27/02/2008 (C) FTSE International Limited 2008. All Rights Reserved,,,,,,,,,,
FTSE Pfandbrief - Index Valuations,,,,,,,,,,

Name,Index Value,Coupon,Yield,Time to Maturity,Macaulay Duration,Mod. Duration,Convexity,Nominal Amount,Number of Bonds,Weighting
PFANDTOP,106.598,4.104,4.484,5.617,4.634,4.435,35.26,716299,423,100
PFANDTOPP,183.932,4.104,4.484,5.617,4.634,4.435,35.26,716299,423,100
PFANDTOP3,97.554,4.227,3.934,1.913,1.838,1.769,5.2,221986,128,31.8
PFANDTOPP3,164.791,4.227,3.934,1.913,1.838,1.769,5.2,221986,128,31.8
PFANDTOP5,106.082,4.008,4.074,3.926,3.639,3.497,16.52,172248,102,24.4
PFANDTOPP5,182.038,4.008,4.074,3.926,3.639,3.497,16.52,172248,102,24.4
PFANDTOP7,112.851,4.09,4.335,5.842,5.217,5.001,31.92,111660,67,15.6
PFANDTOPP7,193.833,4.09,4.335,5.842,5.217,5.001,31.92,111660,67,15.6
PFANDTOP10,117.565,3.954,4.607,8.267,7.031,6.722,56.98,127755,75,17.4
PFANDTOPP10,208.453,3.954,4.607,8.267,7.031,6.722,56.98,127755,75,17.4
PFANDTOP30,110.233,4.227,5.073,14.686,10.412,9.91,136,82650,51,10.8
PFANDTOPP30,179.368,4.227,5.073,14.686,10.412,9.91,136,82650,51,10.8
ATPFANDTOP,112.546,3.625,4.105,4.377,3.99,3.833,22.53,7000,7,1
ATPFANDTOPP,190.759,3.625,4.105,4.377,3.99,3.833,22.53,7000,7,1
ATPFANDTOP3,98.922,2.875,3.958,1.645,1.58,1.52,4.19,2000,2,0.9
ATPFANDTOPP3,164.247,2.875,3.958,1.645,1.58,1.52,4.19,2000,2,0.9
ATPFANDTOP5,110.3,3.25,3.907,2.995,2.9,2.791,10.61,1000,1,0.6
ATPFANDTOPP5,182.077,3.25,3.907,2.995,2.9,2.791,10.61,1000,1,0.6
ATPFANDTOP7,112.944,4.292,4.14,5.805,5.22,5.012,31.67,3000,3,2.7
ATPFANDTOPP7,194.79,4.292,4.14,5.805,5.22,5.012,31.67,3000,3,2.7
ATPFANDTOP10,120.981,3.5,4.185,6.937,6.249,5.998,44.1,1000,1,0.8
ATPFANDTOPP10,213.141,3.5,4.185,6.937,6.249,5.998,44.1,1000,1,0.8
CAPFANDTOP,100.795,4.478,4.458,6.259,5.435,5.203,37.65,4250,3,0.6
CAPFANDTOPP,102.258,4.478,4.458,6.259,5.435,5.203,37.65,4250,3,0.6
CAPFANDTOP5,100.978,4.417,4.268,4.747,4.342,4.164,22.32,3000,2,1.7
CAPFANDTOPP5,102.436,4.417,4.268,4.747,4.342,4.164,22.32,3000,2,1.7
DEPFANDTOP,106.537,4.227,3.998,3.289,3.007,2.892,14.43,250411,158,35.8
DEPFANDTOPP,184.545,4.227,3.998,3.289,3.007,2.892,14.43,250411,158,35.8
DEPFANDTOP3,97.112,4.395,3.861,1.844,1.773,1.708,4.95,132736,77,60.1
DEPFANDTOPP3,164.862,4.395,3.861,1.844,1.773,1.708,4.95,132736,77,60.1
DEPFANDTOP5,105.635,4.094,3.949,3.946,3.65,3.512,16.67,77200,49,45.2
