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equities and Net Paying Securities) against the payment of the purchase price by Buyer to Seller, with a simultaneous agreement by Buyer to sell to Seller Securities equivalent to such Securities at a date certain or on demand against the payment of the repurchase price by Seller to Buyer. (b) Each such transac
shall not describe the Purchased Securities: (iii) shall specify as the Purchase Price the consideration to be input in respect of the delivery of the Purchased Securities through CREST; (iv) shall specify the pricing rate for that DBV Transaction. (c) The Purchased Securities under a DBV Transaction shall be such Securities (whi
equities and Net Paying Securities) against the payment of the purchase price by Buyer to Seller, with a simultaneous agreement by Buyer to sell to Seller Securities equivalent to such Securities at a date certain or on demand against the payment of the repurchase price by Seller to Buyer. (b) Each such transac
shall not describe the Purchased Securities; (iii) shall specify as the Purchase Price the consideration to be input in respect of the delivery of the Purchased Securities through CREST; (el (iv) shall specify the pricing rate for that DBV Transaction. The Purchased Securities under a DBV Transaction shall be such Securities (whi
equities and Net Paying Securities) against the payment of the purchase price by Buyer to Seller, with a simultaneous agreement by Buyer to sell to Seller Securities equivalent to such Securities at a date certain or on demand against the payment of the repurchase price by Seller to Buyer. (b) Each such transac
shall not describe the Purchased Securities; (iii) shall specify as the Purchase Price the consideration to be input in respect of the delivery of the Purchased Securities through CREST: (iv) shall specify the pricing rate for that DBV Transaction. (c) The Purchased Securities under a DBV Transaction shall be such Securities (whi
equities and Net Paying Securities) against the payment of the purchase price by Buyer to Seller, with a simultaneous agreement by Buyer to sell to Seller Securities equivalent to such Securities at a date certain or on demand against the payment of the repurchase price by Seller to Buyer. Each such transaction
ll not describe the Purchased Securities; (c) (iii) shall specify r the Purchase Price the consideration to he input in respect of the delivery of the Purchased Securities through CREST: (iv) shall specify the pricing rate for that INIV Transaction. The Purchased Securities under a DBV Transaction shall be such Securities (which m
Entities connected to both Seller Securities and the Purchased Securities through CREST

Zurich
LOCATIONCREST an Event of Default
ORGANIZATIONTransactions involving Net Paying Securities
ORGANIZATIONThe Bond Market Association
ORGANIZATIONthe Securities and Exchange Commission
ORGANIZATIONAccrued Interest
ORGANIZATION
Prince Andrew
PERSON
United States
LOCATION
Frankfurt
LOCATIONSecurities or Margin Securities
ORGANIZATIONthe Equivalent Securities and New Purchased Securities
ORGANIZATIONthe Default Market Value
ORGANIZATIONDeliverable Securities or
ORGANIZATIONthe Appropriate Market
ORGANIZATIONSecurities and Equivalent Securities
ORGANIZATIONthe Agency Annex
ORGANIZATIONthe Gilts Annex
ORGANIZATIONthe U.S. Federal Funds
ORGANIZATIONGlobal Finance
ORGANIZATIONMoney Markets Repo
ORGANIZATION