Common use of Illustration Clause in Contracts

Illustration. Illustration only refers to the scenario when the closing leg was already instructed. MT 543 MT 543 CANC MT 541 MT 541 CANC MT 541 + MT 543 MT 543 + MT 541 SELLER SELLGB22 SELLGB22 MT 541 CANC to SUBCXX12 SELLGB22 MT 541 to SUBCXX12 BUYRGB22 MT 543 CANC to SUBCYY34 BUYRGB22 MT 543 to SUBCYY34 :16R:GENL :16R:GENL :16R:GENL :16R:GENL :20C::SEME//REPORATE1 :20C::SEME//REPORATE2 :20C::SEME//REPORATEA :20C::SEME//REPORATEB :23G:CANC :23G:NEWM :23G:CANC :23G:NEWM :16R:LINK :16R:LINK :16R:LINK :16R:LINK :20C::PREV//REPOINSTR123 :20C::PREV//REPOINSTR123 :20C::PREV//REPOINSTR456 :20C::PREV//REPOINSTR456 :16S:LINK :16S:LINK :16S: LINK :16S: LINK :16S:GENL :16S:GENL :16S:GENL :16S:GENL :16R:TRADDET :16R:TRADDET :16R:TRADDET :16R:TRADDET :98A::TRAD//20030305 :98A::TRAD//20030305 :98A::TRAD//20030305 :98A::TRAD//20030305 :98A::SETT//20030415 :98A::SETT//20030415 :98A::SETT//20030415 :98A::SETT//20030415 :35B:ISIN XX0000294034 :35B:ISIN XX0000294034 :35B:ISIN XX0000294034 :35B:ISIN XX0000294034 :16S:TRADDET :16S:TRADDET :16S:TRADDET :16S:TRADDET :16R:FIAC :16R:FIAC :16R:FIAC :16R:FIAC :36B::SETT//FAMT/100050000, :36B::SETT//FAMT/100050000, :36B::SETT//FAMT/100050000, :36B::SETT//FAMT/100050000, :97A::SAFE//111111111 :97A::SAFE//111111111 :97A::SAFE//333333333 :97A::SAFE//333333333 :16S:FIAC :16S:FIAC :16S:FIAC :16S:FIAC :16R:REPO :16R:REPO :16R:REPO :16R:REPO :98A::TERM//20030415 :98A::TERM//20030415 :98A::TERM//20030415 :98A::TERM//20030415 :20C::REPO//REPO12345 :20C::REPO//REPO12345 :20C::REPO//REPO12345 :20C::REPO//REPO12345 :92A::REPO//5,15 :92A::REPO//6, :92A::REPO//5,15 :92A::REPO//6, :22F::MICO//A005 :22F::MICO//A005 :22F::MICO//A005 :22F::MICO//A005 :16S:REPO :16S:REPO :16S:REPO :16S:REPO :16R:SETDET :16R:SETDET :16R:SETDET :16R:SETDET :22F::SETR//REPU :22F::SETR//REPU :22F::SETR//RVPO :22F::SETR//RVPO :22F::REPT//RATE :22F::REPT//RATE :22F::REPT//RATE :22F::REPT//RATE :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :95P::BUYR//BUYRGB22 :95P::SELL//SELLGB22 :95P::SELL//SELLGB22 :95P::SELL//SELLGB22 :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :95P::REAG//SUBCYY34 :95P::DEAG//SUBCXX12 :95P::DEAG//SUBCXX12 :95P::DEAG//SUBCXX12 :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :95P::PSET//NCSDXX21 :95P::PSET//NCSDXX21 :95P::PSET//NCSDXX21 :95P::PSET//NCSDXX21 :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16R:AMT :16R:AMT :16R:AMT :16R:AMT :19A::SETT//EUR9900000, :19A::SETT//EUR9900000, :19A::SETT//EUR9900000, :19A::SETT//EUR9900000, :16S:AMT :16S:AMT :16S:AMT :16S:AMT :16S:SETDET :16S:SETDET :16S:SETDET :16S:SETDET

Illustration. Illustration only refers to the a scenario when the closing leg was already instructed. MT 543 MT 543 CANC MT 541 MT 541 CANC MT 541 + MT 543 MT 543 + MT 541 SELLER SELLGB22 s from SR 2006. 2 A SELLGB22 MT 541 CANC to SUBCXX12 SELLGB22 MT 541 to 54C1 tSo D SUBCXX12 BUYRGB22 MT 543 CANC to SUBCYY34 BUYRGB22 MT 543 to SUBCYY34 :16R:GENL :16R:GENL :16RNCSDXX 2:116R:GENL :16R:GENL :20C::SEME//REPORATE1 20C::SEME//REPOCALL1 :20C::SEME//REPORATE2 20C::SEME//REPOCALL2 :20C::SEME//REPORATEA 20C::SEME//REPOCALLA :20C::SEME//REPORATEB 20C::SEME//REPOCALLB :23G:CANC :23G:NEWM :23G:CANC :23G:NEWM :16R:LINK :16R:LINK :16R:LINK :16R:LINK :20C::PREV//REPOINSTR123 :20C::PREV//REPOINSTR123 :20C::PREV//REPOINSTR456 :20C::PREV//REPOINSTR456 :16S:LINK :16S:LINK :16S: LINK :16S: LINK :16S:GENL :16S:GENL :16S:GENL :16S:GENL :16R:TRADDET :16R:TRADDET :16R:TRADDET :16R:TRADDET :98A::TRAD//20030305 :98A::TRAD//20030305 :98A::TRAD//20030305 :98A::TRAD//20030305 :98A::SETT//20030415 98A::SETT//20030315 :98A::SETT//20030415 98A::SETT//20030329 :98A::SETT//20030415 98A::SETT//20030315 :98A::SETT//20030415 98A::SETT//20030329 :35B:ISIN XX0000294034 :35B:ISIN XX0000294034 :35B:ISIN XX0000294034 :35B:ISIN XX0000294034 :16S:TRADDET :16S:TRADDET :16S:TRADDET :16S:TRADDET :16R:FIAC :16R:FIAC :16R:FIAC :16R:FIAC :36B::SETT//FAMT/100050000, :36B::SETT//FAMT/100050000, :36B::SETT//FAMT/100050000, :36B::SETT//FAMT/100050000, :97A::SAFE//111111111 :97A::SAFE//111111111 :97A::SAFE//333333333 :97A::SAFE//333333333 :16S:FIAC :16S:FIAC :16S:FIAC :16S:FIAC :16R:REPO :16R:REPO :16R:REPO :16R:REPO :98A::TERM//20030415 :98A::TERM//20030415 98A::TERM//20030329 :98A::TERM//20030415 :98A::TERM//20030415 98A::TERM//20030329 :20C::REPO//REPO12345 :20C::REPO//REPO12345 :20C::REPO//REPO12345 :20C::REPO//REPO12345 :92A::REPO//5,15 :92A::REPO//619A::TRTE//EUR9910780, :92A::REPO//5,15 :92A::REPO//619A::TRTE//EUR9920000, :22F::MICO//A005 19A::TRTE//EUR9910780, :22F::MICO//A005 :22F::MICO//A005 :22F::MICO//A005 19A::TRTE//EUR9920000, :16S:REPO :16S:REPO :16S:REPO :16S:REPO :16R:SETDET :16R:SETDET :16R:SETDET :16R:SETDET :22F::SETR//REPU :22F::SETR//REPU :22F::SETR//RVPO :22F::SETR//RVPO :22F::REPT//RATE 22F::REPT//CALL :22F::REPT//RATE 22F::REPT//CALL3 :22F::REPT//RATE 22F::REPT//CALL :22F::REPT//RATE 22F::REPT//CALL :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :95P::BUYR//BUYRGB22 :95P::SELL//SELLGB22 :95P::SELL//SELLGB22 :95P::SELL//SELLGB22 :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :95P::REAG//SUBCYY34 :95P::DEAG//SUBCXX12 :95P::DEAG//SUBCXX12 :95P::DEAG//SUBCXX12 :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :95P::PSET//NCSDXX21 :95P::PSET//NCSDXX21 :95P::PSET//NCSDXX21 :95P::PSET//NCSDXX21 :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16R:AMT :16R:AMT :16R:AMT :16R:AMT :19A::SETT//EUR990000019A::SETT//EUR9910780, :19A::SETT//EUR990000019A::SETT//EUR9920000, :19A::SETT//EUR990000019A::SETT//EUR9910780, :19A::SETT//EUR990000019A::SETT//EUR9920000, :16S:AMT :16S:AMT :16S:AMT :16S:AMT :16S:SETDET :16S:SETDET :16S:SETDET :16S:SETDETSETDET MT 541 CANC MT 543 MT 543 CANC MT 541 MT 541 + MT 543 MT 543 + MT 541 3 SR 2006

Illustration. Illustration only refers to the scenario when the closing leg was already instructed. SELLER SELLGB22 MT 543 MT 543 CANC + MT 541 MT 541 CANC MT 541 MT 541 + MT 543 MT 543 + CANC MT 541 SELLER SELLGB22 543 SELLGB22 MT 541 CANC to SUBCXX12 SELLGB22 MT 541 to SUBCXX12 SUBCXX12 BUYRGB22 MT 543 CANC to SUBCYY34 BUYRGB22 MT 543 to SUBCYY34 SUBCYY34 :16R:GENL :16R:GENL :16R:GENL :16R:GENL :20C::SEME//REPORATE1 :20C::SEME//REPORATE2 :20C::SEME//REPORATEA :20C::SEME//REPORATEB :23G:CANC :23G:NEWM :23G:CANC :23G:NEWM :16R:LINK :16R:LINK :16R:LINK :16R:LINK :20C::PREV//REPOINSTR123 :20C::PREV//REPOINSTR123 :20C::PREV//REPOINSTR456 :20C::PREV//REPOINSTR456 :16S:LINK :16S:LINK :16S: LINK :16S: LINK :16S:GENL :16S:GENL :16S:GENL :16S:GENL :16R:TRADDET :16R:TRADDET :16R:TRADDET :16R:TRADDET :98A::TRAD//20030305 :98A::TRAD//20030305 :98A::TRAD//20030305 :98A::TRAD//20030305 :98A::SETT//20030415 :98A::SETT//20030415 :98A::SETT//20030415 :98A::SETT//20030415 :35B:ISIN XX0000294034 :35B:ISIN XX0000294034 :35B:ISIN XX0000294034 :35B:ISIN XX0000294034 :16S:TRADDET :16S:TRADDET :16S:TRADDET :16S:TRADDET :16R:FIAC :16R:FIAC :16R:FIAC :16R:FIAC :36B::SETT//FAMT/100050000, :36B::SETT//FAMT/100050000, :36B::SETT//FAMT/100050000, :36B::SETT//FAMT/100050000, :97A::SAFE//111111111 :97A::SAFE//111111111 :97A::SAFE//333333333 :97A::SAFE//333333333 :16S:FIAC :16S:FIAC :16S:FIAC :16S:FIAC :16R:REPO :16R:REPO :16R:REPO :16R:REPO :98A::TERM//20030415 :98A::TERM//20030415 :98A::TERM//20030415 :98A::TERM//20030415 :20C::REPO//REPO12345 :20C::REPO//REPO12345 :20C::REPO//REPO12345 :20C::REPO//REPO12345 :92A::REPO//5,15 :92A::REPO//6, :92A::REPO//5,15 :92A::REPO//6, :22F::MICO//A005 :22F::MICO//A005 :22F::MICO//A005 :22F::MICO//A005 :16S:REPO :16S:REPO :16S:REPO :16S:REPO :16R:SETDET :16R:SETDET :16R:SETDET :16R:SETDET :22F::SETR//REPU :22F::SETR//REPU :22F::SETR//RVPO :22F::SETR//RVPO :22F::REPT//RATE :22F::REPT//RATE :22F::REPT//RATE :22F::REPT//RATE :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :95P::BUYR//BUYRGB22 :95P::SELL//SELLGB22 :95P::SELL//SELLGB22 :95P::SELL//SELLGB22 :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :95P::REAG//SUBCYY34 :95P::DEAG//SUBCXX12 :95P::DEAG//SUBCXX12 :95P::DEAG//SUBCXX12 :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :95P::PSET//NCSDXX21 :95P::PSET//NCSDXX21 :95P::PSET//NCSDXX21 :95P::PSET//NCSDXX21 :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16R:AMT :16R:AMT :16R:AMT :16R:AMT :19A::SETT//EUR9900000, :19A::SETT//EUR9900000, :19A::SETT//EUR9900000, :19A::SETT//EUR9900000, :16S:AMT :16S:AMT :16S:AMT :16S:AMT :16S:SETDET :16S:SETDET :16S:SETDET :16S:SETDET D. Repo Rollover:

