ΣΕΛ : 1 / 5 ΕΠΕΝ ΥΣΕΙΣ ΕΣΩΤΕΡΙΚΟΥ 1 1 0 ΙΑΘΕΣΙΜΑ - ΚΑΤΑΘΕΣΕΙΣ ΚΑΤΑΘΕΣΕΙΣ ΟΨΕΩΣ ΣΕ USD ΚΑΤΑΘΕΣΕΙΣ ΟΨΕΩΣ ΣΕ GBP ΚΑΤΑΘΕΣΕΙΣ ΟΨΕΩΣ ΣΕ ISK ΚΑΤΑΘΕΣΕΙΣ ΟΨΕΩΣ ΣΕ RON ΚΑΤΑΘΕΣΕΙΣ ΟΨΕΩΣ ΣΕ HUF ΚΑΤΑΘΕΣΕΙΣ ΟΨΕΩΣ ΣΕ PLN ΚΑΤΑΘΕΣΕΙΣ ΟΨΕΩΣ ΣΕ EURO 1 3 0 ΟΜΟΛΟΓΙΕΣ - ΕΓΕ ΟΕ 24/5/06-20/08/11 3.9 FIX OΕ 22/2/05-20/7/15 3.7% HEL.REP.1/02/08-20/03/11,OE.FXD 3.8% HELLEN.REP.4%,FXD,ANNUAL 8/20/13 HELLEN.REPUB.,ANNUAL,4.6%,FXD.20/7/18 HELLENIC REPUB 2/3/07-20/8/12 FXD 4.10% OE 17/01/03-20/05/13 4,60% HELLENIC REBUBLIC 15/5/02-12 3M+8BP ΟΕ 23/04/04-23/4/09 FRN OTE PLC, FXD 5.375 %,ANNUAL PUBLIC POWER 12/3/99-09 4.5% PUBLIC POWER CORP 8/11/00-10 FXD 6.25% ΣΕ ΕΠΕΝ ΥΣΕΙΣ ΕΣΩΤΕΡΙΚΟΥ ΕΠΕΝ ΥΣΕΙΣ ΕΞΩΤΕΡΙΚΟΥ 2 2 0 ΜΕΣΑ ΧΡΗΜΑΤΑΓΟΡΑΣ ECP PIRAEUS 5.5% 18/08/08-18/11/08 2 3 0 ΟΜΟΛΟΓΙΕΣ LAFARGE SA 6.125% FXD MORGAN STANLEY 6.50% FXD ANAPT 2006-1 Α EFG PRIVATE ΒΑΝΚ 17/12/03-13 FRN OTE PLC 5/8/03-13 5,00% EFG HELLAS PLC 28/09/04-09 3M+25 EFG PRIVATE BANK 30/4/04-10 FRN S/A EFG HELLAS FUNDING 18/3/07 6.75% LEHMAN 7/4/05-15 EFG HELLAS FUNDING 2/11/05-15 4.565% GAZ CAPITAL 9/12/05-9/12/12,FXD ALPHA CREDIT 28/02/06-13,3M0,EURIBO+25bp OTE 20/5/2016 4,625% DEUTSCHE BANK AG LONDON 30/5/07-17 EFG HELLAS PLC 8/6/2007-17 THEME 4 A 18/6/07-09/08/52,ACT/360 KPN NV 13/11/07-13/11/12 5% BNP PARIBAS COV.FXD,ANNUAL,4.125% VW CREDIT INC,ANNUAL,5.125%,FXD ANTHRACITE INV.26/06/08-08/08/17,7%,VAR 5.726,4400 3.528,4300 0,1800 0,0900 224.900,9000 7.461,1900 600.000,0000 180.000,0000 300.000,0000 80.000,0000 220.000,0000 1 135.000,0000 38.000,0000 15.000,0000 20.000,0000 10.950,0000 6.000,0000 29.000,0000 19.000,0000 5.000,0000 500,0000 20.000,0000 5.000,0000 70.000,0000 7.500,0000 ΗΜΕΡΑΣ 0,69915402 1,26534228 0,00685354 0,26728677 0,00411811 0,29440339 98,92600000 93,76800000 98,98000000 97,09000000 97,21000000 98,81600000 100,24600000 100,10650000 100,08000000 98,62380000 99,41990000 100,58330000 100,00000000 91,48910000 75,41970000 90,00000000 99,70590000 94,08360000 99,30240000 58,50000000 55,00000000 30,66000000 61,58490000 