Common use of Illustration Clause in Contracts

Illustration. Illustration refers to a scenario when the closing leg was already instructed. SELLER SELLGB22 BUYER BUYRGB22 REPO deal s from SR 2006. 2 A SELLGB22 MT 541 CANC to SUBCXX12 SELLGB22 MT 54C1 tSo D SUBCXX12 BUYRGB22 MT 543 CANC to SUBCYY34 BUYRGB22 MT 543 to SUBCYY34 :16R:GENL :16R:GENL NCSDXX 2:116R:GENL :16R:GENL :20C::SEME//REPOCALL1 :20C::SEME//REPOCALL2 :20C::SEME//REPOCALLA :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//20030315 :98A::SETT//20030329 :98A::SETT//20030315 :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//20030329 :98A::TERM//20030415 :98A::TERM//20030329 :20C::REPO//REPO12345 :20C::REPO//REPO12345 :20C::REPO//REPO12345 :20C::REPO//REPO12345 :19A::TRTE//EUR9910780, :19A::TRTE//EUR9920000, :19A::TRTE//EUR9910780, :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//CALL :22F::REPT//CALL3 :22F::REPT//CALL :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//EUR9910780, :19A::SETT//EUR9920000, :19A::SETT//EUR9910780, :19A::SETT//EUR9920000, :16S:AMT :16S:AMT :16S:AMT :16S:AMT :16S:SETDET :16S:SETDET :16S:SETDET :16S:SETDET Call agreement Sub-Custodian SUBCXX12 Sub-Custodian SUBCYY34 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 a the scenario when the closing leg was already instructed. SELLER SELLGB22 REPO deal Rate change agreement BUYER BUYRGB22 REPO deal s from SR 2006. 2 A MT 543 + MT 541 MT 541 CANC MT 541 MT 541 + MT 543 MT 543 CANC MT 543 Sub-Custodian SUBCXX12 SUBCYY34 CSD NCSDXX21 SELLGB22 MT 541 CANC to SUBCXX12 SELLGB22 MT 54C1 tSo D 541 to SUBCXX12 SUBCXX12 BUYRGB22 MT 543 CANC to SUBCYY34 BUYRGB22 MT 543 to SUBCYY34 SUBCYY34 :16R:GENL :16R:GENL NCSDXX 2:116R:16R:GENL :16R:GENL :20C::SEME//REPOCALL1 20C::SEME//REPORATE1 :20C::SEME//REPOCALL2 20C::SEME//REPORATE2 :20C::SEME//REPOCALLA 20C::SEME//REPORATEA :20C::SEME//REPOCALLB 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//20030315 98A::SETT//20030415 :98A::SETT//20030329 98A::SETT//20030415 :98A::SETT//20030315 98A::SETT//20030415 :98A::SETT//20030329 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//20030329 98A::TERM//20030415 :98A::TERM//20030415 :98A::TERM//20030329 98A::TERM//20030415 :20C::REPO//REPO12345 :20C::REPO//REPO12345 :20C::REPO//REPO12345 :20C::REPO//REPO12345 :19A::TRTE//EUR991078092A::REPO//5,15 :92A::REPO//6, :19A::TRTE//EUR992000092A::REPO//5,15 :92A::REPO//6, :19A::TRTE//EUR9910780, 22F::MICO//A005 :19A::TRTE//EUR9920000, 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//CALL 22F::REPT//RATE :22F::REPT//CALL3 22F::REPT//RATE :22F::REPT//CALL 22F::REPT//RATE :22F::REPT//CALL 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//EUR991078019A::SETT//EUR9900000, :19A::SETT//EUR992000019A::SETT//EUR9900000, :19A::SETT//EUR991078019A::SETT//EUR9900000, :19A::SETT//EUR992000019A::SETT//EUR9900000, :16S:AMT :16S:AMT :16S:AMT :16S:AMT :16S:SETDET :16S:SETDET :16S:SETDET :16S:SETDET Call agreement Sub-Custodian SUBCXX12 Sub-Custodian SUBCYY34 MT 543 MT 543 CANC MT 541 MT 541 CANC MT 541 + MT 543 MT 543 + MT 541 3 SR 2006SETDET

