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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
conversion (whether arising under the terms of issue of the Securities or under a conversion offer made after such issue) becomes exercisable before the Termination of the Transaction. 5.2 Seller may, not later than a reasonable period before the latest time for the exercise of the right of conversion, give to Buyer written noti
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
conversion (whether arising under the terms of issue of the Securities or under a conversion offer made after such issue) becomes exercisable before the Termination of the Transaction. 5.2 Seller may, not later than a reasonable period before the latest time for the exercise of the right of conversion, give to Buyer written noti
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
conversion (whether arising under the terms of issue of the Securities or under a conversion offer made after such issue) becomes exercisable before the Termination of the Transaction. 5.2 Seller may. not later than a reasonable period before the latest time for the exercise of the right of conversion, give to Buyer written noti
Entities connected to both Euroclear and the Termination of the Transaction

United States
LOCATIONCedelbank
ORGANIZATIONthe Securities and Exchange Commission
ORGANIZATIONClearstream Banking
ORGANIZATIONEuroclear or Clearstream
ORGANIZATION
Frankfurt
LOCATION
FDIC
ORGANIZATION
Jeffrey Epstein
PERSONEurockar
PERSONDeutsche Bank Securities Inc.
ORGANIZATIONthe Gilts Annex
ORGANIZATIONBond Annex
PERSONGlobal Finance
ORGANIZATIONNon-Reliance
ORGANIZATION
the Bank of England
ORGANIZATIONthe Republic of Italy
LOCATIONCREST an Event of Default
ORGANIZATIONFDICIA
ORGANIZATIONACKNOWLEDEMENTS
ORGANIZATION
Zurich
LOCATION