83,06850000 91,53290000 86,80070000 89,66100000 89,69560000 87,58014773 95,41540000 98,29010000 98,38260000 72,07000000 4.003,66 4.464,67 0,00 0,02 926,17 2.196,60 5.301.515,08 5.313.106,20 59.355.600,00 4.688.400,00 17.816.400,00 29.127.000,00 7.776.800,00 21.739.520,00 15.036.900,00 5.005.325,00 13.510.800,00 3.747.704,40 1.491.298,50 3.017.499,00 182.313.246,90 187.626.353,10 2.000.000,00 2.000.000,00 914.891,00 754.197,00 900.000,00 997.059,00 1.030.215,42 595.814,40 1.696.500,00 1.045.000,00 919.800,00 307.924,50 41.534,25 1.830.658,00 434.003,50 2.689.830,00 6.278.692,00 2.627.404,43 715.615,50 2.948.703,00 983.826,00 3.603.500,00
ΣΕΛ : 2 / 5 ΗΜΕΡΑΣ UBS SAMSUNG 20/7/06-9 0,25% HUNGARY GOVT HGB 4/10/06-24/2/2017 6.75% DB CROSSOVER ETF ΣΕ ΕΠΕΝ ΥΣΕΙΣ ΕΞΩΤΕΡΙΚΟΥ ΣΥΝΟΛΟ ΕΝΕΡΓΗΤΙΚΟΥ 3.500,0000 5.000.000,0000 15.000,0000 67,11878627 0,37355763 100,02000000 234.915,75 1.867.788,16 1.500.300,00 34.918.171,91 36.918.171,91 224.544.525,01 ΑΠΑΙΤΗΣΕΙΣ / ΥΠΟΧΡΕΩΣΕΙΣ 10.217.293,16 ΚΑΘΑΡΟ ΕΝΕΡΓΗΤΙΚΟ 234.761.818,17
ΣΕΛ : 3 / 5 ΠΑΡΑΓΩΓΑ ΠΡΟΙΟΝΤΑ ΕΞΩΤΕΡΙΚΟΥ ΗΜΕΡΑΣ 4 1 0 FUTURES EURO BOBL FUTURES DEC 08 (LONG) EURO BUND FUTURE DEC 08 (LONG) 4 2 0 OPTIONS 37,0000 357,0000 109,71500000 4.059.455,00 115,07000000 41.079.990,00 45.139.445,00 opt call SKF 150 OCT 08 (LONG) 35.000,0000 1,01377333 35.482,07 35.482,07 4 5 0 FORWARDS IN FOREIGN CURRENCY FORWARD HUF/EUR (SHORT) -500.000.000,0000 0,00411810-2.059.050,00-2.059.050,00 ΣΕ ΠΑΡΑΓΩΓΑ ΠΡΟΙΟΝΤΑ ΕΞΩΤΕΡΙΚΟΥ 43.115.877,07 ΓΕΝΙΚΟ ΣΥΝΟΛΟ ΠΑΡΑΓΩΓΩΝ 43.115.877,07
ΣΕΛ : 4 / 5 Ανάλυση χαρακτηριστικών Οµολόγων: Α/Κ INTERAMERICAN ΣΤΑΘΕΡΟ ΟΜΟΛΟΓΙΑΚΟ ΕΣΩΤΕΡΙΚΟΥ Περιγραφή Είδος Επιτοκίου Εκδότης Ηµεροµηνία Έναρξης Ηµεροµηνία Λήξης Επιτόκιο Ποσότητα Τιµή 30/09/2008 Πηγή Πρόσθετοι Όροι Έκδοσης Moody's S & P Fitch HELLENIC REBUBLIC 15/5/02-12 FLOATING HELLENIC 15/05/2002 15/05/2012 5,0450 50.000 100,1065 BLOOMBERG -- NA A A 3M+8BP ΟΕ 23/04/04-23/4/09 FRN FLOATING HELLENIC 23/04/2004 23/04/2009 4,8070 135.000 100,0800 HDAT -- N/A A A HELLEN.REP.4%,FXD,ANNUAL 