BTPi - Daily Index Ratios
March 2010
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04/10
03/10
02/10
01/10
12/09
11/09
10/09
09/09
08/09
07/09
06/09
05/09
04/09
03/09
02/09
01/09
12/08
11/08
10/08
09/08
08/08
07/08
06/08
05/08
04/08
03/08
02/08
01/08
Settlement Date
BTPi 15/09/35 2.35%
BTPi 15/09/10 0.95%
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%
BTPi 15/09/41 2.55%
3/1/2010
1.10736
1.10736
1.13051
1.07659
1.05757
1.05757
1.02543
1.00644
3/2/2010
1.10708
1.10708
1.13022
1.07632
1.05730
1.05730
1.02517
1.00618
3/3/2010
1.10680
1.10680
1.12993
1.07604
1.05703
1.05703
1.02490
1.00592
3/4/2010
1.10652
1.10652
1.12964
1.07577
1.05676
1.05676
1.02464
1.00567
3/5/2010
1.10623
1.10623
1.12935
1.07549
1.05649
1.05649
1.02438
1.00541
3/6/2010
1.10595
1.10595
1.12906
1.07522
1.05622
1.05622
1.02412
1.00515
3/7/2010
1.10567
1.10567
1.12877
1.07494
1.05595
1.05595
1.02386
1.00489
3/8/2010
1.10538
1.10538
1.12848
1.07467
1.05568
1.05568
1.02359
1.00464
3/9/2010
1.10510
1.10510
1.12820
1.07439
1.05541
1.05541
1.02333
1.00438
3/10/2010
1.10482
1.10482
1.12791
1.07412
1.05514
1.05514
1.02307
1.00412
3/11/2010
1.10454
1.10454
1.12762
1.07384
1.05486
1.05486
1.02281
1.00387
3/12/2010
1.10425
1.10425
1.12733
1.07357
1.05459
1.05459
1.02255
1.00361
3/13/2010
1.10397
1.10397
1.12704
1.07329
1.05432
1.05432
1.02228
1.00335
3/14/2010
1.10369
1.10369
1.12675
1.07302
1.05405
1.05405
1.02202
1.00310
3/15/2010
1.10340
1.10340
1.12646
1.07274
1.05378
1.05378
1.02176
1.00284
3/16/2010
1.10312
1.10312
1.12617
1.07247
1.05351
1.05351
1.02150
1.00258
3/17/2010
1.10284
1.10284
1.12589
1.07219
1.05324
1.05324
1.02124
1.00232
3/18/2010
1.10256
1.10256
1.12560
1.07192
1.05297
1.05297
1.02098
1.00207
3/19/2010
1.10227
1.10227
1.12531
1.07164
1.05270
1.05270
1.02071
1.00181
3/20/2010
1.10199
1.10199
1.12502
1.07137
1.05243
1.05243
1.02045
1.00155
3/21/2010
1.10171
1.10171
1.12473
1.07109
1.05216
1.05216
1.02019
1.00130
3/22/2010
1.10142
1.10142
1.12444
1.07082
1.05189
1.05189
1.01993
1.00104
3/23/2010
1.10114
1.10114
1.12415
1.07054
1.05162
1.05162
1.01967
1.00078
3/24/2010
1.10086
1.10086
1.12386
1.07027
1.05135
1.05135
1.01940
1.00052
3/25/2010
1.10058
1.10058
1.12358
1.06999
1.05108
1.05108
1.01914
1.00027
3/26/2010
1.10029
1.10029
1.12329
1.06972
1.05081
1.05081
1.01888
1.00001
3/27/2010
1.10001
1.10001
1.12300
1.06944
1.05054
1.05054
1.01862
0.99975
3/28/2010
1.09973
1.09973
1.12271
1.06917
1.05027
1.05027
1.01836
0.99950
3/29/2010
1.09944
1.09944
1.12242
1.06889
1.05000
1.05000
1.01809
0.99924
3/30/2010
1.09916
1.09916
1.12213
1.06862
1.04973
1.04973
1.01783
0.99898
3/31/2010
1.09888
1.09888
1.12184
