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United Kingdom: bonds

The British public debt is the total quantity of money borrowed by the Government of the United Kingdom at any one time through the issue of securities by the British Treasury and other government agencies. The government bonds called gilts or stocks.

As of Q1 2013 total amount outstanding is £1,278 billion, including inflation uplift for index-linked gilts.

UK sovereign debt market is dominated by long and super-long issues: with fixed coupon (conventional gilts), and, less frequently, with inflation-linked coupon (index-linked gilts). Gilt-edged securities are listed on the London Stock Exchange. Auctions are take place every week (round £2.3 billion each week).

Outstanding bond issues

Moneda Outstanding bond issues Cumulative volume
Soberano
GBP 96 1 516 680 847 555
Municipal
GBP 4 1 084 971 000
Corporativo
USD 1688 624 947 373 754
GBP 1364 415 024 555 060
EUR 834 590 838 030 490
RUB 322 126 248 656 500
CHF 42 8 461 000 000
AUD 39 8 473 000 000
HKD 35 15 174 000 000
IDR 33 19 972 960 000 000
ZAR 32 53 048 600 000
JPY 30 547 288 000 000
NOK 30 26 881 500 000
INR 21 52 906 000 000
BRL 17 3 030 933 000
CNY 16 6 419 000 000
TRY 14 4 557 700 000
CAD 10 4 545 000 000
MXN 8 9 365 650 000
SEK 8 8 105 600 000
KZT 7 97 450 000 000
ARS 7 4 630 000 000
RON 6 720 750 000
NZD 6 492 600 000
SGD 5 2 650 000 000
UAH 4 1 073 750 000
GEL 4 292 400 000
ITL 4 2 525 000 000 000
AMD 4 15 208 900 000
KRW 3 100 000 000 000
FRF 2 1 316 000 000
UYU 1 181 000 000
ZMW 1 50 000 000
HUF 1 1 250 000 000
DKK 1 650 000 000
COP 1 15 000 000 000
CZK 1 900 000 000
RSD 1 2 500 000 000

Sovereign rating

Rating AgencyRatingRating scaleDate
RIA Rating *** Sovereign ratings ***
Dagong Global *** International scale rating (foreign curr.) ***
Dagong Global *** International scale rating (local curr.) ***
Organisation for Economic Co-operation and Development (OECD) *** Country Risk Classifications ***
Moody's Investors Service *** LT- foreign currency ***
Moody's Investors Service *** LT- local currency ***
S&P Global Ratings *** Foreign Currency LT ***
S&P Global Ratings *** Local Currency LT ***
Fitch Ratings *** LT Int. Scale (foreign curr.) ***
Fitch Ratings *** LT Int. Scale (local curr.) ***
Expert RA *** Foreign curr. scale ***
Expert RA *** Local curr. scale ***
National Rating Agency *** Global scale ***
Japan Credit Rating Agency *** Foreign Currency Long-term Issuer Rating ***
Japan Credit Rating Agency *** Local Currency Long-term Issuer Rating ***
Registration required. Please log in or fill in the registration form.

Latest bond issues

issue ISIN coupon volume end of placement maturity date
ANZ New Zealand (Int’l), London Branch, 0.35% 22oct2024, CHF - Bonos locales CH0398677747 0.35% 200 000 000  CHF 22/02/18 22/10/24
London And Quadrant Housing Trust, 2.625% 28feb2028, GBP - Bonos internacionales XS1778763133 2.625% 250 000 000  GBP 21/02/18 28/02/28
London And Quadrant Housing Trust, 3.125% 31dec2053, GBP - Bonos internacionales XS1778775491 3.125% 250 000 000  GBP 21/02/18 31/12/53
Deutsche Bank AG (London Branch), FRN 28feb2025, CZK - Bonos internacionales XS1783227454 3M PRIBOR + 1.15% 900 000 000  CZK 20/02/18 28/02/25
EBRD, 0% 22jan2026, RUR (3653D) - Bonos internacionales XS1349367547 0% 10 000 000 000  RUB 19/02/18 22/01/26
Gatwick Airport, 3.25% 26feb2048, GBP - Bonos internacionales XS1781266793 3.25% 300 000 000  GBP 19/02/18 26/02/48
HSBC, 0% 9feb2023, USD (1819D) - Bonos internacionales XS1768709401 0% 500 000  USD 16/02/18 09/02/23
United Kingdom, Bills 20aug2018 6m - Bonos locales GB00BDXGBJ18 0% 2 000 000 000  GBP 16/02/18 20/08/18
EBRD, 6% 24jul2023, RUR - Bonos internacionales XS1555164299 6% 3 350 000 000  RUB 16/02/18 24/07/23
Goldman Sachs International, 0% 16feb2023, USD (1826D) - Bonos internacionales XS1761599361 0% 5 000 000  USD 16/02/18 16/02/23

World Bond Market Indicators

Daily indices

Type: 22/02/18 21/02/18 20/02/18 19/02/18 16/02/18 15/02/18 14/02/18
Treasuries
Gilt 10Y YTM 1.55 1.56 1.59 1.60 1.58 1.65 1.64
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Monthly indices

Type Jan 2018 Jun 2017 May 2017 Apr 2017 Mar 2017 Feb 2017 Jan 2017
EU Long-term interest rates
United Kingdom, %   1.33 0.98 1.03 1.00 1.13 1.24 1.38
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World Bond market statistics

Monthly indices

Type Jan 2018 Dec 2017 Nov 2017 Oct 2017 Sep 2017 Aug 2017 Jul 2017
Domestic govt Bonds markets (Western Europe)
United Kingdom govt Bonds outst., EUR bln (without Bills) 1 724.81 1 721.45 1 705.42 1 713.61 1 702.47 1 643.98 1 681.55
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Quarterly indices

Type I 2017 IV 2016 III 2016 II 2016 I 2016 IV 2015 III 2015
BIS volume of international-bond market of developed countries
British international bonds, USD bln 908.600 868.300 974.600 988.800 3.082 3.050 3.140
BIS net issues of international-bond market of developed countries
International-bond net issue of the United Kingdom, USD bln 10.500 12.900 23.700 3.400 23.200 -33.400 -18.200

New issues of Developed markets International Bonds

Monthly indices

Type Jan 2018 Dec 2017 Nov 2017 Oct 2017 Sep 2017 Aug 2017 Jul 2017
Developed Market International Bonds (excl. USA)
New issues of international bonds (UK), USD bln 25.265 8.736 26.720 24.272 21.856 33.979 14.053
Number of new international bond issues (UK) 69 47 92 69 96 72 79
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Developed Markets International Bonds

Monthly indices

Type Jan 2018 Dec 2017 Nov 2017 Oct 2017 Sep 2017 Aug 2017 Jul 2017
International bonds Developed Markets
United Kingdom sovereign international bonds, USD bln 0.282 0.269 0.268 0.264 0.720 0.713 0.708
United Kingdom municipal international bonds, USD bln 1.228 1.169 1.167 1.148 1.170 1.124 1.141
United Kingdom corporate international bonds, USD bln 1 615.409 1 566.932 1 568.579 1 536.221 1 549.925 1 540.364 1 526.659
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Money market

Daily indices

Type: 21/02/18 20/02/18 19/02/18 16/02/18 15/02/18 14/02/18 13/02/18
IRS GBP (Annual Fixed vs 6M Libor) 
IRS GBP 1Y vs 6M Libor mid * * * * * * *
IRS GBP 2Y vs 6M Libor mid * * * * * * *
IRS GBP 3Y vs 6M Libor mid * * * * * * *
IRS GBP 4Y vs 6M Libor mid * * * * * * *
IRS GBP 5Y vs 6M Libor mid * * * * * * *
IRS GBP 6Y vs 6M Libor mid * * * * * * *
IRS GBP 7Y vs 6M Libor mid * * * * * * *
IRS GBP 8Y vs 6M Libor mid * * * * * * *
IRS GBP 9Y vs 6M Libor mid * * * * * * *
IRS GBP 10Y vs 6M Libor mid * * * * * * *
IRS GBP 30Y vs 6M Libor mid * *   * * * *
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Risk Management Institute

Daily indices

Type: 21/02/18 20/02/18 19/02/18 16/02/18 15/02/18 14/02/18 13/02/18
RMI CVI - Europe
UK CVI value weighted  10.90 11.00 11.13 10.93 11.46 11.61 11.84
UK CVI tail  140.75 141.63 145.43 142.98 149.04 148.29 152.21
UK CVI equally weighted  44.58 44.19 44.70 44.55 46.51 47.17 47.38
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Macroeconomic Indicators (World economy)

Monthly indices

Type Jan 2018 Dec 2017 Nov 2017 Oct 2017 Sep 2017 Aug 2017 Jul 2017
Inflation Rate (World), % to the same period of the previous year
Inflation Rate (United Kingdom) 3.00 3.00 3.10 3.00 3.00 2.90 2.60
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Yearly indices

Type 2016 2015 2014
Government Debt to GDP (World), %
Government Debt to GDP(United Kingdom) 89.30 89.20 88.20

Stock market (World)

Daily indices

Type: 22/02/18 21/02/18 20/02/18 19/02/18 16/02/18 15/02/18 14/02/18
Stock market (Developed countries)
FTSE 100  7 252 7 282 7 247 7 248 7 295 7 235 7 214
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Cotizaciones

