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Confirmation. With respect to Transactions over gilt-edged securities, the pricing source shall be the latest available GEMM's prices published by the Bank of England. (i) Paragraph 2(tr). Spot Rate to be as set forth in paragraph 2(rr). (j) Paragraph 3(b). Both Seller and Buyer to deliver Confirmation. CONFID
in Securities. If the other party agrees to the request. the exchange shall be effected, subject to paragraph 6(d), by the simultaneous transfer of the Equivalent Margin Securities and new Margin Securities concerned. Where either or both of such transfers is or are effected through a settlement system in circumstances which u
Confirmation. With respect to Transactions over gilt-edged securities, the pricing source shall be the latest available GEMM's prices published by the Bank of England. i) Paragraph 2(r). Spot Rate to be as set forth in paragraph 2(n). Paragraph 3(b). Both Seller and Buyer to deliver Confirmation. 19 Confidenti
in Securities. If the other party agrees to the request, the exchange shall be effected, subject to paragraph 6(d). by the simultaneous transfer of the Equivalent Margin Securities and new Margin Securities concerned. Where either or both of such transfers is or are effected through a settlement system in circumstances which u
Confirmation. With respect to Transactions over gilt-edged securities, the pricing source shall be the latest available GEMM's prices published by the Bank of England. Spot Rate to be as set forth in paragraph 2(n). (j) Paragraph 3(b). Both Seller and Buyer to deliver Confirmation. 19 CONFIDENTIAL — PURSUANT T
in Securities. If the other party agrees to the request. the exchange shall be effected, subject to paragraph 6(d), by the simultaneous transfer of the Equivalent Margin Securities and new Margin Securities concerned. Where either or both of such transfers is or are effected through a settlement system in circumstances which u
t Confirmation. With itapeel to Transactions over gilt-edged securities, the pricing source shall be the latest available GUAM prices published by the Bank of England. Paragraph 2(n). Spot Rate to be as set forth in paragraph 2(n.). Paragraph 3(b). Both Seller and Buyer to deliver Confirmation. 19 Confidential
in Securities. if the other party agrees to the request, the exchange shall be effected, subject to paragraph 6(d), by the simultaneous transfer of the Equivalent Margin Securities and new Margin Securities concerned. Where either or both of such transfers is or are effected through a settlement system in circumstances which u
Confirmation. With respect to Transactions over gilt-edged securities, the pricing source shall be the latest available GEMM's prices published by the Bank of England. (i) Paragraph 2(rr). Spot Rate to be as set forth in paragraph 2(rr). (j) Paragraph 3(b). Both Seller and Buyer to deliver Confirmation. (k
in Securities. If the other party agrees to the request, the exchange shall be effected, subject to paragraph 6(d), by the simultaneous transfer of the Equivalent Margin Securities and new Margin Securities concerned. Where either or both of such transfers is or are effected through a settlement system in circumstances which u
Entities connected to both the Bank of England and the Equivalent Margin Securities

Frankfurt
LOCATION
United States
LOCATION
Bloomberg L.P.
ORGANIZATIONBond Annex
PERSONthe Gilts Annex
ORGANIZATIONthe Agency Annex
ORGANIZATIONthe Equivalent Securities and New Purchased Securities
ORGANIZATIONthe Purchased Securities under that Transaction
ORGANIZATIONParty A
ORGANIZATIONthe Securities and Exchange Commission
ORGANIZATION
Zurich
LOCATIONMorgan Guaranty Trust Company of New York
ORGANIZATION
FDIC
ORGANIZATIONCREST an Event of Default
ORGANIZATION
Barclays
ORGANIZATIONDeutsche Bank AG London
ORGANIZATIONthe Courts of England
ORGANIZATIONNon-Reliance
ORGANIZATION
Jeffrey Epstein
PERSONthe Market Value of Equivalent Securities
ORGANIZATION