Illustration. Illustration only refers to the a scenario when the closing leg was already instructed. MT 543 MT 543 CANC MT 541 MT 541 CANC MT 541 + MT 543 MT 543 + MT 541 SELLER SELLGB22 s from SR 2006. 2 A SELLGB22 MT 541 CANC to SUBCXX12 SELLGB22 MT 541 to 54C1 tSo D SUBCXX12 BUYRGB22 MT 543 CANC to SUBCYY34 BUYRGB22 MT 543 to SUBCYY34 :16R:GENL :16R:GENL :16RNCSDXX 2:116R:GENL :16R:GENL :20C::SEME//REPORATE1 20C::SEME//REPOCALL1 :20C::SEME//REPORATE2 20C::SEME//REPOCALL2 :20C::SEME//REPORATEA 20C::SEME//REPOCALLA :20C::SEME//REPORATEB 20C::SEME//REPOCALLB :23G:CANC :23G:NEWM :23G:CANC :23G:NEWM :16R:LINK :16R:LINK :16R:LINK :16R:LINK :20C::PREV//REPOINSTR123 :20C::PREV//REPOINSTR123 :20C::PREV//REPOINSTR456 :20C::PREV//REPOINSTR456 :16S:LINK :16S:LINK :16S: LINK :16S: LINK :16S:GENL :16S:GENL :16S:GENL :16S:GENL :16R:TRADDET :16R:TRADDET :16R:TRADDET :16R:TRADDET :98A::TRAD//20030305 :98A::TRAD//20030305 :98A::TRAD//20030305 :98A::TRAD//20030305 :98A::SETT//20030415 98A::SETT//20030315 :98A::SETT//20030415 98A::SETT//20030329 :98A::SETT//20030415 98A::SETT//20030315 :98A::SETT//20030415 98A::SETT//20030329 :35B:ISIN XX0000294034 :35B:ISIN XX0000294034 :35B:ISIN XX0000294034 :35B:ISIN XX0000294034 :16S:TRADDET :16S:TRADDET :16S:TRADDET :16S:TRADDET :16R:FIAC :16R:FIAC :16R:FIAC :16R:FIAC :36B::SETT//FAMT/100050000, :36B::SETT//FAMT/100050000, :36B::SETT//FAMT/100050000, :36B::SETT//FAMT/100050000, :97A::SAFE//111111111 :97A::SAFE//111111111 :97A::SAFE//333333333 :97A::SAFE//333333333 :16S:FIAC :16S:FIAC :16S:FIAC :16S:FIAC :16R:REPO :16R:REPO :16R:REPO :16R:REPO :98A::TERM//20030415 :98A::TERM//20030415 98A::TERM//20030329 :98A::TERM//20030415 :98A::TERM//20030415 98A::TERM//20030329 :20C::REPO//REPO12345 :20C::REPO//REPO12345 :20C::REPO//REPO12345 :20C::REPO//REPO12345 :92A::REPO//5,15 :92A::REPO//619A::TRTE//EUR9910780, :92A::REPO//5,15 :92A::REPO//619A::TRTE//EUR9920000, :22F::MICO//A005 19A::TRTE//EUR9910780, :22F::MICO//A005 :22F::MICO//A005 :22F::MICO//A005 19A::TRTE//EUR9920000, :16S:REPO :16S:REPO :16S:REPO :16S:REPO :16R:SETDET :16R:SETDET :16R:SETDET :16R:SETDET :22F::SETR//REPU :22F::SETR//REPU :22F::SETR//RVPO :22F::SETR//RVPO :22F::REPT//RATE 22F::REPT//CALL :22F::REPT//RATE 22F::REPT//CALL3 :22F::REPT//RATE 22F::REPT//CALL :22F::REPT//RATE 22F::REPT//CALL :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :95P::BUYR//BUYRGB22 :95P::SELL//SELLGB22 :95P::SELL//SELLGB22 :95P::SELL//SELLGB22 :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :95P::REAG//SUBCYY34 :95P::DEAG//SUBCXX12 :95P::DEAG//SUBCXX12 :95P::DEAG//SUBCXX12 :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :95P::PSET//NCSDXX21 :95P::PSET//NCSDXX21 :95P::PSET//NCSDXX21 :95P::PSET//NCSDXX21 :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16R:AMT :16R:AMT :16R:AMT :16R:AMT :19A::SETT//EUR990000019A::SETT//EUR9910780, :19A::SETT//EUR990000019A::SETT//EUR9920000, :19A::SETT//EUR990000019A::SETT//EUR9910780, :19A::SETT//EUR990000019A::SETT//EUR9920000, :16S:AMT :16S:AMT :16S:AMT :16S:AMT :16S:SETDET :16S:SETDET :16S:SETDET :16S:SETDETSETDET MT 543 MT 543 CANC MT 541 MT 541 CANC MT 541 + MT 543 MT 543 + MT 541 3 SR 2006

Illustration. ‌ Illustration only refers to the a scenario when the closing leg was already instructed. SELLER SELLGB22 s from SR 2006. 2 A MT 541 + MT 543 MT 543 CANC MT 541 MT 541 CANC MT 541 + MT 543 MT 543 + MT 541 SELLER SELLGB22 MT 543 CANC MT 543 SELLGB22 MT 541 CANC to SUBCXX12 SELLGB22 MT 541 to 54C1 tSo D SUBCXX12 BUYRGB22 MT 543 CANC to SUBCYY34 BUYRGB22 MT 543 to SUBCYY34 :16R:GENL :16R:GENL :16RNCSDXX 2:116R:GENL :16R:GENL :20C::SEME//REPORATE1 20C::SEME//REPOCALL1 :20C::SEME//REPORATE2 20C::SEME//REPOCALL2 :20C::SEME//REPORATEA 20C::SEME//REPOCALLA :20C::SEME//REPORATEB 20C::SEME//REPOCALLB :23G:CANC :23G:NEWM :23G:CANC :23G:NEWM :16R:LINK :16R:LINK :16R:LINK :16R:LINK :20C::PREV//REPOINSTR123 :20C::PREV//REPOINSTR123 :20C::PREV//REPOINSTR456 :20C::PREV//REPOINSTR456 :16S:LINK :16S:LINK :16S: LINK :16S: LINK :16S:GENL :16S:GENL :16S:GENL :16S:GENL :16R:TRADDET :16R:TRADDET :16R:TRADDET :16R:TRADDET :98A::TRAD//20030305 :98A::TRAD//20030305 :98A::TRAD//20030305 :98A::TRAD//20030305 :98A::SETT//20030415 98A::SETT//20030315 :98A::SETT//20030415 