DEPFANDTOPP5,182.477,4.094,3.949,3.946,3.65,3.512,16.67,77200,49,45.2
DEPFANDTOP7,113.347,3.949,4.09,5.617,5.074,4.875,30.3,22100,18,19.8
DEPFANDTOPP7,195.747,3.949,4.09,5.617,5.074,4.875,30.3,22100,18,19.8
DEPFANDTOP10,118.952,3.871,4.276,7.992,6.852,6.571,54.42,17375,13,13.9
DEPFANDTOPP10,210.856,3.871,4.276,7.992,6.852,6.571,54.42,17375,13,13.9
DEPFANDTOP30,114.973,4.5,4.481,11.167,8.699,8.326,89.73,1000,1,1.3
DEPFANDTOPP30,186.614,4.5,4.481,11.167,8.699,8.326,89.73,1000,1,1.3
ESPFANDTOP,111.699,3.995,4.766,8.056,6.321,6.033,59.16,233738,126,31.8
ESPFANDTOPP,194.158,3.995,4.766,8.056,6.321,6.033,59.16,233738,126,31.8
ESPFANDTOP3,103.342,3.758,4.011,2.079,1.998,1.921,5.8,27000,16,12
ESPFANDTOPP3,174.37,3.758,4.011,2.079,1.998,1.921,5.8,27000,16,12
ESPFANDTOP5,108.42,4.029,4.169,3.781,3.497,3.357,15.44,42548,21,24.7
ESPFANDTOPP5,183.143,4.029,4.169,3.781,3.497,3.357,15.44,42548,21,24.7
ESPFANDTOP7,113.069,4.045,4.462,5.941,5.287,5.061,32.69,42910,22,38.2
ESPFANDTOPP7,196.141,4.045,4.462,5.941,5.287,5.061,32.69,42910,22,38.2
ESPFANDTOP10,118.165,3.87,4.709,8.153,6.956,6.643,55.58,59080,31,45.7
ESPFANDTOPP10,210.67,3.87,4.709,8.153,6.956,6.643,55.58,59080,31,45.7
ESPFANDTOP30,111.477,4.159,5.134,14.942,10.65,10.13,140.83,62200,36,74.1
ESPFANDTOPP30,182.148,4.159,5.134,14.942,10.65,10.13,140.83,62200,36,74.1
FIPFANDTOP,110.383,3.125,3.973,3.057,2.921,2.809,11.03,2000,2,0.3
FIPFANDTOPP,185.354,3.125,3.973,3.057,2.921,2.809,11.03,2000,2,0.3
FIPFANDTOP5,108.137,3.75,4.004,3.557,3.345,3.216,13.85,1000,1,0.6
FIPFANDTOPP5,180.726,3.75,4.004,3.557,3.345,3.216,13.85,1000,1,0.6
FRPFANDTOP,108.915,4.31,4.274,5.774,4.705,4.512,36.57,81150,48,11.5
FRPFANDTOPP,190.857,4.31,4.274,5.774,4.705,4.512,36.57,81150,48,11.5
FRPFANDTOP3,99.014,4.392,3.914,2.047,1.957,1.884,5.65,26500,13,12
FRPFANDTOPP3,165.992,4.392,3.914,2.047,1.957,1.884,5.65,26500,13,12
FRPFANDTOP5,106.164,4.144,4.013,3.969,3.687,3.544,16.81,15000,9,8.8
FRPFANDTOPP5,183.373,4.144,4.013,3.969,3.687,3.544,16.81,15000,9,8.8
FRPFANDTOP7,111.715,4.375,4.165,5.73,5.104,4.9,30.79,13900,9,12.7
FRPFANDTOPP7,195.088,4.375,4.165,5.73,5.104,4.9,30.79,13900,9,12.7
FRPFANDTOP10,117.35,4.188,4.39,8.615,7.301,6.994,61.4,19300,12,15.4
FRPFANDTOPP10,210.176,4.188,4.39,8.615,7.301,6.994,61.4,19300,12,15.4
FRPFANDTOP30,111.867,4.582,4.668,16.882,10.103,9.653,152.24,6450,5,8.4
FRPFANDTOPP30,184.74,4.582,4.668,16.882,10.103,9.653,152.24,6450,5,8.4
