EXHIBIT 4.43


 


Sale of National Europe Holdings (Ireland) Limited


 





















 


THIS
AGREEMENT is made the 14th
day of December 2004


 


BETWEEN


 


(1)                                           NATIONAL EUROPE HOLDINGS LIMITED (registered in England and Wales with number 4080324) whose
registered office is at 88 Wood Street, London, EC2V 7QQ, England  (the “Seller”);


 


(2)                                           NATIONAL AUSTRALIA BANK LIMITED (registered in the State of Victoria, Australia with number ABN 12
004 044 937) whose registered office is at Level 24, 500 Bourke Street,
Melbourne, Victoria 3000, Australia (the “Seller Guarantor”);
and


 


(3)                                           DANSKE BANK A/S (registered
in Denmark with number 61126228) whose registered office is at Holmens Kanal
2-12, 1092 Copenhagen K, Denmark (the “Purchaser”).


 


RECITALS


 


(A)                                       Details of NATIONAL EUROPE HOLDINGS
(IRELAND) LIMITED are set out in Part 1
of Schedule 1.


 


(B)                                       The Seller has agreed to sell the Shares to the Purchaser and the
Purchaser has agreed to purchase the Shares from the Seller on and subject to
the terms and conditions of this Agreement.


 


NOW
IT IS AGREED as follows:


 


1.                                               Definitions and
Interpretation


 


In this Agreement:


 


1.1                                          Defined terms:


 


“Accounts” means, in relation to a company, in relation to any Financial Year
of a company, the audited consolidated balance sheet of the relevant company
and its subsidiaries as at the Balance Sheet Date in respect of that Financial
Year and the audited consolidated profit and loss account of that company and
its subsidiaries in respect of that Financial Year together with the notes,
reports and statements required by law or Relevant Accounting Standards or
Irish Relevant Accounting Standards (as appropriate) to be annexed to them in
respect of that period;


 


“Affiliate” means in relation to any body corporate (i) its parent undertaking;
or (ii) any subsidiary undertaking of such body corporate or of its parent
undertaking;


 


“ALCO Derivatives” means derivatives and hedging instruments entered into between the
Seller Guarantor and any Group Company on the instruction of the Asset and
Liability Committee responsible for overseeing the business activities of the
relevant Group Company in order to manage structural balance sheet risk;


 


“Asbestos” means the fibrous silicate material in any form commonly referred
to as asbestos and includes without limitation crocidolite, amosite,
chrysolite, fibrous actinolite, fibrous anthrophyllite, fibrous tremolite and
any other asbestos fibres and asbestos containing materials;


 


“Asbestos Management Plan” means the NAGE Asbestos Management Plan as set out on the Data Room
Index at 4.1.1.14;


 


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“Assigned Subordinated Debt Amount” means an amount equal to the outstanding principal amount owed to
the Seller Group under the Assigned Subordinated Loans together with unpaid
interest accrued thereon as at Completion as set out in the Completion
Statement;


 


“Assigned Subordinated Loans” means all of the Subordinated Loans other than the Assumed
Subordinated Loans;


 


“Assigned Term Debt Amount means an amount equal to the outstanding principal amount owed to
the Seller Group under the Assigned Term Loans and unpaid interest accrued
thereon as at Completion as set out in the Completion Statement;


 


“Assigned Term Loans” means all of the Term Loans other than the Assumed Term Loans;


 


“Associated Company” means a company in which any Group Company holds (directly or
indirectly) shares conferring the right to exercise 20 per cent or more of the
votes which could (in normal circumstances and disregarding any exceptional or
temporary suspension of any voting rights) be cast on a poll at a general
meeting of such company and which is not a subsidiary of any Group
Company.  Each Associated Company at the
date of this Agreement is listed in Part 4 of Schedule  1;


 


“Assumed Subordinated Debt Amount” means an amount equal to the outstanding principal amount owed to
the Seller Group under the Assumed Subordinated Loans together with unpaid
interest accrued thereon as at Completion as set out in the Completion
Statement;


 


“Assumed Subordinated Loans”  means such of the
Subordinated Loans as are nominated by the Purchaser to the Seller in
accordance with clause 2.9;


 


“Assumed Term Debt Amount” means an amount equal to the outstanding principal amount owed to
the Seller Group under the Assumed Term Loans together with unpaid interest
accrued thereon as at Completion as set out in the Completion Statement;


 


“Assumed Term Loans” means such of the Term Loans as are nominated by the Purchaser to
the Seller in accordance with clause 2.9;


 


“Balance Sheet Date” means in relation to any Financial Year of the Company or any
Subsidiary the last day of that Financial Year;


 


“Business” means the businesses conducted by the Group Companies as at the
date of this Agreement including:


 


(a)                                          the businesses described in the Information Memorandum as forming
the business being sold; and


 


(b)                                         all matters to be transferred into the Group pursuant to the
Restructuring;


 


but excluding:


 


(i)                                             all matters to be transferred out of the Group pursuant to the
Restructuring; and


 


(ii)                                          the businesses described in the Information Memorandum as being
retained by the Seller Group;


 


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“Business Day” means a day (other than a Saturday or Sunday) when banks are open
for business in the City of London;


 


“Central Bank” means the Central Bank and Financial Services Authority of Ireland;


 


“Company” means the company named in Recital (A);


 


“Company Accounts” means in relation to any Financial Year of the Company, the audited
unconsolidated balance sheet of the Company as at the Balance Sheet Date in
respect of that Financial Year and the audited unconsolidated profit and loss
account of the Company in respect of that Financial Year together with the
notes, reports and statements required by law or Relevant Accounting Standards
to be annexed to them in respect of that period;


 


“Competent Authority” means (i) any person (whether autonomous or not) having legal
and/or regulatory authority and/or enforcement powers; (ii) any court of law or
tribunal in any jurisdiction; and/or (iii) any Taxation Authority;


 


“Completion” means completion of the sale and purchase of the Shares pursuant to
this Agreement;


 


“Completion Statement” means the statement prepared and accepted by the Parties or
determined as final by the Independent Accountant in accordance with Schedule  5;


 


“Conditions” means collectively the conditions to Completion set out in clause  4.1;


 


“Credit Support Annex”
means the credit support annex as published by the International Swaps and
Derivatives Association Inc. in a form to be agreed between the Seller
Guarantor and the Purchaser and to be entered into after the date of this
Agreement but prior to Completion in respect of the Derivatives with effect
from Completion;


 


“Data Room” means the information relating to the Group made available by the
Seller for review by the Purchaser in hard copy form (and in the case of
certain items only, electronic form) containing all items listed on the Data
Room Index;


 


“Data Room Index” means the index of the Data Room annexed to the Disclosure Letter
(in two parts relating to documents in London and documents in Dublin);


 


“Debt Assignment Agreements” means the agreements in a form to be agreed between the Seller and
the Purchaser assigning the Assigned Subordinated Loans and Assigned Term Loans
from the Seller or its Affiliates to the Purchaser;


 


“Deed of Assignment of IP” means the agreement between the Seller and the Purchaser in the
agreed form to be entered into on Completion which sets out (amongst other
things) the terms upon which certain Intellectual Property is to be assigned
from the Seller to the Purchaser and the terms upon which certain domain names
are to be transferred from the Seller to the Purchaser;


 


“Derivatives” means the derivatives and hedging instruments between the Seller
Guarantor and any Group Company listed in Part 3 of Schedule 12 and such additional derivatives and hedging
instruments between the Seller Guarantor and any Group Company entered into
prior to Completion and notified by the Seller Guarantor in writing to the
Purchaser in accordance with clause 5.1.7;


 


“DIRT” means deposit interest retention tax;


 


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“Disclosed” means information fairly disclosed by the Disclosure Documents (and “Disclosure” shall be construed accordingly).  For these purposes fairly disclosed means
that in relation to any record, document, matter, fact, Event or other
information it will qualify an individual Warranty or negate what would otherwise
be a breach of that Warranty to the extent that:


 


(a)                                          the record, document, matter, fact, Event or other information is
specifically referred to by the Seller in the Disclosure Letter; or


 


(b)                                         if any record, document, matter, fact, Event or other information
which forms part of the Disclosure Documents is not specifically referred to by
the Seller in the Disclosure Letter, the relevant record, document, matter,
fact, Event or other information in relation to that breach:


 


(i)                                            is clearly disclosed by the relevant Disclosure Document; or


 


(ii)                                         is otherwise disclosed in a manner such that it would be reasonably
apparent to a Reasonable Reader of the Warranties and the relevant Disclosure
Documents that there was or was reasonably likely to be a breach of the
particular Warranty; or


 


(c)                                          the nature and scope of the relevant matter is otherwise apparent
from the face of a Disclosure Document;


 


“Disclosure Documents” means


 


(a)                                          the Disclosure Letter including the general disclosures contained in
it; and


 


(b)                                         the two identical bundles of documents annexed to the Disclosure
Letter collated by or on behalf of the Seller, the outside covers or front
pages of each such document have been signed for identification by or on behalf
of the Seller and the Purchaser (which include the contents of the Data Room
other than the items contained in (c)); and


 


(c)                                          certain items which formed part of the Data Room an electronic copy
of which is recorded on the CD Rom annexed to the Disclosure Letter;


 


“Disclosure Letter” means the letter described as such, dated as of the date of this
Agreement and addressed by the Seller to the Purchaser;


 


“Due Date” has the meaning given to it in clause 6.1;


 


“Employees” means together the Group Employees, the NAGE Employees and the
Other Employees as set out in the worksheet headed “Go with sale” at document
9.1.1.2 in the Data Room Index, subject to subsequent confirmation by the
Seller as to the inclusion or otherwise in this category of the seven employees
with employee numbers 8001041, 4008311, 2002194, 2001758, 2100396, 3009282,
3007232;


 


“Employee Letters” means the seven letters in the agreed form to be distributed to
Employees or Employee Representatives (as appropriate) by the Seller or
relevant Group Company or Seller Group Company advising about the TUPE transfer
of the NAGE Employees, novation of employment of the Other Employees or effect
of this Agreement on the Employees’ employment (as the case may be);


 


4





















 


“Employee Representatives” means the individuals who are specifically nominated as
representatives of the Irish Bank Officials Association and any other employee
representatives elected pursuant to TUPE;


 


“Encumbrance” means any  interest or equity
of any person (including any right to acquire, option or right of pre-emption
or conversion) or any mortgage, charge, pledge, lien, restriction, assignment,
hypothecation, security interest, title retention or any other security
agreement or arrangement, or any agreement to create any of the above (other
than any such Encumbrance arising in favour of the Purchaser or as a
consequence of the entry into this Agreement);


 


“Environment” means any and all organisms (including man), ecosystems and the
following media: air (including the air within buildings and the air within
other natural or man-made structures, whether above or below ground); water
(including water under or within land or in drains or sewers and coastal and
inland waters); and land (including land under water);


 


“Environmental/Health and Safety Permits” means all or any authorisations, certificates, approvals, permits,
licences, registrations or consents (and all conditions attaching thereto)
required under any Environmental Law and/or Health and Safety Law for the
operation of any Group Company and/or the occupation or use of any of the
Properties;


 


“Environmental and Health and Safety
Warranties” has the meaning given to
it in Schedule 7;


 


“Environmental Law” means all laws excluding Health and Safety Law (including without
limitation any common law statute or statutory instrument;  regulation, directive or decision, by-law,
circular, code, guidance, formal and written order or notice issued by a
Competent Authority; injunction, or judgment) in force at the date of this
Agreement that are applicable to and legally binding on or in relation to the
Properties, the Group and/or the conduct of the Group’s business and in each
case to the extent relating to the protection of the Environment or the
provision of remedies in respect of harm or damage to the Environment;


 


“Event” means any act, omission, occurrence, transaction or circumstance
(including Completion);


 


“Financial Year” means (as appropriate) a financial year as defined in accordance
with s223 UK CA or s231 NICO or s2(1) ICA;


 


“Future Environmental Change” means with respect to Environmental and Health and Safety
Warranties, any change in the application or interpretation of any law or
standard or practice of any regulatory or administrative body, save where in
response to a change in law including any change in law as a result of any
judgement or determination;


 


“FSA” means the Financial Services Authority;


 


“FSMA” means the Financial Services and Markets Act 2000;


 


“Group” means collectively the Company and the Subsidiaries (and “Group Company” shall be construed accordingly);


 


“Group Employees” means the employees of the Group;


 


5





















 


“Group Guarantees and Indemnities” means all those guarantees, security and indemnities given by Group
Companies prior to the date of Completion insofar as they are given for the
benefit of any member of the Seller Group;


 


“Group Relief Agreement” means the group relief agreement dated the same date as this
Agreement between National Australia Group Europe Limited and the Company;


 


“Group’s Asbestos Policy” means the NAGE Asbestos Policy as set out on the Data Room Index at
4.1.1.15;


 


“Health and Safety Law” means all laws (excluding Environmental Law) in force at the date of
this Agreement applicable to the Properties, the Group and/or the conduct of
the Group’s business relating to health and safety in the workplace;


 


“ICA” means the Irish Companies Act 1963 (as amended);


 


“IFSRA” means the Irish Financial Services Regulatory Authority;


 


“Independent Consultant” means National Britannia Limited and National Britannia Group
Limited (as Guarantor);


 


“Information Memorandum” means the information memorandum (including its addendum and
appendices) prepared and distributed by Lazard & Co, Limited in relation to
the sale of the Company by the Seller dated October 2004 and provided to the
Purchaser on 22 October 2004;


 


“Intellectual Property” means all patents, trade marks, service marks, community trade
marks, trade names, business names, unregistered trade and service marks,
copyrights, design rights, database rights, rights to or in computer software,
Know-How, trade secrets, rights to or in confidential information and all other
commercial monopoly rights, intellectual property rights and rights or forms of
protection of any such thing (whether or not registered or capable of
registration), together with all applications for registration of and rights to
apply for, and any licence to use, any of the foregoing;


 


“Interest Rate” means one per cent. per annum over the base rate of Clydesdale Bank
PLC from time to time;


 


“Intra-group Amounts” means all amounts (including VAT or sales tax included on such
amounts) owed, outstanding or accrued by any member of the Seller Group to a
Group Company, or by a Group Company to any member of the Seller Group, as at
Completion in respect of inter-company activity and the provision of services,
facilities and benefits (including amounts owed in respect of salaries or other
employment costs) or management services, excluding the Money Market Loans, the
Repos, the Subordinated Loans, the Term Loans, the NBET Deposits and the
Derivatives;


 


“IOMFSC” means the Isle of Man Financial Supervision Commission;


 


“IP Cross-Licence Agreement” means the agreement between the Seller and the Purchaser in the
agreed form to be entered into on Completion which sets out (amongst other
things): (i) the terms on which certain of the Intellectual Property belonging
to the Seller Group is to be licensed to the Group on a transitional basis
following Completion; (ii) the terms on which certain of the Intellectual
Property belonging to the Group is to be licensed to the Seller Group on a
transitional basis following Completion; and (iii) the future obligations and
restrictions imposed on the parties in respect of such Intellectual Property;


 


6





















 


“Irish Relevant Accounting Standards” means
any of the following in force on the relevant Balance Sheet Date: any
applicable Statement of Standard Accounting Practice, Financial Reporting
Standard, Urgent Issues Task Force Abstract or Statement of Recommended
Practice issued by the Institute of Chartered Accountants in Ireland or anybody
recognised by it;


 


“Irish VAT Act” means the Irish Value Added Tax Act 1972;


 


“ITA” means the Irish Taxes Consolidation Act 1997;


 


“IT Systems” means any computer, telecommunications and network equipment and/or
computer software or programs (in both source and object code form) of
whatsoever nature owned or used exclusively by any Group Company that is
material;


 


“Know-How” means all information, data and methodology not at present in the
public domain and all financial, commercial, trade and business secrets of
whatever nature and in whatever form including that comprised in, derived from
or relating to any drawings, diagrams, illustrations, data, specifications,
lists, programs, formulae, technical information, plans, reports, manuals and
all other documents, recorded information and data whatsoever and howsoever
stored;


 


“Last Balance Sheet Date” means 30 September 2004;


 


“Legislation and
Regulations” means (1) in relation to the Republic of Ireland, the
Central Bank Acts 1942 to 1998, European Communities (Licensing and Supervision
of Credit Institutions) Regulations 1992, Central Bank and Financial Services
Authority of Ireland Act 2003 and Central Bank and Financial Services Authority
of Ireland Act 2004, the Consumer Credit Act 1995, the Insurance Acts
1909-2000, the Criminal Justice Act 1994 and regulations made under the
European Communities Act 1972 relating to the conduct of insurance activities,
the Investment Intermediaries Acts 1995-2000, the Code of Practice for Credit
Institutions, the Code of Conduct for the Investment Business Services of
Credit Institutions and the Advertising Requirements applicable to Credit
Institutions each issued by IFSRA and any other codes and requirements issued
by IFSRA in accordance with section 117(1) of the Central Bank Act 1989; (2) in
relation to the Isle of Man, the Financial Supervision Act 1988 and the
Investment Business Act 1991; and (3) in relation to the United Kingdom, Parts
VII and VIII of the Proceeds of Crime Act 2002, sections 17 and 18 of the
Terrorism Act 2000, the Money Laundering Regulations 2003, FSMA, the
regulations made thereunder, the rules of the Financial Services Authority and
the Consumer Credit Act 1974 and the regulations made thereunder and (4) any
other enactment or legally binding regulations concerning the regulation of the
provision of banking and financial services to which any Group Company is subject
pursuant to the conduct of the Business;


 


“Licences” means
all licences, permissions, authorisations, permits, registrations and consents
which Group Companies are required to maintain pursuant to the Legislation and
Regulations;


 


“Losses and Expenses” means actions, proceedings, losses, damages, payments, liabilities,
claims, demands, costs and expenses, or other liabilities including fines,
penalties, reasonable legal and other professional fees and any amount paid by
the party claiming Losses and Expenses to any person in good faith, having
reasonably determined such payment to be due to that person (whether it is or
not);


 


7





















 


“Material Adverse Change” means the occurrence between the date of this Agreement and
Completion (both inclusive) of any Event which results, or is reasonably likely
to result, in:


 


(a)                                           the revocation or restriction of the existing authorisations of any
member of the Group to conduct any business line which is material in the
context of the Group taken as a whole;


 


(b)                                          the inability of any member of the Group to carry on, conduct or
operate any existing business line which is material in the context of the
Group as a whole;


 


(c)                                           substantial and permanent damage to the reputation of the Group in
any of its key markets or business lines which has a negative impact on the
financial position or financial prospects of the Group taken as a whole of a
level equivalent to that which would have been suffered had either (a) or (b)
above taken place; or


 


(d)                                          a negative impact on the financial position or financial prospects
of the Group taken as a whole of a level equivalent to that which would have
been suffered had any of (a), (b) or (c) above taken place.


 


In determining whether such an Event has
occurred any Event arising from any of the following shall not be taken into
account and shall be excluded:


 


(i)                                              changes in stock markets or other general economic conditions;


 


(ii)                                           changes in conditions generally affecting the banking industry;


 


(iii)                                        changes arising as a result of terrorism;


 


(iv)                                       changes in laws, regulations or accounting policies;


 


provided in the case of changes falling
within (i), (ii) and (iv) above such changes do not adversely affect the Group
in a clearly disproportionate manner when compared to other companies or
businesses operating in the same industry.


 


“Money Market Loans” means the loans which have been advanced by the Seller Guarantor or
National Australia Insurance Services Limited to Group Companies and loans
which have been advanced by Group Companies to the Seller Guarantor for a
period of less than 365 days as listed in Part 4 of Schedule 12 and such additional loans as the Seller
Guarantor may advance to Group Companies or Group Companies may advance to the
Seller Guarantor for a period of less than 365 days prior to Completion and
notify to the Purchaser in accordance with clause 5.1.7;


 


“NAGE” means National Australia Group Europe Limited registered in England
and Wales with number 02108635;


 


“NAGE Business Transfer Agreement” means the business transfer agreement in the agreed form to be
entered into between NAGE and NB in relation to the transfer of that part of
the business of NAGE which consists of the employment of employees based in
Northern Ireland and the provision of those employees to NB and its
subsidiaries;


 


“NAGE Employees” has the meaning given in the NAGE Business Transfer Agreement;


 


“NB” means Northern Bank Limited;


 


8





















 


“NB Accounts” means the Accounts in respect of NB;


 


“NB Group” means collectively those companies set out in Part 2
of Schedule 1;


 


“NBET Deposits” means the deposits made by Northern Bank Executor & Trustees
Limited with the Seller Guarantor as listed in Part 6
of Schedule 12;


 


“NBIOM” means Northern Bank (I.O.M.) Limited details of which are set out
in Part 2 of Schedule 1;


 


“NBIS” means Northern Bank Insurance Services Limited details of which are
set out in Part 5 of Schedule 1;


 


“NBIS Accounts” means in relation to any Financial Year of NBIS, the audited
unconsolidated balance sheet of NBIS as at the Balance Sheet Date in respect of
that Financial Year and the audited unconsolidated profit and loss account of
NBIS in respect of that Financial Year together with the notes, reports and statements
required by law or Relevant Accounting Standards to be annexed to them in
respect of that period;


 


“NBIS Share Sale Agreement” means the share sale agreement between National Europe Holdings
(Wealth Management) Limited and NB in the agreed form;


 


“NBIS Shares” means the issued share capital of NBIS;


 


“NIB” means National Irish Bank Limited;


 


“NIB Accounts” means the Accounts in respect of NIB;


 


“NIB Group” means collectively those companies set out in Part 3
of Schedule  1;


 


“NIB Investigations” means the subject matter of the NIB Investigations Deed including
the Report, the Investigations, the Practices, Third Party Claims and the
Proceedings, as each is defined in the NIB Investigations Deed;


 


“NIB Investigations Deed” means the deed in the agreed form to be entered into at Completion
between the Parties;


 


“NICO” means the Companies (Northern Ireland) Order 1986;


 


“Other Employee” means any employee of a Seller Group Undertaking (other than NAGE)
who is based in Northern Ireland or the Republic of Ireland, or any employee
employed by NAGE in the Isle of Man, as set out in the worksheet headed “IOM
NSITE NAB” at document 9.1.1.2 in the Data Room Index, subject to subsequent
confirmation by the Seller as to the inclusion or otherwise in this category of
the employee with employee number 2100396;


 


“Parties” means the parties to this Agreement (and “Party”
shall be construed accordingly);


 


“Pension Schemes” means the Northern Bank Pension Scheme (“NBPS”),
the National Australia Group Defined Contribution Scheme (“NDCS”),
the National Irish Bank Pension Scheme (“NIBPS”), the
National Australia Bank Limited Non-Executive Directors’ Retirement Benefits
Scheme (the “NEDRBS”) the National Australia
Group Europe Limited FURBS for Donald Price (the “Price FURBS”),
the National Australia Group Europe Limited FURBS for Katherine James (the “James FURBS”), the Widows


 


9





















 


Fund of the Officials of the Belfast Banking
Company Limited (the “WFOBBC”), the
National Australia Bank UK Retirement Benefits Plan, the Clydesdale Bank
Pension Scheme and the Yorkshire Bank PLC Pension Fund;


 


“Pro Forma Accounts” means pro forma financial information of that description relating
to the Group as at 30 September 2004 and in respect of the Financial Year ended
on that date set out in (i) the final column of document 13.9 in the Data Room
Index and (ii) the final column of document 13.3.3.9 in the Data Room Index;


 


“Properties” means the properties described in the Property Schedules and the
expression “Property” shall mean, where the
context so admits, any one or more or any part of such properties;


 


“Property Schedules” means the schedules containing short particulars of the Properties
set out in documents 3.1.1 and 3.1.2 of the Data Room Index;


 


“Provisional Assigned Subordinated Debt
Amount” means an amount equal to the
Seller’s good faith estimate of the outstanding principal amount owed to the
Seller Group under the Assigned Subordinated Loans and unpaid interest accrued
thereon as at Completion, as notified in writing to the Purchaser by the Seller
not less than one Business Day before Completion;


 


“Provisional Assigned Term Debt Amount” means an amount equal to the Seller’s good faith estimate of the
outstanding principal amount owed to the Seller Group under the Assigned Term
Loans and unpaid interest accrued thereon as at Completion, as notified in
writing to the Purchaser by the Seller not less than one Business Day before
Completion;


 


“Provisional Assumed
Subordinated Debt Amount” means an amount equal to the Seller’s good
faith estimate of the outstanding principal amount owed to the Seller Group
under the Assumed Subordinated Loans and unpaid interest thereon as at the
Completion, as notified in writing to the Purchaser by the Seller not less than
one Business Day before Completion;


 


“Provisional Assumed Term Debt Amount” means an amount equal to the Seller’s good faith estimate of the
outstanding principal amount owed to the Seller Group under the Assumed Term
Loans and unpaid interest thereon as at Completion, as notified in writing to
the Purchaser by the Seller not less than one Business Day before Completion;


 


“Provisional Consideration” means the provisional consideration payable for the Shares as
specified in clause 3.1.1, the Provisional
Assigned Subordinated Debt Amount and the Provisional Assigned Term Debt
Amount;


 


“Provisional Intra-group Amount” means in each case an amount equal to the Seller’s good faith
estimate in respect of each outstanding Intra-group Amount, as notified in
writing to the Purchaser by the Seller not less than one Business Day before
Completion;


 


“Purchaser Group” means the Purchaser and its Affiliates, including (from Completion)
the Group;


 


“Purchaser Group Undertaking” means an entity within the Purchaser Group;


 


“Purchaser’s Solicitors” means Mayer, Brown, Rowe & Maw LLP of 11 Pilgrim Street,
London, EC4V 6RW;


 


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“Purchaser Transaction Documents” means those of the Transaction Documents to which any Purchaser
Group Undertaking is expressed to be a party;


 


“Reasonable Reader” means:


 


(a)                                          in the case of any professional adviser to the Purchaser or any
member of the Purchaser’s Group, a person with the knowledge or expertise
reasonably to be expected of a leading professional adviser in the relevant
professional discipline; and


 


(b)                                         in any other case, a person with such skill and experience as would
ordinarily and reasonably be expected from a person:


 


(i)                                            engaged in the business of providing services in the course of
operation of a business, or the relevant part of a business, which is the same
as or similar to the Business under the same or similar circumstances and
conditions, and having the relevant responsibility within that business for the
subject matter of the Warranty or Disclosure in question; and


 


(ii)                                         familiar with the process generally involved in acquiring companies
and businesses operating in the same business sector as the Group;


 


“Registered IP” means the registered Intellectual Property owned, used or exploited
by the Group, and all applications for registration of the same;


 


“Regulatory Requirements”
means: (a) the requirements of any applicable law; (b) an order of a court of
competent jurisdiction; (c) the rules or requirements of any recognised stock
exchange or Competent Authority; and (d) any other regulatory requirement;


 


“Relevant Accounting Standards” means any of the following in force on the relevant Balance Sheet
Date: any applicable Statement of Standard Accounting Practice, Financial
Reporting Standard, Urgent Issues Task Force Abstract or Statement of
Recommended Practice issued by the UK Accounting Standards Board (or any
successor body) or any committee of it or body recognised by it;


 


“Relevant Regulator”
means the FSA, IFSRA, Central Bank, IOMFSC and any other regulator to which the
Group is subject pursuant to the Legislation and Regulations;


 


“Relevant IP” means all Registered IP and Unregistered IP;


 


“Reorganisation” means any intra-group transaction involving or comprising any of
the following (other than any such transaction to be effected pursuant to any
of the Transaction Documents):


 


(a)                                          any sale and purchase, assignment, distribution or other transfer or
disposal of any shares or other assets;


 


(b)                                         any transfer, novation or sub-contracting of any liabilities; and


 


(c)                                          any other form of intra-group reorganisation, reconstruction or
arrangement in each case whether or not for full consideration;


 


“Repos” means the repurchase agreements between the Seller Guarantor and
any Group Company listed in Part 5 of Schedule 12 and such additional repurchase agreements as the


 


11





















 


Seller Guarantor may enter into prior to
Completion with any Group Company and notify in writing to the Purchaser in
accordance with clause 5.1.7;


 


“Restructuring”
means the pre-sale restructuring of the Seller Group and the Group described in
the Restructuring Paper;


 


“Restructuring Paper” means the restructuring paper in the agreed form;


 


“Seller Group” means the Seller and its Affiliates, excluding the Group;


 


“Seller Group Undertaking” means an entity within the Seller Group;


 


“Seller Guarantees and Indemnities” means all those guarantees, security and indemnities given by the
Seller or other members of the Seller Group prior to the date of Completion
insofar as they are given for the benefit of any Group Company;


 


“Seller Transaction Documents” means those of the Transaction Documents to which any Seller Group
Undertaking is expressed to be a party;


 


“Seller’s Bank Account” means the account specified by the Seller to the Purchaser for the
purposes of this Agreement;


 


“Seller’s Solicitors” means CMS Cameron McKenna of Mitre House, 160 Aldersgate Street,
London EC1A 4DD (Ref. BHH/JWB/SVN/0N1000.683);


 


“Senior Employee” means an Employee who, as at the date of this Agreement, is paid a
base salary of more than £50,000 a year;


 


“Shares” means the 133,223,330 fully-paid issued ordinary shares of £1 each
in the capital of the Company;


 


“Subordinated Debt Amount” means the Subordinated Assigned Debt Amount and the Subordinated
Assumed Debt Amount taken together;


 


“Subordinated Loans” means the inter-company loans which have been advanced by the Seller
Group to any Group Company on a subordinated basis listed in Part 1 of Schedule 12 and
such additional subordinated loans as the Seller Group may advance to any Group
Company prior to Completion and notify in writing to the Purchaser in
accordance with clause 5.1.7;


 


“Subsidiaries” means NBIS and the subsidiaries of the Company named in Parts 2 and 3 of Schedule  1;


 


“Taxation” or “Tax” means:


 


(a)                                          all forms of taxation and statutory, governmental, state, federal,
provincial, local government or municipal charges, duties, imposts,
contributions, levies, value added taxes, stamp duties, withholdings or
liabilities; and


 


(b)                                         any penalty, fine, surcharge or interest payable in connection with
any Taxation within paragraph (a) above;


 


“Taxation Authority” means the Inland Revenue, HM Customs & Excise, the Department
of Social Security, the Department for Work and Pensions, the Irish Revenue
Commissioners, the Department of Social and Family Affairs, the Isle of Man
Assessor of


 


12





















 


Tax Income, the Isle of Man Treasury, the Isle
of Man Customs & Excise, the Isle of Man Department of Health & Social
Security and any other governmental or other authority whatsoever competent to
impose any Taxation;


 


“Taxation Warranties” means the warranties set out in Part 2 of Schedule  6;


 


“Tax Deed” means the deed in the agreed form containing certain Taxation
covenants between the Seller and the Purchaser;


 


“TCGA” means the Taxation of Chargeable Gains Act 1992;


 


“Term Debt Amount” means the Assigned Term Debt Amount and the Assumed Term Debt Amount
taken together;


 


“Term Loans” means the inter-company term loans pursuant to which the Seller
Group has loaned funds to any Group Company on an unsubordinated basis which
are described in Part 2 of Schedule 12
and such additional term loans as the Seller Group may advance to any Group
Company prior to Completion and notify in writing to the Purchaser in
accordance with clause 5.1.7;


 


“Transaction Documents” means this Agreement and any agreements
or deeds between the Parties or their Affiliates which are to be executed
and/or delivered pursuant to this Agreement (including those listed in Schedules 4 and 10) or in
implement of the transactions provided for in this Agreement;


 


“Transitional Services
Agreement” means
the agreement between NAGE, the Company, the Seller Guarantor and the Purchaser
to be entered into on the date of this Agreement which sets out the terms on
which ongoing services are to be provided by the Seller Group to the Group and
vice-versa following Completion;


 


“TUPE” means the Transfer of Undertakings (Protection of Employment)
Regulations 1981;


 


“UK CA” means the Companies Act 1985;


 


“UK TA” means the Income and Corporation Taxes Act 1988;


 


“Unregistered IP” means Intellectual Property owned, used or exploited by the Group
other than Registered IP;


 


“VAT” means value added tax;


 


“VATA” means the Value Added Tax Act 1994;


 


“Warranties” means the warranties set out in clauses 8.1 and
8.2 and Schedule
6; and


 


“Wrong Pocket Asset” has the meaning given to it in clause 2.6.


 


Interpretation


 


1.2                                        Reference to any document as being “in the
agreed form” means that it is in the form agreed between the Seller
and the Purchaser and initialled for the purposes of identification by or on
behalf of the Seller and the Purchaser.


 


1.3                                        References to this “Agreement”
means this agreement including the Schedules.


 


13





















 


1.4                                        Where any statement is qualified by the expression “so far as the Seller is aware” or by reference to the
knowledge, awareness or belief of the Seller or by an expression of similar
import, that statement shall be deemed (except where otherwise expressly
provided to the contrary) to be given only on the basis of matters which are
within the actual knowledge of the persons named in Schedule
11, having made reasonably diligent
enquiries, in each case in respect of the Warranties.


 


1.5                                        The table of contents and headings and sub-headings are for
convenience only and shall not affect the construction of this Agreement.


 


1.6                                        Unless the context otherwise requires, words denoting the singular
shall include the plural and vice versa and references to any gender shall
include all other genders.  References to
any person (which for the purposes of this Agreement shall include natural
persons, bodies corporate, unincorporated associations, partnerships,
governments, governmental agencies and departments, statutory bodies or other
entities, in each case whether or not having a separate legal personality)
shall include the person’s successors.


 


1.7                                        The words “other”, “include” and “including” do
not connote limitation in any way.


 


1.8                                        References to Recitals, Schedules, clauses and appendices are to
(respectively) recitals to, schedules to, clauses of and appendices to, this
Agreement (unless otherwise specified); and references within a Schedule to
paragraphs are to paragraphs of that Schedule (unless otherwise specified); and
references to this Agreement include the Schedules.


 


1.9                                        References in this Agreement to any treaty, statute, statutory
provision, directive of the Council of the European Union (whether issued
jointly with any other person or under any other name) or other legislation
include a reference to that treaty, statute, statutory provision, directive or
legislation as amended, extended, re-enacted, consolidated or replaced from
time to time (whether before or after the date of this Agreement) and include
any order, regulation, instrument or other subordinate legislation made under
the relevant treaty, statute, statutory provision, directive or legislation
PROVIDED ALWAYS THAT the liability of the Seller or the Purchaser shall not be
increased by any such amendment, extension, re-enactment, consolidation or
replacement made after the date of this Agreement.  For the avoidance of doubt, this proviso shall
not apply to any Future Environmental Change.


 


1.10                                  References
to any English legal term for any action, remedy, method of judicial
proceeding, legal document, legal status, court, organisation, body, official
or any legal concept, state of affairs or thing shall in respect of any
jurisdiction other than England be deemed to include that which most nearly
approximates in that jurisdiction to the English legal term.


 


1.11                                  Any
reference to “writing” or “written”
includes faxes and any legible reproduction of words delivered in permanent and
tangible form (but does not include e-mail).


 


1.12                                  All
references to pounds or £ in this Agreement are to pounds sterling.  Any amount expressed in a currency other than
pounds sterling shall, to the extent that it requires in whole or in part to be
expressed in pounds sterling in order to give due effect to the provisions of
the Transaction Documents including calculating whether any monetary limit or
threshold set out in the Transaction Documents has been reached, be deemed for
that purpose to have been converted into pounds sterling in accordance with clause 1.13.


 


1.13                                  Subject
to any applicable legal requirements governing conversions into pounds
sterling, the rate of exchange shall be the closing mid-rate of conversion of
that currency into


 


14





















 


pounds
sterling as published in the London edition of The
Financial Times published on the following dates:


 


1.13.1                        in relation to
any amount to be considered or determined as at Completion (including all
amounts in Schedule 5), the next publication
date after the date of Completion;


 


1.13.2                        in relation to
assessing any claim made by any Party under any Transaction Document for the
purposes of determining whether it falls within any caps or other limitations,
the publication date immediately prior to the date the claim is made;


 


1.13.3                        otherwise, the
publication date immediately prior to the date upon which any amount is
actually paid under any Transaction Document;


 


provided that
this shall not apply to the extent specific provision is made in relation to
any amount for a different rate of exchange to be used.


 


1.14                                  References to times of the day are (unless otherwise expressly
provided) to London time and references to a day are to a period of 24 hours
running from midnight on the previous day.


 


1.15                                    The expressions “subsidiary”, “holding company”, “body corporate”, “parent  undertaking”
and “subsidiary  undertaking”
shall have the meanings respectively given to them in UK CA.


 


1.16                                    Any reference (however expressed) to a person being indemnified against any Losses and Expenses by reference to
an Event includes indemnifying and keeping that person indemnified against all
Losses and Expenses from time to time made, suffered or incurred by that person
as a direct consequence of that Event.


 


2.                                               Sale and purchase


 


2.1                                          Obligation to sell and purchase


 


Subject
to the terms and conditions of this Agreement:


 


2.1.1                                the Seller shall:


 


(a)                                           sell the Shares to the Purchaser (or any Purchaser Group Undertaking
nominated by the Purchaser); and


 


(b)                                          assign or procure the assignment by the relevant Seller Group
Undertakings of the Assigned Subordinated Loans and the Assigned Term Loans to
the Purchaser (or any Purchaser Group Undertaking nominated by the Purchaser)
on the terms set out in the Debt Assignment Agreements;


 


2.1.2                                the Purchaser shall, or shall procure that a Purchaser Group
Undertaking nominated by the Purchaser shall, relying on the Warranties and
other obligations of the Seller under this Agreement:


 


(a)                                           purchase the entire legal and beneficial ownership in the Shares
from the Seller;


 


15





















 


(b)                                          accept the assignment of the Assigned Subordinated Loans and the
Assigned Term Loans from the Seller or the relevant Seller Group Undertakings
on the terms set out in the Debt Assignment Agreements; and


 


(c)                                           in a manner compliant with all laws, provide funds to and procure
that the relevant Group Company shall repay in full to the Seller and any
relevant Seller Group Undertaking the Assumed Subordinated Loans and Assumed
Term Loans.


 


2.2                                          Dividends and distributions


 


The
Shares shall be sold with the benefit of all rights attaching or accruing to
them as at Completion, including the right to receive all dividends and
distributions (including any return of capital) declared, paid or made by the
Company after Completion.


 


2.3                                          Waiver of Pre-emption Rights


 


The Seller
irrevocably waives and shall procure the waiver of all rights of pre-emption
over or other rights to restrict the transfer of the Shares provided for in clause 2.1 conferred either by the articles of association
of the Company or in any other way.


 


2.4                                          Sale of all Shares


 


Without prejudice to clause 6.2,
the Purchaser shall not be obliged to complete the purchase of any of the
Shares unless the purchase of all the Shares is completed simultaneously.


 


2.5                                          Implied covenants for title


 


The Seller covenants in relation to the
Shares, the Assigned Subordinated Loans and the Assigned Term Loans that):


 


2.5.1                                it (or the relevant Seller Group Undertaking) has full power and the
right to transfer the legal and beneficial title to them; and


 


2.5.2                                the Shares, Assigned Subordinated Loans and the Assigned Term Loans
shall on Completion be free from all Encumbrances and other third party rights.


 


The Seller and each relevant Seller Group
Undertaking will at Completion each execute (at its own cost and expense) such
documents as the Purchaser reasonably considers necessary to transfer the legal
and beneficial ownership in the Shares, the Assigned Subordinated Loans and the
Assigned Term Loans to the Purchaser (or its nominee) and secure to the
Purchaser the rights attaching to the Shares, the Assigned Subordinated Loans
and the Assigned Term Loans.


 


Part 1 of the Law of Property (Miscellaneous
Provisions) Act 1994 shall not apply to such disposition.


 


16





















 


2.6                                          Transfer of Wrong Pocket Assets


 


If at any time
during the term of the Transitional Services Agreement the Parties become aware
that there are any Wrong Pocket Assets, then in respect of each Wrong Pocket
Asset:


 


2.6.1                                the Responsible Party shall, or shall procure that the relevant
Holding Party shall:


 


(a)                                           execute all such deeds and documents as may be necessary for the
purpose of transferring the Wrong Pocket Asset free of any Encumbrance to the
Receiving Party or its nominee; and


 


(b)                                          do all such further acts and things and execute all such other
documents as may be necessary validly to effect the transfer of the Wrong
Pocket Asset to the Receiving Party or its nominee;


 


PROVIDED that
if any third party consent, approval, authorisation or waiver is required for
the transfer then the Responsible Party shall use all reasonable endeavours to
procure the consent, approval, authorisation or waiver and pending such
consent, approval, authorisation or waiver shall hold or shall procure that the
benefit of such Wrong Pocket Asset be held on trust for the benefit of the
Receiving Party or its nominee; and


 


2.6.2                              the Receiving Party shall, or shall procure that its nominee shall,
forthwith pay to the Holding Party the amount by which the Adjusted Net Assets
determined in accordance with Schedule 5
would have been adjusted (taking no account of whether that adjustment would have
been positive or negative) had such transfer occurred prior to Completion.


 


For the purposes of this clause:


 


“Holding Party” means the Seller Group Undertaking or the Group Company holding the
Wrong Pocket Asset;


 


“Purchaser Wrong Pocket
Asset” means any interest, right, property or other asset held by
any Seller Group Undertaking which exclusively relates to and/or has previously
been exclusively used to carry on the Business, but excluding any such
interest, right, property or other asset:


 


(a)                                          specified in the Information Memorandum as being retained by the
Seller Group;


 


(b)                                         which was transferred to that Seller Group Undertaking in accordance
with the Restructuring;


 


“Receiving Party” means, in the case of a Purchaser Wrong Pocket Asset, the Purchaser;
and in the case of a Seller Wrong Pocket Asset, the Seller;


 


“Responsible Party” means, in the case of a Purchaser Wrong Pocket Asset, the Seller;
and in the case of a Seller Wrong Pocket Asset, the Purchaser;


 


“Seller Wrong Pocket Asset”
means any interest, right, property or other asset held by any Group Company
which does not exclusively relate to nor has previously been exclusively used
to carry on the Business, but excluding any such interest, right, property or
other asset:


 


17





















 


(a)                                          specified in the Information Memorandum as being an asset of the
Group; or


 


(b)                                         transferred to the Group in accordance with the Restructuring;


 


“Wrong Pocket Asset” means a Purchaser Wrong Pocket Asset or a Seller Wrong Pocket
Asset.


 


2.7                                          Notification


 


The Responsible Party shall promptly notify
the Receiving Party on it coming to its attention that there is any Wrong
Pocket Asset to which clause 2.6
applies.


 


2.8                                          Associated Companies


 


The Purchaser
may, not later than 15 February 2005, notify the Seller in writing that it
requires the Seller Group to purchase the shareholdings of the Group in the
Associated Companies.  If such
notification is received by the Seller by that date then at Completion it shall
enter into a share purchase agreement with Northern Bank Development
Corporation Limited in the same form mutatis mutandis
(but ignoring any reference to regulatory consent) with the NBIS Share Sale
Agreement save that the purchase price for the shareholdings shall be the net
book value at which the shareholdings are recorded in the books of Northern
Bank Development Corporation Limited.


 


2.9                                          Nomination of Assumed Subordinated and Term Loans


 


Not later than
15 February 2005, the Purchaser shall notify the Seller in writing which of the
Subordinated Loans and which of the Term Loans it wishes to treat as Assumed
Subordinated Loans and Assumed Term Loans respectively.  This obligation shall be in respect of such
loans that have been notified to the Purchaser by 8 February 2005.  In addition, in respect of any further such
loans notified to the Purchaser in accordance with clause 5.1.7,
the Purchaser shall prior to Completion provide a like notification.


 


3.                                               Consideration


 


3.1                                          Provisional  Consideration


 


The
Provisional Consideration shall be:


 


3.1.1                                for the sale of the Shares, a cash payment of £967 million;


 


3.1.2                                for the assignment of the Assigned Subordinated Loans, a cash
payment equal to the Provisional Assigned Subordinated Debt Amount; and


 


3.1.3                                for the assignment of the Assigned Term Loans,  a cash payment equal to the Provisional
Assigned Term Debt Amount.


 


3.2                                          Adjustment of Provisional Consideration


 


The
consideration for the sale of the Shares, the assignment of the Assigned
Subordinated Loans and Assigned Term Loans shall be the Provisional
Consideration as adjusted in accordance with Schedule 5.


 


18





















 


3.3                                          Reduction in consideration


 


Any payment
made by the Seller in respect of clause 8 or (except for any amount paid  in respect of the Subordinated Loans,
the  Term Loans, the Intra-group Amounts,
the Money Market Loans, the Repos, the NBET Deposits and the Derivatives) any
other payment made by it pursuant to this Agreement, or under the Tax Deed or
the NIB Investigations Deed, shall (and shall be deemed to) reduce the price
paid for the Shares under this Agreement by a matching amount.  Except for any amount paid in respect of the
Subordinated Loans, the Term Loans, the Intra-group Amounts, the Money Market
Loans, the Repos, the NBET Deposits and the Derivatives, any payment made by
the Purchaser after Completion pursuant to this Agreement or under the Tax Deed
shall (and shall be deemed to) increase the price paid for the Shares under
this Agreement by a matching amount.


 


4.                                               Conditions


 


4.1                                          Conditions to Completion


 


Completion is
subject to and conditional on fulfilment of the following conditions:


 


4.1.1                                either:


 


(i)                                            the Purchaser receiving in terms satisfactory to it confirmation
from the European Commission that the transactions or any part of the
transactions contemplated in this Agreement (such transactions being the “Concentration”) do not constitute a concentration having a
Community dimension within the meaning of Council Regulation (EC) No. 139/2004
(the “Regulation”); or


 


(ii)                                         the Purchaser receiving in terms satisfactory to it confirmation
that (being a concentration having a Community dimension within the meaning of
the Regulation) the European Commission has decided to declare the
Concentration compatible with the Common Market pursuant to Article 6(1)(b) of
the Regulation, either unconditionally or subject to such conditions,
obligations or commitments as shall be satisfactory to the Purchaser or a
deemed declaration in respect of the Concentration occurs under Article 10(6)
of the Regulation; or


 


(iii)                                      where the Concentration or any part of it has been referred to a
competent authority of any EU Member State under Article 4(4) or Article 9 of
the Regulation, the Purchaser receiving from the competent authority of that
Member State, confirmation in terms reasonably satisfactory to it that the
Concentration has been approved in accordance with the relevant legislation of
that EU Member State, and where the European Commission has only referred part
of the Concentration, the Purchaser receiving in terms satisfactory to it
confirmation that the European Commission has decided not to oppose it and has
declared it compatible with the Common Market pursuant to Article 6(1)(b) of
the Regulation either unconditionally or subject to such conditions,
obligations or commitments as shall be satisfactory to the Purchaser, or a
deemed declaration in respect of the Concentration occurs under Article 10(6)
of the Regulation; or


 


19





















 


(iv)                                     following a decision under Article 6(1)(c) of the Regulation to
initiate proceedings, the Purchaser receiving in terms satisfactory to it a
decision from the European Commission pursuant to Article 6(1)(b) of the
Regulation declaring the Concentration compatible with the Common Market,
either unconditionally or subject to such conditions, obligations or
commitments as shall be satisfactory to the Purchaser;


 


and no
indication having been made that a European Union or EFTA state may take
appropriate measures to protect legitimate interests pursuant to Article 21(4)
of the Regulation in relation to the Concentration or any aspect of the
Concentration;


 


4.1.2                                (i)                                            the Purchaser having received an approval notice from the FSA in
accordance with the FSMA confirming that there is no objection to the Purchaser
becoming a controller of NB and Northern Bank Executor and Trustee Company
Limited and (2) the Company and NB (and, where appropriate, their respective
holding companies, including from Completion the Purchaser) having received
from the FSA an approval notice with respect to them becoming controllers of
NBIS for the purposes of the FSMA pursuant to this Agreement; or


 


(ii)                                         where the approval notices issued by the FSA referred to in clause 4.1.2(i) are expressly subject to the fulfilment of
certain conditions, upon the fulfilment of those conditions (as may be varied
or cancelled) to the satisfaction of the FSA; or


 


(iii)                                      in the absence of such notification, the period during which the FSA
may serve an approval notice or a decision notice pursuant to the FSMA in
relation to such acquisitions of control having elapsed without the FSA having
served any such notices;


 


4.1.3                                the Purchaser having received notification from IFSRA pursuant to
Chapter VI of Part II to the Central Bank Act 1989 and Regulation 14 of the
European Communities (Licensing and Supervision of Credit Institutions)
Regulations 1992 that it approves or, as applicable, has no objection to the
Purchaser acquiring the entire issued share capital of NIB and National Irish
Investment Bank Limited for the purposes of such legislation or, in the absence
of such notification, the period during which the IFSRA may serve notice of
refusal of its approval or, as applicable, its objection pursuant to such
legislation in relation to the Purchaser acquiring the entire issued share
capital of NIB and National Irish Investment Bank Limited having elapsed
without the IFSRA having served any such notice of refusal of its approval, or
as applicable, objection;


 


4.1.4                                the Purchaser having received notification from the IOMFSC in
accordance with the Isle of Man Banking (General Practice) Regulatory Code 1999
and the Isle of Man Banking Act 1998, that there is no objection to the
Purchaser becoming a controller of NBIOM and NB for the purposes of such
legislation.


 


20





















 


4.2                                          Satisfaction of Conditions


 


4.2.1                              The parties shall cooperate to ensure that the Conditions are
satisfied as soon as possible and neither the Seller nor the Purchaser shall
take any affirmative action with the intention of impeding the satisfying of
any Condition.


 


4.2.2                              The Purchaser shall, subject to clause 4.2.3,
as between the Parties have principal responsibility to seek to ensure the
fulfilment of the Conditions and shall:


 


(a)                                         as soon as possible following the date of this Agreement, prepare
and submit the notifications and any other correspondence and any other
documentation required from time to time in connection with such notifications
to the competition authorities and Relevant Regulators referred to in clause 4.1 in order to satisfy the Conditions; and


 


(b)                                        deal promptly with all discussions, enquiries, correspondence and
meetings with or from such competition authorities and Relevant Regulators
concerning the Conditions (“Regulator Discussions”);


 


(c)                                         meet all fees required by the competition authorities and Relevant
Regulators;


 


(d)                                        treat procuring the fulfilment of the Conditions as an urgent
management priority and allocate all necessary management and other resources
to procuring the fulfilment of the Conditions; and


 


(e)                                         otherwise use significant endeavours to procure that the Conditions
are fulfilled as soon as practicable after the date of this Agreement;


 


and the Seller
and the Purchaser shall keep each other fully informed at all reasonable times
as to the progress of the Regulator Discussions and the status of the
Conditions generally.


 


4.2.3                              The Purchaser’s obligations in clause 4.2.2
shall not include any obligation to make any payment to procure the fulfilment
of any Condition (other than in relation to fees payable to competition
authorities or Relevant Regulators or the payment of the costs and expenses of
professional advisers), or the Purchaser or any Purchaser Group Undertaking or
any Group Company having to offer or give undertakings/commitments to, or agree
a settlement or consent orders with, any competition authority or Relevant
Regulator obliging the Purchaser or any Purchaser Group Undertaking or any
Group Company:


 


(a)                                           to divest all or part of the Business, the Shares or any part of its
existing business; and/or


 


(b)                                          to conduct its affairs and/or behave in a particular manner; and/or


 


(c)                                           to enter into or modify agreements with a third party (or third
parties) on particular terms; and/or


 


(d)                                          to terminate agreements with a third party (or third parties),


 


if required or
requested by, or necessary to overcome any actual or potential concerns of, any
competition authority or Relevant Regulator in order to obtain all
authorisations, consents, approvals, actions and/or clearances and/or secure


 


21





















 


the expiry or
termination of waiting periods and/or the removal of prohibitions or
injunctions to Completion.


 


4.2.4                              The Seller shall (and shall procure that each member of the Seller’s
Group shall), provide reasonable assistance where requested in writing to do so
to the Purchaser where the fulfilment of any Condition requires the Seller’s
assistance and generally use its reasonable endeavours to assist the Purchaser
in procuring that the Conditions are fulfilled as soon as practicable following
the date of this Agreement.  Such
assistance shall include all or any of the following:


 


(a)                                           the furnishing of information in order to enable any filings or
notifications to be prepared;


 


(b)                                          dealing promptly with all discussions, enquiries, correspondence and
requests for information made by any Relevant Regulator or the European
Commission concerning the Conditions;


 


(c)                                           attending (and, if appropriate, requesting) hearings with any
Relevant Regulator or the European Commission (withdrawing from such meetings
as and when matters confidential to the Purchaser or to the Purchaser Group
arise which shall include reasons for the acquisition and the future of the
Group).


 


In addition,
should the FSA require a separate notification from NB in relation to NB
becoming the controller of NBIS, the Seller shall between the parties have
principal responsibility for making that notification and shall make such
notification as soon as possible following being called upon to do so and in
relation thereto shall comply with clause 4.2.2 as
if it were the Purchaser.


 


For the
avoidance of doubt the obligations of the Seller shall not include any
obligation to do any of the things set out in clause 4.2.3.


 


4.2.5                              The Purchaser shall give notice to the Seller of the satisfaction of
each of the Conditions as soon as practicable after (and in any event within
one Business Day of) the relevant Condition being satisfied.


 


4.3                                          Non-satisfaction of Conditions


 


4.3.1                                If any Condition has not been fulfilled by the date falling 12
months after the date of this Agreement then, unless otherwise agreed by the
Seller and the Purchaser in writing, this Agreement shall terminate with
immediate effect.


 


4.3.2                                If at any time a Condition becomes incapable of being fulfilled,
then unless this has arisen as a result of a failure of the Seller to comply
with its obligations under clause 4.2.1 and
4.2.4, the Seller may at any time
thereafter terminate this Agreement by notice in writing to the Purchaser, such
notice having immediate effect.


 


4.3.3                                If the Agreement terminates pursuant to clause 4.3.1
or 4.3.2 the Agreement shall lapse and
none of the Parties shall have any further rights or obligations against any
other Party hereunder, except under clause 4.3.4
(if applicable) which, together with clauses 7.5 and
14 to 22
and 24, shall continue to apply, provided
always that the Parties’ accrued rights and obligations, including any rights
they may have in respect of any antecedent breach of this Agreement, shall not
be affected.


 


22





















 


4.3.4                              If:


 


(a)                                           the Agreement terminates pursuant to clause 4.3.1
and at the date of termination the Condition set out in clause 4.1.1
has not been satisfied; or


 


(b)                                          the Agreement terminates pursuant to clause 4.3.2
as a result of the Condition set out in clause 4.1.1
becoming incapable of being fulfilled;


 


then, provided
no Material Adverse Change has occurred prior to the date of termination of the
Agreement, on the second Business Day after such termination of this Agreement
the Purchaser shall pay to the Seller the sum of £9.67 million by way of
electronic transfer for same day value to the Seller’s Bank Account.


 


4.4                                          Occurrence of a Material Adverse Change


 


4.4.1                              If a Material Adverse Change occurs then:


 


(a)                                         the Party that first becomes aware of such occurrence shall notify
the other Party in writing of such occurrence as soon as reasonably
practicable; and


 


(b)                                        the Purchaser may within whichever is the shorter of the periods of
(i) the period ended on the seventh day after the day during which satisfaction
of the last of the Conditions takes place or, if earlier, the Business Day
which would otherwise be the Due Date; and (ii) 30 days following the notice in
(a), terminate this Agreement by notice in writing to the Seller, such notice
having immediate effect.


 


4.4.2                              Upon such termination notice being given this Agreement shall lapse
and none of the Parties shall have any further rights or obligations against
any other Party hereunder, except under clauses 7.5 and
14 to 22
and 24 which shall continue to apply,
provided always that the Parties’ accrued rights and obligations, including any
rights they may have in respect of any antecedent breach of this Agreement,
shall not be affected.


 


5.                                               Conduct of Business
pending Completion


 


5.1                                          Undertakings


 


The Seller
undertakes to the Purchaser that, in the period between the date of this
Agreement and the date of Completion (both dates inclusive):


 


5.1.1                              it will procure that the Business will continue to be carried on in
the normal and ordinary course and with a view to profit without any
interruption (excluding any interruption arising from any cause or causes
beyond the Seller’s or any other member of the Seller’s Group or any member of
the Groups reasonable control) and so as to maintain the same as a going
concern and shall conduct or cause the Business to be conducted in a manner
consistent with the manner in which it has been conducted in the period since 1
October 2002;


 


5.1.2                              it shall procure that all reasonable endeavours are used to retain
and preserve the goodwill of the Business;


 


23





















 


5.1.3                      it will not do
and shall use its reasonable endeavours not to permit to be done any act or
thing or omit or permit the omission of any act or thing which is intended to
impair or have a material adverse effect upon the turnover, financial position
or prospects of the NB Group or the NIB Group;


 


5.1.4                      it will keep and
make (and procure that the Subsidiaries keep and make) proper accounting
records and true and complete entries in such records of all material dealings
and transactions;


 


5.1.5                      it will promptly
provide to the Purchaser in respect of each month, a management report in
respect of the Group based upon the format of such report in the agreed form;


 


5.1.6                      it will use all
reasonable endeavours to procure that none of the Group Companies will (except
in accordance with a prior waiver in writing given by the Purchaser) do or
agree to do any of the matters referred to in Schedule 3;
and


 


5.1.7                      it will notify
the Purchaser on each tenth Business Day from the date of this Agreement until
Completion of any new Derivative, Money Market Loan, Repo, Term Loan, NBET
Deposit or Subordinated Loan and supply to the Purchaser summary documentation
(if any) evidencing such Derivative, Money Market Loan, Repo, Term Loan, NBET
Deposit or Subordinated Loan, as the case may be and it shall warrant on the
date of such notification that the information contained in such notification
does not materially overstate or understate such new Derivative, Money Market
Loan, Repo, Term Loan, NBET Deposit or Subordinated Loan (as the case may be)
in existence at such date and was prepared by the Seller Group in the ordinary
course of trading as previously conducted.


 


5.2                                 Exceptions


 


No act of a Group Company which
is (1) effected in order to satisfy any Regulatory Requirement or (2) effected
specifically pursuant to the terms of any Transaction Document (including,
without limitation, each part of the Restructuring) shall be regarded as a
breach of clause 5.1.  The parties agree that the only obligation
provided or undertaking by the Seller pursuant to clause 5.1
or Schedule 3 in relation to the NIB
Investigations and the NIB Investigations Deed is that set out in paragraph 16 of Schedule 3.


 


5.3                                 Confidentiality


 


The Purchaser shall ensure
that, to the extent it receives any commercially sensitive information in
relation to the Group as a result of the operation of clause 5.1,  and until satisfaction of the Condition set out in clause 4.1.1, it shall restrict access to such information
to a limited number of individuals directly involved in the transactions set
out in the Transaction Documents.


 


5.4                                 Depolarisation


 


The Purchaser acknowledges that
changes will be made to the wealth management operations of NBIS (and of the
Seller Group) in order to move the planner workforce to a multi-tie model
following depolarisation.


 


24





















 


5.5                                 Other agreements


 


The Purchaser and the Seller
shall use all reasonable endeavours in good faith to agree (and to procure that
the relevant Group Company or Seller Group Undertaking agrees) the form of (i)
a lease from NB to NAGE (or such other Seller Group Undertaking as the Seller
may specify) in relation to space at Northern Court, Belfast, and (ii) the
service level agreement between NB and Clydesdale Bank PLC relating to the
provision of banking services on the Isle of Man to customers of Clydesdale
Bank PLC, in each case not later than 14 January 2005.  Once agreed, such documents shall be entered
into between their respective parties at or before Completion.  The Seller acknowledges that the Purchaser
shall not be a party to these documents but nevertheless shall seek to agree
the terms with the Purchaser in accordance with the preceding sentences of this
clause 5.5.


 


6.                                      Completion


 


6.1                                 Completion date and meeting


 


Except as otherwise agreed
between the Seller and the Purchaser and provided that this Agreement is not
terminated in accordance with clause 4.4.1 as
a result of a Material Adverse Change prior to Completion, Completion shall
take place at the offices of the Seller’s Solicitors on the last day of the
month during which satisfaction of the last of the Conditions takes place or,
where the last day of that month is not a Business Day, on the next Business
Day following that date, provided that if such final Condition is satisfied
within one Business Day of the end of a month, Completion shall take place on
the last day of the following month, or where the last day of that month is not
a Business Day, on the next Business Day following that date, and provided
further that in no event shall Completion take place prior to 28 February 2005
(in each case the “Due Date”).  On Completion the Parties shall perform their
respective Completion obligations set out in Schedule 4.


 


6.2                                 Failure to comply


 


If
(a) the provisions of paragraph 1 of Schedule 4 are not complied with on the day of
Completion then the Purchaser may, and (b) if the provisions of paragraph 2 of Schedule 4
are not complied with on the day of Completion then the Seller may:


 


6.2.1                      defer Completion
to the month end date next following the date set for Completion by clause 6.1 (or if such day is not a Business Day, to the
next succeeding Business Day) (and so that the provisions of this clause 6.2 (other than this paragraph) shall apply to the
deferred date for Completion with all necessary modifications);


 


6.2.2                      without
prejudice to its rights under this Agreement, proceed so far as practicable
with the transactions contemplated by this Agreement;


 


6.2.3                      terminate this
Agreement without prejudice to its rights and remedies under this Agreement; or


 


6.2.4                      waive all or any
of the requirements of the other contained in Schedule 4
at its discretion.


 


6.3                                 Effect of Completion


 


Notwithstanding Completion,
each provision of this Agreement (and any other document referred to in it) not
performed at or before Completion but which remains capable of performance, the
Warranties and all covenants and other undertakings contained in or


 


25





















 


entered into pursuant to this
Agreement will remain in full force and effect and (except as otherwise
expressly provided) without limit in time.


 


6.4                                 Registration


 


The Purchaser shall use all
reasonable endeavours to procure that the stock transfer form in relation to
the transfer of the Shares is duly registered as soon as reasonably practicable
following Completion.


 


6.5                                 Pending registration


 


The
Seller declares that so long as it (or any of its nominees) remains the
registered holder of any of the Shares after Completion, it will (and will
procure that any such nominee will):


 


6.5.1                      hold those
Shares and all dividends and other distributions in respect of them, and all
other rights arising out of or in connection with them, in trust for the
Purchaser; and


 


6.5.2                      at all times
deal with and dispose of those Shares, and all such dividends, distributions
and rights attaching to them, as the Purchaser may direct (but the Purchaser
shall be liable, and shall reimburse the Seller, for the cost of implementing
any such direction).


 


6.6                                 Notifications


 


The Purchaser and the Seller
shall each procure that promptly following Completion all necessary
notifications of the sale of the Group hereunder required to be made
individually by them (or by any of their Affiliates) shall be made to all relevant
Competent Authorities of any relevant jurisdictions.


 


6.7                                 Facility Agreement


 


The Seller Guarantor agrees and
acknowledges that, notwithstanding the provisions of clause 5.1(m) of the
facility agreement dated 25 June 2004 between the Seller Guarantor and
NIB, entry into this Agreement and the performance of each parties’ obligations
under this Agreement shall not constitute an event of default or potential
event of default under that agreement.


 


7.                                      Purchaser Warranties and Undertakings


 


7.1                                 Purchaser Warranties


 


The Purchaser warrants to the
Seller that:


 


7.1.1                      each Purchaser
Group Undertaking which is expressed to be a party to a Purchaser Transaction
Document (the “Relevant Purchaser Entities”):


 


(a)                                  has the requisite power and authority to enter into and perform each
of the Purchaser Transaction Documents (in the case of the Purchaser, without
any shareholder consent being required);


 


(b)                                 has obtained all approvals and consents (as applicable, but other
than any the subject of the Conditions) required by it for the performance of
its obligations under the Purchaser Transaction Documents.


 


26





















 


7.1.2                      all the
Purchaser Transaction Documents executed or to be executed by the Relevant
Purchaser Entities constitute (or will, when executed, constitute) binding
obligations of the Relevant Purchaser Entities in accordance with their
respective terms;


 


7.1.3                      the execution
and delivery by each of the Relevant Purchaser Entities of, and the performance
by each of the Relevant Purchaser Entities of its obligations under, the
Purchaser Transaction Documents will not:


 


(a)                                  result in a breach of any provision of its memorandum or articles of
association;


 


(b)                                 result in a breach of, or constitute a default under, any instrument
to which it is a party or by which it is bound;


 


(c)                                  result in a breach of any order, judgment or decree of any court or
governmental agency to which it is a party or by which it is bound; or


 


(d)                                 other than in respect of satisfaction of the Conditions, require it
to obtain any consent or approval of, or give any notice to or make any
registration with, any governmental or other authority.


 


7.2                                 Restraint on employee claims


 


The Purchaser undertakes to the
Seller and each other Seller Group Undertaking that (other than in respect of
fraud or malicious concealment) it will not, and will procure that no other
Purchaser Group Undertaking will, make any claim (in relation to this Agreement
or any other Transaction Document or the purchase and sale of the Shares)
against any employee, director, agent, officer or adviser of any Seller Group
Undertaking on whom it may have relied before agreeing to any term of, or
entering into, this Agreement or any other Transaction Document.


 


7.3                                 NIB Investigations Deed


 


Having regard to the NIB
Investigations Deed the Purchaser undertakes to the Seller and each other
Seller Group Undertaking that it will not make, and will procure that no other
Purchaser Group Undertaking will make any claim against any Seller Group Undertaking
with respect to the NIB Investigations under any Transaction Document or
otherwise except pursuant to the NIB Investigations Deed.


 


7.4                                 Holding Out


 


Subject to the terms of the
agreement referred to in paragraph 1.1(m)
of Schedule 4 the Purchaser shall
procure that following Completion no Group Company holds itself out as being a
Seller Group Undertaking.


 


7.5                                 Non-solicitation


 


7.5.1                      The Purchaser
undertakes to the Seller that neither it nor any Purchaser Group Undertaking
shall directly or indirectly in the period of two years after Completion, offer
employment to or offer to conclude any contract of service with employees
holding executive or managerial posts of any Seller Group Undertaking, provided
always that this clause 7.5 shall only apply in
relation to persons who (1) have been concerned with the matters recorded in
the Transaction Documents or who have otherwise had some contact with, or come


 


27





















 


to the attention of, the
Purchaser Group as a result of the transactions effected by the Transaction
Documents and the processes associated with those transactions, (2) were
employed by a Seller Group Undertaking at Completion and (3) were still so
employed at the time of the relevant breach of this clause 7.5.  The provisions of this clause 7.5
shall not preclude the consideration and acceptance in good faith of an
application from any such person for a position made on his or her own
initiative in good faith in response to a general recruitment advertisement
published in good faith by the Purchaser or a Purchaser Group Undertaking.


 


7.5.2                      It is
acknowledged by the Purchaser that monetary damages may not be a sufficient
remedy for breach of this clause 7.5 and
the Seller shall be entitled to injunctive relief and any other form of
equitable relief to enforce the provisions of this clause 7.5.


 


8.                                      Seller Warranties, Undertakings and Indemnities


 


8.1                                 Seller Warranties


 


The Seller warrants to the
Purchaser in the terms set out in Schedule 6.
 Each
of the Warranties set out in the separate paragraphs of Schedule 6
shall be separate and independent and given as at the date of this Agreement.


 


8.2                                 Repetition


 


The Seller warrants to the
Purchaser in the terms of the Warranties marked by a double asterisk (**) in Schedule 6:


 


8.2.1                      as if they had
been repeated at Completion by reference to the facts and/or circumstances then
existing at the time of repetition; and


 


8.2.2                      on the basis
that a reference to Completion were each time substituted for any express or
implied reference to the time of this Agreement (but so that any period of time
expressed to start at the date of this Agreement shall continue to be deemed to
start then);


 


and references in this
Agreement to the Warranties shall include them as so repeated; provided that no
matter to which the Seller has consented in accordance with clause 5.1.6 shall be regarded as a breach of any such
Warranty.


 


8.3                                 Knowledge of the Purchaser


 


The Seller agrees that the
rights and remedies of the Purchaser in relation to any of the Warranties shall
not be affected or limited by any investigation made or to be made by or on
behalf of the Purchaser in relation to the Company or any of the Subsidiaries
other than in respect of any information which is Disclosed or of which the Purchaser
has actual knowledge.


 


8.4                                 Information supplied by the Group


 


8.4.1                      The Seller
undertakes to the Purchaser to waive any and all claims which it might
otherwise have against each Group Company and/or their respective officers or
employees, advisers or agents in respect of any information supplied to it by
or on behalf of the Company and/or the Subsidiaries in connection with the
Warranties, the Tax Deed and/or the information Disclosed, except (in relation
to officers


 


28





















 


and employees only) insofar as
the Seller has been fraudulently or maliciously misled by any such officer or
employee.


 


8.4.2                      The Seller
agrees that the fact it has relied upon any information or advice supplied by
Group Employees or by any member of the Group or their respective officers,
employees, advisers or agents prior to the date of this Agreement to the Seller
or its agents, representatives or advisers in connection with the Transaction
Documents and/or the information Disclosed shall not constitute a defence to
any claim by the Purchaser (excluding any Group Company) under the Transaction
Documents.


 


8.4.3                      The Seller
agrees that to the extent that any Disclosure Document provides information
with respect to the Subordinated Loans, the Term Loans, the Derivatives, the
Intra-Group Amounts, the Money Market Loans, the NBET Deposits or the Repos
which is inconsistent with the information set forth in Schedule 12,
then Schedule 12 shall prevail.


 


8.5                                 Schedule 7 and exclusions from Schedule 7


 


Schedule 7 shall have effect; provided that notwithstanding any other
provision of this Agreement, the provisions of Schedule 7
shall not apply to any claim made against the Seller in the case of any fraud
or malicious concealment on the part of the Seller.


 


8.6                                 Seller to disclose breaches prior to Completion


 


The Seller shall promptly upon
becoming aware of the same disclose to the Purchaser in writing any:


 


8.6.1                      Event (including
an Event which would or may give rise to a contingent liability) which shall be
discovered to have occurred or to exist or which shall happen or occur or shall
be threatened prior to Completion which would or might reasonably be expected
to cause or constitute a breach of, be inconsistent with or render misleading,
untrue or inaccurate any of the Warranties by reference to facts and
circumstances then subsisting or which will or are likely to be subsisting at
Completion where (were that to be capable of founding a claim against the
Seller) the amount that would be recoverable from the Seller in respect of such
Warranty Claim would be likely to exceed £1 million; or


 


8.6.2                      breach of the
provisions of clause 5.1 or Schedule 3.


 


8.7                                 Seller Regulatory Indemnities


 


The Seller covenants to pay to
the Purchaser an amount equal to the Losses and Expenses suffered or incurred
by a Group Company as a result of any breach of any Legislation and Regulations
where the breach occurred before Completion:


 


8.7.1                      where that
breach relates to the sale of investment bonds (constituting qualifying
contracts of insurance) and endowment policies (or the suitability or adequacy
of advice given in relation to either of those products) to customers of the
Group, where the sale occurred before Completion;


 


8.7.2                      where that
breach relates to the sale by a Group Company of the “tailored business loans”
product (and for the purposes of this clause 8.7.2 only
the covenant to pay shall relate to a breach of the Legislation and Regulations
and any breach of contract, breach of duty of care or negligence);


 


29





















 


8.7.3                      where that
breach relates to the sale by a Group Company of insurance/investment products
offered by insurance companies which did not have appropriate authorisation to
conduct the business concerned;


 


8.7.4                      in respect of
any fines or penalties imposed by the FSA on the Company, NBIS, NB or any
Subsidiary listed in Part 2 of Schedule 1 as a result of non-compliance by the
Company, NBIS, NB or any Subsidiary listed in Part 2 of
Schedule 1 with Legislation and
Regulations which form part of the subject matter of the reports by Deloitte
& Touche LLP commissioned pursuant to s166 FSMA;


 


8.7.5                      in respect of
any fines or penalties imposed by any Relevant Regulator and any Losses and
Expenses in relation to third party claims arising from non-compliance by any
Group Company with the Money Laundering Regulations 2003, Parts VII and VIII of
the Proceeds of Crime Act 2002 sections 17 and 18 of the Terrorism Act 2000,
the Criminal Justice Act 1994 and any legislation that imposes anti-money
laundering or prohibition of the financing of terrorism in the Isle of Man;


 


8.7.6                      where that
breach relates to non-compliance by Northern Bank Executor & Trustee
Company Limited with legally binding or regulatory requirements to account for
client assets, including the reconciliation of securities accounts and of cash
accounts;


 


8.7.7                      where that
breach relates to the terms and conditions of gold chargecards issued by any
Group Company (and for the purposes of this clause 8.7.7
only the covenant to pay shall relate to a breach of the Legislation
and Regulations and any applicable banking code requirements).


 


8.8                                 Other Seller Indemnities


 


The Seller covenants to pay to
the Purchaser an amount equal to the Losses and Expenses which may be suffered
or incurred:


 


8.8.1                      by the Company,
NB or any Subsidiary listed in Part 2 of Schedule 1 in relation only to the super-complaint
brought to the Office of Fair Trading for review on overcharging in Northern
Ireland on 15 November 2004:


 


(i)                                   any fine or penalties imposed by the Office of Fair Trading;


 


(ii)                                any third party claims brought as a result of requirements imposed
or recommendations made by the Office of Fair Trading; and


 


(iii)                             the direct costs (including internal costs but excluding (1) general
overhead costs such as employment costs and (2) any loss of profit or other
indirect loss) of implementation of any requirements imposed or recommendations
made by the Office of Fair Trading in its report;


 


8.8.2                      by any Group
Company as a result of the Restructuring; but excluding any such Losses and
Expenses which would have been incurred by a Group Company had the rights,
assets, liabilities or other matters transferred to that Group Company as part
of the Restructuring always been held by that Group Company;


 


8.8.3                        by NIB or any
Subsidiary listed in Part 3 of Schedule 1 in relation to the Irish High Court case no.
5021P/2001 between Blue Nile Holdings Limited, plaintiff and National Irish
Bank Limited, defendant, and, consolidated by order,


 


30





















 


9990P/1999 between Blue Nile
Holdings Limited, plaintiff, and National Irish Bank Limited, defendant;


 


8.8.4                      by NIB or any
Subsidiary listed in Part 3 of Schedule 1 as a result of:


 


(a)                                  the improper collection or charging by NIB or any Subsidiary listed
in Part 3 of Schedule 1
prior to Completion of amounts purporting to relate to stamp duty; and


 


(b)                                 any failings by any NIB or any Subsidiary listed in Part 3 of Schedule 1
prior to Completion to charge or collect stamp duty at the applicable rate as
required by the applicable legislation or pursuant to any agreement between
such Group Company and the applicable Taxation Authority;


 


in
each case in relation to Bills of Exchange and the levies imposed pursuant to
any of s123 (Cash cards), s123A (Debit cards) and s124 (Credit cards and charge
cards) of the Irish Stamp Duty Consolidation Act 1999;


 


8.8.5                      by NB in respect
of the fair employment tribunal claim being brought by Martin Keating which is
referred to in document 6.2.1 in the Data Room Index.


 


9.                                      Further undertakings of Seller


 


9.1                                 Covenants


 


The Seller undertakes to the
Purchaser that it shall not (and shall procure that no Seller Group Undertaking
shall) whether on its own account or in conjunction with or on behalf of any
person and whether directly or indirectly:


 


9.1.1                      in the period of
two years after Completion, offer employment to or offer to conclude any
contract of service with employees holding executive or managerial posts of any
Group Company Provided always that this clause 9.1.1
shall (1) only apply in relation to persons who were so employed at Completion
and who were still so employed at the time of the relevant breach of this clause 9.1.1 and (2) not preclude the consideration and
acceptance in good faith of an application from any such person for a position
made on his or own initiative in good faith, in response to a general
recruitment advertisement published in good faith by the Seller or a Seller
Group Undertaking; or


 


9.1.2                      in the period of
two years after Completion (in each case within either the Republic of Ireland
or within Northern Ireland) use as a trade or business name or mark, or carry
on a business under a title containing, the word(s) “Northern” or “National
Irish” or any part, combination or abbreviation thereof or any similar or other
name likely to confuse or mislead any part of the public;


 


9.1.3                      at any time
after Completion publish or disclose to any other person, firm or company or
make use of for its own purposes or those of any other person, firm or company
any information of all kinds relating to the technical, commercial and
financial information and affairs of the any Group Company, names and lists of
customers or clients and other information and know-how of a confidential
nature concerning or relating to the Business, provided that this obligation
shall not apply to:


 


31





















 


(a)                                  any such information which is now or comes to be in the public
domain after Completion, other than by reason of the failure on the part of the
Seller fully to meet its obligations; and


 


(b)                                 any such information which relates to both the Group and the Seller
Group and which is also used by the Seller Group;


 


9.1.4                        in the period
of two years after Completion:


 


(a)                                  establish any branch based retail banking presence or other
significant presence in the Republic of Ireland; or


 


(b)                                 establish or carry on a business which has as its aim (or one of its
main aims) the doing of business in, or with customers resident in, the
Republic of Ireland;


 


9.1.5                      in the period of
two years after Completion:


 


(a)                                  establish any branch based retail banking presence or other
significant presence in Northern Ireland; or


 


(b)                                 establish or carry on a business which has as its aims (or one of
its main aims) the doing of business in, or with customers resident in,
Northern Ireland;


 


9.1.6                      in the period of
two years after Completion, canvass, solicit or approach or cause to be
canvassed, solicited or approached (in relation to a business which competes
with all or part of the Business) the custom of any person who at any time
during the 12 months preceding Completion shall have been a customer of the
Group (but this shall not prevent the Seller or any Seller Group Undertaking
from carrying out general marketing campaigns in the British Isles generally or
in a significant part of the British Isles (but not solely the island of
Ireland) which are not targeted at such persons); or


 


9.1.7                      in the period of
two years after Completion, enter into an agreement which will lead to the
acquisition of or acquire control of or any part of the business of any of (or
enter into any joint venture which conducts any of the activities set out in clauses 9.1.4 and 9.1.5) with any
of Allied Irish Banks, Anglo Irish Bank, Bank of Ireland, Educational Building
Society, Irish Life & Permanent or Irish Nationwide Building Society or any
successor to any of them.


 


Each undertaking contained in
this clause 9.1 shall be read and construed
independently of the other undertakings and as an entirely separate and
severable undertaking.


 


9.2                                 Extent of covenants


 


9.2.1                      The Purchaser
agrees that the covenants contained in clauses 9.1.4 and 9.1.5 shall


 


(a)                                  not apply in respect of the business of any entity which becomes part
of the Seller Group after Completion pursuant to an acquisition of that entity
by the Seller Group and only to the extent of the nature of the business
carried on by such entity at the time of its acquisition by the Seller Group,
unless it becomes part of the Seller Group as a result of any contravention of clause 9.1.7; and


 


32





















 


(b)                                 not prevent the Seller or any Seller Group Undertaking from carrying
on business in the Republic of Ireland or Northern Ireland as part of
maintaining customer relationships which derive from the business of the Seller
Group as at the date of this Agreement, or which business is otherwise within
the scope of the business carried on by the Seller Group as at the date of this
Agreement, e.g. the Custom Fleet business, its MLC wealth management platform
and its Institutional Markets and Services division).


 


9.2.2                      Whilst the
undertakings in clause 7.5 and clause 9.1 are considered by the Parties to be reasonable in
all the circumstances, if any one or more should for any reason be held to be
invalid, but would have been held to be valid if part of the wording were
deleted, the undertakings shall apply with the minimum modifications necessary
to make them valid and effective.


 


9.3                                 Damages not adequate remedy


 


It is acknowledged by the
Seller that monetary damages may not be a sufficient remedy for breach of this clause 9 and the Purchaser shall be entitled to injunctive
relief and any other form of equitable relief to enforce the provisions of this
clause 9.


 


9.4                                 Restrictions on use of names


 


Subject to any requirement of
any Relevant Regulator to the contrary, the Seller shall as soon as is
reasonably practicable and in any event within 12 months of Completion, procure
that references to NB and NIB or any other members of the Group are removed
from all documentation and electronic communications (including without
limitation, stationery, emails, websites, brochures, business materials, sales
literature, advertising and promotional materials, invoices, written orders and
receipts) issued by the Seller Group Undertakings in the ordinary course of
their business.


 


9.5                                 Seller’s
post-completion obligations in respect of insurance matters


 


9.5.1                      Definitions


 


For the purposes of this clause
9.5:


 


“Insurers” means the underwriters of the
Policies; and


 


“Policies” means each
and every contract of insurance or indemnity in respect of which the Group
Companies have an interest  as at the date of this Agreement, other than
any contracts of insurance or indemnity to the extent that they relate to the
NIB Investigations (if any).


 


9.5.2                      Co-operation


 


From Completion, the Seller shall, and the
Seller shall procure that each Seller Group Undertaking shall, co-operate with
and provide all such assistance as is reasonably required to the Purchaser and
each other Purchaser Group Undertaking in connection with any existing, actual
or potential claim submission to Insurers made by the Group Companies under the
Policies, including but not limited to:


 


(a)                                  providing details relating to and copies of the Policies to the
Group Companies;


 


33





















 


(b)                                 assisting the Group Companies to comply with any provision in the
Policies requiring notice to Insurers;


 


(c)                                  responding in a timely manner to requests for documents and
information;


 


(d)                                 providing access to and copies of any document that remains with the
Seller Group upon Completion;


 


(e)                                  participating in disclosure to Insurers or third parties;


 


(f)                                    using reasonable endeavours to provide evidence or other testimony
in England or elsewhere;


 


(g)                                 allowing the Group Companies to chose whom at the Seller Group
should be asked to participate as witnesses and should be asked to participate
in discussion sessions;


 


(h)                                 using their reasonable endeavours (subject to applicable
legislation) to procure that any then-current employees, officers or other
agents appear and provide evidence with respect to, and take part in, the
activities identified in this clause 9.5.2;


 


(i)                                     using reasonable endeavours to procure former employees, officers,
agents or then-current or former lawyers appearing and giving evidence with
respect to, and taking part in, the activities identified in this clause  9.5.2; and


 


(j)                                     using reasonable endeavours to take part as requested by the Group
Companies in any proceeding or other forum for adjudication by attending and
serving as witness(es).


 


9.5.3                        Other
obligations


 


(a)                                  From Completion:


 


(i)                                     the Seller must ensure that the Seller Group does not cancel or
commute any of the Policies;


 


(ii)                                  the Seller shall procure that the Group Companies continue to have
the benefit of the cover afforded by the Policies; and


 


(iii)                               the Seller must ensure that the Seller Group does not do anything
which may prejudice the Group Companies’ interests in the Policies.


 


(b)                                 If any of the Policies contain provision for the proceeds of any
claim to be paid directly to any Seller Group Undertaking then, following
submission of a claim to Insurers by the Group Companies under the Policies,
the Seller will ensure that the proceeds of such claim are paid to any of the
Group Companies nominated by the Purchaser.


 


(c)                                  The Seller must give written notice to the Purchaser within seven
days of it becoming aware of any of the Policies becoming void or voidable.


 


34





















 


(d)                                 From Completion the Purchaser shall use its reasonable endeavours to
ensure that the Purchaser Group does not do anything which may reduce, avoid or
deny the Seller Group’s interests in or cover under the Policies.


 


NBIS Shares


 


9.6                                 The
Seller undertakes to be responsible for the stamping of, and payment of the
stamp duty payable on, the transfer of the NBIS Shares.


 


10.                               Obligations of the Seller Guarantor


 


10.1                           Primary obligations


 


The Seller Guarantor severally,
as primary obligor and not as surety only, irrevocably and unconditionally for
the benefit of the Purchaser:


 


10.1.1                guarantees to the
Purchaser (in consideration of the Purchaser promising by this clause to pay it
the sum of £10,000 on demand) the due and punctual performance of, and the due
payment and discharge of all sums and liabilities which now are or at any other
time shall be due, owing or incurred by the Seller Obligor(s) to the Purchaser
in respect of, the Relevant Obligations; and


 


10.1.2                undertakes that if any
amount guaranteed by this clause 10.1 is
not recoverable on the basis of a guarantee for any reason it will (as a
separate and independent stipulation) pay the Purchaser on demand whatever
amount or amounts shall equal what it would have been liable to pay but for
such irrecoverability and covenants to pay the Purchaser an amount equal to all
Losses and Expenses suffered or incurred by the Purchaser in connection with
such irrecoverability.


 


10.2                           Continuing guarantee


 


The provisions set out in clause 10.1 are a continuing guarantee and the Seller
Guarantor’s undertakings under this Agreement shall remain in full force and
effect until final performance in full of its obligations under this Agreement
notwithstanding any intermediate payment or performance or the invalidity or
unenforceability in whole or in part of the respective Relevant Obligations or
any other event.


 


10.3                           No discharge


 


The guarantee and undertakings
contained in this clause 10 shall
be discharged in relation to the Seller Guarantor by the full performance of
its obligations under this Agreement, but otherwise shall not be discharged or
affected by any act, omission, matter or thing which, but for this provision,
might operate to release or otherwise exonerate the Seller Guarantor from those
obligations in whole or in part including:


 


10.3.1                the granting of time,
or any waiver or other indulgence (including any extension, renewal,
acceptance, forbearance or release in respect of any Relevant Obligations);


 


10.3.2                the taking, variation,
compromise, renewal or release of or refusal or neglect to perform or enforce
any rights, remedies or securities against its Relevant Obligor or any other
person;


 


35





















 


10.3.3                any modification,
variation or addition to the terms of any Relevant Obligations or of any other
document or security;


 


10.3.4                any concession granted
by the Purchaser to the Seller or by payment or other dealing or anything else
(whether relating to the Seller, or any other person);


 


10.3.5                any irregularity,
defect or informality in the terms of any Relevant Obligations or any other
document or security or any legal limitation, disability, liquidation or other
incapacity on the part of the Seller or any disclaimer by a liquidator or
trustee in bankruptcy or want of authority of any person;


 


10.3.6                any transfer or
assignment of any rights or obligations by any Party, whether or not they
relate to Relevant Obligations;


 


10.3.7                any corporate
reorganisation, reconstruction, amalgamation, dissolution, liquidation, merger,
acquisition of or by or other alteration in the corporate existence or
structure of any Party, or the non-existence of its Relevant Obligor; or


 


10.3.8                any composition or
similar arrangement by any Party or any other person.


 


10.4                           Avoidance


 


Where any discharge (whether in
respect of any Relevant Obligations or any security for Relevant Obligations or
otherwise) is made in whole or in part or any arrangement is made on the faith
of any payment, security or other disposition which is avoided or must be
restored for any reason, any liability of the Seller Guarantor under this
Agreement which in the absence of this clause would be released by virtue of
that discharge or arrangement shall continue as if the discharge or arrangement
had not been made.


 


10.5                           Other security


 


The guarantee and undertakings
contained in this clause 10 are
in addition to and are not in any way prejudiced by or in substitution for any
other security or guarantee now or in future held by or on behalf of the
Purchaser in respect of the obligations of the Seller under this Agreement.


 


10.6                           No competition


 


The Seller Guarantor shall not
by virtue of any payment or performance by it under the terms and conditions of
this Agreement:


 


10.6.1                be subrogated to any
rights, security or monies held, received or receivable by the Purchaser or be
entitled to assert against any person owing any obligation to the Purchaser in
connection with this Agreement any right of contribution or indemnity in
respect of any payment made or monies received on account of the Seller
Guarantor’s liability under this Agreement; or


 


10.6.2                claim, rank, prove or
vote as a creditor of any person owing any obligation to the Purchaser in
connection with this Agreement, or that person’s estate, in competition with
the Purchaser; or


 


10.6.3                receive, claim or have
the benefit of any payment, distribution or security from or on account of any
person owing any obligation to the Purchaser in connection with this Agreement,
or exercise any right of set-off against any such person.


 


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The Seller Guarantor shall hold
in trust for, and immediately on demand pay or transfer to, the Purchaser any
payment or distribution or benefit of security received by it contrary to this clause 10.6.


 


10.7                           Enforcement


 


The
Purchaser may claim under the guarantee and undertakings set out in clause 10.1 without first making demand of the Seller or
taking any action to claim under or enforce any other right, security or other
guarantee which it may hold from time to time in respect of the Seller’s
obligations under this Agreement.


 


10.8                           Definitions


 


In this clause 10:


 


“Relevant Obligations” means
the Seller Obligor’s obligations to the Purchaser under this Agreement, the IP
Cross-Licence Agreement, the Deed of Assignment of IP, the Transitional
Services Agreement and the Tax Deed; and


 


“Seller Obligor” means the
Seller and each other Seller Group Undertaking.


 


11.                               Guarantees, Indemnities and Payment Obligations


 


11.1                           Release of Guarantees and Indemnities


 


11.1.1                The Purchaser
undertakes to the Seller and each other Seller Group Undertaking that it shall
use all reasonable endeavours (which endeavours shall exclude the making of any
direct monetary payment to a counterparty) to procure the release, with effect
from Completion, of the relevant member of the Seller Group from any Seller
Guarantees and Indemnities as soon as is reasonably practicable after
Completion or it becoming aware of them (if later).


 


11.1.2                The Seller undertakes
to the Purchaser and each other Purchaser Group Undertaking that it shall use
all reasonable endeavours (which endeavours shall exclude the making of any
monetary payment) to procure the release, with effect from Completion, of any
Group Company from any Group Guarantees and Indemnities as soon as is
reasonably practicable after Completion or it becoming aware of them (if
later).


 


11.2                           Indemnities


 


With effect from Completion and
pending any release referred to in clause 11.1:


 


11.2.1                the Purchaser
covenants to pay the Seller an amount equal to all Losses and Expenses suffered
or incurred by a Seller Group Undertaking in respect of the obligations and
liabilities arising under any Seller Guarantees and Indemnities following Completion;
and


 


11.2.2                the Seller covenants
to pay the Purchaser an amount equal to all Losses and Expenses suffered or
incurred by a Purchaser Group Undertaking in respect of the obligations and
liabilities arising under any of the Group Guarantees and Indemnities following
Completion.


 


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11.3                           Money Market Loans and Repos


 


The Purchaser shall procure
that the Group Companies shall pay all amounts pursuant to Money Market Loans
and Repos owing by them to the Seller Group in accordance with the terms of any
underlying agreement in respect of which such amounts have arisen or are owed
or, in the absence of such agreement, by no later than 20 Business Days after
Completion, unless paid earlier.  The
Seller shall and shall procure that the other Seller Group Undertakings pay to
the Group Companies all amounts pursuant to Money Market Loans and Repos owing
by them to the Group Companies in accordance with the terms of any underlying
agreement in respect of which such amounts have arisen or are owed or, in the
absence of such agreement, by no later than 20 Business Days after Completion,
unless paid earlier.


 


11.4                           NBET Deposits


 


The Seller Guarantor shall pay
to National Bank Executor & Trustees Limited all amounts pursuant to NBET
Deposits owing by it to National Bank Executor & Trustees Limited in
accordance with the terms of any underlying agreement in respect of which such
amounts have arisen or are owed, except as otherwise agreed between the Seller
Guarantor and the Purchaser.


 


12.                               Employees, Pensions and Contractors


 


12.1                           Transfer of NAGE Employees


 


The Seller shall procure that
NAGE and NB enter into and complete the NAGE Business Transfer Agreement on or
before 15 February 2005, which shall be in the agreed form (subject to
such changes as may be agreed between the Seller and Purchaser following
consultation with the Employee Representatives), and which will provide
pursuant to TUPE for the transfer to NB of the NAGE Employees (the “Transfer”).  In
connection with the Transfer:


 


12.1.1                subject to clause 12.1.2, the Seller warrants to the Purchaser that
NAGE will consult with the Employee Representatives with respect to the
Transfer; and


 


12.1.2                the Purchaser
undertakes to the Seller that it will provide to NAGE as soon as practicable
(and in any event within 21 days after the date of this Agreement) all
necessary information concerning any measures which it envisages it will take
in relation to the NAGE Employees in connection with the transfer to enable
NAGE fully to comply with its obligations under TUPE; and


 


12.1.3                the Seller covenants
to pay the Purchaser an amount equal to all Losses and Expenses suffered or
incurred by the Purchaser or a member of the Group arising out of or relating
to any obligations of NAGE under the NAGE Business Transfer Agreement and for:


 


(a)                                  any act or omission of NAGE prior to the Transfer arising out of or
relating to the employment of any of the Employees which constitutes in
accordance with the terms of this Agreement (including Schedule 7)
a breach of the Warranties set out in paragraph 19 of
Schedule 6;


 


(b)                                 any failure by NAGE to inform and consult in accordance with TUPE,
save to the extent that such failure is attributable to any failure by the
Purchaser to provide NAGE or NB (as the case may be) on a timely


 


38





















 


basis
with all necessary information concerning any measures which it proposes to
take in relation to the NAGE Employees to enable NAGE fully to comply with its
obligations under TUPE.


 


12.2                           Non-transferring NAGE Employees


 


12.2.1                If the contract of
employment of any NAGE Employee is found or alleged to continue with NAGE after
the Transfer, the Purchaser agrees that (with effect from Completion):


 


(a)                                  in consultation with the Seller and NAGE it will procure that NB
will within seven days of becoming actually aware of such a finding or
allegation make to that person an offer in writing to employ him or her under a
new contract of employment to take effect upon the termination referred to
below; and


 


(b)                                 it will procure that such offer of employment will be on terms and
conditions which when taken as a whole do not materially differ from the terms
and conditions of employment of that person immediately before the Transfer.


 


12.2.2                Upon the earlier of
that offer being made by NB and the expiry of seven days from a request by the
Seller or NAGE for NB to make that offer, NAGE may terminate the employment of
the NAGE Employee concerned and upon it so doing the Purchaser covenants to pay
to the Seller and NAGE an amount equal to all Losses and Expenses arising
directly out of the employment and/or termination of employment of that NAGE
Employee from the date of Transfer until the termination of such employment.


 


12.3                           Transfers of employees other than NAGE Employees


 


12.3.1                If the contract of
employment of any person employed by NAGE who is not a NAGE Employee is found
or alleged to have effect pursuant to TUPE after the Transfer as if it were a
contract of employment originally made with NB, the Seller agrees that:


 


(a)                                  in consultation with the Purchaser and NB it will procure that NAGE
will within seven days of becoming actually aware of such a finding or
allegation make to that person an offer in writing to employ him or her under a
new contract of employment to take effect upon the termination referred to
below; and


 


(b)                                 it will procure that such offer of employment will be on terms and
conditions which when taken as a whole do not materially differ from the terms
and conditions of employment of that person immediately before the Transfer.


 


12.3.2                Upon the earlier of
that offer being made by NAGE and the expiry of seven days from a request by
the Purchaser or NB for NAGE to make that offer, NB may terminate the
employment of the person concerned and upon it so doing the Seller covenants to
pay the Purchaser and NB an amount equal to all Losses and Expenses arising
directly out of the employment and/or termination of employment of that person
from Transfer until the termination of such employment.


 


39





















 


12.4                           Other Employees of Non-Group Companies


 


The Seller undertakes to
procure that those members of the Seller Group who employ Other Employees will
use their reasonable endeavours to cause such Other Employees to agree to the
transfer of their employment to NB or NIB (as appropriate) with effect from
completion of the NAGE Business Transfer Agreement, pursuant to the Employee
Letters (as amended in accordance with clause 12.9.2
below).  If any such Other Employee
refuses to consent to the transfer of his or her employment pursuant to such
Employee Letters and the relevant Purchaser Group Undertaking terminates the
employment of such employee at any time on or after Completion, the Seller agrees
that in that event it shall be responsible, and will reimburse the Purchaser,
for the costs arising therefrom, including for redundancy and/or unfair
dismissal.


 


12.5                           Retention Bonus


 


The Seller shall, within 3
months from the Completion Date, pay to the Purchaser an amount equal to the
amount which the Purchaser or any Group Company is required to pay any of the
Employees in respect of the bonuses that are to be paid in connection with
Completion as set out in documents 9.9.3.15-17 on the Data Room Index plus the
amount of any employer’s national insurance contributions payable on those
bonuses.


 


12.6                           Access to Employees


 


The Seller or NAGE (as the case
may be) shall consult and keep the Purchaser fully informed regarding any
information the Seller or NAGE proposes to give to the Employees and the
Employee Representatives or any consultation it has with the Employees and the
Employee Representatives regarding this Agreement, the Seller’s share schemes
or the NAGE Business Transfer Agreement prior to Completion, and the Purchaser
will be entitled to attend any meetings prior to Completion at which
information is given to or there is consultation with Employees and the
Employee Representatives.


 


12.7                           Employee Objections


 


If any Employee informs NAGE or
NB that he or she objects to the transfer of his employment to NB under the
NAGE Business Transfer Agreement, the Seller shall procure that NAGE or NB (as
the case may be) shall notify the Purchaser as soon as reasonably practicable
and the Seller shall procure that each of NAGE and NB shall use all reasonable
endeavours to persuade such Employee to withdraw that objection and accept
employment with NB.


 


12.8                           Mutual Assistance


 


The Seller or NAGE (as the case
may be) and the Purchaser shall give each other such assistance as either may
reasonably require to comply with TUPE in relation to the NAGE Employees and in
contesting any claim by any person employed or engaged in the Business at or
before Completion resulting from or in connection with this Agreement.


 


12.9                           Letter to Employees


 


12.9.1                The Seller shall
distribute on behalf of the Purchaser as soon as reasonably practicable after
the date of signing this Agreement to each of the Employees a letter in a form
agreed between the Seller and the Purchaser.


 


12.9.2                The Seller shall or
shall procure that the relevant Group Company or Seller Group Undertaking shall
distribute to each of the Employees or the Employee


 


40





















 


Representatives (as the case
may be) on or before 15 February 2005 the relevant Employee Letter
(subject to such changes to the letters as may be agreed between the Seller and
the Purchaser following consultation with the Employee Representatives).


 


12.10                     Pensions


 


Schedule 8 sets out the arrangements relating to pensions and shall have
effect as of Completion.


 


12.11                     Share options and performance share rights


 


12.11.1          The Seller and the Seller
Guarantor shall procure that no option or other right to acquire shares in the
Seller Guarantor granted to an Employee before Completion pursuant to the
National Australia Bank Executive Share Option Plan No. 2 or the National
Australia Bank Performance Rights Plan (whether or not the relevant person was
an Employee at the date of grant of the relevant option or other right) shall
lapse as a result of the Employee ceasing to be an employee of a member of the
Seller Group, where such cessation of employment arises solely by virtue of the
terms of this Agreement (together with any transactions undertaken in contemplation
of or pursuant to this Agreement) (but without prejudice to where such
cessation of employment arises for any other reason).


 


12.11.2          The Seller shall, or shall
procure that a member of the Seller Group shall, account for and pay to the
relevant Taxation Authority any income tax under the PAYE system and any
national insurance contributions (and any equivalent Taxes in the Republic of
Ireland) which may become payable (whether or not that liability falls on a
member of the Seller Group) in each case in connection with the exercise of any
option or other right referred to in clause 12.11.1
or the acquisition of shares pursuant to any such option or right.  For the avoidance of doubt, nothing in this clause 12.11.2 shall affect any rights that the Seller Group
may have pursuant to the National Australia Bank Executive Share Option Plan
No. 2 or the National Australia Bank Performance Rights Plan to recover any
such income tax and national insurance contributions from an Employee in
connection with the exercise of such option or right.


 


12.11.3          The Seller shall, as soon as
reasonably practicable, pursuant to a written request from the Purchaser
arising as a result of the obligations of a Purchaser Group Undertaking to the
relevant Taxation Authority, inform the Purchaser of the details of the
exercise of any option or other right referred to in clause
12.11.1 together with the amounts of Tax paid in connection with
that exercise.


 


13.                               Contracts


 


Schedule 9 sets out the arrangements relating to certain contracts of the
Group and the Seller Group and shall have effect as of Completion.


 


14.                               Third party rights and further assurance


 


14.1                           Third party rights


 


The parties agree that:


 


41





















 


14.1.1                the third parties
having the benefit of the provisions of clauses  2.1, 7.2, 7.3, 8.4.1,
11.1, 11.2 and 12.11 shall be entitled to enforce those provisions
pursuant to the Contracts (Rights of Third Parties) Act 1999;


 


14.1.2                no other term of this
Agreement shall be enforceable pursuant to the Contracts (Rights of Third
Parties) Act 1999.


 


14.2                           Right to rescind or vary


 


Notwithstanding the rights
conferred by clause 14.1.1, this Agreement may
be terminated, rescinded or varied in any way and at any time (and any matter
arising from this Agreement may be waived or settled) by the Parties hereto
without the consent of (or liability to) any person having the benefit of those
rights.


 


14.3                           Further assurance


 


The Seller, from time to time
on being required to do so by the Purchaser, and the Purchaser, from time to
time on being required to do so by the Seller, shall promptly do or procure the
doing of all such acts and/or execute or procure the execution of all such
documents as are necessary for giving full effect to this Agreement (or to such
parts of it as remain operative after termination) and the Transaction
Documents.


 


15.                               Confidentiality and announcements


 


15.1                           Prohibition on disclosure


 


Each of the Parties undertakes
to keep confidential (except as expressly provided in this Agreement) at all
times after the date of this Agreement, and not directly or indirectly reveal,
report, publish, disclose or transfer or use for that Party’s own or any other
purposes, any confidential information received or obtained as a result of
entering into or performing, or supplied by or on behalf of any other Party in
the negotiations leading to, this Agreement or any other Transaction Document
and which relates to the negotiations relating to this Agreement or any other
Transaction Document, the subject matter and/or provisions of this Agreement or
any other Transaction Document, or any other Party.  The Seller shall also treat as strictly
confidential, and shall procure that the other Seller Group Undertakings shall
treat as strictly confidential, all information known or received or obtained
by the Seller Group Undertakings which is not in the public domain and which
relates to the affairs of the Group, other than information which also relates
to the Seller Group (to the extent it so relates).


 


15.2                           Permitted disclosures


 


The prohibition in clause 15.1 does not apply if:


 


15.2.1                the information was in
the public domain before it was furnished to the relevant Party or, after it
was furnished to that Party, entered the public domain otherwise than as a
result of (i) a breach by that Party of this clause or (ii) a breach of a
confidentiality obligation by the discloser, where the breach was known to that
Party;


 


15.2.2                disclosure is
necessary in order to comply with applicable statutory requirements and/or
Regulatory Requirements to which any Seller Group Undertaking or Purchaser
Group Undertaking is subject or reasonably submits;


 


42





















 


15.2.3                disclosure is made to
such of the relevant Party’s employees, directors, agents, consultants and
professional advisers as are involved in the transactions contemplated by this
Agreement and is restricted to matters necessary for the proper performance of
their duties or services in relation to those transactions;


 


15.2.4                disclosure is required
to vest in the relevant Party the full benefit of this Agreement;


 


15.2.5                disclosure has been
approved by the Party whose confidential information it is, in advance in
writing; or


 


15.2.6                disclosure is made to
the relevant Party’s permitted assignees, provided the Party’s permitted
assignee first agrees to keep confidential any such information disclosed in
accordance with the terms of this clause 15;


 


provided that any such
information disclosable pursuant to clause 15.2.2
shall be disclosed only to the extent required by applicable statutory or
Regulatory Requirements and (unless such consultation is prohibited by
statutory or regulatory requirements) only after consultation with the
Purchaser or the Seller (as the case may be) to the extent that it is
practicable for such consultation to take place.


 


15.3                           Announcements


 


No Party shall make any formal
press release or other public announcement in connection with any of the
transactions contemplated by this Agreement except an announcement in the
agreed form or in any other form agreed by the Purchaser and the Seller or any
announcement required by any applicable Regulatory Requirements (provided that,
unless such consultation is prohibited by Regulatory Requirements, it is made
only after consultation with the Purchaser or the Seller (as the case may be))
to the extent that it is practicable for such consultation to take place.


 


15.4                           No limit in time


 


The restrictions contained in
this clause 15 shall continue to apply
without limit in time.


 


15.5                           Notices to customer


 


Nothing in this Agreement will
prohibit the Purchaser from making or sending after Completion any announcement
to a customer, client or supplier of the Group informing it of the fact only
that the Purchaser has purchased the Shares.


 


16.                               Assignment


 


16.1                           No assignment without consent


 


Subject to clause 16.2,
neither the Purchaser nor the Seller may assign, transfer, charge or deal in
any way with the benefit of, or any of its rights under or interest in, this
Agreement or sub-contract any or all of its obligations under this Agreement or
do any such thing in relation to any document or arrangement expressed to be
supplemental to this Agreement or which this Agreement expressly preserves or
requires to be executed, except in accordance with a prior waiver given by (in
the case of the Purchaser) the Seller or (in the case of the Seller) the
Purchaser.


 


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16.2                           Assignment by Purchaser within the Purchaser Group


 


The Purchaser is permitted to
assign the benefit of, and any of its rights under or interest in this
Agreement (including under the Warranties) together with any cause of action
arising in connection with any of them to any Purchaser Group Undertaking.


 


16.3                           Terms of Assignment or Nomination


 


Any assignment of this
Agreement and any nomination of any third party to receive the benefit of any
provision of this Agreement shall be subject to the following terms:


 


16.3.1                no such assignment or
nominating shall relieve the Party assigning or nominating of any of its
obligations under this agreement; and


 


16.3.2                in no case shall the
liability of any other Party to any assignee be greater than it would have been
if no such assignment had taken place.


 


16.4                           Successors in title


 


This Agreement shall be binding
upon and enure for the benefit of the permitted assigns and successors in title
of each of the Parties and references to the Parties shall be construed
accordingly.


 


17.                               Waiver; variation; invalidity


 


17.1                           No waiver by omission, delay or partial exercise


 


No power, remedy or other right
provided by law or under this Agreement shall be waived, impaired or precluded
by any delay or omission to exercise it, any single or partial exercise or
waiver of it on an earlier occasion or any delay or omission to exercise, or
single or partial exercise, of any other power, remedy or other right.


 


17.2                           Exercise


 


Subject to the provisions of
this Agreement, each Party may exercise any power, remedy or other right that
it may have as often as it thinks necessary.


 


17.3                           Waivers and variations to be in writing


 


Any waiver of any power, remedy
or other right under this Agreement must be in writing, and shall be confined
to the specific circumstances in which it is given and no variation to this
Agreement shall be of any effect unless it is agreed in writing and signed by
or on behalf of each Party.


 


17.4                           No unreasonable delay


 


In this Agreement where any
person is required to perform any act or give any consent or approval or do any
other thing, it shall, in the absence of any specified time limit, perform,
give or do or (as the case may be) notify its withholding of its consent or
approval as soon as is reasonably practicable in all the circumstances.


 


17.5                           Invalidity


 


Each of the provisions of this
Agreement is severable.  If any such
provision is or becomes illegal, invalid or unenforceable in any respect under
the law of any jurisdiction, that shall


 


44





















 


not affect or impair the
legality, validity or enforceability in that jurisdiction of the other
provisions of this Agreement, or of that or any other provisions of this
Agreement in any other jurisdiction; and the Parties will use reasonable
endeavours to negotiate in good faith with a view to replacing it with one or
more provisions which would be legal, valid and enforceable but which differ
from the replaced provision as little as possible.


 


18.                               Costs and expenses


 


18.1                           Parties to bear own costs


 


Except as otherwise stated in
this Agreement, each Party shall bear its own costs and expenses in relation to
the negotiation, preparation, execution and carrying into effect of this
Agreement and the Transaction Documents.


 


18.2                           Stamp duties


 


All stamp duties duly payable
in relation to the transactions contemplated by this Agreement other than in
relation to the Restructuring, including the transfer of the NBIS Shares
referred to at paragraph 1.1(i) of Schedule 4,  shall be
payable by the Purchaser.


 


19.                               Payments


 


19.1                           Payments to be made without set-off


 


All payments to be made under
this Agreement (including any payments under clause 10)
shall be made in full without any set-off, restriction, condition or
counterclaim and free from any deduction or withholding except as may be
required by law (in which event such deduction or withholding shall not exceed
the minimum amount required by law).  For
the avoidance of doubt, to the extent that the Seller has been notified by the
appropriate Taxation Authority that it is entitled to make payments to the
Purchaser free of withholding pursuant to the double taxation agreement between
the United Kingdom and Denmark, the Seller shall not withhold tax on payments
made to the Purchaser.


 


19.2                           Gross up


 


19.2.1                Subject to clause 19.2.3, if any deduction or withholding is required
by law to be made from any payment by a party under this Agreement (other than
a payment of interest), the payer shall increase the amount of the payment by
such additional amount as is necessary to ensure that the net amount received
and retained by the payee (after taking account of all deductions or
withholdings) is equal to the amount which it would have received and retained
had the payment in question not been subject to any deductions or withholdings
PROVIDED THAT, to the extent that any additional amount paid under this clause 19.2.1 results in the payee obtaining a relief,
allowance, credit, exemption or set-off in respect of Taxation or any deduction
in computing gross receipts, income, profits or gains for the purposes of
Taxation (a “Relief”), the payee shall pay to
the payer, within 10 Business Days of obtaining the benefit of the Relief, an
amount equal to the lesser of the value of the Relief obtained and the
additional sum paid under this clause 19.2.1.


 


19.2.2                Subject to clause 19.2.3, if the payee is subject to Taxation in
respect of any Indemnity Claim (as defined in Schedule 7),
the payer shall increase the amount of the payment by such additional amount as
is necessary to ensure that the net


 


45





















 


amount received and retained by
the payee (after taking account of all Taxation) is equal to the amount which
it would have received and retained had the payment in question not been
subject to Taxation PROVIDED THAT, to the extent that any additional amount
paid under this clause 19.2.2 results in the payee
obtaining a Relief, the payee shall pay to the payer, within 10 Business Days
of obtaining the benefit of the Relief, an amount equal to the lesser of the
value of the Relief obtained and the additional sum paid under this clause 19.2.2.


 


19.2.3                If the payee is not
tax resident in the United Kingdom or has some connection with a territory
outside the United Kingdom or if the Purchaser or Seller assigns the benefit of
this Agreement to any other party, clause 19.2.1
and clause 19.2.2 shall only apply to the
extent that they would have applied had the payee been tax resident in the
United Kingdom and not had any connection with a territory outside the United
Kingdom or (as the case may be) had the benefit not been so assigned.


 


20.                               Entire agreement


 


20.1                           This Agreement


 


In this clause, references to
this Agreement include the Transaction Documents and the Disclosure Letter.


 


20.2                           Entire agreement


 


This Agreement constitutes the
whole and only agreement and understanding between the Parties in relation to
its subject matter.  Subject to clause 20.3:


 


20.2.1                all previous drafts,
agreements, understandings, undertakings, representations, warranties, promises
and arrangements of any nature whatsoever between the Parties with any bearing
on the subject matter of this Agreement are superseded and extinguished; and


 


20.2.2                all rights and
liabilities arising by reason of them, whether accrued or not at the date of
this Agreement, are cancelled,


 


to the extent that they have
such a bearing.


 


20.3                           Fraud


 


Nothing in this Agreement shall
be read or construed as excluding any liability or remedy in respect of any
representation, warranty or other statement being false, inaccurate or
incomplete to the extent it was made fraudulently or where there has been
malicious concealment.


 


21.                               Counterparts


 


This Agreement may be executed
in any number of counterparts and by the Parties on different
counterparts.  Each counterpart shall
constitute an original of this Agreement but all the counterparts shall
together constitute one and the same Agreement.


 


46





















 


22.                               Notices


 


22.1                           Form of notices


 


Any communication to be given
in connection with the matters contemplated by this Agreement shall be in
writing and shall either be delivered by hand or facsimile transmission.  Delivery by courier shall be regarded as
delivery by hand.


 


22.2                           Address and facsimile


 


Subject to clause 22.6,
such communication shall be sent to the address of the relevant Party or the
facsimile number set out below or to such other address or facsimile number as
may previously have been communicated to the sending Party in accordance with
this clause.  Each communication shall be
marked for the attention of the relevant person.


 


	
  Seller and

  Seller

  Guarantor:

  	
   

  	
  Mr Simon Moore

  General Manager, Corporate

  Strategy & Investments

  National Australia Bank Limited

  Level 34

  500 Bourke Street

  Melbourne

  Victoria 3000

  Australia

  Fax: 00 613 8641 4973

  	
   

  	
  Ms. Adrienne Duarte

  Corporate Strategy &

  Investments

  National Australia Bank Limited

  88 Wood Street

  London

  EC2V 7QQ

  

  Fax: 020 7726 6657

  
	
   

  	
   

  	
   

  	
   

  	
  with a copy to

  
	
   

  	
   

  	
  with a copy to

  Chief General Counsel

  National Australia Bank Limited

  Level 24

  500 Bourke Street

  Melbourne

  Victoria 3000

  Australia

  Fax: 00 613 8641 4902

  	
   

  	
  European Chief General

  Counsel

  National Australia Bank Limited

  88 Wood Street

  London

  EC2V 7QQ

  

  Fax: 020 7726 6694

  
	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Purchaser:

  	
   

  	
  Mr Erik Sevaldsen

  Group General Counsel
Danske Bank
  A/S

  Holmens Kanal 2-12

  1092 Copenhagen K

  Denmark

  Fax: 00 45 33 44 22 66

  	
   

  	
  with copy to:

  Mr Tonny Thierry Andersen

  CFO

  Danske Bank A/S

  Holmens Kanal 2-12

  1092 Copenhagen K

  Denmark

  Fax: 00 45 33 44 1708

  



 


22.3                           Deemed time of service


 


A communication shall be deemed
to have been served:


 


22.3.1                  if delivered by hand
at the address referred to in clause 22.2, at
the time of delivery;


 


22.3.2                  if sent by facsimile
to the number referred to in that clause, at the time of completion of
transmission by the sender.


 


47





















 


If a communication would
otherwise be deemed to have been delivered outside normal business hours (being
9:30 a.m. to 5:30 p.m. on a Business Day) under the preceding provisions of
this clause, it shall be deemed to have been delivered at the next opening of
such normal business hours.


 


22.4                           Proof of service


 


In proving service of the
communication, it shall be sufficient to show that delivery by hand was made or
that the facsimile was despatched and a confirmatory transmission report
received.


 


22.5                           Change of details


 


A Party may notify the other
Parties of a change to its name, relevant person, address or facsimile number
for the purposes of clause 22.2
provided that such notification shall only be effective on:


 


22.5.1                  the date specified
in the notification as the date on which the change is to take place; or


 


22.5.2                  if no date is
specified or the date specified is less than five clear Business Days after the
date on which notice is deemed to have been served, the date falling five clear
Business Days after notice of any such change is deemed to have been given.


 


22.6                           Agents for service


 


22.6.1                The Seller Guarantor
shall at all times maintain an agent for service of process in England.   The Seller Guarantor appoints NAGE (the “Seller Guarantor Agent”) as its agent for that purpose and
that agent has confirmed in writing to each of the parties its acceptance of
such appointment.  The Seller Guarantor
Agent may not revoke such appointment, nor may it cease to act as such agent
without another agent having first been appointed in its place.  If for any reason the Seller Guarantor Agent
ceases to act as such, the Seller Guarantor shall promptly appoint another such
agent and promptly notify the Purchaser of the appointment and the new agent’s
name and address.  If the Seller
Guarantor does not make such an appointment within five Business Days of such
cessation, then the Purchaser may do so on its behalf and shall notify the
Seller Guarantor if it does so.


 


22.6.2                The Purchaser shall at
all times maintain an agent for service of process in England.  The Purchaser appoints the London Branch of
the Purchaser, 75 King William Street, London EC4N 7DT (the “Purchaser Agent”) as its agent for that purpose and that
agent has confirmed in writing to each of the parties its acceptance of such
appointment.  The Purchaser Agent may not
revoke such appointment, nor may it cease to act as such agent without another
agent having first been appointed in its place. 
If for any reason the Purchaser Agent ceases to act as such, the
Purchaser shall promptly appoint another such agent and promptly notify the
Seller of the appointment and the new agent’s name and address.  If the Purchaser does not make such an
appointment within five Business Days of such cessation, then the Seller may do
so on its behalf and shall notify the Purchaser if it does so.


 


48





















 


23.                               Access to records


 


23.1                           Without
prejudice to the Seller’s obligations under Schedule 5,
from Completion, the Purchaser undertakes to provide the Seller and each Seller
Group Undertaking and its representatives and the Seller undertakes to provide
the Purchaser, the Group and each Group Company,  with reasonable access to the Records, for
any reasonable purpose, including but not limited to (a) complying with any
legal, regulatory or audit requirements; (b) preparing any tax return; (c)
defending any third party claim in respect of which a notice of claim has been
given to a Seller Group Undertaking, the Purchaser or a Group Company (as
applicable) pursuant to a Transaction Document; or (d) in relation to the
compilation and/or review of the Completion Statement.  Such access shall be provided during normal
business hours.


 


23.2                           For the
purposes of this clause 23, the “Records” shall mean:


 


(a)                                all books and records of the Group Companies;


 


(b)                                 all books and records of the Seller Group Undertakings to the extent
they pertain or relate to the Business;


 


in each case pertaining or
relating to the period until Completion.


 


23.3                           To the extent
that Records are required by the Seller Group, the Purchaser or the Group (as
applicable) with respect to their other business operations, the Purchaser,
each Seller Group Undertaking or Group Company (as applicable) may retain
copies of such Records or, as soon as practicable following the request of a
Seller Group Undertaking or Group Company or the Purchaser (as applicable), the
Purchaser or Seller (as applicable) shall provide to the requesting company
copies of all or any portion of such Records as have been so properly
requested.


 


23.4                           Unless
otherwise consented to in writing by the Seller or Purchaser (as applicable),
the Purchaser or Seller (as applicable) shall not, for a period of seven years
following Completion, destroy, alter or otherwise dispose of (or permit the
destruction, alteration or disposal of) any of the Records without first
offering to deliver them to the Seller or Purchaser (as applicable).


 


24.                               Governing law and jurisdiction


 


24.1                           English law


 


This Agreement shall be
governed by and construed in accordance with English law.


 


24.2                           Courts of England and Wales


 


The Parties irrevocably agree
that the courts of England shall have exclusive jurisdiction to settle any
dispute which may arise out of or in connection with this Agreement and that
accordingly any proceedings may be brought in such courts.


 


AS
WITNESS the hands of the Parties or
their duly authorised representatives on the date first appearing at the head
of this Agreement.


 


49





















 


Schedule 1

Details of the Group, the Associated Companies and NBIS


 


Part 1

Details of the Company


 


	
  Name:

  	
  NATIONAL EUROPE HOLDINGS (IRELAND) LIMITED

  
	
  Number:

  	
  2995549

  
	
  Date of incorporation:

  	
  28 November 1994

  
	
  Registered office:

  	
  88 Wood Street, London, EC2V 7QQ, England

  
	
  Share
  capital:

  	
   

  
	
  - authorised:

  	
  £150,000,000 divided into 150,000,000
  ordinary shares of £1 each

  
	
  - issued:

  	
  133,223,330 ordinary shares of £1 each

  
	
  Shareholders:

  	
  National Europe Holdings Limited

  
	
  Directors:

  	
  Donald Price, Alan Brady, Iain Smith, John
  Trethowan

  
	
  Secretary:

  	
  Myshele Shaw

  



 


Part 2

The NB Group


 


	
  Name:

  	
  NORTHERN BANK LIMITED

  
	
  Number:

  	
  England and Wales: FC014978

  Northern Ireland: R568

  
	
  Date of incorporation:

  	
  1 September 1883

  
	
  Registered office:

  	
  England and Wales: c/o Barbara Wallace, Group
  Legal GB, National Australia Group Europe Limited, 40 St Vincent Place,
  Glasgow, G1 2HL Northern Ireland: Donegall Square West, Belfast, BT1 6JS

  
	
  Share
  capital:

  	
   

  
	
  - authorised:

  	
  £100,000,000 divided into 100,000,000
  ordinary shares of £1 each

  
	
  - issued:

  	
  88,000,000 ordinary shares of £1 each

  
	
  Shareholders:

  	
  Cameron McKenna Shareholders Limited – 100
  ordinary shares National Europe Holdings (Ireland) Limited – 87,999,900
  ordinary shares

  
	
  Directors:

  	
  Donald Price, Sir David Fell, John
  Trethowan, Eugene Greene

  
	
  Secretary:

  	
  Lesley Bourke

  



 


	
  Name:

  	
  NORTHERN BANK FINANCIAL SERVICES LIMITED

  
	
  Number:

  	
  NI007452

  
	
  Date of incorporation:

  	
  22 November 1968

  
	
  Registered office:

  	
  Donegall Square West, Belfast, BT1 6JS

  
	
  Share
  capital:

  	
   

  
	
  - authorised:

  	
  £6,100,000 divided into 6,100,000 ordinary
  shares of £1 each

  



 


50





















 


	
  -
  issued:

  	
  6,100,000 ordinary shares of £1 each

  
	
  Shareholders:

  	
  Northern Bank Limited – 6,099,999 ordinary
  shares

  Northern Bank Nominees Limited – 1 ordinary share

  
	
  Directors:

  	
  Alan Brady, Colin Dundas, Donald Price

  
	
  Secretary:

  	
  Lesley Bourke

  



 


	
  Name:

  	
  NORTHERN ASSET FINANCE LIMITED

  
	
  Number:

  	
  England and Wales: FC14280

  Northern Ireland: NI014422

  
	
  Date of incorporation:

  	
  30 July 1980

  
	
  Registered office:

  	
  England and Wales: c/o Barbara Wallace,
  Group Legal GB, National Australia Group Europe Limited, 40 St Vincent Place,
  Glasgow, G1 2HL Northern Ireland: Donegall Square West, Belfast, BT1 6JS

  
	
  Share
  capital:

  	
   

  
	
  - authorised:

  	
  £10,000,000 divided into 10,000,000
  ordinary shares of £1 each

  
	
  - issued:

  	
  6,500,000 ordinary shares of £1 each

  
	
  Shareholders:

  	
  Northern Bank Financial Services Limited –
  6,499,998 ordinary shares

  Northern Bank Executor and Trustee Company Limited – 1 ordinary share

  Northern Bank Nominees Limited – 1 ordinary share

  
	
  Directors:

  	
  Donald Price, Colin Dundas, Alan Brady

  
	
  Secretary:

  	
  Lesley Bourke

  



 


	
  Name:

  	
  CAUSEWAY CREDIT LIMITED

  England and Wales: FC 14760

  
	
  Number:

  	
  Northern Ireland: NI022051

  
	
  Date of incorporation:

  	
  21 October 1988

  
	
  Registered office:

  	
  England and Wales: c/o Barbara Wallace,
  Group Legal GB, National Australia Group Europe Limited, 40 St Vincent Place,
  Glasgow, G1 2HL Northern Ireland: Donegall Square West, Belfast, BT1 6JS

  
	
  Share
  capital:

  	
   

  
	
  - authorised:

  	
  £5,000,000 divided into 5,000,000 ordinary
  shares of £1 each

  
	
  - issued:

  	
  2,400,000 ordinary shares of £1 each

  
	
  Shareholders:

  	
  Northern Asset Finance Limited – 2,399,999
  ordinary shares Northern Bank Nominees Limited – 1 ordinary share

  
	
  Directors:

  	
  Donald Price, Colin Dundas, Alan Brady

  
	
  Secretary:

  	
  Lesley Bourke

  



 


51





















 


	
  Name:

  	
  NORTHERN BANK EQUIPMENT LEASING LIMITED

  
	
  Number:

  	
  England and Wales: FC014477

  Northern Ireland: N121408

  
	
  Date of incorporation:

  	
  16 March 1988

  
	
  Registered office:

  	
  England and Wales: c/o Barbara Wallace,
  Group Legal GB, National Australia Group Europe Limited, 40 St Vincent Place,
  Glasgow, G1 2HL Northern Ireland: Donegall Square West, Belfast, BT1 6JS

  
	
  Share capital: 

  	
   

  
	
  - authorised:

  	
  £5,000,000 divided into 5,000,000 ordinary
  shares of £1 each

  
	
  - issued:

  	
  800,000 ordinary shares of £1 each

  
	
  Shareholders:

  	
  Northern Asset Finance Limited – 799,999
  ordinary shares Northern Bank Nominees Limited – 1 ordinary share

  
	
  Directors:

  	
  Donald Price, Alan Brady, Colin Dundas,

  
	
  Secretary:

  	
  Lesley Bourke

  



 


	
  Name:

  	
  NORTHERN BANK COMMERCIAL LEASING LIMITED

  
	
  Number:

  	
  England and Wales: FC014478

  Northern Ireland: NI021407

  
	
  Date of incorporation:

  	
  16 March 1988

  
	
  Registered office:

  	
  England and Wales: c/o Barbara Wallace,
  Group Legal GB, National Australia Group Europe Limited, 40 St Vincent Place,
  Glasgow, G1 2HL Northern Ireland: Donegall Square West, Belfast, BT1 6JS

  
	
  Share capital:

  	
   

  
	
  - authorised:

  	
  £5,000,000 divided into 5,000,000 ordinary
  shares of £1 each 

  
	
  - issued:

  	
  1,700,000 ordinary shares of £1 each

  
	
  Shareholders:

  	
  Northern Asset Finance Limited – 1,699,999
  ordinary shares Northern Bank Nominees Limited – 1 ordinary share

  
	
  Directors:

  	
  Donald Price, Colin Dundas, Alan Brady

  
	
  Secretary:

  	
  Lesley Bourke

  



 


	
  Name:

  	
  NORTHERN BANK INDUSTRIAL LEASING LIMITED

  
	
  Number:

  	
  England and Wales: FC014456

  Northern Ireland; N121409

  
	
  Date of incorporation:

  	
  16 March 1988

  
	
  Registered office:

  	
  England and Wales: c/o Barbara Wallace,
  Group Legal GB, National Australia Group Europe Limited, 40 St Vincent Place,
  Glasgow, G1 2HL Northern Ireland: Donegall Square West, Belfast, BT1 6JS

  
	
  Share capital:

  	
   

  
	
  - authorised:

  	
  £5,000,000 divided into 5,000,000 ordinary
  shares of £1 each

  



 


52





















 


	
  - issued:

  	
  1,100,000 ordinary shares of £1 each

  
	
  Shareholders:

  	
  Northern Asset Finance Limited – 1,099,999
  ordinary shares Northern Bank Nominees Limited – 1 ordinary share

  
	
  Directors:

  	
  Donald Price, Alan Brady, Colin Dundas

  
	
  Secretary:

  	
  Lesley Bourke

  



 


	
  Name:

  	
  NORTHERN BANK DEVELOPMENT CORPORATION
  LIMITED

  
	
  Number:

  	
  NI008154

  
	
  Date of incorporation:

  	
  27 January 1971

  
	
  Registered office:

  	
  Donegall Square West, Belfast, BT1 6JS

  
	
  Share capital:

  	
   

  
	
  - authorised: 

  	
  £10,000,000 divided into 10,000,000
  ordinary shares of £1 each

  
	
  - issued:

  	
  9,000,000 ordinary shares of £1 each

  
	
  Shareholders:

  	
  Northern Bank Financial Services Limited –
  8,999,996 ordinary shares

  Northern Bank Executor and Trustee Company Limited – 1 ordinary share

  Northern Bank Pension Trust Limited – 1 ordinary share

  Northern Bank Nominees Limited – 1 ordinary share

  Northern Bank (IOM) Limited – 1 ordinary share

  
	
  Directors:

  	
  Colin Dundas, Donald Price, Alan Brady

  
	
  Secretary:

  	
  Lesley Bourke

  



 


	
  Name:

  	
  NORTHERN BANK FACTORS LIMITED

  
	
  Number:

  	
  NI013062

  
	
  Date of incorporation:

  	
  27 September 1978

  
	
  Registered office:

  	
  Donegall Square West, Belfast, BT1 6JS

  
	
  Share capital:

  	
   

  
	
  - authorised:

  	
  £100,000 divided into 100,000 ordinary
  shares of £1 each

  
	
  - issued:

  	
  50,000 ordinary shares of £1 each

  
	
  Shareholders:

  	
  Northern Bank Limited – 49,999 ordinary
  shares

  Northern Bank Nominees Limited – 1 ordinary share

  
	
  Directors:

  	
  Donald Price, Colin Dundas, Alan Brady

  
	
  Secretary:

  	
  Lesley Bourke

  



 


	
  Name:

  	
  NORTHERN BANK EXECUTOR AND TRUSTEE COMPANY
  LIMITED

  
	
  Number:

  	
  England and Wales: FC007104

  Northern Ireland: NI004467

  
	
  Date of incorporation:

  	
  5 January 1960

  
	
  Registered office:

  	
  England and Wales: c/o Barbara Wallace,
  Group Legal GB, National Australia Group Europe Limited, 40 St Vincent Place,
  Glasgow, G1 2HL Northern Ireland: Donegall Square West, Belfast, BT1 6JS

  



 


53





















 


	
  Share capital:

  	
   

  
	
  - authorised:

  	
  £500,000 divided into 100,000 ordinary
  shares of £5 each

  
	
  - issued:

  	
  £200,000 comprising 100,000 ordinary shares
  of £5 each, £2 paid for each

  
	
  Shareholders:

  	
  Northern Bank Limited – 99,999 ordinary
  shares

  Northern Bank Nominees Limited – 1 ordinary share

  
	
  Directors:

  	
  Donald Price, Alan Brady, Kenny Campbell

  
	
  Secretary:

  	
  Lesley Bourke

  



 


	
  Name:

  	
  NORDEV PROPERTIES LIMITED

  
	
  Number:

  	
  NI010251

  
	
  Date of incorporation:

  	
  25 June 1974

  
	
  Registered office:

  	
  Donegall Square West, Belfast, BT1 6JS

  
	
  Share capital:

  	
   

  
	
  - authorised:

  	
  £200 divided into 200 of £1 each

  
	
  - issued:

  	
  200 ordinary shares of £1 each

  
	
  Shareholders:

  	
  Northern Bank Limited – 198 ordinary shares

  Northern Bank Nominees Limited – 2 ordinary shares

  
	
  Directors:

  	
  Colin Dundas, Alexander Kinnaird, James
  Walmsley, Alan Brady

  
	
  Secretary:

  	
  Ralph McMurray

  



 


	
  Name:

  	
  PROJECT DEVELOPMENT (BALMORAL) LIMITED

  
	
  Number:

  	
  NI010059

  
	
  Date of incorporation:

  	
  20 March 1974

  
	
  Registered office:

  	
  Donegall Square West, Belfast, BT1 6JS

  
	
  Share capital: 

  	
   

  
	
  - authorised:

  	
  £100 divided into 100 ordinary shares of £1
  each

  
	
  - issued:

  	
  100 ordinary shares of £1 each

  
	
  Shareholders:

  	
  Nordev Properties Limited – 99 ordinary
  shares

  Northern Bank Nominees Limited – 1 ordinary share

  
	
  Directors:

  	
  Colin Dundas, Alexander Kinnaird, James
  Walmsley, Alan Brady

  
	
  Secretary:

  	
  Ralph McMurray

  



 


	
  Name:

  	
  NORTHERN BANK PENSION TRUST LIMITED

  
	
  Number:

  	
  NI003155

  
	
  Date of incorporation:

  	
  14 November 1952

  
	
  Registered office:

  	
  Donegall Square West, Belfast, BT1 6JS

  
	
  Share capital: 

  	
   

  
	
  - authorised:

  	
  £100 divided into 100 ordinary shares of £1
  each

  
	
  - issued:

  	
  100 ordinary shares of £1 each

  
	
  Shareholders:

  	
  Northern Bank Limited – 98 ordinary shares

  Northern Bank Nominees Limited – 1 ordinary share

  Northern Bank Executor & Trustee Company Limited – 1 ordinary share

  



 


54





















 


	
  Directors:

  	
  James Oliver Anderson, William Kenneth
  Doonan, John Bamford, Aisling Boreland, James Boyd, Patrick Carson, Alastair
  Clarke, Charles Duncan, David Keys, Robert Thompson

  
	
  Secretary:

  	
  Harold Knott

  



 


	
  Name:

  	
  NORTHERN BANK NOMINEES LIMITED

  
	
  Number:

  	
  NI004468

  
	
  Date of incorporation:

  	
  5 January 1960

  
	
  Registered office:

  	
  Donegall Square West, Belfast, BT1 6JS

  
	
  Share capital:

  	
   

  
	
  - authorised:

  	
  £100 divided into 100 ordinary shares of £1
  each

  
	
  - issued:

  	
  100 ordinary shares of £1 each

  
	
  Shareholders:

  	
  Northern Bank Limited – 99 ordinary shares

  Northern Bank Executor and Trustee Company Limited – 1 ordinary share

  
	
  Directors:

  	
  Alan Brady, Colin Dundas, Donald Price

  
	
  Secretary:

  	
  Lesley Bourke

  



 


	
  Name:

  	
  NORTHERN BANK (I.O.M) LIMITED

  
	
  Number:

  	
  Isle of Man: 13185C

  
	
  Date of incorporation:

  	
  6 April 1979

  
	
  Registered office:

  	
  60 Circular Road, Douglas, Isle of Man IM99
  1JN

  
	
  Share capital: 

  	
   

  
	
  - authorised:

  	
  £5,000,000 divided into 5,000,000 ordinary
  shares of £1 each

  
	
  - issued:

  	
  5,000,000 ordinary shares of £1 each

  
	
  Shareholders:

  	
  Northern Bank Financial Services Limited –
  4,999,980 ordinary shares

  Northern Bank Nominees – 20 ordinary shares

  
	
  Directors:

  	
  George Reginald Thompson, William Catto
  Shimmins, Gerry McSorley, Kenneth Campbell

  
	
  Secretary:

  	
  Jennifer Lynn Quirke

  



 


55





















 


Part 3

The NIB Group


 


	
  Name:

  	
  NATIONAL
  IRISH BANK LIMITED

  
	
  Number:

  	
  65780

  
	
  Date of
  incorporation:

  	
  21 November
  1978

  
	
  Registered
  office:

  	
  3rd
  Floor, International House, 3 Harbourmaster Place, IFSC, Dublin 1

  
	
  Share
  capital: 

  	
   

  
	
  - authorised:

  	
  €99,060,127
  divided into 78,000,100 ordinary shares of €1.27 each

  
	
  - issued:

  	
  49,260,000
  ordinary shares of €1.27 each

  
	
  Shareholders:

  	
  National
  Europe Holdings (Ireland) Limited – 49,260,000 ordinary shares

  
	
  Directors

  	
  Don Price,
  Sir David Fell, John Trethowan, Eugene Greene

  
	
  Secretary:

  	
  Lesley
  Bourke

  



 


	
  Name:

  	
  NATIONAL IRISH INVESTMENT BANK LIMITED

  
	
  Number:

  	
  29586

  
	
  Date of incorporation:

  	
  26 August 1969

  
	
  Registered office:

  	
  3rd Floor International House, 3
  Harbourmaster Place, IFSC, Dublin 1

  
	
  Share capital:

  	
   

  
	
  - authorised:

  	
  €12,382,500 divided into 9,750,000 ordinary
  shares of €1.27 each

  
	
  - issued:

  	
  9,750,000 ordinary shares of €1.27 each

  
	
  Shareholders:

  	
  National Irish Bank Limited – 8,000,000
  ordinary shares

  National Irish Life and Pensions Services Limited – 1,750,000 ordinary shares

  
	
  Directors

  	
  Alan Brady, Barry Meyler, Donald Price,
  John Trethowan

  
	
  Secretary:

  	
  Lesley Bourke

  



 


	
  Name:

  	
  NORFIN INVESTMENTS LIMITED

  
	
  Number:

  	
  97322

  
	
  Date of incorporation:

  	
  6 October 1983

  
	
  Registered office:

  	
  3rd Floor International House, 3
  Harbourmaster Place, IFSC, Dublin 1

  
	
  Share capital:

  	
   

  
	
  - authorised:

  	
  €127,000 divided into 100,000 ordinary
  shares of €1.27 each

  
	
  - issued:

  	
  1,000 ordinary shares of €1.27 each

  
	
  Shareholders:

  	
  National Irish Investment Bank Limited –
  1,000 ordinary shares

  
	
  Directors

  	
  Alan Brady, Donald Price, John Trethowan

  
	
  Secretary:

  	
  Lesley Bourke

  



 


	
  Name:

  	
  NATIONAL IRISH LIFE AND PENSION SERVICES
  LIMITED

  
	
  Number:

  	
  39245

  
	
  Date of incorporation:

  	
  10 November 1972

  



 


56





















 


	
  Registered office:

  	
  3rd Floor International House, 3
  Harbourmaster Place, IFSC, Dublin 1

  
	
  Share capital:

  	
   

  
	
  - authorised:

  	
  €2,540,000 divided into 2,000,000 ordinary
  shares of €1.27 each

  
	
  - issued:

  	
  1,750,000 ordinary shares of €1.27 each

  
	
  Shareholders:

  	
  National Irish Bank Limited – 1,750,000
  ordinary shares

  
	
  Directors

  	
  Alan Brady, Donald Price, John Trethowan

  
	
  Secretary:

  	
  Lesley Bourke

  



 


	
  Name:

  	
  NATIONAL IRISH BANK FINANCIAL SERVICES
  LIMITED

  
	
  Number:

  	
  30478

  
	
  Date of incorporation:

  	
  12 January 1970

  
	
  Registered office:

  	
  3rd Floor International House, 3
  Harbourmaster Place, IFSC, Dublin 1

  
	
  Share capital:

  	
   

  
	
  - authorised:

  	
  €317,500 divided into 50,000 ordinary
  shares of €6.35 each

  
	
  - issued:

  	
  50,000 ordinary shares of €6.35 each

  
	
  Shareholders:

  	
  National Irish Bank Limited – 50,000
  ordinary shares

  
	
  Directors

  	
  Alan Brady, Donald Price, John Trethowan

  
	
  Secretary:

  	
  Lesley Bourke

  



 


	
  Name:

  	
  NATIONAL IRISH BANK NOMINEES LIMITED

  
	
  Number:

  	
  18347

  
	
  Date of incorporation:

  	
  12 June 1995

  
	
  Registered office:

  	
  3rd Floor International House, 3
  Harbourmaster Place, IFSC, Dublin 1

  
	
  Share capital: 

  	
   

  
	
  - authorised:

  	
  €127 divided into 100 ordinary shares of
  €1.27 each

  
	
  - issued:

  	
  100 ordinary shares of €1.27 each

  
	
  Shareholders:

  	
  National Irish Bank Limited – 100 ordinary
  shares

  
	
  Directors

  	
  Alan Brady, Donald Price, John Trethowan

  
	
  Secretary:

  	
  Lesley Bourke

  



 


	
  Name:

  	
  NATIONAL AUSTRALIA GROUP SSP (REPUBLIC OF
  IRELAND) TRUSTEE LIMITED

  
	
  Number:

  	
  234466

  
	
  Date of incorporation:

  	
  12 June 1995

  
	
  Registered office:

  	
  3rd Floor International House, 3
  Harbourmaster Place, IFSC, Dublin 1

  
	
  Share capital:

  	
   

  
	
  - authorised:

  	
  €2.54 divided into 2 ordinary Shares of
  €1.27 each

  
	
  - issued:

  	
  2 ordinary shares of €1.27 each

  
	
  Shareholders:

  	
  National Irish Bank Limited – 2 ordinary
  shares

  



 


57





















 


	
  Directors

  	
  David Henry Keys, John Trethowan, Nigel
  Grimshaw

  
	
  Secretary:

  	
  Lesley Bourke

  



 


	
  Name:

  	
  NATIONAL IRISH BANK PENSIONS LIMITED

  
	
  Number:

  	
  117077

  
	
  Date of incorporation:

  	
  28 September 1986

  
	
  Registered office:

  	
  3rd Floor International House, 3
  Harbourmaster Place, IFSC, Dublin 1

  
	
  Share capital:

  	
   

  
	
  - authorised:

  	
  €127 divided into 100 ordinary shares of
  €1.27 each

  
	
  - issued:

  	
  2 ordinary shares of €1.27 each

  
	
  Shareholders:

  	
  National Irish Bank Limited – 2 ordinary
  shares

  
	
  Directors

  	
  Coleman Moore, David Dobson, David Douglas,
  James Anderson, John Macken, John Trethowan, Mary Donohoe, Mary Kelly,
  Patrick Leydon

  
	
  Secretary:

  	
  Lesley Bourke

  



 


58





















 


Part 4

Associated Companies


 


	
  Name:

  	
  M.O.R.A. Property Development Company
  Limited

  
	
  Number:

  	
  NI009491

  
	
  Date of incorporation:

  	
  24 May 1973

  
	
  Registered office:

  	
  c/o KPMG, Stokes House, 17-25 College
  Square East, Belfast, BT1 6HD

  
	
  Share capital:

  	
   

  
	
  - authorised:

  	
  £100 divided into 100 ordinary shares of £1
  each

  
	
  - issued:

  	
  100 ordinary shares of £1 each

  
	
  Shareholders:

  	
  Northern Bank Development Corporation
  Limited – 20 ordinary shares

  Mr Boyd Logan – 80 ordinary shares

  
	
  Directors

  	
  William McCloy, Philip Monaghan, James
  Walmsley

  
	
  Secretary:

  	
  William Maurice McCloy

  



 


	
  Name:

  	
  KENSINGTON HOTEL (BELFAST) LIMITED

  
	
  Number:

  	
  NI001067

  
	
  Date of incorporation:

  	
  18 June 1936

  
	
  Registered office:

  	
  c/o KPMG, Stokes House, 17-25 College Square
  East, Belfast, BT1 6HD

  
	
  Share capital:

  	
   

  
	
  - authorised:

  	
  £3,000 divided into 3,000 ordinary shares
  of £1 each, £22,000 divided into 22,000 deferred ordinary shares of £1 each

  
	
  - issued:

  	
  1,000 ordinary shares of £1 each

  22,000 deferred shares of £1 each

  
	
  Shareholders:

  	
  M.O.R.A. Property Development Company
  Limited – 999 ordinary shares

  Fergus O’Tierney – 1 ordinary share

  M.O.R.A. Property Development Company Limited – 22,000 deferred shares

  
	
  Directors

  	
  William McCloy, Philip Monahan, James
  Walmsley

  
	
  Secretary:

  	
  William McCloy

  



 


59





















 


Part 5

Details of NBIS


 


	
  Name:

  	
  Northern Bank Insurance Services Limited

  
	
  Number:

  	
  N1021152

  
	
  Date of Incorporation:

  	
  18/12/1987

  
	
  Registered Office:

  	
  Northern Ireland: Donegall Square West, Belfast,
  BT1 6JS

  
	
  Share
  Capital:

  	
   

  
	
  -
  authorised:

  	
  £500,000
  divided into 500,000 ordinary shares of £1 each

  
	
  - issued:

  	
  £25,000
  divided into 25,000 ordinary shares of £1 each

  
	
  Shareholders:

  	
  National
  Europe Holdings (Wealth Management) Limited- 25,000 ordinary shares

  
	
  Directors:

  	
  Karl
  Daniels, Garry Mulcahy, Roy Nicholson

  
	
  Secretary:

  	
  Barbara
  McAll

  



 


60





















 


Schedule 2

Intellectual Property


 


Northern Bank Limited – UK Marks


 


	
  Trade Mark

  	
   

  	
  Reg.

