Exchange.............: MEFF Renta Fija Barcelona ...................... Via Laietana 58 ...................... E-08003 Barcelona ...................... Spain ...................... Tel: (+34-3) 412-1128 ...................... Fax: (+34-3) 268-4769 Contract.............: BONO 5 Delivery.............: JUNIO 91 Underlying...........: Spanish Government Bonds with minimum ...................... of five years to maturity on delivery Contract size........: 10,000,000 Spanish Pesetas face value ...................... Coupon unknown MEFF-Symbol..........: BJ91 CSI Commodity Symbol.: unknown Ed's temporary Symbol: MBF0691 Remarks..............: (1) Complete contract history ...................... (2) 5 year bonos are no longer traded Date High Low Close Yield Volume Open_Int 04/22/91 92,12 92,05 92,08 12,35 220 120 04/23/91 92,11 92,10 92,09 12,35 30 120 04/24/91 92,44 92,17 92,31 12,28 447 197 04/25/91 92,40 92,40 92,35 12,27 76 247 04/26/91 92,51 92,48 92,47 12,23 145 191 04/29/91 92,49 92,45 92,48 12,23 90 247 04/30/91 92,49 92,43 92,65 12,17 81 298 05/03/91 93,85 92,51 93,18 12,01 542 386 05/06/91 93,37 93,20 93,27 11,98 575 827 05/07/91 93,30 93,24 93,25 11,99 105 852 05/08/91 94,31 93,25 93,53 11,90 415 777 05/09/91 93,50 92,50 93,45 11,93 600 756 05/10/91 93,70 93,44 93,66 11,86 190 751 05/13/91 93,91 93,66 93,89 11,79 305 761 05/14/91 94,25 94,00 94,01 11,75 180 741 05/16/91 94,33 93,85 94,03 11,75 550 845 05/17/91 94,22 94,14 94,16 11,71 445 610 05/20/91 94,12 93,95 94,03 11,75 170 660 05/21/91 94,20 94,01 94,10 11,73 310 720 05/22/91 94,25 94,14 94,23 11,69 383 835 05/23/91 94,55 94,40 94,53 11,59 600 813 05/24/91 94,80 94,65 94,53 11,59 144 907 05/27/91 94,72 94,60 94,53 11,59 319 866 05/28/91 94,80 94,62 94,82 11,51 130 840 05/29/91 94,90 94,90 94,82 11,51 20 860 05/30/91 95,26 95,10 95,13 11,41 400 780 05/31/91 95,13 94,10 94,34 11,65 560 660 06/03/91 94,48 93,75 93,89 11,79 296 691 06/04/91 94,20 93,66 93,75 11,83 365 798 06/05/91 94,00 93,71 93,95 11,77 243 838 06/06/91 94,08 93,95 93,76 11,83 80 813 06/07/91 93,63 93,63 93,52 11,90 5 813 06/10/91 0,00 0,00 93,52 11,90 0 813 06/11/91 93,34 92,68 93,09 12,04 222 793 06/12/91 93,72 93,33 93,70 11,85 278 822 06/13/91 93,80 93,65 93,73 11,84 191 832 06/14/91 94,00 93,70 93,88 11,79 256 712 06/17/91 93,75 92,88 93,10 12,03 355 629 06/18/91 0,00 0,00 93,10 12,03 629 0