Success Cookie 1.509151 2/1/2010 4:30:19 PM OLO46_SE15_3.750 GOVERNMENTS|BELGIUM|CASH|MEDIUM 0 105.62 BGCantor Success 0 2/1/2010 5:05:30 PM HSBC_JN19_6.000_EMTN/Bun_JA19_3.750 EUROBONDS|NOT APPLICABLE|SWITCH|LONG 0 110 BGCantor Success 0 2/1/2010 8:59:57 AM Oat_AP55_4.000 GOVERNMENTS|FRANCE|CASH|LONG 0 98.2 BGCantor Success 0 2/1/2010 7:26:50 AM Dex_JL11_6.8210 EUROBONDS|Financials|CASH|LONG 0 75 BGCantor Success 0 2/1/2010 4:58:47 PM Alz_JA15_6.500 EUROBONDS|Financials|CASH|LONG 0 109 BGCantor Success 0 2/1/2010 7:43:27 AM CCAMA_OC39_7.875 EUROBONDS|Financials|CASH|LONG 101 0 BGCantor Success 0 2/1/2010 4:33:03 PM OLO38_SE12_5.00 GOVERNMENTS|BELGIUM|CASH|SHORT 0 108.76 BGCantor Success 0 2/1/2010 8:30:08 AM HBOS_OC19_4.375/Bun_JL14_4.250_E EUROBONDS|Financials|SWITCH|LONG 600 0 BGCantor Success 0 2/1/2010 5:03:29 PM CCCI_JA15_3.750/Bun_JA15_3.750 EUROBONDS|Financials|SWITCH|MEDIUM 146 0 BGCantor Success 0 2/1/2010 5:04:54 PM Ing_JA12_5.50/Bun_JL11_5.000_E EUROBONDS|Financials|SWITCH|MEDIUM 0 180 BGCantor Success 0 2/1/2010 4:35:17 PM Bun_JL34_4.750 GOVERNMENTS|GERMANY|CASH|LONG 111.52 112.52 BGCantor Success 0 2/1/2010 11:12:49 AM Fin_JL19_4.375 GOVERNMENTS|FINLAND|CASH|LONG 107.35 107.85 BGCantor Success 0 2/1/2010 4:30:00 PM OLO31_MR28_5.50 GOVERNMENTS|BELGIUM|CASH|LONG 0 116.4 BGCantor Success 0 2/1/2010 7:40:44 AM Oat_OC19_3.750 GOVERNMENTS|FRANCE|CASH|LONG 0 102.58 BGCantor Success 0 2/1/2010 10:25:23 AM ELEPOR_JN12_4.250/Bun_JA12_5.00_E EUROBONDS|NOT APPLICABLE|SWITCH|MEDIUM 0 130 BGCantor Success 0 2/1/2010 7:45:22 AM Omut_DE08_8.00 CASH|NON-GLOBAL 86.25 0 BGCantor Success 0 2/1/2010 2:09:10 PM AIB_OC12_4.500_EMTN/Obl_150_4.000 EUROBONDS|Financials|SWITCH|MEDIUM 375 0 BGCantor Success 0 2/1/2010 4:30:00 PM OLO52_MR18_4.000 GOVERNMENTS|BELGIUM|CASH|LONG 0 104.97 BGCantor Success 0 2/1/2010 5:51:23 PM Eux_Bob_Lck_Mar_10 GOVERNMENTS|GERMANY|CASH|MEDIUM 117.26 117.28 BGCantor Success 0 2/1/2010 4:48:46 PM EDF_JA13_5.625_EMTN/Obl_151_4.250 EUROBONDS|Utilities|SWITCH|MEDIUM 0 83 BGCantor Success 0 2/1/2010 4:33:07 PM Bun_JL14_4.250 GOVERNMENTS|GERMANY|CASH|MEDIUM 108.88 108.94 BGCantor Success 0 2/1/2010 5:04:50 PM INTNED_MR19_4.625/Bun_JA14_4.250_E EUROBONDS|Financials|SWITCH|LONG 0 225 BGCantor Success 0 2/1/2010 4:14:12 PM Bun_JN11S_1.500 GOVERNMENTS|GERMANY|CASH|SHORT 100.86 100.91 BGCantor Success 0 2/1/2010 4:32:59 PM Obl_153_4.000 GOVERNMENTS|GERMANY|CASH|MEDIUM 107.7 107.76 BGCantor Success 0 2/1/2010 6:19:24 PM Eux_Bun_Lck_Mar_10 GOVERNMENTS|GERMANY|CASH|LONG 123.46 123.47 BGCantor Success 0 2/1/2010 10:25:49 AM ELEPOR_JN15_3.750/Bun_JA15_3.750 EUROBONDS|NOT APPLICABLE|SWITCH|LONG 0 130 BGCantor Success 0 2/1/2010 4:33:07 PM Aus_OC13_3.800 GOVERNMENTS|AUSTRIA|CASH|MEDIUM 105.8 106.1 BGCantor Success 0 2/1/2010 4:30:36 PM Bun_JA12_5.00 GOVERNMENTS|GERMANY|CASH|SHORT 107.24 107.3 BGCantor Success 0 2/1/2010 4:35:19 PM Bun_JA28_5.625 GOVERNMENTS|GERMANY|CASH|LONG 121.65 122.65 BGCantor Success 0 2/1/2010 8:20:47 AM ACAFP_DE99_9.750 CASH|NON-GLOBAL 105.75 106.5 BGCantor Success 0 2/1/2010 5:05:41 PM ACAFP_FE18_5.971_REGS/Bun_JA18_4.000 EUROBONDS|Financials|SWITCH|LONG 0 105 BGCantor Success 0 2/1/2010 7:31:15 AM UBS_DE99_7.1520 EUROBONDS|Financials|CASH|LONG 93.5 96.5 BGCantor Success 0 2/1/2010 2:59:06 PM OLO55_MR19_4.000 GOVERNMENTS|BELGIUM|CASH|LONG 103.51 104.01 BGCantor Success 0 2/1/2010 5:05:41 PM INTNED_SE20_3.500/Bun_JL15_3.250_E EUROBONDS|Financials|SWITCH|LONG 250 0 BGCantor Success 0 2/1/2010 1:18:59 PM