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.............: SEPTIEMBRE 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..........: LS90 CSI Commodity Symbol.: unknown Ed's temporary Symbol: MBT0990 Remarks..............: (1) Complete contract history Date High Low Close Yield Volume Open_Int 03/16/90 91,16 91,15 91,13 14,17 14 14 03/19/90 91,05 91,05 91,09 14,19 19 19 03/20/90 91,00 90,98 91,01 14,23 36 29 03/21/90 90,94 90,92 90,95 14,26 40 45 03/22/90 90,93 90,93 90,93 14,27 20 65 03/23/90 91,01 90,99 90,99 14,24 29 67 03/26/90 90,99 90,99 91,00 14,24 5 72 03/27/90 91,01 91,01 91,05 14,21 5 77 03/28/90 0,00 0,00 91,03 14,22 0 77 03/29/90 90,96 90,96 90,98 14,25 8 82 03/30/90 90,94 90,87 90,90 14,28 27 80 04/02/90 91,00 90,94 90,98 14,25 50 95 04/03/90 91,01 90,98 90,99 14,24 10 94 04/04/90 91,03 91,00 91,01 14,23 80 110 04/05/90 91,05 91,00 91,03 14,22 175 175 04/06/90 91,07 91,06 91,07 14,20 20 175 04/09/90 91,07 91,06 91,08 14,20 60 235 04/10/90 91,10 91,10 91,09 14,19 1 235 04/11/90 91,25 90,66 91,25 14,12 898 823 04/16/90 91,25 91,24 91,26 14,11 45 854 04/17/90 91,26 91,26 91,26 14,11 10 854 04/18/90 91,25 91,21 91,23 14,13 346 959 04/19/90 91,27 91,24 91,27 14,11 395 1074 04/20/90 91,31 91,27 91,29 14,10 636 1544 04/23/90 91,29 91,28 91,29 14,10 124 1579 04/24/90 91,28 91,22 91,23 14,13 433 1746 04/25/90 91,23 91,22 91,23 14,13 122 1761 04/26/90 91,23 91,10 91,19 14,15 383 1863 04/27/90 91,28 90,74 91,28 14,10 629 2169 04/30/90 91,27 91,26 91,27 14,11 155 2274 05/03/90 91,26 91,24 91,25 14,12 105 2319 05/04/90 91,26 91,24 91,26 14,11 80 2339 05/07/90 91,26 91,25 91,25 14,12 120 2409 05/08/90 91,24 91,21 91,22 14,13 637 2493 05/09/90 91,22 91,22 91,21 14,14 55 2503 05/10/90 91,23 91,17 91,18 14,15 876 2756 05/11/90 91,18 91,16 91,17 14,16 541 2891 05/14/90 91,22 91,18 91,20 14,14 667 2880 05/16/90 91,20 91,18 91,18 14,15 374 3144 05/17/90 91,17 91,17 91,17 14,16 176 3196 05/18/90 91,17 91,16 91,17 14,16 120 3251 05/21/90 91,17 91,13 91,16 14,16 617 3382 05/22/90 91,15 91,15 91,15 14,16 214 3551 05/23/90 91,15 91,14 91,14 14,17 425 3599 05/24/90 91,18 91,15 91,17 14,16 496 3875 05/25/90 91,19 91,18 91,19 14,16 364 4051 05/28/90 91,20 91,19 91,20 14,14 351 4262 05/29/90 91,21 91,20 91,20 14,14 443 4592 05/30/90 91,19 91,19 91,20 14,14 70 4615 05/31/90 91,20 91,17 91,19 14,15 394 4816 06/01/90 91,19 91,19 91,19 14,15 30 4825 06/04/90 91,25 91,20 91,24 14,12 488 4915 06/05/90 91,25 91,24 91,25 14,12 350 5000 06/06/90 91,26 91,24 91,24 14,12 294 5043 06/07/90 91,38 90,87 91,24 14,12 734 4928 06/08/90 91,45 90,89 91,43 14,03 803 4746 06/11/90 91,43 91,40 91,42 14,04 477 4806 06/12/90 91,46 91,43 91,44 14,03 586 4901 06/13/90 91,46 91,41 91,42 14,04 600 4970 06/14/90 91,43 91,42 91,43 14,03 362 