.66
VONTOBEL FIN PRO       16.850   6/22/2012     EUR    60.40
VONTOBEL FIN PRO       16.833   6/22/2012     EUR    57.44
VONTOBEL FIN PRO       16.746   6/22/2012     EUR    17.56
VONTOBEL FIN PRO        8.495   6/22/2012     EUR    68.22
VONTOBEL FIN PRO        8.496   6/22/2012     EUR    67.10
VONTOBEL FIN PRO       16.667   6/22/2012     EUR    19.64
VONTOBEL FIN PRO       16.611   6/22/2012     EUR    62.16
VONTOBEL FIN PRO        8.500   6/22/2012     EUR    71.18
VONTOBEL FIN PRO        8.501   6/22/2012     EUR    74.65
VONTOBEL FIN PRO       16.600   6/22/2012     EUR    56.14
VONTOBEL FIN PRO       16.600   6/22/2012     EUR    74.36
VONTOBEL FIN PRO       16.595   6/22/2012     EUR    46.36
VONTOBEL FIN PRO       16.497   6/22/2012     EUR    18.50
VONTOBEL FIN PRO       16.488   6/22/2012     EUR    19.58
VONTOBEL FIN PRO        8.525   6/22/2012     EUR    52.70
VONTOBEL FIN PRO        8.528   6/22/2012     EUR    61.60
VONTOBEL FIN PRO        8.528   6/22/2012     EUR    57.74
VONTOBEL FIN PRO       16.389   6/22/2012     EUR    67.26
VONTOBEL FIN PRO       16.250   6/22/2012     EUR    69.78
VONTOBEL FIN PRO       16.156   6/22/2012     EUR    53.08
VONTOBEL FIN PRO        8.550   6/22/2012     EUR    68.58
VONTOBEL FIN PRO        8.566   6/22/2012     EUR    62.90
VONTOBEL FIN PRO        8.581   6/22/2012     EUR    56.44
VONTOBEL FIN PRO        8.597   6/22/2012     EUR    54.90
VONTOBEL FIN PRO        8.605   6/22/2012     EUR    73.52
VONTOBEL FIN PRO        8.640   6/22/2012     EUR    25.08
VONTOBEL FIN PRO        8.642   6/22/2012     EUR    45.65
VONTOBEL FIN PRO        8.667   6/22/2012     EUR    69.62
VONTOBEL FIN PRO        8.667   6/22/2012     EUR    57.02
VONTOBEL FIN PRO        8.676   6/22/2012     EUR    60.00
VONTOBEL FIN PRO        8.676   6/22/2012     EUR    71.92
VONTOBEL FIN PRO        8.679   6/22/2012     EUR    50.62
VONTOBEL FIN PRO        8.679   6/22/2012     EUR    62.66
VONTOBEL FIN PRO        8.681   6/22/2012     EUR    64.02
VONTOBEL FIN PRO        8.690   6/22/2012     EUR    47.62
VONTOBEL FIN PRO        8.701   6/22/2012     EUR    35.44
VONTOBEL FIN PRO        8.701   6/22/2012     EUR    74.78
VONTOBEL FIN PRO        8.711   6/22/2012     EUR    71.93
VONTOBEL FIN PRO        8.720   6/22/2012     EUR    60.40
VONTOBEL FIN PRO        8.727   6/22/2012     EUR    66.38
VONTOBEL FIN PRO        8.747   6/22/2012     EUR    69.74
VONTOBEL FIN PRO        8.753   6/22/2012     EUR    64.62
VONTOBEL FIN PRO        8.755   6/22/2012     EUR    40.84
VONTOBEL FIN PRO        8.755   6/22/2012     EUR    57.62
VONTOBEL FIN PRO        8.755   6/22/2012     EUR    60.94
VONTOBEL FIN PRO        8.757   6/22/2012     EUR    57.85
VONTOBEL FIN PRO        8.774   6/22/2012     EUR    68.58
VONTOBEL FIN PRO        8.779   6/22/2012     EUR    73.90
VONTOBEL FIN PRO        8.793   6/22/2012     EUR    56.80
VONTOBEL FIN PRO        8.795   6/22/2012     EUR    45.74
VONTOBEL FIN PRO        8.795   6/22/2012     EUR    63.42
VONTOBEL FIN PRO        8.795   6/22/2012     EUR    52.24
VONTOBEL FIN PRO        8.800   6/22/2012     EUR    71.02
VONTOBEL FIN PRO        8.802   6/22/2012     EUR    70.80
VONTOBEL FIN PRO        8.806   6/22/2012     EUR    64.00
VONTOBEL FIN PRO        8.806   6/22/2012     EUR    50.44
VONTOBEL FIN PRO        8.819   6/22/2012     EUR    71.93
VONTOBEL FIN PRO        8.830   6/22/2012     EUR    59.24
VONTOBEL FIN PRO        8.835   6/22/2012     EUR    53.16
VONTOBEL FIN PRO        8.845   6/22/2012     EUR    65.68
VONTOBEL FIN PRO        8.855   6/22/2012     EUR    71.93
VONTOBEL FIN PRO        8.872   6/22/2012     EUR    70.48
VONTOBEL FIN PRO        8.875   6/22/2012     EUR    56.82
VONTOBEL FIN PRO        8.877   6/22/2012     EUR    56.14
VONTOBEL FIN PRO        8.889   6/22/2012     EUR    73.92
VONTOBEL FIN PRO        8.889   6/22/2012     EUR    46.18
VONTOBEL FIN PRO        8.891   6/22/2012     EUR    50.92
VONTOBEL FIN PRO        8.892   6/22/2012     EUR    49.48
VONTOBEL FIN PRO        8.900   6/22/2012     EUR    50.52
VONTOBEL FIN PRO        8.906   6/22/2012     EUR    44.66
VONTOBEL FIN PRO        8.920   6/22/2012     EUR    66.74
VONTOBEL FIN PRO        8.943   6/22/2012     EUR    60.38
VONTOBEL FIN PRO        8.944   6/22/2012     EUR    69.02
VONTOBEL FIN PRO        8.960   6/22/2012     EUR    74.14
VONTOBEL FIN PRO        8.982   6/22/2012     EUR    69.98
VONTOBEL FIN PRO        9.019   6/22/2012     EUR    46.44
VONTOBEL FIN PRO        9.025   6/22/2012     EUR    65.78
VONTOBEL FIN PRO        9.026   6/22/2012     EUR    66.66
VONTOBEL FIN PRO        9.071   6/22/2012     EUR    62.88
VONTOBEL FIN PRO        9.072   6/22/2012     EUR    41.14
VONTOBEL FIN PRO        9.072   6/22/2012     EUR    58.48
VONTOBEL FIN PRO        9.072   6/22/2012     EUR    71.36
VONTOBEL FIN PRO        9.074   6/22/2012     EUR    72.28
VONTOBEL FIN PRO        9.075   6/22/2012     EUR    74.40
VONTOBEL FIN PRO        9.080   6/22/2012     EUR    67.74
VONTOBEL FIN PRO        9.094   6/22/2012     EUR    67.85
VONTOBEL FIN PRO        9.097   6/22/2012     EUR    69.76
VONTOBEL FIN PRO        9.125   6/22/2012     EUR    69.04
VONTOBEL FIN PRO        9.133   6/22/2012     EUR    70.62
VONTOBEL FIN PRO        9.134   6/22/2012     EUR    65.56
VONTOBEL FIN PRO        9.139   6/22/2012     EUR    72.36
VONTOBEL FIN PRO        9.140   6/22/2012     EUR    74.68
VONTOBEL FIN PRO        9.142   6/22/2012     EUR    58.60
VONTOBEL FIN PRO        9.162   6/22/2012     EUR    60.84
VONTOBEL FIN PRO        9.170   6/22/2012     EUR    72.76
VONTOBEL FIN PRO        9.180   6/22/2012     EUR    59.46
VONTOBEL FIN PRO        9.208   6/22/2012     EUR    37.12
VONTOBEL FIN PRO        9.220   6/22/2012     EUR    71.78
VONTOBEL FIN PRO        9.234   6/22/2012     EUR    74.90
VONTOBEL FIN PRO        9.250   6/22/2012     EUR    72.96
VONTOBEL FIN PRO        9.250   6/22/2012     EUR    51.94
VONTOBEL FIN PRO        9.259   6/22/2012     EUR    64.92
VONTOBEL FIN PRO        9.274   6/22/2012     EUR    55.52
VONTOBEL FIN PRO        9.283   6/22/2012     EUR    35.24
VONTOBEL FIN PRO        9.290   6/22/2012     EUR    53.80
VONTOBEL FIN PRO        9.292   6/22/2012     EUR    44.56
VONTOBEL FIN PRO        9.295   6/22/2012     EUR    74.64
VONTOBEL FIN PRO        9.309   6/22/2012     EUR    74.69
VONTOBEL FIN PRO        9.316   6/22/2012     EUR    45.38
VONTOBEL FIN PRO        9.332   6/22/2012     EUR    60.72
VONTOBEL FIN PRO        9.333   6/22/2012     EUR    63.20
VONTOBEL FIN PRO        9.333   6/22/2012     EUR    66.12
VONTOBEL FIN PRO        9.373   6/22/2012     EUR    38.75
VONTOBEL FIN PRO        9.376   6/22/2012     EUR    72.32
VONTOBEL FIN PRO        9.389   6/22/2012     EUR    45.80
VONTOBEL FIN PRO        9.396   6/22/2012     EUR    61.66
VONTOBEL FIN PRO        9.405   6/22/2012     EUR    64.00
VONTOBEL FIN PRO        9.411   6/22/2012     EUR    57.46
VONTOBEL FIN PRO        9.414   6/22/2012     EUR    48.82
VONTOBEL FIN PRO        9.443   6/22/2012     EUR    69.38
VONTOBEL FIN PRO        9.448   6/22/2012     EUR    65.92
VONTOBEL FIN PRO        9.454   6/22/2012     EUR    38.14
VONTOBEL FIN PRO        9.461   6/22/2012     EUR    62.52
VONTOBEL FIN PRO        9.466   6/22/2012     EUR    53.30
VONTOBEL FIN PRO        9.472   6/22/2012     EUR    63.62
VONTOBEL FIN PRO        9.472   6/22/2012     EUR    28.49
VONTOBEL FIN PRO        9.493   6/22/2012     EUR    71.38
VONTOBEL FIN PRO        9.509   6/22/2012     EUR    70.44
VONTOBEL FIN PRO        9.511   6/22/2012     EUR    54.02
VONTOBEL FIN PRO        9.524   6/22/2012     EUR    57.48
VONTOBEL FIN PRO        9.534   6/22/2012     EUR    68.98
VONTOBEL FIN PRO        9.534   6/22/2012     EUR    64.68
VONTOBEL FIN PRO        9.547   6/22/2012     EUR    50.62
VONTOBEL FIN PRO        9.550   6/22/2012     EUR    73.46
VONTOBEL FIN PRO        9.553   6/22/2012     EUR    57.94
VONTOBEL FIN PRO        9.553   6/22/2012     EUR    54.96
VONTOBEL FIN PRO        9.556   6/22/2012     EUR    21.70
VONTOBEL FIN PRO        9.557   6/22/2012     EUR    65.28
VONTOBEL FIN PRO        9.567   6/22/2012     EUR    65.92
VONTOBEL FIN PRO        9.576   6/22/2012     EUR    52.88
VONTOBEL FIN PRO        9.600   6/22/2012     EUR    68.12
VONTOBEL FIN PRO        9.606   6/22/2012     EUR    57.52
VONTOBEL FIN PRO        9.623   6/22/2012     EUR    42.32
VONTOBEL FIN PRO        9.623   6/22/2012     EUR    32.20
VONTOBEL FIN PRO        9.627   6/22/2012     EUR    47.12
VONTOBEL FIN PRO        9.658   6/22/2012     EUR    55.61
VONTOBEL FIN PRO        9.673   6/22/2012     EUR    38.40
VONTOBEL FIN PRO        9.674   6/22/2012     EUR    60.90
VONTOBEL FIN PRO        9.684   6/22/2012     EUR    64.16
VONTOBEL FIN PRO        9.687   6/22/2012     EUR    69.16
VONTOBEL FIN PRO        9.689   6/22/2012     EUR    67.82
VONTOBEL FIN PRO        9.689   6/22/2012     EUR    54.42
VONTOBEL FIN PRO        9.698   6/22/2012     EUR    64.10
VONTOBEL FIN PRO        9.699   6/22/2012     EUR    42.24
VONTOBEL FIN PRO        9.702   6/22/2012     EUR    73.40
VONTOBEL FIN PRO        9.709   6/22/2012     EUR    42.10
VONTOBEL FIN PRO        9.709   6/22/2012     EUR    32.94
VONTOBEL FIN PRO        9.709   6/22/2012     EUR    68.34
VONTOBEL FIN PRO        9.716   6/22/2012     EUR    57.80
VONTOBEL FIN PRO        9.722   6/22/2012     EUR    67.82
VONTOBEL FIN PRO        9.723   6/22/2012     EUR    69.72
VONTOBEL FIN PRO        9.724   6/22/2012     EUR    63.40
VONTOBEL FIN PRO        9.732   6/22/2012     EUR    69.16
VONTOBEL FIN PRO        9.740   6/22/2012     EUR    66.67
VONTOBEL FIN PRO        9.754   6/22/2012     EUR    67.30
VONTOBEL FIN PRO        9.781   6/22/2012     EUR    45.78
VONTOBEL FIN PRO        9.784   6/22/2012     EUR    74.77
VONTOBEL FIN PRO        9.790   6/22/2012     EUR    67.28
VONTOBEL FIN PRO        9.790   6/22/2012     EUR    73.96
VONTOBEL FIN PRO        9.797   6/22/2012     EUR    41.20
VONTOBEL FIN PRO        9.832   6/22/2012     EUR    61.66
VONTOBEL FIN PRO        9.832   6/22/2012     EUR    66.12
VONTOBEL FIN PRO        9.851   6/22/2012     EUR    70.02
VONTOBEL FIN PRO        9.871   6/22/2012     EUR    54.44
VONTOBEL FIN PRO        9.871   6/22/2012     EUR    71.82
VONTOBEL FIN PRO        9.880   6/22/2012     EUR    58.20
VONTOBEL FIN PRO        9.887   6/22/2012     EUR    55.40
VONTOBEL FIN PRO        9.892   6/22/2012     EUR    57.10
VONTOBEL FIN PRO        9.898   6/22/2012     EUR    72.02
VONTOBEL FIN PRO        9.918   6/22/2012     EUR    48.92
VONTOBEL FIN PRO        9.921   6/22/2012     EUR    58.58
VONTOBEL FIN PRO        9.950   6/22/2012     EUR    73.46
VONTOBEL FIN PRO        9.957   6/22/2012     EUR    49.46
VONTOBEL FIN PRO        9.960   6/22/2012     EUR    63.18
VONTOBEL FIN PRO        9.969   6/22/2012     EUR    34.22
VONTOBEL FIN PRO        9.991   6/22/2012     EUR    49.58
VONTOBEL FIN PRO       10.000   6/22/2012     EUR    61.72
VONTOBEL FIN PRO       10.000   6/22/2012     EUR    73.82
VONTOBEL FIN PRO       10.000   6/22/2012     EUR    68.58
VONTOBEL FIN PRO       10.026   6/22/2012     EUR    54.08
VONTOBEL FIN PRO       10.027   6/22/2012     EUR    70.55
VONTOBEL FIN PRO       10.028   6/22/2012     EUR    50.54
VONTOBEL FIN PRO       10.028   6/22/2012     EUR    64.08
VONTOBEL FIN PRO       10.030   6/22/2012     EUR    61.48
VONTOBEL FIN PRO       10.038   6/22/2012     EUR    44.78
VONTOBEL FIN PRO       10.048   6/22/2012     EUR    69.16
VONTOBEL FIN PRO       10.050   6/22/2012     EUR    59.44
VONTOBEL FIN PRO       10.070   6/22/2012     EUR    71.94
VONTOBEL FIN PRO       10.070   6/22/2012     EUR    61.00
VONTOBEL FIN PRO       10.073   6/22/2012     EUR    64.68
VONTOBEL FIN PRO       10.098   6/22/2012     EUR    66.98
VONTOBEL FIN PRO       10.100   6/22/2012     EUR    58.00
VONTOBEL FIN PRO       10.107   6/22/2012     EUR    55.70
VONTOBEL FIN PRO       10.110   6/22/2012     EUR    36.86
VONTOBEL FIN PRO       10.113   6/22/2012     EUR    60.74
VONTOBEL FIN PRO       10.116   6/22/2012     EUR    52.98
VONTOBEL FIN PRO       10.135   6/22/2012     EUR    72.40
VONTOBEL FIN PRO       10.142   6/22/2012     EUR    56.00
VONTOBEL FIN PRO       10.146   6/22/2012     EUR    72.20
VONTOBEL FIN PRO       10.148   6/22/2012     EUR    71.82
VONTOBEL FIN PRO       10.167   6/22/2012     EUR    45.54
VONTOBEL FIN PRO       10.185   6/22/2012     EUR    69.42
VONTOBEL FIN PRO       10.186   6/22/2012     EUR    58.68
VONTOBEL FIN PRO       10.200   6/22/2012     EUR    72.56
VONTOBEL FIN PRO       10.204   6/22/2012     EUR    66.72
VONTOBEL FIN PRO       10.207   6/22/2012     EUR    52.16
VONTOBEL FIN PRO       10.222   6/22/2012     EUR    69.42
VONTOBEL FIN PRO       10.222   6/22/2012     EUR    54.46
VONTOBEL FIN PRO       10.241   6/22/2012     EUR    67.54
VONTOBEL FIN PRO       10.244   6/22/2012     EUR    64.72
VONTOBEL FIN PRO       10.246   6/22/2012     EUR    61.64
VONTOBEL FIN PRO       10.254   6/22/2012     EUR    52.28
VONTOBEL FIN PRO       10.257   6/22/2012     EUR    48.46
VONTOBEL FIN PRO       10.260   6/22/2012     EUR    44.58
VONTOBEL FIN PRO       10.264   6/22/2012     EUR    45.79
VONTOBEL FIN PRO       10.272   6/22/2012     EUR    69.42
VONTOBEL FIN PRO       10.273   6/22/2012     EUR    47.40
VONTOBEL FIN PRO       10.274   6/22/2012     EUR    64.88
VONTOBEL FIN PRO       10.278   6/22/2012     EUR    44.88
VONTOBEL FIN PRO       10.286   6/22/2012     EUR    67.04
VONTOBEL FIN PRO       10.293   6/22/2012     EUR    71.68
VONTOBEL FIN PRO       10.297   6/22/2012     EUR    73.66
VONTOBEL FIN PRO       10.311   6/22/2012     EUR    72.40
VONTOBEL FIN PRO       10.325   6/22/2012     EUR    60.86
VONTOBEL FIN PRO       16.150   6/22/2012     EUR    52.10
VONTOBEL FIN PRO       16.110   6/22/2012     EUR    15.20
VONTOBEL FIN PRO       16.000   6/22/2012     EUR    73.98
VONTOBEL FIN PRO       15.979   6/22/2012     EUR    51.38
VONTOBEL FIN PRO       15.950   6/22/2012     EUR    62.04
VONTOBEL FIN PRO       15.944   6/22/2012     EUR    67.88
VONTOBEL FIN PRO       15.940   6/22/2012     EUR    28.60
VONTOBEL FIN PRO       15.920   6/22/2012     EUR    15.88
VONTOBEL FIN PRO       15.889   6/22/2012     EUR    68.30
VONTOBEL FIN PRO       15.856   6/22/2012     EUR    63.02
VONTOBEL FIN PRO       15.840   6/22/2012     EUR    42.98
VONTOBEL FIN PRO       15.526   6/22/2012     EUR    42.02
VONTOBEL FIN PRO       15.448   6/22/2012     EUR    38.74
VONTOBEL FIN PRO       15.370   6/22/2012     EUR    42.00
VONTOBEL FIN PRO       15.308   6/22/2012     EUR    32.90
VONTOBEL FIN PRO       15.258   6/22/2012     EUR    56.98
VONTOBEL FIN PRO       15.250   6/22/2012     EUR    46.36
VONTOBEL FIN PRO       15.167   6/22/2012     EUR    36.64
VONTOBEL FIN PRO       15.091   6/22/2012     EUR    51.88
VONTOBEL FIN PRO       15.081   6/22/2012     EUR    56.72
VONTOBEL FIN PRO       14.821   6/22/2012     EUR    29.72
VONTOBEL FIN PRO       14.791   6/22/2012     EUR    18.38
VONTOBEL FIN PRO       14.717   6/22/2012     EUR    32.54
VONTOBEL FIN PRO       14.712   6/22/2012     EUR    34.68
VONTOBEL FIN PRO       14.680   6/22/2012     EUR    37.80
VONTOBEL FIN PRO       14.652   6/22/2012     EUR    46.76
VONTOBEL FIN PRO       14.643   6/22/2012     EUR    73.86
VONTOBEL FIN PRO       14.611   6/22/2012     EUR    54.22
VONTOBEL FIN PRO       14.595   6/22/2012     EUR    56.60
VONTOBEL FIN PRO       14.580   6/22/2012     EUR    50.62
VONTOBEL FIN PRO       14.561   6/22/2012     EUR    54.82
VONTOBEL FIN PRO       14.450   6/22/2012     EUR    36.48
VONTOBEL FIN PRO       14.447   6/22/2012     EUR    58.18
VONTOBEL FIN PRO       14.436   6/22/2012     EUR    20.66
VONTOBEL FIN PRO       14.345   6/22/2012     EUR    45.02
VONTOBEL FIN PRO       14.302   6/22/2012     EUR    17.02
VONTOBEL FIN PRO       14.278   6/22/2012     EUR    40.84
VONTOBEL FIN PRO       14.276   6/22/2012     EUR    56.10
VONTOBEL FIN PRO       14.229   6/22/2012     EUR    33.94
VONTOBEL FIN PRO       14.201   6/22/2012     EUR    27.70
VONTOBEL FIN PRO       14.172   6/22/2012     EUR    54.76
VONTOBEL FIN PRO       14.167   6/22/2012     EUR    61.26
VONTOBEL FIN PRO       14.160   6/22/2012     EUR    16.50
VONTOBEL FIN PRO       14.150   6/22/2012     EUR    60.92
VONTOBEL FIN PRO       14.100   6/22/2012     EUR    74.48
VONTOBEL FIN PRO       14.061   6/22/2012     EUR    50.82
VONTOBEL FIN PRO       14.000   6/22/2012     EUR    54.20
VONTOBEL FIN PRO       14.000   6/22/2012     EUR    42.88
VONTOBEL FIN PRO       13.980   6/22/2012     EUR    43.74
VONTOBEL FIN PRO       13.974   6/22/2012     EUR    59.30
VONTOBEL FIN PRO       13.973   6/22/2012     EUR    63.53
VONTOBEL FIN PRO       13.968   6/22/2012     EUR    52.66
VONTOBEL FIN PRO       13.961   6/22/2012     EUR    65.42
VONTOBEL FIN PRO       13.944   6/22/2012     EUR    66.28
VONTOBEL FIN PRO       13.886   6/22/2012     EUR    47.30
VONTOBEL FIN PRO       13.860   6/22/2012     EUR    45.82
VONTOBEL FIN PRO       13.846   6/22/2012     EUR    48.14
VONTOBEL FIN PRO       13.832   6/22/2012     EUR    50.62
VONTOBEL FIN PRO       13.832   6/22/2012     EUR    32.60
VONTOBEL FIN PRO       13.829   6/22/2012     EUR    45.82
VONTOBEL FIN PRO       13.812   6/22/2012     EUR    41.78
VONTOBEL FIN PRO       13.809   6/22/2012     EUR    72.84
VONTOBEL FIN PRO       13.803   6/22/2012     EUR    40.32
VONTOBEL FIN PRO       13.800   6/22/2012     EUR    59.64
VONTOBEL FIN PRO       13.792   6/22/2012     EUR    48.30
VONTOBEL FIN PRO       13.778   6/22/2012     EUR    55.32
VONTOBEL FIN PRO       13.778   6/22/2012     EUR    71.72
VONTOBEL FIN PRO       13.758   6/22/2012     EUR    26.14
VONTOBEL FIN PRO       13.748   6/22/2012     EUR    35.34
VONTOBEL FIN PRO       13.748   6/22/2012     EUR    56.90
VONTOBEL FIN PRO       13.700   6/22/2012     EUR    65.82
VONTOBEL FIN PRO       13.667   6/22/2012     EUR    63.00
VONTOBEL FIN PRO       13.650   6/22/2012     EUR    50.96
VONTOBEL FIN PRO       13.627   6/22/2012     EUR    67.12
VONTOBEL FIN PRO       13.615   6/22/2012     EUR    43.70
VONTOBEL FIN PRO       13.556   6/22/2012     EUR    69.54
VONTOBEL FIN PRO       13.536   6/22/2012     EUR    29.88
VONTOBEL FIN PRO       13.522   6/22/2012     EUR    47.26
VONTOBEL FIN PRO       13.521   6/22/2012     EUR    36.08
VONTOBEL FIN PRO       13.514   6/22/2012     EUR    74.74
VONTOBEL FIN PRO       13.500   6/22/2012     EUR    29.08
VONTOBEL FIN PRO       13.463   6/22/2012     EUR    27.42
VONTOBEL FIN PRO       13.461   6/22/2012     EUR    63.30
VONTOBEL FIN PRO       13.388   6/22/2012     EUR    63.30
VONTOBEL FIN PRO       13.355   6/22/2012     EUR    38.44
VONTOBEL FIN PRO       13.343   6/22/2012     EUR    49.22
VONTOBEL FIN PRO       13.293   6/22/2012     EUR    58.00
VONTOBEL FIN PRO       13.288   6/22/2012     EUR    34.50
VONTOBEL FIN PRO       13.283   6/22/2012     EUR    35.92
VONTOBEL FIN PRO       13.253   6/22/2012     EUR    39.58
VONTOBEL FIN PRO       13.224   6/22/2012     EUR    49.00
VONTOBEL FIN PRO       13.208   6/22/2012     EUR    42.82
VONTOBEL FIN PRO       13.200   6/22/2012     EUR    57.42
VONTOBEL FIN PRO       13.200   6/22/2012     EUR    68.62
VONTOBEL FIN PRO       13.150   6/22/2012     EUR    40.20
VONTOBEL FIN PRO       13.150   6/22/2012     EUR    70.68
VONTOBEL FIN PRO       13.123   6/22/2012     EUR    74.50
VONTOBEL FIN PRO       13.111   6/22/2012     EUR    38.68
VONTOBEL FIN PRO       13.084   6/22/2012     EUR    50.40
VONTOBEL FIN PRO       13.055   6/22/2012     EUR    70.10
VONTOBEL FIN PRO       13.035   6/22/2012     EUR    70.28
VONTOBEL FIN PRO       13.035   6/22/2012     EUR    62.60
VONTOBEL FIN PRO       13.032   6/22/2012     EUR    28.38
VONTOBEL FIN PRO       13.027   6/22/2012     EUR    65.44
VONTOBEL FIN PRO       13.024   6/22/2012     EUR    61.06
VONTOBEL FIN PRO       13.000   6/22/2012     EUR    20.56
VONTOBEL FIN PRO       13.000   6/22/2012     EUR    72.78
VONTOBEL FIN PRO       12.978   6/22/2012     EUR    74.48
VONTOBEL FIN PRO       12.964   6/22/2012     EUR    51.96
VONTOBEL FIN PRO       12.926   6/22/2012     EUR    62.88
VONTOBEL FIN PRO       12.890   6/22/2012     EUR    66.68
VONTOBEL FIN PRO       12.880   6/22/2012     EUR    59.28
VONTOBEL FIN PRO       12.878   6/22/2012     EUR    60.84
VONTOBEL FIN PRO       12.870   6/22/2012     EUR    50.88
VONTOBEL FIN PRO       12.857   6/22/2012     EUR    70.08
VONTOBEL FIN PRO       12.851   6/22/2012     EUR    74.94
VONTOBEL FIN PRO       12.830   6/22/2012     EUR    32.62
VONTOBEL FIN PRO       12.799   6/22/2012     EUR    54.68
VONTOBEL FIN PRO       12.789   6/22/2012     EUR    68.22
VONTOBEL FIN PRO       12.740   6/22/2012     EUR    67.64
VONTOBEL FIN PRO       12.716   6/22/2012     EUR    31.10
VONTOBEL FIN PRO       12.689   6/22/2012     EUR    51.14
VONTOBEL FIN PRO       12.685   6/22/2012     EUR    36.80
VONTOBEL FIN PRO       12.679   6/22/2012     EUR    52.51
VONTOBEL FIN PRO       12.672   6/22/2012     EUR    33.82
VONTOBEL FIN PRO       12.672   6/22/2012     EUR    62.84
VONTOBEL FIN PRO       12.667   6/22/2012     EUR    63.68
VONTOBEL FIN PRO       12.652   6/22/2012     EUR    59.38
VONTOBEL FIN PRO       12.627   6/22/2012     EUR    37.86
VONTOBEL FIN PRO       12.623   6/22/2012     EUR    31.46
VONTOBEL FIN PRO       12.600   6/22/2012     EUR    52.48
VONTOBEL FIN PRO       12.595   6/22/2012     EUR    41.16
VONTOBEL FIN PRO       12.578   6/22/2012     EUR    34.90
VONTOBEL FIN PRO       12.578   6/22/2012     EUR    56.38
VONTOBEL FIN PRO       12.556   6/22/2012     EUR    73.14
VONTOBEL FIN PRO       12.550   6/22/2012     EUR    69.64
VONTOBEL FIN PRO       12.547   6/22/2012     EUR    57.82
VONTOBEL FIN PRO       12.544   6/22/2012     EUR    42.32
VONTOBEL FIN PRO       12.537   6/22/2012     EUR    44.90
VONTOBEL FIN PRO       12.536   6/22/2012     EUR    49.88
VONTOBEL FIN PRO       12.532   6/22/2012     EUR    52.96
VONTOBEL FIN PRO       12.520   6/22/2012     EUR    44.81
VONTOBEL FIN PRO       12.512   6/22/2012     EUR    47.36
VONTOBEL FIN PRO       12.500   6/22/2012     EUR    58.76
VONTOBEL FIN PRO       12.500   6/22/2012     EUR    67.24
VONTOBEL FIN PRO       12.472   6/22/2012     EUR    63.18
VONTOBEL FIN PRO       12.462   6/22/2012     EUR    57.82
VONTOBEL FIN PRO       12.456   6/22/2012     EUR    51.66
VONTOBEL FIN PRO       12.451   6/22/2012     EUR    48.10
VONTOBEL FIN PRO       12.420   6/22/2012     EUR    21.88
VONTOBEL FIN PRO       12.414   6/22/2012     EUR    73.44
VONTOBEL FIN PRO       12.405   6/22/2012     EUR    72.06
VONTOBEL FIN PRO       12.403   6/22/2012     EUR    61.48
VONTOBEL FIN PRO       12.398   6/22/2012     EUR    60.66
VONTOBEL FIN PRO       12.393   6/22/2012     EUR    55.48
VONTOBEL FIN PRO       12.389   6/22/2012     EUR    42.90
VONTOBEL FIN PRO       12.382   6/22/2012     EUR    47.92
VONTOBEL FIN PRO       12.352   6/22/2012     EUR    49.96
VONTOBEL FIN PRO       12.348   6/22/2012     EUR    59.26
VONTOBEL FIN PRO       12.343   6/22/2012     EUR    40.12
VONTOBEL FIN PRO       12.340   6/22/2012     EUR    37.38
VONTOBEL FIN PRO       12.340   6/22/2012     EUR    56.91
VONTOBEL FIN PRO       12.334   6/22/2012     EUR    68.56
VONTOBEL FIN PRO       12.323   6/22/2012     EUR    30.86
VONTOBEL FIN PRO       12.311   6/22/2012     EUR    74.26
VONTOBEL FIN PRO       12.306   6/22/2012     EUR    65.68
VONTOBEL FIN PRO       12.303   6/22/2012     EUR    67.78
VONTOBEL FIN PRO       12.300   6/22/2012     EUR    50.16
VONTOBEL FIN PRO       12.298   6/22/2012     EUR    42.34
VONTOBEL FIN PRO       12.276   6/22/2012     EUR    41.96
VONTOBEL FIN PRO       12.264   6/22/2012     EUR    72.72
VONTOBEL FIN PRO       12.264   6/22/2012     EUR    65.38
VONTOBEL FIN PRO       12.260   6/22/2012     EUR    47.06
VONTOBEL FIN PRO       12.247   6/22/2012     EUR    44.52
VONTOBEL FIN PRO       12.226   6/22/2012     EUR    16.82
VONTOBEL FIN PRO       12.216   6/22/2012     EUR    55.78
VONTOBEL FIN PRO       12.204   6/22/2012     EUR    42.82
VONTOBEL FIN PRO       12.168   6/22/2012     EUR    46.18
VONTOBEL FIN PRO       12.164   6/22/2012     EUR    57.28
VONTOBEL FIN PRO       12.162   6/22/2012     EUR    60.36
VONTOBEL FIN PRO       12.148   6/22/2012     EUR    66.86
VONTOBEL FIN PRO       12.144   6/22/2012     EUR    56.62
VONTOBEL FIN PRO       12.123   6/22/2012     EUR    44.32
VONTOBEL FIN PRO       12.118   6/22/2012     EUR    57.98
VONTOBEL FIN PRO       12.117   6/22/2012     EUR    31.04
VONTOBEL FIN PRO       12.111   6/22/2012     EUR    57.66
VONTOBEL FIN PRO       12.103   6/22/2012     EUR    47.51
VONTOBEL FIN PRO       12.091   6/22/2012     EUR    65.40
VONTOBEL FIN PRO       12.038   6/22/2012     EUR    64.03
VONTOBEL FIN PRO       12.025   6/22/2012     EUR    64.18
VONTOBEL FIN PRO       12.017   6/22/2012     EUR    55.42
VONTOBEL FIN PRO       12.015   6/22/2012     EUR    72.54
VONTOBEL FIN PRO       12.013   6/22/2012     EUR    37.80
VONTOBEL FIN PRO       12.000   6/22/2012     EUR    64.86
VONTOBEL FIN PRO       12.000   6/22/2012     EUR    55.42
VONTOBEL FIN PRO       12.000   6/22/2012     EUR    59.72
VONTOBEL FIN PRO       11.983   6/22/2012     EUR    62.94
VONTOBEL FIN PRO       11.967   6/22/2012     EUR    43.88
VONTOBEL FIN PRO       11.962   6/22/2012     EUR    73.96
VONTOBEL FIN PRO       11.959   6/22/2012     EUR    70.98
VONTOBEL FIN PRO       11.955   6/22/2012     EUR    35.60
VONTOBEL FIN PRO       11.952   6/22/2012     EUR    49.08
VONTOBEL FIN PRO       11.944   6/22/2012     EUR    52.16
VONTOBEL FIN PRO       11.917   6/22/2012     EUR    61.04
VONTOBEL FIN PRO       11.910   6/22/2012     EUR    51.04
VONTOBEL FIN PRO       11.900   6/22/2012     EUR    59.98
VONTOBEL FIN PRO       11.888   6/22/2012     EUR    66.28
VONTOBEL FIN PRO       11.877   6/22/2012     EUR    67.19
VONTOBEL FIN PRO       11.867   6/22/2012     EUR    65.02
VONTOBEL FIN PRO       11.844   6/22/2012     EUR    47.84
VONTOBEL FIN PRO       11.819   6/22/2012     EUR    58.84
VONTOBEL FIN PRO       11.814   6/22/2012     EUR    70.14
VONTOBEL FIN PRO       11.811   6/22/2012     EUR    35.80
VONTOBEL FIN PRO       11.808   6/22/2012     EUR    55.90
VONTOBEL FIN PRO       11.807   6/22/2012     EUR    46.04
VONTOBEL FIN PRO       11.807   6/22/2012     EUR    48.94
VONTOBEL FIN PRO       11.800   6/22/2012     EUR    62.76
VONTOBEL FIN PRO       11.798   6/22/2012     EUR    74.14
VONTOBEL FIN PRO       11.793   6/22/2012     EUR    74.52
VONTOBEL FIN PRO       11.791   6/22/2012     EUR    57.04
VONTOBEL FIN PRO       11.778   6/22/2012     EUR    43.44
VONTOBEL FIN PRO       11.776   6/22/2012     EUR    66.80
VONTOBEL FIN PRO       11.774   6/22/2012     EUR    42.50
VONTOBEL FIN PRO       11.755   6/22/2012     EUR    71.76
VONTOBEL FIN PRO       11.750   6/22/2012     EUR    40.44
VONTOBEL FIN PRO       11.736   6/22/2012     EUR    32.52
VONTOBEL FIN PRO       11.713   6/22/2012     EUR    66.88
VONTOBEL FIN PRO       11.705   6/22/2012     EUR    38.91
VONTOBEL FIN PRO       11.705   6/22/2012     EUR    74.14
VONTOBEL FIN PRO       11.693   6/22/2012     EUR    38.44
VONTOBEL FIN PRO       11.682   6/22/2012     EUR    73.20
VONTOBEL FIN PRO       11.678   6/22/2012     EUR    71.08
VONTOBEL FIN PRO       11.647   6/22/2012     EUR    68.48
VONTOBEL FIN PRO       11.622   6/22/2012     EUR    53.46
VONTOBEL FIN PRO       11.614   6/22/2012     EUR    46.58
VONTOBEL FIN PRO       11.600   6/22/2012     EUR    52.30
VONTOBEL FIN PRO       11.591   6/22/2012     EUR    59.18
VONTOBEL FIN PRO       11.586   6/22/2012     EUR    48.55
VONTOBEL FIN PRO       11.585   6/22/2012     EUR    61.12
VONTOBEL FIN PRO       11.582   6/22/2012     EUR    52.26
VONTOBEL FIN PRO       11.581   6/22/2012     EUR    44.10
VONTOBEL FIN PRO       11.566   6/22/2012     EUR    41.34
VONTOBEL FIN PRO       11.565   6/22/2012     EUR    74.12
VONTOBEL FIN PRO       11.560   6/22/2012     EUR    36.06
VONTOBEL FIN PRO       11.556   6/22/2012     EUR    71.04
VONTOBEL FIN PRO       11.554   6/22/2012     EUR    64.62
VONTOBEL FIN PRO       11.554   6/22/2012     EUR    57.94
VONTOBEL FIN PRO       11.550   6/22/2012     EUR    69.40
VONTOBEL FIN PRO       11.546   6/22/2012     EUR    68.82
VONTOBEL FIN PRO       11.534   6/22/2012     EUR    54.56
VONTOBEL FIN PRO       11.534   6/22/2012     EUR    66.46
VONTOBEL FIN PRO       11.533   6/22/2012     EUR    63.86
VONTOBEL FIN PRO       11.514   6/22/2012     EUR    62.60
VONTOBEL FIN PRO       11.484   6/22/2012     EUR    51.60
VONTOBEL FIN PRO       11.472   6/22/2012     EUR    72.94
VONTOBEL FIN PRO       11.463   6/22/2012     EUR    70.98
VONTOBEL FIN PRO       11.455   6/22/2012     EUR    43.34
VONTOBEL FIN PRO       11.443   6/22/2012     EUR    59.66
VONTOBEL FIN PRO       11.430   6/22/2012     EUR    64.28
VONTOBEL FIN PRO       11.425   6/22/2012     EUR    57.54
VONTOBEL FIN PRO       11.425   6/22/2012     EUR    43.82
VONTOBEL FIN PRO       11.422   6/22/2012     EUR    43.42
VONTOBEL FIN PRO       11.409   6/22/2012     EUR    55.92
VONTOBEL FIN PRO       11.405   6/22/2012     EUR    67.58
VONTOBEL FIN PRO       11.405   6/22/2012     EUR    63.52
VONTOBEL FIN PRO       11.396   6/22/2012     EUR    45.61
VONTOBEL FIN PRO       11.394   6/22/2012     EUR    68.16
VONTOBEL FIN PRO       10.333   6/22/2012     EUR    61.64
VONTOBEL FIN PRO       10.364   6/22/2012     EUR    61.46
VONTOBEL FIN PRO       11.389   6/22/2012     EUR    60.16
VONTOBEL FIN PRO       11.389   6/22/2012     EUR    58.92
VONTOBEL FIN PRO       11.388   6/22/2012     EUR    69.98
VONTOBEL FIN PRO       11.377   6/22/2012     EUR    39.32
VONTOBEL FIN PRO       11.366   6/22/2012     EUR    47.24
VONTOBEL FIN PRO       11.361   6/22/2012     EUR    44.26
VONTOBEL FIN PRO       11.356   6/22/2012     EUR    56.14
VONTOBEL FIN PRO       11.350   6/22/2012     EUR    65.68
VONTOBEL FIN PRO       10.364   6/22/2012     EUR    61.46
VONTOBEL FIN PRO       10.371   6/22/2012     EUR    50.12
VONTOBEL FIN PRO       11.342   6/22/2012     EUR    68.68
VONTOBEL FIN PRO       11.333   6/22/2012     EUR    67.08
VONTOBEL FIN PRO       11.328   6/22/2012     EUR    59.04
VONTOBEL FIN PRO       11.319   6/22/2012     EUR    36.32
VONTOBEL FIN PRO       11.314   6/22/2012     EUR    69.22
VONTOBEL FIN PRO       11.305   6/22/2012     EUR    65.34
VONTOBEL FIN PRO       11.304   6/22/2012     EUR    46.24
VONTOBEL FIN PRO       11.296   6/22/2012     EUR    55.88
VONTOBEL FIN PRO       11.287   6/22/2012     EUR    58.58
VONTOBEL FIN PRO       11.283   6/22/2012     EUR    37.26
VONTOBEL FIN PRO       11.268   6/22/2012     EUR    74.92
VONTOBEL FIN PRO       11.243   6/22/2012     EUR    70.18
VONTOBEL FIN PRO       11.239   6/22/2012     EUR    68.44
VONTOBEL FIN PRO       10.389   6/22/2012     EUR    66.86
VONTOBEL FIN PRO       11.238   6/22/2012     EUR    40.06
VONTOBEL FIN PRO       11.237   6/22/2012     EUR    67.50
VONTOBEL FIN PRO       11.227   6/22/2012     EUR    66.84
VONTOBEL FIN PRO       11.219   6/22/2012     EUR    55.73
VONTOBEL FIN PRO       11.219   6/22/2012     EUR    53.06
VONTOBEL FIN PRO       11.215   6/22/2012     EUR    74.10
VONTOBEL FIN PRO       11.194   6/22/2012     EUR    68.66
VONTOBEL FIN PRO       11.194   6/22/2012     EUR    61.72
VONTOBEL FIN PRO       11.172   6/22/2012     EUR    73.76
VONTOBEL FIN PRO       11.161   6/22/2012     EUR    72.72
VONTOBEL FIN PRO       11.138   6/22/2012     EUR    64.02
VONTOBEL FIN PRO       11.135   6/22/2012     EUR    64.16
VONTOBEL FIN PRO       11.130   6/22/2012     EUR    65.65
VONTOBEL FIN PRO       11.129   6/22/2012     EUR    63.52
VONTOBEL FIN PRO       11.123   6/22/2012     EUR    67.68
VONTOBEL FIN PRO       11.117   6/22/2012     EUR    59.52
VONTOBEL FIN PRO       11.103   6/22/2012     EUR    59.00
VONTOBEL FIN PRO       11.098   6/22/2012     EUR    59.66
VONTOBEL FIN PRO       11.080   6/22/2012     EUR    56.16
VONTOBEL FIN PRO       11.080   6/22/2012     EUR    70.26
VONTOBEL FIN PRO       11.056   6/22/2012     EUR    63.28
VONTOBEL FIN PRO       11.052   6/22/2012     EUR    37.72
VONTOBEL FIN PRO       11.052   6/22/2012     EUR    74.53
VONTOBEL FIN PRO       11.032   6/22/2012     EUR    70.98
VONTOBEL FIN PRO       11.029   6/22/2012     EUR    57.84
WESTLB AG               0.100   9/27/2012     EUR    56.72
WESTLB AG               0.075   9/27/2012     EUR    68.34
WESTLB AG               5.250   5/21/2012     EUR    57.66
WESTLB AG              12.000   9/27/2012     EUR    74.92
WESTLB AG               7.000   6/21/2012     EUR    58.08
WESTLB AG               7.000   6/21/2012     EUR    70.38
WESTLB AG               7.000   6/21/2012     EUR    71.23
WESTLB AG               7.000   6/21/2012     EUR    70.08
WESTLB AG               6.000   6/21/2012     EUR    61.20
WESTLB AG               8.500   6/21/2012     EUR    47.27
WESTLB AG               6.000   6/21/2012     EUR    57.86
WESTLB AG               8.500   6/21/2012     EUR    50.38
WESTLB AG               0.100   9/27/2012     EUR    47.61
WESTLB AG               5.000   4/12/2016     EUR    29.01
WESTLB AG               6.750   7/30/2012     EUR    56.21
WESTLB AG               8.500   6/21/2012     EUR    65.96
WESTLB AG               6.500   6/18/2012     EUR    70.62
WESTLB AG               0.100   9/27/2012     EUR    66.51
WESTLB AG               0.075   9/27/2012     EUR    68.03
WESTLB AG               0.075   9/27/2012     EUR    56.02
WESTLB AG               0.075   9/27/2012     EUR    73.66
WESTLB AG               0.075   9/27/2012     EUR    63.46
WGZ BANK                8.000   6/21/2012     EUR    57.06
WGZ BANK                5.000  12/20/2012     EUR    73.25
WGZ BANK                6.000  12/20/2012     EUR    68.71
WGZ BANK                7.000  12/20/2012     EUR    64.78
WGZ BANK                8.000   6/13/2012     EUR    32.08
WGZ BANK                4.000   6/13/2012     EUR    41.08
WGZ BANK                8.000  12/20/2012     EUR    63.31
WGZ BANK                6.000  12/21/2012     EUR    74.44
WGZ BANK                7.000  12/21/2012     EUR    69.89
WGZ BANK                8.000  12/21/2012     EUR    68.13
WGZ BANK                4.000  12/28/2012     EUR    69.50
WGZ BANK                5.000  12/28/2012     EUR    64.94
WGZ BANK                6.000  12/28/2012     EUR    60.98
WGZ BANK                7.000  12/28/2012     EUR    57.60
WGZ BANK                8.000  12/28/2012     EUR    54.69
WGZ BANK                7.000   6/13/2012     EUR    33.51
WGZ BANK                6.000   6/13/2012     EUR    35.09
WGZ BANK                7.000   6/15/2012     EUR    74.41
WGZ BANK                8.000   6/15/2012     EUR    71.41
WGZ BANK                4.000   6/21/2012     EUR    66.72
WGZ BANK                5.000   6/21/2012     EUR    63.98
WGZ BANK                6.000   6/21/2012     EUR    61.48
WGZ BANK                7.000   6/21/2012     EUR    59.18
WGZ BANK                5.000   6/13/2012     EUR    36.85

