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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
d New Purchased Securities concerned. (c) A Transaction which is varied under subparagraph (a) above shall thereafter continue in effect as though the Purchased Securities under that Transaction consisted of or included the New Purchased Securities instead of the Securities in respect of which Equivalent Securities have been transferred to
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
d New Purchased Securities concerned. (c) A Transaction which is varied under subparagraph (a) above shall thereafter continue in effect as though the Purchased Securities under that Transaction consisted of or included the New Purchased Securities instead of the Securities in respect of which Equivalent Securities have been transferred to
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
d New Purchased Securities concerned. (c) A Transaction which is varied under subparagraph (a) above shall thereafter continue in effect as though the Purchased Securities under that Transaction consisted of or included the New Purchased Securities instead of the Securities in respect of which Equivalent Securities have been transferred to
Entities connected to both the Bank of England and the Purchased Securities under that Transaction

Frankfurt
LOCATION
United States
LOCATION
Bloomberg L.P.
ORGANIZATIONthe Gilts Annex
ORGANIZATIONBond Annex
PERSONthe Equivalent Margin Securities
ORGANIZATIONthe Agency Annex
ORGANIZATIONthe Equivalent Securities and New Purchased Securities
ORGANIZATIONParty A
ORGANIZATION
Zurich
LOCATIONthe Securities and Exchange Commission
ORGANIZATION
Jeffrey Epstein
PERSONLegal Department
ORGANIZATIONMorgan Guaranty Trust Company of New York
ORGANIZATION
FDIC
ORGANIZATIONCREST an Event of Default
ORGANIZATION
Barclays
ORGANIZATIONDeutsche Bank AG London
ORGANIZATIONthe Courts of England
ORGANIZATIONTransaction Buyer
ORGANIZATION