SOCGEN_JA49_4.1960 EUROBONDS|Financials|CASH|LONG 78.5 0 BGCantor Success 0 2/1/2010 8:41:12 AM UNIC_OC10_8.048 EUROBONDS|Financials|CASH|LONG 0 101.5 BGCantor Success 0 2/1/2010 3:39:05 PM Fin_FE11_5.75 GOVERNMENTS|FINLAND|CASH|SHORT 105.18 105.26 BGCantor Success 0 2/1/2010 4:33:26 PM Obl_151_4.250 GOVERNMENTS|GERMANY|CASH|SHORT 107.47 107.53 BGCantor Success 0 2/1/2010 4:33:03 PM IRISH_AP13_5.000 GOVERNMENTS|IRELAND|CASH|MEDIUM 0 106.63 BGCantor Success 0 2/1/2010 4:33:07 PM Bun_JA14_4.250 GOVERNMENTS|GERMANY|CASH|MEDIUM 108.61 108.67 BGCantor Success 0 2/1/2010 10:26:44 AM ELEPOR_SE16_4.750_EMTN/Bun_JL16_4.000 EUROBONDS|NOT APPLICABLE|SWITCH|LONG 0 135 BGCantor Success 0 2/1/2010 4:35:17 PM Bun_JL40_4.750 GOVERNMENTS|GERMANY|CASH|LONG 114.44 115.04 BGCantor Success 0 2/1/2010 4:30:02 PM Fin_JL13_5.375 GOVERNMENTS|FINLAND|CASH|MEDIUM 0 111.74 BGCantor Success 0 2/1/2010 4:33:19 PM Bun_JA16_3.500 GOVERNMENTS|GERMANY|CASH|LONG 105.4 105.48 BGCantor Success 0 2/1/2010 5:04:10 PM DANBNK_JN12_4.750_EMTN/Obl_150_4.000 EUROBONDS|Financials|SWITCH|MEDIUM 117 0 BGCantor Success 0 2/1/2010 3:00:07 PM Dsl_JA11_4.000 GOVERNMENTS|NETHERLANDS|CASH|SHORT 103.11 103.15 BGCantor Success 0 2/1/2010 2:14:20 PM Bun_JL19_3.500/Eux_Bun_Mar_10 GOVERNMENTS|GERMANY|BASIS|LONG 1.0325 0 BGCantor Success 0 2/1/2010 5:00:12 PM BBVASM_MY12_3.625_GMTN/Obl_150_4.000 EUROBONDS|NOT APPLICABLE|SWITCH|MEDIUM 130 0 BGCantor Success 0 2/1/2010 5:00:12 PM CCAISA_NV14_4.125/Obl_155_2.500 EUROBONDS|Financials|SWITCH|MEDIUM 0 165 BGCantor Success 0 2/1/2010 11:04:46 AM Bun_JL10_5.250 GOVERNMENTS|GERMANY|CASH|SHORT 101.995 0 BGCantor Success 0 2/1/2010 4:33:12 PM Dsl_JA13_1.750 GOVERNMENTS|NETHERLANDS|CASH|SHORT 100.25 100.41 BGCantor Success 0 2/1/2010 5:05:12 PM BYLAN_OC17_5.750_EMTN/Bun_JL17_4.250 EUROBONDS|NOT APPLICABLE|SWITCH|LONG 0 260 BGCantor Success 0 2/1/2010 2:59:07 PM Oat_AP19_4.25 GOVERNMENTS|FRANCE|CASH|LONG 107.01 107.21 BGCantor Success 0 2/1/2010 7:23:44 AM BACR_DE49_4.875_EMTN EUROBONDS|Financials|CASH|LONG 0 76.5 BGCantor Success 0 2/1/2010 5:06:02 PM UCGIM_OC49_4.028 EUROBONDS|Financials|CASH|LONG 0 74.5 BGCantor Success 0 2/1/2010 5:58:44 PM Eux_Btp_Mar_10 GOVERNMENTS|ITALY|CASH|LONG 116.04 116.1 BGCantor Success 0 2/1/2010 5:04:12 PM DANBNK_JN14_4.750_EMTN/Obl_154_2.250 EUROBONDS|Financials|SWITCH|MEDIUM 0 112 BGCantor Success 0 2/1/2010 4:30:19 PM OLO36_SE11_5.00 GOVERNMENTS|BELGIUM|CASH|SHORT 106.07 106.37 BGCantor Success 0 2/1/2010 11:07:37 AM GGB_MR24_4.700 GOVERNMENTS|GREECE|CASH|LONG 0 84.91 BGCantor Success 0 2/1/2010 10:28:24 AM ELEPOR_JN15_3.750/Bun_JL15_3.250_E EUROBONDS|NOT APPLICABLE|SWITCH|LONG 0 130 BGCantor Success 0 2/1/2010 4:35:17 PM Bun_JA31_5.500 GOVERNMENTS|GERMANY|CASH|LONG 121.03 122.03 BGCantor Success 0 2/1/2010 4:35:21 PM Aus_JL27_6.25 GOVERNMENTS|AUSTRIA|CASH|LONG 125.22 126.62 BGCantor Success 0 2/1/2010 4:35:11 PM Bun_DE11S_1.250/Eux_Scz_Mar_10 GOVERNMENTS|GERMANY|BASIS|SHORT 0.126 0 BGCantor Success 0 2/1/2010 2:03:36 PM IRISH_OC18_4.500 GOVERNMENTS|IRELAND|CASH|LONG 0 100.86 BGCantor Success 0 2/1/2010 8:36:36 AM Bun_JA16_3.500/Eux_Bob_Mar_10 GOVERNMENTS|GERMANY|BASIS|LONG 0 -18.55 BGCantor Success 0 2/1/2010 4:33:09 PM Obl_150_4.000 GOVERNMENTS|GERMANY|CASH|SHORT 105.97 106.03 BGCantor Success 0 2/1/2010 2:03:44 PM IRELND_OC20_5.000 GOVERNMENTS|IRELAND|CASH|LONG 0 101.06 BGCantor Success 0 2/1/2010 4:35:11 PM Bun_JA15_3.750/Eux_Bob_Mar_10 GOVERNMENTS|GERMANY|BASIS|MEDIUM 0 0.338 BGCantor Success 0 2/1/2010 