GREECE
------
EFG EUROBANK            6.010    1/9/2036     EUR    34.25
HELLENIC REPUB          4.625   6/25/2013     EUR    30.50
HELLENIC REPUB          4.625   6/25/2013     USD    30.75
HELLENIC REPUB          2.125    7/5/2013     CHF    28.75
HELLENIC REPUB          5.800   7/14/2015     JPY    30.50
HELLENIC REPUB          5.800   7/14/2015     JPY    28.88
HELLENIC REPUB          5.250    2/1/2016     JPY    29.50
HELLENIC REPUB          5.250    2/1/2016     JPY    30.50
HELLENIC REPUB          5.000   8/22/2016     JPY    31.50
HELLENIC REPUB          5.000   8/22/2016     JPY    30.50
HELLENIC REPUB          4.500   11/8/2016     JPY    30.50
HELLENIC REPUB          4.500    7/3/2017     JPY    29.88
HELLENIC REPUB          3.800    8/8/2017     JPY    29.50
HELLENIC REPUB          5.000   3/11/2019     EUR    30.13
HELLENIC REPUB          5.000   3/11/2019     EUR    30.50
HELLENIC REPUB          6.140   4/14/2028     EUR    28.00
HELLENIC REPUB          5.200   7/17/2034     EUR    26.88
HELLENIC REPUB          2.085   7/25/2057     EUR     7.63
NATL BK GREECE          3.875   10/7/2016     EUR    70.00
YIOULA GLASSWORK        9.000   12/1/2015     EUR    42.83
YIOULA GLASSWORK        9.000   12/1/2015     EUR    42.00