  Number

  	
   

  	
  Jurisdiction

  	
   

  	
  Filing Date

  	
   

  	
  Next

  Renewal

  Date

  	
   

  	
  Class

  	
   

  
	
  SUMMIT

  	
   

  	
  1273160B

  	
   

  	
  UK

  	
   

  	
  01/10/1986

  	
   

  	
  01/10/2007

  	
   

  	
  36

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  CAUSEWAY

  	
   

  	
  1407527

  	
   

  	
  UK

  	
   

  	
  07/12/1989

  	
   

  	
  07/12/2006

  	
   

  	
  36

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  CHEQUEMASTER
  


  	
   

  	
  1427992

  	
   

  	
  UK

  	
   

  	
  08/06/1990

  	
   

  	
  08/06/2007

  	
   

  	
  36

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  NORTHERN
  DIRECT

  	
   

  	
  1576544

  	
   

  	
  UK

  	
   

  	
  25/06/1994

  	
   

  	
  25/06/2011

  	
   

  	
  36

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  N NORTHERN
  TAILORING

  BANKING TO YOUR NEEDS

  

  	
   

  	
  2014919

  	
   

  	
  UK

  	
   

  	
  22/03/1995

  	
   

  	
  22/03/2005

  	
   

  	
  36

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  N NORTHERN


  	
   

  	
  2002183

  	
   

  	
  UK

  	
   

  	
  10/11/1994

  	
   

  	
  10/11/2014

  	
   

  	
  36

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  N NORTHERN
  PRINCIPAL

  ACCOUNT (Series of 2)


  	
   

  	
  2227387

  	
   

  	
  UK

  	
   

  	
  28/03/2000

  	
   

  	
  28/03/2010

  	
   

  	
  09, 16, 36

  	
   

  
	
  

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  



 


61





















 


	
  N Northern
  (Series of 3)


  	
   

  	
  2319486

  	
   

  	
  UK

  	
   

  	
  24/12/2002

  	
   

  	
  24/12/2012

  	
   

  	
  09, 16, 36

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  N (Series of
  2)


  	
   

  	
  2319487

  	
   

  	
  UK

  	
   

  	
  24/12/2002

  	
   

  	
  24/12/2012

  	
   

  	
  09, 16, 36

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Tele-ledger

  	
   

  	
  1575726

  	
   

  	
  UK

  	
   

  	
  17/06/1994

  	
   

  	
  17/06/2011

  	
   

  	
  35

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Tele-ledger

  	
   

  	
  1575727

  	
   

  	
  UK

  	
   

  	
  17/06/1994

  	
   

  	
  17/06/2011

  	
   

  	
  36

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Tele-ledger

  	
   

  	
  1575728

  	
   

  	
  UK

  	
   

  	
  17/06/1994

  	
   

  	
  17/06/2011

  	
   

  	
  38

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Flexidraft.

  	
   

  	
  2022113

  	
   

  	
  UK

  	
   

  	
  26/05/1995

  	
   

  	
  26/05/2005

  	
   

  	
  36

  	
   

  



 


62





















 


	
  N NORTHERN
  24 HOUR TELEPHONE BANKING

   

  N NORTHERN
  TWENTY FOUR HOUR TELEPHONE BANKING

   

  N NORTHERN
  24 HR TELEPHONE BANKING

   

  (Series of
  3)




  	
   

  	
  2140224

  	
   

  	
  UK

  	
   

  	
  24/07/1997

  	
   

  	
  24/07/2007

  	
   

  	
  16, 36

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  NB2B

   

  NB2b

   

  (Series of
  2)

  	
   

  	
  2243077

  	
   

  	
  UK

  	
   

  	
  18/08/2000

  	
   

  	
  18/08/2010

  	
   

  	
  09, 16, 35,
  36, 38, 42

  	
   

  



 


63





















 


	
  N NORTHERN
  RAPID REPAY

  (Series of 4) 

  	
   

  	
  2299252

  	
   

  	
  UK

  	
   

  	
  30/04/2002

  	
   

  	
  30/04/2012

  	
   

  	
  36

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  NORTHERN

  INTERNATIONAL TRADE

  CONNECT

  	
   

  	
  2311522

  	
   

  	
  UK

  	
   

  	
  25/09/2002

  	
   

  	
  25/09/2012

  	
   

  	
  36

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  N NORTHERN
  TAILORED

  FINANCIAL SOLUTIONS (Series of 3) 

  	
   

  	
  2319481

  	
   

  	
  UK

  	
   

  	
  24/12/2002

  	
   

  	
  24/12/2012

  	
   

  	
  09, 16, 36

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  N NORTHERN
  PRINCIPAL

  ACCOUNT (Series of 18) 

  	
   

  	
  2319483

  	
   

  	
  UK

  	
   

  	
  24/12/2002

  	
   

  	
  24/12/2012

  	
   

  	
  09, 16, 36

  	
   

  



 


64





















 


	
  N NORTHERN
  RAPID REPAY

  (Series of 18) 

  	
   

  	
  2319485

  	
   

  	
  UK

  	
   

  	
  24/12/2002

  	
   

  	
  24/12/2012

  	
   

  	
  09, 16, 36

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  N NORTHERN
  TAILORED

  FINANCIAL SOLUTIONS

  INTERNATIONAL TRADE

  CONNECT (Series of 2) 

  	
   

  	
  2321296

  	
   

  	
  UK

  	
   

  	
  22/01/2003

  	
   

  	
  22/01/2013

  	
   

  	
  09, 16, 36

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  N NORTHERN
  TAILORED FINANCIAL SOLUTIONS INTERNATIONAL TRADE CONNECT (Series of 2) 

  	
   

  	
  2321306

  	
   

  	
  UK

  	
   

  	
  22/01/2003

  	
   

  	
  22/01/2013

  	
   

  	
  09 16 36

  	
   

  



 


Northern Bank Limited – CTMs


 


	
  Trade Mark

  	
   

  	
  Reg.

  Number

  	
   

  	
  Jurisdiction

  	
   

  	
  Filing Date

  	
   

  	
  Next

  Renewal

  Date

  	
   

  	
  Class

  	
   

  
	
  N NORTHERN
  TAILORING BANKING TO YOUR NEEDS 

  	
   

  	
  97022

  	
   

  	
  CTM

  	
   

  	
  01/04/1996

  	
   

  	
  01/04/2006

  	
   

  	
  36

  	
   

  



 


65





















 


	
  Trade Mark

  	
   

  	
  Reg.

  Number

  	
   

  	
  Jurisdiction

  	
   

  	
  Filing Date

  	
   

  	
  Next

  Renewal

  Date

  	
   

  	
  Class

  	
   

  
	
  

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  N NORTHERN 

  	
   

  	
  97055

  	
   

  	
  CTM

  	
   

  	
  01/04/1996

  	
   

  	
  01/04/2006

  	
   

  	
  36

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  N Northern 

  	
   

  	
  2988681

  	
   

  	
  CTM

  	
   

  	
  24/12/2002

  	
   

  	
  Accepted but
  not yet registered

  	
   

  	
  9, 16 and 36

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  N NORTHERN
  TAILORED FINANCIAL SOLUTIONS 

  	
   

  	
  2989614

  	
   

  	
  CTM

  	
   

  	
  24/12/2002

  	
   

  	
  24/12/2012

  	
   

  	
  9 16 36

  	
   

  



 


National Irish Bank Limited – Irish Marks


 


	
  Trade Mark

  	
   

  	
  Reg.

  Number

  	
   

  	
  Jurisdiction

  	
   

  	
  Filing Date

  	
   

  	
  Next

  Renewal

  Date

  	
   

  	
  Class

  	
   

  
	
  NATIONAL
  IRISH BANK 24 HOUR TELEPHONE BANKING

   

  NATIONAL
  IRISH BANK 24 HR TELEPHONE BANKING

   

  NATIONAL
  IRISH BANK TWENTY-FOUR HOUR TELEPHONE BANKING (Series of 6)

   

  	
   

  	
  207834

  	
   

  	
  IRELAND

  	
   

  	
  24/07/1997

  	
   

  	
  23/07/07

  	
   

  	
  16, 36

  	
   

  



 


66





















 


	
  NATIONAL
  IRISH BANK INTERNATIONAL TRADE CONNECT

  	
   

  	
  225704

  	
   

  	
  IRELAND

  	
   

  	
  25/09/2002

  	
   

  	
  24/09/12

  	
   

  	
  9, 16, 36

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  NATIONAL
  IRISH BANK PRINCIPAL ACCOUNT

  	
   

  	
  217771

  	
   

  	
  IRELAND

  	
   

  	
  28/03/2000

  	
   

  	
  27/03/10

  	
   

  	
  9, 16, 36

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  NATIONAL
  IRISH BANK TAILORED FINANCIAL SOLUTIONS (Series of 2) 

  	
   

  	
  230265

  	
   

  	
  IRELAND

  	
   

  	
  28/07/2004
  (Accepted but not yet registered)

  	
   

  	
  9, 16, 35,
  36

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  NATIONAL
  IRISH BANK TAILORED FINANCIAL SOLUTIONS INTERNATIONAL TRADE CONNECT (Series
  of 2) 

  	
   

  	
  225908

  	
   

  	
  IRELAND

  	
   

  	
  09/07/2002

  	
   

  	
  08/07/12

  	
   

  	
  9, 16, 36

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  NATIONAL
  IRISH BANK RAPID REPAY 

  	
   

  	
  225248

  	
   

  	
  IRELAND

  	
   

  	
  30/04/2002

  	
   

  	
  29/04/12

  	
   

  	
  36

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  NIB2B NIB2b
  (Series of 2)

  	
   

  	
  221956

  	
   

  	
  IRELAND

  	
   

  	
  18/08/2000

  	
   

  	
  17/08/12

  	
   

  	
  9, 16, 35,
  36, 38, 42

  	
   

  



 


67





















Schedule 3

Conduct of Business pending Completion


 


(Undertakings
of the Seller in respect of the Group Companies pursuant and subject to clause 5.1.6)


 


1.                                       enter into any unusual or onerous transaction;


 


2.                                       enter into any transaction with or for the benefit of any of its
directors or any person who is connected with or any of its directors (i)
except in the usual course of its business; and (ii) on terms which are in no
respect less favourable to any of the Group Companies than normal arm’s length
terms;


 


3.                                       except for any Subordinated Loan, Term Loan, Money Market Loan, Repo
or Derivative, enter into any material agreements or arrangements which cannot
be terminated without penalty within one year or less from the date of this
Agreement;


 


4.                                       enter into, significantly modify, or terminate any Material Contract
(as defined in paragraph 18 of Schedule 6);


 


5.                                       enter into any new lease, or amend the terms of any existing lease,
or change the use of any of the Properties from the use of the Properties at
the date of this Agreement;


 


6.                                       except for any Subordinated Loan, Term Loan, Money Market Loan, Repo
or Derivative, enter into any agreements or arrangements with any member of the
Seller Group (other than pursuant to any Transaction Document or in accordance
with the Restructuring Paper);


 


7.                                       dispose to any person, reorganise or discontinue any material part
of the Business or any material assets of the Business;


 


8.                                       make any change (including any change by the incorporation,
acquisition or disposal of a subsidiary or a business) in the nature or extent
of the Business;


 


9.                                       create any Encumbrance over the Business, any asset or undertaking
of the Business or any of the Group Companies, or any share capital of any
Group Company (except in relation to Encumbrances which have been Disclosed);


 


10.                                 dispose to any person any share capital of any of the Group
Companies;


 


11.                                create, allot, issue, repurchase, redeem or cancel any shares or
other equity securities in any Group Company, or grant rights which confer on
the holder any right to acquire any such shares or other equity securities;


 


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12.                               pass any resolution of its shareholders or any class of its
shareholders;


 


13.                               make any declare or pay any dividend, bonus or other distribution of
capital or income;


 


14.                               cancel or amend any policies of insurance (“Insurance
Policies”) in force in relation to the Business or the Group on the
date of this Agreement or fail to renew any of them with limits of indemnity
reasonably equivalent to those currently in force (subject to any commercial
decision made in respect of prevailing market conditions);


 


15.                               do anything, or omit to do anything, prior to Completion, which it
is aware would or is reasonably likely to:


 


(a)                                  make any of the Insurance Policies void or voidable; or


 


(b)                                 entitle any of the insurers under any of the Insurance Policies to
refuse indemnity in relation to particular claims in whole or in part; or


 


(c)                                  result in an increase in the premium payable under any of the
Insurance Policies; or


 


(d)                                 prejudice the ability of any of the Group Companies to effect
insurance, on the same or better terms in the future;


 


provided that this paragraph 15
shall not prevent the notification to insurers of claims, and/or circumstances
which might give rise to claims under any of the Insurance Policies in
accordance with the terms of the relevant Insurance Policies and the Seller
will inform the Purchaser of any notification to insurers at the same time as
it is made;


 


16.                               do anything that would constitute a breach of paragraph 19
of the NIB Investigations Deed


 


17.                               commence, compromise or settle any material disputes, litigation or
arbitration proceedings other than (i) credit recovery in the ordinary course
of business where the amount outstanding does not exceed £1 million and/or (ii)
any other matter where the liability of the Group is not reasonably believed to
exceed £75,000;


 


18.                               enter into any contract involving capital expenditure or a liability
in an amount exceeding £250,000 or any such contracts in aggregate involving
more than £2,500,000;


 


19.                               approve any new loan facility for a new customer of the Business, or
amend the terms of or renew or replace any existing facility (which existing
facility is for an amount less than £20,000,000), where the total amount of
that new or amended facility is in excess of £20,000,000.  (For the avoidance of doubt, where a facility
in excess of £20,000,000 already exists then it can be renewed, amended or replaced
in accordance with the current credit and risk policies of the Group);


 


20.                               enter into any borrowing, factoring or other financing or any
lending commitments or derivative or hedging instrument outside the ordinary
course of trading as previously


 


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conducted (other than, in relation to
commitments to members of the Seller Group, where, acting in good faith, the
Seller believes such loan is required for liquidity, solvency, capital adequacy
or regulatory purposes);


 


21.                               give any guarantees or indemnities in respect of any third party
(other than another Group Company) outside the ordinary course of trading as
previously conducted;


 


22.                               in relation to employees and other appointments:


 


(a)                                  appoint or employ any new Senior Employees;


 


(b)                                 alter the terms or conditions of employment (including benefits) of
any of its officers, employees or workers generally or any significant part
thereof;


 


(c)                                  terminate the employment of any Senior Employees;


 


other than as set out in the Restructuring or
as previously Disclosed;


 


23.                               establish any pension, superannuation, life assurance, death
benefit, sickness or accident benefit scheme or amend the terms of or exercise
a discretion in relation to, any of the Pension Schemes;


 


24.                               enter into or modify any subsisting agreement with any recognised
trade union or relating to any works council;


 


25.                               appoint new auditors;


 


26.                               pay any management or other charges to any member of the Seller
Group other than at the levels set out in the Pro Forma Accounts;


 


27.                               not use reasonable endeavours in the ordinary course of trading to
maintain the confidentiality of its customers and supplier information and of
any other proprietary information of any of the Group Companies save in respect
of disclosures to the Purchaser Group;


 


28.                               make any material change to any lending criteria, customer
identification procedure or other credit or risk policy or procedure or
introduce any new credit or risk policy or procedure; or


 


29.                               agree to do any of the foregoing.


 


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Schedule 4

Completion Obligations


 


1.                                      Seller Completion obligations


 


The Seller’s obligations are to:


 


1.1                                 deliver to the Purchaser (or otherwise make available to the
satisfaction of the Purchaser):


 


(a)                                transfers of the Shares duly executed by the registered holders in
favour of the Purchaser together with the relevant share certificates in the
names of such registered holders;


 


(b)                               the statutory registers and minute books (properly written up to the
time immediately prior to Completion), the common seal (if any), the
certificate of incorporation and (if applicable) any certificate of
incorporation on change of name, of each Group Company;


 


(c)                                the Tax Deed duly executed by the Seller;


 


(d)                               the NIB Investigations Deed duly executed by the Seller and the
Seller Guarantor;


 


(e)                                the Transitional Services Agreement duly executed by NAGE, the
Company and the Seller Guarantor;


 


(f)                                  the Debt Assignment Agreements duly executed by the members of the
Seller Group and Group Companies which are parties to such Agreements together
with original counterparts of the documentation (including any amendments
thereto) evidencing the Assigned Subordinated Loans and the Assigned Term
Loans;


 


(g)                               written confirmation that the Restructuring has been carried out and
completed in accordance with the Restructuring Paper;


 


(h)                               transfers of the 100 shares in NB that are currently held by Cameron
McKenna Shareholders Limited as nominee for the Company duly executed by
Cameron McKenna Shareholders Limited in favour of the Company together with the
related share certificates;


 


(i)                                   deliver the NBIS Share Sale Agreement duly executed by the parties
thereto together with transfers of the NBIS Shares in favour of NB duly
executed by the registered holders thereof and the related share certificates;


 


(j)                                   the written resignations in the agreed form of all those directors
who are not employees of a Group Company, and of the secretary or secretaries,
of each Group Company from their respective offices, such resignations to take
effect from Completion;


 


(k)                                the written resignation of the auditors of each Group Company in the
agreed form to take effect from Completion, containing the statements referred
to in section 394(1) UK CA or Article 401A NICO or equivalent legislation
applicable in the Republic of Ireland;


 


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(l)                                   the Power of Attorney in the agreed form from the Seller in favour
of the Purchaser to enable the Purchaser (pending registration of the relevant
transfers) to exercise following Completion all voting and other rights
attaching to the Shares;


 


(m)                             counterparts of the Deed of Assignment of IP and the IP
Cross-Licence Agreement duly executed by or on behalf of the Seller Group
Undertakings and the Group Companies who are party to them;


 


(n)                               the deed of access and undertaking in the agreed form, duly executed
by the Seller Group Undertaking that is a party to it;


 


(o)                                 certified copies of the agreements to be entered pursuant to clause 2.8 (if any) duly executed by the parties thereto;


 


(p)                                 in relation to the Company, a written resolution signed by the
registered holders of the shares in such company changing the name of the
Company to a name nominated by the Purchaser, which name shall not include the
word “National”.


 


(q)                                 duly executed documentation in respect of any Subordinated Loan or
Term Loan which is undocumented;


 


(r)                                    a counterpart of the Credit Support Annex duly executed by or on
behalf of the Seller Guarantor which provides that;


 


(i)                                   the Threshold (as that term is used in the Credit Support Annex) is
zero;


 


(ii)                                the Minimum Transfer Amount (as that term is used in the Credit
Support Annex) is £1 million; and


 


(iii)                             the first Valuation Date (as that term is used in the Credit Support
Annex) is Completion;


 


1.2                                 cause a board meeting of each Group Company to be held at which:


 


(i)                                   in the case of the Company only, (i) the secretary shall be
instructed to file the change of name resolution of the Company referred to in paragraph 1.1(p) of this Schedule and
(ii) the transfers of the Shares will be approved for registration (subject to
their being duly stamped, which shall be at the cost of the Purchaser);


 


(ii)                                all resignations provided for above in relation to such Group
Company will be tendered and accepted so as to take effect at Completion;


 


(iii)                             all persons nominated by the Purchaser (in the case of directors,
subject to any maximum number imposed by the relevant articles of association)
will be appointed as directors and/or as secretary of such Group Company;


 


(iv)                              the accounting reference date will be changed to a date nominated by
the Purchaser;


 


(v)                                 a firm nominated by the Purchaser will be appointed auditors; and


 


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(vi)                              where applicable, transfers will be approved for registration
(subject to their having been duly stamped) in respect of all shares in the
Subsidiaries held by any person other than a Group Company (including the
transfers of the NBIS Shares); and


 


1.3                                 in a manner compliant with all laws, procure repayment of any
Provisional Intra-Group Amounts owing by a Seller Group Undertaking to the
relevant Group Companies (including, where necessary, providing appropriate
funds to that Seller Group Undertaking to enable it to make that repayment in a
manner compliant with all laws).


 


2.                                      Purchaser Completion obligations


 


The Purchaser’s obligations are to:


 


2.1                                 pay or procure the payment of the Provisional Consideration by way
of electronic transfer for same day value to the Seller’s Bank Account;


 


2.2                                 procure (in accordance with clause 2.1.2(c))
the repayment of the Assumed Subordinated Loans by way of electronic transfer
for same day value to the Seller’s Bank Account;


 


2.3                                 procure (in accordance with clause 2.1.2(c))
the repayment of the Assumed Term Loans by way of electronic transfer for same
day value to the Seller’s Bank Account;


 


2.4                                 deliver to the Seller a counterpart of the Tax Deed and the NIB
Investigations Deed duly executed by the Purchaser; and


 


2.5                                 deliver to the Seller counterparts of the Transitional Services
Agreement, the IP Cross-Licence Agreement, the Deed of Assignment of IP, the
Debt Assignment Agreements and the anti-churn side letter in the agreed form
duly executed by the Purchaser and/or the relevant Purchaser Group counterparties;


 


2.6                                 deliver to the Seller a deed of undertaking in the agreed form in
relation to the Deed of Access and Confidentiality dated 31 December 2003
between National Europe Holdings (Wealth Management) Limited and National
Australia Life Company Limited, duly executed by the Purchaser;


 


2.7                                 deliver to the Seller a 
counterpart of the Credit Support Annex duly executed by the Purchaser
which provides that:


 


(a)                                  the Threshold (as that term is used in the Credit Support Annex) is
zero;


 


(b)                                 the Minimum Transfer Amount (as that term is used in the Credit
Support Annex) is £1 million; and


 


(c)                                  the first Valuation Date (as that term is used in the Credit Support
Annex) is Completion.


 


2.8                                 in a manner compliant with all laws, procure repayment of any
Provisional Intra-Group Amounts owing by a Group Company to the relevant Seller
Group Undertakings (including, where necessary, providing appropriate funds to
that Group Company to enable it to make that repayment in a manner compliant
with all laws)


 


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Schedule 5

Completion Statement


 


1.                                      Completion Statement


 


1.1                                 Preparation of Completion Statement


 


1.1.1                      The Seller shall prepare a draft Completion Statement.


 


1.1.2                      The draft Completion Statement shall consist of:


 


(a)                                  a pro forma balance sheet for the Group as at the close of business
on the Completion Balance Sheet Date (the “Completion Balance Sheet”)
in the same format as the agreed form document headed the Pro Forma Completion
Statement (the “Pro Forma Completion Statement”)
which shall include a statement of the amount of the Adjusted Net Assets;


 


(b)                                 a profit and loss statement for the Group for the period commencing
on the Last Balance Sheet Date and ending on the Completion Date; and


 


(c)                                  a statement of the amount of the Subordinated Loans, the Term Loans
and the Intra-group Amounts  as at the
date of Completion in the same format as set out in the Pro Forma Completion
Statement;


 


and each of (a) and (b) shall be prepared in
accordance with the provisions of paragraph 2 below.


 


1.1.3                      Each of the Seller and the Purchaser shall procure that the other
has reasonable access at all reasonable times during business hours and upon
reasonable notice to the relevant employees of the other and that other’s
Affiliates and to their agents and advisers and to all relevant files and/or
working papers (with the right to take copies) in the possession or control of
any member of the other or that other’s Affiliates to the extent that such
access is reasonably required for the preparation and agreement or
determination of the Completion Statement. 
For the avoidance of doubt, references to the Purchaser’s Affiliates
include the Group.  The mutual
obligations contained in this paragraph shall apply until the Completion
Statement is agreed or determined in accordance with this Schedule 5.


 


1.1.4                      The Seller shall deliver the draft Completion Statement to the
Purchaser for review within 60 days of Completion, provided that the Purchaser
has ensured that the Seller has been provided promptly with the assistance that
it reasonably requires for this purpose from the Group’s employees.


 


1.1.5                      Subject to paragraph 1.1.9,
the Parties shall pay their own respective costs in connection with the
preparation of the Completion Statement.


 


1.1.6                      The draft Completion Statement shall be deemed to have been accepted
as the Completion Statement unless, within 30 days of it being received by the
Purchaser, the Purchaser delivers to the Seller notice to the contrary
specifying (i) the item or items disputed; (ii) its reasons; and (iii) if
possible how the draft Completion Statement should be adjusted, and then it
shall attempt to resolve the issue with the Seller. If the Purchaser and the
Seller resolve the matters raised in


 


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the
notice in the period of 21 days following receipt of the notice by written
confirmation to that effect, the draft Completion Statement (adjusted, if
necessary, as agreed by the Purchaser and the Seller) will be deemed to have
been accepted by the Purchaser and the Seller as the Completion Statement.


 


1.1.7                      If the Seller and the Purchaser are unable to reach agreement within
21 days of receipt of the notice referred to in paragraph
1.1.6, the matter(s) in dispute may, at the written election of the
Seller or the Purchaser, be referred to the decision of an independent
chartered accountant (the “Independent Accountant”)
to be appointed (in default of nomination by agreement between the Seller and
the Purchaser) by the President for the time being of the Institute of
Chartered Accountants in England and Wales on the written application of the
Seller or of the Purchaser (whichever applies first).


 


1.1.8                      The Independent Accountant shall (1) act as an expert and not as an
arbitrator and neither the Arbitration Act 1996 nor any earlier or later
enactments on arbitration shall apply and (2) determine in his absolute
discretion an appropriate process for resolving the dispute, save that he shall
be instructed to seek to make his determination which shall be in writing and
set out the reasons and analysis for his determination within 30 days of being
instructed and to make his determination in accordance with the principles set
out in paragraph 2. The Independent Accountant’s
determination shall (in the absence of manifest error) be final and binding on
the Parties for all the purposes of this Agreement. The draft Completion
Statement, as adjusted (if necessary) to reflect the Independent Accountant’s
determination, will be deemed to have been accepted by the Parties as the
Completion Statement.


 


1.1.9                      The costs of the Independent Accountant shall be apportioned between
the Parties as the Independent Accountant shall decide (but on the basis that
before determining that the costs shall be apportioned other than on a 50:50
basis he shall invite submissions in relation to costs by the Seller and the
Purchaser and take account of any such submissions received), but each Party
shall be responsible for its own costs of presenting its case to the Independent
Accountant.


 


1.2                                 Adjustment of Provisional Consideration


 


The Provisional Consideration shall be
adjusted after Completion in accordance with the following provisions of this
paragraph.


 


1.2.1                      If the Adjusted Net Assets are less than £460.6 million, the Seller
shall pay to the Purchaser the amount of the deficiency.  If the Adjusted Net Assets are greater than
£460.6 million, the Purchaser shall pay to the Seller the amount of the excess.


 


1.2.2                      If the Term Debt Amount is less than the Provisional Term Debt
Amount, the Seller shall repay to the Purchaser the amount of the
deficiency.  If the Term Debt Amount is
greater than the Provisional Term Debt Amount, the Purchaser shall pay to the
Seller the amount of the excess.


 


1.2.3                      If the Subordinated Debt Amount is less than the Provisional
Subordinated Debt Amount, the Seller shall repay to the Purchaser the amount of
the deficiency.  If the Subordinated Debt
Amount is greater than the Provisional Subordinated Debt Amount, the Purchaser
shall pay to the Seller the amount of the excess.


 


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1.2.4                      If the Provisional Intra-group Amounts  paid on Completion are less than the
Intra-group Amounts  disclosed by the
Completion Statement, the Seller shall procure that the relevant Seller Group
Undertakings shall pay an additional amount to the relevant Group Companies
equal to the amount of the deficiency. 
If the Provisional Intra-group Amounts 
paid to the relevant Group Companies on Completion are greater than the
Intra-group Amounts  disclosed by the
Completion Statement, the Purchaser shall procure that the relevant Group
Companies shall repay to the relevant Seller Group Undertakings an amount equal
to the excess.


 


1.2.5                      To the extent that the Completion Statement contains any Indemnity
Accrual (as defined in paragraph 2.3) and that accrual is later released in
whole or in part (other than in respect of payment or settlement of the matter
for which it was accrued) then the amount of that released accrual (to the extent
only that the relevant Indemnity Accrual is released) shall be paid to the
Seller as additional consideration.  For
the purposes of this paragraph:


 


(a)                                  the Purchaser undertakes that it shall procure that any Indemnity
Accrual is properly released when that accrual should fall for release applying
UK GAAP; and


 


(b)                                 subject to sub-paragraph (a), the Purchaser shall not be liable to
make any payment to the Seller under this paragraph if the release of the
accrual in the books of the relevant Group Company takes place after the
seventh anniversary of the date of this Agreement.


 


1.2.6                        Interest shall accrue on amounts payable under this paragraph 1.2 at the Interest Rate, such interest to accrue
daily on such amount from (and including) Completion (or, in the case of a
payment under paragraph 1.2.5, of the date of release of the Accrual) to (but
excluding) the date of actual payment, save that in respect of any payment not
made on the due date, interest shall accrue at the Interest Rate plus one per
cent. per annum from (and including) the due date to (but excluding) the date
of actual payment (so that, for example, if the due date is 10 May but the date
of actual payment is 20 May then interest at this higher rate shall be payable
in relation to 10 days).


 


1.2.7                        Any amounts to be paid under paragraphs 1.2.1
to 1.2.5 above shall:


 


(a)                                  be paid (together with accrued interest) within 14 days of  the date on which the Completion Statement
has been agreed or settled (or, in the case of a payment under paragraph 1.2.5,
of the date of release of the Accrual); and


 


(b)                                 be paid in accordance with clause 19.


 


2.                                      Basis for preparation of the Completion Statement


 


2.1                                 The Completion Statement shall:


 


2.1.1                        be prepared in accordance with the Pro Forma Completion Statement (including
the notes thereto);


 


2.1.2                        be prepared adopting the Group Accounting Principles;


 


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2.1.3                      where neither the specific accounting basis referred to in paragraphs 2.1.1 and 2.1.2 provide a
relevant treatment for a matter, be prepared in accordance with UK GAAP.


 


2.2                                 In the event of any conflict between paragraphs
2.1.1, 2.1.2 and 2.1.3, the
requirements described in paragraph 2.1.1
shall take precedence over the requirements described in paragraphs
2.1.2 and 2.1.3 and the
application of the requirements described in paragraph
2.1.2 shall take precedence over the requirements described in paragraphs 2.1.3.


 


2.3                                 The Completion Statement shall:


 


2.3.1                      identify any accrual, allowance, provision or reserve (together an “Accrual”) that has been made in relation to any matter,
event or circumstance which falls within the subject matter of a potential
Indemnity Claim (as defined in Schedule 7)
(such an Accrual, an “Indemnity Accrual”); and


 


2.3.2                      where no Indemnity Accrual has been made in the Pro Forma Accounts
in relation to the subject matter of a potential Indemnity Claim then no
Indemnity Accrual shall be made in the Completion Statement.


 


2.4                                 No adjustments shall be made to any amount reflected in the draft
Completion Statement referred to in paragraph
1.1.4 unless the aggregate amount of all adjustments proposed by the
Purchaser under paragraph 1.1.6 and which are in
aggregate either mutually agreed by the Seller or determined by an Independent
Accountant in accordance with paragraph 1.1.8
is in excess of £500,000.


 


2.5                                 In preparing the Completion Balance Sheet, no account is to be taken
of:


 


2.5.1                      an event taking place after the Completion Balance Sheet Date save
for events that provide additional evidence of the effect of events or
conditions which existed prior to or at the Completion Balance Sheet Date and
which affect amounts reflected in the Completion Balance Sheet provided that no
such event, condition, fact or circumstance be taken account of if such event,
condition, fact or circumstance arises (or is discovered) more than 30 days
after delivery of the draft Completion Statement by the Seller to the
Purchaser;


 


2.5.2                      the aggregate amount to be paid by the Seller in relation to the
retention bonuses referred to in clause 12.5;


 


2.5.3                      any changes in control of the Group Companies (or any of them) or
any change in management, strategy, direction or priority which results from
any such change of control (including any proposals or any reorganisation or restructuring
that is to be implemented after Completion (ignoring, for the avoidance of
doubt, any element of the Restructuring));


 


2.5.4                      any proposals or arrangements (actual or proposed) in relation to
(i) the financing (including, without limitation, any replacement financing for
the existing liabilities of the Group) of the transactions contemplated by this
Agreement or of the Group Companies following completion; or (ii) any
redundancy, rationalisation or restructuring programmes to be effected by the Purchaser
at or following Completion.


 


2.6                                 The Completion Statement shall be prepared without regard to any
changes in UK GAAP arising after preparation of the Pro Forma Accounts.


 


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2.7                                 For the avoidance of doubt, the Completion Statement shall include
as the case may be:


 


2.7.1                       as a liability, any outstanding obligation of Northern Bank to make
payment to NEH(WM) of the consideration payable under the terms of the NBIS
Share Transfer Agreement to the extent such consideration remains unpaid on the
Completion Date; or


 


2.7.2                       as an asset, any obligation of NEH(WM) to repay to Northern Bank any
proportion of the consideration paid by Northern Bank on the Completion Date to
the extent such repayment remains unpaid on the Completion Date.


 


3.                                      Definitions


 


In this Schedule:


 


“Adjusted Liabilities” means
the aggregated liabilities of the Group as set out in the Completion Statement;


 


“Adjusted Net Assets” means
the aggregated fixed assets and current assets of the Group as set out in the
Completion Statement less the Adjusted Liabilities;


 


“Completion Balance Sheet Date” means the date of Completion, provided that if Completion occurs
otherwise than on the last day of a calendar month, the Completion Balance
Sheet Date shall be the final day of the preceding month;


 


“Completion Statement Preparation Schedule” means the document in the agreed form which sets out a specimen
Completion Statement and a note of the methodologies to be applied in preparing
the Completion Statement;


 


“FRS” means a financial
reporting standard in force at the date of this Agreement as issued by the
Accounting Standards Board Limited;


 


“Group Accounting Principles”
means the accounting principles, policies, practices, categorisations and methodologies
applied by the Seller in preparing the statutory accounts of each Group Company
in respect of the year ended on the Last Balance Sheet Date and any other such
accounts of any Seller Group Undertaking which are relevant to the Group
(including in respect of any assets which are transferred to the Group pursuant
to the Restructuring);


 


“SSAP” means a statement of
standard accounting practice in force at the date of this Agreement as adopted
by the Accounting Standards Board Limited;


 


“UK GAAP” means FRSs, SSAPs, the legal principles set out in Schedules 4 and
4A UK CA, rulings and abstracts of the Urgent Issues Task Force of the
Accounting Standards Board Limited and guidelines, conventions, rules and
procedures of accounting practice in the United Kingdom which are regarded as
permissible by the Accounting Standards Board Limited as at the date of
preparation of the Pro Forma Accounts; but for the avoidance of doubt shall not
include any International Financial Reporting Standards, International Accounting
Standards or any other standards or guidelines issued or approved by the
International Accounting Standards Board.


 


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Schedule 6

Warranties


 


Part 1

General Warranties


 


1.                                      Power to contract


 


1.1                                 Power, authority and approvals


 


**Each
Seller Group Undertaking which is expressed to be a party to a Seller
Transaction Document (a “Relevant Seller Entity”,
with all of them collectively being referred to as the “Relevant
Seller Entities”):


 


1.1.1                       has the requisite power and authority to enter into and perform each
of the Seller Transaction Documents to which it is a party; and


 


1.1.2                       has obtained all approvals and consents (as applicable, but other
than any the subject of the Conditions) required by it for the performance of
its obligations under the Seller Transaction Documents to which it is a party.


 


1.2                                 Transaction Documents constitute binding obligations


 


**All
the Seller Transaction Documents executed or to be executed by the Relevant
Seller Entities constitute (or will, when executed, constitute) binding
obligations of the Relevant Seller Entities in accordance with their respective
terms.


 


1.3                                 Execution and delivery of Transaction Documents


 


**The
execution and delivery by each of the Relevant Seller Entities of, and the
performance by each of the Relevant Seller Entities of its obligations under,
the Seller Transaction Documents will not:


 


1.3.1                      result in a breach of any provision of its memorandum or articles of
association;


 


1.3.2                      result in a breach of, or constitute a default under, any instrument
to which it is a party or by which it is bound;


 


1.3.3                      result in a breach of any order, judgment or decree of any court or
governmental agency to which it is a party or by which it is bound;


 


1.3.4                      other than in respect of satisfaction of the Conditions, require it
to obtain any consent, or approval of, or give any notice to or make any
registration with, any governmental or other authority; or


 


1.3.5                      require the consent of the shareholders of the Seller or any member
of the Seller Group.


 


2.                                      The Group


 


2.1                                 Constitution


 


**Each Group Company and, so
far as the Seller is aware, each Associated Company is validly organised and
validly exists under the country in which it is incorporated and has all


 


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requisite
corporate powers and authority to own its assets and to conduct the business
carried on by it.


 


2.2                                 Memorandum and articles of association


 


A copy of the memorandum and articles of
association of each Group Company and each Associated Company is included in
the Disclosure Documents and each is a true, complete and up to date copy of
the relevant document and has embodied in or annexed to it copies of all
resolutions referred to in s380 UK CA, Article 388 NICO, s143 ICA or
equivalent legislation passed by the relevant Group  Company prior to the date of this Agreement
required by law to be so attached, and fully set out the rights and
restrictions attaching to each class of share capital to which they relate.


 


2.3                                 Statutory books


 


2.3.1                      **The statutory books
(including all registers and minute books) of each Group Company:


 


(a)                                  are in the possession of the relevant Group Company; and


 


(b)                                 have been properly kept and contain a materially accurate and
complete record of all matters with which they should deal.


 


2.3.2                      No notice or allegation that any of the statutory books of any of
the Group Companies are incorrect or should be rectified has been received and
such documents have been retained by each Group Company for such periods as is
and has been required by all applicable laws.


 


2.4                                 Reorganisations


 


There have been no Reorganisations involving
or affecting any Group Company since 1 October 1998.


 


2.5                                 Intra-group transactions


 


Each intra-group transaction between one or
more Seller Group Undertakings and one or more Group Companies since 1 October 1998
has been effected on an arms-length basis.


 


2.6                                 Records, systems, control and data


 


**None
of the records, systems, controls or data or other information of any of the
Group Companies is recorded, stored, maintained, operated or otherwise
dependent upon or held by any means (including any electronic process whether
computerised or not) which dependant (including all means of access to and from
them) are not under the exclusive ownership and direct control of the Group
Companies.


 


2.7                                 No powers of attorney


 


**No
power of attorney given by any Group Company is in force or effect, save for
powers of attorney given by a Group Company to an officer or senior employee of
that Group Company authorising them to give effect to matters on behalf of that
Group Company which are in the ordinary course of business of that Group
Company. This warranty shall not apply to any power of attorney granted in
order to execute any Transaction Document.


 


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2.8                                 Statutory returns


 


**All
returns, particulars, resolutions and other documents required to be delivered
to the Registrar of Companies or the IOMFSC (as applicable) by the Group
Companies have been so delivered each within the timeframes within which it was
required to be so delivered.


 


2.9                                 Solvency


 


2.9.1                      **No Group Company has
entered into any scheme of arrangement or voluntary arrangement with any of its
creditors, or is insolvent or unable to pay its debts according to section 123
Insolvency Act 1986 or Section 163 of the Isle of Man Companies Act 1931
or Article 103 Insolvency (Northern Ireland) Order 1989 (in respect of a
Group Company not incorporated in the Republic of Ireland) or, where the Group
Company is incorporated in the Republic of Ireland, within the meaning of section 214
of the Irish Companies Act 1990 or section 2 of the Irish Companies
(Amendment) Act 1990.


 


2.9.2                      **No order has been
made and no resolution of any Group Company has been passed or meeting held or
convened or petition presented for the winding up of a Group Company.


 


2.9.3                      **No receiver or
administrator has been appointed by any person over the whole or any part of
the business or assets of any Group Company, nor has any order been made or
petition presented for the appointment of a receiver or an administrator in
respect of a Group Company.


 


2.9.4                      **No examiner or
interim examiner is, or has been, appointed to a Group Company under the Irish
Companies (Amendment) Act 1990.


 


2.9.5                      **So far as the Seller
is aware, there are no circumstances which would entitle any person to present
a petition for the administration or winding up of a Group Company or to
appoint a receiver or administrator, examiner, trustee or other similar officer
over the whole or any part of a Group Company’s undertaking or assets.


 


3.                                    The Shares


 


3.1                               Share capital


 


**The
Shares constitute the whole of the issued and allotted share capital of the
Company and are fully paid or credited as fully paid.  The Seller is the sole legal and beneficial
owner of the Shares.  There is no
Encumbrance on, over or affecting any Shares or any unissued shares, debentures
or other securities of the Company and no person has the right (exercisable now
or in the future and whether contingent or not) to call for the issue of any
share or loan capital of the Company.


 


3.2                               Dividends


 


All dividends declared or due in respect of
the Shares have been paid in full.


 


3.3                               Options


 


There are in existence no rights or options
to the issue, allotment or transfer or redemption of any loan or share capital
of the Company or any of the Subsidiaries or any of the


 


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Associated Companies or to convert any loan
or share capital into share capital or share capital of a different
description.


 


3.4                                 Repayment, redemption and capitalisation


 


No Group Company has at any time since 1 October 1998:


 


3.4.1                      repaid or redeemed, or agreed to repay or redeem, any shares of its
capital or in any way effected any reduction of its issued share capital;


 


3.4.2                      capitalised or agreed to capitalise by way of the issue and
allotment of shares or (capitalised or agreed to capitalise) loan capital, or
by way of paying up amounts unpaid on any shares or (capitalised or agreed to
capitalise) loan capital, any profits or reserves of any nature or passed or
agreed to pass any resolution to do so; or


 


3.4.3                      purchased any of its own shares.


 


3.5                                 Financial assistance


 


**No
Group Company has since 1 October 1998, directly or indirectly, provided
any financial assistance for the purpose of or in connection with the
acquisition of shares in that Group Company (or in any company of which that
Group Company is or has been a subsidiary) or for the purpose of reducing or discharging
any liability incurred in such an acquisition.


 


4.                                      Connected business


 


4.1                                 Subsidiaries and Associated Companies


 


4.1.1                      The details of the Company and the Subsidiaries and the Associated
Companies set out in Schedule 1 are
true and accurate and the Subsidiaries (other than NBIS) represent all of the
subsidiaries of the Company.


 


4.1.2                      The shares in the Subsidiaries are in each case owned by another
Group Company free from all Encumbrances and with all rights attaching to them
and, except as set out in Schedule 1,
no Group Company owns or has agreed to acquire any shares, loan capital or
other securities (legally or beneficially) in any other company.


 


4.1.3                      The shares in the Associated Companies which are held by a Group
Company are held free from all Encumbrances and with all rights attached to
them.  No Group Company has any
liabilities in relation to any of the Associated Companies, and no Group
Company is party to any shareholders or other agreement in relation to any of
the Associated Companies.


 


4.2                                 Connected transactions


 


No Group Company:


 


4.2.1                       is or has agreed to become a member of any partnership, joint
venture, consortium or other unincorporated association other than a recognised
trade association or payment scheme;


 


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4.2.2                       is or has agreed to become a party to any agreement or arrangement
for sharing commissions or other income; or


 


4.2.3                       has any branch, place of business or substantial assets outside of
Northern Ireland, the Republic of Ireland or the Isle of Man or any permanent
establishment (as that expression is defined in any relevant Order in Council
made pursuant to section 788 UK TA or double taxation treaty having force
of law in the Republic of Ireland pursuant to section 826 or section 835
of ITA) in any country outside the United Kingdom, the Isle of Man or the
Republic of Ireland.


 


4.3                                 No shareholdings other than in relation to the
Subsidiaries


 


No Group Company is, nor has agreed to become
but has yet to become, the holder or beneficial owner of any  issued shares, debentures or other securities
of any company (other than a Subsidiary or Associated Company), anywhere in the
world.


 


4.4                                 Adequacy of assets


 


4.4.1                       **Other than those
assets of the Seller Group which are to be used to provide services to the
Group Companies in accordance with the Transitional Services Agreement, the
assets owned or leased by the Group Companies are the assets used by the Group
and the Seller Group to carry on the Business as at Completion in all material
respects (including, but not limited to, in respect of Regulatory
Requirements), in the manner it was carried on by the Seller Group prior to
Completion.


 


4.4.2                       **Other than those
services to be provided to the Group Companies in accordance with the
Transitional Services Agreement, the Group Companies do not require the receipt
of any services from the Seller Group in order to continue to conduct the
Business in all material respects in the manner it was carried on by the Seller
Group prior to Completion.


 


5.                                      Accounts


 


5.1                                 No material change to 2004 accounts


 


The Company Accounts, NB Accounts, NIB
Accounts and NBIS Accounts for the year ended on the Last Balance Sheet Date
have been finally approved and signed in the same form as the documents numbers
13.2.3.5, 13.2.1.5, 13.2.2.5 and 13.2.1.7 on the Data Room Index.


 


5.2                                 Company Accounts


 


The financial statements set out in the
Company Accounts for the three years ended on the Last Balance Sheet Date:


 


5.2.1                       give a true and fair view of the state of the Company’s financial
affairs at the relevant dates and of the profit of the Company for the relevant
periods then ended;


 


5.2.2                       have been prepared in the manner and in accordance with the
accounting policies set out in note 1 to the financial statements and, where
that note is silent as to the accounting policies, in accordance with
applicable Relevant Accounting Standards and other generally accepted
accounting policies and practices in the United Kingdom; and


 


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5.2.3                      have been prepared in a manner consistent with that used in
preparing the audited accounts for the Financial Year immediately preceding the
first of the relevant periods.


 


5.3                                 NB Accounts


 


The financial statements set out in the NB
Accounts for the three years ended on the Last Balance Sheet Date:


 


5.3.1                      give a true and fair view of the state of NB’s financial affairs at
the relevant dates and of the profit of the NB Group for the relevant periods
then ended;


 


5.3.2                      have been prepared in the manner and in accordance with the
accounting policies set out in note 1 to the financial statements and, where
that note is silent as to the accounting policies, in accordance with
applicable Relevant Accounting Standards and other generally accepted accounting
policies and practices in the United Kingdom.


 


5.4                                 NIB Accounts


 


The financial statements set out in the NIB
Accounts for the three years ended on the Last Balance Sheet Date:


 


5.4.1                      give a true and fair view of the state of NIB’s financial affairs at
the relevant dates and of the profit of the NIB Group for the relevant periods
then ended;


 


5.4.2                      have been prepared in the manner and in accordance with the
accounting policies set out in note 1 to the financial statements and, where
that note is silent as to the accounting policies, in accordance with
applicable Relevant Accounting Standards and other generally accepted
accounting policies and practices in the Republic of Ireland.


 


5.5                                 NBIS Accounts


 


The financial statements set out in the NBIS
Accounts for the three years ended on the Last Balance Sheet Date:


 


5.5.1                      give a true and fair view of the state of the Company’s financial
affairs at the relevant dates and of the profit of the Company for the relevant
periods then ended; and


 


5.5.2                      have been prepared in the manner and in accordance with the
accounting policies set out in note 1 to the financial statements and, where
that note is silent as to the accounting policies, in accordance with
applicable Relevant Accounting Standards and other generally accepted
accounting policies and practices in the United Kingdom.


 


5.6                                 Books of account


 


**The
accounting books and records of the Group Companies have been kept on a basis
which complies with Article 230 NICO, Section 221 UK CA and Section 1
of the Isle of Man Companies Act 1982 (as applicable) (in the case of the NB
Group) and Section 202 of the Irish Companies Act 1990 (in the case of the
NIB Group) and are in the possession of the Group Companies.   No notice or allegation that any of them is
incorrect has been received by any Group Company.


 


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5.7                                 Pro Forma Accounts


 


5.7.1                      The Pro Forma Accounts have been prepared using financial data
properly extracted and compiled from the management accounts of the Company,
NB, NIB and NBIS for the 12 months ended on the Last Balance Sheet Date.


 


5.7.2                      The allocations and adjustments made in preparing the Pro Forma
Accounts are made on the basis described in the basis of preparation note
included as document 13.5.1.2 in the Data Room Index and reflect the estimates
of the Seller of the costs incurred in order to carry on the Business, and the
Seller considers those estimates to have been made on a fair, honest and
reasonable basis as at the date of preparation.


 


5.8                                 Reconciliation of Pro Forma Accounts


 


Documents 13.9 and 13.3.3.9 in the Data Room
Index properly sets out the steps taken to reconcile the figures in the Pro
Forma Accounts to the figures in the Company Accounts, the NB Accounts, the NIB
Accounts and the NBIS Accounts, in each case for the 12 months ended on the
Last Balance Sheet Date.


 


5.9                                 Management Accounts


 


The unaudited management accounts as at 30 November 2004
(and in respect of the two months period then ended) pertaining to NB and NIB
set out in documents 13.3.1.11 and 13.3.2.11 in the Data Room Index, do not
materially overstate or understate the assets, revenue, operating profit and
losses and liabilities of NB and NIB as at that date and for that period and
were prepared with accounting policies consistent with those used in preparing
management accounts of NB and NIB for the year ended on the Last Balance Sheet
Date.


 


6.                                      Post-Last Balance Sheet Date events


 


Since the Last Balance Sheet Date:


 


6.1                               the Group has carried on the Business in the normal course and
without any interruption or alteration in the nature or manner of its business
and so as to maintain it as a going concern;


 


6.2                               no Group Company has acquired or disposed of or agreed to acquire or
dispose of any assets, or assumed or incurred or agreed to assume or incur any
liabilities, otherwise than in the ordinary course of trading as previously
conducted;


 


6.3                               no Group Company has declared, made or paid any dividend, bonus or
other distribution of capital or income;


 


6.4                               no Group Company has entered into any contract involving in excess
of £250,000 of capital expenditure or any contracts in aggregate involving in
excess of £2,500,000 of capital expenditure;


 


6.5                               no Group Company has incurred borrowings otherwise than in the
ordinary course of trading as previously conducted; and


 


6.6                               no Group Company has significantly altered its terms of trading and
there has been no loss of a material number of any Group Company’s customers.


 


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7.                                      Off balance sheet financing


 


**No
Group Company is engaged as borrower in any financing (including the incurring
of any borrowing or indebtedness) of a type which would not be required to be
shown or reflected in the Accounts.


 


8.                                      Guarantees and Indemnities


 


8.1                                 Seller Guarantees and Indemnities and Group
Guarantees and Indemnities


 


**All
Seller Guarantees and Indemnities and Group Guarantees and Indemnities are
Disclosed.


 


8.2                                 No guarantees by Group Companies


 


Other than in relation to the Group
Guarantees and Indemnities, no Group Company is responsible for the
indebtedness or other liability of any other person and, in particular, but
without prejudice to the generality of the foregoing, no Group Company is a
party to any option or pre-emption right or a party to any guarantee or
suretyship or any other obligation (whatever called) to pay, purchase or
provide funds (whether by the advance of money, the purchase of or subscription
for shares or other securities or the purchase of assets or services or
otherwise) for the payment of, or as an indemnity against the consequence of
default in the payment of, any indebtedness or other liability of any other
person.


 


9.                                      Borrowings and Intra-group arrangements


 


9.1                                 Borrowings


 


Save for amounts owing under the Subordinated
Loans, the Term Loans, the Money Market Loans, the Repos, the Intra-group
Amounts, the NBET Deposits and the Derivatives, the Group has no borrowings or
indebtedness having the commercial effect of borrowings.


 


9.2                                 Intra-group indebtedness


 


**Other
than under the Subordinated Loans, the Term Loans, the Money Market Loans, the
Repos, the Intra-group Amounts, the NBET Deposits and the Derivatives (all of
which were entered into in the ordinary course of trading as previously
conducted) there is no outstanding indebtedness or other liability (actual or
contingent) between any Group Company and any member of the Seller’s Group or
between any Group Company and any directors or employees of any Group Company
or any member of the Seller’s Group (or any Connected Persons of those
directors or employees) and no security for any such indebtedness has been
given and remains outstanding.


 


9.3                                 No default


 


**No
event of default has occurred or is subsisting or otherwise giving rise to an
obligation to repay in relation to the Subordinated Loans or the Term Loans.


 


9.4                                 Subordinated Loans


 


Part 1 of Schedule 12 does not
materially overstate or understate  the
Subordinated Loans in existence as at 10 December 2004, and Part 1 of Schedule 12
was  prepared by the Seller Group in the
ordinary course of trading as previously conducted.


 


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9.5                                 Term Loans


 


Part 2 of Schedule 12 does not
materially overstate or understate  the
Term Loans in existence as at 10 December 2004, and Part 2
of Schedule 12 was prepared by the
Seller Group in the ordinary course of trading as previously conducted.


 


9.6                                 Derivatives


 


9.6.1                      Part 3(A) of Schedule 12 does not materially overstate or understate
the Derivatives in existence as at 7 December 2004, and Part 3(A) of Schedule 12
was prepared by the Seller Group in the ordinary course of trading as
previously conducted.


 


9.6.2                      Part 3(B) of Schedule 12  does
not materially overstate or understate 
the ALCO Derivatives in existence as at 7 December 2004, and Part 3(B) of Schedule 12
was  prepared by the Seller Group in the
ordinary course of trading as previously conducted.


 


9.7                                 Money Market Loans


 


Part 4 of Schedule 12 does not
materially overstate or understate the Money Market Loans in existence as at 10
December 2004, and Part 4 of Schedule 12 was prepared by the Seller Group in the
ordinary course of trading as previously conducted.


 


9.8                                 Repos


 


Part 5 of Schedule 12 does not
materially overstate or understate the Repos in existence as at 10 December 2004,
and Part 5 of Schedule 12
was prepared by the Seller Group in the ordinary course of trading as
previously conducted.


 


9.9                                 NBET Deposits


 


Part 6 of Schedule 12 does not
materially overstate or understate the NBET Deposits in existence as at 10 December 2004,
and Part 6 of Schedule 12
was prepared by the Seller Group in the ordinary course of trading as
previously conducted.


 


10.                               Grants


 


10.1                           Details


 


Full details of all grants, subsidies and
financial assistance from any government department or agency, any local or
other authority or any supranational agency made to the Group Companies since 1
October 2001, and all outstanding applications for any such grant, have
been Disclosed.


 


10.2                           Liability to refund


 


**No
act or transaction has been effected in consequence of which any Group Company
is liable to refund (in whole or in part) any such grant or in consequence of
which any such grant for which application has been made by it will not be
paid.


 


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11.                               Environment and Health and Safety


 


11.1                           Compliance with laws


 


**Each
member of the Group is operating its business in compliance with Environmental
Law and Health and Safety Law.


 


11.2                           Notifications


 


No Group Company has received any written
notification or other written communication in the last five years from any
regulatory authority or other third party indicating or alleging any breach by
it of any Environmental Law and/or Health and Safety Law and so far as the
Seller is aware there are no circumstances that may lead to the same.


 


11.3                           Disclosures


 


The Seller has Disclosed all external
consultants’ reports commissioned in the last three years by, or otherwise in
the possession of, the Seller Group or any Group Company relating to (1)
contamination or pollution at the Properties or (2) compliance by the Group
with Environmental Law or Health and Safety Law.


 


11.4                           Environmental/Health and Safety  Permits


 


11.4.1                Save
in respect of planning consents, all Environmental/Health and Safety Permits
are valid and subsisting and none have been suspended, revoked, cancelled,
restricted, amended, varied or not renewed.


 


11.4.2                Save
in respect of planning consents, complete and accurate copies of all
Environmental/Health and Safety Permits have been Disclosed.


 


11.5                           Works


 


No works to the Properties are or so far as
the Seller is aware will be necessary to secure compliance with Environmental
Law and/or Health and Safety Law.


 


11.6                           Contamination/pollution


 


11.6.1                **Save
for having in compliance with Environmental Law arranged for the disposal of
its waste no Group Company has caused or knowingly permitted any spillage,
discharge, release, escape, migration, leaching, deposit or emission (whether
deliberate or accidental) of any hazardous substance or waste that is giving
rise to significant harm to or pollution of the Environment or to a significant
possibility thereof.


 


11.6.2                The Seller is not aware of any Property or any properties previously
owned, controlled or occupied by any member of the Group being contaminated or
polluted to the extent that they are giving rise to significant harm to or
pollution of the Environment or to a significant possibility thereof.


 


11.7                           No hazardous substances in structures


 


The structure of the Properties does not
incorporate any hazardous substances or waste including without limitation
asbestos the presence or condition of which puts any Group Company in breach of
Environmental Laws or Health and Safety Laws.


 


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11.8         Asbestos


 


No
person (including without limitation any employees, contractors or other third
parties) has been prior to and/or at Completion exposed to any Asbestos that is
or was present at any of the Properties or any properties previously owned or occupied
by any Group Company that has lead to or may lead to any claim, proceeding or
other action against the Purchaser or any member of the Purchaser’s Group.


 


11.9         Asbestos Policy and Plan


 


The
Group’s Asbestos Policy and Asbestos Management Plan are sufficient to ensure
compliance by the Group Companies with the requirements of Regulation 4 of the
Control of Asbestos at Work (Northern Ireland) Regulations 2003 (as if, for
this purpose, these regulations apply in the Republic of Ireland).


 


11.10       Asbestos Management


 


11.10.1   In order to comply with Environmental Law and Health and Safety Law
the Seller appointed the Independent Consultant to carry out appropriate
surveys of the presence of Asbestos in each of the Properties to assess the
risk presented by the Asbestos identified and to prepare the Asbestos
Management Plan in relation to that Asbestos.


 


11.10.2          Work recommended by the Independent Consultant in relation to the
items of Asbestos identified at the Properties by the Independent Consultant to
represent a “high” risk has been completed in accordance with all Environmental
Law and Health and Safety Law and no such Asbestos remains at the Properties
and each of the Group Companies are, in accordance with the timeframe
recommended by the Independent Consultant, in the process of implementing the
Asbestos Management Plan in relation to the other Asbestos identified.


 


11.10.3          The Group Companies have provided all information in their
possession requested by the Independent Consultant in connection with its work
in relation to Asbestos.


 


11.10.4          All information provided to the Independent Consultant by the Seller
and the Group Companies in connection with its work is accurate.


 


11.11      Foreclosed properties


 


So
far as the Seller is aware no Group Company has, as the result of enforcing
security, taken possession of any land which is contaminated or polluted to the
extent that it is giving rise to significant harm to or pollution of the
Environment or to a significant possibility thereof.


 


12.          Assets


 


**All of the assets owned by
the Group (other than the Properties) are the sole, absolute property of the
Group and there is not now outstanding any Encumbrance over the whole or any
part of the undertaking, property or other assets (other than the Properties) of
the Group and none of the assets (other than the Properties) now owned or used
by the Group is the subject of any Encumbrance or factoring arrangement or
(save as entered into in the ordinary course of business) any hire purchase,
leasing, lease, conditional sale, deferred payment, purchase or credit sale
agreement.


 


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13.          Leased Assets


 


The
Disclosure Documents contain an accurate list of all material assets (other
than the Properties) owned or in the possession of the Group and held under any
hire purchase, leasing, lease, conditional sale, deferred payment, purchase or
credit sale agreement.


 


14.          Insurance


 


14.1         Existing Insurance Policies


 


Accurate
details of all policies of insurance providing coverage for Group Companies now
in force (“Insurance Policies”) have been
Disclosed and all premiums due on the Insurance Policies have been duly
paid.  So far as the Seller is aware,
there are no existing circumstances which might lead to any liability under such
Insurance Policies being avoided by the insurers or the premiums being
abnormally increased.


 


14.2         Claims


 


14.2.1                No claim is outstanding under any of the Insurance Policies.


 


14.2.2                So far as the Seller is aware, no fact or circumstance exists which
is likely to give rise to a claim under any of the Insurance Policies.


 


14.3        Insurance Policies valid and enforceable


 


14.3.1                Each of the Insurance Policies is valid and enforceable and is not
void or voidable.


 


14.3.2                The Seller is not aware of anything done or omitted to be done by a
Group Company which might make any of the Insurance Policies void or voidable.


 


14.4        Limits of indemnity


 


So
far as the Seller is aware, none of the limits of indemnity in the Insurance
Policies or any other contract of insurance or indemnity in respect of which
the Group Companies have an interest have been exhausted.


 


14.5        No disputes


 


No
insurer under any of the Insurance Policies has disputed, or given any
indication that they intend to dispute, the validity of any of the Insurance
Policies on any grounds.


 


14.6        No right of refusal to indemnify


 


None
of the insurers under any of the Insurance Policies have refused indemnity in
whole or in part in respect of any claims under the Insurance Policies and no
Group Company has done anything or omitted to do anything, and the Seller is
not aware of anything, which might entitle insurers under any of the Insurance
Policies to refuse indemnity in whole or in part in respect of any claims under
the Insurance Policies.


 


15.          Litigation


 


15.1         Litigation


 


15.1.1                  **Save for the
collection of debts of no more than £500,000 in the ordinary course of lending
money, no Group Company is engaged in any suit, action,


 


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litigation,
arbitration or tribunal proceedings or any governmental investigation which in
any case is likely to result in a liability of the Group of more than £75,000.


 


15.1.2                **So far as the Seller
is aware, no Group Company is, or has in the past three years been, subject to
any investigation or enquiry (other than routine visits or enquiries in the
ordinary course), or disciplinary proceeding by any governmental or regulatory
authority.


 


15.1.3                **No Group Company has
received notice of any suit, action, litigation, arbitration or tribunal
proceedings which in any case is likely to result in a liability of the Group
of more than £75,000 being pending or threatened by or against it and so far as
the Seller is aware there are no circumstances likely to lead to any such suit,
action, litigation, arbitration or tribunal proceedings or governmental
investigation.


 


15.2         Orders and judgments


 


**There is no order or
judgment of any court, tribunal or governmental agency against a Group Company
which has not been fully satisfied or discharged.


 


15.3         Unlawful payments


 


**No Group Company has, and
no person for whose acts or defaults any Group Company is vicariously liable
has on behalf of any Group Company:


 


15.3.1     induced a person to enter into a material agreement or material
arrangement with any Group Company by means of an unlawful payment,
contribution, gift or other inducement;


 


15.3.2     offered or made an unlawful payment, contribution, gift or other
inducement to a government official or employee;


 


15.3.3     directly or indirectly made an unlawful contribution to a political
activity.


 


16.          Compliance, licences and applicable legislation


 


16.1         Compliance with laws and codes of conduct


 


16.1.1     **Each Group Company
has at all times conducted its business and affairs:


 


(a)                                 in all respects in accordance with the Legislation and Regulations;
and


 


(b)                                in all material respects in accordance with all applicable laws,
rules and regulations (but excluding any laws, rules and regulations to the
extent that a separate Warranty as to compliance with such laws, rules and
regulations is given in this Schedule 6).


 


16.1.2      Without limiting the generality of the foregoing:


 


(a)                                 all standard forms of documents used by all Group Companies are in
compliance with the Legislation and Regulations; and


 


(b)                                each Group Company is in compliance with all directives,
requirements and rules of any Relevant Regulator.


 


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16.2         Necessary licences all in place


 


16.2.1                  **Each Group Company
has all necessary Licences and so far as the Seller is aware any other
governmental or regulatory licences required for the carrying on of the
Business in the manner in which the Business is now carried on.  All those Licences are valid and subsisting
and so far as the Seller is aware there is no reason why any of them should be
suspended, cancelled or revoked.


 


16.2.2                  So far as the Seller is aware, there are no factors that might in
any way prejudice the continuance or renewal of any of those licences, permits,
permissions, consents, waivers or authorities and no Group Company is
restricted by contract from carrying on any activity in any part of the world.


 


16.3         Investigations


 


16.3.1                  **There is no
investigation, enforcement or disciplinary action or demand or decision by any
Relevant Regulator outstanding or (so far as the Seller is aware) anticipated
against any Group Company.


 


16.3.2                  **Each Group Company
has filed or otherwise provided all material reports, other material
information, annual and quarterly returns and other applications required to be
filed with or otherwise provided to any Relevant Regulator in a timely manner
within the three years preceding the date of this Agreement.


 


16.3.3                  **Within the three
years preceding the date of this Agreement, no Group Company has received
notice from any Relevant Regulator that it is subject to any orders, directions
or notices or regulatory proceedings or disciplinary or enforcement actions or
demands or decisions pursuant to the Legislation and Regulations other than
those issued generally to companies carrying on banking, financial services and
insurance business, and has not received any notice that any such orders,
directions or notices may be issued.


 


17.          Trading


 


17.1         Consequence of acquisition of Shares by Purchaser


 


The
sale of the Shares under this Agreement and consequent change of control of
each Group Company will not:


 


17.1.1                entitle any person to terminate or amend any material permit,
material contract or material arrangement with any Group Company;


 


17.1.2                result in the breach by a Group Company of any of the terms,
conditions or provisions of any contract to which it is now a party and which
would be material;


 


17.1.3                result in any present or future indebtedness of the Group becoming
due and payable or capable of being declared due and payable prior to its
stated maturity;


 


17.1.4                entitle any person to receive from the Group any finder’s fee,
brokerage or other commission.


 


17.2         Competition/Anti-trust


 


No
Group Company has done anything which, and is not a member of or party to any
agreement, arrangement or understanding which, contravenes or requires
registration or


 


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notification
under any competition or restrictive trade practices legislation or any other
anti-trust, anti-monopoly or anti-cartel legislation or regulations.


 


17.3         Restrictions on trading


 


Excluding
restrictions on the solicitation of employees of certain third parties no Group
Company is a party to any agreement or arrangement restricting the freedom of
the Group to provide and take goods and services by such means and from and to
such persons and into or from such place as it may from time to time think fit.


 


18.          Contracts


 


For the purposes of this
paragraph 18:


 


“contract” means any contract, arrangement or undertaking which has legally
binding effect; and


 


“Material Contracts” means all Exclusive Contracts (Group Name), Exclusive Contracts
(Seller Name), Financial Infrastructure Contracts, Other Income Generation
Contracts, Shared Contracts (Seller Name) and Wealth Management Contracts, as
those terms are defined in Schedule 9 (Contracts)
which are material to the operations of either the NIB Group or the NB Group
each taken as a whole.


 


18.1         Disclosure of Material Contracts


 


18.1.1                  Accurate and complete copies of all Material Contracts have been
Disclosed.


 


18.1.2                  Appendices 4 (Part A), 4 (Part B), 4 (Part C), 5, 6 and 7 list
respectively all Exclusive Contracts (Seller Name), all Shared Contracts
(Seller Name), all Exclusive Contracts (Group Name), all Wealth Management Contracts,
all Financial Infrastructure Contracts and all Other Income Generation
Contracts.


 


18.2         Characteristics of Material Contracts


 


18.2.1                  No Material Contract:


 


(a)           is of an onerous nature or cannot be duly observed and performed by
the Group without an unusual commitment of money or resources in the context of
the Business;


 


(b)           was entered into other than on entirely arms length terms in the
ordinary conduct of the Business;


 


(c)           creates an agency, distributorship, dealership, partnership,
consortium or joint venture relationship, or relates to the acquisition or
disposal of a former joint venture;


 


(d)           contravenes or requires registration or notification under any other
anti-trust, anti-monopoly, or anti-cartel legislation or regulations or competition
or restrictive trade practices legislation; or


 


(e)           requires the supply of services by or to any Group Company, the
aggregate value of which exceeds five per cent of the total value of all
supplies of services made to or by any Group Company in its last completed
financial period.


 


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18.2.2                  No Material Contract:


 


(a)           relates to the acquisition or disposal of shares in a company or the
acquisition or disposal of a business or material part of a business; or


 


(b)           **has been breached by
the Group Company in any material respect or is or is likely to be breached or
is terminable as a result of entering into and performing this Agreement and
the other Transaction Documents or is otherwise liable to determination,
rescission, avoidance or repudiation by any other party to it; or


 


(c)           is of a long term nature (that is to say, unlikely to be fully
performed within 6 months of it being entered into)


 


18.2.3                  **No Group Company has
made an offer or tender to enter into a contract which would be a Material
Contract had it already come into existence, which remains outstanding and
could be accepted by a third party.


 


18.3         Effect of the Transaction Documents


 


The
preparation and execution of and compliance with the terms of this Agreement
and the other Transaction Documents do not and will not:


 


18.3.1                  conflict with or result in a breach of the terms of any Material
Contract, cause any Group Company to lose the benefit of any right or privilege
it presently enjoys under any Material Contract or so far as the Seller is
aware (without having made any enquiry of the counterparties) cause any person
who normally does business with the Group Company under any Material Contract
not to continue to do so on the same basis as previously;


 


18.3.2                  relieve any person of any obligation under a Material Contract to
any Group Company or enable any person to determine such obligation or any
right or benefit under a Material Contract enjoyed by such Group Company or to
exercise any right under a Material Contract with such Group Company; or


 


18.3.3                  result in any present or future indebtedness of any Group Company
becoming due or payable or capable of being declared due and payable prior to
its date of maturity.


 


18.4         Agency and distribution agreements


 


Except
for contracts to be terminated as part of the Restructuring, no Group Company
is a member of, or party to, any partnership, joint venture, consortium, agency
or distributorship or any other arrangement in the nature of the foregoing, pursuant
to which such Group Company’s freedom to purchase and supply goods and services
from and to any person and to carry on its business in any part of the world is
materially affected or restricted.


 


18.5         Customer contracts


 


True
and complete copies of the standard forms of customer contracts used by any
Group Company are Disclosed.


 


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18.6         Ultra vires


 


So
far as the Seller is aware, none of the contracts of any Group Company is ultra
vires, unauthorised, invalid or unenforceable.


 


19.          Employees


 


19.1         Particulars of Employees


 


The
Disclosure Documents incorporate a Schedule which comprises a true and
accurate list of all Employees as at the date of this Agreement containing
their dates of birth, the date on which they commenced continuous employment
with the Group or the Seller Group, whether they are permanent, part-time or
fixed term employees and all their terms and conditions in respect of
remuneration and other benefits provided or which the Group or the Seller Group
is bound to provide to each such person. 
In addition, the Disclosure Documents contain complete copies of all
standard terms of employment, staff handbooks and the rules of all applicable
bonus, profit sharing and employee share ownership/option schemes.


 


19.2         Terms and conditions of  employment


 


In
all material respects, details of the terms and conditions of employment
(whether contractual or discretionary, express or implied) of the Employees are
Disclosed including without limitation:


 


19.2.1                  any written service agreement, employment contract or offer letter,
and any statement of terms and conditions of employment and staff handbook and
any other policies and procedures applying to the Employees;


 


19.2.2                  particulars of all part-time or job share working arrangements;


 


19.2.3                  the bonus, commission and profit sharing arrangements of each
Employee;


 


19.2.4                  any consents by each Employee to work more than 48 hours a week; and


 


19.2.5                  disciplinary or grievance procedures, and any procedures to be
followed in the case of redundancy or dismissal, including in the case of
redundancy any redundancy scheme or formula applied by the Seller since 1 January 2000
in making payments in excess of the statutory entitlement (whether contractual
or discretionary).


 


19.3         Trade Unions


 


Details
of the trade unions recognised by the Group (or by a Seller Group Undertaking
in relation to any of the Employees) and the collective bargaining agreements
to which any Group Company (or by a Seller Group Undertaking in relation to any
of the Employees) is a party are set out in the Disclosure Documents.  To the best of the Seller’s information and
belief, there are no collective agreements or arrangements (for the avoidance
of doubt as distinguished from collective bargaining agreements) or any
decisions, proposals or recommendations of any court, tribunal or industrial
relations body which govern the relationship between the Group and any trade
union or which alter the terms of the contracts of employment which have been Disclosed.  No Group Company has received notice of any
pending claims for recognition by any other trade union.


 


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19.4         Trade disputes


 


No
Group Company nor any Seller Group Undertaking is currently involved in any
trade dispute with any recognised trade union in relation to any of the
Employees.  For the purposes of this
warranty, “trade dispute” means any dispute in respect of a number of Employees
(who are members of a trade union recognised by a Group Company or a Seller
Group Undertaking) in respect of which a ballot for industrial action has been
conducted or threatened and which is material.


 


19.5         Directors etc


 


No
present director of a Group Company or Senior Employee has given or received
notice terminating his employment except as expressly contemplated under this
Agreement and Completion will not entitle any such director or Senior Employee
to trigger any entitlement to a contractual severance payment or liquidated
damages.


 


19.6         Payments in relation to changes to terms and
conditions, termination etc


 


No
payment has been made or promised to any of the Employees in connection with
this Agreement by the Group or the Seller Group in connection with the actual
or proposed variation or termination of any contract of employment.  Except as provided for in this Agreement,
neither the Group nor the Seller Group has made or promised in writing to make
any payment to or provided or agreed, in writing, to provide any benefit or
change in terms and conditions for, any Employee in connection with this
Agreement.


 


19.7         Legal claims


 


No
Group Company or Seller Group Undertaking is a party in any current legal
proceedings (including arbitration or any hearing before any official body)
brought and served by any of the Employees for breach of contract or unlawful
discrimination (including equal pay) or other breach of individual or
collective statutory employment/labour law and so far as the Seller is aware no
such proceedings are pending or have been threatened.


 


19.8         No change in employment terms


 


19.8.1                  Save as a result of collective bargaining and save for any pay
increases not subject to collective bargaining and for promotions, no change
has been made to any term or condition of employment of any Employee without his
or her consent in the 12 month period ending on the date of this Agreement.


 


19.8.2                  Save for the Q&A document provided by the Seller to the
Employees or their trade union/representatives on or around 21 October 2004,
neither the Seller nor any Group Company has made any written representation or
written statement to any of the Employees concerning employment with the
Purchaser.


 


19.9         No guaranteed increase


 


Other
than under the Irish National Social Partnership Agreement, Sustaining
Progress, no Employee has been promised any guaranteed increase in basic salary
or other benefits and there is no agreement with any Employee to increase his
or her basic salary or any other benefits at a date in the future.


 


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19.10       Share scheme


 


Other
than as Disclosed, there are no share schemes (whether contractual or
discretionary) applicable to any of the Employees.


 


19.11       Long-term absence


 


Full
details of all Employees who are absent from work (whether on maternity leave,
unpaid leave, long-term sickness or otherwise) have been Disclosed.


 


19.12       Permanent health insurance


 


No
Employee is receiving any permanent disability benefit or to the best of the
Seller’s information and belief, has made a claim in respect of such benefits
in relation to any permanent health insurance scheme or had such a claim
refused by the Seller or any Group Company or the relevant insurance company.


 


19.13       Health & safety


 


Full
details of all health and safety policies and procedures, health and safety
committees, and any formal complaints, recommendations, or investigations by
any competent statutory body or current or ongoing claims relating to health
and safety issues made or undertaken in the last five years and affecting the
Employees have been Disclosed.


 


19.14       Equal opportunities


 


Full
details of all equal opportunities policies and procedures and any formal
complaints, recommendations, investigations in relation thereto by any
competent statutory body or current or ongoing claims made or undertaken in the
last five years relating to discrimination on the grounds of sex, race,
disability, marital status, family status, sexual orientation, religion, age or
membership of the traveller community or equal pay or equal treatment and
affecting the Employees have been Disclosed.


 


19.15       Personnel Records


 


To
the best of its information and belief, the Seller or a Group Company has in
its possession complete and accurate records regarding the employment of the
Employees, including records of all disciplinary warnings, hearings and other
such matters, which records are easily accessible and in a form which can be
passed to the Purchaser at Completion.


 


19.16       Fair Employment


 


The
relevant Group Companies and the relevant Seller Group Undertakings (each an “Employer Company” and together the “Employer
Companies”) have complied with the Fair Employment and Treatment
(Northern Ireland) Order 1998 (the “Fair Employment Order”)
in all respects and in particular:


 


19.16.1            each Employer Company has registered with the Equality Commission in
accordance with Article 48 of the Fair Employment Order;


 


19.16.2            each Employer Company has filed appropriate monitoring returns with
the Equality Commission within the prescribed time-limits and the Equality
Commission has not rejected these or required further information;


 


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19.16.3            each Employer Company has conducted a review of its employment
practices within the last three years in accordance with Article 55 of the
Fair Employment Order;


 


19.16.4            each Employer Company maintains proper records of employees and
applicants as required by the Fair Employment Order and have proper systems for
ensuring that the information is not misused in any way that contravenes the
Fair Employment Order;


 


19.16.5            the Equality Commission has not made any recommendation, direction
or notice under Articles 56-61 of the Fair Employment Order to any Employer
Company;


 


19.16.6            no Employer Company is in default nor an unqualified person as
defined in Article 62 of the Fair Employment Order;


 


19.16.7            no Employer Company has received any notification from the Equality
Commission or elsewhere that any of their suppliers is an unqualified person as
defined by Article 62 of the Fair Employment Order; and


 


19.16.8            save as Disclosed, no Employer Company has been notified by the
Equality Commission of any complaint made against them to the Fair Employment
Tribunal within the last twelve months, no questionnaire has been issued to any
of the Employer Companies in accordance with the Fair Employment Order within
the last twelve months and there is no case outstanding with the Fair
Employment Tribunal in which any of the Employer Companies is involved or on
appeal from it.


 


19.17       Discrimination


 


The
Seller is not aware of any actual, threatened or potential claim to be made
against it or any Group Company arising out of the provisions in respect of
goods, services and facilities contained in the Fair Employment and Treatment
(Northern Ireland) Order 1998, the Race Relations (Northern Ireland) Order
1997, the Sex Discrimination (Northern Ireland) Order 1976 or the Disability
Discrimination Act 1995.


 


20.          Pension Schemes


 


20.1         Benefits


 


**Other than the Pension
Schemes, and save as provided in Schedule 8, no Group Company is or has
been a party to any agreement or arrangement for the provision of pensions,
allowances, lump sums or other like benefits on retirement or death or
permanent health insurance scheme for the benefit of any current or former
employee of the Group or their dependants, nor has any Group Company provided
or promised to provide any ex-gratia pensions, lump sums or like benefits for
any current or former Group Employees of the Group or any of their
dependants.  In particular, there is no
obligation to pay contributions to any personal pension schemes or personal
retirement savings accounts in respect of any such employee.


 


20.2         Particulars of Pension Schemes


 


20.2.1                  Full particulars of the NBPS, the NIBPS, the NDCS,  the Price FURBS, the James FURBS, the NEDRBS,
the WFOBBC and the NBSPF have been Disclosed, such particulars being true,
complete and not misleading.  The
particulars include a true and complete copy of the trust deed and rules,
booklets


 


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and
any subsequent announcements to schemes members, details of members (including
contributions payable by members and employer), details of all discretionary
policies and practices, current investments, latest scheme accounts and trustee
reports, latest actuarial valuation, latest schedules of contributions and
payment schedules (as applicable) and evidence of scheme approval.


 


20.2.2                  **In addition, sufficient particulars of the other Pension Schemes
have been Disclosed to enable the Purchaser to establish with certainty the
benefits to be provided for and in respect of the Transferring Members (as
defined in Schedule 8) following the
transfers envisaged by paragraph 2.2 of
Schedule 8.  The benefits of such Transferring Members in
respect of service after 1 August 2004 are the same as under the
NBPS.


 


20.3         Contributions and debts


 


**All contributions to the
Pension Schemes which are due have been paid by the due date for payment (and,
in respect of the NIBPS, at the rate and at the times recommended by the scheme
actuary).  In respect of any Employee
(other than a member of the NBPS or the NIBPS) who is covered for lump sum
death benefits, those benefits are fully insured and all premiums payable have
been paid.  Further, save as provided in Schedule 8, no event has occurred which could lead or
has led to a debt under s75 (or s75A) Pensions Act 1995 or Article 75 of
the Pensions (Northern Ireland) Order 1995 being imposed on, or to a
contribution notice or restoration order under the Pensions Act 2004 (or corresponding
legislation in Northern Ireland, whether enacted now or in the future) being
served on, any Group Company.


 


20.4         Inland Revenue approval


 


**The NBPS and the NDCS are
approved by the Board of Inland Revenue for the purposes of Chapter I of Part
XIV of UK TA and the NIBPS is approved by the Revenue Commissioners for the
purposes of Chapter 1 of Part 30 of the ITA. 
The NBPS, NDCS, NIBPS, NEDRBS, the Price FURBS, the James FURBS, WFOBBC
and the NBSPF have at all times complied with and been administered in
accordance with the provisions of all relevant statutes, regulations and
requirements (including without limitation their own trust documents).  The 2001 actuarial valuation of the NBPS
makes full allowance for any claims under the case of Patricia Dornan v.
Northern Bank Ltd.


 


20.5         Claims


 


**There are no claims or
actions in progress or pending, nor so far as the Seller is aware any reason
for such claims or actions, in respect of the NBPS, NDCS, NIBPS, the Price
FURBS, the James FURBS, the NEDRBS or the WFOBBC or (to the extent that they
could affect any obligation of the NBPS, of the NIBPS or of the New DC Scheme
(as defined in Schedule 8)  after the transfers envisaged in Schedule 8)
any other Pension Schemes.


 


20.6         Changes


 


**No plan, proposal or intention
to amend, discontinue (in whole or in part) or exercise a discretion in
relation to the NBPS, the NIBPS, the NDCS, the Price FURBS, the James FURBS,
the NEDRBS or the WFOBBC has been communicated to members of such schemes.


 


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20.7         Discretionary benefits


 


**In relation to the NBPS no
promise has been made to members of that scheme, whether legally binding or
otherwise, to continue to increase pensions in respect of service before 6 April 1997.  In relation to the NIBPS, no promise has been
made to members of that scheme (save in respect of those members who were
members of the National Irish Investment Bank Pension Scheme on 1 January 1992),
whether legally binding or otherwise, to continue to increase pensions.


 


20.8         Other Schemes


 


No
Group Company participates in or has ever participated in any pension scheme
other than the NBPS, the NIBPS, the NDCS, the Price FURBS, the James FURBS, the
NEDRBS, the WFOBBC or the NBSPF.


 


20.9         Defined benefits schemes


 


In
relation to each Pension Scheme which is a defined benefit scheme:


 


20.9.1                  so
far as the Seller is aware the information supplied to the actuary for that
Pension Scheme for use in preparing the valuations and any supplementary
actuarial advice contained in the Data Room concerning the funding of that
Pension Scheme was complete and accurate in all material respects;


 


20.9.2                  so
far as the Seller is aware there have been no redundancy exercises, block
transfers or unfunded augmentations which have caused or materially contributed to
any substantial deterioration in the level of funding of the Pension Scheme
since the date of such valuation.


 


21.          Intellectual Property


 


21.1         Relevant IP


 


21.1.1                  Schedule 2 contains
complete and true particulars of all Registered IP which is owned by the Group.


 


21.1.2                  **All Registered IP
listed in Schedule 2 is solely, legally and
beneficially owned by a Group Company. 
All other Relevant IP is either owned by a Group Company or used or
exploited by the Group under licence from a third party.


 


21.1.3                  **Other than as
provided for in the Transaction Documents, the Intellectual Property owned by
or licensed to the Group comprises all of the Intellectual Property required by
the Group to continue carrying on the Business following Completion in all
material respects in the manner carried on in the ordinary course prior to
Completion.


 


21.1.4                  Details of all material licences of Relevant IP either granted by
third parties to the Group or relating to the Business have been Disclosed
(other than any licences for the use of standard packaged commercially
available software).  No Group Company
which is party to any such licence has done or omitted to do anything which
constitutes or has been alleged to constitute a breach of, or permits
termination of, any of the same.  No
notice to terminate any such licence has been given or threatened by or to any
Group Company.


 


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21.2         Contested ownership


 


The
Group has not received notice of any claim, dispute, opposition, interference
or contested ownership in relation to any Relevant IP owned by the Group.


 


21.3         Third party rights


 


**The Group has not
authorised or otherwise permitted any use whatsoever of any Relevant IP or
granted to any third party any right or interest in respect of it.  None of the Relevant IP has been charged,
mortgaged, licensed or otherwise encumbered by any Group Company.


 


21.4         Infringement


 


So
far as the Seller is aware, in the period commencing three years before the
date of this Agreement, there has been, and there currently is, no actual or
anticipated infringement by any third party of any Relevant IP owned by the
Group.


 


21.5         Infringement by the Group


 


So
far as the Seller is aware, no part of the Business infringes any Intellectual
Property of any other person.


 


21.6         Payment of fees


 


All
application, registration and/or renewal fees due in respect of all of the
Registered IP owned by the Group have been paid up to date.


 


21.7         Validity


 


In
the period commencing three years before the date of this Agreement, no claims
have been made nor any proceedings commenced or threatened which impugn (or
which would if successful impugn) the validity, enforcement or subsistence of
any Registered IP owned by the Group.


 


21.8         Confidential information of the Group


 


21.8.1                  **The Group has not
disclosed and is not obliged to disclose any confidential information relating
to or used in the Business to any person, other than pursuant to written
obligations of confidence entered into in the ordinary course of its business,
or otherwise in the ordinary course of business.


 


21.8.2                  So far as the Seller is aware:


 


(a)           all written confidential information used by the Group or otherwise
in its possession is in its lawful possession and under its sole control;


 


(b)           no such confidential information is in the unauthorised possession
or use of any third party; and


 


(c)           no person to whom any confidential information has been disclosed by
the Group has breached or threatened to breach any obligations of confidence or
other obligations imposed on it.


 


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22.          Information Technology


 


22.1         Performance of IT Systems


 


**All
IT Systems are in good working order and function in accordance with all
material applicable specifications.  The
Business has not been adversely affected by any part of the IT Systems
materially failing to function during normal working hours during the period
commencing two years before the date of this Agreement.


 


22.2         Livelink


 


**All
Intellectual Property rights and other rights in the Livelink system are
legally and beneficially owned by a Group Company or properly used under
licence free from any Encumbrance.


 


22.3         Ownership


 


**The
hardware and equipment comprised in the IT Systems and the associated
documentation are legally and beneficially owned by a Group Company or are
properly used by a Group Company under licence or lease from a third party.


 


22.4         Maintenance and support contracts


 


There
are in force maintenance or support contracts for all items of computer
hardware, software (including operating systems) and information technology
comprised in the IT Systems which are not maintained in-house for which
maintenance or support contracts should in accordance with good business
practice be in place.  The Seller has not
received any notice (from any relevant supplier) that, because of the
obsolescence of any of the hardware, software (including operating systems) and
information technology comprised in the IT Systems, material changes will need
to be made to those maintenance and support contracts upon the next renewal of
such contracts.


 


22.5         Back-ups and disaster recovery


 


The
Group takes steps in accordance with current banking industry standards to
back-up electronically stored records, data and information used by the Group
Companies in relation to the IT Systems. 
The Group has disaster recovery arrangements in relation to the IT
Systems in the manner Disclosed.


 


22.6         Viruses and security


 


**The
Group takes reasonable precautions in line with current banking industry
standards  to:


 


22.6.1                  prevent the IT Systems from being affected by any computer virus or
similar harmful code; and


 


22.6.2                  maintain the security of the IT Systems and prevent them from being
accessed or interfered with by any unauthorised person.


 


22.7         Not aware of computer fraud affecting  Group


 


The
Seller is not aware of any fraud having been committed against any Group
Company by use or abuse of its computer systems whether alone or in conjunction
with any other person during the period commencing six years before the date of
this Agreement.


 


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22.8         No notice of breach of the Data Protection
Legislation


 


**The
Group has complied with all mandatory requirements of the UK Data Protection
Act 1998 and the Irish Data Protection Acts 1988 and 2003 and all other
applicable regulations relating to data protection made pursuant to such Acts (“Data
Protection Legislation”) during the period commencing six years before the date
of this Agreement.


 


22.9         No notice of breach of the Data Protection
Legislation


 


No
Group Company has received any notice, letter or complaint alleging a breach by
it of the Data Protection Legislation, and the Seller is not aware of any
existing circumstances which are likely to give rise to such a notice, letter
or complaint.


 


22.10       Euro compliance


 


The
IT Systems will continue to be and have at all times in the period commencing
two years before the date of this Agreement been Euro compliant in that they
(i) correctly process, calculate, display and output financial data denominated
in Euros separately or in conjunction with other currencies where required
without material diminution in performance; and (ii) make conversions between
other currencies and the Euro in accordance with the conversion and rounding
rules specified in Council Regulation 1103/97 of 17 June 1997.


 


23.          Properties


 


In
this paragraph 23 clause 1.3 shall be of no effect


 


23.1         The Properties


 


The
Properties comprise all the land owned, controlled, used or occupied by the
Group and all the estates, interests or rights vested in the Group relating to
such land, at the date of this Agreement.


 


23.2         No liability


 


No
Group Company has any liability (whether actual, contingent or otherwise) as
tenant, assignee, guarantor, covenantor or otherwise arising from or relating
to any estate, interest or right in any land other than the Properties.


 


23.3         Title


 


A
Group Company is legally and beneficially entitled to each Property for the
estate or interest set out in the Property Schedules.


 


23.4         Existing use


 


The
present use of each Property is for the purpose referred to in column AW of the
“NB Freehold”, “NB Leasehold”, “NIB Freehold” and “NIB Leasehold” tabs of the
Property Schedules and so far as the Seller is aware such use has been the use
of the Property since a Company obtained an interest in the Property and so far
the Seller is aware has not been challenged by the relevant local planning
authority since a Company obtained an interest in the Property.


 


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23.5         Occupiers


 


A
Group Company is in actual occupation of the Properties on an exclusive basis
and no person, other than a Group Company, has any right (actual or contingent)
to possession, occupation or use of or interest in the Properties.


 


23.6         Leases etc


 


23.6.1                  No Group Company has received notice of material breach of a lease,
underlease or tenancy thereof, and there has been no material breach of any
covenants, restrictions and conditions concerning the Properties.


 


23.6.2                  In respect of all leases held by the Group there are no rent reviews
currently in progress and where the current annual rent is not the same as the
annual rent reserved by the lease under which a Property is held, evidence of its
agreement or determination has been placed with the documents of title for that
Property.


 


23.6.3                  There are no circumstances currently in existence which would
entitle or require any person to exercise (without any opportunity to obtain
relief) any power of entry upon or of taking possession of any of the
Properties or which would restrict or terminate the continued possession or
occupation of any of the Properties.


 


23.6.4                  There is no claim by the Group pending with any landlord or superior
landlord


 


23.7         Access


 


Each
of the Properties enjoys a right of access and egress over roads and footpaths
which have been adopted by the relevant statutory authority and are maintained
at the public expense or if they have not been so adopted from part of a
managed property over which a Group Company enjoys rights of access and egress.


 


23.8         No outgoings


 


The
Properties are not subject to the payment of any unusual outgoings.


 


23.9         Notices and Orders


 


No
Group Company is aware of any threatened or outstanding notice order or
certificate (whether issued under or pursuant to any statute or regulation or
otherwise howsoever arising) in relation to or affecting any of the Properties
or any part thereof (including any closing order, demolition order, clearance
order, special amenity order, preservation order, conservation order,
enforcement notice, derelict site notice, improvement notice or prohibition
notice or any notice relating to the Properties or the use thereof) and so far
as the Seller is aware there are no circumstances which may give rise to any
such notice order or certificate.


 


23.10       No compulsory purchase orders


 


So
far as the Seller is aware, there are no compulsory purchase notices, orders or
resolutions affecting the Properties.


 


23.11       Possession of deeds


 


Each
Group Company has in its possession or under its control all duly stamped deeds
and documents which are necessary to prove title to the Properties in which
that Group Company owns.


 


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23.12       No dealings at an undervalue


 


There
has been no dealing with any of the Properties other than at arm’s length and
in particular no dealing at an undervalue which might give rise to a claim for
setting aside.


 


23.13       Property Valuations


 


Property valuations (“Independent Valuations”)
have been carried by independent third party valuers in relation to each of the
Properties.  The Independent Valuations
were carried out between May 2004 and July 2004.  The summary property valuations at documents
3.3.12 and 3.3.13 on the Data Room Index have been prepared by the Seller on
the basis of information contained in the Independent Valuations.


 


24.          Upside loans


 


No loan made by any Group Company is affected by the provisions of s3
of Partnership Act 1890.


 


25.          Information


 


25.1         Quality of information


 


The
information set out in the documents listed in, and the answers to questions in
the master question and answer sheet dated 13 December 2004, in each case
as set out in Schedule 13 is accurate and
not misleading.  Insofar as any such
information amounts to a forecast or an expression of opinion, intention or
expectation, such information is fair and honest and made on reasonable
grounds.


 


25.2         Nothing omitted from Disclosure Letter


 


There is no
fact not Disclosed of which the Seller is aware which relates to the matters
referred to in clause 8.7, which renders any
information given to the Purchaser or its professional advisers by the Seller,
the Group Companies or their respective professional advisers incomplete,
inaccurate or misleading or the disclosure of which might reasonably be
expected to affect the willingness of a willing purchaser to purchase the
Shares on the terms (including price) of this Agreement.


 


105





















 


Part 2

Taxation Warranties


 


1.             General


 


1.1           Payment of Tax


 


**Each
Group Company has duly paid all Taxation which it is or has been liable to pay
or account for.


 


1.2           Returns etc


 


1.2.1                        **In the past six years, all notices, returns, computations and
registrations of each Group Company required for the purposes of Taxation have
been made.  All claims and disclaimers
which have been assumed to be made for the purposes of the Company Accounts,
the NB Account and the NIB Accounts have been duly submitted.


 


1.2.2                        None of the notices, returns, computations and registrations of each
Group Company required for the purposes of Taxation in the past six years is
the subject of any dispute with any Taxation Authority.


 


1.3           Visits etc


 


1.3.1                        No Group Company has been subject to any non-routine visit, audit,
investigation, discovery or access order by any Taxation Authority during any
accounting period ending on or within six years before the Last Balance Sheet
Date.


 


1.3.2                        The Seller is not aware of any planned non-routine visit, audit, investigation,
discovery or access order.


 


1.4           Concessions


 


Except
as Disclosed, the amount of Taxation chargeable on the Group during any
accounting period ending on or within six years before the Last Balance Sheet
Date has not to any material extent depended on any concessions, agreements or
other formal arrangements with any Taxation Authority.


 


1.5           Tax avoidance


 


No
Group Company has during the last six years entered into or been a party to any
schemes or arrangement of which the main purpose, or one of the main purposes,
was the avoidance of or the reduction in or the deferral of a liability to
Taxation.


 


1.6           Section 765 UK TA


 


Since
30 October 1987, no Group Company has without the prior consent of HM
Treasury carried out or agreed to carry out any transaction under section 765
UK TA which would be unlawful in the absence of such consent and has, where
relevant, complied in all material respects with the requirements of section 765A(2)
UK TA (supply of information on movement of capital within the EU) and any
regulations made or notice given under it.


 


106





















 


1.7           Records


 


1.7.1                        Either the Group or the Seller Group has sufficient records relating
to past events to permit accurate calculation of the Taxation liability or
relief which would arise upon a disposal or realisation on Completion of each
material asset first acquired by any Group Company after 30 October 1987
and owned by a Group Company at the Last Balance Sheet Date.


 


1.7.2                        **Either the Group or the Seller Group has sufficient records
relating to past events to permit accurate calculation of the Taxation
liability or relief which would arise upon a disposal or realisation on
Completion of each material asset acquired by a Group Company since the Last Balance
Sheet Date but before Completion.


 


1.7.3                        **So far as the Seller is aware, either the Group or the Seller
Group have in their possession and under their control all records and
documentation which each Group Company is obliged to hold, preserve and retain
under Taxation Statute.


 


1.8           Residence for Taxation purposes


 


**Each
Group Company is and has always been resident for Taxation purposes in its
country of incorporation and will remain so at the Completion Date and has
never been regarded as being resident outside its country of incorporation.


 


1.9           Transfer pricing


 


**No
company in the NIB Group is a party to any transaction or arrangement under
which it may be required to pay for any asset or services or facilities of any
kind an amount which is in excess of the market value of that asset or services
or facilities or shall receive any payment for any asset, services or
facilities of any kind that it has supplied or provided or is liable to supply
or provide which is less than the market value.


 


1.10         PAYE


 


**In
the last six years, each Group Company has, in all material respects, properly
operated the PAYE or ITIP system deducting and accounting for income tax, pay
related social insurance and national insurance and maintaining records as
required by law.


 


1.11         DIRT


 


In
relation to each company in the NIB Group, all disputes and enquiries in
relation to DIRT for periods ended on or prior to 31st December 2003 have been settled with the relevant Taxation
Authority and no company in the NIB Group has any outstanding liability to DIRT
in respect of any periods ended on or prior to 31st December 2003.


 


1.12         Indemnities


 


No
Group Company is a party to any subsisting indemnity, covenant, guarantee or
charge pursuant to which it may be liable to make a payment of or in respect of
a Tax liability of any other person (other than any other Group Company).


 


107





















 


2.             Corporation tax


 


2.1           Share capital


 


No
Group Company has at any time during the last six years repaid, redeemed or
repurchased or agreed to repay, redeem or repurchase or granted an option under
which it may become liable to purchase any shares of any class of its issued
share capital, nor has any Group Company after that date capitalised or agreed
to capitalise in the form of shares or debentures any profits or reserves of
any class or description or otherwise issued or agreed to issue any share
capital other than for receipt of new consideration (within the meaning of Part
VI UK TA or Part 6 ITA), or passed or agreed to pass any resolution to do so.


 


3.             Groups of companies


 


3.1           No gain, no loss


 


**So
far as the Seller is aware, the execution or completion of this Agreement or
any other event since the Last Balance Sheet Date will not result in any
chargeable asset being deemed to have been disposed of and reacquired by the
Group for Taxation purposes pursuant to s 178 or 179 TCGA or s 623 or 625 ITA
(or equivalent legislation).


 


3.2           Group Relief


 


In
the last six years, no Group Company has entered into any arrangement for the
surrender of Group Relief to any company in the Seller Group other than as set
out in Schedule 2 and Schedule 3 to the Group Relief Agreement.


 


4.             Close companies


 


No
Group Company has at any time during the six years ended at the Last Balance
Sheet Date been a close company within the meaning of sections 414 and 415 UK
TA or Section 430 ITA.


 


5.             VAT


 


5.1           NB Group


 


**Each
company in the NB Group required to be registered for VAT purposes is included
in a group registration (the “NB VAT Group”) within the meaning of section 43
VATA.  In the last six years, the
representative member of the NB VAT Group has in all material respects made,
given, obtained and kept adequate records, invoices and other documents
required for VAT purposes and is not to any material extent in arrears with any
payment or returns due under VATA and has not been required by HM Customs &
Excise to give security under paragraph 4 of Schedule 11 VATA.


 


5.2           NIB Group


 


5.2.1                        **Each company in the NIB Group required to be registered for VAT
purposes is included in a group registration (the “NIB VAT Group”) within the
meaning of Section 8(8) the Irish VAT Act. 
In the last five years, the group remitter of the NIB VAT Group has in
all material respects made, given, obtained and kept adequate records, invoices
and other documents required for VAT purposes and is not to any material extent
in arrears with any payment or returns due for VAT purposes and has not been
required by any Taxation Authority to give security in respect of any VAT.


 


108





















 


5.2.2                        **The NIB VAT Group Companies have correctly accounted for any VAT
that would arise on services received by them which fall within the Fourth Schedule of
the Irish Value Added Tax Act and which are regarded as having a place of
supply in Ireland.


 


5.3           Reverse charge


 


**Each
company in the NB Group and the NIB Group has correctly accounted for VAT on
all international services supplied to it.


 


5.4           Capital goods schemes


 


No
Group Company owns or has at any time within the period of ten years preceding
the date of this Agreement owned any assets which are capital items subject to
the Capital Goods Scheme under Part XV of the VAT Regulations 1995 (or
equivalent non-UK legislation).


 


6.             Stamp duty and stamp duty land tax


 


6.1           Stamp duty


 


6.1.1                        **All material documents to which any Group Company is a party and
upon which any Group Company must rely in order to prove title to any asset or
to enforce any right and upon which stamp duty is payable, have been duly
stamped.


 


6.1.2                        **Each Group Company has complied with the obligations imposed on it
under Section 123 (Cash cards), Section 123A (Debit cards), Section 124
(Credit cards and charge cards), Section 126 (Certain statements of
interest) and Section 126A (Levy on certain financial institutions) of the
Irish Stamp Duty Consolidation Act 1999.


 


6.2           Stamp duty land tax


 


So
far as the Seller is aware, no Group Company will be required to file any land
transaction return with a Taxation Authority, nor to make any payment of stamp
duty land tax, on or after Completion in respect of any chargeable interest
acquired or held by or on behalf of it on or before Completion other than as a
consequence of a future abnormal rental increase or any other transaction or
act occurring after Completion.


 


6.3           Relief


 


No
Group Company has made any application for relief or exemption from stamp duty
(since 24 April 2002) or from stamp duty land tax (since 1 December 2003)
in respect of an interest in or over land for which such Group Company is or
may become liable to pay stamp duty by virtue of section 111 or 113 or
paragraph 8 of schedule 34 or paragraph 9 of schedule 35 to Finance
Act 2002 or stamp duty land tax by virtue of paragraphs 3, 5, 9, 11 or 12 of schedule 7
to the Finance Act 2003.


 


For the
purposes of this Part 2 of Schedule 6 (Taxation
Warranties), any reference to “six years” shall, in the case of any Group
Company which is a member of the NIB Group, be construed as a reference to “five
years”.


 


109





















 


Schedule 7

Limitation of liability


 


1.             General


 


1.1           Subject to paragraph 1.3,
the provisions of this Schedule shall
operate to limit the liability of the Seller and each Seller Group Undertaking
under and in respect of the provisions of the Warranties, the Tax Deed (in
addition to the limitations set out in that document), all other provisions of
this Agreement and the other Transaction Documents (other than the Transitional
Services Agreement and, having regard to clause 7.3, the
NIB Investigations Deed).  Expressions
defined in the Tax Deed shall, where the context so requires, have the same
meanings in this Schedule.


 


1.2           In this Schedule:


 


“Asbestos Claim” means any
claim against the Seller for breach of the Environmental and Health and Safety
Warranties arising out of Asbestos;


 


“Environmental and Health and Safety Claim” means any claim against the Seller for breach of any Environmental
and Health and Safety Warranty;


 


“Environmental and Health and Safety Warranties” means the Warranties set out in paragraph 11 of
Part 1 of Schedule 6;


 


“Indemnity Claim” means any
claim against the Seller under any of the indemnities or covenants to pay set
out in this Agreement.  For the avoidance
of doubt, this does not include the Tax Deed;


 


“NAGE Employment Claim” means
a claim under the covenant to pay set out in clause
12.1.3(a);


 


“Relevant Claim” means any
claim against the Seller or any other Seller Group Undertaking for breach of or
arising out of any of the Transaction Documents (other than the Transitional
Services Agreement and the NIB Investigations Deed) (and references to the
Seller in paragraphs 8, 9, 10 and 11 shall include a reference to any other Seller Group
Undertaking);


 


“Tax Claim” means a claim
against the Seller for breach of any Tax Warranty or a claim against the Seller
under the Tax Deed;


 


“Warranty Claim” means a
claim against the Seller for breach of any Warranty.


 


1.3           Paragraphs 4.2, 7 to 9, 11 and 12 shall not
apply to any Tax Claim and references in those paragraphs to a Relevant Claim
shall be interpreted accordingly.  All
Tax Claims shall be subject to the provisions of the Tax Deed.


 


2.             Disclosure


 


2.1           The Seller shall not be liable in respect of a Warranty Claim or a
NAGE Employment Claim to the extent that its subject matter arises from or
consists of any fact, matter or circumstance which has been Disclosed to the
Purchaser.


 


110





















 


2.2           When it has been Disclosed that Asbestos is present within any real
estate owned, leased or occupied by the Group Company, it is agreed that no
Seller Group Undertaking shall have any liability in respect of any costs of
removal or remediation of that Asbestos.


 


3.             Minimum and Maximum Claims


 


3.1           The Seller shall not be liable in respect of any individual Warranty
Claim unless the amount that would otherwise be recoverable from the Seller in
respect of such Warranty Claim exceeds £1 million.  For the purposes of this paragraph where more
than one Warranty Claim relates to the same subject matter then for the purpose
of this paragraph 3.1 these claims may be
aggregated.  This paragraph shall not
apply in relation to the Warranty Claims referred to in paragraph
3.2.1.


 


3.2           The Seller shall not be liable in respect of any Warranty Claim or
Warranty Claims unless and until the aggregate amount that would otherwise be
recoverable from the Seller in respect of all such Warranty Claims (after
giving due effect to paragraph 3.1
above in relation to each Claim) exceeds:


 


3.2.1                        £1 million in the case of each of (1) Asbestos Claims or (2)
Warranty Claims in respect of the Warranties set out in the last sentence of paragraph 20.4 of Schedule 6
and (3) Warranty Claims in respect of paragraph 24 of
Schedule 6 so that for the
avoidance of doubt in order for the Seller to be potentially liable in respect
of any Warranty Claim in relation to each such category (1), (2) and (3), the
claims within each category must together exceed £1 million in order for claims
to be brought under that category; and


 


3.2.2                        with respect to all other Warranty Claims £20 million;


 


whereupon
in each case the whole and not just the excess shall be recoverable.


 


3.3           The total aggregate liability of the Seller Group in respect of all
and any Warranty Claims shall not exceed £460.6 million.


 


3.4           The Seller shall not be liable in respect of any individual
Indemnity Claim unless the amount that would otherwise be recoverable from the
Seller in respect of such Indemnity Claim exceeds £50,000 whereupon the whole
and not just the excess shall be recoverable. 
For the purposes of this paragraph, where more than one Indemnity Claim
relates to the same subject matter then for the purpose of this paragraph 3.4 these claims may be aggregated.


 


3.5           The total aggregate liability of the Seller Group in respect of all
and any Relevant Claims shall not exceed £967 million.


 


3.6           The Purchaser shall not be liable in respect of any individual claim
against the Purchaser under any of the indemnities or covenants to pay set out
in this Agreement unless the amount that would otherwise be recoverable from
the Purchaser in respect of such claim exceeds £50,000 whereupon the whole and
not just the excess shall be recoverable. 
For the purposes of this paragraph, where more than one claim relates to
the same subject matter then for the purpose of this paragraph
3.6 these claims may be aggregated.


 


111





















 


4.             Time Limits


 


4.1           Neither the Purchaser nor any Purchaser Group Undertaking shall be
entitled to bring a Warranty Claim or a Tax Claim or an Indemnity Claim unless
specific written notice of any Warranty Claim or Tax Claim or Indemnity Claim,
setting out the general nature of the claim and the material circumstances
giving rise to the claim shall be given by the Purchaser to the Seller in
respect of each claim specified in column (1) below, on or before the time
period from the date of this Agreement (unless otherwise stated) set against
that type of claim in column (2) below:


 


	
  Cl.

  	
   

  	
  (1)

  	
   

  	
  (2)

  
	
   

  	
   

  	
   

  	
   

  	
   

  
	
  4.1.1

  	
   

  	
  any Tax
  Claim

  	
   

  	
  6 years from
  the end of the accounting period of the Company in which Completion takes
  place or, in the case of a Tax Claim insofar as it relates to the NIB Group,
  4 years from the year of assessment in which the return applicable to the Relevant
  Claim is lodged.

  
	
   

  	
   

  	
   

  	
   

  	
   

  
	
  4.1.2

  	
   

  	
  any
  Indemnity Claim under clause 8.7, 8.8.1
  and 8.8.2

  	
   

  	
  7 years

  
	
   

  	
   

  	
   

  	
   

  	
   

  
	
  4.1.3

  	
   

  	
  any
  Environmental and Health and Safety Claim

  	
   

  	
  5 years

  
	
   

  	
   

  	
   

  	
   

  	
   

  
	
  4.1.4

  	
   

  	
  any other
  Indemnity Claim

  	
   

  	
  3 years

  
	
   

  	
   

  	
   

  	
   

  	
   

  
	
  4.1.5

  	
   

  	
  any other
  Warranty Claim

  	
   

  	
  6 months
  following the end of the accounting period of the Company following the
  accounting period in which Completion takes place (or, if earlier, 31 March 2007)

  



 


(the
date of expiry of each of these periods being referred to in this Schedule as the “Expiry Date”)
and the Seller shall cease to have any liability to the Purchaser or any
Purchaser Group Undertaking in respect of all and any Relevant Claims not so
notified to the Seller.


 


4.2           Neither the Seller nor any Seller Group Undertakings shall be
entitled to bring a claim against any Purchaser Group Undertaking under any
indemnity or covenant to pay from any Purchaser Group Undertaking set out in
this Agreement (a “Seller Claim”)
unless specific written notice of any such Seller Claim, setting out the
general nature of the Seller Claim and the material circumstances giving rise
to the Seller Claim which are being given to the Purchaser during the period of
3 years from the date of this Agreement (the “Seller
Claim Period”) and the Purchaser shall cease to have any liability
to the Seller or any Seller Group Undertaking in respect of all and any such
Seller Claims not so notified to the Purchaser.


 


4.3           Any Relevant Claim made on or before the Expiry Date shall, if it
has not been previously satisfied, settled or withdrawn, be deemed to have been
withdrawn and shall be unenforceable on the expiry of the period of twelve
months after expiration of the relevant time period set out in paragraph 4.1 above unless proceedings in respect of the
Relevant Claim shall have been commenced against the Seller (and for this
purpose proceedings shall not be deemed to have been commenced unless they
shall have been issued and validly served on the Seller).


 


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4.4                               Any Seller Claim shall, if it has not been previously satisfied,
settled or withdrawn, be deemed to have been withdrawn and shall be
unenforceable on the expiry of the period of twelve months after expiration of
the Seller Claim Period unless proceedings in respect of that Seller Claim
shall have been commenced against the Purchaser (and for this purpose
proceedings shall not be deemed to have been commenced unless they shall have
been issued and validly served on the Purchaser).


 


5.                                      Single Recovery


 


5.1                               The Purchaser is not entitled to recover more than once in respect
of any one matter giving rise to a Relevant Claim.


 


5.2                               If in respect of any one matter a Relevant Claim may be made under
more than one Transaction Document, then to the extent that the Relevant Claim
is satisfied under one Transaction Document, any amount payable under the other
Transaction Documents in respect of the same subject matter shall be reduced
accordingly and vice versa.


 


6.                                      Reliance


 


The Purchaser acknowledges and declares that
in entering into those Transaction Documents to which it is a party, it has not
relied and is not relying on any warranties, representations, covenants,
undertakings, indemnities, promises, forecasts or other statements whatsoever,
whether written or oral (and whether implied or otherwise) (collectively “Representations”), other than those expressly set out in
those Transaction Documents and the Purchaser irrevocably and unconditionally
waives any right it may have to claim damages for, or to rescind by reason of,
any Representation not expressly set out in those Transaction Documents unless
such Representation was made fraudulently or where there has been malicious
concealment.


 


7.                                      Rescission


 


Save for equitable relief or where
specifically provided, the sole remedy against the Seller for any breach of any
of the Warranties, any other breach of this Agreement by the Seller or any
event giving rise to liability on the Seller under any other Transaction
Document, shall be an action for damages. 
Except in the event of fraudulent misrepresentation or malicious
concealment, no right of rescission shall be available to the Purchaser by
reason of any breach of the Warranties or any other provision of this Agreement
or any other Transaction Document.


 


8.                                      Specific Limitations


 


8.1                               The Seller shall have no liability in respect of any Warranty Claim
or NAGE Employment Claim (and for the purposes of this paragraph
8.1 references to a Warranty Claim shall be treated as including
references to a NAGE Employment Claim) if and to the extent that such Warranty
Claim (or its subject matter):


 


8.1.1                      (save with respect to Future Environmental Change) occurs or arises
or is increased as a result of any legislation not in force at the date of this
Agreement or any change of law, regulation, or published administrative
practice (including by the Inland Revenue or any other taxing authority), or
any change in the rates of 


 


113





















 


Taxation or the method of applying or
calculating the rate of taxation which in each case is not in force at the date
of this Agreement;


 


8.1.2                      would not have arisen or occurred but for (or is increased as a
result of):


 


(a)                                any voluntary act, event, omission, transaction or arrangement after
Completion by any Purchaser Group Undertaking (or on their respective behalves)
otherwise than, in the case of any Purchaser Group Undertaking, an act, event,
omission, transaction or arrangement that occurs in the ordinary course of its
business as carried on prior to Completion or in strict compliance with a legal
obligation at Completion or upon instructions of or with the consent of the
Seller or where the relevant Purchaser Group Undertaking did not know or could
not have reasonably been expected to know such act, event, omission,
transaction or arrangement would have caused or increased the amount of any
Warranty Claim; or


 


(b)                               any claim, election, surrender or disclaimer made, or notice or
consent given after Completion (other than anything the making, giving or doing
of which was taken into account in computing any provision for Taxation in the
Completion Statement) by any Group Company in connection with the provisions of
any enactment or regulation relating to Taxation; or


 


(c)                                any failure or omission by any Group Company to make any claim,
election, surrender or disclaimer, or give any notice, or consent or do any
other thing, in connection with the provisions of any enactment or regulation
relating to Taxation after Completion, the anticipated making, giving or doing
of which was clearly and specifically taken into account in computing the
provision for Taxation in the Completion Statement;


 


8.1.3                      arises from an act, event, omission, transaction or arrangement of
the Seller or any Group Company prior to Completion occurring at the written
request or direction of, or with the written consent of, the Purchaser (where
the Purchaser knew or understood or ought reasonably to have known or
understood that such act, event, omission, transaction or arrangement would give
rise to such Warranty Claim);


 


8.1.4                      is a liability which arises directly or indirectly as a result of:


 


(a)                                the payment of any abnormal dividend by any Group Company after
Completion;


 


(b)                               the change after Completion of the date to which any Group Company
makes up its accounts.


 


8.2                               The Seller shall have no liability in respect of any Relevant Claim
to the extent that an Accrual has been made or been taken into account (but
only where the Accrual or part of it can be reasonably clearly identifiable as
being in relation to a Relevant Claim) in the Completion Statement in respect
of the matter to which such liability relates or it is otherwise taken account
of, or reflected in, the Completion Statement. 
It is agreed that any general Accrual that is not recorded in a Group
Company’s books as being referable to the subject matter of any Relevant Claim
shall not be taken into account for the purpose of this paragraph 8.2.


 


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8.3                               For the purposes of determining whether the Purchaser is barred by paragraphs 3.1 and 3.2 from
recovering in respect of a Relevant Claim, the amount of such Relevant Claim
shall be the net amount of the claim after giving effect to the provisions of paragraphs 8.1 and 8.2.


 


9.                                      Recovery


 


9.1                               Where the Purchaser or any Group Company is or may be entitled to
recover from some other person (not being a member of the Purchaser’s Group)
(including under a policy of insurance) any sum in respect of any matter or
event which could give rise to a Relevant Claim but not as a precondition or
precursor to bringing a claim, the person so entitled shall use all reasonable
endeavours to take appropriate steps to recover that sum (at the Seller’s cost)
except where taking such steps would cause real prejudice to the goodwill of
the Purchaser, any member of the Group or the Purchaser’s Group (and the
Purchaser shall or shall procure that the Seller is kept reasonably and
promptly informed of the conduct of such recovery), and any sum recovered will
reduce the amount of the Warranty Claim.


 


9.2                               Without prejudice to paragraph 9.1,
any amount payable by the Seller shall take into account any deduction in
computing gross income or profit by the Purchaser or any Group Company for the
purposes of Taxation that arises in relation to the liability which gives rise
to a Relevant Claim other than a Tax Claim (a “Deduction”)
and any liability of the Seller shall be net of the amount of the Deduction
multiplied by the Effective Rate of Corporation Tax for the accounting period
in which the relevant payment was made. 
For these purposes, “Effective Rate of Corporation Tax” in relation to
any accounting period means the time weighted average of the rates of
mainstream UK corporation tax or, where applicable, the rates of Irish
corporation tax or Danish corporation tax (disregarding the provisions of section 13
and section 13AA UK TA or any equivalent Irish or Danish legislation) for
the financial years falling wholly or partly in that period.  If any Deduction is subsequently disallowed
then the Seller shall be liable to pay to the Purchaser the additional amount
that it would originally have had to pay to the Purchaser had the relevant
Deduction not originally been taken into account.


 


9.3                               Without prejudice to the provisions of paragraph
9.1, if the Seller pays to the Purchaser an amount in respect of any
Relevant Claim, and the Purchaser or any Group Company subsequently recovers
from a third party (including any Taxation Authority) an amount which is
referable to the matter giving rise to such Relevant Claim, then:


 


9.3.1                      if the amount paid by the Seller in respect of such Relevant Claim
(the “Purchaser Payment”) is more than the
Sum Recovered (as such term is defined in paragraph 9.4),
the Purchaser shall (or, where appropriate, shall procure that the relevant
Group Company shall) immediately pay to the Seller the Sum Recovered; and


 


9.3.2                      if the Purchaser Payment is less than or equal to the Sum Recovered,
the Purchaser shall immediately pay to the Seller an amount equal to the amount
paid by the Seller,


 


so as to leave the Purchaser, taking into
account the amounts received from the third party and from the Seller and those
payable to the Seller under this paragraph, in no better or worse position than
it would have been in (subject always to the other provisions of this paragraph 9) had the Relevant Claim not arisen, provided
that the Purchaser shall only be obliged to make a payment to the Seller to the
extent that the sum of the Sum Recovered 


 


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plus the Purchaser Payment is more than the
full amount of its loss including any deductible.


 


9.4                               For the purposes of this paragraph, the expression “Sum Recovered” means an amount equal to the amount
recovered from the third party (and for this purpose, in addition to any cash
payment, any payment in kind or discount, credit or similar benefit obtained
shall constitute an amount recovered) plus any interest in respect of the
amount recovered from the third party, less all reasonable costs and expenses
incurred by the Purchaser or (as the case may be) the relevant Group Company in
recovering the amount from the third party.


 


9.5                               Nothing in this Agreement is intended to replace or diminish in any
way directly or indirectly any insurer’s obligations under any insurance policy
or any third party’s obligations. 
Accordingly, where, apart from this Agreement, a liability is incurred
by any Group Company in respect of which the Group Company is entitled to claim
under an insurance policy or to pursue any other recovery action, no provision
in this Agreement is to be interpreted as altering that position in any way or
derogating in any respect from such insurance claim or recovery action.


 


10.                             Contingent Liabilities


 


10.1                         If any Relevant Claim arises by reason of a liability of any Group
Company which is a contingent liability when the Relevant Claim is notified to
the Seller, the Seller shall not be obliged to make any payment to the
Purchaser until the contingent liability ceases to be contingent and becomes an
actual liability and is due and payable.


 


10.2                         So long as any Relevant Claim arising by reason of a contingent
liability shall have been notified to the Seller in accordance with paragraph 4.1, paragraph 4.3
shall be amended in relation to such Relevant Claim such that a Relevant Claim
shall be deemed to have been made for the purposes of paragraph
4.1 and such Relevant Claim shall only be deemed to have been
withdrawn in accordance with paragraph 4.3,
if proceedings in respect of the Relevant Claim shall not have been commenced
against the Seller on expiration of twelve months after the later of (i) the
Relevant Claim ceasing to be a contingent liability or (ii) the expiration of
the relevant time period set out in paragraph 4.1.


 


11.                             Notice and Conduct of Claims


 


11.1                         If the Purchaser becomes aware from time to time of any third party
claim or potential claim, matter or event which gives rise to a Relevant Claim
(a “Third Party Claim”) the Purchaser
shall, and shall procure that each relevant Group Company shall:


 


11.1.1                within 14 days of becoming so aware give notice of, and consult with
the Seller in respect of, the Third Party Claim; and


 


11.1.2                where the Third Party Claim might give rise to a Relevant Claim that
is not solely a Warranty Claim (but not otherwise) and subject to the Seller
covenanting to pay the Purchaser an amount equal to all Losses and Expenses
suffered or incurred by the Purchaser Group Undertakings as a result of taking
any of the following steps:


 


(a)                                if so requested by the Seller, take all reasonable steps or
proceedings as the Seller may consider necessary in order to mitigate, avoid,
resist, appeal, dispute, contest, remedy, compromise or defend the Third Party
Claim and any adjudication in respect of it or enforce against any person
(other than the Seller) the rights of the relevant Group Company and the


 


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Purchaser in relation to the matter the
subject of the Third Party Claim (save where doing so would be inimical to, or
have a material adverse effect on, a trading or regulatory relationship or
arrangement);


 


(b)                               at all reasonable times (during normal office hours) allow the
Seller and its agents access to and to inspect and take copies of all necessary
books, correspondence and records of the relevant Group Company provided that
the Seller shall not be entitled to receive copies of or access to any
documents where such disclosure would or may lead to the waiving of legal
professional privilege in such documents or otherwise cause legal professional
privilege enjoyed by the Purchaser or relevant member of the Group to be
prejudiced or where the Purchaser or the relevant Group Company owes duties of
confidentiality to a third party in respect of such documents;


 


(c)                                use reasonable endeavours to procure that the auditors (both past
and present) of the Company and/or the relevant Group Company make available to
the Seller and its agents their audit working papers in respect of any audit of
the Company’s and/or the relevant Group Company accounts for any relevant
accounting period in connection with the claims or action.  Such access shall be required at reasonable
times (during normal office hours) and on reasonable notice;


 


(d)                               use all reasonable endeavours (subject to applicable legislation) to
procure that the personnel of the relevant Group Company provide statements and
proofs of evidence, and to attend at any trial or hearing to give evidence or
otherwise, and to provide similar assistance to enable the Seller to mitigate,
avoid, resist, appeal, dispute, contest, remedy, compromise or defend any
Relevant Claim; and


 


(e)                                except with the Seller’s prior written consent (such consent not to
be unreasonably withheld or delayed), not admit liability in respect of, or
compromise or settle, the Third Party Claim save where the failure to do so
would be inimical to, or have a material adverse effect on, a trading or
regulatory relationship or arrangement of the Group.


 


11.2                         Without prejudice to paragraphs 4, 11.1
and 12, if the Purchaser considers that it
will or may make a Relevant Claim against the Seller, it shall notify the
Seller in writing, giving reasonable particulars of the Relevant Claim, and for
a period of 60 days after such notification, shall afford the Seller the
opportunity to take steps to remedy the matter giving rise to the Relevant
Claim.


 


12.                             Mitigation


 


Without prejudice to its obligations at
common law, the Purchaser undertakes to mitigate any loss or damage which it
may suffer in consequence of any matter giving rise to a Relevant Claim.


 


13.                             Preservation of records and insurance


 


13.1                         The Purchaser shall and shall procure that each Group Company will
preserve all documents, records, correspondence, accounts and other information
whatsoever relevant


 


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to a matter which may give rise to a Relevant
Claim for so long as any actual or prospective Relevant Claim remains
outstanding.


 


13.2                         If at any time after the date this Agreement the Seller wishes to take
out insurance against its liabilities in respect of Relevant Claims, the
Purchaser shall provide (at the Seller’s cost) such information as any
prospective insurer may reasonably require before effecting the insurance.


 


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Schedule 8

Pensions


 


1.                                     In this Schedule the following expressions shall have the
following meanings:-


 


“Existing Scheme” means in
respect of a Retained Member, the NBPS or NIBPS or in respect of a Transferring
Member, a Seller Group Scheme.


 


“New DC Scheme” means the
scheme (if any) established by the Seller pursuant to paragraph 6.1.


 


“Receiving Scheme” means in
respect of a Retained Member, a Seller Group Scheme or in respect of a
Transferring Member, the NBPS or NIBPS.


 


“Retained Members” means such
employees who are active members of the NBPS or NIBPS and are to be retained as
employees of the Seller Group as may be notified by the Seller to the Purchaser
prior to Completion.


 


“Seller Group Scheme” means
the National Australia Bank UK Retirement Benefit Plan, the Clydesdale Bank
Pension Scheme and the Yorkshire Bank PLC Pension Fund.


 


“Transfer Amount” an amount
calculated by the actuary to the relevant Existing Scheme which is calculated
on assumptions consistent with the funding basis of the Seller Group Scheme
adopted for the actuarial valuations as at 30 September 2004 (provided the
assumptions adopted for all the schemes that make up the Seller Group Scheme
are the same) to be sufficient to meet the benefits payable under the Existing
Scheme to or in respect of the Transferring Members up to the Transfer Date,
(for the avoidance of doubt excluding any amount in respect of the lump sum
death in service benefits, or the prospective element of the spouse’s death in
service pensions or ill health early retirement pensions) taking no account of
pensionable service after the Transfer Date, but taking account of future
pensionable salary increases after the Transfer Date.  If the same assumptions are adopted for only
two of the three schemes that make up the Seller Group Scheme, the amount will
be calculated on assumptions consistent with the funding basis adopted for
those two.  If different assumptions are
adopted for all three schemes, the assumptions adopted for the scheme which
will produce neither the largest nor smallest amount will be used for the
calculation.


 


“Transfer Date” means a date
prior to Completion which is selected by the Seller as at which a Transferring
Member’s or Retained Member’s accrual under his or her Existing Scheme
terminates.


 


“Transferring Members” means
those employees who are active members of a Seller Group Scheme, whether
employed by a Seller Group Undertaking or a Group Company, whose contracts of
employment are intended to be with the Group on Completion.


 


2.                                     The Seller shall use all reasonable endeavours to procure that prior
to Completion: -


 


2.1                               The Transferring Members and Retained Members shall be invited to
join a Receiving Scheme for future pensionable service with effect from the
Transfer Date and to transfer their accrued rights to benefits under their
Existing Scheme to a Receiving Scheme.


 


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2.2                               Subject to the consent of the Retained or Transferring Member
concerned, the consent of the Inland Revenue or the Irish Revenue Commissioners
(if necessary) and receipt of the Transfer Amount, the Receiving Scheme shall
credit benefits for and in respect of the Transferring Members in respect of
pensionable service accrued before the Transfer Date which shall be in all
material respects so far as practicable identical to those that would have been
provided under the Existing Scheme had membership of that scheme continued.


 


2.3                               Transfer payments equal to the Transfer Amount in respect of each
Transferring Member or Retained Member who has consented to a transfer shall be
calculated and paid from the Existing Scheme to the Receiving Scheme as soon as
practicable after the Transfer Date.  In
the event that the Trustees of an Existing Scheme fail to pay the Transfer
Amount in full by a date selected by the Seller, the Seller shall procure that
the relevant company in the Group or the Seller Group shall pay to the
Receiving Scheme the difference between the Transfer Amount and the amount
actually paid by the Existing Scheme.


 


2.4                               If any Transferring Member or Receiving Member has paid additional
voluntary contributions in respect of which benefits are not related to final
pensionable earnings, the assets attributable to such Member in accordance with
the rules of the Existing Scheme shall be transferred to the Receiving Scheme
as soon as practicable after the Transfer Date.


 


3.                                     In the event that any of the actions in paragraph 2 above
are not completed prior to Completion, the Seller and the Purchaser shall take
all reasonable steps to ensure that such actions are completed as soon as
practicable after Completion.


 


4.                                     The Purchaser covenants to pay the relevant Seller Group Undertaking
an amount equal to any liability any Seller Group Undertaking may incur under Section 75
of the Pensions Act 1995 or Article 75 of the Pensions (Northern Ireland)
Order 1995 by reason of the cessation of participation of a Seller Group
Undertaking in the NBPS pursuant to the transfer of employment referred to in clause 12 of this Agreement. 
For the avoidance of doubt, such covenant to pay shall extend to any
contribution notice that may be subsequently issued upon such a company
pursuant to the Pensions Act 2004 (or pursuant to corresponding legislation in
Northern Ireland) in relation to the cessation of participation of the
company.  This covenant to pay shall not
apply unless all the transfers pursuant to clause 12 of
this Agreement and every withdrawal of participation referred to in paragraph 11 have taken effect before 6 April 2005.


 


5.                                     The Seller covenants to pay the relevant Group Company or Purchaser
Group Undertaking an amount equal to any liability any Group Company or
Purchaser Group Undertaking may incur under section 75 of the Pensions Act
1995 or Article 75 of the Pensions (Northern Ireland) Order 1995 by reason
of cessation of participation of a Group Company in a Seller Group Scheme.  For the avoidance of doubt, such covenant to
pay shall extend to any contribution notice that may be subsequently issued
upon the Group or any Purchaser Group Undertaking pursuant to the Pensions Act
2004 (or pursuant to corresponding legislation in Northern Ireland whether
enacted now or in the future) in relation to the cessation of participation of
the Group Company.


 


6.                                     At the request of the Purchaser:


 


6.1                               The Seller shall take reasonable steps to establish on behalf of the
Purchaser (or a Group Company nominated by the Purchaser) a scheme which
mirrors the provisions of the


 


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NDCS subject to any changes to the scheme’s
administrative provisions (including the amendment power) that the Purchaser
reasonably requests, and


 


6.2                               The Seller shall procure that Group Employees, NAGE Employees and
Other Employees who are Members of the NDCS immediately before Completion (or
at an earlier date chosen by the Seller) shall be offered with effect from any
such date membership of the New DC Scheme.


 


7.                                     If the Purchaser shall not have made the request referred to in paragraph 6.1, the Purchaser shall procure that Group
Employees, NAGE Employees or Other Employees who are active members of the NDCS
immediately before Completion shall be offered with effect from Completion
membership of either: -


 


7.1                               A salary related pension scheme which at Completion offers benefits
which are at least as favourable in value as may reasonably be expected from
the NDCS based on the rate of ordinary contributions paid by the member and
employer at Completion; or


 


7.2                               A defined contribution pension scheme which at Completion offers
contribution levels by employer and member (ordinary and matching) which are at
least as favourable as those which apply at Completion under the NDCS.


 


8.                                     The Seller shall procure that a transfer payment will be made
available in respect of the relevant members of the NDCS who join such a scheme
referred to in paragraph 6 or 7 above which
reflect both employer and member contributions together with their investment
return to the NDCS, notwithstanding that benefits may not otherwise vest on
cessation of membership.  The Purchaser
shall procure that a scheme which complies with paragraph 6
or 7 above shall accept such transfer payments and award benefits on
a money purchase basis in respect of the member.


 


9.                                     The Seller covenants to pay every Group Company and Purchaser Group
Undertaking an amount equal to any liability or obligation imposed on any of
them in respect of a Seller Group Scheme under, or pursuant to, any financial
support direction made under the Pensions Act 2004 (or corresponding legislation
in Northern Ireland).


 


10.                               The Seller covenants to pay every Group Company an amount equal to
any liability or obligation imposed on any of them in respect of a Seller Group
Scheme, pursuant to any breach of trust, legislation or other regulatory requirement
(in each case, occurring before Completion).


 


11.                               The Seller shall procure that any Seller Group Undertaking ceases to
participate in the NBPS and NIBPS before 6 April 2005, including giving
formal notice to the trustees of such schemes that participation ceases in
accordance with any provision in the scheme rules.


 


12.                               If the Purchaser so requests, the Purchaser and Seller shall
co-operate as far as necessary to change the principal employer and trustees in
relation to, and make any related amendments to, the Price FURBS and the James
FURBS (and so far as possible to assign any policies of insurance relating to
them) so that responsibility for these arrangements shall vest with the
appropriate Group Company or Purchaser Group Undertaking.


 


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13.                               For the purposes of any covenant to pay under any paragraph of this Schedule 8,
the Purchaser or the Seller (whichever stands to gain from the covenant to pay)
shall procure that the relevant Purchaser or Seller Group Undertaking uses all
reasonable endeavours (having regard in particular to the magnitude of the sums
potentially involved) to:-


 


13.1                         Minimise any payment in respect of which the covenant to pay
applies, and


 


13.2                         Obtain the maximum tax relief available to it in respect of the
payment to which the covenant to pay applies (in the earliest possible
accounting period) and the amount due under the covenant to pay will be reduced
(or repaid) accordingly.


 


14.                               The Seller will procure that no Seller Group Undertaking shall
promise to any NAGE Employees or Other Employees new or improved relevant
benefits (as defined in the UK TA) prior to Completion without the consent of
the Purchaser.


 


15.                               The Seller will take all reasonable steps to procure that the NBPS
will withdraw from the National Australia Group Pensions Common Investment Fund
at a date 6 months after Completion or such other date as may be agreed between
the Seller and the Purchaser.  Unless the
Purchaser directs otherwise, assets will be transferred from the Common
Investment Fund to the NBPS in specie, so far as reasonably possible and where
transfer is in specie the assets will represent a reasonable cross-section of
assets so far as possible.