GBPFANDTOP,108.687,4.054,4.792,6.427,5.32,5.077,42.26,61000,35,8.4
GBPFANDTOPP,185.549,4.054,4.792,6.427,5.32,5.077,42.26,61000,35,8.4
GBPFANDTOP3,97.145,3.92,4.347,1.824,1.751,1.678,4.84,13750,7,6.1
GBPFANDTOPP3,163.048,3.92,4.347,1.824,1.751,1.678,4.84,13750,7,6.1
GBPFANDTOP5,107.198,3.892,4.417,3.979,3.713,3.556,16.83,11000,7,6.2
GBPFANDTOPP5,181.174,3.892,4.417,3.979,3.713,3.556,16.83,11000,7,6.2
GBPFANDTOP7,113.233,4.146,4.556,5.965,5.317,5.085,32.93,12000,6,10.6
GBPFANDTOPP7,190.843,4.146,4.556,5.965,5.317,5.085,32.93,12000,6,10.6
GBPFANDTOP10,117.177,4.026,4.877,8.206,6.897,6.576,55.17,13250,8,10.3
GBPFANDTOPP10,208.858,4.026,4.877,8.206,6.897,6.576,55.17,13250,8,10.3
GBPFANDTOP30,111.529,4.315,5.121,12.99,9.859,9.379,114.07,11000,7,13.4
GBPFANDTOPP30,181.729,4.315,5.121,12.99,9.859,9.379,114.07,11000,7,13.4
IEPFANDTOP,110.861,3.823,4.317,5.147,4.528,4.341,29.48,29000,14,4.1
IEPFANDTOPP,185.564,3.823,4.317,5.147,4.528,4.341,29.48,29000,14,4.1
IEPFANDTOP3,101.259,3.577,4.194,1.511,1.473,1.414,3.47,6500,3,2.9
IEPFANDTOPP3,164.548,3.577,4.194,1.511,1.473,1.414,3.47,6500,3,2.9
IEPFANDTOP5,109.93,3.35,3.962,3.586,3.383,3.254,14.3,5000,2,2.8
IEPFANDTOPP5,181.796,3.35,3.962,3.586,3.383,3.254,14.3,5000,2,2.8
IEPFANDTOP7,115.088,4.04,4.237,5.847,5.202,4.99,32,11000,5,9.9
IEPFANDTOPP7,195.149,4.04,4.237,5.847,5.202,4.99,32,11000,5,9.9
IEPFANDTOP10,120.153,3.92,4.572,8.362,7.097,6.787,58.16,5500,3,4.3
IEPFANDTOPP10,211.362,3.92,4.572,8.362,7.097,6.787,58.16,5500,3,4.3
IEPFANDTOP30,114.969,4.875,4.538,11.216,8.622,8.248,88.69,1000,1,1.4
IEPFANDTOPP30,187.285,4.875,4.538,11.216,8.622,8.248,88.69,1000,1,1.4
ITPFANDTOP,109.711,3.219,4.152,3.474,3.262,3.132,14.82,8000,4,1.1
ITPFANDTOPP,184.876,3.219,4.152,3.474,3.262,3.132,14.82,8000,4,1.1
ITPFANDTOP3,98.88,3.083,3.956,1.743,1.692,1.627,4.46,3000,2,1.3
ITPFANDTOPP3,164.597,3.083,3.956,1.743,1.692,1.627,4.46,3000,2,1.3
ITPFANDTOP5,108.07,3.3,4.2,4.513,4.243,4.072,21.28,5000,2,2.8
ITPFANDTOPP5,182.053,3.3,4.2,4.513,4.243,4.072,21.28,5000,2,2.8
LUPFANDTOP,104.588,4.841,4.267,5.589,4.7,4.507,34.54,2750,3,0.4
LUPFANDTOPP,188.823,4.841,4.267,5.589,4.7,4.507,34.54,2750,3,0.4
LUPFANDTOP5,102.82,3.75,3.998,3.134,2.921,2.809,11.01,500,1,0.3
LUPFANDTOPP5,181.78,3.75,3.998,3.134,2.921,2.809,11.01,500,1,0.3
LUPFANDTOP30,117.572,4.25,4.496,10.254,8.24,7.886,79.4,1000,1,1.3