7:44:15 AM LLYDIN_NV24_5.6250 EUROBONDS|Financials|CASH|LONG 96 0 BGCantor Success 0 2/1/2010 8:54:00 AM Assg_JL12_6.900 EUROBONDS|Financials|CASH|LONG 0 108 BGCantor Success 0 2/1/2010 10:00:06 AM Acaf_JL09New_7.00 GOVERNMENTS|UNITED STATES|CASH|LONG 90.5 0 BGCantor Success 0 2/1/2010 2:58:36 PM OLO58_SE20_3.750 GOVERNMENTS|BELGIUM|CASH|LONG 100.04 100.49 BGCantor Success 0 2/1/2010 2:04:02 PM BMW_JA17_3.875_EMTN/Bun_JA17_3.750 EUROBONDS|Autos|SWITCH|LONG 135 131 BGCantor Success 0 2/1/2010 9:12:00 AM Bun_JA20_3.250 GOVERNMENTS|GERMANY|CASH|LONG 100.52 0 BGCantor Success 0 2/1/2010 4:48:46 PM RDSALN_FE12_3.375_EMTN/Obl_150_4.000 EUROBONDS|NOT APPLICABLE|SWITCH|MEDIUM 0 45 BGCantor Success 0 2/1/2010 6:19:32 PM Eux_Scz_Mar_10 GOVERNMENTS|GERMANY|CASH|SHORT 108.535 108.54 BGCantor Success 0 2/1/2010 10:33:52 AM ASSGEN_FEB49_5.47900 EUROBONDS|NOT APPLICABLE|CASH|LONG 0 94.25 BGCantor Success 0 2/1/2010 5:04:58 PM Bnp_DE12_5.25/Bun_JL12_5.00_E EUROBONDS|Financials|SWITCH|MEDIUM 0 103 BGCantor Success 0 2/1/2010 7:43:33 AM CCAMA_DE99_6.2980 EUROBONDS|Financials|CASH|LONG 77 0 BGCantor Success 0 2/1/2010 5:04:07 PM DANBNK_JN11_5.875_EMTN/Obl_148_3.500 EUROBONDS|Financials|SWITCH|SHORT 0 90 BGCantor Success 0 2/1/2010 5:05:29 PM CMZB_SE16_4.125_EMTn EUROBONDS|NOT APPLICABLE|CASH|LONG 0 96 BGCantor Success 0 2/1/2010 3:35:59 PM GGB_AG12_4.100 GOVERNMENTS|GREECE|CASH|SHORT 0 94.6 BGCantor Success 0 2/1/2010 7:44:08 AM LGEN_JN25_4.0000 EUROBONDS|Financials|CASH|LONG 87 0 BGCantor Success 0 2/1/2010 4:33:52 PM Dsl_JA15_2.750 GOVERNMENTS|NETHERLANDS|CASH|MEDIUM 91.49 109.51 BGCantor Success 0 2/1/2010 6:26:34 PM Eux_Bux_Mar_10 GOVERNMENTS|GERMANY|CASH|LONG 99.96 100.08 BGCantor Success 0 2/1/2010 7:55:29 AM ZURNVX_JL39_7.500_emtn/Bun_JL19_3.500 EUROBONDS|Financials|SWITCH|LONG 270 0 BGCantor Success 0 2/1/2010 4:30:00 PM OLO49_MR17_4.000 GOVERNMENTS|BELGIUM|CASH|LONG 0 105.94 BGCantor Success 0 2/1/2010 4:30:02 PM Fin_SE14_3.125 GOVERNMENTS|FINLAND|CASH|MEDIUM 0 103.91 BGCantor Success 0 2/1/2010 11:12:49 AM Aus_SE21_3.500 GOVERNMENTS|AUSTRIA|CASH|LONG 96.81 97.81 BGCantor Success 0 2/1/2010 4:33:07 PM Obl_152_3.500 GOVERNMENTS|GERMANY|CASH|MEDIUM 105.78 105.84 BGCantor Success 0 2/1/2010 4:58:34 PM ALZ_JA49_5.500_EMTn EUROBONDS|Financials|CASH|LONG 0 98.5 BGCantor Success 0 2/1/2010 4:30:00 PM OLO40_SE17_5.50 GOVERNMENTS|BELGIUM|CASH|LONG 0 115.69 BGCantor Success 0 2/1/2010 2:59:06 PM Dsl_JL19_4.000 GOVERNMENTS|NETHERLANDS|CASH|LONG 104.72 104.98 BGCantor Success 0 2/1/2010 4:33:40 PM Bun_JL17_4.250 GOVERNMENTS|GERMANY|CASH|LONG 109.26 109.34 BGCantor Success 0 2/1/2010 8:30:08 AM Hbos_FE13_6.125/Bun_JA11_5.250_E EUROBONDS|Financials|SWITCH|MEDIUM 400 0 BGCantor Success 0 2/1/2010 1:00:08 PM ALZ_de99_4.3750 EUROBONDS|Financials|CASH|LONG 85 0 BGCantor Success 0 2/1/2010 4:33:08 PM IRISH_NV11_4.000 GOVERNMENTS|IRELAND|CASH|SHORT 102.68 103.39 BGCantor Success 0 2/1/2010 4:33:39 PM Bun_JL16_4.000 GOVERNMENTS|GERMANY|CASH|LONG 108.07 108.15 BGCantor Success 0 2/1/2010 5:01:54 PM ANZ_SE19_5.125_EMTN/Bun_JL19_3.500 EUROBONDS|Financials|SWITCH|LONG 0 125 BGCantor Success 0 2/1/2010 4:31:15 PM Obl_149_3.500 GOVERNMENTS|GERMANY|CASH|SHORT 104.11 104.17 BGCantor Success 0 2/1/2010 4:15:13 PM Dsl_JL11_5.00 GOVERNMENTS|NETHERLANDS|CASH|SHORT 105.81 105.85 BGCantor Success 0 2/1/2010 1:35:31 PM Port_AP11_3.200 GOVERNMENTS|PORTUGAL|CASH|SHORT 101.08 0 BGCantor Success 0 2/1/2010 8:29:56 AM Bfcm_JL13_6.5/Bun_JL11_5.000_E EUROBONDS|Financials|SWITCH|MEDIUM 