 


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Schedule 9

Contracts


 


1.                                    Definitions


 


1.1                               In this
Schedule:


 


“Agreed Sharing Basis Costs” has the meaning given to it in paragraph 8.1;


 


“Contracts Management Process” means the process for the management of issues relating to
contracts set out in paragraph 7,
including the entitlements to decide set out in paragraphs
7.2 and 7.3.


 


“Excluded (No Access) Contracts” means the contracts listed in Appendix 3;


 


“Exclusive Contracts (Group Name)” means the contracts (other than General Group Contracts) that exclusively
relate to the Business and that have been entered into by a Group Company and
which remain wholly or partly unperformed at Completion, including the
contracts listed in Appendix 4 (Part C);


 


“Exclusive Contracts (Seller Name)” means the contracts that exclusively relate to the Business and
that have been entered into by one or more Seller Group Undertakings (but not
any member(s) of the Group), and which remain wholly or partly unperformed at
Completion including the contracts listed in Appendices 1,
2 and 4
(Part A);


 


“Financial Infrastructure Contracts” means the contracts listed in Appendix 6;


 


“General Group Contracts”  means the contracts that
exclusively relate to the Business and that have been entered into by one or
more Group Companies (but not any Seller Group Undertakings) in respect of
which no services are to be (or should pursuant to clause 3.2
of the Transitional Services Agreement be) provided by any Seller Group
Undertaking pursuant to the Transitional Services Agreement;


 


“Other Income Generation Contracts” means the contracts listed in Appendix 7;


 


“Relevant Extent” in relation to any Shared Contract (Seller Name) means the extent
to which that contract relates to the Business (except to the extent, if any,
that and for so long as the subject-matter of the contract is delivered by
means of a Service under the Transitional Services Agreement);


 


“Restricted Contract” means any Exclusive Contract (Seller Name) in respect of which the
consent, approval, authorisation or waiver of a third party is required in
order to novate the Exclusive Contract (Seller Name);


 


“Retained Extent” in relation to any Shared Contract (Seller Name) means the extent
to which that contract relates to one or more businesses (other than the
Business) (excluding, for the avoidance of doubt, to the extent that and for so
long as the subject matter of the Contract is delivered by means of a Service
under the Transitional Services Agreement);


 


“Sellers’ Costs” means any Losses and Expenses, including payments to third parties,
to be borne by the Seller pursuant to paragraph 8.2;


 


“Services” has the same meaning as in the Transitional Services Agreement;


 


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“Shared Contracts (Seller Name)” means the contracts (other than the Excluded (No Access) Contracts
and the contracts listed in Appendices 5, 6 and 7)
to which one or more member(s) of the Seller Group (but not any member(s) of
the Group) are signatories and which relate partly but not exclusively to the
Business and which remain wholly or partly unperformed at Completion;


 


“Third Party Novation Consents” means all consents, approvals, authorisations or waivers required
from third parties for the novation of both the benefit and burden of any
Restricted Contract in favour of NB, NIB or the Purchaser or its nominees;


 


“Third Party TS Consent” means a consent or licence needed from a third party for the
provision of any Service; and


 


“Wealth Management Contracts” meaning the contracts listed in Appendix 5.


 


1.2                               References
in this Schedule to an Appendix are to the relevant appendix set out in the agreed
form contract schedule appendices.


 


2.                                    Exclusive Contracts (Seller Name)


 


2.1                               Relationship
with Services


 


Except as expressly stated:


 


2.1.1                      nothing in this paragraph 2 shall affect or prejudice any obligation under
clause 10 of the Transitional Services Agreement to apply for a Third Party TS
Consent to permit Services to be provided in relation to any Exclusive Contract
(Seller Name) pursuant to that Agreement; and


 


2.1.2                      subject as
provided in the Transitional Services Agreement, neither anything in this paragraph 2 nor any novation of an Exclusive Contract
(Seller Name) effected pursuant to paragraph 2.2
or 2.3 shall affect or prejudice the
obligations of any Seller Group Undertaking under the Transitional Services
Agreement to provide Services relating to that Exclusive Contract (Seller
Name).


 


2.2                               Appendix
1 contracts


 


The Seller will procure in relation to each
Exclusive Contract (Seller Name) listed in Appendix 1 (other
than those marked with a double asterisk in that list) that the rights and
obligations of each Seller Group Undertaking which is a party to that Exclusive
Contract (Seller Name) are novated to the transferee listed against such
Exclusive Contract (Seller Name) in Appendix 1
prior to Completion.


 


2.3                               Appendix
2 contracts


 


2.3.1                      The decision on
whether to apply in relation to any Exclusive Contract (Seller Name) listed in Appendix 2 for any Third Party Novation Consent required in
order to effect a novation of the rights and obligations of each Seller Group
Undertaking which is a party to that Exclusive Contract (Seller Name) to the
Purchaser or its nominee will be decided through the Contracts Management
Process.  To the extent it is decided to
apply for one:


 


(a)                                the
Seller will procure that the Third Party Novation Consent is requested from the
relevant third party prior to Completion; and


 


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(b)                               the
Seller shall promptly inform the Purchaser whenever any Third Party Novation
Consent has been obtained.  Provided that
such Third Party Novation Consent is received in sufficient time prior to
Completion, the Seller shall execute or procure the execution by the existing Seller
Group party and the intended transferee of a novation to the intended
transferee in a form agreed by the Seller and the Purchaser based on the agreed
form novation agreement (such agreement not to be unreasonably withheld by
either party) of the relevant Restricted Contract; and the Seller shall use its
reasonable endeavours to procure the execution by any relevant third party of
such novation before Completion.


 


2.3.2                      If a Third Party
Novation Consent is requested in relation to an Exclusive Contract (Seller
Name) pursuant to paragraph 2.3.1(a)
prior to Completion but not obtained prior to Completion, the Seller and the
Purchaser shall (save as agreed between them pursuant to the Contract
Management Process) use their respective reasonable endeavours to procure that
the Third Party Novation Consent is obtained as soon as practicable after
Completion.


 


2.3.3                      Following
Completion, the Seller and/or the Purchaser (as the case may be) shall promptly
inform the other whenever any Third Party Novation Consent has been
obtained.  As soon as practicable
following receipt of such notification, the Seller and the Purchaser shall, if
required, execute or procure the execution of a novation to the Purchaser or
its nominee in a form agreed by the Seller and the Purchaser based on the
agreed form novation agreement (such agreement not to be unreasonably withheld
by either party) and by the third party of the relevant Restricted
Contract.  The Seller and the Purchaser
shall each use their respective reasonable endeavours to procure the execution
by any relevant third party of such novation and shall deliver to the other any
such executed novation as soon as reasonably practicable.


 


2.3.4                      Nothing in this
Agreement shall be construed as an attempt to assign or novate any Restricted
Contract until each relevant Third Party Novation Consent has been obtained.


 


2.4                               Other
Exclusive Contracts (Seller Name)


 


2.4.1                      This paragraph 2.4 applies to any Exclusive Contract (Seller
Name) if and for so long as it has not been novated pursuant to paragraph 2.2 or 2.3 either because
one or more relevant Third Party Novation Consents has not been applied for in
relation to it or because one or more requested relevant Third Party Novation
Consents has not been obtained.


 


2.4.2                      The Seller and
the Purchaser will monitor and take decisions relating to the contracts to
which this paragraph 2.4 applies (including
decisions on the method and approach for applying for Third Party TS Consents
and on any proposed amendment or termination to or of any of those contracts)
through the Contracts Management Process. 
Any Losses and Expenses incurred by any Purchaser Group Undertaking or
Seller Group Undertaking in relation to the obtaining of any Third Party TS
Consent in relation to any Exclusive Contract (Seller Name) or arising as the
consequence of any termination of any Exclusive Contract (Seller Name)
(including reasonable legal and other professional fees and expenses, early
termination payments and liquidated damages payable under the relevant
contract) are Agreed Sharing Basis Costs to which paragraph
8.1 applies.


 


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2.4.3                        For so long as
any contract to which this paragraph 2.4
applies remains in force, then in relation to that contract and subject to any
relevant decisions made through the Contracts Management Process in respect of
it:


 


(a)                                except
to the extent, if any, that the subject matter of the contract is delivered by
means of a Service to be provided pursuant to the Transitional Services
Agreement, the Seller shall or shall procure that its relevant Seller Group
Undertaking(s) shall hold the benefit of that contract, together with all
amounts paid or payable to and/or any benefits received or receivable by and/or
any goods delivered or deliverable to the relevant Seller Group Undertaking(s)
pursuant to that contract, on trust absolutely for such Purchaser Group
Undertaking as the Purchaser may nominate;


 


(b)                               except
to the extent, if any, that the subject matter of the contract is delivered by
means of a Service to be provided pursuant to the Transitional Services
Agreement, the Purchaser shall procure that the relevant Purchaser Group
Undertaking shall (if sub-contracting is permissible and lawful under the
contract) perform or procure performance as the sub-contractor of the Seller Group
Undertaking(s) or, if sub-contracting is not permissible or lawful, the
Purchaser shall (if the appointment of an agent is permissible and lawful under
the contract) perform as the agent of the Seller Group Undertaking(s), at the
risk and cost and for the benefit of such Purchaser Group Undertaking, the
obligations of the Seller Group Undertaking(s) thereunder falling due after
Completion;


 


(c)                                if the
contract prohibits such Purchaser Group Undertaking from acting as
sub-contractor or agent, the Seller shall (to the extent lawful and except to
the extent, if any, that the subject matter of the contract is delivered by
means of a Service to be provided pursuant to the Transitional Services
Agreement) provide such Purchaser Group Undertaking (at the Purchaser’s request
and at the Purchaser’s cost) with such assistance as may be reasonably required
to enable the contract to be duly performed, on such terms as shall give to
such Purchaser Group Undertaking the benefit and the burden of the contract to
the same extent as if the same had been novated to such Purchaser Group
Undertaking on Completion; and


 


(d)                               for the
avoidance of doubt, except to the extent, if any, that the costs of the
contract are borne pursuant to the Transitional Services Agreement, all amounts
payable under such contract shall be paid by the Purchaser or other relevant
Purchaser Group Undertaking.


 


2.5                               Indemnity


 


The Purchaser covenants to pay the Seller and
each other Seller Group Undertaking an amount equal to any Losses and Expenses
(not being Agreed Sharing Basis Costs or Sellers’ Costs) suffered or incurred
by any Seller Group Undertaking in connection with the Purchaser’s
non-performance or delay in performance of each Seller Group Undertaking’s
obligations falling due for performance after Completion under any Exclusive
Contract (Seller Name), except to the extent that the relevant obligations
arise out of the subject matter of the contract which is delivered by means of
a Service pursuant to the Transitional Services Agreement.


 


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2.6                               Exclusive
Contracts


 


With effect from novation, any Exclusive
Contract (Seller Name) shall become and be treated as an Exclusive Contract
(Group Name).


 


3.                                    Shared Contracts (Seller Name)


 


3.1                               Relationship with Services


 


Except as expressly stated nothing in this paragraph 3 shall affect or prejudice:


 


3.1.1                      any obligation
under clause 10 of the Transitional Services Agreement to apply for a Third
Party TS Consent to permit Services to be provided in relation to any Shared
Contract (Seller Name) pursuant to that Agreement; or


 


3.1.2                      the obligations
of any Seller Group Undertaking under the Transitional Services Agreement to
provide Services relating to any Shared Contract (Seller Name).


 


3.2                               Decision-making


 


The Seller and the Purchaser will monitor and
take decisions relating to Shared Contracts (Seller Name) (including decisions
on the method and approach for applying for Third Party TS Consents and on any
proposed amendment or termination to or of any of those contracts) through the
Contracts Management Process.


 


3.3                               Benefits held on trust, etc.


 


For so long as any Shared Contract (Seller
Name) remains in force, then in relation to that contract and subject to any
relevant decisions made pursuant to the Contract Management Process in respect
of it:


 


3.3.1                      the Seller shall
or shall procure that its relevant Seller Group Undertaking(s) shall hold the
benefit of that contract, together with all amounts paid or payable to and/or
any benefits received or receivable by and/or any goods delivered or
deliverable to the relevant Seller Group Undertaking(s) pursuant to that
contract, on trust absolutely:


 


(a)                                to the
Relevant Extent, for the relevant Purchaser Group Undertaking(s) which enjoy
the benefit of such contract; and


 


(b)                               to the
Retained Extent, for itself;


 


3.3.2                      the Seller shall
or shall procure that its relevant Seller Undertaking(s) shall perform, at the
risk and cost and for the benefit of the relevant Seller Group Undertaking(s),
the obligations of the relevant Seller Group Undertaking(s) under it to the
Retained Extent;


 


3.3.3                      the Purchaser
shall (if sub-contracting is permissible and lawful under the contract) perform
or procure performance by a Purchaser Group Undertaking as the sub-contractor
of the Seller Group Undertaking(s) or, if sub-contracting is not permissible or
lawful, the Purchaser shall (if the appointment of an agent is permissible and
lawful under the contract) perform or procure performance by a Purchaser Group
Undertaking as the agent of the Seller Group Undertakings(s), at the risk and
cost and for the benefit of the relevant Purchaser Group Undertaking, the
obligations of the Seller Group Undertaking(s) to the Relevant Extent under
that contract falling due after Completion;


 


127





















 


3.3.4                      if the contract
prohibits the Purchaser or a Purchaser Group Undertaking from acting as
sub-contractor or agent, the Seller shall (to the extent lawful) provide the
relevant Purchaser Group Undertaking (at the Purchaser’s request and at the
Purchaser’s cost) with such assistance as may be reasonably required to enable
the contract to be duly performed to the Relevant Extent, on such terms as
shall give to such relevant Purchaser Group Undertaking the benefit and the
burden of the contract to the same extent as if the same had been novated to
the Purchaser to the Relevant Extent on Completion.


 


3.4                               Splitting some Shared Contracts (Seller Name)


 


3.4.1                      This paragraph 3.4 applies to any Shared Contract (Seller Name)
in respect of which the Purchaser notifies the Seller that it wishes to obtain
similar services to the Relevant Extent from the same supplier (or where the
Purchaser wishes to obtain similar services from the same supplier following
termination of the relevant Shared Contract (Seller Name) as it relates to the
Business or the Services under the Transitional Services Agreement).  For the avoidance of doubt, it does not apply
to any other Shared Contracts (Seller Name).


 


3.4.2                      In relation to
any Shared Contract (Seller Name) to which this paragraph
3.4 applies, the Seller and the Purchaser shall each use their
reasonable endeavours to agree an arrangement with the counterparty to the
relevant Shared Contract (Seller Name) whereby the Shared Contract (Seller
Name) is terminated or amended and replaced by new arrangements reflecting the
interests of the relevant parties and the separation of the Group and Seller
Group’s respective businesses, and any termination costs for the Seller Group
are mitigated.


 


3.5                                 Indemnity


 


The Seller covenants to pay the Purchaser and
each Group Company an amount equal to all Losses and Expenses suffered or
incurred by the Purchaser or any Group Company in connection with any Shared
Contract (Seller Name) that are attributable to the non-performance or delay in
performance of the Shared Contract (Seller Name) on the part of the Seller
Group to the Retained Extent.  The
Purchaser covenants to pay the Seller and each other Seller Group Undertaking
an amount equal to all Losses and Expenses suffered or incurred by the relevant
Seller Group Undertaking in connection with any Shared Contract (Seller Name)
that are attributable to the non-performance or delay in performance by any
Purchaser Group Undertaking of the Shared Contract (Seller Name) to the
Relevant Extent after Completion.


 


3.6                                 Performed
Contracts


 


“Performed Contract” means any contract to which one or more member(s) of the Seller
Group (but not any member(s) of the Group) are parties and which relate partly
but not exclusively to the Business and in respect of which the third party has
incurred a liability before Completion that relates to the Business or in
respect of which a Group Member may have a claim in relation to the Business.


 


The Seller shall provide the Purchaser (at
the Purchaser’s request and cost) with such assistance as may reasonably be
required to enable the Purchaser and any Purchaser Group Undertaking to make
any claim with respect to Performed Contracts (to the extent the claim relates
to the Business) against any third party to such contract, provided that no
Seller Group Undertaking shall be required to commence legal proceedings unless
indemnified to


 


128





















 


its satisfaction by the Purchaser, in which
case such Seller Group Undertaking shall have regard to all reasonable requests
of the Purchaser with respect to such proceedings.


 


4.                                      Wealth Management Contracts


 


4.1                                 Appendix
5 Contracts – Third Party Suppliers to Seller Group


 


In relation to each of the Wealth Management
Contracts listed in Appendix 5
marked with a double asterisk, the existing agency agreement shown against it
in that Appendix is to be terminated at Completion (without prejudice to any
entitlement to trail commission) and the parties shall use reasonable
endeavours to agree as soon as practicable following the date of this Agreement
(and enter into at Completion) the new agency agreement shown against it in
that Appendix (together with any other required ancillary arrangements).  It is acknowledged that in relation to those
Wealth Management Contracts:


 


4.1.1                      as part of the
negotiation of the new agency agreement, it will be necessary to agree the
extent to which the Seller is to be restricted in its ability to amend or
terminate the relevant Wealth Management Contract;


 


4.1.2                      if the Purchaser
wishes to enter into a new agency agreement, the parties’ respective objectives
are likely to be best achieved by amending the relevant Wealth Management
Contract to relate solely to the Seller Group, and the relevant Purchaser Group
Undertaking entering into a separate contract with the relevant third party
product supplier on substantially the same terms, so that the new agency
agreement is a short term arrangement. 
Accordingly, in such circumstances the parties shall cooperate towards
this goal and use reasonable endeavours to mitigate any termination costs for
the Seller Group.


 


4.2                                 Other
Appendix 5 Contracts


 


In relation to each of the other Wealth
Management Contracts listed in Appendix 5,
each of the Seller and the Purchaser shall use its reasonable endeavours to
agree and put into effect the arrangements summarised against it in that Appendix.


 


4.3                                 Decisions
via Contracts Management Process


 


The Seller and the Purchaser will monitor and
take decisions relating to each Wealth Management Contract (including decisions
on the method and approach for applying for Third Party TS Consents) through
the Contracts Management Process (but omitting for this purpose paragraph 7.2.2).


 


5.                                      Financial Infrastructure Contracts


 


5.1                                 Appendix
6 Contracts


 


In relation to each of the Financial
Infrastructure Contracts listed in Appendix 6,
each of the Seller and the Purchaser shall use its reasonable endeavours to
ensure that the arrangements summarised against it in that Appendix shall be
put into effect following Completion.


 


5.2                                 Indemnity


 


The Purchaser covenants to pay the Seller and
each other Seller Group Undertaking an amount equal to all Losses and Expenses
suffered or incurred by the relevant Seller Group


 


129





















 


Undertaking in connection with such Seller
Group Undertaking participating in the arrangements summarised in Appendix 6.


 


6.                                      Other Income Generation
Contracts


 


6.1                                 Appendix 7 Contracts


 


In relation to each of the Other Income
Generation Contracts listed in Appendix 7,
each of the Seller and the Purchaser shall use its reasonable endeavours to
ensure that the arrangements summarised against it in that Appendix shall be
put into effect following Completion.


 


6.2                                 Decisions
via Contracts Management Process


 


The Seller and the Purchaser will monitor and
take decisions relating to each Other Income Generation Contract (including
decisions on the method and approach for applying for Third Party TS Consents
and on any proposed amendment or termination to or of any of those contracts)
through the Contracts Management Process.


 


7.                                      Contracts Management Process


 


7.1                                 Co-operation
and meetings


 


7.1.1                      The intention of
the Seller and the Purchaser is that the Seller Group and the Group shall
co-operate in dealing with the Exclusive Contracts (Seller Name), the Exclusive
Contracts (Group Name), the Shared Contracts (Seller Name), the Wealth
Management Contracts and the Other Income Generation Contracts (collectively
the “Relevant Contracts”) with a view to
achieving so far as possible the respective goals of the Seller and the
Purchaser in respect of them, including minimising the Losses and Expenses
incurred by either the Seller Group or the Group in connection with them.


 


7.1.2                      The parties have
agreed an outline plan (attached as Appendix 8) for
some of the work to be undertaken up to and beyond Completion in relation to
the Relevant Contracts, including as to approaches to third parties for Third
Party TS Consents.  It is intended that the
plan will be developed and may be changed; so it takes effect only as an
indication of the parties’ current intentions and subject to paragraphs 7.1.3, 7.2 and 7.3.


 


7.1.3                      So far as
reasonably practicable (having regard to the urgency and importance of the
matter), each of the Seller and the Purchaser shall not, and shall procure that
its relevant Affiliates shall not, take or implement any material decisions
relating to any Relevant Contract without first ensuring that the other of the
Seller and the Purchaser is notified and consulted.


 


7.1.4                      The parties
shall arrange regular meetings of appropriate staff not less than once per
calendar month to discuss the steps being taken in relation to the Relevant
Contracts and to address any issues arising.


 


7.2                                 Decisions
within Seller’s remit


 


7.2.1                      Without
prejudice to paragraph 7.1 and subject to paragraph 7.2.2, the Seller shall be entitled to take
decisions relating to the amendment and termination of any Shared Contract
(Seller Name).


 


130





















 


7.2.2                      The Seller shall
not agree to any material amendment of, terminate or agree to the termination
of any Shared Contract (Seller Name) without the prior written consent of the
Purchaser (acting reasonably), until the earlier of (A) the Purchaser notifying
the Seller that the Group no longer needs to rely on that Shared Contract
(Seller Name) (which notification the Purchaser agrees to give to the Seller in
relation to any Shared Contract (Seller Name) as soon as that becomes the case
in relation to it); and (B) the date 12 months after the date of Completion,
provided that this paragraph 7.2.2 shall
not apply to any Shared Contract (Seller Name) in respect of which the
Purchaser does not use to any Relevant Extent because the Purchaser’s only
reliance on such contract is because the benefit of that contract is being
delivered by means of Services pursuant to the Transitional Services Agreement.


 


7.2.3                      The Seller shall
not agree to waive or prejudice the rights of any Purchaser Group Undertaking
(if any) to any trail commission attributable to any Purchaser Group
Undertaking in connection with the termination of a Wealth Management Contract.


 


7.3                                 Decisions
within Purchaser’s remit


 


Without prejudice to paragraph
7.1 and clause 10 of the Transitional Services Agreement, the
Purchaser shall be entitled to take decisions relating to any Exclusive
Contract (Seller Name) and any Exclusive Contract (Group Name) (together, “Exclusive Contracts”) including:


 


(a)                                applying
for any Third Party TS Consent or Third Party Novation Consent; and


 


(b)                               in
relation to any proposed amendment or termination,


 


provided that, in relation to any
termination:


 


(i)                                   the
Purchaser shall procure that no Exclusive Contract is terminated by a Purchaser
Group Undertaking without the Seller’s consent if any member of the Seller
Group is relying on such Exclusive Contract to provided Services pursuant to
the Transitional Services Agreement, save where such Exclusive Contract is
replaced by another contract which imposes no more onerous obligations on the
Seller Group but enables the services to be provided as before;


 


(ii)                                the
Purchaser shall use all reasonable endeavours to procure that any supplier
whose Exclusive Contract is to be terminated will be given as much notice as
possible in order to minimise termination costs.


 


8.                                      Losses and Expenses


 


8.1                                 Agreed
Sharing Basis Costs


 


8.1.1                      “Agreed
Sharing Basis Costs” means any Losses and Expenses
(excluding internal management time, internal overheads and Own Party Professional
Fees) incurred by any Purchaser Group Undertaking or any Seller Group
Undertaking:


 


(a)                                in or
relating to obtaining any Third Party TS Consent in relation to any Exclusive
Contract (Seller Name), Exclusive Contract (Group Name) or Shared Contract
(Seller Name), including reasonable legal and other professional fees and
expenses (other than Own Party Professional Fees) and any payments made to any
counterparty to the relevant contract; or


 


131





















 


(b)                               in or
relating to the termination, or arising as a direct consequence of the
termination, of any Exclusive Contract (Seller Name), including reasonable
legal and other professional fees and expenses (other than Own Party
Professional Fees), early termination payments and liquidated damages payable
under the relevant contract; or


 


(c)                                in or
relating to obtaining any consent to operate a Shared Contract (Seller Name) in
the manner envisaged by paragraph 3.3.3 or
3.3.4.


 


“Own Party Professional Fees” means the fees and expenses of any legal or other professional
adviser appointed by either one or more Purchaser Group Undertakings or one or
more Seller Group Undertakings for its or their own purposes, as against a
legal or other professional adviser appointed jointly by the Seller and the
Purchaser.


 


8.1.2                        Agreed Sharing
Basis Costs incurred on or prior to 30 June 2006 shall be borne:


 


(a)                                as to
the first £10,000,000, by the Purchaser (or, at its nomination, by a Purchaser
Group Undertaking); and


 


(b)                               as to
the balance, in equal shares by the Purchaser (or, at its nomination, by a
Purchaser Group Undertaking) and the Seller (or, at its nomination, by a Seller
Group Undertaking),


 


and the Seller or the Purchaser, as
applicable, shall ensure that appropriate payments are made to effect this
sharing arrangement.  For the purposes of
this paragraph 8.1.2, Agreed Sharing Basis
Costs which are incurred in relation to obtaining any Third Party TS Consent or
any consent to operate a Shared Contract (Seller Name) and which relate to a
period after 30 June 2006 shall be deemed to be incurred after 30 June 2006.  The parties acknowledge that certain
suppliers may impose a single charge which is not related to the time period
for the relevant consent, and all Agreed Sharing Basis Costs incurred in
connection with such a consent on or prior to 30 June 2006 shall fall
within this paragraph 8.1.2.  The parties shall use reasonable endeavours
to reduce costs by limiting the period of consent to 30 June 2006 (or such
shorter period as may be agreed); and where any consent is subject to a time
limit, the cost shall (for purposes of this paragraph
8.1.2 and paragraph 8.1.3)
be apportioned across the period covered by such consent.


 


8.1.3                      The Purchaser
(or, at its nomination, another Purchaser Group Undertaking) shall bear any
Agreed Sharing Basis Costs other than Agreed Sharing Basis Costs which are to
be borne in accordance with paragraph 8.1.2.


 


8.1.4                      The Purchaser
shall bear any Losses and Expenses (excluding internal management time, internal
overheads and Own Party Professional Fees) incurred by any Purchaser Group
Undertaking or any Seller Group Undertaking in or relating to obtaining any
Third Party Novation Consent, including reasonable legal and other professional
fees and expenses (other than Own Party Professional Fees) and any payments
made to any counterparty to the relevant contract.


 


8.2                                 Sellers’
Costs


 


The Seller shall, or procure that another
Seller Group Undertaking shall, bear or reimburse upon request any Losses and
Expenses incurred by any Seller Group Undertaking or any Purchaser Group
Undertaking in or relating to the termination, or arising as a direct
consequence of the termination, of any Shared Contract (Seller Name), including
reasonable 


 


132





















 


legal and other professional fees and
expenses (other than Own Party Professional Fees), early termination payments
and liquidated damages payable under the relevant contract.


 


9.                                      Excluded (Non-Access) Contracts


 


9.1                                 Relationship
with Services


 


Neither anything in this Schedule nor
the exclusion of any Excluded (Non Access) Contract from the definition of
Shared Contract (Seller Name) and so from the preceding provisions of this Schedule shall
affect or prejudice any Service to be provided in relation to any Excluded (Non
Access) Contracts pursuant to the Transitional Services Agreement.


 


9.2                                 Losses
and Expenses


 


For the avoidance of doubt, the Seller shall
bear all Losses and Expenses relating to any Excluded (Non Access) Contract and
shall pay to the Purchaser and any other Purchaser Group Undertaking an amount
equal to any Losses and Expenses suffered or incurred in connection with any
Excluded (Non Access) Contract.


 


10.                               Effective date


 


Paragraphs 2.2, 2.3.1, 2.3.2,
2.3.4, 4.1,
4.2, 7.1.1,
7.1.2, 7.1.3
and 7.1.4 (and any other paragraphs
necessary for the construction thereof) shall apply from the date of this
Agreement, provided that, in the case of paragraph 7.1.3,
pending satisfaction of the condition in clause 4.1.1 of
this Agreement, such paragraph shall only apply to the maximum extent permitted
by law.  The remainder of this Schedule shall
apply from Completion.


 


133





















 


Schedule 10

List of documents in the agreed form


 




	
  1.

  	
  Tax Deed

  
	
   

  	
   

  
	
  2.

  	
  Announcement

  
	
   

  	
   

  
	
  3.

  	
  Directors’ and secretaries’ resignations

  
	
   

  	
   

  
	
  4.

  	
  Auditors’ resignation

  
	
   

  	
   

  
	
  5.

  	
  Deed of access and undertaking

  
	
   

  	
   

  
	
  6.

  	
  NAGE Business Transfer Agreement

  
	
   

  	
   

  
	
  7.

  	
  Restructuring Paper

  
	
   

  	
   

  
	
  8.

  	
  IP Cross-Licence Agreement

  
	
   

  	
   

  
	
  9.

  	
  Monthly management report

  
	
   

  	
   

  
	
  10.

  	
  Power of Attorney in relation to the Shares

  
	
   

  	
   

  
	
  11.

  	
  Anti-churn side letter

  
	
   

  	
   

  
	
  12.

  	
  NBIS Share Sale Agreement

  
	
   

  	
   

  
	
  13.

  	
  NIB Investigations Deed

  
	
   

  	
   

  
	
  14.

  	
  Deed of assignment of IP

  
	
   

  	
   

  
	
  15.

  	
  Employee Letters

  
	
   

  	
   

  
	
  16.

  	
  Pro forma completion statement

  
	
   

  	
   

  
	
  17.

  	
  Contract schedule appendices

  






 


134





















 


Schedule 11

Seller Knowledge


 


	
  Name

  	
   

  	
  Function with the Group

  
	
   

  	
   

  	
   

  
	
  Don Price

  	
   

  	
  Chief Executive Officer

  
	
   

  	
   

  	
   

  
	
  John Trethowan

  	
   

  	
  Chief Operating Officer, NIB

  
	
   

  	
   

  	
   

  
	
  Katherine James

  	
   

  	
  Head of Personal Financial Services

  
	
   

  	
   

  	
   

  
	
  Colin Dundas

  	
   

  	
  Head of Business Financial Services

  
	
   

  	
   

  	
   

  
	
  Alistair Cole

  	
   

  	
  Head of Risk Management

  
	
   

  	
   

  	
   

  
	
  David Keys

  	
   

  	
  Head of People & Culture

  
	
   

  	
   

  	
   

  
	
  Alan Brady

  	
   

  	
  Head of Decision Support, Finance

  
	
   

  	
   

  	
   

  
	
  Lesley Bourke

  	
   

  	
  General Counsel and Company Secretary

  



 


 


	
  Name

  	
   

  	
  Area of business within
  the Seller Group

  
	
   

  	
   

  	
   

  
	
  Maggie Pearson

  	
   

  	
  Wealth management

  
	
   

  	
   

  	
   

  
	
  Colin Campbell

  	
   

  	
  Specialist business

  
	
   

  	
   

  	
   

  
	
  Glenn King

  	
   

  	
  Customer strategy & delivery

  
	
   

  	
   

  	
   

  
	
  Mike Stone

  	
   

  	
  CIB

  
	
   

  	
   

  	
   

  
	
  Colin King, Tom Burns

  	
   

  	
  Corporate Services

  
	
   

  	
   

  	
   

  
	
  Errol Talbot

  	
   

  	
  Risk management

  
	
   

  	
   

  	
   

  
	
  Elizabeth Hunter

  	
   

  	
  People and culture

  
	
   

  	
   

  	
   

  
	
  Iain Smith

  	
   

  	
  Finance

  
	
   

  	
   

  	
   

  
	
  John Crane

  	
   

  	
  Technology

  
	
   

  	
   

  	
   

  
	
  David Richards

  	
   

  	
  Taxation

  
	
   

  	
   

  	
   

  
	
  Ray Pridmore

  	
   

  	
  Credit

  



 


135





















 


Schedule 12

Intra-group Funding


 


Part
1

Subordinated Loans


 


	
   

  	
   

  	
  Lender

  	
   

  	
  Borrower

  	
   

  	
  Date of

  document

  	
   

  	
  Principal

  Amount

  	
   

  	
  Interest Rate

  	
   

  	
  Term

  	
   

  	
  Rollover

  	
   

  
	
  1.

  	
   

  	
  National Equities Limited (“NEL”)(1)

  	
   

  	
  NIB

  	
   

  	
  Jan 1997(2)

  	
   

  	
  €

  	
  19,046,071.18

  	
   

  	
  6 month EURIBOR+

  0.34%

  	
   

  	
  5 years+ 1 day

  	
   

  	
  30 Jun/Dec

  	
   

  
	
  2.

  	
   

  	
  NEL(1)

  	
   

  	
  NIB

  	
   

  	
  4/12/97(2)

  	
   

  	
  €

  	
  15,236,856.94

  	
   

  	
  6 month EURIBOR+

  0.42%

  	
   

  	
  5 years+ 1 day

  	
   

  	
  30 Jun/Dec

  	
   

  
	
  3.

  	
   

  	
  NEL(1)

  	
   

  	
  NIB

  	
   

  	
  18/6/98(2)

  	
   

  	
  €

  	
  5,840,795.16

  	
   

  	
  6 month EURIBOR+

  0.45%

  	
   

  	
  5 years+ 1 day

  	
   

  	
  30 Jun/Dec

  	
   

  
	
  4.

  	
   

  	
  NEL(1)

  	
   

  	
  NIB

  	
   

  	
  30/6/99

  	
   

  	
  €

  	
  6,400,000

  	
   

  	
  6 month EURIBOR+

  0.54%

  	
   

  	
  5 years+ 1 day

  	
   

  	
  30 Jun/Dec

  	
   

  
	
  5.

  	
   

  	
  NEL

  	
   

  	
  NIB

  	
   

  	
  28/9/01

  	
   

  	
  €

  	
  8,500,000

  	
   

  	
  6 month EURIBOR+

  0.70%

  	
   

  	
  5 years+ 1 day

  	
   

  	
  30 Jun/Dec

  	
   

  
	
  6.

  	
   

  	
  NAGE

  	
   

  	
  NIB

  	
   

  	
  25/3/04

  	
   

  	
  €

  	
  20,000,000

  	
   

  	
  6 month EURIBOR+

  0.43%

  	
   

  	
  5 years+ 1 day

  	
   

  	
  16 Mar/Jun/ Sep/Dec

  	
   

  
	
  7.

  	
   

  	
  NAGE

  	
   

  	
  NB

  	
   

  	
  28/1/92 (drawdown 31/1/92)

  	
   

  	
  £

  	
  32,000,000

  	
  (3)

  	
  3 month LIBOR+

  0.25%

  	
   

  	
  5 years+ 1 day

  	
   

  	
  2 May/Nov

  	
   

  
	
  8.

  	
   

  	
  NAGE

  	
   

  	
  NB

  	
   

  	
  10/11/94 (drawdown 2/11/94)

  	
   

  	
  £

  	
  7,500,000

  	
   

  	
  6 month LIBOR+

  0.58%

  	
   

  	
  5 years+ 1 day

  	
   

  	
  18 May/Nov

  	
   

  
	
  9.

  	
   

  	
  NAGE

  	
   

  	
  NB

  	
   

  	
  18/5/95 (drawdown 18/5/95)

  	
   

  	
  £

  	
  12,500,000

  	
   

  	
  6 month LIBOR+

  0.50%

  	
   

  	
  5 years+ 1 day

  	
   

  	
  15 May/Nov

  	
   

  
	
  10.

  	
   

  	
  NAGE

  	
   

  	
  NB

  	
   

  	
  13/5/96 (drawdown 13/5/96)

  	
   

  	
  £

  	
  4,200,000

  	
   

  	
  6 month LIBOR+

  0.39%

  	
   

  	
  5 years+ 1 day

  	
   

  	
  15 May/Nov

  	
   

  
	
  11.

  	
   

  	
  NAGE

  	
   

  	
  NB

  	
   

  	
  14/5/97 (drawdown 15/5/97)

  	
   

  	
  £

  	
  3,500,000

  	
   

  	
  6 month LIBOR+

  0.48%

  	
   

  	
  5 years+ 1 day

  	
   

  	
  15 May/Nov

  	
   

  



 


136





















 


	
   

  	
   

  	
  Lender

  	
   

  	
  Borrower

  	
   

  	
  Date of

  document

  	
   

  	
  Principal

  Amount

  	
   

  	
  Interest Rate

  	
   

  	
  Term

  	
   

  	
  Rollover

  	
   

  
	
  12.

  	
   

  	
  NAGE

  	
   

  	
  NB

  	
   

  	
  17/11/97 (drawdown 17/11/97)

  	
   

  	
  £

  	
  5,000,000

  	
   

  	
  6 month LIBOR+ 0.54%

  	
   

  	
  5 years+ 1 day

  	
   

  	
  18 May/Nov

  	
   

  
	
  13.

  	
   

  	
  NAGE

  	
   

  	
  NB

  	
   

  	
  15/5/98 (drawdown 15/5/98)

  	
   

  	
  £

  	
  9,500,000

  	
   

  	
  6 month LIBOR+ 0.54%

  	
   

  	
  5 years+ 1 day

  	
   

  	
  15 May/Nov

  	
   

  
	
  14.

  	
   

  	
  NAGE

  	
   

  	
  NB

  	
   

  	
  17/5/99 (drawdown 17/5/99)

  	
   

  	
  £

  	
  4,000,000

  	
   

  	
  6 month LIBOR+ 0.55%

  	
   

  	
  5 years+ 1 day

  	
   

  	
  18 May/Nov

  	
   

  
	
  15.

  	
   

  	
  NAGE

  	
   

  	
  NB

  	
   

  	
  17/11/99 (drawdown 19/11/99)

  	
   

  	
  £

  	
  14,500,000

  	
   

  	
  6 month LIBOR+ 0.64%

  	
   

  	
  5 years+ 1 day

  	
   

  	
  18 May/Nov

  	
   

  



 










Notes:


 


(1)                                  Original
loan was between NEL and Yorkshire International Finance BV (“YIF”) and was on-lent by YIF to NIB; pursuant to a 2002
NEL/YIF/NIB Financing Rearrangement Agreement, (a) the obligations of YIF to
NEL were assumed by NIB and (b) YIF released NIB from its obligations
under the on-loan.


 


(2)                                  As
amended on 29 December 2000 to account for euro-denomination.


 


(3)                                  Originally
£45,000,000 was advanced; £13,000,000 was repaid in November 1994.


 


137





















 


Part
2

Term Loans


 


	
   

  	
   

  	
  Lender

  	
   

  	
  Borrower

  	
   

  	
  Date of

  document

  	
   

  	
  Drawdown

  Date

  	
   

  	
  Principal

  Amount

  	
   

  	
  Interest

  Rate

  	
   

  	
  Maturity

  	
   

  
	
  16.

  	
   

  	
  Seller Guarantor

  	
   

  	
  NIB

  	
   

  	
  5/12/00

  	
   

  	
  5/12/00

  	
   

  	
  €

  	
  72,427,148.03

  	
  (1)

  	
  1 month EURIBOR

  + 0.075%

  	
   

  	
  17/12/10

  	
   

  
	
  17.

  	
   

  	
  Seller Guarantor

  	
   

  	
  NIB

  	
   

  	
  Not available

  	
   

  	
  15/5/03

  	
   

  	
  €

  	
  66,000,000

  	
   

  	
  3 month EURIBOR

  +0.065%

  	
   

  	
  15/5/08

  	
   

  
	
  18.

  	
   

  	
  Seller Guarantor

  	
   

  	
  NIB

  	
   

  	
  25/6/04

  	
   

  	
  2/7/04

  	
   

  	
  €

  	
  100,000,000

  	
  (2)

  	
  1 month EURIBOR 

  	
   

  	
  4/7/05

  	
   

  
	
  19.

  	
   

  	
  Seller Guarantor

  	
   

  	
  NIB

  	
   

  	
  25/6/04

  	
   

  	
  9/7/04

  	
   

  	
  €

  	
  100,000,000

  	
  (2)

  	
  1 month EURIBOR 

  	
   

  	
  5/8/05

  	
   

  



 










Notes:


 


(1)                                  Amortising.
Balance to be €69,621,783.47 following scheduled repayment on 17 December 2004.


 


(2)                                  Two
tranches drawn of a US$357,000,000 facility; the balance remains available for
drawing.


 


138





















 


PART 3(A)

Derivatives


 


	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  31,834.75

  	
   

  	
  (143.11

  	
  )

  	
  —

  	
   

  	
  153.54

  	
   

  	
   

  	
   

  	
  153.54

  	
   

  	
  (296.65

  	
  )

  



 


	
  Trade No

  	
   

  	
  Counterparty

  	
   

  	
  Status

  	
   

  	
  B/S

  	
   

  	
  Product

  	
   

  	
  Package

  	
   

  	
  C/P

  	
   

  	
  Trade
  Date

  	
   

  	
  Expiry
  Date

  	
   

  	
  Settlement
  Date

  	
   

  
	
  1100008-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  30-Nov-2004

  	
   

  	
  25-Feb-2005

  	
   

  	
  01-Mar-2005

  	
   

  
	
  1100008-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  30-Nov-2004

  	
   

  	
  25-Feb-2005

  	
   

  	
  01-Mar-2005

  	
   

  
	
  1100008-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  30-Nov-2004

  	
   

  	
  26-Jan-2005

  	
   

  	
  28-Jan-2005

  	
   

  
	
  1100008-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  30-Nov-2004

  	
   

  	
  26-Jan-2005

  	
   

  	
  28-Jan-2005

  	
   

  
	
  1100008-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  30-Nov-2004

  	
   

  	
  30-Dec-2004

  	
   

  	
  04-Jan-2005

  	
   

  
	
  1100008-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  30-Nov-2004

  	
   

  	
  30-Dec-2004

  	
   

  	
  04-Jan-2005

  	
   

  
	
  1099719-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  23-Nov-2004

  	
   

  	
  07-Jun-2005

  	
   

  	
  09-Jun-2005

  	
   

  
	
  1099719-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  23-Nov-2004

  	
   

  	
  07-Jun-2005

  	
   

  	
  09-Jun-2005

  	
   

  
	
  1099719-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  23-Nov-2004

  	
   

  	
  06-May-2005

  	
   

  	
  10-May-2005

  	
   

  
	
  1099719-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  23-Nov-2004

  	
   

  	
  06-May-2005

  	
   

  	
  10-May-2005

  	
   

  
	
  1099719-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  23-Nov-2004

  	
   

  	
  07-Apr-2005

  	
   

  	
  11-Apr-2005

  	
   

  
	
  1099719-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  23-Nov-2004

  	
   

  	
  07-Apr-2005

  	
   

  	
  11-Apr-2005

  	
   

  
	
  1099482-9-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  17-Nov-2004

  	
   

  	
  17-Aug-2005

  	
   

  	
  19-Aug-2005

  	
   

  
	
  1099482-9-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  17-Nov-2004

  	
   

  	
  17-Aug-2005

  	
   

  	
  19-Aug-2005

  	
   

  
	
  1099482-8-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  17-Nov-2004

  	
   

  	
  18-Jul-2005

  	
   

  	
  20-Jul-2005

  	
   

  
	
  1099482-8-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  17-Nov-2004

  	
   

  	
  18-Jul-2005

  	
   

  	
  20-Jul-2005

  	
   

  
	
  1099482-7-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  17-Nov-2004

  	
   

  	
  16-Jun-2005

  	
   

  	
  20-Jun-2005

  	
   

  
	
  1099482-7-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  17-Nov-2004

  	
   

  	
  16-Jun-2005

  	
   

  	
  20-Jun-2005

  	
   

  
	
  1099482-6-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  17-Nov-2004

  	
   

  	
  18-May-2005

  	
   

  	
  20-May-2005

  	
   

  
	
  1099482-6-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  17-Nov-2004

  	
   

  	
  18-May-2005

  	
   

  	
  20-May-2005

  	
   

  
	
  1099482-5-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  17-Nov-2004

  	
   

  	
  18-Apr-2005

  	
   

  	
  20-Apr-2005

  	
   

  
	
  1099482-5-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  17-Nov-2004

  	
   

  	
  18-Apr-2005

  	
   

  	
  20-Apr-2005

  	
   

  
	
  1099482-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  17-Nov-2004

  	
   

  	
  16-Mar-2005

  	
   

  	
  18-Mar-2005

  	
   

  
	
  1099482-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  17-Nov-2004

  	
   

  	
  16-Mar-2005

  	
   

  	
  18-Mar-2005

  	
   

  
	
  1099482-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  17-Nov-2004

  	
   

  	
  16-Feb-2005

  	
   

  	
  18-Feb-2005

  	
   

  
	
  1099482-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  17-Nov-2004

  	
   

  	
  16-Feb-2005

  	
   

  	
  18-Feb-2005

  	
   

  
	
  1099482-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  17-Nov-2004

  	
   

  	
  18-Jan-2005

  	
   

  	
  20-Jan-2005

  	
   

  
	
  1099482-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  17-Nov-2004

  	
   

  	
  18-Jan-2005

  	
   

  	
  20-Jan-2005

  	
   

  
	
  1099482-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  17-Nov-2004

  	
   

  	
  16-Dec-2004

  	
   

  	
  20-Dec-2004

  	
   

  
	
  1099482-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial))

  	
   

  	
  C

  	
   

  	
  17-Nov-2004

  	
   

  	
  16-Dec-2004

  	
   

  	
  20-Dec-2004

  	
   

  
	
  1099480-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  GBP-USD/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  17-Nov-2004

  	
   

  	
  16-Jun-2005

  	
   

  	
  20-Jun-2005

  	
   

  
	
  1099480-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  GBP-USD/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  17-Nov-2004

  	
   

  	
  16-Jun-2005

  	
   

  	
  20-Jun-2005

  	
   

  
	
  1099480-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  GBP-USD/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  17-Nov-2004

  	
   

  	
  18-May-2005

  	
   

  	
  20-May-2005

  	
   

  
	
  1099480-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  GBP-USD/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  17-Nov-2004

  	
   

  	
  18-May-2005

  	
   

  	
  20-May-2005

  	
   

  
	
  1099480-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  GBP-USD/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  17-Nov-2004

  	
   

  	
  18-Apr-2005

  	
   

  	
  20-Apr-2005

  	
   

  
	
  1099480-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  GBP-USD/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  17-Nov-2004

  	
   

  	
  18-Apr-2005

  	
   

  	
  20-Apr-2005

  	
   

  
	
  1099480-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  GBP-USD/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  17-Nov-2004

  	
   

  	
  16-Mar-2005

  	
   

  	
  18-Mar-2005

  	
   

  
	
  1099480-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  GBP-USD/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  17-Nov-2004

  	
   

  	
  16-Mar-2005

  	
   

  	
  18-Mar-2005

  	
   

  
	
  1099441-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  16-Nov-2004

  	
   

  	
  15-Jun-2005

  	
   

  	
  17-Jun-2005

  	
   

  
	
  1099441-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  16-Nov-2004

  	
   

  	
  15-Jun-2005

  	
   

  	
  17-Jun-2005

  	
   

  
	
  1099441-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  16-Nov-2004

  	
   

  	
  16-May-2005

  	
   

  	
  18-May-2005

  	
   

  
	
  1099441-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  16-Nov-2004

  	
   

  	
  16-May-2005

  	
   

  	
  18-May-2005

  	
   

  
	
  1099441-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  16-Nov-2004

  	
   

  	
  13-Apr-2005

  	
   

  	
  15-Apr-2005

  	
   

  
	
  1099441-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  16-Nov-2004

  	
   

  	
  13-Apr-2005

  	
   

  	
  15-Apr-2005

  	
   

  
	
  1099262-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  11-Nov-2004

  	
   

  	
  13-Sep-2005

  	
   

  	
  15-Sep-2005

  	
   

  
	
  1099262-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  11-Nov-2004

  	
   

  	
  13-Sep-2005

  	
   

  	
  15-Sep-2005

  	
   

  
	
  1099262-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  11-Nov-2004

  	
   

  	
  12-Aug-2005

  	
   

  	
  16-Aug-2005

  	
   

  
	
  1099262-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  11-Nov-2004

  	
   

  	
  12-Aug-2005

  	
   

  	
  16-Aug-2005

  	
   

  
	
  1099262-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  11-Nov-2004

  	
   

  	
  13-Jul-2005

  	
   

  	
  15-Jul-2005

  	
   

  
	
  1099262-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  11-Nov-2004

  	
   

  	
  13-Jul-2005

  	
   

  	
  15-Jul-2005

  	
   

  
	
  1099211-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  10-Nov-2004

  	
   

  	
  27-May-2005

  	
   

  	
  31-May-2005

  	
   

  
	
  1099211-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  10-Nov-2004

  	
   

  	
  27-May-2005

  	
   

  	
  31-May-2005

  	
   

  
	
  1099211-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  10-Nov-2004

  	
   

  	
  24-Feb-2005

  	
   

  	
  28-Feb-2005

  	
   

  
	
  1099211-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  10-Nov-2004

  	
   

  	
  24-Feb-2005

  	
   

  	
  28-Feb-2005

  	
   

  
	
  1099211-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  10-Nov-2004

  	
   

  	
  27-Jan-2005

  	
   

  	
  31-Jan-2005

  	
   

  
	
  1099211-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  10-Nov-2004

  	
   

  	
  27-Jan-2005

  	
   

  	
  31-Jan-2005

  	
   

  
	
  1099013-12-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-USD/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  04-Nov-2004

  	
   

  	
  27-Oct-2005

  	
   

  	
  31-Oct-2005

  	
   

  
	
  1099013-12-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-USD/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  04-Nov-2004

  	
   

  	
  27-Oct-2005

  	
   

  	
  31-Oct-2005

  	
   

  
	
  1099013-11-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-USD/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  04-Nov-2004

  	
   

  	
  27-Sep-2005

  	
   

  	
  29-Sep-2005

  	
   

  
	
  1099013-11-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-USD/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  04-Nov-2004

  	
   

  	
  27-Sep-2005

  	
   

  	
  29-Sep-2005

  	
   

  
	
  1099013-10-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-USD/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  04-Nov-2004

  	
   

  	
  26-Aug-2005

  	
   

  	
  31-Aug-2005

  	
   

  
	
  1099013-10-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-USD/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  04-Nov-2004

  	
   

  	
  26-Aug-2005

  	
   

  	
  31-Aug-2005

  	
   

  
	
  1099013-9-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-USD/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  04-Nov-2004

  	
   

  	
  27-Jul-2005

  	
   

  	
  29-Jul-2005

  	
   

  
	
  1099013-9-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-USD/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  04-Nov-2004

  	
   

  	
  27-Jul-2005

  	
   

  	
  29-Jul-2005

  	
   

  
	
  1099013-8-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-USD/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  04-Nov-2004

  	
   

  	
  27-Jun-2005

  	
   

  	
  29-Jun-2005

  	
   

  
	
  1099013-8-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-USD/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  04-Nov-2004

  	
   

  	
  27-Jun-2005

  	
   

  	
  29-Jun-2005

  	
   

  
	
  1099013-7-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-USD/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  04-Nov-2004

  	
   

  	
  26-May-2005

  	
   

  	
  31-May-2005

  	
   

  



 


	
  Trade No

  	
   

  	
  Counterparty

  	
   

  	
  Strike/Rate

  	
   

  	
  Dealt
  Value

  	
   

  	
  Premium
  Value

  	
   

  	
  Value

  	
   

  	
  Nominal

  GBP_000s

  	
   

  	
  MTM

  GBP_000s

  	
   

  	
  FCE

  NAB_0

  00s

  	
   

  	
  CR_EQUIV

  NAB_000s

  	
   

  	
  TENOR

  TYPE

  	
   

  	
  Positive

  replacement

  cost

  	
   

  	
  Negative

  replacement

  cost

  	
   

  
	
  1100008-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.450000

  	
   

  	
  150,000.00

  	
   

  	
  103,448.28

  	
   

  	
  845.93

  	
   

  	
  103

  	
   

  	
  1

  	
   

  	
  —

  	
   

  	
  1

  	
   

  	
  G_6m_less

  	
   

  	
  1

  	
   

  	
  —

  	
   

  
	
  1100008-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.450000

  	
   

  	
  150,000.00

  	
   

  	
  103,448.28

  	
   

  	
  (802.96

  	
  )

  	
  103

  	
   

  	
  (1

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (1

  	
  )

  
	
  1100008-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.450000

  	
   

  	
  150,000.00

  	
   

  	
  103,448.28

  	
   

  	
  665.55

  	
   

  	
  103

  	
   

  	
  1

  	
   

  	
  —

  	
   

  	
  1

  	
   

  	
  G_6m_less

  	
   

  	
  1

  	
   

  	
  —

  	
   

  
	
  1100008-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.450000

  	
   

  	
  150,000.00

  	
   

  	
  103,448.28

  	
   

  	
  (294.43

  	
  )

  	
  103

  	
   

  	
  (0

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (0

  	
  )

  
	
  1100008-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.450000

  	
   

  	
  150,000.00

  	
   

  	
  103,448.28

  	
   

  	
  405.58

  	
   

  	
  103

  	
   

  	
  0

  	
   

  	
  —

  	
   

  	
  0

  	
   

  	
  G_6m_less

  	
   

  	
  0

  	
   

  	
  —

  	
   

  
	
  1100008-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.450000

  	
   

  	
  150,000.00

  	
   

  	
  103,448.28

  	
   

  	
  (10.51

  	
  )

  	
  103

  	
   

  	
  (0

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (0

  	
  )

  
	
  1099719-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.440000

  	
   

  	
  150,000.00

  	
   

  	
  104,166.67

  	
   

  	
  1,530.61

  	
   

  	
  104

  	
   

  	
  2

  	
   

  	
  —

  	
   

  	
  2

  	
   

  	
  G_6m_1y

  	
   

  	
  2

  	
   

  	
  —

  	
   

  
	
  1099719-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.440000

  	
   

  	
  150,000.00

  	
   

  	
  104,166.67

  	
   

  	
  (1,410.37

  	
  )

  	
  104

  	
   

  	
  (1

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_1y

  	
   

  	
  —

  	
   

  	
  (1

  	
  )

  
	
  1099719-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.440000

  	
   

  	
  150,000.00

  	
   

  	
  104,166.67

  	
   

  	
  1,438.59

  	
   

  	
  104

  	
   

  	
  1

  	
   

  	
  —

  	
   

  	
  1

  	
   

  	
  G_6m_less

  	
   

  	
  1

  	
   

  	
  —

  	
   

  
	
  1099719-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.440000

  	
   

  	
  150,000.00

  	
   

  	
  104,166.67

  	
   

  	
  (1,062.03

  	
  )

  	
  104

  	
   

  	
  (1

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (1

  	
  )

  
	
  1099719-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.440000

  	
   

  	
  150,000.00

  	
   

  	
  104,166.67

  	
   

  	
  1,342.59

  	
   

  	
  104

  	
   

  	
  1

  	
   

  	
  —

  	
   

  	
  1

  	
   

  	
  G_6m_less

  	
   

  	
  1

  	
   

  	
  —

  	
   

  
	
  1099719-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.440000

  	
   

  	
  150,000.00

  	
   

  	
  104,166.67

  	
   

  	
  (728.91

  	
  )

  	
  104

  	
   

  	
  (1

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (1

  	
  )

  
	
  1099482-9-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.430000

  	
   

  	
  50,000.00

  	
   

  	
  34,965.03

  	
   

  	
  672.82

  	
   

  	
  35

  	
   

  	
  1

  	
   

  	
  —

  	
   

  	
  1

  	
   

  	
  G_6m_1y

  	
   

  	
  1

  	
   

  	
  —

  	
   

  
	
  1099482-9-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.430000

  	
   

  	
  50,000.00

  	
   

  	
  34,965.03

  	
   

  	
  (758.46

  	
  )

  	
  35

  	
   

  	
  (1

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_1y

  	
   

  	
  —

  	
   

  	
  (1

  	
  )

  
	
  1099482-8-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.430000

  	
   

  	
  50,000.00

  	
   

  	
  34,965.03

  	
   

  	
  653.79

  	
   

  	
  35

  	
   

  	
  1

  	
   

  	
  —

  	
   

  	
  1

  	
   

  	
  G_6m_1y

  	
   

  	
  1

  	
   

  	
  —

  	
   

  
	
  1099482-8-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.430000

  	
   

  	
  50,000.00

  	
   

  	
  34,965.03

  	
   

  	
  (662.62

  	
  )

  	
  35

  	
   

  	
  (1

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_1y

  	
   

  	
  —

  	
   

  	
  (1

  	
  )

  
	
  1099482-7-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.430000

  	
   

  	
  50,000.00

  	
   

  	
  34,965.03

  	
   

  	
  627.17

  	
   

  	
  35

  	
   

  	
  1

  	
   

  	
  —

  	
   

  	
  1

  	
   

  	
  G_6m_1y

  	
   

  	
  1

  	
   

  	
  —

  	
   

  
	
  1099482-7-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.430000

  	
   

  	
  50,000.00

  	
   

  	
  34,965.03

  	
   

  	
  (555.18

  	
  )

  	
  35

  	
   

  	
  (1

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_1y

  	
   

  	
  —

  	
   

  	
  (1

  	
  )

  
	
  1099482-6-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.430000

  	
   

  	
  50,000.00

  	
   

  	
  34,965.03

  	
   

  	
  607.32

  	
   

  	
  35

  	
   

  	
  1

  	
   

  	
  —

  	
   

  	
  1

  	
   

  	
  G_6m_less

  	
   

  	
  1

  	
   

  	
  —

  	
   

  
	
  1099482-6-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.430000

  	
   

  	
  50,000.00

  	
   

  	
  34,965.03

  	
   

  	
  (452.58

  	
  )

  	
  35

  	
   

  	
  (0

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (0

  	
  )

  
	
  1099482-5-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.430000

  	
   

  	
  50,000.00

  	
   

  	
  34,965.03

  	
   

  	
  581.48

  	
   

  	
  35

  	
   

  	
  1

  	
   

  	
  —

  	
   

  	
  1

  	
   

  	
  G_6m_less

  	
   

  	
  1

  	
   

  	
  —

  	
   

  
	
  1099482-5-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.430000

  	
   

  	
  50,000.00

  	
   

  	
  34,965.03

  	
   

  	
  (344.29

  	
  )

  	
  35

  	
   

  	
  (0

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (0

  	
  )

  
	
  1099482-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.430000

  	
   

  	
  50,000.00

  	
   

  	
  34,965.03

  	
   

  	
  544.51

  	
   

  	
  35

  	
   

  	
  1

  	
   

  	
  —

  	
   

  	
  1

  	
   

  	
  G_6m_less

  	
   

  	
  1

  	
   

  	
  —

  	
   

  
	
  1099482-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.430000

  	
   

  	
  50,000.00

  	
   

  	
  34,965.03

  	
   

  	
  (210.66

  	
  )

  	
  35

  	
   

  	
  (0

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (0

  	
  )

  
	
  1099482-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.430000

  	
   

  	
  50,000.00

  	
   

  	
  34,965.03

  	
   

  	
  507.67

  	
   

  	
  35

  	
   

  	
  1

  	
   

  	
  —

  	
   

  	
  1

  	
   

  	
  G_6m_less

  	
   

  	
  1

  	
   

  	
  —

  	
   

  
	
  1099482-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.430000

  	
   

  	
  50,000.00

  	
   

  	
  34,965.03

  	
   

  	
  (102.04

  	
  )

  	
  35

  	
   

  	
  (0

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (0

  	
  )

  
	
  1099482-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.430000

  	
   

  	
  50,000.00

  	
   

  	
  34,965.03

  	
   

  	
  459.24

  	
   

  	
  35

  	
   

  	
  0

  	
   

  	
  —

  	
   

  	
  0

  	
   

  	
  G_6m_less

  	
   

  	
  0

  	
   

  	
  —

  	
   

  
	
  1099482-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.430000

  	
   

  	
  50,000.00

  	
   

  	
  34,965.03

  	
   

  	
  (16.09

  	
  )

  	
  35

  	
   

  	
  (0

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (0

  	
  )

  
	
  1099482-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.430000

  	
   

  	
  50,000.00

  	
   

  	
  34,965.03

  	
   

  	
  392.68

  	
   

  	
  35

  	
   

  	
  0

  	
   

  	
  —

  	
   

  	
  0

  	
   

  	
  G_6m_less

  	
   

  	
  0

  	
   

  	
  —

  	
   

  
	
  1099482-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.430000

  	
   

  	
  50,000.00

  	
   

  	
  34,965.03

  	
   

  	
  (0.00

  	
  )

  	
  35

  	
   

  	
  (0

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (0

  	
  )

  
	
  1099480-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.870000

  	
   

  	
  26,737.97

  	
   

  	
  50,000.00

  	
   

  	
  2,169.80

  	
   

  	
  27

  	
   

  	
  1

  	
   

  	
  —

  	
   

  	
  1

  	
   

  	
  G_6m_1y

  	
   

  	
  1

  	
   

  	
  —

  	
   

  
	
  1099480-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.870000

  	
   

  	
  26,737.97

  	
   

  	
  50,000.00

  	
   

  	
  (541.72

  	
  )

  	
  27

  	
   

  	
  (0

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_1y

  	
   

  	
  —

  	
   

  	
  (0

  	
  )

  
	
  1099480-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.870000

  	
   

  	
  26,737.97

  	
   

  	
  50,000.00

  	
   

  	
  2,121.06

  	
   

  	
  27

  	
   

  	
  1

  	
   

  	
  —

  	
   

  	
  1

  	
   

  	
  G_6m_less

  	
   

  	
  1

  	
   

  	
  —

  	
   

  
	
  1099480-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.870000

  	
   

  	
  26,737.97

  	
   

  	
  50,000.00

  	
   

  	
  (411.91

  	
  )

  	
  27

  	
   

  	
  (0

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (0

  	
  )

  
	
  1099480-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.870000

  	
   

  	
  26,737.97

  	
   

  	
  50,000.00

  	
   

  	
  2,065.31

  	
   

  	
  27

  	
   

  	
  1

  	
   

  	
  —

  	
   

  	
  1

  	
   

  	
  G_6m_less

  	
   

  	
  1

  	
   

  	
  —

  	
   

  
	
  1099480-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.870000

  	
   

  	
  26,737.97

  	
   

  	
  50,000.00

  	
   

  	
  (278.10

  	
  )

  	
  27

  	
   

  	
  (0

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (0

  	
  )

  
	
  1099480-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.870000

  	
   

  	
  26,737.97

  	
   

  	
  50,000.00

  	
   

  	
  1,999.75

  	
   

  	
  27

  	
   

  	
  1

  	
   

  	
  —

  	
   

  	
  1

  	
   

  	
  G_6m_less

  	
   

  	
  1

  	
   

  	
  —

  	
   

  
	
  1099480-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.870000

  	
   

  	
  26,737.97

  	
   

  	
  50,000.00

  	
   

  	
  (135.02

  	
  )

  	
  27

  	
   

  	
  (0

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (0

  	
  )

  
	
  1099441-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.420000

  	
   

  	
  150,000.00

  	
   

  	
  105,633.80

  	
   

  	
  2,264.58

  	
   

  	
  106

  	
   

  	
  2

  	
   

  	
  —

  	
   

  	
  2

  	
   

  	
  G_6m_1y

  	
   

  	
  2

  	
   

  	
  —

  	
   

  
	
  1099441-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.420000

  	
   

  	
  150,000.00

  	
   

  	
  105,633.80

  	
   

  	
  (1,645.97

  	
  )

  	
  106

  	
   

  	
  (2

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_1y

  	
   

  	
  —

  	
   

  	
  (2

  	
  )

  
	
  1099441-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.420000

  	
   

  	
  150,000.00

  	
   

  	
  105,633.80

  	
   

  	
  2,211.40

  	
   

  	
  106

  	
   

  	
  2

  	
   

  	
  —

  	
   

  	
  2

  	
   

  	
  G_6m_less

  	
   

  	
  2

  	
   

  	
  —

  	
   

  
	
  1099441-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.420000

  	
   

  	
  150,000.00

  	
   

  	
  105,633.80

  	
   

  	
  (1,371.17

  	
  )

  	
  106

  	
   

  	
  (1

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (1

  	
  )

  
	
  1099441-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.420000

  	
   

  	
  150,000.00

  	
   

  	
  105,633.80

  	
   

  	
  2,145.67

  	
   

  	
  106

  	
   

  	
  2

  	
   

  	
  —

  	
   

  	
  2

  	
   

  	
  G_6m_less

  	
   

  	
  2

  	
   

  	
  —

  	
   

  
	
  1099441-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.420000

  	
   

  	
  150,000.00

  	
   

  	
  105,633.80

  	
   

  	
  (1,051.39

  	
  )

  	
  106

  	
   

  	
  (1

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (1

  	
  )

  
	
  1099262-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.430000

  	
   

  	
  230,000.00

  	
   

  	
  160,839.16

  	
   

  	
  3,163.91

  	
   

  	
  161

  	
   

  	
  3

  	
   

  	
  —

  	
   

  	
  3

  	
   

  	
  G_6m_1y

  	
   

  	
  3

  	
   

  	
  —

  	
   

  
	
  1099262-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.430000

  	
   

  	
  230,000.00

  	
   

  	
  160,839.16

  	
   

  	
  (3,063.52

  	
  )

  	
  161

  	
   

  	
  (3

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_1y

  	
   

  	
  —

  	
   

  	
  (3

  	
  )

  
	
  1099262-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.430000

  	
   

  	
  230,000.00

  	
   

  	
  160,839.16

  	
   

  	
  3,071.07

  	
   

  	
  161

  	
   

  	
  3

  	
   

  	
  —

  	
   

  	
  3

  	
   

  	
  G_6m_1y

  	
   

  	
  3

  	
   

  	
  —

  	
   

  
	
  1099262-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.430000

  	
   

  	
  230,000.00

  	
   

  	
  160,839.16

  	
   

  	
  (2,600.75

  	
  )

  	
  161

  	
   

  	
  (3

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_1y

  	
   

  	
  —

  	
   

  	
  (3

  	
  )

  
	
  1099262-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.430000

  	
   

  	
  230,000.00

  	
   

  	
  160,839.16

  	
   

  	
  2,991.35

  	
   

  	
  161

  	
   

  	
  3

  	
   

  	
  —

  	
   

  	
  3

  	
   

  	
  G_6m_1y

  	
   

  	
  3

  	
   

  	
  —

  	
   

  
	
  1099262-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.430000

  	
   

  	
  230,000.00

  	
   

  	
  160,839.16

  	
   

  	
  (2,130.18

  	
  )

  	
  161

  	
   

  	
  (2

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_1y

  	
   

  	
  —

  	
   

  	
  (2

  	
  )

  
	
  1099211-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.447500

  	
   

  	
  100,000.00

  	
   

  	
  69,084.63

  	
   

  	
  849.54

  	
   

  	
  69

  	
   

  	
  1

  	
   

  	
  —

  	
   

  	
  1

  	
   

  	
  G_6m_less

  	
   

  	
  1

  	
   

  	
  —

  	
   

  
	
  1099211-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.447500

  	
   

  	
  100,000.00

  	
   

  	
  69,084.63

  	
   

  	
  (1,321.46

  	
  )

  	
  69

  	
   

  	
  (1

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (1

  	
  )

  
	
  1099211-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.447500

  	
   

  	
  100,000.00

  	
   

  	
  69,084.63

  	
   

  	
  608.93

  	
   

  	
  69

  	
   

  	
  1

  	
   

  	
  —

  	
   

  	
  1

  	
   

  	
  G_6m_less

  	
   

  	
  1

  	
   

  	
  —

  	
   

  
	
  1099211-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.447500

  	
   

  	
  100,000.00

  	
   

  	
  69,084.63

  	
   

  	
  (468.79

  	
  )

  	
  69

  	
   

  	
  (0

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (0

  	
  )

  
	
  1099211-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.447500

  	
   

  	
  100,000.00

  	
   

  	
  69,084.63

  	
   

  	
  494.06

  	
   

  	
  69

  	
   

  	
  0

  	
   

  	
  —

  	
   

  	
  0

  	
   

  	
  G_6m_less

  	
   

  	
  0

  	
   

  	
  —

  	
   

  
	
  1099211-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.447500

  	
   

  	
  100,000.00

  	
   

  	
  69,084.63

  	
   

  	
  (176.39

  	
  )

  	
  69

  	
   

  	
  (0

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (0

  	
  )

  
	
  1099013-12-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.250000

  	
   

  	
  320,000.00

  	
   

  	
  400,000.00

  	
   

  	
  4,983.11

  	
   

  	
  400

  	
   

  	
  3

  	
   

  	
  —

  	
   

  	
  3

  	
   

  	
  G_6m_1y

  	
   

  	
  3

  	
   

  	
  —

  	
   

  
	
  1099013-12-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.250000

  	
   

  	
  320,000.00

  	
   

  	
  400,000.00

  	
   

  	
  (31,845.46

  	
  )

  	
  400

  	
   

  	
  (16

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_1y

  	
   

  	
  —

  	
   

  	
  (16

  	
  )

  
	
  1099013-11-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.250000

  	
   

  	
  320,000.00

  	
   

  	
  400,000.00

  	
   

  	
  4,492.66

  	
   

  	
  400

  	
   

  	
  2

  	
   

  	
  —

  	
   

  	
  2

  	
   

  	
  G_6m_1y

  	
   

  	
  2

  	
   

  	
  —

  	
   

  
	
  1099013-11-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.250000

  	
   

  	
  320,000.00

  	
   

  	
  400,000.00

  	
   

  	
  (30,920.61

  	
  )

  	
  400

  	
   

  	
  (16

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_1y

  	
   

  	
  —

  	
   

  	
  (16

  	
  )

  
	
  1099013-10-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.250000

  	
   

  	
  320,000.00

  	
   

  	
  400,000.00

  	
   

  	
  3,933.94

  	
   

  	
  400

  	
   

  	
  2

  	
   

  	
  —

  	
   

  	
  2

  	
   

  	
  G_6m_1y

  	
   

  	
  2

  	
   

  	
  —

  	
   

  
	
  1099013-10-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.250000

  	
   

  	
  320,000.00

  	
   

  	
  400,000.00

  	
   

  	
  (29,824.38

  	
  )

  	
  400

  	
   

  	
  (15

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_1y

  	
   

  	
  —

  	
   

  	
  (15

  	
  )

  
	
  1099013-9-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.250000

  	
   

  	
  320,000.00

  	
   

  	
  400,000.00

  	
   

  	
  3,398.21

  	
   

  	
  400

  	
   

  	
  2

  	
   

  	
  —

  	
   

  	
  2

  	
   

  	
  G_6m_1y

  	
   

  	
  2

  	
   

  	
  —

  	
   

  
	
  1099013-9-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.250000

  	
   

  	
  320,000.00

  	
   

  	
  400,000.00

  	
   

  	
  (28,755.02

  	
  )

  	
  400

  	
   

  	
  (15

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_1y

  	
   

  	
  —

  	
   

  	
  (15

  	
  )

  
	
  1099013-8-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.250000

  	
   

  	
  320,000.00

  	
   

  	
  400,000.00

  	
   

  	
  2,837.75

  	
   

  	
  400

  	
   

  	
  1

  	
   

  	
  —

  	
   

  	
  1

  	
   

  	
  G_6m_1y

  	
   

  	
  1

  	
   

  	
  —

  	
   

  
	
  1099013-8-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.250000

  	
   

  	
  320,000.00

  	
   

  	
  400,000.00

  	
   

  	
  (27,560.76

  	
  )

  	
  400

  	
   

  	
  (14

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_1y

  	
   

  	
  —

  	
   

  	
  (14

  	
  )

  
	
  1099013-7-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.250000

  	
   

  	
  320,000.00

  	
   

  	
  400,000.00

  	
   

  	
  2,222.07

  	
   

  	
  400

  	
   

  	
  1

  	
   

  	
  —

  	
   

  	
  1

  	
   

  	
  G_6m_less

  	
   

  	
  1

  	
   

  	
  —

  	
   

  



 


1





















 


	
  Trade No

  	
   

  	
  Counterparty

  	
   

  	
  Status

  	
   

  	
  B/S

  	
   

  	
  Product

  	
   

  	
  Package

  	
   

  	
  C/P

  	
   

  	
  Trade
  Date

  	
   

  	
  Expiry
  Date

  	
   

  	
  Settlement
  Date

  	
   

  
	
  1099013-7-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-USD/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  04-Nov-2004

  	
   

  	
  26-May-2005

  	
   

  	
  31-May-2005

  	
   

  
	
  1099013-6-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-USD/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  04-Nov-2004

  	
   

  	
  27-Apr-2005

  	
   

  	
  29-Apr-2005

  	
   

  
	
  1099013-6-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-USD/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  04-Nov-2004

  	
   

  	
  27-Apr-2005

  	
   

  	
  29-Apr-2005

  	
   

  
	
  1099013-5-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-USD/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  04-Nov-2004

  	
   

  	
  29-Mar-2005

  	
   

  	
  31-Mar-2005

  	
   

  
	
  1099013-5-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-USD/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  04-Nov-2004

  	
   

  	
  29-Mar-2005

  	
   

  	
  31-Mar-2005

  	
   

  
	
  1099013-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-USD/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  04-Nov-2004

  	
   

  	
  25-Feb-2005

  	
   

  	
  01-Mar-2005

  	
   

  
	
  1099013-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-USD/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  04-Nov-2004

  	
   

  	
  25-Feb-2005

  	
   

  	
  01-Mar-2005

  	
   

  
	
  1099013-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-USD/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  04-Nov-2004

  	
   

  	
  27-Jan-2005

  	
   

  	
  31-Jan-2005

  	
   

  
	
  1099013-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-USD/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  04-Nov-2004

  	
   

  	
  27-Jan-2005

  	
   

  	
  31-Jan-2005

  	
   

  
	
  1099013-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-USD/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  04-Nov-2004

  	
   

  	
  29-Dec-2004

  	
   

  	
  31-Dec-2004

  	
   

  
	
  1099013-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-USD/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  04-Nov-2004

  	
   

  	
  29-Dec-2004

  	
   

  	
  31-Dec-2004

  	
   

  
	
  1098832-7-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  29-Oct-2004

  	
   

  	
  15-Sep-2005

  	
   

  	
  19-Sep-2005

  	
   

  
	
  1098832-7-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  29-Oct-2004

  	
   

  	
  15-Sep-2005

  	
   

  	
  19-Sep-2005

  	
   

  
	
  1098832-6-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  29-Oct-2004

  	
   

  	
  17-Aug-2005

  	
   

  	
  19-Aug-2005

  	
   

  
	
  1098832-6-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  29-Oct-2004

  	
   

  	
  17-Aug-2005

  	
   

  	
  19-Aug-2005

  	
   

  
	
  1098832-5-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  29-Oct-2004

  	
   

  	
  15-Jun-2005

  	
   

  	
  17-Jun-2005

  	
   

  
	
  1098832-5-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  29-Oct-2004

  	
   

  	
  15-Jun-2005

  	
   

  	
  17-Jun-2005

  	
   

  
	
  1098832-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  29-Oct-2004

  	
   

  	
  13-May-2005

  	
   

  	
  17-May-2005

  	
   

  
	
  1098832-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  29-Oct-2004

  	
   

  	
  13-May-2005

  	
   

  	
  17-May-2005

  	
   

  
	
  1098832-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  29-Oct-2004

  	
   

  	
  13-Apr-2005

  	
   

  	
  15-Apr-2005

  	
   

  
	
  1098832-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  29-Oct-2004

  	
   

  	
  13-Apr-2005

  	
   

  	
  15-Apr-2005

  	
   

  
	
  1098832-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  29-Oct-2004

  	
   

  	
  16-Mar-2005

  	
   

  	
  18-Mar-2005

  	
   

  
	
  1098832-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  29-Oct-2004

  	
   

  	
  16-Mar-2005

  	
   

  	
  18-Mar-2005

  	
   

  
	
  1098832-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  29-Oct-2004

  	
   

  	
  10-Feb-2005

  	
   

  	
  14-Feb-2005

  	
   

  
	
  1098832-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  29-Oct-2004

  	
   

  	
  10-Feb-2005

  	
   

  	
  14-Feb-2005

  	
   

  
	
  1098371-6-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  19-Oct-2004

  	
   

  	
  10-Jun-2005

  	
   

  	
  14-Jun-2005

  	
   

  
	
  1098371-6-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  19-Oct-2004

  	
   

  	
  10-Jun-2005

  	
   

  	
  14-Jun-2005

  	
   

  
	
  1098371-5-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  19-Oct-2004

  	
   

  	
  10-May-2005

  	
   

  	
  12-May-2005

  	
   

  
	
  1098371-5-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  19-Oct-2004

  	
   

  	
  10-May-2005

  	
   

  	
  12-May-2005

  	
   

  
	
  1098371-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  19-Oct-2004

  	
   

  	
  13-Apr-2005

  	
   

  	
  15-Apr-2005

  	
   

  
	
  1098371-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  19-Oct-2004

  	
   

  	
  13-Apr-2005

  	
   

  	
  15-Apr-2005

  	
   

  
	
  1098371-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  19-Oct-2004

  	
   

  	
  10-Mar-2005

  	
   

  	
  14-Mar-2005

  	
   

  
	
  1098371-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  19-Oct-2004

  	
   

  	
  10-Mar-2005

  	
   

  	
  14-Mar-2005

  	
   

  
	
  1098371-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  19-Oct-2004

  	
   

  	
  10-Feb-2005

  	
   

  	
  14-Feb-2005

  	
   

  
	
  1098371-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  19-Oct-2004

  	
   

  	
  10-Feb-2005

  	
   

  	
  14-Feb-2005

  	
   

  
	
  1098371-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  19-Oct-2004

  	
   

  	
  19-Jan-2005

  	
   

  	
  21-Jan-2005

  	
   

  
	
  1098371-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  19-Oct-2004

  	
   

  	
  19-Jan-2005

  	
   

  	
  21-Jan-2005

  	
   

  
	
  1098317-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  18-Oct-2004

  	
   

  	
  24-Mar-2005

  	
   

  	
  30-Mar-2005

  	
   

  
	
  1098317-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  18-Oct-2004

  	
   

  	
  24-Mar-2005

  	
   

  	
  30-Mar-2005

  	
   

  
	
  1098317-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  18-Oct-2004

  	
   

  	
  24-Feb-2005

  	
   

  	
  28-Feb-2005

  	
   

  
	
  1098317-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  18-Oct-2004

  	
   

  	
  24-Feb-2005

  	
   

  	
  28-Feb-2005

  	
   

  
	
  1098060-7-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  11-Oct-2004

  	
   

  	
  27-May-2005

  	
   

  	
  31-May-2005

  	
   

  
	
  1098060-7-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  11-Oct-2004

  	
   

  	
  27-May-2005

  	
   

  	
  31-May-2005

  	
   

  
	
  1098060-6-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  11-Oct-2004

  	
   

  	
  27-Apr-2005

  	
   

  	
  29-Apr-2005

  	
   

  
	
  1098060-6-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  11-Oct-2004

  	
   

  	
  27-Apr-2005

  	
   

  	
  29-Apr-2005

  	
   

  
	
  1098060-5-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  11-Oct-2004

  	
   

  	
  24-Mar-2005

  	
   

  	
  30-Mar-2005

  	
   

  
	
  1098060-5-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  11-Oct-2004

  	
   

  	
  24-Mar-2005

  	
   

  	
  30-Mar-2005

  	
   

  
	
  1098060-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  11-Oct-2004

  	
   

  	
  27-Apr-2005

  	
   

  	
  29-Apr-2005

  	
   

  
	
  1098060-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  11-Oct-2004

  	
   

  	
  27-Apr-2005

  	
   

  	
  29-Apr-2005

  	
   

  
	
  1098060-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  11-Oct-2004

  	
   

  	
  24-Mar-2005

  	
   

  	
  30-Mar-2005

  	
   

  
	
  1098060-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  11-Oct-2004

  	
   

  	
  24-Mar-2005

  	
   

  	
  30-Mar-2005

  	
   

  
	
  1098060-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  11-Oct-2004

  	
   

  	
  30-Dec-2004

  	
   

  	
  04-Jan-2005

  	
   

  
	
  1098060-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  11-Oct-2004

  	
   

  	
  30-Dec-2004

  	
   

  	
  04-Jan-2005

  	
   

  
	
  1097910-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  06-Oct-2004

  	
   

  	
  08-Sep-2005

  	
   

  	
  12-Sep-2005

  	
   

  
	
  1097910-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  06-Oct-2004

  	
   

  	
  08-Sep-2005

  	
   

  	
  12-Sep-2005

  	
   

  
	
  1097910-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  06-Oct-2004

  	
   

  	
  10-Aug-2005

  	
   

  	
  12-Aug-2005

  	
   

  
	
  1097910-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  06-Oct-2004

  	
   

  	
  10-Aug-2005

  	
   

  	
  12-Aug-2005

  	
   

  
	
  1097910-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  06-Oct-2004

  	
   

  	
  06-Jul-2005

  	
   

  	
  08-Jul-2005

  	
   

  
	
  1097910-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  06-Oct-2004

  	
   

  	
  06-Jul-2005

  	
   

  	
  08-Jul-2005

  	
   

  
	
  1097910-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  06-Oct-2004

  	
   

  	
  08-Jun-2005

  	
   

  	
  10-Jun-2005

  	
   

  
	
  1097910-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  06-Oct-2004

  	
   

  	
  08-Jun-2005

  	
   

  	
  10-Jun-2005

  	
   

  
	
  1097896-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  06-Oct-2004

  	
   

  	
  07-Mar-2005

  	
   

  	
  09-Mar-2005

  	
   

  
	
  1097896-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  06-Oct-2004

  	
   

  	
  07-Mar-2005

  	
   

  	
  09-Mar-2005

  	
   

  
	
  1097896-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  06-Oct-2004

  	
   

  	
  08-Feb-2005

  	
   

  	
  10-Feb-2005

  	
   

  
	
  1097896-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  06-Oct-2004

  	
   

  	
  08-Feb-2005

  	
   

  	
  10-Feb-2005

  	
   

  
	
  1097896-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  06-Oct-2004

  	
   

  	
  07-Jan-2005

  	
   

  	
  11-Jan-2005

  	
   

  
	
  1097896-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  06-Oct-2004

  	
   

  	
  07-Jan-2005

  	
   

  	
  11-Jan-2005

  	
   

  
	
  1097894-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  06-Oct-2004

  	
   

  	
  13-Jun-2005

  	
   

  	
  15-Jun-2005

  	
   

  



 


	
  Trade No

  	
   

  	
  Counterparty

  	
   

  	
  Strike/Rate

  	
   

  	
  Dealt
  Value

  	
   

  	
  Premium
  Value

  	
   

  	
  Value

  	
   

  	
  Nominal

  GBP_000s

  	
   

  	
  MTM

  GBP_000s

  	
   

  	
  FCE

  NAB_0

  00s

  	
   

  	
  CR_EQUIV

  NAB_000s

  	
   

  	
  TENOR

  TYPE

  	
   

  	
  Positive

  replacement

  cost

  	
   

  	
  Negative

  replacement

  cost

  	
   

  
	
  1099013-7-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.250000

  	
   

  	
  320,000.00

  	
   

  	
  400,000.00

  	
   

  	
  (26,251.13

  	
  )

  	
  400

  	
   

  	
  (14

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (14

  	
  )

  
	
  1099013-6-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.250000

  	
   

  	
  320,000.00

  	
   

  	
  400,000.00

  	
   

  	
  1,667.27

  	
   

  	
  400

  	
   

  	
  1

  	
   

  	
  —

  	
   

  	
  1

  	
   

  	
  G_6m_less

  	
   

  	
  1

  	
   

  	
  —

  	
   

  
	
  1099013-6-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.250000

  	
   

  	
  320,000.00

  	
   

  	
  400,000.00

  	
   

  	
  (25,060.36

  	
  )

  	
  400

  	
   

  	
  (13

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (13

  	
  )

  
	
  1099013-5-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.250000

  	
   

  	
  320,000.00

  	
   

  	
  400,000.00

  	
   

  	
  1,110.69

  	
   

  	
  400

  	
   

  	
  1

  	
   

  	
  —

  	
   

  	
  1

  	
   

  	
  G_6m_less

  	
   

  	
  1

  	
   

  	
  —

  	
   

  
	
  1099013-5-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.250000

  	
   

  	
  320,000.00

  	
   

  	
  400,000.00

  	
   

  	
  (23,551.05

  	
  )

  	
  400

  	
   

  	
  (12

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (12

  	
  )

  
	
  1099013-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.250000

  	
   

  	
  320,000.00

  	
   

  	
  400,000.00

  	
   

  	
  539.66

  	
   

  	
  400

  	
   

  	
  0

  	
   

  	
  —

  	
   

  	
  0

  	
   

  	
  G_6m_less

  	
   

  	
  0

  	
   

  	
  —

  	
   

  
	
  1099013-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.250000

  	
   

  	
  320,000.00

  	
   

  	
  400,000.00

  	
   

  	
  (21,343.33

  	
  )

  	
  400

  	
   

  	
  (11

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (11

  	
  )

  
	
  1099013-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.250000

  	
   

  	
  320,000.00

  	
   

  	
  400,000.00

  	
   

  	
  147.70

  	
   

  	
  400

  	
   

  	
  0

  	
   

  	
  —

  	
   

  	
  0

  	
   

  	
  G_6m_less

  	
   

  	
  0

  	
   

  	
  —

  	
   

  
	
  1099013-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.250000

  	
   

  	
  320,000.00

  	
   

  	
  400,000.00

  	
   

  	
  (19,162.13

  	
  )

  	
  400

  	
   

  	
  (10

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (10

  	
  )

  
	
  1099013-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.250000

  	
   

  	
  320,000.00

  	
   

  	
  400,000.00

  	
   

  	
  2.92

  	
   

  	
  400

  	
   

  	
  0

  	
   

  	
  —

  	
   

  	
  0

  	
   

  	
  G_6m_less

  	
   

  	
  0

  	
   

  	
  —

  	
   

  
	
  1099013-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.250000

  	
   

  	
  320,000.00

  	
   

  	
  400,000.00

  	
   

  	
  (11,965.78

  	
  )

  	
  400

  	
   

  	
  (6

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (6

  	
  )

  
	
  1098832-7-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.430000

  	
   

  	
  150,000.00

  	
   

  	
  104,895.10

  	
   

  	
  2,060.50

  	
   

  	
  105

  	
   

  	
  2

  	
   

  	
  —

  	
   

  	
  2

  	
   

  	
  G_6m_1y

  	
   

  	
  2

  	
   

  	
  —

  	
   

  
	
  1098832-7-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.430000

  	
   

  	
  150,000.00

  	
   

  	
  104,895.10

  	
   

  	
  (2,490.68

  	
  )

  	
  105

  	
   

  	
  (2

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_1y

  	
   

  	
  —

  	
   

  	
  (2

  	
  )

  
	
  1098832-6-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.430000

  	
   

  	
  150,000.00

  	
   

  	
  104,895.10

  	
   

  	
  2,018.46

  	
   

  	
  105

  	
   

  	
  2

  	
   

  	
  —

  	
   

  	
  2

  	
   

  	
  G_6m_1y

  	
   

  	
  2

  	
   

  	
  —

  	
   

  
	
  1098832-6-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.430000

  	
   

  	
  150,000.00

  	
   

  	
  104,895.10

  	
   

  	
  (2,221.31

  	
  )

  	
  105

  	
   

  	
  (2

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_1y

  	
   

  	
  —

  	
   

  	
  (2

  	
  )

  
	
  1098832-5-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.430000

  	
   

  	
  150,000.00

  	
   

  	
  104,895.10

  	
   

  	
  1,886.10

  	
   

  	
  105

  	
   

  	
  2

  	
   

  	
  —

  	
   

  	
  2

  	
   

  	
  G_6m_1y

  	
   

  	
  2

  	
   

  	
  —

  	
   

  
	
  1098832-5-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.430000

  	
   

  	
  150,000.00

  	
   

  	
  104,895.10

  	
   

  	
  (1,598.65

  	
  )

  	
  105

  	
   

  	
  (2

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_1y

  	
   

  	
  —

  	
   

  	
  (2

  	
  )

  
	
  1098832-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.430000

  	
   

  	
  150,000.00

  	
   

  	
  104,895.10

  	
   

  	
  1,802.51

  	
   

  	
  105

  	
   

  	
  2

  	
   

  	
  —

  	
   

  	
  2

  	
   

  	
  G_6m_less

  	
   

  	
  2

  	
   

  	
  —

  	
   

  
	
  1098832-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.430000

  	
   

  	
  150,000.00

  	
   

  	
  104,895.10

  	
   

  	
  (1,246.79

  	
  )

  	
  105

  	
   

  	
  (1

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (1

  	
  )

  
	
  1098832-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.430000

  	
   

  	
  150,000.00

  	
   

  	
  104,895.10

  	
   

  	
  1,729.74

  	
   

  	
  105

  	
   

  	
  2

  	
   

  	
  —

  	
   

  	
  2

  	
   

  	
  G_6m_less

  	
   

  	
  2

  	
   

  	
  —

  	
   

  
	
  1098832-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.430000

  	
   

  	
  150,000.00

  	
   

  	
  104,895.10

  	
   

  	
  (900.51

  	
  )

  	
  105

  	
   

  	
  (1

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (1

  	
  )

  
	
  1098832-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.430000

  	
   

  	
  150,000.00

  	
   

  	
  104,895.10

  	
   

  	
  1,633.52

  	
   

  	
  105

  	
   

  	
  2

  	
   

  	
  —

  	
   

  	
  2

  	
   

  	
  G_6m_less

  	
   

  	
  2

  	
   

  	
  —

  	
   

  
	
  1098832-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.430000

  	
   

  	
  150,000.00

  	
   

  	
  104,895.10

  	
   

  	
  (578.36

  	
  )

  	
  105

  	
   

  	
  (1

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (1

  	
  )

  
	
  1098832-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.430000

  	
   

  	
  150,000.00

  	
   

  	
  104,895.10

  	
   

  	
  1,487.04

  	
   

  	
  105

  	
   

  	
  1

  	
   

  	
  —

  	
   

  	
  1

  	
   

  	
  G_6m_less

  	
   

  	
  1

  	
   

  	
  —

  	
   

  
	
  1098832-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.430000

  	
   

  	
  150,000.00

  	
   

  	
  104,895.10

  	
   

  	
  (201.71

  	
  )

  	
  105

  	
   

  	
  (0

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (0

  	
  )

  
	
  1098371-6-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.450000

  	
   

  	
  300,000.00

  	
   

  	
  206,896.55

  	
   

  	
  2,490.64

  	
   

  	
  207

  	
   

  	
  2

  	
   

  	
  —

  	
   

  	
  2

  	
   

  	
  G_6m_1y

  	
   

  	
  2

  	
   

  	
  —

  	
   

  
	
  1098371-6-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.450000

  	
   

  	
  300,000.00

  	
   

  	
  206,896.55

  	
   

  	
  (3,486.73

  	
  )

  	
  207

  	
   

  	
  (3

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_1y

  	
   

  	
  —

  	
   

  	
  (3

  	
  )

  
	
  1098371-5-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.450000

  	
   

  	
  300,000.00

  	
   

  	
  206,896.55

  	
   

  	
  2,321.99

  	
   

  	
  207

  	
   

  	
  2

  	
   

  	
  —

  	
   

  	
  2

  	
   

  	
  G_6m_less

  	
   

  	
  2

  	
   

  	
  —

  	
   

  
	
  1098371-5-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.450000

  	
   

  	
  300,000.00

  	
   

  	
  206,896.55

  	
   

  	
  (2,670.38

  	
  )

  	
  207

  	
   

  	
  (3

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (3

  	
  )

  
	
  1098371-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.450000

  	
   

  	
  300,000.00

  	
   

  	
  206,896.55

  	
   

  	
  2,136.06

  	
   

  	
  207

  	
   

  	
  2

  	
   

  	
  —

  	
   

  	
  2

  	
   

  	
  G_6m_less

  	
   

  	
  2

  	
   

  	
  —

  	
   

  
	
  1098371-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.450000

  	
   

  	
  300,000.00

  	
   

  	
  206,896.55

  	
   

  	
  (1,998.44

  	
  )

  	
  207

  	
   

  	
  (2

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (2

  	
  )

  
	
  1098371-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.450000

  	
   

  	
  250,000.00

  	
   

  	
  172,413.79

  	
   

  	
  1,518.47

  	
   

  	
  172

  	
   

  	
  2

  	
   

  	
  —

  	
   

  	
  2

  	
   

  	
  G_6m_less

  	
   

  	
  2

  	
   

  	
  —

  	
   

  
	
  1098371-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.450000

  	
   

  	
  250,000.00

  	
   

  	
  172,413.79

  	
   

  	
  (2,005.42

  	
  )

  	
  172

  	
   

  	
  (2

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (2

  	
  )

  
	
  1098371-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.450000

  	
   

  	
  250,000.00

  	
   

  	
  172,413.79

  	
   

  	
  1,267.97

  	
   

  	
  172

  	
   

  	
  1

  	
   

  	
  —

  	
   

  	
  1

  	
   

  	
  G_6m_less

  	
   

  	
  1

  	
   

  	
  —

  	
   

  
	
  1098371-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.450000

  	
   

  	
  250,000.00

  	
   

  	
  172,413.79

  	
   

  	
  (1,196.72

  	
  )

  	
  172

  	
   

  	
  (1

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (1

  	
  )

  
	
  1098371-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.450000

  	
   

  	
  250,000.00

  	
   

  	
  172,413.79

  	
   

  	
  1,016.19

  	
   

  	
  172

  	
   

  	
  1

  	
   

  	
  —

  	
   

  	
  1

  	
   

  	
  G_6m_less

  	
   

  	
  1

  	
   

  	
  —

  	
   

  
	
  1098371-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.450000

  	
   

  	
  250,000.00

  	
   

  	
  172,413.79

  	
   

  	
  (508.29

  	
  )

  	
  172

  	
   

  	
  (1

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (1

  	
  )

  
	
  1098317-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.445000

  	
   

  	
  250,000.00

  	
   

  	
  173,010.38

  	
   

  	
  1,865.14

  	
   

  	
  173

  	
   

  	
  2

  	
   

  	
  —

  	
   

  	
  2

  	
   

  	
  G_6m_less

  	
   

  	
  2

  	
   

  	
  —

  	
   

  
	
  1098317-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.445000

  	
   

  	
  250,000.00

  	
   

  	
  173,010.38

  	
   

  	
  (2,046.70

  	
  )

  	
  173

  	
   

  	
  (2

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (2

  	
  )

  
	
  1098317-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.445000

  	
   

  	
  250,000.00

  	
   

  	
  173,010.38

  	
   

  	
  1,650.72

  	
   

  	
  173

  	
   

  	
  2

  	
   

  	
  —

  	
   

  	
  2

  	
   

  	
  G_6m_less

  	
   

  	
  2

  	
   

  	
  —

  	
   

  
	
  1098317-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.445000

  	
   

  	
  250,000.00

  	
   

  	
  173,010.38

  	
   

  	
  (1,326.69

  	
  )

  	
  173

  	
   

  	
  (1

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (1

  	
  )

  
	
  1098060-7-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.460000

  	
   

  	
  100,000.00

  	
   

  	
  68,493.15

  	
   

  	
  639.34

  	
   

  	
  68

  	
   

  	
  1

  	
   

  	
  —

  	
   

  	
  1

  	
   

  	
  G_6m_less

  	
   

  	
  1

  	
   

  	
  —

  	
   

  
	
  1098060-7-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.460000

  	
   

  	
  100,000.00

  	
   

  	
  68,493.15

  	
   

  	
  (1,579.05

  	
  )

  	
  68

  	
   

  	
  (2

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (2

  	
  )

  
	
  1098060-6-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.460000

  	
   

  	
  100,000.00

  	
   

  	
  68,493.15

  	
   

  	
  578.88

  	
   

  	
  68

  	
   

  	
  1

  	
   

  	
  —

  	
   

  	
  1

  	
   

  	
  G_6m_less

  	
   

  	
  1

  	
   

  	
  —

  	
   

  
	
  1098060-6-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.460000

  	
   

  	
  100,000.00

  	
   

  	
  68,493.15

  	
   

  	
  (1,312.48

  	
  )

  	
  68

  	
   

  	
  (1

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (1

  	
  )

  
	
  1098060-5-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.460000

  	
   

  	
  100,000.00

  	
   

  	
  68,493.15

  	
   

  	
  482.60

  	
   

  	
  68

  	
   

  	
  0

  	
   

  	
  —

  	
   

  	
  0

  	
   

  	
  G_6m_less

  	
   

  	
  0

  	
   

  	
  —

  	
   

  
	
  1098060-5-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.460000

  	
   

  	
  100,000.00

  	
   

  	
  68,493.15

  	
   

  	
  (969.91

  	
  )

  	
  68

  	
   

  	
  (1

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (1

  	
  )

  
	
  1098060-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.490000

  	
   

  	
  100,000.00

  	
   

  	
  67,114.09

  	
   

  	
  245.07

  	
   

  	
  67

  	
   

  	
  0

  	
   

  	
  —

  	
   

  	
  0

  	
   

  	
  G_6m_less

  	
   

  	
  0

  	
   

  	
  —

  	
   

  
	
  1098060-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.490000

  	
   

  	
  100,000.00

  	
   

  	
  67,114.09

  	
   

  	
  (2,404.98

  	
  )

  	
  67

  	
   

  	
  (2

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (2

  	
  )

  
	
  1098060-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.490000

  	
   

  	
  100,000.00

  	
   

  	
  67,114.09

  	
   

  	
  172.64

  	
   

  	
  67

  	
   

  	
  0

  	
   

  	
  —

  	
   

  	
  0

  	
   

  	
  G_6m_less

  	
   

  	
  0

  	
   

  	
  —

  	
   

  
	
  1098060-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.490000

  	
   

  	
  100,000.00

  	
   

  	
  67,114.09

  	
   

  	
  (2,083.02

  	
  )

  	
  67

  	
   

  	
  (2

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (2

  	
  )

  
	
  1098060-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.490000

  	
   

  	
  100,000.00

  	
   

  	
  67,114.09

  	
   

  	
  4.94

  	
   

  	
  67

  	
   

  	
  0

  	
   

  	
  —

  	
   

  	
  0

  	
   

  	
  G_6m_less

  	
   

  	
  0

  	
   

  	
  —

  	
   

  
	
  1098060-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.490000

  	
   

  	
  100,000.00

  	
   

  	
  67,114.09

  	
   

  	
  (509.90

  	
  )

  	
  67

  	
   

  	
  (1

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (1

  	
  )

  
	
  1097910-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.435000

  	
   

  	
  150,000.00

  	
   

  	
  104,529.62

  	
   

  	
  1,890.07

  	
   

  	
  105

  	
   

  	
  2

  	
   

  	
  —

  	
   

  	
  2

  	
   

  	
  G_6m_1y

  	
   

  	
  2

  	
   

  	
  —

  	
   

  
	
  1097910-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.435000

  	
   

  	
  150,000.00

  	
   

  	
  104,529.62

  	
   

  	
  (2,681.66

  	
  )

  	
  105

  	
   

  	
  (3

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_1y

  	
   

  	
  —

  	
   

  	
  (3

  	
  )

  
	
  1097910-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.435000

  	
   

  	
  150,000.00

  	
   

  	
  104,529.62

  	
   

  	
  1,843.11

  	
   

  	
  105

  	
   

  	
  2

  	
   

  	
  —

  	
   

  	
  2

  	
   

  	
  G_6m_1y

  	
   

  	
  2

  	
   

  	
  —

  	
   

  
	
  1097910-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.435000

  	
   

  	
  150,000.00

  	
   

  	
  104,529.62

  	
   

  	
  (2,419.36

  	
  )

  	
  105

  	
   

  	
  (2

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_1y

  	
   

  	
  —

  	
   

  	
  (2

  	
  )

  
	
  1097910-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.435000

  	
   

  	
  150,000.00

  	
   

  	
  104,529.62

  	
   

  	
  1,767.52

  	
   

  	
  105

  	
   

  	
  2

  	
   

  	
  —

  	
   

  	
  2

  	
   

  	
  G_6m_1y

  	
   

  	
  2

  	
   

  	
  —

  	
   

  
	
  1097910-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.435000

  	
   

  	
  150,000.00

  	
   

  	
  104,529.62

  	
   

  	
  (2,054.01

  	
  )

  	
  105

  	
   

  	
  (2

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_1y

  	
   

  	
  —

  	
   

  	
  (2

  	
  )

  
	
  1097910-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.435000

  	
   

  	
  150,000.00

  	
   

  	
  104,529.62

  	
   

  	
  1,695.03

  	
   

  	
  105

  	
   

  	
  2

  	
   

  	
  —

  	
   

  	
  2

  	
   

  	
  G_6m_1y

  	
   

  	
  2

  	
   

  	
  —

  	
   

  
	
  1097910-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.435000

  	
   

  	
  150,000.00

  	
   

  	
  104,529.62

  	
   

  	
  (1,761.88

  	
  )

  	
  105

  	
   

  	
  (2

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_1y

  	
   

  	
  —

  	
   

  	
  (2

  	
  )

  
	
  1097896-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.460000

  	
   

  	
  150,000.00

  	
   

  	
  102,739.73

  	
   

  	
  650.06

  	
   

  	
  103

  	
   

  	
  1

  	
   

  	
  —

  	
   

  	
  1

  	
   

  	
  G_6m_less

  	
   

  	
  1

  	
   

  	
  —

  	
   

  
	
  1097896-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.460000

  	
   

  	
  150,000.00

  	
   

  	
  102,739.73

  	
   

  	
  (1,302.16

  	
  )

  	
  103

  	
   

  	
  (1

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (1

  	
  )

  
	
  1097896-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.460000

  	
   

  	
  150,000.00

  	
   

  	
  102,739.73

  	
   

  	
  505.45

  	
   

  	
  103

  	
   

  	
  1

  	
   

  	
  —

  	
   

  	
  1

  	
   

  	
  G_6m_less

  	
   

  	
  1

  	
   

  	
  —

  	
   

  
	
  1097896-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.460000

  	
   

  	
  150,000.00

  	
   

  	
  102,739.73

  	
   

  	
  (795.80

  	
  )

  	
  103

  	
   

  	
  (1

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (1

  	
  )

  
	
  1097896-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.460000

  	
   

  	
  150,000.00

  	
   

  	
  102,739.73

  	
   

  	
  259.21

  	
   

  	
  103

  	
   

  	
  0

  	
   

  	
  —

  	
   

  	
  0

  	
   

  	
  G_6m_less

  	
   

  	
  0

  	
   

  	
  —

  	
   

  
	
  1097896-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.460000

  	
   

  	
  150,000.00

  	
   

  	
  102,739.73

  	
   

  	
  (120.99

  	
  )

  	
  103

  	
   

  	
  (0

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (0

  	
  )

  
	
  1097894-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.460000

  	
   

  	
  265,000.00

  	
   

  	
  181,506.85

  	
   

  	
  1,790.92

  	
   

  	
  182

  	
   

  	
  2

  	
   

  	
  —

  	
   

  	
  2

  	
   

  	
  G_6m_1y

  	
   

  	
  2

  	
   

  	
  —

  	
   

  



 


2





















 


	
  Trade No

  	
   

  	
  Counterparty

  	
   

  	
  Status

  	
   

  	
  B/S

  	
   

  	
  Product

  	
   

  	
  Package

  	
   

  	
  C/P

  	
   

  	
  Trade
  Date

  	
   

  	
  Expiry
  Date

  	
   

  	
  Settlement
  Date

  	
   

  
	
  1097894-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  06-Oct-2004

  	
   

  	
  13-Jun-2005

  	
   

  	
  15-Jun-2005

  	
   

  
	
  1097894-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  06-Oct-2004

  	
   

  	
  11-May-2005

  	
   

  	
  13-May-2005

  	
   

  
	
  1097894-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  06-Oct-2004

  	
   

  	
  11-May-2005

  	
   

  	
  13-May-2005

  	
   

  
	
  1097894-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  06-Oct-2004

  	
   

  	
  13-Apr-2005

  	
   

  	
  15-Apr-2005

  	
   

  
	
  1097894-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  06-Oct-2004

  	
   

  	
  13-Apr-2005

  	
   

  	
  15-Apr-2005

  	
   

  
	
  1097756-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  01-Oct-2004

  	
   

  	
  29-Dec-2004

  	
   

  	
  31-Dec-2004

  	
   

  
	
  1097756-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  01-Oct-2004

  	
   

  	
  29-Dec-2004

  	
   

  	
  31-Dec-2004

  	
   

  
	
  1097557-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  22-Sep-2004

  	
   

  	
  06-Jul-2005

  	
   

  	
  08-Jul-2005

  	
   

  
	
  1097557-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  22-Sep-2004

  	
   

  	
  06-Jul-2005

  	
   

  	
  08-Jul-2005

  	
   

  
	
  1097557-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  22-Sep-2004

  	
   

  	
  08-Jun-2005

  	
   

  	
  10-Jun-2005

  	
   

  
	
  1097557-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  22-Sep-2004

  	
   

  	
  08-Jun-2005

  	
   

  	
  10-Jun-2005

  	
   

  
	
  1097557-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  22-Sep-2004

  	
   

  	
  06-May-2005

  	
   

  	
  10-May-2005

  	
   

  
	
  1097557-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  22-Sep-2004

  	
   

  	
  06-May-2005

  	
   

  	
  10-May-2005

  	
   

  
	
  1097557-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  22-Sep-2004

  	
   

  	
  06-Apr-2005

  	
   

  	
  08-Apr-2005

  	
   

  
	
  1097557-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  22-Sep-2004

  	
   

  	
  06-Apr-2005

  	
   

  	
  08-Apr-2005

  	
   

  
	
  1097520-6-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  21-Sep-2004

  	
   

  	
  17-Aug-2005

  	
   

  	
  19-Aug-2005

  	
   

  
	
  1097520-6-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  21-Sep-2004

  	
   

  	
  17-Aug-2005

  	
   

  	
  19-Aug-2005

  	
   

  
	
  1097520-5-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  21-Sep-2004

  	
   

  	
  18-Jul-2005

  	
   

  	
  20-Jul-2005

  	
   

  
	
  1097520-5-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  21-Sep-2004

  	
   

  	
  18-Jul-2005

  	
   

  	
  20-Jul-2005

  	
   

  
	
  1097520-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  21-Sep-2004

  	
   

  	
  16-Jun-2005

  	
   

  	
  20-Jun-2005

  	
   

  
	
  1097520-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  21-Sep-2004

  	
   

  	
  16-Jun-2005

  	
   

  	
  20-Jun-2005

  	
   

  
	
  1097520-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  21-Sep-2004

  	
   

  	
  18-May-2005

  	
   

  	
  20-May-2005

  	
   

  
	
  1097520-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  21-Sep-2004

  	
   

  	
  18-May-2005

  	
   

  	
  20-May-2005

  	
   

  
	
  1097520-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  21-Sep-2004

  	
   

  	
  18-Apr-2005

  	
   

  	
  20-Apr-2005

  	
   

  
	
  1097520-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  21-Sep-2004

  	
   

  	
  18-Apr-2005

  	
   

  	
  20-Apr-2005

  	
   

  
	
  1097520-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  21-Sep-2004

  	
   

  	
  16-Mar-2005

  	
   

  	
  18-Mar-2005

  	
   

  
	
  1097520-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  21-Sep-2004

  	
   

  	
  16-Mar-2005

  	
   

  	
  18-Mar-2005

  	
   

  
	
  1097402-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  15-Sep-2004

  	
   

  	
  24-Feb-2005

  	
   

  	
  28-Feb-2005

  	
   

  
	
  1097402-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  15-Sep-2004

  	
   

  	
  24-Feb-2005

  	
   

  	
  28-Feb-2005

  	
   

  
	
  1097402-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  15-Sep-2004

  	
   

  	
  27-Jan-2005

  	
   

  	
  31-Jan-2005

  	
   

  
	
  1097402-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  15-Sep-2004

  	
   

  	
  27-Jan-2005

  	
   

  	
  31-Jan-2005

  	
   

  
	
  1097402-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  15-Sep-2004

  	
   

  	
  29-Dec-2004

  	
   

  	
  31-Dec-2004

  	
   

  
	
  1097402-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  15-Sep-2004

  	
   

  	
  29-Dec-2004

  	
   

  	
  31-Dec-2004

  	
   

  
	
  1097301-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  10-Sep-2004

  	
   

  	
  10-Mar-2005

  	
   

  	
  14-Mar-2005

  	
   

  
	
  1097301-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  10-Sep-2004

  	
   

  	
  10-Mar-2005

  	
   

  	
  14-Mar-2005

  	
   

  
	
  1097301-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  10-Sep-2004

  	
   

  	
  10-Feb-2005

  	
   

  	
  14-Feb-2005

  	
   

  
	
  1097301-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  10-Sep-2004

  	
   

  	
  10-Feb-2005

  	
   

  	
  14-Feb-2005

  	
   

  
	
  1097301-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  10-Sep-2004

  	
   

  	
  14-Jan-2005

  	
   

  	
  18-Jan-2005

  	
   

  
	
  1097301-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  10-Sep-2004

  	
   

  	
  14-Jan-2005

  	
   

  	
  18-Jan-2005

  	
   

  
	
  1097281-6-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  09-Sep-2004

  	
   

  	
  27-Jul-2005

  	
   

  	
  29-Jul-2005

  	
   

  
	
  1097281-6-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  09-Sep-2004

  	
   

  	
  27-Jul-2005

  	
   

  	
  29-Jul-2005

  	
   

  
	
  1097281-5-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  09-Sep-2004

  	
   

  	
  28-Jun-2005

  	
   

  	
  30-Jun-2005

  	
   

  
	
  1097281-5-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  09-Sep-2004

  	
   

  	
  28-Jun-2005

  	
   

  	
  30-Jun-2005

  	
   

  
	
  1097281-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  09-Sep-2004

  	
   

  	
  26-May-2005

  	
   

  	
  31-May-2005

  	
   

  
	
  1097281-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  09-Sep-2004

  	
   

  	
  26-May-2005

  	
   

  	
  31-May-2005

  	
   

  
	
  1097281-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  09-Sep-2004

  	
   

  	
  27-Apr-2005

  	
   

  	
  29-Apr-2005

  	
   

  
	
  1097281-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  09-Sep-2004

  	
   

  	
  27-Apr-2005

  	
   

  	
  29-Apr-2005

  	
   

  
	
  1097281-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  09-Sep-2004

  	
   

  	
  29-Mar-2005

  	
   

  	
  31-Mar-2005

  	
   

  
	
  1097281-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  09-Sep-2004

  	
   

  	
  29-Mar-2005

  	
   

  	
  31-Mar-2005

  	
   

  
	
  1097281-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  09-Sep-2004

  	
   

  	
  24-Feb-2005

  	
   

  	
  28-Feb-2005

  	
   

  
	
  1097281-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  09-Sep-2004

  	
   

  	
  24-Feb-2005

  	
   

  	
  28-Feb-2005

  	
   

  
	
  1097132-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  01-Sep-2004

  	
   

  	
  27-Jan-2005

  	
   

  	
  31-Jan-2005

  	
   

  
	
  1097132-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  01-Sep-2004

  	
   

  	
  27-Jan-2005

  	
   

  	
  31-Jan-2005

  	
   

  
	
  1097132-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  01-Sep-2004

  	
   

  	
  30-Dec-2004

  	
   

  	
  04-Jan-2005

  	
   

  
	
  1097132-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  01-Sep-2004

  	
   

  	
  30-Dec-2004

  	
   

  	
  04-Jan-2005

  	
   

  
	
  1096770-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  20-Aug-2004

  	
   

  	
  06-May-2005

  	
   

  	
  10-May-2005

  	
   

  
	
  1096770-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  20-Aug-2004

  	
   

  	
  06-May-2005

  	
   

  	
  10-May-2005

  	
   

  
	
  1096770-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  20-Aug-2004

  	
   

  	
  06-Apr-2005

  	
   

  	
  08-Apr-2005

  	
   

  
	
  1096770-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  20-Aug-2004

  	
   

  	
  06-Apr-2005

  	
   

  	
  08-Apr-2005

  	
   

  
	
  1096770-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  20-Aug-2004

  	
   

  	
  09-Mar-2005

  	
   

  	
  11-Mar-2005

  	
   

  
	
  1096770-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  20-Aug-2004

  	
   

  	
  09-Mar-2005

  	
   

  	
  11-Mar-2005

  	
   

  
	
  1096393-5-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  10-Aug-2004

  	
   

  	
  11-Mar-2005

  	
   

  	
  15-Mar-2005

  	
   

  
	
  1096393-5-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  10-Aug-2004

  	
   

  	
  11-Mar-2005

  	
   

  	
  15-Mar-2005

  	
   

  
	
  1096393-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  10-Aug-2004

  	
   

  	
  11-Feb-2005

  	
   

  	
  15-Feb-2005

  	
   

  
	
  1096393-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  10-Aug-2004

  	
   

  	
  11-Feb-2005

  	
   

  	
  15-Feb-2005

  	
   

  
	
  1096393-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  10-Aug-2004

  	
   

  	
  12-Jan-2005

  	
   

  	
  14-Jan-2005

  	
   

  
	
  1096393-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  10-Aug-2004

  	
   

  	
  12-Jan-2005

  	
   

  	
  14-Jan-2005

  	
   

  
	
  1096393-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  10-Aug-2004

  	
   

  	
  13-Dec-2004

  	
   

  	
  15-Dec-2004

  	
   

  



 


	
  Trade No

  	
   

  	
  Counterparty

  	
   

  	
  Strike/Rate

  	
   

  	
  Dealt
  Value

  	
   

  	
  Premium
  Value

  	
   

  	
  Value

  	
   

  	
  Nominal

  GBP_000s

  	
   

  	
  MTM

  GBP_000s

  	
   

  	
  FCE

  NAB_0

  00s

  	
   

  	
  CR_EQUIV

  NAB_000s

  	
   

  	
  TENOR

  TYPE

  	
   

  	
  Positive

  replacement

  cost

  	
   

  	
  Negative

  replacement

  cost

  	
   

  
	
  1097894-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.460000

  	
   

  	
  265,000.00

  	
   

  	
  181,506.85

  	
   

  	
  (3,416.70

  	
  )

  	
  182

  	
   

  	
  (3

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_1y

  	
   

  	
  —

  	
   

  	
  (3

  	
  )

  
	
  1097894-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.460000

  	
   

  	
  265,000.00

  	
   

  	
  181,506.85

  	
   

  	
  1,616.57

  	
   

  	
  182

  	
   

  	
  2

  	
   

  	
  —

  	
   

  	
  2

  	
   

  	
  G_6m_less

  	
   

  	
  2

  	
   

  	
  —

  	
   

  
	
  1097894-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.460000

  	
   

  	
  265,000.00

  	
   

  	
  181,506.85

  	
   

  	
  (2,600.31

  	
  )

  	
  182

  	
   

  	
  (3

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (3

  	
  )

  
	
  1097894-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.460000

  	
   

  	
  265,000.00

  	
   

  	
  181,506.85

  	
   

  	
  1,443.34

  	
   

  	
  182

  	
   

  	
  1

  	
   

  	
  —

  	
   

  	
  1

  	
   

  	
  G_6m_less

  	
   

  	
  1

  	
   

  	
  —

  	
   

  
	
  1097894-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.460000

  	
   

  	
  265,000.00

  	
   

  	
  181,506.85

  	
   

  	
  (1,926.14

  	
  )

  	
  182

  	
   

  	
  (2

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (2

  	
  )

  
	
  1097756-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.465000

  	
   

  	
  250,000.00

  	
   

  	
  170,648.46

  	
   

  	
  197.10

  	
   

  	
  171

  	
   

  	
  0

  	
   

  	
  —

  	
   

  	
  0

  	
   

  	
  G_6m_less

  	
   

  	
  0

  	
   

  	
  —

  	
   

  
	
  1097756-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.465000

  	
   

  	
  250,000.00

  	
   

  	
  170,648.46

  	
   

  	
  (242.50

  	
  )

  	
  171

  	
   

  	
  (0

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (0

  	
  )

  
	
  1097557-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.450000

  	
   

  	
  200,000.00

  	
   

  	
  137,931.03

  	
   

  	
  1,768.22

  	
   

  	
  138

  	
   

  	
  2

  	
   

  	
  —

  	
   

  	
  2

  	
   

  	
  G_6m_1y

  	
   

  	
  2

  	
   

  	
  —

  	
   

  
	
  1097557-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.450000

  	
   

  	
  200,000.00

  	
   

  	
  137,931.03

  	
   

  	
  (3,805.76

  	
  )

  	
  138

  	
   

  	
  (4

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_1y

  	
   

  	
  —

  	
   

  	
  (4

  	
  )

  
	
  1097557-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.450000

  	
   

  	
  200,000.00

  	
   

  	
  137,931.03

  	
   

  	
  1,659.25

  	
   

  	
  138

  	
   

  	
  2

  	
   

  	
  —

  	
   

  	
  2

  	
   

  	
  G_6m_1y

  	
   

  	
  2

  	
   

  	
  —

  	
   

  
	
  1097557-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.450000

  	
   

  	
  200,000.00

  	
   

  	
  137,931.03

  	
   

  	
  (3,427.66

  	
  )

  	
  138

  	
   

  	
  (3

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_1y

  	
   

  	
  —

  	
   

  	
  (3

  	
  )

  
	
  1097557-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.450000

  	
   

  	
  200,000.00

  	
   

  	
  137,931.03

  	
   

  	
  1,523.48

  	
   

  	
  138

  	
   

  	
  2

  	
   

  	
  —

  	
   

  	
  2

  	
   

  	
  G_6m_less

  	
   

  	
  2

  	
   

  	
  —

  	
   

  
	
  1097557-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.450000

  	
   

  	
  200,000.00

  	
   

  	
  137,931.03

  	
   

  	
  (2,961.82

  	
  )

  	
  138

  	
   

  	
  (3

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (3

  	
  )

  
	
  1097557-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.450000

  	
   

  	
  200,000.00

  	
   

  	
  137,931.03

  	
   

  	
  1,387.38

  	
   

  	
  138

  	
   

  	
  1

  	
   

  	
  —

  	
   

  	
  1

  	
   

  	
  G_6m_less

  	
   

  	
  1

  	
   

  	
  —

  	
   

  
	
  1097557-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.450000

  	
   

  	
  200,000.00

  	
   

  	
  137,931.03

  	
   

  	
  (2,475.90

  	
  )

  	
  138

  	
   

  	
  (2

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (2

  	
  )

  
	
  1097520-6-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.450000

  	
   

  	
  50,000.00

  	
   

  	
  34,482.76

  	
   

  	
  475.91

  	
   

  	
  34

  	
   

  	
  0

  	
   

  	
  —

  	
   

  	
  0

  	
   

  	
  G_6m_1y

  	
   

  	
  0

  	
   

  	
  —

  	
   

  
	
  1097520-6-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.450000

  	
   

  	
  50,000.00

  	
   

  	
  34,482.76

  	
   

  	
  (1,055.04

  	
  )

  	
  34

  	
   

  	
  (1

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_1y

  	
   

  	
  —

  	
   

  	
  (1

  	
  )

  
	
  1097520-5-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.450000

  	
   

  	
  50,000.00

  	
   

  	
  34,482.76

  	
   

  	
  452.49

  	
   

  	
  34

  	
   

  	
  0

  	
   

  	
  —

  	
   

  	
  0

  	
   

  	
  G_6m_1y

  	
   

  	
  0

  	
   

  	
  —

  	
   

  
	
  1097520-5-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.450000

  	
   

  	
  50,000.00

  	
   

  	
  34,482.76

  	
   

  	
  (959.96

  	
  )

  	
  34

  	
   

  	
  (1

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_1y

  	
   

  	
  —

  	
   

  	
  (1

  	
  )

  
	
  1097520-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.450000

  	
   

  	
  50,000.00

  	
   

  	
  34,482.76

  	
   

  	
  421.25

  	
   

  	
  34

  	
   

  	
  0

  	
   

  	
  —

  	
   

  	
  0

  	
   

  	
  G_6m_1y

  	
   

  	
  0

  	
   

  	
  —

  	
   

  
	
  1097520-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.450000

  	
   

  	
  50,000.00

  	
   

  	
  34,482.76

  	
   

  	
  (847.06

  	
  )

  	
  34

  	
   

  	
  (1

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_1y

  	
   

  	
  —

  	
   

  	
  (1

  	
  )

  
	
  1097520-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.450000

  	
   

  	
  50,000.00

  	
   

  	
  34,482.76

  	
   

  	
  395.14

  	
   

  	
  34

  	
   

  	
  0

  	
   

  	
  —

  	
   

  	
  0

  	
   

  	
  G_6m_less

  	
   

  	
  0

  	
   

  	
  —

  	
   

  
	
  1097520-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.450000

  	
   

  	
  50,000.00

  	
   

  	
  34,482.76

  	
   

  	
  (738.77

  	
  )

  	
  34

  	
   

  	
  (1

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (1

  	
  )

  
	
  1097520-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.450000

  	
   

  	
  50,000.00

  	
   

  	
  34,482.76

  	
   

  	
  362.22

  	
   

  	
  34

  	
   

  	
  0

  	
   

  	
  —

  	
   

  	
  0

  	
   

  	
  G_6m_less

  	
   

  	
  0

  	
   

  	
  —

  	
   

  
	
  1097520-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.450000

  	
   

  	
  50,000.00

  	
   

  	
  34,482.76

  	
   

  	
  (622.04

  	
  )

  	
  34

  	
   

  	
  (1

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (1

  	
  )

  
	
  1097520-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.450000

  	
   

  	
  50,000.00

  	
   

  	
  34,482.76

  	
   

  	
  315.68

  	
   

  	
  34

  	
   

  	
  0

  	
   

  	
  —

  	
   

  	
  0

  	
   

  	
  G_6m_less

  	
   

  	
  0

  	
   

  	
  —

  	
   

  
	
  1097520-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.450000

  	
   

  	
  50,000.00

  	
   

  	
  34,482.76

  	
   

  	
  (465.64

  	
  )

  	
  34

  	
   

  	
  (0

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (0

  	
  )

  
	
  1097402-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.470000

  	
   

  	
  100,000.00

  	
   

  	
  68,027.21

  	
   

  	
  268.29

  	
   

  	
  68

  	
   

  	
  0

  	
   

  	
  —

  	
   

  	
  0

  	
   

  	
  G_6m_less

  	
   

  	
  0

  	
   

  	
  —

  	
   

  
	
  1097402-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.470000

  	
   

  	
  100,000.00

  	
   

  	
  68,027.21

  	
   

  	
  (1,051.99

  	
  )

  	
  68

  	
   

  	
  (1

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (1

  	
  )

  
	
  1097402-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.470000

  	
   

  	
  100,000.00

  	
   

  	
  68,027.21

  	
   

  	
  169.22

  	
   

  	
  68

  	
   

  	
  0

  	
   

  	
  —

  	
   

  	
  0

  	
   

  	
  G_6m_less

  	
   

  	
  0

  	
   

  	
  —

  	
   

  
	
  1097402-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.470000

  	
   

  	
  100,000.00

  	
   

  	
  68,027.21

  	
   

  	
  (624.43

  	
  )

  	
  68

  	
   

  	
  (1

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (1

  	
  )

  
	
  1097402-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.470000

  	
   

  	
  100,000.00

  	
   

  	
  68,027.21

  	
   

  	
  48.28

  	
   

  	
  68

  	
   

  	
  0

  	
   

  	
  —

  	
   

  	
  0

  	
   

  	
  G_6m_less

  	
   

  	
  0

  	
   

  	
  —

  	
   

  
	
  1097402-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.470000

  	
   

  	
  100,000.00

  	
   

  	
  68,027.21

  	
   

  	
  (78.24

  	
  )

  	
  68

  	
   

  	
  (0

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (0

  	
  )

  
	
  1097301-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.465000

  	
   

  	
  250,000.00

  	
   

  	
  170,648.46

  	
   

  	
  929.02

  	
   

  	
  171

  	
   

  	
  1

  	
   

  	
  —

  	
   

  	
  1

  	
   

  	
  G_6m_less

  	
   

  	
  1

  	
   

  	
  —

  	
   

  
	
  1097301-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.465000

  	
   

  	
  250,000.00

  	
   

  	
  170,648.46

  	
   

  	
  (3,015.73

  	
  )

  	
  171

  	
   

  	
  (3

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (3

  	
  )

  
	
  1097301-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.465000

  	
   

  	
  250,000.00

  	
   

  	
  170,648.46

  	
   

  	
  691.60

  	
   

  	
  171

  	
   

  	
  1

  	
   

  	
  —

  	
   

  	
  1

  	
   

  	
  G_6m_less

  	
   

  	
  1

  	
   

  	
  —

  	
   

  
	
  1097301-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.465000

  	
   

  	
  250,000.00

  	
   

  	
  170,648.46

  	
   

  	
  (2,141.87

  	
  )

  	
  171

  	
   

  	
  (2

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (2

  	
  )

  
	
  1097301-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.465000

  	
   

  	
  250,000.00

  	
   

  	
  170,648.46

  	
   

  	
  396.82

  	
   

  	
  171

  	
   

  	
  0

  	
   

  	
  —

  	
   

  	
  0

  	
   

  	
  G_6m_less

  	
   

  	
  0

  	
   

  	
  —

  	
   

  
	
  1097301-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.465000

  	
   

  	
  250,000.00

  	
   

  	
  170,648.46

  	
   

  	
  (995.54

  	
  )

  	
  171

  	
   

  	
  (1

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (1

  	
  )

  
	
  1097281-6-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  0.685000

  	
   

  	
  130,000.00

  	
   

  	
  89,050.00

  	
   

  	
  987.94

  	
   

  	
  89

  	
   

  	
  1

  	
   

  	
  —

  	
   

  	
  1

  	
   

  	
  G_6m_1y

  	
   

  	
  1

  	
   

  	
  —

  	
   

  
	
  1097281-6-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  0.685000

  	
   

  	
  130,000.00

  	
   

  	
  89,050.00

  	
   

  	
  (2,546.32

  	
  )

  	
  89

  	
   

  	
  (3

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_1y

  	
   

  	
  —

  	
   

  	
  (3

  	
  )

  
	
  1097281-5-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  0.685000

  	
   

  	
  130,000.00

  	
   

  	
  89,050.00

  	
   

  	
  920.52

  	
   

  	
  89

  	
   

  	
  1

  	
   

  	
  —

  	
   

  	
  1

  	
   

  	
  G_6m_1y

  	
   

  	
  1

  	
   

  	
  —

  	
   

  
	
  1097281-5-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  0.685000

  	
   

  	
  130,000.00

  	
   

  	
  89,050.00

  	
   

  	
  (2,261.87

  	
  )

  	
  89

  	
   

  	
  (2

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_1y

  	
   

  	
  —

  	
   

  	
  (2

  	
  )

  
	
  1097281-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  0.685000

  	
   

  	
  130,000.00

  	
   

  	
  89,050.00

  	
   

  	
  829.43

  	
   

  	
  89

  	
   

  	
  1

  	
   

  	
  —

  	
   

  	
  1

  	
   

  	
  G_6m_less

  	
   

  	
  1

  	
   

  	
  —

  	
   

  
	
  1097281-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  0.685000

  	
   

  	
  130,000.00

  	
   

  	
  89,050.00

  	
   

  	
  (1,913.77

  	
  )

  	
  89

  	
   

  	
  (2

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (2

  	
  )

  
	
  1097281-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  0.685000

  	
   

  	
  130,000.00

  	
   

  	
  89,050.00

  	
   

  	
  755.42

  	
   

  	
  89

  	
   

  	
  1

  	
   

  	
  —

  	
   

  	
  1

  	
   

  	
  G_6m_less

  	
   

  	
  1

  	
   

  	
  —

  	
   

  
	
  1097281-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  0.685000

  	
   

  	
  130,000.00

  	
   

  	
  89,050.00

  	
   

  	
  (1,566.87

  	
  )

  	
  89

  	
   

  	
  (2

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (2

  	
  )

  
	
  1097281-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  0.685000

  	
   

  	
  130,000.00

  	
   

  	
  89,050.00

  	
   

  	
  657.53

  	
   

  	
  89

  	
   

  	
  1

  	
   

  	
  —

  	
   

  	
  1

  	
   

  	
  G_6m_less

  	
   

  	
  1

  	
   

  	
  —

  	
   

  
	
  1097281-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  0.685000

  	
   

  	
  130,000.00

  	
   

  	
  89,050.00

  	
   

  	
  (1,194.77

  	
  )

  	
  89

  	
   

  	
  (1

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (1

  	
  )

  
	
  1097281-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  0.685000

  	
   

  	
  130,000.00

  	
   

  	
  89,050.00

  	
   

  	
  515.29

  	
   

  	
  89

  	
   

  	
  1

  	
   

  	
  —

  	
   

  	
  1

  	
   

  	
  G_6m_less

  	
   

  	
  1

  	
   

  	
  —

  	
   

  
	
  1097281-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  0.685000

  	
   

  	
  130,000.00

  	
   

  	
  89,050.00

  	
   

  	
  (690.19

  	
  )

  	
  89

  	
   

  	
  (1

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (1

  	
  )

  
	
  1097132-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.480000

  	
   

  	
  250,000.00

  	
   

  	
  168,918.92

  	
   

  	
  239.30

  	
   

  	
  169

  	
   

  	
  0

  	
   

  	
  —

  	
   

  	
  0

  	
   

  	
  G_6m_less

  	
   

  	
  0

  	
   

  	
  —

  	
   

  
	
  1097132-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.480000

  	
   

  	
  250,000.00

  	
   

  	
  168,918.92

  	
   

  	
  (3,286.40

  	
  )

  	
  169

  	
   

  	
  (3

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (3

  	
  )

  
	
  1097132-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.480000

  	
   

  	
  250,000.00

  	
   

  	
  168,918.92

  	
   

  	
  43.04

  	
   

  	
  169

  	
   

  	
  0

  	
   

  	
  —

  	
   

  	
  0

  	
   

  	
  G_6m_less

  	
   

  	
  0

  	
   

  	
  —

  	
   

  
	
  1097132-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.480000

  	
   

  	
  250,000.00

  	
   

  	
  168,918.92

  	
   

  	
  (1,592.07

  	
  )

  	
  169

  	
   

  	
  (2

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (2

  	
  )

  
	
  1096770-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.470000

  	
   

  	
  150,000.00

  	
   

  	
  102,040.82

  	
   

  	
  688.94

  	
   

  	
  102

  	
   

  	
  1

  	
   

  	
  —

  	
   

  	
  1

  	
   

  	
  G_6m_less

  	
   

  	
  1

  	
   

  	
  —

  	
   

  
	
  1096770-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.470000

  	
   

  	
  150,000.00

  	
   

  	
  102,040.82

  	
   

  	
  (2,953.31

  	
  )

  	
  102

  	
   

  	
  (3

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (3

  	
  )

  
	
  1096770-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.470000

  	
   

  	
  150,000.00

  	
   

  	
  102,040.82

  	
   

  	
  586.75

  	
   

  	
  102

  	
   

  	
  1

  	
   

  	
  —

  	
   

  	
  1

  	
   

  	
  G_6m_less

  	
   

  	
  1

  	
   

  	
  —

  	
   

  
	
  1096770-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.470000

  	
   

  	
  150,000.00

  	
   

  	
  102,040.82

  	
   

  	
  (2,550.38

  	
  )

  	
  102

  	
   

  	
  (3

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (3

  	
  )

  
	
  1096770-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.470000

  	
   

  	
  150,000.00

  	
   

  	
  102,040.82

  	
   

  	
  465.51

  	
   

  	
  102

  	
   

  	
  0

  	
   

  	
  —

  	
   

  	
  0

  	
   

  	
  G_6m_less

  	
   

  	
  0

  	
   

  	
  —

  	
   

  
	
  1096770-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.470000

  	
   

  	
  150,000.00

  	
   

  	
  102,040.82

  	
   

  	
  (2,137.71

  	
  )

  	
  102

  	
   

  	
  (2

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (2

  	
  )

  
	
  1096393-5-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.500000

  	
   

  	
  265,000.00

  	
   

  	
  176,666.67

  	
   

  	
  249.48

  	
   

  	
  177

  	
   

  	
  0

  	
   

  	
  —

  	
   

  	
  0

  	
   

  	
  G_6m_less

  	
   

  	
  0

  	
   

  	
  —

  	
   

  
	
  1096393-5-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.500000

  	
   

  	
  265,000.00

  	
   

  	
  176,666.67

  	
   

  	
  (6,162.57

  	
  )

  	
  177

  	
   

  	
  (6

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (6

  	
  )

  
	
  1096393-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.500000

  	
   

  	
  260,000.00

  	
   

  	
  173,333.33

  	
   

  	
  123.57

  	
   

  	
  173

  	
   

  	
  0

  	
   

  	
  —

  	
   

  	
  0

  	
   

  	
  G_6m_less

  	
   

  	
  0

  	
   

  	
  —

  	
   

  
	
  1096393-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.500000

  	
   

  	
  260,000.00

  	
   

  	
  173,333.33

  	
   

  	
  (5,282.44

  	
  )

  	
  173

  	
   

  	
  (5

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (5

  	
  )

  
	
  1096393-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.500000

  	
   

  	
  280,000.00

  	
   

  	
  186,666.67

  	
   

  	
  23.85

  	
   

  	
  187

  	
   

  	
  0

  	
   

  	
  —

  	
   

  	
  0

  	
   

  	
  G_6m_less

  	
   

  	
  0

  	
   

  	
  —

  	
   

  
	
  1096393-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.500000

  	
   

  	
  280,000.00

  	
   

  	
  186,666.67

  	
   

  	
  (4,061.60

  	
  )

  	
  187

  	
   

  	
  (4

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (4

  	
  )

  
	
  1096393-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.500000

  	
   

  	
  280,000.00

  	
   

  	
  186,666.67

  	
   

  	
  0.00

  	
   

  	
  187

  	
   

  	
  0

  	
   

  	
  —

  	
   

  	
  0

  	
   

  	
  G_6m_less

  	
   

  	
  0

  	
   

  	
  —

  	
   

  



 


3





















 


	
  Trade No

  	
   

  	
  Counterparty

  	
   

  	
  Status

  	
   

  	
  B/S

  	
   

  	
  Product

  	
   

  	
  Package

  	
   

  	
  C/P

  	
   

  	
  Trade
  Date

  	
   

  	
  Expiry
  Date

  	
   

  	
  Settlement
  Date

  	
   

  
	
  1096393-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  10-Aug-2004

  	
   

  	
  13-Dec-2004

  	
   

  	
  15-Dec-2004

  	
   

  
	
  1095380-6-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
   

  	
   

  	
  C

  	
   

  	
  11-Nov-2004

  	
   

  	
  08-Dec-2004

  	
   

  	
  10-Dec-2004

  	
   

  
	
  1095380-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  13-Jul-2004

  	
   

  	
  08-Dec-2004

  	
   

  	
  10-Dec-2004

  	
   

  
	
  1095205-7-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
   

  	
   

  	
  C

  	
   

  	
  15-Nov-2004

  	
   

  	
  13-Dec-2004

  	
   

  	
  15-Dec-2004

  	
   

  
	
  1095205-5-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  08-Jul-2004

  	
   

  	
  10-Jan-2005

  	
   

  	
  12-Jan-2005

  	
   

  
	
  1095205-5-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  08-Jul-2004

  	
   

  	
  10-Jan-2005

  	
   

  	
  12-Jan-2005

  	
   

  
	
  1095205-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  08-Jul-2004

  	
   

  	
  13-Dec-2004

  	
   

  	
  15-Dec-2004

  	
   

  
	
  1092763-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  18-May-2004

  	
   

  	
  11-Jan-2005

  	
   

  	
  13-Jan-2005

  	
   

  
	
  1092763-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  18-May-2004

  	
   

  	
  11-Jan-2005

  	
   

  	
  13-Jan-2005

  	
   

  
	
  1092685-7-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  18-May-2004

  	
   

  	
  16-Feb-2005

  	
   

  	
  18-Feb-2005

  	
   

  
	
  1092685-7-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  18-May-2004

  	
   

  	
  16-Feb-2005

  	
   

  	
  18-Feb-2005

  	
   

  
	
  1092685-5-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  17-May-2004

  	
   

  	
  18-Jan-2005

  	
   

  	
  20-Jan-2005

  	
   

  
	
  1092685-5-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  17-May-2004

  	
   

  	
  18-Jan-2005

  	
   

  	
  20-Jan-2005

  	
   

  
	
  1092685-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  17-May-2004

  	
   

  	
  16-Dec-2004

  	
   

  	
  20-Dec-2004

  	
   

  
	
  1092685-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  17-May-2004

  	
   

  	
  16-Dec-2004

  	
   

  	
  20-Dec-2004

  	
   

  
	
  1091627-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  23-Apr-2004

  	
   

  	
  09-Dec-2004

  	
   

  	
  13-Dec-2004

  	
   

  
	
  1091627-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  23-Apr-2004

  	
   

  	
  09-Dec-2004

  	
   

  	
  13-Dec-2004

  	
   

  
	
  1091530-6-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  GBP-USD/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  21-Apr-2004

  	
   

  	
  16-Feb-2005

  	
   

  	
  18-Feb-2005

  	
   

  
	
  1091530-6-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  GBP-USD/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  21-Apr-2004

  	
   

  	
  16-Feb-2005

  	
   

  	
  18-Feb-2005

  	
   

  
	
  1091530-5-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  GBP-USD/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  21-Apr-2004

  	
   

