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Form 8.5 (EPT/RI)

11th Oct 2010 12:10

RNS Number : 1836U

Bank of America Merrill Lynch

11 October 2010

FORM 8.5 (EPT/RI)

PUBLIC DEALING DISCLOSURE BY AN EXEMPT PRINCIPAL TRADER WITH RECOGNISED INTERMEDIARY STATUS DEALING IN A CLIENT-SERVING CAPACITY

Rule 8.5 of the Takeover Code (the "Code")

1. KEY INFORMATION

(a) Name of exempt principal trader:	Bank of America Merrill Lynch
(b) Name of offeror/offeree in relation to whose relevant securities this form relates: Use a separate form for each offeror/offeree	British Sky Broadcasting Group Plc
(c) Name of the party to the offer with which exempt principal trader is connected:	Advisor to British Sky Broadcasting Group Plc
(d) Date dealing undertaken:	08/10/2010 PLEASE NOTE ADDENDUM DETAILING PREVIOUSLY UNDISCLOSED DERIVATIVE TRANSACTIONS
(e) Has the EPT previously disclosed, or is it today disclosing, under the Code in respect of any other party to this offer?	NO

2. DEALINGS BY THE EXEMPT PRINCIPAL TRADER

(a) Purchases and sales

Class of relevant security

Purchases/ sales

Total number of securities

Highest price per unit paid/received

Lowest price per unit paid/received

Common - GB0001411924

Purchase

133,506

GBP 7.10

GBP 7.05

Common - GB0001411924

Sale

184,098

GBP 7.09

GBP 7.05

(b) Derivatives transactions (other than options)

Class of relevant security	Product description e.g. CFD	Nature of dealing e.g. opening/closing a long/short position, increasing/reducing a long/short position	Number of reference securities	Price per unit
Common - GB0001411924	Swap	LONG	7521	GBP 7.09
GB0001411924	Swap	LONG	26667	GBP 7.09
GB0001411924	Swap	LONG	2219	GBP 7.10
GB0001411924	Swap	SHORT	1990	GBP 7.07
GB0001411924	Swap	SHORT	23655	GBP 7.07
GB0001411924	Swap	SHORT	20985	GBP 7.08
GB0001411924	Swap	SHORT	20202	GBP 7.08
GB0001411924	Swap	SHORT	11879	GBP 7.07
GB0001411924	Swap	SHORT	2219	GBP 7.08
GB0001411924	Swap	SHORT	94	GBP 7.08
GB0001411924	Swap	SHORT	1470	GBP 7.07
GB0001411924	Swap	SHORT	1009	GBP 7.08
GB0001411924	Swap	SHORT	917	GBP 7.07
GB0001411924	Swap	SHORT	400	GBP 7.07
GB0001411924	Swap	SHORT	336	GBP 7.08
GB0001411924	Swap	SHORT	300	GBP 7.08
GB0001411924	Swap	SHORT	221	GBP 7.07
GB0001411924	Swap	SHORT	3429	GBP 7.08

(i) Writing, selling, purchasing or varying

Class of relevant security

Product description e.g. call option

Writing, purchasing, selling, varying etc.

Number of securities to which option relates

Exercise price per unit

Type

e.g. American, European etc.

Expiry date

Option money paid/ received per unit

(ii) Exercising

Class of relevant security

Product description

e.g. call option

Number of securities

Exercise price per unit

(d) Other dealings (including subscribing for new securities)

Class of relevant security

Nature of dealing

e.g. subscription, conversion

Details

Price per unit (if applicable)

The currency of all prices and other monetary amounts should be stated.

Where there have been dealings in more than one class of relevant securities of the offeror or offeree named in 1(b), copy table 2(a), (b), (c) or (d) (as appropriate) for each additional class of relevant security dealt in.

3. OTHER INFORMATION

(a) Indemnity and other dealing arrangements

Details of any indemnity or option arrangement, or any agreement or understanding, formal or informal, relating to relevant securities which may be an inducement to deal or refrain from dealing entered into by the exempt principal trader making the disclosure and any party to the offer or any person acting in concert with a party to the offer:

If there are no such agreements, arrangements or understandings, state "none"

(b) Agreements, arrangements or understandings relating to options or derivatives

Details of any agreement, arrangement or understanding, formal or informal, between the exempt principal trader making the disclosure and any other person relating to:

(i) the voting rights of any relevant securities under any option; or

(ii) the voting rights or future acquisition or disposal of any relevant securities to which any derivative is referenced:

If there are no such agreements, arrangements or understandings, state "none"

Date of disclosure:	11/10/2010
Contact name:	Lucy Hayes
Telephone number:	0207 995 9850

Public disclosures under Rule 8 of the Code must be made to a Regulatory Information Service and must also be emailed to the Takeover Panel at [email protected]. The Panel's Market Surveillance Unit is available for consultation in relation to the Code's dealing disclosure requirements on +44 (0)20 7638 0129.

The Code can be viewed on the Panel's website at www.thetakeoverpanel.org.uk.

Derivatives transactions (other than options)