GUERNSEY
--------
BCV GUERNSEY            8.020    3/1/2013     EUR    51.95
BCV GUERNSEY            7.850   5/18/2012     CHF    65.72
BCV GUERNSEY           10.000   5/18/2012     CHF    54.57
BCV GUERNSEY           13.000   5/18/2012     CHF    59.11
BCV GUERNSEY           10.100   5/23/2012     EUR    70.99
BCV GUERNSEY            9.030   7/13/2012     EUR    62.03
BCV GUERNSEY            9.200   5/31/2012     CHF    72.12
BCV GUERNSEY            9.100   5/25/2012     CHF    58.79
BCV GUERNSEY            8.500   5/25/2012     EUR    52.42
BCV GUERNSEY           14.000   5/22/2012     USD    69.55
BCV GUERNSEY           10.530   6/29/2012     CHF    68.64
BKB FINANCE             6.250   5/23/2012     CHF    67.92
BKB FINANCE             6.250   7/12/2012     CHF    69.57
BKB FINANCE             7.750   5/31/2012     CHF    56.89
BKB FINANCE             9.300   5/31/2012     CHF    67.79
BKB FINANCE             8.350   1/14/2013     CHF    50.37
BKB FINANCE             7.750    6/7/2012     CHF    40.04
BKB FINANCE             6.520    7/6/2012     EUR    70.40
BKB FINANCE             8.300    6/7/2012     CHF    62.64
BKB FINANCE             6.300   7/12/2012     CHF    57.28
BKB FINANCE             9.050    8/9/2012     CHF    57.74
BKB FINANCE             8.900   9/27/2012     CHF    63.32
BKB FINANCE             6.850   6/14/2012     CHF    69.56
BKB FINANCE             9.200   6/21/2012     CHF    57.88
BKB FINANCE             7.400   6/28/2012     CHF    55.70
BKB FINANCE             6.850   5/31/2012     CHF    67.50
EFG FINANCIAL PR        9.000  11/13/2012     CHF    74.06
EFG FINANCIAL PR        6.000  11/12/2015     EUR    73.67
EFG FINANCIAL PR        5.850  10/14/2014     CHF    63.82
EFG FINANCIAL PR        8.160   4/25/2014     EUR    62.32
EFG FINANCIAL PR       19.000   10/3/2013     GBP    72.08
EFG FINANCIAL PR        8.400   9/30/2013     CHF    56.67
EFG FINANCIAL PR        6.500   8/27/2013     CHF    47.83
EFG FINANCIAL PR       12.000   4/26/2013     CHF    64.51
EFG FINANCIAL PR        7.000   4/19/2013     EUR    56.83
EFG FINANCIAL PR       15.370    4/2/2013     USD    72.25
EFG FINANCIAL PR       11.750   3/26/2013     EUR    70.98
EFG FINANCIAL PR       10.750   3/19/2013     USD    69.81
EFG FINANCIAL PR        7.500   3/18/2013     CHF    72.37
EFG FINANCIAL PR        6.750   3/11/2013     EUR    62.69
EFG FINANCIAL PR       10.000    3/6/2013     USD    69.49
EFG FINANCIAL PR       14.000   2/19/2013     CHF    17.60
EFG FINANCIAL PR        5.800   1/23/2013     CHF    68.41
EFG FINANCIAL PR       13.000   1/15/2013     CHF    71.20
EFG FINANCIAL PR       12.500   1/15/2013     CHF    53.33
EFG FINANCIAL PR       11.250   1/15/2013     GBP    68.95
EFG FINANCIAL PR       10.250   1/15/2013     CHF    21.49
EFG FINANCIAL PR        9.000   1/15/2013     CHF    50.09
EFG FINANCIAL PR        8.830  12/28/2012     USD    53.23
EFG FINANCIAL PR       12.000  12/27/2012     CHF    12.08
EFG FINANCIAL PR       12.600  12/21/2012     CHF    61.14
EFG FINANCIAL PR       10.900  12/21/2012     CHF    60.20
EFG FINANCIAL PR       10.300  12/21/2012     CHF    74.78
EFG FINANCIAL PR        9.400  12/21/2012     CHF    73.51
EFG FINANCIAL PR        9.300  12/21/2012     CHF    58.98
EFG FINANCIAL PR        7.000  12/19/2012     USD    71.87
EFG FINANCIAL PR        7.000  12/19/2012     CHF    72.32
EFG FINANCIAL PR        7.000  12/19/2012     EUR    72.51
EFG FINANCIAL PR       17.500  12/14/2012     EUR    45.84
EFG FINANCIAL PR       14.250  12/14/2012     GBP    74.76
EFG FINANCIAL PR       14.250  12/14/2012     EUR    69.79
EFG FINANCIAL PR       12.750  12/14/2012     CHF    73.74
EFG FINANCIAL PR       10.250  12/14/2012     CHF    72.11
EFG FINANCIAL PR        8.500  12/14/2012     CHF    65.64
EFG FINANCIAL PR        9.750   12/3/2012     CHF    73.00
EFG FINANCIAL PR       16.000  11/27/2012     EUR    43.39
EFG FINANCIAL PR       14.500  11/27/2012     CHF    73.25
EFG FINANCIAL PR       14.500  11/27/2012     CHF    36.61
EFG FINANCIAL PR       13.250  11/27/2012     CHF    74.40
EFG FINANCIAL PR       11.250  11/27/2012     CHF    61.46
EFG FINANCIAL PR       10.500  11/27/2012     CHF    74.99
EFG FINANCIAL PR        9.250  11/27/2012     CHF    67.54
EFG FINANCIAL PR       14.800  11/20/2012     EUR    44.71
EFG FINANCIAL PR       11.500  11/20/2012     EUR    51.14
EFG FINANCIAL PR        9.400  11/20/2012     EUR    69.23
EFG FINANCIAL PR        9.300  11/20/2012     CHF    70.20
EFG FINANCIAL PR        8.400  11/20/2012     CHF    69.16
EFG FINANCIAL PR        8.300  11/20/2012     CHF    63.91
EFG FINANCIAL PR        8.000  11/20/2012     CHF    53.15
EFG FINANCIAL PR        8.000  11/20/2012     CHF    70.90
EFG FINANCIAL PR        7.000  11/20/2012     CHF    67.09
EFG FINANCIAL PR       12.830  11/19/2012     CHF    63.54
EFG FINANCIAL PR       11.600  11/19/2012     CHF    69.17
EFG FINANCIAL PR       17.000  11/13/2012     EUR    42.24
EFG FINANCIAL PR       14.750  11/13/2012     CHF    65.63
EFG FINANCIAL PR       14.500  11/13/2012     EUR    52.57
EFG FINANCIAL PR       14.000  11/13/2012     USD    17.85
EFG FINANCIAL PR       13.000  11/13/2012     CHF    66.02
EFG FINANCIAL PR       13.000  11/13/2012     CHF    17.67
EFG FINANCIAL PR       12.750  11/13/2012     CHF    16.55
EFG FINANCIAL PR       12.750  11/13/2012     CHF    63.32
EFG FINANCIAL PR       12.500  11/13/2012     EUR    65.22
EFG FINANCIAL PR       12.250  11/13/2012     CHF    71.89
EFG FINANCIAL PR       12.000  11/13/2012     CHF    69.43
EFG FINANCIAL PR       11.000  11/13/2012     CHF    74.19
EFG FINANCIAL PR       10.750  11/13/2012     CHF    73.60
EFG FINANCIAL PR       10.500  11/13/2012     CHF    54.60
EFG FINANCIAL PR       10.500  11/13/2012     CHF    54.41
EFG FINANCIAL PR        6.000  11/12/2012     CHF    49.49
EFG FINANCIAL PR        6.000  11/12/2012     EUR    51.18
EFG FINANCIAL PR       11.050   11/8/2012     USD    52.16
EFG FINANCIAL PR       13.080   11/5/2012     CHF    67.25
EFG FINANCIAL PR        9.330  10/29/2012     USD    51.70
EFG FINANCIAL PR       21.000  10/26/2012     USD    19.74
EFG FINANCIAL PR       20.500  10/26/2012     EUR    19.92
EFG FINANCIAL PR       20.000  10/26/2012     CHF    19.34
EFG FINANCIAL PR       17.000  10/26/2012     EUR    34.84
EFG FINANCIAL PR       16.750  10/26/2012     CHF    30.18
EFG FINANCIAL PR       15.000  10/26/2012     CHF    67.92
EFG FINANCIAL PR       13.250  10/26/2012     CHF    53.97
EFG FINANCIAL PR       13.250  10/26/2012     EUR    59.53
EFG FINANCIAL PR       12.000  10/26/2012     CHF    59.00
EFG FINANCIAL PR       11.250  10/26/2012     CHF    53.18
EFG FINANCIAL PR       11.000  10/26/2012     USD    71.58
EFG FINANCIAL PR       10.500  10/26/2012     CHF    71.65
EFG FINANCIAL PR        6.250  10/25/2012     CHF    67.07
EFG FINANCIAL PR       13.750  10/24/2012     USD    58.46
EFG FINANCIAL PR       12.000  10/19/2012     USD    45.84
EFG FINANCIAL PR       17.250  10/12/2012     CHF    71.81
EFG FINANCIAL PR       16.250  10/12/2012     CHF    74.87
EFG FINANCIAL PR       14.500  10/12/2012     CHF    74.63
EFG FINANCIAL PR       20.000  10/11/2012     CHF    18.18
EFG FINANCIAL PR       18.000  10/11/2012     EUR    50.47
EFG FINANCIAL PR       12.500  10/11/2012     GBP    63.79
EFG FINANCIAL PR       12.500  10/11/2012     CHF    52.87
EFG FINANCIAL PR       12.250  10/11/2012     EUR    64.03
EFG FINANCIAL PR       12.250  10/11/2012     EUR    72.03
EFG FINANCIAL PR       12.000  10/11/2012     USD    63.82
EFG FINANCIAL PR       11.500  10/11/2012     CHF    63.76
EFG FINANCIAL PR        9.750  10/11/2012     CHF    70.69
EFG FINANCIAL PR       10.620   10/3/2012     USD    27.34
EFG FINANCIAL PR        9.930   10/3/2012     EUR    27.28
EFG FINANCIAL PR       10.000   10/2/2012     EUR    73.44
EFG FINANCIAL PR       10.000   10/1/2012     CHF    52.91
EFG FINANCIAL PR        8.500   10/1/2012     CHF    74.01
EFG FINANCIAL PR       12.000   9/25/2012     EUR    66.19
EFG FINANCIAL PR       11.750   9/25/2012     EUR    74.92
EFG FINANCIAL PR       11.250   9/25/2012     CHF    74.61
EFG FINANCIAL PR       11.250   9/25/2012     EUR    69.54
EFG FINANCIAL PR       11.250   9/25/2012     CHF    52.08
EFG FINANCIAL PR       11.000   9/25/2012     USD    69.03
EFG FINANCIAL PR       10.750   9/25/2012     CHF    53.91
EFG FINANCIAL PR       10.250   9/25/2012     CHF    69.09
EFG FINANCIAL PR       10.000   9/21/2012     USD    47.56
EFG FINANCIAL PR        9.350   9/18/2012     EUR    74.73
EFG FINANCIAL PR        8.650   9/18/2012     EUR    74.65
EFG FINANCIAL PR        8.210   9/18/2012     EUR    74.38
EFG FINANCIAL PR       11.450   9/17/2012     CHF    73.42
EFG FINANCIAL PR       11.000   9/17/2012     USD    66.66
EFG FINANCIAL PR       11.000   9/10/2012     EUR    70.62
EFG FINANCIAL PR       11.000   9/10/2012     EUR    70.46
EFG FINANCIAL PR       10.000   9/10/2012     EUR    65.44
EFG FINANCIAL PR        9.800   9/10/2012     AUD    71.22
EFG FINANCIAL PR        9.000   9/10/2012     CHF    48.21
EFG FINANCIAL PR        8.250   9/10/2012     EUR    74.78
EFG FINANCIAL PR        7.500   9/10/2012     CHF    71.05
EFG FINANCIAL PR        8.500    9/7/2012     USD    38.48
EFG FINANCIAL PR        7.250    9/7/2012     EUR    65.34
EFG FINANCIAL PR        7.000    9/7/2012     EUR    50.80
EFG FINANCIAL PR        7.000    9/7/2012     CHF    45.25
EFG FINANCIAL PR        9.600    9/4/2012     USD    53.91
EFG FINANCIAL PR        9.500    9/4/2012     USD    34.92
EFG FINANCIAL PR       12.250    9/3/2012     CHF    66.97
EFG FINANCIAL PR       12.200    9/3/2012     CHF    68.03
EFG FINANCIAL PR       12.000    9/3/2012     EUR    65.05
EFG FINANCIAL PR       10.500    9/3/2012     CHF    47.90
EFG FINANCIAL PR       10.260   8/31/2012     EUR    65.58
EFG FINANCIAL PR       14.750   8/30/2012     EUR    71.86
EFG FINANCIAL PR       12.250   8/30/2012     USD    72.41
EFG FINANCIAL PR       10.000   8/30/2012     EUR    65.54
EFG FINANCIAL PR       22.000   8/24/2012     USD    18.95
EFG FINANCIAL PR       14.000   8/24/2012     CHF    25.10
EFG FINANCIAL PR       13.000   8/24/2012     EUR    66.51
EFG FINANCIAL PR       12.500   8/24/2012     CHF    66.66
EFG FINANCIAL PR       12.250   8/24/2012     EUR    63.80
EFG FINANCIAL PR       11.750   8/24/2012     CHF    53.93
EFG FINANCIAL PR       11.500   8/24/2012     CHF    46.92
EFG FINANCIAL PR       10.250   8/24/2012     CHF    69.70
EFG FINANCIAL PR        9.000   8/24/2012     CHF    71.11
EFG FINANCIAL PR       11.800   8/17/2012     CHF    50.07
EFG FINANCIAL PR       11.600   8/17/2012     EUR    56.10
EFG FINANCIAL PR       19.600   8/16/2012     EUR    61.66
EFG FINANCIAL PR       12.000   8/16/2012     EUR    24.52
EFG FINANCIAL PR       15.000   8/14/2012     EUR    67.71
EFG FINANCIAL PR       14.000   8/14/2012     EUR    66.68
EFG FINANCIAL PR       13.750   8/14/2012     EUR    67.24
EFG FINANCIAL PR       13.250   8/14/2012     GBP    66.59
EFG FINANCIAL PR       13.000   8/14/2012     EUR    66.47
EFG FINANCIAL PR       12.750   8/14/2012     CHF    48.40
EFG FINANCIAL PR       12.500   8/14/2012     CHF    66.13
EFG FINANCIAL PR       11.000   8/14/2012     CHF    53.90
EFG FINANCIAL PR       10.000   8/14/2012     CHF    72.21
EFG FINANCIAL PR        8.500   8/14/2012     CHF    65.37
EFG FINANCIAL PR        3.850   8/13/2012     EUR    42.59
EFG FINANCIAL PR       12.800   8/10/2012     CHF    58.01
EFG FINANCIAL PR       12.500   8/10/2012     EUR    73.12
EFG FINANCIAL PR       11.700   8/10/2012     USD    25.56
EFG FINANCIAL PR       10.000   8/10/2012     CHF    66.70
EFG FINANCIAL PR       19.000    8/8/2012     USD    39.92
EFG FINANCIAL PR       12.000    8/7/2012     CHF    73.15
EFG FINANCIAL PR       11.000    8/7/2012     CHF    33.91
EFG FINANCIAL PR       11.000    8/7/2012     CHF    70.68
EFG FINANCIAL PR       10.250    8/7/2012     CHF    67.73
EFG FINANCIAL PR       10.000    8/7/2012     CHF    47.97
EFG FINANCIAL PR        7.250    8/7/2012     CHF    70.75
EFG FINANCIAL PR        9.000    8/3/2012     CHF     9.61
EFG FINANCIAL PR        9.000    8/3/2012     CHF    57.76
EFG FINANCIAL PR        9.000    8/3/2012     CHF    74.13
EFG FINANCIAL PR        9.000    8/3/2012     CHF    71.10
EFG FINANCIAL PR        9.000    8/3/2012     CHF    53.61
EFG FINANCIAL PR        8.000    8/3/2012     EUR    71.39
EFG FINANCIAL PR       15.500   7/31/2012     GBP    70.06
EFG FINANCIAL PR       15.000   7/31/2012     CHF    69.71
EFG FINANCIAL PR       11.750   7/31/2012     CHF    48.31
EFG FINANCIAL PR       11.750   7/31/2012     CHF    48.11
EFG FINANCIAL PR       11.500   7/31/2012     EUR    52.31
EFG FINANCIAL PR       10.000   7/31/2012     CHF    72.43
EFG FINANCIAL PR       10.000   7/31/2012     CHF    47.75
EFG FINANCIAL PR        9.500   7/31/2012     CHF    72.24
EFG FINANCIAL PR       12.000   7/25/2012     GBP    63.77
EFG FINANCIAL PR       11.750   7/25/2012     EUR    67.59
EFG FINANCIAL PR       11.300   7/25/2012     CHF    62.99
EFG FINANCIAL PR       11.000   7/25/2012     CHF    13.37
EFG FINANCIAL PR       11.000   7/25/2012     CHF    63.50
EFG FINANCIAL PR       11.000   7/25/2012     EUR    70.95
EFG FINANCIAL PR       10.250   7/25/2012     CHF    45.36
EFG FINANCIAL PR       10.000   7/25/2012     CHF    62.03
EFG FINANCIAL PR        8.500   7/25/2012     CHF    71.81
EFG FINANCIAL PR        9.770   7/23/2012     EUR    62.47
EFG FINANCIAL PR       10.830   7/20/2012     CHF    73.60
EFG FINANCIAL PR        6.000   7/13/2012     EUR    69.54
EFG FINANCIAL PR       12.750   7/12/2012     EUR    65.42
EFG FINANCIAL PR        9.300    7/6/2012     CHF    59.13
EFG FINANCIAL PR       19.570    7/5/2012     EUR    64.39
EFG FINANCIAL PR       10.500    7/5/2012     CHF    45.37
EFG FINANCIAL PR        8.250    7/5/2012     CHF    66.56
EFG FINANCIAL PR       13.250    7/4/2012     EUR    69.65
EFG FINANCIAL PR       12.500    7/4/2012     USD    69.61
EFG FINANCIAL PR       12.100    7/4/2012     CHF    69.69
EFG FINANCIAL PR       11.500    7/4/2012     EUR    69.03
EFG FINANCIAL PR        8.250    7/4/2012     EUR    67.42
EFG FINANCIAL PR        6.600    7/4/2012     CHF    67.14
EFG FINANCIAL PR       13.200   6/28/2012     EUR    63.01
EFG FINANCIAL PR       12.000   6/28/2012     USD    66.62
EFG FINANCIAL PR       11.300   6/28/2012     EUR    54.99
EFG FINANCIAL PR        8.200   6/28/2012     GBP    73.37
EFG FINANCIAL PR        8.100   6/28/2012     USD    72.98
EFG FINANCIAL PR       16.500   6/27/2012     GBP    55.30
EFG FINANCIAL PR        6.750   6/27/2012     EUR    63.67
EFG FINANCIAL PR       16.020   6/26/2012     CHF    74.87
EFG FINANCIAL PR       10.000   6/22/2012     CHF    43.82
EFG FINANCIAL PR        7.000   6/21/2012     CHF    52.54
EFG FINANCIAL PR        9.650   6/20/2012     USD    40.76
EFG FINANCIAL PR       13.110   6/18/2012     USD    48.79
EFG FINANCIAL PR       12.250   6/15/2012     EUR     8.00
EFG FINANCIAL PR       11.500   6/15/2012     EUR    62.42
EFG FINANCIAL PR        8.800   6/15/2012     CHF    70.92
EFG FINANCIAL PR        5.200   6/14/2012     CHF    51.39
EFG FINANCIAL PR       12.250    6/8/2012     EUR    49.77
EFG FINANCIAL PR       10.000    6/8/2012     CHF    28.91
EFG FINANCIAL PR       12.750    6/6/2012     EUR    58.37
EFG FINANCIAL PR       12.750    6/6/2012     CHF    55.08
EFG FINANCIAL PR       10.000    6/6/2012     CHF    66.25
EFG FINANCIAL PR        8.000    6/6/2012     CHF    66.12
EFG FINANCIAL PR        8.320    6/5/2012     CHF    73.31
EFG FINANCIAL PR       16.000   5/31/2012     GBP    69.19
EFG FINANCIAL PR        6.000   5/31/2012     USD    70.01
EFG FINANCIAL PR       12.500   5/30/2012     EUR    52.67
EFG FINANCIAL PR       10.000   5/30/2012     EUR    63.04
EFG FINANCIAL PR       10.000   5/30/2012     CHF    56.37
EFG FINANCIAL PR        8.400   5/30/2012     EUR    68.96
EFG FINANCIAL PR       10.910   5/29/2012     EUR    36.87
EFG FINANCIAL PR       12.840   5/25/2012     EUR    70.07
EFG FINANCIAL PR       11.200   5/25/2012     CHF    60.63
EFG FINANCIAL PR       10.650   5/25/2012     EUR    67.90
EFG FINANCIAL PR       10.570   5/25/2012     EUR    53.30
EFG FINANCIAL PR       10.440   5/25/2012     EUR    73.40
EFG FINANCIAL PR        9.430   5/25/2012     EUR    70.36
EFG FINANCIAL PR        7.440   5/25/2012     EUR    51.16
EFG FINANCIAL PR        6.100   5/25/2012     EUR    67.56
EFG FINANCIAL PR        9.000   5/24/2012     CHF    66.64
EFG FINANCIAL PR        8.000   5/24/2012     USD    39.20
EFG FINANCIAL PR       14.000   5/22/2012     EUR    65.94
EFG FINANCIAL PR       12.750   5/22/2012     EUR    64.71
EFG FINANCIAL PR       11.250   5/22/2012     CHF    49.89
EFG FINANCIAL PR       10.750   5/22/2012     CHF    64.36
EFG FINANCIAL PR       12.960   5/21/2012     EUR    15.81
EFG FINANCIAL PR       12.500   5/18/2012     EUR    71.69
EFG FINANCIAL PR       10.830   5/18/2012     CHF     0.96
MARE BALTIC PCC         2.000   11/1/2015     DKK     0.01
MARE BALTIC PCC         3.000  11/17/2014     DKK     1.00
MARE BALTIC PCC         2.000   11/1/2015     DKK     0.01
MARE BALTIC PCC         3.000  11/17/2014     DKK    20.00
SARASIN CI LTD         10.250   5/25/2012     EUR    71.60
SARASIN CI LTD          6.000    6/9/2014     EUR    59.06
ZURCHER KANT FIN        8.000   6/15/2012     CHF    59.09
ZURCHER KANT FIN        6.769   5/23/2012     CHF    74.43
ZURCHER KANT FIN        9.050   6/29/2012     CHF    67.14
ZURCHER KANT FIN        7.721   6/22/2012     CHF    62.36
ZURCHER KANT FIN        9.000   6/18/2012     CHF    50.16
ZURCHER KANT FIN       13.575   6/15/2012     CHF    70.53
ZURCHER KANT FIN       11.263   6/15/2012     CHF    65.25
ZURCHER KANT FIN        9.700   6/15/2012     EUR    68.61
ZURCHER KANT FIN        8.548    7/6/2012     EUR    68.30
ZURCHER KANT FIN        7.844   5/18/2012     CHF    58.69
ZURCHER KANT FIN        8.000   7/13/2012     CHF    65.05
ZURCHER KANT FIN       11.000   7/13/2012     CHF    66.37
ZURCHER KANT FIN       12.067   7/13/2012     CHF    70.23
ZURCHER KANT FIN       10.250   7/19/2012     CHF    67.10
ZURCHER KANT FIN        9.250   11/9/2012     CHF    55.05
ZURCHER KANT FIN        7.340   4/16/2013     CHF    56.30