Illustration. Illustration only refers to a the scenario when the closing leg was already instructed. Rollover agreement MT 543 SUBCXX12 CSD NCSDXX21 Sub-Custodian SUBCYY34 MT 543 MT 541 MT 541 CANC CANC MT 541 + MT 543 MT 543 + MT 541 BUYER BUYRGB22 SELLER SELLGB22 BUYER BUYRGB22 REPO deal s from SR 2006. 2 A SELLGB22 MT 541 CANC to SUBCXX12 SELLGB22 MT 54C1 tSo D 541 to SUBCXX12 BUYRGB22 MT 543 CANC to SUBCYY34 BUYRGB22 MT 543 to SUBCYY34 :16R:GENL :16R:GENL NCSDXX 2:116R:16R:GENL :16R:GENL :20C::SEME//REPOCALL1 20C::SEME//REPCCANC1 :20C::SEME//REPOCALL2 20C::SEME//REPOROLP2 :20C::SEME//REPOCALLA 20C::SEME//REPCCANCA :20C::SEME//REPOCALLB 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//20030315 98A::SETT//20030515 :98A::SETT//20030329 98A::SETT//20030615 :98A::SETT//20030315 98A::SETT//20030515 :98A::SETT//20030329 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//20030329 98A::TERM//20030615 :98A::TERM//20030415 98A::TERM//20030515 :98A::TERM//20030329 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 :19A::TRTE//EUR991078019A::TRTE//EUR10010987, :19A::TRTE//EUR992000019A::TRTE//EUR10011898, :19A::TRTE//EUR991078019A::TRTE//EUR10010987, :19A::TRTE//EUR992000019A::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//CALL 22F::REPT//PAIR :22F::REPT//CALL3 22F::REPT//PAIR :22F::REPT//CALL 22F::REPT//PAIR :22F::REPT//CALL 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//EUR991078019A::SETT//EUR10010987, :19A::SETT//EUR992000019A::SETT//EUR10011898, :19A::SETT//EUR991078019A::SETT//EUR10010987, :19A::SETT//EUR992000019A::SETT//EUR10011898, :16S:AMT :16S:AMT :16S:AMT :16S:AMT :16S:SETDET :16S:SETDET :16S:SETDET :16S:SETDET Call agreement Sub-Custodian SUBCXX12 Sub-Custodian SUBCYY34 MT 543 MT 543 CANC MT 541 MT 541 CANC MT 541 + MT 543 MT 543 + MT 541 3 SR 2006SETDET

Illustration. Illustration only refers to a the scenario when the closing leg was already instructed. Rate change agreement Sub-Custodian SUBCXX12 SUBCYY34 CSD NCSDXX21 MT 543 MT 543 CANC MT 541 MT 541 CANC MT 541 + MT 543 MT 543 + MT 541 BUYER BUYRGB22 SELLER SELLGB22 BUYER BUYRGB22 REPO deal s from SR 2006. 2 A SELLGB22 MT 541 CANC to SUBCXX12 SELLGB22 MT 54C1 tSo D 541 to SUBCXX12 BUYRGB22 MT 543 CANC to SUBCYY34 BUYRGB22 MT 543 to SUBCYY34 :16R:GENL :16R:GENL NCSDXX 2:116R:16R:GENL :16R:GENL :20C::SEME//REPOCALL1 20C::SEME//REPORATE1 :20C::SEME//REPOCALL2 20C::SEME//REPORATE2 :20C::SEME//REPOCALLA 20C::SEME//REPORATEA :20C::SEME//REPOCALLB 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//20030315 98A::SETT//20030415 :98A::SETT//20030329 98A::SETT//20030415 :98A::SETT//20030315 98A::SETT//20030415 :98A::SETT//20030329 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//20030329 98A::TERM//20030415 :98A::TERM//20030415 :98A::TERM//20030329 98A::TERM//20030415 :20C::REPO//REPO12345 :20C::REPO//REPO12345 :20C::REPO//REPO12345 :20C::REPO//REPO12345 :19A::TRTE//EUR991078092A::REPO//5,15 :92A::REPO//6, :19A::TRTE//EUR992000092A::REPO//5,15 :92A::REPO//6, :19A::TRTE//EUR9910780, 22F::MICO//A005 :19A::TRTE//EUR9920000, 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//CALL 22F::REPT//RATE :22F::REPT//CALL3 22F::REPT//RATE :22F::REPT//CALL 22F::REPT//RATE :22F::REPT//CALL 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//EUR991078019A::SETT//EUR9900000, :19A::SETT//EUR992000019A::SETT//EUR9900000, :19A::SETT//EUR991078019A::SETT//EUR9900000, :19A::SETT//EUR992000019A::SETT//EUR9900000, :16S:AMT :16S:AMT :16S:AMT :16S:AMT :16S:SETDET :16S:SETDET :16S:SETDET :16S:SETDET Call agreement Sub-Custodian SUBCXX12 Sub-Custodian SUBCYY34 MT 543 MT 543 CANC MT 541 MT 541 CANC MT 541 + MT 543 MT 543 + MT 541 3 SR 2006SETDET

Illustration. Illustration refers to a scenario when the closing leg was already instructed. SELLER SELLGB22 BUYER BUYRGB22 REPO deal s from SR 2006. 2 A SELLER SELLGB22 BUYER BUYRGB22 REPO deal SELLGB22 MT 541 CANC to SUBCXX12 SELLGB22 MT 54C1 tSo D SUBCXX12 SUBCXX12 BUYRGB22 MT 543 CANC to SUBCYY34 BUYRGB22 MT 543 to SUBCYY34 SUBCYY34 :16R:GENL :16R:GENL NCSDXX 2:116R:GENL :16R:GENL :20C::SEME//REPOCALL1 :20C::SEME//REPOCALL2 :20C::SEME//REPOCALLA :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//20030315 :98A::SETT//20030329 :98A::SETT//20030315 :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//20030329 :98A::TERM//20030415 :98A::TERM//20030329 :20C::REPO//REPO12345 :20C::REPO//REPO12345 :20C::REPO//REPO12345 :20C::REPO//REPO12345 :19A::TRTE//EUR9910780, :19A::TRTE//EUR9920000, :19A::TRTE//EUR9910780, :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//CALL :22F::REPT//CALL3 :22F::REPT//CALL :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//EUR9910780, :19A::SETT//EUR9920000, :19A::SETT//EUR9910780, :19A::SETT//EUR9920000, :16S:AMT :16S:AMT :16S:AMT :16S:AMT :16S:SETDET :16S:SETDET :16S:SETDET :16S:SETDET MT 543 + MT 541 Call agreement MT 541 CANC MT 541 MT 541 + MT 543 MT 543 CANC MT 543 Sub-Custodian SUBCXX12 Sub-Custodian SUBCYY34 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 a the scenario when the closing leg was already instructed. SELLER SELLGB22 REPO deal Rollover agreement BUYER BUYRGB22 REPO deal s from SR 2006. 2 A MT 543 + MT 541 MT 541 CANC MT 541 MT 541 + MT 543 MT 543 CANC MT 543 SUBCXX12 CSD NCSDXX21 SUBCYY34 SELLGB22 MT 541 CANC to SUBCXX12 SELLGB22 MT 54C1 tSo D 541 to SUBCXX12 BUYRGB22 MT 543 CANC to SUBCYY34 BUYRGB22 MT 543 to SUBCYY34 :16R:GENL :16R:GENL NCSDXX 2:116R:16R:GENL :16R:GENL :20C::SEME//REPOCALL1 20C::SEME//REPCCANC1 :20C::SEME//REPOCALL2 20C::SEME//REPOROLP2 :20C::SEME//REPOCALLA 20C::SEME//REPCCANCA :20C::SEME//REPOCALLB 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//20030315 98A::SETT//20030515 :98A::SETT//20030329 98A::SETT//20030615 :98A::SETT//20030315 98A::SETT//20030515 :98A::SETT//20030329 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//20030329 98A::TERM//20030615 :98A::TERM//20030415 98A::TERM//20030515 :98A::TERM//20030329 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 :19A::TRTE//EUR991078019A::TRTE//EUR10010987, :19A::TRTE//EUR992000019A::TRTE//EUR10011898, :19A::TRTE//EUR991078019A::TRTE//EUR10010987, :19A::TRTE//EUR992000019A::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//CALL 22F::REPT//PAIR :22F::REPT//CALL3 22F::REPT//PAIR :22F::REPT//CALL 22F::REPT//PAIR :22F::REPT//CALL 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//EUR991078019A::SETT//EUR10010987, :19A::SETT//EUR992000019A::SETT//EUR10011898, :19A::SETT//EUR991078019A::SETT//EUR10010987, :19A::SETT//EUR992000019A::SETT//EUR10011898, :16S:AMT :16S:AMT :16S:AMT :16S:AMT :16S:SETDET :16S:SETDET :16S:SETDET :16S:SETDET Call agreement Sub-Custodian SUBCXX12 Sub-Custodian SUBCYY34 MT 543 MT 543 CANC MT 541 MT 541 CANC MT 541 + MT 543 MT 543 + MT 541 3 SR 2006SETDET

Illustration. Illustration only refers to a the scenario when the closing leg was already instructed. SELLER SELLGB22 REPO deal Rollover agreement BUYER BUYRGB22 REPO deal s from SR 2006. 2 A MT 543 + MT 541 MT 541 CANC MT 541 MT 541 + MT 543 MT 543 CANC MT 543 SUBCXX12 CSD NCSDXX21 SUBCYY34 SELLGB22 MT 541 CANC to SUBCXX12 SELLGB22 MT 54C1 tSo D 541 to SUBCXX12 SUBCXX12 BUYRGB22 MT 543 CANC to SUBCYY34 BUYRGB22 MT 543 to SUBCYY34 SUBCYY34 :16R:GENL :16R:GENL NCSDXX 2:116R:16R:GENL :16R:GENL :20C::SEME//REPOCALL1 20C::SEME//REPCCANC1 :20C::SEME//REPOCALL2 20C::SEME//REPOROLP2 :20C::SEME//REPOCALLA 20C::SEME//REPCCANCA :20C::SEME//REPOCALLB 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//20030315 98A::SETT//20030515 :98A::SETT//20030329 98A::SETT//20030615 :98A::SETT//20030315 98A::SETT//20030515 :98A::SETT//20030329 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//20030329 98A::TERM//20030615 :98A::TERM//20030415 98A::TERM//20030515 :98A::TERM//20030329 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 :19A::TRTE//EUR991078019A::TRTE//EUR10010987, :19A::TRTE//EUR992000019A::TRTE//EUR10011898, :19A::TRTE//EUR991078019A::TRTE//EUR10010987, :19A::TRTE//EUR992000019A::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//CALL 22F::REPT//PAIR :22F::REPT//CALL3 22F::REPT//PAIR :22F::REPT//CALL 22F::REPT//PAIR :22F::REPT//CALL 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//EUR991078019A::SETT//EUR10010987, :19A::SETT//EUR992000019A::SETT//EUR10011898, :19A::SETT//EUR991078019A::SETT//EUR10010987, :19A::SETT//EUR992000019A::SETT//EUR10011898, :16S:AMT :16S:AMT :16S:AMT :16S:AMT :16S:SETDET :16S:SETDET :16S:SETDET :16S:SETDET Call agreement Sub-Custodian SUBCXX12 Sub-Custodian SUBCYY34 MT 543 MT 543 CANC MT 541 MT 541 CANC MT 541 + MT 543 MT 543 + MT 541 3 SR 2006SETDET