issue volume maturity date bid prices ask prices
date bid price yield date ask price yield
United Kingdom, 2.036% 22jul2019, GBP   GBP 22/07/19 21/02/18 ***.*** *.** 21/02/18 ***.*** *.**
Manchester, 4.25% 4jul2053, GBP   GBP 04/07/53 21/02/18 ***.**** *.** 21/02/18 ***.*** *.**
3i Group, 5.75% 3dec2032, GBP   GBP 03/12/32 21/02/18 ***.** *.** 21/02/18 ***.** *.**
3i Group, 6.875% 9mar2023, GBP   GBP 09/03/23 21/02/18 ***.** *.** 21/02/18 ***.** *.**
A2Dominion, 4.5% 30sep2026, GBP   GBP 30/09/26 21/02/18 ***.* *.* 21/02/18 ***.** *.**
A2Dominion, 4.75% 18oct2022, GBP   GBP 18/10/22 21/02/18 *** *.** 21/02/18 ***.* *.**
AA Plc, 4.2487% 31jul2043, GBP   GBP 31/07/43 21/02/18 ***.** *.* 21/02/18 ***.* *.**
AA Plc, 5.5% 31jul2022, GBP (ABS)   GBP 31/07/22 21/02/18 **.** *.* 21/02/18 **.** *.**
Abbey National Treasury Services, 0.25% 21apr2022, EUR (ABS)   EUR 21/04/22 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Abbey National Treasury Services, 0.25% 9aug2021, EUR   EUR 09/08/21 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Abbey National Treasury Services, 0.875% 13jan2020, EUR   EUR 13/01/20 21/02/18 ***.** -*.** 21/02/18 ***.** -*.**
Abbey National Treasury Services, 0.875% 25nov2020, EUR   EUR 25/11/20 21/02/18 ***.* *.** 21/02/18 ***.** *.**
Abbey National Treasury Services, 1.125% 10mar2025, EUR   EUR 10/03/25 21/02/18 ***.** *.** 21/02/18 ***.* *.**
Abbey National Treasury Services, 1.125% 14jan2022, EUR   EUR 14/01/22 21/02/18 ***.* *.* 21/02/18 ***.** *.*
Abbey National Treasury Services, 1.25% 18sep2024, EUR   EUR 18/09/24 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Abbey National Treasury Services, 1.625% 26nov2020, EUR   EUR 26/11/20 21/02/18 ***.*** -*.** 21/02/18 ***.** -*.**
Abbey National Treasury Services, 1.875% 17feb2020, GBP   GBP 17/02/20 21/02/18 ***.**** *.** 21/02/18 ***.* *.**
Abbey National Treasury Services, 2% 14jan2019, EUR   EUR 14/01/19 21/02/18 ***.** -*.** 21/02/18 ***.** -*.**
Abbey National Treasury Services, 2.625% 16jul2020, EUR   EUR 16/07/20 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Abbey National Treasury Services, 4.25% 12apr2021, EUR (ABS)   EUR 12/04/21 21/02/18 ***.*** *.** 21/02/18 ***.** *.**
Abbey National Treasury Services, 5.125% 14apr2021, GBP (ABS)   GBP 14/04/21 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Abbey National Treasury Services, 5.25% 16feb2029, GBP (ABS)   GBP 16/02/29 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Abbey National Treasury Services, 5.75% 2mar2026, GBP (ABS)   GBP 02/03/26 21/02/18 ***.* *.** 21/02/18 ***.** *.**
Abbey National Treasury Services, 8.963% perp., USD   USD 21/02/18 ***.** * 21/02/18 ***.** *
Abbey National Treasury Services, FRN 1mar2019, EUR   EUR 01/03/19 21/02/18 ***.**** * 21/02/18 ***.**** *
Abbey National Treasury Services, FRN 22may2019, EUR   EUR 22/05/19 21/02/18 ***.** * 21/02/18 ***.** *
Abbey National Treasury Services, FRN 29may2018, GBP (ABS)   GBP 29/05/18 21/02/18 **.** * 21/02/18 ***.** *
Aberdeen Asset Management, 7% perp., USD   USD 21/02/18 ***.** * 21/02/18 ***.** *
Admiral Group, 5.5% 25jul2024, GBP   GBP 25/07/24 21/02/18 ***.** *.** 21/02/18 ***.* *.**
Affinity Water, 4.5% 31mar2036, GBP   GBP 31/03/36 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Affinity Water, 5.875% 13jul2026, GBP   GBP 13/07/26 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Affordable Housing Finance, 3.8% 20may2042, GBP   GBP 20/05/42 21/02/18 ***.** *.** 21/02/18 ***.** *.*
Algeco Scotsman Global, 10% 15aug2023, USD   USD 15/08/23 21/02/18 **.** **.** 21/02/18 **.** **.**
Algeco Scotsman Global, 6.5% 15feb2023, EUR   EUR 15/02/23 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Algeco Scotsman Global, 8% 15feb2023, USD   USD 15/02/23 21/02/18 **.** *.** 21/02/18 ***.** *.**
Algeco Scotsman Global, 9% 15oct2018, EUR   EUR 15/10/18 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Algeco Scotsman Global, FRN 15feb2023, EUR   EUR 15/02/23 21/02/18 **.** * 21/02/18 ***.* *
Alpha Plus Holdings, 5% 31mar2024, GBP   GBP 31/03/24 21/02/18 *** *.** 21/02/18 ***.* *.**
Alpha Plus Holdings, 5.75% 18dec2019, GBP (ABS)   GBP 18/12/19 21/02/18 *** *.** 21/02/18 ***.* *.**
AmicusHorizon Limited, 5.25% 13mar2043, GBP (ABS)   GBP 13/03/43 21/02/18 ***.*** *.** 21/02/18 ***.*** *.**
AnaCap Financial Europe, FRN 1aug2024, EUR   EUR 01/08/24 21/02/18 **.*** * 21/02/18 **.* *
Angel Trains, 6.25% 27jul2020, GBP   GBP 27/07/20 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Angel Trains, 6.5% 5apr2031, GBP   GBP 05/04/31 21/02/18 ***.** *.* 21/02/18 ***.** *.**
Anglian Water, 2.262% 1aug2045, GBP   GBP 01/08/45 21/02/18 ***.*** * 21/02/18 ***.*** *
Anglian Water, 3.07% 30jul2032, GBP   GBP 30/07/32 21/02/18 ***.**** * 21/02/18 ***.*** *
Anglian Water, 4% 8mar2026, GBP   GBP 08/03/26 21/02/18 **.** *.** 21/02/18 **.** *.*
Anglian Water, 4.5% 5oct2027, GBP   GBP 05/10/27 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Anglian Water, 5% 30apr2023, GBP (ABS)   GBP 30/04/23 21/02/18 ***.** *.* 21/02/18 ***.* *.*
Anglian Water, 5.837% 30jul2022, GBP   GBP 30/07/22 21/02/18 ***.** *.** 21/02/18 ***.* *.*
Anglian Water, 6.293% 30jul2030, GBP   GBP 30/07/30 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Anglian Water, 6.375% 15jan2029, GBP   GBP 15/01/29 21/02/18 ***.*** *.** 21/02/18 ***.*** *.**
Anglian Water, 6.875% 16jan2034, GBP   GBP 16/01/34 21/02/18 ***.**** *.** 21/02/18 ***.**** *
Anglian Water, 6.875% 21aug2023, GBP   GBP 21/08/23 21/02/18 ***.* *.** 21/02/18 ***.** *.**
Anglian Water, FRN 28jul2020, GBP   GBP 28/07/20 21/02/18 ***.*** * 21/02/18 ***.*** *
Anglo American Capital Plc, 4.45% 27sep2020, USD   USD 27/09/20 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Annes Gate Property, 5.661% 30jun2031, GBP (ABS)   GBP 30/06/31 21/02/18 ***.**** *.** 21/02/18 ***.**** *.*
Annington, 1.65% 12jul2024, EUR   EUR 12/07/24 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Annington, 2.646% 12jul2025, GBP   GBP 12/07/25 21/02/18 **.** *.* 21/02/18 **.** *.**
Annington, 3.184% 12jul2029, GBP   GBP 12/07/29 21/02/18 **.** *.** 21/02/18 **.** *.**
Annington, 3.685% 12jul2034, GBP   GBP 12/07/34 21/02/18 ***.** *.** 21/02/18 ***.** *.*
Annington, 3.935% 12jul2047, GBP   GBP 12/07/47 21/02/18 ***.** *.** 21/02/18 ***.* *.*
ANZ New Zealand (Int’l), London Branch, 0.25% 22sep2025, CHF   CHF 22/09/25 21/02/18 **.** *.** 21/02/18 **.* *.**
ANZ New Zealand (Int’l), London Branch, 0.25% 25oct2023, CHF   CHF 25/10/23 21/02/18 ***.** *.** 21/02/18 ***.* *.*
ANZ New Zealand (Int’l), London Branch, 0.4% 1mar2022, EUR   EUR 01/03/22 21/02/18 ***.** *.* 21/02/18 ***.** *.**
ANZ New Zealand (Int’l), London Branch, 1.5% 2oct2018, EUR (ABS)   EUR 02/10/18 21/02/18 ***.** -*.** 21/02/18 ***.*** -*.*
ANZ New Zealand (Int’l), London Branch, 2.2% 17jul2020, USD   USD 17/07/20 21/02/18 **.** *.** 21/02/18 **.** *.**
ANZ New Zealand (Int’l), London Branch, 2.25% 1feb2019, USD   USD 01/02/19 21/02/18 **.** *.** 21/02/18 **.* *.**
ANZ New Zealand (Int’l), London Branch, 2.75% 3feb2021, USD   USD 03/02/21 21/02/18 **.** *.** 21/02/18 **.** *.**
ANZ New Zealand (Int’l), London Branch, 2.85% 6aug2020, USD   USD 06/08/20 21/02/18 **.** *.** 21/02/18 **.** *.**
ANZ New Zealand (Int’l), London Branch, 3.45% 17jul2027, USD   USD 17/07/27 21/02/18 **.** *.** 21/02/18 ** *.**
Aptiv, 1.5% 10mar2025, EUR   EUR 10/03/25 21/02/18 ***.*** *.** 21/02/18 ***.** *.**
Aptiv, 1.6% 15sep2028, EUR   EUR 15/09/28 21/02/18 **.* *.** 21/02/18 **.*** *.**
Aptiv, 3.15% 19nov2020, USD   USD 19/11/20 21/02/18 ***.*** *.** 21/02/18 ***.*** *
Aptiv, 4.4% 1oct2046, USD   USD 01/10/46 21/02/18 **.*** *.** 21/02/18 **.*** *.**
Arqiva, 4.04% 30jun2035, GBP   GBP 30/06/35 21/02/18 ***.**** *.** 21/02/18 ***.**** *.*
Arqiva, 4.882% 31dec2032, GBP   GBP 31/12/32 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Arqiva, 5.34% 30dec2037, GBP   GBP 30/12/37 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Arqiva, 9.5% 31mar2020, GBP (ABS)   GBP 31/03/20 21/02/18 ***.** *.* 21/02/18 ***.** *.**
Arrow Global, 5.125% 15sep2024, GBP   GBP 15/09/24 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Arrow Global, FRN 1apr2025, EUR   EUR 01/04/25 21/02/18 **.** * 21/02/18 **.* *
Arrow Global, FRN 1may2023, EUR   EUR 01/05/23 21/02/18 ***.** * 21/02/18 ***.** *
Arsenal Football Club, 5.1418% 1sep2029, GBP (ABS)   GBP 01/09/29 21/02/18 ***.**** * 21/02/18 ***.**** *.**
Artesian Finance II, 6% 30sep2033, GBP (ABS)   GBP 30/09/33 21/02/18 ***.**** *.** 21/02/18 ***.*** *.**
Artesian Finance III, FRN 30sep2045, GBP   GBP 30/09/45 21/02/18 ***.** * 21/02/18 ***.** *
ASB Finance, 0.25% 14apr2021, EUR   EUR 14/04/21 21/02/18 ***.*** *.** 21/02/18 ***.*** *.**
ASB Finance, 1.5% 1nov2018, EUR   EUR 01/11/18 21/02/18 ***.*** -*.** 21/02/18 ***.*** -*.**
Ashtead Capital Inc, 4.125% 15aug2025, USD   USD 15/08/25 21/02/18 **.** *.* 21/02/18 **.** *.*
Ashtead Capital Inc, 4.375% 15aug2017, USD   USD 15/08/27 21/02/18 **.** *.** 21/02/18 **.** *.**
Aspire Defence Finance, 4.674% 31mar2040, GBP (ABS)   GBP 31/03/40 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Aspire Defence Finance, 4.674% 31mar2040, GBP (ABS)   GBP 31/03/40 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Associated British Ports (ABP), 6.25% 2026, GBP   GBP 14/12/26 21/02/18 ***.**** *.** 21/02/18 ***.**** *
Aster Treasury, 4.5% 18dec2043, GBP   GBP 18/12/43 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Aston Martin, 5.75% 15apr2022, GBP   GBP 15/04/22 21/02/18 ***.* *.** 21/02/18 ***.* *.**
Aston Martin, 6.5% 15apr2022, USD   USD 15/04/22 21/02/18 ***.** *.** 21/02/18 ***.** *.**
AstraZeneca, 0.25% 12may2021, EUR   EUR 12/05/21 21/02/18 ***.** *.* 21/02/18 ***.** *.**
AstraZeneca, 0.75% 12may2024, EUR   EUR 12/05/24 21/02/18 **.** *.** 21/02/18 **.** *.**
AstraZeneca, 0.875% 24nov2021, EUR   EUR 24/11/21 21/02/18 ***.** *.** 21/02/18 ***.** *.**
AstraZeneca, 1.25% 12may2028, EUR   EUR 12/05/28 21/02/18 **.** *.** 21/02/18 **.** *.**
AstraZeneca, 1.75% 16nov2018, USD   USD 16/11/18 21/02/18 **.** *.** 21/02/18 **.*** *.**
AstraZeneca, 1.95% 18sep2019, USD   USD 18/09/19 21/02/18 **.*** *.** 21/02/18 **.*** *.**
AstraZeneca, 2.375% 12jun2022, USD   USD 12/06/22 21/02/18 **.** *.* 21/02/18 **.*** *.**
AstraZeneca, 2.375% 16nov2020, USD   USD 16/11/20 21/02/18 **.** *.** 21/02/18 **.*** *.**
AstraZeneca, 3.125% 12jun2027, USD   USD 12/06/27 21/02/18 **.** *.** 21/02/18 **.** *.**
AstraZeneca, 3.375% 16nov2025, USD   USD 16/11/25 21/02/18 **.** *.** 21/02/18 **.** *.**
AstraZeneca, 4% 18sep2042, USD   USD 18/09/42 21/02/18 **.** *.** 21/02/18 **.*** *.**
AstraZeneca, 4.375% 16nov2045, USD   USD 16/11/45 21/02/18 ***.** *.** 21/02/18 ***.** *.*
AstraZeneca, 5.75% 13nov2031, GBP   GBP 13/11/31 21/02/18 ***.** *.** 21/02/18 ***.** *.**
AstraZeneca, 6.45% 15sep2037, USD   USD 15/09/37 21/02/18 ***.** *.* 21/02/18 ***.*** *.**
AstraZeneca, FRN 10jun2022, USD   USD 10/06/22 21/02/18 ***.** * 21/02/18 ***.** *
Auburn Securities, FRN 1dec2041, GBP (ABS)   GBP 01/12/41 21/02/18 ***.**** * 21/02/18 ***.**** *
Auburn Securities, FRN 1dec2041, GBP (ABS)   GBP 01/12/41 21/02/18 *** * 21/02/18 *** *
Auburn Securities, FRN 1oct2041, GBP (ABS)   GBP 01/10/41 21/02/18 ***.*** * 21/02/18 ***.*** *
Auburn Securities 4, FRN 1oct2041, GBP   GBP 01/10/41 21/02/18 ***.**** * 21/02/18 ***.**** *
Auburn Securities 4, FRN 1oct2041, GBP   GBP 01/10/41 21/02/18 ***.**** * 21/02/18 ***.**** *
Auburn Securities 4, FRN 1oct2041, GBP   GBP 01/10/41 21/02/18 *** * 21/02/18 *** *
Auburn Securities 4, FRN 1oct2041, GBP   GBP 01/10/41 21/02/18 ***.**** * 21/02/18 ***.**** *
Auburn Securities 5, FRN 1dec2041, GBP   GBP 01/12/41 21/02/18 **.**** * 21/02/18 ***.**** *
Autolink Concessionaires M6, 8.39% 15jun2022, GBP (ABS)   GBP 15/06/22 21/02/18 ***.**** *.** 21/02/18 ***.**** *.*
Aviva, 0.625% 27oct2023, EUR   EUR 27/10/23 21/02/18 **.** *.** 21/02/18 **.** *.**
Aviva, 3.375% 4dec2045, EUR   EUR 04/12/45 21/02/18 ***.** * 21/02/18 ***.* *
Aviva, 3.875% 3jul2044, EUR   EUR 03/07/44 21/02/18 ***.* * 21/02/18 ***.** *
Aviva, 4.375% 12sep2049, GBP   GBP 12/09/49 21/02/18 ***.* * 21/02/18 ***.** *
Aviva, 5.125% 4jun2050, GBP   GBP 04/06/50 21/02/18 ***.** * 21/02/18 ***.** *
Aviva, 5.902% perp., GBP   GBP 21/02/18 ***.** * 21/02/18 ***.** *
Aviva, 6.125% 14nov2036, GBP   GBP 14/11/36 21/02/18 ***.** * 21/02/18 ***.** *
Aviva, 6.125% 5jul2043, EUR   EUR 05/07/43 21/02/18 ***.** * 21/02/18 ***.** *
Aviva, 6.125% perp., GBP   GBP 21/02/18 ***.** * 21/02/18 ***.** *
Aviva, 6.625% 3jun2041, GBP   GBP 03/06/41 21/02/18 ***.** * 21/02/18 ***.** *
Aviva, 6.875% 20may2058, GBP   GBP 20/05/58 21/02/18 ***.** * 21/02/18 ***.** *
Aviva, 6.875% 22may2038, EUR   EUR 22/05/38 21/02/18 ***.** * 21/02/18 ***.** *
Aviva, 6.875% perp., GBP   GBP 21/02/18 ***.** * 21/02/18 ***.** *
B3 Living, 4.823% 29jan2038, GBP (ABS)   GBP 29/01/38 21/02/18 ***.**** *.** 21/02/18 *
Babcock International Group, 1.75% 6oct2022, EUR   EUR 06/10/22 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Babcock International Group, 1.875% 5oct2026, GBP   GBP 05/10/26 21/02/18 **.** *.** 21/02/18 **.** *.**
BAE Systems, 4.125% 8jun2022, GBP   GBP 08/06/22 21/02/18 ***.** *.** 21/02/18 ***.* *.**
Balfour Beatty, 1.875% 3dec2018, GBP (Conv.)   GBP 03/12/18 21/02/18 **.** *.** 21/02/18 ***.** *.*
Banco Santander, London Branch, 0.375% 18sep2019, EUR   EUR 18/09/19 21/02/18 ***.** -*.** 21/02/18 ***.** -*.**
Banco Santander, London Branch, 10.0625% perp., GBP   GBP 21/02/18 *** * 21/02/18 *** *
Banco Santander, London Branch, 2% 24aug2018, USD   USD 24/08/18 21/02/18 **.** *.** 21/02/18 ***.** *.**
Banco Santander, London Branch, 2.35% 10sep2019, USD   USD 10/09/19 21/02/18 **.*** *.* 21/02/18 **.** *.**
Banco Santander, London Branch, 2.375% 16mar2020, USD   USD 16/03/20 21/02/18 **.** *.** 21/02/18 **.** *.**
Banco Santander, London Branch, 2.5% 14mar2019, USD   USD 14/03/19 21/02/18 ***.** *.* 21/02/18 ***.** *.**
Banco Santander, London Branch, 3.05% 23aug2018, USD   USD 23/08/18 21/02/18 ***.** *.** 21/02/18 ***.** *.*
Banco Santander, London Branch, 3.125% 8jan2021, USD   USD 08/01/21 21/02/18 **.*** *.** 21/02/18 **.** *.**
Banco Santander, London Branch, 4% 13mar2024, USD   USD 13/03/24 21/02/18 ***.** *.** 21/02/18 ***.** *.*
Banco Santander, London Branch, 5% 7nov2023, USD   USD 07/11/23 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Banco Santander, London Branch, 5.875% 14aug2031, GBP   GBP 14/08/31 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Banco Santander, London Branch, 6.5% 21oct2030, GBP   GBP 21/10/30 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Banco Santander, London Branch, 7.037% perp., GBP   GBP 21/02/18 ***.* * 21/02/18 ***.** *
Banco Santander, London Branch, 7.95% 26oct2029, USD   USD 26/10/29 21/02/18 ***.** *.* 21/02/18 ***.*** *.**
Banco Santander, London Branch, FRN 24aug2018, USD   USD 24/08/18 21/02/18 ***.** * 21/02/18 ***.** *
Banco Santander, London Branch, FRN 30oct2023, GBP   GBP 30/10/23 21/02/18 ***.* * 21/02/18 ***.** *
Banco Santander, London Branch, FRN 8jul2019, GBP   GBP 08/07/19 21/02/18 ***.** * 21/02/18 ***.** *
Bank of England, 1.25% 14mar2019, USD   USD 14/03/19 21/02/18 **.** *.** 21/02/18 **.** *.**
Bank of England, 1.25% 16mar2018, USD   USD 16/03/18 21/02/18 **.** *.** 21/02/18 **.** *.**
Bank of England, 1.75% 6mar2020, USD   USD 06/03/20 21/02/18 **.** *.** 21/02/18 **.** *.*
Bank of Scotland, 2.64% 16apr2020, GBP   GBP 16/04/20 21/02/18 ***.*** * 21/02/18 ***.*** *
Bank of Scotland, 3.875% 7feb2020, EUR (ABS)   EUR 07/02/20 21/02/18 ***.*** -*.** 21/02/18 ***.** -*.**
Bank of Scotland, 4.5% 13jul2021, EUR (ABS)   EUR 13/07/21 21/02/18 ***.*** *.** 21/02/18 ***.** *.**
Bank of Scotland, 4.75% 8jun2022, EUR (ABS)   EUR 08/06/22 21/02/18 ***.*** *.* 21/02/18 ***.*** *.**
Bank of Scotland, 4.875% 20dec2024, GBP (ABS)   GBP 20/12/24 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Bank of Scotland, 4.875% 4jun2019, EUR   EUR 04/06/19 21/02/18 ***.*** -*.** 21/02/18 ***.*** -*.**
Bank of Scotland, 6% 7feb2035, EUR   EUR 07/02/35 21/02/18 ***.* * 21/02/18 ***.** *
Bank of Scotland, 6.375% 16aug2019, GBP   GBP 16/08/19 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Bank of Scotland, FRN 14oct2025, EUR   EUR 14/10/25 21/02/18 ** * 21/02/18 ***.** *
Bank of Scotland, FRN 8nov2019, GBP   GBP 08/11/19 21/02/18 **.*** * 21/02/18 **.*** *
Barclays, 0% 26sep2019, USD (1827D)   USD 26/09/19 21/02/18 ***.** * 21/02/18 *
Barclays, 0% 29jun2018, USD (1089D)   USD 29/06/18 21/02/18 *.** * 21/02/18 *
Barclays, 0% 29jun2018, USD (1109D)   USD 29/06/18 21/02/18 *.* * 21/02/18 *
Barclays, 0% 7may2045, USD (10958D)   USD 07/05/45 21/02/18 ***.**** *.* 21/02/18 ***.**** *.**
Barclays, 0% 7may2045, USD (10958D)   USD 07/05/45 21/02/18 ***.**** *.** 21/02/18 ***.**** *.*
Barclays, 0% 8jul2019, EUR (3295D)   EUR 08/07/19 21/02/18 ***.** -**.** 21/02/18 *
Barclays, 0.625% 14nov2023, EUR   EUR 14/11/23 21/02/18 **.** *.** 21/02/18 **.** *.**
Barclays, 1.375% 24jan2026, EUR   EUR 24/01/26 21/02/18 **.** *.* 21/02/18 **.** *.**
Barclays, 1.5% 1apr2022, EUR   EUR 01/04/22 21/02/18 ***.** *.* 21/02/18 ***.** *.**
Barclays, 1.875% 8dec2023, EUR   EUR 08/12/23 21/02/18 ***.** *.** 21/02/18 ***.*** *.*
Barclays, 10% 21may2021, GBP   GBP 21/05/21 21/02/18 ***.** *.** 21/02/18 ***.*** *.**
Barclays, 10.179% 12jun2021, USD   USD 12/06/21 21/02/18 ***.*** *.** 21/02/18 ***.*** *.**
Barclays, 11% 28sep2020, TRY   TRY 28/09/20 21/02/18 **.** **.** 21/02/18 **.** **.**
Barclays, 14% perp., GBP   GBP 21/02/18 ***.** * 21/02/18 ***.** *
Barclays, 2% 16mar2018, USD   USD 16/03/18 21/02/18 *** * 21/02/18 ***.** *.*
Barclays, 2% 7feb2028, EUR   EUR 07/02/28 21/02/18 **.** *.** 21/02/18 **.** *.**
Barclays, 2.125% 24feb2021, EUR   EUR 24/02/21 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Barclays, 2.25% 10jun2024, EUR   EUR 10/06/24 21/02/18 ***.** *.* 21/02/18 ***.** *.*
Barclays, 2.5% 20feb2019, USD   USD 20/02/19 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Barclays, 2.625% 11nov2025, EUR   EUR 11/11/25 21/02/18 ***.** * 21/02/18 ***.* *
Barclays, 2.65% 11jan2021, USD   USD 11/01/21 21/02/18 **.** *.* 21/02/18 **.** *.*
Barclays, 2.75% 8nov2019, USD   USD 08/11/19 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Barclays, 2.875% 8jun2020, USD   USD 08/06/20 21/02/18 **.** *.** 21/02/18 **.** *.**
Barclays, 3.125% 17jan2024, GBP   GBP 17/01/24 21/02/18 ***.** *.** 21/02/18 ***.* *.**
Barclays, 3.2% 10aug2021, USD   USD 10/08/21 21/02/18 **.** *.* 21/02/18 **.** *.*
Barclays, 3.25% 12feb2027, GBP   GBP 12/02/27 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Barclays, 3.25% 12jan2021, USD   USD 12/01/21 21/02/18 **.*** *.** 21/02/18 **.*** *.**
Barclays, 3.65% 16mar2025, USD   USD 16/03/25 21/02/18 **.** *.** 21/02/18 **.*** *.*
Barclays, 3.684% 10jan2023, USD   USD 10/01/23 21/02/18 **.** *.* 21/02/18 **.*** *.**
Barclays, 3.75% 15may2024, USD   USD 15/05/24 21/02/18 ***.* *.** 21/02/18 ***.** *.**
Barclays, 4% 12jan2021, EUR (ABS)   EUR 12/01/21 21/02/18 ***.** -*.** 21/02/18 ***.** -*.**
Barclays, 4% 7oct2019, EUR (ABS)   EUR 07/10/19 21/02/18 ***.** -*.* 21/02/18 ***.** -*.**
Barclays, 4.25% 12jan2022, GBP (ABS)   GBP 12/01/22 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Barclays, 4.25% 2mar2022, EUR (ABS)   EUR 02/03/22 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Barclays, 4.337% 10jan2028, USD   USD 10/01/28 21/02/18 **.** *.** 21/02/18 **.*** *.**
Barclays, 4.375% 11sep2024, USD   USD 11/09/24 21/02/18 **.** *.** 21/02/18 **.** *.*
Barclays, 4.375% 12jan2026, USD   USD 12/01/26 21/02/18 ***.** *.** 21/02/18 ***.*** *.**
Barclays, 4.75% perp., EUR   EUR 21/02/18 ***.** * 21/02/18 ***.** *
Barclays, 4.836% 9may2028, USD   USD 09/05/28 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Barclays, 4.875% 13aug2019, EUR   EUR 13/08/19 21/02/18 ***.** -*.** 21/02/18 ***.** -*.**
Barclays, 4.95% 10jan2047, USD   USD 10/01/47 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Barclays, 5.125% 8jan2020, USD   USD 08/01/20 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Barclays, 5.14% 14oct2020, USD   USD 14/10/20 21/02/18 ***.** *.** 21/02/18 ***.*** *.**
Barclays, 5.2% 12may2026, USD   USD 12/05/26 21/02/18 ***.** *.* 21/02/18 ***.** *.**
Barclays, 5.25% 17aug2045, USD   USD 17/08/45 21/02/18 ***.** *.** 21/02/18 ***.*** *.**
Barclays, 5.75% 14sep2026, GBP   GBP 14/09/26 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Barclays, 5.75% 17aug2021, GBP   GBP 17/08/21 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Barclays, 5.875% perp., GBP   GBP 21/02/18 ***.* * 21/02/18 ***.** *
Barclays, 6% 14jan2021, EUR   EUR 14/01/21 21/02/18 ***.* *.** 21/02/18 ***.** *.**
Barclays, 6% perp., GBP   GBP 21/02/18 ***.** * 21/02/18 ***.** *
Barclays, 6.369% perp., GBP   GBP 21/02/18 ***.* * 21/02/18 ***.* *
Barclays, 6.5% perp., EUR   EUR 21/02/18 ***.** * 21/02/18 ***.* *
Barclays, 6.625% 30mar2022, EUR   EUR 30/03/22 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Barclays, 6.625% perp., USD   USD 21/02/18 ***.** * 21/02/18 ***.** *
Barclays, 6.75% 22may2019, USD   USD 22/05/19 21/02/18 ***.*** *.** 21/02/18 ***.*** *.**
Barclays, 6.86% perp., USD   USD 21/02/18 ***.** * 21/02/18 ***.** *
Barclays, 7% perp., GBP   GBP 21/02/18 ***.** * 21/02/18 ***.** *
Barclays, 7.125% perp., GBP   GBP 21/02/18 ***.** * 21/02/18 ***.* *
Barclays, 7.25% perp., GBP   GBP 21/02/18 ***.** * 21/02/18 ***.** *
Barclays, 7.625% 21nov2022, USD   USD 21/11/22 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Barclays, 7.75% 10apr2023, USD   USD 10/04/23 21/02/18 **.** * 21/02/18 ***.** *
Barclays, 7.875% perp., GBP   GBP 21/02/18 *** * 21/02/18 ***.** *
Barclays, 7.875% perp., USD   USD 21/02/18 ***.** * 21/02/18 ***.*** *
Barclays, 8% perp., EUR   EUR 21/02/18 ***.** * 21/02/18 ***.** *
Barclays, 8.125% perp., USD   USD 21/02/18 **.**** * 21/02/18 **.**** *
Barclays, 8.25% perp., USD (Conv.)   USD 21/02/18 ***.** * 21/02/18 ***.** *
Barclays, 9% perp., GBP   GBP 21/02/18 ***.** * 21/02/18 *** *
Barclays, 9.50% 7aug2021, GBP   GBP 07/08/21 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Barclays, FRN 10aug2021, USD   USD 10/08/21 21/02/18 ***.** * 21/02/18 ***.** *
Barclays, FRN 10jan2023, USD   USD 10/01/23 21/02/18 ***.** * 21/02/18 ***.** *
Barclays, FRN 11jan2021, USD   USD 11/01/21 21/02/18 ***.** * 21/02/18 ***.** *
Barclays, FRN 15oct2019, EUR   EUR 15/10/19 21/02/18 **.**** * 21/02/18 **.**** *
Barclays, FRN 22mar2021, EUR   EUR 22/03/21 21/02/18 **.* * 21/02/18 **.* *
Barclays, FRN 22may2020, GBP   GBP 22/05/20 21/02/18 ***.** * 21/02/18 ***.** *
Barclays, FRN 24aug2025, EUR   EUR 24/08/25 21/02/18 **.** * 21/02/18 **.** *
Barclays, FRN 29mar2019, USD   USD 29/03/19 21/02/18 ***.**** * 21/02/18 ***.**** *
Barclays, FRN 29sep2026, EUR   EUR 29/09/26 21/02/18 **.** * 21/02/18 **.** *
Barclays, FRN 30apr2029, USD   USD 30/04/29 21/02/18 **.** * 21/02/18 *
Barclays, FRN 3sep2019, EUR   EUR 03/09/19 21/02/18 ***.** * 21/02/18 *
Barclays, FRN 9jan2023, GBP   GBP 09/01/23 21/02/18 *** * 21/02/18 ***.** *
Barclays Bank PLC, 0% 6oct2019, EUR   EUR 06/10/19 21/02/18 **.** *.** 21/02/18 **.*** *.**
Barclays Bank PLC, 1.875% 23mar2021, EUR   EUR 23/03/21 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Barclays Bank PLC, 10% 31jul2034, USD   USD 31/07/34 21/02/18 ** * 21/02/18 *
Barclays Bank PLC, 5.64% 30jul2019, EUR   EUR 30/07/19 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Barclays Bank PLC, 6% 7jan2025, EUR   EUR 07/01/25 21/02/18 ***.** * 21/02/18 ***.** *
Barclays Bank PLC, 6.278% perp., USD   USD 21/02/18 ***.*** * 21/02/18 ***.** *
Barclays Bank PLC, FRN 12oct2019, USD   USD 12/10/19 21/02/18 **.** * 21/02/18 *** *
Barclays Bank PLC, FRN 19jun2018, EUR   EUR 19/06/18 21/02/18 **.**** * 21/02/18 **.**** *
Barclays Bank PLC, FRN 1mar2022, EUR   EUR 01/03/22 21/02/18 **.**** * 21/02/18 **.**** *
BAT International Finance PLC, 1% 23may2022, EUR   EUR 23/05/22 21/02/18 ***.** *.** 21/02/18 ***.** *.**
BAT International Finance PLC, 1.85% 2018, USD   USD 15/06/18 21/02/18 **.** *.** 21/02/18 **.** *.**
BAT International Finance PLC, 2.75% 2020, USD   USD 15/06/20 21/02/18 **.** *.* 21/02/18 **.** *.**
BAT International Finance PLC, 3.5% 2022, USD   USD 15/06/22 21/02/18 ***.** *.** 21/02/18 ***.** *.**
BAT International Finance PLC, 3.95% 2025, USD   USD 15/06/25 21/02/18 ***.** *.** 21/02/18 ***.** *.**
BAT International Finance PLC, 4% 23nov2055, GBP   GBP 23/11/55 21/02/18 ***.** *.** 21/02/18 ***.* *.**
BAT International Finance PLC, FRN 2018, USD   USD 15/06/18 21/02/18 ***.** * 21/02/18 ***.* *
BBC Pacific Quay, 5.5653% 25jul2034, GBP   GBP 25/07/34 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Beazley Group, 5.375% 25sep2019, GBP   GBP 25/09/19 21/02/18 ***.* *.** 21/02/18 ***.* *.**
BG Energy Holdings, 1.25% 21nov2022, EUR   EUR 21/11/22 21/02/18 ***.** *.** 21/02/18 ***.* *.**
BG Energy Holdings, 2.25% 21nov2029, EUR   EUR 21/11/29 21/02/18 ***.** *.** 21/02/18 ***.** *.**
BG Energy Holdings, 3% 16nov2018, EUR   EUR 16/11/18 21/02/18 ***.** -*.** 21/02/18 ***.** -*.**
BG Energy Holdings, 3.625% 16jul2019, EUR   EUR 16/07/19 21/02/18 ***.** -*.** 21/02/18 ***.** -*.**
BG Energy Holdings, 5% 4nov2036, GBP   GBP 04/11/36 21/02/18 ***.** *.** 21/02/18 ***.** *.**
BG Energy Holdings, 5.125% 1dec2025, GBP   GBP 01/12/25 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Bibby Offshore Holdings, 7.5% 15jun2021, GBP   GBP 15/06/21 21/02/18 ** ***.** 21/02/18 ** ***.**
Birmingham Airport, 6.25% 22feb2021, GBP   GBP 22/02/21 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Bishopsgate, 5.105% 28sep2037, GBP   GBP 28/09/37 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
BL Superstores Finance, 4.482% 4oct2025, GBP (ABS)   GBP 04/10/25 21/02/18 ***.*** *.** 21/02/18 ***.**** *.**
BL Superstores Finance, 5.27% 4jul2025, GBP (ABS)   GBP 04/07/25 21/02/18 ***.*** *.** 21/02/18 ***.**** *.**