98A::SETT//20030329 :98A::SETT//20030415 98A::SETT//20030315 :98A::SETT//20030415 98A::SETT//20030329 :35B:ISIN XX0000294034 :35B:ISIN XX0000294034 :35B:ISIN XX0000294034 :35B:ISIN XX0000294034 :16S:TRADDET :16S:TRADDET :16S:TRADDET :16S:TRADDET :16R:FIAC :16R:FIAC :16R:FIAC :16R:FIAC :36B::SETT//FAMT/100050000, :36B::SETT//FAMT/100050000, :36B::SETT//FAMT/100050000, :36B::SETT//FAMT/100050000, :97A::SAFE//111111111 :97A::SAFE//111111111 :97A::SAFE//333333333 :97A::SAFE//333333333 :16S:FIAC :16S:FIAC :16S:FIAC :16S:FIAC :16R:REPO :16R:REPO :16R:REPO :16R:REPO :98A::TERM//20030415 :98A::TERM//20030415 98A::TERM//20030329 :98A::TERM//20030415 :98A::TERM//20030415 98A::TERM//20030329 :20C::REPO//REPO12345 :20C::REPO//REPO12345 :20C::REPO//REPO12345 :20C::REPO//REPO12345 :92A::REPO//5,15 :92A::REPO//619A::TRTE//EUR9910780, :92A::REPO//5,15 :92A::REPO//619A::TRTE//EUR9920000, :22F::MICO//A005 19A::TRTE//EUR9910780, :22F::MICO//A005 :22F::MICO//A005 :22F::MICO//A005 19A::TRTE//EUR9920000, :16S:REPO :16S:REPO :16S:REPO :16S:REPO :16R:SETDET :16R:SETDET :16R:SETDET :16R:SETDET :22F::SETR//REPU :22F::SETR//REPU :22F::SETR//RVPO :22F::SETR//RVPO :22F::REPT//RATE 22F::REPT//CALL :22F::REPT//RATE 22F::REPT//CALL3 :22F::REPT//RATE 22F::REPT//CALL :22F::REPT//RATE 22F::REPT//CALL :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :95P::BUYR//BUYRGB22 :95P::SELL//SELLGB22 :95P::SELL//SELLGB22 :95P::SELL//SELLGB22 :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :95P::REAG//SUBCYY34 :95P::DEAG//SUBCXX12 :95P::DEAG//SUBCXX12 :95P::DEAG//SUBCXX12 :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :95P::PSET//NCSDXX21 :95P::PSET//NCSDXX21 :95P::PSET//NCSDXX21 :95P::PSET//NCSDXX21 :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16R:AMT :16R:AMT :16R:AMT :16R:AMT :19A::SETT//EUR990000019A::SETT//EUR9910780, :19A::SETT//EUR990000019A::SETT//EUR9920000, :19A::SETT//EUR990000019A::SETT//EUR9910780, :19A::SETT//EUR990000019A::SETT//EUR9920000, :16S:AMT :16S:AMT :16S:AMT :16S:AMT :16S:SETDET :16S:SETDET :16S:SETDET :16S:SETDETSETDET 3 SR 2006

Illustration. Illustration only refers to the scenario when the closing leg was already instructed. MT 543 MT 543 CANC MT 541 MT 541 CANC MT 541 + MT 543 MT 543 + MT 541 SELLER SELLGB22 Sub-Custodian SUBCXX12 CSD SELLGB22 MT 541 CANC to SUBCXX12 SELLGB22 MT 541 to SUBCXX12 BUYRGB22 MT 543 CANC to SUBCYY34 BUYRGB22 MT 543 to SUBCYY34 :16R:GENL :16R:GENL :16R:GENL :16R:GENL :20C::SEME//REPORATE1 20C::SEME//REPCCANC1 :20C::SEME//REPORATE2 20C::SEME//REPOROLP2 :20C::SEME//REPORATEA 20C::SEME//REPCCANCA :20C::SEME//REPORATEB 20C::SEME//REPOROLPB :23G:CANC :23G:NEWM :23G:CANC :23G:NEWM :16R:LINK :16R:LINK :16R:LINK :16R:LINK :20C::PREV//REPOINSTR123 :20C::PREV//REPOINSTR123 20C::PREV//REPOROLP1 :20C::PREV//REPOINSTR456 :20C::PREV//REPOINSTR456 20C::PREV//REPOROLPA :16S:LINK :16S:LINK :16S: LINK :16S: LINK :16S:GENL :16S:GENL :16S:GENL :16S:GENL :16R:TRADDET :16R:TRADDET :16R:TRADDET :16R:TRADDET :98A::TRAD//20030305 98A::TRAD//20030412 :98A::TRAD//20030305 98A::TRAD//20030512 :98A::TRAD//20030305 98A::TRAD//20030412 :98A::TRAD//20030305 98A::TRAD//20030512 :98A::SETT//20030415 98A::SETT//20030515 :98A::SETT//20030415 98A::SETT//20030615 :98A::SETT//20030415 98A::SETT//20030515 :98A::SETT//20030415 98A::SETT//20030615 :35B:ISIN XX0000294034 :35B:ISIN XX0000294034 :35B:ISIN XX0000294034 :35B:ISIN XX0000294034 :16S:TRADDET :16S:TRADDET :16S:TRADDET :16S:TRADDET :16R:FIAC :16R:FIAC :16R:FIAC :16R:FIAC :36B::SETT//FAMT/100050000, :36B::SETT//FAMT/100050000, :36B::SETT//FAMT/100050000, :36B::SETT//FAMT/100050000, :97A::SAFE//111111111 :97A::SAFE//111111111 :97A::SAFE//333333333 :97A::SAFE//333333333 :16S:FIAC :16S:FIAC :16S:FIAC :16S:FIAC :16R:REPO :16R:REPO :16R:REPO :16R:REPO :98A::TERM//20030415 98A::TERM//20030515 :98A::TERM//20030415 98A::TERM//20030615 :98A::TERM//20030415 98A::TERM//20030515 :98A::TERM//20030415 98A::TERM//20030615 :20C::REPO//REPO12345 20C::REPO//REPO987654 :20C::REPO//REPO12345 20C::REPO//REPO123456 :20C::REPO//REPO12345 20C::REPO//REPO987654 :20C::REPO//REPO12345 20C::REPO//REPO123456 :92A::REPO//5,15 :92A::REPO//619A::TRTE//EUR10010987, :92A::REPO//5,15 :92A::REPO//619A::TRTE//EUR10011898, :22F::MICO//A005 