Date	Class of relevant security	Product description e.g. CFD	Nature of dealing e.g. opening/closing a long/short position, increasing/reducing a long/short position	Number of reference securities	Price per unit
15/06/10	Common - GB0001411924	Swap	LONG	75000	7.18
15/06/10	GB0001411924	Swap	LONG	78000	7.18
15/06/10	GB0001411924	Swap	LONG	147000	7.18
15/06/10	GB0001411924	Swap	LONG	25000	7.03
15/06/10	GB0001411924	Swap	LONG	26000	7.03
15/06/10	GB0001411924	Swap	LONG	49000	7.03
15/06/10	GB0001411924	Swap	SHORT	-21972	7.20
15/06/10	GB0001411924	Swap	LONG	105000	7.14
15/06/10	GB0001411924	Swap	LONG	35000	7.28
15/06/10	GB0001411924	Swap	LONG	100000	7.28
15/06/10	GB0001411924	Swap	LONG	414000	7.16
15/06/10	GB0001411924	Swap	LONG	4809	7.15
15/06/10	GB0001411924	Swap	LONG	1602	7.15
15/06/10	GB0001411924	Swap	SHORT	-1602	7.15
15/06/10	GB0001411924	Swap	SHORT	-12048	7.15
15/06/10	GB0001411924	Swap	LONG	12048	7.14
15/06/10	GB0001411924	Swap	LONG	11373	7.14
15/06/10	GB0001411924	Swap	SHORT	-11373	7.16
15/06/10	GB0001411924	Swap	SHORT	-35203	7.16
15/06/10	GB0001411924	Swap	LONG	35203	7.15
15/06/10	GB0001411924	Swap	LONG	8276	7.15
15/06/10	GB0001411924	Swap	SHORT	-8276	7.14
15/06/10	GB0001411924	Swap	SHORT	-35688	7.14
15/06/10	GB0001411924	Swap	SHORT	-112272	7.14
15/06/10	GB0001411924	Swap	LONG	35688	7.10
15/06/10	GB0001411924	Swap	LONG	112272	7.10
15/06/10	GB0001411924	Swap	LONG	80172	7.10
15/06/10	GB0001411924	Swap	SHORT	-499	7.20
15/06/10	GB0001411924	Swap	LONG	499	7.18
15/06/10	GB0001411924	Swap	SHORT	-5355	7.07
15/06/10	GB0001411924	Swap	SHORT	-5355	7.07
15/06/10	GB0001411924	Swap	LONG	5355	7.07
15/06/10	GB0001411924	Swap	LONG	3327	7.07
15/06/10	GB0001411924	Swap	LONG	2028	7.04
15/06/10	GB0001411924	Swap	LONG	3441	7.04
15/06/10	GB0001411924	Swap	LONG	6121	7.05
15/06/10	GB0001411924	Swap	LONG	8408	7.06
15/06/10	GB0001411924	Swap	SHORT	-3441	7.05
15/06/10	GB0001411924	Swap	SHORT	-6121	7.05
15/06/10	GB0001411924	Swap	SHORT	-57	7.05
15/06/10	GB0001411924	Swap	SHORT	-7764	7.06
15/06/10	GB0001411924	Swap	SHORT	-451	7.17
15/06/10	GB0001411924	Swap	LONG	451	7.14
15/06/10	GB0001411924	Swap	LONG	5329	7.14
15/06/10	GB0001411924	Swap	LONG	15048	7.17
15/06/10	GB0001411924	Swap	SHORT	-5329	7.14
15/06/10	GB0001411924	Swap	SHORT	-11531	7.14
15/06/10	GB0001411924	Swap	SHORT	-3517	7.17
15/06/10	GB0001411924	Swap	SHORT	-4280	7.11
15/06/10	GB0001411924	Swap	SHORT	-143	7.22
15/06/10	GB0001411924	Swap	SHORT	-118	7.22
15/06/10	GB0001411924	Swap	LONG	459	7.21
15/06/10	GB0001411924	Swap	LONG	143	7.21
15/06/10	GB0001411924	Swap	LONG	118	7.21
15/06/10	GB0001411924	Swap	LONG	460	7.21
15/06/10	GB0001411924	Swap	LONG	5240	7.20
15/06/10	GB0001411924	Swap	SHORT	-60	7.20
15/06/10	GB0001411924	Swap	SHORT	-17282	7.15
15/06/10	GB0001411924	Swap	SHORT	-20000	7.19
15/06/10	GB0001411924	Swap	SHORT	-300000	7.15
15/06/10	GB0001411924	Swap	SHORT	-150000	7.15
15/06/10	GB0001411924	Swap	SHORT	-84960	7.17
15/06/10	GB0001411924	Swap	LONG	84960	7.07
15/06/10	GB0001411924	Swap	LONG	127440	7.07
15/06/10	GB0001411924	Swap	LONG	84960	7.11
15/06/10	GB0001411924	Swap	LONG	42480	7.12
15/06/10	GB0001411924	Swap	SHORT	-75040	7.17
15/06/10	GB0001411924	Swap	LONG	75040	7.07
15/06/10	GB0001411924	Swap	LONG	112560	7.07
15/06/10	GB0001411924	Swap	LONG	75040	7.11
15/06/10	GB0001411924	Swap	LONG	37520	7.12
15/06/10	GB0001411924	Swap	LONG	44968	7.03
15/06/10	GB0001411924	Swap	LONG	9500	10.44
15/06/10	GB0001411924	Swap	LONG	2921700	10.44
15/06/10	GB0001411924	Swap	LONG	68800	10.44
16/06/10	GB0001411924	Swap	SHORT	-224976	7.01
16/06/10	GB0001411924	Swap	SHORT	-109821	7.01
16/06/10	GB0001411924	Swap	LONG	78228	7.01
16/06/10	GB0001411924	Swap	LONG	40296	7.01
16/06/10	GB0001411924	Swap	SHORT	-51044	7.02
16/06/10	GB0001411924	Swap	LONG	9500	10.44
16/06/10	GB0001411924	Swap	SHORT	-5243	7.03
16/06/10	GB0001411924	Swap	SHORT	-4155	7.03
16/06/10	GB0001411924	Swap	LONG	5671	7.04
16/06/10	GB0001411924	Swap	SHORT	-2000	7.01
16/06/10	GB0001411924	Swap	LONG	8543	7.03
16/06/10	GB0001411924	Swap	LONG	50590	7.03
16/06/10	GB0001411924	Swap	SHORT	-68774	7.02
16/06/10	GB0001411924	Swap	SHORT	-5671	7.02
16/06/10	GB0001411924	Swap	SHORT	-8543	7.02
16/06/10	GB0001411924	Swap	SHORT	-37145	7.02
16/06/10	GB0001411924	Swap	LONG	1017	7.00
16/06/10	GB0001411924	Swap	SHORT	-400	7.06
16/06/10	GB0001411924	Swap	SHORT	-600	7.06
16/06/10	GB0001411924	Swap	SHORT	-1900	7.06
16/06/10	GB0001411924	Swap	SHORT	-2740	7.06
16/06/10	GB0001411924	Swap	LONG	174	7.02
16/06/10	GB0001411924	Swap	LONG	160	7.02
16/06/10	GB0001411924	Swap	LONG	3044	7.02
16/06/10	GB0001411924	Swap	SHORT	-2876	7.02
16/06/10	GB0001411924	Swap	LONG	28050	7.01
16/06/10	GB0001411924	Swap	SHORT	-909	7.02
16/06/10	GB0001411924	Swap	SHORT	-36120	7.02
16/06/10	GB0001411924	Swap	SHORT	-45928	7.02
16/06/10	GB0001411924	Swap	SHORT	-485	7.02
16/06/10	GB0001411924	Swap	SHORT	-10639	7.02
16/06/10	GB0001411924	Swap	SHORT	-4493	7.02
16/06/10	GB0001411924	Swap	SHORT	-60346	7.02
16/06/10	GB0001411924	Swap	LONG	84960	7.02
16/06/10	GB0001411924	Swap	LONG	8993	7.05
16/06/10	GB0001411924	Swap	LONG	75040	7.02
17/06/10	GB0001411924	Swap	LONG	16835	6.98
17/06/10	GB0001411924	Swap	SHORT	-55304	6.98
17/06/10	GB0001411924	Swap	LONG	138000	6.99
17/06/10	GB0001411924	Swap	SHORT	-2000	7.00
17/06/10	GB0001411924	Swap	SHORT	-2832	6.99
17/06/10	GB0001411924	Swap	LONG	3142	6.99
17/06/10	GB0001411924	Swap	LONG	3339	6.97
17/06/10	GB0001411924	Swap	LONG	69601	6.99
17/06/10	GB0001411924	Swap	SHORT	-8613	6.98
17/06/10	GB0001411924	Swap	SHORT	-3142	6.98
17/06/10	GB0001411924	Swap	SHORT	-3339	6.98
17/06/10	GB0001411924	Swap	SHORT	-66992	6.98
17/06/10	GB0001411924	Swap	SHORT	-587	6.97
17/06/10	GB0001411924	Swap	SHORT	-317	6.97
17/06/10	GB0001411924	Swap	LONG	701	6.99
17/06/10	GB0001411924	Swap	LONG	585	6.99
17/06/10	GB0001411924	Swap	LONG	539	6.99
17/06/10	GB0001411924	Swap	LONG	10241	6.99
17/06/10	GB0001411924	Swap	LONG	2069	6.99
17/06/10	GB0001411924	Swap	SHORT	-7042	6.97
17/06/10	GB0001411924	Swap	LONG	18542	6.97
17/06/10	GB0001411924	Swap	LONG	16378	6.97
18/06/10	GB0001411924	Swap	LONG	14758	6.98
18/06/10	GB0001411924	Swap	LONG	9512	6.98
18/06/10	GB0001411924	Swap	LONG	5647	7.01
18/06/10	GB0001411924	Swap	SHORT	-15117	6.99
18/06/10	GB0001411924	Swap	LONG	138000	6.99
18/06/10	GB0001411924	Swap	SHORT	-414000	6.99
18/06/10	GB0001411924	Swap	SHORT	-138000	6.99
18/06/10	GB0001411924	Swap	SHORT	-138000	6.99
18/06/10	GB0001411924	Swap	LONG	802	7.00
18/06/10	GB0001411924	Swap	LONG	981	7.00
18/06/10	GB0001411924	Swap	SHORT	-1839	7.00
18/06/10	GB0001411924	Swap	SHORT	-770	6.99
18/06/10	GB0001411924	Swap	SHORT	-802	6.99
18/06/10	GB0001411924	Swap	SHORT	-981	6.99
18/06/10	GB0001411924	Swap	SHORT	-53791	6.99
18/06/10	GB0001411924	Swap	LONG	53791	6.99
18/06/10	GB0001411924	Swap	LONG	42319	6.99
18/06/10	GB0001411924	Swap	SHORT	-700	6.99
18/06/10	GB0001411924	Swap	SHORT	-380	6.99
18/06/10	GB0001411924	Swap	LONG	2987	7.00
18/06/10	GB0001411924	Swap	LONG	211	7.00
18/06/10	GB0001411924	Swap	LONG	195	7.00
18/06/10	GB0001411924	Swap	LONG	6511	7.00
18/06/10	GB0001411924	Swap	LONG	3696	7.00
18/06/10	GB0001411924	Swap	LONG	746	7.00
18/06/10	GB0001411924	Swap	SHORT	-10807	6.99
18/06/10	GB0001411924	Swap	LONG	18932	7.01
18/06/10	GB0001411924	Swap	LONG	27600	6.99
18/06/10	GB0001411924	Swap	LONG	34920	6.99
18/06/10	GB0001411924	Swap	LONG	8520	6.99
18/06/10	GB0001411924	Swap	LONG	48960	6.99
18/06/10	GB0001411924	Swap	SHORT	-127440	6.96
18/06/10	GB0001411924	Swap	SHORT	-52525	6.96
18/06/10	GB0001411924	Swap	SHORT	-112560	6.96
18/06/10	GB0001411924	Swap	SHORT	-46393	6.96
21/06/10	GB0001411924	Swap	SHORT	-9512	7.01
21/06/10	GB0001411924	Swap	SHORT	-56915	7.01
21/06/10	GB0001411924	Swap	SHORT	-61694	7.03
21/06/10	GB0001411924	Swap	SHORT	-7211	7.03
21/06/10	GB0001411924	Swap	LONG	21437	7.02
21/06/10	GB0001411924	Swap	SHORT	-912	7.04
21/06/10	GB0001411924	Swap	SHORT	-912	7.04
21/06/10	GB0001411924	Swap	SHORT	-912	7.04
21/06/10	GB0001411924	Swap	SHORT	-912	7.04
21/06/10	GB0001411924	Swap	LONG	380	7.05
21/06/10	GB0001411924	Swap	LONG	912	7.05
21/06/10	GB0001411924	Swap	LONG	912	7.05
21/06/10	GB0001411924	Swap	LONG	912	7.05
21/06/10	GB0001411924	Swap	LONG	912	7.05
21/06/10	GB0001411924	Swap	LONG	68	7.02
21/06/10	GB0001411924	Swap	SHORT	-701	7.03
21/06/10	GB0001411924	Swap	SHORT	-68	7.03
21/06/10	GB0001411924	Swap	SHORT	-154	7.03
21/06/10	GB0001411924	Swap	SHORT	-1041	7.03
21/06/10	GB0001411924	Swap	SHORT	-862	7.03
21/06/10	GB0001411924	Swap	SHORT	-2987	7.03
21/06/10	GB0001411924	Swap	LONG	16	7.05
21/06/10	GB0001411924	Swap	LONG	15	7.05
21/06/10	GB0001411924	Swap	LONG	494	7.05
21/06/10	GB0001411924	Swap	LONG	10046	7.05
21/06/10	GB0001411924	Swap	LONG	280	7.05
21/06/10	GB0001411924	Swap	LONG	56	7.05
22/06/10	GB0001411924	Swap	LONG	18112	7.03
22/06/10	GB0001411924	Swap	SHORT	-32885	7.03
22/06/10	GB0001411924	Swap	LONG	13864	7.06
22/06/10	GB0001411924	Swap	LONG	3257	7.04
22/06/10	GB0001411924	Swap	LONG	1056	7.04
22/06/10	GB0001411924	Swap	SHORT	-2278	7.04
22/06/10	GB0001411924	Swap	SHORT	-773	7.05
22/06/10	GB0001411924	Swap	LONG	10424	7.05
22/06/10	GB0001411924	Swap	LONG	4131	7.04
22/06/10	GB0001411924	Swap	SHORT	-11733	7.04
22/06/10	GB0001411924	Swap	SHORT	-1073	7.03
22/06/10	GB0001411924	Swap	LONG	1002	7.07
22/06/10	GB0001411924	Swap	LONG	154	7.04
22/06/10	GB0001411924	Swap	LONG	1041	7.04
22/06/10	GB0001411924	Swap	LONG	862	7.04
22/06/10	GB0001411924	Swap	LONG	4370	7.07
22/06/10	GB0001411924	Swap	SHORT	-4370	7.07
22/06/10	GB0001411924	Swap	SHORT	-620	7.03
22/06/10	GB0001411924	Swap	SHORT	-14121	7.03
22/06/10	GB0001411924	Swap	LONG	18315	7.06
22/06/10	GB0001411924	Swap	SHORT	-32435	7.08
22/06/10	GB0001411924	Swap	SHORT	-1549	7.08
22/06/10	GB0001411924	Swap	SHORT	-28647	7.08
22/06/10	GB0001411924	Swap	SHORT	-1369	7.08
23/06/10	GB0001411924	Swap	SHORT	-25555	7.03
23/06/10	GB0001411924	Swap	LONG	1011	7.03
23/06/10	GB0001411924	Swap	SHORT	-1318	7.03
23/06/10	GB0001411924	Swap	LONG	38521	7.04
23/06/10	GB0001411924	Swap	SHORT	-4000	7.03
23/06/10	GB0001411924	Swap	SHORT	-15006	7.03
23/06/10	GB0001411924	Swap	SHORT	-21437	7.03
23/06/10	GB0001411924	Swap	SHORT	-1056	7.03
23/06/10	GB0001411924	Swap	SHORT	-10424	7.03
23/06/10	GB0001411924	Swap	SHORT	-4131	7.03
23/06/10	GB0001411924	Swap	SHORT	-3837	7.03
23/06/10	GB0001411924	Swap	LONG	71	7.02
23/06/10	GB0001411924	Swap	LONG	834	7.02
23/06/10	GB0001411924	Swap	LONG	1	7.02
23/06/10	GB0001411924	Swap	LONG	7514	7.02
23/06/10	GB0001411924	Swap	LONG	1	7.02
23/06/10	GB0001411924	Swap	LONG	20	7.02
23/06/10	GB0001411924	Swap	LONG	405	7.02
23/06/10	GB0001411924	Swap	LONG	11	7.02
23/06/10	GB0001411924	Swap	LONG	2	7.02
23/06/10	GB0001411924	Swap	SHORT	-9183	7.02
24/06/10	GB0001411924	Swap	LONG	23761	7.03
24/06/10	GB0001411924	Swap	SHORT	-117252	7.02
24/06/10	GB0001411924	Swap	LONG	34260	7.02
24/06/10	GB0001411924	Swap	SHORT	-5409	7.02
24/06/10	GB0001411924	Swap	LONG	1807	7.03
24/06/10	GB0001411924	Swap	SHORT	-26165	7.01
24/06/10	GB0001411924	Swap	LONG	2398	7.03
24/06/10	GB0001411924	Swap	LONG	34461	7.03
24/06/10	GB0001411924	Swap	SHORT	-834	7.01
24/06/10	GB0001411924	Swap	SHORT	-1181	7.01
24/06/10	GB0001411924	Swap	SHORT	-754	7.01
24/06/10	GB0001411924	Swap	SHORT	-1101	7.01
24/06/10	GB0001411924	Swap	LONG	1181	7.02
24/06/10	GB0001411924	Swap	LONG	526	7.02
24/06/10	GB0001411924	Swap	SHORT	-5288	7.01
24/06/10	GB0001411924	Swap	LONG	3941	7.03
24/06/10	GB0001411924	Swap	LONG	5478	7.03