  	
  18-Jan-2005

  	
   

  	
  20-Jan-2005

  	
   

  
	
  1091530-5-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  GBP-USD/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  21-Apr-2004

  	
   

  	
  18-Jan-2005

  	
   

  	
  20-Jan-2005

  	
   

  
	
  1091530-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  GBP-USD/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  21-Apr-2004

  	
   

  	
  16-Dec-2004

  	
   

  	
  20-Dec-2004

  	
   

  
	
  1091530-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  GBP-USD/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  21-Apr-2004

  	
   

  	
  16-Dec-2004

  	
   

  	
  20-Dec-2004

  	
   

  
	
  1089240-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  GBP-USD/Vanilla

  	
   

  	
  Variable Forward (Participator)

  	
   

  	
  P

  	
   

  	
  05-Mar-2004

  	
   

  	
  28-Jan-2005

  	
   

  	
  01-Feb-2005

  	
   

  
	
  1089240-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  GBP-USD/Vanilla

  	
   

  	
  Variable Forward (Participator)

  	
   

  	
  C

  	
   

  	
  05-Mar-2004

  	
   

  	
  28-Jan-2005

  	
   

  	
  01-Feb-2005

  	
   

  
	
  1087498-6-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  30-Jan-2004

  	
   

  	
  08-Dec-2004

  	
   

  	
  10-Dec-2004

  	
   

  
	
  1087498-6-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  30-Jan-2004

  	
   

  	
  08-Dec-2004

  	
   

  	
  10-Dec-2004

  	
   

  
	
  1086995-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  GBP-USD/Vanilla

  	
   

  	
  Variable Forward (Participator)

  	
   

  	
  P

  	
   

  	
  22-Jan-2004

  	
   

  	
  28-Jan-2005

  	
   

  	
  01-Feb-2005

  	
   

  
	
  1086995-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  GBP-USD/Vanilla

  	
   

  	
  Variable Forward (Participator)

  	
   

  	
  C

  	
   

  	
  22-Jan-2004

  	
   

  	
  28-Jan-2005

  	
   

  	
  01-Feb-2005

  	
   

  
	
  1081310-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla KO

  	
   

  	
  Variable Forward (Advantage)

  	
   

  	
  P

  	
   

  	
  17-Nov-2003

  	
   

  	
  03-Feb-2005

  	
   

  	
  07-Feb-2005

  	
   

  
	
  1081310-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Advantage)

  	
   

  	
  C

  	
   

  	
  17-Nov-2003

  	
   

  	
  03-Feb-2005

  	
   

  	
  07-Feb-2005

  	
   

  
	
  1081310-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Advantage)

  	
   

  	
  P

  	
   

  	
  17-Nov-2003

  	
   

  	
  03-Feb-2005

  	
   

  	
  07-Feb-2005

  	
   

  
	
  1081310-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  17-Nov-2003

  	
   

  	
  12-Jan-2005

  	
   

  	
  14-Jan-2005

  	
   

  
	
  1081310-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  17-Nov-2003

  	
   

  	
  12-Jan-2005

  	
   

  	
  14-Jan-2005

  	
   

  
	
  1050528-6-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
   

  	
   

  	
  P

  	
   

  	
  18-Nov-2002

  	
   

  	
  30-Dec-2004

  	
   

  	
  04-Jan-2005

  	
   

  



 


	
  Trade No

  	
   

  	
  Counterparty

  	
   

  	
  Strike/Rate

  	
   

  	
  Dealt
  Value

  	
   

  	
  Premium
  Value

  	
   

  	
  Value

  	
   

  	
  Nominal

  GBP_000s

  	
   

  	
  MTM

  GBP_000s

  	
   

  	
  FCE

  NAB_0

  00s

  	
   

  	
  CR_EQUIV

  NAB_000s

  	
   

  	
  TENOR

  TYPE

  	
   

  	
  Positive

  replacement

  cost

  	
   

  	
  Negative

  replacement

  cost

  	
   

  
	
  1096393-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.500000

  	
   

  	
  280,000.00

  	
   

  	
  186,666.67

  	
   

  	
  (82.17

  	
  )

  	
  187

  	
   

  	
  (0

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (0

  	
  )

  
	
  1095380-6-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.505000

  	
   

  	
  150,000.00

  	
   

  	
  99,667.77

  	
   

  	
  (4,008.11

  	
  )

  	
  100

  	
   

  	
  (4

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (4

  	
  )

  
	
  1095380-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.505000

  	
   

  	
  150,000.00

  	
   

  	
  99,667.77

  	
   

  	
  0.00

  	
   

  	
  100

  	
   

  	
  —

  	
   

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  —

  	
   

  
	
  1095205-7-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.499000

  	
   

  	
  250,000.00

  	
   

  	
  166,777.85

  	
   

  	
  (6,074.14

  	
  )

  	
  167

  	
   

  	
  (6

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (6

  	
  )

  
	
  1095205-5-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.499000

  	
   

  	
  250,000.00

  	
   

  	
  166,777.85

  	
   

  	
  18.87

  	
   

  	
  167

  	
   

  	
  0

  	
   

  	
  —

  	
   

  	
  0

  	
   

  	
  G_6m_less

  	
   

  	
  0

  	
   

  	
  —

  	
   

  
	
  1095205-5-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.499000

  	
   

  	
  250,000.00

  	
   

  	
  166,777.85

  	
   

  	
  (4,851.15

  	
  )

  	
  167

  	
   

  	
  (5

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (5

  	
  )

  
	
  1095205-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.499000

  	
   

  	
  250,000.00

  	
   

  	
  166,777.85

  	
   

  	
  0.00

  	
   

  	
  167

  	
   

  	
  0

  	
   

  	
  —

  	
   

  	
  0

  	
   

  	
  G_6m_less

  	
   

  	
  0

  	
   

  	
  —

  	
   

  
	
  1092763-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.475000

  	
   

  	
  200,000.00

  	
   

  	
  135,593.22

  	
   

  	
  141.68

  	
   

  	
  136

  	
   

  	
  0

  	
   

  	
  —

  	
   

  	
  0

  	
   

  	
  G_6m_less

  	
   

  	
  0

  	
   

  	
  —

  	
   

  
	
  1092763-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.475000

  	
   

  	
  200,000.00

  	
   

  	
  135,593.22

  	
   

  	
  (448.51

  	
  )

  	
  136

  	
   

  	
  (0

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (0

  	
  )

  
	
  1092685-7-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.472500

  	
   

  	
  50,000.00

  	
   

  	
  33,955.86

  	
   

  	
  109.60

  	
   

  	
  34

  	
   

  	
  0

  	
   

  	
  —

  	
   

  	
  0

  	
   

  	
  G_6m_less

  	
   

  	
  0

  	
   

  	
  —

  	
   

  
	
  1092685-7-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.472500

  	
   

  	
  50,000.00

  	
   

  	
  33,955.86

  	
   

  	
  (427.60

  	
  )

  	
  34

  	
   

  	
  (0

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (0

  	
  )

  
	
  1092685-5-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.472500

  	
   

  	
  50,000.00

  	
   

  	
  33,955.86

  	
   

  	
  57.17

  	
   

  	
  34

  	
   

  	
  0

  	
   

  	
  —

  	
   

  	
  0

  	
   

  	
  G_6m_less

  	
   

  	
  0

  	
   

  	
  —

  	
   

  
	
  1092685-5-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.472500

  	
   

  	
  50,000.00

  	
   

  	
  33,955.86

  	
   

  	
  (175.64

  	
  )

  	
  34

  	
   

  	
  (0

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (0

  	
  )

  
	
  1092685-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.472500

  	
   

  	
  50,000.00

  	
   

  	
  33,955.86

  	
   

  	
  1.25

  	
   

  	
  34

  	
   

  	
  0

  	
   

  	
  —

  	
   

  	
  0

  	
   

  	
  G_6m_less

  	
   

  	
  0

  	
   

  	
  —

  	
   

  
	
  1092685-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.472500

  	
   

  	
  50,000.00

  	
   

  	
  33,955.86

  	
   

  	
  (0.02

  	
  )

  	
  34

  	
   

  	
  (0

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (0

  	
  )

  
	
  1091627-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.500000

  	
   

  	
  500,000.00

  	
   

  	
  333,333.33

  	
   

  	
  0.00

  	
   

  	
  333

  	
   

  	
  —

  	
   

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  —

  	
   

  
	
  1091627-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.500000

  	
   

  	
  500,000.00

  	
   

  	
  333,333.33

  	
   

  	
  (0.00

  	
  )

  	
  333

  	
   

  	
  (0

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (0

  	
  )

  
	
  1091530-6-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.755000

  	
   

  	
  45,584.05

  	
   

  	
  80,000.00

  	
   

  	
  8,123.40

  	
   

  	
  46

  	
   

  	
  4

  	
   

  	
  —

  	
   

  	
  4

  	
   

  	
  G_6m_less

  	
   

  	
  4

  	
   

  	
  —

  	
   

  
	
  1091530-6-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.755000

  	
   

  	
  45,584.05

  	
   

  	
  80,000.00

  	
   

  	
  (0.93

  	
  )

  	
  46

  	
   

  	
  (0

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (0

  	
  )

  
	
  1091530-5-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.755000

  	
   

  	
  45,584.05

  	
   

  	
  80,000.00

  	
   

  	
  8,290.39

  	
   

  	
  46

  	
   

  	
  4

  	
   

  	
  —

  	
   

  	
  4

  	
   

  	
  G_6m_less

  	
   

  	
  4

  	
   

  	
  —

  	
   

  
	
  1091530-5-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.755000

  	
   

  	
  45,584.05

  	
   

  	
  80,000.00

  	
   

  	
  (0.00

  	
  )

  	
  46

  	
   

  	
  (0

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (0

  	
  )

  
	
  1091530-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.755000

  	
   

  	
  45,584.05

  	
   

  	
  80,000.00

  	
   

  	
  8,482.94

  	
   

  	
  46

  	
   

  	
  4

  	
   

  	
  —

  	
   

  	
  4

  	
   

  	
  G_6m_less

  	
   

  	
  4

  	
   

  	
  —

  	
   

  
	
  1091530-4-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.755000

  	
   

  	
  45,584.05

  	
   

  	
  80,000.00

  	
   

  	
  0.00

  	
   

  	
  46

  	
   

  	
  —

  	
   

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  —

  	
   

  
	
  1089240-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.830000

  	
   

  	
  136,612.02

  	
   

  	
  250,000.00

  	
   

  	
  (205.79

  	
  )

  	
  137

  	
   

  	
  (0

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (0

  	
  )

  
	
  1089240-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.830000

  	
   

  	
  273,224.04

  	
   

  	
  500,000.00

  	
   

  	
  29,232.30

  	
   

  	
  273

  	
   

  	
  15

  	
   

  	
  —

  	
   

  	
  15

  	
   

  	
  G_6m_less

  	
   

  	
  15

  	
   

  	
  —

  	
   

  
	
  1087498-6-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.422500

  	
   

  	
  80,000.00

  	
   

  	
  56,239.02

  	
   

  	
  0.00

  	
   

  	
  56

  	
   

  	
  0

  	
   

  	
  —

  	
   

  	
  0

  	
   

  	
  G_6m_less

  	
   

  	
  0

  	
   

  	
  —

  	
   

  
	
  1087498-6-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.422500

  	
   

  	
  80,000.00

  	
   

  	
  56,239.02

  	
   

  	
  0.00

  	
   

  	
  56

  	
   

  	
  —

  	
   

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  —

  	
   

  
	
  1086995-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.846500

  	
   

  	
  135,354.62

  	
   

  	
  249,932.30

  	
   

  	
  (365.73

  	
  )

  	
  135

  	
   

  	
  (0

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (0

  	
  )

  
	
  1086995-2-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.846500

  	
   

  	
  270,782.56

  	
   

  	
  500,000.00

  	
   

  	
  24,842.80

  	
   

  	
  271

  	
   

  	
  13

  	
   

  	
  —

  	
   

  	
  13

  	
   

  	
  G_6m_less

  	
   

  	
  13

  	
   

  	
  —

  	
   

  
	
  1081310-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.420000

  	
   

  	
  200,000.00

  	
   

  	
  140,845.07

  	
   

  	
  2,599.99

  	
   

  	
  141

  	
   

  	
  3

  	
   

  	
  —

  	
   

  	
  3

  	
   

  	
  G_6m_less

  	
   

  	
  3

  	
   

  	
  —

  	
   

  
	
  1081310-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.402000

  	
   

  	
  200,000.00

  	
   

  	
  142,653.35

  	
   

  	
  (29.02

  	
  )

  	
  143

  	
   

  	
  (0

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (0

  	
  )

  
	
  1081310-3-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.402000

  	
   

  	
  200,000.00

  	
   

  	
  142,653.35

  	
   

  	
  0.00

  	
   

  	
  143

  	
   

  	
  0

  	
   

  	
  —

  	
   

  	
  0

  	
   

  	
  G_6m_less

  	
   

  	
  0

  	
   

  	
  —

  	
   

  
	
  1081310-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.420000

  	
   

  	
  200,000.00

  	
   

  	
  140,845.07

  	
   

  	
  2,527.69

  	
   

  	
  141

  	
   

  	
  3

  	
   

  	
  —

  	
   

  	
  3

  	
   

  	
  G_6m_less

  	
   

  	
  3

  	
   

  	
  —

  	
   

  
	
  1081310-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.420000

  	
   

  	
  200,000.00

  	
   

  	
  140,845.07

  	
   

  	
  (0.71

  	
  )

  	
  141

  	
   

  	
  (0

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (0

  	
  )

  
	
  1050528-6-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  1.550000

  	
   

  	
  200,000.00

  	
   

  	
  129,032.26

  	
   

  	
  0.00

  	
   

  	
  129

  	
   

  	
  0

  	
   

  	
  —

  	
   

  	
  0

  	
   

  	
  G_6m_less

  	
   

  	
  0

  	
   

  	
  —

  	
   

  



 


4





















 


LESS THAN 14 DAYS Maturity deals have been excluded ( for
Credit Equivalent Calculation)


 


	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  21,313,454.77

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  648,121.11

  	
   

  	
  423,454.65

  	
   

  	
  (458,362.65

  	
  )

  



 


	
  BCH

  	
   

  	
  CUST_ID

  	
   

  	
  REFERENCE

  	
   

  	
  P_L

  	
   

  	
  SHORTNAME

  	
   

  	
  SHARE

  	
   

  	
  CCY1

  	
   

  	
  AMOUNT1

  	
   

  	
  DEAL_RATE

  	
   

  	
  CCY2

  	
   

  	
  AMOUNT2

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFF4600772906

  	
   

  	
  (68.13

  	
  )

  	
  NATA LDN

  	
   

  	
  (26.83

  	
  )

  	
  GBP

  	
   

  	
  (55,344.40

  	
  )

  	
  1.4454940

  	
   

  	
  EUR

  	
   

  	
  80,000.00

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600772265

  	
   

  	
  (593.23

  	
  )

  	
  NATA LDN

  	
   

  	
  (233.61

  	
  )

  	
  GBP

  	
   

  	
  (30,696.44

  	
  )

  	
  1.4659680

  	
   

  	
  EUR

  	
   

  	
  45,000.00

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696746

  	
   

  	
  141.75

  	
   

  	
  NATA LDN

  	
   

  	
  55.82

  	
   

  	
  GBP

  	
   

  	
  (1,038,900.00

  	
  )

  	
  0.6926000

  	
   

  	
  EUR

  	
   

  	
  1,500,000.00

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696750

  	
   

  	
  348.45

  	
   

  	
  NATA LDN

  	
   

  	
  137.22

  	
   

  	
  GBP

  	
   

  	
  (692,800.00

  	
  )

  	
  0.6928000

  	
   

  	
  EUR

  	
   

  	
  1,000,000.00

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696434

  	
   

  	
  28,761.56

  	
   

  	
  NATA LDN

  	
   

  	
  11,325.79

  	
   

  	
  GBP

  	
   

  	
  (280,000.00

  	
  )

  	
  1.7825000

  	
   

  	
  USD

  	
   

  	
  499,100.00

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFF4600773173

  	
   

  	
  (118.16

  	
  )

  	
  NATA LDN

  	
   

  	
  (46.53

  	
  )

  	
  GBP

  	
   

  	
  (27,621.94

  	
  )

  	
  1.4481240

  	
   

  	
  EUR

  	
   

  	
  40,000.00

  	
   

  
	
  TRES

  	
   

  	
  NATA  MEL

  	
   

  	
  XFF4600772557

  	
   

  	
  (6,816.32

  	
  )

  	
  NATA MEL

  	
   

  	
  (2,684.15

  	
  )

  	
  GBP

  	
   

  	
  (237,207.73

  	
  )

  	
  1.4755000

  	
   

  	
  EUR

  	
   

  	
  350,000.00

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696218

  	
   

  	
  85,934.88

  	
   

  	
  NATA LDN

  	
   

  	
  33,839.61

  	
   

  	
  GBP

  	
   

  	
  (583,839.33

  	
  )

  	
  1.7128000

  	
   

  	
  USD

  	
   

  	
  1,000,000.00

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFF4600773036

  	
   

  	
  745.76

  	
   

  	
  NATA LDN

  	
   

  	
  293.67

  	
   

  	
  GBP

  	
   

  	
  (56,100.86

  	
  )

  	
  1.4260030

  	
   

  	
  EUR

  	
   

  	
  80,000.00

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696722

  	
   

  	
  (14,701.05

  	
  )

  	
  NATA LDN

  	
   

  	
  (5,789.01

  	
  )

  	
  GBP

  	
   

  	
  (1,029,300.76

  	
  )

  	
  1.4573000

  	
   

  	
  EUR

  	
   

  	
  1,500,000.00

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600772267

  	
   

  	
  (596.98

  	
  )

  	
  NATA LDN

  	
   

  	
  (235.08

  	
  )

  	
  GBP

  	
   

  	
  (30,762.92

  	
  )

  	
  1.4628000

  	
   

  	
  EUR

  	
   

  	
  45,000.00

  	
   

  
	
  TRES

  	
   

  	
  NATA  MEL

  	
   

  	
  XFF4600772559

  	
   

  	
  (7,435.21

  	
  )

  	
  NATA MEL

  	
   

  	
  (2,927.85

  	
  )

  	
  GBP

  	
   

  	
  (237,207.73

  	
  )

  	
  1.4755000

  	
   

  	
  EUR

  	
   

  	
  350,000.00

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696638

  	
   

  	
  (60,007.75

  	
  )

  	
  NATA LDN

  	
   

  	
  (23,629.97

  	
  )

  	
  GBP

  	
   

  	
  (2,037,593.60

  	
  )

  	
  1.4723250

  	
   

  	
  EUR

  	
   

  	
  3,000,000.00

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFF4600773170

  	
   

  	
  (233.31

  	
  )

  	
  NATA LDN

  	
   

  	
  (91.88

  	
  )

  	
  GBP

  	
   

  	
  (55,439.40

  	
  )

  	
  1.4430170

  	
   

  	
  EUR

  	
   

  	
  80,000.00

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696704

  	
   

  	
  (10,677.00

  	
  )

  	
  NATA LDN

  	
   

  	
  (4,204.41

  	
  )

  	
  GBP

  	
   

  	
  (1,382,170.01

  	
  )

  	
  1.4470000

  	
   

  	
  EUR

  	
   

  	
  2,000,000.00

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696798

  	
   

  	
  9,282.53

  	
   

  	
  NATA LDN

  	
   

  	
  3,655.30

  	
   

  	
  GBP

  	
   

  	
  (702,600.00

  	
  )

  	
  0.7026000

  	
   

  	
  EUR

  	
   

  	
  1,000,000.00

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600772269

  	
   

  	
  (603.13

  	
  )

  	
  NATA LDN

  	
   

  	
  (237.50

  	
  )

  	
  GBP

  	
   

  	
  (30,819.55

  	
  )

  	
  1.4601120

  	
   

  	
  EUR

  	
   

  	
  45,000.00

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600773059

  	
   

  	
  387.89

  	
   

  	
  NATA LDN

  	
   

  	
  152.75

  	
   

  	
  GBP

  	
   

  	
  (35,077.21

  	
  )

  	
  1.4254270

  	
   

  	
  EUR

  	
   

  	
  50,000.00

  	
   

  
	
  TRES

  	
   

  	
  NATA  MEL

  	
   

  	
  XFF4600772561

  	
   

  	
  (8,037.23

  	
  )

  	
  NATA MEL

  	
   

  	
  (3,164.92

  	
  )

  	
  GBP

  	
   

  	
  (237,207.73

  	
  )

  	
  1.4755000

  	
   

  	
  EUR

  	
   

  	
  350,000.00

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600773057

  	
   

  	
  405.43

  	
   

  	
  NATA LDN

  	
   

  	
  159.65

  	
   

  	
  GBP

  	
   

  	
  (35,134.84

  	
  )

  	
  1.4230890

  	
   

  	
  EUR

  	
   

  	
  50,000.00

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696858

  	
   

  	
  10,558.27

  	
   

  	
  NATA LDN

  	
   

  	
  4,157.66

  	
   

  	
  GBP

  	
   

  	
  (704,920.34

  	
  )

  	
  1.4186000

  	
   

  	
  EUR

  	
   

  	
  1,000,000.00

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600772271

  	
   

  	
  (634.35

  	
  )

  	
  NATA LDN

  	
   

  	
  (249.80

  	
  )

  	
  GBP

  	
   

  	
  (30,863.10

  	
  )

  	
  1.4580520

  	
   

  	
  EUR

  	
   

  	
  45,000.00

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600773145

  	
   

  	
  512.31

  	
   

  	
  NATA LDN

  	
   

  	
  201.74

  	
   

  	
  GBP

  	
   

  	
  (35,250.91

  	
  )

  	
  1.4184030

  	
   

  	
  EUR

  	
   

  	
  50,000.00

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696698

  	
   

  	
  (6,048.21

  	
  )

  	
  NATA LDN

  	
   

  	
  (2,381.68

  	
  )

  	
  GBP

  	
   

  	
  (692,185.23

  	
  )

  	
  1.4447000

  	
   

  	
  EUR

  	
   

  	
  1,000,000.00

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696902

  	
   

  	
  12,209.04

  	
   

  	
  NATA LDN

  	
   

  	
  4,807.70

  	
   

  	
  GBP

  	
   

  	
  (706,563.98

  	
  )

  	
  1.4153000

  	
   

  	
  EUR

  	
   

  	
  1,000,000.00

  	
   

  
	
  TRES

  	
   

  	
  NATA  MEL

  	
   

  	
  XFF4600772563

  	
   

  	
  (8,800.14

  	
  )

  	
  NATA MEL

  	
   

  	
  (3,465.34

  	
  )

  	
  GBP

  	
   

  	
  (237,207.73

  	
  )

  	
  1.4755000

  	
   

  	
  EUR

  	
   

  	
  350,000.00

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600772573

  	
   

  	
  (783.38

  	
  )

  	
  NATA LDN

  	
   

  	
  (308.48

  	
  )

  	
  GBP

  	
   

  	
  (30,809.93

  	
  )

  	
  1.4605680

  	
   

  	
  EUR

  	
   

  	
  45,000.00

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696866

  	
   

  	
  98,707.67

  	
   

  	
  NATA LDN

  	
   

  	
  38,869.31

  	
   

  	
  GBP

  	
   

  	
  (1,500,000.00

  	
  )

  	
  1.8266000

  	
   

  	
  USD

  	
   

  	
  2,739,900.00

  	
   

  
	
  TRES

  	
   

  	
  NATA  MEL

  	
   

  	
  XFF4600772565

  	
   

  	
  (9,413.38

  	
  )

  	
  NATA MEL

  	
   

  	
  (3,706.82

  	
  )

  	
  GBP

  	
   

  	
  (237,207.73

  	
  )

  	
  1.4755000

  	
   

  	
  EUR

  	
   

  	
  350,000.00

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696460

  	
   

  	
  74,403.36

  	
   

  	
  NATA LDN

  	
   

  	
  29,298.71

  	
   

  	
  GBP

  	
   

  	
  (578,268.66

  	
  )

  	
  1.7293000

  	
   

  	
  USD

  	
   

  	
  1,000,000.00

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600772575

  	
   

  	
  (780.17

  	
  )

  	
  NATA LDN

  	
   

  	
  (307.22

  	
  )

  	
  GBP

  	
   

  	
  (30,883.62

  	
  )

  	
  1.4570830

  	
   

  	
  EUR

  	
   

  	
  45,000.00

  	
   

  
	
  TRES

  	
   

  	
  NATA  MEL

  	
   

  	
  XFF4600772567

  	
   

  	
  (10,029.05

  	
  )

  	
  NATA MEL

  	
   

  	
  (3,949.26

  	
  )

  	
  GBP

  	
   

  	
  (237,207.73

  	
  )

  	
  1.4755000

  	
   

  	
  EUR

  	
   

  	
  350,000.00

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696464

  	
   

  	
  75,041.01

  	
   

  	
  NATA LDN

  	
   

  	
  29,549.80

  	
   

  	
  GBP

  	
   

  	
  (579,676.54

  	
  )

  	
  1.7251000

  	
   

  	
  USD

  	
   

  	
  1,000,000.00

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600772571

  	
   

  	
  (775.37

  	
  )

  	
  NATA LDN

  	
   

  	
  (305.33

  	
  )

  	
  GBP

  	
   

  	
  (30,952.38

  	
  )

  	
  1.4538460

  	
   

  	
  EUR

  	
   

  	
  45,000.00

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696904

  	
   

  	
  12,169.13

  	
   

  	
  NATA LDN

  	
   

  	
  4,791.98

  	
   

  	
  GBP

  	
   

  	
  (710,984.71

  	
  )

  	
  1.4065000

  	
   

  	
  EUR

  	
   

  	
  1,000,000.00

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600772680

  	
   

  	
  (1,026.04

  	
  )

  	
  NATA LDN

  	
   

  	
  (404.04

  	
  )

  	
  GBP

  	
   

  	
  (30,817.19

  	
  )

  	
  1.4602240

  	
   

  	
  EUR

  	
   

  	
  45,000.00

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696906

  	
   

  	
  12,149.56

  	
   

  	
  NATA LDN

  	
   

  	
  4,784.28

  	
   

  	
  GBP

  	
   

  	
  (712,352.19

  	
  )

  	
  1.4038000

  	
   

  	
  EUR

  	
   

  	
  1,000,000.00

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600772682

  	
   

  	
  (1,101.97

  	
  )

  	
  NATA LDN

  	
   

  	
  (433.94

  	
  )

  	
  GBP

  	
   

  	
  (30,828.51

  	
  )

  	
  1.4596880

  	
   

  	
  EUR

  	
   

  	
  45,000.00

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600772689

  	
   

  	
  (1,011.09

  	
  )

  	
  NATA LDN

  	
   

  	
  (398.15

  	
  )

  	
  GBP

  	
   

  	
  (30,961.88

  	
  )

  	
  1.4534000

  	
   

  	
  EUR

  	
   

  	
  45,000.00

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600772709

  	
   

  	
  (818.37

  	
  )

  	
  NATA LDN

  	
   

  	
  (322.26

  	
  )

  	
  GBP

  	
   

  	
  (31,176.39

  	
  )

  	
  1.4434000

  	
   

  	
  EUR

  	
   

  	
  45,000.00

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600772711

  	
   

  	
  (829.84

  	
  )

  	
  NATA LDN

  	
   

  	
  (326.78

  	
  )

  	
  GBP

  	
   

  	
  (31,228.31

  	
  )

  	
  1.4410000

  	
   

  	
  EUR

  	
   

  	
  45,000.00

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600772713

  	
   

  	
  (822.00

  	
  )

  	
  NATA LDN

  	
   

  	
  (323.69

  	
  )

  	
  GBP

  	
   

  	
  (31,291.29

  	
  )

  	
  1.4381000

  	
   

  	
  EUR

  	
   

  	
  45,000.00

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600772715

  	
   

  	
  (794.20

  	
  )

  	
  NATA LDN

  	
   

  	
  (312.74

  	
  )

  	
  GBP

  	
   

  	
  (31,372.00

  	
  )

  	
  1.4344000

  	
   

  	
  EUR

  	
   

  	
  45,000.00

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600772717

  	
   

  	
  (787.42

  	
  )

  	
  NATA LDN

  	
   

  	
  (310.07

  	
  )

  	
  GBP

  	
   

  	
  (31,428.97

  	
  )

  	
  1.4318000

  	
   

  	
  EUR

  	
   

  	
  45,000.00

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600772719

  	
   

  	
  (784.86

  	
  )

  	
  NATA LDN

  	
   

  	
  (309.07

  	
  )

  	
  GBP

  	
   

  	
  (31,488.35

  	
  )

  	
  1.4291000

  	
   

  	
  EUR

  	
   

  	
  45,000.00

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600772996

  	
   

  	
  333.67

  	
   

  	
  NATA LDN

  	
   

  	
  131.40

  	
   

  	
  GBP

  	
   

  	
  (32,421.26

  	
  )

  	
  1.3879780

  	
   

  	
  EUR

  	
   

  	
  45,000.00

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600772998

  	
   

  	
  353.05

  	
   

  	
  NATA LDN

  	
   

  	
  139.03

  	
   

  	
  GBP

  	
   

  	
  (32,498.01

  	
  )

  	
  1.3847000

  	
   

  	
  EUR

  	
   

  	
  45,000.00

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600773000

  	
   

  	
  350.46

  	
   

  	
  NATA LDN

  	
   

  	
  138.01

  	
   

  	
  GBP

  	
   

  	
  (32,552.08

  	
  )

  	
  1.3824000

  	
   

  	
  EUR

  	
   

  	
  45,000.00

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600773002

  	
   

  	
  339.48

  	
   

  	
  NATA LDN

  	
   

  	
  133.68

  	
   

  	
  GBP

  	
   

  	
  (32,601.61

  	
  )

  	
  1.3803000

  	
   

  	
  EUR

  	
   

  	
  45,000.00

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600773004

  	
   

  	
  319.39

  	
   

  	
  NATA LDN

  	
   

  	
  125.77

  	
   

  	
  GBP

  	
   

  	
  (32,644.18

  	
  )

  	
  1.3785000

  	
   

  	
  EUR

  	
   

  	
  45,000.00

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFF4600773095

  	
   

  	
  (428.69

  	
  )

  	
  NATA LDN

  	
   

  	
  (168.81

  	
  )

  	
  USD

  	
   

  	
  (17,626.00

  	
  )

  	
  1.2952800

  	
   

  	
  EUR

  	
   

  	
  13,607.87

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696686

  	
   

  	
  (41,571.05

  	
  )

  	
  NATA LDN

  	
   

  	
  (16,369.93

  	
  )

  	
  USD

  	
   

  	
  (608,200.00

  	
  )

  	
  1.2164000

  	
   

  	
  EUR

  	
   

  	
  500,000.00

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFF4600773097

  	
   

  	
  (591.99

  	
  )

  	
  NATA LDN

  	
   

  	
  (233.12

  	
  )

  	
  USD

  	
   

  	
  (24,365.00

  	
  )

  	
  1.2953800

  	
   

  	
  EUR

  	
   

  	
  18,809.15

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFF4600773099

  	
   

  	
  (733.26

  	
  )

  	
  NATA LDN

  	
   

  	
  (288.75

  	
  )

  	
  USD

  	
   

  	
  (30,350.00

  	
  )

  	
  1.2957800

  	
   

  	
  EUR

  	
   

  	
  23,422.19

  	
   

  
	
  TRES

  	
   

  	
  NATA  MEL

  	
   

  	
  XFF4600772598

  	
   

  	
  (4,681.75

  	
  )

  	
  NATA MEL

  	
   

  	
  (1,843.59

  	
  )

  	
  USD

  	
   

  	
  (100,000.00

  	
  )

  	
  1.8070000

  	
   

  	
  GBP

  	
   

  	
  55,340.34

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696684

  	
   

  	
  (41,781.44

  	
  )

  	
  NATA LDN

  	
   

  	
  (16,452.78

  	
  )

  	
  USD

  	
   

  	
  (608,150.00

  	
  )

  	
  1.2163000

  	
   

  	
  EUR

  	
   

  	
  500,000.00

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696840

  	
   

  	
  (17,173.89

  	
  )

  	
  NATA LDN

  	
   

  	
  (6,762.77

  	
  )

  	
  USD

  	
   

  	
  (712,855.00

  	
  )

  	
  1.2961000

  	
   

  	
  EUR

  	
   

  	
  550,000.00

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFF4600773101

  	
   

  	
  (787.67

  	
  )

  	
  NATA LDN

  	
   

  	
  (310.17

  	
  )

  	
  USD

  	
   

  	
  (32,170.00

  	
  )

  	
  1.2953970

  	
   

  	
  EUR

  	
   

  	
  24,834.09

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFF4600773103

  	
   

  	
  (444.74

  	
  )

  	
  NATA LDN

  	
   

  	
  (175.13

  	
  )

  	
  USD

  	
   

  	
  (18,166.00

  	
  )

  	
  1.2954350

  	
   

  	
  EUR

  	
   

  	
  14,023.09

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFF4600773105

  	
   

  	
  (1,819.80

  	
  )

  	
  NATA LDN

  	
   

  	
  (716.61

  	
  )

  	
  USD

  	
   

  	
  (73,920.00

  	
  )

  	
  1.2954410

  	
   

  	
  EUR

  	
   

  	
  57,061.65

  	
   

  
	
  TRES

  	
   

  	
  NATA  MEL

  	
   

  	
  XFF4600772600

  	
   

  	
  (4,569.38

  	
  )

  	
  NATA MEL

  	
   

  	
  (1,799.34

  	
  )

  	
  USD

  	
   

  	
  (100,000.00

  	
  )

  	
  1.8070000

  	
   

  	
  GBP

  	
   

  	
  55,340.34

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696838

  	
   

  	
  (31,306.12

  	
  )

  	
  NATA LDN

  	
   

  	
  (12,327.79

  	
  )

  	
  USD

  	
   

  	
  (1,296,400.00

  	
  )

  	
  1.2964000

  	
   

  	
  EUR

  	
   

  	
  1,000,000.00

  	
   

  
	
  TRES

  	
   

  	
  NATA  MEL

  	
   

  	
  XFF4600772977

  	
   

  	
  (4,457.81

  	
  )

  	
  NATA MEL

  	
   

  	
  (1,755.41

  	
  )

  	
  USD

  	
   

  	
  (100,000.00

  	
  )

  	
  1.8070000

  	
   

  	
  GBP

  	
   

  	
  55,340.34

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696836

  	
   

  	
  (31,584.89

  	
  )

  	
  NATA LDN

  	
   

  	
  (12,437.56

  	
  )

  	
  USD

  	
   

  	
  (1,296,700.00

  	
  )

  	
  1.2967000

  	
   

  	
  EUR

  	
   

  	
  1,000,000.00

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600772975

  	
   

  	
  (3,318.04

  	
  )

  	
  NATA LDN

  	
   

  	
  (1,306.59

  	
  )

  	
  USD

  	
   

  	
  (75,000.00

  	
  )

  	
  1.8052670

  	
   

  	
  GBP

  	
   

  	
  41,545.10

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696834

  	
   

  	
  (57,276.79

  	
  )

  	
  NATA LDN

  	
   

  	
  (22,554.57

  	
  )

  	
  USD

  	
   

  	
  (2,334,780.00

  	
  )

  	
  1.2971000

  	
   

  	
  EUR

  	
   

  	
  1,800,000.00

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696864

  	
   

  	
  (34,325.06

  	
  )

  	
  NATA LDN

  	
   

  	
  (13,516.59

  	
  )

  	
  USD

  	
   

  	
  (1,293,300.00

  	
  )

  	
  1.2933000

  	
   

  	
  EUR

  	
   

  	
  1,000,000.00

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696862

  	
   

  	
  (26,382.94

  	
  )

  	
  NATA LDN

  	
   

  	
  (10,389.13

  	
  )

  	
  USD

  	
   

  	
  (989,833.50

  	
  )

  	
  1.2939000

  	
   

  	
  EUR

  	
   

  	
  765,000.00

  	
   

  



 


	
  BCH

  	
   

  	
  CUST_ID

  	
   

  	
  REFERENCE

  	
   

  	
  CONTRACT

  	
   

  	
  SETTLE

  	
   

  	
  REVAL_RATE

  	
   

  	
  ELAPSED

  	
   

  	
  TERM

  	
   

  	
  TYPE

  	
   

  	
  RESIDUAL

  	
   

  	
  >6MTHS

  	
   

  	
  PURCHASE

  NOMEX

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFF4600772906

  	
   

  	
  1-Oct-04

  	
   

  	
  30-Dec-04

  	
   

  	
  1.4440940

  	
   

  	
  67

  	
   

  	
  90

  	
   

  	
  G

  	
   

  	
  23

  	
   

  	
  14D-1M

  	
   

  	
  1.00000

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600772265

  	
   

  	
  22-Apr-04

  	
   

  	
  31-Dec-04

  	
   

  	
  1.4439900

  	
   

  	
  229

  	
   

  	
  253

  	
   

  	
  G

  	
   

  	
  24

  	
   

  	
  14D-1M

  	
   

  	
  1.00000

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696746

  	
   

  	
  1-Oct-04

  	
   

  	
  31-Dec-04

  	
   

  	
  0.6925255

  	
   

  	
  67

  	
   

  	
  91

  	
   

  	
  G

  	
   

  	
  24

  	
   

  	
  14D-1M

  	
   

  	
  1.00000

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696750

  	
   

  	
  1-Oct-04

  	
   

  	
  31-Dec-04

  	
   

  	
  0.6925255

  	
   

  	
  67

  	
   

  	
  91

  	
   

  	
  G

  	
   

  	
  24

  	
   

  	
  14D-1M

  	
   

  	
  1.00000

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696434

  	
   

  	
  30-Mar-04

  	
   

  	
  04-Jan-05

  	
   

  	
  1.9393940

  	
   

  	
  252

  	
   

  	
  280

  	
   

  	
  G

  	
   

  	
  28

  	
   

  	
  14D-1M

  	
   

  	
  1.00000

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFF4600773173

  	
   

  	
  2-Dec-04

  	
   

  	
  07-Jan-05

  	
   

  	
  1.4432620

  	
   

  	
  5

  	
   

  	
  36

  	
   

  	
  G

  	
   

  	
  31

  	
   

  	
  14D-1M

  	
   

  	
  1.00000

  	
   

  
	
  TRES

  	
   

  	
  NATA  MEL

  	
   

  	
  XFF4600772557

  	
   

  	
  1-Jul-04

  	
   

  	
  11-Jan-05

  	
   

  	
  1.4428466

  	
   

  	
  159

  	
   

  	
  194

  	
   

  	
  G

  	
   

  	
  35

  	
   

  	
  1M-2M

  	
   

  	
  1.00000

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696218

  	
   

  	
  23-Dec-03

  	
   

  	
  20-Jan-05

  	
   

  	
  1.9373833

  	
   

  	
  350

  	
   

  	
  394

  	
   

  	
  G

  	
   

  	
  44

  	
   

  	
  1M-2M

  	
   

  	
  1.00000

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFF4600773036

  	
   

  	
  4-Nov-04

  	
   

  	
  28-Jan-05

  	
   

  	
  1.4410900

  	
   

  	
  33

  	
   

  	
  85

  	
   

  	
  G

  	
   

  	
  52

  	
   

  	
  1M-2M

  	
   

  	
  1.00000

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696722

  	
   

  	
  20-Sep-04

  	
   

  	
  28-Jan-05

  	
   

  	
  1.4410900

  	
   

  	
  78

  	
   

  	
  130

  	
   

  	
  G

  	
   

  	
  52

  	
   

  	
  1M-2M

  	
   

  	
  1.00000

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600772267

  	
   

  	
  22-Apr-04

  	
   

  	
  31-Jan-05

  	
   

  	
  1.4407800

  	
   

  	
  229

  	
   

  	
  284

  	
   

  	
  G

  	
   

  	
  55

  	
   

  	
  1M-2M

  	
   

  	
  1.00000

  	
   

  
	
  TRES

  	
   

  	
  NATA  MEL

  	
   

  	
  XFF4600772559

  	
   

  	
  1-Jul-04

  	
   

  	
  08-Feb-05

  	
   

  	
  1.4399533

  	
   

  	
  159

  	
   

  	
  222

  	
   

  	
  G

  	
   

  	
  63

  	
   

  	
  2M-3M

  	
   

  	
  1.00000

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696638

  	
   

  	
  16-Aug-04

  	
   

  	
  18-Feb-05

  	
   

  	
  1.4389500

  	
   

  	
  113

  	
   

  	
  186

  	
   

  	
  G

  	
   

  	
  73

  	
   

  	
  2M-3M

  	
   

  	
  1.00000

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFF4600773170

  	
   

  	
  2-Dec-04

  	
   

  	
  25-Feb-05

  	
   

  	
  1.4382500

  	
   

  	
  5

  	
   

  	
  85

  	
   

  	
  G

  	
   

  	
  80

  	
   

  	
  2M-3M

  	
   

  	
  1.00000

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696704

  	
   

  	
  13-Sep-04

  	
   

  	
  25-Feb-05

  	
   

  	
  1.4382500

  	
   

  	
  85

  	
   

  	
  165

  	
   

  	
  G

  	
   

  	
  80

  	
   

  	
  2M-3M

  	
   

  	
  1.00000

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696798

  	
   

  	
  20-Oct-04

  	
   

  	
  25-Feb-05

  	
   

  	
  0.6952894

  	
   

  	
  48

  	
   

  	
  128

  	
   

  	
  G

  	
   

  	
  80

  	
   

  	
  2M-3M

  	
   

  	
  1.00000

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600772269

  	
   

  	
  22-Apr-04

  	
   

  	
  28-Feb-05

  	
   

  	
  1.4379500

  	
   

  	
  229

  	
   

  	
  312

  	
   

  	
  G

  	
   

  	
  83

  	
   

  	
  2M-3M

  	
   

  	
  1.00000

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600773059

  	
   

  	
  5-Nov-04

  	
   

  	
  28-Feb-05

  	
   

  	
  1.4379500

  	
   

  	
  32

  	
   

  	
  115

  	
   

  	
  G

  	
   

  	
  83

  	
   

  	
  2M-3M

  	
   

  	
  1.00000

  	
   

  
	
  TRES

  	
   

  	
  NATA  MEL

  	
   

  	
  XFF4600772561

  	
   

  	
  1-Jul-04

  	
   

  	
  08-Mar-05

  	
   

  	
  1.4371500

  	
   

  	
  159

  	
   

  	
  250

  	
   

  	
  G

  	
   

  	
  91

  	
   

  	
  2M-3M

  	
   

  	
  1.00000

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600773057

  	
   

  	
  5-Nov-04

  	
   

  	
  18-Mar-05

  	
   

  	
  1.4361402

  	
   

  	
  32

  	
   

  	
  133

  	
   

  	
  G

  	
   

  	
  101

  	
   

  	
  3M-6M

  	
   

  	
  1.00000

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696858

  	
   

  	
  11-Nov-04

  	
   

  	
  24-Mar-05

  	
   

  	
  1.4355336

  	
   

  	
  26

  	
   

  	
  133

  	
   

  	
  G

  	
   

  	
  107

  	
   

  	
  3M-6M

  	
   

  	
  1.00000

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600772271

  	
   

  	
  22-Apr-04

  	
   

  	
  31-Mar-05

  	
   

  	
  1.4348260

  	
   

  	
  229

  	
   

  	
  343

  	
   

  	
  G

  	
   

  	
  114

  	
   

  	
  3M-6M

  	
   

  	
  1.00000

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600773145

  	
   

  	
  25-Nov-04

  	
   

  	
  31-Mar-05

  	
   

  	
  1.4348260

  	
   

  	
  12

  	
   

  	
  126

  	
   

  	
  G

  	
   

  	
  114

  	
   

  	
  3M-6M

  	
   

  	
  1.00000

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696698

  	
   

  	
  9-Sep-04

  	
   

  	
  31-Mar-05

  	
   

  	
  1.4348260

  	
   

  	
  89

  	
   

  	
  203

  	
   

  	
  G

  	
   

  	
  114

  	
   

  	
  3M-6M

  	
   

  	
  1.00000

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696902

  	
   

  	
  24-Nov-04

  	
   

  	
  31-Mar-05

  	
   

  	
  1.4348260

  	
   

  	
  13

  	
   

  	
  127

  	
   

  	
  G

  	
   

  	
  114

  	
   

  	
  3M-6M

  	
   

  	
  1.00000

  	
   

  
	
  TRES

  	
   

  	
  NATA  MEL

  	
   

  	
  XFF4600772563

  	
   

  	
  1-Jul-04

  	
   

  	
  12-Apr-05

  	
   

  	
  1.4336130

  	
   

  	
  159

  	
   

  	
  285

  	
   

  	
  G

  	
   

  	
  126

  	
   

  	
  3M-6M

  	
   

  	
  1.00000

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600772573

  	
   

  	
  5-Jul-04

  	
   

  	
  29-Apr-05

  	
   

  	
  1.4318945

  	
   

  	
  155

  	
   

  	
  298

  	
   

  	
  G

  	
   

  	
  143

  	
   

  	
  3M-6M

  	
   

  	
  1.00000

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696866

  	
   

  	
  12-Nov-04

  	
   

  	
  29-Apr-05

  	
   

  	
  1.9264391

  	
   

  	
  25

  	
   

  	
  168

  	
   

  	
  G

  	
   

  	
  143

  	
   

  	
  3M-6M

  	
   

  	
  1.00000

  	
   

  
	
  TRES

  	
   

  	
  NATA  MEL

  	
   

  	
  XFF4600772565

  	
   

  	
  1-Jul-04

  	
   

  	
  10-May-05

  	
   

  	
  1.4307826

  	
   

  	
  159

  	
   

  	
  313

  	
   

  	
  G

  	
   

  	
  154

  	
   

  	
  3M-6M

  	
   

  	
  1.00000

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696460

  	
   

  	
  14-Apr-04

  	
   

  	
  20-May-05

  	
   

  	
  1.9242934

  	
   

  	
  237

  	
   

  	
  401

  	
   

  	
  G

  	
   

  	
  164

  	
   

  	
  3M-6M

  	
   

  	
  1.00000

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600772575

  	
   

  	
  5-Jul-04

  	
   

  	
  31-May-05

  	
   

  	
  1.4286597

  	
   

  	
  155

  	
   

  	
  330

  	
   

  	
  G

  	
   

  	
  175

  	
   

  	
  3M-6M

  	
   

  	
  1.00000

  	
   

  
	
  TRES

  	
   

  	
  NATA  MEL

  	
   

  	
  XFF4600772567

  	
   

  	
  1-Jul-04

  	
   

  	
  07-Jun-05

  	
   

  	
  1.4279521

  	
   

  	
  159

  	
   

  	
  341

  	
   

  	
  G

  	
   

  	
  182

  	
   

  	
  6M-1Y

  	
   

  	
  1.00000

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696464

  	
   

  	
  14-Apr-04

  	
   

  	
  24-Jun-05

  	
   

  	
  1.9209456

  	
   

  	
  237

  	
   

  	
  436

  	
   

  	
  G

  	
   

  	
  199

  	
   

  	
  6M-1Y

  	
   

  	
  1.00000

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600772571

  	
   

  	
  5-Jul-04

  	
   

  	
  30-Jun-05

  	
   

  	
  1.4257184

  	
   

  	
  155

  	
   

  	
  360

  	
   

  	
  G

  	
   

  	
  205

  	
   

  	
  6M-1Y

  	
   

  	
  1.00000

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696904

  	
   

  	
  24-Nov-04

  	
   

  	
  30-Jun-05

  	
   

  	
  1.4257184

  	
   

  	
  13

  	
   

  	
  218

  	
   

  	
  G

  	
   

  	
  205

  	
   

  	
  6M-1Y

  	
   

  	
  1.00000

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600772680

  	
   

  	
  10-Aug-04

  	
   

  	
  29-Jul-05

  	
   

  	
  1.4229130

  	
   

  	
  119

  	
   

  	
  353

  	
   

  	
  G

  	
   

  	
  234

  	
   

  	
  6M-1Y

  	
   

  	
  1.00000

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696906

  	
   

  	
  24-Nov-04

  	
   

  	
  29-Jul-05

  	
   

  	
  1.4229130

  	
   

  	
  13

  	
   

  	
  247

  	
   

  	
  G

  	
   

  	
  234

  	
   

  	
  6M-1Y

  	
   

  	
  1.00000

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600772682

  	
   

  	
  10-Aug-04

  	
   

  	
  31-Aug-05

  	
   

  	
  1.4197206

  	
   

  	
  119

  	
   

  	
  386

  	
   

  	
  G

  	
   

  	
  267

  	
   

  	
  6M-1Y

  	
   

  	
  1.00000

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600772689

  	
   

  	
  10-Aug-04

  	
   

  	
  30-Sep-05

  	
   

  	
  1.4169576

  	
   

  	
  119

  	
   

  	
  416

  	
   

  	
  G

  	
   

  	
  297

  	
   

  	
  6M-1Y

  	
   

  	
  1.00000

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600772709

  	
   

  	
  17-Aug-04

  	
   

  	
  31-Oct-05

  	
   

  	
  1.4141642

  	
   

  	
  112

  	
   

  	
  440

  	
   

  	
  G

  	
   

  	
  328

  	
   

  	
  6M-1Y

  	
   

  	
  1.00000

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600772711

  	
   

  	
  17-Aug-04

  	
   

  	
  30-Nov-05

  	
   

  	
  1.4114609

  	
   

  	
  112

  	
   

  	
  470

  	
   

  	
  G

  	
   

  	
  358

  	
   

  	
  6M-1Y

  	
   

  	
  1.00000

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600772713

  	
   

  	
  17-Aug-04

  	
   

  	
  30-Dec-05

  	
   

  	
  1.4089505

  	
   

  	
  112

  	
   

  	
  500

  	
   

  	
  G

  	
   

  	
  388

  	
   

  	
  1Y-2Y

  	
   

  	
  1.00000

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600772715

  	
   

  	
  17-Aug-04

  	
   

  	
  31-Jan-06

  	
   

  	
  1.4063608

  	
   

  	
  112

  	
   

  	
  532

  	
   

  	
  G

  	
   

  	
  420

  	
   

  	
  1Y-2Y

  	
   

  	
  1.00000

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600772717

  	
   

  	
  17-Aug-04

  	
   

  	
  28-Feb-06

  	
   

  	
  1.4040949

  	
   

  	
  112

  	
   

  	
  560

  	
   

  	
  G

  	
   

  	
  448

  	
   

  	
  1Y-2Y

  	
   

  	
  1.00000

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600772719

  	
   

  	
  17-Aug-04

  	
   

  	
  31-Mar-06

  	
   

  	
  1.4015862

  	
   

  	
  112

  	
   

  	
  591

  	
   

  	
  G

  	
   

  	
  479

  	
   

  	
  1Y-2Y

  	
   

  	
  1.00000

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600772996

  	
   

  	
  29-Oct-04

  	
   

  	
  28-Apr-06

  	
   

  	
  1.3993203

  	
   

  	
  39

  	
   

  	
  546

  	
   

  	
  G

  	
   

  	
  507

  	
   

  	
  1Y-2Y

  	
   

  	
  1.00000

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600772998

  	
   

  	
  29-Oct-04

  	
   

  	
  31-May-06

  	
   

  	
  1.3966497

  	
   

  	
  39

  	
   

  	
  579

  	
   

  	
  G

  	
   

  	
  540

  	
   

  	
  1Y-2Y

  	
   

  	
  1.00000

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600773000

  	
   

  	
  29-Oct-04

  	
   

  	
  30-Jun-06

  	
   

  	
  1.3942219

  	
   

  	
  39

  	
   

  	
  609

  	
   

  	
  G

  	
   

  	
  570

  	
   

  	
  1Y-2Y

  	
   

  	
  1.00000

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600773002

  	
   

  	
  29-Oct-04

  	
   

  	
  31-Jul-06

  	
   

  	
  1.3917132

  	
   

  	
  39

  	
   

  	
  640

  	
   

  	
  G

  	
   

  	
  601

  	
   

  	
  1Y-2Y

  	
   

  	
  1.00000

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600773004

  	
   

  	
  29-Oct-04

  	
   

  	
  31-Aug-06

  	
   

  	
  1.3892044

  	
   

  	
  39

  	
   

  	
  671

  	
   

  	
  G

  	
   

  	
  632

  	
   

  	
  1Y-2Y

  	
   

  	
  1.00000

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFF4600773095

  	
   

  	
  12-Nov-04

  	
   

  	
  30-Dec-04

  	
   

  	
  1.3434125

  	
   

  	
  25

  	
   

  	
  48

  	
   

  	
  G

  	
   

  	
  23

  	
   

  	
  14D-1M

  	
   

  	
  1.94276

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696686

  	
   

  	
  3-Sep-04

  	
   

  	
  31-Dec-04

  	
   

  	
  1.3434234

  	
   

  	
  95

  	
   

  	
  119

  	
   

  	
  G

  	
   

  	
  24

  	
   

  	
  14D-1M

  	
   

  	
  1.94276

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFF4600773097

  	
   

  	
  12-Nov-04

  	
   

  	
  03-Jan-05

  	
   

  	
  1.3434560

  	
   

  	
  25

  	
   

  	
  52

  	
   

  	
  G

  	
   

  	
  27

  	
   

  	
  14D-1M

  	
   

  	
  1.94276

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFF4600773099

  	
   

  	
  12-Nov-04

  	
   

  	
  14-Jan-05

  	
   

  	
  1.3435660

  	
   

  	
  25

  	
   

  	
  63

  	
   

  	
  G

  	
   

  	
  38

  	
   

  	
  1M-2M

  	
   

  	
  1.94276

  	
   

  
	
  TRES

  	
   

  	
  NATA  MEL

  	
   

  	
  XFF4600772598

  	
   

  	
  8-Jul-04

  	
   

  	
  31-Jan-05

  	
   

  	
  1.9359900

  	
   

  	
  152

  	
   

  	
  207

  	
   

  	
  G

  	
   

  	
  55

  	
   

  	
  1M-2M

  	
   

  	
  1.94276

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696684

  	
   

  	
  3-Sep-04

  	
   

  	
  31-Jan-05

  	
   

  	
  1.3437096

  	
   

  	
  95

  	
   

  	
  150

  	
   

  	
  G

  	
   

  	
  55

  	
   

  	
  1M-2M

  	
   

  	
  1.94276

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696840

  	
   

  	
  8-Nov-04

  	
   

  	
  31-Jan-05

  	
   

  	
  1.3437096

  	
   

  	
  29

  	
   

  	
  84

  	
   

  	
  G

  	
   

  	
  55

  	
   

  	
  1M-2M

  	
   

  	
  1.94276

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFF4600773101

  	
   

  	
  12-Nov-04

  	
   

  	
  04-Feb-05

  	
   

  	
  1.3437434

  	
   

  	
  25

  	
   

  	
  84

  	
   

  	
  G

  	
   

  	
  59

  	
   

  	
  1M-2M

  	
   

  	
  1.94276

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFF4600773103

  	
   

  	
  12-Nov-04

  	
   

  	
  07-Feb-05

  	
   

  	
  1.3437688

  	
   

  	
  25

  	
   

  	
  87

  	
   

  	
  G

  	
   

  	
  62

  	
   

  	
  2M-3M

  	
   

  	
  1.94276

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFF4600773105

  	
   

  	
  12-Nov-04

  	
   

  	
  24-Feb-05

  	
   

  	
  1.3439953

  	
   

  	
  25

  	
   

  	
  104

  	
   

  	
  G

  	
   

  	
  79

  	
   

  	
  2M-3M

  	
   

  	
  1.94276

  	
   

  
	
  TRES

  	
   

  	
  NATA  MEL

  	
   

  	
  XFF4600772600

  	
   

  	
  8-Jul-04

  	
   

  	
  28-Feb-05

  	
   

  	
  1.9326785

  	
   

  	
  152

  	
   

  	
  235

  	
   

  	
  G

  	
   

  	
  83

  	
   

  	
  2M-3M

  	
   

  	
  1.94276

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696838

  	
   

  	
  8-Nov-04

  	
   

  	
  28-Feb-05

  	
   

  	
  1.3440513

  	
   

  	
  29

  	
   

  	
  112

  	
   

  	
  G

  	
   

  	
  83

  	
   

  	
  2M-3M

  	
   

  	
  1.94276

  	
   

  
	
  TRES

  	
   

  	
  NATA  MEL

  	
   

  	
  XFF4600772977

  	
   

  	
  22-Oct-04

  	
   

  	
  31-Mar-05

  	
   

  	
  1.9294021

  	
   

  	
  46

  	
   

  	
  160

  	
   

  	
  G

  	
   

  	
  114

  	
   

  	
  3M-6M

  	
   

  	
  1.94276

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696836

  	
   

  	
  8-Nov-04

  	
   

  	
  31-Mar-05

  	
   

  	
  1.3446941

  	
   

  	
  29

  	
   

  	
  143

  	
   

  	
  G

  	
   

  	
  114

  	
   

  	
  3M-6M

  	
   

  	
  1.94276

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600772975

  	
   

  	
  21-Oct-04

  	
   

  	
  29-Apr-05

  	
   

  	
  1.9264391

  	
   

  	
  47

  	
   

  	
  190

  	
   

  	
  G

  	
   

  	
  143

  	
   

  	
  3M-6M

  	
   

  	
  1.94276

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696834

  	
   

  	
  8-Nov-04

  	
   

  	
  29-Apr-05

  	
   

  	
  1.3453777

  	
   

  	
  29

  	
   

  	
  172

  	
   

  	
  G

  	
   

  	
  143

  	
   

  	
  3M-6M

  	
   

  	
  1.94276

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696864

  	
   

  	
  12-Nov-04

  	
   

  	
  29-Apr-05

  	
   

  	
  1.3453777

  	
   

  	
  25

  	
   

  	
  168

  	
   

  	
  G

  	
   

  	
  143

  	
   

  	
  3M-6M

  	
   

  	
  1.94276

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696862

  	
   

  	
  12-Nov-04

  	
   

  	
  31-May-05

  	
   

  	
  1.3461354

  	
   

  	
  25

  	
   

  	
  200

  	
   

  	
  G

  	
   

  	
  175

  	
   

  	
  3M-6M

  	
   

  	
  1.94276

  	
   

  



 


	
  BCH

  	
   

  	
  CUST_ID

  	
   

  	
  REFERENCE

  	
   

  	
  PURCHASED

  AT SPOT

  	
   

  	
  SOLD

  NOMEX

  	
   

  	
  SOLD AT

  SPOT

  	
   

  	
  CREDIT

  EQUIVALENT

  	
   

  	
  POSITIVE

  REPLACEMENT

  COST

  	
   

  	
  NEGATIVE

  REPLACEMENT

  COST

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFF4600772906

  	
   

  	
  55,344

  	
   

  	
  1.44626

  	
   

  	
  55,315

  	
   

  	
  553.44

  	
   

  	
  —

  	
   

  	
  (68

  	
  )

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600772265

  	
   

  	
  30,696

  	
   

  	
  1.44626

  	
   

  	
  31,115

  	
   

  	
  306.96

  	
   

  	
  —

  	
   

  	
  (593

  	
  )

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696746

  	
   

  	
  1,038,900

  	
   

  	
  1.44626

  	
   

  	
  1,037,160

  	
   

  	
  10,530.75

  	
   

  	
  142

  	
   

  	
  —

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696750

  	
   

  	
  692,800

  	
   

  	
  1.44626

  	
   

  	
  691,440

  	
   

  	
  7,276.45

  	
   

  	
  348

  	
   

  	
  —

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696434

  	
   

  	
  280,000

  	
   

  	
  1.94276

  	
   

  	
  256,903

  	
   

  	
  31,561.56

  	
   

  	
  28,762

  	
   

  	
  —

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFF4600773173

  	
   

  	
  27,622

  	
   

  	
  1.44626

  	
   

  	
  27,658

  	
   

  	
  276.22

  	
   

  	
  —

  	
   

  	
  (118

  	
  )

  
	
  TRES

  	
   

  	
  NATA  MEL

  	
   

  	
  XFF4600772557

  	
   

  	
  237,208

  	
   

  	
  1.44626

  	
   

  	
  242,004

  	
   

  	
  2,372.08

  	
   

  	
  —

  	
   

  	
  (6,816

  	
  )

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696218

  	
   

  	
  583,839

  	
   

  	
  1.94276

  	
   

  	
  514,732

  	
   

  	
  91,773.27

  	
   

  	
  85,935

  	
   

  	
  —

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFF4600773036

  	
   

  	
  56,101

  	
   

  	
  1.44626

  	
   

  	
  55,315

  	
   

  	
  1,306.77

  	
   

  	
  746

  	
   

  	
  —

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696722

  	
   

  	
  1,029,301

  	
   

  	
  1.44626

  	
   

  	
  1,037,160

  	
   

  	
  10,293.01

  	
   

  	
  —

  	
   

  	
  (14,701

  	
  )

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600772267

  	
   

  	
  30,763

  	
   

  	
  1.44626

  	
   

  	
  31,115

  	
   

  	
  307.63

  	
   

  	
  —

  	
   

  	
  (597

  	
  )

  
	
  TRES

  	
   

  	
  NATA  MEL

  	
   

  	
  XFF4600772559

  	
   

  	
  237,208

  	
   

  	
  1.44626

  	
   

  	
  242,004

  	
   

  	
  2,372.08

  	
   

  	
  —

  	
   

  	
  (7,435

  	
  )

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696638

  	
   

  	
  2,037,594

  	
   

  	
  1.44626

  	
   

  	
  2,074,320

  	
   

  	
  20,375.94

  	
   

  	
  —

  	
   

  	
  (60,008

  	
  )

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFF4600773170

  	
   

  	
  55,439

  	
   

  	
  1.44626

  	
   

  	
  55,315

  	
   

  	
  554.39

  	
   

  	
  —

  	
   

  	
  (233

  	
  )

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696704

  	
   

  	
  1,382,170

  	
   

  	
  1.44626

  	
   

  	
  1,382,880

  	
   

  	
  13,821.70

  	
   

  	
  —

  	
   

  	
  (10,677

  	
  )

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696798

  	
   

  	
  702,600

  	
   

  	
  1.44626

  	
   

  	
  691,440

  	
   

  	
  16,308.53

  	
   

  	
  9,283

  	
   

  	
  —

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600772269

  	
   

  	
  30,820

  	
   

  	
  1.44626

  	
   

  	
  31,115

  	
   

  	
  308.20

  	
   

  	
  —

  	
   

  	
  (603

  	
  )

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600773059

  	
   

  	
  35,077

  	
   

  	
  1.44626

  	
   

  	
  34,572

  	
   

  	
  738.66

  	
   

  	
  388

  	
   

  	
  —

  	
   

  
	
  TRES

  	
   

  	
  NATA  MEL

  	
   

  	
  XFF4600772561

  	
   

  	
  237,208

  	
   

  	
  1.44626

  	
   

  	
  242,004

  	
   

  	
  2,372.08

  	
   

  	
  —

  	
   

  	
  (8,037

  	
  )

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600773057

  	
   

  	
  35,135

  	
   

  	
  1.44626

  	
   

  	
  34,572

  	
   

  	
  756.78

  	
   

  	
  405

  	
   

  	
  —

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696858

  	
   

  	
  704,920

  	
   

  	
  1.44626

  	
   

  	
  691,440

  	
   

  	
  17,607.47

  	
   

  	
  10,558

  	
   

  	
  —

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600772271

  	
   

  	
  30,863

  	
   

  	
  1.44626

  	
   

  	
  31,115

  	
   

  	
  308.63

  	
   

  	
  —

  	
   

  	
  (634

  	
  )

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600773145

  	
   

  	
  35,251

  	
   

  	
  1.44626

  	
   

  	
  34,572

  	
   

  	
  864.82

  	
   

  	
  512

  	
   

  	
  —

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696698

  	
   

  	
  692,185

  	
   

  	
  1.44626

  	
   

  	
  691,440

  	
   

  	
  6,921.85

  	
   

  	
  —

  	
   

  	
  (6,048

  	
  )

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696902

  	
   

  	
  706,564

  	
   

  	
  1.44626

  	
   

  	
  691,440

  	
   

  	
  19,274.68

  	
   

  	
  12,209

  	
   

  	
  —

  	
   

  
	
  TRES

  	
   

  	
  NATA  MEL

  	
   

  	
  XFF4600772563

  	
   

  	
  237,208

  	
   

  	
  1.44626

  	
   

  	
  242,004

  	
   

  	
  2,372.08

  	
   

  	
  —

  	
   

  	
  (8,800

  	
  )

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600772573

  	
   

  	
  30,810

  	
   

  	
  1.44626

  	
   

  	
  31,115

  	
   

  	
  308.10

  	
   

  	
  —

  	
   

  	
  (783

  	
  )

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696866

  	
   

  	
  1,500,000

  	
   

  	
  1.94276

  	
   

  	
  1,410,315

  	
   

  	
  113,707.67

  	
   

  	
  98,708

  	
   

  	
  —

  	
   

  
	
  TRES

  	
   

  	
  NATA  MEL

  	
   

  	
  XFF4600772565

  	
   

  	
  237,208

  	
   

  	
  1.44626

  	
   

  	
  242,004

  	
   

  	
  2,372.08

  	
   

  	
  —

  	
   

  	
  (9,413

  	
  )

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696460

  	
   

  	
  578,269

  	
   

  	
  1.94276

  	
   

  	
  514,732

  	
   

  	
  80,186.05

  	
   

  	
  74,403

  	
   

  	
  —

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600772575

  	
   

  	
  30,884

  	
   

  	
  1.44626

  	
   

  	
  31,115

  	
   

  	
  308.84

  	
   

  	
  —

  	
   

  	
  (780

  	
  )

  
	
  TRES

  	
   

  	
  NATA  MEL

  	
   

  	
  XFF4600772567

  	
   

  	
  237,208

  	
   

  	
  1.44626

  	
   

  	
  242,004

  	
   

  	
  2,372.08

  	
   

  	
  —

  	
   

  	
  (10,029

  	
  )

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696464

  	
   

  	
  579,677

  	
   

  	
  1.94276

  	
   

  	
  514,732

  	
   

  	
  80,837.78

  	
   

  	
  75,041

  	
   

  	
  —

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600772571

  	
   

  	
  30,952

  	
   

  	
  1.44626

  	
   

  	
  31,115

  	
   

  	
  309.52

  	
   

  	
  —

  	
   

  	
  (775

  	
  )

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696904

  	
   

  	
  710,985

  	
   

  	
  1.44626

  	
   

  	
  691,440

  	
   

  	
  19,278.98

  	
   

  	
  12,169

  	
   

  	
  —

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600772680

  	
   

  	
  30,817

  	
   

  	
  1.44626

  	
   

  	
  31,115

  	
   

  	
  308.17

  	
   

  	
  —

  	
   

  	
  (1,026

  	
  )

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696906

  	
   

  	
  712,352

  	
   

  	
  1.44626

  	
   

  	
  691,440

  	
   

  	
  19,273.08

  	
   

  	
  12,150

  	
   

  	
  —

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600772682

  	
   

  	
  30,829

  	
   

  	
  1.44626

  	
   

  	
  31,115

  	
   

  	
  308.29

  	
   

  	
  —

  	
   

  	
  (1,102

  	
  )

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600772689

  	
   

  	
  30,962

  	
   

  	
  1.44626

  	
   

  	
  31,115

  	
   

  	
  309.62

  	
   

  	
  —

  	
   

  	
  (1,011

  	
  )

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600772709

  	
   

  	
  31,176

  	
   

  	
  1.44626

  	
   

  	
  31,115

  	
   

  	
  311.76

  	
   

  	
  —

  	
   

  	
  (818

  	
  )

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600772711

  	
   

  	
  31,228

  	
   

  	
  1.44626

  	
   

  	
  31,115

  	
   

  	
  312.28

  	
   

  	
  —

  	
   

  	
  (830

  	
  )

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600772713

  	
   

  	
  31,291

  	
   

  	
  1.44626

  	
   

  	
  31,115

  	
   

  	
  1,564.56

  	
   

  	
  —

  	
   

  	
  (822

  	
  )

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600772715

  	
   

  	
  31,372

  	
   

  	
  1.44626

  	
   

  	
  31,115

  	
   

  	
  1,568.60

  	
   

  	
  —

  	
   

  	
  (794

  	
  )

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600772717

  	
   

  	
  31,429

  	
   

  	
  1.44626

  	
   

  	
  31,115

  	
   

  	
  1,571.45

  	
   

  	
  —

  	
   

  	
  (787

  	
  )

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600772719

  	
   

  	
  31,488

  	
   

  	
  1.44626

  	
   

  	
  31,115

  	
   

  	
  1,574.42

  	
   

  	
  —

  	
   

  	
  (785

  	
  )

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600772996

  	
   

  	
  32,421

  	
   

  	
  1.44626

  	
   

  	
  31,115

  	
   

  	
  1,954.73

  	
   

  	
  334

  	
   

  	
  —

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600772998

  	
   

  	
  32,498

  	
   

  	
  1.44626

  	
   

  	
  31,115

  	
   

  	
  1,977.95

  	
   

  	
  353

  	
   

  	
  —

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600773000

  	
   

  	
  32,552

  	
   

  	
  1.44626

  	
   

  	
  31,115

  	
   

  	
  1,978.06

  	
   

  	
  350

  	
   

  	
  —

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600773002

  	
   

  	
  32,602

  	
   

  	
  1.44626

  	
   

  	
  31,115

  	
   

  	
  1,969.56

  	
   

  	
  339

  	
   

  	
  —

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600773004

  	
   

  	
  32,644

  	
   

  	
  1.44626

  	
   

  	
  31,115

  	
   

  	
  1,951.60

  	
   

  	
  319

  	
   

  	
  —

  	
   

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFF4600773095

  	
   

  	
  9,073

  	
   

  	
  1.44626

  	
   

  	
  9,409

  	
   

  	
  90.73

  	
   

  	
  —

  	
   

  	
  (429

  	
  )

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696686

  	
   

  	
  313,060

  	
   

  	
  1.44626

  	
   

  	
  345,720

  	
   

  	
  3,130.60

  	
   

  	
  —

  	
   

  	
  (41,571

  	
  )

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFF4600773097

  	
   

  	
  12,541

  	
   

  	
  1.44626

  	
   

  	
  13,005

  	
   

  	
  125.41

  	
   

  	
  —

  	
   

  	
  (592

  	
  )

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFF4600773099

  	
   

  	
  15,622

  	
   

  	
  1.44626

  	
   

  	
  16,195

  	
   

  	
  156.22

  	
   

  	
  —

  	
   

  	
  (733

  	
  )

  
	
  TRES

  	
   

  	
  NATA  MEL

  	
   

  	
  XFF4600772598

  	
   

  	
  51,473

  	
   

  	
  1.00000

  	
   

  	
  55,340

  	
   

  	
  514.73

  	
   

  	
  —

  	
   

  	
  (4,682

  	
  )

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696684

  	
   

  	
  313,034

  	
   

  	
  1.44626

  	
   

  	
  345,720

  	
   

  	
  3,130.34

  	
   

  	
  —

  	
   

  	
  (41,781

  	
  )

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696840

  	
   

  	
  366,930

  	
   

  	
  1.44626

  	
   

  	
  380,292

  	
   

  	
  3,669.30

  	
   

  	
  —

  	
   

  	
  (17,174

  	
  )

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFF4600773101

  	
   

  	
  16,559

  	
   

  	
  1.44626

  	
   

  	
  17,171

  	
   

  	
  165.59

  	
   

  	
  —

  	
   

  	
  (788

  	
  )

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFF4600773103

  	
   

  	
  9,351

  	
   

  	
  1.44626

  	
   

  	
  9,696

  	
   

  	
  93.51

  	
   

  	
  —

  	
   

  	
  (445

  	
  )

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFF4600773105

  	
   

  	
  38,049

  	
   

  	
  1.44626

  	
   

  	
  39,455

  	
   

  	
  380.49

  	
   

  	
  —

  	
   

  	
  (1,820

  	
  )

  
	
  TRES

  	
   

  	
  NATA  MEL

  	
   

  	
  XFF4600772600

  	
   

  	
  51,473

  	
   

  	
  1.00000

  	
   

  	
  55,340

  	
   

  	
  514.73

  	
   

  	
  —

  	
   

  	
  (4,569

  	
  )

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696838

  	
   

  	
  667,299

  	
   

  	
  1.44626

  	
   

  	
  691,440

  	
   

  	
  6,672.99

  	
   

  	
  —

  	
   

  	
  (31,306

  	
  )

  
	
  TRES

  	
   

  	
  NATA  MEL

  	
   

  	
  XFF4600772977

  	
   

  	
  51,473

  	
   

  	
  1.00000

  	
   

  	
  55,340

  	
   

  	
  514.73

  	
   

  	
  —

  	
   

  	
  (4,458

  	
  )

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696836

  	
   

  	
  667,453

  	
   

  	
  1.44626

  	
   

  	
  691,440

  	
   

  	
  6,674.53

  	
   

  	
  —

  	
   

  	
  (31,585

  	
  )

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XFO4600772975

  	
   

  	
  38,605

  	
   

  	
  1.00000

  	
   

  	
  41,545

  	
   

  	
  386.05

  	
   

  	
  —

  	
   

  	
  (3,318

  	
  )

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696834

  	
   

  	
  1,201,787

  	
   

  	
  1.44626

  	
   

  	
  1,244,592

  	
   

  	
  12,017.87

  	
   

  	
  —

  	
   

  	
  (57,277

  	
  )

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696864

  	
   

  	
  665,703

  	
   

  	
  1.44626

  	
   

  	
  691,440

  	
   

  	
  6,657.03

  	
   

  	
  —

  	
   

  	
  (34,325

  	
  )

  
	
  TRES

  	
   

  	
  NATA  LDN

  	
   

  	
  XWW4600696862

  	
   

  	
  509,499

  	
   

  	
  1.44626

  	
   

  	
  528,952

  	
   

  	
  5,094.99

  	
   

  	
  —

  	
   

  	
  (26,383

  	
  )

  



 


5





















 


	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  1,498,484,424.24

  	
   

  	
  (10,421,780.81)

  	
  3,333,454.61

  	
   

  	
   

  	
  6,669,799.97

  	
  (17,091,580.79)

  	
  7,200,233.28

  	
  13,870,033.25

  	
   

  



 


	
  FULL_REF

  	
   

  	
  trans_id

  	
   

  	
  trade_id

  	
   

  	
  trade_date

  	
   

  	
  maturity_date

  	
   

  	
  start_date

  	
   

  	
  currency

  	
   

  	
  product_type

  	
   

  	
  cparty

  	
   

  	
  principal_current

  	
   

  	
  npv

  	
   

  	
  acc_int

  	
   

  
	
  800565091

  	
   

  	
  80054731

  	
   

  	
  80056509

  	
   

  	
  21-Jun-00

  	
   

  	
  21-Jun-05

  	
   

  	
  21-Sep-00

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  214,489

  	
   

  	
  —

  	
   

  	
  —

  	
   

  
	
  800565041

  	
   

  	
  80054726

  	
   

  	
  80056504

  	
   

  	
  26-Jun-00

  	
   

  	
  27-Jun-05

  	
   

  	
  26-Jun-00

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,217,000

  	
   

  	
  0.01

  	
   

  	
  —

  	
   

  
	
  800887841

  	
   

  	
  80085545

  	
   

  	
  80088784

  	
   

  	
  28-Nov-02

  	
   

  	
  28-Nov-05

  	
   

  	
  28-Nov-02

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,000,000

  	
   

  	
  461.86

  	
   

  	
  —

  	
   

  
	
  50503817491

  	
   

  	
  0

  	
   

  	
  5050381749

  	
   

  	
  00-Jan-00

  	
   

  	
  29-Nov-05

  	
   

  	
  28-Feb-05

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  160,000

  	
   

  	
  0.02

  	
   

  	
  —

  	
   

  
	
  50504239061

  	
   

  	
  0

  	
   

  	
  5050423906

  	
   

  	
  00-Jan-00

  	
   

  	
  14-Dec-05

  	
   

  	
  14-Dec-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  72,500

  	
   

  	
  (0.02

  	
  )

  	
  —

  	
   

  
	
  50504239101

  	
   

  	
  0

  	
   

  	
  5050423910

  	
   

  	
  00-Jan-00

  	
   

  	
  14-Dec-05

  	
   

  	
  14-Dec-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  72,500

  	
   

  	
  —

  	
   

  	
  —

  	
   

  
	
  50504239171

  	
   

  	
  0

  	
   

  	
  5050423917

  	
   

  	
  00-Jan-00

  	
   

  	
  14-Dec-05

  	
   

  	
  14-Dec-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  127

  	
   

  	
  (0.03

  	
  )

  	
  —

  	
   

  
	
  50506627121

  	
   

  	
  0

  	
   

  	
  5050662712

  	
   

  	
  00-Jan-00

  	
   

  	
  03-Apr-06

  	
   

  	
  04-Jan-05

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  145,386

  	
   

  	
  1.15

  	
   

  	
  —

  	
   

  
	
  50507530451

  	
   

  	
  0

  	
   

  	
  5050753045

  	
   

  	
  00-Jan-00

  	
   

  	
  04-Apr-06

  	
   

  	
  04-Jan-05

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  202,387

  	
   

  	
  1.73

  	
   

  	
  —

  	
   

  
	
  50507939491

  	
   

  	
  0

  	
   

  	
  5050793949

  	
   

  	
  00-Jan-00

  	
   

  	
  19-Apr-06

  	
   

  	
  19-Jan-05

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  202,255

  	
   

  	
  1.38

  	
   

  	
  —

  	
   

  
	
  50509869041

  	
   

  	
  0

  	
   

  	
  5050986904

  	
   

  	
  00-Jan-00

  	
   

  	
  14-Jun-06

  	
   

  	
  14-Dec-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  407,057

  	
   

  	
  11.86

  	
   

  	
  —

  	
   

  
	
  50511494751

  	
   

  	
  0

  	
   

  	
  5051149475

  	
   

  	
  00-Jan-00

  	
   

  	
  31-Jul-06

  	
   

  	
  30-Dec-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  312,332

  	
   

  	
  17.27

  	
   

  	
  —

  	
   

  
	
  50512387361

  	
   

  	
  0

  	
   

  	
  5051238736

  	
   

  	
  00-Jan-00

  	
   

  	
  18-Sep-06

  	
   

  	
  20-Dec-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  274,660

  	
   

  	
  15.47

  	
   

  	
  —

  	
   

  
	
  800673751

  	
   

  	
  80065164

  	
   

  	
  80067375

  	
   

  	
  23-Jan-02

  	
   

  	
  23-Jan-07

  	
   

  	
  23-Jan-02

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,000,000

  	
   

  	
  205.39

  	
   

  	
  —

  	
   

  
	
  800760651

  	
   

  	
  80073580

  	
   

  	
  80076065

  	
   

  	
  08-Mar-02

  	
   

  	
  30-Mar-07

  	
   

  	
  09-Apr-02

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  395,525

  	
   

  	
  3,492.70

  	
   

  	
  313.10

  	
   

  
	
  800718881

  	
   

  	
  80069507

  	
   

  	
  80071888

  	
   

  	
  12-Apr-02

  	
   

  	
  12-Apr-07

  	
   

  	
  12-Apr-02

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  350,000

  	
   

  	
  1,401.44

  	
   

  	
  —

  	
   

  
	
  801056471

  	
   

  	
  80100986

  	
   

  	
  80105647

  	
   

  	
  28-May-03

  	
   

  	
  31-May-07

  	
   

  	
  30-May-03

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  9,942,815

  	
   

  	
  17,200.02

  	
   

  	
  —

  	
   

  
	
  50516156391

  	
   

  	
  0

  	
   

  	
  5051615639

  	
   

  	
  00-Jan-00

  	
   

  	
  31-May-07

  	
   

  	
  28-Feb-05

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  500,000

  	
   

  	
  (738.15

  	
  )

  	
  —

  	
   

  
	
  50516156421

  	
   

  	
  0

  	
   

  	
  5051615642

  	
   

  	
  00-Jan-00

  	
   

  	
  31-May-07

  	
   

  	
  28-Feb-05

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  500,000

  	
   

  	
  185.33

  	
   

  	
  —

  	
   

  
	
  50516156451

  	
   

  	
  0

  	
   

  	
  5051615645

  	
   

  	
  00-Jan-00

  	
   

  	
  31-May-07

  	
   

  	
  28-Feb-05

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  222

  	
   

  	
  (164.95

  	
  )

  	
  —

  	
   

  
	
  800763411

  	
   

  	
  80073854

  	
   

  	
  80076341

  	
   

  	
  28-Jun-02

  	
   

  	
  28-Jun-07

  	
   

  	
  28-Jun-02

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  232,909

  	
   

  	
  1,004.90

  	
   

  	
  —

  	
   

  
	
  800832661

  	
   

  	
  80080610

  	
   

  	
  80083266

  	
   

  	
  09-Sep-02

  	
   

  	
  17-Sep-07

  	
   

  	
  16-Sep-02

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  273,551

  	
   

  	
  1,383.06

  	
   

  	
  —

  	
   

  
	
  800835731

  	
   

  	
  80080884

  	
   

  	
  80083573

  	
   

  	
  13-Sep-02

  	
   

  	
  17-Sep-07

  	
   

  	
  16-Sep-02

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  8,442,645

  	
   

  	
  17,965.83

  	
   

  	
  —

  	
   

  
	
  801043721

  	
   

  	
  80099774

  	
   

  	
  80104372

  	
   

  	
  19-May-03

  	
   

  	
  19-Nov-07

  	
   

  	
  19-May-03

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  263,642

  	
   

  	
  1,635.94

  	
   

  	
  44.09

  	
   

  
	
  801370631

  	
   

  	
  80129686

  	
   

  	
  80137063

  	
   

  	
  07-Jul-04

  	
   

  	
  29-Nov-07

  	
   

  	
  07-Jul-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  916,740

  	
   

  	
  2,434.80

  	
   

  	
  —

  	
   

  
	
  50519569971

  	
   

  	
  0

  	
   

  	
  5051956997

  	
   

  	
  00-Jan-00

  	
   

  	
  31-Jan-08

  	
   

  	
  31-Jan-05

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  2,500,000

  	
   

  	
  10,459.91

  	
   

  	
  —

  	
   

  
	
  800704181

  	
   

  	
  80068097

  	
   

  	
  80070418

  	
   

  	
  15-Mar-02

  	
   

  	
  28-Feb-08

  	
   

  	
  28-Feb-03

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  7,405,000

  	
   

  	
  28,872.01

  	
   

  	
  —

  	
   

  
	
  50519249371

  	
   

  	
  0

  	
   

  	
  5051924937

  	
   

  	
  00-Jan-00

  	
   

  	
  28-Feb-08

  	
   

  	
  28-Feb-05

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  3,250,000

  	
   

  	
  (7,154.67

  	
  )

  	
  —

  	
   

  
	
  50519249411

  	
   

  	
  0

  	
   

  	
  5051924941

  	
   

  	
  00-Jan-00

  	
   

  	
  28-Feb-08

  	
   

  	
  28-Feb-05

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  7,130

  	
   

  	
  (9,498.96

  	
  )

  	
  —

  	
   

  
	
  50509106901

  	
   

  	
  0

  	
   

  	
  5050910690

  	
   

  	
  00-Jan-00

  	
   

  	
  03-Mar-08

  	
   

  	
  01-Mar-05

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  273,999

  	
   

  	
  39.77

  	
   

  	
  —

  	
   

  
	
  801014781

  	
   

  	
  80097109

  	
   

  	
  80101478

  	
   

  	
  17-Apr-03

  	
   

  	
  17-Jun-08

  	
   

  	
  17-Apr-03

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  244,084

  	
   

  	
  2,992.12

  	
   

  	
  246.76

  	
   

  
	
  801124991

  	
   

  	
  80107457

  	
   

  	
  80112499

  	
   

  	
  24-Jul-03

  	
   

  	
  25-Jul-08

  	
   

  	
  25-Jul-03

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  269,488

  	
   

  	
  1,917.55

  	
   

  	
  —

  	
   

  
	
  801250161

  	
   

  	
  80118892

  	
   

  	
  80125016

  	
   

  	
  14-Jan-04

  	
   

  	
  16-Jan-09

  	
   

  	
  16-Jan-04

  	
   

  	
  EUR

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,300,266

  	
   

  	
  892.00

  	
   

  	
  —

  	
   

  
	
  801268781

  	
   

  	
  80120375

  	
   

  	
  80126878

  	
   

  	
  05-Feb-04

  	
   

  	
  05-Feb-09

  	
   

  	
  05-Feb-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  266,689

  	
   

  	
  991.03

  	
   

  	
  —

  	
   

  
	
  800687551

  	
   

  	
  80066477

  	
   

  	
  80068755

  	
   

  	
  13-Feb-02

  	
   

  	
  13-Feb-09

  	
   

  	
  13-Feb-02

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  300,000

  	
   

  	
  692.51

  	
   

  	
  —

  	
   

  
	
  800700121

  	
   

  	
  80067703

  	
   

  	
  80070012

  	
   

  	
  07-Mar-02

  	
   

  	
  09-Mar-09

  	
   

  	
  07-Mar-02

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  234,621

  	
   

  	
  1,910.47

  	
   

  	
  —

  	
   

  
	
  801314691

  	
   

  	
  80124591

  	
   

  	
  80131469

  	
   

  	
  08-Apr-04

  	
   

  	
  08-Apr-09

  	
   

  	
  08-Apr-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  390,307

  	
   

  	
  4,229.49

  	
   

  	
  —

  	
   

  
	
  801360131

  	
   

  	
  80128765

  	
   

  	
  80136013

  	
   

  	
  22-Jun-04

  	
   

  	
  22-Jun-09

  	
   

  	
  22-Jun-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,500,000

  	
   

  	
  3,773.67

  	
   

  	
  —

  	
   

  
	
  800740211

  	
   

  	
  80071582

  	
   

  	
  80074021

  	
   

  	
  17-May-02

  	
   

  	
  24-Jun-09

  	
   

  	
  24-Jun-02

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  227,607

  	
   

  	
  760.42

  	
   

  	
  —

  	
   

  
	
  801089071

  	
   

  	
  80104065

  	
   

  	
  80108907

  	
   

  	
  03-Jul-03

  	
   

  	
  03-Sep-09

  	
   

  	
  03-Jul-03

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  242,145

  	
   

  	
  2,841.62

  	
   

  	
  10.78

  	
   

  
	
  801154351

  	
   

  	
  80110187

  	
   

  	
  80115435

  	
   

  	
  12-Sep-03

  	
   

  	
  14-Sep-09

  	
   

  	
  12-Sep-03

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  255,483

  	
   

  	
  3,230.98

  	
   

  	
  270.88

  	
   

  
	
  801425881

  	
   

  	
  80134837

  	
   

  	
  80142588

  	
   

  	
  21-Sep-04

  	
   

  	
  24-Sep-09

  	
   

  	
  24-Sep-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  123,533

  	
   

  	
  656.42

  	
   

  	
  —

  	
   

  
	
  801471931

  	
   

  	
  80139169

  	
   

  	
  80147193

  	
   

  	
  19-Nov-04

  	
   

  	
  23-Nov-09

  	
   

  	
  22-Nov-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  250,000

  	
   

  	
  3,371.51

  	
   

  	
  —

  	
   

  
	
  800898221

  	
   

  	
  80086466

  	
   

  	
  80089822

  	
   

  	
  11-Dec-02

  	
   

  	
  11-Dec-09

  	
   

  	
  11-Dec-02

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  192,474

  	
   

  	
  1,199.80

  	
   

  	
  —

  	
   

  
	
  800147761

  	
   

  	
  80013812

  	
   

  	
  80014776

  	
   

  	
  10-Feb-00

  	
   

  	
  10-Feb-10

  	
   

  	
  10-Feb-00

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  616,111

  	
   

  	
  446.64

  	
   

  	
  —

  	
   

  
	
  50505703741

  	
   

  	
  0

  	
   

  	
  5050570374

  	
   

  	
  00-Jan-00

  	
   

  	
  16-Feb-10

  	
   

  	
  16-Dec-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  258,651

  	
   

  	
  189.88

  	
   

  	
  —

  	
   

  
	
  50505705111

  	
   

  	
  0

  	
   

  	
  5050570511

  	
   

  	
  00-Jan-00

  	
   

  	
  16-Feb-10

  	
   

  	
  16-Dec-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  120

  	
   

  	
  (6,691.90

  	
  )

  	
  —

  	
   

  
	
  800986891

  	
   

  	
  80094544

  	
   

  	
  80098689

  	
   

  	
  24-Mar-03

  	
   

  	
  24-Mar-10

  	
   

  	
  24-Mar-03

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  352,266

  	
   

  	
  4,062.22

  	
   

  	
  —

  	
   

  
	
  800715341

  	
   

  	
  80069174

  	
   

  	
  80071534

  	
   

  	
  08-Apr-02

  	
   

  	
  12-Apr-10

  	
   

  	
  12-Apr-02

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  251,825

  	
   

  	
  860.47

  	
   

  	
  —

  	
   

  
	
  801412551

  	
   

  	
  80133584

  	
   

  	
  80141255

  	
   

  	
  15-Apr-02

  	
   

  	
  22-Apr-10

  	
   

  	
  22-Apr-02

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  128,558

  	
   

  	
  86.21

  	
   

  	
  —

  	
   

  
	
  801023441

  	
   

  	
  80097932

  	
   

  	
  80102344

  	
   

  	
  30-Apr-03

  	
   

  	
  04-May-10

  	
   

  	
  01-May-03

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  494,475

  	
   

  	
  4,009.57

  	
   

  	
  8.64

  	
   

  
	
  800187311

  	
   

  	
  80017615

  	
   

  	
  80018731

  	
   

  	
  05-May-00

  	
   

  	
  05-May-10

  	
   

  	
  05-May-00

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  321,450

  	
   

  	
  549.76

  	
   

  	
  —

  	
   

  
	
  801061641

  	
   

  	
  80101474

  	
   

  	
  80106164

  	
   

  	
  06-Jun-03

  	
   

  	
  06-Jun-10

  	
   

  	
  06-Jun-03

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  235,709

  	
   

  	
  6,093.41

  	
   

  	
  4.65

  	
   

  
	
  50507319411

  	
   

  	
  0

  	
   

  	
  5050731941

  	
   

  	
  00-Jan-00

  	
   

  	
  07-Jun-10

  	
   

  	
  06-Jan-05

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  518,731

  	
   

  	
  1,419.57

  	
   

  	
  —

  	
   

  
	
  50507349611

  	
   

  	
  0

  	
   

  	
  5050734961

  	
   

  	
  00-Jan-00

  	
   

  	
  07-Jun-10

  	
   

  	
  06-Jan-05

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  407,449

  	
   

  	
  947.80

  	
   

  	
  —

  	
   

  
	
  50507379921

  	
   

  	
  0

  	
   

  	
  5050737992

  	
   

  	
  00-Jan-00

  	
   

  	
  07-Jun-10

  	
   

  	
  06-Jan-05

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  305,542

  	
   

  	
  374.88

  	
   

  	
  —

  	
   

  
	
  800780621

  	
   

  	
  80075528

  	
   

  	
  80078062

  	
   

  	
  25-Jul-02

  	
   

  	
  05-Aug-10

  	
   

  	
  05-Aug-02

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  213,571

  	
   

  	
  2,441.11

  	
   

  	
  —

  	
   

  
	
  50502663401

  	
   

  	
  0

  	
   

  	
  5050266340

  	
   

  	
  00-Jan-00

  	
   

  	
  06-Oct-10

  	
   

  	
  06-Jan-05

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  600,000

  	
   

  	
  391.97

  	
   

  	
  —

  	
   

  
	
  50502703521

  	
   

  	
  0

  	
   

  	
  5050270352

  	
   

  	
  00-Jan-00

  	
   

  	
  11-Oct-10

  	
   

  	
  10-Jan-05

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  258,940

  	
   

  	
  147.32

  	
   

  	
  —

  	
   

  
	
  800847611

  	
   

  	
  80081886

  	
   

  	
  80084761

  	
   

  	
  03-Oct-02

  	
   

  	
  04-Nov-10

  	
   

  	
  04-Nov-02

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  364,008

  	
   

  	
  4,431.95

  	
   

  	
  —

  	
   

  
	
  50503727161

  	
   

  	
  0

  	
   

  	
  5050372716

  	
   

  	
  00-Jan-00

  	
   

  	
  24-Nov-10

  	
   

  	
  24-Dec-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  208,919

  	
   

  	
  433.73

  	
   

  	
  —

  	
   

  
	
  50503797421

  	
   

  	
  0

  	
   

  	
  5050379742

  	
   

  	
  00-Jan-00

  	
   

  	
  29-Nov-10

  	
   

  	
  28-Feb-05

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  516,512

  	
   

  	
  1,116.66

  	
   

  	
  —

  	
   

  
	
  801023731

  	
   

  	
  80097958

  	
   

  	
  80102373

  	
   

  	
  01-May-03

  	
   

  	
  30-Nov-10

  	
   

  	
  30-May-03

  	
   

  	
  USD

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  28,873,916

  	
   

  	
  109,251.41

  	
   

  	
  —

  	
   

  
	
  50504048271

  	
   

  	
  0

  	
   

  	
  5050404827

  	
   

  	
  00-Jan-00

  	
   

  	
  30-Nov-10

  	
   

  	
  15-Apr-05

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  251,981

  	
   

  	
  377.02

  	
   

  	
  —

  	
   

  
	
  50506085061

  	
   

  	
  0

  	
   

  	
  5050608506

  	
   

  	
  00-Jan-00

  	
   

  	
  06-Dec-10

  	
   

  	
  05-Jan-05

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  498,865

  	
   

  	
  759.92

  	
   

  	
  —

  	
   

  
	
  50504531821

  	
   

  	
  0

  	
   

  	
  5050453182

  	
   

  	
  00-Jan-00

  	
   

  	
  04-Jan-11

  	
   

  	
  04-Jan-05

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  327,244

  	
   

  	
  527.56

  	
   

  	
  —

  	
   

  
	
  50504531861

  	
   

  	
  0

  	
   

  	
  5050453186

  	
   

  	
  00-Jan-00

  	
   

  	
  04-Jan-11

  	
   

  	
  04-Jan-05

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  327,244

  	
   

  	
  (937.03

  	
  )

  	
  —

  	
   

  
	
  50504539641

  	
   

  	
  0

  	
   

  	
  5050453964

  	
   

  	
  00-Jan-00

  	
   

  	
  04-Jan-11

  	
   

  	
  04-Jan-05

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,073

  	
   

  	
  (775.40

  	
  )

  	
  —

  	
   

  
	
  50504529691

  	
   

  	
  0

  	
   

  	
  5050452969

  	
   

  	
  00-Jan-00

  	
   

  	
  05-Jan-11

  	
   

  	
  05-Jan-05

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  221,651

  	
   

  	
  650.10

  	
   

  	
  —

  	
   

  
	
  50504881131

  	
   

  	
  0

  	
   

  	
  5050488113

  	
   

  	
  00-Jan-00

  	
   

  	
  17-Jan-11

  	
   

  	
  15-Dec-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  425,575

  	
   

  	
  573.29

  	
   

  	
  —

  	
   

  
	
  50505764071

  	
   

  	
  0

  	
   

  	
  5050576407

  	
   

  	
  00-Jan-00

  	
   

  	
  21-Feb-11

  	
   

  	
  20-Dec-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,442,438

  	
   

  	
  1,572.86

  	
   

  	
  —

  	
   

  
	
  50505761061

  	
   

  	
  0

  	
   

  	
  5050576106

  	
   

  	
  00-Jan-00

  	
   

  	
  21-Feb-11

  	
   

  	
  20-Dec-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  740

  	
   

  	
  (47,988.32

  	
  )

  	
  —

  	
   

  
	
  50505673601

  	
   

  	
  0

  	
   

  	
  5050567360

  	
   

  	
  00-Jan-00

  	
   

  	
  28-Feb-11

  	
   

  	
  28-Feb-05

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  619,059

  	
   

  	
  1,384.65

  	
   

  	
  —

  	
   

  
	
  800972151

  	
   

  	
  80093212

  	
   

  	
  80097215

  	
   

  	
  10-Mar-03

  	
   

  	
  10-Mar-11

  	
   

  	
  10-Mar-03

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  667,265

  	
   

  	
  1,032.81

  	
   

  	
  —

  	
   

  
	
  50506335781

  	
   

  	
  0

  	
   

  	
  5050633578

  	
   

  	
  00-Jan-00

  	
   

  	
  21-Mar-11

  	
   

  	
  21-Dec-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  576,590

  	
   

  	
  2,777.69

  	
   

  	
  —

  	
   

  
	
  50505091351

  	
   

  	
  0

  	
   

  	
  5050509135

  	
   

  	
  00-Jan-00

  	
   

  	
  31-Mar-11

  	
   

  	
  31-Dec-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  238,571

  	
   

  	
  1,132.49

  	
   

  	
  —

  	
   

  
	
  50507168851

  	
   

  	
  0

  	
   

  	
  5050716885

  	
   

  	
  00-Jan-00

  	
   

  	
  26-Apr-11

  	
   

  	
  23-Dec-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  688,708

  	
   

  	
  2,632.69

  	
   

  	
  —

  	
   

  
	
  50508383651

  	
   

  	
  0

  	
   

  	
  5050838365

  	
   

  	
  00-Jan-00

  	
   

  	
  10-May-11

  	
   

  	
  10-Feb-05

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  284,248

  	
   

  	
  589.77

  	
   

  	
  —

  	
   

  
	
  50509538061

  	
   

  	
  0

  	
   

  	
  5050953806

  	
   

  	
  00-Jan-00

  	
   

  	
  06-Jun-11

  	
   

  	
  07-Mar-05

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  207,679

  	
   

  	
  699.32

  	
   

  	
  —

  	
   

  
	
  50531681061

  	
   

  	
  0

  	
   

  	
  5053168106

  	
   

  	
  00-Jan-00

  	
   

  	
  13-Jun-11

  	
   

  	
  13-Dec-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  131,123

  	
   

  	
  519.16

  	
   

  	
  —

  	
   

  
	
  50531691181

  	
   

  	
  0

  	
   

  	
  5053169118

  	
   

  	
  00-Jan-00

  	
   

  	
  13-Jun-11

  	
   

  	
  13-Dec-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  131,123

  	
   

  	
  519.16

  	
   

  	
  —

  	
   

  
	
  50510079991

  	
   

  	
  0

  	
   

  	
  5051007999

  	
   

  	
  00-Jan-00

  	
   

  	
  20-Jun-11

  	
   

  	
  20-Dec-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  222,311

  	
   

  	
  444.23

  	
   

  	
  —

  	
   

  
	
  50510220471

  	
   

  	
  0

  	
   

  	
  5051022047

  	
   

  	
  00-Jan-00

  	
   

  	
  20-Jun-11

  	
   

  	
  20-Dec-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  234,400

  	
   

  	
  471.86

  	
   

  	
  —

  	
   

  
	
  50510221891

  	
   

  	
  0

  	
   

  	
  5051022189

  	
   

  	
  00-Jan-00

  	
   

  	
  20-Jun-11

  	
   

  	
  20-Dec-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  170

  	
   

  	
  (11,522.28

  	
  )

  	
  —

  	
   

  
	
  800539931

  	
   

  	
  80052275

  	
   

  	
  80053993

  	
   

  	
  26-Jun-01

  	
   

  	
  27-Jun-11

  	
   

  	
  26-Jun-01

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  217,371

  	
   

  	
  1,684.59

  	
   

  	
  —

  	
   

  
	
  801077311

  	
   

  	
  80102948

  	
   

  	
  80107731

  	
   

  	
  20-Jun-03

  	
   

  	
  27-Jun-11

  	
   

  	
  27-Jun-03

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  268,774

  	
   

  	
  3,809.42

  	
   

  	
  —

  	
   

  



 


	
  FULL_REF

  	
   

  	
  pay_rec

  	
   

  	
  ref_index

  	
   

  	
  MATURITY

  	
   

  	
  GBP_NOTIONAL

  	
   

  	
  GBP_NPV

  	
   

  	
  GBP_ACCR

  	
   

  	
  OBO

  	
   

  
	
  800565091

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6M-1Y

  	
   

  	
  214,489

  	
   

  	
  —

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800565041

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6M-1Y

  	
   

  	
  1,217,000

  	
   

  	
  0.01

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800887841

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  1,000,000

  	
   

  	
  461.86

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  50503817491

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  160,000

  	
   

  	
  0.02

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  50504239061

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  72,500

  	
   

  	
  (0.02

  	
  )

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  50504239101

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  72,500

  	
   

  	
  —

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  50504239171

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  127

  	
   

  	
  (0.03

  	
  )

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  50506627121

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  145,386

  	
   

  	
  1.15

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  50507530451

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  202,387

  	
   

  	
  1.73

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  50507939491

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  202,255

  	
   

  	
  1.38

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  50509869041

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  407,057

  	
   

  	
  11.86

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  50511494751

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  312,332

  	
   

  	
  17.27

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  50512387361

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  274,660

  	
   

  	
  15.47

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800673751

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  1,000,000

  	
   

  	
  205.39

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800760651

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  395,525

  	
   

  	
  3,492.70

  	
   

  	
  313.10

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800718881

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  350,000

  	
   

  	
  1,401.44

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801056471

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  9,942,815

  	
   

  	
  17,200.02

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  50516156391

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  500,000

  	
   

  	
  (738.15

  	
  )

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  50516156421

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  500,000

  	
   

  	
  185.33

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  50516156451

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  222

  	
   

  	
  (164.95

  	
  )

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800763411

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  232,909

  	
   

  	
  1,004.90

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800832661

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  273,551

  	
   

  	
  1,383.06

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800835731

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  8,442,645

  	
   

  	
  17,965.83

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801043721

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  263,642

  	
   

  	
  1,635.94

  	
   

  	
  44.09

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801370631

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  916,740

  	
   

  	
  2,434.80

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  50519569971

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  2,500,000

  	
   

  	
  10,459.91

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800704181

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  7,405,000

  	
   

  	
  28,872.01

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  50519249371

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  3,250,000

  	
   

  	
  (7,154.67

  	
  )

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  50519249411

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  7,130

  	
   

  	
  (9,498.96

  	
  )

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  50509106901

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  273,999

  	
   

  	
  39.77

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801014781

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  244,084

  	
   

  	
  2,992.12

  	
   

  	
  246.76

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801124991

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  269,488

  	
   

  	
  1,917.55

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801250161

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  899,056

  	
   

  	
  616.76

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_EUR

  	
   

  
	
  801268781

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  266,689

  	
   

  	
  991.03

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800687551

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  300,000

  	
   

  	
  692.51

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800700121

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  234,621

  	
   

  	
  1,910.47

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801314691

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  390,307

  	
   

  	
  4,229.49

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801360131

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  1,500,000

  	
   

  	
  3,773.67

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800740211

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  227,607

  	
   

  	
  760.42

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801089071

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  242,145

  	
   

  	
  2,841.62

  	
   

  	
  10.78

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801154351

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  255,483

  	
   

  	
  3,230.98

  	
   

  	
  270.88

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801425881

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  123,533

  	
   

  	
  656.42

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801471931

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  5Y-6Y

  	
   

  	
  250,000

  	
   

  	
  3,371.51

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800898221

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  5Y-6Y

  	
   

  	
  192,474

  	
   

  	
  1,199.80

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800147761

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  5Y-6Y

  	
   

  	
  616,111

  	
   

  	
  446.64

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  50505703741

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  5Y-6Y

  	
   

  	
  258,651

  	
   

  	
  189.88

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  50505705111

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  5Y-6Y

  	
   

  	
  120

  	
   

  	
  (6,691.90

  	
  )

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800986891

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  5Y-6Y

  	
   

  	
  352,266

  	
   

  	
  4,062.22

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800715341

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  5Y-6Y

  	
   

  	
  251,825

  	
   

  	
  (1,778.18

  	
  )

  	
  (556.26

  	
  )

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801412551

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  5Y-6Y

  	
   

  	
  128,558

  	
   

  	
  86.21

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801023441

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  5Y-6Y

  	
   

  	
  494,475

  	
   

  	
  4,009.57

  	
   

  	
  8.64

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800187311

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  5Y-6Y

  	
   

  	
  321,450

  	
   

  	
  549.76

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801061641

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  5Y-6Y

  	
   

  	
  235,709

  	
   

  	
  6,093.41

  	
   

  	
  4.65

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  50507319411

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  5Y-6Y

  	
   

  	
  518,731

  	
   

  	
  1,419.57

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  50507349611

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  5Y-6Y

  	
   

  	
  407,449

  	
   

  	
  947.80

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  50507379921

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  5Y-6Y

  	
   

  	
  305,542

  	
   

  	
  374.88

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800780621

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  5Y-6Y

  	
   

  	
  213,571

  	
   

  	
  2,441.11

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  50502663401

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  5Y-6Y

  	
   

  	
  600,000

  	
   

  	
  391.97

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  50502703521

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  5Y-6Y

  	
   

  	
  258,940

  	
   

  	
  147.32

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800847611

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  364,008

  	
   

  	
  4,431.95

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  50503727161

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  208,919

  	
   

  	
  433.73

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  50503797421

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  516,512

  	
   

  	
  1,116.66

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801023731

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  14,862,338

  	
   

  	
  56,235.23

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_USD

  	
   

  
	
  50504048271

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  251,981

  	
   

  	
  377.02

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  50506085061

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  498,865

  	
   

  	
  759.92

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  50504531821

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  327,244

  	
   

  	
  527.56

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  50504531861

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  327,244

  	
   

  	
  (937.03

  	
  )

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  50504539641

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  1,073

  	
   

  	
  (775.40

  	
  )

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  50504529691

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  221,651

  	
   

  	
  650.10

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  50504881131

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  425,575

  	
   

  	
  573.29

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  50505764071

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  1,442,438

  	
   

  	
  1,572.86

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  50505761061

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  740

  	
   

  	
  (47,988.32

  	
  )

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  50505673601

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  619,059

  	
   

  	
  1,384.65

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800972151

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  667,265

  	
   

  	
  1,032.81

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  50506335781

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  576,590

  	
   

  	
  2,777.69

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  50505091351

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  238,571

  	
   

  	
  1,132.49

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  50507168851

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  688,708

  	
   

  	
  2,632.69

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  50508383651

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  284,248

  	
   

  	
  589.77

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  50509538061

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  207,679

  	
   

  	
  699.32

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  50531681061

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  131,123

  	
   

  	
  519.16

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  50531691181

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  131,123

  	
   

  	
  519.16

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  50510079991

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  222,311

  	
   

  	
  444.23

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  50510220471

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  234,400

  	
   

  	
  471.86

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  50510221891

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  170

  	
   

  	
  (11,522.28

  	
  )

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800539931

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  217,371

  	
   

  	
  1,684.59

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801077311

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  268,774

  	
   

  	
  3,809.42

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  



 


	
  FULL_REF

  	
   

  	
  OBO_MTM

  	
   

  	
  POSITIVE

  	
   

  	
  NEGATIVE

  	
   

  	
  FCE_NAB

  	
   

  	
  CR_EQUIV_NAB

  	
   

  
	
  800565091

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  —

  	
   

  	
  —

  	
   

  	
  —

  	
   

  	
  —

  	
   

  
	
  800565041

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  0.01

  	
   

  	
  —

  	
   

  	
  —

  	
   

  	
  0

  	
   

  
	
  800887841

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  461.86

  	
   

  	
  —

  	
   

  	
  5,000

  	
   

  	
  5,462

  	
   

  
	
  50503817491

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  0.02

  	
   

  	
  —

  	
   

  	
  800

  	
   

  	
  800

  	
   

  
	
  50504239061

  	
   

  	
  CASPAR_CAP_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (0.02

  	
  )

  	
  363

  	
   

  	
  363

  	
   

  
	
  50504239101

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  —

  	
   

  	
  363

  	
   

  	
  363

  	
   

  
	
  50504239171

  	
   

  	
  CASPAR_CAP_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (0.03

  	
  )

  	
  1

  	
   

  	
  1

  	
   

  
	
  50506627121

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  1.15

  	
   

  	
  —

  	
   

  	
  727

  	
   

  	
  728

  	
   

  
	
  50507530451

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  1.73

  	
   

  	
  —

  	
   

  	
  1,012

  	
   

  	
  1,014

  	
   

  
	
  50507939491

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  1.38

  	
   

  	
  —

  	
   

  	
  1,011

  	
   

  	
  1,013

  	
   

  
	
  50509869041

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  11.86

  	
   

  	
  —

  	
   

  	
  2,035

  	
   

  	
  2,047

  	
   

  
	
  50511494751

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  17.27

  	
   

  	
  —

  	
   

  	
  1,562

  	
   

  	
  1,579

  	
   

  
	
  50512387361

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  15.47

  	
   

  	
  —

  	
   

  	
  1,373

  	
   

  	
  1,389

  	
   

  
	
  800673751

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  205.39

  	
   

  	
  —

  	
   

  	
  5,000

  	
   

  	
  5,205

  	
   

  
	
  800760651

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  3,492.70

  	
   

  	
  —

  	
   

  	
  1,978

  	
   

  	
  5,470

  	
   

  
	
  800718881

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  1,401.44

  	
   

  	
  —

  	
   

  	
  1,750

  	
   

  	
  3,151

  	
   

  
	
  801056471

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  17,200.02

  	
   

  	
  —

  	
   

  	
  49,714

  	
   

  	
  66,914

  	
   

  
	
  50516156391

  	
   

  	
  CASPAR_CAP_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (738.15

  	
  )

  	
  2,500

  	
   

  	
  2,500

  	
   

  
	
  50516156421

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  185.33

  	
   

  	
  —

  	
   

  	
  2,500

  	
   

  	
  2,685

  	
   

  
	
  50516156451

  	
   

  	
  CASPAR_CAP_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (164.95

  	
  )

  	
  1

  	
   

  	
  1

  	
   

  
	
  800763411

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  1,004.90

  	
   

  	
  —

  	
   

  	
  1,165

  	
   

  	
  2,169

  	
   

  
	
  800832661

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  1,383.06

  	
   

  	
  —

  	
   

  	
  1,368

  	
   

  	
  2,751

  	
   

  
	
  800835731

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  17,965.83

  	
   

  	
  —

  	
   

  	
  42,213

  	
   

  	
  60,179

  	
   

  
	
  801043721

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  1,635.94

  	
   

  	
  —

  	
   

  	
  1,318

  	
   

  	
  2,954

  	
   

  
	
  801370631

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  2,434.80

  	
   

  	
  —

  	
   

  	
  4,584

  	
   

  	
  7,019

  	
   

  
	
  50519569971

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  10,459.91

  	
   

  	
  —

  	
   

  	
  12,500

  	
   

  	
  22,960

  	
   

  
	
  800704181

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  28,872.01

  	
   

  	
  —

  	
   

  	
  37,025

  	
   

  	
  65,897

  	
   

  
	
  50519249371

  	
   

  	
  CASPAR_CAP_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (7,154.67

  	
  )

  	
  16,250

  	
   

  	
  16,250

  	
   

  
	
  50519249411

  	
   

  	
  CASPAR_CAP_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (9,498.96

  	
  )

  	
  36

  	
   

  	
  36

  	
   

  
	
  50509106901

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  39.77

  	
   

  	
  —

  	
   

  	
  1,370

  	
   

  	
  1,410

  	
   

  
	
  801014781

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  2,992.12

  	
   

  	
  —

  	
   

  	
  1,220

  	
   

  	
  4,213

  	
   

  
	
  801124991

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  1,917.55

  	
   

  	
  —

  	
   

  	
  1,347

  	
   

  	
  3,265

  	
   

  
	
  801250161

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  616.76

  	
   

  	
  —

  	
   

  	
  4,495

  	
   

  	
  5,112

  	
   

  
	
  801268781

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  991.03

  	
   

  	
  —

  	
   

  	
  1,333

  	
   

  	
  2,324

  	
   

  
	
  800687551

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  692.51

  	
   

  	
  —

  	
   

  	
  1,500

  	
   

  	
  2,193

  	
   

  
	
  800700121

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  1,910.47

  	
   

  	
  —

  	
   

  	
  1,173

  	
   

  	
  3,084

  	
   

  
	
  801314691

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  4,229.49

  	
   

  	
  —

  	
   

  	
  1,952

  	
   

  	
  6,181

  	
   

  
	
  801360131

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  3,773.67

  	
   

  	
  —

  	
   

  	
  7,500

  	
   

  	
  11,274

  	
   

  
	
  800740211

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  760.42

  	
   

  	
  —

  	
   

  	
  1,138

  	
   

  	
  1,898

  	
   

  
	
  801089071

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  2,841.62

  	
   

  	
  —

  	
   

  	
  1,211

  	
   

  	
  4,052

  	
   

  
	
  801154351

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  3,230.98

  	
   

  	
  —

  	
   

  	
  1,277

  	
   

  	
  4,508

  	
   

  
	
  801425881

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  656.42

  	
   

  	
  —

  	
   

  	
  618

  	
   

  	
  1,274

  	
   

  
	
  801471931

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  3,371.51

  	
   

  	
  —

  	
   

  	
  3,750

  	
   

  	
  7,122

  	
   

  
	
  800898221

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  1,199.80

  	
   

  	
  —

  	
   

  	
  2,887

  	
   

  	
  4,087

  	
   

  
	
  800147761

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  446.64

  	
   

  	
  —

  	
   

  	
  9,242

  	
   

  	
  9,688

  	
   

  
	
  50505703741

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  189.88

  	
   

  	
  —

  	
   

  	
  3,880

  	
   

  	
  4,070

  	
   

  
	
  50505705111

  	
   

  	
  CASPAR_CAP_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (6,691.90

  	
  )

  	
  2

  	
   

  	
  2

  	
   

  
	
  800986891

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  4,062.22

  	
   

  	
  —

  	
   

  	
  5,284

  	
   

  	
  9,346

  	
   

  
	
  800715341

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (1,778.18

  	
  )

  	
  3,777

  	
   

  	
  3,777

  	
   

  
	
  801412551

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  86.21

  	
   

  	
  —

  	
   

  	
  1,928

  	
   

  	
  2,015

  	
   

  
	
  801023441

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  4,009.57

  	
   

  	
  —

  	
   

  	
  7,417

  	
   

  	
  11,427

  	
   

  
	
  800187311

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  549.76

  	
   

  	
  —

  	
   

  	
  4,822

  	
   

  	
  5,372

  	
   

  
	
  801061641

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  6,093.41

  	
   

  	
  —

  	
   

  	
  3,536

  	
   

  	
  9,629

  	
   

  
	
  50507319411

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  1,419.57

  	
   

  	
  —

  	
   

  	
  7,781

  	
   

  	
  9,201

  	
   

  
	
  50507349611

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  947.80

  	
   

  	
  —

  	
   

  	
  6,112

  	
   

  	
  7,060

  	
   

  
	
  50507379921

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  374.88

  	
   

  	
  —

  	
   

  	
  4,583

  	
   

  	
  4,958

  	
   

  
	
  800780621

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  2,441.11

  	
   

  	
  —

  	
   

  	
  3,204

  	
   

  	
  5,645

  	
   

  
	
  50502663401

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  391.97

  	
   

  	
  —

  	
   

  	
  9,000

  	
   

  	
  9,392

  	
   

  
	
  50502703521

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  147.32

  	
   

  	
  —

  	
   

  	
  3,884

  	
   

  	
  4,031

  	
   

  
	
  800847611

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  4,431.95

  	
   

  	
  —

  	
   

  	
  5,460

  	
   

  	
  9,892

  	
   

  
	
  50503727161

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  433.73

  	
   

  	
  —

  	
   

  	
  3,134

  	
   

  	
  3,568

  	
   

  
	
  50503797421

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  1,116.66

  	
   

  	
  —

  	
   

  	
  7,748

  	
   

  	
  8,864

  	
   

  
	
  801023731

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  56,235.23

  	
   

  	
  —

  	
   

  	
  222,935

  	
   

  	
  279,170

  	
   

  
	
  50504048271

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  377.02

  	
   

  	
  —

  	
   

  	
  3,780

  	
   

  	
  4,157

  	
   

  
	
  50506085061

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  759.92

  	
   

  	
  —

  	
   

  	
  7,483

  	
   

  	
  8,243

  	
   

  
	
  50504531821

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  527.56

  	
   

  	
  —

  	
   

  	
  4,909

  	
   

  	
  5,436

  	
   

  
	
  50504531861

  	
   

  	
  CASPAR_CAP_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (937.03

  	
  )

  	
  4,909

  	
   

  	
  4,909

  	
   

  
	
  50504539641

  	
   

  	
  CASPAR_CAP_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (775.40

  	
  )

  	
  16

  	
   

  	
  16

  	
   

  
	
  50504529691

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  650.10

  	
   

  	
  —

  	
   

  	
  3,325

  	
   

  	
  3,975

  	
   

  
	
  50504881131

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  573.29

  	
   

  	
  —

  	
   

  	
  6,384

  	
   

  	
  6,957

  	
   

  
	
  50505764071

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  1,572.86

  	
   

  	
  —

  	
   

  	
  21,637

  	
   

  	
  23,209

  	
   

  
	
  50505761061

  	
   

  	
  CASPAR_CAP_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (47,988.32

  	
  )

  	
  11

  	
   

  	
  11

  	
   

  
	
  50505673601

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  1,384.65

  	
   

  	
  —

  	
   

  	
  9,286

  	
   

  	
  10,671

  	
   

  
	
  800972151

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  1,032.81

  	
   

  	
  —

  	
   

  	
  10,009

  	
   

  	
  11,042

  	
   

  
	
  50506335781

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  2,777.69

  	
   

  	
  —

  	
   

  	
  8,649

  	
   

  	
  11,427

  	
   

  
	
  50505091351

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  1,132.49

  	
   

  	
  —

  	
   

  	
  3,579

  	
   

  	
  4,711

  	
   

  
	
  50507168851

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  2,632.69

  	
   

  	
  —

  	
   

  	
  10,331

  	
   

  	
  12,963

  	
   

  
	
  50508383651

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  589.77

  	
   

  	
  —

  	
   

  	
  4,264

  	
   

  	
  4,853

  	
   

  
	
  50509538061

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  699.32

  	
   

  	
  —

  	
   

  	
  3,115

  	
   

  	
  3,815

  	
   

  
	
  50531681061

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  519.16

  	
   

  	
  —

  	
   

  	
  1,967

  	
   

  	
  2,486

  	
   

  
	
  50531691181

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  519.16

  	
   

  	
  —

  	
   

  	
  1,967

  	
   

  	
  2,486

  	
   

  
	
  50510079991

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  444.23

  	
   

  	
  —

  	
   

  	
  3,335

  	
   

  	
  3,779

  	
   

  
	
  50510220471

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  471.86

  	
   

  	
  —

  	
   

  	
  3,516

  	
   

  	
  3,988

  	
   

  
	
  50510221891

  	
   

  	
  CASPAR_CAP_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (11,522.28

  	
  )

  	
  3

  	
   

  	
  3

  	
   

  
	
  800539931

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  1,684.59

  	
   

  	
  —

  	
   

  	
  3,261

  	
   

  	
  4,945

  	
   

  
	
  801077311

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  3,809.42

  	
   

  	
  —

  	
   

  	
  4,032

  	
   

  	
  7,841

  	
   

  



 


6





















 


	
  FULL_REF

  	
   

  	
  trans_id

  	
   

  	
  trade_id

  	
   

  	
  trade_date

  	
   

  	
  maturity_date

  	
   

  	
  start_date

  	
   

  	
  currency

  	
   

  	
  product_type

  	
   

  	
  cparty

  	
   

  	
  principal_current

  	
   

  	
  npv

  	
   

  	
  acc_int

  	
   

  
	
  801299391

  	
   

  	
  80123205

  	
   

  	
  80129939

  	
   

  	
  23-Mar-04

  	
   

  	
  01-Jul-11

  	
   

  	
  01-Jul-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  393,121

  	
   

  	
  7,590.52

  	
   

  	
  —

  	
   

  
	
  50510681951

  	
   

  	
  0

  	
   

  	
  5051068195

  	
   

  	
  00-Jan-00

  	
   

  	
  04-Jul-11

  	
   

  	
  04-Jan-05

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  285,526

  	
   

  	
  424.83

  	
   

  	
  —

  	
   

  
	
  50511444501

  	
   

  	
  0

  	
   

  	
  5051144450

  	
   

  	
  00-Jan-00

  	
   

  	
  26-Jul-11

  	
   

  	
  26-Jan-05

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  307,710

  	
   

  	
  901.56

  	
   

  	
  —

  	
   

  
	
  50512006521

  	
   

  	
  0

  	
   

  	
  5051200652

  	
   

  	
  00-Jan-00

  	
   

  	
  30-Aug-11

  	
   

  	
  28-Feb-05

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  436,980

  	
   

  	
  1,578.96

  	
   

  	
  —

  	
   

  
	
  50512187091

  	
   

  	
  0

  	
   

  	
  5051218709

  	
   

  	
  00-Jan-00

  	
   

  	
  07-Sep-11

  	
   

  	
  07-Mar-05

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  822,637

  	
   

  	
  2,993.33

  	
   

  	
  —

  	
   

  
	
  50512789091

  	
   

  	
  0

  	
   

  	
  5051278909

  	
   

  	
  00-Jan-00

  	
   

  	
  12-Oct-11

  	
   

  	
  12-Jan-05

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  882,319

  	
   

  	
  3,852.73

  	
   

  	
  —

  	
   

  
	
  50512819021

  	
   

  	
  0

  	
   

  	
  5051281902

  	
   

  	
  00-Jan-00

  	
   

  	
  12-Oct-11

  	
   

  	
  12-Jan-05

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  648,504

  	
   

  	
  2,831.75

  	
   

  	
  —

  	
   

  
	
  50512219881

  	
   

  	
  0

  	
   

  	
  5051221988

  	
   

  	
  00-Jan-00

  	
   

  	
  25-Oct-11

  	
   

  	
  29-Dec-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  222,566

  	
   

  	
  747.45

  	
   

  	
  —

  	
   

  
	
  50512159771

  	
   

  	
  0

  	
   

  	
  5051215977

  	
   

  	
  00-Jan-00

  	
   

  	
  31-Oct-11

  	
   

  	
  31-Dec-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  221,779

  	
   

  	
  785.86

  	
   

  	
  —

  	
   

  
	
  50512154091

  	
   

  	
  0

  	
   

  	
  5051215409

  	
   

  	
  00-Jan-00

  	
   

  	
  31-Oct-11

  	
   

  	
  31-Dec-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  75

  	
   

  	
  (5,239.61

  	
  )

  	
  —

  	
   

  
	
  50513211351

  	
   

  	
  0

  	
   

  	
  5051321135

  	
   

  	
  00-Jan-00

  	
   

  	
  15-Nov-11

  	
   

  	
  15-Dec-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  255,230

  	
   

  	
  874.78

  	
   

  	
  —

  	
   

  
	
  50513552571

  	
   

  	
  0

  	
   

  	
  5051355257

  	
   

  	
  00-Jan-00

  	
   

  	
  05-Dec-11

  	
   

  	
  04-Jan-05

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  391,976

  	
   

  	
  2,117.92

  	
   

  	
  —

  	
   

  
	
  50506306081

  	
   

  	
  0

  	
   

  	
  5050630608

  	
   

  	
  00-Jan-00

  	
   

  	
  07-Dec-11

  	
   

  	
  07-Jan-05

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  318,803

  	
   

  	
  240.69

  	
   

  	
  —

  	
   

  
	
  801236471

  	
   

  	
  80117614

  	
   

  	
  80123647

  	
   

  	
  19-Dec-03

  	
   

  	
  19-Dec-11

  	
   

  	
  19-Dec-03

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  92,969

  	
   

  	
  3,761.82

  	
   

  	
  39.74

  	
   

  
	
  801236481

  	
   

  	
  80117615

  	
   

  	
  80123648

  	
   

  	
  19-Dec-03

  	
   

  	
  19-Dec-11

  	
   

  	
  19-Dec-03

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  92,969

  	
   

  	
  3,761.82

  	
   

  	
  39.74

  	
   

  
	
  801151891

  	
   

  	
  80109958

  	
   

  	
  80115189

  	
   

  	
  10-Sep-03

  	
   

  	
  23-Dec-11

  	
   

  	
  23-Dec-03

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  943,690

  	
   

  	
  14,843.36

  	
   

  	
  —

  	
   

  
	
  800685111

  	
   

  	
  80066240

  	
   

  	
  80068511

  	
   

  	
  08-Feb-02

  	
   

  	
  13-Feb-12

  	
   

  	
  11-Feb-02

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  449,913

  	
   

  	
  3,396.36

  	
   

  	
  —

  	
   

  
	
  800679561

  	
   

  	
  80065706

  	
   

  	
  80067956

  	
   

  	
  30-Jan-02

  	
   

  	
  22-Feb-12

  	
   

  	
  22-Feb-02

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  289,862

  	
   

  	
  2,615.67

  	
   

  	
  —

  	
   

  
	
  800698571

  	
   

  	
  80067548

  	
   

  	
  80069857

  	
   

  	
  05-Mar-02

  	
   

  	
  05-Mar-12

  	
   

  	
  05-Mar-02

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  276,166

  	
   

  	
  2,123.36

  	
   

  	
  —

  	
   

  
	
  800712151

  	
   

  	
  80068867

  	
   

  	
  80071215

  	
   

  	
  02-Apr-02

  	
   

  	
  23-Apr-12

  	
   

  	
  23-Apr-02

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  497,505

  	
   

  	
  2,496.82

  	
   

  	
  —

  	
   

  
	
  800758751

  	
   

  	
  80073390

  	
   

  	
  80075875

  	
   

  	
  21-Jun-02

  	
   

  	
  23-Apr-12

  	
   

  	
  21-Jun-02

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  412,356

  	
   

  	
  2,193.22

  	
   

  	
  —

  	
   

  
	
  50515885991

  	
   

  	
  0

  	
   

  	
  5051588599

  	
   

  	
  00-Jan-00

  	
   

  	
  30-Apr-12

  	
   

  	
  30-Dec-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  423,311

  	
   

  	
  (4,172.50

  	
  )

  	
  —

  	
   

  
	
  50515886031

  	
   

  	
  0

  	
   

  	
  5051588603

  	
   

  	
  00-Jan-00

  	
   

  	
  30-Apr-12

  	
   

  	
  30-Dec-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  423,311

  	
   

  	
  1,792.16

  	
   

  	
  —

  	
   

  
	
  50515886061

  	
   

  	
  0

  	
   

  	
  5051588606

  	
   

  	
  00-Jan-00

  	
   

  	
  30-Apr-12

  	
   

  	
  30-Dec-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  104

  	
   

  	
  (987.62

  	
  )

  	
  —

  	
   

  
	
  800739561

  	
   

  	
  80071517

  	
   

  	
  80073956

  	
   

  	
  15-May-02

  	
   

  	
  17-May-12

  	
   

  	
  17-May-02

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  270,251

  	
   

  	
  3,773.78

  	
   

  	
  —

  	
   

  
	
  800740611

  	
   

  	
  80071622

  	
   

  	
  80074061

  	
   

  	
  17-May-02

  	
   

  	
  21-May-12

  	
   

  	
  21-May-02

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  444,582

  	
   

  	
  9,141.77

  	
   

  	
  —

  	
   

  
	
  800737601

  	
   

  	
  80071322

  	
   

  	
  80073760

  	
   

  	
  09-May-02

  	
   

  	
  29-May-12

  	
   

  	
  28-May-02

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  600,900

  	
   

  	
  5,313.52

  	
   

  	
  —

  	
   

  
	
  800743811

  	
   

  	
  80071925

  	
   

  	
  80074381

  	
   

  	
  23-May-02

  	
   

  	
  29-May-12

  	
   

  	
  28-May-02

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  271,778

  	
   

  	
  2,637.44

  	
   

  	
  —

  	
   

  
	
  800737651

  	
   

  	
  80071327

  	
   

  	
  80073765

  	
   

  	
  14-May-02

  	
   

  	
  30-May-12

  	
   

  	
  30-May-02

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  640,199

  	
   

  	
  13,232.57

  	
   

  	
  —

  	
   

  
	
  800752061

  	
   

  	
  80072731

  	
   

  	
  80075206

  	
   

  	
  10-Jun-02

  	
   

  	
  11-Jun-12

  	
   

  	
  11-Jun-02

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  364,517

  	
   

  	
  3,485.74

  	
   

  	
  —

  	
   

  
	
  800755701

  	
   

  	
  80073092

  	
   

  	
  80075570

  	
   

  	
  14-Jun-02

  	
   

  	
  14-Jun-12

  	
   

  	
  16-Jun-03

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  238,987

  	
   

  	
  4,986.34

  	
   

  	
  —

  	
   

  
	
  800744211

  	
   

  	
  80071965

  	
   

  	
  80074421

  	
   

  	
  23-May-02

  	
   

  	
  25-Jun-12

  	
   

  	
  24-Jun-02

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  313,219

  	
   

  	
  3,069.66

  	
   

  	
  —

  	
   

  
	
  801434601

  	
   

  	
  80135662

  	
   

  	
  80143460

  	
   

  	
  28-Jun-02

  	
   

  	
  02-Jul-12

  	
   

  	
  01-Jul-02

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  182,232

  	
   

  	
  1,796.03

  	
   

  	
  —

  	
   

  
	
  800769561

  	
   

  	
  80074435

  	
   

  	
  80076956

  	
   

  	
  10-Jul-02

  	
   

  	
  11-Jul-12

  	
   

  	
  11-Jul-02

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  316,347

  	
   

  	
  1,731.51

  	
   

  	
  —

  	
   

  
	
  800774081

  	
   

  	
  80074881

  	
   

  	
  80077408

  	
   

  	
  03-Jul-02

  	
   

  	
  23-Jul-12

  	
   

  	
  22-Jul-02

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  244,656

  	
   

  	
  2,404.81

  	
   

  	
  —

  	
   

  
	
  800772341

  	
   

  	
  80074709

  	
   

  	
  80077234

  	
   

  	
  15-Jul-02

  	
   

  	
  24-Jul-12

  	
   

  	
  24-Jul-02

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  227,366

  	
   

  	
  4,916.10

  	
   

  	
  —

  	
   

  
	
  800778871

  	
   

  	
  80075356

  	
   

  	
  80077887

  	
   

  	
  24-Jul-02

  	
   

  	
  24-Jul-12

  	
   

  	
  24-Jul-02

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  433,282

  	
   

  	
  9,304.78

  	
   

  	
  —

  	
   

  
	
  800764901

  	
   

  	
  80073981

  	
   

  	
  80076490

  	
   

  	
  02-Jul-02

  	
   

  	
  25-Jul-12

  	
   

  	
  25-Jul-02

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  317,615

  	
   

  	
  4,189.11

  	
   

  	
  —

  	
   

  
	
  800781061

  	
   

  	
  80075568

  	
   

  	
  80078106

  	
   

  	
  26-Jul-02

  	
   

  	
  30-Jul-12

  	
   

  	
  29-Jul-02

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  181,230

  	
   

  	
  3,900.49

  	
   

  	
  —

  	
   

  
	
  800772531

  	
   

  	
  80074728

  	
   

  	
  80077253

  	
   

  	
  15-Jul-02

  	
   

  	
  09-Aug-12

  	
   

  	
  09-Aug-02

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  256,153

  	
   

  	
  6,715.10

  	
   

  	
  —

  	
   

  
	
  801401411

  	
   

  	
  80132566

  	
   

  	
  80140141

  	
   

  	
  19-Aug-04

  	
   

  	
  20-Aug-12

  	
   

  	
  19-Aug-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  460,779

  	
   

  	
  6,787.97

  	
   

  	
  —

  	
   

  
	
  801116331

  	
   

  	
  80106644

  	
   

  	
  80111633

  	
   

  	
  30-Jul-03

  	
   

  	
  30-Aug-12

  	
   

  	
  30-Jul-03

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  2,002,294

  	
   

  	
  11,310.81

  	
   

  	
  —

  	
   

  
	
  800860161

  	
   

  	
  80083049

  	
   

  	
  80086016

  	
   

  	
  23-Oct-02

  	
   

  	
  23-Oct-12

  	
   

  	
  23-Oct-02

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  319,894

  	
   

  	
  7,187.10

  	
   

  	
  —

  	
   

  
	
  800885481

  	
   

  	
  80085322

  	
   

  	
  80088548

  	
   

  	
  26-Nov-02

  	
   

  	
  26-Nov-12

  	
   

  	
  26-Nov-02

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  229,768

  	
   

  	
  5,247.06

  	
   

  	
  —

  	
   

  
	
  800888681

  	
   

  	
  80085626

  	
   

  	
  80088868

  	
   

  	
  29-Nov-02

  	
   

  	
  29-Nov-12

  	
   

  	
  29-Nov-02

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  357,837

  	
   

  	
  8,149.00

  	
   

  	
  —

  	
   

  
	
  800905851

  	
   

  	
  80087150

  	
   

  	
  80090585

  	
   

  	
  20-Dec-02

  	
   

  	
  20-Dec-12

  	
   

  	
  20-Dec-02

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  300,607

  	
   

  	
  4,305.12

  	
   

  	
  —

  	
   

  
	
  800762041

  	
   

  	
  80073717

  	
   

  	
  80076204

  	
   

  	
  27-Jun-02

  	
   

  	
  28-Dec-12

  	
   

  	
  27-Jun-02

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  250,361

  	
   

  	
  6,242.06

  	
   

  	
  —

  	
   

  
	
  800720301

  	
   

  	
  80069647

  	
   

  	
  80072030

  	
   

  	
  16-Apr-02

  	
   

  	
  30-Jan-13

  	
   

  	
  30-Apr-02

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  261,708

  	
   

  	
  1,277.39

  	
   

  	
  —

  	
   

  
	
  801129411

  	
   

  	
  80107867

  	
   

  	
  80112941

  	
   

  	
  13-Aug-03

  	
   

  	
  25-Feb-13

  	
   

  	
  24-Feb-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  470,572

  	
   

  	
  20,222.95

  	
   

  	
  147.33

  	
   

  
	
  800979961

  	
   

  	
  80093864

  	
   

  	
  80097996

  	
   

  	
  18-Mar-03

  	
   

  	
  19-Mar-13

  	
   

  	
  18-Mar-03

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  223,313

  	
   

  	
  5,565.24

  	
   

  	
  39.23

  	
   

  
	
  800984891

  	
   

  	
  80094347

  	
   

  	
  80098489

  	
   

  	
  20-Mar-03

  	
   

  	
  25-Mar-13

  	
   

  	
  24-Mar-03

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  231,636

  	
   

  	
  12,862.41

  	
   

  	
  72.52

  	
   

  
	
  800989881

  	
   

  	
  80094806

  	
   

  	
  80098988

  	
   

  	
  20-Mar-03

  	
   

  	
  25-Mar-13

  	
   

  	
  24-Mar-03

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  647,607

  	
   

  	
  35,827.39

  	
   

  	
  202.75

  	
   

  
	
  801417051

  	
   

  	
  80134020

  	
   

  	
  80141705

  	
   

  	
  27-Mar-03

  	
   

  	
  28-Mar-13

  	
   

  	
  31-Aug-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  —

  	
   

  	
  18,764.17

  	
   

  	
  —

  	
   

  
	
  801089061

  	
   

  	
  80104064

  	
   

  	
  80108906

  	
   

  	
  03-Jul-03

  	
   

  	
  03-Apr-13

  	
   

  	
  03-Jul-03

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  182,391

  	
   

  	
  4,603.25

  	
   

  	
  8.12

  	
   

  
	
  801012491

  	
   

  	
  80096915

  	
   

  	
  80101249

  	
   

  	
  16-Apr-03

  	
   

  	
  16-Apr-13

  	
   

  	
  16-Apr-03

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  186,135

  	
   

  	
  6,965.50

  	
   

  	
  36.53

  	
   

  
	
  801007311

  	
   

  	
  80096452

  	
   

  	
  80100731

  	
   

  	
  10-Apr-03

  	
   

  	
  22-Apr-13

  	
   

  	
  22-Apr-03

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  213,948

  	
   

  	
  12,036.20

  	
   

  	
  77.02

  	
   

  
	
  800905331

  	
   

  	
  80087098

  	
   

  	
  80090533

  	
   

  	
  20-Dec-02

  	
   

  	
  20-Jun-13

  	
   

  	
  20-Jun-03

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  187,976

  	
   

  	
  4,550.21

  	
   

  	
  —

  	
   

  
	
  801110631

  	
   

  	
  80106116

  	
   

  	
  80111063

  	
   

  	
  25-Jul-03

  	
   

  	
  25-Jul-13

  	
   

  	
  25-Jul-03

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  225,715

  	
   

  	
  6,097.36

  	
   

  	
  108.16

  	
   

  
	
  801262811

  	
   

  	
  80119838

  	
   

  	
  80126281

  	
   

  	
  29-Jan-04

  	
   

  	
  29-Jul-13

  	
   

  	
  29-Jan-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  546,431

  	
   

  	
  8,710.06

  	
   

  	
  —

  	
   

  
	
  801047981

  	
   

  	
  80100189

  	
   

  	
  80104798

  	
   

  	
  22-May-03

  	
   

  	
  31-Jul-13

  	
   

  	
  31-Jul-03

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  238,600

  	
   

  	
  14,577.98

  	
   

  	
  954.83

  	
   

  
	
  801110941

  	
   

  	
  80106145

  	
   

  	
  80111094

  	
   

  	
  25-Jul-03

  	
   

  	
  22-Aug-13

  	
   

  	
  22-Aug-03

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  238,642

  	
   

  	
  6,203.50

  	
   

  	
  —

  	
   

  
	
  801117631

  	
   