HUNGARY
-------
FHB MORTGAGE BAN        4.500   3/22/2022     EUR    62.38

IRELAND
-------
AIB MORTGAGE BNK        5.000    3/1/2030     EUR    55.79
AIB MORTGAGE BNK        5.000   2/12/2030     EUR    55.81
AIB MORTGAGE BNK        5.580   4/28/2028     EUR    61.83
BANK OF IRELAND         5.600   9/18/2023     EUR    57.13
BANK OF IRELAND         4.473  11/30/2016     EUR    73.75
BK IRELAND MTGE         5.760    9/7/2029     EUR    66.65
BK IRELAND MTGE         5.400   11/6/2029     EUR    63.51
BK IRELAND MTGE         5.360  10/12/2029     EUR    63.23
BK IRELAND MTGE         5.450    3/1/2030     EUR    63.59
DEPFA ACS BANK          5.125   3/16/2037     USD    70.43
DEPFA ACS BANK          0.500    3/3/2025     CAD    45.21
DEPFA ACS BANK          4.900   8/24/2035     CAD    73.50
DEPFA ACS BANK          3.250   7/31/2031     CHF    68.63
DEPFA ACS BANK          5.125   3/16/2037     USD    70.88
FIRST ACTIVE PLC        6.375    4/4/2018     GBP    74.60
KALVEBOD PLC            2.000    5/1/2106     DKK    35.00

ITALY
-----
BANCA MARCHE            4.000   5/26/2021     EUR    74.50
BANCA MARCHE            3.700    9/1/2020     EUR    74.75
BANCA POP MILANO        4.500   4/18/2018     EUR    74.88
BANCA POP VICENT        4.970   4/20/2027     EUR    65.95
BP CIVIDALE             3.180   5/19/2020     EUR    69.88
BTPS I/L                2.550   9/15/2041     EUR    69.32
BTPS I/L                2.350   9/15/2035     EUR    69.19
ICCREA BANCAIMPR        5.220   4/11/2017     EUR    58.00
INTESA SANPAOLO         2.882   4/20/2020     EUR    74.00
INTESA SANPAOLO         3.750    3/2/2020     EUR    74.81
MONTE DEI PASCHI        5.750   9/30/2016     GBP    76.12
REP OF ITALY            2.870   5/19/2036     JPY    54.09
REP OF ITALY            5.250   12/7/2034     GBP    75.93
REP OF ITALY            1.850   9/15/2057     EUR    49.72
REP OF ITALY            2.200   9/15/2058     EUR    56.23
REP OF ITALY            4.850   6/11/2060     EUR    73.05
REP OF ITALY            2.000   9/15/2062     EUR    51.16
SANPAOLO IMI            5.625   3/18/2024     GBP    76.21
SEAT PAGINE            10.500   1/31/2017     EUR    64.17
SEAT PAGINE            10.500   1/31/2017     EUR    65.00
TELECOM ITALIA          5.250   3/17/2055     EUR    69.97
UBI BANCA SPCA          6.250  11/18/2018     EUR    51.44
UNICREDIT SPA           5.050   4/25/2022     EUR    73.10
UNIPOL ASSICURAZ        5.660   7/28/2023     EUR    64.00

LUXEMBOURG
----------
ARCELORMITTAL           7.250    4/1/2014     EUR    21.95
CONTROLINVESTE          3.000   1/28/2015     EUR    73.98
DEXIA BQ INT LUX        6.000    7/2/2018     EUR    74.59
ESFG INTERNATION        6.875  10/21/2019     EUR    67.00
ESPIRITO SANTO F        9.750  12/19/2025     EUR    65.52
FORTIS LUX FINAN        6.500  10/22/2012     EUR    73.00
HELLAS III              8.500  10/15/2013     EUR     0.25
HELLAS III              8.500  10/15/2013     EUR     0.25
LIGHTHOUSE INTL         8.000   4/30/2014     EUR    11.63
LIGHTHOUSE INTL         8.000   4/30/2014     EUR    11.63
ORCO PROPERTY GR        1.000   4/30/2020     EUR    43.75
VIVALDIS                0.500    8/8/2028     EUR    60.47
VIVALDIS                0.500   6/13/2028     EUR    56.50
VIVALDIS                0.500   6/13/2013     EUR    56.50

NETHERLANDS
-----------
APP INTL FINANCE       11.750   10/1/2005     USD     8.75
ASTANA FINANCE          9.000  11/16/2011     USD     3.00
ASTANA FINANCE          7.875    6/8/2010     EUR     2.83
ASTANA FINANCE         14.500    7/2/2013     USD     3.00
BK NED GEMEENTEN        0.500   9/15/2016     TRY    74.03
BK NED GEMEENTEN        0.500   6/22/2016     TRY    74.95
BK NED GEMEENTEN        0.500   6/22/2021     ZAR    50.97
BK NED GEMEENTEN        0.500   5/10/2017     TRY    72.40
BK NED GEMEENTEN        0.500   5/12/2021     ZAR    51.47
BK NED GEMEENTEN        0.500   3/29/2021     NZD    68.99
BK NED GEMEENTEN        0.500   5/22/2017     ZAR    74.28
BK NED GEMEENTEN        0.500    3/3/2021     NZD    69.25
BK NED GEMEENTEN        0.500   6/12/2017     TRY    73.18
BK NED GEMEENTEN        0.500   2/24/2025     CAD    65.75
BK NED GEMEENTEN        0.500    6/7/2022     ZAR    50.10
BLT FINANCE BV          7.500   5/15/2014     USD    17.88
BLT FINANCE BV          7.500   5/15/2014     USD    23.00
BLT FINANCE BV         12.000   2/10/2015     USD    24.13
BRIT INSURANCE          6.625   12/9/2030     GBP    57.86
BULGARIA STEEL         12.000    5/4/2013     EUR     5.88
BULGARIA STEEL         12.000    5/4/2013     EUR     5.88
ENEL FIN INTL NV        5.750   9/14/2040     GBP    75.53
GREENWICH AVENUE       10.000   6/30/2013     USD     0.63
ING BANK NV             4.200  12/19/2035     EUR    66.60
LEHMAN BROS TR B        3.500   9/29/2017     EUR     5.25
LEHMAN BROS TSY         2.500   8/15/2012     CHF     5.25
LEHMAN BROS TSY        13.000   7/25/2012     EUR    16.00
LEHMAN BROS TSY         4.000   7/20/2012     EUR     5.25
LEHMAN BROS TSY         9.250   6/20/2012     USD     5.25
LEHMAN BROS TSY         4.300    6/4/2012     USD    16.00
LEHMAN BROS TSY         6.600   5/23/2012     AUD    16.00
LEHMAN BROS TSY         1.000    5/9/2012     EUR     5.25
LEHMAN BROS TSY         6.750    4/5/2012     EUR     5.25
LEHMAN BROS TSY         0.750   3/29/2012     EUR     5.25
LEHMAN BROS TSY         8.000   3/19/2012     USD     5.25
LEHMAN BROS TSY         3.630    3/2/2012     EUR    16.00
LEHMAN BROS TSY         6.600   2/22/2012     EUR    16.00
LEHMAN BROS TSY         1.460   2/19/2012     JPY    16.00
LEHMAN BROS TSY         7.000   2/15/2012     EUR    16.00
LEHMAN BROS TSY         6.000   2/14/2012     EUR    16.00
LEHMAN BROS TSY         1.500    2/8/2012     CHF     5.25
LEHMAN BROS TSY        10.000    1/3/2012     BRL     5.25
LEHMAN BROS TSY         7.750    1/3/2012     AUD    16.00
LEHMAN BROS TSY        11.000  12/19/2011     USD     5.25
LEHMAN BROS TSY         2.500  12/15/2011     GBP    16.00
LEHMAN BROS TSY         5.000   12/6/2011     EUR     5.25
LEHMAN BROS TSY         4.600   11/9/2011     EUR     5.25
LEHMAN BROS TSY         2.500   11/9/2011     CHF     5.25
LEHMAN BROS TSY         3.500  10/31/2011     USD     5.25
LEHMAN BROS TSY         1.500  10/25/2011     EUR     5.25
LEHMAN BROS TSY         3.500  10/24/2011     USD     5.25
LEHMAN BROS TSY         3.860   9/21/2011     SGD    16.00
LEHMAN BROS TSY         7.000   9/20/2011     USD     5.25
LEHMAN BROS TSY         6.000   9/20/2011     EUR     5.25
LEHMAN BROS TSY         6.250    9/5/2011     EUR     5.25
LEHMAN BROS TSY         5.000    9/1/2011     EUR     5.25
LEHMAN BROS TSY         6.650   8/24/2011     AUD    16.00
LEHMAN BROS TSY         3.000   8/13/2011     EUR     5.25
LEHMAN BROS TSY         4.000   7/27/2011     EUR     5.25
LEHMAN BROS TSY         7.625   7/22/2011     HKD    16.00
LEHMAN BROS TSY        12.000    7/4/2011     EUR    16.00
LEHMAN BROS TSY        11.000    7/4/2011     CHF    16.00
LEHMAN BROS TSY        11.000    7/4/2011     USD    16.00
LEHMAN BROS TSY         2.000   6/28/2011     EUR     5.25
LEHMAN BROS TSY         6.000   6/21/2011     EUR     5.25
LEHMAN BROS TSY         2.000   6/21/2011     EUR     5.25
LEHMAN BROS TSY         3.500   6/20/2011     EUR     5.25
LEHMAN BROS TSY         2.400   6/20/2011     JPY     5.25
LEHMAN BROS TSY         4.000    6/5/2011     USD    16.00
LEHMAN BROS TSY         5.000   5/12/2011     CHF     5.25
LEHMAN BROS TSY         6.700   4/21/2011     USD     5.25
LEHMAN BROS TSY         4.000   4/13/2011     CHF     5.25
LEHMAN BROS TSY        15.000   3/30/2011     EUR     5.25
LEHMAN BROS TSY         6.000   3/17/2011     EUR     5.25
LEHMAN BROS TSY         6.000   3/14/2011     EUR     5.25
LEHMAN BROS TSY         4.000   3/10/2011     EUR     5.25
LEHMAN BROS TSY         8.875   1/28/2011     HKD    16.00
LEHMAN BROS TSY         4.000    1/4/2011     USD    16.00
LEHMAN BROS TSY         8.000  12/31/2010     USD    16.00
LEHMAN BROS TSY         4.500  12/30/2010     USD    16.00
LEHMAN BROS TSY         9.300  12/21/2010     EUR    16.00
LEHMAN BROS TSY         9.300  12/21/2010     EUR    16.00
LEHMAN BROS TSY         6.000  12/21/2010     USD    16.00
LEHMAN BROS TSY         8.050  12/20/2010     HKD    16.00
LEHMAN BROS TSY        14.900  11/16/2010     EUR    16.00
LEHMAN BROS TSY         1.280   11/6/2010     JPY    16.00
LEHMAN BROS TSY         7.000  10/22/2010     EUR     5.25
LEHMAN BROS TSY         4.000  10/12/2010     USD    16.00
LEHMAN BROS TSY         1.500  10/12/2010     EUR     5.25
LEHMAN BROS TSY         4.100   8/23/2010     USD    16.00
LEHMAN BROS TSY         4.000   8/11/2010     USD     5.25
LEHMAN BROS TSY        10.500    8/9/2010     EUR    16.00
LEHMAN BROS TSY         6.000   7/28/2010     EUR    16.00
LEHMAN BROS TSY         6.000   7/28/2010     EUR    16.00
LEHMAN BROS TSY         7.000   7/11/2010     EUR     5.25
LEHMAN BROS TSY         5.500   6/22/2010     USD     5.25
LEHMAN BROS TSY         1.600   6/21/2010     JPY     5.25
LEHMAN BROS TSY         7.250   6/20/2010     USD     5.25
LEHMAN BROS TSY         3.100    6/4/2010     USD    16.00
LEHMAN BROS TSY         3.000    6/3/2010     EUR     5.25
LEHMAN BROS TSY         7.500   5/30/2010     AUD    16.00
LEHMAN BROS TSY         4.000   5/30/2010     USD    16.00
LEHMAN BROS TSY         4.000   5/17/2010     USD     5.25
LEHMAN BROS TSY         2.000   5/17/2010     EUR    16.00
LEHMAN BROS TSY         4.250   5/15/2010     EUR     5.25
LEHMAN BROS TSY         7.600    3/4/2010     NZD    16.00
LEHMAN BROS TSY        11.750    3/1/2010     EUR    16.00
LEHMAN BROS TSY         4.000   2/28/2010     EUR    16.00
LEHMAN BROS TSY         1.000   2/26/2010     USD     5.25
LEHMAN BROS TSY         6.450   2/20/2010     AUD    16.00
LEHMAN BROS TSY         4.100   2/19/2010     EUR     5.25
LEHMAN BROS TSY         7.000   2/15/2010     CHF    16.00
LEHMAN BROS TSY         7.500   2/14/2010     AUD    16.00
LEHMAN BROS TSY         1.750    2/7/2010     EUR    16.00
LEHMAN BROS TSY        10.000    1/4/2010     USD     5.25
LEHMAN BROS TSY         8.800  12/27/2009     EUR    16.00
LEHMAN BROS TSY         7.585  11/22/2009     MXN    16.00
LEHMAN BROS TSY         2.000  11/16/2009     EUR     5.25
LEHMAN BROS TSY         2.750  10/28/2009     EUR    16.00
LEHMAN BROS TSY         3.820  10/20/2009     USD    16.00
LEHMAN BROS TSY         3.400   9/21/2009     HKD    16.00
LEHMAN BROS TSY         7.500   9/13/2009     CHF    16.00
LEHMAN BROS TSY        16.800   8/21/2009     USD    16.00
LEHMAN BROS TSY         8.000    8/3/2009     USD    16.00
LEHMAN BROS TSY         4.500    8/2/2009     USD    16.00
LEHMAN BROS TSY         8.500    7/6/2009     CHF    16.00
LEHMAN BROS TSY        11.000   6/29/2009     EUR    16.00
LEHMAN BROS TSY         3.000   6/23/2009     EUR     5.25
LEHMAN BROS TSY        10.000   6/17/2009     USD    16.00
LEHMAN BROS TSY         5.750   6/15/2009     CHF    16.00
LEHMAN BROS TSY         5.500   6/15/2009     CHF    16.00
LEHMAN BROS TSY         9.000   6/13/2009     USD    16.00
LEHMAN BROS TSY         3.700    6/6/2009     EUR     5.25
LEHMAN BROS TSY        15.000    6/4/2009     CHF    16.00
LEHMAN BROS TSY        17.000    6/2/2009     USD    16.00
LEHMAN BROS TSY        13.500    6/2/2009     USD    16.00
LEHMAN BROS TSY        10.000   5/22/2009     USD    16.00
LEHMAN BROS TSY         8.000   5/22/2009     USD    16.00
LEHMAN BROS TSY         8.000   5/22/2009     USD    16.00
LEHMAN BROS TSY         4.100   5/20/2009     USD    16.00
LEHMAN BROS TSY        16.200   5/14/2009     USD    16.00
LEHMAN BROS TSY         2.480   5/12/2009     USD     5.25
LEHMAN BROS TSY         2.250   5/12/2009     USD     5.25
LEHMAN BROS TSY         4.000   4/24/2009     USD    16.00
LEHMAN BROS TSY         3.850   4/24/2009     USD    16.00
LEHMAN BROS TSY         8.000   4/20/2009     EUR     5.25
LEHMAN BROS TSY        16.000   10/8/2008     CHF    16.00
LEHMAN BROS TSY         7.250   10/6/2008     EUR    16.00
LEHMAN BROS TSY        10.000  10/22/2008     USD    16.00
LEHMAN BROS TSY         8.000  10/23/2008     USD    16.00
LEHMAN BROS TSY         5.000  10/24/2008     CHF    16.00
LEHMAN BROS TSY         6.000  10/24/2008     EUR    16.00
LEHMAN BROS TSY         7.500  10/24/2008     USD    16.00
LEHMAN BROS TSY        16.000  10/28/2008     USD    16.00
LEHMAN BROS TSY        13.150  10/30/2008     USD    16.00
LEHMAN BROS TSY        16.000   11/9/2008     USD    16.00
LEHMAN BROS TSY        14.100  11/12/2008     USD    16.00
LEHMAN BROS TSY        10.442  11/22/2008     CHF    16.00
LEHMAN BROS TSY         7.000  11/28/2008     CHF    16.00
LEHMAN BROS TSY        16.000  12/26/2008     USD    16.00
LEHMAN BROS TSY         6.720  12/29/2008     EUR     5.25
LEHMAN BROS TSY        13.432    1/8/2009     ILS    16.00
LEHMAN BROS TSY         7.750   1/30/2009     EUR    16.00
LEHMAN BROS TSY         6.600    2/9/2009     EUR     5.25
LEHMAN BROS TSY         0.500   2/16/2009     EUR    16.00
LEHMAN BROS TSY        10.000   2/16/2009     CHF    16.00
LEHMAN BROS TSY        11.000   2/16/2009     CHF    16.00
LEHMAN BROS TSY        13.000   2/16/2009     CHF    16.00
LEHMAN BROS TSY         5.000   3/13/2009     EUR     5.25
LEHMAN BROS TSY         9.000   3/17/2009     GBP    16.00
LEHMAN BROS TSY         4.050   9/16/2008     EUR     5.25
LEHMAN BROS TSY        23.300   9/16/2008     USD    16.00
LEHMAN BROS TSY         7.375   9/20/2008     EUR    16.00
LEHMAN BROS TSY        18.250   10/2/2008     USD    16.00
LEHMAN BROS TSY        10.000   3/27/2009     USD     5.25
LEHMAN BROS TSY         7.000   4/14/2009     EUR    16.00
LEHMAN BROS TSY         5.103   6/22/2046     EUR    16.00
LEHMAN BROS TSY         4.680  12/12/2045     EUR    16.00
LEHMAN BROS TSY        10.000    8/2/2037     JPY     5.25
LEHMAN BROS TSY         4.820  12/18/2036     EUR    16.00
LEHMAN BROS TSY         4.950  10/25/2036     EUR     5.25
LEHMAN BROS TSY         3.000   9/12/2036     JPY     5.25
LEHMAN BROS TSY         6.000   11/2/2035     EUR     5.25
LEHMAN BROS TSY         7.250   10/5/2035     EUR     5.38
LEHMAN BROS TSY         7.500    8/1/2035     EUR     5.25
LEHMAN BROS TSY         7.000   5/17/2035     EUR     5.38
LEHMAN BROS TSY         8.250   3/16/2035     EUR     5.63
LEHMAN BROS TSY         6.000   2/15/2035     EUR     5.63
LEHMAN BROS TSY         5.000   2/28/2032     EUR     5.25
LEHMAN BROS TSY         3.500  12/20/2027     USD     5.25
LEHMAN BROS TSY         5.120   4/30/2027     EUR    16.00
LEHMAN BROS TSY         6.500   7/24/2026     EUR     5.25
LEHMAN BROS TSY         5.250   5/26/2026     EUR     5.25
LEHMAN BROS TSY         5.000    8/1/2025     EUR     5.25
LEHMAN BROS TSY         5.220    3/1/2024     EUR    16.00
LEHMAN BROS TSY         5.250    4/1/2023     EUR    16.00
LEHMAN BROS TSY         6.000   2/19/2023     USD     5.25
LEHMAN BROS TSY         9.000   5/15/2022     USD     5.25
LEHMAN BROS TSY         5.000    5/2/2022     EUR    16.00
LEHMAN BROS TSY         4.250   3/13/2021     EUR    16.00
LEHMAN BROS TSY         4.150   8/25/2020     EUR    16.00
LEHMAN BROS TSY         0.500    8/1/2020     EUR    16.00
LEHMAN BROS TSY         4.900   7/28/2020     EUR     5.25
LEHMAN BROS TSY         0.500    7/2/2020     EUR    16.00
LEHMAN BROS TSY         0.500    6/2/2020     EUR    16.00
LEHMAN BROS TSY        11.000    5/9/2020     USD     5.25
LEHMAN BROS TSY         6.300  12/21/2018     USD     5.25
LEHMAN BROS TSY         9.750   6/22/2018     USD     5.25
LEHMAN BROS TSY         6.000   5/23/2018     CZK     5.25
LEHMAN BROS TSY         9.500    4/1/2018     USD     5.25
LEHMAN BROS TSY         7.800   3/31/2018     USD     5.25
LEHMAN BROS TSY         8.000   3/21/2018     USD     5.25
LEHMAN BROS TSY         5.200   3/19/2018     EUR    16.00
LEHMAN BROS TSY         2.600   3/19/2018     JPY    16.00
LEHMAN BROS TSY         5.000   2/15/2018     EUR     5.25
LEHMAN BROS TSY         6.000  12/30/2017     EUR     5.25
LEHMAN BROS TSY         4.500  12/20/2017     AUD     5.25
LEHMAN BROS TSY         4.500  12/20/2017     AUD     5.25
LEHMAN BROS TSY         4.500  12/20/2017     AUD     5.25
LEHMAN BROS TSY         0.500  12/20/2017     AUD     5.25
LEHMAN BROS TSY         0.500  12/20/2017     USD     5.25
LEHMAN BROS TSY         0.500  12/20/2017     USD     5.25
LEHMAN BROS TSY         0.500  12/20/2017     USD     5.25
LEHMAN BROS TSY         0.500  12/20/2017     USD     5.25
LEHMAN BROS TSY         0.500  12/20/2017     AUD     5.25
LEHMAN BROS TSY         0.500  12/20/2017     AUD     5.25
LEHMAN BROS TSY         0.500  12/20/2017     AUD     5.25
LEHMAN BROS TSY         0.500  12/20/2017     AUD     5.25
LEHMAN BROS TSY        12.220  11/21/2017     USD     5.25
LEHMAN BROS TSY         4.600  10/11/2017     ILS    16.00
LEHMAN BROS TSY         5.000   8/16/2017     EUR     8.88
LEHMAN BROS TSY         3.000   8/15/2017     EUR     5.25
LEHMAN BROS TSY         3.000    8/8/2017     EUR     5.25
LEHMAN BROS TSY         7.500   6/15/2017     USD     5.25
LEHMAN BROS TSY         7.000    6/6/2017     EUR     5.25
LEHMAN BROS TSY         6.000   5/12/2017     EUR     5.25
LEHMAN BROS TSY         5.100    5/8/2017     HKD    15.00
LEHMAN BROS TSY         7.390    5/4/2017     USD     5.25
LEHMAN BROS TSY         7.500    5/2/2017     EUR     5.25
LEHMAN BROS TSY         4.500    5/2/2017     EUR     5.25
LEHMAN BROS TSY         5.000   4/24/2017     EUR     5.25
LEHMAN BROS TSY         4.690   2/19/2017     EUR    16.00
LEHMAN BROS TSY         4.000   2/16/2017     EUR     5.25
LEHMAN BROS TSY         0.800  12/30/2016     EUR     5.25
LEHMAN BROS TSY         6.000   12/6/2016     USD    16.00
LEHMAN BROS TSY         4.000  11/24/2016     EUR     5.25
LEHMAN BROS TSY         3.350  10/13/2016     EUR     5.25
LEHMAN BROS TSY         4.350    8/8/2016     SGD    16.00
LEHMAN BROS TSY         4.600    7/6/2016     EUR     5.25
LEHMAN BROS TSY         8.500    7/5/2016     EUR     5.25
LEHMAN BROS TSY         4.700   3/23/2016     EUR     5.25
LEHMAN BROS TSY         4.700   3/23/2016     EUR     5.25
LEHMAN BROS TSY         8.000   2/16/2016     EUR     5.25
LEHMAN BROS TSY         8.250    2/3/2016     EUR     5.25
LEHMAN BROS TSY         8.250   12/3/2015     EUR     5.25
LEHMAN BROS TSY         6.500   5/16/2015     EUR     5.25
LEHMAN BROS TSY         7.050    4/8/2015     USD     5.25
LEHMAN BROS TSY         5.400   3/18/2015     USD     5.25
LEHMAN BROS TSY         5.000   3/18/2015     EUR     5.75
LEHMAN BROS TSY         5.550   3/12/2015     EUR    16.00
LEHMAN BROS TSY         4.500    3/7/2015     EUR     5.25
LEHMAN BROS TSY         1.680    3/5/2015     EUR     5.25
LEHMAN BROS TSY         5.400    3/4/2015     USD     5.25
LEHMAN BROS TSY         5.000   2/25/2015     EUR     5.25
LEHMAN BROS TSY         5.000   2/16/2015     EUR     5.25
LEHMAN BROS TSY         3.025   1/31/2015     EUR     5.25
LEHMAN BROS TSY         8.000  10/17/2014     EUR     5.25
LEHMAN BROS TSY         5.000   9/22/2014     EUR     5.25
LEHMAN BROS TSY         4.500   7/24/2014     EUR     5.25
LEHMAN BROS TSY         0.250   7/21/2014     EUR     5.25
LEHMAN BROS TSY         5.250    7/8/2014     EUR    16.00
LEHMAN BROS TSY         4.100   6/10/2014     SGD    16.00
LEHMAN BROS TSY         2.300   4/28/2014     JPY     5.25
LEHMAN BROS TSY         5.300   4/23/2014     EUR     5.25
LEHMAN BROS TSY        10.600   4/22/2014     MXN     5.25
LEHMAN BROS TSY         5.000   2/27/2014     EUR     5.25
LEHMAN BROS TSY         5.375    2/4/2014     USD     5.25
LEHMAN BROS TSY         7.000  11/26/2013     EUR     5.25
LEHMAN BROS TSY         1.950   11/4/2013     EUR    16.00
LEHMAN BROS TSY         4.870   10/8/2013     USD    16.00
LEHMAN BROS TSY         6.000    8/7/2013     EUR     5.25
LEHMAN BROS TSY         4.600    8/1/2013     EUR     5.25
LEHMAN BROS TSY         2.370   7/15/2013     USD     5.25
LEHMAN BROS TSY         2.300   6/27/2013     USD    16.00
LEHMAN BROS TSY         2.300    6/6/2013     USD    16.00
LEHMAN BROS TSY         3.450   5/23/2013     USD     5.25
LEHMAN BROS TSY         6.700   5/21/2013     USD     5.25
LEHMAN BROS TSY         7.150   3/21/2013     USD     5.25
LEHMAN BROS TSY         2.875   3/14/2013     CHF    16.88
LEHMAN BROS TSY         4.500    3/6/2013     CHF     5.25
LEHMAN BROS TSY         7.600   1/31/2013     AUD    16.00
LEHMAN BROS TSY        13.000  12/14/2012     USD     5.25
LEHMAN BROS TSY         3.000   12/3/2012     EUR     5.25
LEHMAN BROS TSY         6.250  11/30/2012     EUR     5.25
LEHMAN BROS TSY         5.500  11/30/2012     CZK     5.25
LEHMAN BROS TSY         5.000  11/22/2012     EUR     5.25
LEHMAN BROS TSY         6.000  10/30/2012     EUR     5.25
LEHMAN BROS TSY         6.000  10/30/2012     USD     5.25
LEHMAN BROS TSY         4.000  10/24/2012     EUR     5.25
LEHMAN BROS TSY         0.250  10/19/2012     CHF     5.25
LEHMAN BROS TSY         2.500   8/23/2012     GBP    16.00
NATL INVESTER BK       25.983    5/7/2029     EUR    25.02
NED WATERSCHAPBK        0.500   3/11/2025     CAD    64.76
NIB CAPITAL BANK        4.510  12/16/2035     EUR    67.84
PORTUGAL TEL FIN        4.500   6/16/2025     EUR    69.28
Q-CELLS INTERNAT        5.750   5/26/2014     EUR    13.33
RABOBANK                0.500  11/26/2021     ZAR    46.07
RABOBANK                0.500  10/27/2016     ZAR    73.86
RBS NV EX-ABN NV        2.910   6/21/2036     JPY    69.87
RBS NV EX-ABN NV        6.500   5/17/2018     AUD    71.34
SNS BANK                6.250  10/26/2020     EUR    73.92
SNS BANK                4.580   3/20/2026     EUR    65.94
SNS BANK                5.215   12/3/2027     EUR    69.06
SRLEV NV                9.000   4/15/2041     EUR    73.21
TJIWI KIMIA FIN        13.250    8/1/2001     USD     0.01