19A::TRTE//EUR10010987, :22F::MICO//A005 :22F::MICO//A005 :22F::MICO//A005 19A::TRTE//EUR10011898, :16S:REPO :16S:REPO :16S:REPO :16S:REPO :16R:SETDET :16R:SETDET :16R:SETDET :16R:SETDET :22F::SETR//REPU :22F::SETR//REPU :22F::SETR//RVPO :22F::SETR//RVPO :22F::REPT//RATE 22F::REPT//PAIR :22F::REPT//RATE 22F::REPT//PAIR :22F::REPT//RATE 22F::REPT//PAIR :22F::REPT//RATE 22F::REPT//PAIR :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :95P::BUYR//BUYRGB22 :95P::SELL//SELLGB22 :95P::SELL//SELLGB22 :95P::SELL//SELLGB22 :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :95P::REAG//SUBCYY34 :95P::DEAG//SUBCXX12 :95P::DEAG//SUBCXX12 :95P::DEAG//SUBCXX12 :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :95P::PSET//NCSDXX21 :95P::PSET//NCSDXX21 :95P::PSET//NCSDXX21 :95P::PSET//NCSDXX21 :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16R:AMT :16R:AMT :16R:AMT :16R:AMT :19A::SETT//EUR990000019A::SETT//EUR10010987, :19A::SETT//EUR990000019A::SETT//EUR10011898, :19A::SETT//EUR990000019A::SETT//EUR10010987, :19A::SETT//EUR990000019A::SETT//EUR10011898, :16S:AMT :16S:AMT :16S:AMT :16S:AMT :16S:SETDET :16S:SETDET :16S:SETDET :16S:SETDET

Illustration. Illustration only refers to the scenario when the closing leg was already instructed. SELLER SELLGB22 MT 543 MT 543 CANC + MT 541 MT 541 CANC MT 541 MT 541 + MT 543 MT 543 + CANC MT 541 SELLER SELLGB22 543 SELLGB22 MT 541 CANC to SUBCXX12 SELLGB22 MT 541 to SUBCXX12 SUBCXX12 BUYRGB22 MT 543 CANC to SUBCYY34 BUYRGB22 MT 543 to SUBCYY34 SUBCYY34 :16R:GENL :16R:GENL :16R:GENL :16R:GENL :20C::SEME//REPORATE1 20C::SEME//REPCCANC1 :20C::SEME//REPORATE2 20C::SEME//REPOROLP2 :20C::SEME//REPORATEA 20C::SEME//REPCCANCA :20C::SEME//REPORATEB 20C::SEME//REPOROLPB :23G:CANC :23G:NEWM :23G:CANC :23G:NEWM :16R:LINK :16R:LINK :16R:LINK :16R:LINK :20C::PREV//REPOINSTR123 :20C::PREV//REPOINSTR123 20C::PREV//REPOROLP1 :20C::PREV//REPOINSTR456 :20C::PREV//REPOINSTR456 20C::PREV//REPOROLPA :16S:LINK :16S:LINK :16S: LINK :16S: LINK :16S:GENL :16S:GENL :16S:GENL :16S:GENL :16R:TRADDET :16R:TRADDET :16R:TRADDET :16R:TRADDET :98A::TRAD//20030305 98A::TRAD//20030412 :98A::TRAD//20030305 98A::TRAD//20030512 :98A::TRAD//20030305 98A::TRAD//20030412 :98A::TRAD//20030305 98A::TRAD//20030512 :98A::SETT//20030415 98A::SETT//20030515 :98A::SETT//20030415 98A::SETT//20030615 :98A::SETT//20030415 98A::SETT//20030515 :98A::SETT//20030415 98A::SETT//20030615 :35B:ISIN XX0000294034 :35B:ISIN XX0000294034 :35B:ISIN XX0000294034 :35B:ISIN XX0000294034 :16S:TRADDET :16S:TRADDET :16S:TRADDET :16S:TRADDET :16R:FIAC :16R:FIAC :16R:FIAC :16R:FIAC :36B::SETT//FAMT/100050000, :36B::SETT//FAMT/100050000, :36B::SETT//FAMT/100050000, :36B::SETT//FAMT/100050000, :97A::SAFE//111111111 :97A::SAFE//111111111 :97A::SAFE//333333333 :97A::SAFE//333333333 :16S:FIAC :16S:FIAC :16S:FIAC :16S:FIAC :16R:REPO :16R:REPO :16R:REPO :16R:REPO :98A::TERM//20030415 98A::TERM//20030515 :98A::TERM//20030415 98A::TERM//20030615 :98A::TERM//20030415 98A::TERM//20030515 :98A::TERM//20030415 98A::TERM//20030615 :20C::REPO//REPO12345 20C::REPO//REPO987654 :20C::REPO//REPO12345 20C::REPO//REPO123456 :20C::REPO//REPO12345 20C::REPO//REPO987654 :20C::REPO//REPO12345 20C::REPO//REPO123456 :92A::REPO//5,15 :92A::REPO//619A::TRTE//EUR10010987, :92A::REPO//5,15 :92A::REPO//619A::TRTE//EUR10011898, :22F::MICO//A005 19A::TRTE//EUR10010987, :22F::MICO//A005 :22F::MICO//A005 :22F::MICO//A005 19A::TRTE//EUR10011898, :16S:REPO :16S:REPO :16S:REPO :16S:REPO :16R:SETDET :16R:SETDET :16R:SETDET :16R:SETDET :22F::SETR//REPU :22F::SETR//REPU :22F::SETR//RVPO :22F::SETR//RVPO :22F::REPT//RATE 22F::REPT//PAIR :22F::REPT//RATE 22F::REPT//PAIR :22F::REPT//RATE 22F::REPT//PAIR :22F::REPT//RATE 22F::REPT//PAIR :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :95P::BUYR//BUYRGB22 :95P::SELL//SELLGB22 :95P::SELL//SELLGB22 :95P::SELL//SELLGB22 :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :95P::REAG//SUBCYY34 :95P::DEAG//SUBCXX12 :95P::DEAG//SUBCXX12 :95P::DEAG//SUBCXX12 :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :95P::PSET//NCSDXX21 :95P::PSET//NCSDXX21 :95P::PSET//NCSDXX21 :95P::PSET//NCSDXX21 :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16R:AMT :16R:AMT :16R:AMT :16R:AMT :19A::SETT//EUR990000019A::SETT//EUR10010987, :19A::SETT//EUR990000019A::SETT//EUR10011898, :19A::SETT//EUR990000019A::SETT//EUR10010987, :19A::SETT//EUR990000019A::SETT//EUR10011898, :16S:AMT :16S:AMT :16S:AMT :16S:AMT :16S:SETDET :16S:SETDET :16S:SETDET :16S:SETDET E. Collateral Top-up:

Illustration. Illustration only refers to the scenario when the closing leg was already instructed. MT 543 MT 543 CANC MT 541 MT 541 CANC CANC MT 541 + MT 543 MT 543 + MT 541 SELLER SELLGB22 SELLGB22 MT 541 CANC to SUBCXX12 SELLGB22 MT 541 to SUBCXX12 BUYRGB22 MT 543 CANC to SUBCYY34 BUYRGB22 MT 543 to SUBCYY34 :16R:GENL :16R:GENL :16R:GENL :16R:GENL :20C::SEME//REPORATE1 20C::SEME//REPCCANC1 :20C::SEME//REPORATE2 20C::SEME//REPOROLP2 :20C::SEME//REPORATEA 20C::SEME//REPCCANCA :20C::SEME//REPORATEB 20C::SEME//REPOROLPB :23G:CANC :23G:NEWM :23G:CANC :23G:NEWM :16R:LINK :16R:LINK :16R:LINK :16R:LINK :20C::PREV//REPOINSTR123 :20C::PREV//REPOINSTR123 20C::PREV//REPOROLP1 :20C::PREV//REPOINSTR456 :20C::PREV//REPOINSTR456 20C::PREV//REPOROLPA :16S:LINK :16S:LINK :16S: LINK :16S: LINK :16S:GENL :16S:GENL :16S:GENL :16S:GENL :16R:TRADDET :16R:TRADDET :16R:TRADDET :16R:TRADDET :98A::TRAD//20030305 98A::TRAD//20030412 :98A::TRAD//20030305 98A::TRAD//20030512 :98A::TRAD//20030305 98A::TRAD//20030412 :98A::TRAD//20030305 98A::TRAD//20030512 :98A::SETT//20030415 98A::SETT//20030515 :98A::SETT//20030415 98A::SETT//20030615 :98A::SETT//20030415 98A::SETT//20030515 :98A::SETT//20030415 98A::SETT//20030615 :35B:ISIN XX0000294034 :35B:ISIN XX0000294034 :35B:ISIN XX0000294034 :35B:ISIN XX0000294034 :16S:TRADDET :16S:TRADDET :16S:TRADDET :16S:TRADDET :16R:FIAC :16R:FIAC :16R:FIAC :16R:FIAC :36B::SETT//FAMT/100050000, :36B::SETT//FAMT/100050000, :36B::SETT//FAMT/100050000, :36B::SETT//FAMT/100050000, :97A::SAFE//111111111 :97A::SAFE//111111111 :97A::SAFE//333333333 :97A::SAFE//333333333 :16S:FIAC :16S:FIAC :16S:FIAC :16S:FIAC :16R:REPO :16R:REPO :16R:REPO :16R:REPO :98A::TERM//20030415 98A::TERM//20030515 :98A::TERM//20030415 98A::TERM//20030615 :98A::TERM//20030415 98A::TERM//20030515 :98A::TERM//20030415 98A::TERM//20030615 :20C::REPO//REPO12345 20C::REPO//REPO987654 :20C::REPO//REPO12345 20C::REPO//REPO123456 :20C::REPO//REPO12345 20C::REPO//REPO987654 :20C::REPO//REPO12345 20C::REPO//REPO123456 :92A::REPO//5,15 :92A::REPO//619A::TRTE//EUR10010987, :92A::REPO//5,15 :92A::REPO//619A::TRTE//EUR10011898, :22F::MICO//A005 19A::TRTE//EUR10010987, :22F::MICO//A005 :22F::MICO//A005 :22F::MICO//A005 19A::TRTE//EUR10011898, :16S:REPO :16S:REPO :16S:REPO :16S:REPO :16R:SETDET :16R:SETDET :16R:SETDET :16R:SETDET :22F::SETR//REPU :22F::SETR//REPU :22F::SETR//RVPO :22F::SETR//RVPO :22F::REPT//RATE 22F::REPT//PAIR :22F::REPT//RATE 22F::REPT//PAIR :22F::REPT//RATE 22F::REPT//PAIR :22F::REPT//RATE 22F::REPT//PAIR :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :95P::BUYR//BUYRGB22 :95P::SELL//SELLGB22 :95P::SELL//SELLGB22 :95P::SELL//SELLGB22 :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :95P::REAG//SUBCYY34 :95P::DEAG//SUBCXX12 :95P::DEAG//SUBCXX12 :95P::DEAG//SUBCXX12 :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :95P::PSET//NCSDXX21 :95P::PSET//NCSDXX21 :95P::PSET//NCSDXX21 :95P::PSET//NCSDXX21 :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16R:AMT :16R:AMT :16R:AMT :16R:AMT :19A::SETT//EUR990000019A::SETT//EUR10010987, :19A::SETT//EUR990000019A::SETT//EUR10011898, :19A::SETT//EUR990000019A::SETT//EUR10010987, :19A::SETT//EUR990000019A::SETT//EUR10011898, :16S:AMT :16S:AMT :16S:AMT :16S:AMT :16S:SETDET :16S:SETDET :16S:SETDET :16S:SETDET

Illustration. Illustration only refers to the a scenario when the closing leg was already instructed. MT 543 MT 543 CANC MT 541 MT 541 CANC MT 541 + MT 543 MT 543 + MT 541 s from SR 2006. 