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icated in Annex I hereto; (e) "Business Day" - (i) in relation to the settlement of any Transaction which is to be settled through Clearstream or Euroclear, a day on which Clearstream or, as the case may be, Euroclear is open to settle business in the currency in which the Purchase Price and the Repurch
T has been terminated or suspended then, unless before the latest time for delivery of such Equivalent Securities under the rules and procedures of CREST an Event of Default has occurred under paragraph 10 of the Agreement in respect of either party, such non-delivery shall be deemed to constitute - (i) where Buyer's m
indicated in Annex I hereto; (e) "Business Day" - in relation to the settlement of any Transaction which is to be settled through Clearstream or Euroclear, a day on which Clearstream or. as the case may be, Euroclear is open to settle business in the currency in which the Purchase Price and the Repurch
T has been terminated or suspended then, unless before the latest time for delivery of such Equivalent Securities under the rules and procedures of CREST an Event of Default has occurred under paragraph 10 of the Agreement in respect of either party, such non-delivery shall be deemed to constitute - (i) where Buyer's m
in Annex I hereto: (e) "Business Day- - (iv) (i) in relation to the settlement of any Transaction which is to be settled through Clearsueam or Euroclear. a day on which Clearstream or, as the case may he, Eurnclear is open to settle business in the currency in which the Purchase Price and the Repurch
T has been terminated or suspended then. unless before the latest time fur delivery of such Equivalent Securities under the rules and procedures of CREST an Event of Default has occurred under paragraph 10 of the Agreement in respect of either party. such non-delivery shall be deemed to constitute - (i) where Buyer's m
on to the settlement of any Transaction which is to be settled through Clearstream or Euroclear, a day on which Clearstream or, as the case may be, Euroclear is open to settle business in the currency in which the Purchase Price and the Repurchase Price are denominated; in relation to the settlement of a
T has been terminated or suspended then, unless before the latest time for delivery of such Equivalent Securities under the rules and procedures of CREST an Event of Default has occurred under paragraph 10 of the Agreement in respect of either party, such non-delivery shall be deemed to constitute - (i) where Buyer's
Entities connected to both Euroclear and CREST an Event of Default

United States
LOCATIONthe Securities and Exchange Commission
ORGANIZATIONCedelbank
ORGANIZATIONthe Purchased Securities through CREST
ORGANIZATIONEuroclear or Clearstream
ORGANIZATIONClearstream Banking
ORGANIZATIONDeutsche Bank Securities Inc.
ORGANIZATION
Frankfurt
LOCATION
FDIC
ORGANIZATIONthe Gilts Annex
ORGANIZATIONDeutsche Bank AG London
ORGANIZATIONGlobal Finance
ORGANIZATIONthe Courts of England
ORGANIZATIONEurockar
PERSONNon-Reliance
ORGANIZATION
Zurich
LOCATIONDomestic Purchased Securities to Buyer
ORGANIZATION
the Bank of England
ORGANIZATIONFDICIA
ORGANIZATIONACKNOWLEDEMENTS
ORGANIZATION