ABN 06/11 STE GEN0694,65094,660 ABN APR14 ROYAL TV100,000100,000 B INTESA 04/1494,86094,960 B INTESA/09 STEG99,92099,810 B INTESA/14 STEURO94,57094,130 BEI /19 EU.

B.84,89085,060 BEI 96/16 ZC79,22079,260 BEI 97/17 ZC41,91041,630 BEI 99/14 CMS LINKE128,660128,900 BEI/09 EU BOT100,100100,100 BEI/14 EIBF99,49099,370 BEI/15 EU VAR98,85098,660 BERS /18 LIFE98,03096,540 BIM IMI 98/18 STEP96,28096,260 BNL 05/11 RBP 6A98,80098,860 BNL 06/12 R2 BP96,28096,280 BNL/09 RBP 3BIM04100,340100,360 BNL/09 RBP 3TRIM04101,840101,690 CENTROB /14 RF102,600102,500 CENTROB /18 ZC64,60064,700 CENTROB /19 SDEB74,20072,290 COMIT /09101,750101,450 CREDIOP 98/18 TF CA92,11091,590 DEXIA CR DOLLARO PI97,09097,090 DEXIA CR EP GEN 0597,42097,110 DEXIA CR MAR 12 FIX90,63089,950 DEXIA CR SR MAR 0596,77096,810 DEXIA CR ST GEN 0597,37097,280 DEXIA CR. OBBL. DJE89,88089,670 DEXIA CRED EURO VAR86,65086,640 DEXIA CRED/04/0998,00098,130 DEXIA CRED/05/1096,97096,830 EBRD/1796,04096,120 ENEL 07/15 EU 5.25%105,700105,780 ENEL 07/15 IND102,010102,050 ENEL TF 05/12102,320102,240 FIAT STEP UP/11102,910103,000 IADB 98/18 RFC102,220102,140 INTESA 12 REL 3 BP97,23097,070 MED LOM /18 RF C 7598,00097,760 MED LOM /19 3 RFC94,70095,030 MEDIO CEN 18 FLOOR81,21081,980 MEDIO/10 SSP SP500101,870101,760 MEDIO/11 ST GN0697,22097,510 MEDIO/11 ST LG0697,23097,230 MEDIO/12 INF. LINKE95,16095,420 MEDIO/12 INF.LINK95,24095,320 MEDIO/13 REND PR98,33098,720 MEDIO/14 V REALE99,15099,070 MEDIOB 14 BP1 REL397,58097,460 MEDIOB 96/11 ZC92,86092,800 MEDIOCR L/13 TF TV101,120101,290 MERRILL 12 BP3 REL97,05097,040 MERRILL 12 BP5 REL94,90094,760 MERRILL LYNCH 2005/97,79097,800 MORGAN ST13 REL BP94,25094,150 MORGAN STE AP 1378,84080,000 MPASCHI 99/14 3 SD98,57098,410 MPASCHI/1399,52099,480 MS 12 REL 2 BP294,05094,010 POP BG CV/12 TV99,00099,130 SPAOLO /19 SW EURO94,13093,150 UBI MAR19 LOWT2 CAL100,340100,520 UBI NOV15 LOWT2 AMO98,15098,490 UNICR 10/12/10 S8100,13099,770 UNICR 20/12/10 S1199,76099,760 UNICR 22/11/10 S599,910100,040 UNICR 23/06/11 S7100,380100,250 UNICR 28/02/11 S04/99,33099,360 UNICR 29/04/11 S06/99,47099,540 UNICR 30/06/11 S10/98,25098,400 UNICR 30/11/10 S699,96099,800 UNICR 31/05/11 S09/98,82098,720 UNICR/09 RELOAD BP101,400101,350 UNICR/10 IND98,86099,080 UNICR/10 S-U103,940103,980 UNICR/14 LOWER T 292,84093,260 UNICR/14 V.R.E90,78090,630 UNICR/15 LT90,45090,150 UNICR/16 LT90,02089,810