24/06/10	GB0001411924	Swap	LONG	10	7.03
24/06/10	GB0001411924	Swap	LONG	212	7.03
24/06/10	GB0001411924	Swap	LONG	3154	7.03
24/06/10	GB0001411924	Swap	LONG	6	7.03
24/06/10	GB0001411924	Swap	LONG	3	7.03
25/06/10	GB0001411924	Swap	LONG	11888	7.04
25/06/10	GB0001411924	Swap	SHORT	-11948	7.01
25/06/10	GB0001411924	Swap	LONG	9400	7.01
25/06/10	GB0001411924	Swap	SHORT	-3110	7.01
25/06/10	GB0001411924	Swap	SHORT	-1807	7.01
25/06/10	GB0001411924	Swap	SHORT	-2398	7.01
25/06/10	GB0001411924	Swap	SHORT	-3534	7.01
25/06/10	GB0001411924	Swap	LONG	62726	7.01
25/06/10	GB0001411924	Swap	SHORT	-30927	7.01
25/06/10	GB0001411924	Swap	SHORT	-39589	7.01
25/06/10	GB0001411924	Swap	LONG	1000	7.00
25/06/10	GB0001411924	Swap	SHORT	-1000	7.01
25/06/10	GB0001411924	Swap	LONG	228	7.02
25/06/10	GB0001411924	Swap	LONG	1101	7.02
25/06/10	GB0001411924	Swap	SHORT	-127	7.02
25/06/10	GB0001411924	Swap	SHORT	-126	7.02
25/06/10	GB0001411924	Swap	LONG	127	7.01
25/06/10	GB0001411924	Swap	LONG	126	7.01
25/06/10	GB0001411924	Swap	SHORT	-1515	7.00
25/06/10	GB0001411924	Swap	LONG	1971	7.01
25/06/10	GB0001411924	Swap	LONG	2740	7.01
25/06/10	GB0001411924	Swap	LONG	5	7.01
25/06/10	GB0001411924	Swap	LONG	1120	7.01
25/06/10	GB0001411924	Swap	LONG	106	7.01
25/06/10	GB0001411924	Swap	LONG	1578	7.01
25/06/10	GB0001411924	Swap	LONG	4	7.01
28/06/10	GB0001411924	Swap	LONG	3154	7.05
28/06/10	GB0001411924	Swap	LONG	32885	7.05
28/06/10	GB0001411924	Swap	LONG	25555	7.05
28/06/10	GB0001411924	Swap	LONG	2244	7.05
28/06/10	GB0001411924	Swap	LONG	654	7.05
28/06/10	GB0001411924	Swap	SHORT	-23137	7.04
28/06/10	GB0001411924	Swap	SHORT	-4168	7.04
28/06/10	GB0001411924	Swap	LONG	4168	7.04
28/06/10	GB0001411924	Swap	LONG	29358	7.04
28/06/10	GB0001411924	Swap	LONG	1521	7.04
28/06/10	GB0001411924	Swap	LONG	1008	7.04
28/06/10	GB0001411924	Swap	LONG	9876	7.04
28/06/10	GB0001411924	Swap	SHORT	-5386	7.04
28/06/10	GB0001411924	Swap	LONG	997	7.05
28/06/10	GB0001411924	Swap	LONG	129	7.05
28/06/10	GB0001411924	Swap	LONG	179	7.05
28/06/10	GB0001411924	Swap	LONG	73	7.05
28/06/10	GB0001411924	Swap	LONG	7	7.05
28/06/10	GB0001411924	Swap	LONG	103	7.05
29/06/10	GB0001411924	Swap	SHORT	-24352	7.04
29/06/10	GB0001411924	Swap	LONG	824	7.02
29/06/10	GB0001411924	Swap	LONG	32466	7.03
29/06/10	GB0001411924	Swap	LONG	10000	7.03
29/06/10	GB0001411924	Swap	SHORT	-29358	7.02
29/06/10	GB0001411924	Swap	SHORT	-1521	7.02
29/06/10	GB0001411924	Swap	SHORT	-32466	7.02
29/06/10	GB0001411924	Swap	SHORT	-393	7.02
29/06/10	GB0001411924	Swap	SHORT	-1008	7.03
29/06/10	GB0001411924	Swap	LONG	2590	7.04
29/06/10	GB0001411924	Swap	LONG	334	7.04
29/06/10	GB0001411924	Swap	LONG	464	7.04
29/06/10	GB0001411924	Swap	LONG	1	7.04
29/06/10	GB0001411924	Swap	LONG	190	7.04
29/06/10	GB0001411924	Swap	LONG	18	7.04
29/06/10	GB0001411924	Swap	LONG	268	7.04
29/06/10	GB0001411924	Swap	SHORT	-8639	7.03
30/06/10	GB0001411924	Swap	LONG	30502	7.02
30/06/10	GB0001411924	Swap	LONG	5559	7.03
30/06/10	GB0001411924	Swap	SHORT	-2400	7.00
30/06/10	GB0001411924	Swap	SHORT	-6220	7.00
30/06/10	GB0001411924	Swap	LONG	47068	7.01
30/06/10	GB0001411924	Swap	SHORT	-987	7.00
30/06/10	GB0001411924	Swap	SHORT	-5559	7.00
30/06/10	GB0001411924	Swap	SHORT	-47068	7.00
30/06/10	GB0001411924	Swap	SHORT	-61207	7.00
30/06/10	GB0001411924	Swap	LONG	744	7.00
30/06/10	GB0001411924	Swap	LONG	96	7.00
30/06/10	GB0001411924	Swap	LONG	133	7.00
30/06/10	GB0001411924	Swap	LONG	55	7.00
30/06/10	GB0001411924	Swap	LONG	5	7.00
30/06/10	GB0001411924	Swap	LONG	3571	7.00
30/06/10	GB0001411924	Swap	LONG	76	7.00
30/06/10	GB0001411924	Swap	SHORT	-4386	7.00
30/06/10	GB0001411924	Swap	LONG	38000	7.02
01/07/10	GB0001411924	Swap	SHORT	-49379	6.96
01/07/10	GB0001411924	Swap	SHORT	-3416	6.97
01/07/10	GB0001411924	Swap	SHORT	-17216	6.97
01/07/10	GB0001411924	Swap	LONG	4391	6.97
01/07/10	GB0001411924	Swap	LONG	500	10.56
01/07/10	GB0001411924	Swap	LONG	146100	10.56
01/07/10	GB0001411924	Swap	LONG	3400	10.56
01/07/10	GB0001411924	Swap	SHORT	-6311	6.96
01/07/10	GB0001411924	Swap	LONG	2000	6.96
01/07/10	GB0001411924	Swap	SHORT	-77218	6.97
01/07/10	GB0001411924	Swap	LONG	59207	6.97
01/07/10	GB0001411924	Swap	LONG	6311	6.97
01/07/10	GB0001411924	Swap	LONG	21108	6.97
01/07/10	GB0001411924	Swap	SHORT	-1884	6.94
01/07/10	GB0001411924	Swap	LONG	3746	6.97
01/07/10	GB0001411924	Swap	LONG	640	6.97
01/07/10	GB0001411924	Swap	SHORT	-11182	6.97
01/07/10	GB0001411924	Swap	SHORT	-1904	7.01
01/07/10	GB0001411924	Swap	LONG	1904	7.01
02/07/10	GB0001411924	Swap	LONG	43426	6.97
02/07/10	GB0001411924	Swap	SHORT	-23522	6.95
02/07/10	GB0001411924	Swap	SHORT	-9557	6.96
02/07/10	GB0001411924	Swap	LONG	150000	10.58
02/07/10	GB0001411924	Swap	SHORT	-1000	6.97
02/07/10	GB0001411924	Swap	LONG	1638	6.97
02/07/10	GB0001411924	Swap	SHORT	-6276	6.96
02/07/10	GB0001411924	Swap	LONG	1729	6.97
02/07/10	GB0001411924	Swap	LONG	52743	6.97
02/07/10	GB0001411924	Swap	LONG	1000	6.97
02/07/10	GB0001411924	Swap	LONG	6276	6.97
02/07/10	GB0001411924	Swap	LONG	24574	6.97
02/07/10	GB0001411924	Swap	SHORT	-24574	6.95
02/07/10	GB0001411924	Swap	SHORT	-58604	6.95
02/07/10	GB0001411924	Swap	LONG	1000	6.96
02/07/10	GB0001411924	Swap	SHORT	-1000	6.96
02/07/10	GB0001411924	Swap	LONG	1159	6.95
02/07/10	GB0001411924	Swap	LONG	1949	6.95
02/07/10	GB0001411924	Swap	SHORT	-1159	6.95
02/07/10	GB0001411924	Swap	SHORT	-1019	6.95
02/07/10	GB0001411924	Swap	SHORT	-9876	6.95
02/07/10	GB0001411924	Swap	LONG	1609	6.96
02/07/10	GB0001411924	Swap	LONG	275	6.96
05/07/10	GB0001411924	Swap	SHORT	-18281	6.94
05/07/10	GB0001411924	Swap	LONG	2966	6.94
05/07/10	GB0001411924	Swap	LONG	31032	6.95
05/07/10	GB0001411924	Swap	SHORT	-24673	6.94
05/07/10	GB0001411924	Swap	SHORT	-272	6.94
05/07/10	GB0001411924	Swap	SHORT	-658	6.93
05/07/10	GB0001411924	Swap	LONG	646	6.94
05/07/10	GB0001411924	Swap	LONG	110	6.94
05/07/10	GB0001411924	Swap	SHORT	-6241	6.93
06/07/10	GB0001411924	Swap	LONG	1000	6.94
06/07/10	GB0001411924	Swap	SHORT	-1162	6.95
06/07/10	GB0001411924	Swap	SHORT	-63186	6.94
06/07/10	GB0001411924	Swap	LONG	14082	6.94
06/07/10	GB0001411924	Swap	LONG	12490	6.94
06/07/10	GB0001411924	Swap	LONG	24673	6.94
06/07/10	GB0001411924	Swap	LONG	1162	6.94
06/07/10	GB0001411924	Swap	LONG	61279	6.94
06/07/10	GB0001411924	Swap	LONG	1274	6.95
06/07/10	GB0001411924	Swap	LONG	127440	6.95
06/07/10	GB0001411924	Swap	LONG	112560	6.95
07/07/10	GB0001411924	Swap	LONG	41080	6.93
07/07/10	GB0001411924	Swap	LONG	11948	6.93
07/07/10	GB0001411924	Swap	LONG	21679	6.93
07/07/10	GB0001411924	Swap	SHORT	-2535	6.91
07/07/10	GB0001411924	Swap	SHORT	-4130	6.91
07/07/10	GB0001411924	Swap	LONG	1907	6.92
07/07/10	GB0001411924	Swap	LONG	2535	6.92
07/07/10	GB0001411924	Swap	LONG	4130	6.92
07/07/10	GB0001411924	Swap	LONG	80537	6.92
07/07/10	GB0001411924	Swap	SHORT	-66546	6.91
07/07/10	GB0001411924	Swap	SHORT	-772	6.92
07/07/10	GB0001411924	Swap	SHORT	-502	6.92
07/07/10	GB0001411924	Swap	SHORT	-1911	6.92
07/07/10	GB0001411924	Swap	SHORT	-1085	6.92
07/07/10	GB0001411924	Swap	LONG	1911	6.93
07/07/10	GB0001411924	Swap	LONG	1085	6.93
07/07/10	GB0001411924	Swap	LONG	76	6.93
07/07/10	GB0001411924	Swap	LONG	5028	6.92
07/07/10	GB0001411924	Swap	LONG	859	6.92
07/07/10	GB0001411924	Swap	LONG	492	6.92
07/07/10	GB0001411924	Swap	SHORT	-241	6.93
08/07/10	GB0001411924	Swap	LONG	2673	6.94
08/07/10	GB0001411924	Swap	LONG	35633	6.94
08/07/10	GB0001411924	Swap	LONG	47905	6.94
08/07/10	GB0001411924	Swap	SHORT	-13991	6.94
08/07/10	GB0001411924	Swap	SHORT	-21839	6.94
08/07/10	GB0001411924	Swap	LONG	6000	6.95
08/07/10	GB0001411924	Swap	LONG	15839	6.94
08/07/10	GB0001411924	Swap	LONG	50341	6.94
08/07/10	GB0001411924	Swap	SHORT	-76	6.94
08/07/10	GB0001411924	Swap	SHORT	-251	6.94
08/07/10	GB0001411924	Swap	SHORT	-2535	6.94
09/07/10	GB0001411924	Swap	LONG	8975	6.95
09/07/10	GB0001411924	Swap	SHORT	-14939	6.93
09/07/10	GB0001411924	Swap	LONG	11353	6.96
09/07/10	GB0001411924	Swap	SHORT	-4701	6.94
09/07/10	GB0001411924	Swap	LONG	42881	6.94
09/07/10	GB0001411924	Swap	SHORT	-50341	6.94
09/07/10	GB0001411924	Swap	SHORT	-13694	6.94
09/07/10	GB0001411924	Swap	LONG	1000	6.94
09/07/10	GB0001411924	Swap	SHORT	-1000	6.93
09/07/10	GB0001411924	Swap	SHORT	-601	6.93
09/07/10	GB0001411924	Swap	LONG	5156	6.96
12/07/10	GB0001411924	Swap	LONG	31309	6.94
12/07/10	GB0001411924	Swap	LONG	79000	6.96
12/07/10	GB0001411924	Swap	LONG	421000	6.96
12/07/10	GB0001411924	Swap	SHORT	-850	6.94
12/07/10	GB0001411924	Swap	SHORT	-28337	6.94
12/07/10	GB0001411924	Swap	SHORT	-12191	6.94
12/07/10	GB0001411924	Swap	LONG	12191	6.95
12/07/10	GB0001411924	Swap	LONG	31193	6.95
12/07/10	GB0001411924	Swap	LONG	1023	6.94
12/07/10	GB0001411924	Swap	LONG	601	6.94
12/07/10	GB0001411924	Swap	SHORT	-9098	6.91
13/07/10	GB0001411924	Swap	LONG	4771	6.94
13/07/10	GB0001411924	Swap	LONG	5156	6.94
13/07/10	GB0001411924	Swap	LONG	33651	6.94
13/07/10	GB0001411924	Swap	LONG	257872	6.96
13/07/10	GB0001411924	Swap	LONG	1374228	6.96
13/07/10	GB0001411924	Swap	LONG	14120	6.92
13/07/10	GB0001411924	Swap	SHORT	-2100	6.94
13/07/10	GB0001411924	Swap	SHORT	-29093	6.94
13/07/10	GB0001411924	Swap	SHORT	-14120	6.94
13/07/10	GB0001411924	Swap	SHORT	-25552	6.94
13/07/10	GB0001411924	Swap	LONG	25552	6.95
13/07/10	GB0001411924	Swap	LONG	75017	6.95
13/07/10	GB0001411924	Swap	LONG	1000	6.94
13/07/10	GB0001411924	Swap	SHORT	-1000	6.89
13/07/10	GB0001411924	Swap	SHORT	-10000	6.94
13/07/10	GB0001411924	Swap	LONG	10000	6.94
13/07/10	GB0001411924	Swap	SHORT	-1023	6.94
13/07/10	GB0001411924	Swap	SHORT	-1100	6.92
13/07/10	GB0001411924	Swap	LONG	1100	6.94
13/07/10	GB0001411924	Swap	LONG	705	6.90
13/07/10	GB0001411924	Swap	SHORT	-3554	6.94
13/07/10	GB0001411924	Swap	LONG	32160	6.94
13/07/10	GB0001411924	Swap	LONG	34200	6.94
13/07/10	GB0001411924	Swap	LONG	9720	6.94
13/07/10	GB0001411924	Swap	LONG	43920	6.94
14/07/10	GB0001411924	Swap	LONG	5210	7.00
14/07/10	GB0001411924	Swap	LONG	58128	7.01
14/07/10	GB0001411924	Swap	LONG	367900	7.01
14/07/10	GB0001411924	Swap	LONG	3971	7.02
14/07/10	GB0001411924	Swap	LONG	55733	7.01
14/07/10	GB0001411924	Swap	SHORT	-75017	7.00
14/07/10	GB0001411924	Swap	SHORT	-3971	7.00
14/07/10	GB0001411924	Swap	SHORT	-7049	7.00
14/07/10	GB0001411924	Swap	SHORT	-1000	6.97
14/07/10	GB0001411924	Swap	LONG	1000	7.00
14/07/10	GB0001411924	Swap	LONG	1020	7.00
14/07/10	GB0001411924	Swap	LONG	9926	7.00
14/07/10	GB0001411924	Swap	LONG	729	7.00
14/07/10	GB0001411924	Swap	LONG	1417	7.00
14/07/10	GB0001411924	Swap	SHORT	-757	6.99
15/07/10	GB0001411924	Swap	LONG	11643	7.02
15/07/10	GB0001411924	Swap	SHORT	-26122	6.99
15/07/10	GB0001411924	Swap	LONG	8321	7.00
15/07/10	GB0001411924	Swap	LONG	9557	7.00
15/07/10	GB0001411924	Swap	LONG	4701	7.00
14/07/10	GB0001411924	Swap	LONG	309772	7.01
15/07/10	GB0001411924	Swap	LONG	757	6.99
15/07/10	GB0001411924	Swap	SHORT	-6757	7.00
15/07/10	GB0001411924	Swap	SHORT	-41927	6.99
15/07/10	GB0001411924	Swap	SHORT	-757	6.99
15/07/10	GB0001411924	Swap	SHORT	-20584	6.99
15/07/10	GB0001411924	Swap	LONG	20584	7.00
15/07/10	GB0001411924	Swap	LONG	87440	7.00
15/07/10	GB0001411924	Swap	SHORT	-1000	6.99
15/07/10	GB0001411924	Swap	SHORT	-1000	6.99
15/07/10	GB0001411924	Swap	SHORT	-2000	6.99
15/07/10	GB0001411924	Swap	LONG	1000	6.99
15/07/10	GB0001411924	Swap	LONG	1000	6.99
15/07/10	GB0001411924	Swap	LONG	2000	6.99
15/07/10	GB0001411924	Swap	SHORT	-1020	7.01
15/07/10	GB0001411924	Swap	SHORT	-2180	6.99
15/07/10	GB0001411924	Swap	SHORT	-2146	6.99
15/07/10	GB0001411924	Swap	LONG	136	6.99
15/07/10	GB0001411924	Swap	LONG	93	6.99