NORWAY
------
KOMMUNALBANKEN          0.500   5/25/2018     ZAR    63.06
KOMMUNALBANKEN          0.500   3/29/2017     BRL    70.10
KOMMUNALBANKEN          0.500   5/10/2017     BRL    69.95
KOMMUNALBANKEN          0.500   3/28/2017     BRL    70.58
KOMMUNALBANKEN          0.500   7/26/2016     BRL    74.26
KOMMUNALBANKEN          0.500   7/28/2016     BRL    73.81
KOMMUNALBANKEN          0.500   7/29/2016     TRY    74.92
KOMMUNALBANKEN          0.500   8/16/2016     BRL    73.53
KOMMUNALBANKEN          0.500    3/7/2017     BRL    70.89
KOMMUNALBANKEN          0.500    3/2/2018     BRL    65.82
NORSKE SKOGIND          6.125  10/15/2015     USD    71.33
NORSKE SKOGIND          7.000   6/26/2017     EUR    61.21
NORSKE SKOGIND          7.125  10/15/2033     USD    52.38
NORSKE SKOGIND          7.125  10/15/2033     USD    52.38
NORSKE SKOGIND          6.125  10/15/2015     USD    71.00
RENEWABLE CORP          6.500    6/4/2014     EUR    60.32
RENEWABLE CORP          9.750    5/3/2018     NOK    70.62

POLAND
------
POLAND GOVT BOND        5.000   4/25/2037     PLN    63.50

PORTUGAL
--------
CAIXA GERAL DEPO        5.380   10/1/2038     EUR    60.26
CAIXA GERAL DEPO        4.250   1/27/2020     EUR    75.94
COMBOIOS DE PORT        4.170  10/16/2019     EUR    50.18
COMBOIOS DE PORT        5.700    2/5/2030     EUR    59.98
METRO DE LISBOA         5.750    2/4/2019     EUR    57.93
METRO DE LISBOA         4.061   12/4/2026     EUR    48.50
METRO DE LISBOA         4.799   12/7/2027     EUR    48.66
METRO DE LISBOA         7.300  12/23/2025     EUR    54.38
MONTEPIO GERAL          4.000    2/8/2015     EUR    74.38
MONTEPIO GERAL          5.000    2/8/2017     EUR    61.63
PARPUBLICA              5.250   9/28/2017     EUR    69.75
PARPUBLICA              4.200  11/16/2026     EUR    50.25
PARPUBLICA              3.567   9/22/2020     EUR    55.54
PORTUGAL (REP)          3.500   3/25/2015     USD    75.22
PORTUGUESE OT'S         4.200  10/15/2016     EUR    68.09
PORTUGUESE OT'S         4.350  10/16/2017     EUR    62.88
PORTUGUESE OT'S         4.450   6/15/2018     EUR    60.40
PORTUGUESE OT'S         4.750   6/14/2019     EUR    59.42
PORTUGUESE OT'S         4.800   6/15/2020     EUR    58.01
PORTUGUESE OT'S         3.850   4/15/2021     EUR    55.95
PORTUGUESE OT'S         4.100   4/15/2037     EUR    46.49
PORTUGUESE OT'S         4.950  10/25/2023     EUR    56.70
PORTUGUESE OT'S         3.350  10/15/2015     EUR    72.46
REFER                   4.000   3/16/2015     EUR    57.02
REFER                   5.875   2/18/2019     EUR    59.53
REFER                   4.047  11/16/2026     EUR    46.99
REFER                   4.250  12/13/2021     EUR    44.99
REFER                   4.675  10/16/2024     EUR    48.14

RUSSIA
------
ARIZK                   3.000  12/20/2030     RUB    44.03
DVTG-FINANS            17.000   8/29/2013     RUB    55.55
DVTG-FINANS             7.750   7/18/2013     RUB    20.29
MIRAX                  17.000   9/17/2012     RUB    31.51
NOK                    12.500   8/26/2014     RUB     5.00
PROMPEREOSNASTKA        1.000  12/17/2012     RUB     0.01
PROTON-FINANCE          9.000   6/12/2012     RUB    65.00
RBC OJSC                3.270   4/19/2018     RUB    45.00
RBC OJSC                7.000   4/23/2015     RUB    70.00
RBC OJSC                7.000   4/23/2015     RUB    71.50
SATURN                  8.000    6/6/2014     RUB     2.00

SPAIN
-----
AYT CEDULAS CAJA        4.750   5/25/2027     EUR    66.02
AYT CEDULAS CAJA        3.750  12/14/2022     EUR    67.67
AYT CEDULAS CAJA        4.250  10/25/2023     EUR    69.70
AYT CEDULAS CAJA        3.750   6/30/2025     EUR    59.36
AYUNTAM DE MADRD        4.350   6/16/2021     EUR    65.91
AYUNTAM DE MADRD        4.550   6/16/2036     EUR    47.78
BANCAJA                 1.500   5/22/2018     EUR    61.36
BANCO BILBAO VIZ        6.025    3/3/2033     EUR    57.64
BANCO BILBAO VIZ        4.500   2/16/2022     EUR    71.59
BANCO BILBAO VIZ        4.375  10/20/2019     EUR    74.07
BANCO CASTILLA          1.500   6/23/2021     EUR    63.95
BANCO POP ESPAN         5.702  12/22/2019     EUR    73.00
BASQUE GOV'T            4.600    1/7/2025     EUR    71.79
BBVA SUB CAP UNI        2.750  10/22/2035     JPY    66.72
BPE FINANCIACION        6.873  10/22/2020     EUR    72.17
CAIXA TERRASSA          1.700   3/12/2022     EUR    65.66
CAIXA TERRASSA          4.700    8/9/2021     EUR    67.19
CAIXABANK               4.000    2/9/2022     EUR    72.35
CAJA MADRID             5.116   7/15/2015     EUR    72.50
CAJA MADRID             4.125   3/24/2036     EUR    68.67
CEDULAS TDA 6 FO        3.875   5/23/2025     EUR    61.85
CEDULAS TDA 6 FO        4.250   4/10/2031     EUR    57.37
CEDULAS TDA A-5         4.250   3/28/2027     EUR    61.79
COMUN AUTO CANAR        3.900  11/30/2035     EUR    46.00
COMUN AUTO CANAR        4.200  10/25/2036     EUR    48.28
COMUN AUTO CANAR        4.450  11/17/2019     EUR    72.24
COMUN AUTO CANAR        5.750  10/15/2029     EUR    69.36
COMUN NAVARRA           4.000  11/23/2021     EUR    73.17
COMUNIDAD ARAGON        4.646   7/11/2036     EUR    55.26
COMUNIDAD ARAGON        4.470   7/12/2021     EUR    72.66
COMUNIDAD ARAGON        4.815  10/10/2022     EUR    71.99
COMUNIDAD BALEAR        3.869  11/23/2020     EUR    65.47
COMUNIDAD BALEAR        4.063  11/23/2035     EUR    43.62
COMUNIDAD BALEAR        4.796    3/4/2020     EUR    73.49
COMUNIDAD MADRID        4.300   9/15/2026     EUR    63.35
DIPUTACION FOR          4.323  12/29/2023     EUR    64.49
GEN DE CATALUNYA        5.950   10/1/2030     EUR    60.18
GEN DE CATALUNYA        2.965    9/8/2039     JPY    43.56
GEN DE CATALUNYA        4.220   4/26/2035     EUR    44.64
GEN DE CATALUNYA        4.690  10/28/2034     EUR    48.85
GEN DE CATALUNYA        6.350  11/30/2041     EUR    61.66
GEN DE CATALUNYA        2.125   10/1/2014     CHF    74.96
GEN DE CATALUNYA        2.315   9/10/2015     CHF    72.42
GEN DE CATALUNYA        2.355  11/10/2015     CHF    71.51
GEN DE CATALUNYA        2.750   3/24/2016     CHF    70.26
GEN DE CATALUNYA        4.801   7/31/2020     EUR    70.49
GEN DE CATALUNYA        4.900   9/15/2021     EUR    68.32
GEN DE CATALUNYA        5.250   10/5/2023     EUR    65.26
GEN DE CATALUNYA        5.900   5/20/2024     EUR    68.77
GEN DE CATALUNYA        5.325   10/5/2028     EUR    57.24
GEN DE CATALUNYA        5.219   9/10/2029     EUR    55.31
GEN DE CATALUNYA        5.400   5/13/2030     EUR    56.32
GEN DE CATALUNYA        5.900   5/28/2030     EUR    60.60
GENERAL VALENCIA        4.000   11/2/2016     EUR    72.50
GENERAL VALENCIA        4.900   3/17/2020     EUR    64.38
GENERAL VALENCIA        5.900  11/30/2032     EUR    50.63
IM CEDULAS 5            3.500   6/15/2020     EUR    74.18
INSTIT CRDT OFCL        3.250   6/28/2024     CHF    67.98
INSTIT CRDT OFCL        2.100   2/23/2021     JPY    70.13
INSTIT CRDT OFCL        2.570  10/22/2021     CHF    67.83
INSTITUT CATALA         4.250   6/15/2024     EUR    59.47
JUNTA ANDALUCIA         3.065   7/29/2039     JPY    46.30
JUNTA ANDALUCIA         4.850   3/17/2020     EUR    72.34
JUNTA ANDALUCIA         3.170   7/29/2039     JPY    47.50
JUNTA ANDALUCIA         3.050  12/10/2020     JPY    73.62
JUNTA ANDALUCIA         5.000   7/13/2022     EUR    68.01
JUNTA ANDALUCIA         5.700   7/20/2028     EUR    64.21
JUNTA ANDALUCIA         4.125   1/20/2020     EUR    70.25
JUNTA ANDALUCIA         5.150   5/24/2034     EUR    55.20
JUNTA ANDALUCIA         6.600  11/29/2030     EUR    68.77
JUNTA ANDALUCIA         4.250  10/31/2036     EUR    44.57
JUNTA CASTILLA          4.650   11/8/2022     EUR    69.58
JUNTA LA MANCHA         3.875   1/31/2036     EUR    40.00
JUNTA LA MANCHA         7.705   2/15/2033     EUR    72.50
JUNTA LA MANCHA         4.625  11/30/2022     EUR    63.25
JUNTA LA MANCHA         4.875   3/18/2020     EUR    72.38
JUNTA LA MANCHA         2.810  10/14/2022     JPY    62.63
JUNTA LA MANCHA         5.950    9/9/2030     EUR    60.19
MAPFRE SA               5.921   7/24/2037     EUR    63.23
SACYR VALLEHERM         6.500    5/1/2016     EUR    59.06
SANTANDER ISSUAN        5.750   1/31/2018     GBP    73.02
SANTANDER ISSUAN        5.435  10/24/2017     EUR    77.00
SANTANDER ISSUAN        4.250   5/30/2018     EUR    72.00
SANTANDER ISSUAN        4.750   5/29/2019     EUR    71.75
SANTANDER ISSUAN        4.500   9/30/2019     EUR    70.01
SPANISH GOV'T           4.200   1/31/2037     EUR    71.48
XUNTA DE GALICIA        5.350  11/22/2028     EUR    62.82
XUNTA DE GALICIA        4.205  11/30/2019     EUR    73.98
XUNTA DE GALICIA        4.025  11/28/2035     EUR    46.61

SWEDEN
------
ASSA ABLOY AB           4.000   2/15/2027     EUR    74.13
SAS AB                  7.500    4/1/2015     SEK    74.48
SWEDISH EXP CRED        7.500   6/12/2012     USD     6.95
SWEDISH EXP CRED        0.500  11/27/2015     TRY    74.50
SWEDISH EXP CRED        0.500   5/27/2016     BRL    74.94
SWEDISH EXP CRED        0.500   6/29/2016     TRY    71.36
SWEDISH EXP CRED        0.500   6/29/2016     BRL    74.40
SWEDISH EXP CRED        0.500   8/25/2016     BRL    73.88
SWEDISH EXP CRED        0.500   9/14/2016     BRL    73.57
SWEDISH EXP CRED        0.500   9/30/2016     ZAR    74.79
SWEDISH EXP CRED        0.500  12/14/2016     BRL    72.09
SWEDISH EXP CRED        0.500  12/21/2016     BRL    71.98
SWEDISH EXP CRED        0.500   1/26/2017     BRL    71.41
SWEDISH EXP CRED        0.500  12/17/2027     USD    61.06
SWEDISH EXP CRED        0.500   3/15/2022     ZAR    42.43
SWEDISH EXP CRED        0.500   2/22/2022     ZAR    42.69
SWEDISH EXP CRED        0.500   7/21/2017     BRL    68.68
SWEDISH EXP CRED        0.500   8/25/2021     ZAR    44.95
SWEDISH EXP CRED        0.500   1/31/2022     ZAR    43.28
SWEDISH EXP CRED        0.500   8/26/2021     AUD    66.13
SWEDISH EXP CRED        0.500  12/22/2016     BRL    71.96
SWEDISH EXP CRED        0.500   3/10/2017     BRL    70.70
SWEDISH EXP CRED        0.500    2/3/2017     BRL    71.33
SWEDISH EXP CRED        0.500   6/30/2017     BRL    68.99
SWEDISH EXP CRED        0.500   6/21/2017     BRL    69.12
SWEDISH EXP CRED        0.500   1/25/2028     USD    60.70

