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.............: SEPTIEMBRE 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..........: BS91 CSI Commodity Symbol.: unknown Ed's temporary Symbol: MBF0991 Remarks..............: (1) Complete contract history ...................... (2) 5 year bonos are no longer traded Date High Low Close Yield Volume Open_Int 04/22/91 92,52 92,52 92,52 12,30 40 40 04/23/91 92,55 92,50 92,59 12,28 70 50 04/24/91 92,90 92,65 92,88 12,18 150 60 04/25/91 92,90 92,81 92,93 12,17 70 70 04/26/91 92,99 92,95 92,96 12,15 90 70 04/29/91 93,03 92,96 92,99 12,15 45 70 04/30/91 93,00 92,98 92,01 12,47 30 100 05/03/91 93,45 93,05 92,01 12,47 150 115 05/06/91 93,75 93,65 93,74 11,91 20 115 05/07/91 93,78 93,74 93,78 11,90 80 185 05/08/91 93,85 93,82 93,82 11,88 100 185 05/09/91 93,97 93,81 93,97 11,83 120 205 05/10/91 94,30 94,07 94,22 11,76 252 257 05/13/91 94,39 94,33 94,46 11,68 68 227 05/14/91 94,70 94,50 94,62 11,63 92 252 05/16/91 95,85 94,50 94,57 11,64 418 420 05/17/91 94,74 94,66 94,57 11,64 163 468 05/20/91 94,65 94,45 94,53 11,66 320 553 05/21/91 94,59 94,49 94,58 11,64 90 553 05/22/91 94,77 94,60 94,75 11,59 355 630 05/23/91 95,10 95,00 95,03 11,50 405 700 05/24/91 95,30 95,10 95,20 11,45 325 778 05/27/91 95,24 95,09 95,21 11,44 742 980 05/28/91 95,34 95,21 95,33 11,41 853 1367 05/29/91 95,59 95,35 95,58 11,33 705 1491 05/30/91 95,65 95,29 95,46 11,37 864 1705 05/31/91 95,35 94,58 94,68 11,61 1407 2286 06/03/91 94,95 93,86 94,11 11,79 645 2115 06/04/91 94,57 93,95 94,04 11,81 619 2066 06/05/91 94,41 94,00 94,35 11,71 465 2086 06/06/91 94,62 94,02 94,25 11,75 311 2047 06/07/91 94,03 93,88 93,99 11,83 212 2137 06/10/91 94,09 93,45 93,48 11,99 525 2217 06/11/91 93,60 93,10 93,49 11,99 296 2137 06/12/91 94,12 93,80 94,03 11,82 426 2327 06/13/91 94,15 94,05 94,14 11,78 506 2377 06/14/91 94,30 94,00 94,14 11,78 746 2496 06/17/91 94,16 93,60 93,76 11,90 572 2674 06/18/91 93,85 93,60 93,65 11,94 487 2916 06/19/91 93,74 93,49 93,53 11,97 466 3025 06/20/91 93,42 93,15 93,18 12,09 380 3203 06/21/91 93,20 93,07 93,12 12,11 707 3405 06/24/91 93,45 93,05 93,55 11,97 261 3401 06/25/91 93,40 93,25 93,55 11,97 310 3445 06/26/91 93,32 93,23 93,28 12,05 140 3445 06/27/91 93,30 93,23 93,30 12,05 254 3634 06/28/91 93,38 93,28 93,38 12,02 360 3464 07/01/91 93,39 93,28 93,37 12,03 289 3319 07/02/91 93,36 93,30 93,37 12,03 168 3244 07/03/91 93,39 93,31 93,33 12,04 193 3295 07/04/91 93,40 93,36 93,42 12,01 105 3270 07/05/91 93,71 93,51 93,68 11,93 199 3249 07/08/91 93,65 93,60 93,63 11,94 278 3213 07/09/91 93,56 93,40 93,47 11,99 461 3416 07/10/91 93,55 93,48 93,60 11,95 111 3416 07/11/91 93,64 93,42 93,58 11,96 291 3407 07/12/91 93,57 93,48 93,58 11,96 170 3367 07/15/91 93,42 93,42 93,43 12,01 100 3352 07/16/91 94,93 93,43 93,46 11,99 190 3352 07/17/91 93,45 93,40 93,43 12,01 173 3359 07/18/91 93,40 92,98 93,03 12,14 314 3425 07/19/91 92,88 92,88 92,83 12,20 90 3378 07/22/91 92,77 92,76 92,72 12,23 56 3378 07/23/91 92,75 92,45 92,63 12,26 150 3368 07/24/91 92,74 92,60 92,63 12,26 226 3318 07/25/91 92,47 92,47 92,34 12,36 30 3318 07/26/91 0,00 0,00 92,34 12,36 0 3318 07/29/91 0,00 0,00 92,28 12,38 0 3318 07/30/91 92,25 92,18 92,24 12,39 181 3339 07/31/91 92,19 92,11 92,20 12,41 223 3359 08/01/91 93,30 92,25 92,70 12,24 829 3244 08/02/91 93,33 92,95 93,40 12,02 340 3254 08/05/91 93,60 93,53 93,52 11,98 55 3254 08/06/91 93,50 93,36 93,41 12,01 149 3296 08/07/91 93,53 93,30 93,53 11,97 295 3221 08/08/91 93,47 93,40 93,40 12,02 132 3169 08/09/91 93,25 93,12 93,16 12,09 360 3097 08/12/91 93,08 92,99 93,02 12,14 40 3127 08/13/91 93,05 93,00 93,02 12,14 400 3150 08/14/91 93,27 93,14 93,02 12,14 715 3030 08/16/91 93,49 93,34 93,40 12,02 290 3043 08/19/91 93,66 92,48 93,40 12,02 339 3113 08/20/91 93,40 92,90 93,28 12,05 65 3113 08/21/91 93,69 93,52 93,63 11,94 70 3088 08/22/91 93,70 93,60 93,50 11,98 375 3053 08/23/91 93,73 93,65 93,57 11,96 210 2948 08/26/91 93,85 93,73 93,78 11,90 95 2948 08/27/91 94,05 93,98 94,01 11,82 421 2882 08/28/91 94,15 94,10 94,11 11,79 105 2882 08/29/91 94,35 94,17 94,30 11,73 175 2882 08/30/91 94,41 94,34 94,31 11,73 280 2852 09/02/91 94,40 94,36 94,40 11,70 67 2825 09/03/91 94,37 94,33 94,35 11,71 323 2855 09/04/91 94,48 94,25 94,44 11,69 230 2880 09/05/91 94,75 94,50 94,70 11,60 484 2808 09/06/91 94,85 94,59 94,85 11,56 336 2859 09/09/91 95,05 94,87 94,88 11,55 196 2887 09/10/91 94,79 94,60 94,70 11,60 107 2908 09/11/91 0,00 0,00 94,66 11,62 75 2908 09/12/91 94,87 94,69 94,85 11,56 358 2765 09/13/91 94,96 94,96 94,97 11,52 20 2765 09/16/91 95,05 94,87 94,98 11,51 155 2840 09/17/91 0,00 0,00 94,98 11,51 0 2840 09/18/91 0,00 0,00 94,98 11,51 0 2840 09/19/91 94,98 94,98 94,98 11,51 2840 0 # # # # # # # TOTAL MEDIA 31641 2330 MEDIA 299 # # # # # # #