1.06834
1.04946
1.04946
1.01757
0.99873
4/1/2010
1.09860
1.09860
1.12155
1.06807
1.04919
1.04919
1.01731
0.99847
Substitutive
4/2/2010
1.09862
1.09862
1.12158
1.06809
1.04922
1.04922
1.01733
0.99849
Substitutive
4/3/2010
1.09865
1.09865
1.12161
1.06812
1.04924
1.04924
1.01736
0.99852
Substitutive
4/4/2010
1.09868
1.09868
1.12164
1.06815
1.04927
1.04927
1.01738
0.99854
Substitutive
4/5/2010
1.09870
1.09870
1.12167
1.06817
1.04930
1.04930
1.01741
0.99857
Substitutive
4/6/2010
1.09873
1.09873
1.12169
1.06820
1.04932
1.04932
1.01743
0.99859
Substitutive
4/7/2010
1.09876
1.09876
1.12172
1.06823
1.04935
1.04935
1.01746
0.99862
Substitutive
4/8/2010
1.09879
1.09879
1.12175
1.06825
1.04937
1.04937
1.01748
0.99864
Substitutive
4/9/2010
1.09881
1.09881
1.12178
1.06828
1.04940
1.04940
1.01751
0.99867
Substitutive
4/10/2010
1.09884
1.09884
1.12180
1.06830
1.04943
1.04943
1.01753
0.99869
Substitutive
4/11/2010
1.09887
1.09887
1.12183
1.06833
1.04945
1.04945
1.01756
0.99872
Substitutive
4/12/2010
1.09889
1.09889
1.12186
1.06836
1.04948
1.04948
1.01759
0.99874
Substitutive
4/13/2010
1.09892
1.09892
1.12189
1.06838
1.04950
1.04950
1.01761
0.99876
Substitutive
4/14/2010
1.09895
1.09895
1.12192
1.06841
1.04953
1.04953
1.01764
0.99879
Substitutive
4/15/2010
1.09898
1.09898
1.12194
1.06844
1.04956
1.04956
1.01766
0.99881
Substitutive
4/16/2010
1.09900
1.09900
1.12197
1.06846
1.04958
1.04958
1.01769
0.99884
Substitutive
4/17/2010
1.09903
1.09903
1.12200
1.06849
1.04961
1.04961
1.01771
0.99886
Substitutive
4/18/2010
1.09906
1.09906
1.12203
1.06852
1.04963
1.04963
1.01774
0.99889
Substitutive
4/19/2010
1.09908
1.09908
1.12205
1.06854
1.04966
1.04966
1.01776
0.99891
Substitutive
4/20/2010
1.09911
1.09911
1.12208
1.06857
1.04969
1.04969
1.01779
0.99894
Substitutive
4/21/2010
1.09914
1.09914
1.12211
1.06860
1.04971
1.04971
1.01781
0.99896
Substitutive
4/22/2010
1.09917
1.09917
1.12214
1.06862
1.04974
1.04974
1.01784
0.99899
Substitutive
4/23/2010
1.09919
1.09919
1.12217
1.06865
1.04976
1.04976
1.01786
0.99901
Substitutive
4/24/2010
1.09922
1.09922
1.12219
1.06867
1.04979
1.04979
1.01789
0.99904
Substitutive
4/25/2010
1.09925
1.09925
1.12222
1.06870
1.04982
1.04982
1.01791
0.99906
Substitutive
4/26/2010
1.09927
1.09927
1.12225
1.06873
1.04984
1.04984
1.01794
0.99909
Substitutive
4/27/2010
1.09930
1.09930
1.12228
1.06875
1.04987
1.04987
1.01796
0.99911
Substitutive
4/28/2010
1.09933
1.09933
1.12230
1.06878
1.04989
1.04989
1.01799
0.99914
Substitutive
4/29/2010
1.09936
1.09936
1.12233
1.06881
1.04992
1.04992
1.01801
0.99916
Substitutive
4/30/2010
1.09938
1.09938
1.12236
1.06883
1.04995
1.04995
1.01804
0.99918
Substitutive
