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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
I. (e) Paragraph I. (0 (g) Paragraph 2(p). (h) Paragraph 2(cc). Agency Transactions may not be effected under this Agreement and accordingly the Agency Annex will not apply. Transactions (including Buy/Sell Back Transactions) in respect of gilt-edged securities (as defined in the Gilts Annex, paragraph 1
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
Annex shall apply to all Transactions in Equities. (c) Paragraph I. Agency Transactions may not be effected under this Agreement and accordingly the Agency Annex will not apply. (d) Paragraph I. Transactions (including Buy/Sell Back Transactions) in respect of gilt-edged securities (as defined in the Gilts
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
(iii) The Equities Annex shall apply to all Transactions in Equities. Agency Transactions may not be effected under this Agreement and accordingly the Agency Annex will not apply. Transactions (including Buy/Sell Back Transactions) in respect of gilt-edged securities (as defined in the Gilts Annex, paragraph 1
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
ities Annex shall apply to all Transactions in Equities. Paragraph I. Agency Transactions may not be effected under this Agreement and accordingly the Agency Annex will not apply. Paragraph I. Transactions (including Buy/Sell Back Transactions) in respect of gilt-edged securities (as defined in the Gilts Anne
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
Annex shall apply to all Transactions in Equities. (c) Paragraph 1. Agency Transactions may not be effected under this Agreement and accordingly the Agency Annex will not apply. (d) Paragraph 1. Transactions (including Buy/Sell Back Transactions) in respect of gilt-edged securities (as defined in the Gilts
Confirmation. With respect to Transactions over gilt-edged securities, the pricing source shall he the latest available (WMM's prices published by the Bank of England. Spot Rate to be as set forth in paragraph 2(n). Both Seller and Buyer to deliver Confirmation. 19 Confidential CONFIDENTIAL - PURSUANT TO FED.
ragraph I. (1) (g) lb) Paragraph 2(cc) Paragraph 1. Paragraph I. Agency Transactions may not be effected under this Agreement and accordingly the Agency Annex will not apply. Transactions (including Buy/Sell Back Transactions) in respect of gilt-edged securities (as defined in the Gilts Annex, paragraph I
Confirmation. With respect to Transactions over gilt-edged securities, the pricing source shall he the latest available (WMM's prices published by the Bank of England. Spot Rate to be as set forth in paragraph 2(n). Both Seller and Buyer to deliver Confirmation. 19 Confidential CONFIDENTIAL - PURSUANT TO FED.
ragraph I. (1) (g) lb) Paragraph 2(cc) Paragraph 1. Paragraph I. Agency Transactions may not be effected under this Agreement and accordingly the Agency Annex will not apply. Transactions (including Buy/Sell Back Transactions) in respect of gilt-edged securities (as defined in the Gilts Annex, paragraph I
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(u). Spot Rate to be as set forth in paragraph 2(rr). (j) Paragraph 3(b). Both Seller and Buyer to deliver Confirmation. 19 4-*
I. (f) Paragraph 2(d). (g) Paragraph 2(P). (h) Paragraph 2(cc). Agency Transactions may not be effected under this Agreement and accordingly the Agency Annex will not apply. Transactions (including Buy/Sell Back Transactions) in respect of gilt-edged securities (as defined in the Gifts Annex, paragraph I
Confirmation. With respect to Transactions over gilt-edged securities, the pricing source shall he the latest available (WMM's prices published by the Bank of England. Spot Rate to be as set forth in paragraph 2(n). Both Seller and Buyer to deliver Confirmation. 19 Confidential CONFIDENTIAL - PURSUANT TO FED.
ragraph I. (1) (g) lb) Paragraph 2(cc) Paragraph 1. Paragraph I. Agency Transactions may not be effected under this Agreement and accordingly the Agency Annex will not apply. Transactions (including Buy/Sell Back Transactions) in respect of gilt-edged securities (as defined in the Gilts Annex, paragraph I
Entities connected to both the Bank of England and the Agency Annex

Frankfurt
LOCATION
Bloomberg L.P.
ORGANIZATIONthe Gilts Annex
ORGANIZATIONBond Annex
PERSON
United States
LOCATIONParty A
ORGANIZATION
Patty
PERSON
Zurich
LOCATIONthe Securities and Exchange Commission
ORGANIZATIONDeutsche Bank Securities Inc.
ORGANIZATIONthe Appropriate Market
ORGANIZATIONLegal Department
ORGANIZATIONMorgan Guaranty Trust Company of New York
ORGANIZATION
FDIC
ORGANIZATIONthe DBV Transaction
ORGANIZATION
Barclays
ORGANIZATIONDeutsche Bank AG London
ORGANIZATIONthe Courts of England
ORGANIZATIONNon-Reliance
ORGANIZATIONCREST an Event of Default
ORGANIZATION