Exchange.............: MEFF Renta Fija Barcelona ...................... Via Laietana 58 ...................... E-08003 Barcelona ...................... Spain ...................... Tel: (+34-3) 412-1128 ...................... Fax: (+34-3) 268-4769 Contract.............: "LARGO", also called "BONO 10" and "BONO" Delivery.............: JUNIO 93 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..........: OJ93 CSI Commodity Symbol.: MFF0693 Ed's temporary Symbol: no need Remarks..............: (1) Contract history till 31-May-93 Date High Low Close Yield Volume Open_Int 01/29/93 85,50 85,30 85,30 11,57 70 60 02/01/93 85,25 85,10 85,19 11,59 140 200 02/02/93 85,70 85,35 85,67 11,49 515 470 02/03/93 85,90 85,70 85,86 11,46 800 890 02/04/93 86,65 86,10 86,40 11,35 1045 770 02/05/93 87,90 87,20 87,83 11,08 843 640 02/08/93 88,39 88,00 88,26 11,00 595 609 02/09/93 87,92 87,20 87,46 11,15 704 802 02/10/93 87,46 87,25 87,45 11,15 294 1072 02/11/93 87,85 87,12 87,64 11,12 1105 1259 02/12/93 87,70 87,09 87,43 11,16 910 1739 02/15/93 87,20 87,05 87,36 11,17 300 1669 02/16/93 87,30 87,10 87,25 11,19 510 2069 02/17/93 87,00 86,70 86,82 11,27 1350 2208 02/18/93 86,76 86,05 86,29 11,38 844 2411 02/19/93 87,10 86,05 86,80 11,28 660 2561 02/22/93 87,70 86,90 86,99 11,24 906 2933 02/23/93 87,35 86,01 86,38 11,36 1312 3648 02/24/93 86,00 84,50 85,07 11,61 1689 4095 02/25/93 86,00 84,55 84,68 11,69 4749 5741 02/26/93 85,70 84,65 85,55 11,52 5626 7400 03/01/93 86,75 86,18 86,61 11,31 3177 7710 03/02/93 86,32 85,80 85,85 11,46 2110 8189 03/03/93 86,28 85,70 86,26 11,38 2592 8905 03/04/93 86,55 85,75 86,07 11,42 1843 9481 03/05/93 87,47 85,62 87,45 11,15 4129 10172 03/08/93 88,15 87,50 87,97 11,06 2585 10317 03/09/93 87,84 87,30 87,50 11,15 4016 11634 03/10/93 88,30 87,40 88,16 11,15 4783 12317 03/11/93 88,20 87,81 87,93 11,02 5352 13746 03/12/93 87,95 87,40 87,62 11,06 7745 16038 03/15/93 88,20 87,75 88,02 11,12 7214 18160 03/16/93 87,90 87,61 87,71 11,05 5398 18505 03/17/93 87,93 87,50 87,50 11,10 6565 18777 03/18/93 88,00 87,35 87,57 11,15 8947 20694 03/22/93 87,25 86,65 86,66 11,13 7477 22744 03/23/93 86,88 86,31 86,40 11,30 7187 23566 03/24/93 86,49 85,86 85,96 11,35 13389 24212 03/25/93 86,50 85,90 86,29 11,44 10035 24641 03/26/93 86,85 86,49 86,85 11,38 8543 25050 03/29/93 87,35 86,70 87,28 11,27 8652 24256 03/30/93 87,58 87,02 87,06 11,19 8161 25335 03/31/93 87,05 86,67 86,75 11,23 6677 25940 04/01/93 87,04 86,40 86,59 11,29 10923 27431 04/02/93 86,68 86,27 86,61 11,32 8358 27933 04/05/93 86,78 86,48 86,54 11,31 4973 28174 04/06/93 86,40 85,30 85,77 11,33 8151 29197 04/07/93 85,84 85,00 85,76 11,48 8594 29834 04/12/93 86,00 84,57 84,63 11,48 7039 29713 04/13/93 85,60 84,65 85,43 11,70 10698 29714 04/14/93 86,01 85,40 85,88 11,54 7556 29427 04/15/93 86,21 85,85 86,11 11,45 8398 30793 04/16/93 86,48 86,26 86,35 11,41 6881 31828 04/19/93 86,88 86,52 86,57 11,36 6221 31492 04/20/93 86,73 86,07 86,09 11,32 10303 31900 04/21/93 86,11 85,65 85,67 11,41 10930 31938 04/22/93 86,75 85,12 86,43 11,49 17040 33324 04/23/93 86,65 85,75 86,49 11,35 15955 32558 04/26/93 86,20 85,70 85,97 11,34 8420 32007 04/27/93 86,32 85,90 86,00 11,44 6044 32755 04/28/93 86,31 85,89 85,90 11,43 6660 33838 04/29/93 85,90 85,15 85,32 11,45 7378 34119 04/30/93 85,42 84,88 85,38 11,56 9617 34706 05/03/93 85,70 85,40 85,69 11,55 3343 34800 05/04/93 85,90 85,70 85,81 11,49 4944 35466 05/05/93 86,08 85,81 86,05 11,47 7861 35587 05/06/93 86,16 85,73 85,76 11,42 8079 35491 05/07/93 86,00 85,80 86,00 11,48 5720 34749 05/10/93 86,18 85,84 85,89 11,48 6809 34931 05/11/93 85,90 85,53 85,55 11,45 5686 35259 05/12/93 85,72 85,43 85,70 11,52 7919 36027 05/13/93 87,87 85,85 87,83 11,07 25261 36310 05/14/93 88,60 87,52 87,79 11,08 21358 36905 05/17/93 88,45 87,65 88,43 11,09 12956 36511 05/18/93 88,85 88,55 88,66 10,97 15395 36998 05/19/93 88,86 88,46 88,65 10,93 13884 37088 05/20/93 88,59 88,05 88,22 10,93 9829 37522 05/21/93 88,50 88,20 88,48 11,01 7616 36412 05/24/93 88,49 88,21 88,40 10,96 5739 36230 05/25/93 88,55 88,23 88,42 10,98 8855 35939 05/26/93 88,47 88,31 88,41 10,97 5676 35167 05/27/93 89,30 88,52 89,00 10,97 12819 34391 05/28/93 89,20 88,60 88,74 10,86 8579 34602 05/31/93 88,62 88,45 88,51 10,91 1273 34503