SWITZERLAND
-----------
BANK JULIUS BAER       12.000    7/6/2012     EUR    54.65
BANK JULIUS BAER       11.900    7/6/2012     CHF    60.55
BANK JULIUS BAER       11.300    7/6/2012     CHF    42.45
BANK JULIUS BAER       10.700    7/6/2012     CHF    73.60
BANK JULIUS BAER       10.500    7/6/2012     USD    63.30
BANK JULIUS BAER        9.000   9/17/2012     CHF    42.55
BANK JULIUS BAER       10.500  12/14/2012     USD    69.25
BANK JULIUS BAER       10.000   1/28/2013     CHF    68.05
BANK JULIUS BAER       17.300    2/1/2013     EUR    63.95
BANK JULIUS BAER       12.000    4/9/2013     CHF    48.15
BANK JULIUS BAER        8.700    8/5/2013     CHF    64.37
BANK JULIUS BAER        8.750   6/15/2012     CHF    70.05
BANK JULIUS BAER       10.500    7/6/2012     CHF    69.35
BANK JULIUS BAER       10.100    7/6/2012     CHF    41.85
BANK JULIUS BAER       14.800    7/6/2012     EUR    52.05
BANK JULIUS BAER       14.300   7/13/2012     CHF    47.85
BANK JULIUS BAER       10.500   7/18/2012     CHF    57.20
BANK JULIUS BAER        5.500   7/20/2012     CHF    69.90
BANK JULIUS BAER       11.700   7/20/2012     EUR    71.25
BANK JULIUS BAER        8.750   7/26/2012     EUR    71.40
BANK JULIUS BAER        9.300   7/27/2012     EUR    65.15
BANK JULIUS BAER       11.000   7/27/2012     CHF    71.15
BANK JULIUS BAER       12.000   7/27/2012     EUR    71.30
BANK JULIUS BAER        9.000    7/6/2012     EUR    64.85
BANK JULIUS BAER        8.600    7/6/2012     CHF    69.60
BANK JULIUS BAER       11.900   6/29/2012     EUR    60.45
BANK JULIUS BAER        8.000   6/29/2012     EUR    71.45
BANK JULIUS BAER       14.000   6/28/2012     EUR    58.05
BANK JULIUS BAER        8.600   6/27/2012     CHF    73.20
BANK JULIUS BAER       10.000   6/22/2012     CHF    71.35
BANK JULIUS BAER        7.500   6/15/2012     CHF    74.75
BANK JULIUS BAER        7.000   6/15/2012     CHF    70.70
BANK JULIUS BAER        7.400   6/14/2012     CAD    51.75
BANK JULIUS BAER        8.200    6/8/2012     CHF    67.90
BANK JULIUS BAER       13.000    6/1/2012     USD    51.15
BANK JULIUS BAER       11.200    6/1/2012     CHF    64.80
BANK JULIUS BAER       12.400    7/6/2012     CHF    49.70
BANK JULIUS BAER       10.600    6/1/2012     EUR    73.45
BANK JULIUS BAER       10.300    6/1/2012     EUR    72.95
BANK JULIUS BAER       10.000    6/1/2012     CHF    50.65
BANK JULIUS BAER        9.750    6/1/2012     EUR    72.10
BANK JULIUS BAER        9.000   5/30/2012     CHF    50.45
BANK JULIUS BAER       10.000   5/25/2012     CHF    65.10
BANK JULIUS BAER        9.200   5/25/2012     EUR    48.20
BANK JULIUS BAER        8.600   5/25/2012     EUR    71.75
BANK JULIUS BAER        8.500   5/25/2012     CHF    65.60
BANK JULIUS BAER       14.000   5/24/2012     EUR    70.20
BANK JULIUS BAER        8.200   5/18/2012     EUR    66.95
BANK JULIUS BAER        9.700   5/18/2012     USD    69.70
BANK JULIUS BAER       11.600   5/18/2012     USD    74.85
BANK JULIUS BAER        8.400   5/23/2012     CHF    50.40
BANK JULIUS BAER       10.000   5/23/2012     CHF    66.55
BANK JULIUS BAER       11.300    8/3/2012     CHF    66.92
BANK JULIUS BAER       22.800    8/3/2012     USD    56.11
CLARIDEN LEU NAS        0.000  11/26/2013     CHF    57.66
CLARIDEN LEU NAS        9.500   7/13/2012     EUR    47.81
CLARIDEN LEU NAS       11.750   7/12/2012     USD    59.16
CLARIDEN LEU NAS       10.500   7/12/2012     CHF    57.39
CLARIDEN LEU NAS       12.500   7/11/2012     EUR    62.19
CLARIDEN LEU NAS       11.250    7/6/2012     GBP    71.98
CLARIDEN LEU NAS       10.000    7/6/2012     EUR    67.72
CLARIDEN LEU NAS       10.000    7/6/2012     CHF    70.26
CLARIDEN LEU NAS       11.000    7/5/2012     CHF    59.60
CLARIDEN LEU NAS       10.500    7/4/2012     EUR    63.11
CLARIDEN LEU NAS       10.250    7/4/2012     EUR    53.09
CLARIDEN LEU NAS       10.000    7/4/2012     CHF    59.21
CLARIDEN LEU NAS        9.500    7/4/2012     CHF    66.50
CLARIDEN LEU NAS        9.250    7/4/2012     EUR    72.99
CLARIDEN LEU NAS        8.750    7/4/2012     CHF    61.74
CLARIDEN LEU NAS        8.500    7/4/2012     EUR    68.49
CLARIDEN LEU NAS        8.000    7/4/2012     CHF    74.27
CLARIDEN LEU NAS        6.250    7/4/2012     CHF    74.12
CLARIDEN LEU NAS       15.500   6/29/2012     EUR    40.95
CLARIDEN LEU NAS       14.000   6/29/2012     CHF    73.44
CLARIDEN LEU NAS       10.000   6/27/2012     CHF    71.84
CLARIDEN LEU NAS       12.500   6/22/2012     EUR    72.64
CLARIDEN LEU NAS       11.250   6/22/2012     CHF    47.00
CLARIDEN LEU NAS       10.000   6/22/2012     CHF    55.03
CLARIDEN LEU NAS       10.500   6/21/2012     EUR    53.46
CLARIDEN LEU NAS       10.000   6/21/2012     EUR    57.38
CLARIDEN LEU NAS        9.000   6/21/2012     CHF    54.54
CLARIDEN LEU NAS       12.000   6/20/2012     USD    58.02
CLARIDEN LEU NAS       10.250   6/20/2012     SEK    66.97
CLARIDEN LEU NAS        8.500   6/20/2012     CHF    71.12
CLARIDEN LEU NAS        3.550   6/20/2012     CHF    47.66
CLARIDEN LEU NAS       10.500   6/15/2012     CHF    64.33
CLARIDEN LEU NAS        9.000   6/15/2012     CHF    63.32
CLARIDEN LEU NAS       12.000   6/14/2012     CHF    30.65
CLARIDEN LEU NAS       11.750   6/14/2012     EUR    68.41
CLARIDEN LEU NAS        9.250   6/14/2012     CHF    67.44
CLARIDEN LEU NAS        9.000   6/14/2012     CHF    52.35
CLARIDEN LEU NAS       13.500    6/8/2012     EUR    49.73
CLARIDEN LEU NAS        8.500    6/8/2012     CHF    61.83
CLARIDEN LEU NAS        7.500    6/8/2012     GBP    64.44
CLARIDEN LEU NAS        0.000    6/8/2012     CHF    60.03
CLARIDEN LEU NAS       12.500    6/6/2012     EUR    73.14
CLARIDEN LEU NAS       11.000    6/6/2012     CAD    67.33
CLARIDEN LEU NAS       10.000    6/6/2012     NOK    60.63
CLARIDEN LEU NAS       10.000    6/6/2012     CHF    67.60
CLARIDEN LEU NAS       13.250    6/1/2012     USD    11.51
CLARIDEN LEU NAS       12.500    6/1/2012     CHF    11.54
CLARIDEN LEU NAS       11.500    6/1/2012     EUR    69.03
CLARIDEN LEU NAS        7.500    6/1/2012     EUR    63.06
CLARIDEN LEU NAS       12.250   5/31/2012     EUR    38.33
CLARIDEN LEU NAS       10.750   5/30/2012     CHF    51.74
CLARIDEN LEU NAS       10.500   5/30/2012     EUR    64.95
CLARIDEN LEU NAS       10.500   5/25/2012     CHF    65.67
CLARIDEN LEU NAS       12.750   5/24/2012     EUR    48.52
CLARIDEN LEU NAS       10.500   5/24/2012     EUR    71.20
CLARIDEN LEU NAS       14.000   5/23/2012     EUR    10.69
CLARIDEN LEU NAS       13.000   5/23/2012     CHF    10.66
CLARIDEN LEU NAS       12.750   5/23/2012     EUR    74.96
CLARIDEN LEU NAS       11.500   5/23/2012     USD    59.96
CLARIDEN LEU NAS       10.000   5/23/2012     CHF    69.01
CLARIDEN LEU NAS       10.000   5/23/2012     NOK    58.90
CLARIDEN LEU NAS       12.000   5/18/2012     EUR    51.02
CLARIDEN LEU NAS       10.600   5/18/2012     CHF    51.30
CLARIDEN LEU NAS       10.000   5/18/2012     EUR    64.30
CLARIDEN LEU NAS       21.650  11/25/2014     EUR    73.81
CLARIDEN LEU NAS        0.000  10/15/2014     CHF    56.15
CLARIDEN LEU NAS        0.000   9/10/2014     CHF    51.74
CLARIDEN LEU NAS        0.000   8/27/2014     CHF    52.34
CLARIDEN LEU NAS        4.500   8/13/2014     CHF    43.70
CLARIDEN LEU NAS        5.250    8/6/2014     CHF    46.71
CLARIDEN LEU NAS        4.500    8/6/2014     EUR    71.30
CLARIDEN LEU NAS        0.000   6/10/2014     CHF    58.95
CLARIDEN LEU NAS        0.000   6/10/2014     CHF    56.59
CLARIDEN LEU NAS        0.000    6/3/2014     CHF    68.57
CLARIDEN LEU NAS        0.000   5/26/2014     CHF    58.78
CLARIDEN LEU NAS        0.000   5/13/2014     CHF    58.16
CLARIDEN LEU NAS        0.000   2/24/2014     CHF    49.86
CLARIDEN LEU NAS        0.000   2/11/2014     CHF    49.43
CLARIDEN LEU NAS       18.400  12/20/2013     EUR    68.57
CLARIDEN LEU NAS        0.000   11/4/2013     USD    73.86
CLARIDEN LEU NAS        0.000   11/4/2013     CHF    73.79
CLARIDEN LEU NAS        0.000   9/23/2013     CHF    48.90
CLARIDEN LEU NAS        0.000   9/16/2013     USD    68.27
CLARIDEN LEU NAS        3.250   9/16/2013     CHF    48.10
CLARIDEN LEU NAS        7.000   7/22/2013     CHF    65.75
CLARIDEN LEU NAS       13.000   7/15/2013     CHF    68.62
CLARIDEN LEU NAS       10.000   6/10/2013     CHF    57.26
CLARIDEN LEU NAS        0.000   5/31/2013     CHF    60.44
CLARIDEN LEU NAS        6.500   4/26/2013     CHF    52.92
CLARIDEN LEU NAS        0.000    4/4/2013     CHF    73.29
CLARIDEN LEU NAS       10.750   3/27/2013     USD    74.42
CLARIDEN LEU NAS        0.000   3/25/2013     CHF    53.97
CLARIDEN LEU NAS       12.000    3/8/2013     USD    73.61
CLARIDEN LEU NAS       12.500    3/1/2013     USD    73.69
CLARIDEN LEU NAS       20.000   2/27/2013     USD    69.09
CLARIDEN LEU NAS       11.000   2/21/2013     USD    73.68
CLARIDEN LEU NAS       13.500   2/15/2013     EUR    69.40
CLARIDEN LEU NAS        9.000   2/14/2013     CHF    62.08
CLARIDEN LEU NAS       11.500   2/13/2013     EUR    68.60
CLARIDEN LEU NAS        0.000   1/24/2013     CHF    63.28
CLARIDEN LEU NAS        8.750   1/15/2013     CHF    63.79
CLARIDEN LEU NAS       18.000  12/28/2012     USD    66.49
CLARIDEN LEU NAS        8.250  12/17/2012     CHF    63.50
CLARIDEN LEU NAS        0.000  12/17/2012     EUR    62.98
CLARIDEN LEU NAS        0.000  12/14/2012     CHF    51.45
CLARIDEN LEU NAS       10.500  11/26/2012     EUR    58.87
CLARIDEN LEU NAS        8.000  11/20/2012     CHF    67.48
CLARIDEN LEU NAS        7.125  11/19/2012     CHF    52.85
CLARIDEN LEU NAS        7.250  11/16/2012     CHF    53.41
CLARIDEN LEU NAS        7.500  11/13/2012     CHF    52.92
CLARIDEN LEU NAS        7.250  11/13/2012     CHF    68.73
CLARIDEN LEU NAS       20.750   11/2/2012     GBP    70.61
CLARIDEN LEU NAS       19.000  10/18/2012     USD    74.25
CLARIDEN LEU NAS       10.250  10/18/2012     EUR    72.20
CLARIDEN LEU NAS       10.000  10/15/2012     CHF    49.33
CLARIDEN LEU NAS        9.500  10/15/2012     CHF    49.95
CLARIDEN LEU NAS        8.500  10/15/2012     CHF    48.47
CLARIDEN LEU NAS        8.000  10/15/2012     CHF    61.52
CLARIDEN LEU NAS       10.500   10/8/2012     CHF    71.86
CLARIDEN LEU NAS       10.000   10/8/2012     EUR    52.34
CLARIDEN LEU NAS        9.000   10/8/2012     CHF    71.06
CLARIDEN LEU NAS        7.000   10/4/2012     CHF    49.73
CLARIDEN LEU NAS       10.000   9/25/2012     CHF    74.67
CLARIDEN LEU NAS        9.500   9/24/2012     CHF    62.38
CLARIDEN LEU NAS        9.000   9/24/2012     CHF    62.21
CLARIDEN LEU NAS       10.250   9/17/2012     CHF    49.34
CLARIDEN LEU NAS       10.000   9/11/2012     CHF    48.35
CLARIDEN LEU NAS       11.000   9/10/2012     EUR    64.86
CLARIDEN LEU NAS        7.500   9/10/2012     CHF    59.85
CLARIDEN LEU NAS       12.000    9/4/2012     EUR    38.20
CLARIDEN LEU NAS       10.500    9/4/2012     USD    63.58
CLARIDEN LEU NAS        9.250    9/4/2012     CHF    45.76
CLARIDEN LEU NAS       11.250   8/22/2012     CHF    67.89
CLARIDEN LEU NAS        7.000   8/16/2012     CHF    50.70
CLARIDEN LEU NAS       12.000   8/15/2012     USD    68.09
CLARIDEN LEU NAS       10.000   8/10/2012     EUR    66.66
CLARIDEN LEU NAS       11.750    8/8/2012     EUR    61.69
CLARIDEN LEU NAS       10.750    8/8/2012     EUR    72.19
CLARIDEN LEU NAS       10.000    8/8/2012     USD    62.48
CLARIDEN LEU NAS        9.250    8/8/2012     EUR    72.79
CLARIDEN LEU NAS       10.000    8/3/2012     CHF    71.61
CLARIDEN LEU NAS       13.000    8/2/2012     EUR    70.07
CLARIDEN LEU NAS       11.000    8/2/2012     USD    56.61
CLARIDEN LEU NAS       10.500    8/2/2012     EUR    49.40
CLARIDEN LEU NAS       10.250    8/2/2012     CHF    62.31
CLARIDEN LEU NAS        9.750    8/2/2012     CHF    72.97
CLARIDEN LEU NAS       12.000   7/26/2012     EUR    72.30
CLARIDEN LEU NAS       11.000   7/26/2012     CHF    72.74
CLARIDEN LEU NAS       10.500   7/26/2012     CHF    69.20
CLARIDEN LEU NAS        8.750   7/26/2012     CHF    59.34
CLARIDEN LEU NAS       11.000   7/25/2012     NOK    67.57
CLARIDEN LEU NAS       10.250   7/25/2012     EUR    71.82
CLARIDEN LEU NAS       10.250   7/25/2012     USD    66.48
CLARIDEN LEU NAS        9.250   7/25/2012     CHF    66.42
CLARIDEN LEU NAS       12.250   7/20/2012     USD    59.09
CLARIDEN LEU NAS        9.500   7/20/2012     CHF    61.61
CLARIDEN LEU NAS       10.750   7/19/2012     EUR    65.78
CLARIDEN LEU NAS        9.000   7/19/2012     CHF    58.56
CLARIDEN LEU NAS       11.000   7/18/2012     EUR    67.56
CLARIDEN LEU NAS       10.500   7/18/2012     CHF    60.02
CLARIDEN LEU NAS        7.900   7/18/2012     USD    65.67
CLARIDEN LEU NAS       11.750   7/13/2012     EUR    68.41
CREDIT SUISSE LD        8.900   3/25/2013     EUR    59.06
CREDIT SUISSE LD        4.000  12/10/2012     EUR    41.80
S-AIR GROUP             4.250    2/2/2007     CHF    10.38
S-AIR GROUP             2.125   11/4/2004     CHF    10.38
S-AIR GROUP             0.125    7/7/2005     CHF    10.38
SARASIN CI LTD          8.400   5/30/2012     CHF    65.32
SARASIN CI LTD          7.743    6/8/2012     CHF    66.45
SARASIN CI LTD          5.538   6/18/2012     CHF    50.04
SARASIN CI LTD          9.300   6/20/2012     CHF    70.81
SARASIN CI LTD         12.000   6/27/2012     CHF    45.24
SARASIN CI LTD          8.000   4/27/2015     CHF    63.37
SARASIN CI LTD          4.154   6/11/2012     CHF    66.58
SARASIN CI LTD          8.000    9/3/2012     CHF    57.23
SARASIN/GUERNSEY        7.600   7/13/2012     EUR    63.55
SARASIN/GUERNSEY       10.000   7/20/2012     EUR    70.27
SARASIN/GUERNSEY       12.100   7/12/2012     CHF    56.77
SARASIN/GUERNSEY       15.400   7/12/2012     EUR    66.21
SARASIN/GUERNSEY       10.000   8/10/2012     EUR    51.51
SARASIN/GUERNSEY        7.200   7/16/2012     CHF    56.06
SARASIN/GUERNSEY        7.200   7/19/2012     CHF    70.51
SARASIN/GUERNSEY       17.000  10/12/2012     EUR    73.02
SWISSAIR                6.250   4/12/2005     CHF    10.38
SWISSAIR                5.500   7/23/2003     CHF    10.38
SWISSAIR                6.250  10/27/2002     CHF    10.38
SWISSAIR                2.750   7/30/2004     CHF    10.38
SWISSAIR                2.750   7/30/2004     CHF    10.38
UBS AG                  9.000   5/18/2012     EUR    69.05
UBS AG                 13.300   5/23/2012     USD     3.41
UBS AG                 13.700   5/23/2012     USD    13.94
UBS AG                 14.000   5/23/2012     USD     8.96
UBS AG                 11.740    6/1/2012     EUR    73.44
UBS AG                 13.130    6/1/2012     EUR    71.52
UBS AG                 14.620    6/1/2012     EUR    69.70
UBS AG                  9.820    6/4/2012     EUR    69.08
UBS AG                  9.850    6/4/2012     EUR    69.94
UBS AG                 10.470    6/4/2012     EUR    44.54
UBS AG                 10.740    6/4/2012     EUR    71.88
UBS AG                 12.410    6/4/2012     EUR    72.54
UBS AG                 12.650    6/4/2012     EUR    73.68
UBS AG                 13.680    6/4/2012     EUR    73.50
UBS AG                 15.860    6/4/2012     EUR    62.48
UBS AG                 17.720    6/4/2012     EUR    37.38
UBS AG                  6.700    6/6/2012     CHF    72.20
UBS AG                  8.000    6/6/2012     CHF    64.95
UBS AG                 10.000    6/6/2012     CHF    63.25
UBS AG                 10.600    6/6/2012     CHF    65.10
UBS AG                 15.000    6/6/2012     CHF    59.30
UBS AG                  8.000   6/14/2012     CHF    68.75
UBS AG                  9.000   6/14/2012     EUR    69.00
UBS AG                  8.700   6/22/2012     EUR    74.00
UBS AG                  9.140   6/22/2012     EUR    68.36
UBS AG                  9.930   6/22/2012     EUR    70.80
UBS AG                 10.620   6/22/2012     EUR    74.90
UBS AG                 10.710   6/22/2012     EUR    65.56
UBS AG                 11.230   6/22/2012     EUR    67.88
UBS AG                 11.430   6/22/2012     EUR    73.80
UBS AG                 11.510   6/22/2012     EUR    74.10
UBS AG                 11.540   6/22/2012     EUR    73.40
UBS AG                 11.830   6/22/2012     EUR    74.82
UBS AG                 12.400   6/22/2012     EUR    63.00
UBS AG                 12.500   6/22/2012     EUR    71.98
UBS AG                 12.620   6/22/2012     EUR    65.20
UBS AG                 12.710   6/22/2012     EUR    71.92
UBS AG                 12.910   6/22/2012     EUR    71.60
UBS AG                 13.500   6/22/2012     EUR    70.60
UBS AG                 13.690   6/22/2012     EUR    71.90
UBS AG                 13.940   6/22/2012     EUR    69.86
UBS AG                 14.080   6/22/2012     EUR    62.76
UBS AG                 14.210   6/22/2012     EUR    60.68
UBS AG                 14.470   6/22/2012     EUR    69.54
UBS AG                 14.540   6/22/2012     EUR    69.30
UBS AG                 15.190   6/22/2012     EUR    67.94
UBS AG                 15.610   6/22/2012     EUR    68.06
UBS AG                 15.620   6/22/2012     EUR    60.52
UBS AG                 15.690   6/22/2012     EUR    69.24
UBS AG                 16.100   6/22/2012     EUR    67.62
UBS AG                 16.110   6/22/2012     EUR    58.54
UBS AG                 16.460   6/22/2012     EUR    66.12
UBS AG                 16.710   6/22/2012     EUR    66.88
UBS AG                 17.230   6/22/2012     EUR    58.46
UBS AG                 17.400   6/22/2012     EUR    74.06
UBS AG                 17.730   6/22/2012     EUR    64.42
UBS AG                 17.790   6/22/2012     EUR    65.82
UBS AG                 17.830   6/22/2012     EUR    66.82
UBS AG                 18.080   6/22/2012     EUR    56.60
UBS AG                 18.350   6/22/2012     EUR    72.32
UBS AG                 18.910   6/22/2012     EUR    56.58
UBS AG                 19.000   6/22/2012     EUR    64.64
UBS AG                 19.020   6/22/2012     EUR    62.82
UBS AG                 19.290   6/22/2012     EUR    70.68
UBS AG                 19.440   6/22/2012     EUR    74.74
UBS AG                 19.530   6/22/2012     EUR    64.12
UBS AG                 20.060   6/22/2012     EUR    64.58
UBS AG                 20.120   6/22/2012     EUR    54.80
UBS AG                 20.320   6/22/2012     EUR    61.30
UBS AG                 20.650   6/22/2012     EUR    54.82
UBS AG                 21.180   6/22/2012     EUR    67.60
UBS AG                 21.300   6/22/2012     EUR    62.54
UBS AG                 21.370   6/22/2012     EUR    62.58
UBS AG                 21.590   6/22/2012     EUR    74.80
UBS AG                 21.630   6/22/2012     EUR    59.86
UBS AG                 22.200   6/22/2012     EUR    53.14
UBS AG                 22.360   6/22/2012     EUR    62.54
UBS AG                 22.370   6/22/2012     EUR    74.54
UBS AG                 22.440   6/22/2012     EUR    53.20
UBS AG                 22.490   6/22/2012     EUR    71.82
UBS AG                 22.970   6/22/2012     EUR    58.50
UBS AG                 23.060   6/22/2012     EUR    64.78
UBS AG                 23.100   6/22/2012     EUR    61.06
UBS AG                 23.850   6/22/2012     EUR    72.82
UBS AG                 24.260   6/22/2012     EUR    51.70
UBS AG                 24.310   6/22/2012     EUR    57.22
UBS AG                 24.690   6/22/2012     EUR    60.64
UBS AG                 24.900   6/22/2012     EUR    59.66
UBS AG                 24.950   6/22/2012     EUR    62.22
UBS AG                 26.100   6/22/2012     EUR    50.30
UBS AG                 26.850   6/22/2012     EUR    59.90
UBS AG                 27.030   6/22/2012     EUR    54.86
UBS AG                 28.770   6/22/2012     EUR    57.76
UBS AG                  7.010   6/25/2012     EUR    68.74
UBS AG                  7.070   6/25/2012     EUR    57.30
UBS AG                  7.110   6/25/2012     EUR    27.40
UBS AG                  7.150   6/25/2012     EUR    69.48
UBS AG                  7.350   6/25/2012     EUR    66.94
UBS AG                  7.400   6/25/2012     EUR    57.34
UBS AG                  7.410   6/25/2012     EUR    27.44
UBS AG                  7.420   6/25/2012     EUR    69.50
UBS AG                  7.420   6/25/2012     EUR    59.52
UBS AG                  7.560   6/25/2012     EUR    68.78
UBS AG                  7.670   6/25/2012     EUR    69.52
UBS AG                  7.690   6/25/2012     EUR    27.44
UBS AG                  7.710   6/25/2012     EUR    28.90
UBS AG                  7.720   6/25/2012     EUR    57.36
UBS AG                  7.770   6/25/2012     EUR    51.82
UBS AG                  7.870   6/25/2012     EUR    67.00
UBS AG                  7.870   6/25/2012     EUR    69.54
UBS AG                  7.890   6/25/2012     EUR    59.58
UBS AG                  7.960   6/25/2012     EUR    27.48
UBS AG                  8.000   6/25/2012     EUR    57.38
UBS AG                  8.070   6/25/2012     EUR    68.82
UBS AG                  8.220   6/25/2012     EUR    27.50
UBS AG                  8.270   6/25/2012     EUR    57.40
UBS AG                  8.320   6/25/2012     EUR    59.60
UBS AG                  8.360   6/25/2012     EUR    67.02
UBS AG                  8.490   6/25/2012     EUR    51.88
UBS AG                  8.490   6/25/2012     EUR    28.96
UBS AG                  8.510   6/25/2012     EUR    57.42
UBS AG                  8.540   6/25/2012     EUR    68.86
UBS AG                  8.690   6/25/2012     EUR    27.54
UBS AG                  8.720   6/25/2012     EUR    59.64
UBS AG                  8.720   6/25/2012     EUR    57.44
UBS AG                  8.810   6/25/2012     EUR    67.06
UBS AG                  8.910   6/25/2012     EUR    57.46
UBS AG                  8.950   6/25/2012     EUR    68.90
UBS AG                  9.080   6/25/2012     EUR    59.68
UBS AG                  9.080   6/25/2012     EUR    57.48
UBS AG                  9.090   6/25/2012     EUR    27.56
UBS AG                  9.130   6/25/2012     EUR    51.92
UBS AG                  9.200   6/25/2012     EUR    67.10
UBS AG                  9.220   6/25/2012     EUR    29.02
UBS AG                  9.310   6/25/2012     EUR    68.92
UBS AG                  9.330   6/25/2012     EUR    57.50
UBS AG                  9.390   6/25/2012     EUR    59.70
UBS AG                  9.430   6/25/2012     EUR    27.60
UBS AG                  9.550   6/25/2012     EUR    67.12
UBS AG                  9.610   6/25/2012     EUR    68.96
UBS AG                  9.660   6/25/2012     EUR    59.72
UBS AG                  9.700   6/25/2012     EUR    51.98
UBS AG                  9.710   6/25/2012     EUR    27.62
UBS AG                  9.860   6/25/2012     EUR    67.16
UBS AG                  9.890   6/25/2012     EUR    59.74
UBS AG                  9.900   6/25/2012     EUR    29.08
UBS AG                  9.920   6/25/2012     EUR    27.64
UBS AG                 10.040   6/25/2012     EUR    56.44
UBS AG                 10.120   6/25/2012     EUR    67.18
UBS AG                 10.190   6/25/2012     EUR    52.02
UBS AG                 10.330   6/25/2012     EUR    67.18
UBS AG                 10.420   6/25/2012     EUR    56.46
UBS AG                 10.500   6/25/2012     EUR    29.12
UBS AG                 10.510   6/25/2012     EUR    67.20
UBS AG                 10.590   6/25/2012     EUR    52.06
UBS AG                 10.650   6/25/2012     EUR    67.22
UBS AG                 10.770   6/25/2012     EUR    56.50
UBS AG                 10.920   6/25/2012     EUR    52.08
UBS AG                 11.030   6/25/2012     EUR    29.18
UBS AG                 11.080   6/25/2012     EUR    56.52
UBS AG                 11.180   6/25/2012     EUR    52.10
UBS AG                 11.360   6/25/2012     EUR    56.54
UBS AG                 11.380   6/25/2012     EUR    52.12
UBS AG                 11.480   6/25/2012     EUR    29.20
UBS AG                 11.600   6/25/2012     EUR    56.58
UBS AG                 11.810   6/25/2012     EUR    56.58
UBS AG                 11.860   6/25/2012     EUR    29.24
UBS AG                 11.990   6/25/2012     EUR    56.60
UBS AG                 12.140   6/25/2012     EUR    56.60
UBS AG                 12.170   6/25/2012     EUR    29.26
UBS AG                 12.270   6/25/2012     EUR    56.62
UBS AG                 12.370   6/25/2012     EUR    56.62
UBS AG                 12.410   6/25/2012     EUR    29.28
UBS AG                 12.450   6/25/2012     EUR    56.64
UBS AG                 12.510   6/25/2012     EUR    56.64
UBS AG                 12.610   6/25/2012     EUR    29.30
UBS AG                 12.750   6/25/2012     EUR    29.32
UBS AG                 10.200   6/29/2012     CHF    71.30
UBS AG                 12.000   6/29/2012     EUR    56.70
UBS AG                 12.100   6/29/2012     CHF    66.30
UBS AG                 13.700   6/29/2012     EUR    73.20
UBS AG                 14.400   6/29/2012     CHF    42.45
UBS AG                  8.000   7/18/2012     CHF    71.80
UBS AG                 10.020   7/20/2012     USD    10.92
UBS AG                 10.600   7/20/2012     CHF    60.00
UBS AG                 10.960   7/20/2012     USD    24.73
UBS AG                 12.000   7/25/2012     EUR    58.90
UBS AG                  8.460   7/31/2012     USD    30.68
UBS AG                 12.040   7/31/2012     USD    12.70
UBS AG                 10.000    8/2/2012     CHF    59.60
UBS AG                 10.200    8/2/2012     CHF    71.45
UBS AG                 10.500    8/2/2012     EUR    53.75
UBS AG                 11.000    8/2/2012     EUR    54.30
UBS AG                 11.500    8/2/2012     CHF    63.75
UBS AG                  9.500   8/10/2012     USD    28.61
UBS AG                 13.500   8/15/2012     CHF    74.40
UBS AG                 17.250   8/15/2012     EUR    49.05
UBS AG                 14.000   8/27/2012     CHF    67.65
UBS AG                  9.430   8/31/2012     USD    33.27
UBS AG                 11.460   8/31/2012     EUR    73.62
UBS AG                 12.570   8/31/2012     EUR    72.10
UBS AG                  9.070    9/3/2012     EUR    57.60
UBS AG                 11.600    9/3/2012     EUR    74.74
UBS AG                 13.630    9/3/2012     EUR    71.22
UBS AG                 13.980    9/3/2012     EUR    69.58
UBS AG                 15.150    9/3/2012     EUR    68.86
UBS AG                 16.600    9/3/2012     EUR    71.10
UBS AG                 17.640    9/3/2012     EUR    65.54
UBS AG                 17.730    9/3/2012     EUR    64.20
UBS AG                 18.180    9/3/2012     EUR    73.38
UBS AG                 19.660    9/3/2012     EUR    65.78
UBS AG                 20.830    9/3/2012     EUR    71.04
UBS AG                 13.000   9/21/2012     EUR    61.74
UBS AG                 22.700   9/21/2012     EUR    58.70
UBS AG                  8.530   9/28/2012     EUR    70.18
UBS AG                  8.810   9/28/2012     EUR    72.42
UBS AG                  9.750   9/28/2012     EUR    67.80
UBS AG                  9.830   9/28/2012     EUR    69.96
UBS AG                 10.440   9/28/2012     EUR    74.24
UBS AG                 10.580   9/28/2012     EUR    74.46
UBS AG                 10.900   9/28/2012     EUR    67.70
UBS AG                 11.040   9/28/2012     EUR    65.66
UBS AG                 11.130   9/28/2012     EUR    74.12
UBS AG                 11.320   9/28/2012     EUR    73.32
UBS AG                 11.360   9/28/2012     EUR    72.68
UBS AG                 12.020   9/28/2012     EUR    65.62
UBS AG                 12.030   9/28/2012     EUR    74.76
UBS AG                 12.100   9/28/2012     EUR    72.24
UBS AG                 12.290   9/28/2012     EUR    71.18
UBS AG                 12.300   9/28/2012     EUR    72.42
UBS AG                 12.390   9/28/2012     EUR    63.72
UBS AG                 12.890   9/28/2012     EUR    71.20
UBS AG                 13.180   9/28/2012     EUR    63.72
UBS AG                 13.230   9/28/2012     EUR    69.74
UBS AG                 13.490   9/28/2012     EUR    72.54
UBS AG                 13.500   9/28/2012     EUR    70.84
UBS AG                 13.700   9/28/2012     EUR    70.22
UBS AG                 13.800   9/28/2012     EUR    61.96
UBS AG                 14.180   9/28/2012     EUR    68.38
UBS AG                 14.390   9/28/2012     EUR    62.00
UBS AG                 14.740   9/28/2012     EUR    69.38
UBS AG                 15.020   9/28/2012     EUR    70.52
UBS AG                 15.130   9/28/2012     EUR    67.08
UBS AG                 15.240   9/28/2012     EUR    60.38
UBS AG                 15.370   9/28/2012     EUR    68.40
UBS AG                 15.640   9/28/2012     EUR    60.42
UBS AG                 15.770   9/28/2012     EUR    74.50
UBS AG                 16.000   9/28/2012     EUR    68.02
UBS AG                 16.090   9/28/2012     EUR    65.86
UBS AG                 16.490   9/28/2012     EUR    73.26
UBS AG                 16.620   9/28/2012     EUR    68.70
UBS AG                 16.720   9/28/2012     EUR    58.94
UBS AG                 16.930   9/28/2012     EUR    59.00
UBS AG                 17.050   9/28/2012     EUR    64.72
UBS AG                 17.090   9/28/2012     EUR    66.78
UBS AG                 17.280   9/28/2012     EUR    66.76
UBS AG                 17.920   9/28/2012     EUR    70.92
UBS AG                 18.020   9/28/2012     EUR    63.62
UBS AG                 18.220   9/28/2012     EUR    57.66
UBS AG                 18.240   9/28/2012     EUR    57.70
UBS AG                 18.250   9/28/2012     EUR    67.04
UBS AG                 18.580   9/28/2012     EUR    65.60
UBS AG                 19.000   9/28/2012     EUR    62.60
UBS AG                 19.330   9/28/2012     EUR    68.72
UBS AG                 19.580   9/28/2012     EUR    56.54
UBS AG                 19.880   9/28/2012     EUR    64.52
UBS AG                 19.910   9/28/2012     EUR    65.54
UBS AG                 19.990   9/28/2012     EUR    61.64
UBS AG                 20.740   9/28/2012     EUR    66.72
UBS AG                 20.920   9/28/2012     EUR    55.46
UBS AG                 21.970   9/28/2012     EUR    59.86
UBS AG                 22.150   9/28/2012     EUR    64.88
UBS AG                 23.560   9/28/2012     EUR    63.18
UBS AG                 24.960   9/28/2012     EUR    61.64
UBS AG                  7.030   10/1/2012     EUR    71.22
UBS AG                  7.040   10/1/2012     EUR    70.60
UBS AG                  7.140   10/1/2012     EUR    29.28
UBS AG                  7.190   10/1/2012     EUR    59.14
UBS AG                  7.210   10/1/2012     EUR    71.28
UBS AG                  7.240   10/1/2012     EUR    61.44
UBS AG                  7.380   10/1/2012     EUR    29.36
UBS AG                  7.380   10/1/2012     EUR    71.34
UBS AG                  7.380   10/1/2012     EUR    68.70
UBS AG                  7.450   10/1/2012     EUR    59.24
UBS AG                  7.460   10/1/2012     EUR    53.78
UBS AG                  7.470   10/1/2012     EUR    70.74
UBS AG                  7.610   10/1/2012     EUR    61.58
UBS AG                  7.620   10/1/2012     EUR    29.44
UBS AG                  7.660   10/1/2012     EUR    30.90
UBS AG                  7.680   10/1/2012     EUR    59.32
UBS AG                  7.810   10/1/2012     EUR    68.86
UBS AG                  7.840   10/1/2012     EUR    29.52
UBS AG                  7.850   10/1/2012     EUR    70.88
UBS AG                  7.900   10/1/2012     EUR    59.40
UBS AG                  7.940   10/1/2012     EUR    61.70
UBS AG                  8.050   10/1/2012     EUR    29.60
UBS AG                  8.090   10/1/2012     EUR    59.46
UBS AG                  8.090   10/1/2012     EUR    53.96
UBS AG                  8.200   10/1/2012     EUR    68.98
UBS AG                  8.200   10/1/2012     EUR    71.00
UBS AG                  8.240   10/1/2012     EUR    61.82
UBS AG                  8.260   10/1/2012     EUR    59.52
UBS AG                  8.310   10/1/2012     EUR    31.12
UBS AG                  8.400   10/1/2012     EUR    59.58
UBS AG                  8.420   10/1/2012     EUR    29.72
UBS AG                  8.490   10/1/2012     EUR    71.10
UBS AG                  8.500   10/1/2012     EUR    61.88
UBS AG                  8.530   10/1/2012     EUR    59.62
UBS AG                  8.540   10/1/2012     EUR    69.10
UBS AG                  8.720   10/1/2012     EUR    61.96
UBS AG                  8.720   10/1/2012     EUR    59.68
UBS AG                  8.730   10/1/2012     EUR    29.82
UBS AG                  8.740   10/1/2012     EUR    71.18
UBS AG                  8.850   10/1/2012     EUR    69.22
UBS AG                  8.910   10/1/2012     EUR    31.34
UBS AG                  8.910   10/1/2012     EUR    62.04
UBS AG                  8.950   10/1/2012     EUR    71.30
UBS AG                  9.060   10/1/2012     EUR    62.12
UBS AG                  9.110   10/1/2012     EUR    69.34
UBS AG                  9.160   10/1/2012     EUR    54.34
UBS AG                  9.200   10/1/2012     EUR    30.00
UBS AG                  9.340   10/1/2012     EUR    69.38
UBS AG                  9.360   10/1/2012     EUR    30.04
UBS AG                  9.440   10/1/2012     EUR    31.52
UBS AG                  9.530   10/1/2012     EUR    69.48
UBS AG                  9.540   10/1/2012     EUR    58.68
UBS AG                  9.580   10/1/2012     EUR    54.48
UBS AG                  9.690   10/1/2012     EUR    69.50
UBS AG                  9.820   10/1/2012     EUR    69.58
UBS AG                  9.860   10/1/2012     EUR    58.82
UBS AG                  9.900   10/1/2012     EUR    30.28
UBS AG                  9.910   10/1/2012     EUR    31.68
UBS AG                  9.920   10/1/2012     EUR    69.58
UBS AG                  9.930   10/1/2012     EUR    54.60
UBS AG                 10.150   10/1/2012     EUR    58.88
UBS AG                 10.220   10/1/2012     EUR    54.70
UBS AG                 10.310   10/1/2012     EUR    31.82
UBS AG                 10.410   10/1/2012     EUR    58.98
UBS AG                 10.440   10/1/2012     EUR    54.78
UBS AG                 10.620   10/1/2012     EUR    54.88
UBS AG                 10.640   10/1/2012     EUR    59.06
UBS AG                 10.650   10/1/2012     EUR    31.94
UBS AG                 10.740   10/1/2012     EUR    54.88
UBS AG                 10.840   10/1/2012     EUR    59.12
UBS AG                 10.930   10/1/2012     EUR    32.04
UBS AG                 11.010   10/1/2012     EUR    59.18
UBS AG                 11.150   10/1/2012     EUR    32.12
UBS AG                 11.160   10/1/2012     EUR    59.24
UBS AG                 11.280   10/1/2012     EUR    59.28
UBS AG                 11.330   10/1/2012     EUR    32.18
UBS AG                 11.380   10/1/2012     EUR    59.32
UBS AG                 11.460   10/1/2012     EUR    59.34
UBS AG                 11.460   10/1/2012     EUR    32.22
UBS AG                 11.530   10/1/2012     EUR    59.38
UBS AG                 11.560   10/1/2012     EUR    32.26
UBS AG                 11.580   10/1/2012     EUR    59.38
UBS AG                 13.820   10/3/2012     USD    13.36
UBS AG                  9.180   10/4/2012     CHF    74.15
UBS AG                  9.920   10/4/2012     CHF    62.00
UBS AG                 10.320   10/4/2012     CHF    62.05
UBS AG                 12.850  10/17/2012     USD    12.32
UBS AG                 12.760  10/18/2012     USD    13.46
UBS AG                 12.240  10/26/2012     EUR    71.70
UBS AG                 13.570  10/26/2012     EUR    70.58
UBS AG                 16.390  10/26/2012     EUR    68.60
UBS AG                 12.500   11/1/2012     EUR    70.40
UBS AG                  6.070  11/12/2012     EUR    57.88
UBS AG                  6.700  11/12/2012     EUR    49.08
UBS AG                  7.740  11/12/2012     EUR    73.36
UBS AG                  8.280  11/12/2012     EUR    61.80
UBS AG                  8.280  11/12/2012     EUR    61.80
UBS AG                  8.370  11/12/2012     EUR    53.50
UBS AG                  8.590  11/12/2012     EUR    54.42
UBS AG                  8.740  11/12/2012     EUR    74.90
UBS AG                  8.780  11/12/2012     EUR    72.52
UBS AG                  9.020  11/12/2012     EUR    48.14
UBS AG                  9.470  11/12/2012     EUR    45.18
UBS AG                  9.640  11/12/2012     EUR    73.40
UBS AG                  9.650  11/12/2012     EUR    44.78
UBS AG                  9.840  11/12/2012     EUR    73.06
UBS AG                 10.930  11/12/2012     EUR    45.40
UBS AG                 11.260  11/12/2012     EUR    49.66
UBS AG                 11.660  11/12/2012     EUR    42.18
UBS AG                 12.000  11/12/2012     EUR    67.64
UBS AG                 13.560  11/12/2012     EUR    43.12
UBS AG                 13.600  11/12/2012     EUR    42.08
UBS AG                  8.080  12/21/2012     EUR    71.28
UBS AG                  8.150  12/21/2012     EUR    73.20
UBS AG                  9.000  12/21/2012     EUR    71.08
UBS AG                  9.100  12/21/2012     EUR    69.24
UBS AG                  9.730  12/21/2012     EUR    74.18
UBS AG                  9.890  12/21/2012     EUR    69.10
UBS AG                 10.060  12/21/2012     EUR    74.84
UBS AG                 10.160  12/21/2012     EUR    67.36
UBS AG                 10.490  12/21/2012     EUR    72.92
UBS AG                 10.690  12/21/2012     EUR    73.90
UBS AG                 10.810  12/21/2012     EUR    67.28
UBS AG                 11.000  12/21/2012     EUR    74.06
UBS AG                 11.260  12/21/2012     EUR    71.72
UBS AG                 11.270  12/21/2012     EUR    65.66
UBS AG                 11.330  12/21/2012     EUR    73.00
UBS AG                 11.770  12/21/2012     EUR    65.62
UBS AG                 11.970  12/21/2012     EUR    72.70
UBS AG                 11.980  12/21/2012     EUR    72.16
UBS AG                 12.020  12/21/2012     EUR    70.56
UBS AG                 12.140  12/21/2012     EUR    74.54
UBS AG                 12.200  12/21/2012     EUR    63.58
UBS AG                 12.400  12/21/2012     EUR    64.14
UBS AG                 12.760  12/21/2012     EUR    64.12
UBS AG                 12.800  12/21/2012     EUR    69.48
UBS AG                 12.970  12/21/2012     EUR    71.44
UBS AG                 13.320  12/21/2012     EUR    70.58
UBS AG                 13.360  12/21/2012     EUR    72.76
UBS AG                 13.560  12/21/2012     EUR    62.76
UBS AG                 13.570  12/21/2012     EUR    68.42
UBS AG                 13.770  12/21/2012     EUR    62.74
UBS AG                 13.980  12/21/2012     EUR    70.28
UBS AG                 14.350  12/21/2012     EUR    67.44
UBS AG                 14.610  12/21/2012     EUR    71.16
UBS AG                 14.690  12/21/2012     EUR    69.18
UBS AG                 14.740  12/21/2012     EUR    61.52
UBS AG                 14.810  12/21/2012     EUR    61.50
UBS AG                 15.000  12/21/2012     EUR    69.20
UBS AG                 15.130  12/21/2012     EUR    66.50
UBS AG                 15.860  12/21/2012     EUR    60.38
UBS AG                 15.900  12/21/2012     EUR    69.72
UBS AG                 15.920  12/21/2012     EUR    65.62
UBS AG                 15.930  12/21/2012     EUR    60.42
UBS AG                 16.030  12/21/2012     EUR    68.22
UBS AG                 16.600  12/21/2012     EUR    60.18
UBS AG                 16.710  12/21/2012     EUR    64.80
UBS AG                 16.930  12/21/2012     EUR    59.38
UBS AG                 17.070  12/21/2012     EUR    67.30
UBS AG                 17.200  12/21/2012     EUR    68.42
UBS AG                 17.500  12/21/2012     EUR    64.02
UBS AG                 18.000  12/21/2012     EUR    58.48
UBS AG                 19.090  12/21/2012     EUR    62.60
UBS AG                 15.990    1/4/2013     EUR    73.28
UBS AG                 17.150    1/4/2013     EUR    71.52
UBS AG                 18.300    1/4/2013     EUR    69.90
UBS AG                 19.440    1/4/2013     EUR    68.40
UBS AG                 20.570    1/4/2013     EUR    67.04
UBS AG                 21.700    1/4/2013     EUR    65.78
UBS AG                 10.390   1/18/2013     USD    36.86
UBS AG                 11.020   1/25/2013     EUR    72.30
UBS AG                 12.010   1/25/2013     EUR    71.42
UBS AG                 14.070   1/25/2013     EUR    69.88
UBS AG                 10.590   2/22/2013     EUR    72.38
UBS AG                 10.960   2/22/2013     EUR    72.44
UBS AG                 12.680   2/22/2013     EUR    71.70
UBS AG                 12.690   2/22/2013     EUR    73.06
UBS AG                 13.070   2/22/2013     EUR    68.40
UBS AG                 13.660   2/22/2013     EUR    68.70
UBS AG                 14.850   2/22/2013     EUR    69.72
UBS AG                 15.800   2/22/2013     EUR    74.76
UBS AG                 13.760    3/6/2013     USD     6.38
UBS AG                 10.000    3/7/2013     USD    67.25
UBS AG                  9.850   3/22/2013     USD    20.47
UBS AG                  9.650   4/11/2013     USD    34.27
UBS AG                 11.250   4/11/2013     USD    26.20
UBS AG                 10.170   4/26/2013     EUR    72.72
UBS AG                 10.970   4/26/2013     EUR    72.04
UBS AG                 12.610   4/26/2013     EUR    70.82
UBS AG                  9.650   8/23/2013     USD    32.42
UBS AG                 10.200   9/20/2013     EUR    66.30
UBS AG                 12.900   9/20/2013     EUR    64.76
UBS AG                 15.900   9/20/2013     EUR    64.42
UBS AG                 11.020  10/21/2013     USD    58.10
UBS AG                  0.500   4/27/2015     CHF    48.70
UBS AG                  8.660   10/1/2012     EUR    54.16
UBS AG JERSEY           3.220   7/31/2012     EUR    30.64