15/07/10	GB0001411924	Swap	LONG	263	6.99
15/07/10	GB0001411924	Swap	LONG	265	6.99
16/07/10	GB0001411924	Swap	SHORT	-52004	7.00
16/07/10	GB0001411924	Swap	LONG	6723	7.00
16/07/10	GB0001411924	Swap	LONG	18281	7.00
16/07/10	GB0001411924	Swap	LONG	7489	7.00
16/07/10	GB0001411924	Swap	LONG	12740	7.01
16/07/10	GB0001411924	Swap	SHORT	-35570	7.00
16/07/10	GB0001411924	Swap	SHORT	-1050	7.00
16/07/10	GB0001411924	Swap	LONG	6769	6.99
16/07/10	GB0001411924	Swap	LONG	58401	6.99
16/07/10	GB0001411924	Swap	SHORT	-6293	6.99
16/07/10	GB0001411924	Swap	SHORT	-80097	6.99
16/07/10	GB0001411924	Swap	SHORT	-6769	6.99
16/07/10	GB0001411924	Swap	SHORT	-58401	6.99
16/07/10	GB0001411924	Swap	SHORT	-5725	6.99
16/07/10	GB0001411924	Swap	LONG	1000	6.98
16/07/10	GB0001411924	Swap	LONG	3000	6.98
16/07/10	GB0001411924	Swap	LONG	1000	6.98
16/07/10	GB0001411924	Swap	SHORT	-1000	6.98
16/07/10	GB0001411924	Swap	SHORT	-3000	6.98
16/07/10	GB0001411924	Swap	SHORT	-1000	6.98
16/07/10	GB0001411924	Swap	LONG	2180	7.03
16/07/10	GB0001411924	Swap	SHORT	-1156	7.00
16/07/10	GB0001411924	Swap	LONG	1152	7.00
16/07/10	GB0001411924	Swap	LONG	4	7.00
16/07/10	GB0001411924	Swap	LONG	854	7.00
16/07/10	GB0001411924	Swap	LONG	2030	7.00
16/07/10	GB0001411924	Swap	SHORT	-854	6.99
16/07/10	GB0001411924	Swap	SHORT	-225	6.99
16/07/10	GB0001411924	Swap	LONG	12167	7.01
16/07/10	GB0001411924	Swap	SHORT	-20872	6.98
16/07/10	GB0001411924	Swap	SHORT	-79000	7.00
16/07/10	GB0001411924	Swap	SHORT	-421000	7.00
16/07/10	GB0001411924	Swap	SHORT	-421000	7.00
16/07/10	GB0001411924	Swap	SHORT	-58128	6.98
16/07/10	GB0001411924	Swap	SHORT	-111228	6.98
16/07/10	GB0001411924	Swap	SHORT	-309772	6.98
19/07/10	GB0001411924	Swap	SHORT	-29118	6.97
19/07/10	GB0001411924	Swap	LONG	10205	6.98
19/07/10	GB0001411924	Swap	SHORT	-37563	6.97
19/07/10	GB0001411924	Swap	LONG	5725	6.98
19/07/10	GB0001411924	Swap	LONG	31095	6.98
19/07/10	GB0001411924	Swap	LONG	1000	6.97
19/07/10	GB0001411924	Swap	SHORT	-1000	6.97
19/07/10	GB0001411924	Swap	SHORT	-1805	6.99
19/07/10	GB0001411924	Swap	SHORT	-1088	6.97
19/07/10	GB0001411924	Swap	LONG	1018	6.97
19/07/10	GB0001411924	Swap	SHORT	-930	6.97
19/07/10	GB0001411924	Swap	SHORT	-826	6.97
19/07/10	GB0001411924	Swap	SHORT	-980	6.97
19/07/10	GB0001411924	Swap	LONG	1659	6.99
19/07/10	GB0001411924	Swap	SHORT	-1659	6.99
19/07/10	GB0001411924	Swap	SHORT	-1259	6.96
19/07/10	GB0001411924	Swap	LONG	168400	6.98
20/07/10	GB0001411924	Swap	LONG	4229	6.96
20/07/10	GB0001411924	Swap	SHORT	-11841	6.95
20/07/10	GB0001411924	Swap	SHORT	-919	6.97
20/07/10	GB0001411924	Swap	LONG	6468	6.98
20/07/10	GB0001411924	Swap	LONG	22451	6.98
20/07/10	GB0001411924	Swap	SHORT	-1700	6.97
20/07/10	GB0001411924	Swap	LONG	8225	6.96
20/07/10	GB0001411924	Swap	SHORT	-20751	6.96
20/07/10	GB0001411924	Swap	SHORT	-8225	6.96
20/07/10	GB0001411924	Swap	SHORT	-11409	6.96
20/07/10	GB0001411924	Swap	LONG	6000	6.96
20/07/10	GB0001411924	Swap	SHORT	-6000	6.98
20/07/10	GB0001411924	Swap	LONG	70	6.98
20/07/10	GB0001411924	Swap	LONG	930	6.98
20/07/10	GB0001411924	Swap	LONG	826	6.98
20/07/10	GB0001411924	Swap	LONG	980	6.98
20/07/10	GB0001411924	Swap	SHORT	-9926	6.98
20/07/10	GB0001411924	Swap	LONG	50000	6.98
20/07/10	GB0001411924	Swap	LONG	10000	6.98
21/07/10	GB0001411924	Swap	LONG	3221	6.99
21/07/10	GB0001411924	Swap	LONG	8518	6.99
21/07/10	GB0001411924	Swap	LONG	3637	6.97
21/07/10	GB0001411924	Swap	LONG	11409	6.98
21/07/10	GB0001411924	Swap	LONG	25383	6.98
21/07/10	GB0001411924	Swap	SHORT	-21888	6.97
21/07/10	GB0001411924	Swap	LONG	1000	6.97
21/07/10	GB0001411924	Swap	SHORT	-1000	6.97
21/07/10	GB0001411924	Swap	LONG	2000	6.98
21/07/10	GB0001411924	Swap	SHORT	-2000	6.98
21/07/10	GB0001411924	Swap	LONG	1651	6.98
21/07/10	GB0001411924	Swap	SHORT	-1651	6.98
21/07/10	GB0001411924	Swap	SHORT	-489	6.98
21/07/10	GB0001411924	Swap	LONG	963	6.98
21/07/10	GB0001411924	Swap	LONG	816	6.98
21/07/10	GB0001411924	Swap	LONG	1000	7.00
21/07/10	GB0001411924	Swap	SHORT	-1000	6.97
21/07/10	GB0001411924	Swap	SHORT	-1990	6.97
21/07/10	GB0001411924	Swap	LONG	165	6.98
21/07/10	GB0001411924	Swap	LONG	113	6.98
21/07/10	GB0001411924	Swap	LONG	215	6.98
21/07/10	GB0001411924	Swap	LONG	320	6.98
21/07/10	GB0001411924	Swap	LONG	320	6.98
21/07/10	GB0001411924	Swap	LONG	10000	6.99
21/07/10	GB0001411924	Swap	LONG	10000	6.99
21/07/10	GB0001411924	Swap	LONG	20000	6.99
21/07/10	GB0001411924	Swap	LONG	20000	6.99
22/07/10	GB0001411924	Swap	LONG	17604	6.98
22/07/10	GB0001411924	Swap	LONG	12725	6.98
22/07/10	GB0001411924	Swap	LONG	6506	6.99
22/07/10	GB0001411924	Swap	SHORT	-3495	6.99
22/07/10	GB0001411924	Swap	SHORT	-30477	6.99
22/07/10	GB0001411924	Swap	LONG	30477	6.99
22/07/10	GB0001411924	Swap	LONG	34015	6.99
22/07/10	GB0001411924	Swap	SHORT	-4000	6.98
22/07/10	GB0001411924	Swap	LONG	4000	6.98
22/07/10	GB0001411924	Swap	LONG	489	7.00
22/07/10	GB0001411924	Swap	SHORT	-963	6.99
22/07/10	GB0001411924	Swap	SHORT	-816	6.99
22/07/10	GB0001411924	Swap	LONG	1990	6.99
22/07/10	GB0001411924	Swap	LONG	41	6.96
22/07/10	GB0001411924	Swap	LONG	28	6.96
22/07/10	GB0001411924	Swap	LONG	54	6.96
22/07/10	GB0001411924	Swap	LONG	80	6.96
22/07/10	GB0001411924	Swap	LONG	81	6.96
23/07/10	GB0001411924	Swap	LONG	39279	7.01
23/07/10	GB0001411924	Swap	LONG	9837	7.01
23/07/10	GB0001411924	Swap	LONG	15222	7.01
23/07/10	GB0001411924	Swap	LONG	919	7.01
23/07/10	GB0001411924	Swap	SHORT	-34015	6.99
23/07/10	GB0001411924	Swap	SHORT	-29350	6.99
23/07/10	GB0001411924	Swap	LONG	29350	7.01
23/07/10	GB0001411924	Swap	LONG	60820	7.01
23/07/10	GB0001411924	Swap	SHORT	-2000	6.99
23/07/10	GB0001411924	Swap	LONG	2000	7.00
23/07/10	GB0001411924	Swap	SHORT	-1151	7.01
23/07/10	GB0001411924	Swap	LONG	1011	7.02
23/07/10	GB0001411924	Swap	SHORT	-933	7.01
23/07/10	GB0001411924	Swap	SHORT	-7668	7.00
26/07/10	GB0001411924	Swap	LONG	19281	7.03
26/07/10	GB0001411924	Swap	LONG	550	7.03
26/07/10	GB0001411924	Swap	LONG	3878	7.05
26/07/10	GB0001411924	Swap	LONG	3000	7.03
26/07/10	GB0001411924	Swap	SHORT	-787	7.04
26/07/10	GB0001411924	Swap	SHORT	-33317	7.04
26/07/10	GB0001411924	Swap	LONG	34862	7.04
26/07/10	GB0001411924	Swap	LONG	140	7.05
26/07/10	GB0001411924	Swap	LONG	1013	7.02
26/07/10	GB0001411924	Swap	LONG	933	7.05
26/07/10	GB0001411924	Swap	SHORT	-1214	7.03
26/07/10	GB0001411924	Swap	LONG	7409	7.05
27/07/10	GB0001411924	Swap	SHORT	-954	7.04
27/07/10	GB0001411924	Swap	LONG	34550	7.10
27/07/10	GB0001411924	Swap	SHORT	-25762	7.08
27/07/10	GB0001411924	Swap	SHORT	-3000	7.08
27/07/10	GB0001411924	Swap	SHORT	-29496	7.08
27/07/10	GB0001411924	Swap	SHORT	-6444	7.10
27/07/10	GB0001411924	Swap	LONG	4476	7.07
27/07/10	GB0001411924	Swap	SHORT	-1013	7.03
27/07/10	GB0001411924	Swap	LONG	499	7.04
27/07/10	GB0001411924	Swap	SHORT	-499	7.07
27/07/10	GB0001411924	Swap	SHORT	-320	7.07
27/07/10	GB0001411924	Swap	SHORT	-596	7.11
27/07/10	GB0001411924	Swap	LONG	320	7.10
27/07/10	GB0001411924	Swap	LONG	596	7.10
27/07/10	GB0001411924	Swap	LONG	39	7.10
27/07/10	GB0001411924	Swap	SHORT	-39	7.12
27/07/10	GB0001411924	Swap	SHORT	-3113	7.12
27/07/10	GB0001411924	Swap	LONG	6900	7.04
27/07/10	GB0001411924	Swap	SHORT	-6900	7.11
27/07/10	GB0001411924	Swap	SHORT	-5366	7.04
27/07/10	GB0001411924	Swap	LONG	759	7.12
27/07/10	GB0001411924	Swap	LONG	523	7.12
27/07/10	GB0001411924	Swap	LONG	990	7.12
27/07/10	GB0001411924	Swap	LONG	1474	7.12
27/07/10	GB0001411924	Swap	LONG	1480	7.12
27/07/10	GB0001411924	Swap	LONG	523	7.12
27/07/10	GB0001411924	Swap	SHORT	-2816	7.10
28/07/10	GB0001411924	Swap	SHORT	-16150	7.12
28/07/10	GB0001411924	Swap	LONG	9885	7.04
28/07/10	GB0001411924	Swap	LONG	762	7.11
28/07/10	GB0001411924	Swap	LONG	82306	7.15
28/07/10	GB0001411924	Swap	SHORT	-5366	7.21
28/07/10	GB0001411924	Swap	SHORT	-1134	7.21
28/07/10	GB0001411924	Swap	SHORT	-33416	7.16
28/07/10	GB0001411924	Swap	SHORT	-762	7.16
28/07/10	GB0001411924	Swap	SHORT	-65032	7.16
28/07/10	GB0001411924	Swap	LONG	1968	7.17
28/07/10	GB0001411924	Swap	LONG	12532	7.17
28/07/10	GB0001411924	Swap	SHORT	-9527	7.15
28/07/10	GB0001411924	Swap	LONG	749	7.15
28/07/10	GB0001411924	Swap	LONG	2364	7.16
28/07/10	GB0001411924	Swap	LONG	1016	7.16
28/07/10	GB0001411924	Swap	SHORT	-1016	7.18
28/07/10	GB0001411924	Swap	SHORT	-1160	7.18
28/07/10	GB0001411924	Swap	SHORT	-3318	7.18
28/07/10	GB0001411924	Swap	LONG	1160	7.18
28/07/10	GB0001411924	Swap	LONG	2546	7.18
28/07/10	GB0001411924	Swap	LONG	772	7.18
28/07/10	GB0001411924	Swap	LONG	2874	7.18
28/07/10	GB0001411924	Swap	SHORT	-971	7.21
28/07/10	GB0001411924	Swap	SHORT	-13500	7.15
28/07/10	GB0001411924	Swap	LONG	13500	7.18
28/07/10	GB0001411924	Swap	SHORT	-682	7.17
28/07/10	GB0001411924	Swap	SHORT	-142529	7.14
28/07/10	GB0001411924	Swap	SHORT	-25151	7.14
28/07/10	GB0001411924	Swap	SHORT	-127569	7.14
28/07/10	GB0001411924	Swap	SHORT	-1904	7.14
28/07/10	GB0001411924	Swap	SHORT	-22847	7.14
28/07/10	GB0001411924	Swap	SHORT	-6820	7.17
29/07/10	GB0001411924	Swap	LONG	1406	7.15
29/07/10	GB0001411924	Swap	LONG	8655	7.15
29/07/10	GB0001411924	Swap	SHORT	-22386	7.11
29/07/10	GB0001411924	Swap	SHORT	-5220	7.12
29/07/10	GB0001411924	Swap	LONG	53017	7.16
29/07/10	GB0001411924	Swap	LONG	16560	7.13
29/07/10	GB0001411924	Swap	SHORT	-12054	7.13
29/07/10	GB0001411924	Swap	SHORT	-53017	7.13
29/07/10	GB0001411924	Swap	SHORT	-16560	7.13
29/07/10	GB0001411924	Swap	SHORT	-15063	7.13
29/07/10	GB0001411924	Swap	LONG	4339	7.14
29/07/10	GB0001411924	Swap	SHORT	-3005	7.15
29/07/10	GB0001411924	Swap	SHORT	-4339	7.15
29/07/10	GB0001411924	Swap	SHORT	-2842	7.15
29/07/10	GB0001411924	Swap	SHORT	-2874	7.14
29/07/10	GB0001411924	Swap	LONG	971	7.15
29/07/10	GB0001411924	Swap	SHORT	-763	7.14
29/07/10	GB0001411924	Swap	SHORT	-740	7.14
29/07/10	GB0001411924	Swap	LONG	3915	7.14
29/07/10	GB0001411924	Swap	SHORT	-3915	7.14
29/07/10	GB0001411924	Swap	SHORT	-665	7.14
29/07/10	GB0001411924	Swap	LONG	665	7.13
29/07/10	GB0001411924	Swap	LONG	9109	7.13
29/07/10	GB0001411924	Swap	SHORT	-9109	7.14
29/07/10	GB0001411924	Swap	LONG	914	7.12
29/07/10	GB0001411924	Swap	SHORT	-523	7.14
29/07/10	GB0001411924	Swap	SHORT	-914	7.14
29/07/10	GB0001411924	Swap	SHORT	-1239	7.14
30/07/10	GB0001411924	Swap	LONG	7495	7.14
30/07/10	GB0001411924	Swap	LONG	20179	7.14
30/07/10	GB0001411924	Swap	SHORT	-1096	7.14
30/07/10	GB0001411924	Swap	SHORT	-4394	7.16
30/07/10	GB0001411924	Swap	LONG	15063	7.14
30/07/10	GB0001411924	Swap	LONG	1096	7.14
30/07/10	GB0001411924	Swap	LONG	4394	7.14
30/07/10	GB0001411924	Swap	LONG	66354	7.14
30/07/10	GB0001411924	Swap	SHORT	-66354	7.13
30/07/10	GB0001411924	Swap	SHORT	-28421	7.13
30/07/10	GB0001411924	Swap	SHORT	-3350	7.12
30/07/10	GB0001411924	Swap	LONG	2842	7.14
30/07/10	GB0001411924	Swap	LONG	3350	7.14
30/07/10	GB0001411924	Swap	LONG	4536	7.14
30/07/10	GB0001411924	Swap	LONG	1269	7.15
30/07/10	GB0001411924	Swap	SHORT	-713	7.13
30/07/10	GB0001411924	Swap	SHORT	-556	7.12
30/07/10	GB0001411924	Swap	SHORT	-1567	7.12
30/07/10	GB0001411924	Swap	LONG	1567	7.13
30/07/10	GB0001411924	Swap	LONG	2223	7.13
30/07/10	GB0001411924	Swap	SHORT	-1379	7.15
30/07/10	GB0001411924	Swap	SHORT	-59	7.12
30/07/10	GB0001411924	Swap	LONG	59	7.15
30/07/10	GB0001411924	Swap	LONG	763	7.15
30/07/10	GB0001411924	Swap	LONG	740	7.15
30/07/10	GB0001411924	Swap	SHORT	-8780	7.11
30/07/10	GB0001411924	Swap	SHORT	-1889	7.17
30/07/10	GB0001411924	Swap	LONG	8780	7.15
30/07/10	GB0001411924	Swap	LONG	1889	7.15
30/07/10	GB0001411924	Swap	LONG	1239	7.12
30/07/10	GB0001411924	Swap	LONG	309	7.12