250 0 BGCantor Success 0 2/1/2010 8:29:56 AM Bfcm_SE15_5.00/Bun_JL13_3.750_E EUROBONDS|Financials|SWITCH|LONG 250 0 BGCantor Success 0 2/1/2010 5:05:04 PM HSBC_MR18_6.250_EMTN/Bun_JA18_4.000 EUROBONDS|Financials|SWITCH|LONG 0 113 BGCantor Success 0 2/1/2010 5:02:05 PM GS_OC21_4.750/Oat_AP19_4.25_E EUROBONDS|NOT APPLICABLE|SWITCH|LONG 0 190 BGCantor Success 0 2/1/2010 4:33:03 PM IRISH_MR12_3.900 GOVERNMENTS|IRELAND|CASH|SHORT 0 103.45 BGCantor Success 0 2/1/2010 7:27:59 AM INTNED_JN49_4.176 EUROBONDS|Financials|CASH|LONG 73 76 BGCantor Success 0 2/1/2010 4:33:52 PM Dsl_JL16_4.000 GOVERNMENTS|NETHERLANDS|CASH|LONG 99.58 115.44 BGCantor Success 0 2/1/2010 9:58:01 AM NAB_JA15_3.500_EMTN/Bun_JA15_3.750 EUROBONDS|Financials|SWITCH|LONG 114 108 BGCantor Success 0 2/1/2010 4:33:26 PM Bun_JA17_3.750 GOVERNMENTS|GERMANY|CASH|LONG 106.24 106.32 BGCantor Success 0 2/1/2010 4:48:46 PM RWE_SE11_2.500_EMTn/Bun_JL11_5.000 EUROBONDS|Utilities|SWITCH|SHORT 0 50 BGCantor Success 0 2/1/2010 5:01:59 PM RABOBK_AP19_0.000_AH/Bun_JA19_3.750 EUROBONDS|Financials|SWITCH|LONG 115 0 BGCantor Success 0 2/1/2010 2:58:36 PM Oat_AP21_3.750 GOVERNMENTS|FRANCE|CASH|LONG 101.28 101.53 BGCantor Success 0 2/1/2010 9:10:40 AM METFNL_JN11_3.625_EMTN/Bun_JN11S_1.500 EUROBONDS|Retail|SWITCH|SHORT 99 84 BGCantor Success 0 2/1/2010 2:09:10 PM AIB_NV14_5.625_EMTN/Obl_155_2.500 EUROBONDS|Financials|SWITCH|MEDIUM 375 0 BGCantor Success 0 2/1/2010 1:43:55 PM AGFFP_JN49_4.6250 EUROBONDS|NOT APPLICABLE|CASH|LONG 85 86.5 BGCantor Success 0 2/1/2010 5:05:14 PM BYLAN_FE19_4.500/Bun_JA14_4.250 EUROBONDS|NOT APPLICABLE|SWITCH|LONG 600 0 BGCantor Success 0 2/1/2010 1:18:59 PM SOCG_Nv49_5.419 EUROBONDS|Financials|CASH|LONG 85.5 0 BGCantor Success 0 2/1/2010 4:33:27 PM Aus_SE16_4.000 GOVERNMENTS|AUSTRIA|CASH|LONG 105.97 106.59 BGCantor Success 0 2/1/2010 5:05:41 PM CS_DE49_7.9740 EUROBONDS|Financials|CASH|LONG 0 102 BGCantor Success 0 2/1/2010 4:57:17 PM HSHN_FE17_4.375 EUROBONDS|NOT APPLICABLE|CASH|LONG 66 0 BGCantor Success 0 2/1/2010 5:02:02 PM ISPIM_SE19_5.000_EMTN/Bun_JL19_3.500 EUROBONDS|Financials|SWITCH|LONG 155 0 BGCantor Success 0 2/1/2010 4:33:07 PM Obl_154_2.250 GOVERNMENTS|GERMANY|CASH|MEDIUM 101.17 101.23 BGCantor Success 0 2/1/2010 2:36:27 PM SANTAN_JL19_6.500_23/Bun_JA14_4.250 EUROBONDS|Financials|SWITCH|LONG 200 0 BGCantor Success 0 2/1/2010 2:03:47 PM IRISH_MR25_5.4000 GOVERNMENTS|IRELAND|CASH|LONG 0 101.05 BGCantor Success 0 2/1/2010 4:40:43 PM Bun_JL11_5.000 GOVERNMENTS|GERMANY|CASH|SHORT 105.74 105.79 BGCantor Success 0 2/1/2010 8:52:48 AM SOCGEN_DE99_8.750 EUROBONDS|Financials|CASH|LONG 100.25 101.25 BGCantor Success 0 2/1/2010 2:31:48 PM UCBBB_DE16_5.750/Bun_JL16_4.000 EUROBONDS|Industrials|SWITCH|LONG 245 0 BGCantor Success 0 2/1/2010 7:45:08 AM STANLN_DE99_9.500 CASH|NON-GLOBAL 108.75 109.75 BGCantor Success 0 2/1/2010 5:05:41 PM CSFB_NV11_6.905 EUROBONDS|Financials|CASH|LONG 0 102 BGCantor Success 0 2/1/2010 7:24:09 AM Bnp_JA12_6.342 EUROBONDS|Financials|CASH|LONG 0 100 BGCantor Success 0 2/1/2010 4:30:04 PM Fin_SE12_4.250 GOVERNMENTS|FINLAND|CASH|SHORT 0 107.11 BGCantor Success 0 2/1/2010 4:55:34 PM AVLN_MY38_6.875 EUROBONDS|Financials|CASH|LONG 0 101.5 BGCantor Success 0 2/1/2010 4:33:08 PM Aus_OC14_3.400 GOVERNMENTS|AUSTRIA|CASH|MEDIUM 103.86 104.58 BGCantor Success 0 2/1/2010 7:27:02 AM DEXGRP_DE99_4.3000 EUROBONDS|Financials|CASH|LONG 0 57 BGCantor Success 0 2/1/2010 5:05:48 PM BNP_SE17_5.431_EMTN/Bun_JL17_4.250 EUROBONDS|Financials|SWITCH|LONG 