2 A SELLER SELLGB22 SELLGB22 MT 541 CANC to SUBCXX12 SELLGB22 MT 541 to 54C1 tSo D SUBCXX12 SUBCXX12 BUYRGB22 MT 543 CANC to SUBCYY34 BUYRGB22 MT 543 to SUBCYY34 SUBCYY34 :16R:GENL :16R:GENL :16RNCSDXX 2:116R:GENL :16R:GENL :20C::SEME//REPORATE1 20C::SEME//REPOCALL1 :20C::SEME//REPORATE2 20C::SEME//REPOCALL2 :20C::SEME//REPORATEA 20C::SEME//REPOCALLA :20C::SEME//REPORATEB 20C::SEME//REPOCALLB :23G:CANC :23G:NEWM :23G:CANC :23G:NEWM :16R:LINK :16R:LINK :16R:LINK :16R:LINK :20C::PREV//REPOINSTR123 :20C::PREV//REPOINSTR123 :20C::PREV//REPOINSTR456 :20C::PREV//REPOINSTR456 :16S:LINK :16S:LINK :16S: LINK :16S: LINK :16S:GENL :16S:GENL :16S:GENL :16S:GENL :16R:TRADDET :16R:TRADDET :16R:TRADDET :16R:TRADDET :98A::TRAD//20030305 :98A::TRAD//20030305 :98A::TRAD//20030305 :98A::TRAD//20030305 :98A::SETT//20030415 98A::SETT//20030315 :98A::SETT//20030415 98A::SETT//20030329 :98A::SETT//20030415 98A::SETT//20030315 :98A::SETT//20030415 98A::SETT//20030329 :35B:ISIN XX0000294034 :35B:ISIN XX0000294034 :35B:ISIN XX0000294034 :35B:ISIN XX0000294034 :16S:TRADDET :16S:TRADDET :16S:TRADDET :16S:TRADDET :16R:FIAC :16R:FIAC :16R:FIAC :16R:FIAC :36B::SETT//FAMT/100050000, :36B::SETT//FAMT/100050000, :36B::SETT//FAMT/100050000, :36B::SETT//FAMT/100050000, :97A::SAFE//111111111 :97A::SAFE//111111111 :97A::SAFE//333333333 :97A::SAFE//333333333 :16S:FIAC :16S:FIAC :16S:FIAC :16S:FIAC :16R:REPO :16R:REPO :16R:REPO :16R:REPO :98A::TERM//20030415 :98A::TERM//20030415 98A::TERM//20030329 :98A::TERM//20030415 :98A::TERM//20030415 98A::TERM//20030329 :20C::REPO//REPO12345 :20C::REPO//REPO12345 :20C::REPO//REPO12345 :20C::REPO//REPO12345 :92A::REPO//5,15 :92A::REPO//619A::TRTE//EUR9910780, :92A::REPO//5,15 :92A::REPO//619A::TRTE//EUR9920000, :22F::MICO//A005 19A::TRTE//EUR9910780, :22F::MICO//A005 :22F::MICO//A005 :22F::MICO//A005 19A::TRTE//EUR9920000, :16S:REPO :16S:REPO :16S:REPO :16S:REPO :16R:SETDET :16R:SETDET :16R:SETDET :16R:SETDET :22F::SETR//REPU :22F::SETR//REPU :22F::SETR//RVPO :22F::SETR//RVPO :22F::REPT//RATE 22F::REPT//CALL :22F::REPT//RATE 22F::REPT//CALL3 :22F::REPT//RATE 22F::REPT//CALL :22F::REPT//RATE 22F::REPT//CALL :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :95P::BUYR//BUYRGB22 :95P::SELL//SELLGB22 :95P::SELL//SELLGB22 :95P::SELL//SELLGB22 :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :95P::REAG//SUBCYY34 :95P::DEAG//SUBCXX12 :95P::DEAG//SUBCXX12 :95P::DEAG//SUBCXX12 :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :95P::PSET//NCSDXX21 :95P::PSET//NCSDXX21 :95P::PSET//NCSDXX21 :95P::PSET//NCSDXX21 :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16R:AMT :16R:AMT :16R:AMT :16R:AMT :19A::SETT//EUR990000019A::SETT//EUR9910780, :19A::SETT//EUR990000019A::SETT//EUR9920000, :19A::SETT//EUR990000019A::SETT//EUR9910780, :19A::SETT//EUR990000019A::SETT//EUR9920000, :16S:AMT :16S:AMT :16S:AMT :16S:AMT :16S:SETDET :16S:SETDET :16S:SETDET :16S:SETDETSETDET MT 543 + MT 541 MT 541 CANC MT 541 MT 541 + MT 543 MT 543 CANC MT 543 3 SR 2006

Illustration. ‌ Illustration only refers to the scenario when the closing leg was already instructed. MT 541 + MT 543 MT 543 CANC MT 543 MT 541 MT 541 CANC MT 541 + MT 543 MT 543 + MT 541 SELLER SELLGB22 SELLGB22 MT 541 CANC to SUBCXX12 SELLGB22 MT 541 to SUBCXX12 BUYRGB22 MT 543 CANC to SUBCYY34 BUYRGB22 MT 543 to SUBCYY34 :16R:GENL :16R:GENL :16R:GENL :16R:GENL :20C::SEME//REPORATE1 :20C::SEME//REPORATE2 :20C::SEME//REPORATEA :20C::SEME//REPORATEB :23G:CANC :23G:NEWM :23G:CANC :23G:NEWM :16R:LINK :16R:LINK :16R:LINK :16R:LINK :20C::PREV//REPOINSTR123 :20C::PREV//REPOINSTR123 :20C::PREV//REPOINSTR456 :20C::PREV//REPOINSTR456 :16S:LINK :16S:LINK :16S: LINK :16S: LINK :16S:GENL :16S:GENL :16S:GENL :16S:GENL :16R:TRADDET :16R:TRADDET :16R:TRADDET :16R:TRADDET :98A::TRAD//20030305 :98A::TRAD//20030305 :98A::TRAD//20030305 :98A::TRAD//20030305 :98A::SETT//20030415 :98A::SETT//20030415 :98A::SETT//20030415 :98A::SETT//20030415 :35B:ISIN XX0000294034 :35B:ISIN XX0000294034 :35B:ISIN XX0000294034 :35B:ISIN XX0000294034 :16S:TRADDET :16S:TRADDET :16S:TRADDET :16S:TRADDET :16R:FIAC :16R:FIAC :16R:FIAC :16R:FIAC :36B::SETT//FAMT/100050000, :36B::SETT//FAMT/100050000, :36B::SETT//FAMT/100050000, :36B::SETT//FAMT/100050000, :97A::SAFE//111111111 :97A::SAFE//111111111 :97A::SAFE//333333333 :97A::SAFE//333333333 :16S:FIAC :16S:FIAC :16S:FIAC :16S:FIAC :16R:REPO :16R:REPO :16R:REPO :16R:REPO :98A::TERM//20030415 :98A::TERM//20030415 :98A::TERM//20030415 :98A::TERM//20030415 :20C::REPO//REPO12345 :20C::REPO//REPO12345 :20C::REPO//REPO12345 :20C::REPO//REPO12345 :92A::REPO//5,15 :92A::REPO//6, :92A::REPO//5,15 :92A::REPO//6, :22F::MICO//A005 :22F::MICO//A005 :22F::MICO//A005 :22F::MICO//A005 :16S:REPO :16S:REPO :16S:REPO :16S:REPO :16R:SETDET :16R:SETDET :16R:SETDET :16R:SETDET :22F::SETR//REPU :22F::SETR//REPU :22F::SETR//RVPO :22F::SETR//RVPO :22F::REPT//RATE :22F::REPT//RATE :22F::REPT//RATE :22F::REPT//RATE :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :95P::BUYR//BUYRGB22 :95P::SELL//SELLGB22 :95P::SELL//SELLGB22 :95P::SELL//SELLGB22 :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :95P::REAG//SUBCYY34 :95P::DEAG//SUBCXX12 :95P::DEAG//SUBCXX12 :95P::DEAG//SUBCXX12 :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :95P::PSET//NCSDXX21 :95P::PSET//NCSDXX21 :95P::PSET//NCSDXX21 :95P::PSET//NCSDXX21 :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16R:AMT :16R:AMT :16R:AMT :16R:AMT :19A::SETT//EUR9900000, :19A::SETT//EUR9900000, :19A::SETT//EUR9900000, :19A::SETT//EUR9900000, :16S:AMT :16S:AMT :16S:AMT :16S:AMT :16S:SETDET :16S:SETDET :16S:SETDET :16S:SETDET

Illustration. ‌ Illustration only refers to the scenario when the closing leg was already instructed. SELLER SELLGB22 MT 543 MT 543 CANC + MT 541 MT 541 CANC MT 541 MT 541 + MT 543 MT 543 + CANC MT 541 SELLER SELLGB22 543 SELLGB22 MT 541 CANC to SUBCXX12 SELLGB22 MT 541 to SUBCXX12 BUYRGB22 MT 543 CANC to SUBCYY34 BUYRGB22 MT 543 to SUBCYY34 :16R:GENL :16R:GENL :16R:GENL :16R:GENL :20C::SEME//REPORATE1 20C::SEME//REPCCANC1 :20C::SEME//REPORATE2 20C::SEME//REPOROLP2 :20C::SEME//REPORATEA 20C::SEME//REPCCANCA :20C::SEME//REPORATEB 20C::SEME//REPOROLPB :23G:CANC :23G:NEWM :23G:CANC :23G:NEWM :16R:LINK :16R:LINK :16R:LINK :16R:LINK :20C::PREV//REPOINSTR123 :20C::PREV//REPOINSTR123 20C::PREV//REPOROLP1 :20C::PREV//REPOINSTR456 :20C::PREV//REPOINSTR456 20C::PREV//REPOROLPA :16S:LINK :16S:LINK :16S: LINK :16S: LINK :16S:GENL :16S:GENL :16S:GENL :16S:GENL :16R:TRADDET :16R:TRADDET :16R:TRADDET :16R:TRADDET :98A::TRAD//20030305 98A::TRAD//20030412 :98A::TRAD//20030305 98A::TRAD//20030512 :98A::TRAD//20030305 98A::TRAD//20030412 :98A::TRAD//20030305 98A::TRAD//20030512 :98A::SETT//20030415 98A::SETT//20030515 :98A::SETT//20030415 98A::SETT//20030615 :98A::SETT//20030415 98A::SETT//20030515 :98A::SETT//20030415 98A::SETT//20030615 :35B:ISIN XX0000294034 :35B:ISIN XX0000294034 :35B:ISIN XX0000294034 :35B:ISIN XX0000294034 :16S:TRADDET :16S:TRADDET :16S:TRADDET :16S:TRADDET :16R:FIAC :16R:FIAC :16R:FIAC :16R:FIAC :36B::SETT//FAMT/100050000, :36B::SETT//FAMT/100050000, :36B::SETT//FAMT/100050000, :36B::SETT//FAMT/100050000, :97A::SAFE//111111111 :97A::SAFE//111111111 :97A::SAFE//333333333 :97A::SAFE//333333333 :16S:FIAC :16S:FIAC :16S:FIAC :16S:FIAC :16R:REPO :16R:REPO :16R:REPO :16R:REPO :98A::TERM//20030415 98A::TERM//20030515 :98A::TERM//20030415 98A::TERM//20030615 :98A::TERM//20030415 98A::TERM//20030515 :98A::TERM//20030415 98A::TERM//20030615 :20C::REPO//REPO12345 20C::REPO//REPO987654 :20C::REPO//REPO12345 20C::REPO//REPO123456 :20C::REPO//REPO12345 20C::REPO//REPO987654 :20C::REPO//REPO12345 20C::REPO//REPO123456 :92A::REPO//5,15 :92A::REPO//619A::TRTE//EUR10010987, :92A::REPO//5,15 :92A::REPO//619A::TRTE//EUR10011898, :22F::MICO//A005 19A::TRTE//EUR10010987, :22F::MICO//A005 :22F::MICO//A005 :22F::MICO//A005 19A::TRTE//EUR10011898, :16S:REPO :16S:REPO :16S:REPO :16S:REPO :16R:SETDET :16R:SETDET :16R:SETDET :16R:SETDET :22F::SETR//REPU :22F::SETR//REPU :22F::SETR//RVPO :22F::SETR//RVPO :22F::REPT//RATE 22F::REPT//PAIR :22F::REPT//RATE 22F::REPT//PAIR :22F::REPT//RATE 22F::REPT//PAIR :22F::REPT//RATE 22F::REPT//PAIR :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :95P::BUYR//BUYRGB22 :95P::SELL//SELLGB22 :95P::SELL//SELLGB22 :95P::SELL//SELLGB22 :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :95P::REAG//SUBCYY34 :95P::DEAG//SUBCXX12 :95P::DEAG//SUBCXX12 :95P::DEAG//SUBCXX12 :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :16R:SETPRTY :95P::PSET//NCSDXX21 :95P::PSET//NCSDXX21 :95P::PSET//NCSDXX21 :95P::PSET//NCSDXX21 :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16S:SETPRTY :16R:AMT :16R:AMT :16R:AMT :16R:AMT :19A::SETT//EUR990000019A::SETT//EUR10010987, :19A::SETT//EUR990000019A::SETT//EUR10011898, :19A::SETT//EUR990000019A::SETT//EUR10010987, :19A::SETT//EUR990000019A::SETT//EUR10011898, :16S:AMT :16S:AMT :16S:AMT :16S:AMT :16S:SETDET :16S:SETDET :16S:SETDET :16S:SETDET