30/07/10	GB0001411924	Swap	SHORT	-309	7.13
30/07/10	GB0001411924	Swap	SHORT	-610	7.13
02/08/10	GB0001411924	Swap	LONG	2207	7.15
02/08/10	GB0001411924	Swap	LONG	11627	7.15
02/08/10	GB0001411924	Swap	SHORT	-2111	7.16
02/08/10	GB0001411924	Swap	SHORT	-33461	7.14
02/08/10	GB0001411924	Swap	LONG	28421	7.15
02/08/10	GB0001411924	Swap	LONG	2111	7.15
02/08/10	GB0001411924	Swap	LONG	25725	7.15
02/08/10	GB0001411924	Swap	SHORT	-4536	7.13
02/08/10	GB0001411924	Swap	LONG	2073	7.15
02/08/10	GB0001411924	Swap	LONG	490	7.14
02/08/10	GB0001411924	Swap	SHORT	-844	7.14
02/08/10	GB0001411924	Swap	SHORT	-490	7.14
02/08/10	GB0001411924	Swap	LONG	5923	7.11
02/08/10	GB0001411924	Swap	SHORT	-5923	7.11
03/08/10	GB0001411924	Swap	SHORT	-8307	7.09
03/08/10	GB0001411924	Swap	SHORT	-2383	7.10
03/08/10	GB0001411924	Swap	SHORT	-29905	7.08
03/08/10	GB0001411924	Swap	LONG	7736	7.08
03/08/10	GB0001411924	Swap	LONG	2383	7.08
03/08/10	GB0001411924	Swap	LONG	23979	7.08
03/08/10	GB0001411924	Swap	SHORT	-2073	7.07
03/08/10	GB0001411924	Swap	LONG	4371	7.09
03/08/10	GB0001411924	Swap	LONG	1856	7.08
03/08/10	GB0001411924	Swap	LONG	2968	7.07
03/08/10	GB0001411924	Swap	SHORT	-1417	7.10
03/08/10	GB0001411924	Swap	SHORT	-3600	7.08
03/08/10	GB0001411924	Swap	LONG	3595	7.08
03/08/10	GB0001411924	Swap	LONG	610	7.10
03/08/10	GB0001411924	Swap	LONG	2642	7.10
03/08/10	GB0001411924	Swap	SHORT	-10627	7.07
03/08/10	GB0001411924	Swap	SHORT	-2418	7.07
03/08/10	GB0001411924	Swap	LONG	4491	7.08
04/08/10	GB0001411924	Swap	LONG	24771	7.15
04/08/10	GB0001411924	Swap	SHORT	-3320	7.16
04/08/10	GB0001411924	Swap	SHORT	-7663	7.16
04/08/10	GB0001411924	Swap	LONG	1000	7.09
04/08/10	GB0001411924	Swap	SHORT	-6446	7.15
04/08/10	GB0001411924	Swap	LONG	4926	7.14
04/08/10	GB0001411924	Swap	LONG	6446	7.14
04/08/10	GB0001411924	Swap	LONG	31406	7.14
04/08/10	GB0001411924	Swap	SHORT	-31406	7.16
04/08/10	GB0001411924	Swap	SHORT	-93481	7.16
04/08/10	GB0001411924	Swap	SHORT	-1132	7.11
04/08/10	GB0001411924	Swap	LONG	730	7.12
04/08/10	GB0001411924	Swap	SHORT	-439	7.14
04/08/10	GB0001411924	Swap	SHORT	-2968	7.14
04/08/10	GB0001411924	Swap	SHORT	-452	7.15
04/08/10	GB0001411924	Swap	LONG	1078	7.13
04/08/10	GB0001411924	Swap	SHORT	-5196	7.14
05/08/10	GB0001411924	Swap	LONG	6058	7.14
05/08/10	GB0001411924	Swap	LONG	2243	7.12
05/08/10	GB0001411924	Swap	LONG	1422	7.11
05/08/10	GB0001411924	Swap	LONG	18703	7.11
05/08/10	GB0001411924	Swap	LONG	1952	7.11
05/08/10	GB0001411924	Swap	SHORT	-14707	7.10
05/08/10	GB0001411924	Swap	SHORT	-2450	7.12
05/08/10	GB0001411924	Swap	LONG	5091	7.11
05/08/10	GB0001411924	Swap	LONG	665	7.08
05/08/10	GB0001411924	Swap	LONG	1362	7.10
05/08/10	GB0001411924	Swap	LONG	921	7.12
05/08/10	GB0001411924	Swap	SHORT	-644	7.11
05/08/10	GB0001411924	Swap	SHORT	-550	7.11
05/08/10	GB0001411924	Swap	SHORT	-1308	7.11
06/08/10	GB0001411924	Swap	SHORT	-17108	7.10
06/08/10	GB0001411924	Swap	SHORT	-6058	7.10
06/08/10	GB0001411924	Swap	SHORT	-68891	7.10
06/08/10	GB0001411924	Swap	LONG	6621	7.10
06/08/10	GB0001411924	Swap	LONG	6510	7.11
06/08/10	GB0001411924	Swap	SHORT	-66548	7.09
06/08/10	GB0001411924	Swap	LONG	62651	7.10
06/08/10	GB0001411924	Swap	LONG	12483	7.10
06/08/10	GB0001411924	Swap	SHORT	-789	7.10
06/08/10	GB0001411924	Swap	SHORT	-730	7.10
06/08/10	GB0001411924	Swap	SHORT	-5091	7.10
06/08/10	GB0001411924	Swap	SHORT	-5083	7.10
06/08/10	GB0001411924	Swap	LONG	2108	7.10
06/08/10	GB0001411924	Swap	SHORT	-665	7.10
06/08/10	GB0001411924	Swap	SHORT	-1362	7.10
06/08/10	GB0001411924	Swap	SHORT	-1074	7.10
06/08/10	GB0001411924	Swap	SHORT	-825	7.11
06/08/10	GB0001411924	Swap	SHORT	-810	7.11
06/08/10	GB0001411924	Swap	LONG	3350	7.08
09/08/10	GB0001411924	Swap	LONG	55153	7.17
09/08/10	GB0001411924	Swap	SHORT	-4113	7.12
09/08/10	GB0001411924	Swap	SHORT	-14825	7.16
09/08/10	GB0001411924	Swap	LONG	2224	7.15
09/08/10	GB0001411924	Swap	LONG	36488	7.15
09/08/10	GB0001411924	Swap	LONG	2975	7.14
09/08/10	GB0001411924	Swap	LONG	2130	7.14
09/08/10	GB0001411924	Swap	LONG	1002	7.16
09/08/10	GB0001411924	Swap	LONG	72	7.14
09/08/10	GB0001411924	Swap	LONG	159	7.14
09/08/10	GB0001411924	Swap	LONG	666	7.14
09/08/10	GB0001411924	Swap	LONG	810	7.14
09/08/10	GB0001411924	Swap	LONG	16	7.14
09/08/10	GB0001411924	Swap	LONG	1531	7.14
09/08/10	GB0001411924	Swap	SHORT	-3600	7.19
09/08/10	GB0001411924	Swap	LONG	5	7.15
09/08/10	GB0001411924	Swap	LONG	3600	7.15
09/08/10	GB0001411924	Swap	LONG	5702	7.15
09/08/10	GB0001411924	Swap	SHORT	-5702	7.11
09/08/10	GB0001411924	Swap	SHORT	-430	7.17
09/08/10	GB0001411924	Swap	SHORT	-367	7.17
09/08/10	GB0001411924	Swap	SHORT	-874	7.17
09/08/10	GB0001411924	Swap	LONG	18202	7.17
09/08/10	GB0001411924	Swap	LONG	113958	7.14
10/08/10	GB0001411924	Swap	SHORT	-11144	7.09
10/08/10	GB0001411924	Swap	SHORT	-37716	7.10
10/08/10	GB0001411924	Swap	LONG	30060	7.11
10/08/10	GB0001411924	Swap	LONG	14825	7.11
10/08/10	GB0001411924	Swap	LONG	9603	7.11
10/08/10	GB0001411924	Swap	SHORT	-2130	7.10
10/08/10	GB0001411924	Swap	SHORT	-16	7.10
10/08/10	GB0001411924	Swap	SHORT	-1531	7.10
10/08/10	GB0001411924	Swap	SHORT	-1065	7.10
10/08/10	GB0001411924	Swap	SHORT	-4271	7.12
10/08/10	GB0001411924	Swap	LONG	3600	7.13
10/08/10	GB0001411924	Swap	SHORT	-1360	7.13
10/08/10	GB0001411924	Swap	SHORT	-2240	7.10
11/08/10	GB0001411924	Swap	SHORT	-1000	7.05
11/08/10	GB0001411924	Swap	SHORT	-29616	7.06
11/08/10	GB0001411924	Swap	SHORT	-1200	7.09
11/08/10	GB0001411924	Swap	LONG	28113	7.08
11/08/10	GB0001411924	Swap	LONG	1000	7.08
11/08/10	GB0001411924	Swap	LONG	29616	7.08
11/08/10	GB0001411924	Swap	LONG	1200	7.08
11/08/10	GB0001411924	Swap	LONG	30651	7.08
11/08/10	GB0001411924	Swap	SHORT	-7267	7.09
11/08/10	GB0001411924	Swap	LONG	7267	7.09
11/08/10	GB0001411924	Swap	LONG	5655	7.09
11/08/10	GB0001411924	Swap	LONG	675	7.09
11/08/10	GB0001411924	Swap	LONG	390	7.08
11/08/10	GB0001411924	Swap	LONG	532	7.08
11/08/10	GB0001411924	Swap	SHORT	-532	7.08
11/08/10	GB0001411924	Swap	SHORT	-746	7.08
11/08/10	GB0001411924	Swap	SHORT	-1438	7.08
11/08/10	GB0001411924	Swap	LONG	746	7.09
11/08/10	GB0001411924	Swap	LONG	732	7.09
11/08/10	GB0001411924	Swap	SHORT	-2066	7.08
11/08/10	GB0001411924	Swap	SHORT	-500	7.09
11/08/10	GB0001411924	Swap	LONG	989	7.07
11/08/10	GB0001411924	Swap	LONG	6703	7.06
12/08/10	GB0001411924	Swap	SHORT	-31300	7.06
12/08/10	GB0001411924	Swap	LONG	11659	7.08
12/08/10	GB0001411924	Swap	SHORT	-1920	7.06
12/08/10	GB0001411924	Swap	LONG	900	7.06
12/08/10	GB0001411924	Swap	SHORT	-4700	7.06
12/08/10	GB0001411924	Swap	LONG	43067	7.07
12/08/10	GB0001411924	Swap	SHORT	-25951	7.06
12/08/10	GB0001411924	Swap	SHORT	-900	7.06
12/08/10	GB0001411924	Swap	SHORT	-25661	7.06
12/08/10	GB0001411924	Swap	SHORT	-990	7.06
12/08/10	GB0001411924	Swap	SHORT	-350	7.06
12/08/10	GB0001411924	Swap	SHORT	-4315	7.06
12/08/10	GB0001411924	Swap	SHORT	-2158	7.06
12/08/10	GB0001411924	Swap	LONG	2158	7.06
12/08/10	GB0001411924	Swap	LONG	2188	7.06
12/08/10	GB0001411924	Swap	LONG	296	7.07
12/08/10	GB0001411924	Swap	LONG	410	7.07
12/08/10	GB0001411924	Swap	LONG	666	7.06
12/08/10	GB0001411924	Swap	SHORT	-503	7.05
12/08/10	GB0001411924	Swap	LONG	2038	7.06
12/08/10	GB0001411924	Swap	SHORT	-163	7.06
12/08/10	GB0001411924	Swap	SHORT	-638	7.06
12/08/10	GB0001411924	Swap	SHORT	-1400	7.06
12/08/10	GB0001411924	Swap	SHORT	-77	7.06
12/08/10	GB0001411924	Swap	SHORT	-500	7.08
12/08/10	GB0001411924	Swap	LONG	500	7.07
12/08/10	GB0001411924	Swap	LONG	500	7.07
12/08/10	GB0001411924	Swap	SHORT	-973	7.06
12/08/10	GB0001411924	Swap	SHORT	-4	7.06
12/08/10	GB0001411924	Swap	SHORT	-4	7.06
12/08/10	GB0001411924	Swap	SHORT	-8	7.06
13/08/10	GB0001411924	Swap	LONG	2079	7.09
13/08/10	GB0001411924	Swap	LONG	11144	7.09
13/08/10	GB0001411924	Swap	LONG	10740	7.09
13/08/10	GB0001411924	Swap	SHORT	-6180	7.07
13/08/10	GB0001411924	Swap	LONG	67949	7.08
13/08/10	GB0001411924	Swap	SHORT	-11226	7.07
13/08/10	GB0001411924	Swap	SHORT	-46675	7.07
13/08/10	GB0001411924	Swap	SHORT	-2188	7.07
13/08/10	GB0001411924	Swap	SHORT	-6774	7.07
13/08/10	GB0001411924	Swap	LONG	2602	7.09
13/08/10	GB0001411924	Swap	LONG	77	7.08
13/08/10	GB0001411924	Swap	LONG	622	7.08
13/08/10	GB0001411924	Swap	SHORT	-622	7.07
13/08/10	GB0001411924	Swap	SHORT	-67	7.07
13/08/10	GB0001411924	Swap	SHORT	-1076	7.06
13/08/10	GB0001411924	Swap	SHORT	-1198	7.07
13/08/10	GB0001411924	Swap	LONG	67	7.08
13/08/10	GB0001411924	Swap	LONG	1076	7.08
13/08/10	GB0001411924	Swap	LONG	758	7.08
13/08/10	GB0001411924	Swap	LONG	440	7.11
13/08/10	GB0001411924	Swap	LONG	4271	7.09
13/08/10	GB0001411924	Swap	LONG	2066	7.09
13/08/10	GB0001411924	Swap	LONG	289	7.09
16/08/10	GB0001411924	Swap	SHORT	-11299	7.07
16/08/10	GB0001411924	Swap	SHORT	-21274	7.09
16/08/10	GB0001411924	Swap	SHORT	-3208	7.09
16/08/10	GB0001411924	Swap	LONG	3208	7.07
16/08/10	GB0001411924	Swap	LONG	18423	7.07
16/08/10	GB0001411924	Swap	LONG	1153	7.08
16/08/10	GB0001411924	Swap	LONG	1589	7.08
16/08/10	GB0001411924	Swap	LONG	1424	7.08
16/08/10	GB0001411924	Swap	LONG	2216	7.09
16/08/10	GB0001411924	Swap	LONG	2380	7.08
16/08/10	GB0001411924	Swap	SHORT	-1065	7.08
16/08/10	GB0001411924	Swap	SHORT	-1315	7.08
17/08/10	GB0001411924	Swap	LONG	11164	7.11
17/08/10	GB0001411924	Swap	SHORT	-2777	7.09
17/08/10	GB0001411924	Swap	SHORT	-23080	7.09
17/08/10	GB0001411924	Swap	SHORT	-1880	7.09
17/08/10	GB0001411924	Swap	LONG	757	7.11
17/08/10	GB0001411924	Swap	SHORT	-5200	7.11
17/08/10	GB0001411924	Swap	LONG	1000	7.10
17/08/10	GB0001411924	Swap	SHORT	-13223	7.10
17/08/10	GB0001411924	Swap	SHORT	-1000	7.10
17/08/10	GB0001411924	Swap	SHORT	-10133	7.10
17/08/10	GB0001411924	Swap	LONG	10133	7.10
17/08/10	GB0001411924	Swap	LONG	43762	7.10
17/08/10	GB0001411924	Swap	SHORT	-1495	7.11
17/08/10	GB0001411924	Swap	LONG	6	7.12
17/08/10	GB0001411924	Swap	LONG	1495	7.12
17/08/10	GB0001411924	Swap	LONG	599	7.12
17/08/10	GB0001411924	Swap	LONG	779	7.10
17/08/10	GB0001411924	Swap	LONG	22	7.10
17/08/10	GB0001411924	Swap	SHORT	-430	7.11
17/08/10	GB0001411924	Swap	SHORT	-349	7.11
17/08/10	GB0001411924	Swap	SHORT	-22	7.11
17/08/10	GB0001411924	Swap	SHORT	-426	7.11
17/08/10	GB0001411924	Swap	LONG	1363	7.10
17/08/10	GB0001411924	Swap	SHORT	-8891	7.09
18/08/10	GB0001411924	Swap	SHORT	-11337	7.08
18/08/10	GB0001411924	Swap	LONG	9396	7.10
18/08/10	GB0001411924	Swap	LONG	11299	7.10
18/08/10	GB0001411924	Swap	LONG	1880	7.10
18/08/10	GB0001411924	Swap	LONG	1180	7.09
18/08/10	GB0001411924	Swap	LONG	746	7.09
18/08/10	GB0001411924	Swap	LONG	25663	7.09
18/08/10	GB0001411924	Swap	SHORT	-43762	7.08
18/08/10	GB0001411924	Swap	SHORT	-746	7.08
18/08/10	GB0001411924	Swap	SHORT	-11859	7.08
18/08/10	GB0001411924	Swap	LONG	2830	7.09
18/08/10	GB0001411924	Swap	SHORT	-599	7.09
18/08/10	GB0001411924	Swap	SHORT	-1878	7.09
18/08/10	GB0001411924	Swap	LONG	90	7.10
18/08/10	GB0001411924	Swap	LONG	336	7.09
18/08/10	GB0001411924	Swap	LONG	993	7.09
19/08/10	GB0001411924	Swap	SHORT	-22101	7.06
19/08/10	GB0001411924	Swap	LONG	6448	7.10
19/08/10	GB0001411924	Swap	LONG	1051	7.09
19/08/10	GB0001411924	Swap	SHORT	-928	7.08
19/08/10	GB0001411924	Swap	SHORT	-12876	7.08
19/08/10	GB0001411924	Swap	SHORT	-1051	7.08
19/08/10	GB0001411924	Swap	SHORT	-60473	7.08
19/08/10	GB0001411924	Swap	LONG	59507	7.09
19/08/10	GB0001411924	Swap	SHORT	-952	7.07
19/08/10	GB0001411924	Swap	SHORT	-3029	7.07
19/08/10	GB0001411924	Swap	LONG	3029	7.08
19/08/10	GB0001411924	Swap	LONG	5636	7.08
19/08/10	GB0001411924	Swap	LONG	819	7.08
19/08/10	GB0001411924	Swap	SHORT	-784	7.07
19/08/10	GB0001411924	Swap	SHORT	-35	7.08