0 90 BGCantor Success 0 2/1/2010 3:12:04 PM OLO35_SE10_5.75 GOVERNMENTS|BELGIUM|CASH|SHORT 103.295 103.375 BGCantor Success 0 2/1/2010 4:35:11 PM Bun_JA19_3.750/Eux_Bun_Mar_10 GOVERNMENTS|GERMANY|BASIS|LONG 0 0.325 BGCantor Success 0 2/1/2010 2:14:10 PM RBS_JA17_4.875_EMTN/Bun_JA17_3.750 EUROBONDS|NOT APPLICABLE|SWITCH|LONG 215 205 BGCantor Success 0 2/1/2010 4:33:04 PM Dsl_JL12_5.00 GOVERNMENTS|NETHERLANDS|CASH|SHORT 108.55 108.65 BGCantor Success 0 2/1/2010 12:31:45 PM Btp_AG21_3.750 GOVERNMENTS|ITALY|CASH|LONG 0 97.53 BGCantor Success 0 2/1/2010 4:30:04 PM Fin_JL15_4.250 GOVERNMENTS|FINLAND|CASH|MEDIUM 0 108.87 BGCantor Success 0 2/1/2010 2:12:11 PM UCGIM_JA14_5.25/Obl_153_4.000 EUROBONDS|Financials|SWITCH|MEDIUM 130 120 BGCantor Success 0 2/1/2010 4:33:05 PM Dsl_JA12_2.500 GOVERNMENTS|NETHERLANDS|CASH|SHORT 102.49 102.57 BGCantor Success 0 2/1/2010 4:33:26 PM Obl_156_2.500 GOVERNMENTS|GERMANY|CASH|MEDIUM 101.06 101.12 BGCantor Success 0 2/1/2010 7:44:24 AM OLDMUT_DE99_5.0000 EUROBONDS|NOT APPLICABLE|CASH|LONG 65 0 BGCantor Success 0 2/1/2010 11:12:52 AM Aus_MR26_4.850 GOVERNMENTS|AUSTRIA|CASH|LONG 107.63 108.93 BGCantor Success 0 2/1/2010 4:31:14 PM Bun_SE11S_1.250 GOVERNMENTS|GERMANY|CASH|SHORT 100.37 100.43 BGCantor Success 0 2/1/2010 2:14:03 PM RBS_SE19_5.375_EMTN/Bun_JL19_3.500 EUROBONDS|NOT APPLICABLE|SWITCH|LONG 220 0 BGCantor Success 0 2/1/2010 5:03:02 PM BBVASM_JA14_4.875_GMTN/Bun_JA14_4.250 EUROBONDS|NOT APPLICABLE|SWITCH|MEDIUM 0 125 BGCantor Success 0 2/1/2010 4:30:12 PM OLO44_MR35_5.000 GOVERNMENTS|BELGIUM|CASH|LONG 0 110.35 BGCantor Success 0 2/1/2010 4:43:52 PM Aus_JA11_5.250 GOVERNMENTS|AUSTRIA|CASH|SHORT 104.02 104.16 BGCantor Success 0 2/1/2010 9:11:43 AM Bun_JA20_3.250/Eux_Bun_Mar_10 GOVERNMENTS|GERMANY|BASIS|LONG 1.735 0 BGCantor Success 0 2/1/2010 2:59:07 PM OLO48_MR22_3.000 GOVERNMENTS|BELGIUM|CASH|LONG 101.6 102 BGCantor Success 0 2/1/2010 2:12:11 PM UCGIM_FE13_4.875_EMTN/Obl_151_4.250 EUROBONDS|Financials|SWITCH|MEDIUM 145 140 BGCantor Success 0 2/1/2010 4:59:30 PM Fin_SE17_3.875 GOVERNMENTS|FINLAND|CASH|LONG 0 105.07 BGCantor Success 0 2/1/2010 4:30:24 PM Aus_JA18_4.65 GOVERNMENTS|AUSTRIA|CASH|LONG 0 109.77 BGCantor Success 0 2/1/2010 5:05:41 PM CRDSUI_SE20_3.625/Bun_JL15_3.250_E EUROBONDS|NOT APPLICABLE|SWITCH|LONG 180 0 BGCantor Success 0 2/1/2010 4:30:19 PM OLO41_SE13_4.25 GOVERNMENTS|BELGIUM|CASH|MEDIUM 0 107.76 BGCantor Success 0 2/1/2010 2:03:38 PM IRISH_JN19_4.400 GOVERNMENTS|IRELAND|CASH|LONG 0 98.81 BGCantor Success 0 2/1/2010 3:56:15 PM BMW_SE14_4.000_EMTN/Obl_154_2.250 EUROBONDS|Autos|SWITCH|MEDIUM 0 136 BGCantor Success 0 2/1/2010 2:09:15 PM BBVASM_AP13_4.000_GMTN/Bun_JA13_4.50 EUROBONDS|NOT APPLICABLE|SWITCH|MEDIUM 130 0 BGCantor Success 0 2/1/2010 11:12:47 AM FINL_JL25_4.000 GOVERNMENTS|FINLAND|CASH|LONG 100.6 101.1 BGCantor Success 0 2/1/2010 2:09:22 PM ALPHA_SE12_3.875_EMTN/Obl_151_4.25 EUROBONDS|Financials|SWITCH|MEDIUM 480 430 BGCantor Success 0 2/1/2010 7:44:35 AM SLF_JL12_6.375 EUROBONDS|Financials|CASH|LONG 99 0 BGCantor Success 0 2/1/2010 2:22:30 PM Avln_OC23_5.2500 EUROBONDS|Financials|CASH|LONG 0 101 BGCantor Success 0 2/1/2010 8:30:23 AM LLOYDS_MAR18_5.6250 EUROBONDS|Financials|CASH|LONG 500 0 BGCantor Success 0 2/1/2010 5:05:41 PM ACAFP_JN19_5.875_emtn/Bun_JA19_3.750 EUROBONDS|Financials|SWITCH|LONG 0 105 BGCantor Success 0 2/1/2010 4:33:08 PM Aus_SE17_4.300 GOVERNMENTS|AUSTRIA|CASH|LONG 107.02 107.68 BGCantor Success 0 2/1/2010 4:38:53 PM IRISH_JA14_4.000 