  	
  80106773

  	
   

  	
  80111763

  	
   

  	
  31-Jul-03

  	
   

  	
  22-Aug-13

  	
   

  	
  22-Aug-03

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  325,686

  	
   

  	
  6,868.69

  	
   

  	
  —

  	
   

  
	
  801137721

  	
   

  	
  80108653

  	
   

  	
  80113772

  	
   

  	
  22-Aug-03

  	
   

  	
  22-Aug-13

  	
   

  	
  22-Aug-03

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,219,018

  	
   

  	
  32,321.22

  	
   

  	
  171.66

  	
   

  
	
  801143241

  	
   

  	
  80109161

  	
   

  	
  80114324

  	
   

  	
  01-Sep-03

  	
   

  	
  02-Sep-13

  	
   

  	
  01-Sep-03

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  308,881

  	
   

  	
  7,887.91

  	
   

  	
  —

  	
   

  
	
  801143801

  	
   

  	
  80109203

  	
   

  	
  80114380

  	
   

  	
  01-Sep-03

  	
   

  	
  02-Sep-13

  	
   

  	
  02-Sep-03

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  236,687

  	
   

  	
  13,821.19

  	
   

  	
  32.24

  	
   

  
	
  50512447581

  	
   

  	
  0

  	
   

  	
  5051244758

  	
   

  	
  00-Jan-00

  	
   

  	
  20-Sep-13

  	
   

  	
  20-Dec-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  227,956

  	
   

  	
  766.50

  	
   

  	
  —

  	
   

  
	
  801168181

  	
   

  	
  80111454

  	
   

  	
  80116818

  	
   

  	
  30-Sep-03

  	
   

  	
  30-Sep-13

  	
   

  	
  30-Sep-03

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  387,062

  	
   

  	
  11,378.66

  	
   

  	
  —

  	
   

  
	
  801001581

  	
   

  	
  80095909

  	
   

  	
  80100158

  	
   

  	
  02-Apr-03

  	
   

  	
  03-Oct-13

  	
   

  	
  03-Apr-07

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  172,727

  	
   

  	
  4,051.35

  	
   

  	
  —

  	
   

  
	
  801185841

  	
   

  	
  80113111

  	
   

  	
  80118584

  	
   

  	
  17-Oct-03

  	
   

  	
  22-Oct-13

  	
   

  	
  22-Oct-03

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  315,798

  	
   

  	
  8,225.42

  	
   

  	
  —

  	
   

  
	
  801196311

  	
   

  	
  80114073

  	
   

  	
  80119631

  	
   

  	
  31-Oct-03

  	
   

  	
  31-Oct-13

  	
   

  	
  31-Oct-03

  	
   

  	
  EUR

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  953,360

  	
   

  	
  15,327.67

  	
   

  	
  —

  	
   

  
	
  801204941

  	
   

  	
  80114869

  	
   

  	
  80120494

  	
   

  	
  12-Nov-03

  	
   

  	
  12-Nov-13

  	
   

  	
  12-Nov-03

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  569,759

  	
   

  	
  7,475.28

  	
   

  	
  —

  	
   

  
	
  50503608481

  	
   

  	
  0

  	
   

  	
  5050360848

  	
   

  	
  00-Jan-00

  	
   

  	
  20-Nov-13

  	
   

  	
  21-Feb-05

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  721,751

  	
   

  	
  1,592.80

  	
   

  	
  —

  	
   

  
	
  801218401

  	
   

  	
  80115958

  	
   

  	
  80121840

  	
   

  	
  27-Nov-03

  	
   

  	
  27-Nov-13

  	
   

  	
  27-Nov-03

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  266,096

  	
   

  	
  1,950.03

  	
   

  	
  —

  	
   

  
	
  801216381

  	
   

  	
  80115763

  	
   

  	
  80121638

  	
   

  	
  25-Nov-03

  	
   

  	
  28-Nov-13

  	
   

  	
  28-Nov-03

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  388,239

  	
   

  	
  11,451.41

  	
   

  	
  —

  	
   

  
	
  801222491

  	
   

  	
  80116335

  	
   

  	
  80122249

  	
   

  	
  03-Dec-03

  	
   

  	
  03-Dec-13

  	
   

  	
  03-Dec-03

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  244,530

  	
   

  	
  6,391.58

  	
   

  	
  —

  	
   

  
	
  800902631

  	
   

  	
  80086845

  	
   

  	
  80090263

  	
   

  	
  17-Dec-02

  	
   

  	
  23-Dec-13

  	
   

  	
  23-Dec-02

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  240,046

  	
   

  	
  6,124.54

  	
   

  	
  —

  	
   

  
	
  801282591

  	
   

  	
  80121643

  	
   

  	
  80128259

  	
   

  	
  23-Dec-03

  	
   

  	
  23-Dec-13

  	
   

  	
  23-Dec-03

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  248,658

  	
   

  	
  7,677.08

  	
   

  	
  —

  	
   

  
	
  801279001

  	
   

  	
  80121315

  	
   

  	
  80127900

  	
   

  	
  23-Feb-04

  	
   

  	
  17-Feb-14

  	
   

  	
  17-Feb-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  267,356

  	
   

  	
  7,377.71

  	
   

  	
  —

  	
   

  
	
  801283511

  	
   

  	
  80121733

  	
   

  	
  80128351

  	
   

  	
  01-Mar-04

  	
   

  	
  03-Mar-14

  	
   

  	
  01-Mar-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  242,486

  	
   

  	
  6,613.56

  	
   

  	
  —

  	
   

  
	
  801306761

  	
   

  	
  80123858

  	
   

  	
  80130676

  	
   

  	
  15-Mar-04

  	
   

  	
  18-Mar-14

  	
   

  	
  15-Mar-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  585,713

  	
   

  	
  7,910.35

  	
   

  	
  —

  	
   

  
	
  801297201

  	
   

  	
  80123004

  	
   

  	
  80129720

  	
   

  	
  18-Mar-04

  	
   

  	
  19-Mar-14

  	
   

  	
  19-Mar-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  146,142

  	
   

  	
  4,041.70

  	
   

  	
  —

  	
   

  
	
  50509447521

  	
   

  	
  0

  	
   

  	
  5050944752

  	
   

  	
  00-Jan-00

  	
   

  	
  31-Mar-14

  	
   

  	
  31-Dec-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  242,445

  	
   

  	
  612.07

  	
   

  	
  —

  	
   

  
	
  801384231

  	
   

  	
  80130962

  	
   

  	
  80138423

  	
   

  	
  23-Jul-04

  	
   

  	
  23-Apr-14

  	
   

  	
  23-Jul-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  163,151

  	
   

  	
  4,089.85

  	
   

  	
  —

  	
   

  
	
  801325421

  	
   

  	
  80125583

  	
   

  	
  80132542

  	
   

  	
  29-Apr-04

  	
   

  	
  29-Apr-14

  	
   

  	
  29-Apr-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  500,000

  	
   

  	
  18,139.45

  	
   

  	
  —

  	
   

  
	
  801300261

  	
   

  	
  80123290

  	
   

  	
  80130026

  	
   

  	
  24-Mar-04

  	
   

  	
  30-Apr-14

  	
   

  	
  30-Apr-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  243,813

  	
   

  	
  10,305.58

  	
   

  	
  17.17

  	
   

  
	
  801327051

  	
   

  	
  80125726

  	
   

  	
  80132705

  	
   

  	
  04-May-04

  	
   

  	
  06-May-14

  	
   

  	
  04-May-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  380,874

  	
   

  	
  10,631.69

  	
   

  	
  —

  	
   

  
	
  801341411

  	
   

  	
  80127070

  	
   

  	
  80134141

  	
   

  	
  24-May-04

  	
   

  	
  27-May-14

  	
   

  	
  26-May-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,201,429

  	
   

  	
  35,197.40

  	
   

  	
  124.92

  	
   

  



 


	
  FULL_REF

  	
   

  	
  pay_rec

  	
   

  	
  ref_index

  	
   

  	
  MATURITY

  	
   

  	
  GBP_NOTIONAL

  	
   

  	
  GBP_NPV

  	
   

  	
  GBP_ACCR

  	
   

  	
  OBO

  	
   

  
	
  801299391

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  393,121

  	
   

  	
  7,590.52

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  50510681951

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  285,526

  	
   

  	
  424.83

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  50511444501

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  307,710

  	
   

  	
  901.56

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  50512006521

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  436,980

  	
   

  	
  1,578.96

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  50512187091

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  822,637

  	
   

  	
  2,993.33

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  50512789091

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  882,319

  	
   

  	
  3,852.73

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  50512819021

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  648,504

  	
   

  	
  2,831.75

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  50512219881

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  222,566

  	
   

  	
  747.45

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  50512159771

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  221,779

  	
   

  	
  785.86

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  50512154091

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  75

  	
   

  	
  (5,239.61

  	
  )

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  50513211351

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  255,230

  	
   

  	
  874.78

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  50513552571

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  391,976

  	
   

  	
  2,117.92

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  50506306081

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  318,803

  	
   

  	
  240.69

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801236471

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  92,969

  	
   

  	
  3,761.82

  	
   

  	
  39.74

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801236481

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  92,969

  	
   

  	
  3,761.82

  	
   

  	
  39.74

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801151891

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  943,690

  	
   

  	
  14,843.36

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800685111

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  449,913

  	
   

  	
  3,396.36

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800679561

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  289,862

  	
   

  	
  2,615.67

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800698571

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  276,166

  	
   

  	
  2,123.36

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800712151

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  497,505

  	
   

  	
  2,496.82

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800758751

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  412,356

  	
   

  	
  2,193.22

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  50515885991

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  423,311

  	
   

  	
  (4,172.50

  	
  )

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  50515886031

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  423,311

  	
   

  	
  1,792.16

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  50515886061

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  104

  	
   

  	
  (987.62

  	
  )

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800739561

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  270,251

  	
   

  	
  3,773.78

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800740611

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  444,582

  	
   

  	
  9,141.77

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800737601

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  600,900

  	
   

  	
  5,313.52

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800743811

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  271,778

  	
   

  	
  2,637.44

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800737651

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  640,199

  	
   

  	
  13,232.57

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800752061

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  364,517

  	
   

  	
  3,485.74

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800755701

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  238,987

  	
   

  	
  4,986.34

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800744211

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  313,219

  	
   

  	
  3,069.66

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801434601

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  182,232

  	
   

  	
  1,796.03

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800769561

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  316,347

  	
   

  	
  1,731.51

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800774081

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  244,656

  	
   

  	
  2,404.81

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800772341

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  227,366

  	
   

  	
  4,916.10

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800778871

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  433,282

  	
   

  	
  9,304.78

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800764901

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  317,615

  	
   

  	
  4,189.11

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800781061

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  181,230

  	
   

  	
  3,900.49

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800772531

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  256,153

  	
   

  	
  6,715.10

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801401411

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  460,779

  	
   

  	
  6,787.97

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801116331

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  2,002,294

  	
   

  	
  11,310.81

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800860161

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  319,894

  	
   

  	
  7,187.10

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800885481

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  229,768

  	
   

  	
  5,247.06

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800888681

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  357,837

  	
   

  	
  8,149.00

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800905851

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  300,607

  	
   

  	
  4,305.12

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800762041

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  250,361

  	
   

  	
  6,242.06

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800720301

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  261,708

  	
   

  	
  1,277.39

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801129411

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  470,572

  	
   

  	
  20,222.95

  	
   

  	
  147.33

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800979961

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  223,313

  	
   

  	
  5,565.24

  	
   

  	
  39.23

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800984891

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  231,636

  	
   

  	
  12,862.41

  	
   

  	
  72.52

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800989881

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  647,607

  	
   

  	
  35,827.39

  	
   

  	
  202.75

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801417051

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  0

  	
   

  	
  18,764.17

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801089061

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  182,391

  	
   

  	
  4,603.25

  	
   

  	
  8.12

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801012491

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  186,135

  	
   

  	
  6,965.50

  	
   

  	
  36.53

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801007311

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  213,948

  	
   

  	
  12,036.20

  	
   

  	
  77.02

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800905331

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  187,976

  	
   

  	
  4,550.21

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801110631

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  225,715

  	
   

  	
  6,097.36

  	
   

  	
  108.16

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801262811

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  546,431

  	
   

  	
  8,710.06

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801047981

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  238,600

  	
   

  	
  14,577.98

  	
   

  	
  954.83

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801110941

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  238,642

  	
   

  	
  6,203.50

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801117631

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  325,686

  	
   

  	
  6,868.69

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801137721

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  1,219,018

  	
   

  	
  32,321.22

  	
   

  	
  171.66

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801143241

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  308,881

  	
   

  	
  7,887.91

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801143801

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  236,687

  	
   

  	
  13,821.19

  	
   

  	
  32.24

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  50512447581

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  227,956

  	
   

  	
  766.50

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801168181

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  387,062

  	
   

  	
  11,378.66

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801001581

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  172,727

  	
   

  	
  4,051.35

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801185841

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  315,798

  	
   

  	
  8,225.42

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801196311

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  659,191

  	
   

  	
  10,598.16

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_EUR

  	
   

  
	
  801204941

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  569,759

  	
   

  	
  7,475.28

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  50503608481

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  721,751

  	
   

  	
  1,592.80

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801218401

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  266,096

  	
   

  	
  1,950.03

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801216381

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  388,239

  	
   

  	
  11,451.41

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801222491

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  244,530

  	
   

  	
  6,391.58

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800902631

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  240,046

  	
   

  	
  6,124.54

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801282591

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  248,658

  	
   

  	
  7,677.08

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801279001

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  267,356

  	
   

  	
  7,377.71

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801283511

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  242,486

  	
   

  	
  6,613.56

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801306761

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  585,713

  	
   

  	
  7,910.35

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801297201

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  146,142

  	
   

  	
  4,041.70

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  50509447521

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  242,445

  	
   

  	
  612.07

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801384231

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  163,151

  	
   

  	
  4,089.85

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801325421

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  500,000

  	
   

  	
  18,139.45

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801300261

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  243,813

  	
   

  	
  10,305.58

  	
   

  	
  17.17

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801327051

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  380,874

  	
   

  	
  10,631.69

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801341411

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  1,201,429

  	
   

  	
  35,197.40

  	
   

  	
  124.92

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  



 


	
  FULL_REF

  	
   

  	
  OBO_MTM

  	
   

  	
  POSITIVE

  	
   

  	
  NEGATIVE

  	
   

  	
  FCE_NAB

  	
   

  	
  CR_EQUIV_NAB

  	
   

  
	
  801299391

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  7,590.52

  	
   

  	
  —

  	
   

  	
  5,897

  	
   

  	
  13,487

  	
   

  
	
  50510681951

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  424.83

  	
   

  	
  —

  	
   

  	
  4,283

  	
   

  	
  4,708

  	
   

  
	
  50511444501

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  901.56

  	
   

  	
  —

  	
   

  	
  4,616

  	
   

  	
  5,517

  	
   

  
	
  50512006521

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  1,578.96

  	
   

  	
  —

  	
   

  	
  6,555

  	
   

  	
  8,134

  	
   

  
	
  50512187091

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  2,993.33

  	
   

  	
  —

  	
   

  	
  12,340

  	
   

  	
  15,333

  	
   

  
	
  50512789091

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  3,852.73

  	
   

  	
  —

  	
   

  	
  13,235

  	
   

  	
  17,088

  	
   

  
	
  50512819021

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  2,831.75

  	
   

  	
  —

  	
   

  	
  9,728

  	
   

  	
  12,559

  	
   

  
	
  50512219881

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  747.45

  	
   

  	
  —

  	
   

  	
  3,338

  	
   

  	
  4,086

  	
   

  
	
  50512159771

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  785.86

  	
   

  	
  —

  	
   

  	
  3,327

  	
   

  	
  4,113

  	
   

  
	
  50512154091

  	
   

  	
  CASPAR_CAP_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (5,239.61

  	
  )

  	
  1

  	
   

  	
  1

  	
   

  
	
  50513211351

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  874.78

  	
   

  	
  —

  	
   

  	
  3,828

  	
   

  	
  4,703

  	
   

  
	
  50513552571

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  2,117.92

  	
   

  	
  —

  	
   

  	
  5,880

  	
   

  	
  7,998

  	
   

  
	
  50506306081

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  240.69

  	
   

  	
  —

  	
   

  	
  4,782

  	
   

  	
  5,023

  	
   

  
	
  801236471

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  3,761.82

  	
   

  	
  —

  	
   

  	
  1,395

  	
   

  	
  5,156

  	
   

  
	
  801236481

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  3,761.82

  	
   

  	
  —

  	
   

  	
  1,395

  	
   

  	
  5,156

  	
   

  
	
  801151891

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  14,843.36

  	
   

  	
  —

  	
   

  	
  14,155

  	
   

  	
  28,999

  	
   

  
	
  800685111

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  3,396.36

  	
   

  	
  —

  	
   

  	
  6,749

  	
   

  	
  10,145

  	
   

  
	
  800679561

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  2,615.67

  	
   

  	
  —

  	
   

  	
  4,348

  	
   

  	
  6,964

  	
   

  
	
  800698571

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  2,123.36

  	
   

  	
  —

  	
   

  	
  4,142

  	
   

  	
  6,266

  	
   

  
	
  800712151

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  2,496.82

  	
   

  	
  —

  	
   

  	
  7,463

  	
   

  	
  9,959

  	
   

  
	
  800758751

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  2,193.22

  	
   

  	
  —

  	
   

  	
  6,185

  	
   

  	
  8,379

  	
   

  
	
  50515885991

  	
   

  	
  CASPAR_CAP_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (4,172.50

  	
  )

  	
  6,350

  	
   

  	
  6,350

  	
   

  
	
  50515886031

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  1,792.16

  	
   

  	
  —

  	
   

  	
  6,350

  	
   

  	
  8,142

  	
   

  
	
  50515886061

  	
   

  	
  CASPAR_CAP_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (987.62

  	
  )

  	
  2

  	
   

  	
  2

  	
   

  
	
  800739561

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  3,773.78

  	
   

  	
  —

  	
   

  	
  4,054

  	
   

  	
  7,828

  	
   

  
	
  800740611

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  9,141.77

  	
   

  	
  —

  	
   

  	
  6,669

  	
   

  	
  15,811

  	
   

  
	
  800737601

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  5,313.52

  	
   

  	
  —

  	
   

  	
  9,014

  	
   

  	
  14,327

  	
   

  
	
  800743811

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  2,637.44

  	
   

  	
  —

  	
   

  	
  4,077

  	
   

  	
  6,714

  	
   

  
	
  800737651

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  13,232.57

  	
   

  	
  —

  	
   

  	
  9,603

  	
   

  	
  22,836

  	
   

  
	
  800752061

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  3,485.74

  	
   

  	
  —

  	
   

  	
  5,468

  	
   

  	
  8,953

  	
   

  
	
  800755701

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  4,986.34

  	
   

  	
  —

  	
   

  	
  3,585

  	
   

  	
  8,571

  	
   

  
	
  800744211

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  3,069.66

  	
   

  	
  —

  	
   

  	
  4,698

  	
   

  	
  7,768

  	
   

  
	
  801434601

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  1,796.03

  	
   

  	
  —

  	
   

  	
  2,733

  	
   

  	
  4,530

  	
   

  
	
  800769561

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  1,731.51

  	
   

  	
  —

  	
   

  	
  4,745

  	
   

  	
  6,477

  	
   

  
	
  800774081

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  2,404.81

  	
   

  	
  —

  	
   

  	
  3,670

  	
   

  	
  6,075

  	
   

  
	
  800772341

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  4,916.10

  	
   

  	
  —

  	
   

  	
  3,410

  	
   

  	
  8,327

  	
   

  
	
  800778871

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  9,304.78

  	
   

  	
  —

  	
   

  	
  6,499

  	
   

  	
  15,804

  	
   

  
	
  800764901

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  4,189.11

  	
   

  	
  —

  	
   

  	
  4,764

  	
   

  	
  8,953

  	
   

  
	
  800781061

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  3,900.49

  	
   

  	
  —

  	
   

  	
  2,718

  	
   

  	
  6,619

  	
   

  
	
  800772531

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  6,715.10

  	
   

  	
  —

  	
   

  	
  3,842

  	
   

  	
  10,557

  	
   

  
	
  801401411

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  6,787.97

  	
   

  	
  —

  	
   

  	
  6,912

  	
   

  	
  13,700

  	
   

  
	
  801116331

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  11,310.81

  	
   

  	
  —

  	
   

  	
  30,034

  	
   

  	
  41,345

  	
   

  
	
  800860161

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  7,187.10

  	
   

  	
  —

  	
   

  	
  4,798

  	
   

  	
  11,986

  	
   

  
	
  800885481

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  5,247.06

  	
   

  	
  —

  	
   

  	
  3,447

  	
   

  	
  8,694

  	
   

  
	
  800888681

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  8,149.00

  	
   

  	
  —

  	
   

  	
  5,368

  	
   

  	
  13,517

  	
   

  
	
  800905851

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  4,305.12

  	
   

  	
  —

  	
   

  	
  4,509

  	
   

  	
  8,814

  	
   

  
	
  800762041

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  6,242.06

  	
   

  	
  —

  	
   

  	
  3,755

  	
   

  	
  9,997

  	
   

  
	
  800720301

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  1,277.39

  	
   

  	
  —

  	
   

  	
  3,926

  	
   

  	
  5,203

  	
   

  
	
  801129411

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  20,222.95

  	
   

  	
  —

  	
   

  	
  7,059

  	
   

  	
  27,282

  	
   

  
	
  800979961

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  5,565.24

  	
   

  	
  —

  	
   

  	
  3,350

  	
   

  	
  8,915

  	
   

  
	
  800984891

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  12,862.41

  	
   

  	
  —

  	
   

  	
  3,475

  	
   

  	
  16,337

  	
   

  
	
  800989881

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  35,827.39

  	
   

  	
  —

  	
   

  	
  9,714

  	
   

  	
  45,541

  	
   

  
	
  801417051

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  18,764.17

  	
   

  	
  —

  	
   

  	
  —

  	
   

  	
  18,764

  	
   

  
	
  801089061

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  4,603.25

  	
   

  	
  —

  	
   

  	
  2,736

  	
   

  	
  7,339

  	
   

  
	
  801012491

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  6,965.50

  	
   

  	
  —

  	
   

  	
  2,792

  	
   

  	
  9,758

  	
   

  
	
  801007311

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  12,036.20

  	
   

  	
  —

  	
   

  	
  3,209

  	
   

  	
  15,245

  	
   

  
	
  800905331

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  4,550.21

  	
   

  	
  —

  	
   

  	
  2,820

  	
   

  	
  7,370

  	
   

  
	
  801110631

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  6,097.36

  	
   

  	
  —

  	
   

  	
  3,386

  	
   

  	
  9,483

  	
   

  
	
  801262811

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  8,710.06

  	
   

  	
  —

  	
   

  	
  8,196

  	
   

  	
  16,907

  	
   

  
	
  801047981

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  14,577.98

  	
   

  	
  —

  	
   

  	
  3,579

  	
   

  	
  18,157

  	
   

  
	
  801110941

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  6,203.50

  	
   

  	
  —

  	
   

  	
  3,580

  	
   

  	
  9,783

  	
   

  
	
  801117631

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  6,868.69

  	
   

  	
  —

  	
   

  	
  4,885

  	
   

  	
  11,754

  	
   

  
	
  801137721

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  32,321.22

  	
   

  	
  —

  	
   

  	
  18,285

  	
   

  	
  50,606

  	
   

  
	
  801143241

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  7,887.91

  	
   

  	
  —

  	
   

  	
  4,633

  	
   

  	
  12,521

  	
   

  
	
  801143801

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  13,821.19

  	
   

  	
  —

  	
   

  	
  3,550

  	
   

  	
  17,371

  	
   

  
	
  50512447581

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  766.50

  	
   

  	
  —

  	
   

  	
  3,419

  	
   

  	
  4,186

  	
   

  
	
  801168181

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  11,378.66

  	
   

  	
  —

  	
   

  	
  5,806

  	
   

  	
  17,185

  	
   

  
	
  801001581

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  4,051.35

  	
   

  	
  —

  	
   

  	
  2,591

  	
   

  	
  6,642

  	
   

  
	
  801185841

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  8,225.42

  	
   

  	
  —

  	
   

  	
  4,737

  	
   

  	
  12,962

  	
   

  
	
  801196311

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  10,598.16

  	
   

  	
  —

  	
   

  	
  9,888

  	
   

  	
  20,486

  	
   

  
	
  801204941

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  7,475.28

  	
   

  	
  —

  	
   

  	
  8,546

  	
   

  	
  16,022

  	
   

  
	
  50503608481

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  1,592.80

  	
   

  	
  —

  	
   

  	
  10,826

  	
   

  	
  12,419

  	
   

  
	
  801218401

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  1,950.03

  	
   

  	
  —

  	
   

  	
  3,991

  	
   

  	
  5,941

  	
   

  
	
  801216381

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  11,451.41

  	
   

  	
  —

  	
   

  	
  5,824

  	
   

  	
  17,275

  	
   

  
	
  801222491

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  6,391.58

  	
   

  	
  —

  	
   

  	
  3,668

  	
   

  	
  10,060

  	
   

  
	
  800902631

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  6,124.54

  	
   

  	
  —

  	
   

  	
  3,601

  	
   

  	
  9,725

  	
   

  
	
  801282591

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  7,677.08

  	
   

  	
  —

  	
   

  	
  3,730

  	
   

  	
  11,407

  	
   

  
	
  801279001

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  7,377.71

  	
   

  	
  —

  	
   

  	
  4,010

  	
   

  	
  11,388

  	
   

  
	
  801283511

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  6,613.56

  	
   

  	
  —

  	
   

  	
  3,637

  	
   

  	
  10,251

  	
   

  
	
  801306761

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  7,910.35

  	
   

  	
  —

  	
   

  	
  8,786

  	
   

  	
  16,696

  	
   

  
	
  801297201

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  4,041.70

  	
   

  	
  —

  	
   

  	
  2,192

  	
   

  	
  6,234

  	
   

  
	
  50509447521

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  612.07

  	
   

  	
  —

  	
   

  	
  3,637

  	
   

  	
  4,249

  	
   

  
	
  801384231

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  4,089.85

  	
   

  	
  —

  	
   

  	
  2,447

  	
   

  	
  6,537

  	
   

  
	
  801325421

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  18,139.45

  	
   

  	
  —

  	
   

  	
  7,500

  	
   

  	
  25,639

  	
   

  
	
  801300261

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  10,305.58

  	
   

  	
  —

  	
   

  	
  3,657

  	
   

  	
  13,963

  	
   

  
	
  801327051

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  10,631.69

  	
   

  	
  —

  	
   

  	
  5,713

  	
   

  	
  16,345

  	
   

  
	
  801341411

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  35,197.40

  	
   

  	
  —

  	
   

  	
  18,021

  	
   

  	
  53,219

  	
   

  



 


7





















 


	
  FULL_REF

  	
   

  	
  trans_id

  	
   

  	
  trade_id

  	
   

  	
  trade_date

  	
   

  	
  maturity_date

  	
   

  	
  start_date

  	
   

  	
  currency

  	
   

  	
  product_type

  	
   

  	
  cparty

  	
   

  	
  principal_current

  	
   

  	
  npv

  	
   

  	
  acc_int

  	
   

  
	
  801439341

  	
   

  	
  80136109

  	
   

  	
  80143934

  	
   

  	
  11-Oct-04

  	
   

  	
  13-Oct-14

  	
   

  	
  11-Oct-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  248,454

  	
   

  	
  6,098.38

  	
   

  	
  14.70

  	
   

  
	
  800683161

  	
   

  	
  80066051

  	
   

  	
  80068316

  	
   

  	
  06-Feb-02

  	
   

  	
  23-Feb-15

  	
   

  	
  22-Feb-02

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  315,514

  	
   

  	
  2,290.16

  	
   

  	
  —

  	
   

  
	
  50510381081

  	
   

  	
  0

  	
   

  	
  5051038108

  	
   

  	
  00-Jan-00

  	
   

  	
  26-Jun-15

  	
   

  	
  30-Dec-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  844,722

  	
   

  	
  3,026.14

  	
   

  	
  —

  	
   

  
	
  50510384031

  	
   

  	
  0

  	
   

  	
  5051038403

  	
   

  	
  00-Jan-00

  	
   

  	
  26-Jun-15

  	
   

  	
  29-Dec-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  320

  	
   

  	
  (31,821.58

  	
  )

  	
  —

  	
   

  
	
  801157471

  	
   

  	
  80110446

  	
   

  	
  80115747

  	
   

  	
  16-Sep-03

  	
   

  	
  17-Sep-15

  	
   

  	
  17-Sep-03

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  848,446

  	
   

  	
  19,467.99

  	
   

  	
  —

  	
   

  
	
  800741031

  	
   

  	
  80071662

  	
   

  	
  80074103

  	
   

  	
  20-May-02

  	
   

  	
  20-Nov-15

  	
   

  	
  20-May-03

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  248,595

  	
   

  	
  2,088.99

  	
   

  	
  —

  	
   

  
	
  801226761

  	
   

  	
  80116734

  	
   

  	
  80122676

  	
   

  	
  09-Dec-03

  	
   

  	
  09-Dec-15

  	
   

  	
  09-Dec-03

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  240,706

  	
   

  	
  11,090.48

  	
   

  	
  63.59

  	
   

  
	
  50505141411

  	
   

  	
  0

  	
   

  	
  5050514141

  	
   

  	
  00-Jan-00

  	
   

  	
  19-Jan-16

  	
   

  	
  20-Dec-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  382,748

  	
   

  	
  2,457.21

  	
   

  	
  —

  	
   

  
	
  50505733851

  	
   

  	
  0

  	
   

  	
  5050573385

  	
   

  	
  00-Jan-00

  	
   

  	
  19-Feb-16

  	
   

  	
  20-Dec-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  256,268

  	
   

  	
  1,466.97

  	
   

  	
  —

  	
   

  
	
  50505731311

  	
   

  	
  0

  	
   

  	
  5050573131

  	
   

  	
  00-Jan-00

  	
   

  	
  19-Feb-16

  	
   

  	
  20-Dec-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  95

  	
   

  	
  (9,904.33

  	
  )

  	
  —

  	
   

  
	
  50505737041

  	
   

  	
  0

  	
   

  	
  5050573704

  	
   

  	
  00-Jan-00

  	
   

  	
  19-Feb-16

  	
   

  	
  20-Dec-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  120

  	
   

  	
  (12,510.73

  	
  )

  	
  —

  	
   

  
	
  50506115401

  	
   

  	
  0

  	
   

  	
  5050611540

  	
   

  	
  00-Jan-00

  	
   

  	
  01-Mar-16

  	
   

  	
  01-Mar-05

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  246,024

  	
   

  	
  1,911.71

  	
   

  	
  —

  	
   

  
	
  50509898901

  	
   

  	
  0

  	
   

  	
  5050989890

  	
   

  	
  00-Jan-00

  	
   

  	
  31-May-16

  	
   

  	
  28-Feb-05

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  249,040

  	
   

  	
  1,124.88

  	
   

  	
  —

  	
   

  
	
  50510411221

  	
   

  	
  0

  	
   

  	
  5051041122

  	
   

  	
  00-Jan-00

  	
   

  	
  27-Jun-16

  	
   

  	
  30-Dec-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  920,677

  	
   

  	
  6,266.48

  	
   

  	
  —

  	
   

  
	
  50510414051

  	
   

  	
  0

  	
   

  	
  5051041405

  	
   

  	
  00-Jan-00

  	
   

  	
  27-Jun-16

  	
   

  	
  29-Dec-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  310

  	
   

  	
  (32,824.65

  	
  )

  	
  —

  	
   

  
	
  50510832361

  	
   

  	
  0

  	
   

  	
  5051083236

  	
   

  	
  00-Jan-00

  	
   

  	
  11-Jul-16

  	
   

  	
  09-Dec-04

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  446,328

  	
   

  	
  1,421.05

  	
   

  	
  —

  	
   

  
	
  50512558151

  	
   

  	
  0

  	
   

  	
  5051255815

  	
   

  	
  00-Jan-00

  	
   

  	
  26-Sep-16

  	
   

  	
  29-Mar-05

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,194,768

  	
   

  	
  7,446.31

  	
   

  	
  —

  	
   

  
	
  801034991

  	
   

  	
  80098977

  	
   

  	
  80103499

  	
   

  	
  20-Feb-02

  	
   

  	
  20-Feb-17

  	
   

  	
  20-Feb-03

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  349,090

  	
   

  	
  4,530.78

  	
   

  	
  —

  	
   

  
	
  800752481

  	
   

  	
  80072773

  	
   

  	
  80075248

  	
   

  	
  01-May-02

  	
   

  	
  02-May-17

  	
   

  	
  02-May-02

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  233,027

  	
   

  	
  6,570.92

  	
   

  	
  —

  	
   

  
	
  800734161

  	
   

  	
  80070995

  	
   

  	
  80073416

  	
   

  	
  08-May-02

  	
   

  	
  08-May-17

  	
   

  	
  08-May-02

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  222,291

  	
   

  	
  6,056.61

  	
   

  	
  —

  	
   

  
	
  800735341

  	
   

  	
  80071098

  	
   

  	
  80073534

  	
   

  	
  09-May-02

  	
   

  	
  10-May-17

  	
   

  	
  10-May-02

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  449,311

  	
   

  	
  6,259.54

  	
   

  	
  —

  	
   

  
	
  800739541

  	
   

  	
  80071515

  	
   

  	
  80073954

  	
   

  	
  16-May-02

  	
   

  	
  17-May-17

  	
   

  	
  17-May-02

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  224,223

  	
   

  	
  4,037.53

  	
   

  	
  —

  	
   

  
	
  800775361

  	
   

  	
  80075009

  	
   

  	
  80077536

  	
   

  	
  17-Jul-02

  	
   

  	
  24-Jul-17

  	
   

  	
  22-Jul-02

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  272,429

  	
   

  	
  3,866.08

  	
   

  	
  —

  	
   

  
	
  801347201

  	
   

  	
  80127598

  	
   

  	
  80134720

  	
   

  	
  02-Jun-04

  	
   

  	
  31-Jul-17

  	
   

  	
  29-Jul-05

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  200,000

  	
   

  	
  7,212.31

  	
   

  	
  —

  	
   

  
	
  800793841

  	
   

  	
  80076781

  	
   

  	
  80079384

  	
   

  	
  21-Aug-02

  	
   

  	
  21-Aug-17

  	
   

  	
  21-Aug-07

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  466,208

  	
   

  	
  13,160.71

  	
   

  	
  —

  	
   

  
	
  800879431

  	
   

  	
  80084782

  	
   

  	
  80087943

  	
   

  	
  15-Nov-02

  	
   

  	
  20-Nov-17

  	
   

  	
  18-Nov-02

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  227,780

  	
   

  	
  8,083.97

  	
   

  	
  8.82

  	
   

  
	
  800879441

  	
   

  	
  80084783

  	
   

  	
  80087944

  	
   

  	
  15-Nov-02

  	
   

  	
  20-Nov-17

  	
   

  	
  18-Nov-02

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  337,115

  	
   

  	
  11,964.28

  	
   

  	
  13.05

  	
   

  
	
  800927941

  	
   

  	
  80089228

  	
   

  	
  80092794

  	
   

  	
  27-Jan-03

  	
   

  	
  29-Jan-18

  	
   

  	
  28-Jan-03

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  184,073

  	
   

  	
  5,440.14

  	
   

  	
  —

  	
   

  
	
  801018611

  	
   

  	
  80097465

  	
   

  	
  80101861

  	
   

  	
  25-Apr-03

  	
   

  	
  30-Apr-18

  	
   

  	
  28-Apr-03

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  531,801

  	
   

  	
  24,553.40

  	
   

  	
  237.45

  	
   

  
	
  801071831

  	
   

  	
  80102441

  	
   

  	
  80107183

  	
   

  	
  16-Jun-03

  	
   

  	
  30-Apr-18

  	
   

  	
  30-Jul-03

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  528,099

  	
   

  	
  22,390.96

  	
   

  	
  —

  	
   

  
	
  801053671

  	
   

  	
  80100739

  	
   

  	
  80105367

  	
   

  	
  30-May-03

  	
   

  	
  30-May-18

  	
   

  	
  30-May-03

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  728,197

  	
   

  	
  34,085.72

  	
   

  	
  —

  	
   

  
	
  801471141

  	
   

  	
  80139095

  	
   

  	
  80147114

  	
   

  	
  19-Nov-04

  	
   

  	
  01-Jun-20

  	
   

  	
  01-Jun-05

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  500,000

  	
   

  	
  16,974.08

  	
   

  	
  —

  	
   

  
	
  800565111

  	
   

  	
  80054733

  	
   

  	
  80056511

  	
   

  	
  21-Jun-00

  	
   

  	
  21-Jun-05

  	
   

  	
  21-Sep-00

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  214,489

  	
   

  	
  (1,757.16

  	
  )

  	
  (139.04

  	
  )

  
	
  50503817531

  	
   

  	
  0

  	
   

  	
  5050381753

  	
   

  	
  00-Jan-00

  	
   

  	
  29-Nov-05

  	
   

  	
  28-Feb-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  160,000

  	
   

  	
  (347.17

  	
  )

  	
  —

  	
   

  
	
  50503817571

  	
   

  	
  0

  	
   

  	
  5050381757

  	
   

  	
  00-Jan-00

  	
   

  	
  29-Nov-05

  	
   

  	
  28-Feb-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  1,205

  	
   

  	
  (3,701.83

  	
  )

  	
  —

  	
   

  
	
  50506627161

  	
   

  	
  0

  	
   

  	
  5050662716

  	
   

  	
  00-Jan-00

  	
   

  	
  03-Apr-06

  	
   

  	
  04-Jan-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  145,386

  	
   

  	
  (910.84

  	
  )

  	
  —

  	
   

  
	
  50506627191

  	
   

  	
  0

  	
   

  	
  5050662719

  	
   

  	
  00-Jan-00

  	
   

  	
  03-Apr-06

  	
   

  	
  04-Jan-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  68

  	
   

  	
  867.73

  	
   

  	
  —

  	
   

  
	
  50506627221

  	
   

  	
  0

  	
   

  	
  5050662722

  	
   

  	
  00-Jan-00

  	
   

  	
  03-Apr-06

  	
   

  	
  04-Jan-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  372

  	
   

  	
  (4,280.33

  	
  )

  	
  —

  	
   

  
	
  50507530491

  	
   

  	
  0

  	
   

  	
  5050753049

  	
   

  	
  00-Jan-00

  	
   

  	
  04-Apr-06

  	
   

  	
  04-Jan-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  202,387

  	
   

  	
  (724.85

  	
  )

  	
  —

  	
   

  
	
  50507539801

  	
   

  	
  0

  	
   

  	
  5050753980

  	
   

  	
  00-Jan-00

  	
   

  	
  04-Apr-06

  	
   

  	
  04-Jan-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  407

  	
   

  	
  (4,561.33

  	
  )

  	
  —

  	
   

  
	
  50507931751

  	
   

  	
  0

  	
   

  	
  5050793175

  	
   

  	
  00-Jan-00

  	
   

  	
  19-Apr-06

  	
   

  	
  19-Jan-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  1,280

  	
   

  	
  (5,451.35

  	
  )

  	
  —

  	
   

  
	
  50507939531

  	
   

  	
  0

  	
   

  	
  5050793953

  	
   

  	
  00-Jan-00

  	
   

  	
  19-Apr-06

  	
   

  	
  19-Jan-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  202,255

  	
   

  	
  (732.77

  	
  )

  	
  —

  	
   

  
	
  50509869081

  	
   

  	
  0

  	
   

  	
  5050986908

  	
   

  	
  00-Jan-00

  	
   

  	
  14-Jun-06

  	
   

  	
  14-Dec-04

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  407,057

  	
   

  	
  (1,604.28

  	
  )

  	
  —

  	
   

  
	
  50509869111

  	
   

  	
  0

  	
   

  	
  5050986911

  	
   

  	
  00-Jan-00

  	
   

  	
  14-Jun-06

  	
   

  	
  14-Dec-04

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  647

  	
   

  	
  (7,738.46

  	
  )

  	
  —

  	
   

  
	
  50511494791

  	
   

  	
  0

  	
   

  	
  5051149479

  	
   

  	
  00-Jan-00

  	
   

  	
  31-Jul-06

  	
   

  	
  30-Dec-04

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  312,332

  	
   

  	
  (1,446.89

  	
  )

  	
  —

  	
   

  
	
  50511494821

  	
   

  	
  0

  	
   

  	
  5051149482

  	
   

  	
  00-Jan-00

  	
   

  	
  31-Jul-06

  	
   

  	
  30-Dec-04

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  519

  	
   

  	
  (6,424.16

  	
  )

  	
  —

  	
   

  
	
  50512387401

  	
   

  	
  0

  	
   

  	
  5051238740

  	
   

  	
  00-Jan-00

  	
   

  	
  18-Sep-06

  	
   

  	
  20-Dec-04

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  274,660

  	
   

  	
  (513.32

  	
  )

  	
  —

  	
   

  
	
  50512387431

  	
   

  	
  0

  	
   

  	
  5051238743

  	
   

  	
  00-Jan-00

  	
   

  	
  18-Sep-06

  	
   

  	
  20-Dec-04

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  1,808

  	
   

  	
  (3,162.43

  	
  )

  	
  —

  	
   

  
	
  50519560011

  	
   

  	
  0

  	
   

  	
  5051956001

  	
   

  	
  00-Jan-00

  	
   

  	
  31-Jan-08

  	
   

  	
  31-Jan-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  2,500,000

  	
   

  	
  (2,050.70

  	
  )

  	
  —

  	
   

  
	
  50519560041

  	
   

  	
  0

  	
   

  	
  5051956004

  	
   

  	
  00-Jan-00

  	
   

  	
  31-Jan-08

  	
   

  	
  31-Jan-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  13,842

  	
   

  	
  (7,316.93

  	
  )

  	
  —

  	
   

  
	
  50509106941

  	
   

  	
  0

  	
   

  	
  5050910694

  	
   

  	
  00-Jan-00

  	
   

  	
  03-Mar-08

  	
   

  	
  01-Mar-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  273,999

  	
   

  	
  (1,056.82

  	
  )

  	
  —

  	
   

  
	
  50509106971

  	
   

  	
  0

  	
   

  	
  5050910697

  	
   

  	
  00-Jan-00

  	
   

  	
  03-Mar-08

  	
   

  	
  01-Mar-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  1,960

  	
   

  	
  (5,490.81

  	
  )

  	
  —

  	
   

  
	
  50505703781

  	
   

  	
  0

  	
   

  	
  5050570378

  	
   

  	
  00-Jan-00

  	
   

  	
  16-Feb-10

  	
   

  	
  16-Dec-04

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  258,651

  	
   

  	
  (3,157.48

  	
  )

  	
  —

  	
   

  
	
  50505703811

  	
   

  	
  0

  	
   

  	
  5050570381

  	
   

  	
  00-Jan-00

  	
   

  	
  16-Feb-10

  	
   

  	
  16-Dec-04

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  536

  	
   

  	
  (11,309.84

  	
  )

  	
  —

  	
   

  
	
  50507319471

  	
   

  	
  0

  	
   

  	
  5050731947

  	
   

  	
  00-Jan-00

  	
   

  	
  07-Jun-10

  	
   

  	
  06-Jan-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  518,731

  	
   

  	
  (10,986.42

  	
  )

  	
  —

  	
   

  
	
  50507319511

  	
   

  	
  0

  	
   

  	
  5050731951

  	
   

  	
  00-Jan-00

  	
   

  	
  07-Jun-10

  	
   

  	
  06-Jan-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  881

  	
   

  	
  (25,476.98

  	
  )

  	
  —

  	
   

  
	
  50507349681

  	
   

  	
  0

  	
   

  	
  5050734968

  	
   

  	
  00-Jan-00

  	
   

  	
  07-Jun-10

  	
   

  	
  06-Jan-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  407,449

  	
   

  	
  (7,738.60

  	
  )

  	
  —

  	
   

  
	
  50507340021

  	
   

  	
  0

  	
   

  	
  5050734002

  	
   

  	
  00-Jan-00

  	
   

  	
  07-Jun-10

  	
   

  	
  06-Jan-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  692

  	
   

  	
  (18,501.45

  	
  )

  	
  —

  	
   

  
	
  50507379961

  	
   

  	
  0

  	
   

  	
  5050737996

  	
   

  	
  00-Jan-00

  	
   

  	
  07-Jun-10

  	
   

  	
  06-Jan-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  305,542

  	
   

  	
  (4,007.88

  	
  )

  	
  —

  	
   

  
	
  50507370001

  	
   

  	
  0

  	
   

  	
  5050737000

  	
   

  	
  00-Jan-00

  	
   

  	
  07-Jun-10

  	
   

  	
  06-Jan-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  519

  	
   

  	
  (10,825.90

  	
  )

  	
  —

  	
   

  
	
  50502663441

  	
   

  	
  0

  	
   

  	
  5050266344

  	
   

  	
  00-Jan-00

  	
   

  	
  06-Oct-10

  	
   

  	
  06-Jan-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  600,000

  	
   

  	
  (10,854.14

  	
  )

  	
  —

  	
   

  
	
  50502663481

  	
   

  	
  0

  	
   

  	
  5050266348

  	
   

  	
  00-Jan-00

  	
   

  	
  06-Oct-10

  	
   

  	
  06-Jan-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  4,159

  	
   

  	
  (37,056.35

  	
  )

  	
  —

  	
   

  
	
  50502703561

  	
   

  	
  0

  	
   

  	
  5050270356

  	
   

  	
  00-Jan-00

  	
   

  	
  11-Oct-10

  	
   

  	
  10-Jan-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  258,940

  	
   

  	
  (5,220.25

  	
  )

  	
  —

  	
   

  
	
  50502703591

  	
   

  	
  0

  	
   

  	
  5050270359

  	
   

  	
  00-Jan-00

  	
   

  	
  11-Oct-10

  	
   

  	
  10-Jan-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  2,163

  	
   

  	
  (21,021.44

  	
  )

  	
  —

  	
   

  
	
  50503727241

  	
   

  	
  0

  	
   

  	
  5050372724

  	
   

  	
  00-Jan-00

  	
   

  	
  24-Nov-10

  	
   

  	
  24-Dec-04

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  208,919

  	
   

  	
  (5,356.59

  	
  )

  	
  —

  	
   

  
	
  50503727291

  	
   

  	
  0

  	
   

  	
  5050372729

  	
   

  	
  00-Jan-00

  	
   

  	
  24-Nov-10

  	
   

  	
  24-Dec-04

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  460

  	
   

  	
  (16,109.22

  	
  )

  	
  —

  	
   

  
	
  50503797401

  	
   

  	
  0

  	
   

  	
  5050379740

  	
   

  	
  00-Jan-00

  	
   

  	
  29-Nov-10

  	
   

  	
  28-Feb-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  2,769

  	
   

  	
  (28,988.52

  	
  )

  	
  —

  	
   

  
	
  50503797461

  	
   

  	
  0

  	
   

  	
  5050379746

  	
   

  	
  00-Jan-00

  	
   

  	
  29-Nov-10

  	
   

  	
  28-Feb-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  516,512

  	
   

  	
  (11,281.04

  	
  )

  	
  —

  	
   

  
	
  50504048311

  	
   

  	
  0

  	
   

  	
  5050404831

  	
   

  	
  00-Jan-00

  	
   

  	
  30-Nov-10

  	
   

  	
  15-Apr-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  251,981

  	
   

  	
  (6,905.88

  	
  )

  	
  —

  	
   

  
	
  50504048341

  	
   

  	
  0

  	
   

  	
  5050404834

  	
   

  	
  00-Jan-00

  	
   

  	
  30-Nov-10

  	
   

  	
  15-Apr-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  1,624

  	
   

  	
  (9,057.62

  	
  )

  	
  —

  	
   

  
	
  50506085101

  	
   

  	
  0

  	
   

  	
  5050608510

  	
   

  	
  00-Jan-00

  	
   

  	
  06-Dec-10

  	
   

  	
  05-Jan-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  498,865

  	
   

  	
  (7,227.46

  	
  )

  	
  —

  	
   

  
	
  50506085131

  	
   

  	
  0

  	
   

  	
  5050608513

  	
   

  	
  00-Jan-00

  	
   

  	
  06-Dec-10

  	
   

  	
  05-Jan-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  832

  	
   

  	
  (18,984.42

  	
  )

  	
  —

  	
   

  
	
  50504529651

  	
   

  	
  0

  	
   

  	
  5050452965

  	
   

  	
  00-Jan-00

  	
   

  	
  05-Jan-11

  	
   

  	
  05-Jan-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  221,651

  	
   

  	
  (6,211.62

  	
  )

  	
  —

  	
   

  
	
  50504529721

  	
   

  	
  0

  	
   

  	
  5050452972

  	
   

  	
  00-Jan-00

  	
   

  	
  05-Jan-11

  	
   

  	
  05-Jan-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  321

  	
   

  	
  (11,234.74

  	
  )

  	
  —

  	
   

  
	
  50504881171

  	
   

  	
  0

  	
   

  	
  5050488117

  	
   

  	
  00-Jan-00

  	
   

  	
  17-Jan-11

  	
   

  	
  15-Dec-04

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  425,575

  	
   

  	
  (5,130.17

  	
  )

  	
  —

  	
   

  
	
  50504881201

  	
   

  	
  0

  	
   

  	
  5050488120

  	
   

  	
  00-Jan-00

  	
   

  	
  17-Jan-11

  	
   

  	
  15-Dec-04

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  853

  	
   

  	
  (15,676.89

  	
  )

  	
  —

  	
   

  
	
  50505764031

  	
   

  	
  0

  	
   

  	
  5050576403

  	
   

  	
  00-Jan-00

  	
   

  	
  21-Feb-11

  	
   

  	
  20-Dec-04

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  1,442,438

  	
   

  	
  (22,276.09

  	
  )

  	
  —

  	
   

  
	
  50505764141

  	
   

  	
  0

  	
   

  	
  5050576414

  	
   

  	
  00-Jan-00

  	
   

  	
  21-Feb-11

  	
   

  	
  20-Dec-04

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  3,602

  	
   

  	
  (84,741.86

  	
  )

  	
  —

  	
   

  
	
  50505769711

  	
   

  	
  0

  	
   

  	
  5050576971

  	
   

  	
  00-Jan-00

  	
   

  	
  21-Feb-11

  	
   

  	
  20-Dec-04

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  306

  	
   

  	
  10,999.52

  	
   

  	
  —

  	
   

  
	
  50505673641

  	
   

  	
  0

  	
   

  	
  5050567364

  	
   

  	
  00-Jan-00

  	
   

  	
  28-Feb-11

  	
   

  	
  28-Feb-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  619,059

  	
   

  	
  (13,432.07

  	
  )

  	
  —

  	
   

  
	
  50505673671

  	
   

  	
  0

  	
   

  	
  5050567367

  	
   

  	
  00-Jan-00

  	
   

  	
  28-Feb-11

  	
   

  	
  28-Feb-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  4,908

  	
   

  	
  (49,841.03

  	
  )

  	
  —

  	
   

  
	
  50505673701

  	
   

  	
  0

  	
   

  	
  5050567370

  	
   

  	
  00-Jan-00

  	
   

  	
  28-Feb-11

  	
   

  	
  28-Feb-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  386

  	
   

  	
  6,670.85

  	
   

  	
  —

  	
   

  
	
  50506335821

  	
   

  	
  0

  	
   

  	
  5050633582

  	
   

  	
  00-Jan-00

  	
   

  	
  21-Mar-11

  	
   

  	
  21-Dec-04

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  576,590

  	
   

  	
  (14,093.01

  	
  )

  	
  —

  	
   

  
	
  50506335861

  	
   

  	
  0

  	
   

  	
  5050633586

  	
   

  	
  00-Jan-00

  	
   

  	
  21-Mar-11

  	
   

  	
  21-Dec-04

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  687

  	
   

  	
  (23,731.55

  	
  )

  	
  —

  	
   

  
	
  50505091481

  	
   

  	
  0

  	
   

  	
  5050509148

  	
   

  	
  00-Jan-00

  	
   

  	
  31-Mar-11

  	
   

  	
  31-Dec-04

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  238,571

  	
   

  	
  (9,366.53

  	
  )

  	
  —

  	
   

  
	
  50505091561

  	
   

  	
  0

  	
   

  	
  5050509156

  	
   

  	
  00-Jan-00

  	
   

  	
  31-Mar-11

  	
   

  	
  31-Dec-04

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  355

  	
   

  	
  (15,522.05

  	
  )

  	
  —

  	
   

  
	
  50507168891

  	
   

  	
  0

  	
   

  	
  5050716889

  	
   

  	
  00-Jan-00

  	
   

  	
  26-Apr-11

  	
   

  	
  23-Dec-04

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  688,708

  	
   

  	
  (16,924.86

  	
  )

  	
  —

  	
   

  



 


	
  FULL_REF

  	
   

  	
  pay_rec

  	
   

  	
  ref_index

  	
   

  	
  MATURITY

  	
   

  	
  GBP_NOTIONAL

  	
   

  	
  GBP_NPV

  	
   

  	
  GBP_ACCR

  	
   

  	
  OBO

  	
   

  
	
  801439341

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  248,454

  	
   

  	
  6,098.38

  	
   

  	
  14.70

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800683161

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  315,514

  	
   

  	
  2,290.16

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  50510381081

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  844,722

  	
   

  	
  3,026.14

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  50510384031

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  320

  	
   

  	
  (31,821.58

  	
  )

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801157471

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  848,446

  	
   

  	
  19,467.99

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800741031

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  248,595

  	
   

  	
  2,088.99

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801226761

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  240,706

  	
   

  	
  11,090.48

  	
   

  	
  63.59

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  50505141411

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  382,748

  	
   

  	
  2,457.21

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  50505733851

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  256,268

  	
   

  	
  1,466.97

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  50505731311

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  95

  	
   

  	
  (9,904.33

  	
  )

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  50505737041

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  120

  	
   

  	
  (12,510.73

  	
  )

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  50506115401

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  246,024

  	
   

  	
  1,911.71

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  50509898901

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  249,040

  	
   

  	
  1,124.88

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  50510411221

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  920,677

  	
   

  	
  6,266.48

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  50510414051

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  310

  	
   

  	
  (32,824.65

  	
  )

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  50510832361

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  446,328

  	
   

  	
  1,421.05

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  50512558151

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  1,194,768

  	
   

  	
  7,446.31

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801034991

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  349,090

  	
   

  	
  4,530.78

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800752481

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  233,027

  	
   

  	
  6,570.92

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800734161

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  222,291

  	
   

  	
  6,056.61

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800735341

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  449,311

  	
   

  	
  6,259.54

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800739541

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  224,223

  	
   

  	
  4,037.53

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800775361

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  272,429

  	
   

  	
  3,866.08

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801347201

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  200,000

  	
   

  	
  7,212.31

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800793841

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  466,208

  	
   

  	
  13,160.71

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800879431

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  227,780

  	
   

  	
  8,083.97

  	
   

  	
  8.82

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800879441

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  337,115

  	
   

  	
  11,964.28

  	
   

  	
  13.05

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800927941

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  184,073

  	
   

  	
  5,440.14

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801018611

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  531,801

  	
   

  	
  24,553.40

  	
   

  	
  237.45

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801071831

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  528,099

  	
   

  	
  22,390.96

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801053671

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  728,197

  	
   

  	
  34,085.72

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801471141

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  500,000

  	
   

  	
  16,974.08

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800565111

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6M-1Y

  	
   

  	
  214,489

  	
   

  	
  (1,757.16

  	
  )

  	
  (139.04

  	
  )

  	
  INFINITY_FLOOR_ROW_PAY_FIXED_GBP

  	
   

  
	
  50503817531

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  160,000

  	
   

  	
  (347.17

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50503817571

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  1,205

  	
   

  	
  (3,701.83

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50506627161

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  145,386

  	
   

  	
  (910.84

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50506627191

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  68

  	
   

  	
  867.73

  	
   

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_PAY_FIXED_GBP

  	
   

  
	
  50506627221

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  372

  	
   

  	
  (4,280.33

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50507530491

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  202,387

  	
   

  	
  (724.85

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50507539801

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  407

  	
   

  	
  (4,561.33

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50507931751

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  1,280

  	
   

  	
  (5,451.35

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50507939531

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  202,255

  	
   

  	
  (732.77

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50509869081

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  407,057

  	
   

  	
  (1,604.28

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50509869111

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  647

  	
   

  	
  (7,738.46

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50511494791

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  312,332

  	
   

  	
  (1,446.89

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50511494821

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  519

  	
   

  	
  (6,424.16

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50512387401

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  274,660

  	
   

  	
  (513.32

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50512387431

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  1,808

  	
   

  	
  (3,162.43

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50519560011

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  2,500,000

  	
   

  	
  (2,050.70

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50519560041

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  13,842

  	
   

  	
  (7,316.93

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50509106941

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  273,999

  	
   

  	
  (1,056.82

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50509106971

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  1,960

  	
   

  	
  (5,490.81

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50505703781

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  5Y-6Y

  	
   

  	
  258,651

  	
   

  	
  (3,157.48

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50505703811

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  5Y-6Y

  	
   

  	
  536

  	
   

  	
  (11,309.84

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50507319471

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  5Y-6Y

  	
   

  	
  518,731

  	
   

  	
  (10,986.42

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50507319511

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  5Y-6Y

  	
   

  	
  881

  	
   

  	
  (25,476.98

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50507349681

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  5Y-6Y

  	
   

  	
  407,449

  	
   

  	
  (7,738.60

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50507340021

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  5Y-6Y

  	
   

  	
  692

  	
   

  	
  (18,501.45

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50507379961

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  5Y-6Y

  	
   

  	
  305,542

  	
   

  	
  (4,007.88

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50507370001

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  5Y-6Y

  	
   

  	
  519

  	
   

  	
  (10,825.90

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50502663441

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  5Y-6Y

  	
   

  	
  600,000

  	
   

  	
  (10,854.14

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50502663481

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  5Y-6Y

  	
   

  	
  4,159

  	
   

  	
  (37,056.35

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50502703561

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  5Y-6Y

  	
   

  	
  258,940

  	
   

  	
  (5,220.25

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50502703591

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  5Y-6Y

  	
   

  	
  2,163

  	
   

  	
  (21,021.44

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50503727241

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  208,919

  	
   

  	
  (5,356.59

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50503727291

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  460

  	
   

  	
  (16,109.22

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50503797401

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  2,769

  	
   

  	
  (28,988.52

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50503797461

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  516,512

  	
   

  	
  (11,281.04

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50504048311

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  251,981

  	
   

  	
  (6,905.88

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50504048341

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  1,624

  	
   

  	
  (9,057.62

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50506085101

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  498,865

  	
   

  	
  (7,227.46

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50506085131

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  832

  	
   

  	
  (18,984.42

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50504529651

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  221,651

  	
   

  	
  (6,211.62

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50504529721

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  321

  	
   

  	
  (11,234.74

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50504881171

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  425,575

  	
   

  	
  (5,130.17

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50504881201

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  853

  	
   

  	
  (15,676.89

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50505764031

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  1,442,438

  	
   

  	
  (22,276.09

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50505764141

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  3,602

  	
   

  	
  (84,741.86

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50505769711

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  306

  	
   

  	
  10,999.52

  	
   

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_PAY_FIXED_GBP

  	
   

  
	
  50505673641

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  619,059

  	
   

  	
  (13,432.07

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50505673671

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  4,908

  	
   

  	
  (49,841.03

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50505673701

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  386

  	
   

  	
  6,670.85

  	
   

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_PAY_FIXED_GBP

  	
   

  
	
  50506335821

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  576,590

  	
   

  	
  (14,093.01

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50506335861

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  687

  	
   

  	
  (23,731.55

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50505091481

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  238,571

  	
   

  	
  (9,366.53

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50505091561

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  355

  	
   

  	
  (15,522.05

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50507168891

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  688,708

  	
   

  	
  (16,924.86

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  



 


	
  FULL_REF

  	
   

  	
  OBO_MTM

  	
   

  	
  POSITIVE

  	
   

  	
  NEGATIVE

  	
   

  	
  FCE_NAB

  	
   

  	
  CR_EQUIV_NAB

  	
   

  
	
  801439341

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  6,098.38

  	
   

  	
  —

  	
   

  	
  3,727

  	
   

  	
  9,825

  	
   

  
	
  800683161

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  2,290.16

  	
   

  	
  —

  	
   

  	
  4,733

  	
   

  	
  7,023

  	
   

  
	
  50510381081

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  3,026.14

  	
   

  	
  —

  	
   

  	
  12,671

  	
   

  	
  15,697

  	
   

  
	
  50510384031

  	
   

  	
  CASPAR_CAP_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (31,821.58

  	
  )

  	
  5

  	
   

  	
  5

  	
   

  
	
  801157471

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  19,467.99

  	
   

  	
  —

  	
   

  	
  12,727

  	
   

  	
  32,195

  	
   

  
	
  800741031

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  2,088.99

  	
   

  	
  —

  	
   

  	
  3,729

  	
   

  	
  5,818

  	
   

  
	
  801226761

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  11,090.48

  	
   

  	
  —

  	
   

  	
  3,611

  	
   

  	
  14,701

  	
   

  
	
  50505141411

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  2,457.21

  	
   

  	
  —

  	
   

  	
  5,741

  	
   

  	
  8,198

  	
   

  
	
  50505733851

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  1,466.97

  	
   

  	
  —

  	
   

  	
  3,844

  	
   

  	
  5,311

  	
   

  
	
  50505731311

  	
   

  	
  CASPAR_CAP_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (9,904.33

  	
  )

  	
  1

  	
   

  	
  1

  	
   

  
	
  50505737041

  	
   

  	
  CASPAR_CAP_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (12,510.73

  	
  )

  	
  2

  	
   

  	
  2

  	
   

  
	
  50506115401

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  1,911.71

  	
   

  	
  —

  	
   

  	
  3,690

  	
   

  	
  5,602

  	
   

  
	
  50509898901

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  1,124.88

  	
   

  	
  —

  	
   

  	
  3,736

  	
   

  	
  4,860

  	
   

  
	
  50510411221

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  6,266.48

  	
   

  	
  —

  	
   

  	
  13,810

  	
   

  	
  20,077

  	
   

  
	
  50510414051

  	
   

  	
  CASPAR_CAP_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (32,824.65

  	
  )

  	
  5

  	
   

  	
  5

  	
   

  
	
  50510832361

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  1,421.05

  	
   

  	
  —

  	
   

  	
  6,695

  	
   

  	
  8,116

  	
   

  
	
  50512558151

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  7,446.31

  	
   

  	
  —

  	
   

  	
  17,922

  	
   

  	
  25,368

  	
   

  
	
  801034991

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  4,530.78

  	
   

  	
  —

  	
   

  	
  5,236

  	
   

  	
  9,767

  	
   

  
	
  800752481

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  6,570.92

  	
   

  	
  —

  	
   

  	
  3,495

  	
   

  	
  10,066

  	
   

  
	
  800734161

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  6,056.61

  	
   

  	
  —

  	
   

  	
  3,334

  	
   

  	
  9,391

  	
   

  
	
  800735341

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  6,259.54

  	
   

  	
  —

  	
   

  	
  6,740

  	
   

  	
  12,999

  	
   

  
	
  800739541

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  4,037.53

  	
   

  	
  —

  	
   

  	
  3,363

  	
   

  	
  7,401

  	
   

  
	
  800775361

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  3,866.08

  	
   

  	
  —

  	
   

  	
  4,086

  	
   

  	
  7,953

  	
   

  
	
  801347201

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  7,212.31

  	
   

  	
  —

  	
   

  	
  3,000

  	
   

  	
  10,212

  	
   

  
	
  800793841

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  13,160.71

  	
   

  	
  —

  	
   

  	
  6,993

  	
   

  	
  20,154

  	
   

  
	
  800879431

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  8,083.97

  	
   

  	
  —

  	
   

  	
  3,417

  	
   

  	
  11,501

  	
   

  
	
  800879441

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  11,964.28

  	
   

  	
  —

  	
   

  	
  5,057

  	
   

  	
  17,021

  	
   

  
	
  800927941

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  5,440.14

  	
   

  	
  —

  	
   

  	
  2,761

  	
   

  	
  8,201

  	
   

  
	
  801018611

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  24,553.40

  	
   

  	
  —

  	
   

  	
  7,977

  	
   

  	
  32,530

  	
   

  
	
  801071831

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  22,390.96

  	
   

  	
  —

  	
   

  	
  7,921

  	
   

  	
  30,312

  	
   

  
	
  801053671

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  34,085.72

  	
   

  	
  —

  	
   

  	
  10,923

  	
   

  	
  45,009

  	
   

  
	
  801471141

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  16,974.08

  	
   

  	
  —

  	
   

  	
  7,500

  	
   

  	
  24,474

  	
   

  
	
  800565111

  	
   

  	
  INFINITY_FLOOR_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (1,757.16

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  
	
  50503817531

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (347.17

  	
  )

  	
  800

  	
   

  	
  800

  	
   

  
	
  50503817571

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (3,701.83

  	
  )

  	
  6

  	
   

  	
  6

  	
   

  
	
  50506627161

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (910.84

  	
  )

  	
  727

  	
   

  	
  727

  	
   

  
	
  50506627191

  	
   

  	
  CASPAR_FLOOR_PAY_FIXED

  	
   

  	
  867.73

  	
   

  	
  —

  	
   

  	
  0

  	
   

  	
  868

  	
   

  
	
  50506627221

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (4,280.33

  	
  )

  	
  2

  	
   

  	
  2

  	
   

  
	
  50507530491

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (724.85

  	
  )

  	
  1,012

  	
   

  	
  1,012

  	
   

  
	
  50507539801

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (4,561.33

  	
  )

  	
  2

  	
   

  	
  2

  	
   

  
	
  50507931751

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (5,451.35

  	
  )

  	
  6

  	
   

  	
  6

  	
   

  
	
  50507939531

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (732.77

  	
  )

  	
  1,011

  	
   

  	
  1,011

  	
   

  
	
  50509869081

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (1,604.28

  	
  )

  	
  2,035

  	
   

  	
  2,035

  	
   

  
	
  50509869111

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (7,738.46

  	
  )

  	
  3

  	
   

  	
  3

  	
   

  
	
  50511494791

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (1,446.89

  	
  )

  	
  1,562

  	
   

  	
  1,562

  	
   

  
	
  50511494821

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (6,424.16

  	
  )

  	
  3

  	
   

  	
  3

  	
   

  
	
  50512387401

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (513.32

  	
  )

  	
  1,373

  	
   

  	
  1,373

  	
   

  
	
  50512387431

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (3,162.43

  	
  )

  	
  9

  	
   

  	
  9

  	
   

  
	
  50519560011

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (2,050.70

  	
  )

  	
  12,500

  	
   

  	
  12,500

  	
   

  
	
  50519560041

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (7,316.93

  	
  )

  	
  69

  	
   

  	
  69

  	
   

  
	
  50509106941

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (1,056.82

  	
  )

  	
  1,370

  	
   

  	
  1,370

  	
   

  
	
  50509106971

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (5,490.81

  	
  )

  	
  10

  	
   

  	
  10

  	
   

  
	
  50505703781

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (3,157.48

  	
  )

  	
  3,880

  	
   

  	
  3,880

  	
   

  
	
  50505703811

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (11,309.84

  	
  )

  	
  8

  	
   

  	
  8

  	
   

  
	
  50507319471

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (10,986.42

  	
  )

  	
  7,781

  	
   

  	
  7,781

  	
   

  
	
  50507319511

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (25,476.98

  	
  )

  	
  13

  	
   

  	
  13

  	
   

  
	
  50507349681

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (7,738.60

  	
  )

  	
  6,112

  	
   

  	
  6,112

  	
   

  
	
  50507340021

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (18,501.45

  	
  )

  	
  10

  	
   

  	
  10

  	
   

  
	
  50507379961

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (4,007.88

  	
  )

  	
  4,583

  	
   

  	
  4,583

  	
   

  
	
  50507370001

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (10,825.90

  	
  )

  	
  8

  	
   

  	
  8

  	
   

  
	
  50502663441

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (10,854.14

  	
  )

  	
  9,000

  	
   

  	
  9,000

  	
   

  
	
  50502663481

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (37,056.35

  	
  )

  	
  62

  	
   

  	
  62

  	
   

  
	
  50502703561

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (5,220.25

  	
  )

  	
  3,884

  	
   

  	
  3,884

  	
   

  
	
  50502703591

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (21,021.44

  	
  )

  	
  32

  	
   

  	
  32

  	
   

  
	
  50503727241

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (5,356.59

  	
  )

  	
  3,134

  	
   

  	
  3,134

  	
   

  
	
  50503727291

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (16,109.22

  	
  )

  	
  7

  	
   

  	
  7

  	
   

  
	
  50503797401

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (28,988.52

  	
  )

  	
  42

  	
   

  	
  42

  	
   

  
	
  50503797461

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (11,281.04

  	
  )

  	
  7,748

  	
   

  	
  7,748

  	
   

  
	
  50504048311

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (6,905.88

  	
  )

  	
  3,780

  	
   

  	
  3,780

  	
   

  
	
  50504048341

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (9,057.62

  	
  )

  	
  24

  	
   

  	
  24

  	
   

  
	
  50506085101

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (7,227.46

  	
  )

  	
  7,483

  	
   

  	
  7,483

  	
   

  
	
  50506085131

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (18,984.42

  	
  )

  	
  12

  	
   

  	
  12

  	
   

  
	
  50504529651

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (6,211.62

  	
  )

  	
  3,325

  	
   

  	
  3,325

  	
   

  
	
  50504529721

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (11,234.74

  	
  )

  	
  5

  	
   

  	
  5

  	
   

  
	
  50504881171

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (5,130.17

  	
  )

  	
  6,384

  	
   

  	
  6,384

  	
   

  
	
  50504881201

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (15,676.89

  	
  )

  	
  13

  	
   

  	
  13

  	
   

  
	
  50505764031

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (22,276.09

  	
  )

  	
  21,637

  	
   

  	
  21,637

  	
   

  
	
  50505764141

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (84,741.86

  	
  )

  	
  54

  	
   

  	
  54

  	
   

  
	
  50505769711

  	
   

  	
  CASPAR_FLOOR_PAY_FIXED

  	
   

  	
  10,999.52

  	
   

  	
  —

  	
   

  	
  5

  	
   

  	
  11,004

  	
   

  
	
  50505673641

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (13,432.07

  	
  )

  	
  9,286

  	
   

  	
  9,286

  	
   

  
	
  50505673671

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (49,841.03

  	
  )

  	
  74

  	
   

  	
  74

  	
   

  
	
  50505673701

  	
   

  	
  CASPAR_FLOOR_PAY_FIXED

  	
   

  	
  6,670.85

  	
   

  	
  —

  	
   

  	
  6

  	
   

  	
  6,677

  	
   

  
	
  50506335821

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (14,093.01

  	
  )

  	
  8,649

  	
   

  	
  8,649

  	
   

  
	
  50506335861

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (23,731.55

  	
  )

  	
  10

  	
   

  	
  10

  	
   

  
	
  50505091481

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (9,366.53

  	
  )

  	
  3,579

  	
   

  	
  3,579

  	
   

  
	
  50505091561

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (15,522.05

  	
  )

  	
  5

  	
   

  	
  5

  	
   

  
	
  50507168891

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (16,924.86

  	
  )

  	
  10,331

  	
   

  	
  10,331

  	
   

  



 


8





















 


	
  FULL_REF

  	
   

  	
  trans_id

  	
   

  	
  trade_id

  	
   

  	
  trade_date

  	
   

  	
  maturity_date

  	
   

  	
  start_date

  	
   

  	
  currency

  	
   

  	
  product_type

  	
   

  	
  cparty

  	
   

  	
  principal_current

  	
   

  	
  npv

  	
   

  	
  acc_int

  	
   

  
	
  50507168931

  	
   

  	
  0

  	
   

  	
  5050716893

  	
   

  	
  00-Jan-00

  	
   

  	
  26-Apr-11

  	
   

  	
  23-Dec-04

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  1,642

  	
   

  	
  (52,498.41

  	
  )

  	
  —

  	
   

  
	
  50507168961

  	
   

  	
  0

  	
   

  	
  5050716896

  	
   

  	
  00-Jan-00

  	
   

  	
  26-Apr-11

  	
   

  	
  23-Dec-04

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  283

  	
   

  	
  16,240.00

  	
   

  	
  —

  	
   

  
	
  50508383691

  	
   

  	
  0

  	
   

  	
  5050838369

  	
   

  	
  00-Jan-00

  	
   

  	
  10-May-11

  	
   

  	
  10-Feb-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  284,248

  	
   

  	
  (5,807.37

  	
  )

  	
  —

  	
   

  
	
  50508383721

  	
   

  	
  0

  	
   

  	
  5050838372

  	
   

  	
  00-Jan-00

  	
   

  	
  10-May-11

  	
   

  	
  10-Feb-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  2,586

  	
   

  	
  (22,499.80

  	
  )

  	
  —

  	
   

  
	
  50508383751

  	
   

  	
  0

  	
   

  	
  5050838375

  	
   

  	
  00-Jan-00

  	
   

  	
  10-May-11

  	
   

  	
  10-Feb-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  179

  	
   

  	
  3,222.70

  	
   

  	
  —

  	
   

  
	
  50509538101

  	
   

  	
  0

  	
   

  	
  5050953810

  	
   

  	
  00-Jan-00

  	
   

  	
  06-Jun-11

  	
   

  	
  07-Mar-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  207,679

  	
   

  	
  (5,260.93

  	
  )

  	
  —

  	
   

  
	
  50509538131

  	
   

  	
  0

  	
   

  	
  5050953813

  	
   

  	
  00-Jan-00

  	
   

  	
  06-Jun-11

  	
   

  	
  07-Mar-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  1,165

  	
   

  	
  (13,421.25

  	
  )

  	
  —

  	
   

  
	
  50531681091

  	
   

  	
  0

  	
   

  	
  5053168109

  	
   

  	
  00-Jan-00

  	
   

  	
  13-Jun-11

  	
   

  	
  13-Dec-04

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  131,123

  	
   

  	
  (2,582.80

  	
  )

  	
  —

  	
   

  
	
  50531681121

  	
   

  	
  0

  	
   

  	
  5053168112

  	
   

  	
  00-Jan-00

  	
   

  	
  13-Jun-11

  	
   

  	
  13-Dec-04

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  261

  	
   

  	
  (6,435.31

  	
  )

  	
  —

  	
   

  
	
  50531691151

  	
   

  	
  0

  	
   

  	
  5053169115

  	
   

  	
  00-Jan-00

  	
   

  	
  13-Jun-11

  	
   

  	
  13-Dec-04

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  261

  	
   

  	
  (6,435.31

  	
  )

  	
  —

  	
   

  
	
  50531691211

  	
   

  	
  0

  	
   

  	
  5053169121

  	
   

  	
  00-Jan-00

  	
   

  	
  13-Jun-11

  	
   

  	
  13-Dec-04

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  131,123

  	
   

  	
  (2,582.80

  	
  )

  	
  —

  	
   

  
	
  50510070031

  	
   

  	
  0

  	
   

  	
  5051007003

  	
   

  	
  00-Jan-00

  	
   

  	
  20-Jun-11

  	
   

  	
  20-Dec-04

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  222,311

  	
   

  	
  (5,278.32

  	
  )

  	
  —

  	
   

  
	
  50510070061

  	
   

  	
  0

  	
   

  	
  5051007006

  	
   

  	
  00-Jan-00

  	
   

  	
  20-Jun-11

  	
   

  	
  20-Dec-04

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  2,006

  	
   

  	
  (20,880.89

  	
  )

  	
  —

  	
   

  
	
  50510070091

  	
   

  	
  0

  	
   

  	
  5051007009

  	
   

  	
  00-Jan-00

  	
   

  	
  20-Jun-11

  	
   

  	
  20-Dec-04

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  139

  	
   

  	
  2,612.50

  	
   

  	
  —

  	
   

  
	
  50510220511

  	
   

  	
  0

  	
   

  	
  5051022051

  	
   

  	
  00-Jan-00

  	
   

  	
  20-Jun-11

  	
   

  	
  20-Dec-04

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  234,400

  	
   

  	
  (3,336.67

  	
  )

  	
  —

  	
   

  
	
  50510221861

  	
   

  	
  0

  	
   

  	
  5051022186

  	
   

  	
  00-Jan-00

  	
   

  	
  20-Jun-11

  	
   

  	
  20-Dec-04

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  791

  	
   

  	
  (11,174.04

  	
  )

  	
  —

  	
   

  
	
  50510681991

  	
   

  	
  0

  	
   

  	
  5051068199

  	
   

  	
  00-Jan-00

  	
   

  	
  04-Jul-11

  	
   

  	
  04-Jan-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  285,526

  	
   

  	
  (4,712.04

  	
  )

  	
  —

  	
   

  
	
  50510682021

  	
   

  	
  0

  	
   

  	
  5051068202

  	
   

  	
  00-Jan-00

  	
   

  	
  04-Jul-11

  	
   

  	
  04-Jan-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  1,749

  	
   

  	
  (15,810.50

  	
  )

  	
  —

  	
   

  
	
  50511444541

  	
   

  	
  0

  	
   

  	
  5051144454

  	
   

  	
  00-Jan-00

  	
   

  	
  26-Jul-11

  	
   

  	
  26-Jan-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  307,710

  	
   

  	
  (7,455.35

  	
  )

  	
  —

  	
   

  
	
  50511444571

  	
   

  	
  0

  	
   

  	
  5051144457

  	
   

  	
  00-Jan-00

  	
   

  	
  26-Jul-11

  	
   

  	
  26-Jan-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  2,048

  	
   

  	
  (22,738.45

  	
  )

  	
  —

  	
   

  
	
  50512006551

  	
   

  	
  0

  	
   

  	
  5051200655

  	
   

  	
  00-Jan-00

  	
   

  	
  30-Aug-11

  	
   

  	
  28-Feb-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  436,980

  	
   

  	
  (7,229.37

  	
  )

  	
  —

  	
   

  
	
  50512006581

  	
   

  	
  0

  	
   

  	
  5051200658

  	
   

  	
  00-Jan-00

  	
   

  	
  30-Aug-11

  	
   

  	
  28-Feb-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  2,877

  	
   

  	
  (21,827.37

  	
  )

  	
  —

  	
   

  
	
  50512187021

  	
   

  	
  0

  	
   

  	
  5051218702

  	
   

  	
  00-Jan-00

  	
   

  	
  07-Sep-11

  	
   

  	
  07-Mar-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  732,349

  	
   

  	
  (9,512.53

  	
  )

  	
  —

  	
   

  
	
  50512187051

  	
   

  	
  0

  	
   

  	
  5051218705

  	
   

  	
  00-Jan-00

  	
   

  	
  07-Sep-11

  	
   

  	
  07-Mar-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  5,417

  	
   

  	
  (33,192.22

  	
  )

  	
  —

  	
   

  
	
  50512789161

  	
   

  	
  0

  	
   

  	
  5051278916

  	
   

  	
  00-Jan-00

  	
   

  	
  12-Oct-11

  	
   

  	
  12-Jan-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  882,319

  	
   

  	
  (30,562.51

  	
  )

  	
  —

  	
   

  
	
  50512789191

  	
   

  	
  0

  	
   

  	
  5051278919

  	
   

  	
  00-Jan-00

  	
   

  	
  12-Oct-11

  	
   

  	
  12-Jan-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  7,495

  	
   

  	
  (31,927.93

  	
  )

  	
  —

  	
   

  
	
  50512819061

  	
   

  	
  0

  	
   

  	
  5051281906

  	
   

  	
  00-Jan-00

  	
   

  	
  12-Oct-11

  	
   

  	
  12-Jan-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  648,504

  	
   

  	
  (22,651.61

  	
  )

  	
  —

  	
   

  
	
  50512819121

  	
   

  	
  0

  	
   

  	
  5051281912

  	
   

  	
  00-Jan-00

  	
   

  	
  12-Oct-11

  	
   

  	
  12-Jan-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  5,509

  	
   

  	
  (23,467.01

  	
  )

  	
  —

  	
   

  
	
  50512219921

  	
   

  	
  0

  	
   

  	
  5051221992

  	
   

  	
  00-Jan-00

  	
   

  	
  25-Oct-11

  	
   

  	
  29-Dec-04

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  222,566

  	
   

  	
  (1,853.44

  	
  )

  	
  —

  	
   

  
	
  50512219951

  	
   

  	
  0

  	
   

  	
  5051221995

  	
   

  	
  00-Jan-00

  	
   

  	
  25-Oct-11

  	
   

  	
  29-Dec-04

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  746

  	
   

  	
  (7,110.85

  	
  )

  	
  —

  	
   

  
	
  50512159731

  	
   

  	
  0

  	
   

  	
  5051215973

  	
   

  	
  00-Jan-00

  	
   

  	
  31-Oct-11

  	
   

  	
  31-Dec-04

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  221,779

  	
   

  	
  (2,602.61

  	
  )

  	
  —

  	
   

  
	
  50512159801

  	
   

  	
  0

  	
   

  	
  5051215980

  	
   

  	
  00-Jan-00

  	
   

  	
  31-Oct-11

  	
   

  	
  31-Dec-04

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  697

  	
   

  	
  (11,266.02

  	
  )

  	
  —

  	
   

  
	
  50512159831

  	
   

  	
  0

  	
   

  	
  5051215983

  	
   

  	
  00-Jan-00

  	
   

  	
  31-Oct-11

  	
   

  	
  31-Dec-04

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  94

  	
   

  	
  5,082.17

  	
   

  	
  —

  	
   

  
	
  50513211391

  	
   

  	
  0

  	
   

  	
  5051321139

  	
   

  	
  00-Jan-00

  	
   

  	
  15-Nov-11

  	
   

  	
  15-Dec-04

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  255,230

  	
   

  	
  (1,483.55

  	
  )

  	
  —

  	
   

  
	
  50513211421

  	
   

  	
  0

  	
   

  	
  5051321142

  	
   

  	
  00-Jan-00

  	
   

  	
  15-Nov-11

  	
   

  	
  15-Dec-04

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  827

  	
   

  	
  (6,605.23

  	
  )

  	
  —

  	
   

  
	
  50513552531

  	
   

  	
  0

  	
   

  	
  5051355253

  	
   

  	
  00-Jan-00

  	
   

  	
  05-Dec-11

  	
   

  	
  04-Jan-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  391,976

  	
   

  	
  (2,580.12

  	
  )

  	
  —

  	
   

  
	
  50513552601

  	
   

  	
  0

  	
   

  	
  5051355260

  	
   

  	
  00-Jan-00

  	
   

  	
  05-Dec-11

  	
   

  	
  04-Jan-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  1,192

  	
   

  	
  (9,905.50

  	
  )

  	
  —

  	
   

  
	
  50506306051

  	
   

  	
  0

  	
   

  	
  5050630605

  	
   

  	
  00-Jan-00

  	
   

  	
  07-Dec-11

  	
   

  	
  07-Jan-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  318,803

  	
   

  	
  (4,763.96

  	
  )

  	
  —

  	
   

  
	
  50506306111

  	
   

  	
  0

  	
   

  	
  5050630611

  	
   

  	
  00-Jan-00

  	
   

  	
  07-Dec-11

  	
   

  	
  07-Jan-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  769

  	
   

  	
  (16,524.15

  	
  )

  	
  —

  	
   

  
	
  50512447621

  	
   

  	
  0

  	
   

  	
  5051244762

  	
   

  	
  00-Jan-00

  	
   

  	
  20-Sep-13

  	
   

  	
  20-Dec-04

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  227,956

  	
   

  	
  (3,280.45

  	
  )

  	
  —

  	
   

  
	
  50512447651

  	
   

  	
  0

  	
   

  	
  5051244765

  	
   

  	
  00-Jan-00

  	
   

  	
  20-Sep-13

  	
   

  	
  20-Dec-04

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  493

  	
   

  	
  (10,278.09

  	
  )

  	
  —

  	
   

  
	
  50503608521

  	
   

  	
  0

  	
   

  	
  5050360852

  	
   

  	
  00-Jan-00

  	
   

  	
  20-Nov-13

  	
   

  	
  21-Feb-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  721,751

  	
   

  	
  (9,646.83

  	
  )

  	
  —

  	
   

  
	
  50503608551

  	
   

  	
  0

  	
   

  	
  5050360855

  	
   

  	
  00-Jan-00

  	
   

  	
  20-Nov-13

  	
   

  	
  21-Feb-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  6,892

  	
   

  	
  (40,931.48

  	
  )

  	
  —

  	
   

  
	
  801306771

  	
   

  	
  80123858

  	
   

  	
  80130677

  	
   

  	
  15-Mar-04

  	
   

  	
  18-Mar-14

  	
   

  	
  15-Mar-04

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  585,713

  	
   

  	
  (8,221.68

  	
  )

  	
  —

  	
   

  
	
  50509447561

  	
   

  	
  0

  	
   

  	
  5050944756

  	
   

  	
  00-Jan-00

  	
   

  	
  31-Mar-14

  	
   

  	
  31-Dec-04

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  242,445

  	
   

  	
  (6,567.84

  	
  )

  	
  —

  	
   

  
	
  50509447591

  	
   

  	
  0

  	
   

  	
  5050944759

  	
   

  	
  00-Jan-00

  	
   

  	
  31-Mar-14

  	
   

  	
  31-Dec-04

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  754

  	
   

  	
  (25,432.57

  	
  )

  	
  —

  	
   

  
	
  50509447631

  	
   

  	
  0

  	
   

  	
  5050944763

  	
   

  	
  00-Jan-00

  	
   

  	
  31-Mar-14

  	
   

  	
  31-Dec-04

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  103

  	
   

  	
  5,463.60

  	
   

  	
  —

  	
   

  
	
  50510381121

  	
   

  	
  0

  	
   

  	
  5051038112

  	
   

  	
  00-Jan-00

  	
   

  	
  26-Jun-15

  	
   

  	
  30-Dec-04

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  844,722

  	
   

  	
  (29,200.46

  	
  )

  	
  —

  	
   

  
	
  50510381151

  	
   

  	
  0

  	
   

  	
  5051038115

  	
   

  	
  00-Jan-00

  	
   

  	
  26-Jun-15

  	
   

  	
  30-Dec-04

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  2,888

  	
   

  	
  (107,448.24

  	
  )

  	
  —

  	
   

  
	
  50510381181

  	
   

  	
  0

  	
   

  	
  5051038118

  	
   

  	
  00-Jan-00

  	
   

  	
  26-Jun-15

  	
   

  	
  30-Dec-04

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  590

  	
   

  	
  31,758.84

  	
   

  	
  —

  	
   

  
	
  50505141491

  	
   

  	
  0

  	
   

  	
  5050514149

  	
   

  	
  00-Jan-00

  	
   

  	
  19-Jan-16

  	
   

  	
  20-Dec-04

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  382,748

  	
   

  	
  (9,732.70

  	
  )

  	
  —

  	
   

  
	
  50505141551

  	
   

  	
  0

  	
   

  	
  5050514155

  	
   

  	
  00-Jan-00

  	
   

  	
  19-Jan-16

  	
   

  	
  20-Dec-04

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  744

  	
   

  	
  (22,181.55

  	
  )

  	
  —

  	
   

  
	
  50505733891

  	
   

  	
  0

  	
   

  	
  5050573389

  	
   

  	
  00-Jan-00

  	
   

  	
  19-Feb-16

  	
   

  	
  20-Dec-04

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  256,268

  	
   

  	
  (7,772.08

  	
  )

  	
  —

  	
   

  
	
  50505733921

  	
   

  	
  0

  	
   

  	
  5050573392

  	
   

  	
  00-Jan-00

  	
   

  	
  19-Feb-16

  	
   

  	
  20-Dec-04

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  794

  	
   

  	
  (14,736.85

  	
  )

  	
  —

  	
   

  
	
  50506115441

  	
   

  	
  0

  	
   

  	
  5050611544

  	
   

  	
  00-Jan-00

  	
   

  	
  01-Mar-16

  	
   

  	
  01-Mar-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  246,024

  	
   

  	
  (10,603.18

  	
  )

  	
  —

  	
   

  
	
  50506115511

  	
   

  	
  0

  	
   

  	
  5050611551

  	
   

  	
  00-Jan-00

  	
   

  	
  01-Mar-16

  	
   

  	
  01-Mar-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  455

  	
   

  	
  12,470.83

  	
   

  	
  —

  	
   

  
	
  50506115531

  	
   

  	
  0

  	
   

  	
  5050611553

  	
   

  	
  00-Jan-00

  	
   

  	
  01-Mar-16

  	
   

  	
  01-Mar-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  2,184

  	
   

  	
  (34,902.74

  	
  )

  	
  —

  	
   

  
	
  50509898941

  	
   

  	
  0

  	
   

  	
  5050989894

  	
   

  	
  00-Jan-00

  	
   

  	
  31-May-16

  	
   

  	
  28-Feb-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  249,040

  	
   

  	
  (8,625.93

  	
  )

  	
  —

  	
   

  
	
  50509898971

  	
   

  	
  0

  	
   

  	
  5050989897

  	
   

  	
  00-Jan-00

  	
   

  	
  31-May-16

  	
   

  	
  28-Feb-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  2,002

  	
   

  	
  (28,040.59

  	
  )

  	
  —

  	
   

  
	
  50509899001

  	
   

  	
  0

  	
   

  	
  5050989900

  	
   

  	
  00-Jan-00

  	
   

  	
  31-May-16

  	
   

  	
  28-Feb-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  154

  	
   

  	
  3,424.33

  	
   

  	
  —

  	
   

  
	
  50510411261

  	
   

  	
  0

  	
   

  	
  5051041126

  	
   

  	
  00-Jan-00

  	
   

  	
  27-Jun-16

  	
   

  	
  30-Dec-04

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  920,677

  	
   

  	
  (46,788.17

  	
  )

  	
  —

  	
   

  
	
  50510411291

  	
   

  	
  0

  	
   

  	
  5051041129

  	
   

  	
  00-Jan-00

  	
   

  	
  27-Jun-16

  	
   

  	
  30-Dec-04

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  3,147

  	
   

  	
  (153,821.03

  	
  )

  	
  —

  	
   

  
	
  50510411321

  	
   

  	
  0

  	
   

  	
  5051041132

  	
   

  	
  00-Jan-00

  	
   

  	
  27-Jun-16

  	
   

  	
  30-Dec-04

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  643

  	
   

  	
  46,030.09

  	
   

  	
  —

  	
   

  
	
  50510832401

  	
   

  	
  0

  	
   

  	
  5051083240

  	
   

  	
  00-Jan-00

  	
   

  	
  11-Jul-16

  	
   

  	
  09-Dec-04

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  446,328

  	
   

  	
  (15,747.21

  	
  )

  	
  —

  	
   

  
	
  50510832431

  	
   

  	
  0

  	
   

  	
  5051083243

  	
   

  	
  00-Jan-00

  	
   

  	
  11-Jul-16

  	
   

  	
  09-Dec-04

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  1,478

  	
   

  	
  (61,589.61

  	
  )

  	
  —

  	
   

  
	
  50512558191

  	
   

  	
  0

  	
   

  	
  5051255819

  	
   

  	
  00-Jan-00

  	
   

  	
  26-Sep-16

  	
   

  	
  29-Mar-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  1,194,768

  	
   

  	
  (36,844.25

  	
  )

  	
  —

  	
   

  
	
  50512558221

  	
   

  	
  0

  	
   

  	
  5051255822

  	
   

  	
  00-Jan-00

  	
   

  	
  26-Sep-16

  	
   

  	
  29-Mar-05

  	
   

  	
  GBP

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  14,676

  	
   

  	
  (84,140.26

  	
  )

  	
  —

  	
   

  
	
  801421291

  	
   

  	
  80134398

  	
   

  	
  80142129

  	
   

  	
  15-Sep-04

  	
   

  	
  03-May-05

  	
   

  	
  03-May-05

  	
   

  	
  GBP

  	
   

  	
  FRA

  	
   

  	
  NAB-LON

  	
   

  	
  7,500,000

  	
   

  	
  (12,608.76

  	
  )

  	
  —

  	
   

  
	
  801423611

  	
   

  	
  80134615

  	
   

  	
  80142361

  	
   

  	
  15-Sep-04

  	
   

  	
  16-May-05

  	
   

  	
  16-May-05

  	
   

  	
  GBP

  	
   

  	
  FRA

  	
   

  	
  NAB-LON

  	
   

  	
  17,000,000

  	
   

  	
  (29,175.89

  	
  )

  	
  —

  	
   

  
	
  801423621

  	
   

  	
  80134616

  	
   

  	
  80142362

  	
   

  	
  15-Sep-04

  	
   

  	
  18-May-05

  	
   

  	
  18-May-05

  	
   

  	
  GBP

  	
   

  	
  FRA

  	
   

  	
  NAB-LON

  	
   

  	
  36,000,000

  	
   

  	
  (61,982.36

  	
  )

  	
  —

  	
   

  
	
  800770021

  	
   

  	
  80074481

  	
   

  	
  80077002

  	
   

  	
  10-Jul-02

  	
   

  	
  15-Dec-04

  	
   

  	
  15-Dec-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  8,000,000

  	
   

  	
  12,416.91

  	
   

  	
  11,472.24

  	
   

  
	
  800389361

  	
   

  	
  80037401

  	
   

  	
  80038936

  	
   

  	
  29-Jan-01

  	
   

  	
  29-Dec-04

  	
   

  	
  28-Dec-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  4,000,000

  	
   

  	
  7,993.41

  	
   

  	
  6,165.76

  	
   

  
	
  800391851

  	
   

  	
  80037637

  	
   

  	
  80039185

  	
   

  	
  31-Jan-01

  	
   

  	
  07-Jan-05

  	
   

  	
  07-Jan-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  4,000,000

  	
   

  	
  8,033.91

  	
   

  	
  5,435.61

  	
   

  
	
  800770031

  	
   

  	
  80074482

  	
   

  	
  80077003

  	
   

  	
  10-Jul-02

  	
   

  	
  17-Jan-05

  	
   

  	
  15-Jan-04

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  8,000,000

  	
   

  	
  14,153.74

  	
   

  	
  8,173.91

  	
   

  
	
  800131811

  	
   

  	
  80012309

  	
   

  	
  80013181

  	
   

  	
  13-Dec-99

  	
   

  	
  21-Jan-05

  	
   

  	
  21-Jan-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,944,801

  	
   

  	
  (7,267.72

  	
  )

  	
  (3,813.94

  	
  )

  
	
  800389371

  	
   

  	
  80037402

  	
   

  	
  80038937

  	
   

  	
  29-Jan-01

  	
   

  	
  31-Jan-05

  	
   

  	
  29-Jan-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  4,000,000

  	
   

  	
  8,770.62

  	
   

  	
  3,758.91

  	
   

  
	
  800391861

  	
   

  	
  80037638

  	
   

  	
  80039186

  	
   

  	
  31-Jan-01

  	
   

  	
  07-Feb-05

  	
   

  	
  07-Feb-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  4,000,000

  	
   

  	
  8,161.32

  	
   

  	
  2,712.33

  	
   

  
	
  800710591

  	
   

  	
  80068719

  	
   

  	
  80071059

  	
   

  	
  27-Mar-02

  	
   

  	
  14-Feb-05

  	
   

  	
  14-Feb-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  38,000,000

  	
   

  	
  83,563.62

  	
   

  	
  21,311.23

  	
   

  
	
  800090821

  	
   

  	
  80008492

  	
   

  	
  80009082

  	
   

  	
  21-Apr-94

  	
   

  	
  28-Feb-05

  	
   

  	
  28-Feb-95

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  27,731

  	
   

  	
  (265.96

  	
  )

  	
  (26.59

  	
  )

  
	
  800389401

  	
   

  	
  80037405

  	
   

  	
  80038940

  	
   

  	
  29-Jan-01

  	
   

  	
  28-Feb-05

  	
   

  	
  28-Feb-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  4,000,000

  	
   

  	
  9,014.15

  	
   

  	
  901.23

  	
   

  
	
  800391871

  	
   

  	
  80037639

  	
   

  	
  80039187

  	
   

  	
  31-Jan-01

  	
   

  	
  07-Mar-05

  	
   

  	
  07-Mar-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  4,000,000

  	
   

  	
  8,541.28

  	
   

  	
  96.02

  	
   

  
	
  800153631

  	
   

  	
  80014386

  	
   

  	
  80015363

  	
   

  	
  21-Feb-00

  	
   

  	
  08-Mar-05

  	
   

  	
  10-Mar-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,344,235

  	
   

  	
  (6,164.75

  	
  )

  	
  (6,051.32

  	
  )

  
	
  800090911

  	
   

  	
  80008501

  	
   

  	
  80009091

  	
   

  	
  10-Mar-95

  	
   

  	
  14-Mar-05

  	
   

  	
  13-Mar-95

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  11,271

  	
   

  	
  (178.22

  	
  )

  	
  (111.54

  	
  )

  
	
  800300571

  	
   

  	
  80028660

  	
   

  	
  80030057

  	
   

  	
  19-Oct-00

  	
   

  	
  18-Mar-05

  	
   

  	
  20-Oct-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  5,302,879

  	
   

  	
  (33,993.71

  	
  )

  	
  (14,691.15

  	
  )

  
	
  800710671

  	
   

  	
  80068727

  	
   

  	
  80071067

  	
   

  	
  27-Mar-02

  	
   

  	
  24-Mar-05

  	
   

  	
  24-Mar-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  38,000,000

  	
   

  	
  168,954.89

  	
   

  	
  67,541.09

  	
   

  
	
  800389411

  	
   

  	
  80037406

  	
   

  	
  80038941

  	
   

  	
  29-Jan-01

  	
   

  	
  29-Mar-05

  	
   

  	
  28-Mar-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  4,000,000

  	
   

  	
  17,127.73

  	
   

  	
  6,395.89

  	
   

  
	
  800438841

  	
   

  	
  80042262

  	
   

  	
  80043884

  	
   

  	
  16-Mar-01

  	
   

  	
  06-Apr-05

  	
   

  	
  06-Apr-04

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  3,124,705

  	
   

  	
  (9,454.51

  	
  )

  	
  (3,182.07

  	
  )

  



 


	
  FULL_REF

  	
   

  	
  pay_rec

  	
   

  	
  ref_index

  	
   

  	
  MATURITY

  	
   

  	
  GBP_NOTIONAL

  	
   

  	
  GBP_NPV

  	
   

  	
  GBP_ACCR

  	
   

  	
  OBO

  	
   

  
	
  50507168931

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  1,642

  	
   

  	
  (52,498.41

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50507168961

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  283

  	
   

  	
  16,240.00

  	
   

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_PAY_FIXED_GBP

  	
   

  
	
  50508383691

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  284,248

  	
   

  	
  (5,807.37

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50508383721

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  2,586

  	
   

  	
  (22,499.80

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50508383751

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  179

  	
   

  	
  3,222.70

  	
   

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_PAY_FIXED_GBP

  	
   

  
	
  50509538101

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  207,679

  	
   

  	
  (5,260.93

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50509538131

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  1,165

  	
   

  	
  (13,421.25

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50531681091

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  131,123

  	
   

  	
  (2,582.80

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50531681121

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  261

  	
   

  	
  (6,435.31

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50531691151

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  261

  	
   

  	
  (6,435.31

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50531691211

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  131,123

  	
   

  	
  (2,582.80

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50510070031

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  222,311

  	
   

  	
  (5,278.32

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50510070061

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  2,006

  	
   

  	
  (20,880.89

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50510070091

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  139

  	
   

  	
  2,612.50

  	
   

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_PAY_FIXED_GBP

  	
   

  
	
  50510220511

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  234,400

  	
   

  	
  (3,336.67

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50510221861

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  791

  	
   

  	
  (11,174.04

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50510681991

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  285,526

  	
   

  	
  (4,712.04

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50510682021

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  1,749

  	
   

  	
  (15,810.50

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50511444541

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  307,710

  	
   

  	
  (7,455.35

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50511444571

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  2,048

  	
   

  	
  (22,738.45

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50512006551

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  436,980

  	
   

  	
  (7,229.37

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50512006581

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  2,877

  	
   

  	
  (21,827.37

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50512187021

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  732,349

  	
   

  	
  (9,512.53

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50512187051

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  5,417

  	
   

  	
  (33,192.22

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50512789161

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  882,319

  	
   

  	
  (30,562.51

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50512789191

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  7,495

  	
   

  	
  (31,927.93

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50512819061

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  648,504

  	
   

  	
  (22,651.61

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50512819121

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  5,509

  	
   

  	
  (23,467.01

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50512219921

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  222,566

  	
   

  	
  (1,853.44

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50512219951

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  746

  	
   

  	
  (7,110.85

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50512159731

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  221,779

  	
   

  	
  (2,602.61

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50512159801

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  697

  	
   

  	
  (11,266.02

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50512159831

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  94

  	
   

  	
  5,082.17

  	
   

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_PAY_FIXED_GBP

  	
   

  
	
  50513211391

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  255,230

  	
   

  	
  (1,483.55

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50513211421

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  827

  	
   

  	
  (6,605.23

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50513552531

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  391,976

  	
   

  	
  (2,580.12

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50513552601

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  1,192

  	
   

  	
  (9,905.50

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50506306051

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  318,803

  	
   

  	
  (4,763.96

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50506306111

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  769

  	
   

  	
  (16,524.15

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50512447621

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  227,956

  	
   

  	
  (3,280.45

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50512447651

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  493

  	
   

  	
  (10,278.09

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50503608521

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  721,751

  	
   

  	
  (9,646.83

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50503608551

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  6,892

  	
   

  	
  (40,931.48

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  801306771

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  585,713

  	
   

  	
  (8,221.68

  	
  )

  	
  —

  	
   

  	
  INFINITY_FLOOR_ROW_PAY_FIXED_GBP

  	
   

  
	
  50509447561

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  242,445

  	
   

  	
  (6,567.84

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50509447591

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  754

  	
   

  	
  (25,432.57

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50509447631

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  103

  	
   

  	
  5,463.60

  	
   

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_PAY_FIXED_GBP

  	
   

  
	
  50510381121

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  844,722

  	
   

  	
  (29,200.46

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50510381151

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  2,888

  	
   

  	
  (107,448.24

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50510381181

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  590

  	
   

  	
  31,758.84

  	
   

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_PAY_FIXED_GBP

  	
   

  
	
  50505141491

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  382,748

  	
   

  	
  (9,732.70

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50505141551

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  744

  	
   

  	
  (22,181.55

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50505733891

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  256,268

  	
   

  	
  (7,772.08

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50505733921

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  794

  	
   

  	
  (14,736.85

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50506115441

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  246,024

  	
   

  	
  (10,603.18

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50506115511

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  455

  	
   

  	
  12,470.83

  	
   

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_PAY_FIXED_GBP

  	
   

  
	
  50506115531

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  2,184

  	
   

  	
  (34,902.74

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50509898941

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  249,040

  	
   

  	
  (8,625.93

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50509898971

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  2,002

  	
   

  	
  (28,040.59

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50509899001

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  154

  	
   

  	
  3,424.33

  	
   

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_PAY_FIXED_GBP

  	
   

  
	
  50510411261

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  920,677

  	
   

  	
  (46,788.17

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50510411291

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  3,147

  	
   

  	
  (153,821.03

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50510411321

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  643

  	
   

  	
  46,030.09

  	
   

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_PAY_FIXED_GBP

  	
   

  
	
  50510832401

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  446,328

  	
   

  	
  (15,747.21

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50510832431

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  1,478

  	
   

  	
  (61,589.61

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50512558191

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  1,194,768

  	
   

  	
  (36,844.25

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  50512558221

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  14,676

  	
   

  	
  (84,140.26

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_GBP

  	
   

  
	
  801421291

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6M-1Y

  	
   

  	
  7,500,000

  	
   

  	
  (12,608.76

  	
  )

  	
  —

  	
   

  	
  INFINITY_FRA_ROW_PAY_FIXED_GBP

  	
   

  
	
  801423611

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6M-1Y

  	
   

  	
  17,000,000

  	
   

  	
  (29,175.89

  	
  )

  	
  —

  	
   

  	
  INFINITY_FRA_ROW_PAY_FIXED_GBP

  	
   

  
	
  801423621

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6M-1Y

  	
   

  	
  36,000,000

  	
   

  	
  (61,982.36

  	
  )

  	
  —

  	
   

  	
  INFINITY_FRA_ROW_PAY_FIXED_GBP

  	
   

  
	
  800770021

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6M_LESS

  	
   

  	
  8,000,000

  	
   

  	
  12,416.91

  	
   

  	
  11,472.24

  	
   

  	
  INFINITY_SWAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800389361

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6M_LESS

  	
   

  	
  4,000,000

  	
   

  	
  7,993.41

  	
   

  	
  6,165.76

  	
   

  	
  INFINITY_SWAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800391851

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6M_LESS

  	
   

  	
  4,000,000

  	
   

  	
  8,033.91

  	
   

  	
  5,435.61

  	
   

  	
  INFINITY_SWAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800770031

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6M_LESS

  	
   

  	
  8,000,000

  	
   

  	
  14,153.74

  	
   

  	
  8,173.91

  	
   

  	
  INFINITY_SWAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800131811

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6M_LESS

  	
   

  	
  1,944,801

  	
   

  	
  (7,267.72

  	
  )

  	
  (3,813.94

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800389371

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6M_LESS

  	
   

  	
  4,000,000

  	
   

  	
  8,770.62

  	
   

  	
  3,758.91

  	
   

  	
  INFINITY_SWAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800391861

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6M_LESS

  	
   

  	
  4,000,000

  	
   

  	
  8,161.32

  	
   

  	
  2,712.33

  	
   

  	
  INFINITY_SWAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800710591

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6M_LESS

  	
   

  	
  38,000,000

  	
   

  	
  83,563.62

  	
   

  	
  21,311.23

  	
   

  	
  INFINITY_SWAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800090821

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6M_LESS

  	
   

  	
  27,731

  	
   

  	
  (265.96

  	
  )

  	
  (26.59

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800389401

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6M_LESS

  	
   

  	
  4,000,000

  	
   

  	
  9,014.15

  	
   

  	
  901.23

  	
   

  	
  INFINITY_SWAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800391871

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6M_LESS

  	
   

  	
  4,000,000

  	
   

  	
  8,541.28

  	
   

  	
  96.02

  	
   

  	
  INFINITY_SWAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800153631

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6M_LESS

  	
   

  	
  1,344,235

  	
   

  	
  (6,164.75

  	
  )

  	
  (6,051.32

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800090911

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6M_LESS

  	
   

  	
  11,271

  	
   

  	
  (178.22

  	
  )

  	
  (111.54

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800300571

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6M_LESS

  	
   

  	
  5,302,879

  	
   

  	
  (33,993.71

  	
  )

  	
  (14,691.15

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800710671

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6M_LESS

  	
   

  	
  38,000,000

  	
   

  	
  168,954.89

  	
   

  	
  67,541.09

  	
   

  	
  INFINITY_SWAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800389411

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6M_LESS

  	
   

  	
  4,000,000

  	
   

  	
  17,127.73

  	
   

  	
  6,395.89

  	
   

  	
  INFINITY_SWAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800438841

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6M_LESS

  	
   

  	
  3,124,705

  	
   

  	
  (9,454.51

  	
  )

  	
  (3,182.07

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  



 


	
  FULL_REF

  	
   

  	
  OBO_MTM

  	
   

  	
  POSITIVE

  	
   

  	
  NEGATIVE

  	
   

  	
  FCE_NAB

  	
   

  	
  CR_EQUIV_NAB

  	
   

  
	
  50507168931

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (52,498.41

  	
  )

  	
  25

  	
   

  	
  25

  	
   

  
	
  50507168961

  	
   

  	
  CASPAR_FLOOR_PAY_FIXED

  	
   

  	
  16,240.00

  	
   

  	
  —

  	
   

  	
  4

  	
   

  	
  16,244

  	
   

  
	
  50508383691

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (5,807.37

  	
  )

  	
  4,264

  	
   

  	
  4,264

  	
   

  
	
  50508383721

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (22,499.80

  	
  )

  	
  39

  	
   

  	
  39

  	
   

  
	
  50508383751

  	
   

  	
  CASPAR_FLOOR_PAY_FIXED

  	
   

  	
  3,222.70

  	
   

  	
  —

  	
   

  	
  3

  	
   

  	
  3,225

  	
   

  
	
  50509538101

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (5,260.93

  	
  )

  	
  3,115

  	
   

  	
  3,115

  	
   

  
	
  50509538131

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (13,421.25

  	
  )

  	
  17

  	
   

  	
  17

  	
   

  
	
  50531681091

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (2,582.80

  	
  )

  	
  1,967

  	
   

  	
  1,967

  	
   

  
	
  50531681121

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (6,435.31

  	
  )

  	
  4

  	
   

  	
  4

  	
   

  
	
  50531691151

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (6,435.31

  	
  )

  	
  4

  	
   

  	
  4

  	
   

  
	
  50531691211

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (2,582.80

  	
  )

  	
  1,967

  	
   

  	
  1,967

  	
   

  
	
  50510070031

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (5,278.32

  	
  )

  	
  3,335

  	
   

  	
  3,335

  	
   

  
	
  50510070061

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (20,880.89

  	
  )

  	
  30

  	
   

  	
  30

  	
   

  
	
  50510070091

  	
   

  	
  CASPAR_FLOOR_PAY_FIXED

  	
   

  	
  2,612.50

  	
   

  	
  —

  	
   

  	
  2

  	
   

  	
  2,615

  	
   

  
	
  50510220511

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (3,336.67

  	
  )

  	
  3,516

  	
   

  	
  3,516

  	
   

  
	
  50510221861

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (11,174.04

  	
  )

  	
  12

  	
   

  	
  12

  	
   

  
	
  50510681991

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (4,712.04

  	
  )

  	
  4,283

  	
   

  	
  4,283

  	
   

  
	
  50510682021

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (15,810.50

  	
  )

  	
  26

  	
   

  	
  26

  	
   

  
	
  50511444541

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (7,455.35

  	
  )

  	
  4,616

  	
   

  	
  4,616

  	
   

  
	
  50511444571

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (22,738.45

  	
  )

  	
  31

  	
   

  	
  31

  	
   

  
	
  50512006551

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (7,229.37

  	
  )

  	
  6,555

  	
   

  	
  6,555

  	
   

  
	
  50512006581

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (21,827.37

  	
  )

  	
  43

  	
   

  	
  43

  	
   

  
	
  50512187021

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (9,512.53

  	
  )

  	
  10,985

  	
   

  	
  10,985

  	
   

  
	
  50512187051

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (33,192.22

  	
  )

  	
  81

  	
   

  	
  81

  	
   

  
	
  50512789161

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (30,562.51

  	
  )

  	
  13,235

  	
   

  	
  13,235

  	
   

  
	
  50512789191

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (31,927.93

  	
  )

  	
  112

  	
   

  	
  112

  	
   

  
	
  50512819061

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (22,651.61

  	
  )

  	
  9,728

  	
   

  	
  9,728

  	
   

  
	
  50512819121

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (23,467.01

  	
  )

  	
  83

  	
   

  	
  83

  	
   

  
	
  50512219921

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (1,853.44

  	
  )

  	
  3,338

  	
   

  	
  3,338

  	
   

  
	
  50512219951

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (7,110.85

  	
  )

  	
  11

  	
   

  	
  11

  	
   

  
	
  50512159731

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (2,602.61

  	
  )

  	
  3,327

  	
   

  	
  3,327

  	
   

  
	
  50512159801

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (11,266.02

  	
  )

  	
  10

  	
   

  	
  10

  	
   

  
	
  50512159831

  	
   

  	
  CASPAR_FLOOR_PAY_FIXED

  	
   

  	
  5,082.17

  	
   

  	
  —

  	
   

  	
  1

  	
   

  	
  5,084

  	
   

  
	
  50513211391

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (1,483.55

  	
  )

  	
  3,828

  	
   

  	
  3,828

  	
   

  
	
  50513211421

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (6,605.23

  	
  )

  	
  12

  	
   

  	
  12

  	
   

  
	
  50513552531

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (2,580.12

  	
  )

  	
  5,880

  	
   

  	
  5,880

  	
   

  
	
  50513552601

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (9,905.50

  	
  )

  	
  18

  	
   

  	
  18

  	
   

  
	
  50506306051

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (4,763.96

  	
  )

  	
  4,782

  	
   

  	
  4,782

  	
   

  
	
  50506306111

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (16,524.15

  	
  )

  	
  12

  	
   

  	
  12

  	
   

  
	
  50512447621

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (3,280.45

  	
  )

  	
  3,419

  	
   

  	
  3,419

  	
   

  
	
  50512447651

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (10,278.09

  	
  )

  	
  7

  	
   

  	
  7

  	
   

  
	
  50503608521

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (9,646.83

  	
  )

  	
  10,826

  	
   

  	
  10,826

  	
   

  
	
  50503608551

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (40,931.48

  	
  )

  	
  103

  	
   

  	
  103

  	
   

  
	
  801306771

  	
   

  	
  INFINITY_FLOOR_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (8,221.68

  	
  )

  	
  8,786

  	
   

  	
  8,786

  	
   

  
	
  50509447561

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (6,567.84

  	
  )

  	
  3,637

  	
   

  	
  3,637

  	
   

  
	
  50509447591

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (25,432.57

  	
  )

  	
  11

  	
   

  	
  11

  	
   

  
	
  50509447631

  	
   

  	
  CASPAR_FLOOR_PAY_FIXED

  	
   

  	
  5,463.60

  	
   

  	
  —

  	
   

  	
  2

  	
   

  	
  5,465

  	
   

  
	
  50510381121

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (29,200.46

  	
  )

  	
  12,671

  	
   

  	
  12,671

  	
   

  
	
  50510381151

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (107,448.24

  	
  )

  	
  43

  	
   

  	
  43

  	
   

  
	
  50510381181

  	
   

  	
  CASPAR_FLOOR_PAY_FIXED

  	
   

  	
  31,758.84

  	
   

  	
  —

  	
   

  	
  9

  	
   

  	
  31,768

  	
   

  
	
  50505141491

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (9,732.70

  	
  )

  	
  5,741

  	
   

  	
  5,741

  	
   

  
	
  50505141551

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (22,181.55

  	
  )

  	
  11

  	
   

  	
  11

  	
   

  
	
  50505733891

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (7,772.08

  	
  )

  	
  3,844

  	
   

  	
  3,844

  	
   

  
	
  50505733921

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (14,736.85

  	
  )

  	
  12

  	
   

  	
  12

  	
   

  
	
  50506115441

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (10,603.18

  	
  )

  	
  3,690

  	
   

  	
  3,690

  	
   

  
	
  50506115511

  	
   

  	
  CASPAR_FLOOR_PAY_FIXED

  	
   

  	
  12,470.83

  	
   

  	
  —

  	
   

  	
  7

  	
   

  	
  12,478

  	
   

  
	
  50506115531

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (34,902.74

  	
  )

  	
  33

  	
   

  	
  33

  	
   

  
	
  50509898941

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (8,625.93

  	
  )

  	
  3,736

  	
   

  	
  3,736

  	
   

  
	
  50509898971

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (28,040.59

  	
  )

  	
  30

  	
   

  	
  30

  	
   

  
	
  50509899001

  	
   

  	
  CASPAR_FLOOR_PAY_FIXED

  	
   

  	
  3,424.33

  	
   

  	
  —

  	
   

  	
  2

  	
   

  	
  3,427

  	
   

  
	
  50510411261

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (46,788.17

  	
  )

  	
  13,810

  	
   

  	
  13,810

  	
   

  
	
  50510411291

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (153,821.03

  	
  )

  	
  47

  	
   

  	
  47

  	
   

  
	
  50510411321

  	
   

  	
  CASPAR_FLOOR_PAY_FIXED

  	
   

  	
  46,030.09

  	
   

  	
  —

  	
   

  	
  10

  	
   

  	
  46,040

  	
   

  
	
  50510832401

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (15,747.21

  	
  )

  	
  6,695

  	
   

  	
  6,695

  	
   

  
	
  50510832431

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (61,589.61

  	
  )

  	
  22

  	
   

  	
  22

  	
   

  
	
  50512558191

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (36,844.25

  	
  )

  	
  17,922

  	
   

  	
  17,922

  	
   

  
	
  50512558221

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (84,140.26

  	
  )

  	
  220

  	
   

  	
  220

  	
   

  
	
  801421291

  	
   

  	
  INFINITY_FRA_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (12,608.76

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  
	
  801423611

  	
   

  	
  INFINITY_FRA_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (29,175.89

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  
	
  801423621

  	
   

  	
  INFINITY_FRA_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (61,982.36

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  
	
  800770021

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  12,416.91

  	
   

  	
  —

  	
   

  	
  —

  	
   

  	
  12,417

  	
   

  
	
  800389361

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  7,993.41

  	
   

  	
  —

  	
   

  	
  —

  	
   

  	
  7,993

  	
   

  
	
  800391851

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  8,033.91

  	
   

  	
  —

  	
   

  	
  —

  	
   

  	
  8,034

  	
   

  
	
  800770031

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  14,153.74

  	
   

  	
  —

  	
   

  	
  —

  	
   

  	
  14,154

  	
   

  
	
  800131811

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (7,267.72

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  
	
  800389371

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  8,770.62

  	
   

  	
  —

  	
   

  	
  —

  	
   

  	
  8,771

  	
   

  
	
  800391861

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  8,161.32

  	
   

  	
  —

  	
   

  	
  —

  	
   

  	
  8,161

  	
   

  
	
  800710591

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  83,563.62

  	
   

  	
  —

  	
   

  	
  —

  	
   

  	
  83,564

  	
   

  
	
  800090821

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (265.96

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  
	
  800389401

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  9,014.15

  	
   

  	
  —

  	
   

  	
  —

  	
   

  	
  9,014

  	
   

  
	
  800391871

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  8,541.28

  	
   

  	
  —

  	
   

  	
  —

  	
   

  	
  8,541

  	
   

  
	
  800153631

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (6,164.75

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  
	
  800090911

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (178.22

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  
	
  800300571

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (33,993.71

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  
	
  800710671

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  168,954.89

  	
   

  	
  —

  	
   

  	
  —

  	
   

  	
  168,955

  	
   

  
	
  800389411

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  17,127.73

  	
   

  	
  —

  	
   

  	
  —

  	
   

  	
  17,128

  	
   

  
	
  800438841

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (9,454.51

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  



 


9





















 


	
  FULL_REF

  	
   

  	
  trans_id

  	
   

  	
  trade_id

  	
   

  	
  trade_date

  	
   

  	
  maturity_date

  	
   

  	
  start_date

  	
   

  	
  currency

  	
   

  	
  product_type

  	
   

  	
  cparty

  	
   

  	
  principal_current

  	
   

  	
  npv

  	
   

  	
  acc_int

  	
   

  
	
  800391881

  	
   

  	
  80037640

  	
   

  	
  80039188

  	
   

  	
  31-Jan-01

  	
   

  	
  07-Apr-05

  	
   

  	
  08-Apr-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  4,000,000

  	
   

  	
  16,910.22

  	
   

  	
  5,639.45

  	
   

  
	
  801026011

  	
   

  	
  80098162

  	
   

  	
  80102601

  	
   

  	
  13-Mar-03

  	
   

  	
  13-Apr-05

  	
   

  	
  13-Mar-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  50,000,000

  	
   

  	
  (344,530.21

  	
  )

  	
  (147,260.28

  	
  )

  
	
  800090921

  	
   

  	
  80008502

  	
   

  	
  80009092

  	
   

  	
  12-May-95

  	
   

  	
  12-May-05

  	
   

  	
  12-May-95

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  4,469

  	
   

  	
  (63.81

  	
  )

  	
  (12.11

  	
  )

  
	
  800090931

  	
   

  	
  80008503

  	
   

  	
  80009093

  	
   

  	
  11-May-95

  	
   

  	
  16-May-05

  	
   

  	
  15-May-95

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  44,143

  	
   

  	
  (599.85

  	
  )

  	
  (101.25

  	
  )

  
	
  800510321

  	
   

  	
  80049340

  	
   

  	
  80051032

  	
   

  	
  30-May-01

  	
   

  	
  31-May-05

  	
   

  	
  30-May-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  241,593

  	
   

  	
  (1,670.45

  	
  )

  	
  (74.71

  	
  )

  
	
  800203601

  	
   

  	
  80019187

  	
   

  	
  80020360

  	
   

  	
  30-May-00

  	
   

  	
  16-Jun-05

  	
   

  	
  16-Jun-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  14,334,755

  	
   

  	
  (175,991.71

  	
  )

  	
  (52,521.66

  	
  )

  
	
  800222571

  	
   

  	
  80021025

  	
   

  	
  80022257

  	
   

  	
  30-Jun-00

  	
   

  	
  30-Jun-05

  	
   

  	
  30-Jun-00

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  264,377

  	
   

  	
  (3,705.88

  	
  )

  	
  (940.22

  	
  )

  
	
  800569661

  	
   

  	
  80055177

  	
   

  	
  80056966

  	
   

  	
  01-Jul-99

  	
   

  	
  30-Jun-05

  	
   

  	
  30-Jun-00

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  44,569

  	
   

  	
  (484.09

  	
  )

  	
  (186.56

  	
  )

  
	
  800090991

  	
   

  	
  80008508

  	
   

  	
  80009099

  	
   

  	
  03-Jul-95

  	
   

  	
  04-Jul-05

  	
   

  	
  03-Jul-95

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  7,140

  	
   

  	
  (146.55

  	
  )

  	
  (51.93

  	
  )

  
	
  800769941

  	
   

  	
  80074473

  	
   

  	
  80076994

  	
   

  	
  10-Jul-02

  	
   

  	
  11-Jul-05

  	
   

  	
  10-Jul-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  48,000,000

  	
   

  	
  104,414.72

  	
   

  	
  19,163.83

  	
   

  
	
  800091001

  	
   

  	
  80008509

  	
   

  	
  80009100

  	
   

  	
  19-Jul-95

  	
   

  	
  19-Jul-05

  	
   

  	
  19-Jul-95

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  9,315

  	
   

  	
  (175.16

  	
  )

  	
  (47.95

  	
  )

  
	
  800224471

  	
   

  	
  80021208

  	
   

  	
  80022447

  	
   

  	
  05-Jul-00

  	
   

  	
  26-Jul-05

  	
   

  	
  28-Jul-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  2,764,854

  	
   

  	
  (33,819.64

  	
  )

  	
  (5,345.93

  	
  )

  
	
  800091011

  	
   

  	
  80008510

  	
   

  	
  80009101

  	
   

  	
  10-Aug-95

  	
   

  	
  10-Aug-05

  	
   

  	
  15-Jan-96

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  17,788

  	
   

  	
  (311.11

  	
  )

  	
  (47.79

  	
  )

  
	
  800794181

  	
   

  	
  80076815

  	
   

  	
  80079418

  	
   

  	
  21-Aug-02

  	
   

  	
  23-Aug-05

  	
   

  	
  23-Aug-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  24,000,000

  	
   

  	
  (22,942.83

  	
  )

  	
  (1,664.39

  	
  )

  
	
  800091021

  	
   

  	
  80008511

  	
   

  	
  80009102

  	
   

  	
  24-Aug-95

  	
   

  	
  25-Aug-05

  	
   

  	
  25-Aug-95

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  7,580

  	
   

  	
  (140.76

  	
  )

  	
  (10.11

  	
  )

  
	
  800963961

  	
   

  	
  80092459

  	
   

  	
  80096396

  	
   

  	
  25-Oct-02

  	
   

  	
  25-Aug-05

  	
   

  	
  25-Oct-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,000,000

  	
   

  	
  (10,540.58

  	
  )

  	
  (510.25

  	
  )

  
	
  800794761

  	
   

  	
  80076873

  	
   

  	
  80079476

  	
   

  	
  22-Aug-02

  	
   

  	
  30-Aug-05

  	
   

  	
  29-Aug-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  24,000,000

  	
   

  	
  (10,744.20

  	
  )

  	
  (525.21

  	
  )

  
	
  801002841

  	
   

  	
  80096023

  	
   

  	
  80100284

  	
   

  	
  30-Aug-00

  	
   

  	
  30-Aug-05

  	
   

  	
  30-Aug-00

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  306,115

  	
   

  	
  (4,681.78

  	
  )

  	
  (138.95

  	
  )

  
	
  801124121

  	
   

  	
  80107374

  	
   

  	
  80112412

  	
   

  	
  30-Aug-00

  	
   

  	
  30-Aug-05

  	
   

  	
  31-Aug-00

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  272,020

  	
   

  	
  (4,004.90

  	
  )

  	
  (118.11

  	
  )

  
	
  800259781

  	
   

  	
  80024668

  	
   

  	
  80025978

  	
   

  	
  31-Aug-00

  	
   

  	
  01-Sep-05

  	
   

  	
  01-Sep-00

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  124,554

  	
   

  	
  (1,064.19

  	
  )

  	
  (49.09

  	
  )

  
	
  800091051

  	
   

  	
  80008514

  	
   

  	
  80009105

  	
   

  	
  15-Sep-95

  	
   

  	
  15-Sep-05

  	
   

  	
  15-Sep-95

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  15,267

  	
   

  	
  (293.80

  	
  )

  	
  (106.13

  	
  )

  
	
  800454051

  	
   

  	
  80043770

  	
   

  	
  80045405

  	
   

  	
  30-Mar-01

  	
   

  	
  30-Sep-05

  	
   

  	
  30-Mar-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  189,749

  	
   

  	
  (2,200.37

  	
  )

  	
  (58.59

  	
  )

  
	
  800845571

  	
   

  	
  80081692

  	
   

  	
  80084557

  	
   

  	
  30-Sep-02

  	
   

  	
  30-Sep-05

  	
   

  	
  30-Sep-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  24,000,000

  	
   

  	
  (134,293.87

  	
  )

  	
  (29,433.69

  	
  )

  
	
  801195931

  	
   

  	
  80114037

  	
   

  	
  80119593

  	
   

  	
  10-Oct-03

  	
   

  	
  10-Oct-05

  	
   

  	
  10-Oct-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,500,000

  	
   

  	
  (8,895.94

  	
  )

  	
  (1,522.50

  	
  )

  
	
  800293741

  	
   

  	
  80028004

  	
   

  	
  80029374

  	
   

  	
  11-Oct-00

  	
   

  	
  12-Oct-05

  	
   

  	
  12-Oct-00

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  210,720

  	
   

  	
  (3,585.94

  	
  )

  	
  (564.97

  	
  )

  
	
  800863391

  	
   

  	
  80083354

  	
   

  	
  80086339

  	
   

  	
  28-Oct-02

  	
   

  	
  28-Oct-05

  	
   

  	
  28-Oct-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  27,000,000

  	
   

  	
  (101,307.75

  	
  )

  	
  (3,104.07

  	
  )

  
	
  801144361

  	
   

  	
  80109255

  	
   

  	
  80114436

  	
   

  	
  3-Nov-00

  	
   

  	
  03-Nov-05

  	
   

  	
  03-Nov-00

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  210,016

  	
   

  	
  (3,786.54

  	
  )

  	
  (58.26

  	
  )

  
	
  800091071

  	
   

  	
  80008516

  	
   

  	
  80009107

  	
   

  	
  31-Jan-97

  	
   

  	
  07-Nov-05

  	
   

  	
  07-Feb-97

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  51,928

  	
   

  	
  (905.83

  	
  )

  	
  (118.23

  	
  )

  
	
  800286391

  	
   

  	
  80027279

  	
   

  	
  80028639

  	
   

  	
  03-Oct-00

  	
   

  	
  07-Nov-05

  	
   

  	
  07-Nov-00

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  285,000

  	
   

  	
  (5,919.64

  	
  )

  	
  (482.55

  	
  )

  
	
  800091081

  	
   

  	
  80008517

  	
   

  	
  80009108

  	
   

  	
  05-Feb-98

  	
   

  	
  15-Nov-05

  	
   

  	
  05-Feb-98

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  104,716

  	
   

  	
  (2,989.10

  	
  )

  	
  (196.63

  	
  )

  
	
  800091091

  	
   

  	
  80008518

  	
   

  	
  80009109

  	
   

  	
  17-Nov-95

  	
   

  	
  17-Nov-05

  	
   

  	
  17-Nov-95

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  11,013

  	
   

  	
  (219.07

  	
  )

  	
  (20.07

  	
  )

  
	
  800882481

  	
   

  	
  80085077

  	
   

  	
  80088248

  	
   

  	
  21-Nov-02

  	
   

  	
  21-Nov-05

  	
   

  	
  21-Nov-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  27,000,000

  	
   

  	
  (94,682.41

  	
  )

  	
  (5,059.73

  	
  )

  
	
  801204321

  	
   

  	
  80114812

  	
   

  	
  80120432

  	
   

  	
  21-Nov-00

  	
   

  	
  30-Nov-05

  	
   

  	
  01-Dec-00

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  9,459,081

  	
   

  	
  2,851,516.72

  	
   

  	
  2,765,318.86

  	
   

  
	
  801247331

  	
   

  	
  80118635

  	
   

  	
  80124733

  	
   

  	
  12-Jan-04

  	
   

  	
  30-Nov-05

  	
   

  	
  12-Jan-04

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  500,000

  	
   

  	
  18,310.94

  	
   

  	
  20,461.06

  	
   

  
	
  800091111

  	
   

  	
  80008520

  	
   

  	
  80009111

  	
   

  	
  20-Sep-95

  	
   

  	
  01-Dec-05

  	
   

  	
  01-Dec-95

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  6,985

  	
   

  	
  (147.65

  	
  )

  	
  (4.54

  	
  )

  
	
  800091121

  	
   

  	
  80008521

  	
   

  	
  80009112

  	
   

  	
  20-Sep-95

  	
   

  	
  01-Dec-05

  	
   

  	
  01-Dec-95

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  6,985

  	
   

  	
  (147.65

  	
  )

  	
  (4.54

  	
  )

  
	
  800694781

  	
   

  	
  80067172

  	
   

  	
  80069478

  	
   

  	
  07-Dec-00

  	
   

  	
  08-Dec-05

  	
   

  	
  08-Dec-00

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  338,173

  	
   

  	
  (5,260.95

  	
  )

  	
  (1,244.11

  	
  )

  
	
  800351051

  	
   

  	
  80033619

  	
   

  	
  80035105

  	
   

  	
  12-Dec-00

  	
   

  	
  12-Dec-05

  	
   

  	
  12-Dec-00

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  117,778

  	
   

  	
  (2,285.47

  	
  )

  	
  (430.14

  	
  )

  
	
  800352341

  	
   

  	
  80033743

  	
   

  	
  80035234

  	
   

  	
  13-Dec-00

  	
   

  	
  13-Dec-05

  	
   

  	
  13-Dec-00

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  650,256

  	
   

  	
  (10,200.94

  	
  )

  	
  (1,945.78

  	
  )

  
	
  50504237051

  	
   

  	
  0

  	
   

  	
  5050423705

  	
   

  	
  00-Jan-00

  	
   

  	
  14-Dec-05

  	
   

  	
  14-Dec-00

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  72,500

  	
   

  	
  (776.02

  	
  )

  	
  —

  	
   

  
	
  800091131

  	
   

  	
  80008522

  	
   

  	
  80009113

  	
   

  	
  19-Dec-95

  	
   

  	
  20-Dec-05

  	
   

  	
  20-Dec-95

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  18,550

  	
   

  	
  (386.67

  	
  )

  	
  (108.41

  	
  )

  
	
  800359191

  	
   

  	
  80034420

  	
   

  	
  80035919

  	
   

  	
  20-Dec-00

  	
   

  	
  20-Dec-05

  	
   

  	
  20-Dec-00

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  75,290

  	
   

  	
  (1,213.97

  	
  )

  	
  (53.10

  	
  )

  
	
  800906091

  	
   

  	
  80087174

  	
   

  	
  80090609

  	
   

  	
  20-Dec-02

  	
   

  	
  20-Dec-05

  	
   

  	
  20-Dec-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  25,000,000

  	
   

  	
  (138,043.45

  	
  )

  	
  (31,113.02

  	
  )

  
	
  800340751

  	
   

  	
  80032613

  	
   

  	
  80034075

  	
   

  	
  04-Dec-00

  	
   

  	
  22-Dec-05

  	
   

  	
  22-Dec-00

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  253,445

  	
   

  	
  (5,336.18

  	
  )

  	
  (1,707.42

  	
  )

  
	
  800091141

  	
   

  	
  80008523

  	
   

  	
  80009114

  	
   

  	
  23-Jan-95

  	
   

  	
  02-Jan-06

  	
   

  	
  02-Jan-96

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  19,002

  	
   

  	
  (667.32

  	
  )

  	
  (156.83

  	
  )

  
	
  800362311

  	
   

  	
  80034729

  	
   

  	
  80036231

  	
   

  	
  02-Jan-01

  	
   

  	
  30-Jan-06

  	
   

  	
  30-Jan-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  548,199

  	
   

  	
  (10,188.87

  	
  )

  	
  (890.64

  	
  )

  
	
  800929131

  	
   

  	
  80089344

  	
   

  	
  80092913

  	
   

  	
  28-Jan-03

  	
   

  	
  30-Jan-06

  	
   

  	
  28-Jan-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  25,000,000

  	
   

  	
  (233,204.13

  	
  )

  	
  (23,493.15

  	
  )

  
	
  800930981

  	
   

  	
  80089513

  	
   

  	
  80093098

  	
   

  	
  29-Jan-03

  	
   

  	
  30-Jan-06

  	
   

  	
  29-Jan-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  100,000,000

  	
   

  	
  (969,324.22

  	
  )

  	
  (97,260.28

  	
  )

  
	
  801267081

  	
   

  	
  80120229

  	
   

  	
  80126708

  	
   

  	
  03-Feb-04

  	
   

  	
  06-Feb-06

  	
   

  	
  04-Feb-04

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  101,577

  	
   

  	
  (1,465.11

  	
  )

  	
  (105.03

  	
  )

  
	
  801025921

  	
   

  	
  80098153

  	
   

  	
  80102592

  	
   

  	
  29-Jan-03

  	
   

  	
  07-Feb-06

  	
   

  	
  07-Feb-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  75,000,000

  	
   

  	
  (720,752.75

  	
  )

  	
  (54,863.02

  	
  )

  
	
  800091151

  	
   

  	
  80008524

  	
   

  	
  80009115

  	
   

  	
  09-Feb-96

  	
   

  	
  09-Feb-06

  	
   

  	
  09-Feb-96

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  18,513

  	
   

  	
  (404.37

  	
  )

  	
  (42.22

  	
  )

  
	
  800957461

  	
   

  	
  80091898

  	
   

  	
  80095746

  	
   

  	
  26-Feb-03

  	
   

  	
  27-Feb-06

  	
   

  	
  26-Feb-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  50,000,000

  	
   

  	
  (654,073.79

  	
  )

  	
  (18,801.37

  	
  )

  
	
  800356701

  	
   

  	
  80034179

  	
   

  	
  80035670

  	
   

  	
  18-Dec-00

  	
   

  	
  28-Feb-06

  	
   

  	
  19-Dec-00

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  512,405

  	
   

  	
  (11,699.60

  	
  )

  	
  (241.87

  	
  )

  
	
  800955951

  	
   

  	
  80091757

  	
   

  	
  80095595

  	
   

  	
  25-Feb-03

  	
   

  	
  07-Mar-06

  	
   

  	
  07-Mar-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  25,000,000

  	
   

  	
  (331,343.98

  	
  )

  	
  (803.94

  	
  )

  
	
  800438751

  	
   

  	
  80042253

  	
   

  	
  80043875

  	
   

  	
  16-Mar-01

  	
   

  	
  20-Mar-06

  	
   

  	
  20-Mar-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  128,509

  	
   

  	
  (2,347.89

  	
  )

  	
  (325.43

  	
  )

  
	
  800980161

  	
   

  	
  80093884

  	
   

  	
  80098016

  	
   

  	
  17-Mar-03

  	
   

  	
  20-Mar-06

  	
   

  	
  18-Mar-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  25,000,000

  	
   

  	
  (330,857.01

  	
  )

  	
  (56,815.07

  	
  )

  
	
  800982011

  	
   

  	
  80094066

  	
   

  	
  80098201

  	
   

  	
  19-Mar-03

  	
   

  	
  20-Mar-06

  	
   

  	
  19-Mar-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  25,000,000

  	
   

  	
  (258,030.67

  	
  )

  	
  (14,020.55

  	
  )

  
	
  800982031

  	
   

  	
  80094068

  	
   

  	
  80098203

  	
   

  	
  19-Mar-03

  	
   

  	
  20-Mar-06

  	
   

  	
  19-Mar-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  25,000,000

  	
   

  	
  (257,318.43

  	
  )

  	
  (14,020.55

  	
  )

  
	
  800980171

  	
   

  	
  80093885

  	
   

  	
  80098017

  	
   

  	
  17-Mar-03

  	
   

  	
  21-Mar-06

  	
   

  	
  21-Mar-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  25,000,000

  	
   

  	
  (330,710.89

  	
  )

  	
  (56,095.90

  	
  )

  
	
  801363561

  	
   

  	
  80129096

  	
   

  	
  80136356

  	
   

  	
  28-Jun-04

  	
   

  	
  27-Mar-06

  	
   

  	
  28-Jun-04

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  3,500,000

  	
   

  	
  (24,861.49

  	
  )

  	
  (2,494.11

  	
  )

  
	
  800091161

  	
   

  	
  80008525

  	
   

  	
  80009116

  	
   

  	
  08-Mar-96

  	
   

  	
  03-Apr-06

  	
   

  	
  01-Apr-96

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  14,000

  	
   