19/08/10	GB0001411924	Swap	SHORT	-2222	7.08
19/08/10	GB0001411924	Swap	SHORT	-416	7.08
19/08/10	GB0001411924	Swap	SHORT	-7	7.08
19/08/10	GB0001411924	Swap	SHORT	-570	7.08
20/08/10	GB0001411924	Swap	SHORT	-2000	7.10
20/08/10	GB0001411924	Swap	SHORT	-73368	7.09
20/08/10	GB0001411924	Swap	LONG	966	7.09
20/08/10	GB0001411924	Swap	LONG	2000	7.09
20/08/10	GB0001411924	Swap	LONG	43524	7.09
20/08/10	GB0001411924	Swap	LONG	44467	7.10
20/08/10	GB0001411924	Swap	SHORT	-377	7.09
20/08/10	GB0001411924	Swap	SHORT	-2270	7.09
20/08/10	GB0001411924	Swap	LONG	2210	7.09
20/08/10	GB0001411924	Swap	SHORT	-2989	7.09
20/08/10	GB0001411924	Swap	SHORT	-2210	7.09
20/08/10	GB0001411924	Swap	SHORT	-552	7.09
20/08/10	GB0001411924	Swap	LONG	770	7.10
20/08/10	GB0001411924	Swap	LONG	1452	7.10
20/08/10	GB0001411924	Swap	SHORT	-1068	7.09
20/08/10	GB0001411924	Swap	LONG	1068	7.09
20/08/10	GB0001411924	Swap	LONG	2439	7.09
23/08/10	GB0001411924	Swap	LONG	3009	7.10
23/08/10	GB0001411924	Swap	LONG	8334	7.10
23/08/10	GB0001411924	Swap	SHORT	-18361	7.08
23/08/10	GB0001411924	Swap	SHORT	-13838	7.08
23/08/10	GB0001411924	Swap	LONG	13838	7.09
23/08/10	GB0001411924	Swap	LONG	29844	7.09
23/08/10	GB0001411924	Swap	SHORT	-4139	7.08
23/08/10	GB0001411924	Swap	LONG	142	7.08
23/08/10	GB0001411924	Swap	LONG	410	7.09
23/08/10	GB0001411924	Swap	LONG	900	7.09
23/08/10	GB0001411924	Swap	SHORT	-1319	7.07
23/08/10	GB0001411924	Swap	SHORT	-1062	7.08
23/08/10	GB0001411924	Swap	SHORT	-980	7.07
23/08/10	GB0001411924	Swap	SHORT	-140	7.07
23/08/10	GB0001411924	Swap	SHORT	-784	7.08
23/08/10	GB0001411924	Swap	SHORT	-570	7.08
23/08/10	GB0001411924	Swap	SHORT	-9	7.08
24/08/10	GB0001411924	Swap	SHORT	-52664	7.08
24/08/10	GB0001411924	Swap	SHORT	-13777	7.08
24/08/10	GB0001411924	Swap	SHORT	-5834	7.08
24/08/10	GB0001411924	Swap	LONG	2000	7.08
24/08/10	GB0001411924	Swap	LONG	5834	7.08
24/08/10	GB0001411924	Swap	LONG	16361	7.08
24/08/10	GB0001411924	Swap	LONG	52664	7.08
24/08/10	GB0001411924	Swap	SHORT	-5075	7.08
24/08/10	GB0001411924	Swap	LONG	570	7.09
24/08/10	GB0001411924	Swap	LONG	629	7.08
24/08/10	GB0001411924	Swap	LONG	2040	7.09
24/08/10	GB0001411924	Swap	LONG	5234	7.08
24/08/10	GB0001411924	Swap	SHORT	-739	7.08
24/08/10	GB0001411924	Swap	LONG	20	7.09
24/08/10	GB0001411924	Swap	LONG	490	7.09
24/08/10	GB0001411924	Swap	LONG	552	7.09
25/08/10	GB0001411924	Swap	SHORT	-51481	7.07
25/08/10	GB0001411924	Swap	LONG	13767	7.06
25/08/10	GB0001411924	Swap	LONG	43633	7.06
25/08/10	GB0001411924	Swap	SHORT	-103489	7.06
25/08/10	GB0001411924	Swap	SHORT	-27607	7.06
25/08/10	GB0001411924	Swap	SHORT	-1579	7.05
25/08/10	GB0001411924	Swap	LONG	1579	7.07
25/08/10	GB0001411924	Swap	LONG	13777	7.07
25/08/10	GB0001411924	Swap	LONG	103489	7.07
25/08/10	GB0001411924	Swap	SHORT	-3498	7.06
25/08/10	GB0001411924	Swap	SHORT	-3476	7.06
25/08/10	GB0001411924	Swap	SHORT	-159	7.06
25/08/10	GB0001411924	Swap	LONG	3476	7.08
25/08/10	GB0001411924	Swap	SHORT	-420	7.05
25/08/10	GB0001411924	Swap	SHORT	-404	7.05
25/08/10	GB0001411924	Swap	LONG	269	7.08
25/08/10	GB0001411924	Swap	LONG	470	7.08
25/08/10	GB0001411924	Swap	LONG	824	7.07
25/08/10	GB0001411924	Swap	SHORT	-4300	7.08
25/08/10	GB0001411924	Swap	LONG	1430	7.07
25/08/10	GB0001411924	Swap	LONG	2870	7.07
26/08/10	GB0001411924	Swap	SHORT	-56068	7.07
26/08/10	GB0001411924	Swap	LONG	14245	7.07
26/08/10	GB0001411924	Swap	LONG	27607	7.07
26/08/10	GB0001411924	Swap	SHORT	-2577	7.06
26/08/10	GB0001411924	Swap	LONG	250	7.07
26/08/10	GB0001411924	Swap	LONG	1240	7.07
26/08/10	GB0001411924	Swap	LONG	2008	7.06
26/08/10	GB0001411924	Swap	LONG	2577	7.06
26/08/10	GB0001411924	Swap	LONG	9443	7.06
26/08/10	GB0001411924	Swap	SHORT	-356	7.06
26/08/10	GB0001411924	Swap	LONG	54	7.06
26/08/10	GB0001411924	Swap	LONG	302	7.06
26/08/10	GB0001411924	Swap	LONG	844	7.06
26/08/10	GB0001411924	Swap	LONG	36071	7.06
26/08/10	GB0001411924	Swap	LONG	27929	7.06
27/08/10	GB0001411924	Swap	SHORT	-33318	7.06
27/08/10	GB0001411924	Swap	LONG	7848	7.07
27/08/10	GB0001411924	Swap	LONG	44528	7.07
27/08/10	GB0001411924	Swap	SHORT	-1180	7.06
27/08/10	GB0001411924	Swap	SHORT	-757	7.06
27/08/10	GB0001411924	Swap	SHORT	-588	7.06
27/08/10	GB0001411924	Swap	SHORT	-54781	7.06
27/08/10	GB0001411924	Swap	SHORT	-32260	7.06
27/08/10	GB0001411924	Swap	LONG	32260	7.07
27/08/10	GB0001411924	Swap	LONG	41823	7.07
27/08/10	GB0001411924	Swap	SHORT	-2000	7.07
27/08/10	GB0001411924	Swap	SHORT	-516	7.07
27/08/10	GB0001411924	Swap	LONG	516	7.07
27/08/10	GB0001411924	Swap	LONG	2000	7.07
27/08/10	GB0001411924	Swap	SHORT	-4503	7.05
27/08/10	GB0001411924	Swap	SHORT	-3790	7.05
27/08/10	GB0001411924	Swap	SHORT	-1150	7.05
27/08/10	GB0001411924	Swap	SHORT	-482	7.05
27/08/10	GB0001411924	Swap	SHORT	-807	7.05
27/08/10	GB0001411924	Swap	SHORT	-554	7.05
27/08/10	GB0001411924	Swap	SHORT	-290	7.05
27/08/10	GB0001411924	Swap	SHORT	-261	7.05
27/08/10	GB0001411924	Swap	LONG	627	7.06
27/08/10	GB0001411924	Swap	LONG	807	7.07
27/08/10	GB0001411924	Swap	LONG	1497	7.06
31/08/10	GB0001411924	Swap	LONG	17885	7.06
31/08/10	GB0001411924	Swap	SHORT	-52547	7.06
31/08/10	GB0001411924	Swap	LONG	4219	7.07
31/08/10	GB0001411924	Swap	LONG	52547	7.07
31/08/10	GB0001411924	Swap	LONG	54781	7.07
31/08/10	GB0001411924	Swap	SHORT	-3481	7.07
31/08/10	GB0001411924	Swap	LONG	482	7.07
31/08/10	GB0001411924	Swap	LONG	4350	7.07
31/08/10	GB0001411924	Swap	SHORT	-3437	7.07
31/08/10	GB0001411924	Swap	SHORT	-937	7.06
31/08/10	GB0001411924	Swap	SHORT	-845	7.06
31/08/10	GB0001411924	Swap	SHORT	-366	7.06
31/08/10	GB0001411924	Swap	SHORT	-294	7.06
31/08/10	GB0001411924	Swap	SHORT	-49	7.06
31/08/10	GB0001411924	Swap	LONG	49	7.08
31/08/10	GB0001411924	Swap	LONG	294	7.06
31/08/10	GB0001411924	Swap	LONG	845	7.06
31/08/10	GB0001411924	Swap	LONG	937	7.06
31/08/10	GB0001411924	Swap	LONG	1118	7.06
31/08/10	GB0001411924	Swap	LONG	1885	7.06
31/08/10	GB0001411924	Swap	LONG	2319	7.06
31/08/10	GB0001411924	Swap	SHORT	-89355	7.07
31/08/10	GB0001411924	Swap	SHORT	-2216	7.07
31/08/10	GB0001411924	Swap	SHORT	-289	7.07
31/08/10	GB0001411924	Swap	SHORT	-996	7.06
31/08/10	GB0001411924	Swap	SHORT	-6	7.06
31/08/10	GB0001411924	Swap	SHORT	-5	7.06
01/09/10	GB0001411924	Swap	LONG	25656	7.11
01/09/10	GB0001411924	Swap	SHORT	-43471	7.09
01/09/10	GB0001411924	Swap	SHORT	-4219	7.09
01/09/10	GB0001411924	Swap	LONG	49312	7.10
01/09/10	GB0001411924	Swap	SHORT	-10000	7.10
01/09/10	GB0001411924	Swap	SHORT	-2000	7.10
01/09/10	GB0001411924	Swap	LONG	2000	7.10
01/09/10	GB0001411924	Swap	LONG	10000	7.10
01/09/10	GB0001411924	Swap	SHORT	-6294	7.10
01/09/10	GB0001411924	Swap	SHORT	-869	7.10
01/09/10	GB0001411924	Swap	LONG	7105	7.10
01/09/10	GB0001411924	Swap	SHORT	-1140	7.09
01/09/10	GB0001411924	Swap	SHORT	-998	7.09
01/09/10	GB0001411924	Swap	SHORT	-465	7.09
01/09/10	GB0001411924	Swap	SHORT	-280	7.09
01/09/10	GB0001411924	Swap	LONG	998	7.10
01/09/10	GB0001411924	Swap	LONG	1009	7.10
01/09/10	GB0001411924	Swap	SHORT	-3048	7.09
01/09/10	GB0001411924	Swap	LONG	660	7.11
01/09/10	GB0001411924	Swap	LONG	3780	7.11
01/09/10	GB0001411924	Swap	LONG	3775	7.08
01/09/10	GB0001411924	Swap	SHORT	-3775	7.08
01/09/10	GB0001411924	Swap	LONG	5346	7.11
01/09/10	GB0001411924	Swap	LONG	840	7.10
02/09/10	GB0001411924	Swap	LONG	34599	7.11
02/09/10	GB0001411924	Swap	LONG	2520	7.11
02/09/10	GB0001411924	Swap	SHORT	-31820	7.10
02/09/10	GB0001411924	Swap	SHORT	-8287	7.10
02/09/10	GB0001411924	Swap	SHORT	-5480	7.10
02/09/10	GB0001411924	Swap	SHORT	-361	7.10
02/09/10	GB0001411924	Swap	LONG	5512	7.11
02/09/10	GB0001411924	Swap	LONG	8287	7.10
02/09/10	GB0001411924	Swap	LONG	31820	7.11
02/09/10	GB0001411924	Swap	SHORT	-4000	7.10
02/09/10	GB0001411924	Swap	SHORT	-1000	7.10
02/09/10	GB0001411924	Swap	LONG	1000	7.10
02/09/10	GB0001411924	Swap	LONG	4000	7.10
02/09/10	GB0001411924	Swap	SHORT	-3887	7.10
02/09/10	GB0001411924	Swap	SHORT	-811	7.10
02/09/10	GB0001411924	Swap	LONG	798	7.11
02/09/10	GB0001411924	Swap	LONG	3887	7.11
02/09/10	GB0001411924	Swap	SHORT	-1380	7.10
02/09/10	GB0001411924	Swap	SHORT	-811	7.10
02/09/10	GB0001411924	Swap	SHORT	-480	7.09
02/09/10	GB0001411924	Swap	SHORT	-440	7.09
02/09/10	GB0001411924	Swap	SHORT	-203	7.10
02/09/10	GB0001411924	Swap	SHORT	-89	7.09
02/09/10	GB0001411924	Swap	LONG	203	7.10
02/09/10	GB0001411924	Swap	LONG	811	7.09
02/09/10	GB0001411924	Swap	LONG	1247	7.10
02/09/10	GB0001411924	Swap	SHORT	-1530	7.10
02/09/10	GB0001411924	Swap	SHORT	-1100	7.10
02/09/10	GB0001411924	Swap	SHORT	-330	7.10
02/09/10	GB0001411924	Swap	LONG	2960	7.12
02/09/10	GB0001411924	Swap	LONG	2253	7.11
03/09/10	GB0001411924	Swap	SHORT	-17885	7.08
03/09/10	GB0001411924	Swap	SHORT	-11210	7.08
03/09/10	GB0001411924	Swap	SHORT	-4540	7.08
03/09/10	GB0001411924	Swap	LONG	44103	7.09
03/09/10	GB0001411924	Swap	SHORT	-37868	7.09
03/09/10	GB0001411924	Swap	SHORT	-5512	7.09
03/09/10	GB0001411924	Swap	SHORT	-455	7.09
03/09/10	GB0001411924	Swap	LONG	455	7.09
03/09/10	GB0001411924	Swap	LONG	37868	7.09
03/09/10	GB0001411924	Swap	LONG	119380	7.09
03/09/10	GB0001411924	Swap	SHORT	-8500	7.09
03/09/10	GB0001411924	Swap	SHORT	-1000	7.09
03/09/10	GB0001411924	Swap	LONG	1000	7.09
03/09/10	GB0001411924	Swap	LONG	8500	7.09
03/09/10	GB0001411924	Swap	SHORT	-7147	7.09
03/09/10	GB0001411924	Swap	SHORT	-420	7.09
03/09/10	GB0001411924	Swap	SHORT	-378	7.08
03/09/10	GB0001411924	Swap	LONG	6369	7.09
03/09/10	GB0001411924	Swap	SHORT	-1063	7.08
03/09/10	GB0001411924	Swap	LONG	133	7.09
03/09/10	GB0001411924	Swap	LONG	500	7.08
03/09/10	GB0001411924	Swap	SHORT	-646	7.09
03/09/10	GB0001411924	Swap	SHORT	-373	7.09
03/09/10	GB0001411924	Swap	SHORT	-241	7.09
03/09/10	GB0001411924	Swap	SHORT	-145	7.09
03/09/10	GB0001411924	Swap	LONG	1303	7.10
06/09/10	GB0001411924	Swap	SHORT	-25656	7.09
06/09/10	GB0001411924	Swap	LONG	932	7.08
06/09/10	GB0001411924	Swap	SHORT	-9000	7.09
06/09/10	GB0001411924	Swap	SHORT	-3000	7.09
06/09/10	GB0001411924	Swap	LONG	3000	7.09
06/09/10	GB0001411924	Swap	LONG	9000	7.09
06/09/10	GB0001411924	Swap	SHORT	-2360	7.09
06/09/10	GB0001411924	Swap	LONG	778	7.10
06/09/10	GB0001411924	Swap	SHORT	-714	7.09
06/09/10	GB0001411924	Swap	SHORT	-683	7.09
06/09/10	GB0001411924	Swap	LONG	23	7.10
06/09/10	GB0001411924	Swap	LONG	157	7.10
06/09/10	GB0001411924	Swap	LONG	540	7.10
06/09/10	GB0001411924	Swap	LONG	557	7.10
06/09/10	GB0001411924	Swap	LONG	683	7.10
06/09/10	GB0001411924	Swap	SHORT	-1237	7.08
06/09/10	GB0001411924	Swap	SHORT	-716	7.08
06/09/10	GB0001411924	Swap	SHORT	-461	7.08
06/09/10	GB0001411924	Swap	SHORT	-277	7.08
07/09/10	GB0001411924	Swap	SHORT	-6873	7.08
07/09/10	GB0001411924	Swap	LONG	930	7.08
07/09/10	GB0001411924	Swap	LONG	14741	7.09
07/09/10	GB0001411924	Swap	SHORT	-16000	7.09
07/09/10	GB0001411924	Swap	LONG	16000	7.09
07/09/10	GB0001411924	Swap	SHORT	-2981	7.09
07/09/10	GB0001411924	Swap	LONG	710	7.09
07/09/10	GB0001411924	Swap	LONG	1650	7.09
07/09/10	GB0001411924	Swap	LONG	2066	7.09
07/09/10	GB0001411924	Swap	LONG	2981	7.09
07/09/10	GB0001411924	Swap	SHORT	-4276	7.08
07/09/10	GB0001411924	Swap	SHORT	-3780	7.08
07/09/10	GB0001411924	Swap	SHORT	-1070	7.08
07/09/10	GB0001411924	Swap	SHORT	-630	7.08
07/09/10	GB0001411924	Swap	SHORT	-30	7.08
07/09/10	GB0001411924	Swap	SHORT	-1447	7.08
07/09/10	GB0001411924	Swap	SHORT	-1405	7.08
07/09/10	GB0001411924	Swap	SHORT	-370	7.08
07/09/10	GB0001411924	Swap	SHORT	-214	7.08
07/09/10	GB0001411924	Swap	SHORT	-138	7.08
07/09/10	GB0001411924	Swap	SHORT	-84	7.08
07/09/10	GB0001411924	Swap	LONG	1405	7.09