8/20/13 FIXED HELLENIC 26/03/2008 20/08/2013 4,0000 300.000 97,0900 HDAT OΕ 22/2/05-20/7/15 3.7% FIXED HELLENIC 22/02/2005 20/07/2015 3,7000 50.000 93,7680 HDAT ΟΕ 24/5/06-20/08/11 3.9 FIX FIXED HELLENIC 24/05/2006 20/08/2011 3,9000 600.000 98,9260 HDAT HELLEN.REPUB.,ANNUAL,4.6%,FXD.20/ FIXED HELLENIC 13/05/2008 20/07/2018 4,6000 80.000 97,2100 HDAT 7/18 HEL.REP.1/02/08-20/03/11,OE.FXD FIXED HELLENIC 01/02/2008 20/03/2011 3,8000 180.000 98,9800 HDAT 3.8% HELLENIC REPUB 2/3/07-20/8/12 FXD FIXED HELLENIC 02/03/2007 20/08/2012 4,1000 220.000 98,8160 HDAT 4.10% OE 17/01/03-20/05/13 4,60% FIXED HELLENIC 17/01/2003 18/05/2013 4,6000 150.000 100,2460 HDAT OTE PLC 5/8/03-13 5,00% FIXED OTE PLC 05/08/2003 05/08/2013 5,0000 10.950 94,0836 BLOOMBERG -- Baa2 BBB+ BBB EFG HELLAS PLC 28/09/04-09 3M+25 FLOATING EFG HELLAS PLC 28/09/2004 28/09/2009 5,3690 6.000 99,3024 BLOOMBERG -- Aa3 A- A EFG HELLAS FUNDING 2/11/05-15 VARIABLE EFG HELLAS 02/11/2005 02/11/2015 4,5650 5.000 61,5849 BLOOMBERG CALLABLE A2 BBB A- 4.565% FUNDING LTD ALPHA CREDIT 28/02/06- FLOATING ALPHA CREDIT 28/02/2006 28/02/2013 5,2150 20.000 91,5329 BLOOMBERG -- A1 A- A- 13,3M0,EURIBO+25bp GROUP PLC ANAPT 2006-1 Α FLOATING ANAPXI PLC 06/11/2006 20/12/2011 5,1330 10.000 90,0000 COUNTERPAR -- Aaa AAA N/A OTE 20/5/2016 4,625% FIXED OTE PLC 21/11/2006 20/05/2016 4,6250 5.000 86,8007 BLOOMBERG -- Baa2 BBB+ BBB DEUTSCHE BANK AG LONDON 30/5/07- ZERO Deutsche Bank AG 14/05/2007 30/05/2017 0,0000 30.000 89,6610 COUNTERPAR -- N/A N/A N/A 17 COUPON EFG HELLAS PLC 8/6/2007-17 FLOATING EFG HELLAS PLC 08/06/2007 08/06/2017 5,2610 70.000 89,6956 BLOOMBERG CALLABLE A1 BBB+ A- THEME 4 A 18/6/07-09/08/52,ACT/360 FLOATING THEMELEION 18/06/2007 09/08/2052 5,0980 30.000 87,5801 BLOOMBERG -- Aaa AAA AAA MORTGAGE FINANCE PL LAFARGE SA 6.125% FXD FIXED LAFARGE SA 28/05/2008 28/05/2015 6,1250 10.000 91,4891 BLOOMBERG -- Baa2 BBB BBB BNP PARIBAS COV.FXD,ANNUAL,4.125% FIXED BNP PARIBAS COVERED 24/01/2008 24/01/2011 4,1250 30.000 98,2901 BLOOMBERG -- Aaa AAA AAA
