| Settlement Date | BTPi 15/09/35 2.35% | BTPi 15/09/10 0.95% | BTPi15/09/08 1.65% | BTPi 15/09/14 2.15% | BTPi 15/09/17 2.10% | BTPi 15/09/12 1,85% | BTPi 15/09/23 2,60% | BTPi 15/09/19 2,35% |
| 01/09/2008 | 1,10665 | 1,10665 | 1,12978 | 1,12978 | 1,07590 | 1,05688 | 1,05688 | 1,02477 |
| 02/09/2008 | 1,10660 | 1,10660 | 1,12972 | 1,12972 | 1,07584 | 1,05683 | 1,05683 | 1,02472 |
| 03/09/2008 | 1,10654 | 1,10654 | 1,12967 | 1,12967 | 1,07579 | 1,05678 | 1,05678 | 1,02467 |
| 04/09/2008 | 1,10649 | 1,10649 | 1,12961 | 1,12961 | 1,07574 | 1,05673 | 1,05673 | 1,02462 |
| 05/09/2008 | 1,10643 | 1,10643 | 1,12956 | 1,12956 | 1,07569 | 1,05668 | 1,05668 | 1,02457 |
| 06/09/2008 | 1,10638 | 1,10638 | 1,12950 | 1,12950 | 1,07563 | 1,05662 | 1,05662 | 1,02452 |
| 07/09/2008 | 1,10632 | 1,10632 | 1,12944 | 1,12944 | 1,07558 | 1,05657 | 1,05657 | 1,02446 |
| 08/09/2008 | 1,10627 | 1,10627 | 1,12939 | 1,12939 | 1,07553 | 1,05652 | 1,05652 | 1,02441 |
| 09/09/2008 | 1,10621 | 1,10621 | 1,12933 | 1,12933 | 1,07547 | 1,05647 | 1,05647 | 1,02436 |
| 10/09/2008 | 1,10616 | 1,10616 | 1,12928 | 1,12928 | 1,07542 | 1,05642 | 1,05642 | 1,02431 |
| 11/09/2008 | 1,10611 | 1,10611 | 1,12922 | 1,12922 | 1,07537 | 1,05637 | 1,05637 | 1,02426 |
| 12/09/2008 | 1,10605 | 1,10605 | 1,12917 | 1,12917 | 1,07532 | 1,05631 | 1,05631 | 1,02421 |
| 13/09/2008 | 1,10600 | 1,10600 | 1,12911 | 1,12911 | 1,07526 | 1,05626 | 1,05626 | 1,02416 |
| 14/09/2008 | 1,10594 | 1,10594 | 1,12906 | 1,12906 | 1,07521 | 1,05621 | 1,05621 | 1,02411 |
| 15/09/2008 | 1,10589 | 1,10589 | | 1,12900 | 1,07516 | 1,05616 | 1,05616 | 1,02406 |
| 16/09/2008 | 1,10583 | 1,10583 | | 1,12894 | 1,07510 | 1,05611 | 1,05611 | 1,02401 |
| 17/09/2008 | 1,10578 | 1,10578 | | 1,12889 | 1,07505 | 1,05605 | 1,05605 | 1,02396 |
| 18/09/2008 | 1,10573 | 1,10573 | | 1,12883 | 1,07500 | 1,05600 | 1,05600 | 1,02391 |
| 19/09/2008 | 1,10567 | 1,10567 | | 1,12878 | 1,07495 | 1,05595 | 1,05595 | 1,02386 |
| 20/09/2008 | 1,10562 | 1,10562 | | 1,12872 | 1,07489 | 1,05590 | 1,05590 | 1,02381 |
| 21/09/2008 | 1,10556 | 1,10556 | | 1,12867 | 1,07484 | 1,05585 | 1,05585 | 1,02376 |
| 22/09/2008 | 1,10551 | 1,10551 | | 1,12861 | 1,07479 | 1,05579 | 1,05579 | 1,02371 |
| 23/09/2008 | 1,10545 | 1,10545 | | 1,12856 | 1,07473 | 1,05574 | 1,05574 | 1,02366 |
| 24/09/2008 | 1,10540 | 1,10540 | | 1,12850 | 1,07468 | 1,05569 | 1,05569 | 1,02361 |
| 25/09/2008 | 1,10534 | 1,10534 | | 1,12845 | 1,07463 | 1,05564 | 1,05564 | 1,02356 |
| 26/09/2008 | 1,10529 | 1,10529 | | 1,12839 | 1,07458 | 1,05559 | 1,05559 | 1,02351 |
| 27/09/2008 | 1,10524 | 1,10524 | | 1,12833 | 1,07452 | 1,05553 | 1,05553 | 1,02346 |
| 28/09/2008 | 1,10518 | 1,10518 | | 1,12828 | 1,07447 | 1,05548 | 1,05548 | 1,02341 |
| 29/09/2008 | 1,10513 | 1,10513 | | 1,12822 | 1,07442 | 1,05543 | 1,05543 | 1,02336 |
| 30/09/2008 | 1,10507 | 1,10507 | | 1,12817 | 1,07436 | 1,05538 | 1,05538 | 1,02331 |
