GovPx Daily Treasury Report



As of : 2:45 PM, Friday, July 18, 2008 ET
GOVPX COMPOSITE PAGE
ISSUE MAT BID OFFER YIELDS BID CHG
______ ______ ______ ______ ______ ______
1M 814 1.265 /255 1.284/273 UNCH
3M O16 1.455 /445 1.480/470 +070
3MW O23 1.52 /50 1.547/527 +080
6M 115 1.865 /82 1.909/862 +030
6MW 122 1.92 /90 1.966/945 +030
2Y 610 100.15 /156 2.625/613 -086
5Y 613 99.276 /28+ 3.404/399 -192
10Y 518 98.09+ /10+ 4.087/083 -244
30Y 238 95.13 /14 4.663/661 -274
The accompanying data, information and/or analysis (the “Information”) is strictly confidential, belongs to, and is the intellectual property of, ICAP and/or its respective licensors. The Information is intended solely for the use of the person to whom it has been supplied by ICAP and solely for the recipients’ internal purposes. Unauthorized disclosure, resale, copying or distribution of the Information is strictly prohibited and the recipient of the Information shall not redistribute or disclose any part of the Information in any form to any third party without ICAP’s prior written consent.

The Information is not intended to be relied upon as authoritative or taken in substitution for the exercise of judgment. The Information is not, and should not be construed as, an offer, bid or solicitation in relation to any financial instrument. The Information is obtained from sources believed to be reliable and may also be based on opinions, estimates, projections and extrapolations constituting ICAP’s judgment as at the time of its preparation and/or date of sending (which shall be subject to change without prior notice). However, ICAP cannot guarantee, and expressly disclaims any liability for, and makes no representation or warranties, whether express or implied, as to the Information’s currency, accuracy, timeliness, completeness or fitness for any particular purpose. ICAP can accept no liability whatsoever for any loss (including, but not limited to any direct, indirect or consequential loss, whether or not such loss is foreseeable and whether or not ICAP has been apprised of the use to which the Information will be put) howsoever arising from the Information’s use, the timeliness of its delivery or its failure to be delivered at all.

References in this Disclaimer to ‘ICAP’ are references to ICAP plc and/or its relevant subsidiary or subsidiaries.

Certain companies within the ICAP plc group are authorized and regulated by the Financial Services Authority, the Securities and Exchange Commission, the NASD and/or other regulatory bodies. Please visit www.icap.com for further information.