UNITED KINGDOM
--------------
ALLIANC&LEIC BLD        5.875   8/14/2031     GBP    72.75
ALPHA CREDIT GRP        5.500   6/20/2013     EUR    69.13
ALPHA CREDIT GRP        3.250   2/25/2013     EUR    72.63
ALPHA CREDIT GRP        6.000   6/20/2014     EUR    52.63
ALPHA CREDIT GRP        4.500   6/21/2013     EUR    64.50
BAKKAVOR FIN 2          8.250   2/15/2018     GBP    79.40
BANK NADRA              8.000   6/22/2017     USD    51.00
BARCLAYS BK PLC        11.070   8/31/2012     USD    31.84
BARCLAYS BK PLC         9.000   8/28/2012     USD     8.95
BARCLAYS BK PLC        10.800   7/31/2012     USD    26.51
BARCLAYS BK PLC        11.500   7/27/2012     USD     7.71
BARCLAYS BK PLC         7.000   7/27/2012     USD     9.69
BARCLAYS BK PLC        10.000   7/20/2012     USD     6.42
BARCLAYS BK PLC         8.000   6/29/2012     USD     9.36
BARCLAYS BK PLC        16.750   6/22/2012     EUR    53.76
BARCLAYS BK PLC        15.000   6/22/2012     EUR    47.19
BARCLAYS BK PLC        14.500   6/22/2012     EUR    49.93
BARCLAYS BK PLC        14.500   6/22/2012     EUR    37.79
BARCLAYS BK PLC        14.000   6/22/2012     EUR    73.51
BARCLAYS BK PLC        13.750   6/22/2012     EUR    50.38
BARCLAYS BK PLC        13.750   6/22/2012     EUR    45.63
BARCLAYS BK PLC        13.500   6/22/2012     EUR    65.83
BARCLAYS BK PLC        13.500   6/22/2012     EUR    71.62
BARCLAYS BK PLC        13.500   6/22/2012     EUR    62.43
BARCLAYS BK PLC        13.000   6/22/2012     EUR    55.77
BARCLAYS BK PLC        12.750   6/22/2012     EUR    41.05
BARCLAYS BK PLC        12.000   6/22/2012     EUR    74.07
BARCLAYS BK PLC        12.000   6/22/2012     EUR    45.95
BARCLAYS BK PLC        12.000   6/22/2012     EUR    69.83
BARCLAYS BK PLC        12.000   6/22/2012     EUR    70.89
BARCLAYS BK PLC        12.000   6/22/2012     EUR    58.21
BARCLAYS BK PLC        11.750   6/22/2012     EUR    51.13
BARCLAYS BK PLC        11.500   6/22/2012     EUR    42.59
BARCLAYS BK PLC        11.500   6/22/2012     EUR    52.21
BARCLAYS BK PLC        11.000   6/22/2012     EUR    47.55
BARCLAYS BK PLC        15.000   6/22/2012     EUR    73.31
BARCLAYS BK PLC        10.750   6/22/2012     EUR    59.35
BARCLAYS BK PLC        10.750   6/22/2012     EUR    74.78
BARCLAYS BK PLC        10.500   6/22/2012     EUR    48.24
BARCLAYS BK PLC        10.500   6/22/2012     EUR    73.79
BARCLAYS BK PLC        10.500   6/22/2012     EUR    50.67
BARCLAYS BK PLC        10.500   6/22/2012     EUR    49.20
BARCLAYS BK PLC        10.000   6/22/2012     EUR    72.52
BARCLAYS BK PLC        10.000   6/22/2012     EUR    72.48
BARCLAYS BK PLC        10.000   6/22/2012     EUR    53.64
BARCLAYS BK PLC        10.000   6/22/2012     EUR    73.11
BARCLAYS BK PLC        10.000   6/22/2012     EUR    74.95
BARCLAYS BK PLC         9.750   6/22/2012     EUR    51.31
BARCLAYS BK PLC         9.500   6/22/2012     EUR    62.36
BARCLAYS BK PLC         9.000   6/22/2012     EUR    74.92
BARCLAYS BK PLC         8.750   6/22/2012     EUR    63.47
BARCLAYS BK PLC         8.500   6/22/2012     EUR    52.11
BARCLAYS BK PLC         8.250   6/22/2012     EUR    52.77
BARCLAYS BK PLC         8.000   6/22/2012     EUR    62.16
BARCLAYS BK PLC         8.000   6/22/2012     EUR    59.27
BARCLAYS BK PLC         8.000   6/22/2012     EUR    71.41
BARCLAYS BK PLC        10.750   6/22/2012     EUR    43.97
BARCLAYS BK PLC         8.000   6/22/2012     EUR    56.59
BARCLAYS BK PLC         8.000   6/22/2012     EUR    73.26
BARCLAYS BK PLC         8.000   6/22/2012     EUR    71.65
BARCLAYS BK PLC         8.000   6/22/2012     EUR    50.23
BARCLAYS BK PLC         7.250   6/22/2012     EUR    54.08
BARCLAYS BK PLC         7.000   6/22/2012     EUR    55.36
BARCLAYS BK PLC         7.000   6/22/2012     EUR    60.62
BARCLAYS BK PLC         7.000   6/22/2012     EUR    50.38
BARCLAYS BK PLC         7.000   6/22/2012     EUR    67.87
BARCLAYS BK PLC         6.000   6/22/2012     EUR    57.49
BARCLAYS BK PLC         6.000   6/22/2012     EUR    52.85
BARCLAYS BK PLC         6.000   6/22/2012     EUR    54.58
BARCLAYS BK PLC         6.000   6/22/2012     EUR    69.70
BARCLAYS BK PLC         6.000   6/22/2012     EUR    60.96
BARCLAYS BK PLC         6.000   6/22/2012     EUR    64.26
BARCLAYS BK PLC         6.000   6/22/2012     EUR    70.83
BARCLAYS BK PLC        26.000    6/8/2012     EUR    71.68
BARCLAYS BK PLC        16.080    6/8/2012     EUR    58.75
BARCLAYS BK PLC        15.750    6/8/2012     EUR    53.02
BARCLAYS BK PLC        14.220    6/8/2012     EUR    56.67
BARCLAYS BK PLC         8.000   6/22/2012     EUR    46.11
BARCLAYS BK PLC        12.500    6/8/2012     EUR    47.64
BARCLAYS BK PLC        12.000    6/8/2012     EUR    74.82
BARCLAYS BK PLC        12.000    6/8/2012     EUR    53.02
BARCLAYS BK PLC        11.750    6/8/2012     EUR    41.29
BARCLAYS BK PLC        11.250    6/8/2012     EUR    68.39
BARCLAYS BK PLC        11.090    6/8/2012     EUR    50.14
BARCLAYS BK PLC        11.000    6/8/2012     EUR    53.27
BARCLAYS BK PLC        11.000    6/8/2012     EUR    70.53
BARCLAYS BK PLC        11.000    6/8/2012     EUR    66.95
BARCLAYS BK PLC        11.000    6/8/2012     EUR    59.01
BARCLAYS BK PLC        11.000    6/8/2012     EUR    52.17
BARCLAYS BK PLC        10.780    6/8/2012     EUR    61.98
BARCLAYS BK PLC        10.520    6/8/2012     EUR    59.12
BARCLAYS BK PLC        10.500    6/8/2012     EUR    70.65
BARCLAYS BK PLC        10.500    6/8/2012     EUR    45.13
BARCLAYS BK PLC        10.250    6/8/2012     EUR    72.69
BARCLAYS BK PLC        10.250    6/8/2012     EUR    50.74
BARCLAYS BK PLC         9.850    6/8/2012     EUR    74.42
BARCLAYS BK PLC         9.750    6/8/2012     EUR    65.20
BARCLAYS BK PLC         9.750    6/8/2012     EUR    45.36
BARCLAYS BK PLC        13.000    6/8/2012     EUR    40.74
BARCLAYS BK PLC         9.250    6/8/2012     EUR    61.87
BARCLAYS BK PLC         9.000    6/8/2012     EUR    74.82
BARCLAYS BK PLC         9.000    6/8/2012     EUR    74.46
BARCLAYS BK PLC         9.000    6/8/2012     EUR    74.13
BARCLAYS BK PLC         9.000    6/8/2012     EUR    68.03
BARCLAYS BK PLC         9.000    6/8/2012     EUR    71.06
BARCLAYS BK PLC         8.500    6/8/2012     EUR    44.84
BARCLAYS BK PLC         8.250    6/8/2012     EUR    50.64
BARCLAYS BK PLC         8.250    6/8/2012     EUR    58.25
BARCLAYS BK PLC         8.000    6/8/2012     EUR    48.50
BARCLAYS BK PLC         8.000    6/8/2012     EUR    58.85
BARCLAYS BK PLC         8.000    6/8/2012     EUR    67.43
BARCLAYS BK PLC         8.000    6/8/2012     EUR    54.93
BARCLAYS BK PLC         8.000    6/8/2012     EUR    63.96
BARCLAYS BK PLC         7.000    6/8/2012     EUR    56.21
BARCLAYS BK PLC         7.000    6/8/2012     EUR    64.99
BARCLAYS BK PLC         7.000    6/8/2012     EUR    68.69
BARCLAYS BK PLC         6.000    6/8/2012     EUR    63.16
BARCLAYS BK PLC         5.000    6/8/2012     EUR    70.32
BARCLAYS BK PLC         5.000    6/8/2012     EUR    61.16
BARCLAYS BK PLC         9.500    6/8/2012     EUR    59.58
BARCLAYS BK PLC         0.500   9/24/2019     AUD    65.01
BARCLAYS BK PLC         0.500   12/3/2017     AUD    73.37
BARCLAYS BK PLC        11.500   6/28/2013     EUR    48.13
BARCLAYS BK PLC        11.000   6/28/2013     EUR    49.74
BARCLAYS BK PLC        10.500   6/28/2013     EUR    73.76
BARCLAYS BK PLC        10.000   6/28/2013     EUR    51.14
BARCLAYS BK PLC         8.000   6/28/2013     EUR    52.61
BARCLAYS BK PLC         7.000   4/25/2013     EUR    71.33
BARCLAYS BK PLC        11.500   3/22/2013     EUR    46.12
BARCLAYS BK PLC        11.000   3/22/2013     EUR    73.21
BARCLAYS BK PLC        10.750   3/22/2013     EUR    48.35
BARCLAYS BK PLC        10.500   3/22/2013     EUR    73.38
BARCLAYS BK PLC        10.000   3/22/2013     EUR    49.31
BARCLAYS BK PLC         8.000   3/22/2013     EUR    50.88
BARCLAYS BK PLC        12.500    1/2/2013     EUR    53.48
BARCLAYS BK PLC        12.000    1/2/2013     EUR    44.11
BARCLAYS BK PLC        11.500    1/2/2013     EUR    56.75
BARCLAYS BK PLC        11.000    1/2/2013     EUR    72.03
BARCLAYS BK PLC        11.000    1/2/2013     EUR    73.17
BARCLAYS BK PLC        11.000    1/2/2013     EUR    46.65
BARCLAYS BK PLC        10.000    1/2/2013     EUR    47.93
BARCLAYS BK PLC        10.000    1/2/2013     EUR    57.57
BARCLAYS BK PLC         9.500    1/2/2013     EUR    48.40
BARCLAYS BK PLC         8.750    1/2/2013     EUR    58.45
BARCLAYS BK PLC         8.500    1/2/2013     EUR    62.03
BARCLAYS BK PLC         8.000    1/2/2013     EUR    49.51
BARCLAYS BK PLC         7.000    1/2/2013     EUR    52.85
BARCLAYS BK PLC         7.000    1/2/2013     EUR    63.14
BARCLAYS BK PLC         6.000    1/2/2013     EUR    66.75
BARCLAYS BK PLC         6.000    1/2/2013     EUR    55.41
BARCLAYS BK PLC        12.730  12/14/2012     EUR    63.31
BARCLAYS BK PLC        12.500  12/14/2012     EUR    58.83
BARCLAYS BK PLC        11.000  12/14/2012     EUR    46.73
BARCLAYS BK PLC        10.930  12/14/2012     EUR    62.00
BARCLAYS BK PLC        10.500  12/14/2012     EUR    53.26
BARCLAYS BK PLC         9.500  12/14/2012     EUR    58.48
BARCLAYS BK PLC         8.750  12/14/2012     EUR    50.32
BARCLAYS BK PLC         8.000  12/14/2012     EUR    67.73
BARCLAYS BK PLC         8.000  12/14/2012     EUR    58.13
BARCLAYS BK PLC         7.000  12/14/2012     EUR    72.02
BARCLAYS BK PLC         9.000  10/16/2012     USD    11.08
BARCLAYS BK PLC         8.500  10/16/2012     USD    10.73
BARCLAYS BK PLC        14.000   10/1/2012     USD    10.32
BARCLAYS BK PLC         9.000   10/1/2012     USD     9.96
BARCLAYS BK PLC        13.500   9/28/2012     EUR    50.76
BARCLAYS BK PLC        13.000   9/28/2012     EUR    41.18
BARCLAYS BK PLC        12.500   9/28/2012     EUR    53.73
BARCLAYS BK PLC        12.000   9/28/2012     EUR    69.36
BARCLAYS BK PLC        11.750   9/28/2012     EUR    44.18
BARCLAYS BK PLC        11.000   9/28/2012     EUR    73.53
BARCLAYS BK PLC        10.500   9/28/2012     EUR    72.10
BARCLAYS BK PLC        10.500   9/28/2012     EUR    55.35
BARCLAYS BK PLC        10.500   9/28/2012     EUR    45.75
BARCLAYS BK PLC        10.000   9/28/2012     EUR    46.62
BARCLAYS BK PLC         9.500   9/28/2012     EUR    55.89
BARCLAYS BK PLC         8.500   9/28/2012     EUR    60.84
BARCLAYS BK PLC         8.000   9/28/2012     USD    10.44
BARCLAYS BK PLC         8.000   9/28/2012     EUR    48.07
BARCLAYS BK PLC         7.000   9/28/2012     EUR    62.34
BARCLAYS BK PLC         7.000   9/28/2012     EUR    52.03
BARCLAYS BK PLC         6.000   9/28/2012     EUR    66.06
BARCLAYS BK PLC         6.000   9/28/2012     EUR    54.61
BARCLAYS BK PLC        11.000   9/19/2012     EUR    72.21
BARCLAYS BK PLC        14.070   9/14/2012     EUR    61.60
BARCLAYS BK PLC        13.750   9/14/2012     EUR    56.37
BARCLAYS BK PLC        12.200   9/14/2012     EUR    59.78
BARCLAYS BK PLC        12.000   9/14/2012     EUR    43.85
BARCLAYS BK PLC        11.000   9/14/2012     EUR    50.92
BARCLAYS BK PLC        10.250   9/14/2012     EUR    70.77
BARCLAYS BK PLC        10.250   9/14/2012     EUR    55.96
BARCLAYS BK PLC         9.250   9/14/2012     EUR    48.04
BARCLAYS BK PLC         8.000   9/14/2012     EUR    67.42
BARCLAYS BK PLC         8.000   9/14/2012     EUR    56.35
BARCLAYS BK PLC         7.000   9/14/2012     EUR    73.46
BARCLAYS BK PLC         8.000   9/11/2012     USD    10.85
BARCLAYS BK PLC         8.000   9/11/2012     USD    10.63
BARCLAYS BK PLC         5.000    6/8/2012     EUR    74.61
CO-OPERATIVE BNK        5.750   12/2/2024     GBP    73.96
CO-OPERATIVE BNK        5.875   3/28/2033     GBP    72.36
CO-OPERATIVE BNK        5.625  11/16/2021     GBP    75.90
DUNFERMLINE BS          6.000   3/31/2015     GBP     0.75
EFG HELLAS PLC          5.400   11/2/2047     EUR    13.63
EFG HELLAS PLC          4.375   2/11/2013     EUR    75.00
EMPORIKI GRP FIN        5.000   12/2/2021     EUR    31.63
EMPORIKI GRP FIN        4.350   7/22/2014     EUR    52.38
EMPORIKI GRP FIN        5.100   12/9/2021     EUR    32.00
EMPORIKI GRP FIN        5.000   2/24/2022     EUR    31.13
EMPORIKI GRP FIN        6.000   5/18/2022     EUR    34.50
ENTERPRISE INNS         6.875    5/9/2025     GBP    67.27
ENTERPRISE INNS         6.375   9/26/2031     GBP    65.67
ENTERPRISE INNS         6.875   2/15/2021     GBP    72.43
ESSAR ENERGY            4.250    2/1/2016     USD    61.69
F&C ASSET MNGMT         6.750  12/20/2026     GBP    65.50
GALA ELECTRIC CA       11.500    6/1/2019     GBP    69.38
GALA ELECTRIC CA       11.500    6/1/2019     GBP    69.70
GREENE KING FIN         5.702  12/15/2034     GBP   105.34
GS INTERNATIONAL        8.250  12/17/2012     EUR    66.25
GS INTERNATIONAL       13.000   6/28/2012     CHF    54.20
GS INTERNATIONAL        8.120    6/8/2012     CHF    73.00
GS INTERNATIONAL        5.150   5/31/2012     EUR    68.50
GS INTERNATIONAL        5.000   5/31/2012     USD    69.30
GS INTERNATIONAL        9.750   5/22/2012     CHF    48.40
HBOS PLC                4.500   3/18/2030     EUR    61.40
HBOS PLC                5.374   6/30/2021     EUR    67.13
HBOS PLC                4.375  10/30/2019     EUR    73.68
HBOS PLC                6.305  10/18/2017     GBP    74.45
HSBC BANK PLC           0.500  12/29/2022     AUD    56.47
HSBC BANK PLC           0.500   2/24/2023     AUD    57.19
HSBC BANK PLC           0.500  11/22/2021     AUD    63.71
HSBC BANK PLC           0.500   12/8/2026     AUD    48.50
HSBC BANK PLC           0.500  12/29/2026     AUD    48.35
HSBC BANK PLC           4.750   3/24/2046     GBP    72.82
HSBC BANK PLC           0.500    2/2/2023     AUD    53.62
HSBC BANK PLC           0.500    4/3/2023     AUD    59.26
HSBC BANK PLC           0.500   12/2/2022     AUD    60.30
HSBC BANK PLC           0.500  11/16/2018     AUD    71.90
LBG CAPITAL NO.1        6.439   5/23/2020     EUR    73.05
LBG CAPITAL NO.1        7.869   8/25/2020     GBP    79.97
LBG CAPITAL NO.2        6.385   5/12/2020     EUR    73.43
MATALAN                 9.625   3/31/2017     GBP    65.83
MATALAN                 9.625   3/31/2017     GBP    67.36
MAX PETROLEUM           6.750    9/8/2013     USD    46.76
NOMURA BANK INTL        0.800  12/21/2020     EUR    67.75
OTE PLC                 4.625   5/20/2016     EUR    54.00
OTE PLC                 5.000    8/5/2013     EUR    63.65
OTE PLC                 7.250    4/8/2014     EUR    58.53
PIRAEUS GRP FIN         4.000   9/17/2012     EUR    75.57
PRIVATBANK              5.799    2/9/2016     USD    70.01
PUNCH TAVERNS           5.883  10/15/2026     GBP    62.72
ROYAL BK SCOTLND        4.625   9/22/2021     EUR    69.92
ROYAL BK SCOTLND        6.250  12/20/2012     EUR    52.55
SPIRIT ISSUER           5.472  12/28/2028     GBP    71.84
THOMAS COOK GR          7.750   6/22/2017     GBP    48.75
THOMAS COOK GR          6.750   6/22/2015     EUR    58.59
UNIQUE PUB FIN          7.395   3/28/2024     GBP    61.80
UNIQUE PUB FIN          5.659   6/30/2027     GBP    72.77
UNIQUE PUB FIN          6.464   3/30/2032     GBP    43.11