BL Superstores Finance, 5.578% 4oct2025, GBP   GBP 04/10/25 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
BNZ International Funding, 0.125% 17jun2021, EUR   EUR 17/06/21 21/02/18 **.** *.** 21/02/18 ***.*** *.*
BNZ International Funding, 0.25% 24jun2022, CHF   CHF 24/06/22 21/02/18 *** *.** 21/02/18 ***.* -*.**
BNZ International Funding, 0.5% 13may2023, EUR   EUR 13/05/23 21/02/18 **.* *.** 21/02/18 **.** *.**
BNZ International Funding, 2.75% 2mar2021, USD   USD 02/03/21 21/02/18 **.** *.** 21/02/18 ***.** *.**
BNZ International Funding, 2.9% 21feb2022, USD   USD 21/02/22 21/02/18 **.** *.** 21/02/18 **.** *.**
BNZ International Funding, FRN 14sep2021, USD   USD 14/09/21 21/02/18 ***.**** * 21/02/18 ***.**** *
BNZ International Funding, FRN 21feb2020, USD   USD 21/02/20 21/02/18 ***.**** * 21/02/18 ***.**** *
Boparan Holdings, 4.375% 15jul2021, EUR   EUR 15/07/21 21/02/18 ** *.** 21/02/18 **.** *.**
Boparan Holdings, 5.25% 15jul2019, GBP   GBP 15/07/19 21/02/18 **.** * 21/02/18 **.** *.**
Boparan Holdings, 5.5% 15jul2021, GBP   GBP 15/07/21 21/02/18 **.** *.** 21/02/18 **.** *.**
BP Capital Markets, 0.75% 27sep2021, CHF   CHF 27/09/21 21/02/18 ***.* *.** 21/02/18 ***.* -*.**
BP Capital Markets, 1% 28apr2023, GBP (Conv.)   GBP 28/04/23 21/02/18 ***.** -*.** 21/02/18 ***.* -*.**
BP Capital Markets, 1.109% 16feb2023, EUR   EUR 16/02/23 21/02/18 ***.** *.** 21/02/18 ***.** *.*
BP Capital Markets, 1.373% 3mar2022, EUR   EUR 03/03/22 21/02/18 ***.* *.* 21/02/18 ***.** *.**
BP Capital Markets, 1.573% 16feb2027, EUR   EUR 16/02/27 21/02/18 ***.** *.** 21/02/18 ***.** *.**
BP Capital Markets, 1.676% 3may2019, USD   USD 03/05/19 21/02/18 **.** *.** 21/02/18 **.*** *.**
BP Capital Markets, 1.953% 3mar2025, EUR   EUR 03/03/25 21/02/18 ***.* *.** 21/02/18 ***.** *.**
BP Capital Markets, 2.521% 15jan2020, USD   USD 15/01/20 21/02/18 **.** *.** 21/02/18 **.** *.**
BP Capital Markets, 3.062% 17mar2022, USD   USD 17/03/22 21/02/18 **.** *.** 21/02/18 ***.*** *.**
BP Capital Markets, 3.119% 4may2026, USD   USD 04/05/26 21/02/18 **.** *.** 21/02/18 **.*** *.*
BP Capital Markets, 3.161% 17mar2021, USD   USD 17/03/21 21/02/18 ***.** *.** 21/02/18 ***.** *
BP Capital Markets, 3.506% 17mar2025, USD   USD 17/03/25 21/02/18 **.** *.** 21/02/18 **.** *.**
BP Capital Markets, 3.535% 4nov2024, USD   USD 04/11/24 21/02/18 ***.*** *.* 21/02/18 ***.*** *.**
BP Group (plc), 0.83% 19sep2024, EUR   EUR 19/09/24 21/02/18 **.** *.** 21/02/18 **.** *.**
BP Group (plc), 1% 28aug2020, CHF   CHF 28/08/20 21/02/18 ***.* -*.** 21/02/18 ***.** -*.*
BP Group (plc), 1.077% 26jun2025, EUR   EUR 26/06/25 21/02/18 ***.** *.** 21/02/18 ***.** *.**
BP Group (plc), 1.117% 25jan2024, EUR   EUR 25/01/24 21/02/18 ***.** *.** 21/02/18 ***.** *.**
BP Group (plc), 1.177% 12aug2023, GBP   GBP 12/08/23 21/02/18 **.** *.** 21/02/18 **.** *.**
BP Group (plc), 1.375% 10may2018, USD   USD 10/05/18 21/02/18 **.** *.** 21/02/18 **.** *.**
BP Group (plc), 1.526% 26sep2022, EUR   EUR 26/09/22 21/02/18 ***.** *.** 21/02/18 ***.** *.*
BP Group (plc), 1.637% 26jun2029, EUR   EUR 26/06/29 21/02/18 ***.** *.** 21/02/18 ***.** *.**
BP Group (plc), 1.75% 28feb2024, CHF   CHF 28/02/24 21/02/18 ***.* *.** 21/02/18 ***.** *.**
BP Group (plc), 1.768% 19sep2019, USD   USD 19/09/19 21/02/18 **.** *.** 21/02/18 **.* *.**
BP Group (plc), 2.03% 14feb2025, GBP   GBP 14/02/25 21/02/18 **.** *.** 21/02/18 ***.** *.**
BP Group (plc), 2.112% 16sep2021, USD   USD 16/09/21 21/02/18 **.** *.** 21/02/18 **.*** *.**
BP Group (plc), 2.177% 28sep2021, EUR   EUR 28/09/21 21/02/18 ***.** *.* 21/02/18 ***.* *.**
BP Group (plc), 2.213% 25sep2026, EUR   EUR 25/09/26 21/02/18 ***.** *.** 21/02/18 ***.** *.**
BP Group (plc), 2.237% 10may2019, USD   USD 10/05/19 21/02/18 **.** *.** 21/02/18 **.*** *.**
BP Group (plc), 2.241% 26sep2018, USD   USD 26/09/18 21/02/18 **.* *.** 21/02/18 **.** *.**
BP Group (plc), 2.315% 13feb2020, USD   USD 13/02/20 21/02/18 **.** *.** 21/02/18 **.*** *.**
BP Group (plc), 2.5% 6nov2022, USD   USD 06/11/22 21/02/18 **.** *.** 21/02/18 **.*** *.**
BP Group (plc), 2.517% 17feb2021, EUR   EUR 17/02/21 21/02/18 ***.** *.** 21/02/18 ***.** *.**
BP Group (plc), 2.518% 16jan2020, USD   USD 16/01/20 21/02/18 **.** *.** 21/02/18 **.** *.**
BP Group (plc), 2.52% 19sep2022, USD   USD 19/09/22 21/02/18 **.*** *.** 21/02/18 **.*** *.**
BP Group (plc), 2.75% 10may2023, USD   USD 10/05/23 21/02/18 **.** *.** 21/02/18 **.** *.**
BP Group (plc), 2.972% 27feb2026, EUR   EUR 27/02/26 21/02/18 ***.** *.** 21/02/18 ***.** *.**
BP Group (plc), 2.994% 18feb2019, EUR   EUR 18/02/19 21/02/18 ***.** -*.** 21/02/18 ***.** -*.**
BP Group (plc), 3.017% 16jan2027, USD   USD 16/01/27 21/02/18 **.** *.** 21/02/18 **.** *.**
BP Group (plc), 3.216% 28nov2023, USD   USD 28/11/23 21/02/18 **.** *.** 21/02/18 **.*** *.**
BP Group (plc), 3.224% 14apr2024, USD   USD 14/04/24 21/02/18 **.** *.** 21/02/18 **.*** *.*
BP Group (plc), 3.245% 6may2022, USD   USD 06/05/22 21/02/18 ***.* *.** 21/02/18 ***.*** *.**
BP Group (plc), 3.279% 19sep2027, USD   USD 19/09/27 21/02/18 **.** *.** 21/02/18 **.** *.**
BP Group (plc), 3.561% 1nov2021, USD   USD 01/11/21 21/02/18 ***.** *.** 21/02/18 ***.*** *.**
BP Group (plc), 3.588% 14apr2027, USD   USD 14/04/27 21/02/18 **.** *.* 21/02/18 **.** *.**
BP Group (plc), 3.65% 28feb2019, CNY   CNY 28/02/19 21/02/18 **.** *.** 21/02/18 *** *.**
BP Group (plc), 3.723% 28nov2028, USD   USD 28/11/28 21/02/18 ***.** *.** 21/02/18 ***.** *.**
BP Group (plc), 3.814% 10feb2024, USD   USD 10/02/24 21/02/18 ***.** *.** 21/02/18 ***.** *.**
BP Group (plc), 3.95% 8oct2018, CNY   CNY 08/10/18 21/02/18 **.** *.** 21/02/18 **.** *.**
BP Group (plc), 3.994% 26sep2023, USD   USD 26/09/23 21/02/18 ***.** *.** 21/02/18 ***.*** *.**
BP Group (plc), 4.154% 1jun2020, EUR   EUR 01/06/20 21/02/18 ***.** -*.** 21/02/18 ***.** -*.**
BP Group (plc), 4.325% 10dec2018, GBP   GBP 10/12/18 21/02/18 ***.** *.** 21/02/18 ***.** *.**
BP Group (plc), 4.5% 1oct2020, USD   USD 01/10/20 21/02/18 ***.** *.** 21/02/18 ***.** *.**
BP Group (plc), 4.742% 11mar2021, USD   USD 11/03/21 21/02/18 ***.** *.** 21/02/18 ***.*** *.**
BP Group (plc), 4.75% 10mar2019, USD   USD 10/03/19 21/02/18 ***.** *.** 21/02/18 ***.*** *.*
BP Group (plc), FRN 10may2018, USD   USD 10/05/18 21/02/18 ***.**** * 21/02/18 ***.*** *
BP Group (plc), FRN 10may2019, USD   USD 10/05/19 21/02/18 ***.** * 21/02/18 ***.** *
BP Group (plc), FRN 14aug2018, USD   USD 14/08/18 21/02/18 ***.** * 21/02/18 ***.** *
BP Group (plc), FRN 16sep2021, USD   USD 16/09/21 21/02/18 ***.* * 21/02/18 ***.** *
BP Group (plc), FRN 19sep2022, USD   USD 19/09/22 21/02/18 ***.* * 21/02/18 ***.** *
BP Group (plc), FRN 26sep2018, USD   USD 26/09/18 21/02/18 ***.* * 21/02/18 ***.** *
BPHA, 4.816% 11apr2044, GBP (ABS)   GBP 11/04/44 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
British American Tobacco, 0.375% 13mar2019, EUR   EUR 13/03/19 21/02/18 ***.** *.** 21/02/18 ***.** -*.**
British American Tobacco, 0.625% 8sep2021, CHF   CHF 08/09/21 21/02/18 ***.* *.** 21/02/18 ***.** *.**
British American Tobacco, 0.875% 13oct2023, EUR   EUR 13/10/23 21/02/18 **.** *.** 21/02/18 **.** *.**
British American Tobacco, 1.125% 16nov2023, EUR   EUR 16/11/23 21/02/18 ***.** *.** 21/02/18 ***.* *.**
British American Tobacco, 1.25% 13mar2027, EUR   EUR 13/03/27 21/02/18 **.** *.** 21/02/18 **.** *.**
British American Tobacco, 1.375% 8sep2026, CHF   CHF 08/09/26 21/02/18 ***.* *.** 21/02/18 ***.** *.**
British American Tobacco, 1.625% 9sep2019, USD   USD 09/09/19 21/02/18 **.** *.** 21/02/18 **.** *.**
British American Tobacco, 1.75% 5jul2021, GBP   GBP 05/07/21 21/02/18 ***.** *.** 21/02/18 ***.** *.**
British American Tobacco, 2% 13mar2045, EUR   EUR 13/03/45 21/02/18 **.** *.** 21/02/18 **.** *.**
British American Tobacco, 2.125% 15aug2025, GBP   GBP 15/08/25 21/02/18 **.** *.** 21/02/18 **.** *.*
British American Tobacco, 2.25% 16jan2030, EUR   EUR 16/01/30 21/02/18 ***.** *.** 21/02/18 ***.** *.*
British American Tobacco, 2.25% 9sep2052, GBP   GBP 09/09/52 21/02/18 **.** *.** 21/02/18 **.** *.**
British American Tobacco, 2.297% 14aug2020, USD   USD 14/08/20 21/02/18 **.** *.** 21/02/18 **.** *.*
British American Tobacco, 2.375% 19jan2023, EUR   EUR 19/01/23 21/02/18 ***.** *.** 21/02/18 ***.** *.**
British American Tobacco, 2.75% 25mar2025, EUR   EUR 25/03/25 21/02/18 ***.** *.** 21/02/18 ***.** *.**
British American Tobacco, 2.764% 15aug2022, USD   USD 15/08/22 21/02/18 **.** *.** 21/02/18 **.** *.**
British American Tobacco, 3.125% 6mar2029, EUR   EUR 06/03/29 21/02/18 ***.** *.** 21/02/18 ***.** *.**
British American Tobacco, 3.222% 15aug2024, USD   USD 15/08/24 21/02/18 **.** *.** 21/02/18 **.** *.**
British American Tobacco, 3.25% 7jun2022, USD   USD 07/06/22 21/02/18 **.* *.** 21/02/18 **.** *.**
British American Tobacco, 3.557% 15aug2027, USD   USD 15/08/27 21/02/18 **.** *.** 21/02/18 **.** *.**
British American Tobacco, 3.625% 9nov2021, EUR   EUR 09/11/21 21/02/18 ***.** *.** 21/02/18 ***.** *.**
British American Tobacco, 4% 4sep2026, GBP   GBP 04/09/26 21/02/18 ***.* *.** 21/02/18 ***.** *.**
British American Tobacco, 4% 7jul2020, EUR   EUR 07/07/20 21/02/18 ***.** *.* 21/02/18 ***.** *.**
British American Tobacco, 4.39% 15aug2037, USD   USD 15/08/37 21/02/18 *** *.** 21/02/18 ***.** *.**
British American Tobacco, 4.54% 15aug2047, USD   USD 15/08/47 21/02/18 **.** *.** 21/02/18 **.* *.**
British American Tobacco, 4.875% 24feb2021, EUR   EUR 24/02/21 21/02/18 ***.** *.** 21/02/18 ***.** *.**
British American Tobacco, 5.75% 5jul2040, GBP   GBP 05/07/40 21/02/18 ***.** *.** 21/02/18 ***.*** *.**
British American Tobacco, 6% 24nov2034, GBP   GBP 24/11/34 21/02/18 ***.*** *.** 21/02/18 ***.** *.**
British American Tobacco, 6.0% 29jun2022, GBP   GBP 29/06/22 21/02/18 ***.** *.** 21/02/18 ***.** *.**
British American Tobacco, 6.375% 12dec2019, GBP   GBP 12/12/19 21/02/18 ***.** *.** 21/02/18 ***.*** *.**
British American Tobacco, 7.25% 12mar2024, GBP (ABS)   GBP 12/03/24 21/02/18 ***.** *.** 21/02/18 ***.** *.**
British American Tobacco, FRN 14aug2020, USD   USD 14/08/20 21/02/18 ***.** * 21/02/18 ***.** *
British American Tobacco, FRN 15aug2022, USD   USD 15/08/22 21/02/18 ***.** * 21/02/18 ***.** *
British American Tobacco, FRN 16aug2021, EUR   EUR 16/08/21 21/02/18 ***.** * 21/02/18 ***.** *
British American Tobacco, FRN 6mar2018, EUR   EUR 06/03/18 21/02/18 ***.*** * 21/02/18 ***.** *
British Land, 0% 9jun2020, GBP (1827D)   GBP 09/06/20 21/02/18 **.** *.** 21/02/18 **.* *.**
British Land, 5.006% 24sep2035, GBP (ABS)   GBP 24/09/35 21/02/18 *** *.** 21/02/18 *** *.**
British Land, 5.264% 24sep2035, GBP (ABS)   GBP 24/09/35 21/02/18 *** *.** 21/02/18 *** *.**
British Land, 5.357% 31mar2028, GBP (ABS)   GBP 31/03/28 21/02/18 *** *.** 21/02/18 *** *.**
British Telecommunications, 0.5% 23jun2022, EUR   EUR 23/06/22 21/02/18 **.** *.** 21/02/18 **.** *.**
British Telecommunications, 0.625% 10mar2021, EUR   EUR 10/03/21 21/02/18 ***.** *.** 21/02/18 ***.** *.**
British Telecommunications, 1% 21nov2024, EUR   EUR 21/11/24 21/02/18 **.** *.** 21/02/18 **.*** *.**
British Telecommunications, 1% 23jun2024, EUR   EUR 23/06/24 21/02/18 **.** *.** 21/02/18 **.* *.**
British Telecommunications, 1.125% 10jun2019, EUR   EUR 10/06/19 21/02/18 ***.** -*.* 21/02/18 ***.*** -*.**
British Telecommunications, 1.125% 10mar2023, EUR   EUR 10/03/23 21/02/18 ***.** *.** 21/02/18 ***.* *.**
British Telecommunications, 1.5% 23jun2027, EUR   EUR 23/06/27 21/02/18 **.** *.** 21/02/18 **.** *.**
British Telecommunications, 1.75% 10mar2026, EUR   EUR 10/03/26 21/02/18 ***.** *.** 21/02/18 ***.** *.**
British Telecommunications, 2.35% 14feb2019, USD   USD 14/02/19 21/02/18 **.*** *.** 21/02/18 **.*** *.**
British Telecommunications, 3.5% 25apr2025, GBP   GBP 25/04/25 21/02/18 ***.** * 21/02/18 ***.** *
British Telecommunications, 5.75% 7dec2028, GBP   GBP 07/12/28 21/02/18 ***.** *.** 21/02/18 ***.** *.**
British Telecommunications, 6.375% 23jun2037, GBP   GBP 23/06/37 21/02/18 ***.** *.** 21/02/18 ***.** *.**
British Telecommunications, 8.625% 15dec2030, USD   USD 15/12/30 21/02/18 ***.** * 21/02/18 ***.** *
British Telecommunications, 8.625% 26mar2020, GBP   GBP 26/03/20 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Broadgate Financing, 4.821% 5jul2036, GBP   GBP 05/07/33 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Broadgate Financing, 4.851% 5apr2031, GBP (ABS)   GBP 05/04/31 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Broadgate Financing, 4.949% 5apr2029, GBP   GBP 05/04/29 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Broadgate Financing, 4.999% 5oct2031, GBP (ABS)   GBP 05/10/31 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Broadgate Financing, 5.098% 5apr2033, GBP   GBP 05/04/33 21/02/18 ***.** *.** 21/02/18 ***.* *.**
Broadgate Financing, FRN 5jan2022, GBP   GBP 05/01/22 21/02/18 **.**** * 21/02/18 ***.**** *
Broadgate Financing, FRN 5jan2032, GBP (ABS)   GBP 05/01/32 21/02/18 **.*** * 21/02/18 **.*** *
Broadgate Financing, FRN 5oct2025, GBP (ABS)   GBP 05/10/25 21/02/18 **.**** * 21/02/18 **.**** *
Bruntwood, 6% 24jul2020, GBP (ABS)   GBP 24/07/20 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Bupa, 2% 5apr2024, GBP   GBP 05/04/24 21/02/18 **.** *.** 21/02/18 **.** *.**
Bupa, 3.375% 17jun2021, GBP   GBP 17/06/21 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Bupa, 5% 25apr2023, GBP   GBP 25/04/23 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Bupa, 6.125% perp., GBP   GBP 21/02/18 ***.* * 21/02/18 ***.** *
Burford Capital, 5% 1dec2026, GBP (0025)   GBP 01/12/26 21/02/18 ***.* *.* 21/02/18 ***.* *.**
Burford Capital, 6.125% 26oct2024, GBP   GBP 26/10/24 21/02/18 ***.* *.** 21/02/18 ***.** *.**
Burford Capital, 6.5% 19aug2022, GBP   GBP 19/08/22 21/02/18 ***.* *.** 21/02/18 ***.** *.**
Cable & Wireless Communications, 6.875% 1aug2022, USD   USD 01/08/22 21/02/18 ***.* *.** 21/02/18 ***.** *.**
Cable & Wireless Communications, 8.625% 25mar2019, GBP   GBP 25/03/19 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Cabot Credit Management, 7.5% 1oct2023, GBP   GBP 01/10/23 21/02/18 *** *.** 21/02/18 ***.** *.**
Cambridgeshire Housing Capital, 4.25% 15sep2045, GBP   GBP 15/09/45 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Canara Bank (London branch), 3.25% 10aug2022, USD   USD 10/08/22 21/02/18 **.** *.** 21/02/18 **.** *.**
Canary Wharf Finance II, 5.952% 22jan2035, GBP (ABS)   GBP 22/01/35 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Canary Wharf Finance II, 6.8% 22apr2033, GBP   GBP 22/04/33 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Canary Wharf Finance II, FRN 22oct2037, GBP   GBP 22/10/37 21/02/18 **.**** * 21/02/18 **.**** *
Canary Wharf Finance II, FRN 22oct2037, GBP (ABS)   GBP 22/10/37 21/02/18 **.**** * 21/02/18 **.**** *
Care UK Health Social Care Investments, FRN 15jan2020, GBP   GBP 15/01/20 21/02/18 **.** * 21/02/18 ***.** *
Care UK Health Social Care Investments, FRN 15jul2019, GBP   GBP 15/07/19 21/02/18 **.** * 21/02/18 ***.* *
Carnival, 1.125% 6nov2019, EUR   EUR 06/11/19 21/02/18 ***.** -*.** 21/02/18 ***.** -*.**
Carnival, 1.875% 7nov2022, EUR   EUR 07/11/22 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Carnival, 3.95% 15oct2020, USD   USD 15/10/20 21/02/18 ***.*** *.** 21/02/18 ***.*** *.**
Carnival, 6.65% 15jan2028, USD   USD 15/01/28 21/02/18 ***.*** *.** 21/02/18 *** *.**
Centrica, 3% 10apr2076, EUR   EUR 10/04/76 21/02/18 ***.* * 21/02/18 ***.** *
Centrica, 3.2133% 1feb2019, EUR   EUR 01/02/19 21/02/18 ***.**** *.** 21/02/18 ***.*** *.**
Centrica, 4.25% 12sep2044, GBP   GBP 12/09/44 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Centrica, 4.375% 13mar2029, GBP   GBP 13/03/29 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Centrica, 5.25% 10apr2075, GBP   GBP 10/04/75 21/02/18 ***.** * 21/02/18 ***.** *
Centrica, 6.375% 10mar2022, GBP   GBP 10/03/22 21/02/18 ***.** * 21/02/18 ***.** *
Centrica, 6.4% 4sep2026, GBP   GBP 04/09/26 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Centrica, 7% 19sep2018, GBP   GBP 19/09/18 21/02/18 ***.** * 21/02/18 ***.** *
Centrica, 7% 19sep2033, GBP   GBP 19/09/33 21/02/18 ***.** * 21/02/18 ***.** *
Circle Anglia Social Housing, 5.2% 2mar2044, GBP   GBP 02/03/44 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Circle Anglia Social Housing, 7.25% 12nov2038, GBP (ABS)   GBP 12/11/38 21/02/18 ***.** *.** 21/02/18 ***.** *.**
City Greenwich Lewisham, 9.375% 11oct2020, GBP (ABS)   GBP 11/10/20 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Clarion Housing Group, 4.25% 8oct2042, GBP   GBP 08/10/42 21/02/18 ***.* *.** 21/02/18 ***.** *.**
Clarion Housing Group, 5.981% 17sep2038, GBP   GBP 17/09/38 21/02/18 ***.**** *.** 21/02/18 ***.**** *.*
Clavis Securities, FRN 15dec2039, EUR   EUR 15/12/39 21/02/18 **.**** * 21/02/18 **.**** *
Clerical Medical, 7.375% perp., GBP   GBP 21/02/18 ***.* * 21/02/18 ***.* *
Close Brothers Group, 2.75% 19oct2026, GBP   GBP 19/10/26 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Close Brothers Group, 3.875% 27jun2021, GBP   GBP 27/06/21 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Close Brothers Group, 4.25% 24jan2027, GBP   GBP 24/01/27 21/02/18 ***.** *.** 21/02/18 ***.** *.**
CLS Holdings, 5.5% 31dec2019, GBP   GBP 31/12/19 21/02/18 ***.* *.** 21/02/18 ***.** *.**
CNH Industrial, 1.375% 23may2022, EUR   EUR 23/05/22 21/02/18 ***.*** *.** 21/02/18 ***.** *.**
CNH Industrial, 1.75% 12sep2025, EUR   EUR 12/09/25 21/02/18 ***.** *.** 21/02/18 ***.*** *.**
CNH Industrial, 2.75% 18mar2019, EUR   EUR 18/03/19 21/02/18 ***.** *.** 21/02/18 ***.** -*.**
CNH Industrial, 2.875% 27sep2021, EUR   EUR 27/09/21 21/02/18 ***.*** *.** 21/02/18 ***.** *.**
CNH Industrial, 4.5% 15aug2023, USD   USD 15/08/23 21/02/18 ***.** *.** 21/02/18 ***.** *.**
CNH Industrial, 4.875% 1apr2021, USD   USD 01/04/21 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Co-Operative Bank, 12% 8may2025, GBP   GBP 08/05/25 21/02/18 ***.** * 21/02/18 ***.** *
Co-Operative Bank, 5.625% 8jul2020, GBP   GBP 08/07/20 21/02/18 ***.* * 21/02/18 ***.** *
Co-Operative Bank, 6.25% 8jul2026, GBP   GBP 08/07/26 21/02/18 ***.** * 21/02/18 ***.** *
Coca-Cola European Partners, 0.75% 24feb2022, EUR   EUR 24/02/22 21/02/18 ***.* *.** 21/02/18 ***.** *.**
Coca-Cola European Partners, 1.125% 26may2024, EUR   EUR 26/05/24 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Coca-Cola European Partners, 1.75% 26may2028, EUR   EUR 26/05/28 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Coca-Cola European Partners, FRN 16nov2021, EUR   EUR 16/11/21 21/02/18 ***.* * 21/02/18 ***.** *
Cognita, 7.75% 15aug2021, GBP   GBP 15/08/21 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Community Finance Company 1 PLC, 5.017% 2034, GBP (ABS)   GBP 31/07/34 21/02/18 ***.**** *.** 21/02/18 ***.**** *.*
Compass Group, 0.625% 3jul2024, EUR   EUR 03/07/24 21/02/18 **.** *.** 21/02/18 **.** *.*
Compass Group, 1.875% 27jan2023, EUR   EUR 27/01/23 21/02/18 ***.*** *.** 21/02/18 ***.** *.*
Compass Group, 2% 3jul2029, GBP   GBP 03/07/29 21/02/18 ** *.** 21/02/18 **.* *.**
Compass Group, 3.125% 13feb2019, EUR   EUR 13/02/19 21/02/18 ***.** -*.** 21/02/18 ***.** -*.**
Compass Group, 3.85% 26jun2026, GBP   GBP 26/06/26 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Connect M77/GSO, 5.404% 31mar2034, GBP   GBP 31/03/34 21/02/18 **.**** *.** 21/02/18 **.*** *.*
Coventry Building Society, 0.5% 12jan2024, EUR   EUR 12/01/24 21/02/18 **.*** *.** 21/02/18 **.** *.**
Coventry Building Society, 0.625% 3nov2021, EUR   EUR 03/11/21 21/02/18 ***.*** *.** 21/02/18 ***.** *.**
Coventry Building Society, 1.875% 24oct2023, GBP   GBP 24/10/23 21/02/18 **.** *.* 21/02/18 **.* *.**
Coventry Building Society, 2.5% 18nov2020, EUR   EUR 18/11/20 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Coventry Building Society, 4.625% 19apr2018, GBP (ABS)   GBP 19/04/18 21/02/18 ***.** *.* 21/02/18 ***.** *.**
Coventry Building Society, 5.875% 28sep2022, GBP   GBP 28/09/22 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Coventry Building Society, 6% 16oct2019, GBP   GBP 16/10/19 21/02/18 ***.*** *.** 21/02/18 ***.*** *.**
Coventry Building Society, 6.375% perp., GBP   GBP 21/02/18 ***.** * 21/02/18 ***.** *
Coventry Building Society, FRN 17mar2020, GBP (ABS)   GBP 17/03/20 21/02/18 ***.** * 21/02/18 ***.** *
CPUK Finance, 2.666% 28feb2020, GBP (ABS)   GBP 28/02/20 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
CPUK Finance, 3.588% 28aug2025, GBP (ABS)   GBP 28/08/25 21/02/18 ***.**** *.* 21/02/18 ***.**** *.**
CPUK Finance, 4.25% 28feb2047, GBP   GBP 28/02/47 21/02/18 ***.** *.** 21/02/18 ***.** *.**
CPUK Finance, 7.239% 28feb2024, GBP   GBP 28/02/24 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Credit Agricole London, 0.375% 27jan2020, CHF   CHF 27/01/20 21/02/18 ***.** -*.** 21/02/18 ***.** -*.**
Credit Agricole London, 0.45% 14mar2022, CHF   CHF 14/03/22 21/02/18 ***.** *.** 21/02/18 ***.* *.**
Credit Agricole London, 0.55% 14dec2026, CHF   CHF 14/12/26 21/02/18 **.** *.** 21/02/18 **.* *.**
Credit Agricole London, 0.55% 1sep2022, CHF   CHF 01/09/22 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Credit Agricole London, 0.625% 12jul2024, CHF   CHF 12/07/24 21/02/18 **.** *.* 21/02/18 ***.** *.*
Credit Agricole London, 0.75% 1dec2022, EUR   EUR 01/12/22 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Credit Agricole London, 0.875% 19jan2022, EUR   EUR 19/01/22 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Credit Agricole London, 1% 16sep2024, EUR   EUR 16/09/24 21/02/18 *** *.** 21/02/18 ***.** *.**
Credit Agricole London, 1% 27jan2025, CHF   CHF 27/01/25 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Credit Agricole London, 1% 8oct2021, CHF   CHF 08/10/21 21/02/18 ***.* *.** 21/02/18 ***.** *.**
Credit Agricole London, 1.25% 14apr2026, EUR   EUR 14/04/26 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Credit Agricole London, 1.25% 17jul2020, CHF   CHF 17/07/20 21/02/18 ***.* -*.* 21/02/18 ***.** -*.*
Credit Agricole London, 1.75% 12mar2018, EUR   EUR 12/03/18 21/02/18 ***.* -*.** 21/02/18 ***.*** -*.**
Credit Agricole London, 1.875% 20dec2026, EUR   EUR 20/12/26 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Credit Agricole London, 2.125% 29sep2025, CHF   CHF 29/09/25 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Credit Agricole London, 2.125% 30oct2024, CHF   CHF 30/10/24 21/02/18 ***.** *.** 21/02/18 ***.** *.*
Credit Agricole London, 2.375% 1jul2021, USD   USD 01/07/21 21/02/18 **.** *.** 21/02/18 **.** *.**
Credit Agricole London, 2.375% 27nov2020, EUR   EUR 27/11/20 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Credit Agricole London, 2.5% 15apr2019, USD   USD 15/04/19 21/02/18 **.** *.* 21/02/18 **.** *.**
Credit Agricole London, 2.75% 10jun2020, USD   USD 10/06/20 21/02/18 **.* *.** 21/02/18 **.* *.**
Credit Agricole London, 3.125% 17jul2023, EUR   EUR 17/07/23 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Credit Agricole London, 3.125% 5feb2026, EUR   EUR 05/02/26 21/02/18 ***.* *.** 21/02/18 ***.** *.**
Credit Agricole London, 3.25% 4oct2024, USD   USD 04/10/24 21/02/18 **.* *.** 21/02/18 **.** *.**
Credit Agricole London, 3.375% 10jan2022, USD   USD 10/01/22 21/02/18 **.** *.** 21/02/18 ***.* *.**
Credit Agricole London, 3.875% 13feb2019, EUR   EUR 13/02/19 21/02/18 ***.** -*.** 21/02/18 ***.** -*.**
Credit Agricole London, 3.875% 15apr2024, USD   USD 15/04/24 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Credit Agricole London, 4.125% 10jan2027, USD   USD 10/01/27 21/02/18 **.** *.** 21/02/18 ***.** *.**
Credit Agricole London, 4.4% 6jul2027, AUD   AUD 06/07/27 21/02/18 ***.*** *.** 21/02/18 ***.** *.**
Credit Agricole London, 4.7% 1dec2025, AUD   AUD 01/12/25 21/02/18 ***.* *.** 21/02/18 ***.* *.*
Credit Agricole London, 5.125% 18apr2023, EUR   EUR 18/04/23 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Credit Agricole London, 5.5% 17dec2021, GBP   GBP 17/12/21 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Credit Agricole London, FRN 10jan2022, USD   USD 10/01/22 21/02/18 ***.**** * 21/02/18 ***.**** *
Credit Agricole London, FRN 10jun2020, USD   USD 10/06/20 21/02/18 ***.** * 21/02/18 ***.** *
Credit Agricole London, FRN 15apr2019, USD   USD 15/04/19 21/02/18 ***.**** * 21/02/18 ***.**** *
Credit Agricole London, FRN 1jul2021, USD   USD 01/07/21 21/02/18 ***.**** * 21/02/18 ***.**** *
Credit Agricole London, FRN 20apr2022, EUR   EUR 20/04/22 21/02/18 ***.** * 21/02/18 ***.** *
Credit Suisse AG (London) Branch, 0% 23feb2018, USD (1086D)   USD 23/02/18 21/02/18 *.*** * 21/02/18 *
Credit Suisse AG (London) Branch, 0% 23feb2018, USD (722D)   USD 23/02/18 21/02/18 **.*** * 21/02/18 *
Credit Suisse AG (London) Branch, 0% 27apr2018, USD (1089D)   USD 27/04/18 21/02/18 * * 21/02/18 *
Credit Suisse AG (London) Branch, 0% 27jul2018, USD (1086D)   USD 27/07/18 21/02/18 *.** * 21/02/18 *
Credit Suisse AG (London) Branch, 0% 29jun2018, USD (1093D)   USD 29/06/18 21/02/18 *.** * 21/02/18 *
Credit Suisse AG (London) Branch, 0% 29mar2018, USD (420D)   USD 29/03/18 21/02/18 **.*** * 21/02/18 *
Credit Suisse AG (London) Branch, 0% 30jan2025, USD (3653D)   USD 30/01/25 21/02/18 *.*** * 21/02/18 *
Credit Suisse AG (London) Branch, 0% 4feb2045, AUD (10958D)   AUD 04/02/45 21/02/18 ***.**** *.* 21/02/18 ***.*** *.**
Credit Suisse AG (London) Branch, 0% 5sep2019, USD (1094D)   USD 05/09/19 21/02/18 **.* * 21/02/18 *
Credit Suisse AG (London) Branch, 0.5% 29mar2018, EUR   EUR 29/03/18 21/02/18 ***.** -*.** 21/02/18 ***.** -*.**
Credit Suisse AG (London) Branch, 0.55% 15apr2024, CHF   CHF 15/04/24 21/02/18 ***.** *.** 21/02/18 ***.* *.*
Credit Suisse AG (London) Branch, 0.625% 20nov2018, EUR   EUR 20/11/18 21/02/18 ***.** -*.** 21/02/18 ***.** -*.**
Credit Suisse AG (London) Branch, 1% 24sep2021, CHF   CHF 24/09/21 21/02/18 ***.* *.** 21/02/18 ***.** *.**
