Arbitrage
Volatility
| Period | Value | Contract | Price |
| SPOT | 07-Aug-2010 | GBP*USD/FX | 10.0000000000000 |
| 3M | 10-Aug-2010 | GBP*USD/FX | 10.0000000000000 |
| 1M | 08-Sep-2010 | GBP*USD/FX | 10.0000000000000 |
| 9M | 04-Aug-2011 | GBP*USD/FX | 10.0000000000000 |
| 1Y | 07-Aug-2011 | GBP*USD/FX | 10.0000000000000 |
| 6M | 01-Oct-2011 | GBP*USD/FX | 10.0000000000000 |
| 2Y | 07-Sep-2012 | GBP*USD/FX | 10.0000000000000 |
Yield
| Period | Value | Contract | Price |
| SPOT | 08-Jul-2010 | USD/PMT | 3.0625000000000 |
| 1M | 09-Aug-2010 | USD/PMT | 3.1250000000000 |
| 3M | 08-Oct-2010 | USD/PMT | 3.5000000000000 |
| 6M | 10-Jan-2011 | USD/PMT | 3.6250000000000 |
| 9M | 08-Apr-2011 | USD/PMT | 3.7500000000000 |
| 1Y | 08-Jul-2011 | USD/PMT | 3.8125000000000 |
| 2Y | 09-Jul-2012 | USD/PMT | 3.9375000000000 |
Forex
| Period | Value | Contract | Price |
| SPOT | 08-Jul-2010 | GBP*USD/FX | 1.5100000000000 |
| 1M | 09-Aug-2010 | GBP*USD/FX | 1.5085794232192 |
| 3M | 08-Oct-2010 | GBP*USD/FX | 1.5061030118331 |
| 6M | 10-Jan-2011 | GBP*USD/FX | 1.5023004109087 |
| 9M | 08-Apr-2011 | GBP*USD/FX | 1.4988301037227 |
| 1Y | 08-Jul-2011 | GBP*USD/FX | 1.5045332092980 |
| 2Y | 09-Jul-2012 | GBP*USD/FX | 1.4808065818028 |
RiskFree
| Period | Value | Contract | Price |
| SPOT | 08-Jul-2010 | GBP/PMT | 4.0625000000000 |
| 1M | 09-Aug-2010 | GBP/PMT | 4.1250000000000 |
| 3M | 08-Oct-2010 | GBP/PMT | 4.5000000000000 |
| 6M | 10-Jan-2011 | GBP/PMT | 4.6250000000000 |
| 9M | 08-Apr-2011 | GBP/PMT | 4.7500000000000 |
| 1Y | 08-Jul-2011 | GBP/PMT | 4.1825000000000 |
| 2Y | 09-Jul-2012 | GBP/PMT | 4.9375000000000 |