Yeah they do mate the key is part of the pulley youll be able to tell by slackening the centre bolt on the cam pulley. If it spins freely the key has more than likely broken off
http://www.ebay.co.uk/itm/Nissan-Micra-1-0-Super-Ltd-Edn-/251650818930?pt=Automobiles_UK&hash=item3a978ec372
k10 for £180 :)
@karlj if your still looking for one?