GOVERNMENTS|IRELAND|CASH|MEDIUM 0 103.21 BGCantor Success 0 2/1/2010 11:12:47 AM Aus_MR19_4.350 GOVERNMENTS|AUSTRIA|CASH|LONG 106.18 107.18 BGCantor Success 0 2/1/2010 4:33:26 PM Bun_JL15_3.250 GOVERNMENTS|GERMANY|CASH|MEDIUM 104.31 104.39 BGCantor Success 0 2/1/2010 9:40:38 AM ATLIM_MY16_5.625_EMTN/Bun_JA16_3.500 EUROBONDS|Industrials|SWITCH|LONG 0 115 BGCantor Success 0 2/1/2010 4:33:03 PM OLO57_MR12_2.000 GOVERNMENTS|BELGIUM|CASH|SHORT 0 101.34 BGCantor Success 0 2/1/2010 7:23:53 AM BACR_DE49_4.7500 EUROBONDS|Financials|CASH|LONG 0 67 BGCantor Success 0 2/1/2010 4:48:46 PM ENBW_NV13_6.000_EMTN/Obl_153_4.000 EUROBONDS|Utilities|SWITCH|MEDIUM 0 90 BGCantor Success 0 2/1/2010 4:55:34 PM SCOR_JL49_6.1540 EUROBONDS|NOT APPLICABLE|CASH|LONG 0 89 BGCantor Success 0 2/1/2010 7:44:04 AM HANRUE_DE99_5.0000 EUROBONDS|NOT APPLICABLE|CASH|LONG 84 0 BGCantor Success 0 2/1/2010 12:02:07 PM AUTSTR_JN24_5.875/Bun_JA14_4.250_E EUROBONDS|Industrials|SWITCH|LONG 0 265 BGCantor Success 0 2/1/2010 5:05:41 PM CMZB_DE99_5.012 EUROBONDS|NOT APPLICABLE|CASH|LONG 48.5 0 BGCantor Success 0 2/1/2010 2:59:07 PM Dsl_JA23_7.50 GOVERNMENTS|NETHERLANDS|CASH|LONG 138.92 139.32 BGCantor Success 0 2/1/2010 1:57:25 PM CS_JA17_3.875_EMTN/Bun_JA17_3.750 EUROBONDS|NOT APPLICABLE|SWITCH|LONG 119 116 BGCantor Success 0 2/1/2010 4:35:12 PM Bun_JL27_6.50 GOVERNMENTS|GERMANY|CASH|LONG 132.79 133.79 BGCantor Success 0 2/1/2010 4:55:34 PM ZURNVX_JN25_4.500 EUROBONDS|Financials|CASH|LONG 0 100 BGCantor Success 0 2/1/2010 2:03:39 PM IRISH_OC19_5.900 GOVERNMENTS|IRELAND|CASH|LONG 0 109.6 BGCantor Success 0 2/1/2010 8:30:13 AM Hbos_MR15_4.875/Bun_JA13_4.50_E EUROBONDS|Financials|SWITCH|LONG 425 0 BGCantor Success 0 2/1/2010 8:37:01 AM BBVASM_DE99_8.500_E EUROBONDS|Financials|CASH|LONG 0 108 BGCantor Success 0 2/1/2010 4:06:20 PM AUTSTR_JN14_5.000/Bun_JA14_4.250_E EUROBONDS|Industrials|SWITCH|MEDIUM 0 120 BGCantor Success 0 2/1/2010 7:24:40 AM BNP_DE99_5.019 EUROBONDS|NOT APPLICABLE|CASH|LONG 0 87 BGCantor Success 0 2/1/2010 4:30:19 PM OLO56_MR15_3.500 GOVERNMENTS|BELGIUM|CASH|MEDIUM 0 104.44 BGCantor Success 0 2/1/2010 5:05:41 PM DB_DE49_5.33 EUROBONDS|Financials|CASH|LONG 83 0 BGCantor Success 0 2/1/2010 5:02:05 PM Deut_JA13_5.125/Bun_JA13_4.50_E EUROBONDS|Financials|SWITCH|MEDIUM 0 105 BGCantor Success 0 2/1/2010 4:33:52 PM Dsl_JL14_3.750 GOVERNMENTS|NETHERLANDS|CASH|MEDIUM 102.26 110.92 BGCantor Success 0 2/1/2010 7:28:56 AM ISPIM_DE99_8.047 EUROBONDS|Financials|CASH|LONG 99.5 102 BGCantor Success 0 2/1/2010 11:56:03 AM Gre_OC19_6.50 GOVERNMENTS|GREECE|CASH|LONG 98.75 0 BGCantor Success 0 2/1/2010 4:31:51 PM HANRUE_FE24_5.7500 EUROBONDS|Financials|CASH|LONG 100 0 BGCantor Success 0 2/1/2010 4:30:41 PM Obl_148_3.500 GOVERNMENTS|GERMANY|CASH|SHORT 103.15 103.2 BGCantor Success 0 2/1/2010 4:32:32 PM Bun_JA13_4.50 GOVERNMENTS|GERMANY|CASH|SHORT 108.29 108.35 BGCantor Success 0 2/1/2010 9:25:01 AM IBESM_NV11_6.375_EMTN/Obl_149_3.500 GOVERNMENTS|SPAIN|SWITCH|SHORT 0 95 BGCantor Success 0 2/1/2010 4:37:58 PM Bun_DE10S_2.250 GOVERNMENTS|GERMANY|CASH|SHORT 101.35 101.4 BGCantor Success 0 2/1/2010 6:11:16 PM Eux_Bob_Mar_10 GOVERNMENTS|GERMANY|CASH|MEDIUM 117.27 117.28 BGCantor Success 0 2/1/2010 8:56:42 AM OLO45_MR10_3.000 GOVERNMENTS|BELGIUM|CASH|SHORT 100.355 100.415 BGCantor Success 0 2/1/2010 4:30:24 PM Dsl_JL17_4.500 GOVERNMENTS|NETHERLANDS|CASH|LONG 0 109.65 BGCantor Success 0 2/1/2010 4:57:17 PM LBBER_NV19_5.875_EMTN/Bun_JL19_3.500 EUROBONDS|Financials|SWITCH|LONG 255 0 BGCantor