  	
  (480.95

  	
  )

  	
  (89.56

  	
  )

  
	
  800456771

  	
   

  	
  80044035

  	
   

  	
  80045677

  	
   

  	
  02-Apr-01

  	
   

  	
  03-Apr-06

  	
   

  	
  02-Apr-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  208,866

  	
   

  	
  (2,402.14

  	
  )

  	
  (30.26

  	
  )

  
	
  800458291

  	
   

  	
  80044185

  	
   

  	
  80045829

  	
   

  	
  02-Apr-01

  	
   

  	
  03-Apr-06

  	
   

  	
  02-Apr-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  180,434

  	
   

  	
  (2,601.96

  	
  )

  	
  (34.15

  	
  )

  
	
  800993651

  	
   

  	
  80095175

  	
   

  	
  80099365

  	
   

  	
  28-Mar-03

  	
   

  	
  04-Apr-06

  	
   

  	
  04-Apr-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  25,000,000

  	
   

  	
  (314,958.68

  	
  )

  	
  (43,658.18

  	
  )

  
	
  800461881

  	
   

  	
  80044541

  	
   

  	
  80046188

  	
   

  	
  06-Apr-01

  	
   

  	
  06-Apr-06

  	
   

  	
  06-Apr-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  116,336

  	
   

  	
  (1,445.64

  	
  )

  	
  (6.16

  	
  )

  
	
  800091171

  	
   

  	
  80008526

  	
   

  	
  80009117

  	
   

  	
  09-Apr-96

  	
   

  	
  10-Apr-06

  	
   

  	
  10-Apr-96

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  10,997

  	
   

  	
  (336.52

  	
  )

  	
  (60.18

  	
  )

  
	
  801141461

  	
   

  	
  80109001

  	
   

  	
  80114146

  	
   

  	
  30-Mar-01

  	
   

  	
  24-Apr-06

  	
   

  	
  23-Apr-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  135,668

  	
   

  	
  (1,717.60

  	
  )

  	
  (54.65

  	
  )

  
	
  800566711

  	
   

  	
  80054893

  	
   

  	
  80056671

  	
   

  	
  01-May-01

  	
   

  	
  02-May-06

  	
   

  	
  02-May-01

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  489,392

  	
   

  	
  (11,491.07

  	
  )

  	
  (1,329.68

  	
  )

  
	
  800091181

  	
   

  	
  80008527

  	
   

  	
  80009118

  	
   

  	
  08-May-96

  	
   

  	
  08-May-06

  	
   

  	
  08-May-96

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  13,241

  	
   

  	
  (417.03

  	
  )

  	
  (38.63

  	
  )

  
	
  800551131

  	
   

  	
  80053363

  	
   

  	
  80055113

  	
   

  	
  25-May-01

  	
   

  	
  25-May-06

  	
   

  	
  25-May-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,250,000

  	
   

  	
  (21,152.34

  	
  )

  	
  (490.84

  	
  )

  
	
  800525591

  	
   

  	
  80050858

  	
   

  	
  80052559

  	
   

  	
  13-Jun-01

  	
   

  	
  13-Jun-06

  	
   

  	
  13-Jun-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  492,087

  	
   

  	
  (10,226.35

  	
  )

  	
  (1,333.36

  	
  )

  
	
  800091191

  	
   

  	
  80008528

  	
   

  	
  80009119

  	
   

  	
  18-Jun-96

  	
   

  	
  19-Jun-06

  	
   

  	
  18-Jun-96

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  170,000

  	
   

  	
  (5,461.49

  	
  )

  	
  (1,140.63

  	
  )

  
	
  800551061

  	
   

  	
  80053358

  	
   

  	
  80055106

  	
   

  	
  06-Jul-01

  	
   

  	
  06-Jul-06

  	
   

  	
  06-Jul-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  224,646

  	
   

  	
  (5,465.07

  	
  )

  	
  (19.77

  	
  )

  
	
  801027731

  	
   

  	
  80098321

  	
   

  	
  80102773

  	
   

  	
  06-May-03

  	
   

  	
  12-Jul-06

  	
   

  	
  12-May-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  25,000,000

  	
   

  	
  (387,286.09

  	
  )

  	
  (39,944.12

  	
  )

  
	
  800559571

  	
   

  	
  80054192

  	
   

  	
  80055957

  	
   

  	
  20-Jul-01

  	
   

  	
  20-Jul-06

  	
   

  	
  20-Jul-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  301,419

  	
   

  	
  (6,429.05

  	
  )

  	
  (187.46

  	
  )

  
	
  800566611

  	
   

  	
  80054883

  	
   

  	
  80056661

  	
   

  	
  03-Aug-01

  	
   

  	
  03-Aug-06

  	
   

  	
  03-Aug-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  99,005

  	
   

  	
  (1,148.73

  	
  )

  	
  (103.48

  	
  )

  
	
  801025961

  	
   

  	
  80098157

  	
   

  	
  80102596

  	
   

  	
  29-Jan-03

  	
   

  	
  07-Aug-06

  	
   

  	
  07-Feb-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  25,000,000

  	
   

  	
  (342,223.27

  	
  )

  	
  (19,109.59

  	
  )

  
	
  800091211

  	
   

  	
  80008530

  	
   

  	
  80009121

  	
   

  	
  15-Aug-96

  	
   

  	
  15-Aug-06

  	
   

  	
  15-Aug-96

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  15,085

  	
   

  	
  (499.05

  	
  )

  	
  (30.99

  	
  )

  
	
  800091221

  	
   

  	
  80008531

  	
   

  	
  80009122

  	
   

  	
  22-Aug-96

  	
   

  	
  23-Aug-06

  	
   

  	
  23-Aug-96

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  237,119

  	
   

  	
  (6,936.34

  	
  )

  	
  (281.50

  	
  )

  
	
  801371621

  	
   

  	
  80129775

  	
   

  	
  80137162

  	
   

  	
  07-Jul-04

  	
   

  	
  30-Aug-06

  	
   

  	
  07-Jul-04

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  427,661

  	
   

  	
  (8,248.03

  	
  )

  	
  (107.67

  	
  )

  
	
  800091231

  	
   

  	
  80008532

  	
   

  	
  80009123

  	
   

  	
  12-May-94

  	
   

  	
  01-Sep-06

  	
   

  	
  01-Sep-94

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  69,283

  	
   

  	
  (2,906.13

  	
  )

  	
  (55.54

  	
  )

  
	
  801025971

  	
   

  	
  80098158

  	
   

  	
  80102597

  	
   

  	
  29-Jan-03

  	
   

  	
  07-Sep-06

  	
   

  	
  07-Feb-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  25,000,000

  	
   

  	
  (357,783.11

  	
  )

  	
  (19,109.59

  	
  )

  
	
  801444831

  	
   

  	
  80136625

  	
   

  	
  80144483

  	
   

  	
  18-Oct-04

  	
   

  	
  29-Sep-06

  	
   

  	
  18-Oct-04

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  225,047

  	
   

  	
  (1,537.10

  	
  )

  	
  (16.22

  	
  )

  
	
  800091251

  	
   

  	
  80008534

  	
   

  	
  80009125

  	
   

  	
  03-Jul-96

  	
   

  	
  02-Oct-06

  	
   

  	
  01-Oct-96

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  382,635

  	
   

  	
  (22,521.35

  	
  )

  	
  (2,326.58

  	
  )

  
	
  801338131

  	
   

  	
  80126764

  	
   

  	
  80133813

  	
   

  	
  19-May-04

  	
   

  	
  03-Oct-06

  	
   

  	
  03-Oct-05

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  20,000,000

  	
   

  	
  134,080.85

  	
   

  	
  —

  	
   

  
	
  800677641

  	
   

  	
  80065517

  	
   

  	
  80067764

  	
   

  	
  10-Oct-01

  	
   

  	
  09-Oct-06

  	
   

  	
  10-Oct-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  243,077

  	
   

  	
  45,054.87

  	
   

  	
  44,833.44

  	
   

  
	
  801025981

  	
   

  	
  80098159

  	
   

  	
  80102598

  	
   

  	
  29-Jan-03

  	
   

  	
  09-Oct-06

  	
   

  	
  07-Feb-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  25,000,000

  	
   

  	
  (373,713.79

  	
  )

  	
  (19,109.59

  	
  )

  



 


	
  FULL_REF

  	
   

  	
  pay_rec

  	
   

  	
  ref_index

  	
   

  	
  MATURITY

  	
   

  	
  GBP_NOTIONAL

  	
   

  	
  GBP_NPV

  	
   

  	
  GBP_ACCR

  	
   

  	
  OBO

  	
   

  
	
  800391881

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6M_LESS

  	
   

  	
  4,000,000

  	
   

  	
  16,910.22

  	
   

  	
  5,639.45

  	
   

  	
  INFINITY_SWAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801026011

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6M_LESS

  	
   

  	
  50,000,000

  	
   

  	
  (344,530.21

  	
  )

  	
  (147,260.28

  	
  )

  	
  INFINITY_SWAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800090921

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6M-1Y

  	
   

  	
  4,469

  	
   

  	
  (63.81

  	
  )

  	
  (12.11

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800090931

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6M-1Y

  	
   

  	
  44,143

  	
   

  	
  (599.85

  	
  )

  	
  (101.25

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800510321

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6M-1Y

  	
   

  	
  241,593

  	
   

  	
  (1,670.45

  	
  )

  	
  (74.71

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800203601

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6M-1Y

  	
   

  	
  14,334,755

  	
   

  	
  (175,991.71

  	
  )

  	
  (52,521.66

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800222571

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6M-1Y

  	
   

  	
  264,377

  	
   

  	
  (3,705.88

  	
  )

  	
  (940.22

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800569661

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6M-1Y

  	
   

  	
  30,817

  	
   

  	
  (334.72

  	
  )

  	
  (129.00

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800090991

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6M-1Y

  	
   

  	
  7,140

  	
   

  	
  (146.55

  	
  )

  	
  (51.93

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800769941

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6M-1Y

  	
   

  	
  48,000,000

  	
   

  	
  104,414.72

  	
   

  	
  19,163.83

  	
   

  	
  INFINITY_SWAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800091001

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6M-1Y

  	
   

  	
  9,315

  	
   

  	
  (175.16

  	
  )

  	
  (47.95

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800224471

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6M-1Y

  	
   

  	
  2,764,854

  	
   

  	
  (33,819.64

  	
  )

  	
  (5,345.93

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800091011

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6M-1Y

  	
   

  	
  17,788

  	
   

  	
  (311.11

  	
  )

  	
  (47.79

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800794181

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6M-1Y

  	
   

  	
  24,000,000

  	
   

  	
  (22,942.83

  	
  )

  	
  (1,664.39

  	
  )

  	
  INFINITY_SWAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800091021

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6M-1Y

  	
   

  	
  7,580

  	
   

  	
  (140.76

  	
  )

  	
  (10.11

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800963961

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6M-1Y

  	
   

  	
  691,440

  	
   

  	
  (7,288.18

  	
  )

  	
  (352.81

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800794761

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6M-1Y

  	
   

  	
  24,000,000

  	
   

  	
  (10,744.20

  	
  )

  	
  (525.21

  	
  )

  	
  INFINITY_SWAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801002841

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6M-1Y

  	
   

  	
  306,115

  	
   

  	
  (4,681.78

  	
  )

  	
  (138.95

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801124121

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6M-1Y

  	
   

  	
  272,020

  	
   

  	
  (4,004.90

  	
  )

  	
  (118.11

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800259781

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6M-1Y

  	
   

  	
  124,554

  	
   

  	
  (1,064.19

  	
  )

  	
  (49.09

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800091051

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6M-1Y

  	
   

  	
  15,267

  	
   

  	
  (293.80

  	
  )

  	
  (106.13

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800454051

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6M-1Y

  	
   

  	
  189,749

  	
   

  	
  (2,200.37

  	
  )

  	
  (58.59

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800845571

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6M-1Y

  	
   

  	
  24,000,000

  	
   

  	
  (134,293.87

  	
  )

  	
  (29,433.69

  	
  )

  	
  INFINITY_SWAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801195931

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6M-1Y

  	
   

  	
  1,037,160

  	
   

  	
  (6,151.01

  	
  )

  	
  (1,052.72

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800293741

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6M-1Y

  	
   

  	
  210,720

  	
   

  	
  (3,585.94

  	
  )

  	
  (564.97

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800863391

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6M-1Y

  	
   

  	
  27,000,000

  	
   

  	
  (101,307.75

  	
  )

  	
  (3,104.07

  	
  )

  	
  INFINITY_SWAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801144361

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  210,016

  	
   

  	
  (3,786.54

  	
  )

  	
  (58.26

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800091071

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  51,928

  	
   

  	
  (905.83

  	
  )

  	
  (118.23

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800286391

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  285,000

  	
   

  	
  (5,919.64

  	
  )

  	
  (482.55

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800091081

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  104,716

  	
   

  	
  (2,989.10

  	
  )

  	
  (196.63

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800091091

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  11,013

  	
   

  	
  (219.07

  	
  )

  	
  (20.07

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800882481

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  27,000,000

  	
   

  	
  (94,682.41

  	
  )

  	
  (5,059.73

  	
  )

  	
  INFINITY_SWAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801204321

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  9,459,081

  	
   

  	
  2,851,516.72

  	
   

  	
  2,765,318.86

  	
   

  	
  INFINITY_SWAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801247331

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  500,000

  	
   

  	
  18,310.94

  	
   

  	
  20,461.06

  	
   

  	
  INFINITY_SWAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800091111

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  6,985

  	
   

  	
  (147.65

  	
  )

  	
  (4.54

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800091121

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  6,985

  	
   

  	
  (147.65

  	
  )

  	
  (4.54

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800694781

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  338,173

  	
   

  	
  (5,260.95

  	
  )

  	
  (1,244.11

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800351051

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  117,778

  	
   

  	
  (2,285.47

  	
  )

  	
  (430.14

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800352341

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  650,256

  	
   

  	
  (10,200.94

  	
  )

  	
  (1,945.78

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  50504237051

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  72,500

  	
   

  	
  (776.02

  	
  )

  	
  —

  	
   

  	
  CASPAR_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800091131

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  18,550

  	
   

  	
  (386.67

  	
  )

  	
  (108.41

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800359191

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  75,290

  	
   

  	
  (1,213.97

  	
  )

  	
  (53.10

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800906091

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  25,000,000

  	
   

  	
  (138,043.45

  	
  )

  	
  (31,113.02

  	
  )

  	
  INFINITY_SWAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800340751

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  253,445

  	
   

  	
  (5,336.18

  	
  )

  	
  (1,707.42

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800091141

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  19,002

  	
   

  	
  (667.32

  	
  )

  	
  (156.83

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800362311

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  548,199

  	
   

  	
  (10,188.87

  	
  )

  	
  (890.64

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800929131

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  25,000,000

  	
   

  	
  (233,204.13

  	
  )

  	
  (23,493.15

  	
  )

  	
  INFINITY_SWAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800930981

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  100,000,000

  	
   

  	
  (969,324.22

  	
  )

  	
  (97,260.28

  	
  )

  	
  INFINITY_SWAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801267081

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  101,577

  	
   

  	
  (1,465.11

  	
  )

  	
  (105.03

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801025921

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  75,000,000

  	
   

  	
  (720,752.75

  	
  )

  	
  (54,863.02

  	
  )

  	
  INFINITY_SWAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800091151

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  18,513

  	
   

  	
  (404.37

  	
  )

  	
  (42.22

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800957461

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  50,000,000

  	
   

  	
  (654,073.79

  	
  )

  	
  (18,801.37

  	
  )

  	
  INFINITY_SWAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800356701

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  512,405

  	
   

  	
  (11,699.60

  	
  )

  	
  (241.87

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800955951

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  25,000,000

  	
   

  	
  (331,343.98

  	
  )

  	
  (803.94

  	
  )

  	
  INFINITY_SWAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800438751

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  128,509

  	
   

  	
  (2,347.89

  	
  )

  	
  (325.43

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800980161

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  25,000,000

  	
   

  	
  (330,857.01

  	
  )

  	
  (56,815.07

  	
  )

  	
  INFINITY_SWAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800982011

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  25,000,000

  	
   

  	
  (258,030.67

  	
  )

  	
  (14,020.55

  	
  )

  	
  INFINITY_SWAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800982031

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  25,000,000

  	
   

  	
  (257,318.43

  	
  )

  	
  (14,020.55

  	
  )

  	
  INFINITY_SWAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800980171

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  25,000,000

  	
   

  	
  (330,710.89

  	
  )

  	
  (56,095.90

  	
  )

  	
  INFINITY_SWAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801363561

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  3,500,000

  	
   

  	
  (24,861.49

  	
  )

  	
  (2,494.11

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800091161

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  14,000

  	
   

  	
  (480.95

  	
  )

  	
  (89.56

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800456771

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  208,866

  	
   

  	
  (2,402.14

  	
  )

  	
  (30.26

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800458291

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  180,434

  	
   

  	
  (2,601.96

  	
  )

  	
  (34.15

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800993651

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  25,000,000

  	
   

  	
  (314,958.68

  	
  )

  	
  (43,658.18

  	
  )

  	
  INFINITY_SWAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800461881

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  116,336

  	
   

  	
  (1,445.64

  	
  )

  	
  (6.16

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800091171

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  10,997

  	
   

  	
  (336.52

  	
  )

  	
  (60.18

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801141461

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  135,668

  	
   

  	
  (1,717.60

  	
  )

  	
  (54.65

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800566711

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  338,385

  	
   

  	
  (7,945.38

  	
  )

  	
  (919.39

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800091181

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  13,241

  	
   

  	
  (417.03

  	
  )

  	
  (38.63

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800551131

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  1,250,000

  	
   

  	
  (21,152.34

  	
  )

  	
  (490.84

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800525591

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  492,087

  	
   

  	
  (10,226.35

  	
  )

  	
  (1,333.36

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800091191

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  170,000

  	
   

  	
  (5,461.49

  	
  )

  	
  (1,140.63

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800551061

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  224,646

  	
   

  	
  (5,465.07

  	
  )

  	
  (19.77

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801027731

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  25,000,000

  	
   

  	
  (387,286.09

  	
  )

  	
  (39,944.12

  	
  )

  	
  INFINITY_SWAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800559571

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  301,419

  	
   

  	
  (6,429.05

  	
  )

  	
  (187.46

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800566611

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  99,005

  	
   

  	
  (1,148.73

  	
  )

  	
  (103.48

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801025961

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  25,000,000

  	
   

  	
  (342,223.27

  	
  )

  	
  (19,109.59

  	
  )

  	
  INFINITY_SWAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800091211

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  15,085

  	
   

  	
  (499.05

  	
  )

  	
  (30.99

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800091221

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  237,119

  	
   

  	
  (6,936.34

  	
  )

  	
  (281.50

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801371621

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  427,661

  	
   

  	
  (8,248.03

  	
  )

  	
  (107.67

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800091231

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  69,283

  	
   

  	
  (2,906.13

  	
  )

  	
  (55.54

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801025971

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  25,000,000

  	
   

  	
  (357,783.11

  	
  )

  	
  (19,109.59

  	
  )

  	
  INFINITY_SWAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801444831

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  225,047

  	
   

  	
  (1,537.10

  	
  )

  	
  (16.22

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800091251

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  382,635

  	
   

  	
  (22,521.35

  	
  )

  	
  (2,326.58

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801338131

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  20,000,000

  	
   

  	
  134,080.85

  	
   

  	
  —

  	
   

  	
  INFINITY_SWAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800677641

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  243,077

  	
   

  	
  45,054.87

  	
   

  	
  44,833.44

  	
   

  	
  INFINITY_SWAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801025981

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  25,000,000

  	
   

  	
  (373,713.79

  	
  )

  	
  (19,109.59

  	
  )

  	
  INFINITY_SWAP_ROW_REC_FIXED_GBP

  	
   

  



 


	
  FULL_REF

  	
   

  	
  OBO_MTM

  	
   

  	
  POSITIVE

  	
   

  	
  NEGATIVE

  	
   

  	
  FCE_NAB

  	
   

  	
  CR_EQUIV_NAB

  	
   

  
	
  800391881

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  16,910.22

  	
   

  	
  —

  	
   

  	
  —

  	
   

  	
  16,910

  	
   

  
	
  801026011

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (344,530.21

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  
	
  800090921

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (63.81

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  
	
  800090931

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (599.85

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  
	
  800510321

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (1,670.45

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  
	
  800203601

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (175,991.71

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  
	
  800222571

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (3,705.88

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  
	
  800569661

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (334.72

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  
	
  800090991

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (146.55

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  
	
  800769941

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  104,414.72

  	
   

  	
  —

  	
   

  	
  —

  	
   

  	
  104,415

  	
   

  
	
  800091001

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (175.16

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  
	
  800224471

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (33,819.64

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  
	
  800091011

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (311.11

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  
	
  800794181

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (22,942.83

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  
	
  800091021

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (140.76

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  
	
  800963961

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (7,288.18

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  
	
  800794761

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (10,744.20

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  
	
  801002841

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (4,681.78

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  
	
  801124121

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (4,004.90

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  
	
  800259781

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (1,064.19

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  
	
  800091051

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (293.80

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  
	
  800454051

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (2,200.37

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  
	
  800845571

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (134,293.87

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  
	
  801195931

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (6,151.01

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  
	
  800293741

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (3,585.94

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  
	
  800863391

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (101,307.75

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  
	
  801144361

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (3,786.54

  	
  )

  	
  1,050

  	
   

  	
  1,050

  	
   

  
	
  800091071

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (905.83

  	
  )

  	
  260

  	
   

  	
  260

  	
   

  
	
  800286391

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (5,919.64

  	
  )

  	
  1,425

  	
   

  	
  1,425

  	
   

  
	
  800091081

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (2,989.10

  	
  )

  	
  524

  	
   

  	
  524

  	
   

  
	
  800091091

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (219.07

  	
  )

  	
  55

  	
   

  	
  55

  	
   

  
	
  800882481

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (94,682.41

  	
  )

  	
  135,000

  	
   

  	
  135,000

  	
   

  
	
  801204321

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  2,851,516.72

  	
   

  	
  —

  	
   

  	
  47,295

  	
   

  	
  2,898,812

  	
   

  
	
  801247331

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  18,310.94

  	
   

  	
  —

  	
   

  	
  2,500

  	
   

  	
  20,811

  	
   

  
	
  800091111

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (147.65

  	
  )

  	
  35

  	
   

  	
  35

  	
   

  
	
  800091121

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (147.65

  	
  )

  	
  35

  	
   

  	
  35

  	
   

  
	
  800694781

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (5,260.95

  	
  )

  	
  1,691

  	
   

  	
  1,691

  	
   

  
	
  800351051

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (2,285.47

  	
  )

  	
  589

  	
   

  	
  589

  	
   

  
	
  800352341

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (10,200.94

  	
  )

  	
  3,251

  	
   

  	
  3,251

  	
   

  
	
  50504237051

  	
   

  	
  CASPAR_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (776.02

  	
  )

  	
  363

  	
   

  	
  363

  	
   

  
	
  800091131

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (386.67

  	
  )

  	
  93

  	
   

  	
  93

  	
   

  
	
  800359191

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (1,213.97

  	
  )

  	
  376

  	
   

  	
  376

  	
   

  
	
  800906091

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (138,043.45

  	
  )

  	
  125,000

  	
   

  	
  125,000

  	
   

  
	
  800340751

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (5,336.18

  	
  )

  	
  1,267

  	
   

  	
  1,267

  	
   

  
	
  800091141

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (667.32

  	
  )

  	
  95

  	
   

  	
  95

  	
   

  
	
  800362311

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (10,188.87

  	
  )

  	
  2,741

  	
   

  	
  2,741

  	
   

  
	
  800929131

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (233,204.13

  	
  )

  	
  125,000

  	
   

  	
  125,000

  	
   

  
	
  800930981

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (969,324.22

  	
  )

  	
  500,000

  	
   

  	
  500,000

  	
   

  
	
  801267081

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (1,465.11

  	
  )

  	
  508

  	
   

  	
  508

  	
   

  
	
  801025921

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (720,752.75

  	
  )

  	
  375,000

  	
   

  	
  375,000

  	
   

  
	
  800091151

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (404.37

  	
  )

  	
  93

  	
   

  	
  93

  	
   

  
	
  800957461

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (654,073.79

  	
  )

  	
  250,000

  	
   

  	
  250,000

  	
   

  
	
  800356701

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (11,699.60

  	
  )

  	
  2,562

  	
   

  	
  2,562

  	
   

  
	
  800955951

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (331,343.98

  	
  )

  	
  125,000

  	
   

  	
  125,000

  	
   

  
	
  800438751

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (2,347.89

  	
  )

  	
  643

  	
   

  	
  643

  	
   

  
	
  800980161

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (330,857.01

  	
  )

  	
  125,000

  	
   

  	
  125,000

  	
   

  
	
  800982011

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (258,030.67

  	
  )

  	
  125,000

  	
   

  	
  125,000

  	
   

  
	
  800982031

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (257,318.43

  	
  )

  	
  125,000

  	
   

  	
  125,000

  	
   

  
	
  800980171

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (330,710.89

  	
  )

  	
  125,000

  	
   

  	
  125,000

  	
   

  
	
  801363561

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (24,861.49

  	
  )

  	
  17,500

  	
   

  	
  17,500

  	
   

  
	
  800091161

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (480.95

  	
  )

  	
  70

  	
   

  	
  70

  	
   

  
	
  800456771

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (2,402.14

  	
  )

  	
  1,044

  	
   

  	
  1,044

  	
   

  
	
  800458291

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (2,601.96

  	
  )

  	
  902

  	
   

  	
  902

  	
   

  
	
  800993651

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (314,958.68

  	
  )

  	
  125,000

  	
   

  	
  125,000

  	
   

  
	
  800461881

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (1,445.64

  	
  )

  	
  582

  	
   

  	
  582

  	
   

  
	
  800091171

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (336.52

  	
  )

  	
  55

  	
   

  	
  55

  	
   

  
	
  801141461

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (1,717.60

  	
  )

  	
  678

  	
   

  	
  678

  	
   

  
	
  800566711

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (7,945.38

  	
  )

  	
  1,692

  	
   

  	
  1,692

  	
   

  
	
  800091181

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (417.03

  	
  )

  	
  66

  	
   

  	
  66

  	
   

  
	
  800551131

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (21,152.34

  	
  )

  	
  6,250

  	
   

  	
  6,250

  	
   

  
	
  800525591

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (10,226.35

  	
  )

  	
  2,460

  	
   

  	
  2,460

  	
   

  
	
  800091191

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (5,461.49

  	
  )

  	
  850

  	
   

  	
  850

  	
   

  
	
  800551061

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (5,465.07

  	
  )

  	
  1,123

  	
   

  	
  1,123

  	
   

  
	
  801027731

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (387,286.09

  	
  )

  	
  125,000

  	
   

  	
  125,000

  	
   

  
	
  800559571

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (6,429.05

  	
  )

  	
  1,507

  	
   

  	
  1,507

  	
   

  
	
  800566611

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (1,148.73

  	
  )

  	
  495

  	
   

  	
  495

  	
   

  
	
  801025961

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (342,223.27

  	
  )

  	
  125,000

  	
   

  	
  125,000

  	
   

  
	
  800091211

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (499.05

  	
  )

  	
  75

  	
   

  	
  75

  	
   

  
	
  800091221

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (6,936.34

  	
  )

  	
  1,186

  	
   

  	
  1,186

  	
   

  
	
  801371621

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (8,248.03

  	
  )

  	
  2,138

  	
   

  	
  2,138

  	
   

  
	
  800091231

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (2,906.13

  	
  )

  	
  346

  	
   

  	
  346

  	
   

  
	
  801025971

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (357,783.11

  	
  )

  	
  125,000

  	
   

  	
  125,000

  	
   

  
	
  801444831

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (1,537.10

  	
  )

  	
  1,125

  	
   

  	
  1,125

  	
   

  
	
  800091251

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (22,521.35

  	
  )

  	
  1,913

  	
   

  	
  1,913

  	
   

  
	
  801338131

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  134,080.85

  	
   

  	
  —

  	
   

  	
  100,000

  	
   

  	
  234,081

  	
   

  
	
  800677641

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  45,054.87

  	
   

  	
  —

  	
   

  	
  1,215

  	
   

  	
  46,270

  	
   

  
	
  801025981

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (373,713.79

  	
  )

  	
  125,000

  	
   

  	
  125,000

  	
   

  



 


10





















 


	
  FULL_REF

  	
   

  	
  trans_id

  	
   

  	
  trade_id

  	
   

  	
  trade_date

  	
   

  	
  maturity_date

  	
   

  	
  start_date

  	
   

  	
  currency

  	
   

  	
  product_type

  	
   

  	
  cparty

  	
   

  	
  principal_current

  	
   

  	
  npv

  	
   

  	
  acc_int

  	
   

  
	
  801322901

  	
   

  	
  80125341

  	
   

  	
  80132290

  	
   

  	
  10-Oct-01

  	
   

  	
  09-Oct-06

  	
   

  	
  10-Oct-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  4,761,849

  	
   

  	
  1,055,011.95

  	
   

  	
  997,321.40

  	
   

  
	
  800091271

  	
   

  	
  80008536

  	
   

  	
  80009127

  	
   

  	
  17-Oct-96

  	
   

  	
  30-Oct-06

  	
   

  	
  30-Oct-96

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  34,543

  	
   

  	
  (1,157.98

  	
  )

  	
  (109.87

  	
  )

  
	
  801338141

  	
   

  	
  80126765

  	
   

  	
  80133814

  	
   

  	
  19-May-04

  	
   

  	
  10-Nov-06

  	
   

  	
  10-Oct-05

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  20,000,000

  	
   

  	
  145,706.29

  	
   

  	
  —

  	
   

  
	
  800091331

  	
   

  	
  80008542

  	
   

  	
  80009133

  	
   

  	
  21-Nov-96

  	
   

  	
  22-Nov-06

  	
   

  	
  22-Nov-96

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  467,550

  	
   

  	
  (25,714.19

  	
  )

  	
  (601.03

  	
  )

  
	
  800329351

  	
   

  	
  80031492

  	
   

  	
  80032935

  	
   

  	
  21-Nov-00

  	
   

  	
  22-Nov-06

  	
   

  	
  22-Nov-00

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  231,558

  	
   

  	
  (5,052.38

  	
  )

  	
  (192.10

  	
  )

  
	
  800091341

  	
   

  	
  80008543

  	
   

  	
  80009134

  	
   

  	
  29-May-96

  	
   

  	
  04-Dec-06

  	
   

  	
  02-Dec-96

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  260,000

  	
   

  	
  (18,909.94

  	
  )

  	
  (159.84

  	
  )

  
	
  800091361

  	
   

  	
  80008545

  	
   

  	
  80009136

  	
   

  	
  20-Jun-96

  	
   

  	
  04-Dec-06

  	
   

  	
  02-Dec-96

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  88,898

  	
   

  	
  (3,660.06

  	
  )

  	
  (52.90

  	
  )

  
	
  801051631

  	
   

  	
  80100544

  	
   

  	
  80105163

  	
   

  	
  28-May-03

  	
   

  	
  10-Dec-06

  	
   

  	
  10-Jun-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  25,000,000

  	
   

  	
  (540,514.69

  	
  )

  	
  (70,636.13

  	
  )

  
	
  801338191

  	
   

  	
  80126770

  	
   

  	
  80133819

  	
   

  	
  19-May-04

  	
   

  	
  17-Dec-06

  	
   

  	
  17-Oct-05

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  20,000,000

  	
   

  	
  155,571.15

  	
   

  	
  —

  	
   

  
	
  801084591

  	
   

  	
  80103641

  	
   

  	
  80108459

  	
   

  	
  27-Jun-03

  	
   

  	
  27-Dec-06

  	
   

  	
  27-Jun-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  24,000,000

  	
   

  	
  (498,385.35

  	
  )

  	
  (52,727.67

  	
  )

  
	
  800667101

  	
   

  	
  80064536

  	
   

  	
  80066710

  	
   

  	
  11-Jan-02

  	
   

  	
  15-Jan-07

  	
   

  	
  14-Jan-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  308,383

  	
   

  	
  (6,697.17

  	
  )

  	
  (204.52

  	
  )

  
	
  800091411

  	
   

  	
  80008550

  	
   

  	
  80009141

  	
   

  	
  29-Jan-97

  	
   

  	
  05-Feb-07

  	
   

  	
  03-Feb-97

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  17,987

  	
   

  	
  (844.64

  	
  )

  	
  (182.79

  	
  )

  
	
  801116271

  	
   

  	
  80106638

  	
   

  	
  80111627

  	
   

  	
  31-Jul-03

  	
   

  	
  06-Feb-07

  	
   

  	
  06-Aug-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  24,000,000

  	
   

  	
  (363,521.58

  	
  )

  	
  (16,273.98

  	
  )

  
	
  800091421

  	
   

  	
  80008551

  	
   

  	
  80009142

  	
   

  	
  31-Jan-97

  	
   

  	
  07-Feb-07

  	
   

  	
  07-Feb-97

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  158,081

  	
   

  	
  (5,628.48

  	
  )

  	
  (361.20

  	
  )

  
	
  800091441

  	
   

  	
  80008553

  	
   

  	
  80009144

  	
   

  	
  19-Feb-97

  	
   

  	
  20-Feb-07

  	
   

  	
  20-Feb-97

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  25,143

  	
   

  	
  (850.48

  	
  )

  	
  (29.34

  	
  )

  
	
  800504311

  	
   

  	
  80048739

  	
   

  	
  80050431

  	
   

  	
  23-May-01

  	
   

  	
  23-Feb-07

  	
   

  	
  23-May-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  137,795

  	
   

  	
  (1,143.36

  	
  )

  	
  (33.91

  	
  )

  
	
  801407591

  	
   

  	
  80133131

  	
   

  	
  80140759

  	
   

  	
  28-Aug-03

  	
   

  	
  28-Feb-07

  	
   

  	
  28-Aug-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  24,000,000

  	
   

  	
  (141,424.19

  	
  )

  	
  (2,063.84

  	
  )

  
	
  800091451

  	
   

  	
  80008554

  	
   

  	
  80009145

  	
   

  	
  03-Mar-97

  	
   

  	
  05-Mar-07

  	
   

  	
  04-Mar-97

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  40,250

  	
   

  	
  (1,398.16

  	
  )

  	
  (6.09

  	
  )

  
	
  801001881

  	
   

  	
  80095927

  	
   

  	
  80100188

  	
   

  	
  02-Apr-03

  	
   

  	
  03-Apr-07

  	
   

  	
  03-Apr-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  228,407

  	
   

  	
  1,181.25

  	
   

  	
  10.17

  	
   

  
	
  50516158001

  	
   

  	
  0

  	
   

  	
  5051615800

  	
   

  	
  00-Jan-00

  	
   

  	
  31-May-07

  	
   

  	
  31-May-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  500,000

  	
   

  	
  (9,228.34

  	
  )

  	
  —

  	
   

  
	
  800091481

  	
   

  	
  80008557

  	
   

  	
  80009148

  	
   

  	
  02-Jun-97

  	
   

  	
  04-Jun-07

  	
   

  	
  02-Jun-97

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  184,556

  	
   

  	
  (6,899.48

  	
  )

  	
  (81.61

  	
  )

  
	
  800091511

  	
   

  	
  80008560

  	
   

  	
  80009151

  	
   

  	
  24-Jun-97

  	
   

  	
  25-Jun-07

  	
   

  	
  24-Jun-97

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  315,414

  	
   

  	
  (15,972.03

  	
  )

  	
  (1,717.50

  	
  )

  
	
  800091521

  	
   

  	
  80008561

  	
   

  	
  80009152

  	
   

  	
  09-Jul-97

  	
   

  	
  09-Jul-07

  	
   

  	
  09-Jul-97

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  155,000

  	
   

  	
  (11,037.25

  	
  )

  	
  (653.62

  	
  )

  
	
  800091531

  	
   

  	
  80008562

  	
   

  	
  80009153

  	
   

  	
  28-Jul-97

  	
   

  	
  30-Jul-07

  	
   

  	
  28-Jul-97

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  55,753

  	
   

  	
  (2,297.74

  	
  )

  	
  (167.37

  	
  )

  
	
  801394161

  	
   

  	
  80131890

  	
   

  	
  80139416

  	
   

  	
  10-Aug-04

  	
   

  	
  10-Aug-07

  	
   

  	
  10-Aug-04

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  500,000

  	
   

  	
  (14,581.05

  	
  )

  	
  (409.45

  	
  )

  
	
  800091551

  	
   

  	
  80008564

  	
   

  	
  80009155

  	
   

  	
  21-May-97

  	
   

  	
  15-Aug-07

  	
   

  	
  15-Aug-97

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  64,015

  	
   

  	
  (2,635.85

  	
  )

  	
  (108.11

  	
  )

  
	
  800793821

  	
   

  	
  80076779

  	
   

  	
  80079382

  	
   

  	
  21-Aug-02

  	
   

  	
  21-Aug-07

  	
   

  	
  21-Aug-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  545,693

  	
   

  	
  (9,574.18

  	
  )

  	
  (162.36

  	
  )

  
	
  800091561

  	
   

  	
  80008565

  	
   

  	
  80009156

  	
   

  	
  13-Feb-97

  	
   

  	
  03-Sep-07

  	
   

  	
  01-Sep-97

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  166,102

  	
   

  	
  (6,944.53

  	
  )

  	
  (87.60

  	
  )

  
	
  800091571

  	
   

  	
  80008566

  	
   

  	
  80009157

  	
   

  	
  15-Jul-97

  	
   

  	
  03-Sep-07

  	
   

  	
  01-Sep-97

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,420,000

  	
   

  	
  (90,094.26

  	
  )

  	
  (702.61

  	
  )

  
	
  800664481

  	
   

  	
  80064276

  	
   

  	
  80066448

  	
   

  	
  08-Jan-02

  	
   

  	
  03-Sep-07

  	
   

  	
  02-Sep-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  241,175

  	
   

  	
  (8,068.59

  	
  )

  	
  (50.40

  	
  )

  
	
  801429671

  	
   

  	
  80135199

  	
   

  	
  80142967

  	
   

  	
  27-Sep-04

  	
   

  	
  17-Sep-07

  	
   

  	
  18-Apr-06

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  20,000,000

  	
   

  	
  84,745.90

  	
   

  	
  —

  	
   

  
	
  801461381

  	
   

  	
  80138163

  	
   

  	
  80146138

  	
   

  	
  05-Nov-04

  	
   

  	
  05-Oct-07

  	
   

  	
  05-Apr-06

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  20,000,000

  	
   

  	
  47,625.33

  	
   

  	
  —

  	
   

  
	
  801378271

  	
   

  	
  80130398

  	
   

  	
  80137827

  	
   

  	
  11-Oct-02

  	
   

  	
  15-Oct-07

  	
   

  	
  14-Oct-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  3,177,308

  	
   

  	
  355,823.00

  	
   

  	
  362,304.08

  	
   

  
	
  801473911

  	
   

  	
  80139340

  	
   

  	
  80147391

  	
   

  	
  23-Nov-04

  	
   

  	
  23-Nov-07

  	
   

  	
  23-Nov-04

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  20,000,000

  	
   

  	
  20,666.34

  	
   

  	
  (82.19

  	
  )

  
	
  800091591

  	
   

  	
  80008568

  	
   

  	
  80009159

  	
   

  	
  16-Sep-97

  	
   

  	
  03-Dec-07

  	
   

  	
  01-Dec-97

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  3,600,000

  	
   

  	
  (214,269.36

  	
  )

  	
  (1,546.52

  	
  )

  
	
  800680201

  	
   

  	
  80065761

  	
   

  	
  80068020

  	
   

  	
  01-Aug-00

  	
   

  	
  18-Dec-07

  	
   

  	
  18-Dec-97

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  70,077

  	
   

  	
  (2,771.66

  	
  )

  	
  (329.89

  	
  )

  
	
  800091611

  	
   

  	
  80008570

  	
   

  	
  80009161

  	
   

  	
  02-Oct-97

  	
   

  	
  02-Jan-08

  	
   

  	
  02-Jan-98

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  47,051

  	
   

  	
  (1,866.37

  	
  )

  	
  (183.02

  	
  )

  
	
  800362161

  	
   

  	
  80034714

  	
   

  	
  80036216

  	
   

  	
  04-Oct-00

  	
   

  	
  02-Jan-08

  	
   

  	
  02-Jan-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,005,275

  	
   

  	
  (49,982.93

  	
  )

  	
  (357.63

  	
  )

  
	
  800926561

  	
   

  	
  80089113

  	
   

  	
  80092656

  	
   

  	
  17-Jan-03

  	
   

  	
  17-Jan-08

  	
   

  	
  17-Jan-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  96,581

  	
   

  	
  (1,121.26

  	
  )

  	
  (21.01

  	
  )

  
	
  800091621

  	
   

  	
  80008571

  	
   

  	
  80009162

  	
   

  	
  05-Dec-97

  	
   

  	
  30-Jan-08

  	
   

  	
  30-Jan-98

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  879,835

  	
   

  	
  (55,720.33

  	
  )

  	
  (2,017.60

  	
  )

  
	
  800938161

  	
   

  	
  80090180

  	
   

  	
  80093816

  	
   

  	
  06-Feb-03

  	
   

  	
  06-Feb-08

  	
   

  	
  06-Feb-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  169,067

  	
   

  	
  (2,493.33

  	
  )

  	
  (5.15

  	
  )

  
	
  800091631

  	
   

  	
  80008572

  	
   

  	
  80009163

  	
   

  	
  17-Feb-98

  	
   

  	
  18-Feb-08

  	
   

  	
  17-Feb-98

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  125,823

  	
   

  	
  (4,146.70

  	
  )

  	
  (132.30

  	
  )

  
	
  801198611

  	
   

  	
  80114280

  	
   

  	
  80119861

  	
   

  	
  04-Mar-03

  	
   

  	
  04-Mar-08

  	
   

  	
  06-Oct-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  651,629

  	
   

  	
  5,845.57

  	
   

  	
  13.35

  	
   

  
	
  800994431

  	
   

  	
  80095246

  	
   

  	
  80099443

  	
   

  	
  28-Mar-03

  	
   

  	
  28-Mar-08

  	
   

  	
  28-Mar-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,695,000

  	
   

  	
  11,290.86

  	
   

  	
  1,100.41

  	
   

  
	
  801004681

  	
   

  	
  80096194

  	
   

  	
  80100468

  	
   

  	
  04-Apr-03

  	
   

  	
  08-Apr-08

  	
   

  	
  08-Apr-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  427,083

  	
   

  	
  (10,739.35

  	
  )

  	
  (663.04

  	
  )

  
	
  801017041

  	
   

  	
  80097331

  	
   

  	
  80101704

  	
   

  	
  23-Apr-03

  	
   

  	
  24-Apr-08

  	
   

  	
  24-Apr-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  466,625

  	
   

  	
  (2,724.77

  	
  )

  	
  (29.31

  	
  )

  
	
  800091661

  	
   

  	
  80008575

  	
   

  	
  80009166

  	
   

  	
  24-Sep-97

  	
   

  	
  30-Apr-08

  	
   

  	
  30-Apr-98

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  150,000

  	
   

  	
  (11,452.72

  	
  )

  	
  (373.56

  	
  )

  
	
  801080431

  	
   

  	
  80103244

  	
   

  	
  80108043

  	
   

  	
  25-Jun-03

  	
   

  	
  25-Jun-08

  	
   

  	
  25-Jun-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  200,921

  	
   

  	
  383.77

  	
   

  	
  7.69

  	
   

  
	
  801084051

  	
   

  	
  80103591

  	
   

  	
  80108405

  	
   

  	
  27-Jun-03

  	
   

  	
  30-Jun-08

  	
   

  	
  30-Jun-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  386,321

  	
   

  	
  (4,299.17

  	
  )

  	
  (27.84

  	
  )

  
	
  801087821

  	
   

  	
  80103942

  	
   

  	
  80108782

  	
   

  	
  02-Jul-03

  	
   

  	
  02-Jul-08

  	
   

  	
  02-Jul-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  619,890

  	
   

  	
  5,358.83

  	
   

  	
  613.37

  	
   

  
	
  801114611

  	
   

  	
  80106496

  	
   

  	
  80111461

  	
   

  	
  30-Jul-03

  	
   

  	
  30-Jul-08

  	
   

  	
  30-Jul-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  194,990

  	
   

  	
  (25.21

  	
  )

  	
  1.55

  	
   

  
	
  800091681

  	
   

  	
  80008577

  	
   

  	
  80009168

  	
   

  	
  27-Feb-98

  	
   

  	
  04-Aug-08

  	
   

  	
  03-Aug-98

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  93,861

  	
   

  	
  (3,408.39

  	
  )

  	
  (157.51

  	
  )

  
	
  801129491

  	
   

  	
  80107875

  	
   

  	
  80112949

  	
   

  	
  13-Aug-03

  	
   

  	
  13-Aug-08

  	
   

  	
  13-Aug-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  96,602

  	
   

  	
  (772.55

  	
  )

  	
  (12.33

  	
  )

  
	
  800091691

  	
   

  	
  80008578

  	
   

  	
  80009169

  	
   

  	
  25-Jun-98

  	
   

  	
  01-Sep-08

  	
   

  	
  01-Sep-98

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  113,461

  	
   

  	
  (4,439.43

  	
  )

  	
  (42.00

  	
  )

  
	
  800663411

  	
   

  	
  80064171

  	
   

  	
  80066341

  	
   

  	
  04-Jan-02

  	
   

  	
  08-Sep-08

  	
   

  	
  07-Jan-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  302,386

  	
   

  	
  (5,500.29

  	
  )

  	
  (7.59

  	
  )

  
	
  801156371

  	
   

  	
  80110348

  	
   

  	
  80115637

  	
   

  	
  16-Sep-03

  	
   

  	
  16-Sep-08

  	
   

  	
  16-Sep-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  400,000

  	
   

  	
  (2,590.95

  	
  )

  	
  (32.97

  	
  )

  
	
  801168221

  	
   

  	
  80111458

  	
   

  	
  80116822

  	
   

  	
  30-Sep-03

  	
   

  	
  01-Oct-08

  	
   

  	
  01-Oct-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  391,307

  	
   

  	
  (4,039.02

  	
  )

  	
  (148.53

  	
  )

  
	
  801168231

  	
   

  	
  80111459

  	
   

  	
  80116823

  	
   

  	
  30-Sep-03

  	
   

  	
  01-Oct-08

  	
   

  	
  01-Oct-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  195,653

  	
   

  	
  (2,019.51

  	
  )

  	
  (74.27

  	
  )

  
	
  800091701

  	
   

  	
  80008579

  	
   

  	
  80009170

  	
   

  	
  28-Oct-93

  	
   

  	
  28-Oct-08

  	
   

  	
  28-Oct-93

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  177,405

  	
   

  	
  (10,221.36

  	
  )

  	
  (528.58

  	
  )

  
	
  800091721

  	
   

  	
  80008581

  	
   

  	
  80009172

  	
   

  	
  26-Jun-97

  	
   

  	
  01-Dec-08

  	
   

  	
  01-Dec-98

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  15,200,000

  	
   

  	
  (143,089.10

  	
  )

  	
  (1,340.94

  	
  )

  
	
  800091731

  	
   

  	
  80008582

  	
   

  	
  80009173

  	
   

  	
  06-May-99

  	
   

  	
  01-Dec-08

  	
   

  	
  01-Dec-98

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  15,200,000

  	
   

  	
  (693,105.07

  	
  )

  	
  (3,891.62

  	
  )

  
	
  801253001

  	
   

  	
  80119156

  	
   

  	
  80125300

  	
   

  	
  19-Jan-04

  	
   

  	
  19-Jan-09

  	
   

  	
  19-Jan-04

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  187,760

  	
   

  	
  (3,192.29

  	
  )

  	
  (49.72

  	
  )

  
	
  800091771

  	
   

  	
  80008586

  	
   

  	
  80009177

  	
   

  	
  23-Feb-99

  	
   

  	
  23-Feb-09

  	
   

  	
  23-Feb-99

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,000,000

  	
   

  	
  (14,929.54

  	
  )

  	
  (135.11

  	
  )

  
	
  800091781

  	
   

  	
  80008587

  	
   

  	
  80009178

  	
   

  	
  04-Mar-94

  	
   

  	
  04-Mar-09

  	
   

  	
  04-Mar-94

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  68,643

  	
   

  	
  (4,575.66

  	
  )

  	
  (11.13

  	
  )

  
	
  800091801

  	
   

  	
  80008588

  	
   

  	
  80009180

  	
   

  	
  04-Mar-94

  	
   

  	
  09-Mar-09

  	
   

  	
  07-Mar-94

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  41,372

  	
   

  	
  (2,885.12

  	
  )

  	
  (3.50

  	
  )

  
	
  800091811

  	
   

  	
  80008589

  	
   

  	
  80009181

  	
   

  	
  10-Mar-99

  	
   

  	
  10-Mar-09

  	
   

  	
  10-Mar-99

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  50,773

  	
   

  	
  (1,225.13

  	
  )

  	
  (111.57

  	
  )

  
	
  800091821

  	
   

  	
  80008590

  	
   

  	
  80009182

  	
   

  	
  11-Mar-94

  	
   

  	
  16-Mar-09

  	
   

  	
  14-Mar-94

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  76,758

  	
   

  	
  (5,768.38

  	
  )

  	
  (545.20

  	
  )

  
	
  800091831

  	
   

  	
  80008591

  	
   

  	
  80009183

  	
   

  	
  22-Mar-94

  	
   

  	
  23-Mar-09

  	
   

  	
  08-Apr-94

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  46,666

  	
   

  	
  (3,538.47

  	
  )

  	
  (301.74

  	
  )

  
	
  800302991

  	
   

  	
  80028891

  	
   

  	
  80030299

  	
   

  	
  23-Oct-00

  	
   

  	
  24-Apr-09

  	
   

  	
  24-Oct-00

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  274,338

  	
   

  	
  (11,638.71

  	
  )

  	
  (572.96

  	
  )

  
	
  801324621

  	
   

  	
  80125504

  	
   

  	
  80132462

  	
   

  	
  28-Apr-04

  	
   

  	
  28-Apr-09

  	
   

  	
  28-Apr-04

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  390,739

  	
   

  	
  (9,249.18

  	
  )

  	
  (61.12

  	
  )

  
	
  800091861

  	
   

  	
  80008594

  	
   

  	
  80009186

  	
   

  	
  29-Apr-94

  	
   

  	
  29-Apr-09

  	
   

  	
  29-Apr-94

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  89,661

  	
   

  	
  (8,446.63

  	
  )

  	
  (383.46

  	
  )

  
	
  801326061

  	
   

  	
  80125638

  	
   

  	
  80132606

  	
   

  	
  30-Apr-04

  	
   

  	
  30-Apr-09

  	
   

  	
  30-Apr-04

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  191,682

  	
   

  	
  (5,724.95

  	
  )

  	
  (36.92

  	
  )

  
	
  800091871

  	
   

  	
  80008595

  	
   

  	
  80009187

  	
   

  	
  26-May-94

  	
   

  	
  27-May-09

  	
   

  	
  27-May-94

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  94,473

  	
   

  	
  (9,511.19

  	
  )

  	
  (98.51

  	
  )

  
	
  801346791

  	
   

  	
  80127559

  	
   

  	
  80134679

  	
   

  	
  02-Jun-04

  	
   

  	
  02-Jun-09

  	
   

  	
  02-Jun-04

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  392,217

  	
   

  	
  (14,176.31

  	
  )

  	
  (61.33

  	
  )

  
	
  801360101

  	
   

  	
  80128762

  	
   

  	
  80136010

  	
   

  	
  22-Jun-04

  	
   

  	
  22-Jun-09

  	
   

  	
  22-Jun-04

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,500,000

  	
   

  	
  (48,236.56

  	
  )

  	
  (2,737.19

  	
  )

  
	
  801365311

  	
   

  	
  80129263

  	
   

  	
  80136531

  	
   

  	
  30-Jun-04

  	
   

  	
  30-Jun-09

  	
   

  	
  30-Jun-04

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  455,000

  	
   

  	
  (18,883.15

  	
  )

  	
  (102.60

  	
  )

  
	
  801455641

  	
   

  	
  80137632

  	
   

  	
  80145564

  	
   

  	
  29-Oct-04

  	
   

  	
  30-Jun-09

  	
   

  	
  29-Oct-04

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  290,000

  	
   

  	
  (8,824.68

  	
  )

  	
  (237.45

  	
  )

  
	
  800091891

  	
   

  	
  80008597

  	
   

  	
  80009189

  	
   

  	
  02-Jul-99

  	
   

  	
  05-Jul-09

  	
   

  	
  05-Jul-99

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  190,083

  	
   

  	
  (9,604.08

  	
  )

  	
  (445.37

  	
  )

  
	
  800091901

  	
   

  	
  80008598

  	
   

  	
  80009190

  	
   

  	
  13-Jul-99

  	
   

  	
  14-Jul-09

  	
   

  	
  14-Jul-99

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  58,051

  	
   

  	
  (2,564.71

  	
  )

  	
  (149.04

  	
  )

  
	
  801402191

  	
   

  	
  80132638

  	
   

  	
  80140219

  	
   

  	
  18-Jun-04

  	
   

  	
  26-Aug-09

  	
   

  	
  18-Jun-04

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  925,720

  	
   

  	
  (36,876.37

  	
  )

  	
  (299.40

  	
  )

  
	
  801412731

  	
   

  	
  80133602

  	
   

  	
  80141273

  	
   

  	
  06-Sep-04

  	
   

  	
  07-Sep-09

  	
   

  	
  06-Sep-04

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  98,298

  	
   

  	
  (3,221.84

  	
  )

  	
  (4.88

  	
  )

  
	
  801432471

  	
   

  	
  80135465

  	
   

  	
  80143247

  	
   

  	
  30-Sep-04

  	
   

  	
  01-Oct-09

  	
   

  	
  01-Oct-04

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  249,354

  	
   

  	
  (8,999.58

  	
  )

  	
  (40.41

  	
  )

  
	
  800570201

  	
   

  	
  80055231

  	
   

  	
  80057020

  	
   

  	
  07-Oct-99

  	
   

  	
  12-Oct-09

  	
   

  	
  11-Oct-99

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  94,437

  	
   

  	
  (7,738.28

  	
  )

  	
  (537.08

  	
  )

  
	
  800119821

  	
   

  	
  80011202

  	
   

  	
  80011982

  	
   

  	
  12-Oct-99

  	
   

  	
  13-Oct-09

  	
   

  	
  13-Oct-99

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  174,596

  	
   

  	
  (15,471.62

  	
  )

  	
  (885.33

  	
  )

  
	
  801442481

  	
   

  	
  80136410

  	
   

  	
  80144248

  	
   

  	
  14-Oct-04

  	
   

  	
  19-Oct-09

  	
   

  	
  18-Oct-04

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  498,504

  	
   

  	
  (11,739.51

  	
  )

  	
  (976.70

  	
  )

  
	
  801457011

  	
   

  	
  80137750

  	
   

  	
  80145701

  	
   

  	
  02-Nov-04

  	
   

  	
  02-Nov-09

  	
   

  	
  02-Nov-04

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  239,254

  	
   

  	
  (6,650.95

  	
  )

  	
  (26.40

  	
  )

  
	
  800335321

  	
   

  	
  80032085

  	
   

  	
  80033532

  	
   

  	
  28-Nov-00

  	
   

  	
  30-Nov-09

  	
   

  	
  28-Nov-00

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  254,387

  	
   

  	
  (10,208.12

  	
  )

  	
  (99.38

  	
  )

  



 


	
  FULL_REF

  	
   

  	
  pay_rec

  	
   

  	
  ref_index

  	
   

  	
  MATURITY

  	
   

  	
  GBP_NOTIONAL

  	
   

  	
  GBP_NPV

  	
   

  	
  GBP_ACCR

  	
   

  	
  OBO

  	
   

  
	
  801322901

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  4,761,849

  	
   

  	
  1,055,011.95

  	
   

  	
  997,321.40

  	
   

  	
  INFINITY_SWAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800091271

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  34,543

  	
   

  	
  (1,157.98

  	
  )

  	
  (109.87

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801338141

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  20,000,000

  	
   

  	
  145,706.29

  	
   

  	
  —

  	
   

  	
  INFINITY_SWAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800091331

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  467,550

  	
   

  	
  (25,714.19

  	
  )

  	
  (601.03

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800329351

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  231,558

  	
   

  	
  (5,052.38

  	
  )

  	
  (192.10

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800091341

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  260,000

  	
   

  	
  (18,909.94

  	
  )

  	
  (159.84

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800091361

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  88,898

  	
   

  	
  (3,660.06

  	
  )

  	
  (52.90

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801051631

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  25,000,000

  	
   

  	
  (540,514.69

  	
  )

  	
  (70,636.13

  	
  )

  	
  INFINITY_SWAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801338191

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  20,000,000

  	
   

  	
  155,571.15

  	
   

  	
  —

  	
   

  	
  INFINITY_SWAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801084591

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  24,000,000

  	
   

  	
  (498,385.35

  	
  )

  	
  (52,727.67

  	
  )

  	
  INFINITY_SWAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800667101

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  308,383

  	
   

  	
  (6,697.17

  	
  )

  	
  (204.52

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800091411

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  17,987

  	
   

  	
  (844.64

  	
  )

  	
  (182.79

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801116271

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  24,000,000

  	
   

  	
  (363,521.58

  	
  )

  	
  (16,273.98

  	
  )

  	
  INFINITY_SWAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800091421

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  158,081

  	
   

  	
  (5,628.48

  	
  )

  	
  (361.20

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800091441

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  25,143

  	
   

  	
  (850.48

  	
  )

  	
  (29.34

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800504311

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  137,795

  	
   

  	
  (1,143.36

  	
  )

  	
  (33.91

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801407591

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  24,000,000

  	
   

  	
  (141,424.19

  	
  )

  	
  (2,063.84

  	
  )

  	
  INFINITY_SWAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800091451

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  40,250

  	
   

  	
  (1,398.16

  	
  )

  	
  (6.09

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801001881

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  228,407

  	
   

  	
  1,181.25

  	
   

  	
  10.17

  	
   

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  50516158001

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  500,000

  	
   

  	
  (9,228.34

  	
  )

  	
  —

  	
   

  	
  CASPAR_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800091481

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  184,556

  	
   

  	
  (6,899.48

  	
  )

  	
  (81.61

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800091511

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  315,414

  	
   

  	
  (15,972.03

  	
  )

  	
  (1,717.50

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800091521

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  155,000

  	
   

  	
  (11,037.25

  	
  )

  	
  (653.62

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800091531

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  55,753

  	
   

  	
  (2,297.74

  	
  )

  	
  (167.37

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801394161

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  500,000

  	
   

  	
  (14,581.05

  	
  )

  	
  (409.45

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800091551

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  64,015

  	
   

  	
  (2,635.85

  	
  )

  	
  (108.11

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800793821

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  545,693

  	
   

  	
  (9,574.18

  	
  )

  	
  (162.36

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800091561

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  166,102

  	
   

  	
  (6,944.53

  	
  )

  	
  (87.60

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800091571

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  1,420,000

  	
   

  	
  (90,094.26

  	
  )

  	
  (702.61

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800664481

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  241,175

  	
   

  	
  (8,068.59

  	
  )

  	
  (50.40

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801429671

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  20,000,000

  	
   

  	
  84,745.90

  	
   

  	
  —

  	
   

  	
  INFINITY_SWAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801461381

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  20,000,000

  	
   

  	
  47,625.33

  	
   

  	
  —

  	
   

  	
  INFINITY_SWAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801378271

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  3,177,308

  	
   

  	
  355,823.00

  	
   

  	
  362,304.08

  	
   

  	
  INFINITY_SWAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801473911

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  20,000,000

  	
   

  	
  20,666.34

  	
   

  	
  (82.19

  	
  )

  	
  INFINITY_SWAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800091591

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  3,600,000

  	
   

  	
  (214,269.36

  	
  )

  	
  (1,546.52

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800680201

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  70,077

  	
   

  	
  (2,771.66

  	
  )

  	
  (329.89

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800091611

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  47,051

  	
   

  	
  (1,866.37

  	
  )

  	
  (183.02

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800362161

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  1,005,275

  	
   

  	
  (49,982.93

  	
  )

  	
  (357.63

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800926561

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  96,581

  	
   

  	
  (1,121.26

  	
  )

  	
  (21.01

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800091621

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  879,835

  	
   

  	
  (55,720.33

  	
  )

  	
  (2,017.60

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800938161

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  169,067

  	
   

  	
  (2,493.33

  	
  )

  	
  (5.15

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800091631

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  125,823

  	
   

  	
  (4,146.70

  	
  )

  	
  (132.30

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801198611

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  651,629

  	
   

  	
  5,845.57

  	
   

  	
  13.35

  	
   

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800994431

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  1,695,000

  	
   

  	
  11,290.86

  	
   

  	
  1,100.41

  	
   

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801004681

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  295,302

  	
   

  	
  (7,425.62

  	
  )

  	
  (458.45

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801017041

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  466,625

  	
   

  	
  (2,724.77

  	
  )

  	
  (29.31

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800091661

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  150,000

  	
   

  	
  (11,452.72

  	
  )

  	
  (373.56

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801080431

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  200,921

  	
   

  	
  383.77

  	
   

  	
  7.69

  	
   

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801084051

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  386,321

  	
   

  	
  (4,299.17

  	
  )

  	
  (27.84

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801087821

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  619,890

  	
   

  	
  5,358.83

  	
   

  	
  613.37

  	
   

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801114611

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  194,990

  	
   

  	
  (25.21

  	
  )

  	
  1.55

  	
   

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800091681

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  93,861

  	
   

  	
  (3,408.39

  	
  )

  	
  (157.51

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801129491

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  96,602

  	
   

  	
  (772.55

  	
  )

  	
  (12.33

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800091691

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  113,461

  	
   

  	
  (4,439.43

  	
  )

  	
  (42.00

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800663411

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  302,386

  	
   

  	
  (5,500.29

  	
  )

  	
  (7.59

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801156371

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  400,000

  	
   

  	
  (2,590.95

  	
  )

  	
  (32.97

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801168221

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  391,307

  	
   

  	
  (4,039.02

  	
  )

  	
  (148.53

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801168231

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  195,653

  	
   

  	
  (2,019.51

  	
  )

  	
  (74.27

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800091701

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  177,405

  	
   

  	
  (10,221.36

  	
  )

  	
  (528.58

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800091721

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  15,200,000

  	
   

  	
  (143,089.10

  	
  )

  	
  (1,340.94

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800091731

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  15,200,000

  	
   

  	
  (693,105.07

  	
  )

  	
  (3,891.62

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801253001

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  187,760

  	
   

  	
  (3,192.29

  	
  )

  	
  (49.72

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800091771

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  1,000,000

  	
   

  	
  (14,929.54

  	
  )

  	
  (135.11

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800091781

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  68,643

  	
   

  	
  (4,575.66

  	
  )

  	
  (11.13

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800091801

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  41,372

  	
   

  	
  (2,885.12

  	
  )

  	
  (3.50

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800091811

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  50,773

  	
   

  	
  (1,225.13

  	
  )

  	
  (111.57

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800091821

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  76,758

  	
   

  	
  (5,768.38

  	
  )

  	
  (545.20

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800091831

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  46,666

  	
   

  	
  (3,538.47

  	
  )

  	
  (301.74

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800302991

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  274,338

  	
   

  	
  (11,638.71

  	
  )

  	
  (572.96

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801324621

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  390,739

  	
   

  	
  (9,249.18

  	
  )

  	
  (61.12

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800091861

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  89,661

  	
   

  	
  (8,446.63

  	
  )

  	
  (383.46

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801326061

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  191,682

  	
   

  	
  (5,724.95

  	
  )

  	
  (36.92

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800091871

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  94,473

  	
   

  	
  (9,511.19

  	
  )

  	
  (98.51

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801346791

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  392,217

  	
   

  	
  (14,176.31

  	
  )

  	
  (61.33

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801360101

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  1,500,000

  	
   

  	
  (48,236.56

  	
  )

  	
  (2,737.19

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801365311

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  455,000

  	
   

  	
  (18,883.15

  	
  )

  	
  (102.60

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801455641

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  290,000

  	
   

  	
  (8,824.68

  	
  )

  	
  (237.45

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800091891

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  190,083

  	
   

  	
  (9,604.08

  	
  )

  	
  (445.37

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800091901

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  58,051

  	
   

  	
  (2,564.71

  	
  )

  	
  (149.04

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801402191

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  925,720

  	
   

  	
  (36,876.37

  	
  )

  	
  (299.40

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801412731

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  98,298

  	
   

  	
  (3,221.84

  	
  )

  	
  (4.88

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801432471

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  249,354

  	
   

  	
  (8,999.58

  	
  )

  	
  (40.41

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800570201

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  65,297

  	
   

  	
  (5,350.56

  	
  )

  	
  (371.36

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800119821

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  174,596

  	
   

  	
  (15,471.62

  	
  )

  	
  (885.33

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801442481

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  344,686

  	
   

  	
  (8,117.17

  	
  )

  	
  (675.33

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801457011

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  5Y-6Y

  	
   

  	
  239,254

  	
   

  	
  (6,650.95

  	
  )

  	
  (26.40

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800335321

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  5Y-6Y

  	
   

  	
  254,387

  	
   

  	
  (10,208.12

  	
  )

  	
  (99.38

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  



 


	
  FULL_REF

  	
   

  	
  OBO_MTM

  	
   

  	
  POSITIVE

  	
   

  	
  NEGATIVE

  	
   

  	
  FCE_NAB

  	
   

  	
  CR_EQUIV_NAB

  	
   

  
	
  801322901

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  1,055,011.95

  	
   

  	
  —

  	
   

  	
  23,809

  	
   

  	
  1,078,821

  	
   

  
	
  800091271

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (1,157.98

  	
  )

  	
  173

  	
   

  	
  173

  	
   

  
	
  801338141

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  145,706.29

  	
   

  	
  —

  	
   

  	
  100,000

  	
   

  	
  245,706

  	
   

  
	
  800091331

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (25,714.19

  	
  )

  	
  2,338

  	
   

  	
  2,338

  	
   

  
	
  800329351

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (5,052.38

  	
  )

  	
  1,158

  	
   

  	
  1,158

  	
   

  
	
  800091341

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (18,909.94

  	
  )

  	
  1,300

  	
   

  	
  1,300

  	
   

  
	
  800091361

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (3,660.06

  	
  )

  	
  444

  	
   

  	
  444

  	
   

  
	
  801051631

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (540,514.69

  	
  )

  	
  125,000

  	
   

  	
  125,000

  	
   

  
	
  801338191

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  155,571.15

  	
   

  	
  —

  	
   

  	
  100,000

  	
   

  	
  255,571

  	
   

  
	
  801084591

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (498,385.35

  	
  )

  	
  120,000

  	
   

  	
  120,000

  	
   

  
	
  800667101

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (6,697.17

  	
  )

  	
  1,542

  	
   

  	
  1,542

  	
   

  
	
  800091411

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (844.64

  	
  )

  	
  90

  	
   

  	
  90

  	
   

  
	
  801116271

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (363,521.58

  	
  )

  	
  120,000

  	
   

  	
  120,000

  	
   

  
	
  800091421

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (5,628.48

  	
  )

  	
  790

  	
   

  	
  790

  	
   

  
	
  800091441

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (850.48

  	
  )

  	
  126

  	
   

  	
  126

  	
   

  
	
  800504311

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (1,143.36

  	
  )

  	
  689

  	
   

  	
  689

  	
   

  
	
  801407591

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (141,424.19

  	
  )

  	
  120,000

  	
   

  	
  120,000

  	
   

  
	
  800091451

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (1,398.16

  	
  )

  	
  201

  	
   

  	
  201

  	
   

  
	
  801001881

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  1,181.25

  	
   

  	
  —

  	
   

  	
  1,142

  	
   

  	
  2,323

  	
   

  
	
  50516158001

  	
   

  	
  CASPAR_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (9,228.34

  	
  )

  	
  2,500

  	
   

  	
  2,500

  	
   

  
	
  800091481

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (6,899.48

  	
  )

  	
  923

  	
   

  	
  923

  	
   

  
	
  800091511

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (15,972.03

  	
  )

  	
  1,577

  	
   

  	
  1,577

  	
   

  
	
  800091521

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (11,037.25

  	
  )

  	
  775

  	
   

  	
  775

  	
   

  
	
  800091531

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (2,297.74

  	
  )

  	
  279

  	
   

  	
  279

  	
   

  
	
  801394161

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (14,581.05

  	
  )

  	
  2,500

  	
   

  	
  2,500

  	
   

  
	
  800091551

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (2,635.85

  	
  )

  	
  320

  	
   

  	
  320

  	
   

  
	
  800793821

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (9,574.18

  	
  )

  	
  2,728

  	
   

  	
  2,728

  	
   

  
	
  800091561

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (6,944.53

  	
  )

  	
  831

  	
   

  	
  831

  	
   

  
	
  800091571

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (90,094.26

  	
  )

  	
  7,100

  	
   

  	
  7,100

  	
   

  
	
  800664481

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (8,068.59

  	
  )

  	
  1,206

  	
   

  	
  1,206

  	
   

  
	
  801429671

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  84,745.90

  	
   

  	
  —

  	
   

  	
  100,000

  	
   

  	
  184,746

  	
   

  
	
  801461381

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  47,625.33

  	
   

  	
  —

  	
   

  	
  100,000

  	
   

  	
  147,625

  	
   

  
	
  801378271

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  355,823.00

  	
   

  	
  —

  	
   

  	
  15,887

  	
   

  	
  371,710

  	
   

  
	
  801473911

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  20,666.34

  	
   

  	
  —

  	
   

  	
  100,000

  	
   

  	
  120,666

  	
   

  
	
  800091591

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (214,269.36

  	
  )

  	
  18,000

  	
   

  	
  18,000

  	
   

  
	
  800680201

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (2,771.66

  	
  )

  	
  350

  	
   

  	
  350

  	
   

  
	
  800091611

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (1,866.37

  	
  )

  	
  235

  	
   

  	
  235

  	
   

  
	
  800362161

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (49,982.93

  	
  )

  	
  5,026

  	
   

  	
  5,026

  	
   

  
	
  800926561

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (1,121.26

  	
  )

  	
  483

  	
   

  	
  483

  	
   

  
	
  800091621

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (55,720.33

  	
  )

  	
  4,399

  	
   

  	
  4,399

  	
   

  
	
  800938161

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (2,493.33

  	
  )

  	
  845

  	
   

  	
  845

  	
   

  
	
  800091631

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (4,146.70

  	
  )

  	
  629

  	
   

  	
  629

  	
   

  
	
  801198611

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  5,845.57

  	
   

  	
  —

  	
   

  	
  3,258

  	
   

  	
  9,104

  	
   

  
	
  800994431

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  11,290.86

  	
   

  	
  —

  	
   

  	
  8,475

  	
   

  	
  19,766

  	
   

  
	
  801004681

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (7,425.62

  	
  )

  	
  1,477

  	
   

  	
  1,477

  	
   

  
	
  801017041

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (2,724.77

  	
  )

  	
  2,333

  	
   

  	
  2,333

  	
   

  
	
  800091661

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (11,452.72

  	
  )

  	
  750

  	
   

  	
  750

  	
   

  
	
  801080431

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  383.77

  	
   

  	
  —

  	
   

  	
  1,005

  	
   

  	
  1,388

  	
   

  
	
  801084051

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (4,299.17

  	
  )

  	
  1,932

  	
   

  	
  1,932

  	
   

  
	
  801087821

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  5,358.83

  	
   

  	
  —

  	
   

  	
  3,099

  	
   

  	
  8,458

  	
   

  
	
  801114611

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (25.21

  	
  )

  	
  975

  	
   

  	
  975

  	
   

  
	
  800091681

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (3,408.39

  	
  )

  	
  469

  	
   

  	
  469

  	
   

  
	
  801129491

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (772.55

  	
  )

  	
  483

  	
   

  	
  483

  	
   

  
	
  800091691

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (4,439.43

  	
  )

  	
  567

  	
   

  	
  567

  	
   

  
	
  800663411

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (5,500.29

  	
  )

  	
  1,512

  	
   

  	
  1,512

  	
   

  
	
  801156371

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (2,590.95

  	
  )

  	
  2,000

  	
   

  	
  2,000

  	
   

  
	
  801168221

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (4,039.02

  	
  )

  	
  1,957

  	
   

  	
  1,957

  	
   

  
	
  801168231

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (2,019.51

  	
  )

  	
  978

  	
   

  	
  978

  	
   

  
	
  800091701

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (10,221.36

  	
  )

  	
  887

  	
   

  	
  887

  	
   

  
	
  800091721

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (143,089.10

  	
  )

  	
  76,000

  	
   

  	
  76,000

  	
   

  
	
  800091731

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (693,105.07

  	
  )

  	
  76,000

  	
   

  	
  76,000

  	
   

  
	
  801253001

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (3,192.29

  	
  )

  	
  939

  	
   

  	
  939

  	
   

  
	
  800091771

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (14,929.54

  	
  )

  	
  5,000

  	
   

  	
  5,000

  	
   

  
	
  800091781

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (4,575.66

  	
  )

  	
  343

  	
   

  	
  343

  	
   

  
	
  800091801

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (2,885.12

  	
  )

  	
  207

  	
   

  	
  207

  	
   

  
	
  800091811

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (1,225.13

  	
  )

  	
  254

  	
   

  	
  254

  	
   

  
	
  800091821

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (5,768.38

  	
  )

  	
  384

  	
   

  	
  384

  	
   

  
	
  800091831

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (3,538.47

  	
  )

  	
  233

  	
   

  	
  233

  	
   

  
	
  800302991

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (11,638.71

  	
  )

  	
  1,372

  	
   

  	
  1,372

  	
   

  
	
  801324621

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (9,249.18

  	
  )

  	
  1,954

  	
   

  	
  1,954

  	
   

  
	
  800091861

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (8,446.63

  	
  )

  	
  448

  	
   

  	
  448

  	
   

  
	
  801326061

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (5,724.95

  	
  )

  	
  958

  	
   

  	
  958

  	
   

  
	
  800091871

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (9,511.19

  	
  )

  	
  472

  	
   

  	
  472

  	
   

  
	
  801346791

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (14,176.31

  	
  )

  	
  1,961

  	
   

  	
  1,961

  	
   

  
	
  801360101

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (48,236.56

  	
  )

  	
  7,500

  	
   

  	
  7,500

  	
   

  
	
  801365311

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (18,883.15

  	
  )

  	
  2,275

  	
   

  	
  2,275

  	
   

  
	
  801455641

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (8,824.68

  	
  )

  	
  1,450

  	
   

  	
  1,450

  	
   

  
	
  800091891

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (9,604.08

  	
  )

  	
  950

  	
   

  	
  950

  	
   

  
	
  800091901

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (2,564.71

  	
  )

  	
  290

  	
   

  	
  290

  	
   

  
	
  801402191

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (36,876.37

  	
  )

  	
  4,629

  	
   

  	
  4,629

  	
   

  
	
  801412731

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (3,221.84

  	
  )

  	
  491

  	
   

  	
  491

  	
   

  
	
  801432471

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (8,999.58

  	
  )

  	
  1,247

  	
   

  	
  1,247

  	
   

  
	
  800570201

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (5,350.56

  	
  )

  	
  326

  	
   

  	
  326

  	
   

  
	
  800119821

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (15,471.62

  	
  )

  	
  873

  	
   

  	
  873

  	
   

  
	
  801442481

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (8,117.17

  	
  )

  	
  1,723

  	
   

  	
  1,723

  	
   

  
	
  801457011

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (6,650.95

  	
  )

  	
  3,589

  	
   

  	
  3,589

  	
   

  
	
  800335321

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (10,208.12

  	
  )

  	
  3,816

  	
   

  	
  3,816

  	
   

  



 


11





















 


	
  FULL_REF

  	
   

  	
  trans_id

  	
   

  	
  trade_id

  	
   

  	
  trade_date

  	
   

  	
  maturity_date

  	
   

  	
  start_date

  	
   

  	
  currency

  	
   

  	
  product_type

  	
   

  	
  cparty

  	
   

  	
  principal_current

  	
   

  	
  npv

  	
   

  	
  acc_int

  	
   

  
	
  800091931

  	
   

  	
  80008601

  	
   

  	
  80009193

  	
   

  	
  20-Sep-95

  	
   

  	
  01-Dec-09

  	
   

  	
  01-Dec-95

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  24,475

  	
   

  	
  (2,380.80

  	
  )

  	
  (17.32

  	
  )

  
	
  800987621

  	
   

  	
  80094602

  	
   

  	
  80098762

  	
   

  	
  10-Nov-99

  	
   

  	
  15-Dec-09

  	
   

  	
  15-Dec-99

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  180,574

  	
   

  	
  (9,927.65

  	
  )

  	
  (789.84

  	
  )

  
	
  800166521

  	
   

  	
  80015636

  	
   

  	
  80016652

  	
   

  	
  11-Jan-00

  	
   

  	
  11-Jan-10

  	
   

  	
  11-Jan-00

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  240,673

  	
   

  	
  (14,126.64

  	
  )

  	
  (796.91

  	
  )

  
	
  800942701

  	
   

  	
  80090590

  	
   

  	
  80094270

  	
   

  	
  11-Feb-03

  	
   

  	
  11-Feb-10

  	
   

  	
  11-Feb-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  250,000

  	
   

  	
  (1,266.55

  	
  )

  	
  (19.53

  	
  )

  
	
  800167381

  	
   

  	
  80015713

  	
   

  	
  80016738

  	
   

  	
  22-Mar-00

  	
   

  	
  22-Mar-10

  	
   

  	
  22-Mar-00

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  220,000

  	
   

  	
  (12,123.74

  	
  )

  	
  (907.34

  	
  )

  
	
  800917601

  	
   

  	
  80088242

  	
   

  	
  80091760

  	
   

  	
  30-Aug-02

  	
   

  	
  22-Mar-10

  	
   

  	
  20-Jun-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  12,500,000

  	
   

  	
  (1,074,481.04

  	
  )

  	
  (44,640.41

  	
  )

  
	
  800205451

  	
   

  	
  80019367

  	
   

  	
  80020545

  	
   

  	
  31-May-00

  	
   

  	
  01-Jun-10

  	
   

  	
  01-Jun-00

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  967,553

  	
   

  	
  (64,073.42

  	
  )

  	
  (304.32

  	
  )

  
	
  800091971

  	
   

  	
  80008605

  	
   

  	
  80009197

  	
   

  	
  11-Aug-95

  	
   

  	
  11-Aug-10

  	
   

  	
  15-Sep-95

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  76,859

  	
   

  	
  (8,756.03

  	
  )

  	
  (212.39

  	
  )

  
	
  800278141

  	
   

  	
  80026475

  	
   

  	
  80027814

  	
   

  	
  20-Sep-00

  	
   

  	
  20-Sep-10

  	
   

  	
  20-Sep-00

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  138,508

  	
   

  	
  (9,664.16

  	
  )

  	
  (644.54

  	
  )

  
	
  800291431

  	
   

  	
  80027775

  	
   

  	
  80029143

  	
   

  	
  25-Sep-00

  	
   

  	
  12-Oct-10

  	
   

  	
  12-Oct-00

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  414,255

  	
   

  	
  (26,078.53

  	
  )

  	
  (1,285.34

  	
  )

  
	
  800608221

  	
   

  	
  80058831

  	
   

  	
  80060822

  	
   

  	
  19-Jun-01

  	
   

  	
  14-Oct-10

  	
   

  	
  19-Jun-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  115,766

  	
   

  	
  (4,683.26

  	
  )

  	
  (78.27

  	
  )

  
	
  800907341

  	
   

  	
  80087287

  	
   

  	
  80090734

  	
   

  	
  25-Oct-00

  	
   

  	
  26-Oct-10

  	
   

  	
  26-Oct-00

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  872,914

  	
   

  	
  (56,586.39

  	
  )

  	
  (1,476.99

  	
  )

  
	
  800347901

  	
   

  	
  80033314

  	
   

  	
  80034790

  	
   

  	
  24-Nov-00

  	
   

  	
  24-Nov-10

  	
   

  	
  24-Nov-00

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,247,757

  	
   

  	
  (76,912.85

  	
  )

  	
  (695.75

  	
  )

  
	
  800347941

  	
   

  	
  80033318

  	
   

  	
  80034794

  	
   

  	
  24-Nov-00

  	
   

  	
  24-Nov-10

  	
   

  	
  24-Nov-00

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  209,692

  	
   

  	
  (14,069.62

  	
  )

  	
  (126.58

  	
  )

  
	
  800551231

  	
   

  	
  80053372

  	
   

  	
  80055123

  	
   

  	
  28-Nov-00

  	
   

  	
  29-Nov-10

  	
   

  	
  28-Nov-00

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  870,159

  	
   

  	
  (44,579.06

  	
  )

  	
  (250.77

  	
  )

  
	
  800333101

  	
   

  	
  80031865

  	
   

  	
  80033310

  	
   

  	
  24-Nov-00

  	
   

  	
  01-Dec-10

  	
   

  	
  01-Dec-00

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  228,281

  	
   

  	
  (19,454.00

  	
  )

  	
  (86.46

  	
  )

  
	
  800360661

  	
   

  	
  80034565

  	
   

  	
  80036066

  	
   

  	
  27-Dec-00

  	
   

  	
  29-Dec-10

  	
   

  	
  28-Dec-00

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  425,587

  	
   

  	
  (26,506.26

  	
  )

  	
  (1,081.38

  	
  )

  
	
  50504538711

  	
   

  	
  0

  	
   

  	
  5050453871

  	
   

  	
  00-Jan-00

  	
   

  	
  04-Jan-11

  	
   

  	
  02-Jan-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  327,244

  	
   

  	
  (15,069.88

  	
  )

  	
  —

  	
   

  
	
  800442141

  	
   

  	
  80042586

  	
   

  	
  80044214

  	
   

  	
  20-Mar-01

  	
   

  	
  21-Feb-11

  	
   

  	
  21-Mar-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  829,455

  	
   

  	
  (18,959.70

  	
  )

  	
  (244.52

  	
  )

  
	
  800419761

  	
   

  	
  80040370

  	
   

  	
  80041976

  	
   

  	
  28-Feb-01

  	
   

  	
  28-Feb-11

  	
   

  	
  28-Feb-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  256,787

  	
   

  	
  (15,122.44

  	
  )

  	
  (84.49

  	
  )

  
	
  800981581

  	
   

  	
  80094023

  	
   

  	
  80098158

  	
   

  	
  19-Mar-03

  	
   

  	
  21-Mar-11

  	
   

  	
  19-Mar-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  637,551

  	
   

  	
  (2,441.50

  	
  )

  	
  (26.13

  	
  )

  
	
  801413411

  	
   

  	
  80133666

  	
   

  	
  80141341

  	
   

  	
  19-Mar-04

  	
   

  	
  21-Mar-11

  	
   

  	
  19-Mar-04

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  270,205

  	
   

  	
  (6,148.98

  	
  )

  	
  (251.48

  	
  )

  
	
  801359881

  	
   

  	
  80128740

  	
   

  	
  80135988

  	
   

  	
  22-Jun-04

  	
   

  	
  22-Mar-11

  	
   

  	
  22-Jun-04

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  300,000

  	
   

  	
  (11,200.09

  	
  )

  	
  (98.46

  	
  )

  
	
  800903071

  	
   

  	
  80086889

  	
   

  	
  80090307

  	
   

  	
  17-Dec-02

  	
   

  	
  31-Mar-11

  	
   

  	
  31-Mar-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  316,545

  	
   

  	
  (4,925.00

  	
  )

  	
  (24.89

  	
  )

  
	
  800476201

  	
   

  	
  80045960

  	
   

  	
  80047620

  	
   

  	
  24-Apr-01

  	
   

  	
  11-Apr-11

  	
   

  	
  26-Apr-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  796,078

  	
   

  	
  (47,364.06

  	
  )

  	
  (1,484.80

  	
  )

  
	
  800092001

  	
   

  	
  80008608

  	
   

  	
  80009200

  	
   

  	
  18-Apr-96

  	
   

  	
  18-Apr-11

  	
   

  	
  18-Apr-96

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  94,174

  	
   

  	
  (12,209.70

  	
  )

  	
  (497.06

  	
  )

  
	
  800456091

  	
   

  	
  80043967

  	
   

  	
  80045609

  	
   

  	
  02-Apr-01

  	
   

  	
  03-May-11

  	
   

  	
  01-May-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,028,241

  	
   

  	
  (41,983.40

  	
  )

  	
  (899.01

  	
  )

  
	
  800490351

  	
   

  	
  80047358

  	
   

  	
  80049035

  	
   

  	
  09-May-01

  	
   

  	
  09-May-11

  	
   

  	
  09-May-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  213,465

  	
   

  	
  (14,147.33

  	
  )

  	
  (247.20

  	
  )

  
	
  800495301

  	
   

  	
  80047851

  	
   

  	
  80049530

  	
   

  	
  15-May-01

  	
   

  	
  16-May-11

  	
   

  	
  15-May-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  363,610

  	
   

  	
  (15,604.42

  	
  )

  	
  (286.40

  	
  )

  
	
  801335151

  	
   

  	
  80126481

  	
   

  	
  80133515

  	
   

  	
  14-May-04

  	
   

  	
  16-May-11

  	
   

  	
  14-May-04

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  588,472

  	
   

  	
  (25,185.15

  	
  )

  	
  (327.25

  	
  )

  
	
  800498801

  	
   

  	
  80048198

  	
   

  	
  80049880

  	
   

  	
  17-May-01

  	
   

  	
  18-May-11

  	
   

  	
  18-May-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  321,531

  	
   

  	
  (19,186.78

  	
  )

  	
  (232.45

  	
  )

  
	
  800641121

  	
   

  	
  80062049

  	
   

  	
  80064112

  	
   

  	
  30-Nov-00

  	
   

  	
  01-Jun-11

  	
   

  	
  01-Jun-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  554,830

  	
   

  	
  (36,417.84

  	
  )

  	
  (154.82

  	
  )

  
	
  800521421

  	
   

  	
  80050443

  	
   

  	
  80052142

  	
   

  	
  08-Jun-01

  	
   

  	
  13-Jun-11

  	
   

  	
  11-Jun-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  684,220

  	
   

  	
  (38,240.26

  	
  )

  	
  (617.49

  	
  )

  
	
  800534651

  	
   

  	
  80051753

  	
   

  	
  80053465

  	
   

  	
  20-Jun-01

  	
   

  	
  22-Jun-11

  	
   

  	
  22-Jun-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  60,059

  	
   

  	
  (2,837.82

  	
  )

  	
  (37.35

  	
  )

  
	
  800551151

  	
   

  	
  80053365

  	
   

  	
  80055115

  	
   

  	
  22-Jun-01

  	
   

  	
  27-Jun-11

  	
   

  	
  25-Jun-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  202,056

  	
   

  	
  (12,073.38

  	
  )

  	
  (107.41

  	
  )

  
	
  800544371

  	
   

  	
  80052708

  	
   

  	
  80054437

  	
   

  	
  29-Jun-01

  	
   

  	
  29-Jun-11

  	
   

  	
  29-Jun-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  743,263

  	
   

  	
  (51,102.77

  	
  )

  	
  (1,943.94

  	
  )

  
	
  800548461

  	
   

  	
  80053116

  	
   

  	
  80054846

  	
   

  	
  03-Jul-01

  	
   

  	
  04-Jul-11

  	
   

  	
  04-Jul-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  237,197

  	
   

  	
  (15,325.25

  	
  )

  	
  (18.41

  	
  )

  
	
  800548751

  	
   

  	
  80053144

  	
   

  	
  80054875

  	
   

  	
  04-Jul-01

  	
   

  	
  04-Jul-11

  	
   

  	
  04-Jul-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  562,725

  	
   

  	
  (27,381.27

  	
  )

  	
  (1,347.21

  	
  )

  
	
  800092011

  	
   

  	
  80008609

  	
   

  	
  80009201

  	
   

  	
  10-Jul-96

  	
   

  	
  11-Jul-11

  	
   

  	
  10-Jul-96

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  96,136

  	
   

  	
  (12,051.87

  	
  )

  	
  (536.78

  	
  )

  
	
  800544531

  	
   

  	
  80052724

  	
   

  	
  80054453

  	
   

  	
  29-Jun-01

  	
   

  	
  18-Jul-11

  	
   

  	
  16-Jul-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  205,252

  	
   

  	
  (11,192.90

  	
  )

  	
  (438.08

  	
  )

  
	
  800556821

  	
   

  	
  80053923

  	
   

  	
  80055682

  	
   

  	
  16-Jul-01

  	
   

  	
  18-Jul-11

  	
   

  	
  16-Jul-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  203,023

  	
   

  	
  (13,793.80

  	
  )

  	
  (180.42

  	
  )

  
	
  801236371

  	
   

  	
  80117606

  	
   

  	
  80123637

  	
   

  	
  18-Dec-03

  	
   

  	
  26-Jul-11

  	
   

  	
  27-Oct-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  141,990

  	
   

  	
  (9,203.13

  	
  )

  	
  (231.89

  	
  )

  
	
  800565681

  	
   

  	
  80054790

  	
   

  	
  80056568

  	
   

  	
  02-Aug-01

  	
   

  	
  02-Aug-11

  	
   

  	
  02-Aug-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  284,275

  	
   

  	
  (17,961.46

  	
  )

  	
  (63.14

  	
  )

  
	
  800578401

  	
   

  	
  80056034

  	
   

  	
  80057840

  	
   

  	
  28-Aug-01

  	
   

  	
  30-Aug-11

  	
   

  	
  30-Aug-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  430,750

  	
   

  	
  (21,501.12

  	
  )

  	
  (100.16

  	
  )

  
	
  800584781

  	
   

  	
  80056645

  	
   

  	
  80058478

  	
   

  	
  06-Sep-01

  	
   

  	
  26-Sep-11

  	
   

  	
  25-Sep-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  73,610

  	
   

  	
  (4,488.38

  	
  )

  	
  (180.23

  	
  )

  
	
  801048691

  	
   

  	
  80100258

  	
   

  	
  80104869

  	
   

  	
  23-May-03

  	
   

  	
  04-Oct-11

  	
   

  	
  04-Jun-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  152,606

  	
   

  	
  (2,077.70

  	
  )

  	
  (3.23

  	
  )

  
	
  800610561

  	
   

  	
  80059063

  	
   

  	
  80061056

  	
   

  	
  12-Oct-01

  	
   

  	
  12-Oct-11

  	
   

  	
  12-Oct-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  348,602

  	
   

  	
  (14,770.74

  	
  )

  	
  (455.59

  	
  )

  
	
  800610571

  	
   

  	
  80059064

  	
   

  	
  80061057

  	
   

  	
  12-Oct-01

  	
   

  	
  12-Oct-11

  	
   

  	
  12-Oct-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  714,635

  	
   

  	
  (30,280.01

  	
  )

  	
  (933.95

  	
  )

  
	
  800879971

  	
   

  	
  80084831

  	
   

  	
  80087997

  	
   

  	
  12-Oct-01

  	
   

  	
  17-Oct-11

  	
   

  	
  17-Oct-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  481,757

  	
   

  	
  (14,340.44

  	
  )

  	
  (530.09

  	
  )

  
	
  800619861

  	
   

  	
  80059975

  	
   

  	
  80061986

  	
   

  	
  26-Oct-01

  	
   

  	
  26-Oct-11

  	
   

  	
  26-Oct-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  208,247

  	
   

  	
  (8,219.64

  	
  )

  	
  (65.99

  	
  )

  
	
  800630751

  	
   

  	
  80061045

  	
   

  	
  80063075

  	
   

  	
  12-Nov-01

  	
   

  	
  14-Nov-11

  	
   

  	
  12-Nov-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  263,347

  	
   

  	
  (9,681.33

  	
  )

  	
  (134.01

  	
  )

  
	
  800633561

  	
   

  	
  80061325

  	
   

  	
  80063356

  	
   

  	
  14-Nov-01

  	
   

  	
  05-Dec-11

  	
   

  	
  03-Dec-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  726,300

  	
   

  	
  (16,902.56

  	
  )

  	
  (63.06

  	
  )

  
	
  800660211

  	
   

  	
  80063861

  	
   

  	
  80066021

  	
   

  	
  21-Dec-01

  	
   

  	
  21-Dec-11

  	
   

  	
  21-Dec-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  351,249

  	
   

  	
  (15,092.81

  	
  )

  	
  (138.38

  	
  )

  
	
  800660421

  	
   

  	
  80063881

  	
   

  	
  80066042

  	
   

  	
  21-Dec-01

  	
   

  	
  21-Dec-11

  	
   

  	
  21-Dec-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  78,806

  	
   

  	
  (2,557.86

  	
  )

  	
  (131.36

  	
  )

  
	
  800673681

  	
   

  	
  80065157

  	
   

  	
  80067368

  	
   

  	
  23-Jan-02

  	
   

  	
  23-Jan-12

  	
   

  	
  23-Jan-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  350,972

  	
   

  	
  (11,098.59

  	
  )

  	
  (95.20

  	
  )

  
	
  800890641

  	
   

  	
  80085816

  	
   

  	
  80089064

  	
   

  	
  03-Dec-02

  	
   

  	
  30-Jan-12

  	
   

  	
  03-Dec-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  219,164

  	
   

  	
  (12,301.94

  	
  )

  	
  (266.50

  	
  )

  
	
  800683801

  	
   

  	
  80066111

  	
   

  	
  80068380

  	
   

  	
  07-Feb-02

  	
   

  	
  07-Feb-12

  	
   

  	
  07-Feb-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  888,900

  	
   

  	
  (31,475.24

  	
  )

  	
  (540.65

  	
  )

  
	
  800684751

  	
   

  	
  80066204

  	
   

  	
  80068475

  	
   

  	
  08-Feb-02

  	
   

  	
  08-Feb-12

  	
   

  	
  08-Feb-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  156,099

  	
   

  	
  (7,163.84

  	
  )

  	
  (119.97

  	
  )

  
	
  800670571

  	
   

  	
  80064870

  	
   

  	
  80067057

  	
   

  	
  17-Jan-02

  	
   

  	
  13-Feb-12

  	
   

  	
  12-Feb-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  465,000

  	
   

  	
  (14,284.76

  	
  )

  	
  (205.37

  	
  )

  
	
  800690511

  	
   

  	
  80066766

  	
   

  	
  80069051

  	
   

  	
  20-Feb-02

  	
   

  	
  20-Feb-12

  	
   

  	
  20-Feb-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  503,777

  	
   

  	
  (22,982.17

  	
  )

  	
  (199.30

  	
  )

  
	
  801447011

  	
   

  	
  80136822

  	
   

  	
  80144701

  	
   

  	
  20-Oct-04

  	
   

  	
  20-Feb-12

  	
   

  	
  20-Oct-04

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  298,010

  	
   

  	
  (8,837.18

  	
  )

  	
  (106.96

  	
  )

  
	
  800697921

  	
   

  	
  80067485

  	
   

  	
  80069792

  	
   

  	
  04-Mar-02

  	
   

  	
  05-Mar-12

  	
   

  	
  04-Mar-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  198,032

  	
   

  	
  (8,141.18

  	
  )

  	
  (12.04

  	
  )

  
	
  801286381

  	
   

  	
  80122008

  	
   

  	
  80128638

  	
   

  	
  04-Mar-04

  	
   

  	
  05-Mar-12

  	
   

  	
  05-Mar-04

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  339,480

  	
   

  	
  (10,664.09

  	
  )

  	
  (11.17

  	
  )

  
	
  800092021

  	
   

  	
  80008610

  	
   

  	
  80009202

  	
   

  	
  11-Dec-97

  	
   

  	
  26-Mar-12

  	
   

  	
  30-Dec-97

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  99,482

  	
   

  	
  (13,569.24

  	
  )

  	
  (683.16

  	
  )

  
	
  800708221

  	
   

  	
  80068488

  	
   

  	
  80070822

  	
   

  	
  25-Mar-02

  	
   

  	
  26-Mar-12

  	
   

  	
  25-Mar-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  249,260

  	
   

  	
  (11,426.36

  	
  )

  	
  (112.08

  	
  )

  
	
  800714361

  	
   

  	
  80069076

  	
   

  	
  80071436

  	
   

  	
  05-Apr-02

  	
   

  	
  26-Mar-12

  	
   

  	
  05-Apr-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  108,636

  	
   

  	
  (6,308.21

  	
  )

  	
  (44.98

  	
  )

  
	
  800788321

  	
   

  	
  80076241

  	
   

  	
  80078832

  	
   

  	
  12-Mar-02

  	
   

  	
  30-Mar-12

  	
   

  	
  14-Jun-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  816,178

  	
   

  	
  (43,788.93

  	
  )

  	
  (1,529.41

  	
  )

  
	
  800759981

  	
   

  	
  80073513

  	
   

  	
  80075998

  	
   

  	
  17-Apr-02

  	
   

  	
  19-Apr-12

  	
   

  	
  19-Apr-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  135,141

  	
   

  	
  (7,628.95

  	
  )

  	
  (79.41

  	
  )

  
	
  800092031

  	
   

  	
  80008611

  	
   

  	
  80009203

  	
   

  	
  28-Apr-97

  	
   

  	
  30-Apr-12

  	
   

  	
  30-Apr-97

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  108,352

  	
   

  	
  (14,347.70

  	
  )

  	
  (402.84

  	
  )

  
	
  50515887761

  	
   

  	
  0

  	
   

  	
  5051588776

  	
   

  	
  00-Jan-00

  	
   

  	
  30-Apr-12

  	
   

  	
  30-Apr-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  423,312

  	
   

  	
  (12,204.14

  	
  )

  	
  —

  	
   

  
	
  800700881

  	
   

  	
  80067779

  	
   

  	
  80070088

  	
   

  	
  08-Mar-02

  	
   

  	
  02-May-12

  	
   

  	
  02-May-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  81,154

  	
   

  	
  (3,823.48

  	
  )

  	
  (16.96

  	
  )

  
	
  800758561

  	
   

  	
  80073371

  	
   

  	
  80075856

  	
   

  	
  25-Apr-02

  	
   

  	
  02-May-12

  	
   

  	
  02-May-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  84,696

  	
   

  	
  (2,833.53

  	
  )

  	
  (12.55

  	
  )

  
	
  800735591

  	
   

  	
  80071123

  	
   

  	
  80073559

  	
   

  	
  10-May-02

  	
   

  	
  14-May-12

  	
   

  	
  13-May-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  360,254

  	
   

  	
  (22,194.41

  	
  )

  	
  (256.53

  	
  )

  
	
  800742481

  	
   

  	
  80071804

  	
   

  	
  80074248

  	
   

  	
  22-May-02

  	
   

  	
  22-May-12

  	
   

  	
  22-May-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  419,913

  	
   

  	
  (23,673.25

  	
  )

  	
  (201.10

  	
  )

  
	
  800765311

  	
   

  	
  80074022

  	
   

  	
  80076531

  	
   

  	
  02-Jul-02

  	
   

  	
  03-Jul-12

  	
   

  	
  03-Jul-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  273,739

  	
   

  	
  (15,994.28

  	
  )

  	
  (516.42

  	
  )

  
	
  801231821

  	
   

  	
  80117197

  	
   

  	
  80123182

  	
   

  	
  12-Dec-03

  	
   

  	
  13-Jul-12

  	
   

  	
  12-Dec-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  92,292

  	
   

  	
  (3,905.02

  	
  )

  	
  (72.31

  	
  )

  
	
  800776821

  	
   

  	
  80075153

  	
   

  	
  80077682

  	
   

  	
  19-Jul-02

  	
   

  	
  23-Jul-12

  	
   

  	
  22-Jul-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  583,571

  	
   

  	
  (29,123.39

  	
  )

  	
  (606.79

  	
  )

  
	
  800776841

  	
   

  	
  80075155

  	
   

  	
  80077684

  	
   

  	
  19-Jul-02

  	
   

  	
  23-Jul-12

  	
   

  	
  22-Jul-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  608,952

  	
   

  	
  (30,859.36

  	
  )

  	
  (633.19

  	
  )

  
	
  800777091

  	
   

  	
  80075180

  	
   

  	
  80077709

  	
   

  	
  19-Jul-02

  	
   

  	
  23-Jul-12

  	
   

  	
  22-Jul-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,021,553

  	
   

  	
  (51,768.75

  	
  )

  	
  (1,062.21

  	
  )

  
	
  800778821

  	
   

  	
  80075351

  	
   

  	
  80077882

  	
   

  	
  24-Jul-02

  	
   

  	
  24-Jul-12

  	
   

  	
  24-Jul-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  291,191

  	
   

  	
  (12,302.01

  	
  )

  	
  (124.39

  	
  )

  
	
  800787801

  	
   

  	
  80076192

  	
   

  	
  80078780

  	
   

  	
  08-Aug-02

  	
   

  	
  08-Aug-12

  	
   

  	
  08-Aug-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  93,523

  	
   

  	
  (5,265.34

  	
  )

  	
  (84.94

  	
  )

  
	
  800870651

  	
   

  	
  80084001

  	
   

  	
  80087065

  	
   

  	
  10-Aug-01

  	
   

  	
  13-Aug-12

  	
   

  	
  13-Aug-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  239,315

  	
   

  	
  (13,221.28

  	
  )

  	
  (134.21

  	
  )

  
	
  800781321

  	
   

  	
  80075590

  	
   

  	
  80078132

  	
   

  	
  29-Jul-02

  	
   

  	
  03-Sep-12

  	
   

  	
  02-Sep-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  207,582

  	
   

  	
  (8,077.98

  	
  )

  	
  (33.78

  	
  )

  
	
  800878971

  	
   

  	
  80084736

  	
   

  	
  80087897

  	
   

  	
  15-Nov-02

  	
   

  	
  15-Nov-12

  	
   

  	
  15-Nov-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  229,883

  	
   

  	
  (5,728.50

  	
  )

  	
  (68.45

  	
  )

  
	
  800639421

  	
   

  	
  80061881

  	
   

  	
  80063942

  	
   

  	
  20-Nov-01

  	
   

  	
  23-Nov-12

  	
   

  	
  23-Nov-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  0

  	
   

  	
  (19,131.87

  	
  )

  	
  —

  	
   

  
	
  800092061

  	
   

  	
  80008614

  	
   

  	
  80009206

  	
   

  	
  01-Sep-97

  	
   

  	
  28-Nov-12

  	
   

  	
  28-Nov-97

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  39,797

  	
   

  	
  (4,963.63

  	
  )

  	
  (29.72

  	
  )

  
	
  800906771

  	
   

  	
  80087231

  	
   

  	
  80090677

  	
   

  	
  04-Dec-02

  	
   

  	
  10-Dec-12

  	
   

  	
  09-Dec-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  102,775

  	
   

  	
  (3,517.01

  	
  )

  	
  (69.61

  	
  )

  



 


	
  FULL_REF

  	
   

  	
  pay_rec

  	
   

  	
  ref_index

  	
   

  	
  MATURITY

  	
   

  	
  GBP_NOTIONAL

  	
   

  	
  GBP_NPV

  	
   

  	
  GBP_ACCR

  	
   

  	
  OBO

  	
   

  
	
  800091931

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  5Y-6Y

  	
   

  	
  24,475

  	
   

  	
  (2,380.80

  	
  )

  	
  (17.32

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800987621

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  5Y-6Y

  	
   

  	
  180,574

  	
   

  	
  (9,927.65

  	
  )

  	
  (789.84

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800166521

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  5Y-6Y

  	
   

  	
  240,673

  	
   

  	
  (14,126.64

  	
  )

  	
  (796.91

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800942701

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  5Y-6Y

  	
   

  	
  250,000

  	
   

  	
  (1,266.55

  	
  )

  	
  (19.53

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800167381

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  5Y-6Y

  	
   

  	
  220,000

  	
   

  	
  (12,123.74

  	
  )

  	
  (907.34

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800917601

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  5Y-6Y

  	
   

  	
  12,500,000

  	
   

  	
  (1,074,481.04

  	
  )

  	
  (44,640.41

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800205451

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  5Y-6Y

  	
   

  	
  967,553

  	
   

  	
  (64,073.42

  	
  )

  	
  (304.32

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800091971

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  5Y-6Y

  	
   

  	
  76,859

  	
   

  	
  (8,756.03

  	
  )

  	
  (212.39

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800278141

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  5Y-6Y

  	
   

  	
  138,508

  	
   

  	
  (9,664.16

  	
  )

  	
  (644.54

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800291431

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  5Y-6Y

  	
   

  	
  414,255

  	
   

  	
  (26,078.53

  	
  )

  	
  (1,285.34

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800608221

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  5Y-6Y

  	
   

  	
  115,766

  	
   

  	
  (4,683.26

  	
  )

  	
  (78.27

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800907341

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  5Y-6Y

  	
   

  	
  872,914

  	
   

  	
  (56,586.39

  	
  )

  	
  (1,476.99

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800347901

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  1,247,757

  	
   

  	
  (76,912.85

  	
  )

  	
  (695.75

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800347941

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  209,692

  	
   

  	
  (14,069.62

  	
  )

  	
  (126.58

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800551231

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  870,159

  	
   

  	
  (44,579.06

  	
  )

  	
  (250.77

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800333101

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  228,281

  	
   

  	
  (19,454.00

  	
  )

  	
  (86.46

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800360661

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  425,587

  	
   

  	
  (26,506.26

  	
  )

  	
  (1,081.38

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  50504538711

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  327,244

  	
   

  	
  (15,069.88

  	
  )

  	
  —

  	
   

  	
  CASPAR_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800442141

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  829,455

  	
   

  	
  (18,959.70

  	
  )

  	
  (244.52

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800419761

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  256,787

  	
   

  	
  (15,122.44

  	
  )

  	
  (84.49

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800981581

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  637,551

  	
   

  	
  (2,441.50

  	
  )

  	
  (26.13

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801413411

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  270,205

  	
   

  	
  (6,148.98

  	
  )

  	
  (251.48

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801359881

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  300,000

  	
   

  	
  (11,200.09

  	
  )

  	
  (98.46

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800903071

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  316,545

  	
   

  	
  (4,925.00

  	
  )

  	
  (24.89

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800476201

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  796,078

  	
   

  	
  (47,364.06

  	
  )

  	
  (1,484.80

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800092001

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  94,174

  	
   

  	
  (12,209.70

  	
  )

  	
  (497.06

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800456091

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  1,028,241

  	
   

  	
  (41,983.40

  	
  )

  	
  (899.01

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800490351

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  213,465

  	
   

  	
  (14,147.33

  	
  )

  	
  (247.20

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800495301

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  363,610

  	
   

  	
  (15,604.42

  	
  )

  	
  (286.40

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801335151

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  588,472

  	
   

  	
  (25,185.15

  	
  )

  	
  (327.25

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800498801

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  321,531

  	
   

  	
  (19,186.78

  	
  )

  	
  (232.45

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800641121

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  554,830

  	
   

  	
  (36,417.84

  	
  )

  	
  (154.82

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800521421

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  684,220

  	
   

  	
  (38,240.26

  	
  )

  	
  (617.49

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800534651

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  60,059

  	
   

  	
  (2,837.82

  	
  )

  	
  (37.35

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800551151

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  202,056

  	
   

  	
  (12,073.38

  	
  )

  	
  (107.41

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800544371

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  743,263

  	
   

  	
  (51,102.77

  	
  )

  	
  (1,943.94

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800548461

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  237,197

  	
   

  	
  (15,325.25

  	
  )

  	
  (18.41

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800548751

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  562,725

  	
   

  	
  (27,381.27

  	
  )

  	
  (1,347.21

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800092011

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  96,136

  	
   

  	
  (12,051.87

  	
  )

  	
  (536.78

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800544531

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  205,252

  	
   

  	
  (11,192.90

  	
  )

  	
  (438.08

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800556821

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  203,023

  	
   

  	
  (13,793.80

  	
  )

  	
  (180.42

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801236371

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  141,990

  	
   

  	
  (9,203.13

  	
  )

  	
  (231.89

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800565681

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  284,275

  	
   

  	
  (17,961.46

  	
  )

  	
  (63.14

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800578401

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  430,750

  	
   

  	
  (21,501.12

  	
  )

  	
  (100.16

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800584781

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  73,610

  	
   

  	
  (4,488.38

  	
  )

  	
  (180.23

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801048691

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  152,606

  	
   

  	
  (2,077.70

  	
  )

  	
  (3.23

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800610561

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  348,602

  	
   

  	
  (14,770.74

  	
  )

  	
  (455.59

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800610571

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  714,635

  	
   

  	
  (30,280.01

  	
  )

  	
  (933.95

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800879971

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  481,757

  	
   

  	
  (14,340.44

  	
  )

  	
  (530.09

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800619861

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  208,247

  	
   

  	
  (8,219.64

  	
  )

  	
  (65.99

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800630751

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  263,347

  	
   

  	
  (9,681.33

  	
  )

  	
  (134.01

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800633561

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  726,300

  	
   

  	
  (16,902.56

  	
  )

  	
  (63.06

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800660211

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  351,249

  	
   

  	
  (15,092.81

  	
  )

  	
  (138.38

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800660421

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  78,806

  	
   

  	
  (2,557.86

  	
  )

  	
  (131.36

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800673681

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  350,972

  	
   

  	
  (11,098.59

  	
  )

  	
  (95.20

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800890641

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  219,164

  	
   

  	
  (12,301.94

  	
  )

  	
  (266.50

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800683801

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  888,900

  	
   

  	
  (31,475.24

  	
  )

  	
  (540.65

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800684751

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  156,099

  	
   

  	
  (7,163.84

  	
  )

  	
  (119.97

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800670571

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  465,000

  	
   

  	
  (14,284.76

  	
  )

  	
  (205.37

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800690511

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  503,777

  	
   

  	
  (22,982.17

  	
  )

  	
  (199.30

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801447011

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  298,010

  	
   

  	
  (8,837.18

  	
  )

  	
  (106.96

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800697921

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  198,032

  	
   

  	
  (8,141.18

  	
  )

  	
  (12.04

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801286381

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  339,480

  	
   

  	
  (10,664.09

  	
  )

  	
  (11.17

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800092021

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  99,482

  	
   

  	
  (13,569.24

  	
  )

  	
  (683.16

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800708221

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  249,260

  	
   

  	
  (11,426.36

  	
  )

  	
  (112.08

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800714361

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  108,636

  	
   

  	
  55,354.30

  	
   

  	
  45,286.34

  	
   

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800788321

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  816,178

  	
   

  	
  (43,788.93

  	
  )

  	
  (1,529.41

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800759981

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  135,141

  	
   

  	
  (7,628.95

  	
  )

  	
  (79.41

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800092031

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  108,352

  	
   

  	
  (14,347.70

  	
  )

  	
  (402.84

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  50515887761

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  423,312

  	
   

  	
  (12,204.14

  	
  )

  	
  —

  	
   

  	
  CASPAR_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800700881

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  81,154

  	
   

  	
  (3,823.48

  	
  )

  	
  (16.96

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800758561

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  84,696

  	
   

  	
  (2,833.53

  	
  )

  	
  (12.55

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800735591

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  360,254

  	
   

  	
  (22,194.41

  	
  )

  	
  (256.53

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800742481

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  419,913

  	
   

  	
  (23,673.25

  	
  )

  	
  (201.10

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800765311

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  273,739

  	
   

  	
  (15,994.28

  	
  )

  	
  (516.42

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801231821

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  92,292

  	
   

  	
  (3,905.02

  	
  )

  	
  (72.31

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800776821

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  583,571

  	
   

  	
  (29,123.39

  	
  )

  	
  (606.79

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800776841

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  608,952

  	
   

  	
  (30,859.36

  	
  )

  	
  (633.19

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800777091

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  1,021,553

  	
   

  	
  (51,768.75

  	
  )

  	
  (1,062.21

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800778821

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  291,191

  	
   

  	
  (12,302.01

  	
  )

  	
  (124.39

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800787801

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  93,523

  	
   

  	
  (5,265.34

  	
  )

  	
  (84.94

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800870651

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  239,315

  	
   

  	
  (13,221.28

  	
  )

  	
  (134.21

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800781321

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  207,582

  	
   

  	
  (8,077.98

  	
  )

  	
  (33.78

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800878971

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  229,883

  	
   

  	
  (5,728.50

  	
  )

  	
  (68.45

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800639421

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  0

  	
   

  	
  (19,131.87

  	
  )

  	
  —

  	
   

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800092061

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  39,797

  	
   

  	
  (4,963.63

  	
  )

  	
  (29.72

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800906771

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  102,775

  	
   

  	
  (3,517.01

  	
  )

  	
  (69.61

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  



 


	
  FULL_REF

  	
   

  	
  OBO_MTM

  	
   

  	
  POSITIVE

  	
   

  	
  NEGATIVE

  	
   

  	
  FCE_NAB

  	
   

  	
  CR_EQUIV_NAB

  	
   

  
	
  800091931

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (2,380.80

  	
  )

  	
  367

  	
   

  	
  367

  	
   

  
	
  800987621

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (9,927.65

  	
  )

  	
  2,709

  	
   

  	
  2,709

  	
   

  
	
  800166521

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (14,126.64

  	
  )

  	
  3,610

  	
   

  	
  3,610

  	
   

  
	
  800942701

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (1,266.55

  	
  )

  	
  3,750

  	
   

  	
  3,750

  	
   

  
	
  800167381

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (12,123.74

  	
  )

  	
  3,300

  	
   

  	
  3,300

  	
   

  
	
  800917601

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (1,074,481.04

  	
  )

  	
  187,500

  	
   

  	
  187,500

  	
   

  
	
  800205451

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (64,073.42

  	
  )

  	
  14,513

  	
   

  	
  14,513

  	
   

  
	
  800091971

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (8,756.03

  	
  )

  	
  1,153

  	
   

  	
  1,153

  	
   

  
	
  800278141

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (9,664.16

  	
  )

  	
  2,078

  	
   

  	
  2,078

  	
   

  
	
  800291431

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (26,078.53

  	
  )

  	
  6,214

  	
   

  	
  6,214

  	
   

  
	
  800608221

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (4,683.26

  	
  )

  	
  1,736

  	
   

  	
  1,736

  	
   

  
	
  800907341

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (56,586.39

  	
  )

  	
  13,094

  	
   

  	
  13,094

  	
   

  
	
  800347901

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (76,912.85

  	
  )

  	
  18,716

  	
   

  	
  18,716

  	
   

  
	
  800347941

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (14,069.62

  	
  )

  	
  3,145

  	
   

  	
  3,145

  	
   

  
	
  800551231

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (44,579.06

  	
  )

  	
  13,052

  	
   

  	
  13,052

  	
   

  
	
  800333101

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (19,454.00

  	
  )

  	
  3,424

  	
   

  	
  3,424

  	
   

  
	
  800360661

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (26,506.26

  	
  )

  	
  6,384

  	
   

  	
  6,384

  	
   

  
	
  50504538711

  	
   

  	
  CASPAR_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (15,069.88

  	
  )

  	
  4,909

  	
   

  	
  4,909

  	
   

  
	
  800442141

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (18,959.70

  	
  )

  	
  12,442

  	
   

  	
  12,442

  	
   

  
	
  800419761

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (15,122.44

  	
  )

  	
  3,852

  	
   

  	
  3,852

  	
   

  
	
  800981581

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (2,441.50

  	
  )

  	
  9,563

  	
   

  	
  9,563

  	
   

  
	
  801413411

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (6,148.98

  	
  )

  	
  4,053

  	
   

  	
  4,053

  	
   

  
	
  801359881

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (11,200.09

  	
  )

  	
  4,500

  	
   

  	
  4,500

  	
   

  
	
  800903071

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (4,925.00

  	
  )

  	
  4,748

  	
   

  	
  4,748

  	
   

  
	
  800476201

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (47,364.06

  	
  )

  	
  11,941

  	
   

  	
  11,941

  	
   

  
	
  800092001

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (12,209.70

  	
  )

  	
  1,413

  	
   

  	
  1,413

  	
   

  
	
  800456091

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (41,983.40

  	
  )

  	
  15,424

  	
   

  	
  15,424

  	
   

  
	
  800490351

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (14,147.33

  	
  )

  	
  3,202

  	
   

  	
  3,202

  	
   

  
	
  800495301

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (15,604.42

  	
  )

  	
  5,454

  	
   

  	
  5,454

  	
   

  
	
  801335151

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (25,185.15

  	
  )

  	
  8,827

  	
   

  	
  8,827

  	
   

  
	
  800498801

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (19,186.78

  	
  )

  	
  4,823

  	
   

  	
  4,823

  	
   

  
	
  800641121

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (36,417.84

  	
  )

  	
  8,322

  	
   

  	
  8,322

  	
   

  
	
  800521421

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (38,240.26

  	
  )

  	
  10,263

  	
   

  	
  10,263

  	
   

  
	
  800534651

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (2,837.82

  	
  )

  	
  901

  	
   

  	
  901

  	
   

  
	
  800551151

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (12,073.38

  	
  )

  	
  3,031

  	
   

  	
  3,031

  	
   

  
	
  800544371

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (51,102.77

  	
  )

  	
  11,149

  	
   

  	
  11,149

  	
   

  
	
  800548461

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (15,325.25

  	
  )

  	
  3,558

  	
   

  	
  3,558

  	
   

  
	
  800548751

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (27,381.27

  	
  )

  	
  8,441

  	
   

  	
  8,441

  	
   

  
	
  800092011

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (12,051.87

  	
  )

  	
  1,442

  	
   

  	
  1,442

  	
   

  
	
  800544531

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (11,192.90

  	
  )

  	
  3,079

  	
   

  	
  3,079

  	
   

  
	
  800556821

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (13,793.80

  	
  )

  	
  3,045

  	
   

  	
  3,045

  	
   

  
	
  801236371

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (9,203.13

  	
  )

  	
  2,130

  	
   

  	
  2,130

  	
   

  
	
  800565681

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (17,961.46

  	
  )

  	
  4,264

  	
   

  	
  4,264

  	
   

  
	
  800578401

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (21,501.12

  	
  )

  	
  6,461

  	
   

  	
  6,461

  	
   

  
	
  800584781

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (4,488.38

  	
  )

  	
  1,104

  	
   

  	
  1,104

  	
   

  
	
  801048691

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (2,077.70

  	
  )

  	
  2,289

  	
   

  	
  2,289

  	
   

  
	
  800610561

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (14,770.74

  	
  )

  	
  5,229

  	
   

  	
  5,229

  	
   

  
	
  800610571

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (30,280.01

  	
  )

  	
  10,720

  	
   

  	
  10,720

  	
   

  
	
  800879971

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (14,340.44

  	
  )

  	
  7,226

  	
   

  	
  7,226

  	
   

  
	
  800619861

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (8,219.64

  	
  )

  	
  3,124

  	
   

  	
  3,124

  	
   

  
	
  800630751

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (9,681.33

  	
  )

  	
  3,950

  	
   

  	
  3,950

  	
   

  
	
  800633561

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (16,902.56

  	
  )

  	
  10,894

  	
   

  	
  10,894

  	
   

  
	
  800660211

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (15,092.81

  	
  )

  	
  5,269

  	
   

  	
  5,269

  	
   

  
	
  800660421

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (2,557.86

  	
  )

  	
  1,182

  	
   

  	
  1,182

  	
   

  
	
  800673681

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (11,098.59

  	
  )

  	
  5,265

  	
   

  	
  5,265

  	
   

  
	
  800890641

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (12,301.94

  	
  )

  	
  3,287

  	
   

  	
  3,287

  	
   

  
	
  800683801

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (31,475.24

  	
  )

  	
  13,334

  	
   

  	
  13,334

  	
   

  
	
  800684751

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (7,163.84

  	
  )

  	
  2,341

  	
   

  	
  2,341

  	
   

  
	
  800670571

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (14,284.76

  	
  )

  	
  6,975

  	
   

  	
  6,975

  	
   

  
	
  800690511

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (22,982.17

  	
  )

  	
  7,557

  	
   

  	
  7,557

  	
   

  
	
  801447011

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (8,837.18

  	
  )

  	
  4,470

  	
   

  	
  4,470

  	
   

  
	
  800697921

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (8,141.18

  	
  )

  	
  2,970

  	
   

  	
  2,970

  	
   

  
	
  801286381

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (10,664.09

  	
  )

  	
  5,092

  	
   

  	
  5,092

  	
   

  
	
  800092021

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (13,569.24

  	
  )

  	
  1,492

  	
   

  	
  1,492

  	
   

  
	
  800708221

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (11,426.36

  	
  )

  	
  3,739

  	
   

  	
  3,739

  	
   

  
	
  800714361

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  55,354.30

  	
   

  	
  —

  	
   

  	
  1,630

  	
   

  	
  56,984

  	
   

  
	
  800788321

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (43,788.93

  	
  )

  	
  12,243

  	
   

  	
  12,243

  	
   

  
	
  800759981

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (7,628.95

  	
  )

  	
  2,027

  	
   

  	
  2,027

  	
   

  
	
  800092031

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (14,347.70

  	
  )

  	
  1,625

  	
   

  	
  1,625

  	
   

  
	
  50515887761

  	
   

  	
  CASPAR_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (12,204.14

  	
  )

  	
  6,350

  	
   

  	
  6,350

  	
   

  
	
  800700881

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (3,823.48

  	
  )

  	
  1,217

  	
   

  	
  1,217

  	
   

  
	
  800758561

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (2,833.53

  	
  )

  	
  1,270

  	
   

  	
  1,270

  	
   

  
	
  800735591

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (22,194.41

  	
  )

  	
  5,404

  	
   

  	
  5,404

  	
   

  
	
  800742481

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (23,673.25

  	
  )

  	
  6,299

  	
   

  	
  6,299

  	
   

  
	
  800765311

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (15,994.28

  	
  )

  	
  4,106

  	
   

  	
  4,106

  	
   

  
	
  801231821

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (3,905.02

  	
  )

  	
  1,384

  	
   

  	
  1,384

  	
   

  
	
  800776821

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (29,123.39

  	
  )

  	
  8,754

  	
   

  	
  8,754

  	
   

  
	
  800776841

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (30,859.36

  	
  )

  	
  9,134

  	
   

  	
  9,134

  	
   

  
	
  800777091

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (51,768.75

  	
  )

  	
  15,323

  	
   

  	
  15,323

  	
   

  
	
  800778821

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (12,302.01

  	
  )

  	
  4,368

  	
   

  	
  4,368

  	
   

  
	
  800787801

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (5,265.34

  	
  )

  	
  1,403

  	
   

  	
  1,403

  	
   

  
	
  800870651

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (13,221.28

  	
  )

  	
  3,590

  	
   

  	
  3,590

  	
   

  
	
  800781321

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (8,077.98

  	
  )

  	
  3,114

  	
   

  	
  3,114

  	
   

  
	
  800878971

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (5,728.50

  	
  )

  	
  3,448

  	
   

  	
  3,448

  	
   

  
	
  800639421

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (19,131.87

  	
  )

  	
  0

  	
   

  	
  0

  	
   

  
	
  800092061

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (4,963.63

  	
  )

  	
  597

  	
   

  	
  597

  	
   

  
	
  800906771

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (3,517.01

  	
  )

  	
  1,542

  	
   

  	
  1,542

  	
   

  



 


12





















 


	
  FULL_REF

  	
   

  	
  trans_id

  	
   

  	
  trade_id

  	
   

  	
  trade_date

  	
   

  	
  maturity_date

  	
   

  	
  start_date

  	
   

  	
  currency

  	
   

  	
  product_type

  	
   

  	
  cparty

  	
   

  	
  principal_current

  	
   

  	
  npv

  	
   

  	
  acc_int

  	
   

  
	
  800920451

  	
   

  	
  80088516

  	
   

  	
  80092045

  	
   

  	
  17-Jan-03

  	
   

  	
  17-Jan-13

  	
   

  	
  17-Jan-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  129,070

  	
   

  	
  (2,381.03

  	
  )

  	
  (34.02

  	
  )

  
	
  800932151

  	
   

  	
  80089613

  	
   

  	
  80093215

  	
   

  	
  28-Jan-03

  	
   

  	
  31-Jan-13

  	
   

  	
  31-Jan-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  86,471

  	
   

  	
  (1,501.97

  	
  )

  	
  (8.13

  	
  )

  
	
  800933881

  	
   

  	
  80089775

  	
   

  	
  80093388

  	
   

  	
  31-Jan-03

  	
   

  	
  31-Jan-13

  	
   

  	
  31-Jan-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  554,532

  	
   

  	
  (9,808.96

  	
  )

  	
  (41.17

  	
  )

  
	
  800952791

  	
   

  	
  80091456

  	
   

  	
  80095279

  	
   

  	
  21-Feb-03

  	
   

  	
  21-Feb-13

  	
   

  	
  21-Feb-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  908,739

  	
   

  	
  (4,803.64

  	
  )

  	
  (43.32

  	
  )

  
	
  800973811

  	
   

  	
  80093341

  	
   

  	
  80097381

  	
   

  	
  12-Mar-03

  	
   

  	
  14-Mar-13

  	
   

  	
  13-Mar-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  119,950

  	
   

  	
  177.54

  	
   

  	
  1.33

  	
   

  
	
  800092101

  	
   

  	
  80008618

  	
   

  	
  80009210

  	
   

  	
  19-Mar-98

  	
   

  	
  19-Mar-13

  	
   

  	
  19-Mar-98

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  36,193

  	
   

  	
  (2,964.84

  	
  )

  	
  (141.01

  	
  )

  
	
  800995311

  	
   

  	
  80095312

  	
   

  	
  80099531

  	
   

  	
  31-Mar-03

  	
   

  	
  28-Mar-13

  	
   

  	
  31-Mar-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  212,979

  	
   

  	
  (3,054.75

  	
  )

  	
  (12.08

  	
  )

  
	
  801012501

  	
   

  	
  80096916

  	
   

  	
  80101250

  	
   

  	
  16-Apr-03

  	
   

  	
  16-Apr-13

  	
   

  	
  16-Apr-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  186,649

  	
   

  	
  (1,537.06

  	
  )

  	
  (17.36

  	
  )

  
	
  801052821

  	
   

  	
  80100656

  	
   

  	
  80105282

  	
   

  	
  29-May-03

  	
   

  	
  30-May-13

  	
   

  	
  30-May-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  88,835

  	
   

  	
  (570.93

  	
  )

  	
  (2.90

  	
  )

  
	
  801065921

  	
   

  	
  80101893

  	
   

  	
  80106592

  	
   

  	
  10-Jun-03

  	
   

  	
  11-Jun-13

  	
   

  	
  11-Jun-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  223,477

  	
   

  	
  118.40

  	
   

  	
  4.96

  	
   

  
	
  801071561

  	
   

  	
  80102420

  	
   

  	
  80107156

  	
   

  	
  16-Jun-03

  	
   

  	
  24-Jun-13

  	
   

  	
  23-Jun-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  300,000

  	
   

  	
  1,004.82

  	
   

  	
  6.17

  	
   

  
	
  801087891

  	
   

  	
  80103949

  	
   

  	
  80108789

  	
   

  	
  02-Jul-03

  	
   

  	
  23-Jul-13

  	
   

  	
  23-Jul-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  236,813

  	
   

  	
  (933.28

  	
  )

  	
  (7.79

  	
  )

  
	
  800587681

  	
   

  	
  80056926

  	
   

  	
  80058768

  	
   

  	
  12-Sep-01

  	
   

  	
  12-Sep-13

  	
   

  	
  12-Sep-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  328,540

  	
   

  	
  (17,071.94

  	
  )

  	
  (278.49

  	
  )

  
	
  801159291

  	
   

  	
  80110609

  	
   

  	
  80115929

  	
   

  	
  19-Sep-03

  	
   

  	
  19-Sep-13

  	
   

  	
  19-Sep-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  437,220

  	
   

  	
  (15,629.86

  	
  )

  	
  (132.86

  	
  )

  
	
  801168191

  	
   

  	
  80111455

  	
   

  	
  80116819

  	
   

  	
  30-Sep-03

  	
   

  	
  30-Sep-13

  	
   

  	
  30-Sep-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  387,338

  	
   

  	
  (8,523.74

  	
  )

  	
  (31.30

  	
  )

  
	
  800092121

  	
   

  	
  80008620

  	
   

  	
  80009212

  	
   

  	
  19-Dec-97

  	
   

  	
  01-Oct-13

  	
   

  	
  01-Oct-98

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  725,868

  	
   

  	
  (62,786.40

  	
  )

  	
  (2,533.88

  	
  )

  
	
  800619101

  	
   

  	
  80059899

  	
   

  	
  80061910

  	
   

  	
  25-Oct-01

  	
   

  	
  25-Oct-13

  	
   

  	
  25-Oct-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  326,964

  	
   

  	
  (11,510.63

  	
  )

  	
  (251.27

  	
  )

  
	
  801204831

  	
   

  	
  80114858

  	
   

  	
  80120483

  	
   

  	
  12-Nov-03

  	
   

  	
  12-Nov-13

  	
   

  	
  12-Nov-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  264,607

  	
   

  	
  (11,595.83

  	
  )

  	
  (143.26

  	
  )

  
	
  801208201

  	
   

  	
  80115178

  	
   

  	
  80120820

  	
   

  	
  17-Nov-03

  	
   

  	
  18-Nov-13

  	
   

  	
  18-Nov-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  335,853

  	
   

  	
  (13,403.10

  	
  )

  	
  (130.55

  	
  )

  
	
  50503603671

  	
   

  	
  0

  	
   

  	
  5050360367

  	
   

  	
  00-Jan-00

  	
   

  	
  20-Nov-13

  	
   

  	
  20-Feb-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  1

  	
   

  	
  (29,985.51

  	
  )

  	
  —

  	
   

  
	
  801218481

  	
   

  	
  80115966

  	
   

  	
  80121848

  	
   

  	
  27-Nov-03

  	
   

  	
  27-Nov-13

  	
   

  	
  27-Nov-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  500,000

  	
   

  	
  (16,869.93

  	
  )

  	
  (96.70

  	
  )

  
	
  801222481

  	
   

  	
  80116334

  	
   

  	
  80122248

  	
   

  	
  03-Dec-03

  	
   

  	
  03-Dec-13

  	
   

  	
  03-Dec-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  244,769

  	
   

  	
  (10,028.68

  	
  )

  	
  (24.31

  	
  )

  
	
  801166531

  	
   

  	
  80111290

  	
   

  	
  80116653

  	
   

  	
  29-Sep-03

  	
   

  	
  02-Jan-14

  	
   

  	
  02-Jan-04

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  234,033

  	
   

  	
  (6,398.95

  	
  )

  	
  (23.51

  	
  )

  
	
  801247111

  	
   

  	
  80118613

  	
   

  	
  80124711

  	
   

  	
  12-Jan-04

  	
   

  	
  13-Jan-14

  	
   

  	
  12-Jan-04

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  93,946

  	
   

  	
  (4,011.13

  	
  )

  	
  (64.25

  	
  )

  
	
  801278981

  	
   

  	
  80121313

  	
   

  	
  80127898

  	
   

  	
  23-Feb-04

  	
   

  	
  17-Feb-14

  	
   

  	
  17-Feb-04

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  97,366

  	
   

  	
  (4,450.32

  	
  )

  	
  (43.59

  	
  )

  
	
  800660091

  	
   

  	
  80063849

  	
   

  	
  80066009

  	
   

  	
  21-Dec-01

  	
   

  	
  21-Mar-14

  	
   

  	
  21-Dec-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  304,541

  	
   

  	
  (10,628.23

  	
  )

  	
  (423.02

  	
  )

  
	
  801160181

  	
   

  	
  80110695

  	
   

  	
  80116018

  	
   

  	
  22-Sep-03

  	
   

  	
  31-Mar-14

  	
   

  	
  31-Mar-04

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  951,148

  	
   

  	
  (19,088.27

  	
  )

  	
  (93.55

  	
  )

  
	
  801450861

  	
   

  	
  80137193

  	
   

  	
  80145086

  	
   

  	
  01-Oct-04

  	
   

  	
  01-Apr-14

  	
   

  	
  01-Oct-04

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  599,603

  	
   

  	
  (21,472.56

  	
  )

  	
  (209.40

  	
  )

  
	
  801337221

  	
   

  	
  80126676

  	
   

  	
  80133722

  	
   

  	
  18-May-04

  	
   

  	
  27-May-14

  	
   

  	
  24-May-04

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  381,254

  	
   

  	
  (22,913.46

  	
  )

  	
  (133.63

  	
  )

  
	
  801351631

  	
   

  	
  80128018

  	
   

  	
  80135163

  	
   

  	
  10-Jun-04

  	
   

  	
  10-Jun-14

  	
   

  	
  10-Jun-04

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  319,826

  	
   

  	
  (20,351.40

  	
  )

  	
  (259.46

  	
  )

  
	
  801369061

  	
   

  	
  80129550

  	
   

  	
  80136906

  	
   

  	
  05-Jul-04

  	
   

  	
  07-Jul-14

  	
   

  	
  06-Jul-04

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  983,744

  	
   

  	
  (53,135.91

  	
  )

  	
  (44.54

  	
  )

  
	
  801378541

  	
   

  	
  80130420

  	
   

  	
  80137854

  	
   

  	
  19-Jul-04

  	
   

  	
  21-Jul-14

  	
   

  	
  19-Jul-04

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,171,628

  	
   

  	
  (49,646.93

  	
  )

  	
  (560.33

  	
  )

  
	
  801386131

  	
   

  	
  80131136

  	
   

  	
  80138613

  	
   

  	
  29-Jul-04

  	
   

  	
  05-Aug-14

  	
   

  	
  05-Aug-04

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  340,943

  	
   

  	
  (21,966.36

  	
  )

  	
  (19.92

  	
  )

  
	
  801391041

  	
   

  	
  80131594

  	
   

  	
  80139104

  	
   

  	
  05-Aug-04

  	
   

  	
  05-Aug-14

  	
   

  	
  05-Aug-04

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  293,260

  	
   

  	
  (15,394.21

  	
  )

  	
  (18.10

  	
  )

  
	
  801430591

  	
   

  	
  80135290

  	
   

  	
  80143059

  	
   

  	
  24-Sep-04

  	
   

  	
  24-Sep-14

  	
   

  	
  24-Sep-04

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  79,518

  	
   

  	
  (4,401.12

  	
  )

  	
  (27.87

  	
  )

  
	
  800129021

  	
   

  	
  80012047

  	
   

  	
  80012902

  	
   

  	
  26-Nov-99

  	
   

  	
  26-Nov-14

  	
   

  	
  26-Nov-99

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  184,922

  	
   

  	
  (19,288.01

  	
  )

  	
  (129.27

  	
  )

  
	
  801496271

  	
   

  	
  80141522

  	
   

  	
  80149627

  	
   

  	
  07-Dec-04

  	
   

  	
  08-Dec-14

  	
   

  	
  07-Dec-04

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  300,000

  	
   

  	
  (12,535.51

  	
  )

  	
  (5.15

  	
  )

  
	
  801067181

  	
   

  	
  80102017

  	
   

  	
  80106718

  	
   

  	
  28-May-03

  	
   

  	
  28-May-15

  	
   

  	
  28-May-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  136,992

  	
   

  	
  (1,130.21

  	
  )

  	
  (5.89

  	
  )

  
	
  800288561

  	
   

  	
  80027492

  	
   

  	
  80028856

  	
   

  	
  05-Oct-00

  	
   

  	
  12-Oct-15

  	
   

  	
  12-Oct-00

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,050,000

  	
   

  	
  (110,589.91

  	
  )

  	
  (2,569.24

  	
  )

  
	
  800321001

  	
   

  	
  80030664

  	
   

  	
  80032100

  	
   

  	
  10-Nov-00

  	
   

  	
  13-Nov-15

  	
   

  	
  13-Nov-00

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  293,507

  	
   

  	
  (27,410.47

  	
  )

  	
  (325.97

  	
  )

  
	
  800355601

  	
   

  	
  80034069

  	
   

  	
  80035560

  	
   

  	
  14-Dec-00

  	
   

  	
  22-Dec-15

  	
   

  	
  22-Dec-00

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  337,459

  	
   

  	
  (26,698.96

  	
  )

  	
  (186.20

  	
  )

  
	
  800372231

  	
   

  	
  80035703

  	
   

  	
  80037223

  	
   

  	
  15-Jan-01

  	
   

  	
  15-Jan-16

  	
   

  	
  15-Jan-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  283,749

  	
   

  	
  (24,586.85

  	
  )

  	
  (282.95

  	
  )

  
	
  800407391

  	
   

  	
  80039149

  	
   

  	
  80040739

  	
   

  	
  15-Feb-01

  	
   

  	
  15-Feb-16

  	
   

  	
  15-Feb-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  798,527

  	
   

  	
  (49,835.78

  	
  )

  	
  (563.56

  	
  )

  
	
  800442121

  	
   

  	
  80042584

  	
   

  	
  80044212

  	
   

  	
  20-Mar-01

  	
   

  	
  21-Mar-16

  	
   

  	
  21-Mar-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  262,663

  	
   

  	
  (24,860.08

  	
  )

  	
  (645.50

  	
  )

  
	
  800467431

  	
   

  	
  80045092

  	
   

  	
  80046743

  	
   

  	
  12-Apr-01

  	
   

  	
  12-Apr-16

  	
   

  	
  12-Apr-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  338,153

  	
   

  	
  (19,031.12

  	
  )

  	
  (250.51

  	
  )

  
	
  800494061

  	
   

  	
  80047728

  	
   

  	
  80049406

  	
   

  	
  02-May-01

  	
   

  	
  03-May-16

  	
   

  	
  02-May-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  190,670

  	
   

  	
  (18,090.90

  	
  )

  	
  (308.41

  	
  )

  
	