Credit Suisse AG (London) Branch, 1% 7jun2023, EUR   EUR 07/06/23 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Credit Suisse AG (London) Branch, 1.125% 15sep2020, EUR   EUR 15/09/20 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Credit Suisse AG (London) Branch, 1.375% 29nov2019, EUR   EUR 29/11/19 21/02/18 ***.** -*.** 21/02/18 ***.** -*.**
Credit Suisse AG (London) Branch, 1.375% 31jan2022, EUR   EUR 31/01/22 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Credit Suisse AG (London) Branch, 1.8% 10mar2022, USD   USD 10/03/22 21/02/18 **.** *.** 21/02/18 **.** *.**
Credit Suisse AG (London) Branch, 1.8% 30dec2022, USD   USD 30/12/22 21/02/18 **.** *.* 21/02/18 **.* *.**
Credit Suisse AG (London) Branch, 2% 12jan2022, USD   USD 12/01/22 21/02/18 **.** *.** 21/02/18 **.** *.**
Credit Suisse AG (London) Branch, 2% 22oct2021, EUR   EUR 22/10/21 21/02/18 **.** * 21/02/18 **.** *
Credit Suisse AG (London) Branch, 2% 24sep2021, EUR   EUR 24/09/21 21/02/18 **.** * 21/02/18 **.** *
Credit Suisse AG (London) Branch, 2% 31oct2024, USD   USD 31/10/24 21/02/18 **.** *.** 21/02/18 **.* *.**
Credit Suisse AG (London) Branch, 2.05% 5mar2022, USD   USD 05/03/22 21/02/18 **.** * 21/02/18 **.** *
Credit Suisse AG (London) Branch, 2.2% 9aug2018, EUR   EUR 09/08/18 21/02/18 ***.** *.** 21/02/18 ***.** -*.**
Credit Suisse AG (London) Branch, 2.5% 3dec2020, USD   USD 03/12/20 21/02/18 **.** * 21/02/18 **.** *
Credit Suisse AG (London) Branch, 2.7% 22aug2022, USD   USD 22/08/22 21/02/18 **.** * 21/02/18 **.** *
Credit Suisse AG (London) Branch, 3.5% 26nov2025, EUR   EUR 26/11/25 21/02/18 **.* *.** 21/02/18 **.** *.**
Credit Suisse AG (London) Branch, 4.75% 5aug2019, EUR   EUR 05/08/19 21/02/18 ***.** -*.** 21/02/18 ***.** -*.**
Credit Suisse AG (London) Branch, FRN 14apr2021, USD (1812D)   USD 14/04/21 21/02/18 *.* * 21/02/18 *
Credit Suisse AG (London) Branch, FRN 16oct2019, EUR   EUR 16/10/19 21/02/18 ***.** * 21/02/18 ***.** *
Credit Suisse AG (London) Branch, FRN 26apr2021, USD (1824D)   USD 26/04/21 21/02/18 *.** * 21/02/18 *
Credit Suisse AG (London) Branch, FRN 27jul2018, USD (1086D)   USD 27/07/18 21/02/18 *.** * 21/02/18 *
Credit Suisse AG (London) Branch, FRN 29may2019, SEK   SEK 29/05/19 21/02/18 ***.** * 21/02/18 ***.** *
Credit Suisse AG (London) Branch, FRN 30dec2022, USD   USD 30/12/22 21/02/18 **.** * 21/02/18 **.** *
Credit Suisse International, 0% 13aug2019, USD (1349D)   USD 13/08/19 21/02/18 *.** * 21/02/18 *
Credit Suisse International, 0% 13feb2019, USD (1168D)   USD 13/02/19 21/02/18 *.** * 21/02/18 *
Credit Suisse International, 0% 13nov2020, USD (1827D)   USD 13/11/20 21/02/18 *.** * 21/02/18 *
Credit Suisse International, 0% 14dec2020, USD (1826D)   USD 14/12/20 21/02/18 **.** * 21/02/18 *
Credit Suisse International, 0% 14dec2020, USD (1826D)   USD 14/12/20 21/02/18 **.* * 21/02/18 *
Credit Suisse International, 0% 14dec2020, USD (1826D)   USD 14/12/20 21/02/18 *.** * 21/02/18 *
Credit Suisse International, 0% 14may2021, USD (1989D)   USD 14/05/21 21/02/18 *.** * 21/02/18 *
Credit Suisse International, 0% 15dec2025, USD (3653D)   USD 15/12/25 21/02/18 *.** * 21/02/18 *
Credit Suisse International, 0% 1nov2021, USD (1825D)   USD 01/11/21 21/02/18 *.** * 21/02/18 *
Credit Suisse International, 0% 20mar2024, USD (2556D)   USD 20/03/24 21/02/18 *.** **.** 21/02/18 *
Credit Suisse International, 0% 20oct2020, USD (1828D)   USD 20/10/20 21/02/18 **.** * 21/02/18 *
Credit Suisse International, 0% 22apr2022, USD (1821D)   USD 22/04/22 21/02/18 *.** * 21/02/18 *
Credit Suisse International, 0% 23oct2023, USD (2882D)   USD 23/10/23 21/02/18 *.** * 21/02/18 *
Credit Suisse International, 0% 25oct2019, USD (1081D)   USD 25/10/19 21/02/18 *.** * 21/02/18 *
Credit Suisse International, 0% 26jan2021, USD (1827D)   USD 26/01/21 21/02/18 **.** * 21/02/18 *
Credit Suisse International, 0% 26jan2021, USD (1827D)   USD 26/01/21 21/02/18 **.** * 21/02/18 *
Credit Suisse International, 0% 26jan2021, USD (1827D)   USD 26/01/21 21/02/18 *.* * 21/02/18 *
Credit Suisse International, 0% 26jan2021, USD (1827D)   USD 26/01/21 21/02/18 **.** * 21/02/18 *
Credit Suisse International, 0% 26jan2026, USD (3653D)   USD 26/01/26 21/02/18 **.** * 21/02/18 *
Credit Suisse International, 0% 26jan2026, USD (3653D)   USD 26/01/26 21/02/18 *.** * 21/02/18 *
Credit Suisse International, 0% 29oct2020, USD (1823D)   USD 29/10/20 21/02/18 **.** * 21/02/18 *
Credit Suisse International, 0% 29oct2020, USD (1827D)   USD 29/10/20 21/02/18 *.** * 21/02/18 *
Credit Suisse International, 0% 29oct2020, USD (1827D)   USD 29/10/20 21/02/18 **.** * 21/02/18 *
Credit Suisse International, 0% 29oct2020, USD (1827D)   USD 29/10/20 21/02/18 **.** * 21/02/18 *
Credit Suisse International, 0% 29oct2025, USD (3653D)   USD 29/10/25 21/02/18 *.** * 21/02/18 *
Credit Suisse International, 0% 2dec2020, USD (1827D)   USD 02/12/20 21/02/18 **.** * 21/02/18 *
Credit Suisse International, 0% 2dec2020, USD (1827D)   USD 02/12/20 21/02/18 **.** * 21/02/18 *
Credit Suisse International, 0% 2dec2020, USD (1827D)   USD 02/12/20 21/02/18 *.** * 21/02/18 *
Credit Suisse International, 0% 2dec2025, USD (3653D)   USD 02/12/25 21/02/18 *.** * 21/02/18 *
Credit Suisse International, 0% 2nov2026, USD (3652D)   USD 02/11/26 21/02/18 *.** * 21/02/18 *
Credit Suisse International, 0% 30dec2020, USD   USD 30/12/20 21/02/18 **.** * 21/02/18 *
Credit Suisse International, 0% 30dec2020, USD (1827D)   USD 30/12/20 21/02/18 **.** * 21/02/18 *
Credit Suisse International, 0% 30dec2020, USD (1827D)   USD 30/12/20 21/02/18 *.** * 21/02/18 *
Credit Suisse International, 0% 30dec2022, USD (2557D)   USD 30/12/22 21/02/18 *.** * 21/02/18 *
Credit Suisse International, 0% 3jan2025, EUR (4953D)   EUR 03/01/25 21/02/18 ***.** * 21/02/18 *
Credit Suisse International, 0% 4oct2021, USD (1826D)   USD 04/10/21 21/02/18 *.** * 21/02/18 *
Credit Suisse International, 0% 4oct2021, USD (1826D)   USD 04/10/21 21/02/18 *.* * 21/02/18 *
Credit Suisse International, 0% 5oct2026, USD (3653D)   USD 05/10/26 21/02/18 *.** * 21/02/18 *
Credit Suisse International, 0% 8oct2020, USD (1816D)   USD 08/10/20 21/02/18 **.** * 21/02/18 *
Credit Suisse International, FRN 10may2021, USD (1783D)   USD 10/05/21 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 11sep2023, USD (2609D)   USD 11/09/23 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 16aug2021, USD (1825D)   USD 16/08/21 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 16aug2021, USD (1825D)   USD 16/08/21 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 16feb2022, USD   USD 16/02/22 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 16feb2022, USD   USD 16/02/22 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 16feb2024, USD   USD 16/02/24 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 16jul2021, USD (1822D)   USD 16/07/21 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 16jun2021, USD (1825D)   USD 16/06/21 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 16jun2021, USD (1825D)   USD 16/06/21 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 16jun2023, USD (2555D)   USD 16/06/23 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 16jun2026, USD (3651D)   USD 16/06/26 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 16jun2026, USD (3651D)   USD 16/06/26 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 17aug2023, USD (2556D)   USD 17/08/23 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 17aug2023, USD (2556D)   USD 17/08/23 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 17aug2026, USD (3652D)   USD 17/08/26 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 17feb2027, USD   USD 17/02/27 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 17feb2027, USD   USD 17/02/27 21/02/18 * * 21/02/18 *
Credit Suisse International, FRN 17feb2027, USD   USD 17/02/27 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 17jul2026, USD (3649D)   USD 17/07/26 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 17mar2021, USD (1826D)   USD 17/03/21 21/02/18 **.** * 21/02/18 *
Credit Suisse International, FRN 17may2021, USD (1790D)   USD 17/05/21 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 18jul2023, USD (2554D)   USD 18/07/23 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 18jul2023, USD (2554D)   USD 18/07/23 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 18mar2021, USD (1827D)   USD 18/03/21 21/02/18 **.** * 21/02/18 *
Credit Suisse International, FRN 18mar2021, USD (1827D)   USD 18/03/21 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 19apr2022, USD   USD 19/04/22 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 19dec2023, USD   USD 19/12/23 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 19dec2023, USD   USD 19/12/23 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 1jul2019, USD (1056D)   USD 01/07/19 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 20apr2026, EUR (3653D)   EUR 20/04/26 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 20dec2021, USD   USD 20/12/21 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 20dec2021, USD   USD 20/12/21 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 20dec2021, USD   USD 20/12/21 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 21dec2026, USD   USD 21/12/26 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 21dec2026, USD   USD 21/12/26 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 21mar2022, USD   USD 21/03/22 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 21mar2022, USD   USD 21/03/22 21/02/18 *.* * 21/02/18 *
Credit Suisse International, FRN 23jan2024, USD   USD 23/01/24 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 23jan2024, USD   USD 23/01/24 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 25jan2022, USD   USD 25/01/22 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 25jan2022, USD   USD 25/01/22 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 25jan2022, USD   USD 25/01/22 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 25jan2027, USD   USD 25/01/27 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 25jan2027, USD   USD 25/01/27 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 25may2021, USD (1798D)   USD 25/05/21 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 25may2021, USD (1798D)   USD 25/05/21 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 27nov2023, USD (2686D)   USD 27/11/23 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 28jan2019, USD (1082D)   USD 28/01/19 21/02/18 **.** * 21/02/18 *
Credit Suisse International, FRN 29dec2021, USD   USD 29/12/21 21/02/18 *.* * 21/02/18 *
Credit Suisse International, FRN 2feb2021, USD (1820D)   USD 02/02/21 21/02/18 **.* * 21/02/18 *
Credit Suisse International, FRN 2jan2024, USD   USD 02/01/24 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 30dec2026, USD   USD 30/12/26 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 31dec2021, USD   USD 31/12/21 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 31dec2021, USD   USD 31/12/21 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 31mar2025, USD (3176D)   USD 31/03/25 21/02/18 *.* * 21/02/18 *
Credit Suisse International, FRN 3apr2020, RUR   RUB 03/04/20 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 4apr2022, USD   USD 04/04/22 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 4apr2022, USD   USD 04/04/22 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 4apr2023, USD (2556D)   USD 04/04/23 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 4mar2021, USD   USD 04/03/21 21/02/18 **.** * 21/02/18 *
Credit Suisse International, FRN 4mar2021, USD (1827D)   USD 04/03/21 21/02/18 **.** * 21/02/18 *
Credit Suisse International, FRN 4mar2021, USD (1827D)   USD 04/03/21 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 4mar2021, USD (1827D)   USD 04/03/21 21/02/18 **.** * 21/02/18 *
Credit Suisse International, FRN 4may2021, USD (1824D)   USD 04/05/21 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 5jan2022, USD (1995D)   USD 05/01/22 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 5jul2019, RUR (1080D)   RUB 05/07/19 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 5jul2023, USD (2554D)   USD 05/07/23 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 5mar2024, USD   USD 05/03/24 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 5mar2024, USD   USD 05/03/24 21/02/18 *.* * 21/02/18 *
Credit Suisse International, FRN 6apr2027, USD   USD 06/04/27 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 6feb2024, USD   USD 06/02/24 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 6jul2021, USD (1825D)   USD 06/07/21 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 6jul2026, USD (3651D)   USD 06/07/26 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 6may2021, USD (1826D)   USD 06/05/21 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 6may2026, USD (3652D)   USD 06/05/26 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 7apr2021, USD (1829D)   USD 07/04/21 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 7apr2021, USD (1829D)   USD 07/04/21 21/02/18 **.** * 21/02/18 *
Credit Suisse International, FRN 7feb2022, USD   USD 07/02/22 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 7feb2022, USD   USD 07/02/22 21/02/18 *.* * 21/02/18 *
Credit Suisse International, FRN 7feb2022, USD   USD 07/02/22 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 7mar2022, USD   USD 07/03/22 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 7mar2022, USD   USD 07/03/22 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 8feb2027, USD   USD 08/02/27 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 8mar2027, USD   USD 08/03/27 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 8mar2027, USD   USD 08/03/27 21/02/18 *.** * 21/02/18 *
Credit Suisse International, FRN 9feb2021, USD (1827D)   USD 09/02/21 21/02/18 **.** * 21/02/18 *
Credit Suisse International, FRN 9feb2021, USD (1827D)   USD 09/02/21 21/02/18 **.** * 21/02/18 *
Ctrl Section 1 Finance, FRN 2nov2051, GBP   GBP 02/11/51 21/02/18 ***.**** * 21/02/18 ***.**** *
CYBG, 8% perp., GBP   GBP 21/02/18 ***.* * 21/02/18 ***.** *
Daily Mail & General Trust, 10% 9apr2021, GBP   GBP 09/04/21 21/02/18 ***.** *.** 21/02/18 *** *.**
Daily Mail & General Trust, 5.75% 7dec2018, GBP   GBP 07/12/18 21/02/18 ***.* *.** 21/02/18 ***.* *.**
Daily Mail & General Trust, 6.375% 21jun2027, GBP   GBP 21/06/27 21/02/18 ***.** *.* 21/02/18 ***.** *.**
Debenhams, 5.25% 15jul2021, GBP   GBP 15/07/21 21/02/18 **.* *.** 21/02/18 **.** *.**
Derby Healthcare, 5.564% 30jun2041, GBP (ABS)   GBP 30/06/41 21/02/18 ***.**** *.** 21/02/18 ***.**** *.*
Derwent London, 1.125% 24jul2019, GBP (Conv.)   GBP 24/07/19 21/02/18 ***.** -*.* 21/02/18 ***.* -*.**
Deutsche Bank AG (London Branch), 0% 15jun2034, USD (7307D)   USD 15/06/34 21/02/18 **.** * 21/02/18 *
Deutsche Bank AG (London Branch), 0% 15may2043, MXN (10957D)   MXN 15/05/43 21/02/18 *.** **.** 21/02/18 **.** *.**
Deutsche Bank AG (London Branch), 0% 21aug2032, ZAR (7305D)   ZAR 21/08/32 21/02/18 **.** **.** 21/02/18 **.** **.*
Deutsche Bank AG (London Branch), 0% 22apr2026, EUR (3711D)   EUR 22/04/26 21/02/18 **.** *.** 21/02/18 **.** *.**
Deutsche Bank AG (London Branch), 0% 22apr2026, USD (3710D)   USD 22/04/26 21/02/18 **.* *.** 21/02/18 **.** *.*
Deutsche Bank AG (London Branch), 0% 25may2018, USD (1086D)   USD 25/05/18 21/02/18 *.*** * 21/02/18 *
Deutsche Bank AG (London Branch), 0% 30oct2025, BRL (3654D)   BRL 30/10/25 21/02/18 **.** **.** 21/02/18 **.* *.**
Deutsche Bank AG (London Branch), 0% 3apr2018, USD (1097D)   USD 03/04/18 21/02/18 *.*** * 21/02/18 *
Deutsche Bank AG (London Branch), 0% 5nov2020, USD (1863D)   USD 05/11/20 21/02/18 **.** * 21/02/18 **.* *
Deutsche Bank AG (London Branch), 0% 7apr2021, USD (1826D)   USD 07/04/21 21/02/18 **.** *.** 21/02/18 **.** *.**
Deutsche Bank AG (London Branch), 0% 7nov2022, USD (2191D)   USD 07/11/22 21/02/18 **.** *.** 21/02/18 **.** *.**
Deutsche Bank AG (London Branch), 1.35% 25jul2019, USD   USD 25/07/19 21/02/18 **.** *.** 21/02/18 **.* *.**
Deutsche Bank AG (London Branch), 1.625% 24feb2020, NOK   NOK 24/02/20 21/02/18 **.* *.** 21/02/18 ***.** *.*
Deutsche Bank AG (London Branch), 13% 1mar2019, EUR (413)   EUR 01/03/19 21/02/18 *** *.** 21/02/18 ***.** -*.*
Deutsche Bank AG (London Branch), 2% 13jul2022, USD   USD 13/07/22 21/02/18 **.** *.** 21/02/18 **.** *.**
Deutsche Bank AG (London Branch), 2% 18nov2025, EUR   EUR 18/11/25 21/02/18 **.** *.** 21/02/18 ** *.**
Deutsche Bank AG (London Branch), 2% 18nov2025, EUR   EUR 18/11/25 21/02/18 **.** *.** 21/02/18 **.** *.**
Deutsche Bank AG (London Branch), 2% 24apr2023, USD   USD 24/04/23 21/02/18 **.** * 21/02/18 **.** *
Deutsche Bank AG (London Branch), 2.15% 27sep2019, CAD   CAD 27/09/19 21/02/18 ** *.** 21/02/18 ***.** *.**
Deutsche Bank AG (London Branch), 2.25% 20sep2020, EUR   EUR 20/09/20 21/02/18 **.** * 21/02/18 **.** *
Deutsche Bank AG (London Branch), 2.25% 25feb2021, USD   USD 25/02/21 21/02/18 **.** * 21/02/18 **.** *.**
Deutsche Bank AG (London Branch), 2.25% 5jun2019, NOK   NOK 05/06/19 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Deutsche Bank AG (London Branch), 2.4% 20sep2020, EUR   EUR 20/09/20 21/02/18 ***.* *.** 21/02/18 ***.** *.**
Deutsche Bank AG (London Branch), 2.5% 13feb2019, USD   USD 13/02/19 21/02/18 **.** *.** 21/02/18 **.* *.**
Deutsche Bank AG (London Branch), 2.5% 20sep2022, NOK   NOK 20/09/22 21/02/18 ***.*** *.** 21/02/18 ***.** *.**
Deutsche Bank AG (London Branch), 2.8% 15apr2025, USD   USD 15/04/25 21/02/18 **.** * 21/02/18 **.** *
Deutsche Bank AG (London Branch), 2.8% 30nov2023, USD   USD 30/11/23 21/02/18 **.** * 21/02/18 **.** *
Deutsche Bank AG (London Branch), 3% 15jul2025, USD (Structured)   USD 15/07/25 21/02/18 **.** * 21/02/18 **.** *
Deutsche Bank AG (London Branch), 3% 8jul2025, USD   USD 08/07/25 21/02/18 **.* * 21/02/18 **.** *
Deutsche Bank AG (London Branch), 3.08% 27jul2030, EUR   EUR 27/07/30 21/02/18 **.* * 21/02/18 **.* *
Deutsche Bank AG (London Branch), 3.5% 25jul2019, AUD   AUD 25/07/19 21/02/18 **.* *.** 21/02/18 ***.* *.**
Deutsche Bank AG (London Branch), 3.7% 30may2024, USD   USD 30/05/24 21/02/18 **.** *.** 21/02/18 **.*** *.**
Deutsche Bank AG (London Branch), 3.75% 5sep2021, EUR   EUR 09/05/21 21/02/18 ***.** * 21/02/18 ***.** *
Deutsche Bank AG (London Branch), 4.625% 25mar2020, NZD   NZD 25/03/20 21/02/18 ***.* *.** 21/02/18 *** *.**
Deutsche Bank AG (London Branch), 4.75% 3jul2027, USD   USD 03/07/27 21/02/18 **.** * 21/02/18 **.** *
Deutsche Bank AG (London Branch), 5% 28jul2025, USD   USD 28/07/25 21/02/18 **.* * 21/02/18 **.* *
Deutsche Bank AG (London Branch), 6.05% 27jun2019, ZAR   ZAR 27/06/19 21/02/18 **.** *.** 21/02/18 **.* *.**
Deutsche Bank AG (London Branch), 6.6% 15feb2025, USD   USD 15/02/25 21/02/18 **.* * 21/02/18 **.** *
Deutsche Bank AG (London Branch), FRN 1mar2019, IDR   IDR 01/03/19 21/02/18 **.** * 21/02/18 **.** *
Deutsche Bank AG (London Branch), FRN 20oct2022, USD   USD 20/10/22 21/02/18 **.** * 21/02/18 **.** *
Deutsche Bank AG (London Branch), FRN 22mar2018, IDR   IDR 22/03/18 21/02/18 **.* * 21/02/18 ***.* *
Deutsche Bank AG (London Branch), FRN 23may2023, USD   USD 23/05/23 21/02/18 **.**** * 21/02/18 **.**** *
Deutsche Bank AG (London Branch), FRN 8nov2020, EUR   EUR 08/11/20 21/02/18 **.** * 21/02/18 ***.* *
Deutsche Bank AG (London Branch), FRN 9mar2026, EUR   EUR 09/03/26 21/02/18 **.** * 21/02/18 **.** *
Diageo, 0% 17nov2020, EUR (1096D)   EUR 17/11/20 21/02/18 **.** *.** 21/02/18 **.** *.**
Diageo, 0.5% 19jun2024, EUR   EUR 19/06/24 21/02/18 **.** *.** 21/02/18 **.** *.**
Diageo, 1.125% 20may2019, EUR   EUR 20/05/19 21/02/18 ***.** -*.** 21/02/18 ***.** -*.**
Diageo, 1.125% 29apr2018, USD   USD 29/04/18 21/02/18 **.** *.** 21/02/18 **.** *.**
Diageo, 1.75% 23sep2024, EUR   EUR 23/09/24 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Diageo, 2.375% 20may2026, EUR   EUR 20/05/26 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Diageo, 2.625% 29apr2023, USD   USD 29/04/23 21/02/18 **.** *.** 21/02/18 **.** *.**
Diageo, 2.875% 11may2022, USD   USD 11/05/22 21/02/18 **.*** *.** 21/02/18 **.*** *.*
Diageo, 3.875% 29apr2043, USD   USD 29/04/43 21/02/18 **.*** *.** 21/02/18 ***.*** *.**
Diageo, 4.25% 11may2042, USD   USD 11/05/42 21/02/18 ***.** *.** 21/02/18 ***.*** *.**
Diageo, 4.828% 15jul2020, USD   USD 15/07/20 21/02/18 ***.*** *.** 21/02/18 ***.*** *.**
Diageo, 4.85% 15may2018, USD   USD 15/05/18 21/02/18 ***.*** *.** 21/02/18 ***.*** *.**
Diageo, 5.875% 30sep2036, USD   USD 30/09/36 21/02/18 ***.*** *.** 21/02/18 ***.** *.**
Diageo, 7.45% 15apr2035, USD   USD 15/04/35 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Diageo, 8.00% 15sep2022, USD   USD 15/09/22 21/02/18 ***.*** *.** 21/02/18 ***.*** *.**
Dignity, 4.6956% 31dec2049, GBP   GBP 31/12/49 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Direct Line Insurance Group, 9.25% 27apr2042, GBP   GBP 27/04/42 21/02/18 ***.* * 21/02/18 ***.** *
DS Smith, 1.375% 26jul2024, EUR   EUR 26/07/24 21/02/18 **.*** *.* 21/02/18 ***.** *.**
DS Smith, 2.25% 16sep2022, EUR   EUR 16/09/22 21/02/18 ***.*** *.** 21/02/18 ***.* *.**
DS Smith, 2.875% 26jul2029, GBP   GBP 26/07/29 21/02/18 **.** *.** 21/02/18 **.** *.**
Dwr Cymru, 2.5% 31mar2036, GBP   GBP 31/03/36 21/02/18 **.** *.** 21/02/18 **.** *.**
Dwr Cymru, 6.015% 31mar2028, GBP   GBP 31/03/28 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Dwr Cymru, 6.907% 31mar2021, GBP (ABS)   GBP 31/03/21 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Dwr Cymru, FRN 31mar2026, GBP (ABS)   GBP 31/03/26 21/02/18 ***.** * 21/02/18 ***.** *
Dwr Cymru, FRN 31mar2030, GBP (ABS)   GBP 31/03/30 21/02/18 ***.** * 21/02/18 ***.** *
East Finance, 5.486% 15jun2042, GBP   GBP 15/06/42 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Eastern Power Networks, 4.75% 30sep2021, GBP   GBP 30/09/21 21/02/18 ***.** *.** 21/02/18 ***.*** *.**
Eastern Power Networks, 5.5% 5jun2026, GBP   GBP 05/06/26 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Eastern Power Networks, 5.75% 8mar2024, GBP   GBP 08/03/24 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Eastern Power Networks, 6.25% 12nov2036, GBP   GBP 12/11/36 21/02/18 ***.** * 21/02/18 ***.** *
Eastern Power Networks, 8.5% 31mar2025, GBP   GBP 31/03/25 21/02/18 ***.** *.** 21/02/18 ***.* *.**
EasyJet, 1.125% 18oct2023, EUR   EUR 18/10/23 21/02/18 ***.** *.** 21/02/18 ***.** *.**
EasyJet, 1.75% 9feb2023, EUR   EUR 09/02/23 21/02/18 ***.** *.** 21/02/18 ***.*** *.*
EBRD, 0% 10feb2028, AUD (10957D)   AUD 10/02/28 21/02/18 **.* *.* 21/02/18 **.** *.**
EBRD, 0% 13jun2023, BRL (2862D)   BRL 13/06/23 21/02/18 **.** *.** 21/02/18 **.** *.**
EBRD, 0% 17jun2027, ZAR (10957D)   ZAR 17/06/27 21/02/18 **.** *.** 21/02/18 **.** *.**
EBRD, 0% 1feb2019, ARS (549D)   ARS 01/02/19 21/02/18 **.** **.** 21/02/18 **.** **.**
EBRD, 0% 22jan2026, RUR (3653D)   RUB 22/01/26 21/02/18 ** *.** 21/02/18 **.** *.**
EBRD, 0% 2aug2021, TRY (1461D)   TRY 02/08/21 21/02/18 **.** **.* 21/02/18 **.** **.**
EBRD, 0% 30dec2027, ZAR (11026D)   ZAR 30/12/27 21/02/18 **.*** *.** 21/02/18 **.*** *.**
EBRD, 0% 31dec2018, ZAR (7665D)   ZAR 31/12/18 21/02/18 **.** *.** 21/02/18 **.** *.**
EBRD, 0% 31dec2020, ZAR (8308D)   ZAR 31/12/20 21/02/18 **.** *.** 21/02/18 **.** *.**
EBRD, 0% 31dec2029, ZAR (11627D)   ZAR 31/12/29 21/02/18 **.*** *.** 21/02/18 **.* *.**
EBRD, 0% 4feb2048, ITL (18262D)   ITL 04/02/48 21/02/18 **.** *.** 21/02/18 **.** *.**
EBRD, 0% 7apr2027, ZAR (10957D)   ZAR 07/04/27 21/02/18 **.** *.** 21/02/18 **.** *.**
EBRD, 0.5% 1sep2023, AUD   AUD 01/09/23 21/02/18 **.** *.** 21/02/18 **.** *.*
EBRD, 0.5% 20dec2018, AUD   AUD 20/12/18 21/02/18 **.** *.** 21/02/18 ***.** -*.**
EBRD, 0.5% 21dec2023, AUD   AUD 21/12/23 21/02/18 **.** *.** 21/02/18 **.** *.**
EBRD, 0.5% 21nov2023, AUD   AUD 21/11/23 21/02/18 **.** *.** 21/02/18 **.** *.**
EBRD, 0.5% 22jun2020, BRL   BRL 22/06/20 21/02/18 **.** *.** 21/02/18 **.** *.**
EBRD, 0.5% 28jan2020, BRL   BRL 28/01/20 21/02/18 **.*** *.** 21/02/18 **.** *.*
EBRD, 0.875% 22jul2019, USD   USD 22/07/19 21/02/18 ** *.** 21/02/18 **.** *.*
EBRD, 1% 15jun2018, USD   USD 15/06/18 21/02/18 **.** *.** 21/02/18 **.** *.**
EBRD, 1% 17sep2018, USD   USD 17/09/18 21/02/18 **.** *.** 21/02/18 **.** *.**
EBRD, 1% 19mar2018, USD   USD 19/03/18 21/02/18 **.** *.** 21/02/18 **.** *.**
EBRD, 1.125% 24aug2020, USD   USD 24/08/20 21/02/18 **.** *.** 21/02/18 **.** *.**
EBRD, 1.375% 15sep2021, USD   USD 15/09/21 21/02/18 **.* *.* 21/02/18 **.** *.**
EBRD, 1.45% 3mar2025, USD   USD 03/03/25 21/02/18 ** *.** 21/02/18 **.** *.**
EBRD, 1.5% 16mar2020, USD   USD 16/03/20 21/02/18 **.** *.* 21/02/18 **.** *.**
EBRD, 1.5% 2nov2021, USD   USD 02/11/21 21/02/18 **.** *.* 21/02/18 **.** *.**
EBRD, 1.625% 10apr2018, USD   USD 10/04/18 21/02/18 **.** *.** 21/02/18 ***.** *.**
EBRD, 1.625% 15nov2018, USD   USD 15/11/18 21/02/18 **.** *.** 21/02/18 **.*** *.*
EBRD, 1.625% 5may2020, USD   USD 05/05/20 21/02/18 **.** *.** 21/02/18 **.** *.**
EBRD, 1.75% 14jun2019, USD   USD 14/06/19 21/02/18 **.** *.** 21/02/18 **.** *.**
EBRD, 1.75% 26nov2019, USD   USD 26/11/19 21/02/18 **.** *.** 21/02/18 **.** *.**
EBRD, 1.875% 15jul2021, USD   USD 15/07/21 21/02/18 **.** *.** 21/02/18 **.** *.**
EBRD, 1.875% 17dec2018, GBP   GBP 17/12/18 21/02/18 ***.** *.* 21/02/18 ***.** *.**
EBRD, 1.875% 23feb2022, USD   USD 23/02/22 21/02/18 **.** *.** 21/02/18 **.** *.**
EBRD, 10% 13oct2021, TRY   TRY 13/10/21 21/02/18 **.** **.** 21/02/18 **.** **.**
EBRD, 10% 16nov2018, IDR   IDR 16/11/18 21/02/18 ***.** *.** 21/02/18 ***.** *.**
EBRD, 10% 4dec2018, ITL   ITL 04/12/18 21/02/18 ***.* * 21/02/18 ***.* *
EBRD, 10% 5nov2018, ITL (Structured)   ITL 05/11/18 21/02/18 **.** * 21/02/18 *** *
EBRD, 10% 9nov2018, USD   USD 09/11/18 21/02/18 ***.** *.** 21/02/18 ***.** *.**
EBRD, 11% 28sep2018, TRY   TRY 28/09/18 21/02/18 **.** **.** 21/02/18 **.** **.**
EBRD, 11.25% 5feb2019, RON   RON 05/02/19 21/02/18 ***.**** *.* 21/02/18 ***.**** *.**
EBRD, 12% 19feb2019, EUR   EUR 19/02/19 21/02/18 ***.*** * 21/02/18 ***.**** *
EBRD, 12% 5mar2024, EUR   EUR 05/03/24 21/02/18 ***.** -*.** 21/02/18 ***.* -*.*