ΣΕΛ : 5 / 5 EFG PRIVATE BANK 30/4/04-10 FRN S/A VARIABLE EFG INTERNATIONAL AG 10/11/2004 30/04/2010 4,8760 29.000 58,5000 BLOOMBERG CALLABLE A3 Ν/Α A- EFG PRIVATE ΒΑΝΚ 17/12/03-13 FRN FLOATING EFG PRIVATE 17/12/2003 17/12/2013 5,9640 10.000 99,7059 BLOOMBERG CALLABLE Ν/Α Ν/Α A- BANK SA EFG HELLAS FUNDING 18/3/07 6.75% VARIABLE EFG HELLAS 18/03/2005 18/03/2010 4,4500 19.000 55,0000 COUNTERPAR CALLABLE A2 BBB A- FUNDING LTD VW CREDIT INC,ANNUAL,5.125%,FXD FIXED VW CREDIT INC 19/05/2008 19/05/2011 5,1250 10.000 98,3826 BLOOMBERG -- A3 A- Ν/Α MORGAN STANLEY 6.50% FXD FIXED MORGAN STANLEY 15/04/2008 15/04/2011 6,5000 10.000 75,4197 BLOOMBERG -- A1 A+ AA- ANTHRACITE INV.26/06/08- VARIABLE ANTHRACITE INV 26/06/2008 08/08/2017 0,0000 50.000 72,0700 COUNTERPAR OPTIONAL N/A N/A N/A 08/08/17,7%,VAR IRELAND GAZ CAPITAL 9/12/05-9/12/12,FXD FIXED GAZ CAPITAL SA 09/12/2005 09/12/2012 4,5600 500 83,0685 BLOOMBERG -- A3 BBB BBB LEHMAN 7/4/05-15 VARIABLE LEHMAN 07/04/2005 07/04/2015 2,0360 30.000 30,6600 BLOOMBERG CALLABLE B3 /*- NR CCC BROTHERS TSY BV KPN NV 13/11/07-13/11/12 5% FIXED KONINKLIJKE KPN 13/11/2007 13/11/2012 5,0000 7.500 95,4154 BLOOMBERG -- Baa2 BBB+ BBB+ NV HUNGARY GOVT HGB 4/10/06-24/2/2017 6.75% FIXED HUNGARY GOVERNMENT 04/10/2006 24/02/2017 6,7500 5.000.000 90,7110 BLOOMBERG -- A2 BBB+ A- BOND UBS SAMSUNG 20/7/06-9 0,25% ZERO UBS AG JERSEY 20/07/2006 20/07/2009 0,0000 3.500 96,0000 BLOOMBERG CONVERTIBLE Aa2 AA- Ν/Α COUPON BRANCH PUBLIC POWER 12/3/99-09 4.5% FIXED PUBLIC POWER 12/03/1999 12/03/2009 4,5000 15.000 99,4199 BLOOMBERG -- A2 BBB+ Ν/Α CORP OTE PLC, FXD 5.375 %,ANNUAL FIXED OTE PLC 12/02/2008 14/02/2011 5,3750 38.000 98,6238 BLOOMBERG -- Baa2 BBB+ BBB PUBLIC POWER CORP 8/11/00-10 FXD FIXED PUBLIC PWR CORP 08/11/2000 08/11/2010 6,2500 30.000 100,5833 BLOOMBERG -- Ν/Α BBB+ Ν/Α 6.25% EFG Α.Ε. ΙΑΧΕΙΡΙΣEΩΣ ΑΜΟΙΒΑΙΩΝ ΚΕΦΑΛΑΙΩΝ ΣΤΑ ΙΟΥ 10-105 64 ΑΘΗΝΑ ΟΥ:1159 ΦΑΕΕ ΑΘΗΝΩΝ ΓΕΩΡΓΙΟΣ ΣΑΜΣ ΟΙΚΟΝΟΜΙΚΟΣ ΙΕΥΘΥΝΤΗΣ ΦΛΩΡΕΝΤΙΑ ΑΝΑΓΝΩΣΤΟΥ ΠΡΟΙΣΤΑΜΕΝΗ ΛΟΓΙΣΤΗΡΙΟΥ