Illustration. ‌ Illustration refers to a scenario when the closing leg was already instructed. SELLER SELLGB22 BUYER BUYRGB22 REPO deal s from SR 2006. 2 A Sub-Custodian SUBCYY34 MT 541 + MT 543 Sub-Custodian SUBCXX12 MT 541 MT 541 CANC MT 543 + MT 541 MT 543 CANC MT 543 SELLGB22 MT 541 CANC to SUBCXX12 SELLGB22 MT 54C1 tSo D SUBCXX12 BUYRGB22 MT 543 CANC to SUBCYY34 BUYRGB22 MT 543 to SUBCYY34 :16R:GENL :16R:GENL NCSDXX 2:116R:GENL :16R:GENL :20C::SEME//REPOCALL1 :20C::SEME//REPOCALL2 :20C::SEME//REPOCALLA :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//20030315 :98A::SETT//20030329 :98A::SETT//20030315 :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//20030329 :98A::TERM//20030415 :98A::TERM//20030329 :20C::REPO//REPO12345 :20C::REPO//REPO12345 :20C::REPO//REPO12345 :20C::REPO//REPO12345 :19A::TRTE//EUR9910780, :19A::TRTE//EUR9920000, :19A::TRTE//EUR9910780, :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//CALL :22F::REPT//CALL3 :22F::REPT//CALL :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//EUR9910780, :19A::SETT//EUR9920000, :19A::SETT//EUR9910780, :19A::SETT//EUR9920000, :16S:AMT :16S:AMT :16S:AMT :16S:AMT :16S:SETDET :16S:SETDET :16S:SETDET :16S:SETDET Call agreement Sub-Custodian SUBCXX12 Sub-Custodian SUBCYY34 MT 543 MT 543 CANC MT 541 MT 541 CANC MT 541 + MT 543 MT 543 + MT 541 3 SR 20062006 Call agreement

Illustration. ‌ Illustration only refers to a the scenario when the closing leg was already instructed. REPO deal Rate change agreement BUYER BUYRGB22 MT 541 + MT 543 MT 543 CANC MT 543 Sub-Custodian SUBCXX12 SUBCYY34 CSD NCSDXX21 MT 541 MT 541 CANC MT 543 + MT 541 SELLER SELLGB22 BUYER BUYRGB22 REPO deal s from SR 2006. 2 A SELLGB22 MT 541 CANC to SUBCXX12 SELLGB22 MT 54C1 tSo D 541 to SUBCXX12 BUYRGB22 MT 543 CANC to SUBCYY34 BUYRGB22 MT 543 to SUBCYY34 :16R:GENL :16R:GENL NCSDXX 2:116R:16R:GENL :16R:GENL :20C::SEME//REPOCALL1 20C::SEME//REPORATE1 :20C::SEME//REPOCALL2 20C::SEME//REPORATE2 :20C::SEME//REPOCALLA 20C::SEME//REPORATEA :20C::SEME//REPOCALLB 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//20030315 98A::SETT//20030415 :98A::SETT//20030329 98A::SETT//20030415 :98A::SETT//20030315 98A::SETT//20030415 :98A::SETT//20030329 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//20030329 98A::TERM//20030415 :98A::TERM//20030415 :98A::TERM//20030329 98A::TERM//20030415 :20C::REPO//REPO12345 :20C::REPO//REPO12345 :20C::REPO//REPO12345 :20C::REPO//REPO12345 :19A::TRTE//EUR991078092A::REPO//5,15 :92A::REPO//6, :19A::TRTE//EUR992000092A::REPO//5,15 :92A::REPO//6, :19A::TRTE//EUR9910780, 22F::MICO//A005 :19A::TRTE//EUR9920000, 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//CALL 22F::REPT//RATE :22F::REPT//CALL3 22F::REPT//RATE :22F::REPT//CALL 22F::REPT//RATE :22F::REPT//CALL 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//EUR991078019A::SETT//EUR9900000, :19A::SETT//EUR992000019A::SETT//EUR9900000, :19A::SETT//EUR991078019A::SETT//EUR9900000, :19A::SETT//EUR992000019A::SETT//EUR9900000, :16S:AMT :16S:AMT :16S:AMT :16S:AMT :16S:SETDET :16S:SETDET :16S:SETDET :16S:SETDET Call agreement Sub-Custodian SUBCXX12 Sub-Custodian SUBCYY34 MT 543 MT 543 CANC MT 541 MT 541 CANC MT 541 + MT 543 MT 543 + MT 541 3 SR 2006SETDET