| 01/10/2008 | 1,10502 | 1,10502 | | 1,12811 | 1,07431 | 1,05533 | 1,05533 | 1,02326 | X |
| 02/10/2008 | 1,10514 | 1,10514 | | 1,12823 | 1,07443 | 1,05544 | 1,05544 | 1,02337 | X |
| 03/10/2008 | 1,10526 | 1,10526 | | 1,12835 | 1,07454 | 1,05555 | 1,05555 | 1,02348 | X |
| 04/10/2008 | 1,10537 | 1,10537 | | 1,12847 | 1,07466 | 1,05567 | 1,05567 | 1,02359 | X |
| 05/10/2008 | 1,10549 | 1,10549 | | 1,12860 | 1,07477 | 1,05578 | 1,05578 | 1,02369 | X |
| 06/10/2008 | 1,10561 | 1,10561 | | 1,12872 | 1,07489 | 1,05589 | 1,05589 | 1,02380 | X |
| 07/10/2008 | 1,10573 | 1,10573 | | 1,12884 | 1,07500 | 1,05601 | 1,05601 | 1,02391 | X |
| 08/10/2008 | 1,10585 | 1,10585 | | 1,12896 | 1,07512 | 1,05612 | 1,05612 | 1,02402 | X |
| 09/10/2008 | 1,10597 | 1,10597 | | 1,12908 | 1,07523 | 1,05623 | 1,05623 | 1,02413 | X |
| 10/10/2008 | 1,10608 | 1,10608 | | 1,12920 | 1,07535 | 1,05634 | 1,05634 | 1,02424 | X |
| 11/10/2008 | 1,10620 | 1,10620 | | 1,12932 | 1,07546 | 1,05646 | 1,05646 | 1,02435 | X |
| 12/10/2008 | 1,10632 | 1,10632 | | 1,12944 | 1,07558 | 1,05657 | 1,05657 | 1,02446 | X |
| 13/10/2008 | 1,10644 | 1,10644 | | 1,12956 | 1,07569 | 1,05668 | 1,05668 | 1,02457 | X |
| 14/10/2008 | 1,10656 | 1,10656 | | 1,12968 | 1,07581 | 1,05680 | 1,05680 | 1,02468 | X |
| 15/10/2008 | 1,10668 | 1,10668 | | 1,12980 | 1,07592 | 1,05691 | 1,05691 | 1,02479 | X |
| 16/10/2008 | 1,10679 | 1,10679 | | 1,12993 | 1,07604 | 1,05702 | 1,05702 | 1,02490 | X |
| 17/10/2008 | 1,10691 | 1,10691 | | 1,13005 | 1,07615 | 1,05714 | 1,05714 | 1,02501 | X |
| 18/10/2008 | 1,10703 | 1,10703 | | 1,13017 | 1,07627 | 1,05725 | 1,05725 | 1,02512 | X |
| 19/10/2008 | 1,10715 | 1,10715 | | 1,13029 | 1,07638 | 1,05736 | 1,05736 | 1,02523 | X |
| 20/10/2008 | 1,10727 | 1,10727 | | 1,13041 | 1,07650 | 1,05748 | 1,05748 | 1,02534 | X |
| 21/10/2008 | 1,10739 | 1,10739 | | 1,13053 | 1,07661 | 1,05759 | 1,05759 | 1,02545 | X |
| 22/10/2008 | 1,10751 | 1,10751 | | 1,13065 | 1,07673 | 1,05770 | 1,05770 | 1,02556 | X |
| 23/10/2008 | 1,10762 | 1,10762 | | 1,13077 | 1,07684 | 1,05781 | 1,05781 | 1,02567 | X |
| 24/10/2008 | 1,10774 | 1,10774 | | 1,13089 | 1,07696 | 1,05793 | 1,05793 | 1,02578 | X |
| 25/10/2008 | 1,10786 | 1,10786 | | 1,13101 | 1,07707 | 1,05804 | 1,05804 | 1,02589 | X |
| 26/10/2008 | 1,10798 | 1,10798 | | 1,13113 | 1,07719 | 1,05815 | 1,05815 | 1,02600 | X |
| 27/10/2008 | 1,10810 | 1,10810 | | 1,13125 | 1,07730 | 1,05827 | 1,05827 | 1,02611 | X |
| 28/10/2008 | 1,10822 | 1,10822 | | 1,13138 | 1,07742 | 1,05838 | 1,05838 | 1,02622 | X |
| 29/10/2008 | 1,10833 | 1,10833 | | 1,13150 | 1,07753 | 1,05849 | 1,05849 | 1,02633 | X |
| 30/10/2008 | 1,10845 | 1,10845 | | 1,13162 | 1,07765 | 1,05861 | 1,05861 | 1,02644 | X |
| 31/10/2008 | 1,10857 | 1,10857 | | 1,13174 | 1,07776 | 1,05872 | 1,05872 | 1,02655 | X |
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