  800619031

  	
   

  	
  80059892

  	
   

  	
  80061903

  	
   

  	
  25-Oct-01

  	
   

  	
  25-Oct-16

  	
   

  	
  25-Oct-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,737,560

  	
   

  	
  (86,869.14

  	
  )

  	
  (1,335.30

  	
  )

  
	
  800640301

  	
   

  	
  80061967

  	
   

  	
  80064030

  	
   

  	
  21-Nov-01

  	
   

  	
  30-Nov-16

  	
   

  	
  30-Nov-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  658,041

  	
   

  	
  (28,779.16

  	
  )

  	
  (109.75

  	
  )

  
	
  800681411

  	
   

  	
  80065882

  	
   

  	
  80068141

  	
   

  	
  01-Feb-02

  	
   

  	
  01-Feb-17

  	
   

  	
  01-Feb-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  221,045

  	
   

  	
  (12,065.94

  	
  )

  	
  (40.49

  	
  )

  
	
  800470361

  	
   

  	
  80045383

  	
   

  	
  80047036

  	
   

  	
  18-Apr-01

  	
   

  	
  03-Apr-17

  	
   

  	
  02-Apr-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  90,470

  	
   

  	
  (7,613.80

  	
  )

  	
  (214.99

  	
  )

  
	
  800640001

  	
   

  	
  80061939

  	
   

  	
  80064000

  	
   

  	
  21-Nov-01

  	
   

  	
  02-May-17

  	
   

  	
  01-May-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  246,362

  	
   

  	
  (13,839.99

  	
  )

  	
  (45.59

  	
  )

  
	
  800905291

  	
   

  	
  80087094

  	
   

  	
  80090529

  	
   

  	
  20-Dec-02

  	
   

  	
  20-Dec-17

  	
   

  	
  20-Dec-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  554,785

  	
   

  	
  (22,091.96

  	
  )

  	
  (160.20

  	
  )

  
	
  800929071

  	
   

  	
  80089338

  	
   

  	
  80092907

  	
   

  	
  27-Jan-03

  	
   

  	
  29-Jan-18

  	
   

  	
  28-Jan-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  830,817

  	
   

  	
  (30,868.42

  	
  )

  	
  (127.91

  	
  )

  
	
  801026241

  	
   

  	
  80098183

  	
   

  	
  80102624

  	
   

  	
  02-May-03

  	
   

  	
  08-May-18

  	
   

  	
  06-May-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  249,074

  	
   

  	
  (11,143.74

  	
  )

  	
  (9.78

  	
  )

  
	
  801053581

  	
   

  	
  80100730

  	
   

  	
  80105358

  	
   

  	
  30-May-03

  	
   

  	
  30-May-18

  	
   

  	
  30-May-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  485,798

  	
   

  	
  (11,040.51

  	
  )

  	
  (29.68

  	
  )

  
	
  801087771

  	
   

  	
  80103937

  	
   

  	
  80108777

  	
   

  	
  02-Jul-03

  	
   

  	
  02-Jul-18

  	
   

  	
  02-Jul-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  95,938

  	
   

  	
  (1,606.51

  	
  )

  	
  7.31

  	
   

  
	
  801110961

  	
   

  	
  80106147

  	
   

  	
  80111096

  	
   

  	
  25-Jul-03

  	
   

  	
  28-Jul-18

  	
   

  	
  28-Jul-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  2,000,000

  	
   

  	
  (43,999.74

  	
  )

  	
  (410.00

  	
  )

  
	
  801456211

  	
   

  	
  80137681

  	
   

  	
  80145621

  	
   

  	
  01-Nov-04

  	
   

  	
  04-Nov-19

  	
   

  	
  04-Nov-04

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  600,000

  	
   

  	
  (25,240.70

  	
  )

  	
  (312.99

  	
  )

  
	
  801314441

  	
   

  	
  80124566

  	
   

  	
  80131444

  	
   

  	
  07-Apr-04

  	
   

  	
  06-Jan-20

  	
   

  	
  04-Jan-05

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  3,461,000

  	
   

  	
  (186,629.75

  	
  )

  	
  —

  	
   

  
	
  800640711

  	
   

  	
  80062008

  	
   

  	
  80064071

  	
   

  	
  21-Nov-01

  	
   

  	
  01-Dec-21

  	
   

  	
  03-Dec-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  689,491

  	
   

  	
  (51,193.34

  	
  )

  	
  (125.62

  	
  )

  
	
  800739591

  	
   

  	
  80071520

  	
   

  	
  80073959

  	
   

  	
  16-May-02

  	
   

  	
  17-May-22

  	
   

  	
  17-May-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  467,942

  	
   

  	
  (51,976.71

  	
  )

  	
  (379.11

  	
  )

  
	
  800817501

  	
   

  	
  80079131

  	
   

  	
  80081750

  	
   

  	
  29-Aug-02

  	
   

  	
  19-Sep-22

  	
   

  	
  18-Sep-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  7,671,559

  	
   

  	
  (203,526.29

  	
  )

  	
  (3,652.92

  	
  )

  
	
  800903041

  	
   

  	
  80086886

  	
   

  	
  80090304

  	
   

  	
  16-Dec-02

  	
   

  	
  31-Jul-23

  	
   

  	
  30-Jul-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  515,000

  	
   

  	
  (34,220.68

  	
  )

  	
  (100.32

  	
  )

  
	
  801237651

  	
   

  	
  80117728

  	
   

  	
  80123765

  	
   

  	
  22-Dec-03

  	
   

  	
  22-Dec-23

  	
   

  	
  22-Dec-05

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  360,000

  	
   

  	
  (24,279.10

  	
  )

  	
  —

  	
   

  
	
  800290761

  	
   

  	
  80027708

  	
   

  	
  80029076

  	
   

  	
  09-Oct-00

  	
   

  	
  10-Oct-25

  	
   

  	
  10-Oct-00

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  560,231

  	
   

  	
  (85,084.33

  	
  )

  	
  (1,374.29

  	
  )

  
	
  801084061

  	
   

  	
  80103591

  	
   

  	
  80108406

  	
   

  	
  27-Jun-03

  	
   

  	
  30-Jun-08

  	
   

  	
  00-Jan-00

  	
   

  	
  GBP

  	
   

  	
  SWAPTION

  	
   

  	
  NAB-LON

  	
   

  	
  313,392

  	
   

  	
  4,158.25

  	
   

  	
  —

  	
   

  
	
  801346801

  	
   

  	
  80127559

  	
   

  	
  80134680

  	
   

  	
  02-Jun-04

  	
   

  	
  02-Jun-09

  	
   

  	
  00-Jan-00

  	
   

  	
  GBP

  	
   

  	
  SWAPTION

  	
   

  	
  NAB-LON

  	
   

  	
  308,556

  	
   

  	
  1,539.24

  	
   

  	
  —

  	
   

  
	
  50524903041

  	
   

  	
  0

  	
   

  	
  5052490304

  	
   

  	
  00-Jan-00

  	
   

  	
  28-Jul-33

  	
   

  	
  28-Jul-05

  	
   

  	
  GBP

  	
   

  	
  SWAPTION

  	
   

  	
  NAB-LON

  	
   

  	
  2,359,370

  	
   

  	
  (110,750.99

  	
  )

  	
  —

  	
   

  



 


	
  FULL_REF

  	
   

  	
  pay_rec

  	
   

  	
  ref_index

  	
   

  	
  MATURITY

  	
   

  	
  GBP_NOTIONAL

  	
   

  	
  GBP_NPV

  	
   

  	
  GBP_ACCR

  	
   

  	
  OBO

  	
   

  
	
  800920451

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  129,070

  	
   

  	
  (2,381.03

  	
  )

  	
  (34.02

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800932151

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  86,471

  	
   

  	
  (1,501.97

  	
  )

  	
  (8.13

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800933881

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  554,532

  	
   

  	
  (9,808.96

  	
  )

  	
  (41.17

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800952791

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  908,739

  	
   

  	
  (4,803.64

  	
  )

  	
  (43.32

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800973811

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  119,950

  	
   

  	
  177.54

  	
   

  	
  1.33

  	
   

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800092101

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  36,193

  	
   

  	
  (2,964.84

  	
  )

  	
  (141.01

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800995311

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  212,979

  	
   

  	
  (3,054.75

  	
  )

  	
  (12.08

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801012501

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  186,649

  	
   

  	
  (1,537.06

  	
  )

  	
  (17.36

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801052821

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  88,835

  	
   

  	
  (570.93

  	
  )

  	
  (2.90

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801065921

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  223,477

  	
   

  	
  118.40

  	
   

  	
  4.96

  	
   

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801071561

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  300,000

  	
   

  	
  1,004.82

  	
   

  	
  6.17

  	
   

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801087891

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  236,813

  	
   

  	
  (933.28

  	
  )

  	
  (7.79

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800587681

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  328,540

  	
   

  	
  (17,071.94

  	
  )

  	
  (278.49

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801159291

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  437,220

  	
   

  	
  (15,629.86

  	
  )

  	
  (132.86

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801168191

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  387,338

  	
   

  	
  (8,523.74

  	
  )

  	
  (31.30

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800092121

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  725,868

  	
   

  	
  (62,786.40

  	
  )

  	
  (2,533.88

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800619101

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  326,964

  	
   

  	
  (11,510.63

  	
  )

  	
  (251.27

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801204831

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  264,607

  	
   

  	
  (11,595.83

  	
  )

  	
  (143.26

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801208201

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  335,853

  	
   

  	
  (13,403.10

  	
  )

  	
  (130.55

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  50503603671

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  1

  	
   

  	
  (29,985.51

  	
  )

  	
  —

  	
   

  	
  CASPAR_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801218481

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  500,000

  	
   

  	
  (16,869.93

  	
  )

  	
  (96.70

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801222481

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  244,769

  	
   

  	
  (10,028.68

  	
  )

  	
  (24.31

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801166531

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  234,033

  	
   

  	
  (6,398.95

  	
  )

  	
  (23.51

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801247111

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  93,946

  	
   

  	
  (4,011.13

  	
  )

  	
  (64.25

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801278981

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  97,366

  	
   

  	
  (4,450.32

  	
  )

  	
  (43.59

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800660091

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  304,541

  	
   

  	
  (10,628.23

  	
  )

  	
  (423.02

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801160181

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  951,148

  	
   

  	
  (19,088.27

  	
  )

  	
  (93.55

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801450861

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  599,603

  	
   

  	
  (21,472.56

  	
  )

  	
  (209.40

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801337221

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  381,254

  	
   

  	
  (22,913.46

  	
  )

  	
  (133.63

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801351631

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  319,826

  	
   

  	
  (20,351.40

  	
  )

  	
  (259.46

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801369061

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  983,744

  	
   

  	
  (53,135.91

  	
  )

  	
  (44.54

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801378541

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  1,171,628

  	
   

  	
  (49,646.93

  	
  )

  	
  (560.33

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801386131

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  340,943

  	
   

  	
  (21,966.36

  	
  )

  	
  (19.92

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801391041

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  293,260

  	
   

  	
  (15,394.21

  	
  )

  	
  (18.10

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801430591

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  79,518

  	
   

  	
  (4,401.12

  	
  )

  	
  (27.87

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800129021

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  184,922

  	
   

  	
  (19,288.01

  	
  )

  	
  (129.27

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801496271

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  300,000

  	
   

  	
  (12,535.51

  	
  )

  	
  (5.15

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801067181

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  136,992

  	
   

  	
  (1,130.21

  	
  )

  	
  (5.89

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800288561

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  1,050,000

  	
   

  	
  (110,589.91

  	
  )

  	
  (2,569.24

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800321001

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  293,507

  	
   

  	
  (27,410.47

  	
  )

  	
  (325.97

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800355601

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  337,459

  	
   

  	
  (26,698.96

  	
  )

  	
  (186.20

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800372231

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  283,749

  	
   

  	
  (24,586.85

  	
  )

  	
  (282.95

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800407391

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  798,527

  	
   

  	
  (49,835.78

  	
  )

  	
  (563.56

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800442121

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  262,663

  	
   

  	
  (24,860.08

  	
  )

  	
  (645.50

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800467431

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  338,153

  	
   

  	
  (19,031.12

  	
  )

  	
  (250.51

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800494061

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  190,670

  	
   

  	
  (18,090.90

  	
  )

  	
  (308.41

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800619031

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  1,737,560

  	
   

  	
  (86,869.14

  	
  )

  	
  (1,335.30

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800640301

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  658,041

  	
   

  	
  (28,779.16

  	
  )

  	
  (109.75

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800681411

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  221,045

  	
   

  	
  (12,065.94

  	
  )

  	
  (40.49

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800470361

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  90,470

  	
   

  	
  (7,613.80

  	
  )

  	
  (214.99

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800640001

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  246,362

  	
   

  	
  (13,839.99

  	
  )

  	
  (45.59

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800905291

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  554,785

  	
   

  	
  (22,091.96

  	
  )

  	
  (160.20

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800929071

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  830,817

  	
   

  	
  (30,868.42

  	
  )

  	
  (127.91

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801026241

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  249,074

  	
   

  	
  (11,143.74

  	
  )

  	
  (9.78

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801053581

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  485,798

  	
   

  	
  (11,040.51

  	
  )

  	
  (29.68

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801087771

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  95,938

  	
   

  	
  (1,606.51

  	
  )

  	
  7.31

  	
   

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801110961

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  2,000,000

  	
   

  	
  (43,999.74

  	
  )

  	
  (410.00

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801456211

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  600,000

  	
   

  	
  (25,240.70

  	
  )

  	
  (312.99

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801314441

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  3,461,000

  	
   

  	
  (186,629.75

  	
  )

  	
  —

  	
   

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800640711

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  689,491

  	
   

  	
  (51,193.34

  	
  )

  	
  (125.62

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800739591

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  467,942

  	
   

  	
  (51,976.71

  	
  )

  	
  (379.11

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800817501

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  7,671,559

  	
   

  	
  (203,526.29

  	
  )

  	
  (3,652.92

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800903041

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  515,000

  	
   

  	
  (34,220.68

  	
  )

  	
  (100.32

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801237651

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  360,000

  	
   

  	
  (24,279.10

  	
  )

  	
  —

  	
   

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800290761

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  560,231

  	
   

  	
  (85,084.33

  	
  )

  	
  (1,374.29

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801084061

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  313,392

  	
   

  	
  4,158.25

  	
   

  	
  —

  	
   

  	
  INFINITY_SWAPTION_ROW_REC_FIXED_GBP

  	
   

  
	
  801346801

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  308,556

  	
   

  	
  1,539.24

  	
   

  	
  —

  	
   

  	
  INFINITY_SWAPTION_ROW_REC_FIXED_GBP

  	
   

  
	
  50524903041

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  2,359,370

  	
   

  	
  (110,750.99

  	
  )

  	
  —

  	
   

  	
  CASPAR_SWAPTION_ROW_REC_FIXED_GBP

  	
   

  



 


	
  FULL_REF

  	
   

  	
  OBO_MTM

  	
   

  	
  POSITIVE

  	
   

  	
  NEGATIVE

  	
   

  	
  FCE_NAB

  	
   

  	
  CR_EQUIV_NAB

  	
   

  
	
  800920451

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (2,381.03

  	
  )

  	
  1,936

  	
   

  	
  1,936

  	
   

  
	
  800932151

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (1,501.97

  	
  )

  	
  1,297

  	
   

  	
  1,297

  	
   

  
	
  800933881

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (9,808.96

  	
  )

  	
  8,318

  	
   

  	
  8,318

  	
   

  
	
  800952791

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (4,803.64

  	
  )

  	
  13,631

  	
   

  	
  13,631

  	
   

  
	
  800973811

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  177.54

  	
   

  	
  —

  	
   

  	
  1,799

  	
   

  	
  1,977

  	
   

  
	
  800092101

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (2,964.84

  	
  )

  	
  543

  	
   

  	
  543

  	
   

  
	
  800995311

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (3,054.75

  	
  )

  	
  3,195

  	
   

  	
  3,195

  	
   

  
	
  801012501

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (1,537.06

  	
  )

  	
  2,800

  	
   

  	
  2,800

  	
   

  
	
  801052821

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (570.93

  	
  )

  	
  1,333

  	
   

  	
  1,333

  	
   

  
	
  801065921

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  118.40

  	
   

  	
  —

  	
   

  	
  3,352

  	
   

  	
  3,471

  	
   

  
	
  801071561

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  1,004.82

  	
   

  	
  —

  	
   

  	
  4,500

  	
   

  	
  5,505

  	
   

  
	
  801087891

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (933.28

  	
  )

  	
  3,552

  	
   

  	
  3,552

  	
   

  
	
  800587681

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (17,071.94

  	
  )

  	
  4,928

  	
   

  	
  4,928

  	
   

  
	
  801159291

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (15,629.86

  	
  )

  	
  6,558

  	
   

  	
  6,558

  	
   

  
	
  801168191

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (8,523.74

  	
  )

  	
  5,810

  	
   

  	
  5,810

  	
   

  
	
  800092121

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (62,786.40

  	
  )

  	
  10,888

  	
   

  	
  10,888

  	
   

  
	
  800619101

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (11,510.63

  	
  )

  	
  4,904

  	
   

  	
  4,904

  	
   

  
	
  801204831

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (11,595.83

  	
  )

  	
  3,969

  	
   

  	
  3,969

  	
   

  
	
  801208201

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (13,403.10

  	
  )

  	
  5,038

  	
   

  	
  5,038

  	
   

  
	
  50503603671

  	
   

  	
  CASPAR_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (29,985.51

  	
  )

  	
  0

  	
   

  	
  0

  	
   

  
	
  801218481

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (16,869.93

  	
  )

  	
  7,500

  	
   

  	
  7,500

  	
   

  
	
  801222481

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (10,028.68

  	
  )

  	
  3,672

  	
   

  	
  3,672

  	
   

  
	
  801166531

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (6,398.95

  	
  )

  	
  3,510

  	
   

  	
  3,510

  	
   

  
	
  801247111

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (4,011.13

  	
  )

  	
  1,409

  	
   

  	
  1,409

  	
   

  
	
  801278981

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (4,450.32

  	
  )

  	
  1,460

  	
   

  	
  1,460

  	
   

  
	
  800660091

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (10,628.23

  	
  )

  	
  4,568

  	
   

  	
  4,568

  	
   

  
	
  801160181

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (19,088.27

  	
  )

  	
  14,267

  	
   

  	
  14,267

  	
   

  
	
  801450861

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (21,472.56

  	
  )

  	
  8,994

  	
   

  	
  8,994

  	
   

  
	
  801337221

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (22,913.46

  	
  )

  	
  5,719

  	
   

  	
  5,719

  	
   

  
	
  801351631

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (20,351.40

  	
  )

  	
  4,797

  	
   

  	
  4,797

  	
   

  
	
  801369061

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (53,135.91

  	
  )

  	
  14,756

  	
   

  	
  14,756

  	
   

  
	
  801378541

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (49,646.93

  	
  )

  	
  17,574

  	
   

  	
  17,574

  	
   

  
	
  801386131

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (21,966.36

  	
  )

  	
  5,114

  	
   

  	
  5,114

  	
   

  
	
  801391041

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (15,394.21

  	
  )

  	
  4,399

  	
   

  	
  4,399

  	
   

  
	
  801430591

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (4,401.12

  	
  )

  	
  1,193

  	
   

  	
  1,193

  	
   

  
	
  800129021

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (19,288.01

  	
  )

  	
  2,774

  	
   

  	
  2,774

  	
   

  
	
  801496271

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (12,535.51

  	
  )

  	
  4,500

  	
   

  	
  4,500

  	
   

  
	
  801067181

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (1,130.21

  	
  )

  	
  2,055

  	
   

  	
  2,055

  	
   

  
	
  800288561

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (110,589.91

  	
  )

  	
  15,750

  	
   

  	
  15,750

  	
   

  
	
  800321001

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (27,410.47

  	
  )

  	
  4,403

  	
   

  	
  4,403

  	
   

  
	
  800355601

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (26,698.96

  	
  )

  	
  5,062

  	
   

  	
  5,062

  	
   

  
	
  800372231

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (24,586.85

  	
  )

  	
  4,256

  	
   

  	
  4,256

  	
   

  
	
  800407391

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (49,835.78

  	
  )

  	
  11,978

  	
   

  	
  11,978

  	
   

  
	
  800442121

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (24,860.08

  	
  )

  	
  3,940

  	
   

  	
  3,940

  	
   

  
	
  800467431

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (19,031.12

  	
  )

  	
  5,072

  	
   

  	
  5,072

  	
   

  
	
  800494061

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (18,090.90

  	
  )

  	
  2,860

  	
   

  	
  2,860

  	
   

  
	
  800619031

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (86,869.14

  	
  )

  	
  26,063

  	
   

  	
  26,063

  	
   

  
	
  800640301

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (28,779.16

  	
  )

  	
  9,871

  	
   

  	
  9,871

  	
   

  
	
  800681411

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (12,065.94

  	
  )

  	
  3,316

  	
   

  	
  3,316

  	
   

  
	
  800470361

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (7,613.80

  	
  )

  	
  1,357

  	
   

  	
  1,357

  	
   

  
	
  800640001

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (13,839.99

  	
  )

  	
  3,695

  	
   

  	
  3,695

  	
   

  
	
  800905291

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (22,091.96

  	
  )

  	
  8,322

  	
   

  	
  8,322

  	
   

  
	
  800929071

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (30,868.42

  	
  )

  	
  12,462

  	
   

  	
  12,462

  	
   

  
	
  801026241

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (11,143.74

  	
  )

  	
  3,736

  	
   

  	
  3,736

  	
   

  
	
  801053581

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (11,040.51

  	
  )

  	
  7,287

  	
   

  	
  7,287

  	
   

  
	
  801087771

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (1,606.51

  	
  )

  	
  1,439

  	
   

  	
  1,439

  	
   

  
	
  801110961

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (43,999.74

  	
  )

  	
  30,000

  	
   

  	
  30,000

  	
   

  
	
  801456211

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (25,240.70

  	
  )

  	
  9,000

  	
   

  	
  9,000

  	
   

  
	
  801314441

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (186,629.75

  	
  )

  	
  51,915

  	
   

  	
  51,915

  	
   

  
	
  800640711

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (51,193.34

  	
  )

  	
  10,342

  	
   

  	
  10,342

  	
   

  
	
  800739591

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (51,976.71

  	
  )

  	
  7,019

  	
   

  	
  7,019

  	
   

  
	
  800817501

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (203,526.29

  	
  )

  	
  115,073

  	
   

  	
  115,073

  	
   

  
	
  800903041

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (34,220.68

  	
  )

  	
  7,725

  	
   

  	
  7,725

  	
   

  
	
  801237651

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (24,279.10

  	
  )

  	
  5,400

  	
   

  	
  5,400

  	
   

  
	
  800290761

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (85,084.33

  	
  )

  	
  8,403

  	
   

  	
  8,403

  	
   

  
	
  801084061

  	
   

  	
  INFINITY_SWAPTION_REC_FIXED

  	
   

  	
  4,158.25

  	
   

  	
  —

  	
   

  	
  1,567

  	
   

  	
  5,725

  	
   

  
	
  801346801

  	
   

  	
  INFINITY_SWAPTION_REC_FIXED

  	
   

  	
  1,539.24

  	
   

  	
  —

  	
   

  	
  1,543

  	
   

  	
  3,082

  	
   

  
	
  50524903041

  	
   

  	
  CASPAR_SWAPTION_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (110,750.99

  	
  )

  	
  35,391

  	
   

  	
  35,391

  	
   

  



 


13





















 


LESS
THAN 14 DAYS Maturity deals have been excluded (for Credit Equivalent
Calculation)


 


	
  BCH

  	
   

  	
  CUST_ID

  	
   

  	
  REFERENCE

  	
   

  	
  P_L

  	
   

  	
  SHORTNAME

  	
   

  	
  SHARE

  	
   

  	
  CCY1

  	
   

  	
  AMOUNT1

  	
   

  	
  DEAL_RATE

  	
   

  	
  CCY2

  	
   

  	
  AMOUNT2

  	
   

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694226

  	
   

  	
  (8,688.32

  	
  )

  	
  NAB LDN

  	
   

  	
  (3,421.31

  	
  )

  	
  EUR

  	
   

  	
  (352,291.30

  	
  )

  	
  0.7096400

  	
   

  	
  GBP

  	
   

  	
  250,000.00

  	
   

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694278

  	
   

  	
  (38,127.80

  	
  )

  	
  NAB LDN

  	
   

  	
  (15,014.04

  	
  )

  	
  EUR

  	
   

  	
  (2,488,729.61

  	
  )

  	
  0.7031700

  	
   

  	
  GBP

  	
   

  	
  1,750,000.00

  	
   

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694322

  	
   

  	
  (9,582.14

  	
  )

  	
  NAB LDN

  	
   

  	
  (3,773.28

  	
  )

  	
  EUR

  	
   

  	
  (1,400,000.00

  	
  )

  	
  0.6973000

  	
   

  	
  GBP

  	
   

  	
  976,220.00

  	
   

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694214

  	
   

  	
  (151,166.86

  	
  )

  	
  NAB LDN

  	
   

  	
  (59,526.79

  	
  )

  	
  USD

  	
   

  	
  (1,000,000.00

  	
  )

  	
  1.1166500

  	
   

  	
  EUR

  	
   

  	
  895,535.75

  	
   

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694152

  	
   

  	
  (10,270.66

  	
  )

  	
  NAB LDN

  	
   

  	
  (4,044.40

  	
  )

  	
  EUR

  	
   

  	
  (708,717.22

  	
  )

  	
  0.7055000

  	
   

  	
  GBP

  	
   

  	
  500,000.00

  	
   

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694228

  	
   

  	
  (7,582.47

  	
  )

  	
  NAB LDN

  	
   

  	
  (2,985.84

  	
  )

  	
  EUR

  	
   

  	
  (351,128.53

  	
  )

  	
  0.7119900

  	
   

  	
  GBP

  	
   

  	
  250,000.00

  	
   

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694280

  	
   

  	
  (17,113.43

  	
  )

  	
  NAB LDN

  	
   

  	
  (6,738.96

  	
  )

  	
  EUR

  	
   

  	
  (1,199,971.77

  	
  )

  	
  0.7083500

  	
   

  	
  GBP

  	
   

  	
  850,000.00

  	
   

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694426

  	
   

  	
  17,704.28

  	
   

  	
  NAB LDN

  	
   

  	
  6,971.63

  	
   

  	
  GBP

  	
   

  	
  (3,085,280.00

  	
  )

  	
  0.7012000

  	
   

  	
  EUR

  	
   

  	
  4,400,000.00

  	
   

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694216

  	
   

  	
  (30,761.82

  	
  )

  	
  NAB LDN

  	
   

  	
  (12,113.45

  	
  )

  	
  USD

  	
   

  	
  (200,000.00

  	
  )

  	
  1.1147000

  	
   

  	
  EUR

  	
   

  	
  179,420.47

  	
   

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694292

  	
   

  	
  (13,473.69

  	
  )

  	
  NAB LDN

  	
   

  	
  (5,305.70

  	
  )

  	
  EUR

  	
   

  	
  (986,540.77

  	
  )

  	
  0.7095500

  	
   

  	
  GBP

  	
   

  	
  700,000.00

  	
   

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694230

  	
   

  	
  (12,930.62

  	
  )

  	
  NAB LDN

  	
   

  	
  (5,091.85

  	
  )

  	
  EUR

  	
   

  	
  (699,907.61

  	
  )

  	
  0.7143800

  	
   

  	
  GBP

  	
   

  	
  500,000.00

  	
   

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694282

  	
   

  	
  (13,922.63

  	
  )

  	
  NAB LDN

  	
   

  	
  (5,482.48

  	
  )

  	
  EUR

  	
   

  	
  (1,055,334.72

  	
  )

  	
  0.7106750

  	
   

  	
  GBP

  	
   

  	
  750,000.00

  	
   

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694284

  	
   

  	
  (13,476.50

  	
  )

  	
  NAB LDN

  	
   

  	
  (5,306.81

  	
  )

  	
  EUR

  	
   

  	
  (1,053,718.57

  	
  )

  	
  0.7117650

  	
   

  	
  GBP

  	
   

  	
  750,000.00

  	
   

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694286

  	
   

  	
  (10,371.68

  	
  )

  	
  NAB LDN

  	
   

  	
  (4,084.18

  	
  )

  	
  EUR

  	
   

  	
  (841,514.73

  	
  )

  	
  0.7130000

  	
   

  	
  GBP

  	
   

  	
  600,000.00

  	
   

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694288

  	
   

  	
  (10,916.55

  	
  )

  	
  NAB LDN

  	
   

  	
  (4,298.74

  	
  )

  	
  EUR

  	
   

  	
  (910,172.93

  	
  )

  	
  0.7141500

  	
   

  	
  GBP

  	
   

  	
  650,000.00

  	
   

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694428

  	
   

  	
  15,275.01

  	
   

  	
  NAB LDN

  	
   

  	
  6,015.03

  	
   

  	
  GBP

  	
   

  	
  (2,762,955.00

  	
  )

  	
  0.7084500

  	
   

  	
  EUR

  	
   

  	
  3,900,000.00

  	
   

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694268

  	
   

  	
  (19,797.54

  	
  )

  	
  NAB LDN

  	
   

  	
  (7,795.92

  	
  )

  	
  EUR

  	
   

  	
  (750,000.00

  	
  )

  	
  0.7251000

  	
   

  	
  GBP

  	
   

  	
  543,825.00

  	
   

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694290

  	
   

  	
  (8,199.96

  	
  )

  	
  NAB LDN

  	
   

  	
  (3,229.00

  	
  )

  	
  EUR

  	
   

  	
  (699,066.05

  	
  )

  	
  0.7152400

  	
   

  	
  GBP

  	
   

  	
  500,000.00

  	
   

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694294

  	
   

  	
  (10,951.19

  	
  )

  	
  NAB LDN

  	
   

  	
  (4,312.38

  	
  )

  	
  EUR

  	
   

  	
  (694,830.46

  	
  )

  	
  0.7196000

  	
   

  	
  GBP

  	
   

  	
  500,000.00

  	
   

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694296

  	
   

  	
  (14,898.18

  	
  )

  	
  NAB LDN

  	
   

  	
  (5,866.64

  	
  )

  	
  EUR

  	
   

  	
  (971,412.71

  	
  )

  	
  0.7206000

  	
   

  	
  GBP

  	
   

  	
  700,000.00

  	
   

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694430

  	
   

  	
  11,028.53

  	
   

  	
  NAB LDN

  	
   

  	
  4,342.84

  	
   

  	
  GBP

  	
   

  	
  (2,283,200.00

  	
  )

  	
  0.7135000

  	
   

  	
  EUR

  	
   

  	
  3,200,000.00

  	
   

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694374

  	
   

  	
  (65,683.20

  	
  )

  	
  NAB LDN

  	
   

  	
  (25,864.86

  	
  )

  	
  USD

  	
   

  	
  (723,660.00

  	
  )

  	
  1.2061000

  	
   

  	
  EUR

  	
   

  	
  600,000.00

  	
   

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694342

  	
   

  	
  26,361.49

  	
   

  	
  NAB LDN

  	
   

  	
  10,380.68

  	
   

  	
  EUR

  	
   

  	
  (1,500,000.00

  	
  )

  	
  0.6997000

  	
   

  	
  GBP

  	
   

  	
  1,049,550.00

  	
   

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694360

  	
   

  	
  27,458.39

  	
   

  	
  NAB LDN

  	
   

  	
  10,812.62

  	
   

  	
  EUR

  	
   

  	
  (900,000.00

  	
  )

  	
  0.6917000

  	
   

  	
  GBP

  	
   

  	
  622,530.00

  	
   

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694372

  	
   

  	
  33,869.26

  	
   

  	
  NAB LDN

  	
   

  	
  13,337.11

  	
   

  	
  EUR

  	
   

  	
  (1,000,000.00

  	
  )

  	
  0.6918000

  	
   

  	
  GBP

  	
   

  	
  691,800.00

  	
   

  



 


	
  BCH

  	
   

  	
  CUST_ID

  	
   

  	
  REFERENCE

  	
   

  	
  CONTRACT

  	
   

  	
  SETTLE

  	
   

  	
  REVAL_RATE

  	
   

  	
  ELAPSED

  	
   

  	
  TERM

  	
   

  	
  TYPE

  	
   

  	
  RESIDUAL

  	
   

  	
  >6MTHS

  	
   

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694226

  	
   

  	
  09-Jul-03

  	
   

  	
  31-Dec-04

  	
   

  	
  0.6925598

  	
   

  	
  517

  	
   

  	
  541

  	
   

  	
  G

  	
   

  	
  24

  	
   

  	
  14D-1M

  	
   

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694278

  	
   

  	
  29-Oct-03

  	
   

  	
  31-Dec-04

  	
   

  	
  0.6925598

  	
   

  	
  405

  	
   

  	
  429

  	
   

  	
  G

  	
   

  	
  24

  	
   

  	
  14D-1M

  	
   

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694322

  	
   

  	
  04-Feb-04

  	
   

  	
  31-Dec-04

  	
   

  	
  0.6925598

  	
   

  	
  307

  	
   

  	
  331

  	
   

  	
  G

  	
   

  	
  24

  	
   

  	
  14D-1M

  	
   

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694214

  	
   

  	
  09-Jul-03

  	
   

  	
  31-Dec-04

  	
   

  	
  1.3434199

  	
   

  	
  517

  	
   

  	
  541

  	
   

  	
  G

  	
   

  	
  24

  	
   

  	
  14D-1M

  	
   

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694152

  	
   

  	
  25-Apr-03

  	
   

  	
  28-Feb-05

  	
   

  	
  0.6954220

  	
   

  	
  592

  	
   

  	
  675

  	
   

  	
  G

  	
   

  	
  83

  	
   

  	
  2M-3M

  	
   

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694228

  	
   

  	
  09-Jul-03

  	
   

  	
  31-Mar-05

  	
   

  	
  0.6969398

  	
   

  	
  517

  	
   

  	
  631

  	
   

  	
  G

  	
   

  	
  114

  	
   

  	
  3M-6M

  	
   

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694280

  	
   

  	
  29-Oct-03

  	
   

  	
  29-Apr-05

  	
   

  	
  0.6983898

  	
   

  	
  405

  	
   

  	
  548

  	
   

  	
  G

  	
   

  	
  143

  	
   

  	
  3M-6M

  	
   

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694426

  	
   

  	
  01-Oct-04

  	
   

  	
  29-Apr-05

  	
   

  	
  0.6983898

  	
   

  	
  67

  	
   

  	
  210

  	
   

  	
  G

  	
   

  	
  143

  	
   

  	
  3M-6M

  	
   

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694216

  	
   

  	
  09-Jul-03

  	
   

  	
  29-Apr-05

  	
   

  	
  1.3453640

  	
   

  	
  517

  	
   

  	
  660

  	
   

  	
  G

  	
   

  	
  143

  	
   

  	
  3M-6M

  	
   

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694292

  	
   

  	
  29-Oct-03

  	
   

  	
  31-May-05

  	
   

  	
  0.6999898

  	
   

  	
  405

  	
   

  	
  580

  	
   

  	
  G

  	
   

  	
  175

  	
   

  	
  3M-6M

  	
   

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694230

  	
   

  	
  09-Jul-03

  	
   

  	
  30-Jun-05

  	
   

  	
  0.7014214

  	
   

  	
  517

  	
   

  	
  722

  	
   

  	
  G

  	
   

  	
  205

  	
   

  	
  6M-1Y

  	
   

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694282

  	
   

  	
  29-Oct-03

  	
   

  	
  30-Jun-05

  	
   

  	
  0.7014214

  	
   

  	
  405

  	
   

  	
  610

  	
   

  	
  G

  	
   

  	
  205

  	
   

  	
  6M-1Y

  	
   

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694284

  	
   

  	
  29-Oct-03

  	
   

  	
  29-Jul-05

  	
   

  	
  0.7027768

  	
   

  	
  405

  	
   

  	
  639

  	
   

  	
  G

  	
   

  	
  234

  	
   

  	
  6M-1Y

  	
   

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694286

  	
   

  	
  29-Oct-03

  	
   

  	
  31-Aug-05

  	
   

  	
  0.7043192

  	
   

  	
  405

  	
   

  	
  672

  	
   

  	
  G

  	
   

  	
  267

  	
   

  	
  6M-1Y

  	
   

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694288

  	
   

  	
  29-Oct-03

  	
   

  	
  30-Sep-05

  	
   

  	
  0.7056860

  	
   

  	
  405

  	
   

  	
  702

  	
   

  	
  G

  	
   

  	
  297

  	
   

  	
  6M-1Y

  	
   

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694428

  	
   

  	
  01-Oct-04

  	
   

  	
  30-Sep-05

  	
   

  	
  0.7056860

  	
   

  	
  67

  	
   

  	
  364

  	
   

  	
  G

  	
   

  	
  297

  	
   

  	
  6M-1Y

  	
   

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694268

  	
   

  	
  15-Oct-03

  	
   

  	
  17-Oct-05

  	
   

  	
  0.7064519

  	
   

  	
  419

  	
   

  	
  733

  	
   

  	
  G

  	
   

  	
  314

  	
   

  	
  6M-1Y

  	
   

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694290

  	
   

  	
  29-Oct-03

  	
   

  	
  28-Oct-05

  	
   

  	
  0.7069475

  	
   

  	
  405

  	
   

  	
  730

  	
   

  	
  G

  	
   

  	
  325

  	
   

  	
  6M-1Y

  	
   

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694294

  	
   

  	
  29-Oct-03

  	
   

  	
  30-Nov-05

  	
   

  	
  0.7084343

  	
   

  	
  405

  	
   

  	
  763

  	
   

  	
  G

  	
   

  	
  358

  	
   

  	
  6M-1Y

  	
   

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694296

  	
   

  	
  29-Oct-03

  	
   

  	
  30-Dec-05

  	
   

  	
  0.7097153

  	
   

  	
  405

  	
   

  	
  793

  	
   

  	
  G

  	
   

  	
  388

  	
   

  	
  1Y-2Y

  	
   

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694430

  	
   

  	
  01-Oct-04

  	
   

  	
  31-Jan-06

  	
   

  	
  0.7110494

  	
   

  	
  67

  	
   

  	
  487

  	
   

  	
  G

  	
   

  	
  420

  	
   

  	
  1Y-2Y

  	
   

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694374

  	
   

  	
  17-Jun-04

  	
   

  	
  31-Jan-06

  	
   

  	
  1.3543650

  	
   

  	
  173

  	
   

  	
  593

  	
   

  	
  G

  	
   

  	
  420

  	
   

  	
  1Y-2Y

  	
   

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694342

  	
   

  	
  08-Mar-04

  	
   

  	
  28-Feb-06

  	
   

  	
  0.7122167

  	
   

  	
  274

  	
   

  	
  722

  	
   

  	
  G

  	
   

  	
  448

  	
   

  	
  1Y-2Y

  	
   

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694360

  	
   

  	
  06-Apr-04

  	
   

  	
  30-Mar-06

  	
   

  	
  0.7134674

  	
   

  	
  245

  	
   

  	
  723

  	
   

  	
  G

  	
   

  	
  478

  	
   

  	
  1Y-2Y

  	
   

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694372

  	
   

  	
  11-Jun-04

  	
   

  	
  31-May-06

  	
   

  	
  0.7160521

  	
   

  	
  179

  	
   

  	
  719

  	
   

  	
  G

  	
   

  	
  540

  	
   

  	
  1Y-2Y

  	
   

  



 


	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  21,957,036.88 

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  578,397.74 

  	
   

  	
  131,696.96 

  	
   

  	
  (467,915.24

  	
  )

  
	
  BCH

  	
   

  	
  CUST_ID

  	
   

  	
  REFERENCE

  	
   

  	
  PURCHASE

  NOMEX

  	
   

  	
  PURCHASED

  AT SPOT

  	
   

  	
  SOLD

  NOMEX

  	
   

  	
  SOLD AT

  SPOT

  	
   

  	
  CREDIT

  EQUIVALENT

  	
   

  	
  POSITIVE

  REPLACEMENT

  COST

  	
   

  	
  NEGATIVE

  REPLACEMENT

  COST

  	
   

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694226

  	
   

  	
  1.44626

  	
   

  	
  243,588

  	
   

  	
  1.00000

  	
   

  	
  250,000

  	
   

  	
  2,435.88

  	
   

  	
  —

  	
   

  	
  (8,688

  	
  )

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694278

  	
   

  	
  1.44626

  	
   

  	
  1,720,807

  	
   

  	
  1.00000

  	
   

  	
  1,750,000

  	
   

  	
  17,208.07

  	
   

  	
  —

  	
   

  	
  (38,128

  	
  )

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694322

  	
   

  	
  1.44626

  	
   

  	
  968,016

  	
   

  	
  1.00000

  	
   

  	
  976,220

  	
   

  	
  9,680.16

  	
   

  	
  —

  	
   

  	
  (9,582

  	
  )

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694214

  	
   

  	
  1.94276

  	
   

  	
  514,732

  	
   

  	
  1.44626

  	
   

  	
  619,209

  	
   

  	
  5,147.32

  	
   

  	
  —

  	
   

  	
  (151,167

  	
  )

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694152

  	
   

  	
  1.44626

  	
   

  	
  490,035

  	
   

  	
  1.00000

  	
   

  	
  500,000

  	
   

  	
  4,900.35

  	
   

  	
  —

  	
   

  	
  (10,271

  	
  )

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694228

  	
   

  	
  1.44626

  	
   

  	
  242,784

  	
   

  	
  1.00000

  	
   

  	
  250,000

  	
   

  	
  2,427.84

  	
   

  	
  —

  	
   

  	
  (7,582

  	
  )

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694280

  	
   

  	
  1.44626

  	
   

  	
  829,708

  	
   

  	
  1.00000

  	
   

  	
  850,000

  	
   

  	
  8,297.08

  	
   

  	
  —

  	
   

  	
  (17,113

  	
  )

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694426

  	
   

  	
  1.00000

  	
   

  	
  3,085,280

  	
   

  	
  1.44626

  	
   

  	
  3,042,336

  	
   

  	
  48,557.08

  	
   

  	
  17,704

  	
   

  	
  —

  	
   

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694216

  	
   

  	
  1.94276

  	
   

  	
  102,946

  	
   

  	
  1.44626

  	
   

  	
  124,058

  	
   

  	
  1,029.46

  	
   

  	
  —

  	
   

  	
  (30,762

  	
  )

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694292

  	
   

  	
  1.44626

  	
   

  	
  682,134

  	
   

  	
  1.00000

  	
   

  	
  700,000

  	
   

  	
  6,821.34

  	
   

  	
  —

  	
   

  	
  (13,474

  	
  )

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694230

  	
   

  	
  1.44626

  	
   

  	
  483,944

  	
   

  	
  1.00000

  	
   

  	
  500,000

  	
   

  	
  4,839.44

  	
   

  	
  —

  	
   

  	
  (12,931

  	
  )

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694282

  	
   

  	
  1.44626

  	
   

  	
  729,701

  	
   

  	
  1.00000

  	
   

  	
  750,000

  	
   

  	
  7,297.01

  	
   

  	
  —

  	
   

  	
  (13,923

  	
  )

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694284

  	
   

  	
  1.44626

  	
   

  	
  728,583

  	
   

  	
  1.00000

  	
   

  	
  750,000

  	
   

  	
  7,285.83

  	
   

  	
  —

  	
   

  	
  (13,477

  	
  )

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694286

  	
   

  	
  1.44626

  	
   

  	
  581,857

  	
   

  	
  1.00000

  	
   

  	
  600,000

  	
   

  	
  5,818.57

  	
   

  	
  —

  	
   

  	
  (10,372

  	
  )

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694288

  	
   

  	
  1.44626

  	
   

  	
  629,330

  	
   

  	
  1.00000

  	
   

  	
  650,000

  	
   

  	
  6,293.30

  	
   

  	
  —

  	
   

  	
  (10,917

  	
  )

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694428

  	
   

  	
  1.00000

  	
   

  	
  2,762,955

  	
   

  	
  1.44626

  	
   

  	
  2,696,616

  	
   

  	
  42,904.56

  	
   

  	
  15,275

  	
   

  	
  —

  	
   

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694268

  	
   

  	
  1.44626

  	
   

  	
  518,580

  	
   

  	
  1.00000

  	
   

  	
  543,825

  	
   

  	
  5,185.80

  	
   

  	
  —

  	
   

  	
  (19,798

  	
  )

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694290

  	
   

  	
  1.44626

  	
   

  	
  483,362

  	
   

  	
  1.00000

  	
   

  	
  500,000

  	
   

  	
  4,833.62

  	
   

  	
  —

  	
   

  	
  (8,200

  	
  )

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694294

  	
   

  	
  1.44626

  	
   

  	
  480,434

  	
   

  	
  1.00000

  	
   

  	
  500,000

  	
   

  	
  4,804.34

  	
   

  	
  —

  	
   

  	
  (10,951

  	
  )

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694296

  	
   

  	
  1.44626

  	
   

  	
  671,674

  	
   

  	
  1.00000

  	
   

  	
  700,000

  	
   

  	
  33,583.68

  	
   

  	
  —

  	
   

  	
  (14,898

  	
  )

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694430

  	
   

  	
  1.00000

  	
   

  	
  2,283,200

  	
   

  	
  1.44626

  	
   

  	
  2,212,608

  	
   

  	
  125,188.53

  	
   

  	
  11,029

  	
   

  	
  —

  	
   

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694374

  	
   

  	
  1.94276

  	
   

  	
  372,491

  	
   

  	
  1.44626

  	
   

  	
  414,864

  	
   

  	
  18,624.56

  	
   

  	
  —

  	
   

  	
  (65,683

  	
  )

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694342

  	
   

  	
  1.44626

  	
   

  	
  1,037,160

  	
   

  	
  1.00000

  	
   

  	
  1,049,550

  	
   

  	
  78,219.48

  	
   

  	
  26,361

  	
   

  	
  —

  	
   

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694360

  	
   

  	
  1.44626

  	
   

  	
  622,296

  	
   

  	
  1.00000

  	
   

  	
  622,530

  	
   

  	
  58,573.19

  	
   

  	
  27,458

  	
   

  	
  —

  	
   

  
	
  TRET

  	
   

  	
  NATA LDN

  	
   

  	
  XWW4710694372

  	
   

  	
  1.44626

  	
   

  	
  691,440

  	
   

  	
  1.00000

  	
   

  	
  691,800

  	
   

  	
  68,441.26

  	
   

  	
  33,869

  	
   

  	
  —

  	
   

  



 


1





















 


	
  Trade No

  	
   

  	
  Counterparty

  	
   

  	
  Status

  	
   

  	
  B/S

  	
   

  	
  Product

  	
   

  	
  Package

  	
   

  	
  C/P

  	
   

  	
  Trade
  Date

  	
   

  	
  Expiry
  Date

  	
   

  
	
  1097796-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-USD/Vanilla KO

  	
   

  	
  Bonus Forward

  	
   

  	
  C

  	
   

  	
  04-Oct-2004

  	
   

  	
  04-Mar-2005

  	
   

  
	
  1097796-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-USD/Vanilla KO

  	
   

  	
  Bonus Forward

  	
   

  	
  P

  	
   

  	
  04-Oct-2004

  	
   

  	
  04-Mar-2005

  	
   

  
	
  1097796-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-USD/Vanilla KI

  	
   

  	
  Bonus Forward

  	
   

  	
  C

  	
   

  	
  04-Oct-2004

  	
   

  	
  04-Mar-2005

  	
   

  
	
  1097796-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-USD/Vanilla KI

  	
   

  	
  Bonus Forward

  	
   

  	
  P

  	
   

  	
  04-Oct-2004

  	
   

  	
  04-Mar-2005

  	
   

  
	
  1097725-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Participator)

  	
   

  	
  P

  	
   

  	
  30-Sep-2004

  	
   

  	
  31-Aug-2005

  	
   

  
	
  1097725-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Participator)

  	
   

  	
  C

  	
   

  	
  30-Sep-2004

  	
   

  	
  31-Aug-2005

  	
   

  
	
  1087646-12-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  03-Feb-2004

  	
   

  	
  24-Feb-2005

  	
   

  
	
  1087646-12-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  03-Feb-2004

  	
   

  	
  24-Feb-2005

  	
   

  
	
  1087646-11-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  03-Feb-2004

  	
   

  	
  27-Jan-2005

  	
   

  
	
  1087646-11-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  03-Feb-2004

  	
   

  	
  27-Jan-2005

  	
   

  
	
  1087646-10-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  03-Feb-2004

  	
   

  	
  29-Dec-2004

  	
   

  
	
  1087646-10-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  03-Feb-2004

  	
   

  	
  29-Dec-2004

  	
   

  
	
  1077194-15-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  B

  	
   

  	
  EUR-GBP/Vanilla

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  C

  	
   

  	
  08-Oct-2003

  	
   

  	
  29-Dec-2004

  	
   

  
	
  1077194-15-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  Authorised

  	
   

  	
  S

  	
   

  	
  EUR-GBP/Vanilla KI

  	
   

  	
  Variable Forward (Partial)

  	
   

  	
  P

  	
   

  	
  08-Oct-2003

  	
   

  	
  29-Dec-2004

  	
   

  



 


	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  4,700.00

  	
   

  
	
  Trade No

  	
   

  	
  Counterparty

  	
   

  	
  Settlement
  Date

  	
   

  	
  Strike/Rate

  	
   

  	
  Dealt
  Value

  	
   

  	
  Premium
  Value

  	
   

  	
  Value

  	
   

  	
  Nominal

  GBP_000s

  	
   

  
	
  1097796-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  08-Mar-2005

  	
   

  	
  1.270000

  	
   

  	
  354,330.71

  	
   

  	
  450,000.00

  	
   

  	
  (27,336.38

  	
  )

  	
  450

  	
   

  
	
  1097796-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  08-Mar-2005

  	
   

  	
  1.270000

  	
   

  	
  354,330.71

  	
   

  	
  450,000.00

  	
   

  	
  862.49

  	
   

  	
  450

  	
   

  
	
  1097796-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  08-Mar-2005

  	
   

  	
  1.200000

  	
   

  	
  375,000.00

  	
   

  	
  450,000.00

  	
   

  	
  (91.60

  	
  )

  	
  450

  	
   

  
	
  1097796-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  08-Mar-2005

  	
   

  	
  1.200000

  	
   

  	
  375,000.00

  	
   

  	
  450,000.00

  	
   

  	
  90.12

  	
   

  	
  450

  	
   

  
	
  1097725-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  02-Sep-2005

  	
   

  	
  0.723000

  	
   

  	
  138,312.59

  	
   

  	
  100,000.00

  	
   

  	
  (3,711.88

  	
  )

  	
  100

  	
   

  
	
  1097725-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  02-Sep-2005

  	
   

  	
  0.723000

  	
   

  	
  276,625.17

  	
   

  	
  200,000.00

  	
   

  	
  2,369.93

  	
   

  	
  200

  	
   

  
	
  1087646-12-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  28-Feb-2005

  	
   

  	
  0.700000

  	
   

  	
  428,571.43

  	
   

  	
  300,000.00

  	
   

  	
  2,521.57

  	
   

  	
  300

  	
   

  
	
  1087646-12-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  28-Feb-2005

  	
   

  	
  0.700000

  	
   

  	
  428,571.43

  	
   

  	
  300,000.00

  	
   

  	
  (3,019.25

  	
  )

  	
  300

  	
   

  
	
  1087646-11-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  31-Jan-2005

  	
   

  	
  0.700000

  	
   

  	
  428,571.43

  	
   

  	
  300,000.00

  	
   

  	
  1,574.49

  	
   

  	
  300

  	
   

  
	
  1087646-11-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  31-Jan-2005

  	
   

  	
  0.700000

  	
   

  	
  428,571.43

  	
   

  	
  300,000.00

  	
   

  	
  (2,120.82

  	
  )

  	
  300

  	
   

  
	
  1087646-10-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  30-Dec-2004

  	
   

  	
  0.700000

  	
   

  	
  428,571.43

  	
   

  	
  300,000.00

  	
   

  	
  490.29

  	
   

  	
  300

  	
   

  
	
  1087646-10-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  30-Dec-2004

  	
   

  	
  0.700000

  	
   

  	
  428,571.43

  	
   

  	
  300,000.00

  	
   

  	
  (473.96

  	
  )

  	
  300

  	
   

  
	
  1077194-15-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  31-Dec-2004

  	
   

  	
  0.715000

  	
   

  	
  559,440.56

  	
   

  	
  400,000.00

  	
   

  	
  18.51

  	
   

  	
  400

  	
   

  
	
  1077194-15-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  31-Dec-2004

  	
   

  	
  0.715000

  	
   

  	
  559,440.56

  	
   

  	
  400,000.00

  	
   

  	
  (7,978.87

  	
  )

  	
  400

  	
   

  



 


	
   

  	
   

  	
   

  	
   

  	
  (23.96

  	
  )

  	
  —

  	
   

  	
  7.47

  	
   

  	
   

  	
   

  	
  7.47

  	
   

  	
  (31.42

  	
  )

  
	
  Trade No

  	
   

  	
  Counterparty

  	
   

  	
  MTM

  GBP_000s

  	
   

  	
  FCE

  NAB_000s

  	
   

  	
  CR_EQUIV

  NAB_000s

  	
   

  	
  TENOR

  TYPE

  	
   

  	
  Positive

  replacement

  cost

  	
   

  	
  Negative

  replacement

  cost

  	
   

  
	
  1097796-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  (14

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (14

  	
  )

  
	
  1097796-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  0

  	
   

  	
  —

  	
   

  	
  0

  	
   

  	
  G_6m_less

  	
   

  	
  0

  	
   

  	
  —

  	
   

  
	
  1097796-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  (0

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (0

  	
  )

  
	
  1097796-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  0

  	
   

  	
  —

  	
   

  	
  0

  	
   

  	
  G_6m_less

  	
   

  	
  0

  	
   

  	
  —

  	
   

  
	
  1097725-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  (4

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_1y

  	
   

  	
  —

  	
   

  	
  (4

  	
  )

  
	
  1097725-1-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  2

  	
   

  	
  —

  	
   

  	
  2

  	
   

  	
  G_6m_1y

  	
   

  	
  2

  	
   

  	
  —

  	
   

  
	
  1087646-12-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  3

  	
   

  	
  —

  	
   

  	
  3

  	
   

  	
  G_6m_less

  	
   

  	
  3

  	
   

  	
  —

  	
   

  
	
  1087646-12-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  (3

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (3

  	
  )

  
	
  1087646-11-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  2

  	
   

  	
  —

  	
   

  	
  2

  	
   

  	
  G_6m_less

  	
   

  	
  2

  	
   

  	
  —

  	
   

  
	
  1087646-11-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  (2

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (2

  	
  )

  
	
  1087646-10-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  0

  	
   

  	
  —

  	
   

  	
  0

  	
   

  	
  G_6m_less

  	
   

  	
  0

  	
   

  	
  —

  	
   

  
	
  1087646-10-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  (0

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (0

  	
  )

  
	
  1077194-15-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  0

  	
   

  	
  —

  	
   

  	
  0

  	
   

  	
  G_6m_less

  	
   

  	
  0

  	
   

  	
  —

  	
   

  
	
  1077194-15-W

  	
   

  	
  NABAU WSLBK&FIN00998

  	
   

  	
  (8

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  	
  G_6m_less

  	
   

  	
  —

  	
   

  	
  (8

  	
  )

  



 


2





















 


	
  FULL_REF

  	
   

  	
  trans_id

  	
   

  	
  trade_id

  	
   

  	
  trade_date

  	
   

  	
  maturity_date

  	
   

  	
  start_date

  	
   

  	
  currency

  	
   

  	
  product_type

  	
   

  	
  cparty

  	
   

  	
  principal_current

  	
   

  	
  npv

  	
   

  
	
  801047181

  	
   

  	
  80100110

  	
   

  	
  80104718

  	
   

  	
  21-May-03

  	
   

  	
  27-May-05

  	
   

  	
  27-May-03

  	
   

  	
  EUR

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  573,444

  	
   

  	
  0.01

  	
   

  
	
  800655881

  	
   

  	
  80063471

  	
   

  	
  80065588

  	
   

  	
  26-Sep-01

  	
   

  	
  30-Jun-05

  	
   

  	
  28-Dec-01

  	
   

  	
  EUR

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  324,080

  	
   

  	
  —

  	
   

  
	
  800991561

  	
   

  	
  80094974

  	
   

  	
  80099156

  	
   

  	
  05-Jun-01

  	
   

  	
  27-Feb-06

  	
   

  	
  05-Jun-01

  	
   

  	
  EUR

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  220,683

  	
   

  	
  —

  	
   

  
	
  50509810361

  	
   

  	
  0

  	
   

  	
  5050981036

  	
   

  	
  00-Jan-00

  	
   

  	
  15-Jun-06

  	
   

  	
  15-Dec-04

  	
   

  	
  EUR

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  630,664

  	
   

  	
  1.24

  	
   

  
	
  50510101741

  	
   

  	
  0

  	
   

  	
  5051010174

  	
   

  	
  00-Jan-00

  	
   

  	
  19-Jun-06

  	
   

  	
  20-Dec-04

  	
   

  	
  EUR

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  387,894

  	
   

  	
  0.89

  	
   

  
	
  50510740691

  	
   

  	
  0

  	
   

  	
  5051074069

  	
   

  	
  00-Jan-00

  	
   

  	
  05-Jul-06

  	
   

  	
  05-Jan-05

  	
   

  	
  EUR

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  275,556

  	
   

  	
  3.19

  	
   

  
	
  801413151

  	
   

  	
  80133640

  	
   

  	
  80141315

  	
   

  	
  07-Dec-01

  	
   

  	
  07-Dec-06

  	
   

  	
  07-Dec-01

  	
   

  	
  EUR

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,669,525

  	
   

  	
  27.02

  	
   

  
	
  800752521

  	
   

  	
  80072777

  	
   

  	
  80075252

  	
   

  	
  10-Jun-02

  	
   

  	
  12-Jun-07

  	
   

  	
  12-Jun-02

  	
   

  	
  EUR

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  227,457

  	
   

  	
  19.20

  	
   

  
	
  801375351

  	
   

  	
  80130128

  	
   

  	
  80137535

  	
   

  	
  14-Jul-04

  	
   

  	
  16-Jul-07

  	
   

  	
  14-Jul-04

  	
   

  	
  EUR

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  328,791

  	
   

  	
  2,152.89

  	
   

  
	
  800888771

  	
   

  	
  80085635

  	
   

  	
  80088877

  	
   

  	
  29-Nov-02

  	
   

  	
  29-Nov-07

  	
   

  	
  29-Nov-02

  	
   

  	
  EUR

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  451,035

  	
   

  	
  222.34

  	
   

  
	
  801380071

  	
   

  	
  80130564

  	
   

  	
  80138007

  	
   

  	
  21-Jul-04

  	
   

  	
  14-Nov-08

  	
   

  	
  16-Aug-04

  	
   

  	
  EUR

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  597,840

  	
   

  	
  592.49

  	
   

  
	
  801215771

  	
   

  	
  80115704

  	
   

  	
  80121577

  	
   

  	
  24-Nov-03

  	
   

  	
  05-Jan-09

  	
   

  	
  22-Dec-03

  	
   

  	
  EUR

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  284,645

  	
   

  	
  1,123.46

  	
   

  
	
  801387621

  	
   

  	
  80131277

  	
   

  	
  80138762

  	
   

  	
  30-Jul-04

  	
   

  	
  30-Jul-09

  	
   

  	
  30-Jul-04

  	
   

  	
  EUR

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  487,696

  	
   

  	
  1,403.68

  	
   

  
	
  800924501

  	
   

  	
  80088917

  	
   

  	
  80092450

  	
   

  	
  23-Jan-03

  	
   

  	
  25-Jan-10

  	
   

  	
  23-Jan-03

  	
   

  	
  EUR

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  516,024

  	
   

  	
  3,522.58

  	
   

  
	
  801005621

  	
   

  	
  80096288

  	
   

  	
  80100562

  	
   

  	
  09-Apr-03

  	
   

  	
  09-Apr-10

  	
   

  	
  09-Apr-03

  	
   

  	
  EUR

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  227,735

  	
   

  	
  2,291.10

  	
   

  
	
  801410871

  	
   

  	
  80133420

  	
   

  	
  80141087

  	
   

  	
  19-Apr-02

  	
   

  	
  19-Apr-10

  	
   

  	
  19-Apr-02

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  415,286

  	
   

  	
  398.49

  	
   

  
	
  801159981

  	
   

  	
  80110675

  	
   

  	
  80115998

  	
   

  	
  19-Sep-03

  	
   

  	
  23-Jul-10

  	
   

  	
  23-Sep-03

  	
   

  	
  EUR

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,339,597

  	
   

  	
  8,689.11

  	
   

  
	
  801303721

  	
   

  	
  80123587

  	
   

  	
  80130372

  	
   

  	
  29-Mar-04

  	
   

  	
  18-Apr-11

  	
   

  	
  19-Apr-04

  	
   

  	
  EUR

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  3,327,742

  	
   

  	
  88,563.11

  	
   

  
	
  800659061

  	
   

  	
  80063746

  	
   

  	
  80065906

  	
   

  	
  20-Dec-01

  	
   

  	
  20-Dec-11

  	
   

  	
  24-Dec-01

  	
   

  	
  EUR

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  2,635,545

  	
   

  	
  9,153.32

  	
   

  
	
  800841071

  	
   

  	
  80081302

  	
   

  	
  80084107

  	
   

  	
  24-Sep-02

  	
   

  	
  24-Sep-12

  	
   

  	
  24-Sep-02

  	
   

  	
  EUR

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  281,610

  	
   

  	
  1,233.71

  	
   

  
	
  800905831

  	
   

  	
  80087148

  	
   

  	
  80090583

  	
   

  	
  19-Dec-02

  	
   

  	
  20-Dec-12

  	
   

  	
  20-Dec-02

  	
   

  	
  GBP

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  720,513

  	
   

  	
  11,131.26

  	
   

  
	
  800912481

  	
   

  	
  80087756

  	
   

  	
  80091248

  	
   

  	
  07-Jan-03

  	
   

  	
  09-Jan-13

  	
   

  	
  09-Jan-03

  	
   

  	
  EUR

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  344,731

  	
   

  	
  4,486.92

  	
   

  
	
  800968781

  	
   

  	
  80092904

  	
   

  	
  80096878

  	
   

  	
  29-Jan-03

  	
   

  	
  29-Jan-13

  	
   

  	
  29-Jan-03

  	
   

  	
  EUR

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  351,294

  	
   

  	
  3,213.76

  	
   

  
	
  800974691

  	
   

  	
  80093428

  	
   

  	
  80097469

  	
   

  	
  12-Mar-03

  	
   

  	
  13-Mar-13

  	
   

  	
  13-Mar-03

  	
   

  	
  EUR

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  355,808

  	
   

  	
  4,884.31

  	
   

  
	
  801005771

  	
   

  	
  80096303

  	
   

  	
  80100577

  	
   

  	
  09-Apr-03

  	
   

  	
  10-Apr-13

  	
   

  	
  10-Apr-03

  	
   

  	
  EUR

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  461,665

  	
   

  	
  18,655.26

  	
   

  
	
  801038301

  	
   

  	
  80099272

  	
   

  	
  80103830

  	
   

  	
  14-May-03

  	
   

  	
  15-May-13

  	
   

  	
  15-Jul-03

  	
   

  	
  EUR

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  752,994

  	
   

  	
  15,519.09

  	
   

  
	
  801091111

  	
   

  	
  80104257

  	
   

  	
  80109111

  	
   

  	
  07-Jul-03

  	
   

  	
  11-Jul-13

  	
   

  	
  11-Jul-03

  	
   

  	
  EUR

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  476,008

  	
   

  	
  32,573.17

  	
   

  
	
  801148401

  	
   

  	
  80109643

  	
   

  	
  80114840

  	
   

  	
  05-Sep-03

  	
   

  	
  05-Sep-13

  	
   

  	
  05-Sep-03

  	
   

  	
  EUR

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  264,904

  	
   

  	
  4,102.52

  	
   

  
	
  801236521

  	
   

  	
  80117619

  	
   

  	
  80123652

  	
   

  	
  19-Dec-03

  	
   

  	
  05-Jan-14

  	
   

  	
  05-Jan-04

  	
   

  	
  EUR

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,271,073

  	
   

  	
  51,272.76

  	
   

  
	
  800727331

  	
   

  	
  80070326

  	
   

  	
  80072733

  	
   

  	
  26-Apr-02

  	
   

  	
  28-Apr-14

  	
   

  	
  26-Apr-02

  	
   

  	
  EUR

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  638,512

  	
   

  	
  3,732.51

  	
   

  
	
  801059271

  	
   

  	
  80101255

  	
   

  	
  80105927

  	
   

  	
  05-Jun-03

  	
   

  	
  05-Jun-15

  	
   

  	
  05-Jun-03

  	
   

  	
  EUR

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  299,492

  	
   

  	
  6,252.47

  	
   

  
	
  801409911

  	
   

  	
  80133335

  	
   

  	
  80140991

  	
   

  	
  01-Sep-04

  	
   

  	
  01-Sep-16

  	
   

  	
  01-Sep-04

  	
   

  	
  EUR

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,016,230

  	
   

  	
  23,158.88

  	
   

  
	
  801479161

  	
   

  	
  80139840

  	
   

  	
  80147916

  	
   

  	
  30-Nov-04

  	
   

  	
  02-Mar-18

  	
   

  	
  02-Dec-04

  	
   

  	
  EUR

  	
   

  	
  CAP

  	
   

  	
  NAB-LON

  	
   

  	
  7,631,090

  	
   

  	
  324,166.69

  	
   

  
	
  801170301

  	
   

  	
  80111661

  	
   

  	
  80117030

  	
   

  	
  01-Oct-03

  	
   

  	
  28-Oct-15

  	
   

  	
  28-Oct-03

  	
   

  	
  GBP

  	
   

  	
  CROSS_CURR

  	
   

  	
  NAB-LON

  	
   

  	
  15,006,002

  	
   

  	
  (2,608,532.03

  	
  )

  
	
  50509810401

  	
   

  	
  0

  	
   

  	
  5050981040

  	
   

  	
  00-Jan-00

  	
   

  	
  15-Jun-06

  	
   

  	
  15-Dec-04

  	
   

  	
  EUR

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  630,664

  	
   

  	
  (17,037.72

  	
  )

  
	
  50509810431

  	
   

  	
  0

  	
   

  	
  5050981043

  	
   

  	
  00-Jan-00

  	
   

  	
  15-Jun-06

  	
   

  	
  15-Dec-04

  	
   

  	
  EUR

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  1,063

  	
   

  	
  (18,909.93

  	
  )

  
	
  50510101681

  	
   

  	
  0

  	
   

  	
  5051010168

  	
   

  	
  00-Jan-00

  	
   

  	
  19-Jun-06

  	
   

  	
  20-Dec-04

  	
   

  	
  EUR

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  848

  	
   

  	
  (15,418.38

  	
  )

  
	
  50510101711

  	
   

  	
  0

  	
   

  	
  5051010171

  	
   

  	
  00-Jan-00

  	
   

  	
  19-Jun-06

  	
   

  	
  20-Dec-04

  	
   

  	
  EUR

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  387,894

  	
   

  	
  (10,433.73

  	
  )

  
	
  50510740731

  	
   

  	
  0

  	
   

  	
  5051074073

  	
   

  	
  00-Jan-00

  	
   

  	
  05-Jul-06

  	
   

  	
  05-Jan-05

  	
   

  	
  EUR

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  275,556

  	
   

  	
  (14,305.65

  	
  )

  
	
  50510740761

  	
   

  	
  0

  	
   

  	
  5051074076

  	
   

  	
  00-Jan-00

  	
   

  	
  05-Jul-06

  	
   

  	
  05-Jan-05

  	
   

  	
  EUR

  	
   

  	
  FLOOR

  	
   

  	
  NAB-LON

  	
   

  	
  580

  	
   

  	
  (21,853.29

  	
  )

  
	
  800182691

  	
   

  	
  80017163

  	
   

  	
  80018269

  	
   

  	
  25-Apr-00

  	
   

  	
  27-Dec-04

  	
   

  	
  27-Apr-00

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  820,000

  	
   

  	
  (6,188.72

  	
  )

  
	
  801366301

  	
   

  	
  80129361

  	
   

  	
  80136630

  	
   

  	
  01-Jul-04

  	
   

  	
  01-Jan-05

  	
   

  	
  01-Jul-04

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  12,000,000

  	
   

  	
  (251,338.41

  	
  )

  
	
  800156501

  	
   

  	
  80014666

  	
   

  	
  80015650

  	
   

  	
  05-Jan-00

  	
   

  	
  07-Jan-05

  	
   

  	
  07-Jan-00

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  2,250,000

  	
   

  	
  (17,138.98

  	
  )

  
	
  800710911

  	
   

  	
  80068751

  	
   

  	
  80071091

  	
   

  	
  27-Mar-02

  	
   

  	
  14-Jan-05

  	
   

  	
  14-Jan-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  33,000,000

  	
   

  	
  225,008.74

  	
   

  
	
  800668991

  	
   

  	
  80064714

  	
   

  	
  80066899

  	
   

  	
  16-Jan-02

  	
   

  	
  18-Jan-05

  	
   

  	
  18-Jan-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  289,762

  	
   

  	
  (1,022.18

  	
  )

  
	
  800490381

  	
   

  	
  80047361

  	
   

  	
  80049038

  	
   

  	
  09-May-01

  	
   

  	
  09-Feb-05

  	
   

  	
  09-May-01

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  2,400,000

  	
   

  	
  (15,116.72

  	
  )

  
	
  800771521

  	
   

  	
  80074629

  	
   

  	
  80077152

  	
   

  	
  10-Jul-02

  	
   

  	
  14-Feb-05

  	
   

  	
  14-Feb-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  33,000,000

  	
   

  	
  173,881.23

  	
   

  
	
  800572231

  	
   

  	
  80055430

  	
   

  	
  80057223

  	
   

  	
  13-Aug-01

  	
   

  	
  15-Feb-05

  	
   

  	
  15-Aug-01

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  9,523,000

  	
   

  	
  (52,968.10

  	
  )

  
	
  800692011

  	
   

  	
  80066907

  	
   

  	
  80069201

  	
   

  	
  22-Feb-02

  	
   

  	
  14-Mar-05

  	
   

  	
  12-Mar-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  276,334

  	
   

  	
  (2,232.18

  	
  )

  
	
  800771511

  	
   

  	
  80074628

  	
   

  	
  80077151

  	
   

  	
  10-Jul-02

  	
   

  	
  14-Mar-05

  	
   

  	
  14-Mar-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  33,000,000

  	
   

  	
  355,867.56

  	
   

  
	
  800182701

  	
   

  	
  80017164

  	
   

  	
  80018270

  	
   

  	
  25-Apr-00

  	
   

  	
  27-Mar-05

  	
   

  	
  27-Apr-00

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  2,952,000

  	
   

  	
  (43,938.41

  	
  )

  
	
  800281991

  	
   

  	
  80026853

  	
   

  	
  80028199

  	
   

  	
  26-Sep-00

  	
   

  	
  28-Mar-05

  	
   

  	
  28-Sep-00

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,428,000

  	
   

  	
  (23,319.47

  	
  )

  
	
  800699371

  	
   

  	
  80067628

  	
   

  	
  80069937

  	
   

  	
  06-Mar-02

  	
   

  	
  05-Apr-05

  	
   

  	
  05-Apr-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  790,376

  	
   

  	
  (6,851.42

  	
  )

  
	
  800603741

  	
   

  	
  80058465

  	
   

  	
  80060374

  	
   

  	
  10-Jul-01

  	
   

  	
  11-Apr-05

  	
   

  	
  10-Jul-01

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  12,180,597

  	
   

  	
  (207,538.32

  	
  )

  
	
  800637541

  	
   

  	
  80061722

  	
   

  	
  80063754

  	
   

  	
  09-Apr-98

  	
   

  	
  11-Apr-05

  	
   

  	
  09-Oct-01

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,333,225

  	
   

  	
  (19,873.05

  	
  )

  
	
  801315901

  	
   

  	
  80124693

  	
   

  	
  80131590

  	
   

  	
  14-Apr-04

  	
   

  	
  16-Apr-05

  	
   

  	
  16-Apr-04

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  40,000,000

  	
   

  	
  505,268.88

  	
   

  
	
  800863521

  	
   

  	
  80083367

  	
   

  	
  80086352

  	
   

  	
  28-Oct-02

  	
   

  	
  28-Apr-05

  	
   

  	
  28-Oct-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  33,000,000

  	
   

  	
  206,490.56

  	
   

  
	
  801330441

  	
   

  	
  80126044

  	
   

  	
  80133044

  	
   

  	
  07-May-04

  	
   

  	
  11-May-05

  	
   

  	
  11-May-04

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  40,000,000

  	
   

  	
  485,219.88

  	
   

  
	
  800577061

  	
   

  	
  80055904

  	
   

  	
  80057706

  	
   

  	
  22-Aug-01

  	
   

  	
  23-May-05

  	
   

  	
  22-Aug-01

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  3,500,000

  	
   

  	
  (27,489.90

  	
  )

  
	
  800282001

  	
   

  	
  80026854

  	
   

  	
  80028200

  	
   

  	
  26-Sep-00

  	
   

  	
  28-Jun-05

  	
   

  	
  28-Sep-00

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,680,000

  	
   

  	
  (41,059.16

  	
  )

  
	
  801090031

  	
   

  	
  80104154

  	
   

  	
  80109003

  	
   

  	
  27-Jun-03

  	
   

  	
  29-Jun-05

  	
   

  	
  01-Jul-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  180,000,000

  	
   

  	
  85,505.50

  	
   

  
	
  800319701

  	
   

  	
  80030540

  	
   

  	
  80031970

  	
   

  	
  09-Nov-00

  	
   

  	
  30-Jun-05

  	
   

  	
  13-Nov-00

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  924,000

  	
   

  	
  (22,441.33

  	
  )

  
	
  800782501

  	
   

  	
  80075703

  	
   

  	
  80078250

  	
   

  	
  30-Jul-02

  	
   

  	
  30-Jun-05

  	
   

  	
  30-Jul-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  86,747

  	
   

  	
  (1,720.95

  	
  )

  
	
  800769571

  	
   

  	
  80074436

  	
   

  	
  80076957

  	
   

  	
  10-Jul-02

  	
   

  	
  12-Jul-05

  	
   

  	
  12-Jul-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  75,000,000

  	
   

  	
  1,136,836.29

  	
   

  
	
  800637611

  	
   

  	
  80061729

  	
   

  	
  80063761

  	
   

  	
  30-Jul-98

  	
   

  	
  29-Jul-05

  	
   

  	
  30-Oct-01

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,462,738

  	
   

  	
  (29,477.92

  	
  )

  
	
  800790031

  	
   

  	
  80076412

  	
   

  	
  80079003

  	
   

  	
  13-Aug-02

  	
   

  	
  15-Aug-05

  	
   

  	
  14-Aug-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,828,894

  	
   

  	
  (26,024.25

  	
  )

  
	
  800794101

  	
   

  	
  80076807

  	
   

  	
  80079410

  	
   

  	
  21-Aug-02

  	
   

  	
  23-Aug-05

  	
   

  	
  23-Aug-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  25,000,000

  	
   

  	
  313,433.34

  	
   

  
	
  801097351

  	
   

  	
  80104845

  	
   

  	
  80109735

  	
   

  	
  14-Jul-03

  	
   

  	
  28-Sep-05

  	
   

  	
  16-Jul-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  30,000,000

  	
   

  	
  (24,600.78

  	
  )

  
	
  800319861

  	
   

  	
  80030556

  	
   

  	
  80031986

  	
   

  	
  09-Nov-00

  	
   

  	
  30-Sep-05

  	
   

  	
  13-Nov-00

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  966,000

  	
   

  	
  (31,084.28

  	
  )

  
	
  800637871

  	
   

  	
  80061754

  	
   

  	
  80063787

  	
   

  	
  02-Oct-98

  	
   

  	
  03-Oct-05

  	
   

  	
  02-Nov-01

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  571,382

  	
   

  	
  (8,734.50

  	
  )

  
	
  800845191

  	
   

  	
  80081654

  	
   

  	
  80084519

  	
   

  	
  30-Sep-02

  	
   

  	
  03-Oct-05

  	
   

  	
  03-Oct-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  25,000,000

  	
   

  	
  302,349.13

  	
   

  
	
  800848901

  	
   

  	
  80081997

  	
   

  	
  80084890

  	
   

  	
  04-Oct-02

  	
   

  	
  07-Oct-05

  	
   

  	
  07-Oct-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  529,496

  	
   

  	
  (6,105.72

  	
  )

  
	
  800476411

  	
   

  	
  80045981

  	
   

  	
  80047641

  	
   

  	
  24-Apr-01

  	
   

  	
  18-Oct-05

  	
   

  	
  24-Apr-01

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  50,000,000

  	
   

  	
  (1,409,976.85

  	
  )

  
	
  800863231

  	
   

  	
  80083338

  	
   

  	
  80086323

  	
   

  	
  28-Oct-02

  	
   

  	
  31-Oct-05

  	
   

  	
  28-Oct-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  26,000,000

  	
   

  	
  356,801.44

  	
   

  
	
  800603811

  	
   

  	
  80058469

  	
   

  	
  80060381

  	
   

  	
  01-Nov-00

  	
   

  	
  03-Nov-05

  	
   

  	
  03-Aug-01

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  5,743,587

  	
   

  	
  (184,311.71

  	
  )

  
	
  800869291

  	
   

  	
  80083883

  	
   

  	
  80086929

  	
   

  	
  28-Oct-02

  	
   

  	
  30-Nov-05

  	
   

  	
  28-Oct-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  26,000,000

  	
   

  	
  355,218.32

  	
   

  
	
  801481221

  	
   

  	
  80140035

  	
   

  	
  80148122

  	
   

  	
  02-Dec-04

  	
   

  	
  06-Dec-05

  	
   

  	
  06-Dec-04

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  35,000,000

  	
   

  	
  8,678.73

  	
   

  
	
  800658641

  	
   

  	
  80063704

  	
   

  	
  80065864

  	
   

  	
  19-Dec-01

  	
   

  	
  19-Dec-05

  	
   

  	
  19-Dec-01

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  142,253

  	
   

  	
  (4,206.97

  	
  )

  
	
  800658651

  	
   

  	
  80063705

  	
   

  	
  80065865

  	
   

  	
  19-Dec-01

  	
   

  	
  19-Dec-05

  	
   

  	
  19-Dec-01

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  142,253

  	
   

  	
  (4,206.97

  	
  )

  
	
  800320181

  	
   

  	
  80030588

  	
   

  	
  80032018

  	
   

  	
  09-Nov-00

  	
   

  	
  30-Dec-05

  	
   

  	
  13-Nov-00

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  924,000

  	
   

  	
  (36,732.61

  	
  )

  
	
  800863431

  	
   

  	
  80083358

  	
   

  	
  80086343

  	
   

  	
  28-Oct-02

  	
   

  	
  30-Dec-05

  	
   

  	
  28-Oct-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  26,000,000

  	
   

  	
  451,780.37

  	
   

  
	
  800673731

  	
   

  	
  80065162

  	
   

  	
  80067373

  	
   

  	
  23-Jan-02

  	
   

  	
  23-Jan-06

  	
   

  	
  23-Jan-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,462,542

  	
   

  	
  (44,028.55

  	
  )

  
	
  800604731

  	
   

  	
  80058519

  	
   

  	
  80060473

  	
   

  	
  28-Sep-01

  	
   

  	
  30-Jan-06

  	
   

  	
  28-Sep-01

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  263,674

  	
   

  	
  (8,545.12

  	
  )

  
	
  800927571

  	
   

  	
  80089192

  	
   

  	
  80092757

  	
   

  	
  27-Jan-03

  	
   

  	
  30-Jan-06

  	
   

  	
  27-Jan-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  2,500,000

  	
   

  	
  (57,210.97

  	
  )

  
	
  800863441

  	
   

  	
  80083359

  	
   

  	
  80086344

  	
   

  	
  28-Oct-02

  	
   

  	
  31-Jan-06

  	
   

  	
  28-Oct-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  26,000,000

  	
   

  	
  470,271.29

  	
   

  
	
  800958441

  	
   

  	
  80091989

  	
   

  	
  80095844

  	
   

  	
  26-Feb-03

  	
   

  	
  27-Feb-06

  	
   

  	
  27-Feb-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  481,383

  	
   

  	
  (6,175.12

  	
  )

  
	
  800993021

  	
   

  	
  80095116

  	
   

  	
  80099302

  	
   

  	
  05-Jun-01

  	
   

  	
  27-Feb-06

  	
   

  	
  05-Jun-01

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  221,481

  	
   

  	
  (12,774.46

  	
  )

  
	
  800864161

  	
   

  	
  80083424

  	
   

  	
  80086416

  	
   

  	
  28-Oct-02

  	
   

  	
  28-Feb-06

  	
   

  	
  28-Oct-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  26,000,000

  	
   

  	
  464,661.65

  	
   

  
	
  800863461

  	
   

  	
  80083361

  	
   

  	
  80086346

  	
   

  	
  28-Oct-02

  	
   

  	
  31-Mar-06

  	
   

  	
  28-Oct-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  26,000,000

  	
   

  	
  566,151.12

  	
   

  



 


	
  FULL_REF

  	
   

  	
  acc_int

  	
   

  	
  pay_rec

  	
   

  	
  ref_index

  	
   

  	
  MATURITY

  	
   

  	
  GBP_NOTIONAL

  	
   

  	
  GBP_NPV

  	
   

  	
  GBP_ACCR

  	
   

  	
  OBO

  	
   

  
	
  801047181

  	
   

  	
  —

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6M-1Y

  	
   

  	
  396,502

  	
   

  	
  0.01

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_EUR

  	
   

  
	
  800655881

  	
   

  	
  —

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6M-1Y

  	
   

  	
  224,082

  	
   

  	
  —

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_EUR

  	
   

  
	
  800991561

  	
   

  	
  —

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  152,589

  	
   

  	
  —

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_EUR

  	
   

  
	
  50509810361

  	
   

  	
  —

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  436,066

  	
   

  	
  0.86

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  50510101741

  	
   

  	
  —

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  268,205

  	
   

  	
  0.62

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  50510740691

  	
   

  	
  —

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  190,530

  	
   

  	
  2.21

  	
   

  	
  —

  	
   

  	
  CASPAR_CAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801413151

  	
   

  	
  —

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  1,154,376

  	
   

  	
  18.68

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_EUR

  	
   

  
	
  800752521

  	
   

  	
  —

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  157,273

  	
   

  	
  13.28

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_EUR

  	
   

  
	
  801375351

  	
   

  	
  —

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  227,339

  	
   

  	
  1,488.59

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_EUR

  	
   

  
	
  800888771

  	
   

  	
  —

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  311,863

  	
   

  	
  153.73

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_EUR

  	
   

  
	
  801380071

  	
   

  	
  —

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  413,371

  	
   

  	
  409.67

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_EUR

  	
   

  
	
  801215771

  	
   

  	
  —

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  196,815

  	
   

  	
  776.81

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_EUR

  	
   

  
	
  801387621

  	
   

  	
  —

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  337,212

  	
   

  	
  970.56

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_EUR

  	
   

  
	
  800924501

  	
   

  	
  —

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  5Y-6Y

  	
   

  	
  356,799

  	
   

  	
  2,435.65

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_EUR

  	
   

  
	
  801005621

  	
   

  	
  —

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  5Y-6Y

  	
   

  	
  157,465

  	
   

  	
  1,584.16

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_EUR

  	
   

  
	
  801410871

  	
   

  	
  —

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  5Y-6Y

  	
   

  	
  415,286

  	
   

  	
  398.49

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  801159981

  	
   

  	
  —

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  5Y-6Y

  	
   

  	
  926,251

  	
   

  	
  6,008.00

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_EUR

  	
   

  
	
  801303721

  	
   

  	
  —

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  2,300,934

  	
   

  	
  61,236.07

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_EUR

  	
   

  
	
  800659061

  	
   

  	
  —

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  1,822,321

  	
   

  	
  6,328.97

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_EUR

  	
   

  
	
  800841071

  	
   

  	
  —

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  194,717

  	
   

  	
  853.04

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_EUR

  	
   

  
	
  800905831

  	
   

  	
  —

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  720,513

  	
   

  	
  11,131.26

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_GBP

  	
   

  
	
  800912481

  	
   

  	
  —

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  238,360

  	
   

  	
  3,102.44

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_EUR

  	
   

  
	
  800968781

  	
   

  	
  —

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  242,899

  	
   

  	
  2,222.12

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_EUR

  	
   

  
	
  800974691

  	
   

  	
  —

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  246,020

  	
   

  	
  3,377.21

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_EUR

  	
   

  
	
  801005771

  	
   

  	
  —

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  319,213

  	
   

  	
  12,898.99

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_EUR

  	
   

  
	
  801038301

  	
   

  	
  —

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  520,650

  	
   

  	
  10,730.52

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_EUR

  	
   

  
	
  801091111

  	
   

  	
  —

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  329,131

  	
   

  	
  22,522.39

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_EUR

  	
   

  
	
  801148401

  	
   

  	
  —

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  183,165

  	
   

  	
  2,836.65

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_EUR

  	
   

  
	
  801236521

  	
   

  	
  —

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  878,871

  	
   

  	
  35,452.03

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_EUR

  	
   

  
	
  800727331

  	
   

  	
  —

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  441,493

  	
   

  	
  2,580.81

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_EUR

  	
   

  
	
  801059271

  	
   

  	
  —

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  207,081

  	
   

  	
  4,323.21

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_EUR

  	
   

  
	
  801409911

  	
   

  	
  —

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  702,662

  	
   

  	
  16,012.97

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_EUR

  	
   

  
	
  801479161

  	
   

  	
  —

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  5,276,440

  	
   

  	
  224,141.78

  	
   

  	
  —

  	
   

  	
  INFINITY_CAP_ROW_REC_FIXED_EUR

  	
   

  
	
  801170301

  	
   

  	
  (21,952.25

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  15,006,002

  	
   

  	
  (2,608,532.03

  	
  )

  	
  (21,952.25

  	
  )

  	
  INFINITY_CROSS_CURR_ROW_PAY_FIXED_GBP

  	
   

  
	
  50509810401

  	
   

  	
  —

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  436,066

  	
   

  	
  (11,780.56

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_EUR

  	
   

  
	
  50509810431

  	
   

  	
  —

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  735

  	
   

  	
  (13,075.08

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_EUR

  	
   

  
	
  50510101681

  	
   

  	
  —

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  587

  	
   

  	
  (10,660.88

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_EUR

  	
   

  
	
  50510101711

  	
   

  	
  —

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  268,205

  	
   

  	
  (7,214.30

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_EUR

  	
   

  
	
  50510740731

  	
   

  	
  —

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  190,530

  	
   

  	
  (9,891.50

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_EUR

  	
   

  
	
  50510740761

  	
   

  	
  —

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  401

  	
   

  	
  (15,110.24

  	
  )

  	
  —

  	
   

  	
  CASPAR_FLOOR_ROW_REC_FIXED_EUR

  	
   

  
	
  800182691

  	
   

  	
  (4,901.96

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6M_LESS

  	
   

  	
  566,981

  	
   

  	
  (4,279.13

  	
  )

  	
  (3,389.41

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801366301

  	
   

  	
  (250,857.53

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6M_LESS

  	
   

  	
  12,000,000

  	
   

  	
  (251,338.41

  	
  )

  	
  (250,857.53

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800156501

  	
   

  	
  (11,570.76

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6M_LESS

  	
   

  	
  1,555,740

  	
   

  	
  (11,850.57

  	
  )

  	
  (8,000.49

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800710911

  	
   

  	
  134,814.16

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6M_LESS

  	
   

  	
  22,817,517

  	
   

  	
  155,580.02

  	
   

  	
  93,215.89

  	
   

  	
  INFINITY_SWAP_ROW_REC_FIXED_EUR

  	
   

  
	
  800668991

  	
   

  	
  (344.22

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6M_LESS

  	
   

  	
  200,353

  	
   

  	
  (706.78

  	
  )

  	
  (238.01

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800490381

  	
   

  	
  (4,783.07

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6M_LESS

  	
   

  	
  1,659,456

  	
   

  	
  (10,452.30

  	
  )

  	
  (3,307.21

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800771521

  	
   

  	
  44,127.42

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6M_LESS

  	
   

  	
  22,817,517

  	
   

  	
  120,228.42

  	
   

  	
  30,511.46

  	
   

  	
  INFINITY_SWAP_ROW_REC_FIXED_EUR

  	
   

  
	
  800572231

  	
   

  	
  (13,296.89

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6M_LESS

  	
   

  	
  6,584,582

  	
   

  	
  (36,624.26

  	
  )

  	
  (9,194.00

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800692011

  	
   

  	
  (490.33

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6M_LESS

  	
   

  	
  191,068

  	
   

  	
  (1,543.42

  	
  )

  	
  (339.03

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800771511

  	
   

  	
  169,780.41

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6M_LESS

  	
   

  	
  22,817,517

  	
   

  	
  246,061.03

  	
   

  	
  117,392.95

  	
   

  	
  INFINITY_SWAP_ROW_REC_FIXED_EUR

  	
   

  
	
  800182701

  	
   

  	
  (17,824.18

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6M_LESS

  	
   

  	
  2,041,131

  	
   

  	
  (30,380.77

  	
  )

  	
  (12,324.35

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800281991

  	
   

  	
  (9,319.25

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6M_LESS

  	
   

  	
  987,376

  	
   

  	
  (16,124.01

  	
  )

  	
  (6,443.70

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800699371

  	
   

  	
  (116.29

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6M_LESS

  	
   

  	
  546,497

  	
   

  	
  (4,737.35

  	
  )

  	
  (80.41

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800603741

  	
   

  	
  (66,582.82

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6M_LESS

  	
   

  	
  8,422,151

  	
   

  	
  (143,500.28

  	
  )

  	
  (46,038.02

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800637541

  	
   

  	
  (6,380.02

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6M_LESS

  	
   

  	
  921,845

  	
   

  	
  (13,741.02

  	
  )

  	
  (4,411.40

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801315901

  	
   

  	
  512,371.11

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6M_LESS

  	
   

  	
  27,657,596

  	
   

  	
  349,363.06

  	
   

  	
  354,273.83

  	
   

  	
  INFINITY_SWAP_ROW_REC_FIXED_EUR

  	
   

  
	
  800863521

  	
   

  	
  47,091.91

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6M-1Y

  	
   

  	
  22,817,517

  	
   

  	
  142,775.81

  	
   

  	
  32,561.23

  	
   

  	
  INFINITY_SWAP_ROW_REC_FIXED_EUR

  	
   

  
	
  801330441

  	
   

  	
  471,503.33

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6M-1Y

  	
   

  	
  27,657,596

  	
   

  	
  335,500.39

  	
   

  	
  326,016.22

  	
   

  	
  INFINITY_SWAP_ROW_REC_FIXED_EUR

  	
   

  
	
  800577061

  	
   

  	
  (3,195.11

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6M-1Y

  	
   

  	
  2,420,040

  	
   

  	
  (19,007.61

  	
  )

  	
  (2,209.23

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800282001

  	
   

  	
  (11,013.52

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6M-1Y

  	
   

  	
  1,161,619

  	
   

  	
  (28,389.94

  	
  )

  	
  (7,615.19

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801090031

  	
   

  	
  36,400.00

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6M-1Y

  	
   

  	
  124,459,182

  	
   

  	
  59,121.91

  	
   

  	
  25,168.41

  	
   

  	
  INFINITY_SWAP_ROW_REC_FIXED_EUR

  	
   

  
	
  800319701

  	
   

  	
  (5,851.38

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6M-1Y

  	
   

  	
  638,890

  	
   

  	
  (15,516.83

  	
  )

  	
  (4,045.88

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800782501

  	
   

  	
  (67.12

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6M-1Y

  	
   

  	
  59,980

  	
   

  	
  (1,189.93

  	
  )

  	
  (46.41

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800769571

  	
   

  	
  241,181.25

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6M-1Y

  	
   

  	
  51,857,993

  	
   

  	
  786,053.97

  	
   

  	
  166,762.34

  	
   

  	
  INFINITY_SWAP_ROW_REC_FIXED_EUR

  	
   

  
	
  800637611

  	
   

  	
  (4,387.42

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6M-1Y

  	
   

  	
  1,011,396

  	
   

  	
  (20,382.21

  	
  )

  	
  (3,033.64

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800790031

  	
   

  	
  (2,370.81

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6M-1Y

  	
   

  	
  1,264,570

  	
   

  	
  (17,994.20

  	
  )

  	
  (1,639.27

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800794101

  	
   

  	
  17,489.58

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6M-1Y

  	
   

  	
  17,285,998

  	
   

  	
  216,720.32

  	
   

  	
  12,092.99

  	
   

  	
  INFINITY_SWAP_ROW_REC_FIXED_EUR

  	
   

  
	
  801097351

  	
   

  	
  (9,553.33

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6M-1Y

  	
   

  	
  20,743,197

  	
   

  	
  (17,009.96

  	
  )

  	
  (6,605.55

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800319861

  	
   

  	
  (6,154.39

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6M-1Y

  	
   

  	
  667,931

  	
   

  	
  (21,492.91

  	
  )

  	
  (4,255.39

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800637871

  	
   

  	
  (176.11

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6M-1Y

  	
   

  	
  395,076

  	
   

  	
  (6,039.38

  	
  )

  	
  (121.77

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800845191

  	
   

  	
  56,197.92

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6M-1Y

  	
   

  	
  17,285,998

  	
   

  	
  209,056.25

  	
   

  	
  38,857.48

  	
   

  	
  INFINITY_SWAP_ROW_REC_FIXED_EUR

  	
   

  
	
  800848901

  	
   

  	
  (20.96

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6M-1Y

  	
   

  	
  366,115

  	
   

  	
  (4,221.74

  	
  )

  	
  (14.49

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800476411

  	
   

  	
  (283,597.22

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6M-1Y

  	
   

  	
  34,571,995

  	
   

  	
  (974,914.25

  	
  )

  	
  (196,090.43

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800863231

  	
   

  	
  40,704.44

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  17,977,437

  	
   

  	
  246,706.75

  	
   

  	
  28,144.67

  	
   

  	
  INFINITY_SWAP_ROW_REC_FIXED_EUR

  	
   

  
	
  800603811

  	
   

  	
  (18,604.50

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  3,971,345

  	
   

  	
  (127,440.47

  	
  )

  	
  (12,863.89

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800869291

  	
   

  	
  9,093.50

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  17,977,437

  	
   

  	
  245,612.12

  	
   

  	
  6,287.61

  	
   

  	
  INFINITY_SWAP_ROW_REC_FIXED_EUR

  	
   

  
	
  801481221

  	
   

  	
  184.72

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  24,200,397

  	
   

  	
  6,000.82

  	
   

  	
  127.72

  	
   

  	
  INFINITY_SWAP_ROW_REC_FIXED_EUR

  	
   

  
	
  800658641

  	
   

  	
  (786.66

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  98,359

  	
   

  	
  (2,908.87

  	
  )

  	
  (543.93

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800658651

  	
   

  	
  (786.66

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  98,359

  	
   

  	
  (2,908.87

  	
  )

  	
  (543.93

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800320181

  	
   

  	
  (5,922.22

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  638,890

  	
   

  	
  (25,398.39

  	
  )

  	
  (4,094.86

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800863431

  	
   

  	
  73,703.50

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  17,977,437

  	
   

  	
  312,378.97

  	
   

  	
  50,961.54

  	
   

  	
  INFINITY_SWAP_ROW_REC_FIXED_EUR

  	
   

  
	
  800673731

  	
   

  	
  (4,436.71

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  1,011,260

  	
   

  	
  (30,443.10

  	
  )

  	
  (3,067.72

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800604731

  	
   

  	
  (174.73

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  182,315

  	
   

  	
  (5,908.44

  	
  )

  	
  (120.82

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800927571

  	
   

  	
  (5,288.89

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  1,728,600

  	
   

  	
  (39,557.95

  	
  )

  	
  (3,656.95

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800863441

  	
   

  	
  57,408.00

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  17,977,437

  	
   

  	
  325,164.33

  	
   

  	
  39,694.18

  	
   

  	
  INFINITY_SWAP_ROW_REC_FIXED_EUR

  	
   

  
	
  800958441

  	
   

  	
  (141.29

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  332,847

  	
   

  	
  (4,269.72

  	
  )

  	
  (97.69

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800993021

  	
   

  	
  (5,329.93

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  153,141

  	
   

  	
  (8,832.77

  	
  )

  	
  (3,685.33

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800864161

  	
   

  	
  24,302.06

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  17,977,437

  	
   

  	
  321,285.60

  	
   

  	
  16,803.41

  	
   

  	
  INFINITY_SWAP_ROW_REC_FIXED_EUR

  	
   

  
	
  800863461

  	
   

  	
  92,404.36

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  17,977,437

  	
   

  	
  391,459.47

  	
   

  	
  63,892.06

  	
   

  	
  INFINITY_SWAP_ROW_REC_FIXED_EUR

  	
   

  



 


	
  FULL_REF

  	
   

  	
  OBO_MTM

  	
   

  	
  POSITIVE

  	
   

  	
  NEGATIVE

  	
   

  	
  FCE_NAB

  	
   

  	
  CR_EQUIV_NAB

  	
   

  
	
  801047181

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  0.01

  	
   

  	
  —

  	
   

  	
  —

  	
   

  	
  0

  	
   

  
	
  800655881

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  —

  	
   

  	
  —

  	
   

  	
  —

  	
   

  	
  —

  	
   

  
	
  800991561

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  —

  	
   

  	
  —

  	
   

  	
  763

  	
   

  	
  763

  	
   

  
	
  50509810361

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  0.86

  	
   

  	
  —

  	
   

  	
  2,180

  	
   

  	
  2,181

  	
   

  
	
  50510101741

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  0.62

  	
   

  	
  —

  	
   

  	
  1,341

  	
   

  	
  1,342

  	
   

  
	
  50510740691

  	
   

  	
  CASPAR_CAP_PAY_FIXED

  	
   

  	
  2.21

  	
   

  	
  —

  	
   

  	
  953

  	
   

  	
  955

  	
   

  
	
  801413151

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  18.68

  	
   

  	
  —

  	
   

  	
  5,772

  	
   

  	
  5,791

  	
   

  
	
  800752521

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  13.28

  	
   

  	
  —

  	
   

  	
  786

  	
   

  	
  800

  	
   

  
	
  801375351

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  1,488.59

  	
   

  	
  —

  	
   

  	
  1,137

  	
   

  	
  2,625

  	
   

  
	
  800888771

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  153.73

  	
   

  	
  —

  	
   

  	
  1,559

  	
   

  	
  1,713

  	
   

  
	
  801380071

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  409.67

  	
   

  	
  —

  	
   

  	
  2,067

  	
   

  	
  2,477

  	
   

  
	
  801215771

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  776.81

  	
   

  	
  —

  	
   

  	
  984

  	
   

  	
  1,761

  	
   

  
	
  801387621

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  970.56

  	
   

  	
  —

  	
   

  	
  1,686

  	
   

  	
  2,657

  	
   

  
	
  800924501

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  2,435.65

  	
   

  	
  —

  	
   

  	
  5,352

  	
   

  	
  7,788

  	
   

  
	
  801005621

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  1,584.16

  	
   

  	
  —

  	
   

  	
  2,362

  	
   

  	
  3,946

  	
   

  
	
  801410871

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  398.49

  	
   

  	
  —

  	
   

  	
  6,229

  	
   

  	
  6,628

  	
   

  
	
  801159981

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  6,008.00

  	
   

  	
  —

  	
   

  	
  13,894

  	
   

  	
  19,902

  	
   

  
	
  801303721

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  61,236.07

  	
   

  	
  —

  	
   

  	
  34,514

  	
   

  	
  95,750

  	
   

  
	
  800659061

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  6,328.97

  	
   

  	
  —

  	
   

  	
  27,335

  	
   

  	
  33,664

  	
   

  
	
  800841071

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  853.04

  	
   

  	
  —

  	
   

  	
  2,921

  	
   

  	
  3,774

  	
   

  
	
  800905831

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  11,131.26

  	
   

  	
  —

  	
   

  	
  10,808

  	
   

  	
  21,939

  	
   

  
	
  800912481

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  3,102.44

  	
   

  	
  —

  	
   

  	
  3,575

  	
   

  	
  6,678

  	
   

  
	
  800968781

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  2,222.12

  	
   

  	
  —

  	
   

  	
  3,643

  	
   

  	
  5,866

  	
   

  
	
  800974691

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  3,377.21

  	
   

  	
  —

  	
   

  	
  3,690

  	
   

  	
  7,068

  	
   

  
	
  801005771

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  12,898.99

  	
   

  	
  —

  	
   

  	
  4,788

  	
   

  	
  17,687

  	
   

  
	
  801038301

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  10,730.52

  	
   

  	
  —

  	
   

  	
  7,810

  	
   

  	
  18,540

  	
   

  
	
  801091111

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  22,522.39

  	
   

  	
  —

  	
   

  	
  4,937

  	
   

  	
  27,459

  	
   

  
	
  801148401

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  2,836.65

  	
   

  	
  —

  	
   

  	
  2,747

  	
   

  	
  5,584

  	
   

  
	
  801236521

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  35,452.03

  	
   

  	
  —

  	
   

  	
  13,183

  	
   

  	
  48,635

  	
   

  
	
  800727331

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  2,580.81

  	
   

  	
  —

  	
   

  	
  6,622

  	
   

  	
  9,203

  	
   

  
	
  801059271

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  4,323.21

  	
   

  	
  —

  	
   

  	
  3,106

  	
   

  	
  7,429

  	
   

  
	
  801409911

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  16,012.97

  	
   

  	
  —

  	
   

  	
  10,540

  	
   

  	
  26,553

  	
   

  
	
  801479161

  	
   

  	
  INFINITY_CAP_REC_FIXED

  	
   

  	
  224,141.78

  	
   

  	
  —

  	
   

  	
  79,147

  	
   

  	
  303,288

  	
   

  
	
  801170301

  	
   

  	
  INFINITY_CROSS_CURR_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (2,608,532.03

  	
  )

  	
  225,090

  	
   

  	
  225,090

  	
   

  
	
  50509810401

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (11,780.56

  	
  )

  	
  2,180

  	
   

  	
  2,180

  	
   

  
	
  50509810431

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (13,075.08

  	
  )

  	
  4

  	
   

  	
  4

  	
   

  
	
  50510101681

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (10,660.88

  	
  )

  	
  3

  	
   

  	
  3

  	
   

  
	
  50510101711

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (7,214.30

  	
  )

  	
  1,341

  	
   

  	
  1,341

  	
   

  
	
  50510740731

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (9,891.50

  	
  )

  	
  953

  	
   

  	
  953

  	
   

  
	
  50510740761

  	
   

  	
  CASPAR_FLOOR_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (15,110.24

  	
  )

  	
  2

  	
   

  	
  2

  	
   

  
	
  800182691

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (4,279.13

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  
	
  801366301

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (251,338.41

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  
	
  800156501

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (11,850.57

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  
	
  800710911

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  155,580.02

  	
   

  	
  —

  	
   

  	
  —

  	
   

  	
  155,580

  	
   

  
	
  800668991

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (706.78

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  
	
  800490381

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (10,452.30

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  
	
  800771521

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  120,228.42

  	
   

  	
  —

  	
   

  	
  —

  	
   

  	
  120,228

  	
   

  
	
  800572231

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (36,624.26

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  
	
  800692011

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (1,543.42

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  
	
  800771511

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  246,061.03

  	
   

  	
  —

  	
   

  	
  —

  	
   

  	
  246,061

  	
   

  
	
  800182701

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (30,380.77

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  
	
  800281991

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (16,124.01

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  
	
  800699371

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (4,737.35

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  
	
  800603741

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (143,500.28

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  
	
  800637541

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (13,741.02

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  
	
  801315901

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  349,363.06

  	
   

  	
  —

  	
   

  	
  —

  	
   

  	
  349,363

  	
   

  
	
  800863521

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  142,775.81

  	
   

  	
  —

  	
   

  	
  —

  	
   

  	
  142,776

  	
   

  
	
  801330441

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  335,500.39

  	
   

  	
  —

  	
   

  	
  —

  	
   

  	
  335,500

  	
   

  
	
  800577061

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (19,007.61

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  
	
  800282001

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (28,389.94

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  
	
  801090031

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  59,121.91

  	
   

  	
  —

  	
   

  	
  —

  	
   

  	
  59,122

  	
   

  
	
  800319701

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (15,516.83

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  
	
  800782501

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (1,189.93

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  
	
  800769571

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  786,053.97

  	
   

  	
  —

  	
   

  	
  —

  	
   

  	
  786,054

  	
   

  
	
  800637611

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (20,382.21

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  
	
  800790031

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (17,994.20

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  
	
  800794101

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  216,720.32

  	
   

  	
  —

  	
   

  	
  —

  	
   

  	
  216,720

  	
   

  
	
  801097351

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (17,009.96

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  
	
  800319861

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (21,492.91

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  
	
  800637871

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (6,039.38

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  
	
  800845191

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  209,056.25

  	
   

  	
  —

  	
   

  	
  —

  	
   

  	
  209,056

  	
   

  
	
  800848901

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (4,221.74

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  
	
  800476411

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (974,914.25

  	
  )

  	
  —

  	
   

  	
  —

  	
   

  
	
  800863231

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  246,706.75

  	
   

  	
  —

  	
   

  	
  89,887

  	
   

  	
  336,594

  	
   

  
	
  800603811

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (127,440.47

  	
  )

  	
  19,857

  	
   

  	
  19,857

  	
   

  
	
  800869291

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  245,612.12

  	
   

  	
  —

  	
   

  	
  89,887

  	
   

  	
  335,499

  	
   

  
	
  801481221

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  6,000.82

  	
   

  	
  —

  	
   

  	
  121,002

  	
   

  	
  127,003

  	
   

  
	
  800658641

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (2,908.87

  	
  )

  	
  492

  	
   

  	
  492

  	
   

  
	
  800658651

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (2,908.87

  	
  )

  	
  492

  	
   

  	
  492

  	
   

  
	
  800320181

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (25,398.39

  	
  )

  	
  3,194

  	
   

  	
  3,194

  	
   

  
	
  800863431

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  312,378.97

  	
   

  	
  —

  	
   

  	
  89,887

  	
   

  	
  402,266

  	
   

  
	
  800673731

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (30,443.10

  	
  )

  	
  5,056

  	
   

  	
  5,056

  	
   

  
	
  800604731

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (5,908.44

  	
  )

  	
  912

  	
   

  	
  912

  	
   

  
	
  800927571

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (39,557.95

  	
  )

  	
  8,643

  	
   

  	
  8,643

  	
   

  
	
  800863441

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  325,164.33

  	
   

  	
  —

  	
   

  	
  89,887

  	
   

  	
  415,052

  	
   

  
	
  800958441

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (4,269.72

  	
  )

  	
  1,664

  	
   

  	
  1,664

  	
   

  
	
  800993021

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (8,832.77

  	
  )

  	
  766

  	
   

  	
  766

  	
   

  
	
  800864161

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  321,285.60

  	
   

  	
  —

  	
   

  	
  89,887

  	
   

  	
  411,173

  	
   

  
	
  800863461

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  391,459.47

  	
   

  	
  —

  	
   

  	
  89,887

  	
   

  	
  481,347

  	
   

  



 


3





















 


	
  FULL_REF

  	
   

  	
  trans_id

  	
   

  	
  trade_id

  	
   

  	
  trade_date

  	
   

  	
  maturity_date

  	
   

  	
  start_date

  	
   

  	
  currency

  	
   

  	
  product_type

  	
   

  	
  cparty

  	
   

  	
  principal_current

  	
   

  	
  npv

  	
   

  
	
  800630321

  	
   

  	
  80061002

  	
   

  	
  80063032

  	
   

  	
  14-May-01

  	
   

  	
  06-Apr-06

  	
   

  	
  06-Nov-01

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  112,209

  	
   

  	
  (4,934.90

  	
  )

  
	
  800630381

  	
   

  	
  80061008

  	
   

  	
  80063038

  	
   

  	
  06-Apr-01

  	
   

  	
  06-Apr-06

  	
   

  	
  06-Nov-01

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  251,136

  	
   

  	
  (10,401.23

  	
  )

  
	
  801011451

  	
   

  	
  80096835

  	
   

  	
  80101145

  	
   

  	
  15-Apr-03

  	
   

  	
  18-Apr-06

  	
   

  	
  16-Apr-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  732,628

  	
   

  	
  (8,438.23

  	
  )

  
	
  801012701

  	
   

  	
  80096936

  	
   

  	
  80101270

  	
   

  	
  16-Apr-03

  	
   

  	
  18-Apr-06

  	
   

  	
  16-Apr-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  259,136

  	
   

  	
  (3,520.49

  	
  )

  
	
  801014281

  	
   

  	
  80097059

  	
   

  	
  80101428

  	
   

  	
  17-Apr-03

  	
   

  	
  24-Apr-06

  	
   

  	
  23-Apr-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  2,171,568

  	
   

  	
  (26,567.20

  	
  )

  
	
  800864171

  	
   

  	
  80083425

  	
   

  	
  80086417

  	
   

  	
  28-Oct-02

  	
   

  	
  28-Apr-06

  	
   

  	
  28-Oct-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  26,000,000

  	
   

  	
  555,762.03

  	
   

  
	
  800604421

  	
   

  	
  80058500

  	
   

  	
  80060442

  	
   

  	
  04-Oct-01

  	
   

  	
  04-May-06

  	
   

  	
  04-Oct-01

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  639,910

  	
   

  	
  (25,485.91

  	
  )

  
	
  801026661

  	
   

  	
  80098223

  	
   

  	
  80102666

  	
   

  	
  02-May-03

  	
   

  	
  08-May-06

  	
   

  	
  06-May-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  199,266

  	
   

  	
  (2,858.07

  	
  )

  
	
  800572221

  	
   

  	
  80055429

  	
   

  	
  80057222

  	
   

  	
  13-Aug-01

  	
   

  	
  15-May-06

  	
   

  	
  15-Aug-01

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  19,046,000

  	
   

  	
  (642,199.10

  	
  )

  
	
  801472621

  	
   

  	
  80139231

  	
   

  	
  80147262

  	
   

  	
  22-Nov-04

  	
   

  	
  18-May-06

  	
   

  	
  18-May-05

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  25,000,000

  	
   

  	
  192,495.44

  	
   

  
	
  800749131

  	
   

  	
  80072444

  	
   

  	
  80074913

  	
   

  	
  19-Apr-02

  	
   

  	
  22-May-06

  	
   

  	
  22-May-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  500,947

  	
   

  	
  (22,497.70

  	
  )

  
	
  800993601

  	
   

  	
  80095170

  	
   

  	
  80099360

  	
   

  	
  28-Mar-03

  	
   

  	
  01-Jun-06

  	
   

  	
  01-Apr-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  26,000,000

  	
   

  	
  281,699.20

  	
   

  
	
  801433821

  	
   

  	
  80135593

  	
   

  	
  80143382

  	
   

  	
  01-Oct-04

  	
   

  	
  06-Jun-06

  	
   

  	
  05-Oct-04

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  213,895

  	
   

  	
  (683.69

  	
  )

  
	
  801042751

  	
   

  	
  80099679

  	
   

  	
  80104275

  	
   

  	
  16-May-03

  	
   

  	
  20-Jun-06

  	
   

  	
  20-Jun-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  424,213

  	
   

  	
  (3,852.31

  	
  )

  
	
  801042761

  	
   

  	
  80099680

  	
   

  	
  80104276

  	
   

  	
  16-May-03

  	
   

  	
  20-Jun-06

  	
   

  	
  20-Jun-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  423,661

  	
   

  	
  (3,843.82

  	
  )

  
	
  800548451

  	
   

  	
  80053115

  	
   

  	
  80054845

  	
   

  	
  03-Jul-01

  	
   

  	
  03-Jul-06

  	
   

  	
  03-Jul-01

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  2,128,675

  	
   

  	
  (85,285.10

  	
  )

  
	
  800708661

  	
   

  	
  80068530

  	
   

  	
  80070866

  	
   

  	
  03-Jul-01

  	
   

  	
  03-Jul-06

  	
   

  	
  03-Jul-01

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  3,209,952

  	
   

  	
  (148,390.02

  	
  )

  
	
  801372201

  	
   

  	
  80129827

  	
   

  	
  80137220

  	
   

  	
  11-Apr-02

  	
   

  	
  05-Jul-06

  	
   

  	
  03-Jul-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  7,054,250

  	
   

  	
  1,165,776.66

  	
   

  
	
  801027541

  	
   

  	
  80098302

  	
   

  	
  80102754

  	
   

  	
  06-May-03

  	
   

  	
  10-Jul-06

  	
   

  	
  09-May-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  26,000,000

  	
   

  	
  222,202.32

  	
   

  
	
  801123741

  	
   

  	
  80107343

  	
   

  	
  80112374

  	
   

  	
  06-Aug-03

  	
   

  	
  08-Aug-06

  	
   

  	
  08-Aug-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  325,790

  	
   

  	
  (5,339.76

  	
  )

  
	
  801050361

  	
   

  	
  80100419

  	
   

  	
  80105036

  	
   

  	
  27-May-03

  	
   

  	
  10-Aug-06

  	
   

  	
  10-Jun-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  26,000,000

  	
   

  	
  (93,197.25

  	
  )

  
	
  800489711

  	
   

  	
  80047295

  	
   

  	
  80048971

  	
   

  	
  08-May-01

  	
   

  	
  18-Aug-06

  	
   

  	
  10-May-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  6,500,000

  	
   

  	
  (299,534.07

  	
  )

  
	
  801141171

  	
   

  	
  80108972

  	
   

  	
  80114117

  	
   

  	
  28-Aug-03

  	
   

  	
  28-Aug-06

  	
   

  	
  28-Aug-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  25,000,000

  	
   

  	
  318,686.80

  	
   

  
	
  800660621

  	
   

  	
  80063900

  	
   

  	
  80066062

  	
   

  	
  07-Sep-01

  	
   

  	
  07-Sep-06

  	
   

  	
  07-Sep-01

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  4,857,027

  	
   

  	
  (183,019.83

  	
  )

  
	
  801456171

  	
   

  	
  80137679

  	
   

  	
  80145617

  	
   

  	
  12-Oct-04

  	
   

  	
  12-Sep-06

  	
   

  	
  12-Oct-04

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,766,716

  	
   

  	
  (32,835.43

  	
  )

  
	
  800953091

  	
   

  	
  80091483

  	
   

  	
  80095309

  	
   

  	
  21-Feb-03

  	
   

  	
  03-Oct-06

  	
   

  	
  03-Apr-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  180,738

  	
   

  	
  (1,989.38

  	
  )

  
	
  800612421

  	
   

  	
  80059242

  	
   

  	
  80061242

  	
   

  	
  16-Oct-01

  	
   

  	
  18-Oct-06

  	
   

  	
  18-Oct-01

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,091,187

  	
   

  	
  (43,077.54

  	
  )

  
	
  800616971

  	
   

  	
  80059690

  	
   

  	
  80061697

  	
   

  	
  23-Oct-01

  	
   

  	
  23-Oct-06

  	
   

  	
  23-Oct-01

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  761,572

  	
   

  	
  (26,607.42

  	
  )

  
	
  801193261

  	
   

  	
  80113788

  	
   

  	
  80119326

  	
   

  	
  28-Oct-03

  	
   

  	
  31-Oct-06

  	
   

  	
  28-Oct-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,271,186

  	
   

  	
  (39,207.25

  	
  )

  
	
  800658231

  	
   

  	
  80063672

  	
   

  	
  80065823

  	
   

  	
  13-Nov-01

  	
   

  	
  14-Nov-06

  	
   

  	
  14-Nov-01

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  268,258

  	
   

  	
  (9,067.18

  	
  )

  
	
  800638561

  	
   

  	
  80061802

  	
   

  	
  80063856

  	
   

  	
  20-Nov-01

  	
   

  	
  20-Nov-06

  	
   

  	
  19-Nov-01

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  567,212

  	
   

  	
  (20,817.10

  	
  )

  
	
  800651691

  	
   

  	
  80063070

  	
   

  	
  80065169

  	
   

  	
  07-Dec-01

  	
   

  	
  07-Dec-06

  	
   

  	
  07-Dec-01

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,884,697

  	
   

  	
  (78,700.63

  	
  )

  
	
  800651701

  	
   

  	
  80063071

  	
   

  	
  80065170

  	
   

  	
  07-Dec-01

  	
   

  	
  07-Dec-06

  	
   

  	
  07-Dec-01

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,649,843

  	
   

  	
  (69,276.34

  	
  )

  
	
  801196491

  	
   

  	
  80114085

  	
   

  	
  80119649

  	
   

  	
  31-Oct-03

  	
   

  	
  07-Dec-06

  	
   

  	
  08-Sep-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  2,347,326

  	
   

  	
  (99,027.44

  	
  )

  
	
  801236621

  	
   

  	
  80117629

  	
   

  	
  80123662

  	
   

  	
  19-Dec-03

  	
   

  	
  07-Dec-06

  	
   

  	
  19-Dec-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  2,835,222

  	
   

  	
  (40,622.83

  	
  )

  
	
  800652391

  	
   

  	
  80063137

  	
   

  	
  80065239

  	
   

  	
  10-Dec-01

  	
   

  	
  08-Dec-06

  	
   

  	
  08-Dec-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  2,302,095

  	
   

  	
  (135,936.21

  	
  )

  
	
  801398931

  	
   

  	
  80132332

  	
   

  	
  80139893

  	
   

  	
  13-Aug-04

  	
   

  	
  11-Dec-06

  	
   

  	
  11-Jun-04

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  3,546,906

  	
   

  	
  (132,207.97

  	
  )

  
	
  801398991

  	
   

  	
  80132338

  	
   

  	
  80139899

  	
   

  	
  11-Jun-04

  	
   

  	
  11-Dec-06

  	
   

  	
  11-Jun-04

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  710,638

  	
   

  	
  (23,003.57

  	
  )

  
	
  801372161

  	
   

  	
  80129823

  	
   

  	
  80137216

  	
   

  	
  16-Oct-01

  	
   

  	
  20-Dec-06

  	
   

  	
  19-Dec-01

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  5,645,000

  	
   

  	
  944,230.95

  	
   

  
	
  801372181

  	
   

  	
  80129825

  	
   

  	
  80137218

  	
   

  	
  16-Oct-01

  	
   

  	
  20-Dec-06

  	
   

  	
  19-Dec-01

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  749,000

  	
   

  	
  134,648.08

  	
   

  
	
  800660261

  	
   

  	
  80063866

  	
   

  	
  80066026

  	
   

  	
  21-Dec-01

  	
   

  	
  21-Dec-06

  	
   

  	
  21-Dec-01

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  3,561,241

  	
   

  	
  (144,998.75

  	
  )

  
	
  800664651

  	
   

  	
  80064293

  	
   

  	
  80066465

  	
   

  	
  13-Dec-01

  	
   

  	
  21-Dec-06

  	
   

  	
  08-Jan-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  888,667

  	
   

  	
  (36,182.79

  	
  )

  
	
  801239061

  	
   

  	
  80117865

  	
   

  	
  80123906

  	
   

  	
  23-Dec-03

  	
   

  	
  28-Dec-06

  	
   

  	
  30-Dec-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  3,500,000

  	
   

  	
  (61,675.09

  	
  )

  
	
  801246061

  	
   

  	
  80118517

  	
   

  	
  80124606

  	
   

  	
  09-Jan-04

  	
   

  	
  05-Jan-07

  	
   

  	
  09-Jan-04

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  4,000,000

  	
   

  	
  (60,343.65

  	
  )

  
	
  800698091

  	
   

  	
  80067502

  	
   

  	
  80069809

  	
   

  	
  04-Mar-02

  	
   

  	
  05-Mar-07

  	
   

  	
  04-Mar-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  291,425

  	
   

  	
  (14,316.99

  	
  )

  
	
  800710291

  	
   

  	
  80068689

  	
   

  	
  80071029

  	
   

  	
  27-Mar-02

  	
   

  	
  02-Apr-07

  	
   

  	
  02-Apr-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,712,723

  	
   

  	
  (103,630.19

  	
  )

  
	
  800711781

  	
   

  	
  80068835

  	
   

  	
  80071178

  	
   

  	
  28-Mar-02

  	
   

  	
  02-Apr-07

  	
   

  	
  02-Apr-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  243,027

  	
   

  	
  (15,082.99

  	
  )

  
	
  800741901

  	
   

  	
  80071747

  	
   

  	
  80074190

  	
   

  	
  28-Mar-02

  	
   

  	
  02-Apr-07

  	
   

  	
  02-Apr-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  222,775

  	
   

  	
  (13,479.24

  	
  )

  
	
  800699331

  	
   

  	
  80067624

  	
   

  	
  80069933

  	
   

  	
  06-Mar-02

  	
   

  	
  05-Apr-07

  	
   

  	
  05-Apr-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  793,427

  	
   

  	
  (43,584.41

  	
  )

  
	
  800604191

  	
   

  	
  80058488

  	
   

  	
  80060419

  	
   

  	
  09-Jul-01

  	
   

  	
  10-Apr-07

  	
   

  	
  09-Jul-01

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  8,634,219

  	
   

  	
  (629,368.47

  	
  )

  
	
  800710131

  	
   

  	
  80068673

  	
   

  	
  80071013

  	
   

  	
  27-Mar-02

  	
   

  	
  16-Apr-07

  	
   

  	
  15-Apr-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  270,880

  	
   

  	
  (17,306.33

  	
  )

  
	
  800617591

  	
   

  	
  80059750

  	
   

  	
  80061759

  	
   

  	
  24-Oct-01

  	
   

  	
  27-Apr-07

  	
   

  	
  27-Dec-01

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  34,917,797

  	
   

  	
  (990,109.90

  	
  )

  
	
  800734971

  	
   

  	
  80071063

  	
   

  	
  80073497

  	
   

  	
  09-May-02

  	
   

  	
  09-May-07

  	
   

  	
  09-May-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  385,172

  	
   

  	
  (24,996.81

  	
  )

  
	
  800734981

  	
   

  	
  80071064

  	
   

  	
  80073498

  	
   

  	
  09-May-02

  	
   

  	
  09-May-07

  	
   

  	
  09-May-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  386,345

  	
   

  	
  (30,313.85

  	
  )

  
	
  801344581

  	
   

  	
  80127354

  	
   

  	
  80134458

  	
   

  	
  19-May-04

  	
   

  	
  21-May-07

  	
   

  	
  19-May-04

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  757,566

  	
   

  	
  (25,603.29

  	
  )

  
	
  800849451

  	
   

  	
  80082051

  	
   

  	
  80084945

  	
   

  	
  22-May-02

  	
   

  	
  23-May-07

  	
   

  	
  23-May-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,267,281

  	
   

  	
  (74,223.69

  	
  )

  
	
  800747881

  	
   

  	
  80072319

  	
   

  	
  80074788

  	
   

  	
  29-May-02

  	
   

  	
  29-May-07

  	
   

  	
  29-May-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  554,760

  	
   

  	
  (32,399.95

  	
  )

  
	
  800758961

  	
   

  	
  80073411

  	
   

  	
  80075896

  	
   

  	
  21-Jun-02

  	
   

  	
  28-Jun-07

  	
   

  	
  28-Jun-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,176,145

  	
   

  	
  (66,348.39

  	
  )

  
	
  801363841

  	
   

  	
  80129123

  	
   

  	
  80136384

  	
   

  	
  29-Jun-04

  	
   

  	
  29-Jun-07

  	
   

  	
  29-Jun-04

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  25,000,000

  	
   

  	
  424,372.19

  	
   

  
	
  801305401

  	
   

  	
  80123746

  	
   

  	
  80130540

  	
   

  	
  30-Mar-04

  	
   

  	
  05-Jul-07

  	
   

  	
  05-Jan-04

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  307,963

  	
   

  	
  (19,974.96

  	
  )

  
	
  800773251

  	
   

  	
  80074800

  	
   

  	
  80077325

  	
   

  	
  15-Jul-02

  	
   

  	
  16-Jul-07

  	
   

  	
  15-Jul-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  270,568

  	
   

  	
  (16,420.38

  	
  )

  
	
  801384681

  	
   

  	
  80131004

  	
   

  	
  80138468

  	
   

  	
  27-Jul-04

  	
   

  	
  27-Jul-07

  	
   

  	
  27-Jul-04

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,000,000

  	
   

  	
  (21,414.35

  	
  )

  
	
  801386321

  	
   

  	
  80131155

  	
   

  	
  80138632

  	
   

  	
  29-Jul-04

  	
   

  	
  29-Jul-07

  	
   

  	
  29-Jul-04

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  25,000,000

  	
   

  	
  385,411.30

  	
   

  
	
  801433871

  	
   

  	
  80135596

  	
   

  	
  80143387

  	
   

  	
  01-Oct-04

  	
   

  	
  02-Aug-07

  	
   

  	
  01-Oct-04

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,281,407

  	
   

  	
  (69,203.58

  	
  )

  
	
  800849631

  	
   

  	
  80082069

  	
   

  	
  80084963

  	
   

  	
  04-Oct-02

  	
   

  	
  08-Oct-07

  	
   

  	
  07-Oct-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  788,394

  	
   

  	
  (33,500.28

  	
  )

  
	
  801443971

  	
   

  	
  80136555

  	
   

  	
  80144397

  	
   

  	
  15-Oct-04

  	
   

  	
  15-Oct-07

  	
   

  	
  15-Oct-04

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  300,000

  	
   

  	
  (3,500.04

  	
  )

  
	
  800904011

  	
   

  	
  80086982

  	
   

  	
  80090401

  	
   

  	
  17-Oct-02

  	
   

  	
  23-Oct-07

  	
   

  	
  23-Oct-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  626,190

  	
   

  	
  (29,582.26

  	
  )

  
	
  800858471

  	
   

  	
  80082892

  	
   

  	
  80085847

  	
   

  	
  18-Oct-02

  	
   

  	
  25-Oct-07

  	
   

  	
  25-Oct-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  362,480

  	
   

  	
  (17,725.51

  	
  )

  
	
  800883581

  	
   

  	
  80085169

  	
   

  	
  80088358

  	
   

  	
  22-Nov-02

  	
   

  	
  31-Oct-07

  	
   

  	
  22-Nov-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  10,089,057

  	
   

  	
  (456,010.13

  	
  )

  
	
  801457301

  	
   

  	
  80137777

  	
   

  	
  80145730

  	
   

  	
  02-Nov-04

  	
   

  	
  02-Nov-07

  	
   

  	
  02-Nov-04

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  575,000

  	
   

  	
  (18,708.18

  	
  )

  
	
  800869731

  	
   

  	
  80083919

  	
   

  	
  80086973

  	
   

  	
  01-Nov-02

  	
   

  	
  05-Nov-07

  	
   

  	
  05-Nov-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  4,284,145

  	
   

  	
  (223,891.82

  	
  )

  
	
  801461301

  	
   

  	
  80138155

  	
   

  	
  80146130

  	
   

  	
  05-Nov-04

  	
   

  	
  05-Nov-07

  	
   

  	
  05-Nov-04

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  25,000,000

  	
   

  	
  108,242.63

  	
   

  
	
  801473951

  	
   

  	
  80139344

  	
   

  	
  80147395

  	
   

  	
  23-Nov-04

  	
   

  	
  23-Nov-07

  	
   

  	
  23-Nov-04

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  25,000,000

  	
   

  	
  82,688.24

  	
   

  
	
  800944081

  	
   

  	
  80090702

  	
   

  	
  80094408

  	
   

  	
  12-Feb-03

  	
   

  	
  12-Feb-08

  	
   

  	
  12-Feb-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  298,831

  	
   

  	
  (9,245.64

  	
  )

  
	
  800957691

  	
   

  	
  80091918

  	
   

  	
  80095769

  	
   

  	
  26-Feb-03

  	
   

  	
  26-Feb-08

  	
   

  	
  26-Feb-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  266,296

  	
   

  	
  (6,221.68

  	
  )

  
	
  800988461

  	
   

  	
  80094672

  	
   

  	
  80098846

  	
   

  	
  25-Mar-03

  	
   

  	
  25-Mar-08

  	
   

  	
  25-Mar-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,330,853

  	
   

  	
  (39,576.96

  	
  )

  
	
  801411011

  	
   

  	
  80133432

  	
   

  	
  80141101

  	
   

  	
  28-Mar-03

  	
   

  	
  28-Mar-08

  	
   

  	
  28-Mar-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,789,675

  	
   

  	
  (90,110.88

  	
  )

  
	
  800630401

  	
   

  	
  80061010

  	
   

  	
  80063040

  	
   

  	
  30-Jan-98

  	
   

  	
  01-Apr-08

  	
   

  	
  01-Oct-01

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  3,758,425

  	
   

  	
  (332,755.90

  	
  )

  
	
  801048931

  	
   

  	
  80100281

  	
   

  	
  80104893

  	
   

  	
  23-May-03

  	
   

  	
  23-May-08

  	
   

  	
  23-May-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,501,476

  	
   

  	
  (21,298.45

  	
  )

  
	
  801050301

  	
   

  	
  80100413

  	
   

  	
  80105030

  	
   

  	
  27-May-03

  	
   

  	
  28-May-08

  	
   

  	
  27-May-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  6,529,183

  	
   

  	
  (67,991.84

  	
  )

  
	
  801058181

  	
   

  	
  80101151

  	
   

  	
  80105818

  	
   

  	
  03-Jun-03

  	
   

  	
  03-Jun-08

  	
   

  	
  03-Jun-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  2,344,319

  	
   

  	
  (24,505.01

  	
  )

  
	
  801088601

  	
   

  	
  80104018

  	
   

  	
  80108860

  	
   

  	
  02-Jul-03

  	
   

  	
  02-Jul-08

  	
   

  	
  02-Jul-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  109,638

  	
   

  	
  (1,975.54

  	
  )

  
	
  801088611

  	
   

  	
  80104019

  	
   

  	
  80108861

  	
   

  	
  02-Jul-03

  	
   

  	
  02-Jul-08

  	
   

  	
  02-Jul-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  155,355

  	
   

  	
  (2,799.29

  	
  )

  
	
  801088621

  	
   

  	
  80104020

  	
   

  	
  80108862

  	
   

  	
  02-Jul-03

  	
   

  	
  02-Jul-08

  	
   

  	
  02-Jul-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  146,216

  	
   

  	
  (2,634.64

  	
  )

  
	
  801088631

  	
   

  	
  80104021

  	
   

  	
  80108863

  	
   

  	
  02-Jul-03

  	
   

  	
  02-Jul-08

  	
   

  	
  02-Jul-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  45,693

  	
   

  	
  (823.32

  	
  )

  
	
  801088641

  	
   

  	
  80104022

  	
   

  	
  80108864

  	
   

  	
  02-Jul-03

  	
   

  	
  02-Jul-08

  	
   

  	
  02-Jul-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  374,414

  	
   

  	
  (6,749.65

  	
  )

  
	
  801088591

  	
   

  	
  80104017

  	
   

  	
  80108859

  	
   

  	
  02-Jul-03

  	
   

  	
  11-Jul-08

  	
   

  	
  11-Jul-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  299,236

  	
   

  	
  (5,588.84

  	
  )

  
	
  801131631

  	
   

  	
  80108078

  	
   

  	
  80113163

  	
   

  	
  15-Aug-03

  	
   

  	
  14-Aug-08

  	
   

  	
  14-Aug-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  625,429

  	
   

  	
  (18,125.45

  	
  )

  
	
  801178851

  	
   

  	
  80112460

  	
   

  	
  80117885

  	
   

  	
  09-Oct-03

  	
   

  	
  10-Oct-08

  	
   

  	
  10-Oct-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  327,528

  	
   

  	
  (12,263.06

  	
  )

  
	
  801146501

  	
   

  	
  80109467

  	
   

  	
  80114650

  	
   

  	
  03-Sep-03

  	
   

  	
  21-Oct-08

  	
   

  	
  09-Sep-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  258,527

  	
   

  	
  (11,047.24

  	
  )

  



 


	
  FULL_REF

  	
   

  	
  acc_int

  	
   

  	
  pay_rec

  	
   

  	
  ref_index

  	
   

  	
  MATURITY

  	
   

  	
  GBP_NOTIONAL

  	
   

  	
  GBP_NPV

  	
   

  	
  GBP_ACCR

  	
   

  	
  OBO

  	
   

  
	
  800630321

  	
   

  	
  (22.96

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  77,585

  	
   

  	
  (3,412.19

  	
  )

  	
  (15.88

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800630381

  	
   

  	
  (48.50

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  173,646

  	
   

  	
  (7,191.83

  	
  )

  	
  (33.53

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801011451

  	
   

  	
  (446.37

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  506,568

  	
   

  	
  (5,834.53

  	
  )

  	
  (308.64

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801012701

  	
   

  	
  (181.64

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  179,177

  	
   

  	
  (2,434.21

  	
  )

  	
  (125.59

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801014281

  	
   

  	
  (955.49

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  1,501,509

  	
   

  	
  (18,369.62

  	
  )

  	
  (660.66

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800864171

  	
   

  	
  51,968.94

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  17,977,437

  	
   

  	
  384,276.04

  	
   

  	
  35,933.40

  	
   

  	
  INFINITY_SWAP_ROW_REC_FIXED_EUR

  	
   

  
	
  800604421

  	
   

  	
  (108.88

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  442,459

  	
   

  	
  (17,621.98

  	
  )

  	
  (75.28

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801026661

  	
   

  	
  (204.74

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  137,780

  	
   

  	
  (1,976.18

  	
  )

  	
  (141.57

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800572221

  	
   

  	
  (28,814.48

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  13,169,164

  	
   

  	
  (444,042.08

  	
  )

  	
  (19,923.48

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801472621

  	
   

  	
  —

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  17,285,998

  	
   

  	
  133,099.03

  	
   

  	
  —

  	
   

  	
  INFINITY_SWAP_ROW_REC_FIXED_EUR

  	
   

  
	
  800749131

  	
   

  	
  (723.34

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  346,375

  	
   

  	
  (15,555.81

  	
  )

  	
  (500.15

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800993601

  	
   

  	
  38,110.22

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  17,977,437

  	
   

  	
  194,778.07

  	
   

  	
  26,350.93

  	
   

  	
  INFINITY_SWAP_ROW_REC_FIXED_EUR

  	
   

  
	
  801433821

  	
   

  	
  (3.98

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  147,896

  	
   

  	
  (472.73

  	
  )

  	
  (2.75

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801042751

  	
   

  	
  (683.29

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  293,318

  	
   

  	
  (2,663.64

  	
  )

  	
  (472.45

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801042761

  	
   

  	
  (682.40

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  292,936

  	
   

  	
  (2,657.77

  	
  )

  	
  (471.84

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800548451

  	
   

  	
  (819.68

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  1,471,851

  	
   

  	
  (58,969.52

  	
  )

  	
  (566.76

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800708661

  	
   

  	
  (1,416.34

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  2,219,489

  	
   

  	
  (102,602.78

  	
  )

  	
  (979.31

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801372201

  	
   

  	
  884,788.78

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  4,877,590

  	
   

  	
  806,064.50

  	
   

  	
  611,778.27

  	
   

  	
  INFINITY_SWAP_ROW_REC_FIXED_EUR

  	
   

  
	
  801027541

  	
   

  	
  26,494.72

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  17,977,437

  	
   

  	
  153,639.55

  	
   

  	
  18,319.51

  	
   

  	
  INFINITY_SWAP_ROW_REC_FIXED_EUR

  	
   

  
	
  801123741

  	
   

  	
  (337.47

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  225,264

  	
   

  	
  (3,692.12

  	
  )

  	
  (233.34

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801050361

  	
   

  	
  (135,373.33

  	
  )

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  17,977,437

  	
   

  	
  (64,440.30

  	
  )

  	
  (93,602.52

  	
  )

  	
  INFINITY_SWAP_ROW_REC_FIXED_EUR

  	
   

  
	
  800489711

  	
   

  	
  (10,335.00

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  4,494,359

  	
   

  	
  (207,109.81

  	
  )

  	
  (7,146.03

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801141171

  	
   

  	
  5,556.25

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  17,285,998

  	
   

  	
  220,352.77

  	
   

  	
  3,841.81

  	
   

  	
  INFINITY_SWAP_ROW_REC_FIXED_EUR

  	
   

  
	
  800660621

  	
   

  	
  (328.15

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  3,358,343

  	
   

  	
  (126,547.21

  	
  )

  	
  (226.90

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801456171

  	
   

  	
  (1,594.95

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  1,221,578

  	
   

  	
  (22,703.73

  	
  )

  	
  (1,102.81

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800953091

  	
   

  	
  (358.97

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  124,969

  	
   

  	
  (1,375.54

  	
  )

  	
  (248.21

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800612421

  	
   

  	
  (1,475.64

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  754,490

  	
   

  	
  (29,785.53

  	
  )

  	
  (1,020.32

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800616971

  	
   

  	
  (693.87

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  526,581

  	
   

  	
  (18,397.43

  	
  )

  	
  (479.77

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801193261

  	
   

  	
  (2,537.89

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  878,949

  	
   

  	
  (27,109.46

  	
  )

  	
  (1,754.80

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800658231

  	
   

  	
  (353.30

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  185,485

  	
   

  	
  (6,269.41

  	
  )

  	
  (244.29

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800638561

  	
   

  	
  (678.22

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  392,193

  	
   

  	
  (14,393.77

  	
  )