LUPFANDTOPP30,189.998,4.25,4.496,10.254,8.24,7.886,79.4,1000,1,1.3
NLPFANDTOP,105.887,3.889,4.376,5.633,5.027,4.817,32.07,11000,7,1.5
NLPFANDTOPP,180.361,3.889,4.376,5.633,5.027,4.817,32.07,11000,7,1.5
NLPFANDTOP5,105.729,3.803,4.203,4.434,4.115,3.949,20.26,4750,3,2.7
NLPFANDTOPP5,179.996,3.803,4.203,4.434,4.115,3.949,20.26,4750,3,2.7
NLPFANDTOP7,113.248,4.25,4.457,5.984,5.401,5.17,33.36,1500,1,1.3
NLPFANDTOPP7,193.002,4.25,4.457,5.984,5.401,5.17,33.36,1500,1,1.3
NLPFANDTOP10,118.55,3.679,4.522,8.17,7.101,6.794,57.21,3500,2,2.7
NLPFANDTOPP10,208.268,3.679,4.522,8.17,7.101,6.794,57.21,3500,2,2.7
NOPFANDTOP,101.452,4.375,3.976,2.702,2.579,2.48,8.71,1500,1,0.2
NOPFANDTOPP,102.062,4.375,3.976,2.702,2.579,2.48,8.71,1500,1,0.2
NOPFANDTOP3,101.452,4.375,3.976,2.702,2.579,2.48,8.71,1500,1,0.7
NOPFANDTOPP3,102.062,4.375,3.976,2.702,2.579,2.48,8.71,1500,1,0.7
PTPFANDTOP,104.86,4.25,4.627,8.993,7.492,7.161,64.56,3500,2,0.5
PTPFANDTOPP,181.216,4.25,4.627,8.993,7.492,7.161,64.56,3500,2,0.5
PTPFANDTOP10,117.096,4.25,4.627,8.993,7.492,7.161,64.56,3500,2,2.8
PTPFANDTOPP10,208.025,4.25,4.627,8.993,7.492,7.161,64.56,3500,2,2.8
SEPFANDTOP,108.286,3.974,4.093,3.816,3.541,3.402,17.25,9500,7,1.3
SEPFANDTOPP,185.291,3.974,4.093,3.816,3.541,3.402,17.25,9500,7,1.3
SEPFANDTOP3,97.61,4.094,3.955,2.268,2.2,2.117,6.77,4000,3,1.8
SEPFANDTOPP3,164.565,4.094,3.955,2.268,2.2,2.117,6.77,4000,3,1.8
SEPFANDTOP5,106.081,3.806,4.002,3.652,3.437,3.304,14.52,2250,2,1.3
SEPFANDTOPP5,181.329,3.806,4.002,3.652,3.437,3.304,14.52,2250,2,1.3
SEPFANDTOP7,113.196,3.942,4.207,5.835,5.29,5.077,32.24,3250,2,2.9
SEPFANDTOPP7,191.271,3.942,4.207,5.835,5.29,5.077,32.24,3250,2,2.9
USPFANDTOP,103.687,4.19,4.834,5.788,4.953,4.724,33.08,11500,6,1.6
USPFANDTOPP,179.114,4.19,4.834,5.788,4.953,4.724,33.08,11500,6,1.6
USPFANDTOP3,104.398,4.625,4.28,2.342,2.211,2.12,6.71,1500,1,0.7
USPFANDTOPP3,180.621,4.625,4.28,2.342,2.211,2.12,6.71,1500,1,0.7
USPFANDTOP5,104.119,4,4.548,3.829,3.531,3.377,15.36,4000,2,2.3
USPFANDTOPP5,178.314,4,4.548,3.829,3.531,3.377,15.36,4000,2,2.3
USPFANDTOP7,102.502,4.375,5.032,6.21,5.37,5.112,33.75,2000,1,1.8
USPFANDTOPP7,177.334,4.375,5.032,6.21,5.37,5.112,33.75,2000,1,1.8
USPFANDTOP10,113.759,4.125,4.97,8.829,7.32,6.973,61.79,4000,2,3.1
USPFANDTOPP10,202.328,4.125,4.97,8.829,7.32,6.973,61.79,4000,2,3.1
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