08/09/10	GB0001411924	Swap	LONG	28791	7.10
08/09/10	GB0001411924	Swap	SHORT	-36772	7.10
08/09/10	GB0001411924	Swap	LONG	454	7.10
08/09/10	GB0001411924	Swap	LONG	25511	7.09
08/09/10	GB0001411924	Swap	SHORT	-5000	7.09
08/09/10	GB0001411924	Swap	LONG	5000	7.09
08/09/10	GB0001411924	Swap	SHORT	-1270	7.08
08/09/10	GB0001411924	Swap	SHORT	-796	7.07
08/09/10	GB0001411924	Swap	LONG	4382	7.10
08/09/10	GB0001411924	Swap	SHORT	-772	7.09
08/09/10	GB0001411924	Swap	SHORT	-756	7.11
08/09/10	GB0001411924	Swap	SHORT	-718	7.11
08/09/10	GB0001411924	Swap	LONG	24	7.10
08/09/10	GB0001411924	Swap	LONG	281	7.10
08/09/10	GB0001411924	Swap	LONG	718	7.10
08/09/10	GB0001411924	Swap	LONG	748	7.10
08/09/10	GB0001411924	Swap	LONG	756	7.10
08/09/10	GB0001411924	Swap	SHORT	-927	7.10
08/09/10	GB0001411924	Swap	LONG	1364	7.09
08/09/10	GB0001411924	Swap	LONG	1447	7.09
09/09/10	GB0001411924	Swap	LONG	18210	7.16
09/09/10	GB0001411924	Swap	SHORT	-27259	7.15
09/09/10	GB0001411924	Swap	SHORT	-700	7.16
09/09/10	GB0001411924	Swap	LONG	928	7.16
09/09/10	GB0001411924	Swap	LONG	29376	7.15
09/09/10	GB0001411924	Swap	SHORT	-2000	7.12
09/09/10	GB0001411924	Swap	LONG	2000	7.17
09/09/10	GB0001411924	Swap	SHORT	-2125	7.15
09/09/10	GB0001411924	Swap	SHORT	-1680	7.15
09/09/10	GB0001411924	Swap	SHORT	-1640	7.14
09/09/10	GB0001411924	Swap	SHORT	-1062	7.14
09/09/10	GB0001411924	Swap	LONG	2334	7.16
09/09/10	GB0001411924	Swap	SHORT	-429	7.16
09/09/10	GB0001411924	Swap	SHORT	-281	7.14
09/09/10	GB0001411924	Swap	SHORT	-1270	7.15
09/09/10	GB0001411924	Swap	SHORT	-1120	7.15
09/09/10	GB0001411924	Swap	SHORT	-410	7.15
09/09/10	GB0001411924	Swap	SHORT	-400	7.15
09/09/10	GB0001411924	Swap	LONG	3200	7.13
09/09/10	GB0001411924	Swap	SHORT	-2556	7.13
09/09/10	GB0001411924	Swap	SHORT	-437	7.13
09/09/10	GB0001411924	Swap	SHORT	-6776	7.15
10/09/10	GB0001411924	Swap	LONG	18535	7.16
10/09/10	GB0001411924	Swap	SHORT	-22120	7.17
10/09/10	GB0001411924	Swap	SHORT	-2663	7.17
10/09/10	GB0001411924	Swap	SHORT	-932	7.17
10/09/10	GB0001411924	Swap	SHORT	-930	7.17
10/09/10	GB0001411924	Swap	LONG	5100	7.17
10/09/10	GB0001411924	Swap	SHORT	-2000	7.18
10/09/10	GB0001411924	Swap	LONG	2000	7.17
10/09/10	GB0001411924	Swap	SHORT	-209	7.16
10/09/10	GB0001411924	Swap	SHORT	-1273	7.17
10/09/10	GB0001411924	Swap	SHORT	-718	7.17
10/09/10	GB0001411924	Swap	SHORT	-706	7.17
10/09/10	GB0001411924	Swap	SHORT	-281	7.17
10/09/10	GB0001411924	Swap	LONG	281	7.19
10/09/10	GB0001411924	Swap	LONG	429	7.19
10/09/10	GB0001411924	Swap	LONG	1255	7.18
10/09/10	GB0001411924	Swap	LONG	1418	7.18
10/09/10	GB0001411924	Swap	LONG	1979	7.17
10/09/10	GB0001411924	Swap	LONG	1312	7.17
13/09/10	GB0001411924	Swap	SHORT	-29376	7.16
13/09/10	GB0001411924	Swap	SHORT	-25511	7.16
13/09/10	GB0001411924	Swap	SHORT	-14574	7.16
13/09/10	GB0001411924	Swap	SHORT	-11624	7.16
13/09/10	GB0001411924	Swap	SHORT	-11335	7.16
13/09/10	GB0001411924	Swap	SHORT	-5100	7.16
13/09/10	GB0001411924	Swap	SHORT	-928	7.16
13/09/10	GB0001411924	Swap	SHORT	-454	7.16
13/09/10	GB0001411924	Swap	SHORT	-454	7.17
13/09/10	GB0001411924	Swap	LONG	11335	7.17
13/09/10	GB0001411924	Swap	SHORT	-4000	7.17
13/09/10	GB0001411924	Swap	LONG	4000	7.16
13/09/10	GB0001411924	Swap	SHORT	-2397	7.15
13/09/10	GB0001411924	Swap	SHORT	-2096	7.15
13/09/10	GB0001411924	Swap	LONG	2096	7.16
13/09/10	GB0001411924	Swap	SHORT	-840	7.16
13/09/10	GB0001411924	Swap	SHORT	-740	7.16
13/09/10	GB0001411924	Swap	SHORT	-739	7.15
13/09/10	GB0001411924	Swap	SHORT	-650	7.17
13/09/10	GB0001411924	Swap	SHORT	-537	7.17
13/09/10	GB0001411924	Swap	SHORT	-28	7.17
13/09/10	GB0001411924	Swap	LONG	1244	7.18
13/09/10	GB0001411924	Swap	LONG	1328	7.18
14/09/10	GB0001411924	Swap	LONG	11226	7.15
14/09/10	GB0001411924	Swap	LONG	29283	7.15
14/09/10	GB0001411924	Swap	SHORT	-15367	7.15
14/09/10	GB0001411924	Swap	SHORT	-9544	7.15
14/09/10	GB0001411924	Swap	LONG	5491	7.15
14/09/10	GB0001411924	Swap	LONG	9083	7.16
14/09/10	GB0001411924	Swap	LONG	15367	7.16
14/09/10	GB0001411924	Swap	SHORT	-1000	7.14
14/09/10	GB0001411924	Swap	LONG	1000	7.14
14/09/10	GB0001411924	Swap	SHORT	-1629	7.15
14/09/10	GB0001411924	Swap	SHORT	-847	7.15
14/09/10	GB0001411924	Swap	LONG	527	7.16
14/09/10	GB0001411924	Swap	LONG	880	7.15
14/09/10	GB0001411924	Swap	LONG	990	7.16
14/09/10	GB0001411924	Swap	LONG	1629	7.15
14/09/10	GB0001411924	Swap	SHORT	-735	7.15
14/09/10	GB0001411924	Swap	SHORT	-675	7.15
14/09/10	GB0001411924	Swap	LONG	167	7.15
14/09/10	GB0001411924	Swap	LONG	209	7.16
14/09/10	GB0001411924	Swap	LONG	320	7.16
14/09/10	GB0001411924	Swap	LONG	520	7.16
14/09/10	GB0001411924	Swap	LONG	530	7.16
14/09/10	GB0001411924	Swap	LONG	675	7.15
14/09/10	GB0001411924	Swap	LONG	735	7.15
14/09/10	GB0001411924	Swap	SHORT	-4343	7.16
15/09/10	GB0001411924	Swap	LONG	65369	7.14
15/09/10	GB0001411924	Swap	SHORT	-24101	7.14
15/09/10	GB0001411924	Swap	SHORT	-5957	7.14
15/09/10	GB0001411924	Swap	LONG	5957	7.14
15/09/10	GB0001411924	Swap	LONG	9544	7.14
15/09/10	GB0001411924	Swap	LONG	24101	7.14
15/09/10	GB0001411924	Swap	LONG	38915	7.14
15/09/10	GB0001411924	Swap	SHORT	-2000	7.15
15/09/10	GB0001411924	Swap	LONG	2000	7.14
15/09/10	GB0001411924	Swap	SHORT	-2112	7.14
15/09/10	GB0001411924	Swap	LONG	847	7.14
15/09/10	GB0001411924	Swap	LONG	2178	7.14
15/09/10	GB0001411924	Swap	SHORT	-744	7.14
15/09/10	GB0001411924	Swap	SHORT	-167	7.14
15/09/10	GB0001411924	Swap	LONG	3402	7.15
16/09/10	GB0001411924	Swap	SHORT	-38915	7.11
16/09/10	GB0001411924	Swap	SHORT	-35670	7.11
16/09/10	GB0001411924	Swap	SHORT	-5125	7.11
16/09/10	GB0001411924	Swap	LONG	5125	7.13
16/09/10	GB0001411924	Swap	LONG	59101	7.12
16/09/10	GB0001411924	Swap	SHORT	-4312	7.10
16/09/10	GB0001411924	Swap	SHORT	-66	7.10
16/09/10	GB0001411924	Swap	LONG	2359	7.12
16/09/10	GB0001411924	Swap	LONG	4312	7.12
16/09/10	GB0001411924	Swap	SHORT	-1729	7.11
16/09/10	GB0001411924	Swap	SHORT	-711	7.10
16/09/10	GB0001411924	Swap	SHORT	-605	7.11
16/09/10	GB0001411924	Swap	SHORT	-7	7.10
16/09/10	GB0001411924	Swap	LONG	324	7.12
16/09/10	GB0001411924	Swap	LONG	420	7.14
16/09/10	GB0001411924	Swap	LONG	605	7.12
16/09/10	GB0001411924	Swap	LONG	1736	7.10
16/09/10	GB0001411924	Swap	SHORT	-1290	7.10
16/09/10	GB0001411924	Swap	SHORT	-1160	7.10
16/09/10	GB0001411924	Swap	SHORT	-1050	7.10
16/09/10	GB0001411924	Swap	LONG	3500	7.12
16/09/10	GB0001411924	Swap	LONG	1383	7.11
16/09/10	GB0001411924	Swap	LONG	230160	7.12
16/09/10	GB0001411924	Swap	LONG	169840	7.12
17/09/10	GB0001411924	Swap	LONG	60528	7.09
17/09/10	GB0001411924	Swap	SHORT	-52010	7.12
17/09/10	GB0001411924	Swap	SHORT	-23431	7.12
17/09/10	GB0001411924	Swap	LONG	41906	7.11
17/09/10	GB0001411924	Swap	SHORT	-1000	7.14
17/09/10	GB0001411924	Swap	LONG	1000	7.13
17/09/10	GB0001411924	Swap	SHORT	-5252	7.09
17/09/10	GB0001411924	Swap	SHORT	-2359	7.09
17/09/10	GB0001411924	Swap	LONG	1502	7.10
17/09/10	GB0001411924	Swap	LONG	5252	7.10
17/09/10	GB0001411924	Swap	SHORT	-988	7.09
17/09/10	GB0001411924	Swap	SHORT	-639	7.09
17/09/10	GB0001411924	Swap	SHORT	-59	7.09
17/09/10	GB0001411924	Swap	SHORT	-27	7.08
17/09/10	GB0001411924	Swap	LONG	27	7.11
17/09/10	GB0001411924	Swap	LONG	59	7.12
17/09/10	GB0001411924	Swap	LONG	639	7.11
17/09/10	GB0001411924	Swap	LONG	711	7.12
17/09/10	GB0001411924	Swap	LONG	1698	7.11
17/09/10	GB0001411924	Swap	LONG	47305	7.09
17/09/10	GB0001411924	Swap	SHORT	-1360	7.09
17/09/10	GB0001411924	Swap	SHORT	-1200	7.09
17/09/10	GB0001411924	Swap	SHORT	-493	7.09
17/09/10	GB0001411924	Swap	SHORT	-439	7.09
17/09/10	GB0001411924	Swap	LONG	3500	7.14
17/09/10	GB0001411924	Swap	SHORT	-2663	7.12
17/09/10	GB0001411924	Swap	SHORT	-1083	7.12
17/09/10	GB0001411924	Swap	SHORT	-1039	7.12
20/09/10	GB0001411924	Swap	LONG	7323	7.08
20/09/10	GB0001411924	Swap	LONG	7323	7.08
20/09/10	GB0001411924	Swap	LONG	11244	7.09
20/09/10	GB0001411924	Swap	LONG	200000	7.09
20/09/10	GB0001411924	Swap	SHORT	-34578	7.09
20/09/10	GB0001411924	Swap	SHORT	-3259	7.08
20/09/10	GB0001411924	Swap	LONG	3259	7.08
20/09/10	GB0001411924	Swap	LONG	10104	7.08
20/09/10	GB0001411924	Swap	LONG	34578	7.08
20/09/10	GB0001411924	Swap	LONG	63859	7.08
20/09/10	GB0001411924	Swap	SHORT	-2571	7.08
20/09/10	GB0001411924	Swap	SHORT	-590	7.08
20/09/10	GB0001411924	Swap	SHORT	-480	7.08
20/09/10	GB0001411924	Swap	SHORT	-432	7.08
20/09/10	GB0001411924	Swap	LONG	2571	7.08
20/09/10	GB0001411924	Swap	LONG	3762	7.08
20/09/10	GB0001411924	Swap	SHORT	-1466	7.08
20/09/10	GB0001411924	Swap	SHORT	-710	7.08
20/09/10	GB0001411924	Swap	SHORT	-115	7.08
20/09/10	GB0001411924	Swap	LONG	1058	7.08
20/09/10	GB0001411924	Swap	LONG	1592	7.08
20/09/10	GB0001411924	Swap	SHORT	-513	7.12
20/09/10	GB0001411924	Swap	SHORT	-208	7.12
20/09/10	GB0001411924	Swap	SHORT	-200	7.12
20/09/10	GB0001411924	Swap	LONG	1844	7.10
20/09/10	GB0001411924	Swap	LONG	10000	7.09
21/09/10	GB0001411924	Swap	SHORT	-16971	7.06
21/09/10	GB0001411924	Swap	LONG	43519	7.08
21/09/10	GB0001411924	Swap	SHORT	-51443	7.07
21/09/10	GB0001411924	Swap	SHORT	-5448	7.08
21/09/10	GB0001411924	Swap	LONG	5800	7.08
21/09/10	GB0001411924	Swap	LONG	25423	7.08
21/09/10	GB0001411924	Swap	SHORT	-2130	7.07
21/09/10	GB0001411924	Swap	SHORT	-1981	7.07
21/09/10	GB0001411924	Swap	SHORT	-1000	7.07
21/09/10	GB0001411924	Swap	SHORT	-781	7.07
21/09/10	GB0001411924	Swap	SHORT	-99	7.07
21/09/10	GB0001411924	Swap	LONG	2229	7.08
21/09/10	GB0001411924	Swap	SHORT	-490	7.08
21/09/10	GB0001411924	Swap	SHORT	-440	7.08
21/09/10	GB0001411924	Swap	SHORT	-102	7.08
21/09/10	GB0001411924	Swap	SHORT	-26	7.08
21/09/10	GB0001411924	Swap	SHORT	-11	7.08
21/09/10	GB0001411924	Swap	SHORT	-1367	7.07
21/09/10	GB0001411924	Swap	SHORT	-762	7.07
21/09/10	GB0001411924	Swap	SHORT	-93	7.07
21/09/10	GB0001411924	Swap	SHORT	-38	7.07
21/09/10	GB0001411924	Swap	SHORT	-37	7.07
21/09/10	GB0001411924	Swap	LONG	3307	7.08
21/09/10	GB0001411924	Swap	LONG	7002	7.08
22/09/10	GB0001411924	Swap	SHORT	-22400	7.03
22/09/10	GB0001411924	Swap	SHORT	-4145	7.03
22/09/10	GB0001411924	Swap	LONG	13971	7.05
22/09/10	GB0001411924	Swap	LONG	220500	7.05
22/09/10	GB0001411924	Swap	LONG	112500	7.05
22/09/10	GB0001411924	Swap	LONG	196000	7.06
22/09/10	GB0001411924	Swap	LONG	100000	7.06
22/09/10	GB0001411924	Swap	LONG	117000	7.05
22/09/10	GB0001411924	Swap	LONG	104000	7.06
22/09/10	GB0001411924	Swap	LONG	12690	7.04
22/09/10	GB0001411924	Swap	SHORT	-46311	7.04
22/09/10	GB0001411924	Swap	SHORT	-25423	7.04
22/09/10	GB0001411924	Swap	SHORT	-6968	7.04
22/09/10	GB0001411924	Swap	SHORT	-5800	7.04
22/09/10	GB0001411924	Swap	LONG	53082	7.04
22/09/10	GB0001411924	Swap	SHORT	-1000	7.04
22/09/10	GB0001411924	Swap	LONG	1000	7.04
22/09/10	GB0001411924	Swap	SHORT	-4621	7.04
22/09/10	GB0001411924	Swap	LONG	209	7.05
22/09/10	GB0001411924	Swap	LONG	2123	7.04
22/09/10	GB0001411924	Swap	LONG	4412	7.04
22/09/10	GB0001411924	Swap	LONG	19422	7.04
23/09/10	GB0001411924	Swap	SHORT	-11040	7.04
23/09/10	GB0001411924	Swap	LONG	19840	7.08
23/09/10	GB0001411924	Swap	SHORT	-3907	7.07
23/09/10	GB0001411924	Swap	SHORT	-20828	7.05
23/09/10	GB0001411924	Swap	SHORT	-6771	7.05
23/09/10	GB0001411924	Swap	LONG	20828	7.07
23/09/10	GB0001411924	Swap	LONG	40483	7.07
23/09/10	GB0001411924	Swap	SHORT	-1000	7.05
23/09/10	GB0001411924	Swap	LONG	1000	7.05
23/09/10	GB0001411924	Swap	SHORT	-3813	7.05
23/09/10	GB0001411924	Swap	SHORT	-2041	7.05
23/09/10	GB0001411924	Swap	SHORT	-82	7.03
23/09/10	GB0001411924	Swap	LONG	2511	7.07
23/09/10	GB0001411924	Swap	LONG	3813	7.07
23/09/10	GB0001411924	Swap	SHORT	-793	7.08
23/09/10	GB0001411924	Swap	SHORT	-781	7.08
