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.............: SEPTIEMBRE 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..........: OS93 CSI Commodity Symbol.: MFF0993 Ed's temporary Symbol: no need Remarks..............: (1) Contract history till 31-May-93 Date High Low Close Yield Volume Open_Int 04/01/93 86,83 86,83 87,25 17,33 20 20 04/02/93 87,25 87,11 87,21 17,33 65 45 04/05/93 87,40 87,37 87,38 17,35 10 40 04/06/93 86,21 86,21 87,38 17,24 2 40 04/07/93 0,00 0,00 87,38 17,24 0 40 04/12/93 0,00 0,00 87,38 17,24 0 40 04/13/93 0,00 0,00 87,38 17,24 0 40 04/14/93 0,00 0,00 87,38 17,24 0 40 04/15/93 0,00 0,00 87,38 17,24 0 40 04/16/93 0,00 0,00 87,38 17,24 50 0 04/19/93 0,00 0,00 87,38 17,24 0 0 04/20/93 87,00 86,60 87,38 17,24 55 55 04/21/93 86,50 86,50 87,38 17,24 50 55 04/22/93 0,00 0,00 87,38 17,24 0 55 04/23/93 87,10 87,10 87,38 17,24 20 55 04/26/93 0,00 0,00 87,38 17,24 0 55 04/27/93 0,00 0,00 87,38 17,24 0 55 04/28/93 86,81 86,81 86,64 17,24 20 75 04/29/93 86,30 86,00 86,64 17,71 175 230 04/30/93 86,05 85,65 86,64 17,71 81 238 05/03/93 86,20 86,20 86,64 17,71 202 236 05/04/93 86,40 86,40 86,64 17,71 3 236 05/05/93 86,60 86,50 86,60 17,71 90 251 05/06/93 86,72 86,65 86,35 17,73 132 383 05/07/93 86,48 86,40 86,60 17,88 301 634 05/10/93 86,48 86,40 86,60 17,88 260 754 05/11/93 86,46 86,20 86,45 17,82 333 867 05/12/93 86,40 86,15 86,37 17,82 1860 2282 05/13/93 86,40 86,15 86,37 17,82 2954 3786 05/14/93 88,60 88,02 88,09 16,71 978 3872 05/17/93 88,85 88,20 88,76 16,81 830 4277 05/18/93 89,30 89,00 89,17 16,41 3964 4932 05/19/93 89,25 88,90 88,94 16,16 2251 5404 05/20/93 88,85 88,40 88,63 16,30 2546 6633 05/21/93 88,79 88,54 88,71 16,49 827 7124 05/24/93 88,79 88,65 88,74 16,44 706 7308 05/25/93 88,72 88,51 88,71 16,42 1867 7667 05/26/93 88,80 88,60 88,69 16,44 748 8065 05/27/93 89,45 88,75 89,38 16,46 2767 8818 05/28/93 89,29 88,90 89,05 16,04 1806 9048 05/31/93 88,87 88,82 88,79 16,23 242 9048