LIST OF DELIVERABLE GILTS,,,,,,,,,,,,
LONG GILT CONTRACT (4% COUPON) - PRICE FACTORS AND ACCRUED INTEREST,,,,,,,,,,,,
DELIVERY MONTH:,DECEMBER 2015,,,,,,,,,,,
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GILT,COUPON,REDEMPTION,PRICE,DAILY,INITIAL,DECEMBER 2015,,,,,,
ISIN* CODE,PERCENT,DATE,FACTOR,ACCRUED,ACCRUED,DELIVERY DAYS,,,,,,
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GB00BHBFH458,2.75,7 Sep 2024,0.9082989,7.554945,634.615385,1234--78901--45678--1234----901,,,,,,
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GB0030880693,5.00,7 Mar 2025,1.0767362,13.736264,1153.846154,1234--78901--45678--1234----901,,,,,,
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GB00BTHH2R79,2.00,7 Sep 2025,0.8395874,5.494505,461.538462,1234--78901--45678--1234----901,,,,,,
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GB00B16NNR78,4.25,7 Dec 2027,1.0236747,11.612022,-81.284153,1234--7,,,,,,
,,,,11.612022,-81.284153,       8901--45678--1234----901,,,,,,
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