23/09/10	GB0001411924	Swap	SHORT	-707	7.08
23/09/10	GB0001411924	Swap	SHORT	-19	7.08
23/09/10	GB0001411924	Swap	LONG	707	7.06
23/09/10	GB0001411924	Swap	LONG	781	7.09
23/09/10	GB0001411924	Swap	LONG	817	7.09
23/09/10	GB0001411924	Swap	SHORT	-3372	7.06
23/09/10	GB0001411924	Swap	SHORT	-3180	7.06
23/09/10	GB0001411924	Swap	SHORT	-2328	7.06
23/09/10	GB0001411924	Swap	SHORT	-8	7.06
23/09/10	GB0001411924	Swap	LONG	8880	7.07
23/09/10	GB0001411924	Swap	SHORT	-1150	7.05
23/09/10	GB0001411924	Swap	SHORT	-641	7.05
23/09/10	GB0001411924	Swap	SHORT	-79	7.05
23/09/10	GB0001411924	Swap	SHORT	-32	7.05
23/09/10	GB0001411924	Swap	SHORT	-31	7.05
24/09/10	GB0001411924	Swap	LONG	11132	7.08
24/09/10	GB0001411924	Swap	SHORT	-43226	7.07
24/09/10	GB0001411924	Swap	SHORT	-25376	7.07
24/09/10	GB0001411924	Swap	SHORT	-21506	7.06
24/09/10	GB0001411924	Swap	LONG	18685	7.08
24/09/10	GB0001411924	Swap	SHORT	-2254	7.08
24/09/10	GB0001411924	Swap	SHORT	-1485	7.08
24/09/10	GB0001411924	Swap	SHORT	-1098	7.08
24/09/10	GB0001411924	Swap	SHORT	-643	7.08
24/09/10	GB0001411924	Swap	SHORT	-383	7.08
24/09/10	GB0001411924	Swap	LONG	3352	7.06
24/09/10	GB0001411924	Swap	LONG	1548	7.07
24/09/10	GB0001411924	Swap	SHORT	-780	7.07
24/09/10	GB0001411924	Swap	SHORT	-436	7.07
24/09/10	GB0001411924	Swap	SHORT	-53	7.07
24/09/10	GB0001411924	Swap	SHORT	-22	7.07
24/09/10	GB0001411924	Swap	SHORT	-21	7.07
27/09/10	GB0001411924	Swap	LONG	11109	7.09
27/09/10	GB0001411924	Swap	LONG	1666	7.10
27/09/10	GB0001411924	Swap	SHORT	-18977	7.09
27/09/10	GB0001411924	Swap	SHORT	-7575	7.10
27/09/10	GB0001411924	Swap	SHORT	-1581	7.09
27/09/10	GB0001411924	Swap	LONG	19596	7.10
27/09/10	GB0001411924	Swap	SHORT	-1000	7.09
27/09/10	GB0001411924	Swap	LONG	1000	7.09
27/09/10	GB0001411924	Swap	SHORT	-7213	7.10
27/09/10	GB0001411924	Swap	SHORT	-455	7.10
27/09/10	GB0001411924	Swap	LONG	455	7.10
27/09/10	GB0001411924	Swap	LONG	4692	7.10
27/09/10	GB0001411924	Swap	SHORT	-960	7.09
27/09/10	GB0001411924	Swap	SHORT	-466	7.09
27/09/10	GB0001411924	Swap	SHORT	-122	7.09
27/09/10	GB0001411924	Swap	SHORT	-5	7.09
27/09/10	GB0001411924	Swap	LONG	2005	7.10
27/09/10	GB0001411924	Swap	SHORT	-1313	7.10
27/09/10	GB0001411924	Swap	SHORT	-486	7.10
27/09/10	GB0001411924	Swap	SHORT	-10	7.10
27/09/10	GB0001411924	Swap	SHORT	-5	7.10
27/09/10	GB0001411924	Swap	SHORT	-1	7.10
27/09/10	GB0001411924	Swap	LONG	1313	7.09
28/09/10	GB0001411924	Swap	SHORT	-41218	7.08
28/09/10	GB0001411924	Swap	SHORT	-19596	7.08
28/09/10	GB0001411924	Swap	SHORT	-9485	7.09
28/09/10	GB0001411924	Swap	SHORT	-1302	7.08
28/09/10	GB0001411924	Swap	SHORT	-1258	7.08
28/09/10	GB0001411924	Swap	SHORT	-44	7.08
28/09/10	GB0001411924	Swap	LONG	1302	7.09
28/09/10	GB0001411924	Swap	LONG	41218	7.10
28/09/10	GB0001411924	Swap	SHORT	-11794	7.09
28/09/10	GB0001411924	Swap	SHORT	-206	7.08
28/09/10	GB0001411924	Swap	LONG	12000	7.09
28/09/10	GB0001411924	Swap	SHORT	-4646	7.08
28/09/10	GB0001411924	Swap	SHORT	-59	7.08
28/09/10	GB0001411924	Swap	LONG	59	7.09
28/09/10	GB0001411924	Swap	LONG	1000	7.09
28/09/10	GB0001411924	Swap	LONG	1521	7.09
28/09/10	GB0001411924	Swap	LONG	3525	7.08
28/09/10	GB0001411924	Swap	LONG	4646	7.08
28/09/10	GB0001411924	Swap	SHORT	-712	7.10
28/09/10	GB0001411924	Swap	SHORT	-711	7.10
28/09/10	GB0001411924	Swap	LONG	314	7.08
28/09/10	GB0001411924	Swap	LONG	397	7.08
28/09/10	GB0001411924	Swap	LONG	712	7.08
28/09/10	GB0001411924	Swap	LONG	763	7.08
28/09/10	GB0001411924	Swap	LONG	805	7.08
28/09/10	GB0001411924	Swap	LONG	995	7.07
28/09/10	GB0001411924	Swap	SHORT	-2151	7.09
28/09/10	GB0001411924	Swap	LONG	3059	7.07
28/09/10	GB0001411924	Swap	LONG	10192	7.07
28/09/10	GB0001411924	Swap	LONG	12034	7.07
28/09/10	GB0001411924	Swap	LONG	19500	7.07
28/09/10	GB0001411924	Swap	SHORT	-3839	7.09
28/09/10	GB0001411924	Swap	SHORT	-880	7.09
28/09/10	GB0001411924	Swap	SHORT	-830	7.09
28/09/10	GB0001411924	Swap	LONG	830	7.09
28/09/10	GB0001411924	Swap	LONG	880	7.09
28/09/10	GB0001411924	Swap	LONG	3840	7.09
28/09/10	GB0001411924	Swap	SHORT	-1313	7.08
28/09/10	GB0001411924	Swap	LONG	16	7.10
28/09/10	GB0001411924	Swap	LONG	486	7.10
28/09/10	GB0001411924	Swap	LONG	1313	7.10
29/09/10	GB0001411924	Swap	LONG	10713	7.08
29/09/10	GB0001411924	Swap	LONG	17045	7.07
29/09/10	GB0001411924	Swap	SHORT	-25099	7.08
29/09/10	GB0001411924	Swap	SHORT	-1050	7.10
29/09/10	GB0001411924	Swap	LONG	1050	7.08
29/09/10	GB0001411924	Swap	LONG	1258	7.08
29/09/10	GB0001411924	Swap	LONG	22472	7.08
29/09/10	GB0001411924	Swap	LONG	25099	7.08
29/09/10	GB0001411924	Swap	SHORT	-7000	7.09
29/09/10	GB0001411924	Swap	LONG	7000	7.08
29/09/10	GB0001411924	Swap	SHORT	-5796	7.06
29/09/10	GB0001411924	Swap	SHORT	-1210	7.05
29/09/10	GB0001411924	Swap	SHORT	-1160	7.06
29/09/10	GB0001411924	Swap	SHORT	-1155	7.05
29/09/10	GB0001411924	Swap	LONG	2967	7.07
29/09/10	GB0001411924	Swap	SHORT	-1501	7.08
29/09/10	GB0001411924	Swap	SHORT	-1391	7.06
29/09/10	GB0001411924	Swap	SHORT	-805	7.05
29/09/10	GB0001411924	Swap	SHORT	-718	7.05
29/09/10	GB0001411924	Swap	SHORT	-625	7.06
29/09/10	GB0001411924	Swap	SHORT	-370	7.06
29/09/10	GB0001411924	Swap	SHORT	-45	7.06
29/09/10	GB0001411924	Swap	LONG	730	7.07
29/09/10	GB0001411924	Swap	SHORT	-121	7.08
29/09/10	GB0001411924	Swap	SHORT	-1	7.08
29/09/10	GB0001411924	Swap	LONG	12	7.08
29/09/10	GB0001411924	Swap	LONG	109	7.09
29/09/10	GB0001411924	Swap	SHORT	-1328	7.08
29/09/10	GB0001411924	Swap	SHORT	-16	7.08
29/09/10	GB0001411924	Swap	LONG	1328	7.10
30/09/10	GB0001411924	Swap	SHORT	-26898	7.06
30/09/10	GB0001411924	Swap	SHORT	-1159	7.06
30/09/10	GB0001411924	Swap	LONG	8716	7.09
30/09/10	GB0001411924	Swap	SHORT	-22143	7.07
30/09/10	GB0001411924	Swap	SHORT	-18771	7.07
30/09/10	GB0001411924	Swap	SHORT	-32714	7.06
30/09/10	GB0001411924	Swap	SHORT	-22472	7.06
30/09/10	GB0001411924	Swap	SHORT	-1787	7.06
30/09/10	GB0001411924	Swap	LONG	32714	7.08
30/09/10	GB0001411924	Swap	SHORT	-3000	7.07
30/09/10	GB0001411924	Swap	LONG	3000	7.07
30/09/10	GB0001411924	Swap	SHORT	-765	7.07
30/09/10	GB0001411924	Swap	LONG	765	7.07
30/09/10	GB0001411924	Swap	LONG	920	7.07
30/09/10	GB0001411924	Swap	LONG	939	7.06
30/09/10	GB0001411924	Swap	LONG	970	7.06
30/09/10	GB0001411924	Swap	LONG	9054	7.07
30/09/10	GB0001411924	Swap	SHORT	-893	7.06
30/09/10	GB0001411924	Swap	SHORT	-173	7.06
30/09/10	GB0001411924	Swap	LONG	229	7.06
30/09/10	GB0001411924	Swap	LONG	482	7.07
30/09/10	GB0001411924	Swap	LONG	661	7.06
30/09/10	GB0001411924	Swap	LONG	790	7.06
30/09/10	GB0001411924	Swap	LONG	893	7.07
30/09/10	GB0001411924	Swap	LONG	1204	7.06
30/09/10	GB0001411924	Swap	SHORT	-4225	7.08
30/09/10	GB0001411924	Swap	SHORT	-754	7.07
30/09/10	GB0001411924	Swap	LONG	257	7.06
30/09/10	GB0001411924	Swap	LONG	497	7.07
01/10/10	GB0001411924	Swap	SHORT	-11157	7.05
01/10/10	GB0001411924	Swap	LONG	5656	7.08
01/10/10	GB0001411924	Swap	LONG	15354	7.08
01/10/10	GB0001411924	Swap	SHORT	-60059	7.06
01/10/10	GB0001411924	Swap	LONG	1787	7.06
01/10/10	GB0001411924	Swap	LONG	3839	7.06
01/10/10	GB0001411924	Swap	LONG	60059	7.06
01/10/10	GB0001411924	Swap	SHORT	-4981	7.06
01/10/10	GB0001411924	Swap	SHORT	-4659	7.06
01/10/10	GB0001411924	Swap	SHORT	-2853	7.07
01/10/10	GB0001411924	Swap	SHORT	-720	7.07
01/10/10	GB0001411924	Swap	SHORT	-500	7.07
01/10/10	GB0001411924	Swap	SHORT	-773	7.05
01/10/10	GB0001411924	Swap	SHORT	-490	7.07
01/10/10	GB0001411924	Swap	SHORT	-420	7.07
01/10/10	GB0001411924	Swap	SHORT	-121	7.07
01/10/10	GB0001411924	Swap	LONG	323	7.06
01/10/10	GB0001411924	Swap	LONG	450	7.06
01/10/10	GB0001411924	Swap	SHORT	-6672	7.05
01/10/10	GB0001411924	Swap	LONG	16576	7.08
01/10/10	GB0001411924	Swap	LONG	6917	7.08
01/10/10	GB0001411924	Swap	LONG	1789	7.06
04/10/10	GB0001411924	Swap	SHORT	-834	7.07
04/10/10	GB0001411924	Swap	SHORT	-21460	7.07
04/10/10	GB0001411924	Swap	SHORT	-3839	7.07
04/10/10	GB0001411924	Swap	SHORT	-3676	7.07
04/10/10	GB0001411924	Swap	LONG	1200	7.08
04/10/10	GB0001411924	Swap	LONG	2476	7.06
04/10/10	GB0001411924	Swap	LONG	21460	7.06
04/10/10	GB0001411924	Swap	LONG	61849	7.06
04/10/10	GB0001411924	Swap	SHORT	-2444	7.08
04/10/10	GB0001411924	Swap	LONG	859	7.07
04/10/10	GB0001411924	Swap	LONG	2207	7.07
04/10/10	GB0001411924	Swap	LONG	3800	7.07
04/10/10	GB0001411924	Swap	SHORT	-708	7.06
04/10/10	GB0001411924	Swap	LONG	708	7.08
04/10/10	GB0001411924	Swap	SHORT	-38000	7.06
04/10/10	GB0001411924	Swap	SHORT	-10000	7.06
04/10/10	GB0001411924	Swap	LONG	22464	7.06
04/10/10	GB0001411924	Swap	SHORT	-22464	7.06
05/10/10	GB0001411924	Swap	LONG	11079	7.07
05/10/10	GB0001411924	Swap	SHORT	-2306	7.07
05/10/10	GB0001411924	Swap	SHORT	-58849	7.07
05/10/10	GB0001411924	Swap	SHORT	-9846	7.07
05/10/10	GB0001411924	Swap	SHORT	-3000	7.07
05/10/10	GB0001411924	Swap	LONG	36341	7.07
05/10/10	GB0001411924	Swap	SHORT	-5084	7.07
05/10/10	GB0001411924	Swap	SHORT	-840	7.06
05/10/10	GB0001411924	Swap	SHORT	-530	7.06
05/10/10	GB0001411924	Swap	LONG	237	7.06
05/10/10	GB0001411924	Swap	LONG	530	7.06
05/10/10	GB0001411924	Swap	LONG	840	7.06
05/10/10	GB0001411924	Swap	LONG	2318	7.06
05/10/10	GB0001411924	Swap	LONG	5084	7.06
05/10/10	GB0001411924	Swap	SHORT	-31408	7.06
05/10/10	GB0001411924	Swap	SHORT	-11337	7.06
05/10/10	GB0001411924	Swap	SHORT	-1545	7.06
05/10/10	GB0001411924	Swap	LONG	9351	7.07
05/10/10	GB0001411924	Swap	SHORT	-495	7.06
06/10/10	GB0001411924	Swap	SHORT	-10463	7.09
06/10/10	GB0001411924	Swap	SHORT	-6048	7.09
06/10/10	GB0001411924	Swap	LONG	16664	7.07
06/10/10	GB0001411924	Swap	SHORT	-12419	7.08
06/10/10	GB0001411924	Swap	SHORT	-21848	7.08
06/10/10	GB0001411924	Swap	LONG	28863	7.08
06/10/10	GB0001411924	Swap	SHORT	-5343	7.08
06/10/10	GB0001411924	Swap	SHORT	-818	7.07
06/10/10	GB0001411924	Swap	SHORT	-780	7.08
06/10/10	GB0001411924	Swap	SHORT	-720	7.07
06/10/10	GB0001411924	Swap	LONG	4256	7.08
06/10/10	GB0001411924	Swap	SHORT	-721	7.09
06/10/10	GB0001411924	Swap	LONG	2410	7.08
06/10/10	GB0001411924	Swap	LONG	6672	7.09
06/10/10	GB0001411924	Swap	LONG	8560	7.08
06/10/10	GB0001411924	Swap	LONG	23420	7.09
06/10/10	GB0001411924	Swap	LONG	37524	7.09
07/10/10	GB0001411924	Swap	LONG	22153	7.08
07/10/10	GB0001411924	Swap	LONG	5896	7.10
07/10/10	GB0001411924	Swap	LONG	16648	7.10
07/10/10	GB0001411924	Swap	LONG	3778	7.08
07/10/10	GB0001411924	Swap	SHORT	-28863	7.08
07/10/10	GB0001411924	Swap	SHORT	-21360	7.08
07/10/10	GB0001411924	Swap	SHORT	-4547	7.08
07/10/10	GB0001411924	Swap	SHORT	-100	7.08
07/10/10	GB0001411924	Swap	LONG	41562	7.08
07/10/10	GB0001411924	Swap	SHORT	-5000	7.08
07/10/10	GB0001411924	Swap	LONG	5000	7.08
07/10/10	GB0001411924	Swap	LONG	137	7.09
07/10/10	GB0001411924	Swap	LONG	470	7.09
07/10/10	GB0001411924	Swap	LONG	480	7.08
07/10/10	GB0001411924	Swap	LONG	6037	7.08
07/10/10	GB0001411924	Swap	LONG	321	7.09
07/10/10	GB0001411924	Swap	LONG	400	7.09
07/10/10	GB0001411924	Swap	LONG	700	7.08
07/10/10	GB0001411924	Swap	LONG	13746	7.10

(i) Writing, selling, purchasing or varying

Date

Class of relevant security

Product description e.g. call option

Writing, purchasing, selling, varying etc.

Number of securities to which option relates

Exercise price per unit

Type

e.g. American, European etc.

Expiry date

Option money paid/ received per unit

17/09/10

Common

Call

Purchasing

600

6.40

Euro

17/09/10

7.30

14/09/10

Common

Call

Purchasing

770

6.60

Euro

16/09/10

4.00

This information is provided by RNS

The company news service from the London Stock Exchange

END

FERFFLFFBBFBFBD

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