EBRD, 2% 1feb2021, USD   USD 01/02/21 21/02/18 **.** *.** 21/02/18 **.** *.**
EBRD, 2.125% 7mar2022, USD   USD 07/03/22 21/02/18 **.** *.** 21/02/18 **.** *.**
EBRD, 2.746% 17jul2024, GBP   GBP 17/07/24 21/02/18 ***.*** * 21/02/18 ***.*** *
EBRD, 20% 24oct2018, ARS   ARS 24/10/18 21/02/18 **.** **.* 21/02/18 **.** **.**
EBRD, 4% 30apr2019, BRL   BRL 30/04/19 21/02/18 **.** *.** 21/02/18 **.** *.**
EBRD, 4.16% 14jun2018, IDR   IDR 14/06/18 21/02/18 **.** *.** 21/02/18 **.** *.**
EBRD, 4.5% 18dec2018, MXN   MXN 18/12/18 21/02/18 **.** *.** 21/02/18 **.** *.*
EBRD, 5% 14jun2021, INR   INR 14/06/21 21/02/18 **.* *.** 21/02/18 **.** *.**
EBRD, 5% 22jul2025, EUR   EUR 22/07/25 21/02/18 ***.** * 21/02/18 ***.** *
EBRD, 5.08% 15dec2025, MXN   MXN 15/12/25 21/02/18 **.** *.** 21/02/18 *
EBRD, 5.125% 7jun2032, GBP   GBP 07/06/32 21/02/18 ***.** *.** 21/02/18 ***.** *.**
EBRD, 5.25% 6dec2018, TRY   TRY 06/12/18 21/02/18 **.** **.** 21/02/18 **.** **.**
EBRD, 5.6% 30jan2025, IDR   IDR 30/01/25 21/02/18 **.** *.** 21/02/18 **.** *.**
EBRD, 5.625% 7dec2028, GBP   GBP 07/12/28 21/02/18 ***.** * 21/02/18 ***.** *.**
EBRD, 5.75% 19mar2018, INR   INR 19/03/18 21/02/18 **.** *.* 21/02/18 **.* *.**
EBRD, 6% 24jul2023, RUR   RUB 24/07/23 21/02/18 ***.* *.** 21/02/18 ***.** *.*
EBRD, 6% 4may2020, INR   INR 04/05/20 21/02/18 **.** *.* 21/02/18 **.** *.**
EBRD, 6% 7feb2023, INR   INR 07/02/23 21/02/18 **.** *.** 21/02/18 **.** *.**
EBRD, 6.125% 30mar2020, INR   INR 30/03/20 21/02/18 **.** *.** 21/02/18 ***.** *.**
EBRD, 6.25% 25jul2022, IDR   IDR 25/07/22 21/02/18 ***.** *.** 21/02/18 ***.** *.**
EBRD, 6.75% 13jul2018, RUB   RUB 13/07/18 21/02/18 ***.** *.** 21/02/18 ***.*** *.**
EBRD, 7.25% 20dec2018, RUR   RUB 20/12/18 21/02/18 **.** *.** 21/02/18 *
EBRD, 7.375% 15apr2019, IDR   IDR 15/04/19 21/02/18 ***.** *.** 21/02/18 ***.* *.**
EBRD, 7.5% 29nov2019, RUR   RUB 29/11/19 21/02/18 ***.** *.** 21/02/18 ***.** *.*
EBRD, 7.83% 30nov2018, RUR   RUB 30/11/18 21/02/18 **.** *.** 21/02/18 *
EBRD, 8% 11oct2018, TRY   TRY 11/10/18 21/02/18 ** **.** 21/02/18 **.** **.*
EBRD, 8% 26apr2018, RUR   RUB 26/04/18 21/02/18 ***.** *.** 21/02/18 ***.** *.**
EBRD, 8.75% 10jul2018, RUR   RUB 10/07/18 21/02/18 **.** **.** 21/02/18 *
EBRD, 9.25% 2dec2020, IDR   IDR 02/12/20 21/02/18 ***.** *.** 21/02/18 ***.** *.**
EBRD, FRN 10jan2020, USD   USD 10/01/20 21/02/18 ***.** * 21/02/18 ***.** *
EBRD, FRN 19nov2020, USD   USD 19/11/20 21/02/18 **.** * 21/02/18 **.** *
EBRD, FRN 23mar2020, USD   USD 23/03/20 21/02/18 **.** * 21/02/18 ***.** *
EE Limited, 3.25% 3aug2018, EUR   EUR 03/08/18 21/02/18 ***.** -*.** 21/02/18 ***.*** -*.**
EE Limited, 4.375% 28mar2019, GBP   GBP 28/03/19 21/02/18 ***.* *.** 21/02/18 ***.*** *.**
Ei Group, 5.659% 30jun2027, GBP   GBP 30/06/27 21/02/18 ***.** *.** 21/02/18 ***.** *.*
Ei Group, 6% 6oct2023, GBP   GBP 06/10/23 21/02/18 ***.** *.** 21/02/18 ***.* *.**
Ei Group, 6.375% 15feb2022, GBP   GBP 15/02/22 21/02/18 ***.* *.** 21/02/18 ***.** *.**
Ei Group, 6.375% 26sep2031, GBP (ABS)   GBP 26/09/31 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Ei Group, 6.464% 30mar2032, GBP   GBP 30/03/32 21/02/18 **.** *.* 21/02/18 ** *.**
Ei Group, 6.5% 6dec2018, GBP (ABS)   GBP 06/12/18 21/02/18 ***.** *.** 21/02/18 ***.* *.**
Ei Group, 6.875% 15feb2021, GBP (ABS)   GBP 15/02/21 21/02/18 ***.* *.** 21/02/18 ***.* *.**
Ei Group, 6.875% 9may2025, GBP (ABS)   GBP 09/05/25 21/02/18 ***.** *.** 21/02/18 ***.**** *.**
Ei Group, 7.395% 30mar2024, GBP   GBP 28/03/24 21/02/18 ***.** *.** 21/02/18 ***.* *.**
Electricity North West, 8.875% 25mar2026, GBP   GBP 25/03/26 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Elli Investments, 8.75% 15jun2019, GBP   GBP 15/06/19 21/02/18 **.* **.** 21/02/18 **.* *.**
EnQuest, 5.5% 15apr2022, GBP   GBP 15/04/22 21/02/18 ** * 21/02/18 ** *
Enterprise Oil, 7% 1may2018, USD   USD 01/05/18 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Equity Release Funding, 5.05% 26apr2033, GBP (ABS)   GBP 26/04/33 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Equity Release Funding, 5.7% 26feb2031, GBP (ABS)   GBP 26/02/31 21/02/18 ***.**** *.** 21/02/18 ***.**** *.*
Equity Release Funding, 5.88% 26may2032, GBP (ABS)   GBP 26/05/32 21/02/18 ***.**** *.** 21/02/18 ***.**** *.*
Esure Group, 6.75% 19dec2024, GBP   GBP 19/12/24 21/02/18 ***.*** *.** 21/02/18 ***.**** *.**
Europcar International, 2.375% 15nov2022, EUR   EUR 15/11/22 21/02/18 ***.* *.** 21/02/18 ***.** *.**
Eversholt Funding, 3.529% 7aug2042, GBP   GBP 07/08/42 21/02/18 **.** *.** 21/02/18 **.** *.**
Eversholt Funding, 5.831% 2dec2020, GBP   GBP 02/12/20 21/02/18 ***.** *.** 21/02/18 ***.**** *.**
Eversholt Funding, 6.359% 2dec2025, GBP   GBP 02/12/25 21/02/18 ***.**** *.** 21/02/18 ***.*** *.**
Eversholt Funding, 6.697% 22feb2035, GBP   GBP 22/02/35 21/02/18 ***.* *.** 21/02/18 ***.** *.**
Exchequer Partnership, 5.396% 13jul2036, GBP (ABS)   GBP 13/07/36 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Fairfax, 7.75% 15jul2037, USD   USD 15/07/37 21/02/18 ***.*** *.** 21/02/18 ***.*** *.**
FCE Bank, 0.869% 13sep2021, EUR   EUR 13/09/21 21/02/18 ***.** *.* 21/02/18 ***.** *.**
FCE Bank, 1.114% 13may2020, EUR   EUR 13/05/20 21/02/18 ***.** *.* 21/02/18 ***.* *.**
FCE Bank, 1.134% 10feb2022, EUR   EUR 10/02/22 21/02/18 ***.** *.** 21/02/18 ***.** *.**
FCE Bank, 1.528% 9nov2020, EUR   EUR 09/11/20 21/02/18 ***.** *.** 21/02/18 ***.** *.**
FCE Bank, 1.615% 11may2023, EUR   EUR 11/05/23 21/02/18 ***.** *.** 21/02/18 ***.* *.**
FCE Bank, 1.66% 11feb2021, EUR   EUR 11/02/21 21/02/18 ***.** *.** 21/02/18 ***.** *.**
FCE Bank, 1.75% 21may2018, EUR   EUR 21/05/18 21/02/18 ***.*** -*.** 21/02/18 ***.* -*.**
FCE Bank, 1.875% 18apr2019, EUR   EUR 18/04/19 21/02/18 ***.** -*.** 21/02/18 ***.** -*.**
FCE Bank, 1.875% 24jun2021, EUR   EUR 24/06/21 21/02/18 ***.** *.** 21/02/18 ***.** *.**
FCE Bank, 2.625% 20nov2018, GBP   GBP 20/11/18 21/02/18 ***.* *.** 21/02/18 ***.* *
FCE Bank, 2.727% 3jun2022, GBP   GBP 03/06/22 21/02/18 ***.** *.* 21/02/18 ***.** *.**
FCE Bank, 2.759% 13nov2019, GBP   GBP 13/11/19 21/02/18 ***.** *.** 21/02/18 ***.** *.**
FCE Bank, 3.25% 19nov2020, GBP   GBP 19/11/20 21/02/18 ***.* *.** 21/02/18 ***.* *.**
FCE Bank, FRN 11aug2018, EUR   EUR 11/08/18 21/02/18 ***.** * 21/02/18 ***.** *
FCE Bank, FRN 17sep2019, EUR   EUR 17/09/19 21/02/18 ***.** * 21/02/18 ***.*** *
FCE Bank, FRN 26aug2020, EUR   EUR 26/08/20 21/02/18 ***.** * 21/02/18 ***.** *
First Flexible, FRN 15sep2033, GBP (ABS)   GBP 15/09/33 21/02/18 **.*** * 21/02/18 **.*** *
First Flexible, FRN 15sep2033, GBP (ABS)   GBP 15/09/33 21/02/18 **.*** * 21/02/18 **.*** *
First Flexible, FRN 15sep2033, GBP (ABS)   GBP 15/09/33 21/02/18 **.**** * 21/02/18 **.**** *
First Flexible, FRN 1dec2035, GBP (ABS)   GBP 01/12/35 21/02/18 **.*** * 21/02/18 **.*** *
First Flexible, FRN 1jun2034, GBP (ABS)   GBP 01/06/34 21/02/18 ***.**** * 21/02/18 ***.**** *
First Flexible, FRN 1jun2034, GBP (ABS)   GBP 01/06/34 21/02/18 **.**** * 21/02/18 ***.**** *
First Hydro, 9% 31jul2021, GBP (ABS)   GBP 31/07/21 21/02/18 ***.*** *.** 21/02/18 ***.** *.**
Firstgroup, 6.125% 18jan2019, GBP   GBP 18/01/19 21/02/18 ***.*** *.** 21/02/18 ***.*** *.**
Firstgroup, 6.875% 18sep2024, GBP   GBP 18/09/24 21/02/18 ***.** * 21/02/18 ***.** *
Firstgroup, 8.125% 19sep2018, GBP   GBP 19/09/18 21/02/18 ***.*** *.** 21/02/18 ***.*** *.**
Firstgroup, 8.75% 8apr2021, GBP   GBP 08/04/21 21/02/18 ***.** *.** 21/02/18 ***.*** *.**
Friends Life Group, 12% 21may2021, GBP   GBP 21/05/21 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Friends Life Group, 7.875% perp., USD   USD 21/02/18 ***.** * 21/02/18 ***.** *
Friends Life Group, 8.25% 21apr2022, GBP   GBP 21/04/22 21/02/18 ***.** *.* 21/02/18 ***.** *.*
G4S, 1.5% 2jun2024, EUR   EUR 02/06/24 21/02/18 ***.** *.** 21/02/18 ***.** *.**
G4S, 1.5% 9jan2023, EUR   EUR 09/01/23 21/02/18 ***.*** *.** 21/02/18 ***.** *.**
G4S, 2.625% 6dec2018, EUR   EUR 06/12/18 21/02/18 ***.** * 21/02/18 ***.*** *
G4S, 7.75% 13may2019, GBP   GBP 13/05/19 21/02/18 ***.** * 21/02/18 ***.** *
Gatwick Airport, 2.625% 7oct2046, GBP   GBP 07/10/46 21/02/18 **.** *.** 21/02/18 **.** *.**
Gatwick Airport, 3.25% 26feb2048, GBP   GBP 26/02/48 21/02/18 **.** *.** 21/02/18 **.** *.**
Gatwick Airport, 4.625% 27mar2034, GBP (ABS)   GBP 27/03/34 21/02/18 ***.** *.** 21/02/18 ***.* *.**
Gatwick Airport, 5.25% 23jan2024, GBP (ABS)   GBP 23/01/24 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Gatwick Airport, 6.125% 2mar2026, GBP (ABS)   GBP 02/03/26 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Gatwick Airport, 6.5% 2mar2041, GBP   GBP 02/03/41 21/02/18 ***.** *.** 21/02/18 ***.** *.**
GenFinance, 6.064% 21dec2039, GBP   GBP 21/12/39 21/02/18 ***.*** *.** 21/02/18 ***.**** *.**
GESB, 8.35% 15nov2018, GBP   GBP 15/11/18 21/02/18 ***.*** *.** 21/02/18 ***.*** *.**
GKN Holdings, 3.375% 12may2032, GBP   GBP 12/05/32 21/02/18 **.** *.** 21/02/18 ***.** *.**
GKN Holdings, 5.375% 19sep2022, GBP   GBP 19/09/22 21/02/18 ***.** *.** 21/02/18 ***.** *.**
GKN Holdings, 6.75% 28oct2019, GBP   GBP 28/10/19 21/02/18 ***.* *.** 21/02/18 ***.** *.**
Glaxosmithkline, 0% 12sep2020, EUR (1096D)   EUR 12/09/20 21/02/18 **.** *.** 21/02/18 ***.** -*.**
Glaxosmithkline, 0.625% 2dec2019, EUR   EUR 02/12/19 21/02/18 ***.** -*.** 21/02/18 ***.** -*.**
Glaxosmithkline, 1% 12sep2026, EUR   EUR 12/09/26 21/02/18 **.** *.** 21/02/18 **.** *.**
Glaxosmithkline, 1.375% 12sep2029, EUR   EUR 12/09/29 21/02/18 **.** *.** 21/02/18 **.** *.*
Glaxosmithkline, 1.375% 2dec2024, EUR   EUR 02/12/24 21/02/18 ***.** *.** 21/02/18 ***.*** *.**
Glaxosmithkline, 2.8% 18mar2023, USD   USD 18/03/23 21/02/18 **.** *.* 21/02/18 **.** *.*
Glaxosmithkline, 2.85% 8may2022, USD   USD 08/05/22 21/02/18 **.** *.** 21/02/18 **.*** *.**
Glaxosmithkline, 3.375% 20dec2027, GBP   GBP 20/12/27 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Glaxosmithkline, 4% 16jun2025, EUR   EUR 16/06/25 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Glaxosmithkline, 4.2% 18mar2043, USD   USD 18/03/43 21/02/18 ***.*** *.** 21/02/18 ***.** *.*
Glaxosmithkline, 4.25% 18dec2045, GBP   GBP 18/12/45 21/02/18 ***.** *.** 21/02/18 ***.* *.**
Glaxosmithkline, 5.25% 10apr2042, GBP   GBP 10/04/42 21/02/18 ***.* *.** 21/02/18 ***.* *.**
Glaxosmithkline, 5.25% 19dec2033, GBP   GBP 19/12/33 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Glaxosmithkline, 5.375% 15apr2034, USD   USD 15/04/34 21/02/18 ***.*** *.** 21/02/18 ***.** *.**
Glaxosmithkline, 5.65% 15may2018, USD   USD 15/05/18 21/02/18 ***.** *.** 21/02/18 ***.*** *.**
Glaxosmithkline, 6.375% 15may2038, USD   USD 15/05/38 21/02/18 ***.* *.** 21/02/18 ***.** *.**
Glaxosmithkline, 6.375% 9mar2039, GBP   GBP 09/03/39 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Global Switch Holdings, 1.5% 31jan2024, EUR   EUR 31/01/24 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Global Switch Holdings, 2.25% 31may2027, EUR   EUR 31/05/27 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Global Switch Holdings, 4.375% 13dec2022, GBP   GBP 13/12/22 21/02/18 ***.*** * 21/02/18 ***.**** *.*
Global Switch Holdings, 5.5% 18apr2018, EUR   EUR 18/04/18 21/02/18 ***.** *.** 21/02/18 ***.** -*.**
Goldman Sachs International, 0% 14nov2019, USD (731D)   USD 14/11/19 21/02/18 **.* * 21/02/18 **.** *
Goldman Sachs International, 0% 28oct2020, USD (1827D)   USD 28/10/20 21/02/18 ***.** -*.** 21/02/18 ***.** -*.**
Goldman Sachs International, 0% 28oct2020, USD (1827D)   USD 28/10/20 21/02/18 ***.** -*.** 21/02/18 ***.** -*.*
Goldman Sachs International, 0% 3oct2036, MXN (7305D)   MXN 03/10/36 21/02/18 **.** *.** 21/02/18 **.** *.**
Goldman Sachs International, 1.75% 29may2024, EUR   EUR 29/05/24 21/02/18 ***.* *.* 21/02/18 ***.* *.*
Goldman Sachs International, 2% 8apr2025, EUR   EUR 08/04/25 21/02/18 *** *.** 21/02/18 *** *.**
Goldman Sachs International, 2.5% 31mar2020, EUR   EUR 31/03/20 21/02/18 ***.** * 21/02/18 ***.** *
Goldman Sachs International, 3.5% 8feb2025, USD   USD 08/02/25 21/02/18 **.* * 21/02/18 **.* *
Goldman Sachs International, 3.75% 29oct2021, EUR   EUR 29/10/21 21/02/18 **.* * 21/02/18 **.* *
Goldman Sachs International, 6.25% 17mar2020, MXN   MXN 17/03/20 21/02/18 **.** *.** 21/02/18 **.** *.**
Goldman Sachs International, FRN 14dec2020, EUR   EUR 14/12/20 21/02/18 ***.* * 21/02/18 ***.* *
Goldman Sachs International, FRN 17aug2018, EUR   EUR 17/08/18 21/02/18 ***.* * 21/02/18 ***.* *
Goldman Sachs International, FRN 19sep2018, EUR   EUR 19/09/18 21/02/18 ***.** * 21/02/18 ***.* *
Goldman Sachs International, FRN 21dec2018, EUR   EUR 21/12/18 21/02/18 ***.** * 21/02/18 ***.** *
Goldman Sachs International, FRN 25feb2020, EUR   EUR 25/02/20 21/02/18 ***.* * 21/02/18 ***.* *
Goldman Sachs International, FRN 31may2019, EUR   EUR 31/05/19 21/02/18 ***.** * 21/02/18 ***.** *
Goodyear Dunlop Tires Europe, 3.75% 15dec2023, EUR   EUR 15/12/23 21/02/18 ***.** *.** 21/02/18 *** *.**
Grainer PLC, 5% 16dec2020, GBP   GBP 16/12/20 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Great Hall Mortgages, FRN 18jun2038, EUR (ABS)   EUR 18/06/38 21/02/18 **.**** * 21/02/18 **.**** *
Great Hall Mortgages, FRN 18jun2038, GBP (ABS)   GBP 18/06/38 21/02/18 **.**** * 21/02/18 **.**** *
Great Hall Mortgages, FRN 18mar2039, GBP (ABS)   GBP 18/03/39 21/02/18 **.*** * 21/02/18 **.**** *
Great Places Housing Group, 4.75% 22oct2042, GBP (ABS)   GBP 22/10/42 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Greater Gabbard OFTO, 4.137% 2032, GBP (ABS)   GBP 29/11/32 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Greene King Finance, 4.0643% 15mar2035, GBP   GBP 15/03/35 21/02/18 ***.* *.** 21/02/18 ***.** *.**
Greene King Finance, 5.106% 15mar2034, GBP   GBP 15/03/34 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Greene King Finance, 5.318% 15sep2031, GBP   GBP 15/09/31 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Greene King Finance, 5.702% 15dec2034, GBP   GBP 15/12/34 21/02/18 **.**** * 21/02/18 **.**** *
Greenko Group, 4.875% 16aug2023, USD   USD 16/08/23 21/02/18 **.* *.** 21/02/18 **.* *.**
Greensands, 8.5% 15apr2019, GBP (ABS)   GBP 15/04/19 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Guardian Royal Exchange, 6.625% 21aug2023, GBP   GBP 21/08/23 21/02/18 ***.** *.** 21/02/18 ***.*** *
Gwynt y Mor OFTO, 2.778% 17feb2034, GBP   GBP 17/02/34 21/02/18 ***.*** *.* 21/02/18 ***.**** *.**
H.J. Heinz Finance, 6.25% 18feb2030, GBP   GBP 18/02/30 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Halifax, 9.375% 15may2021, GBP   GBP 15/05/21 21/02/18 ***.* *.** 21/02/18 ***.*** *.**
Hammerson, 1.75% 15mar2023, EUR   EUR 15/03/23 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Hammerson, 2% 1jul2022, EUR   EUR 01/07/22 21/02/18 ***.** *.** 21/02/18 ***.* *.**
Hammerson, 2.75% 26sep2019, EUR   EUR 26/09/19 21/02/18 ***.** -*.** 21/02/18 ***.** -*.**
Hammerson, 3.5% 27oct2025, GBP   GBP 27/10/25 21/02/18 ***.** *.** 21/02/18 ***.** *.*
Hammerson, 6% 23feb2026, GBP   GBP 23/02/26 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Hammerson, 7.25% 21apr2028, GBP   GBP 21/04/28 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Haven Funding, 7% 30nov2032, GBP   GBP 30/11/32 21/02/18 ***.**** *.* 21/02/18 ***.**** *.**
Haven Funding, 8.125% 30sep2037, GBP   GBP 30/09/37 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
HBOS, 4.5% 18mar2030, EUR   EUR 18/03/30 21/02/18 ***.** * 21/02/18 ***.** *
HBOS, 5.374% 30jun2021, EUR   EUR 30/06/21 21/02/18 ***.** *.** 21/02/18 ***.** *.**
HBOS, 6% 1nov2033, USD   USD 01/11/33 21/02/18 ***.** *.** 21/02/18 ***.** *.**
HBOS, 6.461% perp., GBP   GBP 21/02/18 ***.** * 21/02/18 ***.* *
HBOS, 6.75% 21may2018, USD   USD 21/05/18 21/02/18 ***.** *.** 21/02/18 ***.** *
HBOS, 6.85% perp., USD   USD 21/02/18 ***.** * 21/02/18 ***.* *
HBOS, 9.54% perp., GBP   GBP 21/02/18 ** * 21/02/18 *** *
Heathrow Airport Holdings, 0.5% 17may2024, CHF   CHF 17/05/24 21/02/18 ***.** *.** 21/02/18 ***.* *.**
Heathrow Airport Holdings, 1.5% 11feb2030, EUR (ABS)   EUR 11/02/30 21/02/18 **.** *.** 21/02/18 **.** *.**
Heathrow Airport Holdings, 1.875% 12jul2034, EUR   EUR 12/07/34 21/02/18 ***.** * 21/02/18 ***.*** *
Heathrow Airport Holdings, 1.875% 23may2022, EUR   EUR 23/05/22 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Heathrow Airport Holdings, 3.875% 1mar2027, GBP   GBP 01/03/27 21/02/18 ** *.** 21/02/18 **.** *.**
Heathrow Airport Holdings, 4.221% 6aug2026, GBP   GBP 06/08/26 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Heathrow Airport Holdings, 4.625% 31oct2046, GBP   GBP 31/10/46 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Heathrow Airport Holdings, 5.225% 15feb2023, GBP   GBP 15/02/23 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Heathrow Airport Holdings, 5.375% 2sep2019, GBP   GBP 01/09/19 21/02/18 ***.*********** *.* 21/02/18 ***.*********** *.**
Heathrow Airport Holdings, 5.75% 3mar2025, GBP   GBP 03/03/25 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Heathrow Airport Holdings, 5.875% 13may2041, GBP   GBP 13/05/41 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Heathrow Airport Holdings, 6% 20mar2020, GBP   GBP 20/03/20 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Heathrow Airport Holdings, 6.25% 10sep2018, GBP   GBP 10/09/18 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Heathrow Airport Holdings, 6.45% 10dec2033, GBP   GBP 10/12/31 21/02/18 *** *.** 21/02/18 *** *.**
Heathrow Airport Holdings, 6.75% 3dec2026, GBP   GBP 03/12/26 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Heathrow Airport Holdings, 7.075% 4aug2028, GBP   GBP 04/08/28 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Heathrow Airport Holdings, 7.125% 14feb2024, GBP   GBP 14/02/24 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Heathrow Airport Holdings, 9.2% 29mar2021, GBP   GBP 29/03/21 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Heathrow SP, 2.75% 9aug2049, GBP   GBP 09/08/49 21/02/18 **.** *.** 21/02/18 **.* *.**
Helical Bar, 6% 24jun2020, GBP   GBP 24/06/20 21/02/18 ***.* *.* 21/02/18 ***.** *.*
High Speed Rail Finance, 4.375% 1nov2038, GBP   GBP 01/11/38 21/02/18 ***.**** *.* 21/02/18 ***.**** *.**
Highland Acquisitions, FRN 15sep2020, GBP (ABS)   GBP 15/09/20 21/02/18 ** * 21/02/18 **.*** *
Hiscox, 6.125% 24nov2045, GBP   GBP 24/11/45 21/02/18 ***.** * 21/02/18 ***.** *
Housing & Care 21, 3.288% 8nov2049, GBP   GBP 08/11/49 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Housing Association Funding, 8.25% 7jun2027, GBP (ABS)   GBP 07/06/27 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
HSBC, 0% 10mar2021, GBP (1827D)   GBP 10/03/21 21/02/18 ***.** * 21/02/18 ***.** *
HSBC, 0% 25jan2026, AUD (7320D)   AUD 25/01/26 21/02/18 **.**** *.** 21/02/18 **.**** *.**
HSBC, 0% 30jan2032, USD (7318D)   USD 30/01/32 21/02/18 **.**** *.** 21/02/18 **.**** *.**
HSBC, 0% 31jul2023, EUR (4385D)   EUR 31/07/23 21/02/18 ***.** -*.** 21/02/18 *
HSBC, 1.5% 15may2018, USD   USD 15/05/18 21/02/18 **.*** *.** 21/02/18 **.*** *.**
HSBC, 10.176% perp., USD   USD 21/02/18 ***.** * 21/02/18 ***.* *
HSBC, 3% 30jun2025, EUR   EUR 30/06/25 21/02/18 ***.** *.** 21/02/18 ***.** *.**
HSBC, 3.375% 10jan2024, EUR   EUR 10/01/24 21/02/18 ***.** *.** 21/02/18 ***.** *.**
HSBC, 3.4% 8mar2021, USD   USD 08/03/21 21/02/18 ***.** *.** 21/02/18 ***.** *.*
HSBC, 3.875% 24oct2018, EUR   EUR 24/10/18 21/02/18 ***.** -*.** 21/02/18 ***.** -*.*
HSBC, 4% 15jan2021, EUR   EUR 15/01/21 21/02/18 ***.** *.** 21/02/18 ***.** *.**
HSBC, 4% 30mar2022, USD   USD 30/03/22 21/02/18 ***.* *.** 21/02/18 ***.*** *.**
HSBC, 4.125% 12aug2020, USD   USD 12/08/20 21/02/18 ***.** *.** 21/02/18 ***.** *.**
HSBC, 4.25% 14mar2024, USD   USD 14/03/24 21/02/18 ***.** *.** 21/02/18 ***.** *
HSBC, 4.3% 8mar2026, USD   USD 08/03/26 21/02/18 ***.** *.** 21/02/18 ***.*** *.**
HSBC, 4.75% 19jan2021, USD   USD 19/01/21 21/02/18 ***.** *.** 21/02/18 ***.** *.**
HSBC, 4.75% 24mar2046, GBP   GBP 24/03/46 21/02/18 ***.** *.* 21/02/18 ***.** *.*
HSBC, 4.875% 14jan2022, USD   USD 14/01/22 21/02/18 ***.** *.** 21/02/18 ***.** *.**
HSBC, 5% 20mar2023, GBP   GBP 20/03/23 21/02/18 ***.** * 21/02/18 ***.** *
HSBC, 5.1% 5apr2021, USD   USD 05/04/21 21/02/18 ***.*** *.** 21/02/18 ***.*** *.**
HSBC, 5.25% 14mar2044, USD   USD 14/03/44 21/02/18 ***.** *.* 21/02/18 ***.** *.**
HSBC, 5.25% perp., EUR   EUR 21/02/18 ***.** * 21/02/18 ***.* *
HSBC, 5.375% 22aug2033, GBP   GBP 22/08/33 21/02/18 ***.** *.** 21/02/18 ***.** *.**
HSBC, 5.375% 4nov2030, GBP   GBP 04/11/30 21/02/18 ***.** * 21/02/18 ***.** *
HSBC, 5.625% perp., USD   USD 21/02/18 ***.** * 21/02/18 ***.* *
HSBC, 5.75% 20dec2027, GBP   GBP 20/12/27 21/02/18 *** *.** 21/02/18 *** *.**
HSBC, 5.844% 30nov2048, GBP   GBP 30/11/48 21/02/18 ***.**** * 21/02/18 ***.**** *
HSBC, 5.844% perp., GBP   GBP 21/02/18 ***.** * 21/02/18 ***.** *
HSBC, 5.862% perp., GBP   GBP 21/02/18 *** * 21/02/18 ***.** *
HSBC, 6% 10jun2019, EUR   EUR 10/06/19 21/02/18 ***.** *.** 21/02/18 ***.** -*.**
HSBC, 6% 29mar2040, GBP   GBP 29/03/40 21/02/18 ***.** *.** 21/02/18 ***.** *.**
HSBC, 6.1% 14jan2042, USD   USD 14/01/42 21/02/18 ***.** *.** 21/02/18 ***.*** *.**
HSBC, 6.25% 19aug2019, GBP   GBP 19/08/19 21/02/18 ***.** *.** 21/02/18 ***.** *.**
HSBC, 6.25% 19mar2018, EUR   EUR 19/03/18 21/02/18 ***.** *.** 21/02/18 ***.** *.*
HSBC, 6.25% 30jan2041, GBP   GBP 30/01/41 21/02/18 *** *.* 21/02/18 ***.** *.**
HSBC, 6.375% perp., USD   USD 21/02/18 ***.** * 21/02/18 ***.** *
HSBC, 6.5% 15sep2037, USD   USD 15/09/37 21/02/18 ***.* *.** 21/02/18 ***.** *.**
HSBC, 6.5% 20may2024, GBP   GBP 20/05/24 21/02/18 ***.** *.** 21/02/18 ***.** *.**
HSBC, 6.5% 2may2036, USD   USD 02/05/36 21/02/18 ***.** *.** 21/02/18 ***.** *.**
HSBC, 6.5% 7jul2023, GBP   GBP 07/07/23 21/02/18 ***.** *.** 21/02/18 *** *.*
HSBC, 6.75% 11sep2028, GBP   GBP 11/09/28 21/02/18 ***.* *.* 21/02/18 ***.** *.**
HSBC, 6.8% 1jun2038, USD   USD 01/06/38 21/02/18 ***.*** *.** 21/02/18 ***.*** *.**
HSBC, 7% 7apr2038, GBP   GBP 07/04/38 21/02/18 ***.** *.** 21/02/18 *** *.**
HSBC, 7.625% 17may2032, USD   USD 17/05/32 21/02/18 ***.*** *.* 21/02/18 ***.*** *.**
HSBC, FRN 11feb2021, USD   USD 11/02/21 21/02/18 ***.**** * 21/02/18 ***.**** *
HSBC, FRN 8mar2021, USD   USD 08/03/21 21/02/18 ***.** * 21/02/18 ***.** *
HSBC, FRN perp., USD   USD 21/02/18 **.** * 21/02/18 **.** *
HSBC, FRN perp., USD   USD 21/02/18 **.** * 21/02/18 **.** *
HSBC Holdings plc, 0.875% 6sep2024, EUR   EUR 06/09/24 21/02/18 **.** *.** 21/02/18 **.** *.**
HSBC Holdings plc, 1.5% 15mar2022, EUR   EUR 15/03/22 21/02/18 ***.** *.** 21/02/18 ***.** *.**
HSBC Holdings plc, 2.256% 13nov2026, GBP   GBP 13/11/26 21/02/18 **.** * 21/02/18 **.** *
HSBC Holdings plc, 2.5% 15mar2027, EUR   EUR 15/03/27 21/02/18 ***.** *.** 21/02/18 ***.** *.*
HSBC Holdings plc, 2.625% 16aug2028, GBP   GBP 16/08/28 21/02/18 **.** *.** 21/02/18 **.** *.**
HSBC Holdings plc, 2.65% 5jan2022, USD   USD 05/01/22 21/02/18 **.** *.** 21/02/18 **.*** *.**
HSBC Holdings plc, 2.95% 25may2021, USD   USD 25/05/21 21/02/18 **.** *.** 21/02/18 **.*** *.**
HSBC Holdings plc, 3.033% 22nov2023, USD   USD 22/11/23 21/02/18 **.** * 21/02/18 **.** *
HSBC Holdings plc, 3.125% 7jun2028, EUR   EUR 07/06/28 21/02/18 ***.* *.** 21/02/18 ***.*** *.**
HSBC Holdings plc, 3.262% 13mar2023, USD   USD 13/03/23 21/02/18 **.** * 21/02/18 **.** *
HSBC Holdings plc, 3.35% 16feb2024, AUD   AUD 16/02/24 21/02/18 **.** *.** 21/02/18 **.** *.**
HSBC Holdings plc, 3.6% 25may2023, USD   USD 25/05/23 21/02/18 ***.** *.** 21/02/18 ***.*** *.**
HSBC Holdings plc, 3.9% 25may2026, USD   USD 25/05/26 21/02/18 ***.** *.** 21/02/18 ***.*** *.*
HSBC Holdings plc, 4.041% 13mar2028, USD   USD 13/03/28 21/02/18 ***.** * 21/02/18 ***.** *
HSBC Holdings plc, 4.25% 2025, USD   USD 18/08/25 21/02/18 ***.** *.** 21/02/18 ***.** *.**
HSBC Holdings plc, 4.375% 23nov2026, USD   USD 23/11/26 21/02/18 ***.** *.** 21/02/18 ***.** *.**
HSBC Holdings plc, 4.7% perp., SGD   SGD 21/02/18 ***.*** * 21/02/18 ***.*** *
HSBC Holdings plc, 4.75% perp., EUR   EUR 21/02/18 ***.* * 21/02/18 ***.* *
HSBC Holdings plc, 6% perp., EUR   EUR 21/02/18 ***.** * 21/02/18 ***.** *
HSBC Holdings plc, 6% perp., USD   USD 21/02/18 ***.** * 21/02/18 ***.** *
HSBC Holdings plc, 6.375% perp., USD   USD 21/02/18 ***.** * 21/02/18 ***.** *
HSBC Holdings plc, 6.875% perp., USD   USD 21/02/18 ***.** * 21/02/18 ***.* *
HSBC Holdings plc, FRN 25may2021, USD   USD 25/05/21 21/02/18 ***.** * 21/02/18 *** *
HSBC Holdings plc, FRN 27sep2022, EUR   EUR 27/09/22 21/02/18 ***.** * 21/02/18 ***.** *
HSBC Holdings plc, FRN 5jan2022, USD   USD 05/01/22 21/02/18 ***.* * 21/02/18 ***.** *
HSBC Holdings plc, FRN 5oct2023, EUR   EUR 05/10/23 21/02/18 ***.** * 21/02/18 ***.** *
HSS Hire, 6.75% 1aug2019, GBP   GBP 01/08/19 21/02/18 **.** ** 21/02/18 **.** *.**
Hyde Housing Association, 5.125% 23jul2040, GBP   GBP 23/07/40 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
ICAP, 3.125% 6mar2019, EUR   EUR 06/03/19 21/02/18 ***.* *.** 21/02/18 ***.** -*.**
ICAP, 5.25% 26jan2024, GBP   GBP 26/01/24 21/02/18 ***.** *.** 21/02/18 ***.** *.**
ICAP, FRN 31jul2018, GBP   GBP 31/07/18 21/02/18 ***.** *.* 21/02/18 ***.** *.**
Iceland Bondco, 6.75% 15jul2024, GBP   GBP 15/07/24 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Iceland VLNCo, 4.625% 15mar2025, GBP   GBP 15/03/25 21/02/18 **.** *.** 21/02/18 **.** *.**
IHS Markit, 4% 1mar2026, USD   USD 01/03/26 21/02/18 **.** *.** 21/02/18 **.** *.**
Imperial Brands, 0.5% 27jul2021, EUR   EUR 27/07/21 21/02/18 ***.** *.** 21/02/18 ***.** *.*
Imperial Brands, 1.375% 27jan2025, EUR   EUR 27/01/25 21/02/18 ***.** *.** 21/02/18 ***.** *.*
Imperial Brands, 2.05% 20jul2018, USD   USD 20/07/18 21/02/18 **.** *.* 21/02/18 **.** *.**
Imperial Brands, 2.25% 26feb2021, EUR   EUR 26/02/21 21/02/18 ***.* *.** 21/02/18 ***.** *.**
Imperial Brands, 2.95% 21jul2020, USD   USD 21/07/20 21/02/18 **.* *.** 21/02/18 ***.** *.**