Success 0 2/1/2010 2:03:42 PM IRISH_AP20_4.500 GOVERNMENTS|IRELAND|CASH|LONG 0 98.08 BGCantor Success 0 2/1/2010 5:01:58 PM STANLN_SE17_5.875_EMTN/Bun_JL17_4.250 EUROBONDS|Financials|SWITCH|LONG 0 160 BGCantor Success 0 2/1/2010 6:26:34 PM Eux_Bun_Mar_10 GOVERNMENTS|GERMANY|CASH|LONG 123.46 123.47 BGCantor Success 0 2/1/2010 4:37:08 PM Eux_Scz_Lck_Mar_10 GOVERNMENTS|GERMANY|CASH|SHORT 108.535 108.54 BGCantor Success 0 2/1/2010 10:25:35 AM ELEPOR_FE14_5.500_EMTN/Bun_JA14_4.250 EUROBONDS|NOT APPLICABLE|SWITCH|MEDIUM 0 130 BGCantor Success 0 2/1/2010 4:30:00 PM OLO47_SE16_3.250 GOVERNMENTS|BELGIUM|CASH|LONG 0 102 BGCantor Success 0 2/1/2010 4:38:53 PM IRISH_AP16_4.600 GOVERNMENTS|IRELAND|CASH|LONG 0 104.35 BGCantor Success 0 2/1/2010 4:35:12 PM Bun_JA30_6.25 GOVERNMENTS|GERMANY|CASH|LONG 131.12 132.12 BGCantor Success 0 2/1/2010 4:33:26 PM Bun_JA15_3.750 GOVERNMENTS|GERMANY|CASH|MEDIUM 106.81 106.87 BGCantor Success 0 2/1/2010 4:33:08 PM Aus_JL14_4.300 GOVERNMENTS|AUSTRIA|CASH|MEDIUM 107.85 108.57 BGCantor Success 0 2/1/2010 2:59:06 PM Dsl_JA23_3.750 GOVERNMENTS|NETHERLANDS|CASH|LONG 100.21 100.61 BGCantor Success 0 2/1/2010 4:30:41 PM OLO53_MR11_3.500 GOVERNMENTS|BELGIUM|CASH|SHORT 102.9 103.02 BGCantor Success 0 2/1/2010 3:02:17 PM EOANGR_JA14_4.875_EMTN/Bun_JA14_4.250 EUROBONDS|Utilities|SWITCH|MEDIUM 90 0 BGCantor Success 0 2/1/2010 4:33:52 PM Dsl_JL15_3.250 GOVERNMENTS|NETHERLANDS|CASH|MEDIUM 98.03 110.23 BGCantor Success 0 2/1/2010 4:33:08 PM Bun_JL12_5.00 GOVERNMENTS|GERMANY|CASH|SHORT 108.56 108.62 BGCantor Success 0 2/1/2010 4:35:17 PM Bun_JL28_4.75 GOVERNMENTS|GERMANY|CASH|LONG 111.05 112.05 BGCantor Success 0 2/1/2010 4:57:17 PM SOCGEN_AG18_6.125_EMTN/Bun_JL18_4.250 EUROBONDS|Financials|SWITCH|LONG 0 110 BGCantor Success 0 2/1/2010 4:35:17 PM DSL_JA37_4.000 GOVERNMENTS|NETHERLANDS|CASH|LONG 99.33 99.83 BGCantor Success 0 2/1/2010 8:28:15 AM EOAGR_OC12_5.125_EMTN/Obl_150_4.000 EUROBONDS|Utilities|SWITCH|MEDIUM 98 90 BGCantor Success 0 2/1/2010 7:30:48 AM UBS_AP49_8.836 EUROBONDS|NOT APPLICABLE|CASH|LONG 0 104.5 BGCantor Success 0 2/1/2010 4:30:19 PM OLO43_SE14_4.25 GOVERNMENTS|BELGIUM|CASH|MEDIUM 0 108.01 BGCantor Success 0 2/1/2010 10:29:42 AM AAB_FE49_4.310 EUROBONDS|NOT APPLICABLE|CASH|LONG 57 0 BGCantor Success 0 2/1/2010 4:30:16 PM Aus_MR37_4.150 GOVERNMENTS|AUSTRIA|CASH|LONG 0 98.98 BGCantor Success 0 2/1/2010 3:27:08 PM Btp_FE13_4.75 GOVERNMENTS|ITALY|CASH|SHORT 0 107.38 BGCantor Success 0 2/1/2010 8:56:43 AM FINL_SE10_2.750 GOVERNMENTS|FINLAND|CASH|SHORT 101.33 101.37 BGCantor Success 0 2/1/2010 4:33:08 PM Bun_DE11S_1.250 GOVERNMENTS|GERMANY|CASH|SHORT 100.21 100.27 BGCantor Success 0 2/1/2010 4:30:19 PM OLO54_MR14_4.000 GOVERNMENTS|BELGIUM|CASH|MEDIUM 0 107.06 BGCantor Success 0 2/1/2010 4:35:17 PM Bun_JL39_4.25 GOVERNMENTS|GERMANY|CASH|LONG 105.77 106.27 BGCantor Success 0 2/1/2010 10:26:30 AM ELEPOR_JN16_4.625/Bun_JA16_3.500_E EUROBONDS|NOT APPLICABLE|SWITCH|LONG 0 130 BGCantor Success 0 2/1/2010 2:21:49 PM Bun_JL19_3.500 GOVERNMENTS|GERMANY|CASH|LONG 102.95 0 BGCantor Success 0 2/1/2010 4:33:19 PM Bun_JA18_4.000 GOVERNMENTS|GERMANY|CASH|LONG 107.36 107.44 BGCantor Success 0 2/1/2010 4:33:39 PM Bun_JL13_3.750 GOVERNMENTS|GERMANY|CASH|MEDIUM 106.52 106.58 BGCantor Success 0 2/1/2010 3:15:37 PM Dsl_JL10_5.50 GOVERNMENTS|NETHERLANDS|CASH|SHORT 102.22 102.26 BGCantor Success 0 2/1/2010 11:12:49 AM Aus_JL20_3.900 GOVERNMENTS|AUSTRIA|CASH|LONG 101.57 102.57 BGCantor Success 0 2/1/2010 4:58:51 PM