P228 CJJFAX 228  Sun  3 Mar  20:44/21
      
              GILTS  17:30     
   O   
 
 Conv   10% 1996   102  5/8             
 ExchrT 9}) 1998   105  3/4   + 0  1/8  
 Treas  6}) 1998   100  7/32  - 0       
 Treas  10) 2001   111  7/32  + 0 19/32 
 Treas   8* 2003   102  1/4   + 0 23/32 
 Fundg  3\) 2004    80  3/4   + 0  3/4  
 Treas  7}) 2006    98  7/8   + 1  1/32 
 Treas 11}) 2007   121  1/4   + 0  3/4  
 TreatS  9) 2p08   107 15/16  + 1  3/16 
 Treas  5\) 2012    78  1/8             
 Wbr    3\)         42 13/16  + 0 13/16 
 Tr IL   2* 1996   216  3/4   + 0  1/8  
 Tr IL  2\% 2024   116  3/4   + 0  9/16 
                                        
                                        
                                        
 * Benchmark gilts                      
                                        
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