Imperial Brands, 3.375% 26feb2026, EUR   EUR 26/02/26 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Imperial Brands, 3.5% 11feb2023, USD   USD 11/02/23 21/02/18 **.** * 21/02/18 ***.** *
Imperial Brands, 3.75% 21jul2022, USD   USD 21/07/22 21/02/18 **.** *.** 21/02/18 ***.** *.**
Imperial Brands, 4.25% 21jul2025, USD   USD 21/07/25 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Imperial Brands, 4.5% 5jul2018, EUR   EUR 05/07/18 21/02/18 ***.** * 21/02/18 ***.*** *
Imperial Brands, 4.875% 7jun2032, GBP   GBP 07/06/32 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Imperial Brands, 5% 2dec2019, EUR   EUR 02/12/19 21/02/18 ***.** * 21/02/18 ***.** *
Imperial Brands, 5.5% 28sep2026, GBP   GBP 28/09/26 21/02/18 ***.** * 21/02/18 ***.** *
Imperial Brands, 6.25% 4dec2018, GBP   GBP 04/12/18 21/02/18 ***.** * 21/02/18 ***.** *
Imperial Brands, 7.75% 24jun2019, GBP   GBP 24/06/19 21/02/18 ***.* *.** 21/02/18 ***.** *.**
Imperial Brands, 8.125% 15mar2024, GBP   GBP 15/03/24 21/02/18 ***.** * 21/02/18 ***.** *
Imperial Brands, 9% 17feb2022, GBP   GBP 17/02/22 21/02/18 ***.** *.** 21/02/18 ***.** *.*
Ineos Holdings, 2.125% 15nov2025, EUR   EUR 15/11/25 21/02/18 **.** *.** 21/02/18 **.** *.**
Inmarsat, 3.875% 9sep2023, USD (Conv.)   USD 09/09/23 21/02/18 ***.** *.** 21/02/18 ***.* *.**
Integrated Accom Service, 6.48% 31mar2029, GBP (ABS)   GBP 31/03/29 21/02/18 ***.** *.** 21/02/18 ***.* *.**
Intercontinental Hotels, 2.125% 24aug2026, GBP   GBP 24/08/26 21/02/18 **.** *.** 21/02/18 **.* *.**
Intercontinental Hotels, 3.75% 14aug2025, GBP   GBP 14/08/25 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Intercontinental Hotels, 3.875% 28nov2022, GBP   GBP 28/11/22 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Intermediate Capital Group, 5% 24mar2023, GBP   GBP 24/03/23 21/02/18 ***.* *.** 21/02/18 ***.** *.**
Intermediate Capital Group, 6.25% 19sep2020, GBP   GBP 19/09/20 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Intermediate Capital Group, 7% 21dec2018, GBP   GBP 21/12/18 21/02/18 ***.** *.** 21/02/18 *** *.**
International Finance Facility for Immunisation, 0.5% 24jun2024, ZAR   ZAR 24/06/24 21/02/18 **.** *.** 21/02/18 **.** *.**
International Finance Facility for Immunisation, 5.31% 19mar2018, ZAR   ZAR 19/03/18 21/02/18 **.** *.** 21/02/18 **.** *.**
International Finance Facility for Immunisation, FRN 1nov2019, USD   USD 01/11/19 21/02/18 ***.** * 21/02/18 ***.** *
International Personal Finance Plc, 5.75% 7apr2021, EUR   EUR 07/04/21 21/02/18 **.** *.** 21/02/18 **.** *.*
International Personal Finance Plc, 6.125% 8may2020, GBP   GBP 08/05/20 21/02/18 **.** *.** 21/02/18 **.** *.**
Intu Properties, 2.5% 4oct2018, GBP (Conv.)   GBP 04/10/18 21/02/18 **.** *.** 21/02/18 ***.* *.**
Intu Properties, 2.875% 1nov2022, GBP (Conv.)   GBP 01/11/22 21/02/18 **.** *.** 21/02/18 ***.* *.**
Intu Properties, 4.125% 6dec2023, GBP   GBP 06/12/23 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Intu Properties, 4.25% 17sep2030, GBP   GBP 17/09/30 21/02/18 ***.**** *.** 21/02/18 ***.*** *.**
Investec Bank Plc, 4.2% 10dec2025, GBP (ABS)   GBP 10/12/25 21/02/18 **.** * 21/02/18 ***.** *
Investec Bank Plc, 4.5% 5may2022, GBP   GBP 05/05/22 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Investec Bank Plc, 5.125% 4jun2050, GBP (ABS)   GBP 04/06/50 21/02/18 ***.** * 21/02/18 *** *
Investec Bank Plc, 9.625% 17feb2022, GBP   GBP 17/02/22 21/02/18 ***.** *.** 21/02/18 ***.** *.*
Investec Bank Plc, FRN 16jun2023, GBP (ABS)   GBP 16/06/23 21/02/18 ***.** * 21/02/18 ***.* *
Investec Bank Plc, FRN 16jun2023, GBP (ABS)   GBP 16/06/23 21/02/18 ***.** * 21/02/18 ***.* *
ISIS Equity, 6.25% 10sep2031, GBP   GBP 10/09/31 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
ITV, 2% 1dec2023, EUR   EUR 01/12/23 21/02/18 ***.** *.** 21/02/18 ***.* *.**
ITV, 2.125% 21sep2022, EUR   EUR 21/09/22 21/02/18 ***.** *.** 21/02/18 ***.** *.**
J Sainsbury, 1.25% 21nov2019, GBP (Conv.)   GBP 21/11/19 21/02/18 ***.* *.** 21/02/18 ***.** *.*
J Sainsbury, 6.5% perp., GBP   GBP 21/02/18 ***.** * 21/02/18 ***.** *
Jaguar Land Rover, 2.2% 15jan2024, EUR   EUR 15/01/24 21/02/18 ***.* *.** 21/02/18 ***.** *.**
Jaguar Land Rover, 2.75% 24jan2021, GBP   GBP 24/01/21 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Jaguar Land Rover, 3.5% 15mar2020, USD   USD 15/03/20 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Jaguar Land Rover, 3.875% 1mar2023, GBP   GBP 01/03/23 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Jaguar Land Rover, 4.125% 15dec2018, USD   USD 15/12/18 21/02/18 ***.** *.** 21/02/18 *** *.**
Jaguar Land Rover, 4.25% 15nov2019, USD   USD 15/11/19 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Jaguar Land Rover, 4.5% 1oct2027, USD   USD 01/10/27 21/02/18 **.** *.** 21/02/18 **.* *.**
Jaguar Land Rover, 5% 15feb2022, GBP   GBP 15/02/22 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Jaguar Land Rover, 5.625% 1feb2023, USD   USD 01/02/23 21/02/18 *** *.** 21/02/18 ***.* *.**
John Lewis, 4.25% 18dec2034, GBP   GBP 18/12/34 21/02/18 ***.** *.** 21/02/18 ***.** *.**
John Lewis, 6.125% 21jan2025, GBP   GBP 21/01/25 21/02/18 ***.** *.** 21/02/18 ***.** *.**
John Lewis, 8.375% 8apr2019, GBP   GBP 08/04/19 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Johnston Press, 8.625% 1jun2019, GBP   GBP 01/06/19 21/02/18 **.** **.** 21/02/18 **.** **.**
Just Group, 3.5% 7feb2025, GBP   GBP 07/02/25 21/02/18 **.** *.* 21/02/18 ***.** *.**
Kelda Group, 5.75% 17feb2020, GBP   GBP 17/02/20 21/02/18 ***.**** *.** 21/02/18 ***.** *.*
Keystone Bidco, 9.5% 15oct2019, GBP   GBP 15/10/19 21/02/18 ***.* * 21/02/18 ***.** *.**
Keystone Investment Trust, 6.5% 27apr2023, GBP   GBP 27/04/23 21/02/18 *** *.** 21/02/18 *** *.**
Ladbrokes, 5.125% 16sep2022, GBP   GBP 16/09/22 21/02/18 ***.** *.** 21/02/18 ***.** *.*
Ladbrokes, 5.125% 8sep2023, GBP   GBP 08/09/23 21/02/18 *** *.** 21/02/18 *** *.**
Land Securities, 5.125% 7feb2036, GBP   GBP 07/02/36 21/02/18 ***.**** * 21/02/18 ***.**** *
Land Securities, FRN 29sep2025, GBP (ABS)   GBP 29/09/25 21/02/18 ***.** * 21/02/18 ***.** *
Land Securities, FRN 31mar2022, GBP (ABS)   GBP 31/03/22 21/02/18 ***.** * 21/02/18 ***.** *
Leeds Building Society, 0.125% 21apr2020, EUR   EUR 21/04/20 21/02/18 ***.*** -*.** 21/02/18 ***.*** -*.**
Leeds Building Society, 0.5% 3jul2024, EUR   EUR 03/07/24 21/02/18 **.** *.** 21/02/18 **.** *.**
Leeds Building Society, 1.375% 5may2022, EUR   EUR 05/05/22 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Leeds Building Society, 2.625% 1apr2021, EUR   EUR 01/04/21 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Leeds Building Society, 4.25% 17dec2018, GBP   GBP 17/12/18 21/02/18 ***.**** *.** 21/02/18 ***.*** *.**
Leeds Building Society, 4.875% 16nov2020, GBP   GBP 16/11/20 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Legal & General Group, 5.25% 21mar2047, USD   USD 21/03/47 21/02/18 *** * 21/02/18 ***.** *
Legal & General Group, 5.375% 27oct2045, GBP   GBP 27/10/45 21/02/18 ***.** * 21/02/18 ***.** *
Legal & General Group, 5.5% 27jun2064, GBP   GBP 27/06/64 21/02/18 ***.* *.** 21/02/18 ***.** *.**
Legal & General Group, 5.875% 11dec2031, GBP   GBP 11/12/31 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Legal & General Group, 5.875% 5apr2033, GBP   GBP 05/04/33 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Legal & General Group, 5.875% perp., GBP   GBP 21/02/18 ***.** * 21/02/18 ***.** *
Legal & General Group, FRN 23jul2041, GBP   GBP 23/07/41 21/02/18 ***.** * 21/02/18 ***.** *
LendInvest, 5.25% 10aug2022, GBP   GBP 10/08/22 21/02/18 ***.** *.** 21/02/18 ***.* *.**
Liberty Global, 3.625% 15jun2029, EUR   EUR 15/06/29 21/02/18 **.* *.** 21/02/18 **.*** *.*
Liberty Global, 7.125% 15may2024, EUR   EUR 15/05/24 21/02/18 ***.** *.** 21/02/18 ***.** *.*
Liberty Living, 2.625% 28nov2024, GBP   GBP 28/11/24 21/02/18 **.** *.** 21/02/18 ***.** *.**
Liberty Living, 3.375% 28nov2029, GBP   GBP 28/11/29 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Libra (Longhurst Group) Treasury, 5.125% 2aug2038, GBP   GBP 02/08/38 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Liverpool Victoria Friendly Society, 6.5% 22may2043, GBP   GBP 22/05/43 21/02/18 ***.**** * 21/02/18 ***.**** *
Lloyds Bank, 0% 21oct2044, USD (10958D)   USD 21/10/44 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Lloyds Bank, 0% 3oct2044, USD (10980D)   USD 03/10/44 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Lloyds Bank, 0.375% 18jan2021, EUR   EUR 18/01/21 21/02/18 ***.** -*.** 21/02/18 ***.** -*.**
Lloyds Bank, 0.5% 11apr2023, EUR   EUR 11/04/23 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Lloyds Bank, 0.5% 22jul2020, EUR (ABS)   EUR 22/07/20 21/02/18 ***.** -*.** 21/02/18 ***.** -*.**
Lloyds Bank, 0.625% 14sep2022, EUR   EUR 14/09/22 21/02/18 ***.** *.** 21/02/18 ***.** *.*
Lloyds Bank, 0.625% 20apr2020, EUR   EUR 20/04/20 21/02/18 ***.** -*.** 21/02/18 ***.** -*.**
Lloyds Bank, 1.25% 13jan2025, EUR   EUR 13/01/25 21/02/18 ***.*** *.** 21/02/18 ***.*** *.**
Lloyds Bank, 1.375% 16apr2021, EUR   EUR 16/04/21 21/02/18 ***.*** *.** 21/02/18 ***.*** *
Lloyds Bank, 1.375% 8sep2022, EUR   EUR 08/09/22 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Lloyds Bank, 1.75% 14may2018, USD   USD 14/05/18 21/02/18 **.** *.** 21/02/18 **.** *.*
Lloyds Bank, 1.75% 16mar2018, USD   USD 16/03/18 21/02/18 **.** *.** 21/02/18 **.** *.**
Lloyds Bank, 1.75% 31mar2022, GBP (ABS)   GBP 31/03/22 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Lloyds Bank, 1.875% 10oct2018, EUR   EUR 10/10/18 21/02/18 ***.** -*.** 21/02/18 ***.** -*.**
Lloyds Bank, 10.375% 12feb2024, EUR   EUR 12/02/24 21/02/18 ***.** * 21/02/18 ***.** *
Lloyds Bank, 12% perp., USD   USD 21/02/18 ***.** * 21/02/18 ***.*** *
Lloyds Bank, 13% perp., EUR   EUR 21/02/18 ***.** * 21/02/18 ***.* *
Lloyds Bank, 13% perp., GBP   GBP 21/02/18 ***.* * 21/02/18 ***.**** *
Lloyds Bank, 2% 17aug2018, USD   USD 17/08/18 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Lloyds Bank, 2.05% 22jan2019, USD   USD 22/01/19 21/02/18 **.** *.** 21/02/18 **.** *.**
Lloyds Bank, 2.3% 27nov2018, USD   USD 27/11/18 21/02/18 **.*** *.** 21/02/18 ***.** *.*
Lloyds Bank, 2.35% 5sep2019, USD   USD 05/09/19 21/02/18 **.** *.** 21/02/18 **.*** *.**
Lloyds Bank, 2.4% 17mar2020, USD   USD 17/03/20 21/02/18 **.*** *.** 21/02/18 **.** *.**
Lloyds Bank, 2.5% 1jun2022, GBP   GBP 01/06/22 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Lloyds Bank, 2.7% 17aug2020, USD   USD 17/08/20 21/02/18 **.** *.** 21/02/18 **.*** *.**
Lloyds Bank, 2.75% 9dec2018, GBP   GBP 09/12/18 21/02/18 ***.*** *.** 21/02/18 ***.*** *.**
Lloyds Bank, 3.1% 28aug2018, AUD   AUD 28/08/18 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Lloyds Bank, 3.5% 14may2025, USD   USD 14/05/25 21/02/18 **.** *.** 21/02/18 **.** *.**
Lloyds Bank, 3.65% 20mar2023, AUD   AUD 20/03/23 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Lloyds Bank, 4% 25jun2018, EUR   EUR 25/06/18 21/02/18 ***.** -*.** 21/02/18 ***.** -*.**
Lloyds Bank, 4% 29sep2020, EUR   EUR 29/09/20 21/02/18 ***.*** -*.** 21/02/18 ***.*** -*.**
Lloyds Bank, 4.125% 5jun2018, NZD   NZD 05/06/18 21/02/18 ***.** *.** 21/02/18 ***.* *.**
Lloyds Bank, 4.875% 13jan2023, EUR   EUR 13/01/23 21/02/18 ***.*** *.** 21/02/18 ***.** *.**
Lloyds Bank, 4.875% 30mar2027, GBP   GBP 30/03/27 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Lloyds Bank, 5.125% 7mar2025, GBP   GBP 07/03/25 21/02/18 ***.** *.* 21/02/18 ***.** *.**
Lloyds Bank, 5.375% 3sep2019, EUR   EUR 03/09/19 21/02/18 ***.** -*.** 21/02/18 ***.** -*.**
Lloyds Bank, 5.75% 9jul2025, GBP   GBP 09/07/25 21/02/18 ***.** * 21/02/18 ***.** *
Lloyds Bank, 5.8% 13jan2020, USD   USD 13/01/20 21/02/18 ***.* *.** 21/02/18 ***.*** *.**
Lloyds Bank, 6% 8feb2029, GBP   GBP 08/02/29 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Lloyds Bank, 6.2% 24apr2018, RUR   RUB 24/04/18 21/02/18 **.** *.** 21/02/18 ***.** *.**
Lloyds Bank, 6.375% 21jan2021, USD   USD 21/01/21 21/02/18 ***.*** *.** 21/02/18 ***.* *.**
Lloyds Bank, 6.5% 14sep2020, USD   USD 14/09/20 21/02/18 ***.*** *.** 21/02/18 ***.*** *.**
Lloyds Bank, 6.5% 17sep2040, GBP   GBP 17/09/40 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Lloyds Bank, 6.5% 24mar2020, EUR   EUR 24/03/20 21/02/18 ***.*** *.* 21/02/18 ***.** *.**
Lloyds Bank, 6.75% 24oct2018, GBP   GBP 24/10/18 21/02/18 ***.*** *.** 21/02/18 ***.** *.**
Lloyds Bank, 7.375% 1jun2020, GBP   GBP 01/06/20 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Lloyds Bank, 7.5% 15apr2024, GBP   GBP 15/04/24 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Lloyds Bank, 7.5% perp., USD   USD 21/02/18 ***.** * 21/02/18 ***.*** *
Lloyds Bank, 7.625% 22apr2025, GBP   GBP 22/04/25 21/02/18 ***.** *.* 21/02/18 ***.** *.**
Lloyds Bank, 9.05% 3feb2020, RON   RON 03/02/20 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Lloyds Bank, 9.625% 6apr2023, GBP   GBP 06/04/23 21/02/18 ***.* *.* 21/02/18 ***.** *.*
Lloyds Bank, FRN 10sep2019, EUR   EUR 10/09/19 21/02/18 ***.** * 21/02/18 ***.** *
Lloyds Bank, FRN 14jan2019, GBP   GBP 14/01/19 21/02/18 **.* * 21/02/18 ***.* *
Lloyds Bank, FRN 14may2018, USD   USD 14/05/18 21/02/18 **.* * 21/02/18 ***.** *
Lloyds Bank, FRN 16jan2020, GBP   GBP 16/01/20 21/02/18 ***.** * 21/02/18 ***.** *
Lloyds Bank, FRN 16mar2018, USD   USD 16/03/18 21/02/18 **.** * 21/02/18 ***.** *
Lloyds Bank, FRN 18jul2019, GBP   GBP 18/07/19 21/02/18 ***.*** * 21/02/18 ***.*** *
Lloyds Bank, FRN 22aug2019, GBP   GBP 22/08/19 21/02/18 **.**** * 21/02/18 **.**** *
Lloyds Bank, FRN 4feb2020, EUR   EUR 04/02/20 21/02/18 ***.*** * 21/02/18 ***.*** *
Lloyds Bank, FRN 9oct2018, EUR   EUR 09/10/18 21/02/18 ***.** * 21/02/18 ***.** *
Lloyds Banking Group, 0.625% 15jan2024, EUR   EUR 15/01/24 21/02/18 **.* * 21/02/18 **.** *
Lloyds Banking Group, 0.75% 9nov2021, EUR   EUR 09/11/21 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Lloyds Banking Group, 1% 19nov2021, EUR   EUR 19/11/21 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Lloyds Banking Group, 1% 9nov2023, EUR   EUR 09/11/23 21/02/18 **.*** *.** 21/02/18 **.** *.**
Lloyds Banking Group, 1.5% 12sep2027, EUR   EUR 12/09/27 21/02/18 **.** *.** 21/02/18 **.** *.**
Lloyds Banking Group, 2.25% 16oct2024, GBP   GBP 16/10/24 21/02/18 **.** *.** 21/02/18 **.** *.**
Lloyds Banking Group, 3% 11jan2022, USD   USD 11/01/22 21/02/18 **.** *.** 21/02/18 **.** *.*
Lloyds Banking Group, 3.1% 6jul2021, USD   USD 06/07/21 21/02/18 **.** *.* 21/02/18 **.** *.**
Lloyds Banking Group, 3.75% 11jan2027, USD   USD 11/01/27 21/02/18 **.*** *.** 21/02/18 **.*** *.**
Lloyds Banking Group, 4.25% 22nov2027, AUD   AUD 22/11/27 21/02/18 ***.** *.* 21/02/18 ***.** *.**
Lloyds Banking Group, 4.344% 9jan2048, USD   USD 09/01/48 21/02/18 **.** *.** 21/02/18 **.** *.**
Lloyds Banking Group, 4.5% 4nov2024, USD   USD 04/11/24 21/02/18 ***.** *.** 21/02/18 ***.*** *.**
Lloyds Banking Group, 4.582% 10dec2025, USD   USD 10/12/25 21/02/18 *** *.** 21/02/18 ***.*** *.**
Lloyds Banking Group, 4.582% 10dec2025, USD   USD 10/12/25 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Lloyds Banking Group, 4.65% 24mar2026, USD   USD 24/03/26 21/02/18 ***.** *.** 21/02/18 ***.*** *.**
Lloyds Banking Group, 5.3% 1dec2045, USD   USD 01/12/45 21/02/18 ***.*** *.** 21/02/18 ***.* *.**
Lloyds Banking Group, 6% perp., GBP   GBP 21/02/18 ***.* * 21/02/18 ***.* *
Lloyds Banking Group, 6.367% perp., GBP   GBP 21/02/18 ** * 21/02/18 *** *
Lloyds Banking Group, 6.375% perp., EUR   EUR 21/02/18 ***.** * 21/02/18 ***.** *
Lloyds Banking Group, 7% perp., GBP   GBP 21/02/18 ***.** * 21/02/18 ***.** *
Lloyds Banking Group, FRN 21jun2024, EUR   EUR 21/06/24 21/02/18 ***.** * 21/02/18 ***.** *
Lloyds Banking Group, FRN perp., GBP   GBP 21/02/18 ***.** * 21/02/18 ***.** *
Lloyds Banking Group, FRN perp., GBP   GBP 21/02/18 ***.** * 21/02/18 ***.** *
London And Quadrant Housing Trust, 2.625% 5may2026, GBP   GBP 05/05/26 21/02/18 ***.** *.** 21/02/18 ***.** *.**
London And Quadrant Housing Trust, 4.625% 5dec2033, GBP (ABS)   GBP 05/12/33 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
London And Quadrant Housing Trust, 5.5% 27jan2040, GBP (ABS)   GBP 27/01/40 21/02/18 ***.** *.** 21/02/18 ***.** *.**
London Merchant Securities, 6.5% 16mar2026, GBP   GBP 16/03/26 21/02/18 ***.*** *.** 21/02/18 ***.*** *.**
London Power Networks, 3.125% 7jun2032, GBP   GBP 07/06/32 21/02/18 ***.** * 21/02/18 ***.*** *
London Power Networks, 5.125% 31mar2023, GBP   GBP 31/03/23 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
London Power Networks, 6.125% 7jun2027, GBP   GBP 07/06/27 21/02/18 ***.** *.** 21/02/18 ***.** *.**
London Stock Exchange, 0.875% 19sep2024, EUR   EUR 19/09/24 21/02/18 **.** *.** 21/02/18 **.** *.**
London Stock Exchange, 1.75% 19sep2029, EUR   EUR 19/09/29 21/02/18 ***.** *.* 21/02/18 ***.* *.**
London Stock Exchange, 4.75% 2nov2021, GBP   GBP 02/11/21 21/02/18 ***.** *.** 21/02/18 ***.** *.*
London Stock Exchange, 9.125% 18oct2019, GBP   GBP 18/10/19 21/02/18 ***.** *.** 21/02/18 ***.* *.**
Longstone Finance PLC, 4.791% 19apr2030, GBP (ABS)   GBP 19/04/30 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Longstone Finance PLC, 4.896% 19apr2031, GBP   GBP 19/04/31 21/02/18 ***.**** *.* 21/02/18 ***.** *.**
Man Group, 5.875% 16sep2024, USD   USD 16/09/24 21/02/18 ***.** * 21/02/18 ***.** *
Manchester Airport, 4.125% 2apr2024, GBP   GBP 02/04/24 21/02/18 ***.** *.** 21/02/18 ***.** *.*
Manchester Airport, 4.75% 31mar2034, GBP   GBP 31/03/34 21/02/18 ***.* *.** 21/02/18 ***.** *.**
Marks&Spencer, 3% 8dec2023, GBP   GBP 08/12/23 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Marks&Spencer, 4.75% 12jun2025, GBP   GBP 12/06/25 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Marks&Spencer, 6.125% 2dec2019, GBP   GBP 02/12/19 21/02/18 ***.** * 21/02/18 ***.** *
Marks&Spencer, 6.125% 6dec2021, GBP   GBP 06/12/21 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Marstons Issuer, 5.1576% 15oct2027, GBP   GBP 15/10/27 21/02/18 **.**** * 21/02/18 ***.**** *
Marstons Issuer, 5.1774% 15jul2032, GBP   GBP 15/07/32 21/02/18 ***.**** * 21/02/18 ***.**** *
Marstons Issuer, 5.641% 15jul2035, GBP   GBP 15/07/35 21/02/18 **.**** * 21/02/18 **.**** *
Marstons Issuer, FRN 15jul2020, GBP   GBP 15/07/20 21/02/18 **.* * 21/02/18 ***.* *
Meadowhall Finance, 4.986% 12jul2037, GBP (ABS)   GBP 12/01/32 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Meadowhall Finance, 4.988% 12jul2037, GBP (ABS)   GBP 12/01/32 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
MEIF Renewable Energy UK, 6.75% 1feb2020, GBP   GBP 01/02/20 21/02/18 ***.* *.** 21/02/18 ***.* *.**
Merchants Trust, 5.875% 20dec2029, GBP   GBP 20/12/29 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Merlin Entertainments, 2.75% 15mar2022, EUR   EUR 15/03/22 21/02/18 ***.* *.** 21/02/18 ***.** *.*
Merseylink (Issuer), 3.842% 31mar2043, GBP   GBP 31/03/43 21/02/18 ***.**** *.** 21/02/18 ***.*** *.**
Mitchells & Butlers, 5.574% 15dec2030, GBP   GBP 15/12/30 21/02/18 ***.*** *.* 21/02/18 ***.**** *.*
Mitchells & Butlers, 6.013% 15dec2028, GBP   GBP 15/12/28 21/02/18 ***.**** *.** 21/02/18 ***.**** *.*
Mitchells & Butlers, 6.469% 15sep2030, GBP   GBP 15/09/30 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Mitchells & Butlers, FRN 15jun2036, GBP   GBP 15/06/36 21/02/18 ** * 21/02/18 **.* *
Mizzen Bondco, 7% 1may2021, GBP   GBP 01/05/21 21/02/18 *** *.** 21/02/18 *** *.**
Moat Homes Finance, 5% 23sep2041, GBP (ABS)   GBP 23/09/41 21/02/18 ***.**** *.* 21/02/18 ***.*** *.**
Mondi, 1.5% 15apr2024, EUR   EUR 15/04/24 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Mondi, 3.375% 28sep2020, EUR   EUR 28/09/20 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Morrison Supermarkets, 2.25% 19jun2020, EUR   EUR 19/06/20 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Morrison Supermarkets, 3.5% 27jul2026, GBP   GBP 27/07/26 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Morrison Supermarkets, 4.625% 8dec2023, GBP   GBP 08/12/23 21/02/18 ***.* *.** 21/02/18 ***.*** *.*
Morrison Supermarkets, 4.75% 4jul2029, GBP   GBP 04/07/29 21/02/18 ***.** *.* 21/02/18 ***.** *.**
Motability Operations, 0.875% 14mar2025, EUR   EUR 14/03/25 21/02/18 **.** * 21/02/18 **.** *.**
Motability Operations, 1.625% 9jun2023, EUR   EUR 09/06/23 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Motability Operations, 2.375% 14mar2032, GBP   GBP 14/03/32 21/02/18 **.** *.** 21/02/18 **.** *.**
Motability Operations, 3.25% 30nov2018, EUR   EUR 30/11/18 21/02/18 ***.*** -*.** 21/02/18 ***.*** -*.**
Motability Operations, 3.625% 10mar2036, USD   GBP 10/03/36 21/02/18 ***.* *.** 21/02/18 ***.* *.**
Motability Operations, 3.75% 16jul2026, GBP   GBP 16/07/26 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Motability Operations, 4.375% 8feb2027, GBP   GBP 08/02/27 21/02/18 ***.** *.* 21/02/18 ***.* *.*
Motability Operations, 5.375% 28jun2022, GBP   GBP 28/06/22 21/02/18 ***.** *.* 21/02/18 ***.** *.**
Motability Operations, 5.625% 29nov2030, GBP   GBP 29/11/30 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Motability Operations, 6.625% 10dec2019, GBP   GBP 10/12/19 21/02/18 ***.*** *.* 21/02/18 ***.*** *.**
Moy Park, 6.25% 29may2021, GBP   GBP 29/05/21 21/02/18 ***.* *.** 21/02/18 ***.** *.**
Myriad Capital, 4.75% 20dec2043, GBP   GBP 20/12/43 21/02/18 ***.*** *.* 21/02/18 ***.*** *.*
National Express Group, 6.625% 17jun2020, GBP   GBP 17/06/20 21/02/18 ***.** *.** 21/02/18 ***.** *.**
National Express Group, FRN 15may2020, EUR   EUR 15/05/20 21/02/18 ***.** * 21/02/18 ***.** *
National Grid, 1.25% 6oct2021, GBP (56)   GBP 06/10/21 21/02/18 ***.* * 21/02/18 ***.* *
National Grid, 1.875% 6aug2018, GBP   GBP 06/08/18 21/02/18 **.** *.** 21/02/18 ***.** -*.*
National Grid, 4% 20aug2019, AUD   AUD 20/08/19 21/02/18 ***.* *.** 21/02/18 ***.** *.**
National Grid, 4.25% 18jun2076, EUR   EUR 18/06/76 21/02/18 ***.** * 21/02/18 ***.** *
National Grid, 4.375% 10mar2020, EUR   EUR 10/03/20 21/02/18 *** -*.** 21/02/18 ***.** -*.**
National Grid, 5% 2jul2018, EUR   EUR 02/07/18 21/02/18 ***.** -*.** 21/02/18 ***.** -*.**
National Grid, 5.625% 18jun2073, GBP   GBP 18/06/73 21/02/18 ***.** * 21/02/18 ***.** *
National Grid, 7.125% 8feb2044, GBP   GBP 08/02/44 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
National Grid Electricity Transmission, 2.983% 8jul2018, GBP   GBP 08/07/18 21/02/18 ***.*** * 21/02/18 ***.*** *
National Grid Electricity Transmission, 4% 8jun2027, GBP   GBP 08/06/27 21/02/18 ***.** *.** 21/02/18 ***.** *.*
National Grid Electricity Transmission, 5.875% 2feb2024, GBP   GBP 02/02/24 21/02/18 ***.** *.** 21/02/18 ***.** *.**
National Grid Electricity Transmission, 6.5% 27jul2028, GBP   GBP 27/07/28 21/02/18 ***.** *.** 21/02/18 ***.** *.**
National Grid Electricity Transmission, 7.375% 13jan2031, GBP   GBP 13/01/31 21/02/18 ***.** *.** 21/02/18 ***.** *.*
National Grid Electricity Transmission, FRN 27jul2020, GBP   GBP 27/07/20 21/02/18 ***.*** * 21/02/18 ***.*** *
National Grid Gas, 0% 4nov2021, USD (10958D)   USD 04/11/21 21/02/18 **.* *.** 21/02/18 **.** *.*
National Grid Gas, 0.625% 22sep2024, EUR   EUR 22/09/24 21/02/18 **.** *.** 21/02/18 **.** *.**
National Grid Gas, 1.125% 22sep2021, USD   GBP 22/09/21 21/02/18 **.** *.** 21/02/18 **.** *.**
National Grid Gas, 2.125% 22sep2028, GBP   GBP 22/09/28 21/02/18 **.** *.* 21/02/18 **.** *.**
National Grid Gas, 2.625% 22sep2038, GBP   GBP 22/09/38 21/02/18 **.* *.** 21/02/18 **.** *.**
National Grid Gas, 2.75% 22sep2046, GBP   GBP 22/09/46 21/02/18 **.** *.** 21/02/18 **.* *
National Grid Gas, 4.1875% 14dec2022, GBP   GBP 14/12/22 21/02/18 ***.* * 21/02/18 ***.** *
National Grid Gas, 6.375% 3mar2020, GBP   GBP 03/03/20 21/02/18 ***.** *.** 21/02/18 ***.** *.**
National Grid Gas, 7% 16dec2024, GBP   GBP 16/12/24 21/02/18 ***.** *.** 21/02/18 ***.** *
National Grid Gas, 8.75% 27jun2025, GBP   GBP 27/06/25 21/02/18 ***.** *.** 21/02/18 ***.** *.**
National Westminster Bank, 11.5% perp., GBP   GBP 21/02/18 *** * 21/02/18 ***.* *
National Westminster Bank, 6.5% 7sep2021, GBP   GBP 07/09/21 21/02/18 ***.* *.* 21/02/18 ***.** *.**
National Westminster Bank, 6.625% perp., EUR   EUR 21/02/18 **.*** * 21/02/18 ***.** *
National Westminster Bank, FRN perp., EUR (Structured)   EUR 21/02/18 **.**** * 21/02/18 ***.**** *
Nationwide Building Society, 0.125% 25jan2021, EUR   EUR 25/01/21 21/02/18 ***.** -*.** 21/02/18 ***.** -*.**
Nationwide Building Society, 0.375% 30jul2020, EUR (ABS)   EUR 30/07/20 21/02/18 ***.*** -*.** 21/02/18 ***.** -*.**
Nationwide Building Society, 0.5% 23feb2024, EUR   EUR 23/02/24 21/02/18 **.** *.* 21/02/18 **.*** *.**
Nationwide Building Society, 0.5% 29oct2019, EUR   EUR 29/10/19 21/02/18 ***.** -*.** 21/02/18 ***.** -*.**
Nationwide Building Society, 0.625% 19apr2023, EUR   EUR 19/04/23 21/02/18 *** *.** 21/02/18 ***.** *.**
Nationwide Building Society, 0.625% 25mar2027, EUR (ABS)   EUR 25/03/27 21/02/18 **.** *.** 21/02/18 **.** *.**
Nationwide Building Society, 0.75% 25jun2019, EUR   EUR 25/06/19 21/02/18 ***.** -*.** 21/02/18 ***.*** -*.**
Nationwide Building Society, 0.75% 26oct2022, EUR   EUR 26/10/22 21/02/18 ***.** *.** 21/02/18 ***.*** *.**
Nationwide Building Society, 0.75% 29oct2021, EUR (ABS)   EUR 29/10/21 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Nationwide Building Society, 1.125% 3jun2022, EUR   EUR 03/06/22 21/02/18 ***.** *.** 21/02/18 ***.** *.*
Nationwide Building Society, 1.25% 3mar2025, EUR   EUR 03/03/25 21/02/18 ***.** *.** 21/02/18 ***.*** *.**
Nationwide Building Society, 1.351% 5jun2034, EUR (ABS)   EUR 05/06/34 21/02/18 **.** *.** 21/02/18 **.** *.*
Nationwide Building Society, 1.375% 29jun2032, EUR   EUR 29/06/32 21/02/18 **.*** *.* 21/02/18 **.** *.**
Nationwide Building Society, 1.625% 3apr2019, EUR   EUR 03/04/19 21/02/18 ***.* -*.** 21/02/18 ***.** -*.**
Nationwide Building Society, 2% 25jul2029, EUR   EUR 25/07/29 21/02/18 ***.** *.* 21/02/18 ***.** *.**
Nationwide Building Society, 2.25% 25jun2029, EUR   EUR 25/06/29 21/02/18 ***.*** *.** 21/02/18 ***.*** *.**