                            *********

Monday's edition of the TCR delivers a list of indicative prices
for bond issues that reportedly trade well below par.  Prices are
obtained by TCR editors from a variety of outside sources during
the prior week we think are reliable.  Those sources may not,
however, be complete or accurate.  The Monday Bond Pricing table
is compiled on the Friday prior to publication.  Prices reported
are not intended to reflect actual trades.  Prices for actual
trades are probably different.  Our objective is to share
information, not make markets in publicly traded securities.
Nothing in the TCR constitutes an offer or solicitation to buy or
sell any security of any kind.  It is likely that some entity
affiliated with a TCR editor holds some position in the issuers'
public debt and equity securities about which we report.

Each Tuesday edition of the TCR contains a list of companies with
insolvent balance sheets whose shares trade higher than US$3 per
share in public markets.  At first glance, this list may look
like the definitive compilation of stocks that are ideal to sell
short.  Don't be fooled.  Assets, for example, reported at
historical cost net of depreciation may understate the true value
of a firm's assets.  A company may establish reserves on its
balance sheet for liabilities that may never materialize.  The
prices at which equity securities trade in public market are
determined by more than a balance sheet solvency test.

A list of Meetings, Conferences and Seminars appears in each
Thursday's edition of the TCR. Submissions about insolvency-
related conferences are encouraged.  Send announcements to
conferences@bankrupt.com

Each Friday's edition of the TCR includes a review about a book
of interest to troubled company professionals.  All titles are
available at your local bookstore or through Amazon.com.  Go to
http://www.bankrupt.com/booksto order any title today.


                            *********


S U B S C R I P T I O N   I N F O R M A T I O N

Troubled Company Reporter-Europe is a daily newsletter co-
published by Bankruptcy Creditors' Service, Inc., Fairless Hills,
Pennsylvania, USA, and Beard Group, Inc., Frederick, Maryland
USA.  Valerie U. Pascual, Marites O. Claro, Rousel Elaine T.
Fernandez, Joy A. Agravante, Ivy B. Magdadaro, Frauline S.
Abangan and Peter A. Chapman, Editors.

Copyright 2012.  All rights reserved.  ISSN 1529-2754.

This material is copyrighted and any commercial use, resale or
publication in any form (including e-mail forwarding, electronic
re-mailing and photocopying) is strictly prohibited without prior
written permission of the publishers.

Information contained herein is obtained from sources believed to
be reliable, but is not guaranteed.

The TCR Europe subscription rate is US$625 per half-year,
delivered via e-mail.  Additional e-mail subscriptions for
members of the same firm for the term of the initial subscription
or balance thereof are US$25 each.  For subscription information,
contact Peter Chapman at 240/629-3300.


                 * * * End of Transmission * * *