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 3" or "BONO" Delivery.............: JUNIO 90 Underlying...........: Spanish Government Bonds with minimum ...................... of three years to maturity on delivery Contract size........: 10,000,000 Spanish Pesetas face value ...................... with a 10.25% coupon Tick Size............: 0.01% equivalent to 1,000 Pta per contract MEFF-Symbol..........: LJ90 CSI Commodity Symbol.: unknown Ed's temporary Symbol: MBT0690 Remarks..............: (1) Complete contract history Date High Low Close Yield Volume Open_Int 03/15/90 0,00 0,00 0,00 0,00 0 0 03/16/90 94,57 90,49 90,56 14,44 661 293 03/19/90 90,56 90,41 90,42 14,51 327 425 03/20/90 90,87 90,34 90,38 14,53 340 468 03/21/90 90,36 90,32 90,34 14,55 307 553 03/22/90 91,32 90,32 90,33 14,56 443 589 03/23/90 90,41 90,34 90,36 14,54 549 735 03/26/90 90,42 90,37 90,40 14,52 387 976 03/27/90 90,45 90,41 90,45 14,50 366 1036 03/28/90 90,71 90,43 90,43 14,51 323 1011 03/29/90 90,46 90,35 90,36 14,54 1073 611 03/30/90 90,35 90,24 90,26 14,59 742 475 04/02/90 90,65 90,27 90,33 14,56 666 568 04/03/90 90,63 90,32 90,35 14,55 699 667 04/04/90 90,41 90,33 90,38 14,53 827 1034 04/05/90 90,47 90,39 90,42 14,51 555 1149 04/06/90 90,77 90,35 90,49 14,48 535 1308 04/09/90 90,50 90,47 90,47 14,49 424 1505 04/10/90 90,74 90,44 90,48 14,48 102 1515 04/11/90 90,85 90,48 90,54 14,46 832 1710 04/16/90 90,55 90,54 90,55 14,45 35 1715 04/17/90 90,55 90,55 90,55 14,45 32 1712 04/18/90 90,54 90,51 90,52 14,46 212 1637 04/19/90 90,54 90,53 90,54 14,46 100 1682 04/20/90 90,93 90,54 90,55 14,45 318 1851 04/23/90 90,55 90,54 90,55 14,45 170 1873 04/24/90 90,54 90,52 90,52 14,46 290 1826 04/25/90 90,87 90,51 90,54 14,46 157 1799 04/26/90 90,53 90,46 90,51 14,47 171 1769 04/27/90 91,02 90,53 90,55 14,45 170 1768 04/30/90 90,55 90,55 90,55 14,45 13 1773 05/03/90 90,54 90,53 90,54 14,46 85 1721 05/04/90 90,53 90,53 90,54 14,46 1 1721 05/07/90 90,55 90,55 90,54 14,46 59 1728 05/08/90 90,54 90,53 90,54 14,46 135 1728 05/09/90 90,54 90,53 90,53 14,46 25 1711 05/10/90 90,53 90,45 90,48 14,48 379 1626 05/11/90 90,48 90,45 90,45 14,50 822 1808 05/14/90 90,48 90,46 90,48 14,48 314 1672 05/16/90 90,47 90,47 90,47 14,49 321 1772 05/17/90 90,47 90,47 90,47 14,49 204 1785 05/18/90 90,47 90,47 90,48 14,48 60 1805 05/21/90 90,47 90,42 90,47 14,49 492 1912 05/22/90 90,47 90,46 90,46 14,49 37 1885 05/23/90 90,46 90,45 90,47 14,49 222 1997 05/24/90 90,49 90,47 90,47 14,49 115 2032 05/25/90 90,83 90,47 90,48 14,48 231 2078 05/28/90 90,49 90,48 90,49 14,48 268 2096 05/29/90 90,50 90,49 90,48 14,48 76 2112 05/30/90 90,49 90,48 90,48 14,48 80 2162 05/31/90 90,48 90,47 90,48 14,48 219 2219 06/01/90 90,48 90,48 90,47 14,49 80 2284 06/04/90 90,51 90,48 90,49 14,48 110 2339 06/05/90 90,55 90,50 90,54 14,46 228 2567 06/06/90 90,54 90,52 90,46 14,49 197 2669 06/07/90 90,72 90,46 90,67 14,39 1061 2149 06/08/90 90,75 90,73 90,75 14,35 614 1662 06/11/90 90,70 90,70 90,71 14,37 35 1627 06/12/90 90,75 90,75 90,75 14,35 15 1632 06/13/90 90,75 90,75 90,73 14,36 55 1602 06/14/90 90,76 90,73 90,74 14,36 65 1582 06/15/90 90,79 90,75 90,79 14,34 145 1507 06/18/90 90,80 90,79 90,79 14,34 309 1483