Nationwide Building Society, 2.25% 29apr2022, GBP   GBP 29/04/22 21/02/18 ***.** *.* 21/02/18 ***.** *.*
Nationwide Building Society, 2.35% 21jan2020, USD   USD 21/01/20 21/02/18 **.** *.** 21/02/18 **.** *.**
Nationwide Building Society, 2.45% 27jul2021, USD   USD 27/07/21 21/02/18 **.** *.* 21/02/18 **.** *.**
Nationwide Building Society, 3% 6may2026, GBP   GBP 06/05/26 21/02/18 ***.** *.** 21/02/18 ***.* *.**
Nationwide Building Society, 3.01% 29apr2027, HKD   HKD 29/04/27 21/02/18 **.**** *.** 21/02/18 **.**** *.**
Nationwide Building Society, 3.25% 20jan2028, GBP   GBP 20/01/28 21/02/18 ***.* *.** 21/02/18 ***.** *.**
Nationwide Building Society, 3.65% 12jun2024, NOK   NOK 12/06/24 21/02/18 ***.*** *.** 21/02/18 ***.**** *.**
Nationwide Building Society, 3.9% 21jul2025, USD   USD 21/07/25 21/02/18 ***.** *.** 21/02/18 ***.** *.*
Nationwide Building Society, 4% 14sep2026, USD   USD 14/09/26 21/02/18 **.* *.** 21/02/18 **.** *.**
Nationwide Building Society, 4.125% 18oct2032, USD   USD 18/10/32 21/02/18 **.** * 21/02/18 **.** *
Nationwide Building Society, 4.125% 20mar2023, EUR   EUR 20/03/23 21/02/18 ***.** * 21/02/18 ***.* *
Nationwide Building Society, 4.375% 28feb2022, EUR (ABS)   EUR 28/02/22 21/02/18 ***.*** *.** 21/02/18 ***.*** *.**
Nationwide Building Society, 4.625% 8feb2021, EUR (ABS)   EUR 08/02/21 21/02/18 ***.** *.** 21/02/18 ***.** -*.**
Nationwide Building Society, 5.625% 28jan2026, GBP (ABS)   GBP 28/01/26 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Nationwide Building Society, 5.625% 9sep2019, GBP   GBP 09/09/19 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Nationwide Building Society, 5.769% perp., GBP   GBP 21/02/18 *** * 21/02/18 *** *
Nationwide Building Society, 6.024% perp., GBP   GBP 21/02/18 ** * 21/02/18 *** *
Nationwide Building Society, 6.25% 25feb2020, USD   USD 25/02/20 21/02/18 ***.** *.* 21/02/18 ***.** *.**
Nationwide Building Society, 6.75% 22jul2020, EUR   EUR 22/07/20 21/02/18 ***.** *.** 21/02/18 ***.** *.*
Nationwide Building Society, 6.875% perp., GBP   GBP 21/02/18 ***.** * 21/02/18 ***.** *
Nationwide Building Society, 8.625% 29mar2018, GBP   GBP 29/03/18 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Nationwide Building Society, FRN 23mar2018, EUR   EUR 23/03/18 21/02/18 ***.** * 21/02/18 ***.** *
Nationwide Building Society, FRN 25apr2019, GBP   GBP 25/04/19 21/02/18 **.** * 21/02/18 ***.** *
Nationwide Building Society, FRN 27apr2018, GBP (ABS)   GBP 27/04/18 21/02/18 ***.** * 21/02/18 ***.** *
Nationwide Building Society, FRN 2nov2018, EUR   EUR 02/11/18 21/02/18 ***.** * 21/02/18 ***.** *
NATS (En Route), 5.25% 31mar2026, GBP (ABS)   GBP 31/03/26 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Network Rail Infrastructure Finance, 0.875% 15may2018, USD   USD 15/05/18 21/02/18 **.** *.** 21/02/18 **.** *.**
Network Rail Infrastructure Finance, 1.375% 22nov2037, GBP   GBP 22/11/37 21/02/18 ***.** * 21/02/18 ***.** *
Network Rail Infrastructure Finance, 1.75% 22nov2027, GBP   GBP 22/11/27 21/02/18 ***.** * 21/02/18 ***.** *
Network Rail Infrastructure Finance, 1.75% 24jan2019, USD   USD 24/01/19 21/02/18 **.** *.** 21/02/18 **.** *.**
Network Rail Infrastructure Finance, 3% 7sep2023, GBP   GBP 07/09/23 21/02/18 ***.** *.* 21/02/18 ***.** *.**
Network Rail Infrastructure Finance, 4.375% 9dec2030, GBP (ABS)   GBP 09/12/30 21/02/18 ***.** * 21/02/18 ***.** *.**
Network Rail Infrastructure Finance, 4.625% 21jul2020, GBP   GBP 21/07/20 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Network Rail Infrastructure Finance, 4.75% 22jan2024, GBP   GBP 22/01/24 21/02/18 ***.** *.** 21/02/18 ***.* *.**
Network Rail Infrastructure Finance, 4.75% 29nov2035, GBP   GBP 29/11/35 21/02/18 ***.** *.** 21/02/18 ***.** *.**
New look finance, 6.5% 1jul2022, GBP (ABS)   GBP 01/07/22 21/02/18 ** **.** 21/02/18 **.** **.**
New look finance, 8% 1jul2023, GBP   GBP 01/07/23 21/02/18 **.** **.** 21/02/18 **.** **.*
New look finance, FRN 1jul2022, EUR (ABS)   EUR 01/07/22 21/02/18 **.** * 21/02/18 **.** *
Next, 3.625% 18may2028, GBP   GBP 18/05/28 21/02/18 **.** *.** 21/02/18 ***.** *.**
Next, 4.375% 2oct2026, GBP   GBP 02/10/26 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Next, 5.375% 26oct2021, GBP   GBP 26/10/21 21/02/18 ***.** *.** 21/02/18 ***.** *.**
NMG Finco, 5% 1aug2022, GBP   GBP 01/08/22 21/02/18 **.* *.** 21/02/18 ***.** *
NMG Finco, 5.75% 1aug2022, USD   USD 01/08/22 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Nomad Foods, 3.25% 15may2024, EUR   EUR 15/05/24 21/02/18 ***.*** *.** 21/02/18 ***.** *.**
North West Electricity Networks, 6.125% 21jul2021, GBP   GBP 21/07/21 21/02/18 ***.** *.** 21/02/18 ***.*** *.**
Northern Electric, 5.125% 4may2035, GBP   GBP 04/05/35 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Northern Electric, 8.875% 16oct2020, GBP   GBP 16/10/20 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Northern Gas Networks, 4.875% 15nov2035, GBP   GBP 15/11/35 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Northern Gas Networks, 4.875% 30jun2027, GBP   GBP 30/06/27 21/02/18 ***.*** *.** 21/02/18 ***.*** *.**
Northern Gas Networks, 5.625% 23mar2040, GBP   GBP 23/03/40 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Northern Gas Networks, 5.875% 8jul2019, GBP   GBP 08/07/19 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Northern Ireland Electricity Networks, 6.375% 2jun2026, GBP   GBP 02/06/26 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Northern Ireland Electricity Networks, 6.875% 18sep2018, GBP   GBP 18/09/18 21/02/18 ***.** *.* 21/02/18 ***.* *.**
Northern Powergrid (Yorkshire), 5.125% 4may2035, GBP   GBP 04/05/35 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Northern Powergrid (Yorkshire), 7.25% 15dec2022, GBP   GBP 15/12/22 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Northumbrian Water, 1.625% 11oct2026, GBP   GBP 11/10/26 21/02/18 **.** *.** 21/02/18 **.** *.**
Northumbrian Water, 2.375% 5oct2027, GBP   GBP 05/10/27 21/02/18 **.** *.** 21/02/18 **.** *.**
Northumbrian Water, 5.125% 23jan2042, GBP   GBP 23/01/42 21/02/18 ***.* *.** 21/02/18 ***.** *.**
Northumbrian Water, 5.625% 29apr2033, GBP   GBP 29/04/33 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Northumbrian Water, 6.875% 6feb2023, GBP   GBP 06/02/23 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Notting Hill Housing Trust, 3.75% 20dec2032, GBP (ABS)   GBP 20/12/32 21/02/18 ***.**** *.** 21/02/18 ***.*** *
Notting Hill Housing Trust, 4.375% 20feb2054, GBP   GBP 20/02/54 21/02/18 ***.**** *.** 21/02/18 ***.**** *.*
Notting Hill Housing Trust, 5.25% 7jul2042, GBP (ABS)   GBP 07/07/42 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Novus Capital Markets, FRN 20dec2021, EUR   EUR 20/12/21 21/02/18 *** * 21/02/18 *
Ocado Group, 4% 15jun2024, GBP   GBP 15/06/24 21/02/18 ***.** * 21/02/18 ***.** *.**
Octagon Healthcare Funding, 5.333% 31dec2035, GBP   GBP 31/12/35 21/02/18 ***.**** *.* 21/02/18 ***.**** *.**
Old Mutual, 7.875% 3nov2025, GBP   GBP 03/11/25 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Old Mutual, 8% 3jun2021, GBP   GBP 03/06/21 21/02/18 ***.** *.** 21/02/18 ***.** *.**
OM Asset Managment, 4.8% 27jul2026, USD   USD 27/07/26 21/02/18 **.*** *.** 21/02/18 *** *.**
Orbit Group, 3.5% 24mar2045, GBP   GBP 24/03/45 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Paragon Group, 6% 28aug2024, GBP   GBP 28/08/24 21/02/18 *** *.** 21/02/18 ***.* *.**
Paragon Group, 6% 5dec2020, GBP   GBP 05/12/20 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Paragon Group, 6.125% 30jan2022, GBP   GBP 30/01/22 21/02/18 ***.* *.** 21/02/18 ***.* *.**
Paragon Group, 7.25% 9sep2026, GBP   GBP 09/09/26 21/02/18 ***.** * 21/02/18 ***.** *
Paragon Mortgages, FRN 15jan2039, EUR (ABS)   EUR 15/01/39 21/02/18 **.**** * 21/02/18 **.**** *
Paragon Mortgages, FRN 15jan2039, EUR (ABS)   EUR 15/01/39 21/02/18 **.**** * 21/02/18 **.**** *
Paragon Mortgages, FRN 15jan2039, EUR (ABS)   EUR 15/01/39 21/02/18 **.**** * 21/02/18 **.**** *
Paragon Mortgages, FRN 15jan2039, GBP (ABS)   GBP 15/01/39 21/02/18 **.**** * 21/02/18 **.**** *
Paragon Mortgages, FRN 15jan2039, USD (ABS)   USD 15/01/39 21/02/18 **.**** * 21/02/18 **.**** *
Paragon Mortgages, FRN 15jun2041, EUR (ABS)   EUR 15/06/41 21/02/18 **.**** * 21/02/18 **.**** *
Paragon Mortgages, FRN 15may2041, EUR (ABS)   EUR 15/05/41 21/02/18 **.**** * 21/02/18 **.**** *
Paragon Mortgages, FRN 15may2041, EUR (ABS)   EUR 15/05/41 21/02/18 **.**** * 21/02/18 **.**** *
Paragon Mortgages, FRN 15may2041, GBP (ABS)   GBP 15/05/41 21/02/18 **.**** * 21/02/18 **.**** *
Paragon Mortgages, FRN 15may2041, GBP (ABS)   GBP 15/05/41 21/02/18 **.**** * 21/02/18 **.**** *
Paragon Mortgages, FRN 15nov2038, EUR (ABS)   EUR 15/11/38 21/02/18 **.**** * 21/02/18 **.**** *
Paragon Mortgages, FRN 15nov2038, GBP (ABS)   GBP 15/11/38 21/02/18 **.**** * 21/02/18 **.**** *
Paragon Mortgages, FRN 15oct2041, EUR (ABS)   EUR 15/10/41 21/02/18 **.**** * 21/02/18 **.**** *
Paragon Mortgages, FRN 15oct2041, EUR (ABS)   EUR 15/10/41 21/02/18 **.**** * 21/02/18 **.**** *
Paragon Mortgages, FRN 15oct2041, GBP (ABS)   GBP 15/10/41 21/02/18 **.**** * 21/02/18 **.**** *
Paragon Mortgages, FRN 15sep2039, EUR (ABS)   EUR 15/09/39 21/02/18 **.**** * 21/02/18 **.**** *
Paragon Mortgages, FRN 15sep2039, GBP (ABS)   GBP 15/09/39 21/02/18 **.**** * 21/02/18 **.**** *
Paragon Mortgages, FRN 15sep2039, GBP (ABS)   GBP 15/09/39 21/02/18 **.**** * 21/02/18 **.**** *
Paragon Secured Finance, FRN 15nov2035, GBP (ABS)   GBP 15/11/35 21/02/18 **.**** * 21/02/18 **.**** *
Paragon Secured Finance, FRN 15nov2035, GBP (ABS)   GBP 15/11/35 21/02/18 **.**** * 21/02/18 **.**** *
PD Ports, 7.127% 15mar2024, GBP   GBP 15/03/24 21/02/18 ***.**** *.* 21/02/18 ***.**** *.**
Peabody Capital Plc, 4.625% 12dec2053, GBP   GBP 12/12/53 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Peabody Capital Plc, 5.25% 17mar2043, GBP (ABS)   GBP 17/03/43 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Pearson, 1.375% 6may2025, EUR   EUR 06/05/25 21/02/18 **.** *.** 21/02/18 ***.*** *.**
Pearson, 1.875% 19may2021, EUR   EUR 19/05/21 21/02/18 ***.** *.** 21/02/18 ***.*** *.**
Pension Insurance Corporation, 6.5% 3jul2024, GBP   GBP 03/07/24 21/02/18 ***.** *.* 21/02/18 ***.** *.**
PGH Capital, 4.125% 20jul2022, GBP   GBP 20/07/22 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Phoenix Group, 3.125% 27may2020, EUR   EUR 27/05/20 21/02/18 ***.*** *.** 21/02/18 ***.*** *.**
Phoenix Group, 6.625% 18dec2025, GBP   GBP 18/12/25 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Phoenix Group, 7.25% perp., GBP   GBP 21/02/18 ***.**** * 21/02/18 ***.**** *
Pinnacle Bidco, 6.375% 15feb2025, GBP   GBP 15/02/25 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Places for People, 1% 31jan2022, GBP   GBP 31/01/22 21/02/18 ***.** * 21/02/18 ***.* *
Places for People, 4.25% 15dec2023, GBP   GBP 15/12/23 21/02/18 ***.* *.** 21/02/18 ***.** *.**
Places for People, 5.09% 31jul2043, GBP   GBP 31/07/43 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Places for People, 5.875% 23may2031, GBP   GBP 23/05/31 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Places for People, 6.625% 30sep2038, GBP   GBP 30/09/38 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Playtech, 0.5% 19nov2019, EUR (Conv.)   EUR 19/11/19 21/02/18 ***.** -*.** 21/02/18 ***.** -*.**
Porterbrook, 4.625% 4apr2029, GBP   GBP 04/04/29 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Porterbrook, 5.5% 20apr2019, GBP   GBP 20/04/19 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Porterbrook, 6.5% 20oct2020, GBP   GBP 20/10/20 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Porterbrook, 7.125% 20oct2026, GBP   GBP 20/10/26 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Preferred Residential Securities, FRN 15dec2041, GBP (ABS)   GBP 15/12/41 21/02/18 ***.*** * 21/02/18 ***.*** *
Preferred Residential Securities, FRN 15dec2042, EUR (ABS)   EUR 15/12/42 21/02/18 **.**** * 21/02/18 ***.**** *
Premier Foods Investments, 6.5% 15mar2021, GBP   GBP 15/03/21 21/02/18 *** *.** 21/02/18 ***.*** *.**
Premier Oil, 2.5% 31may2022, USD (Conv.)   USD 31/05/22 21/02/18 ***.* *.** 21/02/18 ***.* -*.**
Premier Oil, 5% 31may2021, GBP   GBP 31/05/21 21/02/18 **.* *.* 21/02/18 **.* *.**
Premier Transmission, 5.202% 31mar2030, GBP (ABS)   GBP 31/03/30 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Premiertel, 6.175% 8may2032, GBP (ABS)   GBP 08/05/32 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Primary Health Properties, 5.375% 23jul2019, GBP   GBP 23/07/19 21/02/18 ***.* *.** 21/02/18 *** *.**
Provident Financial, 5.125% 9oct2023, GBP   GBP 09/10/23 21/02/18 ** *.** 21/02/18 **.** *.**
Provident Financial, 6% 27sep2021, GBP   GBP 27/09/21 21/02/18 **.** **.** 21/02/18 **.** *.**
Provident Financial, 7% 14apr2020, GBP   GBP 14/04/20 21/02/18 **.** **.** 21/02/18 ** **.**
Provident Financial, 8% 23oct2019, GBP   GBP 23/10/19 21/02/18 ** **.** 21/02/18 **.** **.**
Provident Financial, FRN 4mar2018, GBP   GBP 04/03/18 21/02/18 **.**** * 21/02/18 **.**** *
Prudential, 1.75% 27nov2018, GBP   GBP 27/11/18 21/02/18 ***.** *.* 21/02/18 ***.** *.**
Prudential, 11.375% 29may2039, GBP   GBP 29/05/39 21/02/18 ***.** * 21/02/18 ***.** *
Prudential, 4.375% perp., USD   USD 21/02/18 **.** * 21/02/18 **.* *
Prudential, 4.875% perp., USD   USD 21/02/18 **.** * 21/02/18 **.** *
Prudential, 5% 20jul2055, GBP   GBP 20/07/55 21/02/18 ***.** * 21/02/18 ***.** *
Prudential, 5.25% perp., USD   USD 21/02/18 **.** * 21/02/18 **.*** *
Prudential, 5.25% perp., USD   USD 21/02/18 **.*** * 21/02/18 **.** *
Prudential, 5.7% 19dec2063, GBP   GBP 19/12/63 21/02/18 ***.** * 21/02/18 ***.* *
Prudential, 5.875% 11may2029, GBP   GBP 11/05/29 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Prudential, 6.125% 19dec2031, GBP   GBP 19/12/31 21/02/18 ***.** *.* 21/02/18 ***.** *.*
Prudential, 6.875% 20jan2023, GBP   GBP 20/01/23 21/02/18 ***.** *.** 21/02/18 ***.** *.*
Prudential, 7.75% perp., USD   USD 21/02/18 ***.** * 21/02/18 ***.** *
Punch Taverns Finance, 4.767% 30mar2024, GBP   GBP 30/03/24 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Punch Taverns Finance, 5.943% 30sep2022, GBP   GBP 30/09/22 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Punch Taverns Finance, 7.369% 30sep2021, GBP   GBP 30/09/21 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Quadrant Housing Finance, 4.94% 10feb2033, GBP (ABS)   GBP 10/02/33 21/02/18 ***.*** *.** 21/02/18 ***.**** *.**
RAC Bond, 4.565% 6may2023, GBP   GBP 06/05/23 21/02/18 ***.** *.** 21/02/18 ***.** *.**
RAC Bond, 4.87% 6may2026, GBP   GBP 06/05/26 21/02/18 ***.** *.** 21/02/18 ***.** *.**
RAC Bond, 5% 6nov2022, GBP   GBP 06/11/22 21/02/18 **.** *.** 21/02/18 **.** *.**
Radian Capital, 5.029% 12may2049, GBP   GBP 12/05/49 21/02/18 ***.*** *.** 21/02/18 *
RBS, 0.5% 15may2024, EUR   EUR 15/05/24 21/02/18 **.*** *.** 21/02/18 **.* *.**
RBS, 1.625% 25jun2019, EUR   EUR 25/06/19 21/02/18 ***.** -*.** 21/02/18 ***.** -*.*
RBS, 10.5% 3nov2019, RON   RON 03/11/19 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
RBS, 10.875% 30apr2019, GBP   GBP 30/04/19 21/02/18 ***.** *.** 21/02/18 ***.** *.**
RBS, 2% 8mar2023, EUR   EUR 08/03/23 21/02/18 ***.** * 21/02/18 ***.** *
RBS, 2.5% 22mar2023, EUR   EUR 22/03/23 21/02/18 ***.** *.** 21/02/18 ***.** *
RBS, 2.5% 27feb2018, CNY   CNY 27/02/18 21/02/18 **.** *.** 21/02/18 *
RBS, 3.498% 15may2023, USD   USD 15/05/23 21/02/18 **.** * 21/02/18 **.** *
RBS, 3.625% 25mar2024, EUR   EUR 25/03/24 21/02/18 ***.** * 21/02/18 ***.** *
RBS, 3.875% 19oct2020, EUR (ABS)   EUR 19/10/20 21/02/18 ***.*** -*.** 21/02/18 ***.** -*.**
RBS, 4.65% 4jun2018, USD   USD 04/06/18 21/02/18 ***.** *.* 21/02/18 ***.** *.**
RBS, 4.7% 3jul2018, USD   USD 03/07/18 21/02/18 ***.** *.** 21/02/18 ***.*** *.**
RBS, 4.8% 5apr2026, USD   USD 05/04/26 21/02/18 ***.** *.** 21/02/18 ***.*** *.**
RBS, 5.125% 13jan2024, GBP (ABS)   GBP 13/01/24 21/02/18 ***.** *.** 21/02/18 ***.** *.**
RBS, 5.125% 28may2024, USD   USD 28/05/24 21/02/18 ***.** *.** 21/02/18 ***.** *.**
RBS, 5.375% 30sep2019, EUR   EUR 30/09/19 21/02/18 ***.** -*.** 21/02/18 ***.** -*.*
RBS, 5.5% 23mar2020, EUR   EUR 23/03/20 21/02/18 ***.* *.** 21/02/18 ***.** -*
RBS, 5.5% perp., EUR   EUR 21/02/18 ***.* * 21/02/18 ***.* *
RBS, 5.5% perp., GBP (Conv.)   GBP 21/02/18 ***.* * 21/02/18 ***.** *
RBS, 5.625% 24aug2020, USD   USD 24/08/20 21/02/18 ***.*** *.** 21/02/18 ***.** *.**
RBS, 5.625% perp., GBP   GBP 21/02/18 *** * 21/02/18 *** *
RBS, 5.625% perp., GBP   GBP 21/02/18 ***.** * 21/02/18 ***.** *
RBS, 6% 19dec2023, USD   USD 19/12/23 21/02/18 ***.** *.** 21/02/18 ***.** *.**
RBS, 6.1% 10jun2023, USD   USD 10/06/23 21/02/18 ***.** *.** 21/02/18 ***.** *.**
RBS, 6.125% 11jan2021, USD   USD 11/01/21 21/02/18 ***.** *.** 21/02/18 ***.** *.**
RBS, 6.2% perp., GBP   GBP 21/02/18 ***.* * 21/02/18 ***.** *
RBS, 6.375% 7dec2028, GBP   GBP 07/12/28 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
RBS, 6.4% 21oct2019, USD   USD 21/10/19 21/02/18 ***.** *.** 21/02/18 ***.*** *
RBS, 6.625% 17sep2018, GBP   GBP 17/09/18 21/02/18 ***.** *.** 21/02/18 ***.** *.**
RBS, 6.875% 17may2025, GBP   GBP 17/05/25 21/02/18 ***.** *.** 21/02/18 ***.** *.**
RBS, 6.934% 9apr2018, EUR   EUR 09/04/18 21/02/18 ***.** *.** 21/02/18 ***.** *.**
RBS, 7.092% perp., EUR   EUR 21/02/18 **.** * 21/02/18 **.** *
RBS, 7.375% perp., GBP   GBP 21/02/18 **.* * 21/02/18 ** *
RBS, 7.5% 29apr2024, GBP   GBP 29/04/24 21/02/18 ***.** *.** 21/02/18 ***.** *.**
RBS, 7.5% perp., USD   USD 21/02/18 ***.** * 21/02/18 ***.** *
RBS, 7.64% perp., USD   USD 21/02/18 ***.** * 21/02/18 ***.** *
RBS, 7.648% perp., USD   USD 21/02/18 ***.** * 21/02/18 ***.** *
RBS, 9.3% 29jan2020, RON   RON 29/01/20 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
RBS, 9.5% perp., GBP   GBP 21/02/18 ***.**** * 21/02/18 ***.*** *
RBS, FRN 15may2020, GBP   GBP 15/05/20 21/02/18 ***.** * 21/02/18 ***.** *
RBS, FRN 15may2023, USD   USD 15/05/23 21/02/18 ***.** * 21/02/18 ***.** *
RBS, FRN 8jun2020, EUR   EUR 08/06/20 21/02/18 ***.** * 21/02/18 ***.** *
RBS Group PLC, 3.875% 12sep2023, USD   USD 12/09/23 21/02/18 **.** *.** 21/02/18 **.** *.**
RBS Group PLC, 6.125% 15dec2022, USD   USD 15/12/22 21/02/18 ***.** *.** 21/02/18 ***.*** *.**
RBS Group PLC, 8% perp., USD   USD 21/02/18 ***.** * 21/02/18 ***.*** *
RBS Group PLC, 8.625% perp., USD   USD 21/02/18 ***.** * 21/02/18 ***.*** *
Reckitt Benckiser Group, 2.395% 24jun2022, USD   USD 24/06/22 21/02/18 **.** *.** 21/02/18 **.** *.**
Reckitt Benckiser Group, 2.75% 26jun2024, USD   USD 26/06/24 21/02/18 **.** *.* 21/02/18 **.** *.**
Reckitt Benckiser Group, 3% 26jun2027, USD   USD 26/06/27 21/02/18 **.** *.** 21/02/18 **.** *.**
RELX (Investments), 2.75% 1aug2019, GBP   GBP 01/08/19 21/02/18 ***.*** *.** 21/02/18 ***.*** *.**
RELX Plc, 0.375% 22mar2021, EUR   EUR 22/03/21 21/02/18 ***.** *.** 21/02/18 ***.** *.**
RELX Plc, 1% 22mar2024, EUR   EUR 22/03/24 21/02/18 ***.* *.** 21/02/18 ***.* *.**
RELX Plc, 2.5% 24sep2020, EUR (ABS)   EUR 24/09/20 21/02/18 ***.*** *.** 21/02/18 ***.** *.**
Rentokil Initial, 0.95% 22nov2024, EUR   EUR 22/11/24 21/02/18 **.** * 21/02/18 **.** *
Rentokil Initial, 3.25% 7oct2021, EUR   EUR 07/10/21 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Rentokil Initial, 3.375% 24sep2019, EUR   EUR 24/09/19 21/02/18 ***.** -*.** 21/02/18 ***.*** -*.**
Retail Charity Bonds, 3.9% 23nov2027, GBP   GBP 23/11/27 21/02/18 ***.** *.** 21/02/18 *** *.**
Retail Charity Bonds, 4% 31oct2027, GBP   GBP 31/10/27 21/02/18 **.* *.** 21/02/18 ***.* *.**
Retail Charity Bonds, 4.25% 30mar2026, GBP   GBP 30/03/26 21/02/18 **.** *.** 21/02/18 ***.* *.*
Retail Charity Bonds, 4.25% 6jul2026, GBP   GBP 06/07/26 21/02/18 ***.** *.** 21/02/18 ***.* *.**
Retail Charity Bonds, 4.375% 29jul2023, GBP   GBP 29/07/21 21/02/18 ***.** *.** 21/02/18 ***.* *.**
Retail Charity Bonds, 4.4% 30apr2025, GBP (ABS)   GBP 30/04/25 21/02/18 ***.* *.* 21/02/18 ***.* *.**
Retail Charity Bonds, 5% 12apr2026, GBP   GBP 12/04/26 21/02/18 ***.* *.** 21/02/18 ***.** *.**
Rio Tinto, 2% 11may2020, EUR   EUR 11/05/20 21/02/18 ***.** *.** 21/02/18 ***.*** -*.**
Rio Tinto, 2.875% 11dec2024, EUR   EUR 11/12/24 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Rio Tinto, 2.875% 21aug2022, USD   USD 21/08/22 21/02/18 **.** *.** 21/02/18 **.** *.*
Rio Tinto, 3.5% 22mar2022, USD   USD 22/03/22 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Rio Tinto, 3.75% 15jun2025, USD   USD 15/06/25 21/02/18 ***.** *.** 21/02/18 ***.*** *.**
Rio Tinto, 3.75% 20sep2021, USD   USD 20/09/21 21/02/18 ***.*** *.** 21/02/18 ***.*** *.**
Rio Tinto, 4% 11dec2029, GBP   GBP 11/12/29 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Rio Tinto, 4.125% 20may2021, USD   USD 20/05/21 21/02/18 ***.*** *.** 21/02/18 ***.** *.**
Rio Tinto, 4.125% 21aug2042, USD   USD 21/08/42 21/02/18 **.** *.** 21/02/18 **.** *.**
Rio Tinto, 5.2% 2nov2040, USD   USD 02/11/40 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Rio Tinto, 7.125% 15jul2028, USD   USD 15/07/28 21/02/18 ***.** *.** 21/02/18 ***.*** *.**
RMAC, FRN 12dec2036, GBP (ABS)   GBP 12/12/36 21/02/18 ***.**** * 21/02/18 ***.**** *
RMAC, FRN 12jun2037, EUR (ABS)   EUR 12/06/37 21/02/18 ***.**** * 21/02/18 ***.**** *
RMAC, FRN 12jun2037, GBP (ABS)   GBP 12/06/37 21/02/18 ***.**** * 21/02/18 ***.**** *
RMPA Services, 5.337% 30sep2038, GBP   GBP 30/09/38 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Road Management Services, 9.18% 10jun2021, GBP   GBP 10/06/21 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Rolls-Royce Holdings, 2.125% 18jun2021, EUR   EUR 18/06/21 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Rolls-Royce Holdings, 2.375% 14oct2020, USD   USD 14/10/20 21/02/18 **.** *.** 21/02/18 ***.* *.**
Rolls-Royce Holdings, 3.375% 18jun2026, GBP   GBP 18/06/26 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Rolls-Royce Holdings, 3.625% 14oct2025, USD   USD 14/10/25 21/02/18 **.** *.* 21/02/18 ***.** *.**
Rolls-Royce Holdings, 6.75% 30apr2019, GBP   GBP 30/04/19 21/02/18 ***.*** *.** 21/02/18 ***.*** *.**
Rothschild, 9% perp., GBP   GBP 21/02/18 *** * 21/02/18 ***.** *
Rothschild, FRN perp., EUR   EUR 21/02/18 **.** * 21/02/18 **.* *
Royal Dutch Shell, 0.375% 15feb2025, EUR   EUR 15/02/25 21/02/18 **.** *.** 21/02/18 **.*** *.**
Royal Dutch Shell, 0.75% 15aug2028, EUR   EUR 15/08/28 21/02/18 **.** *.** 21/02/18 **.** *.**
Royal Dutch Shell, 1% 6apr2022, EUR   EUR 06/04/22 21/02/18 ***.* *.** 21/02/18 ***.** *.**
Royal Dutch Shell, 1.375% 12sep2019, USD   USD 12/09/19 21/02/18 **.*** *.** 21/02/18 **.*** *.**
Royal Dutch Shell, 1.625% 10nov2018, USD   USD 10/11/18 21/02/18 **.** *.** 21/02/18 **.** *.**
Royal Dutch Shell, 1.625% 20jan2027, EUR   EUR 20/01/27 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Royal Dutch Shell, 1.625% 24mar2021, EUR   EUR 24/03/21 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Royal Dutch Shell, 1.75% 12sep2021, USD   USD 12/09/21 21/02/18 **.** * 21/02/18 ** *.**
Royal Dutch Shell, 1.9% 10aug2018, USD   USD 10/08/18 21/02/18 **.** *.** 21/02/18 **.** *.**
Royal Dutch Shell, 2% 15nov2018, USD   USD 15/11/18 21/02/18 **.** *.** 21/02/18 **.* *.**
Royal Dutch Shell, 2% 20dec2019, GBP   GBP 20/12/19 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Royal Dutch Shell, 2.125% 11may2020, USD   USD 11/05/20 21/02/18 **.** *.** 21/02/18 **.*** *.**
Royal Dutch Shell, 2.25% 10nov2020, USD   USD 10/11/20 21/02/18 **.** *.** 21/02/18 **.** *.**
Royal Dutch Shell, 2.25% 6jan2023, USD   USD 06/01/23 21/02/18 **.** *.** 21/02/18 **.*** *.**
Royal Dutch Shell, 2.375% 21aug2022, USD   USD 21/08/22 21/02/18 **.** *.** 21/02/18 **.*** *.**
Royal Dutch Shell, 2.5% 12sep2026, USD   USD 12/09/26 21/02/18 **.* *.** 21/02/18 **.*** *.**
Royal Dutch Shell, 2.5% 24mar2026, EUR   EUR 24/03/26 21/02/18 ***.** *.** 21/02/18 ***.** *.*
Royal Dutch Shell, 3.25% 11may2025, USD   USD 11/05/25 21/02/18 **.** *.* 21/02/18 **.** *.**
Royal Dutch Shell, 3.4% 12aug2023, USD   USD 12/08/23 21/02/18 ***.** *.** 21/02/18 ***.*** *.**
Royal Dutch Shell, 3.625% 21aug2042, USD   USD 21/08/42 21/02/18 **.** *.** 21/02/18 **.** *.**
Royal Dutch Shell, 3.75% 12sep2046, USD   USD 12/09/46 21/02/18 **.** *.** 21/02/18 **.** *.**
Royal Dutch Shell, 4.125% 11may2035, USD   USD 11/05/35 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Royal Dutch Shell, 4.3% 22sep2019, USD   USD 22/09/19 21/02/18 ***.** *.* 21/02/18 ***.*** *.**
Royal Dutch Shell, 4.375% 11may2045, USD   USD 11/05/45 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Royal Dutch Shell, 4.375% 14may2018, EUR   EUR 14/05/18 21/02/18 ***.** -*.** 21/02/18 ***.** -*.**
Royal Dutch Shell, 4.375% 25mar2020, USD   USD 25/03/20 21/02/18 ***.** *.** 21/02/18 ***.*** *.**
Royal Dutch Shell, 4.55% 12aug2043, USD   USD 12/08/43 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Royal Dutch Shell, 5.5% 25mar2040, USD   USD 25/03/40 21/02/18 ***.** *.** 21/02/18 ***.* *.**
Royal Dutch Shell, 6.375% 15dec2038, USD   USD 15/12/38 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Royal Dutch Shell, FRN 10nov2018, USD   USD 10/11/18 21/02/18 ***.** * 21/02/18 ***.** *
Royal Dutch Shell, FRN 11may2020, USD   USD 11/05/20 21/02/18 ***.* * 21/02/18 ***.** *
Royal Dutch Shell, FRN 12sep2019, USD   USD 12/09/19 21/02/18 ***.** * 21/02/18 ***.** *
Royal London Mutual Insurance Society, 6.125% 13nov2028, GBP   GBP 13/11/28 21/02/18 ***.** *.* 21/02/18 ***.** *.**
Royal London Mutual Insurance Society, 6.125% 30nov2043, GBP   GBP 30/11/43 21/02/18 ***.** *.** 21/02/18 ***.* *.**
Royal Mail, 2.375% 29jul2024, EUR   EUR 29/07/24 21/02/18 ***.** *.** 21/02/18 ***.*** *.**
RSA Insurance Group, 5.125% 10oct2045, GBP   GBP 10/10/45 21/02/18 ***.** * 21/02/18 ***.** *
RSA Insurance Group, 9.375% 20may2039, GBP   GBP 20/05/39 21/02/18 ***.** * 21/02/18 ***.** *
Sabmiller, 3.75% 15jan2022, USD   USD 15/01/22 21/02/18 **.** *.** 21/02/18 ***.** *.**
