Early Repurchases

LONDON--()--

ISSUER   ISIN   CCY   Nominal   Mark down amount   Remaining balance   Value date
Fermat Ltd XS0275488574 USD 20,000,000 12,935,271 7,064,729.26 8/22/2012
Byzantium Finance II PLC XS041326121 EUR 377,000,000 377,000,000 0.00 11/16/2012
Byzantium Finance II PLC XS0413262550 EUR 33,250,000 33,250,000 0.00 11/16/2012
BANESTO XS0366933710 EUR 5,783,000 50,000 5,733,000 11/19/2012
BANESTO XS0245481717 EUR 2,500,000 2,500,000 0.00 11/23/2012
MORGAN STANLEY XS0756990189 EUR 12,000,000 2,500,000 9,500,000 11/13/2012
MORGAN STANLEY XS0630430360 EUR 30,195,000 656,000 29,539,000.00 11/13/2012
MORGAN STANLEY XS0644081787 EUR 19,060,000 517,000 18,543,000 11/13/2012
MORGAN STANLEY XS0300836524 EUR 10,000,000 10,000,000 0 11/16/2012
MORGAN STANLEY XS0321548918 EUR 10,000,000 10,000,000 0 11/16/2012
MORGAN STANLEY XS0677150392 USD 3,169,000 1,800,000 1,369,000 11/16/2012
MORGAN STANLEY XS0372651108 GBP 2,848,299 183,180 2,665,119 11/14/2012
MORGAN STANLEY XS0417574778 GBP 1,302,801 145,720 1,157,081 11/14/2012
MORGAN STANLEY XS0365324598 GBP 1,071,839 228,103 843,736 11/14/2012
MORGAN STANLEY XS0377078489 GBP 783,927 366,112 417,815 11/14/2012
MORGAN STANLEY XS0519944341 EUR 10,209,000 522,000 9,687,000 11/14/2012
UBS XS0562405786 USD 70,000,000 70,000,000 0 11/29/2012

Short Name: Fermat Ltd
Category Code: MSC
Sequence Number: 352623
Time of Receipt (offset from UTC): 20121119T171848+0000

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Bank of New York Mellon

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Contacts

Bank of New York Mellon