BACR_AG19_4.875_EMTN/Bun_JL19_3.500 EUROBONDS|Financials|SWITCH|LONG 0 137 BGCantor Success 0 2/1/2010 5:03:06 PM Ccci_AP12_5.875/Bun_JA12_5.00_E EUROBONDS|Financials|SWITCH|MEDIUM 0 130 BGCantor Success 0 2/1/2010 4:58:34 PM ALZ_MY12_6.125 EUROBONDS|Financials|CASH|LONG 104.5 105.5 BGCantor Success 0 2/1/2010 4:55:34 PM STALIF_NV49_5.3140 EUROBONDS|Financials|CASH|LONG 0 85 BGCantor Success 0 2/1/2010 3:32:37 PM MUNRE_JN23_6.750 EUROBONDS|Financials|CASH|LONG 0 108 BGCantor Success 0 2/1/2010 4:30:36 PM Aus_JL12_5.00 GOVERNMENTS|AUSTRIA|CASH|SHORT 108.08 108.28 BGCantor Success 0 2/1/2010 7:24:25 AM BNP_SE22_8.667 EUROBONDS|NOT APPLICABLE|CASH|LONG 0 109 BGCantor Success 0 2/1/2010 4:48:46 PM EOAGR_MY13_5.125_EMTN/Obl_152_3.500 EUROBONDS|Utilities|SWITCH|MEDIUM 91 0 BGCantor Success 0 2/1/2010 4:24:54 PM Bun_JA19_3.750 GOVERNMENTS|GERMANY|CASH|LONG 0 105.2 BGCantor Success 0 2/1/2010 4:35:23 PM Bun_JA37_4.000 GOVERNMENTS|GERMANY|CASH|LONG 100.6 101.6 BGCantor Success 0 2/1/2010 4:30:24 PM Dsl_JL18_4.000 GOVERNMENTS|NETHERLANDS|CASH|LONG 0 105.72 BGCantor Success 0 2/1/2010 2:42:54 PM GSZFP_JA12_4.375/Obl_149_3.500 EUROBONDS|Utilities|SWITCH|MEDIUM 87 0 BGCantor Success 0 2/1/2010 4:33:03 PM OLO50_MR13_4.000 GOVERNMENTS|BELGIUM|CASH|MEDIUM 0 106.46 BGCantor Success 0 2/1/2010 4:48:46 PM Rwe_OC12_6.125/Bun_JA12_5.00_E EUROBONDS|Utilities|SWITCH|MEDIUM 0 92 BGCantor Success 0 2/1/2010 4:33:08 PM Aus_JL15_3.500 GOVERNMENTS|AUSTRIA|CASH|MEDIUM 103.86 104.54 BGCantor Success 0 2/1/2010 5:04:52 PM Ing_JA13_5.25/Bun_JL12_5.00_E EUROBONDS|Financials|SWITCH|MEDIUM 220 0 BGCantor Success 0 2/1/2010 5:05:08 PM CMZB_NV17_5.625_EMTN EUROBONDS|NOT APPLICABLE|CASH|LONG 0 103 BGCantor Success 0 2/1/2010 5:05:09 PM CBA_AG19_5.500_EMTN/Bun_JL19_3.500 EUROBONDS|NOT APPLICABLE|SWITCH|LONG 135 0 BGCantor Success 0 2/1/2010 5:03:03 PM BKIR_AP13_4.625_EMTN/Obl_152_3.500 EUROBONDS|Financials|SWITCH|MEDIUM 300 0 BGCantor Success 0 2/1/2010 4:33:07 PM Obl_155_2.500 GOVERNMENTS|GERMANY|CASH|MEDIUM 101.45 101.51 BGCantor Success 0 2/1/2010 3:41:48 PM TPEIR_JN11_4.500_EMTN/Bun_JN11S_1.500 EUROBONDS|Financials|SWITCH|SHORT 0 365 BGCantor Success 0 2/1/2010 7:44:21 AM OLDMUT_JA17_4.500_EMTn EUROBONDS|Financials|CASH|LONG 80 0 BGCantor Success 0 2/1/2010 3:46:25 PM BACR_JA17_4.000_EMTN/Bun_JA17_3.750 EUROBONDS|Financials|SWITCH|LONG 140 137 BGCantor Success 0 2/1/2010 7:10:59 AM EDNIM_DE10_5.125/Bun_JL10_5.250_E EUROBONDS|Utilities|SWITCH|MEDIUM 100 0 BGCantor Success 0 2/1/2010 4:33:52 PM Dsl_JL13_4.25 GOVERNMENTS|NETHERLANDS|CASH|MEDIUM 106.76 109.7 BGCantor Success 0 2/1/2010 2:57:05 PM Bun_JA11_5.250 GOVERNMENTS|GERMANY|CASH|SHORT 104.2 104.25 BGCantor Success 0 2/1/2010 4:33:39 PM Bun_JL18_4.250 GOVERNMENTS|GERMANY|CASH|LONG 109.02 109.1 BGCantor Success 0 2/1/2010 4:16:25 PM Bun_MR11S_1.250 GOVERNMENTS|GERMANY|CASH|SHORT 100.55 100.6 BGCantor Success 0 2/1/2010 4:35:21 PM Dsl_JA28_5.50 GOVERNMENTS|NETHERLANDS|CASH|LONG 119.26 119.76 BGCantor Success 0 2/1/2010 4:33:25 PM RAGB_FE17_3.200 GOVERNMENTS|AUSTRIA|CASH|LONG 100.48 101.02 BGCantor Success 0 2/1/2010 2:08:54 PM FBNETH_FE15_4.000_REGS/Bun_JA15_3.750 EUROBONDS|NOT APPLICABLE|SWITCH|MEDIUM 152 0 BGCantor Success 0 2/1/2010 7:31:07 AM URENCO_MY17_4.000_EMTN/Bun_JA17_3.750 EUROBONDS|Corporates|SWITCH|MEDIUM 117 0 BGCantor Success 0 2/1/2010 4:08:55 PM Dsl_JL20_3.500 GOVERNMENTS|NETHERLANDS|CASH|LONG 99.7 100 BGCantor Success 0 2/1/2010 8:17:16 AM ICTZ_FE12_0.000 GOVERNMENTS|ITALY|CASH|SHORT 0 96.02 BGCantor