Safeway Ltd, 6.125% 17dec2018, GBP   GBP 17/12/18 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Saga, 3.375% 12may2024, GBP   GBP 12/05/24 21/02/18 **.** *.* 21/02/18 **.** *.**
Sainsbury's Bank, 6% 23nov2027, GBP   GBP 23/11/27 21/02/18 ***.** *.** 21/02/18 *** *.**
Sanctuary Capital, 6.697% 23mar2039, GBP   GBP 23/03/39 21/02/18 ***.**** *.* 21/02/18 ***.**** *.**
Santander UK Group Holdings, 0.5% 10jan2025, EUR   EUR 10/01/25 21/02/18 **.*** *.** 21/02/18 **.** *.**
Santander UK Group Holdings, 1.125% 8sep2023, EUR   EUR 08/09/23 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Santander UK Group Holdings, 2.125% 3nov2020, USD   USD 03/11/20 21/02/18 **.*** *.* 21/02/18 **.*** *.**
Santander UK Group Holdings, 2.5% 5jan2021, USD   USD 05/01/21 21/02/18 **.*** *.** 21/02/18 **.** *.**
Santander UK Group Holdings, 2.875% 16oct2020, USD   USD 16/10/20 21/02/18 **.** *.* 21/02/18 **.** *.**
Santander UK Group Holdings, 2.875% 5aug2021, USD   USD 05/08/21 21/02/18 **.** *.* 21/02/18 **.** *.**
Santander UK Group Holdings, 3.571% 10jan2023, USD   USD 10/01/23 21/02/18 **.** *.** 21/02/18 **.*** *.**
Santander UK Group Holdings, 3.625% 14jan2026, GBP   GBP 14/01/26 21/02/18 ***.** *.* 21/02/18 ***.** *.**
Santander UK Group Holdings, 3.875% 15oct2029, GBP   GBP 15/10/29 21/02/18 ***.** *.* 21/02/18 ***.* *.**
Santander UK Group Holdings, 4.75% 15sep2025, USD   USD 15/09/25 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Santander UK Group Holdings, 7.375% perp., GBP   GBP 21/02/18 ***.** * 21/02/18 ***.** *
Santander UK Group Holdings, FRN 18may2023, EUR   EUR 18/05/23 21/02/18 ***.** * 21/02/18 ***.** *
Santander UK Group Holdings, FRN 5may2020, GBP   GBP 05/05/20 21/02/18 ***.** * 21/02/18 ***.** *
Saxon Weald Capital, 5.375% 6jun2042, GBP   GBP 06/06/42 21/02/18 ***.*** *.** 21/02/18 ***.*** *.**
Scotland Gas Networks, 3.25% 8mar2027, GBP   GBP 08/03/27 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Scotland Gas Networks, 4.875% 21dec2034, GBP   GBP 21/12/34 21/02/18 ***.* *.** 21/02/18 ***.** *.**
Scottish & Southern Energy (SSE), 1.75% 8sep2023, EUR   EUR 08/09/23 21/02/18 ***.** *.** 21/02/18 ***.*** *.**
Scottish & Southern Energy (SSE), 2% 17jun2020, EUR   EUR 17/06/20 21/02/18 ***.*** -*.** 21/02/18 ***.* -*.**
Scottish & Southern Energy (SSE), 2.375% 10feb2022, EUR   EUR 10/02/22 21/02/18 ***.** *.* 21/02/18 ***.** *.**
Scottish & Southern Energy (SSE), 2.375% perp., EUR   EUR 21/02/18 ***.* * 21/02/18 ***.*** *
Scottish & Southern Energy (SSE), 3.875% perp., GBP   GBP 21/02/18 ***.** * 21/02/18 ***.** *
Scottish & Southern Energy (SSE), 4.25% 14sep2021, GBP   GBP 14/09/21 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Scottish & Southern Energy (SSE), 5% 1oct2018, GBP   GBP 01/10/18 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Scottish & Southern Energy (SSE), 5.875% 22sep2022, GBP   GBP 22/09/22 21/02/18 ***.** *.** 21/02/18 ***.* *.**
Scottish & Southern Energy (SSE), 6.25% 27aug2038, GBP   GBP 27/08/38 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Scottish & Southern Energy (SSE), 8.375% 20nov2028, GBP   GBP 20/11/28 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Scottish Amicable Finance, 8.5% perp., GBP   GBP 21/02/18 ***.*** * 21/02/18 ***.*** *
Scottish Investment Trust (SIT), 5.75% 17apr2030, GBP   GBP 17/04/30 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Scottish Power, 6.75% 29may2023, GBP   GBP 29/05/23 21/02/18 ***.** *.** 21/02/18 ***.*** *.**
Scottish Power, FRN 13oct2024, GBP   GBP 13/10/24 21/02/18 ***.** * 21/02/18 ***.** *
SeaDrill, 6.125% 15sep2020, USD   USD 15/09/20 21/02/18 **.** **.** 21/02/18 **.** **.**
Segro, 1.5% 20nov2025, EUR   EUR 20/11/25 21/02/18 **.** *.** 21/02/18 **.** *.**
Segro, 5.75% 20jun2035, GBP   GBP 20/06/35 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Segro, 6% 30sep2019, GBP   GBP 30/09/19 21/02/18 ***.* *.* 21/02/18 ***.* *.**
Segro, 6.75% 23feb2024, GBP   GBP 23/02/24 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Segro, 6.75% 23nov2021, GBP   GBP 23/11/21 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Segro, 7% 14mar2022, GBP   GBP 14/03/22 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Severn Trent, 1.3% 11jul2022, GBP   GBP 11/07/22 21/02/18 ***.** * 21/02/18 ***.* *
Severn Trent, 2.75% 5dec2031, GBP   GBP 05/12/31 21/02/18 **.* *.** 21/02/18 ***.** *.**
Severn Trent, 3.625% 16jan2026, GBP   GBP 16/01/26 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Severn Trent, 4.875% 24jan2042, GBP   GBP 24/01/42 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Severn Trent, 6.125% 26feb2024, GBP   GBP 26/02/24 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Severn Trent, 6.25% 7jun2029, GBP   GBP 07/06/29 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Severn Trent, FRN 30may2028, GBP   GBP 30/05/28 21/02/18 ***.**** * 21/02/18 ***.**** *
Shanks Group, 3.65% 2022, USD   EUR 16/06/22 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Shanks Group, 4.23% 2019, EUR   EUR 30/07/19 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Signet Jewelers, 4.7% 15jun2024, USD   USD 15/06/24 21/02/18 **.**** *.** 21/02/18 **.**** *.**
Skipton Building Society, 1.75% 30jun2022, GBP   GBP 30/06/22 21/02/18 **.** *.** 21/02/18 **.** *.**
Sky plc, 1.5% 15sep2021, EUR   EUR 15/09/21 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Sky plc, 1.875% 24nov2023, EUR   EUR 24/11/23 21/02/18 ***.** *.** 21/02/18 ***.** *.*
Sky plc, 2.25% 17nov2025, EUR   EUR 17/11/25 21/02/18 ***.** *.* 21/02/18 ***.** *.**
Sky plc, 2.5% 15sep2026, EUR   EUR 15/09/26 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Sky plc, 2.625% 16sep2019, USD   USD 16/09/19 21/02/18 **.** *.** 21/02/18 ***.** *.**
Sky plc, 2.75% 27nov2029, EUR   EUR 27/11/29 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Sky plc, 2.875% 24nov2020, GBP   GBP 24/11/20 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Sky plc, 3.125% 26nov2022, USD   USD 26/11/22 21/02/18 **.** *.* 21/02/18 **.** *.**
Sky plc, 3.75% 16sep2024, USD   USD 16/09/24 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Sky plc, 4% 26nov2029, GBP   GBP 26/11/29 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Sky plc, 6% 21may2027, GBP   GBP 21/05/27 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Sky plc, FRN 1apr2020, EUR   EUR 01/04/20 21/02/18 ***.* * 21/02/18 ***.* *
Smiths Group, 1.25% 28apr2023, EUR   EUR 28/04/23 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Smiths Group, 2% 23feb2027, EUR   EUR 23/02/27 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Society of Lloyds, 4.75% 30oct2024, GBP   GBP 30/10/24 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Society of Lloyds, 4.875% 7feb2047, GBP   GBP 07/02/47 21/02/18 ***.** * 21/02/18 ***.** *
Sound Energy, 5% 21jun2021, EUR (ABS)   EUR 21/06/21 21/02/18 **.* *.** 21/02/18 ***.* *.**
South East Water, 5.6577% 2019, GBP (ABS)   GBP 30/09/19 21/02/18 ***.** *.** 21/02/18 ***.**** *.**
South Eastern Power Networks, 5.625% 30sep2030, GBP   GBP 30/09/30 21/02/18 ***.**** *.** 21/02/18 ***.** *.*
South Eastern Power Networks, 6.375% 12nov2031, GBP   GBP 12/11/31 21/02/18 ***.** *.** 21/02/18 ***.** *.*
Southern Electric Power Distribution, 4.625% 20feb2037, GBP   GBP 20/02/37 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Southern Electric Power Distribution, 5.5% 7jun2032, GBP   GBP 07/06/32 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Southern Gas Networks, 2.5% 3feb2025, GBP   GBP 03/02/25 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Southern Gas Networks, 4.875% 21dec2020, GBP   GBP 21/12/20 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Southern Gas Networks, 4.875% 21mar2029, GBP   GBP 21/03/29 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Southern Gas Networks, 4.875% 5oct2023, GBP   GBP 05/10/23 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Southern Gas Networks, 5.125% 2nov2018, GBP   GBP 02/11/18 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Southern Gas Networks, 6.375% 15may2040, GBP   GBP 15/05/40 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Southern Pacific Financing, FRN 10dec2042, GBP (ABS)   GBP 10/12/42 21/02/18 **.**** * 21/02/18 ***.**** *
Southern Pacific Financing, FRN 10dec2042, GBP (ABS)   GBP 10/12/42 21/02/18 **.**** * 21/02/18 ***.**** *
Southern Pacific Securities, FRN 10dec2042, GBP (ABS)   GBP 10/12/42 21/02/18 ***.**** * 21/02/18 ***.**** *
Southern Water Services, 3.706% 31mar2034, GBP   GBP 31/03/34 21/02/18 ***.**** * 21/02/18 ***.**** *
Southern Water Services, 4.5% 31mar2038, GBP   GBP 31/03/38 21/02/18 ***.** * 21/02/18 ***.** *
Southern Water Services, 4.5% 31mar2052, GBP   GBP 31/03/52 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Southern Water Services, 5% 31mar2021, GBP   GBP 31/03/21 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Southern Water Services, 5.125% 30sep2056, GBP   GBP 30/09/56 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Southern Water Services, 6.125% 31mar2019, GBP   GBP 31/03/19 21/02/18 ***.** *.** 21/02/18 ***.** -*.**
Southern Water Services, 6.192% 31mar2029, GBP (ABS)   GBP 31/03/29 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Southern Water Services, 6.64% 31mar2026, GBP   GBP 31/03/26 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Sovereign Housing Capital, 4.768% 1jun2043, GBP (ABS)   GBP 01/06/43 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Sovereign Housing Capital, 5.705% 10sep2039, GBP (ABS)   GBP 10/09/39 21/02/18 ***.**** *.* 21/02/18 ***.**** *.**
Spirit Issuer, 5.472% 28dec2028, GBP   GBP 28/12/28 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Spirit Pub Company, 6.582% 28dec2027, GBP   GBP 28/12/27 21/02/18 ***.** *.* 21/02/18 ***.** *.**
SSE plc, 0.875% 6sep2025, EUR   EUR 06/09/25 21/02/18 **.** *.** 21/02/18 **.** *.**
SSE plc, 3.625% 16sep2077, GBP   GBP 16/09/77 21/02/18 ***.** * 21/02/18 ***.** *
SSE plc, 4.75% 16sep2077, USD   USD 16/09/77 21/02/18 ***.* * 21/02/18 ***.** *
St. Modwen Properties, 2.875% 6mar2019, GBP (Conv.)   GBP 06/03/19 21/02/18 **.*** *.** 21/02/18 ***.*** *.**
St. Modwen Properties, 6.25% 7nov2019, GBP   GBP 07/11/19 21/02/18 ***.* *.** 21/02/18 ***.* *.**
Standard Chartered Bank, 0.75% 3oct2023, EUR   EUR 03/10/23 21/02/18 **.** * 21/02/18 **.** *
Standard Chartered Bank, 1.625% 20nov2018, EUR   EUR 20/11/18 21/02/18 ***.** -*.** 21/02/18 ***.** -*.*
Standard Chartered Bank, 1.625% 3oct2027, EUR   EUR 03/10/27 21/02/18 **.** * 21/02/18 **.* *
Standard Chartered Bank, 2.1% 19aug2019, USD   USD 19/08/19 21/02/18 **.** *.** 21/02/18 **.** *.**
Standard Chartered Bank, 2.4% 8sep2019, USD   USD 08/09/19 21/02/18 **.** *.** 21/02/18 **.** *.**
Standard Chartered Bank, 3.05% 15jan2021, USD   USD 15/01/21 21/02/18 **.** *.** 21/02/18 **.** *.**
Standard Chartered Bank, 4.3% 19feb2027, USD   USD 19/02/27 21/02/18 **.** *.* 21/02/18 **.** *.**
Standard Chartered Bank, 5.2% 26jan2024, USD   USD 26/01/24 21/02/18 ***.*** *.** 21/02/18 ***.*** *.*
Standard Chartered Bank, 5.25% 10apr2023, SGD   SGD 10/04/23 21/02/18 ***.*** * 21/02/18 ***.** *
Standard Chartered Bank, 5.7% 26mar2044, USD   USD 26/03/44 21/02/18 ***.*********** *.** 21/02/18 ***.*********** *.**
Standard Chartered Bank, 7.5% perp., USD   USD 21/02/18 *** * 21/02/18 ***.** *
Standard Chartered Bank, 7.75% perp., GBP   GBP 21/02/18 ***.* * 21/02/18 ***.** *
Standard Chartered Bank, 7.75% perp., USD   USD 21/02/18 ***.* * 21/02/18 *** *
Standard Chartered Bank, 8% 30may2031, USD   USD 30/05/31 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Standard Chartered Bank, FRN 19aug2019, USD   USD 19/08/19 21/02/18 ***.** * 21/02/18 ***.* *
Standard Chartered Plc, 1.625% 13jun2021, EUR   EUR 13/06/21 21/02/18 ***.** *.** 21/02/18 ***.* *.**
Standard Chartered Plc, 1.7% 17apr2018, USD   USD 17/04/18 21/02/18 **.** *.** 21/02/18 **.** *.**
Standard Chartered Plc, 2.25% 17apr2020, USD   USD 17/04/20 21/02/18 **.** *.** 21/02/18 **.** *.**
Standard Chartered Plc, 3.125% 19nov2024, EUR   EUR 19/11/24 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Standard Chartered Plc, 3.2% 17apr2025, USD   USD 17/04/25 21/02/18 **.** *.** 21/02/18 **.** *.**
Standard Chartered Plc, 3.625% 23nov2022, EUR   EUR 23/11/22 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Standard Chartered Plc, 3.95% 11jan2023, USD   USD 11/01/23 21/02/18 **.************ *.** 21/02/18 **.*** *.**
Standard Chartered Plc, 4% 21oct2025, EUR   EUR 21/10/25 21/02/18 ***.* * 21/02/18 ***.** *
Standard Chartered Plc, 4.05% 12apr2026, USD   USD 12/04/26 21/02/18 **.** *.** 21/02/18 **.** *.**
Standard Chartered Plc, 4.125% 18jan2019, EUR   EUR 18/01/19 21/02/18 ***.** -*.** 21/02/18 ***.** -*.**
Standard Chartered Plc, 4.375% 18jan2038, GBP   GBP 18/01/38 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Standard Chartered Plc, 4.4% 23jan2026, SGD   SGD 23/01/26 21/02/18 ***.**** * 21/02/18 ***.**** *
Standard Chartered Plc, 5.125% 6jun2034, GBP   GBP 06/06/34 21/02/18 ***.*********** *.** 21/02/18 ***.** *.**
Standard Chartered Plc, 5.3% 9jan2043, USD   USD 09/01/43 21/02/18 ***.*** *.** 21/02/18 ***.*** *.**
Standard Chartered Plc, 5.375% perp., GBP   GBP 21/02/18 ***.** * 21/02/18 ***.** *
Standard Chartered Plc, 5.7% 25jan2022, USD   USD 25/01/22 21/02/18 ***.** *.** 21/02/18 ***.** *
Standard Chartered Plc, 6.409% perp., USD   USD 21/02/18 **.** * 21/02/18 **.* *
Standard Chartered Plc, 6.5% perp., USD   USD 21/02/18 ***.** * 21/02/18 ***.** *
Standard Chartered Plc, 7.014% perp., USD   USD 21/02/18 ***.** * 21/02/18 ***.*** *
Standard Chartered Plc, 7.75% 3apr2018, GBP   GBP 03/04/18 21/02/18 **.** *.** 21/02/18 ***.** -*.*
Standard Chartered Plc, FRN 17apr2018, USD   USD 17/04/18 21/02/18 ***.*** * 21/02/18 ***.*** *
Standard Chartered Plc, FRN perp., USD   USD 21/02/18 **.* * 21/02/18 **.* *
Standard Chartered Plc, FRN perp., USD   USD 21/02/18 **.**** * 21/02/18 **.**** *
Standard Life Aberdeen, 4.25% 30jun2048, USD   USD 30/06/48 21/02/18 **.** * 21/02/18 **.** *
Standard Life Aberdeen, 5.5% 4dec2042, GBP   GBP 04/12/42 21/02/18 ***.** * 21/02/18 ***.** *
Standard Life Aberdeen, 6.546% perp., GBP   GBP 21/02/18 ***.** * 21/02/18 ***.** *
Standard Life Aberdeen, 6.75% perp., GBP   GBP 21/02/18 ***.** * 21/02/18 ***.** *
State Bank of India (London), FRN 6apr2020, USD   USD 06/04/20 21/02/18 ***.* * 21/02/18 ***.* *
Stirling Water Seafield Finance, 5.822% 26sep2026, GBP (ABS)   GBP 26/09/26 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Sutton and East Surrey Water, 2.874% 31may2031, GBP (ABS)   GBP 31/05/31 21/02/18 ***.**** * 21/02/18 ***.**** *
SW Funding, 5.5% 16jun2023, GBP   GBP 16/06/23 21/02/18 ***.** *.** 21/02/18 ***.** *.**
SW Funding, 7% 16jun2043, GBP   GBP 16/06/43 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Swan Housing Group, 3.625% 5mar2048, GBP (ABS)   GBP 05/03/48 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
TA Manufacturing, 3.625% 15apr2023, EUR   EUR 15/04/23 21/02/18 ***.** *.** 21/02/18 ***.* *.**
TalkTalk Telecom Group, 5.375% 15jan2022, GBP   GBP 15/01/22 21/02/18 **.** * 21/02/18 **.** *.**
Tate&Lyle, 6.75% 25nov2019, GBP   GBP 25/11/19 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Telereal, 4.01% 10dec2033, GBP (ABS)   GBP 10/12/31 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Telereal, 4.09% 10dec2033, GBP   GBP 10/12/33 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Telereal, 4.9741% 10dec2033, GBP   GBP 10/09/27 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Telereal, 5.3887% 10dec2031, GBP (ABS)   GBP 10/12/31 21/02/18 ***.** *.* 21/02/18 ***.** *.**
Telereal, 5.4252% 10dec2031, GBP (ABS)   GBP 10/12/31 21/02/18 ***.* *.** 21/02/18 ***.** *.**
Telereal, 5.5534% 10dec2031, GBP (ABS)   GBP 10/12/31 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Telereal, 5.5653% 10dec2031, GBP   GBP 10/12/31 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Telereal, 5.9478% 10dec2031, GBP (ABS)   GBP 10/12/31 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Telereal, 6.1645% 10dec2031, GBP   GBP 10/12/31 21/02/18 ***.**** *.** 21/02/18 ***.*** *.**
Temple Bar Investment Trust, 5.5% 8mar2021, GBP (ABS)   GBP 08/03/21 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Tesco, 1% 16dec2019, GBP   GBP 16/12/19 21/02/18 ***.* * 21/02/18 ***.** *
Tesco, 1.375% 1jul2019, EUR   EUR 01/07/19 21/02/18 ***.** *.** 21/02/18 ***.*** *.*
Tesco, 2.125% 12nov2020, EUR   EUR 12/11/20 21/02/18 ***.** *.** 21/02/18 ***.*** *.**
Tesco, 2.5% 1jul2024, EUR   EUR 01/07/24 21/02/18 ***.** *.** 21/02/18 ***.*** *.*
Tesco, 3.322% 5nov2025, GBP   GBP 05/11/25 21/02/18 ***.* * 21/02/18 ***.** *
Tesco, 3.375% 2nov2018, EUR   EUR 02/11/18 21/02/18 ***.** *.** 21/02/18 ***.* *.**
Tesco, 4.875% 24mar2042, GBP   GBP 24/03/42 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Tesco, 5% 21nov2020, GBP   GBP 21/11/20 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Tesco, 5% 24mar2023, GBP   GBP 24/03/23 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Tesco, 5.125% 10apr2047, EUR   EUR 10/04/47 21/02/18 ***.*** *.** 21/02/18 ***.** *.**
Tesco, 5.2% 24aug2018, GBP   GBP 24/08/18 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Tesco, 5.2% 5mar2057, GBP   GBP 05/03/57 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Tesco, 5.4111% 13jul2044, GBP   GBP 13/07/44 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Tesco, 5.5% 13dec2019, GBP   GBP 13/12/19 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Tesco, 5.5% 13jan2033, GBP   GBP 13/01/33 21/02/18 ***.** *.** 21/02/18 *** *.**
Tesco, 5.5457% 19feb2029, GBP   GBP 19/02/29 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Tesco, 5.661% 13oct2041, GBP (ABS)   GBP 13/10/41 21/02/18 ***.** *.* 21/02/18 ***.** *.**
Tesco, 5.744% 13apr2040, GBP (ABS)   GBP 13/04/40 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Tesco, 5.8006% 13oct2040, GBP (ABS)   GBP 13/10/40 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Tesco, 6% 14dec2029, GBP   GBP 14/12/29 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Tesco, 6.125% 24feb2022, GBP   GBP 24/02/22 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Tesco, 6.15% 15nov2037, USD   USD 15/11/37 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Tesco, FRN 24mar2036, GBP   GBP 24/03/36 21/02/18 *** * 21/02/18 *** *
Thames Water, 3.5% 25feb2028, GBP   GBP 25/02/28 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Thames Water, 4% 19jun2025, GBP   GBP 19/06/25 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Thames Water, 4.375% 3jul2034, GBP   GBP 03/07/34 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Thames Water, 5.125% 28sep2037, GBP   GBP 28/09/37 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Thames Water, 5.5% 11feb2041, GBP   GBP 11/02/41 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Thames Water, 5.75% 13sep2030, GBP   GBP 13/09/30 21/02/18 ***.** * 21/02/18 ***.* *
Thames Water, 5.875% 15jul2022, GBP (ABS)   GBP 15/07/22 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Thames Water, 6.5% 9feb2032, GBP   GBP 09/02/32 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Thames Water, 6.75% 16nov2028, GBP   GBP 16/11/28 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Thames Water, 7.75% 1apr2019, GBP (ABS)   GBP 01/04/19 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Thames Water Utilities, 1.875% 24jan2024, GBP   GBP 24/01/24 21/02/18 **.** *.** 21/02/18 **.** *.**
Thames Water Utilities, 2.375% 3may2023, GBP   GBP 03/05/23 21/02/18 **.** *.** 21/02/18 **.** *.**
Thames Water Utilities, 2.625% 24jan2032, GBP   GBP 24/01/32 21/02/18 **.** *.** 21/02/18 **.** *.**
Thames Water Utilities, 2.875% 3may2027, GBP   GBP 03/05/27 21/02/18 **.** *.** 21/02/18 **.** *.**
The Great Rolling Stock Company, 6.875% 27jul2035, GBP   GBP 27/07/35 21/02/18 ***.**** *.** 21/02/18 ***.*** *.**
THFC, 5.125% 21dec2037, GBP (ABS)   GBP 21/12/35 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
THFC, 6.35% 8jul2041, GBP (ABS)   GBP 08/07/39 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Thomas Cook Group, 3.875% 15jul2023, EUR   EUR 15/07/23 21/02/18 *** *.** 21/02/18 ***.** *.*
Thomas Cook Group, 6.25% 15jun2022, EUR   EUR 15/06/22 21/02/18 ***.** *.** 21/02/18 ***.*** *.**
Thomson Reuters, 3.85% 29sep2024, USD   USD 29/09/24 21/02/18 ***.** *.** 21/02/18 ***.*** *.**
Thomson Reuters, 3.95% 30sep2021, USD   USD 30/09/21 21/02/18 ***.*** *.** 21/02/18 ***.*** *.**
Thomson Reuters, 4.3% 23nov2023, USD   USD 23/11/23 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Thomson Reuters, 4.5% 23may2043, USD   USD 23/05/43 21/02/18 **.** *.** 21/02/18 **.** *.**
Thomson Reuters, 4.7% 15oct2019, USD   USD 15/10/19 21/02/18 ***.*** *.** 21/02/18 ***.*** *.**
Thomson Reuters, 5.65% 23nov2043, USD   USD 23/11/43 21/02/18 ***.* *.** 21/02/18 ***.** *.**
Together Housing Finance, 4.5% 17dec2042, GBP (ABS)   GBP 17/12/42 21/02/18 ***.*** *.* 21/02/18 ***.*** *.*
Trafford Centre, 6.5% 28jul2033, GBP   GBP 28/07/33 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Trafford Centre, 7.03% 28jan2029, GBP   GBP 28/01/29 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Trafford Centre, 8.28% 28oct2022, GBP   GBP 28/10/22 21/02/18 ***.**** *.* 21/02/18 ***.**** *.**
Trafford Centre, FRN 28apr2035, GBP   GBP 28/04/35 21/02/18 **.**** * 21/02/18 **.**** *
Transport for London, 2.125% 24apr2025, GBP   GBP 24/04/25 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Transport for London, 2.25% 9aug2022, GBP   GBP 09/08/22 21/02/18 ***.*** *.** 21/02/18 ***.** *.**
Transport for London, 2.474% 30apr2030, GBP   GBP 30/04/30 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Transport for London, 3.625% 15may2045, GBP   GBP 15/05/45 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Transport for London, 3.875% 23jul2042, GBP   GBP 23/07/42 21/02/18 ***.** *.* 21/02/18 ***.** *.**
Transport for London, 4% 12sep2033, GBP   GBP 12/09/33 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Transport for London, 4% 7apr2064, GBP   GBP 07/04/64 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Travelex, 8% 15may2022, EUR   EUR 15/05/22 21/02/18 ***.** *.** 21/02/18 ***.*** *.**
Travelodge Hotels, 8.5% 15may2023, GBP   GBP 15/05/23 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Travis Perkins, 4.375% 15sep2021, GBP   GBP 15/09/21 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Travis Perkins, 4.5% 7sep2023, GBP   GBP 07/09/23 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Trinity Acquisition, 2.125% 26may2022, EUR   EUR 26/05/22 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Trinity Acquisition, 3.5% 15sep2021, USD   USD 15/09/21 21/02/18 ***.*** *.** 21/02/18 ***.*** *.**
Trinity Acquisition, 4.4% 15mar2026, USD   USD 15/03/26 21/02/18 ***.*** *.** 21/02/18 ***.*** *.**
TSB Banking Group, FRN 7dec2022, GBP   GBP 07/12/22 21/02/18 ***.* * 21/02/18 ***.* *
TSL Education, 6.75% 15jul2020, GBP   GBP 15/07/20 21/02/18 **.** **.** 21/02/18 **.*** **.**
TSL Education, FRN 15jul2020, GBP   GBP 15/07/20 21/02/18 **.**** * 21/02/18 **.**** *
Tullett Prebon plc, 5.25% 11jun2019, GBP   GBP 11/06/19 21/02/18 ***.** *.** 21/02/18 ***.* *.**
Tullow Oil, 6% 1nov2020, USD   USD 01/11/20 21/02/18 ***.** *.** 21/02/18 ***.** *.**
Tullow Oil, 6.25% 15apr2022, USD   USD 15/04/22 21/02/18 ***.* *.** 21/02/18 *** *.**
Twinkle Pizza, 6.625% 1aug2021, GBP   GBP 01/08/21 21/02/18 **.** *.** 21/02/18 **.** *.**
Twinkle Pizza, 8.625% 1aug2022, GBP   GBP 01/08/22 21/02/18 **.**** **.* 21/02/18 **.** **.**
UBS AG, London Branch, 0.125% 5nov2021, EUR   EUR 05/11/21 21/02/18 **.* *.** 21/02/18 **.** *.**
UBS AG, London Branch, 0.25% 10jan2022, EUR   EUR 10/01/22 21/02/18 **.** *.** 21/02/18 **.** *.**
UBS AG, London Branch, 0.5% 15may2018, EUR   EUR 15/05/18 21/02/18 ***.** -*.** 21/02/18 ***.** -*.**
UBS AG, London Branch, 1.125% 30jun2020, EUR   EUR 30/06/20 21/02/18 ***.** -*.** 21/02/18 ***.** -*.**
UBS AG, London Branch, 1.25% 10dec2020, GBP   GBP 10/12/20 21/02/18 **.** *.** 21/02/18 **.** *.**
UBS AG, London Branch, 1.25% 3sep2021, EUR   EUR 03/09/21 21/02/18 ***.** *.** 21/02/18 ***.** *.*
UBS AG, London Branch, 2.2% 8jun2020, USD   USD 08/06/20 21/02/18 **.** *.** 21/02/18 **.** *.**
UBS AG, London Branch, 3.5% 15sep2020, EUR   EUR 15/09/20 21/02/18 ***.* *.** 21/02/18 *** -*.**
UBS AG, London Branch, 3.50% 1apr2021, EUR   EUR 01/04/21 21/02/18 *** * 21/02/18 ***.** *
UBS AG, London Branch, 3.875% 2dec2019, EUR (ABS)   EUR 02/12/19 21/02/18 ***.** -*.** 21/02/18 ***.** -*.**
UBS AG, London Branch, 4% 8apr2022, EUR (ABS)   EUR 08/04/22 21/02/18 ***.** *.** 21/02/18 ***.*** *.**
UBS AG, London Branch, 6% 18apr2018, EUR   EUR 18/04/18 21/02/18 ***.** -*.** 21/02/18 ***.** -*.**
UBS AG, London Branch, 6.625% 11apr2018, GBP   GBP 11/04/18 21/02/18 ***.** *.** 21/02/18 ***.* *.**
UBS AG, London Branch, FRN 10jan2020, EUR   EUR 10/01/20 21/02/18 ***.** * 21/02/18 ***.** *
UBS AG, London Branch, FRN 14aug2019, USD   USD 14/08/19 21/02/18 ***.*** * 21/02/18 ***.*** *
UBS AG, London Branch, FRN 20apr2022, EUR   EUR 20/04/22 21/02/18 ***.** * 21/02/18 ***.** *
UBS AG, London Branch, FRN 24nov2020, EUR   EUR 24/11/20 21/02/18 ***.** * 21/02/18 ***.** *
UBS AG, London Branch, FRN 5sep2019, EUR   EUR 05/09/19 21/02/18 ***.** * 21/02/18 ***.** *
UBS AG, London Branch, FRN 8jun2020, USD   USD 08/06/20 21/02/18 ***.** * 21/02/18 ***.** *
UK Department of Transport, 1.9618% 1dec2025, GBP   GBP 01/12/25 21/02/18 ***.*** * 21/02/18 ***.*** *
UK Department of Transport, 4.5% 7dec2028, GBP (ABS)   GBP 07/12/28 21/02/18 ***.** *.** 21/02/18 ***.** *.**
UK Department of Transport, 4.5% 7dec2038, GBP   GBP 07/12/38 21/02/18 ***.** *.** 21/02/18 ***.** *.**
UK Department of Transport, 5.1% 7mar2051, GBP (ABS)   GBP 07/03/51 21/02/18 ***.** *.** 21/02/18 ***.** *.**
UK Department of Transport, 5.234% 2may2035, GBP (ABS)   GBP 02/05/35 21/02/18 ***.** *.* 21/02/18 ***.** *.**
Unifund, 5.32% 7dec2047, GBP (ABS)   GBP 07/12/47 21/02/18 ***.**** *.** 21/02/18 ***.**** *.**
Unilever, 1.375% 15sep2024, GBP   GBP 15/09/24 21/02/18 **.** *.