Exchange.............: MEFF Renta Fija Barcelona ...................... Via Laietana 58 ...................... E-08003 Barcelona ...................... Spain ...................... Tel: (+34-3) 412-1128 ...................... Fax: (+34-3) 268-4769 Contract.............: BONO 10 Delivery.............: JUNIO 92 Underlying...........: Spanish Government Bonds with minimum ...................... of ten years to maturity on delivery Contract size........: 10,000,000 Spanish Pesetas face value ...................... with a 9% coupon Tick Size............: 0.01% equivalent to 1,000 Pta per contract MEFF-Symbol..........: OJ92 CSI Commodity Symbol.: MFF0692 Ed's temporary Symbol: no need Remarks..............: (1) Complete contract history Date High Low Close Yield Volume Open_Int 04/09/92 0,00 0,00 0,00 0,00 0 0 04/10/92 89,95 89,68 89,74 0,00 925 540 04/13/92 90,05 89,76 89,95 10,84 1019 714 04/14/92 90,01 89,85 89,97 10,80 228 732 04/15/92 90,25 90,11 90,16 10,79 489 902 04/20/92 90,15 90,01 90,14 10,76 785 1317 04/21/92 90,05 89,98 90,02 10,76 631 1558 04/22/92 90,13 90,10 90,10 10,78 110 1608 04/23/92 90,10 89,85 89,92 10,77 1250 1998 04/24/92 89,76 89,57 89,66 10,80 1475 2345 04/27/92 89,58 89,38 89,52 10,85 2230 3295 04/28/92 89,60 89,35 89,38 10,88 2265 4355 04/29/92 89,49 89,39 89,45 10,91 310 4335 04/30/92 89,45 89,24 89,34 10,89 995 4545 05/04/92 89,55 89,50 89,51 10,92 290 4365 05/05/92 89,52 89,30 89,42 10,88 1034 4369 05/06/92 89,53 89,45 89,51 10,90 1449 4309 05/07/92 89,72 89,48 89,64 10,88 1864 3765 05/08/92 89,77 89,63 89,69 10,86 2384 3952 05/11/92 89,76 89,58 89,68 10,85 940 3960 05/12/92 89,70 89,60 89,68 10,85 220 4000 05/13/92 89,76 89,70 89,73 10,85 810 3895 05/14/92 90,10 89,76 89,91 10,84 2625 3882 05/18/92 90,06 89,96 90,01 10,81 1000 3702 05/19/92 90,00 89,97 89,98 10,79 289 3713 05/20/92 90,01 89,99 90,02 10,79 765 3668 05/21/92 90,01 89,79 89,83 10,78 1207 3875 05/22/92 89,77 89,60 89,76 10,82 1858 3630 05/25/92 89,71 89,65 89,68 10,83 420 3910 05/26/92 89,75 89,56 89,60 10,85 850 4115 05/27/92 89,51 89,41 89,49 10,87 1050 4264 05/28/92 89,60 89,30 89,35 10,89 1355 4164 05/29/92 89,46 89,42 89,47 10,91 702 4044 06/01/92 89,53 89,43 89,49 10,89 590 3844 06/02/92 0,00 0,00 89,51 10,89 700 4094 06/03/92 89,17 87,60 87,83 10,88 6337 5599 06/04/92 87,85 87,00 87,58 11,21 1189 5171 06/05/92 87,85 87,43 87,60 11,26 1026 4837 06/08/92 87,55 87,21 87,30 11,26 1326 4351 06/09/92 86,72 86,25 87,30 11,32 705 4386 06/10/92 87,05 86,80 86,80 11,32 242 4284 06/11/92 86,80 86,41 86,25 11,42 193 4164 06/12/92 86,00 86,00 86,25 11,53 75 4149 06/15/92 86,10 85,70 85,85 11,53 686 3876 06/16/92 0,00 0,00 85,85 0,00 0 3876 06/17/92 0,00 0,00 85,85 0,00 0 3876 06/18/92 0,00 0,00 85,85 0,00 3876 0