4965 06/15/90 91,46 91,44 91,44 14,03 601 4791 06/18/90 91,46 91,44 91,46 14,02 596 4673 06/19/90 91,45 91,43 91,43 14,03 581 4737 06/20/90 91,47 91,44 91,47 14,01 575 4708 06/21/90 91,52 91,47 91,49 14,00 744 4744 06/22/90 91,49 91,46 91,46 14,02 290 4868 06/25/90 91,46 91,43 91,43 14,03 555 4843 06/26/90 91,46 91,45 91,46 14,02 260 4888 06/27/90 91,47 91,42 91,43 14,03 1091 4503 06/28/90 91,42 91,40 91,40 14,05 480 4281 06/29/90 91,40 91,35 91,38 14,06 815 4420 07/02/90 91,38 91,34 91,35 14,07 609 4882 07/03/90 91,37 91,34 91,37 14,06 445 4863 07/04/90 91,36 91,35 91,36 14,07 165 4808 07/05/90 91,48 91,34 91,35 14,07 949 4589 07/06/90 91,36 91,35 91,35 14,07 827 4670 07/09/90 91,34 91,34 91,35 14,07 20 4690 07/10/90 91,41 91,35 91,39 14,05 2360 3793 07/11/90 91,52 91,41 91,48 14,01 1297 3790 07/12/90 91,55 91,49 91,52 13,99 1080 4033 07/13/90 91,51 91,46 91,48 14,01 347 3978 07/16/90 91,47 91,46 91,48 14,01 40 3978 07/17/90 91,50 91,46 91,49 14,00 473 3894 07/18/90 91,49 91,48 91,48 14,01 188 3944 07/19/90 91,49 91,48 91,49 14,00 773 4202 07/20/90 91,49 91,49 91,49 14,00 45 4217 07/23/90 91,48 91,48 91,49 14,00 10 4212 07/24/90 91,48 91,47 91,48 14,01 260 4172 07/25/90 91,49 91,49 91,49 14,00 140 4047 07/26/90 91,48 91,47 91,48 14,01 475 3961 07/27/90 91,49 91,48 91,49 14,00 269 3956 07/30/90 91,57 91,50 91,55 13,98 550 3906 07/31/90 91,54 91,50 91,53 13,99 505 3965 08/01/90 91,55 91,53 91,55 13,98 375 3945 08/02/90 91,90 91,48 91,49 14,00 597 3885 08/03/90 91,47 91,37 91,39 14,05 710 3681 08/06/90 91,39 91,27 91,28 14,10 959 3500 08/07/90 91,25 91,19 91,20 14,14 435 3430 08/08/90 91,22 91,15 91,17 14,16 221 3437 08/09/90 91,18 91,15 91,15 14,16 83 3414 08/10/90 91,54 90,98 91,01 14,23 642 3402 08/13/90 90,93 90,90 90,99 14,24 28 3392 08/14/90 91,00 90,99 91,02 14,23 56 3442 08/16/90 91,08 91,00 91,00 14,24 345 3457 08/17/90 90,96 90,95 90,98 14,25 90 3407 08/20/90 0,00 0,00 90,96 14,25 0 3407 08/21/90 90,95 90,78 90,82 14,32 255 3379 08/22/90 90,79 90,68 90,69 14,38 402 3387 08/23/90 90,65 90,38 90,41 14,52 766 3382 08/24/90 90,58 90,38 90,52 14,46 295 3507 08/27/90 90,64 90,53 90,60 14,43 213 3464 08/28/90 91,00 90,78 90,85 14,31 799 3356 08/29/90 90,80 90,70 90,78 14,34 365 3402 08/30/90 90,82 90,74 90,78 14,34 235 3303 08/31/90 90,70 90,63 90,65 14,40 173 3279 09/03/90 90,55 90,49 90,54 14,46 115 3244 09/04/90 90,50 90,46 90,50 14,47 93 3258 09/05/90 90,25 90,14 90,15 14,64 335 3148 09/06/90 90,17 90,12 90,11 14,66 39 3138 09/07/90 90,05 89,96 89,98 14,72 39 3143 09/10/90 90,23 89,84 89,87 14,78 203 3165 09/11/90 89,95 89,90 89,92 14,75 35 3190 09/12/90 90,45 89,93 90,00 14,71 221 3197 09/13/90 90,36 90,04 89,97 14,73 42 3215 09/14/90 0,00 0,00 89,88 14,77 0 3215 09/17/90 89,92 89,81 89,80 14,81 777 2515