  	
  (468.95

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800651691

  	
   

  	
  (127.86

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  1,303,154

  	
   

  	
  (54,416.76

  	
  )

  	
  (88.41

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800651701

  	
   

  	
  (111.92

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  1,140,767

  	
   

  	
  (47,900.43

  	
  )

  	
  (77.39

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801196491

  	
   

  	
  (159.23

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  1,623,035

  	
   

  	
  (68,471.52

  	
  )

  	
  (110.10

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801236621

  	
   

  	
  (76.20

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  1,960,386

  	
   

  	
  (28,088.25

  	
  )

  	
  (52.69

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800652391

  	
   

  	
  (6,743.56

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  1,591,761

  	
   

  	
  (93,991.72

  	
  )

  	
  (4,662.77

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801398931

  	
   

  	
  (20,159.94

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  2,452,473

  	
   

  	
  (91,413.87

  	
  )

  	
  (13,939.39

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801398991

  	
   

  	
  (4,039.13

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  491,364

  	
   

  	
  (15,905.59

  	
  )

  	
  (2,792.82

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801372161

  	
   

  	
  735,964.51

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  3,903,178

  	
   

  	
  652,878.95

  	
   

  	
  508,875.23

  	
   

  	
  INFINITY_SWAP_ROW_REC_FIXED_EUR

  	
   

  
	
  801372181

  	
   

  	
  103,491.81

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  517,888

  	
   

  	
  93,101.05

  	
   

  	
  71,558.37

  	
   

  	
  INFINITY_SWAP_ROW_REC_FIXED_EUR

  	
   

  
	
  800660261

  	
   

  	
  (17,732.05

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  2,462,384

  	
   

  	
  (100,257.92

  	
  )

  	
  (12,260.65

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800664651

  	
   

  	
  (4,424.84

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  614,460

  	
   

  	
  (25,018.22

  	
  )

  	
  (3,059.51

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801239061

  	
   

  	
  (7,037.05

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  2,420,040

  	
   

  	
  (42,644.62

  	
  )

  	
  (4,865.70

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801246061

  	
   

  	
  (6,466.63

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  2,765,760

  	
   

  	
  (24,256.70

  	
  )

  	
  222.63

  	
   

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800698091

  	
   

  	
  (45.74

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  201,503

  	
   

  	
  (9,899.34

  	
  )

  	
  (31.63

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800710291

  	
   

  	
  (9,668.68

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  1,184,245

  	
   

  	
  (71,654.05

  	
  )

  	
  (6,685.31

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800711781

  	
   

  	
  (1,371.93

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  168,038

  	
   

  	
  (10,428.98

  	
  )

  	
  (948.61

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800741901

  	
   

  	
  (1,257.61

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  154,036

  	
   

  	
  (9,320.08

  	
  )

  	
  (869.56

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800699331

  	
   

  	
  (131.95

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  548,607

  	
   

  	
  (30,136.00

  	
  )

  	
  (91.24

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800604191

  	
   

  	
  (48,120.28

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  5,970,043

  	
   

  	
  (435,170.47

  	
  )

  	
  (33,272.28

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800710131

  	
   

  	
  (553.63

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  187,297

  	
   

  	
  (11,966.29

  	
  )

  	
  (382.80

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800617591

  	
   

  	
  (23,289.69

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  24,143,558

  	
   

  	
  (684,601.49

  	
  )

  	
  (16,103.42

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800734971

  	
   

  	
  (933.31

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  266,323

  	
   

  	
  (17,283.79

  	
  )

  	
  (645.33

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800734981

  	
   

  	
  (1,110.44

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  267,134

  	
   

  	
  (20,960.21

  	
  )

  	
  (767.80

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801344581

  	
   

  	
  (5,543.96

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  523,812

  	
   

  	
  (17,703.14

  	
  )

  	
  (3,833.32

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800849451

  	
   

  	
  (1,534.47

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  876,249

  	
   

  	
  (51,321.22

  	
  )

  	
  (1,060.99

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800747881

  	
   

  	
  (460.16

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  383,583

  	
   

  	
  (22,402.62

  	
  )

  	
  (318.17

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800758961

  	
   

  	
  (778.96

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  813,233

  	
   

  	
  (45,875.92

  	
  )

  	
  (538.60

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801363841

  	
   

  	
  6,540.63

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  17,285,998

  	
   

  	
  293,427.86

  	
   

  	
  4,522.45

  	
   

  	
  INFINITY_SWAP_ROW_REC_FIXED_EUR

  	
   

  
	
  801305401

  	
   

  	
  (1,588.65

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  212,938

  	
   

  	
  (13,811.48

  	
  )

  	
  (1,098.46

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800773251

  	
   

  	
  (495.95

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  187,081

  	
   

  	
  (11,353.71

  	
  )

  	
  (342.92

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801384681

  	
   

  	
  (303.50

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  691,440

  	
   

  	
  (14,806.74

  	
  )

  	
  (209.85

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801386321

  	
   

  	
  6,150.00

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  17,285,998

  	
   

  	
  266,488.75

  	
   

  	
  4,252.36

  	
   

  	
  INFINITY_SWAP_ROW_REC_FIXED_EUR

  	
   

  
	
  801433871

  	
   

  	
  (513.84

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  886,016

  	
   

  	
  (47,850.12

  	
  )

  	
  (355.29

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800849631

  	
   

  	
  (43.49

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  545,127

  	
   

  	
  (23,163.43

  	
  )

  	
  (30.07

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801443971

  	
   

  	
  (72.31

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  300,000

  	
   

  	
  (3,500.04

  	
  )

  	
  (72.31

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800904011

  	
   

  	
  (586.01

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  432,973

  	
   

  	
  (20,454.35

  	
  )

  	
  (405.19

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800858471

  	
   

  	
  (299.49

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  250,633

  	
   

  	
  (12,256.12

  	
  )

  	
  (207.08

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800883581

  	
   

  	
  (22,128.66

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  6,975,976

  	
   

  	
  (315,303.60

  	
  )

  	
  (15,300.64

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801457301

  	
   

  	
  (871.67

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  397,578

  	
   

  	
  (12,935.58

  	
  )

  	
  (602.71

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800869731

  	
   

  	
  (10,737.28

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  2,962,228

  	
   

  	
  (154,807.74

  	
  )

  	
  (7,424.18

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801461301

  	
   

  	
  777.77

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  17,285,998

  	
   

  	
  74,843.27

  	
   

  	
  537.78

  	
   

  	
  INFINITY_SWAP_ROW_REC_FIXED_EUR

  	
   

  
	
  801473951

  	
   

  	
  6,020.83

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  17,285,998

  	
   

  	
  57,173.95

  	
   

  	
  4,163.04

  	
   

  	
  INFINITY_SWAP_ROW_REC_FIXED_EUR

  	
   

  
	
  800944081

  	
   

  	
  (336.68

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  206,624

  	
   

  	
  (6,392.80

  	
  )

  	
  (232.79

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800957691

  	
   

  	
  (112.20

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  184,128

  	
   

  	
  (4,301.92

  	
  )

  	
  (77.58

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800988461

  	
   

  	
  (715.11

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  920,205

  	
   

  	
  (27,365.09

  	
  )

  	
  (494.46

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801411011

  	
   

  	
  (968.19

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  1,237,453

  	
   

  	
  (62,306.26

  	
  )

  	
  (669.45

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800630401

  	
   

  	
  (23,470.69

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  2,598,725

  	
   

  	
  (230,080.71

  	
  )

  	
  (16,228.57

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801048931

  	
   

  	
  (623.12

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  1,038,180

  	
   

  	
  (14,726.60

  	
  )

  	
  (430.85

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801050301

  	
   

  	
  (1,345.01

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  4,514,537

  	
   

  	
  (47,012.27

  	
  )

  	
  (929.99

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801058181

  	
   

  	
  (268.95

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  1,620,956

  	
   

  	
  (16,943.74

  	
  )

  	
  (185.96

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801088601

  	
   

  	
  (19.66

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  75,808

  	
   

  	
  (1,365.97

  	
  )

  	
  (13.59

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801088611

  	
   

  	
  (27.86

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  107,419

  	
   

  	
  (1,935.54

  	
  )

  	
  (19.26

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801088621

  	
   

  	
  (26.22

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  101,100

  	
   

  	
  (1,821.70

  	
  )

  	
  (18.13

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801088631

  	
   

  	
  (8.19

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  31,594

  	
   

  	
  (569.28

  	
  )

  	
  (5.66

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801088641

  	
   

  	
  (67.15

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  258,885

  	
   

  	
  (4,666.98

  	
  )

  	
  (46.43

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801088591

  	
   

  	
  (257.87

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  206,903

  	
   

  	
  (3,864.35

  	
  )

  	
  (178.30

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801131631

  	
   

  	
  (578.99

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  432,447

  	
   

  	
  (12,532.66

  	
  )

  	
  (400.34

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801178851

  	
   

  	
  (427.71

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  226,466

  	
   

  	
  (8,479.17

  	
  )

  	
  (295.74

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801146501

  	
   

  	
  (622.54

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  178,756

  	
   

  	
  (7,638.50

  	
  )

  	
  (430.45

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  



 


	
  FULL_REF

  	
   

  	
  OBO_MTM

  	
   

  	
  POSITIVE

  	
   

  	
  NEGATIVE

  	
   

  	
  FCE_NAB

  	
   

  	
  CR_EQUIV_NAB

  	
   

  
	
  800630321

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (3,412.19

  	
  )

  	
  388

  	
   

  	
  388

  	
   

  
	
  800630381

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (7,191.83

  	
  )

  	
  868

  	
   

  	
  868

  	
   

  
	
  801011451

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (5,834.53

  	
  )

  	
  2,533

  	
   

  	
  2,533

  	
   

  
	
  801012701

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (2,434.21

  	
  )

  	
  896

  	
   

  	
  896

  	
   

  
	
  801014281

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (18,369.62

  	
  )

  	
  7,508

  	
   

  	
  7,508

  	
   

  
	
  800864171

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  384,276.04

  	
   

  	
  —

  	
   

  	
  89,887

  	
   

  	
  474,163

  	
   

  
	
  800604421

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (17,621.98

  	
  )

  	
  2,212

  	
   

  	
  2,212

  	
   

  
	
  801026661

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (1,976.18

  	
  )

  	
  689

  	
   

  	
  689

  	
   

  
	
  800572221

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (444,042.08

  	
  )

  	
  65,846

  	
   

  	
  65,846

  	
   

  
	
  801472621

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  133,099.03

  	
   

  	
  —

  	
   

  	
  86,430

  	
   

  	
  219,529

  	
   

  
	
  800749131

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (15,555.81

  	
  )

  	
  1,732

  	
   

  	
  1,732

  	
   

  
	
  800993601

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  194,778.07

  	
   

  	
  —

  	
   

  	
  89,887

  	
   

  	
  284,665

  	
   

  
	
  801433821

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (472.73

  	
  )

  	
  739

  	
   

  	
  739

  	
   

  
	
  801042751

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (2,663.64

  	
  )

  	
  1,467

  	
   

  	
  1,467

  	
   

  
	
  801042761

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (2,657.77

  	
  )

  	
  1,465

  	
   

  	
  1,465

  	
   

  
	
  800548451

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (58,969.52

  	
  )

  	
  7,359

  	
   

  	
  7,359

  	
   

  
	
  800708661

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (102,602.78

  	
  )

  	
  11,097

  	
   

  	
  11,097

  	
   

  
	
  801372201

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  806,064.50

  	
   

  	
  —

  	
   

  	
  24,388

  	
   

  	
  830,452

  	
   

  
	
  801027541

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  153,639.55

  	
   

  	
  —

  	
   

  	
  89,887

  	
   

  	
  243,527

  	
   

  
	
  801123741

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (3,692.12

  	
  )

  	
  1,126

  	
   

  	
  1,126

  	
   

  
	
  801050361

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (64,440.30

  	
  )

  	
  89,887

  	
   

  	
  89,887

  	
   

  
	
  800489711

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (207,109.81

  	
  )

  	
  22,472

  	
   

  	
  22,472

  	
   

  
	
  801141171

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  220,352.77

  	
   

  	
  —

  	
   

  	
  86,430

  	
   

  	
  306,783

  	
   

  
	
  800660621

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (126,547.21

  	
  )

  	
  16,792

  	
   

  	
  16,792

  	
   

  
	
  801456171

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (22,703.73

  	
  )

  	
  6,108

  	
   

  	
  6,108

  	
   

  
	
  800953091

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (1,375.54

  	
  )

  	
  625

  	
   

  	
  625

  	
   

  
	
  800612421

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (29,785.53

  	
  )

  	
  3,772

  	
   

  	
  3,772

  	
   

  
	
  800616971

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (18,397.43

  	
  )

  	
  2,633

  	
   

  	
  2,633

  	
   

  
	
  801193261

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (27,109.46

  	
  )

  	
  4,395

  	
   

  	
  4,395

  	
   

  
	
  800658231

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (6,269.41

  	
  )

  	
  927

  	
   

  	
  927

  	
   

  
	
  800638561

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (14,393.77

  	
  )

  	
  1,961

  	
   

  	
  1,961

  	
   

  
	
  800651691

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (54,416.76

  	
  )

  	
  6,516

  	
   

  	
  6,516

  	
   

  
	
  800651701

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (47,900.43

  	
  )

  	
  5,704

  	
   

  	
  5,704

  	
   

  
	
  801196491

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (68,471.52

  	
  )

  	
  8,115

  	
   

  	
  8,115

  	
   

  
	
  801236621

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (28,088.25

  	
  )

  	
  9,802

  	
   

  	
  9,802

  	
   

  
	
  800652391

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (93,991.72

  	
  )

  	
  7,959

  	
   

  	
  7,959

  	
   

  
	
  801398931

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (91,413.87

  	
  )

  	
  12,262

  	
   

  	
  12,262

  	
   

  
	
  801398991

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (15,905.59

  	
  )

  	
  2,457

  	
   

  	
  2,457

  	
   

  
	
  801372161

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  652,878.95

  	
   

  	
  —

  	
   

  	
  19,516

  	
   

  	
  672,395

  	
   

  
	
  801372181

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  93,101.05

  	
   

  	
  —

  	
   

  	
  2,589

  	
   

  	
  95,690

  	
   

  
	
  800660261

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (100,257.92

  	
  )

  	
  12,312

  	
   

  	
  12,312

  	
   

  
	
  800664651

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (25,018.22

  	
  )

  	
  3,072

  	
   

  	
  3,072

  	
   

  
	
  801239061

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (42,644.62

  	
  )

  	
  12,100

  	
   

  	
  12,100

  	
   

  
	
  801246061

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (24,256.70

  	
  )

  	
  13,829

  	
   

  	
  13,829

  	
   

  
	
  800698091

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (9,899.34

  	
  )

  	
  1,008

  	
   

  	
  1,008

  	
   

  
	
  800710291

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (71,654.05

  	
  )

  	
  5,921

  	
   

  	
  5,921

  	
   

  
	
  800711781

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (10,428.98

  	
  )

  	
  840

  	
   

  	
  840

  	
   

  
	
  800741901

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (9,320.08

  	
  )

  	
  770

  	
   

  	
  770

  	
   

  
	
  800699331

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (30,136.00

  	
  )

  	
  2,743

  	
   

  	
  2,743

  	
   

  
	
  800604191

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (435,170.47

  	
  )

  	
  29,850

  	
   

  	
  29,850

  	
   

  
	
  800710131

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (11,966.29

  	
  )

  	
  936

  	
   

  	
  936

  	
   

  
	
  800617591

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (684,601.49

  	
  )

  	
  120,718

  	
   

  	
  120,718

  	
   

  
	
  800734971

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (17,283.79

  	
  )

  	
  1,332

  	
   

  	
  1,332

  	
   

  
	
  800734981

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (20,960.21

  	
  )

  	
  1,336

  	
   

  	
  1,336

  	
   

  
	
  801344581

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (17,703.14

  	
  )

  	
  2,619

  	
   

  	
  2,619

  	
   

  
	
  800849451

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (51,321.22

  	
  )

  	
  4,381

  	
   

  	
  4,381

  	
   

  
	
  800747881

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (22,402.62

  	
  )

  	
  1,918

  	
   

  	
  1,918

  	
   

  
	
  800758961

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (45,875.92

  	
  )

  	
  4,066

  	
   

  	
  4,066

  	
   

  
	
  801363841

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  293,427.86

  	
   

  	
  —

  	
   

  	
  86,430

  	
   

  	
  379,858

  	
   

  
	
  801305401

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (13,811.48

  	
  )

  	
  1,065

  	
   

  	
  1,065

  	
   

  
	
  800773251

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (11,353.71

  	
  )

  	
  935

  	
   

  	
  935

  	
   

  
	
  801384681

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (14,806.74

  	
  )

  	
  3,457

  	
   

  	
  3,457

  	
   

  
	
  801386321

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  266,488.75

  	
   

  	
  —

  	
   

  	
  86,430

  	
   

  	
  352,919

  	
   

  
	
  801433871

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (47,850.12

  	
  )

  	
  4,430

  	
   

  	
  4,430

  	
   

  
	
  800849631

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (23,163.43

  	
  )

  	
  2,726

  	
   

  	
  2,726

  	
   

  
	
  801443971

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (3,500.04

  	
  )

  	
  1,500

  	
   

  	
  1,500

  	
   

  
	
  800904011

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (20,454.35

  	
  )

  	
  2,165

  	
   

  	
  2,165

  	
   

  
	
  800858471

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (12,256.12

  	
  )

  	
  1,253

  	
   

  	
  1,253

  	
   

  
	
  800883581

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (315,303.60

  	
  )

  	
  34,880

  	
   

  	
  34,880

  	
   

  
	
  801457301

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (12,935.58

  	
  )

  	
  1,988

  	
   

  	
  1,988

  	
   

  
	
  800869731

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (154,807.74

  	
  )

  	
  14,811

  	
   

  	
  14,811

  	
   

  
	
  801461301

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  74,843.27

  	
   

  	
  —

  	
   

  	
  86,430

  	
   

  	
  161,273

  	
   

  
	
  801473951

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  57,173.95

  	
   

  	
  —

  	
   

  	
  86,430

  	
   

  	
  143,604

  	
   

  
	
  800944081

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (6,392.80

  	
  )

  	
  1,033

  	
   

  	
  1,033

  	
   

  
	
  800957691

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (4,301.92

  	
  )

  	
  921

  	
   

  	
  921

  	
   

  
	
  800988461

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (27,365.09

  	
  )

  	
  4,601

  	
   

  	
  4,601

  	
   

  
	
  801411011

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (62,306.26

  	
  )

  	
  6,187

  	
   

  	
  6,187

  	
   

  
	
  800630401

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (230,080.71

  	
  )

  	
  12,994

  	
   

  	
  12,994

  	
   

  
	
  801048931

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (14,726.60

  	
  )

  	
  5,191

  	
   

  	
  5,191

  	
   

  
	
  801050301

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (47,012.27

  	
  )

  	
  22,573

  	
   

  	
  22,573

  	
   

  
	
  801058181

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (16,943.74

  	
  )

  	
  8,105

  	
   

  	
  8,105

  	
   

  
	
  801088601

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (1,365.97

  	
  )

  	
  379

  	
   

  	
  379

  	
   

  
	
  801088611

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (1,935.54

  	
  )

  	
  537

  	
   

  	
  537

  	
   

  
	
  801088621

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (1,821.70

  	
  )

  	
  505

  	
   

  	
  505

  	
   

  
	
  801088631

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (569.28

  	
  )

  	
  158

  	
   

  	
  158

  	
   

  
	
  801088641

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (4,666.98

  	
  )

  	
  1,294

  	
   

  	
  1,294

  	
   

  
	
  801088591

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (3,864.35

  	
  )

  	
  1,035

  	
   

  	
  1,035

  	
   

  
	
  801131631

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (12,532.66

  	
  )

  	
  2,162

  	
   

  	
  2,162

  	
   

  
	
  801178851

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (8,479.17

  	
  )

  	
  1,132

  	
   

  	
  1,132

  	
   

  
	
  801146501

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (7,638.50

  	
  )

  	
  894

  	
   

  	
  894

  	
   

  



 


4





















 


	
  FULL_REF

  	
   

  	
  trans_id

  	
   

  	
  trade_id

  	
   

  	
  trade_date

  	
   

  	
  maturity_date

  	
   

  	
  start_date

  	
   

  	
  currency

  	
   

  	
  product_type

  	
   

  	
  cparty

  	
   

  	
  principal_current

  	
   

  	
  npv

  	
   

  
	
  801146511

  	
   

  	
  80109468

  	
   

  	
  80114651

  	
   

  	
  03-Sep-03

  	
   

  	
  21-Oct-08

  	
   

  	
  09-Sep-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  258,527

  	
   

  	
  (11,047.24

  	
  )

  
	
  801146521

  	
   

  	
  80109469

  	
   

  	
  80114652

  	
   

  	
  03-Sep-03

  	
   

  	
  21-Oct-08

  	
   

  	
  09-Sep-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  258,527

  	
   

  	
  (11,047.24

  	
  )

  
	
  801146531

  	
   

  	
  80109470

  	
   

  	
  80114653

  	
   

  	
  03-Sep-03

  	
   

  	
  21-Oct-08

  	
   

  	
  09-Sep-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  258,527

  	
   

  	
  (11,047.24

  	
  )

  
	
  801146541

  	
   

  	
  80109471

  	
   

  	
  80114654

  	
   

  	
  03-Sep-03

  	
   

  	
  21-Oct-08

  	
   

  	
  09-Sep-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  258,527

  	
   

  	
  (11,047.24

  	
  )

  
	
  801146551

  	
   

  	
  80109472

  	
   

  	
  80114655

  	
   

  	
  03-Sep-03

  	
   

  	
  21-Oct-08

  	
   

  	
  09-Sep-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  258,527

  	
   

  	
  (11,047.24

  	
  )

  
	
  801146561

  	
   

  	
  80109473

  	
   

  	
  80114656

  	
   

  	
  03-Sep-03

  	
   

  	
  21-Oct-08

  	
   

  	
  09-Sep-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  258,527

  	
   

  	
  (11,047.24

  	
  )

  
	
  801146771

  	
   

  	
  80109492

  	
   

  	
  80114677

  	
   

  	
  03-Sep-03

  	
   

  	
  21-Oct-08

  	
   

  	
  09-Sep-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  258,527

  	
   

  	
  (11,047.24

  	
  )

  
	
  801146781

  	
   

  	
  80109493

  	
   

  	
  80114678

  	
   

  	
  03-Sep-03

  	
   

  	
  21-Oct-08

  	
   

  	
  09-Sep-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  258,527

  	
   

  	
  (11,047.24

  	
  )

  
	
  801146791

  	
   

  	
  80109494

  	
   

  	
  80114679

  	
   

  	
  03-Sep-03

  	
   

  	
  21-Oct-08

  	
   

  	
  09-Sep-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  258,527

  	
   

  	
  (11,047.24

  	
  )

  
	
  801188741

  	
   

  	
  80113374

  	
   

  	
  80118874

  	
   

  	
  22-Oct-03

  	
   

  	
  24-Oct-08

  	
   

  	
  24-Oct-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  334,371

  	
   

  	
  (12,338.28

  	
  )

  
	
  801385411

  	
   

  	
  80131069

  	
   

  	
  80138541

  	
   

  	
  28-Jul-04

  	
   

  	
  24-Oct-08

  	
   

  	
  28-Jul-04

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,102,597

  	
   

  	
  (48,906.36

  	
  )

  
	
  801196591

  	
   

  	
  80114093

  	
   

  	
  80119659

  	
   

  	
  31-Oct-03

  	
   

  	
  04-Nov-08

  	
   

  	
  31-Oct-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  357,873

  	
   

  	
  21,499.32

  	
   

  
	
  801382141

  	
   

  	
  80130763

  	
   

  	
  80138214

  	
   

  	
  21-Jul-04

  	
   

  	
  14-Nov-08

  	
   

  	
  16-Aug-04

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  597,598

  	
   

  	
  (14,282.62

  	
  )

  
	
  801422581

  	
   

  	
  80134520

  	
   

  	
  80142258

  	
   

  	
  19-May-04

  	
   

  	
  17-Nov-08

  	
   

  	
  15-Sep-04

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,481,483

  	
   

  	
  (66,944.37

  	
  )

  
	
  801291511

  	
   

  	
  80122475

  	
   

  	
  80129151

  	
   

  	
  19-Dec-03

  	
   

  	
  08-Dec-08

  	
   

  	
  19-Dec-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  9,730,430

  	
   

  	
  (296,922.67

  	
  )

  
	
  801227771

  	
   

  	
  80116828

  	
   

  	
  80122777

  	
   

  	
  10-Dec-03

  	
   

  	
  12-Dec-08

  	
   

  	
  12-Dec-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  775,143

  	
   

  	
  (34,248.79

  	
  )

  
	
  801239041

  	
   

  	
  80117863

  	
   

  	
  80123904

  	
   

  	
  23-Dec-03

  	
   

  	
  30-Dec-08

  	
   

  	
  30-Dec-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  5,000,000

  	
   

  	
  (186,086.36

  	
  )

  
	
  801253851

  	
   

  	
  80119227

  	
   

  	
  80125385

  	
   

  	
  20-Jan-04

  	
   

  	
  20-Jan-09

  	
   

  	
  20-Jan-04

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  337,500

  	
   

  	
  (19,026.06

  	
  )

  
	
  801256631

  	
   

  	
  80119480

  	
   

  	
  80125663

  	
   

  	
  23-Jan-04

  	
   

  	
  23-Jan-09

  	
   

  	
  23-Jan-04

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  961,312

  	
   

  	
  (32,721.38

  	
  )

  
	
  801271461

  	
   

  	
  80120630

  	
   

  	
  80127146

  	
   

  	
  09-Feb-04

  	
   

  	
  29-Jan-09

  	
   

  	
  01-Sep-04

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,879,899

  	
   

  	
  (69,548.49

  	
  )

  
	
  801271471

  	
   

  	
  80120631

  	
   

  	
  80127147

  	
   

  	
  09-Feb-04

  	
   

  	
  29-Jan-09

  	
   

  	
  01-Sep-04

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  2,819,848

  	
   

  	
  (104,322.74

  	
  )

  
	
  801291721

  	
   

  	
  80122496

  	
   

  	
  80129172

  	
   

  	
  11-Mar-04

  	
   

  	
  11-Mar-09

  	
   

  	
  11-Mar-04

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  293,604

  	
   

  	
  (6,564.26

  	
  )

  
	
  801370821

  	
   

  	
  80129705

  	
   

  	
  80137082

  	
   

  	
  07-Jul-04

  	
   

  	
  19-May-09

  	
   

  	
  08-Jul-04

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  722,297

  	
   

  	
  (29,597.16

  	
  )

  
	
  800603611

  	
   

  	
  80058458

  	
   

  	
  80060361

  	
   

  	
  18-Sep-01

  	
   

  	
  18-Jun-09

  	
   

  	
  18-Sep-01

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  104,855

  	
   

  	
  (7,064.38

  	
  )

  
	
  801360151

  	
   

  	
  80128767

  	
   

  	
  80136015

  	
   

  	
  22-Jun-04

  	
   

  	
  22-Jun-09

  	
   

  	
  22-Jun-04

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  977,669

  	
   

  	
  (32,210.93

  	
  )

  
	
  800762911

  	
   

  	
  80073804

  	
   

  	
  80076291

  	
   

  	
  28-Jun-02

  	
   

  	
  29-Jun-09

  	
   

  	
  28-Jun-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  281,333

  	
   

  	
  (28,641.94

  	
  )

  
	
  801388681

  	
   

  	
  80131373

  	
   

  	
  80138868

  	
   

  	
  30-Jul-04

  	
   

  	
  30-Jul-09

  	
   

  	
  30-Jul-04

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  487,232

  	
   

  	
  (17,575.79

  	
  )

  
	
  800638011

  	
   

  	
  80061768

  	
   

  	
  80063801

  	
   

  	
  23-Mar-99

  	
   

  	
  03-Aug-09

  	
   

  	
  02-Nov-01

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  3,378,250

  	
   

  	
  (219,938.75

  	
  )

  
	
  801401241

  	
   

  	
  80132550

  	
   

  	
  80140124

  	
   

  	
  19-Aug-04

  	
   

  	
  18-Aug-09

  	
   

  	
  18-Aug-06

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  406,213

  	
   

  	
  (11,760.14

  	
  )

  
	
  801402971

  	
   

  	
  80132713

  	
   

  	
  80140297

  	
   

  	
  19-Aug-04

  	
   

  	
  19-Aug-09

  	
   

  	
  19-Aug-04

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,092,015

  	
   

  	
  (35,138.12

  	
  )

  
	
  800849441

  	
   

  	
  80082050

  	
   

  	
  80084944

  	
   

  	
  24-Sep-02

  	
   

  	
  01-Oct-09

  	
   

  	
  01-Oct-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  3,050,670

  	
   

  	
  (204,602.91

  	
  )

  
	
  801442931

  	
   

  	
  80136454

  	
   

  	
  80144293

  	
   

  	
  14-Oct-04

  	
   

  	
  14-Oct-09

  	
   

  	
  14-Oct-04

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  448,298

  	
   

  	
  (14,023.26

  	
  )

  
	
  800932461

  	
   

  	
  80089643

  	
   

  	
  80093246

  	
   

  	
  30-Jan-03

  	
   

  	
  29-Jan-10

  	
   

  	
  30-Jan-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  226,628

  	
   

  	
  (8,662.05

  	
  )

  
	
  800962341

  	
   

  	
  80092322

  	
   

  	
  80096234

  	
   

  	
  03-Mar-03

  	
   

  	
  03-Mar-10

  	
   

  	
  03-Mar-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  652,336

  	
   

  	
  (25,725.15

  	
  )

  
	
  800857011

  	
   

  	
  80082754

  	
   

  	
  80085701

  	
   

  	
  17-Oct-02

  	
   

  	
  18-Oct-10

  	
   

  	
  17-Oct-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  494,526

  	
   

  	
  (42,752.35

  	
  )

  
	
  801195411

  	
   

  	
  80113987

  	
   

  	
  80119541

  	
   

  	
  30-Oct-03

  	
   

  	
  29-Oct-10

  	
   

  	
  30-Oct-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  357,284

  	
   

  	
  (8,869.08

  	
  )

  
	
  800603951

  	
   

  	
  80058476

  	
   

  	
  80060395

  	
   

  	
  24-Sep-01

  	
   

  	
  24-Nov-10

  	
   

  	
  24-Sep-01

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  358,721

  	
   

  	
  (32,093.20

  	
  )

  
	
  800551251

  	
   

  	
  80053374

  	
   

  	
  80055125

  	
   

  	
  25-Jan-01

  	
   

  	
  31-Jan-11

  	
   

  	
  29-Jan-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  225,739

  	
   

  	
  (10,402.81

  	
  )

  
	
  800604571

  	
   

  	
  80058509

  	
   

  	
  80060457

  	
   

  	
  01-Oct-01

  	
   

  	
  03-Oct-11

  	
   

  	
  01-Oct-01

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  6,704,217

  	
   

  	
  (964,940.49

  	
  )

  
	
  801448701

  	
   

  	
  80136982

  	
   

  	
  80144870

  	
   

  	
  21-Oct-04

  	
   

  	
  22-Oct-11

  	
   

  	
  22-Oct-04

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  5,000,000

  	
   

  	
  (10,793.16

  	
  )

  
	
  800665901

  	
   

  	
  80064418

  	
   

  	
  80066590

  	
   

  	
  10-Jan-02

  	
   

  	
  01-Nov-11

  	
   

  	
  10-Jan-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  225,633

  	
   

  	
  (24,108.85

  	
  )

  
	
  801398961

  	
   

  	
  80132335

  	
   

  	
  80139896

  	
   

  	
  11-Jun-04

  	
   

  	
  12-Dec-11

  	
   

  	
  11-Jun-04

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  2,953,344

  	
   

  	
  (171,276.91

  	
  )

  
	
  800681101

  	
   

  	
  80065851

  	
   

  	
  80068110

  	
   

  	
  01-Feb-02

  	
   

  	
  01-Feb-12

  	
   

  	
  01-Feb-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  317,114

  	
   

  	
  (34,785.27

  	
  )

  
	
  800690721

  	
   

  	
  80066786

  	
   

  	
  80069072

  	
   

  	
  21-Feb-02

  	
   

  	
  22-Feb-12

  	
   

  	
  22-Feb-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  279,747

  	
   

  	
  (32,568.73

  	
  )

  
	
  800718901

  	
   

  	
  80069509

  	
   

  	
  80071890

  	
   

  	
  12-Apr-02

  	
   

  	
  19-Apr-12

  	
   

  	
  19-Apr-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  256,757

  	
   

  	
  (37,736.22

  	
  )

  
	
  801344531

  	
   

  	
  80127351

  	
   

  	
  80134453

  	
   

  	
  19-May-04

  	
   

  	
  21-May-12

  	
   

  	
  19-May-04

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  770,987

  	
   

  	
  (54,928.57

  	
  )

  
	
  800785591

  	
   

  	
  80075992

  	
   

  	
  80078559

  	
   

  	
  02-Aug-02

  	
   

  	
  02-Aug-12

  	
   

  	
  02-Aug-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  349,433

  	
   

  	
  (42,120.73

  	
  )

  
	
  800877811

  	
   

  	
  80084624

  	
   

  	
  80087781

  	
   

  	
  14-Nov-02

  	
   

  	
  21-Nov-12

  	
   

  	
  21-Nov-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  910,899

  	
   

  	
  (75,492.85

  	
  )

  
	
  800793121

  	
   

  	
  80076712

  	
   

  	
  80079312

  	
   

  	
  20-Aug-02

  	
   

  	
  03-Dec-12

  	
   

  	
  02-Dec-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  2,183,951

  	
   

  	
  (206,082.29

  	
  )

  
	
  801030761

  	
   

  	
  80098621

  	
   

  	
  80103076

  	
   

  	
  21-Feb-03

  	
   

  	
  21-Feb-13

  	
   

  	
  21-Feb-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  739,280

  	
   

  	
  (46,789.20

  	
  )

  
	
  800957811

  	
   

  	
  80091929

  	
   

  	
  80095781

  	
   

  	
  26-Feb-03

  	
   

  	
  26-Feb-13

  	
   

  	
  26-Feb-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  241,408

  	
   

  	
  (15,257.60

  	
  )

  
	
  800975451

  	
   

  	
  80093504

  	
   

  	
  80097545

  	
   

  	
  13-Mar-03

  	
   

  	
  13-Mar-13

  	
   

  	
  13-Mar-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  239,816

  	
   

  	
  (18,890.80

  	
  )

  
	
  800668531

  	
   

  	
  80064670

  	
   

  	
  80066853

  	
   

  	
  14-Jan-02

  	
   

  	
  28-Mar-13

  	
   

  	
  31-Mar-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  4,126,649

  	
   

  	
  (540,480.02

  	
  )

  
	
  801127471

  	
   

  	
  80107681

  	
   

  	
  80112747

  	
   

  	
  12-Aug-03

  	
   

  	
  26-Aug-13

  	
   

  	
  25-Aug-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  385,396

  	
   

  	
  (24,857.79

  	
  )

  
	
  801220271

  	
   

  	
  80116129

  	
   

  	
  80122027

  	
   

  	
  01-Dec-03

  	
   

  	
  03-Dec-13

  	
   

  	
  03-Dec-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,176,116

  	
   

  	
  (33,842.08

  	
  )

  
	
  801238831

  	
   

  	
  80117842

  	
   

  	
  80123883

  	
   

  	
  23-Dec-03

  	
   

  	
  20-Dec-13

  	
   

  	
  23-Dec-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,995,839

  	
   

  	
  (127,139.40

  	
  )

  
	
  801296591

  	
   

  	
  80122946

  	
   

  	
  80129659

  	
   

  	
  18-Mar-04

  	
   

  	
  09-Oct-15

  	
   

  	
  13-Apr-04

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  5,000,000

  	
   

  	
  (84,280.04

  	
  )

  
	
  801296551

  	
   

  	
  80122944

  	
   

  	
  80129655

  	
   

  	
  18-Mar-04

  	
   

  	
  28-Oct-15

  	
   

  	
  28-Apr-04

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  20,000,000

  	
   

  	
  (338,434.58

  	
  )

  
	
  800555041

  	
   

  	
  80053746

  	
   

  	
  80055504

  	
   

  	
  12-Jul-01

  	
   

  	
  29-Jan-16

  	
   

  	
  30-Jul-01

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  350,974

  	
   

  	
  (51,108.91

  	
  )

  
	
  800562721

  	
   

  	
  80054501

  	
   

  	
  80056272

  	
   

  	
  27-Jul-01

  	
   

  	
  19-Jul-16

  	
   

  	
  19-Sep-01

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  347,340

  	
   

  	
  (52,462.64

  	
  )

  
	
  800735881

  	
   

  	
  80071150

  	
   

  	
  80073588

  	
   

  	
  10-May-02

  	
   

  	
  19-Jul-16

  	
   

  	
  20-May-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  90,474

  	
   

  	
  (13,916.44

  	
  )

  
	
  800736101

  	
   

  	
  80071172

  	
   

  	
  80073610

  	
   

  	
  22-Jun-01

  	
   

  	
  19-Jul-16

  	
   

  	
  19-Jul-01

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,912,374

  	
   

  	
  (288,847.41

  	
  )

  
	
  800690851

  	
   

  	
  80066799

  	
   

  	
  80069085

  	
   

  	
  20-Feb-02

  	
   

  	
  20-Mar-17

  	
   

  	
  18-Mar-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  385,597

  	
   

  	
  (69,148.33

  	
  )

  
	
  800763681

  	
   

  	
  80073881

  	
   

  	
  80076368

  	
   

  	
  28-Jun-02

  	
   

  	
  03-Jul-17

  	
   

  	
  01-Jul-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  717,354

  	
   

  	
  (85,874.70

  	
  )

  
	
  800905801

  	
   

  	
  80087145

  	
   

  	
  80090580

  	
   

  	
  20-Dec-02

  	
   

  	
  20-Dec-17

  	
   

  	
  20-Dec-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,657,661

  	
   

  	
  (144,347.95

  	
  )

  
	
  800945651

  	
   

  	
  80090836

  	
   

  	
  80094565

  	
   

  	
  13-Feb-03

  	
   

  	
  13-Feb-18

  	
   

  	
  13-Feb-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  232,641

  	
   

  	
  (23,464.81

  	
  )

  
	
  800985001

  	
   

  	
  80094358

  	
   

  	
  80098500

  	
   

  	
  13-Feb-03

  	
   

  	
  13-Feb-18

  	
   

  	
  15-Sep-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  157,970

  	
   

  	
  (15,933.48

  	
  )

  
	
  800517861

  	
   

  	
  80050087

  	
   

  	
  80051786

  	
   

  	
  06-Jun-01

  	
   

  	
  08-Jun-21

  	
   

  	
  08-Jun-01

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  733,780

  	
   

  	
  (133,590.52

  	
  )

  
	
  800909301

  	
   

  	
  80087460

  	
   

  	
  80090930

  	
   

  	
  06-Dec-02

  	
   

  	
  06-Dec-22

  	
   

  	
  06-Dec-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  5,883,279

  	
   

  	
  (490,085.97

  	
  )

  
	
  800948261

  	
   

  	
  80091067

  	
   

  	
  80094826

  	
   

  	
  03-Feb-03

  	
   

  	
  06-Dec-22

  	
   

  	
  03-Feb-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  NAB-LON

  	
   

  	
  1,738,357

  	
   

  	
  (119,005.08

  	
  )

  
	
  800927581

  	
   

  	
  80089192

  	
   

  	
  80092758

  	
   

  	
  27-Jan-03

  	
   

  	
  26-Jan-06

  	
   

  	
  00-Jan-00

  	
   

  	
  EUR

  	
   

  	
  SWAPTION

  	
   

  	
  NAB-LON

  	
   

  	
  2,500,000

  	
   

  	
  2,229.12

  	
   

  
	
  800630221

  	
   

  	
  80060994

  	
   

  	
  80063022

  	
   

  	
  14-May-01

  	
   

  	
  06-Apr-06

  	
   

  	
  00-Jan-00

  	
   

  	
  EUR

  	
   

  	
  SWAPTION

  	
   

  	
  NAB-LON

  	
   

  	
  92,734

  	
   

  	
  8.10

  	
   

  
	
  800630361

  	
   

  	
  80061006

  	
   

  	
  80063036

  	
   

  	
  06-Apr-01

  	
   

  	
  06-Apr-06

  	
   

  	
  00-Jan-00

  	
   

  	
  EUR

  	
   

  	
  SWAPTION

  	
   

  	
  NAB-LON

  	
   

  	
  207,277

  	
   

  	
  29.58

  	
   

  
	
  801296601

  	
   

  	
  80122946

  	
   

  	
  80129660

  	
   

  	
  18-Mar-04

  	
   

  	
  10-Apr-06

  	
   

  	
  00-Jan-00

  	
   

  	
  GBP

  	
   

  	
  SWAPTION

  	
   

  	
  NAB-LON

  	
   

  	
  5,000,000

  	
   

  	
  (77,864.89

  	
  )

  
	
  801296561

  	
   

  	
  80122944

  	
   

  	
  80129656

  	
   

  	
  18-Mar-04

  	
   

  	
  28-Apr-06

  	
   

  	
  00-Jan-00

  	
   

  	
  GBP

  	
   

  	
  SWAPTION

  	
   

  	
  NAB-LON

  	
   

  	
  20,000,000

  	
   

  	
  (319,032.63

  	
  )

  
	
  800749121

  	
   

  	
  80072443

  	
   

  	
  80074912

  	
   

  	
  22-Apr-02

  	
   

  	
  22-May-06

  	
   

  	
  00-Jan-00

  	
   

  	
  EUR

  	
   

  	
  SWAPTION

  	
   

  	
  NAB-LON

  	
   

  	
  449,548

  	
   

  	
  21.39

  	
   

  
	
  800708671

  	
   

  	
  80068530

  	
   

  	
  80070867

  	
   

  	
  27-Jun-01

  	
   

  	
  03-Jul-06

  	
   

  	
  00-Jan-00

  	
   

  	
  EUR

  	
   

  	
  SWAPTION

  	
   

  	
  NAB-LON

  	
   

  	
  2,941,549

  	
   

  	
  698.27

  	
   

  
	
  801193271

  	
   

  	
  80113788

  	
   

  	
  80119327

  	
   

  	
  28-Oct-03

  	
   

  	
  27-Oct-06

  	
   

  	
  00-Jan-00

  	
   

  	
  EUR

  	
   

  	
  SWAPTION

  	
   

  	
  NAB-LON

  	
   

  	
  1,271,186

  	
   

  	
  3,758.48

  	
   

  
	
  800652421

  	
   

  	
  80063140

  	
   

  	
  80065242

  	
   

  	
  10-Dec-01

  	
   

  	
  08-Dec-06

  	
   

  	
  00-Jan-00

  	
   

  	
  EUR

  	
   

  	
  SWAPTION

  	
   

  	
  NAB-LON

  	
   

  	
  1,905,833

  	
   

  	
  263.49

  	
   

  
	
  800735041

  	
   

  	
  80071070

  	
   

  	
  80073504

  	
   

  	
  09-May-02

  	
   

  	
  09-May-07

  	
   

  	
  00-Jan-00

  	
   

  	
  EUR

  	
   

  	
  SWAPTION

  	
   

  	
  NAB-LON

  	
   

  	
  367,465

  	
   

  	
  789.50

  	
   

  
	
  800747751

  	
   

  	
  80072306

  	
   

  	
  80074775

  	
   

  	
  29-May-02

  	
   

  	
  29-May-07

  	
   

  	
  00-Jan-00

  	
   

  	
  EUR

  	
   

  	
  SWAPTION

  	
   

  	
  NAB-LON

  	
   

  	
  268,161

  	
   

  	
  118.69

  	
   

  
	
  800861191

  	
   

  	
  80083147

  	
   

  	
  80086119

  	
   

  	
  24-Oct-02

  	
   

  	
  22-Oct-07

  	
   

  	
  00-Jan-00

  	
   

  	
  EUR

  	
   

  	
  SWAPTION

  	
   

  	
  NAB-LON

  	
   

  	
  204,266

  	
   

  	
  521.21

  	
   

  
	
  801457311

  	
   

  	
  80137777

  	
   

  	
  80145731

  	
   

  	
  02-Nov-04

  	
   

  	
  02-Nov-07

  	
   

  	
  00-Jan-00

  	
   

  	
  EUR

  	
   

  	
  SWAPTION

  	
   

  	
  NAB-LON

  	
   

  	
  575,000

  	
   

  	
  3,726.98

  	
   

  
	
  801411021

  	
   

  	
  80133432

  	
   

  	
  80141102

  	
   

  	
  28-Mar-03

  	
   

  	
  28-Mar-08

  	
   

  	
  00-Jan-00

  	
   

  	
  EUR

  	
   

  	
  SWAPTION

  	
   

  	
  NAB-LON

  	
   

  	
  1,554,361

  	
   

  	
  7,390.88

  	
   

  
	
  800762921

  	
   

  	
  80073805

  	
   

  	
  80076292

  	
   

  	
  28-Jun-02

  	
   

  	
  29-Jun-09

  	
   

  	
  00-Jan-00

  	
   

  	
  EUR

  	
   

  	
  SWAPTION

  	
   

  	
  NAB-LON

  	
   

  	
  206,227

  	
   

  	
  926.17

  	
   

  
	
  801401251

  	
   

  	
  80132550

  	
   

  	
  80140125

  	
   

  	
  19-Aug-04

  	
   

  	
  18-Aug-09

  	
   

  	
  00-Jan-00

  	
   

  	
  EUR

  	
   

  	
  SWAPTION

  	
   

  	
  NAB-LON

  	
   

  	
  369,892

  	
   

  	
  1,948.99

  	
   

  



 


	
  FULL_REF

  	
   

  	
  acc_int

  	
   

  	
  pay_rec

  	
   

  	
  ref_index

  	
   

  	
  MATURITY

  	
   

  	
  GBP_NOTIONAL

  	
   

  	
  GBP_NPV

  	
   

  	
  GBP_ACCR

  	
   

  	
  OBO

  	
   

  
	
  801146511

  	
   

  	
  (622.54

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  178,756

  	
   

  	
  (7,638.50

  	
  )

  	
  (430.45

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801146521

  	
   

  	
  (622.54

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  178,756

  	
   

  	
  (7,638.50

  	
  )

  	
  (430.45

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801146531

  	
   

  	
  (622.54

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  178,756

  	
   

  	
  (7,638.50

  	
  )

  	
  (430.45

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801146541

  	
   

  	
  (622.54

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  178,756

  	
   

  	
  (7,638.50

  	
  )

  	
  (430.45

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801146551

  	
   

  	
  (622.54

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  178,756

  	
   

  	
  (7,638.50

  	
  )

  	
  (430.45

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801146561

  	
   

  	
  (622.54

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  178,756

  	
   

  	
  (7,638.50

  	
  )

  	
  (430.45

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801146771

  	
   

  	
  (622.54

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  178,756

  	
   

  	
  (7,638.50

  	
  )

  	
  (430.45

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801146781

  	
   

  	
  (622.54

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  178,756

  	
   

  	
  (7,638.50

  	
  )

  	
  (430.45

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801146791

  	
   

  	
  (622.54

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  178,756

  	
   

  	
  (7,638.50

  	
  )

  	
  (430.45

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801188741

  	
   

  	
  (217.81

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  231,197

  	
   

  	
  (8,531.18

  	
  )

  	
  (150.60

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801385411

  	
   

  	
  (1,496.77

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  762,380

  	
   

  	
  (33,815.81

  	
  )

  	
  (1,034.93

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801196591

  	
   

  	
  13,953.79

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  247,448

  	
   

  	
  14,865.49

  	
   

  	
  9,648.21

  	
   

  	
  INFINITY_SWAP_ROW_REC_FIXED_EUR

  	
   

  
	
  801382141

  	
   

  	
  (564.30

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  413,203

  	
   

  	
  (9,875.57

  	
  )

  	
  (390.18

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801422581

  	
   

  	
  (1,639.39

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  1,024,357

  	
   

  	
  (46,288.01

  	
  )

  	
  (1,133.54

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801291511

  	
   

  	
  (398.81

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  6,728,008

  	
   

  	
  (205,304.18

  	
  )

  	
  (275.75

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801227771

  	
   

  	
  (1,046.88

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  535,965

  	
   

  	
  (23,680.98

  	
  )

  	
  (723.85

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801239041

  	
   

  	
  (15,036.25

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  3,457,200

  	
   

  	
  (128,667.53

  	
  )

  	
  (10,396.66

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801253851

  	
   

  	
  (5,450.63

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  233,361

  	
   

  	
  135,886.36

  	
   

  	
  7,706.78

  	
   

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801256631

  	
   

  	
  (647.28

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  664,689

  	
   

  	
  (22,624.87

  	
  )

  	
  (447.56

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801271461

  	
   

  	
  (3,266.85

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  1,299,837

  	
   

  	
  (48,088.60

  	
  )

  	
  (2,258.83

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801271471

  	
   

  	
  (4,900.27

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  1,949,755

  	
   

  	
  (72,132.90

  	
  )

  	
  (3,388.24

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801291721

  	
   

  	
  (281.64

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  203,010

  	
   

  	
  (4,538.79

  	
  )

  	
  (194.74

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801370821

  	
   

  	
  (4,526.97

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  499,425

  	
   

  	
  (20,464.66

  	
  )

  	
  (3,130.13

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800603611

  	
   

  	
  (142.95

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  72,501

  	
   

  	
  (4,884.59

  	
  )

  	
  (98.84

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801360151

  	
   

  	
  (692.57

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  675,999

  	
   

  	
  (22,271.92

  	
  )

  	
  (478.87

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800762911

  	
   

  	
  (237.30

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  194,525

  	
   

  	
  (19,804.18

  	
  )

  	
  (164.08

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801388681

  	
   

  	
  (185.37

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  336,892

  	
   

  	
  (12,152.60

  	
  )

  	
  (128.17

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800638011

  	
   

  	
  (7,820.14

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  2,335,857

  	
   

  	
  (152,074.43

  	
  )

  	
  (5,407.16

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801401241

  	
   

  	
  —

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  280,872

  	
   

  	
  (8,131.43

  	
  )

  	
  —

  	
   

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801402971

  	
   

  	
  (891.03

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  755,063

  	
   

  	
  (24,295.90

  	
  )

  	
  (616.09

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800849441

  	
   

  	
  (12,901.41

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  2,109,355

  	
   

  	
  (141,470.62

  	
  )

  	
  (8,920.55

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801442931

  	
   

  	
  (443.66

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  309,971

  	
   

  	
  (9,696.24

  	
  )

  	
  (306.76

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800932461

  	
   

  	
  (833.56

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  5Y-6Y

  	
   

  	
  156,700

  	
   

  	
  (5,989.29

  	
  )

  	
  (576.36

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800962341

  	
   

  	
  (155.02

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  5Y-6Y

  	
   

  	
  451,051

  	
   

  	
  (17,787.40

  	
  )

  	
  (107.19

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800857011

  	
   

  	
  (778.01

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  5Y-6Y

  	
   

  	
  341,935

  	
   

  	
  (29,560.68

  	
  )

  	
  (537.95

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801195411

  	
   

  	
  (40.62

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  5Y-6Y

  	
   

  	
  357,284

  	
   

  	
  (8,869.08

  	
  )

  	
  (40.62

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800603951

  	
   

  	
  (490.65

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  248,034

  	
   

  	
  (22,190.52

  	
  )

  	
  (339.25

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800551251

  	
   

  	
  (297.48

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  225,739

  	
   

  	
  (10,402.81

  	
  )

  	
  (297.48

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800604571

  	
   

  	
  (46,100.76

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  4,635,563

  	
   

  	
  (667,198.36

  	
  )

  	
  (31,875.90

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801448701

  	
   

  	
  12,199.34

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  6Y-7Y

  	
   

  	
  3,457,200

  	
   

  	
  (7,462.82

  	
  )

  	
  8,435.11

  	
   

  	
  INFINITY_SWAP_ROW_REC_FIXED_EUR

  	
   

  
	
  800665901

  	
   

  	
  (702.18

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  156,012

  	
   

  	
  (16,669.82

  	
  )

  	
  (485.52

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801398961

  	
   

  	
  (16,786.24

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  2,042,060

  	
   

  	
  (118,427.69

  	
  )

  	
  (11,606.68

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800681101

  	
   

  	
  (192.54

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  219,265

  	
   

  	
  (24,051.92

  	
  )

  	
  (133.13

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800690721

  	
   

  	
  (412.77

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  193,428

  	
   

  	
  (22,519.32

  	
  )

  	
  (285.41

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800718901

  	
   

  	
  (521.18

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  177,532

  	
   

  	
  (26,092.33

  	
  )

  	
  (360.36

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801344531

  	
   

  	
  (8,550.50

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  533,091

  	
   

  	
  (37,979.80

  	
  )

  	
  (5,912.16

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800785591

  	
   

  	
  (3,820.20

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  7Y-8Y

  	
   

  	
  241,612

  	
   

  	
  (29,123.95

  	
  )

  	
  (2,641.44

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800877811

  	
   

  	
  (1,070.81

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  629,832

  	
   

  	
  (52,198.77

  	
  )

  	
  (740.40

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800793121

  	
   

  	
  (1,071.59

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  1,510,071

  	
   

  	
  (142,493.52

  	
  )

  	
  (740.94

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801030761

  	
   

  	
  (754.06

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  511,168

  	
   

  	
  (32,351.92

  	
  )

  	
  (521.39

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800957811

  	
   

  	
  (183.96

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  166,919

  	
   

  	
  (10,549.71

  	
  )

  	
  (127.20

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800975451

  	
   

  	
  (4,211.51

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  165,818

  	
   

  	
  (13,061.85

  	
  )

  	
  (2,912.01

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800668531

  	
   

  	
  (24,690.36

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  2,853,330

  	
   

  	
  (373,709.45

  	
  )

  	
  (17,071.90

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801127471

  	
   

  	
  (292.38

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  8Y-9Y

  	
   

  	
  266,478

  	
   

  	
  (17,187.67

  	
  )

  	
  (202.16

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801220271

  	
   

  	
  (61.83

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  1,176,116

  	
   

  	
  (33,842.08

  	
  )

  	
  (61.83

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801238831

  	
   

  	
  (2,018.01

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  1,380,003

  	
   

  	
  (87,909.25

  	
  )

  	
  (1,395.33

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  801296591

  	
   

  	
  (943.49

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  5,000,000

  	
   

  	
  (84,280.04

  	
  )

  	
  (943.49

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  801296551

  	
   

  	
  (3,145.20

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  20,000,000

  	
   

  	
  (338,434.58

  	
  )

  	
  (3,145.20

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_GBP

  	
   

  
	
  800555041

  	
   

  	
  (254.16

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  242,677

  	
   

  	
  (35,338.74

  	
  )

  	
  (175.74

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800562721

  	
   

  	
  (695.57

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  240,165

  	
   

  	
  (36,274.76

  	
  )

  	
  (480.94

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800735881

  	
   

  	
  (182.55

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  62,558

  	
   

  	
  (9,622.38

  	
  )

  	
  (126.22

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800736101

  	
   

  	
  (3,829.63

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  1,322,292

  	
   

  	
  (199,720.62

  	
  )

  	
  (2,647.96

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800690851

  	
   

  	
  (817.26

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  266,617

  	
   

  	
  (47,811.91

  	
  )

  	
  (565.09

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800763681

  	
   

  	
  (441.61

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  496,007

  	
   

  	
  (59,377.19

  	
  )

  	
  (305.35

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800905801

  	
   

  	
  (1,985.51

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  1,146,173

  	
   

  	
  (99,807.93

  	
  )

  	
  (1,372.86

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800945651

  	
   

  	
  (429.40

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  160,857

  	
   

  	
  (16,224.51

  	
  )

  	
  (296.90

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800985001

  	
   

  	
  (291.58

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  109,226

  	
   

  	
  (11,017.04

  	
  )

  	
  (201.61

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800517861

  	
   

  	
  (2,330.40

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  507,365

  	
   

  	
  (92,369.82

  	
  )

  	
  (1,611.33

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800909301

  	
   

  	
  (834.77

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  4,067,934

  	
   

  	
  (338,864.99

  	
  )

  	
  (577.19

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800948261

  	
   

  	
  (230.24

  	
  )

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  9Y_plus

  	
   

  	
  1,201,970

  	
   

  	
  (82,284.86

  	
  )

  	
  (159.20

  	
  )

  	
  INFINITY_SWAP_ROW_PAY_FIXED_EUR

  	
   

  
	
  800927581

  	
   

  	
  —

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  1,728,600

  	
   

  	
  1,541.30

  	
   

  	
  —

  	
   

  	
  INFINITY_SWAPTION_ROW_REC_FIXED_EUR

  	
   

  
	
  800630221

  	
   

  	
  —

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  64,120

  	
   

  	
  5.60

  	
   

  	
  —

  	
   

  	
  INFINITY_SWAPTION_ROW_REC_FIXED_EUR

  	
   

  
	
  800630361

  	
   

  	
  —

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  143,320

  	
   

  	
  20.45

  	
   

  	
  —

  	
   

  	
  INFINITY_SWAPTION_ROW_REC_FIXED_EUR

  	
   

  
	
  801296601

  	
   

  	
  —

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  5,000,000

  	
   

  	
  (77,864.89

  	
  )

  	
  —

  	
   

  	
  INFINITY_SWAPTION_ROW_PAY_FIXED_GBP

  	
   

  
	
  801296561

  	
   

  	
  —

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  20,000,000

  	
   

  	
  (319,032.63

  	
  )

  	
  —

  	
   

  	
  INFINITY_SWAPTION_ROW_PAY_FIXED_GBP

  	
   

  
	
  800749121

  	
   

  	
  —

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  310,835

  	
   

  	
  14.79

  	
   

  	
  —

  	
   

  	
  INFINITY_SWAPTION_ROW_REC_FIXED_EUR

  	
   

  
	
  800708671

  	
   

  	
  —

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  2,033,905

  	
   

  	
  482.81

  	
   

  	
  —

  	
   

  	
  INFINITY_SWAPTION_ROW_REC_FIXED_EUR

  	
   

  
	
  801193271

  	
   

  	
  —

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  1Y-2Y

  	
   

  	
  878,949

  	
   

  	
  2,598.76

  	
   

  	
  —

  	
   

  	
  INFINITY_SWAPTION_ROW_REC_FIXED_EUR

  	
   

  
	
  800652421

  	
   

  	
  —

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  1,317,769

  	
   

  	
  182.19

  	
   

  	
  —

  	
   

  	
  INFINITY_SWAPTION_ROW_REC_FIXED_EUR

  	
   

  
	
  800735041

  	
   

  	
  —

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  254,080

  	
   

  	
  545.89

  	
   

  	
  —

  	
   

  	
  INFINITY_SWAPTION_ROW_REC_FIXED_EUR

  	
   

  
	
  800747751

  	
   

  	
  —

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  185,417

  	
   

  	
  82.07

  	
   

  	
  —

  	
   

  	
  INFINITY_SWAPTION_ROW_REC_FIXED_EUR

  	
   

  
	
  800861191

  	
   

  	
  —

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  141,238

  	
   

  	
  360.39

  	
   

  	
  —

  	
   

  	
  INFINITY_SWAPTION_ROW_REC_FIXED_EUR

  	
   

  
	
  801457311

  	
   

  	
  —

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  397,578

  	
   

  	
  2,576.98

  	
   

  	
  —

  	
   

  	
  INFINITY_SWAPTION_ROW_REC_FIXED_EUR

  	
   

  
	
  801411021

  	
   

  	
  —

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  1,074,747

  	
   

  	
  5,110.35

  	
   

  	
  —

  	
   

  	
  INFINITY_SWAPTION_ROW_REC_FIXED_EUR

  	
   

  
	
  800762921

  	
   

  	
  —

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  142,593

  	
   

  	
  640.39

  	
   

  	
  —

  	
   

  	
  INFINITY_SWAPTION_ROW_REC_FIXED_EUR

  	
   

  
	
  801401251

  	
   

  	
  —

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  2Y-5Y

  	
   

  	
  255,758

  	
   

  	
  1,347.61

  	
   

  	
  —

  	
   

  	
  INFINITY_SWAPTION_ROW_REC_FIXED_EUR

  	
   

  



 


	
  FULL_REF

  	
   

  	
  OBO_MTM

  	
   

  	
  POSITIVE

  	
   

  	
  NEGATIVE

  	
   

  	
  FCE_NAB

  	
   

  	
  CR_EQUIV_NAB

  	
   

  
	
  801146511

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (7,638.50

  	
  )

  	
  894

  	
   

  	
  894

  	
   

  
	
  801146521

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (7,638.50

  	
  )

  	
  894

  	
   

  	
  894

  	
   

  
	
  801146531

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (7,638.50

  	
  )

  	
  894

  	
   

  	
  894

  	
   

  
	
  801146541

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (7,638.50

  	
  )

  	
  894

  	
   

  	
  894

  	
   

  
	
  801146551

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (7,638.50

  	
  )

  	
  894

  	
   

  	
  894

  	
   

  
	
  801146561

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (7,638.50

  	
  )

  	
  894

  	
   

  	
  894

  	
   

  
	
  801146771

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (7,638.50

  	
  )

  	
  894

  	
   

  	
  894

  	
   

  
	
  801146781

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (7,638.50

  	
  )

  	
  894

  	
   

  	
  894

  	
   

  
	
  801146791

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (7,638.50

  	
  )

  	
  894

  	
   

  	
  894

  	
   

  
	
  801188741

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (8,531.18

  	
  )

  	
  1,156

  	
   

  	
  1,156

  	
   

  
	
  801385411

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (33,815.81

  	
  )

  	
  3,812

  	
   

  	
  3,812

  	
   

  
	
  801196591

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  14,865.49

  	
   

  	
  —

  	
   

  	
  1,237

  	
   

  	
  16,103

  	
   

  
	
  801382141

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (9,875.57

  	
  )

  	
  2,066

  	
   

  	
  2,066

  	
   

  
	
  801422581

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (46,288.01

  	
  )

  	
  5,122

  	
   

  	
  5,122

  	
   

  
	
  801291511

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (205,304.18

  	
  )

  	
  33,640

  	
   

  	
  33,640

  	
   

  
	
  801227771

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (23,680.98

  	
  )

  	
  2,680

  	
   

  	
  2,680

  	
   

  
	
  801239041

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (128,667.53

  	
  )

  	
  17,286

  	
   

  	
  17,286

  	
   

  
	
  801253851

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  135,886.36

  	
   

  	
  —

  	
   

  	
  1,167

  	
   

  	
  137,053

  	
   

  
	
  801256631

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (22,624.87

  	
  )

  	
  3,323

  	
   

  	
  3,323

  	
   

  
	
  801271461

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (48,088.60

  	
  )

  	
  6,499

  	
   

  	
  6,499

  	
   

  
	
  801271471

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (72,132.90

  	
  )

  	
  9,749

  	
   

  	
  9,749

  	
   

  
	
  801291721

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (4,538.79

  	
  )

  	
  1,015

  	
   

  	
  1,015

  	
   

  
	
  801370821

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (20,464.66

  	
  )

  	
  2,497

  	
   

  	
  2,497

  	
   

  
	
  800603611

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (4,884.59

  	
  )

  	
  363

  	
   

  	
  363

  	
   

  
	
  801360151

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (22,271.92

  	
  )

  	
  3,380

  	
   

  	
  3,380

  	
   

  
	
  800762911

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (19,804.18

  	
  )

  	
  973

  	
   

  	
  973

  	
   

  
	
  801388681

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (12,152.60

  	
  )

  	
  1,684

  	
   

  	
  1,684

  	
   

  
	
  800638011

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (152,074.43

  	
  )

  	
  11,679

  	
   

  	
  11,679

  	
   

  
	
  801401241

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (8,131.43

  	
  )

  	
  1,404

  	
   

  	
  1,404

  	
   

  
	
  801402971

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (24,295.90

  	
  )

  	
  3,775

  	
   

  	
  3,775

  	
   

  
	
  800849441

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (141,470.62

  	
  )

  	
  10,547

  	
   

  	
  10,547

  	
   

  
	
  801442931

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (9,696.24

  	
  )

  	
  1,550

  	
   

  	
  1,550

  	
   

  
	
  800932461

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (5,989.29

  	
  )

  	
  2,350

  	
   

  	
  2,350

  	
   

  
	
  800962341

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (17,787.40

  	
  )

  	
  6,766

  	
   

  	
  6,766

  	
   

  
	
  800857011

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (29,560.68

  	
  )

  	
  5,129

  	
   

  	
  5,129

  	
   

  
	
  801195411

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (8,869.08

  	
  )

  	
  5,359

  	
   

  	
  5,359

  	
   

  
	
  800603951

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (22,190.52

  	
  )

  	
  3,721

  	
   

  	
  3,721

  	
   

  
	
  800551251

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (10,402.81

  	
  )

  	
  3,386

  	
   

  	
  3,386

  	
   

  
	
  800604571

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (667,198.36

  	
  )

  	
  69,533

  	
   

  	
  69,533

  	
   

  
	
  801448701

  	
   

  	
  INFINITY_SWAP_REC_FIXED

  	
   

  	
  —

  	
   

  	
  (7,462.82

  	
  )

  	
  51,858

  	
   

  	
  51,858

  	
   

  
	
  800665901

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (16,669.82

  	
  )

  	
  2,340

  	
   

  	
  2,340

  	
   

  
	
  801398961

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (118,427.69

  	
  )

  	
  30,631

  	
   

  	
  30,631

  	
   

  
	
  800681101

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (24,051.92

  	
  )

  	
  3,289

  	
   

  	
  3,289

  	
   

  
	
  800690721

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (22,519.32

  	
  )

  	
  2,901

  	
   

  	
  2,901

  	
   

  
	
  800718901

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (26,092.33

  	
  )

  	
  2,663

  	
   

  	
  2,663

  	
   

  
	
  801344531

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (37,979.80

  	
  )

  	
  7,996

  	
   

  	
  7,996

  	
   

  
	
  800785591

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (29,123.95

  	
  )

  	
  3,624

  	
   

  	
  3,624

  	
   

  
	
  800877811

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (52,198.77

  	
  )

  	
  9,447

  	
   

  	
  9,447

  	
   

  
	
  800793121

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (142,493.52

  	
  )

  	
  22,651

  	
   

  	
  22,651

  	
   

  
	
  801030761

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (32,351.92

  	
  )

  	
  7,668

  	
   

  	
  7,668

  	
   

  
	
  800957811

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (10,549.71

  	
  )

  	
  2,504

  	
   

  	
  2,504

  	
   

  
	
  800975451

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (13,061.85

  	
  )

  	
  2,487

  	
   

  	
  2,487

  	
   

  
	
  800668531

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (373,709.45

  	
  )

  	
  42,800

  	
   

  	
  42,800

  	
   

  
	
  801127471

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (17,187.67

  	
  )

  	
  3,997

  	
   

  	
  3,997

  	
   

  
	
  801220271

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (33,842.08

  	
  )

  	
  17,642

  	
   

  	
  17,642

  	
   

  
	
  801238831

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (87,909.25

  	
  )

  	
  20,700

  	
   

  	
  20,700

  	
   

  
	
  801296591

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (84,280.04

  	
  )

  	
  75,000

  	
   

  	
  75,000

  	
   

  
	
  801296551

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (338,434.58

  	
  )

  	
  300,000

  	
   

  	
  300,000

  	
   

  
	
  800555041

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (35,338.74

  	
  )

  	
  3,640

  	
   

  	
  3,640

  	
   

  
	
  800562721

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (36,274.76

  	
  )

  	
  3,602

  	
   

  	
  3,602

  	
   

  
	
  800735881

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (9,622.38

  	
  )

  	
  938

  	
   

  	
  938

  	
   

  
	
  800736101

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (199,720.62

  	
  )

  	
  19,834

  	
   

  	
  19,834

  	
   

  
	
  800690851

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (47,811.91

  	
  )

  	
  3,999

  	
   

  	
  3,999

  	
   

  
	
  800763681

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (59,377.19

  	
  )

  	
  7,440

  	
   

  	
  7,440

  	
   

  
	
  800905801

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (99,807.93

  	
  )

  	
  17,193

  	
   

  	
  17,193

  	
   

  
	
  800945651

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (16,224.51

  	
  )

  	
  2,413

  	
   

  	
  2,413

  	
   

  
	
  800985001

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (11,017.04

  	
  )

  	
  1,638

  	
   

  	
  1,638

  	
   

  
	
  800517861

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (92,369.82

  	
  )

  	
  7,610

  	
   

  	
  7,610

  	
   

  
	
  800909301

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (338,864.99

  	
  )

  	
  61,019

  	
   

  	
  61,019

  	
   

  
	
  800948261

  	
   

  	
  INFINITY_SWAP_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (82,284.86

  	
  )

  	
  18,030

  	
   

  	
  18,030

  	
   

  
	
  800927581

  	
   

  	
  INFINITY_SWAPTION_REC_FIXED

  	
   

  	
  1,541.30

  	
   

  	
  —

  	
   

  	
  8,643

  	
   

  	
  10,184

  	
   

  
	
  800630221

  	
   

  	
  INFINITY_SWAPTION_REC_FIXED

  	
   

  	
  5.60

  	
   

  	
  —

  	
   

  	
  321

  	
   

  	
  326

  	
   

  
	
  800630361

  	
   

  	
  INFINITY_SWAPTION_REC_FIXED

  	
   

  	
  20.45

  	
   

  	
  —

  	
   

  	
  717

  	
   

  	
  737

  	
   

  
	
  801296601

  	
   

  	
  INFINITY_SWAPTION_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (77,864.89

  	
  )

  	
  25,000

  	
   

  	
  25,000

  	
   

  
	
  801296561

  	
   

  	
  INFINITY_SWAPTION_PAY_FIXED

  	
   

  	
  —

  	
   

  	
  (319,032.63

  	
  )

  	
  100,000

  	
   

  	
  100,000

  	
   

  
	
  800749121

  	
   

  	
  INFINITY_SWAPTION_REC_FIXED

  	
   

  	
  14.79

  	
   

  	
  —

  	
   

  	
  1,554

  	
   

  	
  1,569

  	
   

  
	
  800708671

  	
   

  	
  INFINITY_SWAPTION_REC_FIXED

  	
   

  	
  482.81

  	
   

  	
  —

  	
   

  	
  10,170

  	
   

  	
  10,652

  	
   

  
	
  801193271

  	
   

  	
  INFINITY_SWAPTION_REC_FIXED

  	
   

  	
  2,598.76

  	
   

  	
  —

  	
   

  	
  4,395

  	
   

  	
  6,994

  	
   

  
	
  800652421

  	
   

  	
  INFINITY_SWAPTION_REC_FIXED

  	
   

  	
  182.19

  	
   

  	
  —

  	
   

  	
  6,589

  	
   

  	
  6,771

  	
   

  
	
  800735041

  	
   

  	
  INFINITY_SWAPTION_REC_FIXED

  	
   

  	
  545.89

  	
   

  	
  —

  	
   

  	
  1,270

  	
   

  	
  1,816

  	
   

  
	
  800747751

  	
   

  	
  INFINITY_SWAPTION_REC_FIXED

  	
   

  	
  82.07

  	
   

  	
  —

  	
   

  	
  927

  	
   

  	
  1,009

  	
   

  
	
  800861191

  	
   

  	
  INFINITY_SWAPTION_REC_FIXED

  	
   

  	
  360.39

  	
   

  	
  —

  	
   

  	
  706

  	
   

  	
  1,067

  	
   

  
	
  801457311

  	
   

  	
  INFINITY_SWAPTION_REC_FIXED

  	
   

  	
  2,576.98

  	
   

  	
  —

  	
   

  	
  1,988

  	
   

  	
  4,565

  	
   

  
	
  801411021

  	
   

  	
  INFINITY_SWAPTION_REC_FIXED

  	
   

  	
  5,110.35

  	
   

  	
  —

  	
   

  	
  5,374

  	
   

  	
  10,484

  	
   

  
	
  800762921

  	
   

  	
  INFINITY_SWAPTION_REC_FIXED

  	
   

  	
  640.39

  	
   

  	
  —

  	
   

  	
  713

  	
   

  	
  1,353

  	
   

  
	
  801401251

  	
   

  	
  INFINITY_SWAPTION_REC_FIXED

  	
   

  	
  1,347.61

  	
   

  	
  —

  	
   

  	
  1,279

  	
   

  	
  2,626

  	
   

  



 


5





















 


Part 3(B)


ALCO Derivatives


 


	
  trans_id

  	
   

  	
  trade_id

  	
   

  	
  trade_leg_id

  	
   

  	
  trade_date

  	
   

  	
  maturity_date

  	
   

  	
  start_date

  	
   

  	
  currency

  	
   

  	
  product_type

  	
   

  	
  book

  	
   

  	
  branch

  	
   

  	
  cparty

  	
   

  
	
  80068751

  	
   

  	
  80071091

  	
   

  	
  1

  	
   

  	
  27-Mar-02

  	
   

  	
  14-Jan-05

  	
   

  	
  14-Jan-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80068751

  	
   

  	
  80071091

  	
   

  	
  2

  	
   

  	
  27-Mar-02

  	
   

  	
  14-Jan-05

  	
   

  	
  14-Jan-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80074436

  	
   

  	
  80076957

  	
   

  	
  1

  	
   

  	
  10-Jul-02

  	
   

  	
  12-Jul-05

  	
   

  	
  12-Jul-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80074436

  	
   

  	
  80076957

  	
   

  	
  2

  	
   

  	
  10-Jul-02

  	
   

  	
  12-Jul-05

  	
   

  	
  12-Jul-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80074628

  	
   

  	
  80077151

  	
   

  	
  1

  	
   

  	
  10-Jul-02

  	
   

  	
  14-Mar-05

  	
   

  	
  14-Mar-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80074628

  	
   

  	
  80077151

  	
   

  	
  2

  	
   

  	
  10-Jul-02

  	
   

  	
  14-Mar-05

  	
   

  	
  14-Mar-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80074629

  	
   

  	
  80077152

  	
   

  	
  1

  	
   

  	
  10-Jul-02

  	
   

  	
  14-Feb-05

  	
   

  	
  14-Feb-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80074629

  	
   

  	
  80077152

  	
   

  	
  2

  	
   

  	
  10-Jul-02

  	
   

  	
  14-Feb-05

  	
   

  	
  14-Feb-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80076807

  	
   

  	
  80079410

  	
   

  	
  1

  	
   

  	
  21-Aug-02

  	
   

  	
  23-Aug-05

  	
   

  	
  23-Aug-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80076807

  	
   

  	
  80079410

  	
   

  	
  2

  	
   

  	
  21-Aug-02

  	
   

  	
  23-Aug-05

  	
   

  	
  23-Aug-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80081654

  	
   

  	
  80084519

  	
   

  	
  1

  	
   

  	
  30-Sep-02

  	
   

  	
  03-Oct-05

  	
   

  	
  03-Oct-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80081654

  	
   

  	
  80084519

  	
   

  	
  2

  	
   

  	
  30-Sep-02

  	
   

  	
  03-Oct-05

  	
   

  	
  03-Oct-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80083338

  	
   

  	
  80086323

  	
   

  	
  1

  	
   

  	
  28-Oct-02

  	
   

  	
  31-Oct-05

  	
   

  	
  28-Oct-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80083338

  	
   

  	
  80086323

  	
   

  	
  2

  	
   

  	
  28-Oct-02

  	
   

  	
  31-Oct-05

  	
   

  	
  28-Oct-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80083358

  	
   

  	
  80086343

  	
   

  	
  1

  	
   

  	
  28-Oct-02

  	
   

  	
  30-Dec-05

  	
   

  	
  28-Oct-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80083358

  	
   

  	
  80086343

  	
   

  	
  2

  	
   

  	
  28-Oct-02

  	
   

  	
  30-Dec-05

  	
   

  	
  28-Oct-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80083359

  	
   

  	
  80086344

  	
   

  	
  1

  	
   

  	
  28-Oct-02

  	
   

  	
  31-Jan-06

  	
   

  	
  28-Oct-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80083359

  	
   

  	
  80086344

  	
   

  	
  2

  	
   

  	
  28-Oct-02

  	
   

  	
  31-Jan-06

  	
   

  	
  28-Oct-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80083361

  	
   

  	
  80086346

  	
   

  	
  1

  	
   

  	
  28-Oct-02

  	
   

  	
  31-Mar-06

  	
   

  	
  28-Oct-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80083361

  	
   

  	
  80086346

  	
   

  	
  2

  	
   

  	
  28-Oct-02

  	
   

  	
  31-Mar-06

  	
   

  	
  28-Oct-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80083367

  	
   

  	
  80086352

  	
   

  	
  1

  	
   

  	
  28-Oct-02

  	
   

  	
  28-Apr-05

  	
   

  	
  28-Oct-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80083367

  	
   

  	
  80086352

  	
   

  	
  2

  	
   

  	
  28-Oct-02

  	
   

  	
  28-Apr-05

  	
   

  	
  28-Oct-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80083424

  	
   

  	
  80086416

  	
   

  	
  1

  	
   

  	
  28-Oct-02

  	
   

  	
  28-Feb-06

  	
   

  	
  28-Oct-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80083424

  	
   

  	
  80086416

  	
   

  	
  2

  	
   

  	
  28-Oct-02

  	
   

  	
  28-Feb-06

  	
   

  	
  28-Oct-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80083425

  	
   

  	
  80086417

  	
   

  	
  1

  	
   

  	
  28-Oct-02

  	
   

  	
  28-Apr-06

  	
   

  	
  28-Oct-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80083425

  	
   

  	
  80086417

  	
   

  	
  2

  	
   

  	
  28-Oct-02

  	
   

  	
  28-Apr-06

  	
   

  	
  28-Oct-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80083883

  	
   

  	
  80086929

  	
   

  	
  1

  	
   

  	
  28-Oct-02

  	
   

  	
  30-Nov-05

  	
   

  	
  28-Oct-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80083883

  	
   

  	
  80086929

  	
   

  	
  2

  	
   

  	
  28-Oct-02

  	
   

  	
  30-Nov-05

  	
   

  	
  28-Oct-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80095170

  	
   

  	
  80099360

  	
   

  	
  1

  	
   

  	
  28-Mar-03

  	
   

  	
  01-Jun-06

  	
   

  	
  01-Apr-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80095170

  	
   

  	
  80099360

  	
   

  	
  2

  	
   

  	
  28-Mar-03

  	
   

  	
  01-Jun-06

  	
   

  	
  01-Apr-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80098302

  	
   

  	
  80102754

  	
   

  	
  1

  	
   

  	
  06-May-03

  	
   

  	
  10-Jul-06

  	
   

  	
  09-May-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80098302

  	
   

  	
  80102754

  	
   

  	
  2

  	
   

  	
  06-May-03

  	
   

  	
  10-Jul-06

  	
   

  	
  09-May-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80100419

  	
   

  	
  80105036

  	
   

  	
  1

  	
   

  	
  27-May-03

  	
   

  	
  10-Aug-06

  	
   

  	
  10-Jun-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80100419

  	
   

  	
  80105036

  	
   

  	
  2

  	
   

  	
  27-May-03

  	
   

  	
  10-Aug-06

  	
   

  	
  10-Jun-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80104154

  	
   

  	
  80109003

  	
   

  	
  1

  	
   

  	
  27-Jun-03

  	
   

  	
  29-Jun-05

  	
   

  	
  01-Jul-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80104154

  	
   

  	
  80109003

  	
   

  	
  2

  	
   

  	
  27-Jun-03

  	
   

  	
  29-Jun-05

  	
   

  	
  01-Jul-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80108972

  	
   

  	
  80114117

  	
   

  	
  1

  	
   

  	
  28-Aug-03

  	
   

  	
  28-Aug-06

  	
   

  	
  28-Aug-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80108972

  	
   

  	
  80114117

  	
   

  	
  2

  	
   

  	
  28-Aug-03

  	
   

  	
  28-Aug-06

  	
   

  	
  28-Aug-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80129123

  	
   

  	
  80136384

  	
   

  	
  1

  	
   

  	
  29-Jun-04

  	
   

  	
  29-Jun-07

  	
   

  	
  29-Jun-04

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80129123

  	
   

  	
  80136384

  	
   

  	
  2

  	
   

  	
  29-Jun-04

  	
   

  	
  29-Jun-07

  	
   

  	
  29-Jun-04

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80131155

  	
   

  	
  80138632

  	
   

  	
  1

  	
   

  	
  29-Jul-04

  	
   

  	
  29-Jul-07

  	
   

  	
  29-Jul-04

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80131155

  	
   

  	
  80138632

  	
   

  	
  2

  	
   

  	
  29-Jul-04

  	
   

  	
  29-Jul-07

  	
   

  	
  29-Jul-04

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80138155

  	
   

  	
  80146130

  	
   

  	
  1

  	
   

  	
  05-Nov-04

  	
   

  	
  05-Nov-07

  	
   

  	
  05-Nov-04

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80138155

  	
   

  	
  80146130

  	
   

  	
  2

  	
   

  	
  05-Nov-04

  	
   

  	
  05-Nov-07

  	
   

  	
  05-Nov-04

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80139344

  	
   

  	
  80147395

  	
   

  	
  1

  	
   

  	
  23-Nov-04

  	
   

  	
  23-Nov-07

  	
   

  	
  23-Nov-04

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80139344

  	
   

  	
  80147395

  	
   

  	
  2

  	
   

  	
  23-Nov-04

  	
   

  	
  23-Nov-07

  	
   

  	
  23-Nov-04

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  



 


	
  trans_id

  	
   

  	
  status

  	
   

  	
  principal_start

  	
   

  	
  principal_current

  	
   

  	
  principal_next

  	
   

  	
  keyword

  	
   

  	
  remark

  	
   

  	
  trader

  	
   

  	
  trade_details

  	
   

  	
  current_rate

  	
   

  
	
  80068751

  	
   

  	
  BOOKED

  	
   

  	
  33,000,000

  	
   

  	
  33,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Chauncy Stark

  	
   

  	
  Centralisation 80071085

  	
   

  	
  4.82

  	
   

  
	
  80068751

  	
   

  	
  BOOKED

  	
   

  	
  33,000,000

  	
   

  	
  33,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Chauncy Stark

  	
   

  	
  Centralisation 80071085

  	
   

  	
  2.146

  	
   

  
	
  80074436

  	
   

  	
  BOOKED

  	
   

  	
  75,000,000

  	
   

  	
  75,000,000

  	
   

  	
  75,000,000

  	
   

  	
   

  	
   

  	
  alco mandate

  	
   

  	
  Chauncy Stark

  	
   

  	
  Centralisation 80076932

  	
   

  	
  4.18

  	
   

  
	
  80074436

  	
   

  	
  BOOKED

  	
   

  	
  75,000,000

  	
   

  	
  75,000,000

  	
   

  	
  75,000,000

  	
   

  	
   

  	
   

  	
  alco mandate

  	
   

  	
  Chauncy Stark

  	
   

  	
  Centralisation 80076932

  	
   

  	
  2.149

  	
   

  
	
  80074628

  	
   

  	
  BOOKED

  	
   

  	
  33,000,000

  	
   

  	
  33,000,000

  	
   

  	
  33,000,000

  	
   

  	
   

  	
   

  	
  alco mandate - rebooked as book 4740

  	
   

  	
  Chauncy Stark

  	
   

  	
  Centralisation 80076941

  	
   

  	
  4.295

  	
   

  
	
  80074628

  	
   

  	
  BOOKED

  	
   

  	
  33,000,000

  	
   

  	
  33,000,000

  	
   

  	
  33,000,000

  	
   

  	
   

  	
   

  	
  alco mandate - rebooked as book 4740

  	
   

  	
  Chauncy Stark

  	
   

  	
  Centralisation 80076941

  	
   

  	
  2.116

  	
   

  
	
  80074629

  	
   

  	
  BOOKED

  	
   

  	
  33,000,000

  	
   

  	
  33,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  alco mandate - rebooked as book 4740

  	
   

  	
  Chauncy Stark

  	
   

  	
  Centralisation 80076939

  	
   

  	
  4.265

  	
   

  
	
  80074629

  	
   

  	
  BOOKED

  	
   

  	
  33,000,000

  	
   

  	
  33,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  alco mandate - rebooked as book 4740

  	
   

  	
  Chauncy Stark

  	
   

  	
  Centralisation 80076939

  	
   

  	
  2.172

  	
   

  
	
  80076807

  	
   

  	
  BOOKED

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Chauncy Stark

  	
   

  	
  Centralisation 80079409

  	
   

  	
  3.855

  	
   

  
	
  80076807

  	
   

  	
  BOOKED

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Chauncy Stark

  	
   

  	
  Centralisation 80079409

  	
   

  	
  2.176

  	
   

  
	
  80081654

  	
   

  	
  BOOKED

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
   

  	
   

  	
  trade with alco.

  	
   

  	
  Chauncy Stark

  	
   

  	
  Centralisation 80084478

  	
   

  	
  3.395

  	
   

  
	
  80081654

  	
   

  	
  BOOKED

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
   

  	
   

  	
  trade with alco.

  	
   

  	
  Chauncy Stark

  	
   

  	
  Centralisation 80084478

  	
   

  	
  2.15

  	
   

  
	
  80083338

  	
   

  	
  BOOKED

  	
   

  	
  26,000,000

  	
   

  	
  26,000,000

  	
   

  	
  26,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Chauncy Stark

  	
   

  	
  Centralisation 80086342

  	
   

  	
  3.555

  	
   

  
	
  80083338

  	
   

  	
  BOOKED

  	
   

  	
  26,000,000

  	
   

  	
  26,000,000

  	
   

  	
  26,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Chauncy Stark

  	
   

  	
  Centralisation 80086342

  	
   

  	
  2.146

  	
   

  
	
  80083358

  	
   

  	
  BOOKED

  	
   

  	
  26,000,000

  	
   

  	
  26,000,000

  	
   

  	
  26,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Chauncy Stark

  	
   

  	
  Centralisation 80086324

  	
   

  	
  3.595

  	
   

  
	
  80083358

  	
   

  	
  BOOKED

  	
   

  	
  26,000,000

  	
   

  	
  26,000,000

  	
   

  	
  26,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Chauncy Stark

  	
   

  	
  Centralisation 80086324

  	
   

  	
  2.116

  	
   

  
	
  80083359

  	
   

  	
  BOOKED

  	
   

  	
  26,000,000

  	
   

  	
  26,000,000

  	
   

  	
  26,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Chauncy Stark

  	
   

  	
  Centralisation 80086326

  	
   

  	
  3.62

  	
   

  
	
  80083359

  	
   

  	
  BOOKED

  	
   

  	
  26,000,000

  	
   

  	
  26,000,000

  	
   

  	
  26,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Chauncy Stark

  	
   

  	
  Centralisation 80086326

  	
   

  	
  2.148

  	
   

  
	
  80083361

  	
   

  	
  BOOKED

  	
   

  	
  26,000,000

  	
   

  	
  26,000,000

  	
   

  	
  26,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Chauncy Stark

  	
   

  	
  Centralisation 80086328

  	
   

  	
  3.6575

  	
   

  
	
  80083361

  	
   

  	
  BOOKED

  	
   

  	
  26,000,000

  	
   

  	
  26,000,000

  	
   

  	
  26,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Chauncy Stark

  	
   

  	
  Centralisation 80086328

  	
   

  	
  2.116

  	
   

  
	
  80083367

  	
   

  	
  BOOKED

  	
   

  	
  33,000,000

  	
   

  	
  33,000,000

  	
   

  	
  33,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Chauncy Stark

  	
   

  	
  Centralisation 80086331

  	
   

  	
  3.4

  	
   

  
	
  80083367

  	
   

  	
  BOOKED

  	
   

  	
  33,000,000

  	
   

  	
  33,000,000

  	
   

  	
  33,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Chauncy Stark

  	
   

  	
  Centralisation 80086331

  	
   

  	
  2.147

  	
   

  
	
  80083424

  	
   

  	
  BOOKED

  	
   

  	
  26,000,000

  	
   

  	
  26,000,000

  	
   

  	
  26,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Chauncy Stark

  	
   

  	
  Centralisation 80086327

  	
   

  	
  3.635

  	
   

  
	
  80083424

  	
   

  	
  BOOKED

  	
   

  	
  26,000,000

  	
   

  	
  26,000,000

  	
   

  	
  26,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Chauncy Stark

  	
   

  	
  Centralisation 80086327

  	
   

  	
  2.172

  	
   

  
	
  80083425

  	
   

  	
  BOOKED

  	
   

  	
  26,000,000

  	
   

  	
  26,000,000

  	
   

  	
  26,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Chauncy Stark

  	
   

  	
  Centralisation 80086329

  	
   

  	
  3.675

  	
   

  
	
  80083425

  	
   

  	
  BOOKED

  	
   

  	
  26,000,000

  	
   

  	
  26,000,000

  	
   

  	
  26,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Chauncy Stark

  	
   

  	
  Centralisation 80086329

  	
   

  	
  2.144

  	
   

  
	
  80083883

  	
   

  	
  BOOKED

  	
   

  	
  26,000,000

  	
   

  	
  26,000,000

  	
   

  	
  26,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Chauncy Stark

  	
   

  	
  Centralisation 80086330

  	
   

  	
  3.575

  	
   

  
	
  80083883

  	
   

  	
  BOOKED

  	
   

  	
  26,000,000

  	
   

  	
  26,000,000

  	
   

  	
  26,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Chauncy Stark

  	
   

  	
  Centralisation 80086330

  	
   

  	
  2.176

  	
   

  
	
  80095170

  	
   

  	
  BOOKED

  	
   

  	
  26,000,000

  	
   

  	
  26,000,000

  	
   

  	
  26,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Signe Biddle

  	
   

  	
  Centralisation 80099358

  	
   

  	
  2.925

  	
   

  
	
  80095170

  	
   

  	
  BOOKED

  	
   

  	
  26,000,000

  	
   

  	
  26,000,000

  	
   

  	
  26,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Signe Biddle

  	
   

  	
  Centralisation 80099358

  	
   

  	
  2.149

  	
   

  
	
  80098302

  	
   

  	
  BOOKED

  	
   

  	
  26,000,000

  	
   

  	
  26,000,000

  	
   

  	
  26,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Signe Biddle

  	
   

  	
  Centralisation 80102755

  	
   

  	
  2.7825

  	
   

  
	
  80098302

  	
   

  	
  BOOKED

  	
   

  	
  26,000,000

  	
   

  	
  26,000,000

  	
   

  	
  26,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Signe Biddle

  	
   

  	
  Centralisation 80102755

  	
   

  	
  2.15

  	
   

  
	
  80100419

  	
   

  	
  BOOKED

  	
   

  	
  26,000,000

  	
   

  	
  26,000,000

  	
   

  	
  26,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Signe Biddle

  	
   

  	
  Centralisation 80105035

  	
   

  	
  2.37

  	
   

  
	
  80100419

  	
   

  	
  BOOKED

  	
   

  	
  26,000,000

  	
   

  	
  26,000,000

  	
   

  	
  26,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Signe Biddle

  	
   

  	
  Centralisation 80105035

  	
   

  	
  2.115

  	
   

  
	
  80104154

  	
   

  	
  BOOKED

  	
   

  	
  180,000,000

  	
   

  	
  180,000,000

  	
   

  	
  180,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Signe Biddle

  	
   

  	
  Centralisation 80108932

  	
   

  	
  2.22

  	
   

  
	
  80104154

  	
   

  	
  BOOKED

  	
   

  	
  180,000,000

  	
   

  	
  180,000,000

  	
   

  	
  180,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Signe Biddle

  	
   

  	
  Centralisation 80108932

  	
   

  	
  2.116

  	
   

  
	
  80108972

  	
   

  	
  BOOKED

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
   

  	
   

  	
  ALCO 4740

  	
   

  	
  Signe Biddle

  	
   

  	
  Centralisation 80114114

  	
   

  	
  3.065

  	
   

  
	
  80108972

  	
   

  	
  BOOKED

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
   

  	
   

  	
  ALCO 4740

  	
   

  	
  Signe Biddle

  	
   

  	
  Centralisation 80114114

  	
   

  	
  2.176

  	
   

  
	
  80129123

  	
   

  	
  BOOKED

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Signe Biddle

  	
   

  	
  Centralisation 80136383

  	
   

  	
  3.1625

  	
   

  
	
  80129123

  	
   

  	
  BOOKED

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Signe Biddle

  	
   

  	
  Centralisation 80136383

  	
   

  	
  2.116

  	
   

  
	
  80131155

  	
   

  	
  BOOKED

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
   

  	
   

  	
  Alco 4740

  	
   

  	
  Signe Biddle

  	
   

  	
  Centralisation 80138633

  	
   

  	
  3.1

  	
   

  
	
  80131155

  	
   

  	
  BOOKED

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
   

  	
   

  	
  Alco 4740

  	
   

  	
  Signe Biddle

  	
   

  	
  Centralisation 80138633

  	
   

  	
  2.116

  	
   

  
	
  80138155

  	
   

  	
  BOOKED

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Signe Biddle

  	
   

  	
  Centralisation 80146129

  	
   

  	
  2.725

  	
   

  
	
  80138155

  	
   

  	
  BOOKED

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Signe Biddle

  	
   

  	
  Centralisation 80146129

  	
   

  	
  2.165

  	
   

  
	
  80139344

  	
   

  	
  BOOKED

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Signe Biddle

  	
   

  	
  Centralisation 80147394

  	
   

  	
  2.69

  	
   

  
	
  80139344

  	
   

  	
  BOOKED

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Signe Biddle

  	
   

  	
  Centralisation 80147394

  	
   

  	
  2.112

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  822,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  



 


	
  trans_id

  	
   

  	
  current_spread

  	
   

  	
  npv

  	
   

  	
  acc_int

  	
   

  	
  pay_rec

  	
   

  	
  ref_index

  	
   

  	
  reset_date

  	
   

  	
  cash_flow_date

  	
   

  	
  day_count_basis

  	
   

  	
  intytd

  	
   

  	
  report_date

  	
   

  	
  sec_id

  	
   

  
	
  80068751

  	
   

  	
  0

  	
   

  	
  405,587.93

  	
   

  	
  243,008.33

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
   

  	
   

  	
  14-Jan-05

  	
   

  	
  ACT/360

  	
   

  	
  406,486.67

  	
   

  	
  07-Dec-04

  	
   

  	
  80058187

  	
   

  
	
  80068751

  	
   

  	
  0

  	
   

  	
  -180,579.19

  	
   

  	
  -108,194.17

  	
   

  	
  PAY

  	
   

  	
  EURIBOR 3MONTH

  	
   

  	
   

  	
   

  	
  14-Jan-05

  	
   

  	
  ACT/360

  	
   

  	
  178,280.67

  	
   

  	
  07-Dec-04

  	
   

  	
  80058188

  	
   

  
	
  80074436

  	
   

  	
  0

  	
   

  	
  2,359,621.04

  	
   

  	
  496,375.00

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  12-Jan-05

  	
   

  	
  12-Jan-05

  	
   

  	
  ACT/360

  	
   

  	
  801,166.67

  	
   

  	
  07-Dec-04

  	
   

  	
  80062576

  	
   

  
	
  80074436

  	
   

  	
  0

  	
   

  	
  -1,222,784.75

  	
   

  	
  -255,193.75

  	
   

  	
  PAY

  	
   

  	
  EURIBOR 3MONTH

  	
   

  	
  10-Jan-05

  	
   

  	
  12-Jan-05

  	
   

  	
  ACT/360

  	
   

  	
  405,183.33

  	
   

  	
  07-Dec-04

  	
   

  	
  80062577

  	
   

  
	
  80074628

  	
   

  	
  0

  	
   

  	
  710,459.04

  	
   

  	
  334,652.08

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  14-Dec-04

  	
   

  	
  14-Dec-04

  	
   

  	
  ACT/360

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80062828

  	
   

  
	
  80074628

  	
   

  	
  0

  	
   

  	
  -354,591.48

  	
   

  	
  -164,871.67

  	
   

  	
  PAY

  	
   

  	
  EURIBOR 3MONTH

  	
   

  	
  10-Dec-04

  	
   

  	
  14-Dec-04

  	
   

  	
  ACT/360

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80062829

  	
   

  
	
  80074629

  	
   

  	
  0

  	
   

  	
  354,325.58

  	
   

  	
  89,920.42

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
   

  	
   

  	
  14-Feb-05

  	
   

  	
  ACT/360

  	
   

  	
  355,772.08

  	
   

  	
  07-Dec-04

  	
   

  	
  80062830

  	
   

  
	
  80074629

  	
   

  	
  0

  	
   

  	
  -180,444.35

  	
   

  	
  -45,793.00

  	
   

  	
  PAY

  	
   

  	
  EURIBOR 3MONTH

  	
   

  	
   

  	
   

  	
  14-Feb-05

  	
   

  	
  ACT/360

  	
   

  	
  176,342.83

  	
   

  	
  07-Dec-04

  	
   

  	
  80062831

  	
   

  
	
  80076807

  	
   

  	
  0

  	
   

  	
  723,537.85

  	
   

  	
  40,156.25

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  23-Feb-05

  	
   

  	
  23-Feb-05

  	
   

  	
  ACT/360

  	
   

  	
  246,291.67

  	
   

  	
  07-Dec-04

  	
   

  	
  80064797

  	
   

  
	
  80076807

  	
   

  	
  0

  	
   

  	
  -410,104.51

  	
   

  	
  -22,666.67

  	
   

  	
  PAY

  	
   

  	
  EURIBOR 3MONTH

  	
   

  	
  21-Feb-05

  	
   

  	
  23-Feb-05

  	
   

  	
  ACT/360

  	
   

  	
  135,061.11

  	
   

  	
  07-Dec-04

  	
   

  	
  80064798

  	
   

  
	
  80081654

  	
   

  	
  0

  	
   

  	
  849,827.61

  	
   

  	
  153,246.53

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  03-Jan-05

  	
   

  	
  03-Jan-05

  	
   

  	
  ACT/360

  	
   

  	
  214,545.14

  	
   

  	
  07-Dec-04

  	
   

  	
  80072224

  	
   

  
	
  80081654

  	
   

  	
  0

  	
   

  	
  -547,478.48

  	
   

  	
  -97,048.61

  	
   

  	
  PAY

  	
   

  	
  EURIBOR 3MONTH

  	
   

  	
  30-Dec-04

  	
   

  	
  03-Jan-05

  	
   

  	
  ACT/360

  	
   

  	
  133,719.44

  	
   

  	
  07-Dec-04

  	
   

  	
  80072225

  	
   

  
	
  80083338

  	
   

  	
  0

  	
   

  	
  931,554.27

  	
   

  	
  102,700.00

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  31-Jan-05

  	
   

  	
  31-Jan-05

  	
   

  	
  ACT/360

  	
   

  	
  233,642.50

  	
   

  	
  07-Dec-04

  	
   

  	
  80073824

  	
   

  
	
  80083338

  	
   

  	
  0

  	
   

  	
  -574,752.83

  	
   

  	
  -61,995.56

  	
   

  	
  PAY

  	
   

  	
  EURIBOR 3MONTH

  	
   

  	
  27-Jan-05

  	
   

  	
  31-Jan-05

  	
   

  	
  ACT/360

  	
   

  	
  139,199.67

  	
   

  	
  07-Dec-04

  	
   

  	
  80073825

  	
   

  
	
  80083358

  	
   

  	
  0

  	
   

  	
  1,169,361.80

  	
   

  	
  179,150.83

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  31-Dec-04

  	
   

  	
  31-Dec-04

  	
   

  	
  ACT/360

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80073859

  	
   

  
	
  80083358

  	
   

  	
  0

  	
   

  	
  -717,581.43

  	
   

  	
  -105,447.33

  	
   

  	
  PAY

  	
   

  	
  EURIBOR 3MONTH

  	
   

  	
  29-Dec-04

  	
   

  	
  31-Dec-04

  	
   

  	
  ACT/360

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80073860

  	
   

  
	
  80083359

  	
   

  	
  0

  	
   

  	
  1,219,667.28

  	
   

  	
  141,180.00

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  17-Jan-05

  	
   

  	
  17-Jan-05

  	
   

  	
  ACT/360

  	
   

  	
  240,528.89

  	
   

  	
  07-Dec-04

  	
   

  	
  80073861

  	
   

  
	
  80083359

  	
   

  	
  0

  	
   

  	
  -749,395.99

  	
   

  	
  -83,772.00

  	
   

  	
  PAY

  	
   

  	
  EURIBOR 3MONTH

  	
   

  	
  13-Jan-05

  	
   

  	
  17-Jan-05

  	
   

  	
  ACT/360

  	
   

  	
  140,530.00

  	
   

  	
  07-Dec-04

  	
   

  	
  80073862

  	
   

  
	
  80083361

  	
   

  	
  0

  	
   

  	
  1,460,137.78

  	
   

  	
  219,246.81

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  16-Dec-04

  	
   

  	
  16-Dec-04

  	
   

  	
  ACT/360

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80073865

  	
   

  
	
  80083361

  	
   

  	
  0

  	
   

  	
  -893,986.66

  	
   

  	
  -126,842.45

  	
   

  	
  PAY

  	
   

  	
  EURIBOR 3MONTH

  	
   

  	
  14-Dec-04

  	
   

  	
  16-Dec-04

  	
   

  	
  ACT/360

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80073866

  	
   

  
	
  80083367

  	
   

  	
  0

  	
   

  	
  563,999.86

  	
   

  	
  127,783.33

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  28-Jan-05

  	
   

  	
  28-Jan-05

  	
   

  	
  ACT/360

  	
   

  	
  286,733.33

  	
   

  	
  07-Dec-04

  	
   

  	
  80073871

  	
   

  
	
  80083367

  	
   

  	
  0

  	
   

  	
  -357,509.30

  	
   

  	
  -80,691.42

  	
   

  	
  PAY

  	
   

  	
  EURIBOR 3MONTH

  	
   

  	
  26-Jan-05

  	
   

  	
  28-Jan-05

  	
   

  	
  ACT/360

  	
   

  	
  178,533.67

  	
   

  	
  07-Dec-04

  	
   

  	
  80073872

  	
   

  
	
  80083424

  	
   

  	
  0

  	
   

  	
  1,214,705.56

  	
   

  	
  60,381.39

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  15-Feb-05

  	
   

  	
  15-Feb-05

  	
   

  	
  ACT/360

  	
   

  	
  238,900.28

  	
   

  	
  07-Dec-04

  	
   

  	
  80073933

  	
   

  
	
  80083424

  	
   

  	
  0

  	
   

  	
  -750,043.91

  	
   

  	
  -36,079.33

  	
   

  	
  PAY

  	
   

  	
  EURIBOR 3MONTH

  	
   

  	
  11-Feb-05

  	
   

  	
  15-Feb-05

  	
   

  	
  ACT/360

  	
   

  	
  138,936.78

  	
   

  	
  07-Dec-04

  	
   

  	
  80073934

  	
   

  
	
  80083425

  	
   

  	
  0

  	
   

  	
  1,443,186.03

  	
   

  	
  124,745.83

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  24-Jan-05

  	
   

  	
  24-Jan-05

  	
   

  	
  ACT/360

  	
   

  	
  244,183.33

  	
   

  	
  07-Dec-04

  	
   

  	
  80073935

  	
   

  
	
  80083425

  	
   

  	
  0

  	
   

  	
  -887,424.00

  	
   

  	
  -72,776.89

  	
   

  	
  PAY

  	
   

  	
  EURIBOR 3MONTH

  	
   

  	
  20-Jan-05

  	
   

  	
  24-Jan-05

  	
   

  	
  ACT/360

  	
   

  	
  140,530.00

  	
   

  	
  07-Dec-04

  	
   

  	
  80073936

  	
   

  
	
  80083883

  	
   

  	
  0

  	
   

  	
  932,511.07

  	
   

  	
  23,237.50

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  28-Feb-05

  	
   

  	
  28-Feb-05

  	
   

  	
  ACT/360

  	
   

  	
  234,956.94

  	
   

  	
  07-Dec-04

  	
   

  	
  80074462

  	
   

  
	
  80083883

  	
   

  	
  0

  	
   

  	
  -577,292.75

  	
   

  	
  -14,144.00

  	
   

  	
  PAY

  	
   

  	
  EURIBOR 3MONTH

  	
   

  	
  24-Feb-05

  	
   

  	
  28-Feb-05

  	
   

  	
  ACT/360

  	
   

  	
  139,068.22

  	
   

  	
  07-Dec-04

  	
   

  	
  80074463

  	
   

  
	
  80095170

  	
   

  	
  0

  	
   

  	
  1,262,441.60

  	
   

  	
  143,650.00

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  03-Jan-05

  	
   

  	
  03-Jan-05

  	
   

  	
  ACT/360

  	
   

  	
  194,350.00

  	
   

  	
  07-Dec-04

  	
   

  	
  80085444

  	
   

  
	
  80095170

  	
   

  	
  0

  	
   

  	
  -980,742.40

  	
   

  	
  -105,539.78

  	
   

  	
  PAY

  	
   

  	
  EURIBOR 3MONTH

  	
   

  	
  30-Dec-04

  	
   

  	
  03-Jan-05

  	
   

  	
  ACT/360

  	
   

  	
  141,061.56

  	
   

  	
  07-Dec-04

  	
   

  	
  80085445

  	
   

  
	
  80098302

  	
   

  	
  0

  	
   

  	
  1,256,093.52

  	
   

  	
  116,555.83

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  10-Jan-05

  	
   

  	
  10-Jan-05

  	
   

  	
  ACT/360

  	
   

  	
  188,900.83

  	
   

  	
  07-Dec-04

  	
   

  	
  80087929

  	
   

  
	
  80098302

  	
   

  	
  0

  	
   

  	
  -1,033,891.20

  	
   

  	
  -90,061.11

  	
   

  	
  PAY

  	
   

  	
  EURIBOR 3MONTH

  	
   

  	
  06-Jan-05

  	
   

  	
  10-Jan-05

  	
   

  	
  ACT/360

  	
   

  	
  143,517.11

  	
   

  	
  07-Dec-04

  	
   

  	
  80087930

  	
   

  
	
  80100419

  	
   

  	
  0

  	
   

  	
  1,069,437.14

  	
   

  	
  47,926.67

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  10-Feb-05

  	
   

  	
  10-Feb-05

  	
   

  	
  ACT/360

  	
   

  	
  157,473.33

  	
   

  	
  07-Dec-04

  	
   

  	
  80089771

  	
   

  
	
  80100419

  	
   

  	
  0

  	
   

  	
  -1,162,634.39

  	
   

  	
  -183,300.00

  	
   

  	
  PAY

  	
   

  	
  EURIBOR 3MONTH

  	
   

  	
  08-Feb-05

  	
   

  	
  10-Feb-05

  	
   

  	
  ACT/360

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80089772

  	
   

  
	
  80104154

  	
   

  	
  0

  	
   

  	
  3,010,071.00

  	
   

  	
  777,000.00

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  29-Dec-04

  	
   

  	
  29-Dec-04

  	
   

  	
  ACT/360

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80092748

  	
   

  
	
  80104154

  	
   

  	
  0

  	
   

  	
  -2,924,565.50

  	
   

  	
  -740,600.00

  	
   

  	
  PAY

  	
   

  	
  EURIBOR 3MONTH

  	
   

  	
  27-Dec-04

  	
   

  	
  29-Dec-04

  	
   

  	
  ACT/360

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80092749

  	
   

  
	
  80108972

  	
   

  	
  0

  	
   

  	
  1,326,177.53

  	
   

  	
  19,156.25

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  28-Feb-05

  	
   

  	
  28-Feb-05

  	
   

  	
  ACT/360

  	
   

  	
  193,690.97

  	
   

  	
  07-Dec-04

  	
   

  	
  80096907

  	
   

  
	
  80108972

  	
   

  	
  0

  	
   

  	
  -1,007,490.73

  	
   

  	
  -13,600.00

  	
   

  	
  PAY

  	
   

  	
  EURIBOR 3MONTH

  	
   

  	
  24-Feb-05

  	
   

  	
  28-Feb-05

  	
   

  	
  ACT/360

  	
   

  	
  133,719.44

  	
   

  	
  07-Dec-04

  	
   

  	
  80096908

  	
   

  
	
  80129123

  	
   

  	
  0

  	
   

  	
  2,005,965.43

  	
   

  	
  19,765.63

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  29-Dec-04

  	
   

  	
  29-Dec-04

  	
   

  	
  ACT/360

  	
   

  	
  133,967.01

  	
   

  	
  07-Dec-04

  	
   

  	
  80117317

  	
   

  
	
  80129123

  	
   

  	
  0

  	
   

  	
  -1,581,593.24

  	
   

  	
  -13,225.00

  	
   

  	
  PAY

  	
   

  	
  EURIBOR 1MONTH

  	
   

  	
  27-Dec-04

  	
   

  	
  29-Dec-04

  	
   

  	
  ACT/360

  	
   

  	
  88,390.28

  	
   

  	
  07-Dec-04

  	
   

  	
  80117318

  	
   

  
	
  80131155

  	
   

  	
  0

  	
   

  	
  2,028,707.52

  	
   

  	
  19,375.00

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  29-Dec-04

  	
   

  	
  29-Dec-04

  	
   

  	
  ACT/360

  	
   

  	
  131,319.44

  	
   

  	
  07-Dec-04

  	
   

  	
  80119763

  	
   

  
	
  80131155

  	
   

  	
  0

  	
   

  	
  -1,643,296.22

  	
   

  	
  -13,225.00

  	
   

  	
  PAY

  	
   

  	
  EURIBOR 1MONTH

  	
   

  	
  27-Dec-04

  	
   

  	
  29-Dec-04

  	
   

  	
  ACT/360

  	
   

  	
  88,390.28

  	
   

  	
  07-Dec-04

  	
   

  	
  80119764

  	
   

  
	
  80138155

  	
   

  	
  0

  	
   

  	
  1,942,456.86

  	
   

  	
  3,784.72

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  05-Jan-05

  	
   

  	
  05-Jan-05

  	
   

  	
  ACT/360

  	
   

  	
  58,663.19

  	
   

  	
  07-Dec-04

  	
   

  	
  80126352

  	
   

  
	
  80138155

  	
   

  	
  0

  	
   

  	
  -1,834,214.23

  	
   

  	
  -3,006.95

  	
   

  	
  PAY

  	
   

  	
  EURIBOR 1MONTH

  	
   

  	
  05-Jan-05

  	
   

  	
  05-Jan-05

  	
   

  	
  ACT/360

  	
   

  	
  45,143.75

  	
   

  	
  07-Dec-04

  	
   

  	
  80126353

  	
   

  
	
  80139344

  	
   

  	
  0

  	
   

  	
  1,972,880.51

  	
   

  	
  28,020.83

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  23-Dec-04

  	
   

  	
  23-Dec-04

  	
   

  	
  ACT/360

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80127474

  	
   

  
	
  80139344

  	
   

  	
  0

  	
   

  	
  -1,890,192.27

  	
   

  	
  -22,000.00

  	
   

  	
  PAY

  	
   

  	
  EURIBOR 1MONTH

  	
   

  	
  23-Dec-04

  	
   

  	
  23-Dec-04

  	
   

  	
  ACT/360

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80127475

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
  7,750,124

  	
   

  	
  1,050,945

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  



 





















 


	
  trans_id

  	
   

  	
  trade_id

  	
   

  	
  trade_leg_id

  	
   

  	
  trade_date

  	
   

  	
  maturity_date

  	
   

  	
  start_date

  	
   

  	
  currency

  	
   

  	
  product_type

  	
   

  	
  book

  	
   

  	
  branch

  	
   

  	
  cparty

  	
   

  
	
  80014666

  	
   

  	
  80015650

  	
   

  	
  1

  	
   

  	
  05-Jan-00

  	
   

  	
  07-Jan-05

  	
   

  	
  07-Jan-00

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80014666

  	
   

  	
  80015650

  	
   

  	
  2

  	
   

  	
  05-Jan-00

  	
   

  	
  07-Jan-05

  	
   

  	
  07-Jan-00

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80017163

  	
   

  	
  80018269

  	
   

  	
  1

  	
   

  	
  25-Apr-00

  	
   

  	
  27-Dec-04

  	
   

  	
  27-Apr-00

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80017163

  	
   

  	
  80018269

  	
   

  	
  2

  	
   

  	
  25-Apr-00

  	
   

  	
  27-Dec-04

  	
   

  	
  27-Apr-00

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80017164

  	
   

  	
  80018270

  	
   

  	
  1

  	
   

  	
  25-Apr-00

  	
   

  	
  27-Mar-05

  	
   

  	
  27-Apr-00

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80017164

  	
   

  	
  80018270

  	
   

  	
  2

  	
   

  	
  25-Apr-00

  	
   

  	
  27-Mar-05

  	
   

  	
  27-Apr-00

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80026853

  	
   

  	
  80028199

  	
   

  	
  1

  	
   

  	
  26-Sep-00

  	
   

  	
  28-Mar-05

  	
   

  	
  28-Sep-00

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80026853

  	
   

  	
  80028199

  	
   

  	
  2

  	
   

  	
  26-Sep-00

  	
   

  	
  28-Mar-05

  	
   

  	
  28-Sep-00

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80026854

  	
   

  	
  80028200

  	
   

  	
  1

  	
   

  	
  26-Sep-00

  	
   

  	
  28-Jun-05

  	
   

  	
  28-Sep-00

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80026854

  	
   

  	
  80028200

  	
   

  	
  2

  	
   

  	
  26-Sep-00

  	
   

  	
  28-Jun-05

  	
   

  	
  28-Sep-00

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80030540

  	
   

  	
  80031970

  	
   

  	
  1

  	
   

  	
  09-Nov-00

  	
   

  	
  30-Jun-05

  	
   

  	
  13-Nov-00

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80030540

  	
   

  	
  80031970

  	
   

  	
  2

  	
   

  	
  09-Nov-00

  	
   

  	
  30-Jun-05

  	
   

  	
  13-Nov-00

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80030556

  	
   

  	
  80031986

  	
   

  	
  1

  	
   

  	
  09-Nov-00

  	
   

  	
  30-Sep-05

  	
   

  	
  13-Nov-00

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80030556

  	
   

  	
  80031986

  	
   

  	
  2

  	
   

  	
  09-Nov-00

  	
   

  	
  30-Sep-05

  	
   

  	
  13-Nov-00

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80030588

  	
   

  	
  80032018

  	
   

  	
  1

  	
   

  	
  09-Nov-00

  	
   

  	
  30-Dec-05

  	
   

  	
  13-Nov-00

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80030588

  	
   

  	
  80032018

  	
   

  	
  2

  	
   

  	
  09-Nov-00

  	
   

  	
  30-Dec-05

  	
   

  	
  13-Nov-00

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80045981

  	
   

  	
  80047641

  	
   

  	
  1

  	
   

  	
  24-Apr-01

  	
   

  	
  18-Oct-05

  	
   

  	
  24-Apr-01

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80045981

  	
   

  	
  80047641

  	
   

  	
  2

  	
   

  	
  24-Apr-01

  	
   

  	
  18-Oct-05

  	
   

  	
  24-Apr-01

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80047295

  	
   

  	
  80048971

  	
   

  	
  1

  	
   

  	
  08-May-01

  	
   

  	
  18-Aug-06

  	
   

  	
  10-May-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80047295

  	
   

  	
  80048971

  	
   

  	
  2

  	
   

  	
  08-May-01

  	
   

  	
  18-Aug-06

  	
   

  	
  10-May-02

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80055429

  	
   

  	
  80057222

  	
   

  	
  1

  	
   

  	
  13-Aug-01

  	
   

  	
  15-May-06

  	
   

  	
  15-Aug-01

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80055429

  	
   

  	
  80057222

  	
   

  	
  2

  	
   

  	
  13-Aug-01

  	
   

  	
  15-May-06

  	
   

  	
  15-Aug-01

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80055430

  	
   

  	
  80057223

  	
   

  	
  1

  	
   

  	
  13-Aug-01

  	
   

  	
  15-Feb-05

  	
   

  	
  15-Aug-01

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80055430

  	
   

  	
  80057223

  	
   

  	
  2

  	
   

  	
  13-Aug-01

  	
   

  	
  15-Feb-05

  	
   

  	
  15-Aug-01

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80058458

  	
   

  	
  80060361

  	
   

  	
  1

  	
   

  	
  18-Sep-01

  	
   

  	
  18-Jun-09

  	
   

  	
  18-Sep-01

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80058458

  	
   

  	
  80060361

  	
   

  	
  2

  	
   

  	
  18-Sep-01

  	
   

  	
  18-Jun-09

  	
   

  	
  18-Sep-01

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80058476

  	
   

  	
  80060395

  	
   

  	
  1

  	
   

  	
  24-Sep-01

  	
   

  	
  24-Nov-10

  	
   

  	
  24-Sep-01

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80058476

  	
   

  	
  80060395

  	
   

  	
  2

  	
   

  	
  24-Sep-01

  	
   

  	
  24-Nov-10

  	
   

  	
  24-Sep-01

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80061722

  	
   

  	
  80063754

  	
   

  	
  1

  	
   

  	
  09-Apr-98

  	
   

  	
  11-Apr-05

  	
   

  	
  09-Oct-01

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80061722

  	
   

  	
  80063754

  	
   

  	
  2

  	
   

  	
  09-Apr-98

  	
   

  	
  11-Apr-05

  	
   

  	
  09-Oct-01

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80061729

  	
   

  	
  80063761

  	
   

  	
  1

  	
   

  	
  30-Jul-98

  	
   

  	
  29-Jul-05

  	
   

  	
  30-Oct-01

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80061729

  	
   

  	
  80063761

  	
   

  	
  2

  	
   

  	
  30-Jul-98

  	
   

  	
  29-Jul-05

  	
   

  	
  30-Oct-01

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80061754

  	
   

  	
  80063787

  	
   

  	
  1

  	
   

  	
  02-Oct-98

  	
   

  	
  03-Oct-05

  	
   

  	
  02-Nov-01

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80061754

  	
   

  	
  80063787

  	
   

  	
  2

  	
   

  	
  02-Oct-98

  	
   

  	
  03-Oct-05

  	
   

  	
  02-Nov-01

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80104845

  	
   

  	
  80109735

  	
   

  	
  1

  	
   

  	
  14-Jul-03

  	
   

  	
  28-Sep-05

  	
   

  	
  16-Jul-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  
	
  80104845

  	
   

  	
  80109735

  	
   

  	
  2

  	
   

  	
  14-Jul-03

  	
   

  	
  28-Sep-05

  	
   

  	
  16-Jul-03

  	
   

  	
  EUR

  	
   

  	
  SWAP

  	
   

  	
  4740-ALCO

  	
   

  	
  NIBDUB ALCO 4740

  	
   

  	
  NAB-LON

  	
   

  



 


	
  trans_id

  	
   

  	
  status

  	
   

  	
  principal_start

  	
   

  	
  principal_current

  	
   

  	
  Principal_next

  	
   

  	
  keyword

  	
   

  	
  remark

  	
   

  	
  trader

  	
   

  	
  trade_details

  	
   

  	
  current_rate

  	
   

  
	
  80014666

  	
   

  	
  BOOKED

  	
   

  	
  2,250,000

  	
   

  	
  2,250,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  ALCO SWAP HEDGE, 5 year maturity - Keith O’Leary.

  	
   

  	
  Brian Vaughan

  	
   

  	
  Centralisation 80013437

  	
   

  	
  5.135

  	
   

  
	
  80014666

  	
   

  	
  BOOKED

  	
   

  	
  2,250,000

  	
   

  	
  2,250,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  ALCO SWAP HEDGE, 5 year maturity - Keith O’Leary.

  	
   

  	
  Brian Vaughan

  	
   

  	
  Centralisation 80013437

  	
   

  	
  2.149

  	
   

  
	
  80017163

  	
   

  	
  BOOKED

  	
   

  	
  1,000,000

  	
   

  	
  820,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  ALCO Hedging Swap, EUR 1 m, Keith O’Leary ALM Unit.

  	
   

  	
  Brian Vaughan

  	
   

  	
  Centralisation 80018280

  	
   

  	
  5.105

  	
   

  
	
  80017163

  	
   

  	
  BOOKED

  	
   

  	
  1,000,000

  	
   

  	
  820,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  ALCO Hedging Swap, EUR 1 m, Keith O’Leary ALM Unit.

  	
   

  	
  Brian Vaughan

  	
   

  	
  Centralisation 80018280

  	
   

  	
  2.116

  	
   

  
	
  80017164

  	
   

  	
  BOOKED

  	
   

  	
  3,600,000

  	
   

  	
  2,952,000

  	
   

  	
  2,916,000

  	
   

  	
   

  	
   

  	
  ALCO Hedging Swap, EUR 3.6 m, Keith O’Leary ALM Unit.

  	
   

  	
  Brian Vaughan

  	
   

  	
  Centralisation 80018279

  	
   

  	
  5.135

  	
   

  
	
  80017164

  	
   

  	
  BOOKED

  	
   

  	
  3,600,000

  	
   

  	
  2,952,000

  	
   

  	
  2,916,000

  	
   

  	
   

  	
   

  	
  ALCO Hedging Swap, EUR 3.6 m, Keith O’Leary ALM Unit.

  	
   

  	
  Brian Vaughan

  	
   

  	
  Centralisation 80018279

  	
   

  	
  2.116

  	
   

  
	
  80026853

  	
   

  	
  BOOKED

  	
   

  	
  1,700,000

  	
   

  	
  1,428,000

  	
   

  	
  1,411,000

  	
   

  	
   

  	
   

  	
  ALCO hedge for mortgages as per Keith O’Leary.

  	
   

  	
  Brian Vaughan

  	
   

  	
  Centralisation 80028209

  	
   

  	
  5.425

  	
   

  
	
  80026853

  	
   

  	
  BOOKED

  	
   

  	
  1,700,000

  	
   

  	
  1,428,000

  	
   

  	
  1,411,000

  	
   

  	
   

  	
   

  	
  ALCO hedge for mortgages as per Keith O’Leary.

  	
   

  	
  Brian Vaughan

  	
   

  	
  Centralisation 80028209

  	
   

  	
  2.116

  	
   

  
	
  80026854

  	
   

  	
  BOOKED

  	
   

  	
  2,000,000

  	
   

  	
  1,680,000

  	
   

  	
  1,660,000

  	
   

  	
   

  	
   

  	
  ALCO hedge for mortgages as per Keith O’Leary.

  	
   

  	
  Brian Vaughan

  	
   

  	
  Centralisation 80028210

  	
   

  	
  5.44

  	
   

  
	
  80026854

  	
   

  	
  BOOKED

  	
   

  	
  2,000,000

  	
   

  	
  1,680,000

  	
   

  	
  1,660,000

  	
   

  	
   

  	
   

  	
  ALCO hedge for mortgages as per Keith O’Leary.

  	
   

  	
  Brian Vaughan

  	
   

  	
  Centralisation 80028210

  	
   

  	
  2.116

  	
   

  
	
  80030540

  	
   

  	
  BOOKED

  	
   

  	
  1,100,000

  	
   

  	
  924,000

  	
   

  	
  913,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Chauncy Stark

  	
   

  	
  Centralisation 80032058

  	
   

  	
  5.42

  	
   

  
	
  80030540

  	
   

  	
  BOOKED

  	
   

  	
  1,100,000

  	
   

  	
  924,000

  	
   

  	
  913,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Chauncy Stark

  	
   

  	
  Centralisation 80032058

  	
   

  	
  2.116

  	
   

  
	
  80030556

  	
   

  	
  BOOKED

  	
   

  	
  1,150,000

  	
   

  	
  966,000

  	
   

  	
  954,500

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Chauncy Stark

  	
   

  	
  Centralisation 80032059

  	
   

  	
  5.44

  	
   

  
	
  80030556

  	
   

  	
  BOOKED

  	
   

  	
  1,150,000

  	
   

  	
  966,000

  	
   

  	
  954,500

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Chauncy Stark

  	
   

  	
  Centralisation 80032059

  	
   

  	
  2.116

  	
   

  
	
  80030588

  	
   

  	
  BOOKED

  	
   

  	
  1,100,000

  	
   

  	
  924,000

  	
   

  	
  913,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Chauncy Stark

  	
   

  	
  Centralisation 80031949

  	
   

  	
  5.46

  	
   

  
	
  80030588

  	
   

  	
  BOOKED

  	
   

  	
  1,100,000

  	
   

  	
  924,000

  	
   

  	
  913,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Chauncy Stark

  	
   

  	
  Centralisation 80031949

  	
   

  	
  2.116

  	
   

  
	
  80045981

  	
   

  	
  BOOKED

  	
   

  	
  50,000,000

  	
   

  	
  50,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Chauncy Stark

  	
   

  	
  Centralisation 80047640

  	
   

  	
  4.925

  	
   

  
	
  80045981

  	
   

  	
  BOOKED

  	
   

  	
  50,000,000

  	
   

  	
  50,000,000

  	
   

  	
  50,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Chauncy Stark

  	
   

  	
  Centralisation 80047640

  	
   

  	
  2.103

  	
   

  
	
  80047295

  	
   

  	
  BOOKED

  	
   

  	
  6,500,000

  	
   

  	
  6,500,000

  	
   

  	
  6,500,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Chauncy Stark

  	
   

  	
  Centralisation 80048901

  	
   

  	
  4.965

  	
   

  
	
  80047295

  	
   

  	
  BOOKED

  	
   

  	
  6,500,000

  	
   

  	
  6,500,000

  	
   

  	
  6,500,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Chauncy Stark

  	
   

  	
  Centralisation 80048901

  	
   

  	
  2.103

  	
   

  
	
  80055429

  	
   

  	
  BOOKED

  	
   

  	
  19,046,000

  	
   

  	
  19,046,000

  	
   

  	
  19,046,000

  	
   

  	
   

  	
   

  	
  bberg phelim

  	
   

  	
  Chauncy Stark

  	
   

  	
  Centralisation 80057221

  	
   

  	
  4.54

  	
   

  
	
  80055429

  	
   

  	
  BOOKED

  	
   

  	
  19,046,000

  	
   

  	
  19,046,000

  	
   

  	
  19,046,000

  	
   

  	
   

  	
   

  	
  bberg phelim

  	
   

  	
  Chauncy Stark

  	
   

  	
  Centralisation 80057221

  	
   

  	
  2.172

  	
   

  
	
  80055430

  	
   

  	
  BOOKED

  	
   

  	
  9,523,000

  	
   

  	
  9,523,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  bberg phelim

  	
   

  	
  Chauncy Stark

  	
   

  	
  Centralisation 80057220

  	
   

  	
  4.3575

  	
   

  
	
  80055430

  	
   

  	
  BOOKED

  	
   

  	
  9,523,000

  	
   

  	
  9,523,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  bberg phelim

  	
   

  	
  Chauncy Stark

  	
   

  	
  Centralisation 80057220

  	
   

  	
  2.172

  	
   

  
	
  80058458

  	
   

  	
  BOOKED

  	
   

  	
  118,477

  	
   

  	
  104,855

  	
   

  	
  104,464

  	
   

  	
   

  	
   

  	
  Replaces 8008214

  	
   

  	
  Ian Shaw

  	
   

  	
  Centralisation 80060346

  	
   

  	
  4.62

  	
   

  
	
  80058458

  	
   

  	
  BOOKED

  	
   

  	
  118,477

  	
   

  	
  104,855

  	
   

  	
  104,464

  	
   

  	
   

  	
   

  	
  Replaces 8008214

  	
   

  	
  Ian Shaw

  	
   

  	
  Centralisation 80060346

  	
   

  	
  2.132

  	
   

  
	
  80058476

  	
   

  	
  BOOKED

  	
   

  	
  502,171

  	
   

  	
  358,721

  	
   

  	
  358,111

  	
   

  	
   

  	
   

  	
  replaces 80014474

  	
   

  	
  James McClenaghan

  	
   

  	
  Centralisation 80060392

  	
   

  	
  5.7

  	
   

  
	
  80058476

  	
   

  	
  BOOKED

  	
   

  	
  502,171

  	
   

  	
  358,721

  	
   

  	
  358,111

  	
   

  	
   

  	
   

  	
  replaces 80014474

  	
   

  	
  James McClenaghan

  	
   

  	
  Centralisation 80060392

  	
   

  	
  2.134

  	
   

  
	
  80061722

  	
   

  	
  BOOKED

  	
   

  	
  1,333,225

  	
   

  	
  1,333,225

  	
   

  	
  1,333,225

  	
   

  	
   

  	
   

  	
  trans id 8003741

  	
   

  	
  Damon Radich

  	
   

  	
  Centralisation 80063803

  	
   

  	
  5.1875

  	
   

  
	
  80061722

  	
   

  	
  BOOKED

  	
   

  	
  1,333,225

  	
   

  	
  1,333,225

  	
   

  	
  1,333,225

  	
   

  	
   

  	
   

  	
  trans id 8003741

  	
   

  	
  Damon Radich

  	
   

  	
  Centralisation 80063803

  	
   

  	
  2.176

  	
   

  
	
  80061729

  	
   

  	
  BOOKED

  	
   

  	
  1,645,581

  	
   

  	
  1,462,738

  	
   

  	
  1,462,738

  	
   

  	
   

  	
   

  	
  trans id 80010605

  	
   

  	
  Chauncy Stark

  	
   

  	
  Centralisation 80063807

  	
   

  	
  4.92

  	
   

  
	
  80061729

  	
   

  	
  BOOKED

  	
   

  	
  1,645,581

  	
   

  	
  1,462,738

  	
   

  	
  1,462,738

  	
   

  	
   

  	
   

  	
  trans id 80010605

  	
   

  	
  Chauncy Stark

  	
   

  	
  Centralisation 80063807

  	
   

  	
  2.183

  	
   

  
	
  80061754

  	
   

  	
  BOOKED

  	
   

  	
  571,382

  	
   

  	
  571,382

  	
   

  	
  571,382

  	
   

  	
   

  	
   

  	
  trans id 8003728

  	
   

  	
  Damon Radich

  	
   

  	
  Centralisation 80063815

  	
   

  	
  4.07

  	
   

  
	
  80061754

  	
   

  	
  BOOKED

  	
   

  	
  571,382

  	
   

  	
  571,382

  	
   

  	
  571,382

  	
   

  	
   

  	
   

  	
  trans id 8003728

  	
   

  	
  Damon Radich

  	
   

  	
  Centralisation 80063815

  	
   

  	
  2.195

  	
   

  
	
  80104845

  	
   

  	
  BOOKED

  	
   

  	
  30,000,000

  	
   

  	
  30,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Signe Biddle

  	
   

  	
  Centralisation 80109733

  	
   

  	
  2.31

  	
   

  
	
  80104845

  	
   

  	
  BOOKED

  	
   

  	
  30,000,000

  	
   

  	
  30,000,000

  	
   

  	
  30,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Signe Biddle

  	
   

  	
  Centralisation 80109733

  	
   

  	
  2.116

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  130,843,922

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  



 


	
  trans_id

  	
   

  	
  current_spread

  	
   

  	
  npv

  	
   

  	
  acc_int

  	
   

  	
  pay_rec

  	
   

  	
  ref_index

  	
   

  	
  reset_date

  	
   

  	
  cash_flow_date

  	
   

  	
  day_count_basis

  	
   

  	
  intytd

  	
   

  	
  report_date

  	
   

  	
  sec_id

  	
   

  
	
  80014666

  	
   

  	
  0

  	
   

  	
  -29,473.77

  	
   

  	
  -19,898.13

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
   

  	
   

  	
  07-Jan-05

  	
   

  	
  ACT/360

  	
   

  	
  29,526.25

  	
   

  	
  07-Dec-04

  	
   

  	
  80024636

  	
   

  
	
  80014666

  	
   

  	
  0

  	
   

  	
  12,334.79

  	
   

  	
  8,327.37

  	
   

  	
  REC

  	
   

  	
  EURIBOR 3MONTH

  	
   

  	
   

  	
   

  	
  07-Jan-05

  	
   

  	
  ACT/360

  	
   

  	
  12,155.50

  	
   

  	
  07-Dec-04

  	
   

  	
  80024637

  	
   

  
	
  80017163

  	
   

  	
  0

  	
   

  	
  -10,569.90

  	
   

  	
  -8,372.20

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
   

  	
   

  	
  27-Dec-04

  	
   

  	
  ACT/360

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80026625

  	
   

  
	
  80017163

  	
   

  	
  0

  	
   

  	
  4,381.18

  	
   

  	
  3,470.24

  	
   

  	
  REC

  	
   

  	
  EURIBOR 3MONTH

  	
   

  	
   

  	
   

  	
  27-Dec-04

  	
   

  	
  ACT/360

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80026626

  	
   

  
	
  80017164

  	
   

  	
  0

  	
   

  	
  -75,461.57

  	
   

  	
  -30,317.04

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  27-Dec-04

  	
   

  	
  27-Dec-04

  	
   

  	
  ACT/360

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80026627

  	
   

  
	
  80017164

  	
   

  	
  0

  	
   

  	
  31,523.16

  	
   

  	
  12,492.86

  	
   

  	
  REC

  	
   

  	
  EURIBOR 3MONTH

  	
   

  	
  23-Dec-04

  	
   

  	
  27-Dec-04

  	
   

  	
  ACT/360

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80026628

  	
   

  
	
  80026853

  	
   

  	
  0

  	
   

  	
  -38,569.73

  	
   

  	
  -15,278.61

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  28-Dec-04

  	
   

  	
  28-Dec-04

  	
   

  	
  ACT/360

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80032651

  	
   

  
	
  80026853

  	
   

  	
  0

  	
   

  	
  15,250.26

  	
   

  	
  5,959.36

  	
   

  	
  REC

  	
   

  	
  EURIBOR 3MONTH

  	
   

  	
  24-Dec-04

  	
   

  	
  28-Dec-04

  	
   

  	
  ACT/360

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80032652

  	
   

  
	
  80026854

  	
   

  	
  0

  	
   

  	
  -68,030.54

  	
   

  	
  -18,024.53

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  28-Dec-04

  	
   

  	
  28-Dec-04

  	
   

  	
  ACT/360

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80032653

  	
   

  
	
  80026854

  	
   

  	
  0

  	
   

  	
  26,971.38

  	
   

  	
  7,011.01

  	
   

  	
  REC

  	
   

  	
  EURIBOR 3MONTH

  	
   

  	
  24-Dec-04

  	
   

  	
  28-Dec-04

  	
   

  	
  ACT/360

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80032654

  	
   

  
	
  80030540

  	
   

  	
  0

  	
   

  	
  -37,273.06

  	
   

  	
  -9,598.82

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  30-Dec-04

  	
   

  	
  30-Dec-04

  	
   

  	
  ACT/360

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80034384

  	
   

  
	
  80030540

  	
   

  	
  0

  	
   

  	
  14,831.73

  	
   

  	
  3,747.44

  	
   

  	
  REC

  	
   

  	
  EURIBOR 3MONTH

  	
   

  	
  28-Dec-04

  	
   

  	
  30-Dec-04

  	
   

  	
  ACT/360

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80034385

  	
   

  
	
  80030556

  	
   

  	
  0

  	
   

  	
  -51,830.34

  	
   

  	
  -10,072.16

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  30-Dec-04

  	
   

  	
  30-Dec-04

  	
   

  	
  ACT/360

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80034386

  	
   

  
	
  80030556

  	
   

  	
  0

  	
   

  	
  20,746.06

  	
   

  	
  3,917.77

  	
   

  	
  REC

  	
   

  	
  EURIBOR 3MONTH

  	
   

  	
  28-Dec-04

  	
   

  	
  30-Dec-04

  	
   

  	
  ACT/360

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80034387

  	
   

  
	
  80030588

  	
   

  	
  0

  	
   

  	
  -61,618.66

  	
   

  	
  -9,669.66

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  30-Dec-04

  	
   

  	
  30-Dec-04

  	
   

  	
  ACT/360

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80034392

  	
   

  
	
  80030588

  	
   

  	
  0

  	
   

  	
  24,886.05

  	
   

  	
  3,747.44

  	
   

  	
  REC

  	
   

  	
  EURIBOR 3MONTH

  	
   

  	
  28-Dec-04

  	
   

  	
  30-Dec-04

  	
   

  	
  ACT/360

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80034393

  	
   

  
	
  80045981

  	
   

  	
  0

  	
   

  	
  -2,415,874.05

  	
   

  	
  -342,013.89

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
   

  	
   

  	
  18-Oct-05

  	
   

  	
  30/360

  	
   

  	
  2,448,819.44

  	
   

  	
  07-Dec-04

  	
   

  	
  80042058

  	
   

  
	
  80045981

  	
   

  	
  0

  	
   

  	
  1,005,897.20

  	
   

  	
  58,416.67

  	
   

  	
  REC

  	
   

  	
  EURIBOR 1MONTH

  	
   

  	
  16-Dec-04

  	
   

  	
  20-Dec-04

  	
   

  	
  ACT/360

  	
   

  	
  170,538.89

  	
   

  	
  07-Dec-04

  	
   

  	
  80042059

  	
   

  
	
  80047295

  	
   

  	
  0

  	
   

  	
  -560,911.91

  	
   

  	
  -17,929.17

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  20-Dec-04

  	
   

  	
  20-Dec-04

  	
   

  	
  ACT/360

  	
   

  	
  52,891.04

  	
   

  	
  07-Dec-04

  	
   

  	
  80042762

  	
   

  
	
  80047295

  	
   

  	
  0

  	
   

  	
  261,377.84

  	
   

  	
  7,594.17

  	
   

  	
  REC

  	
   

  	
  EURIBOR 1MONTH

  	
   

  	
  16-Dec-04

  	
   

  	
  20-Dec-04

  	
   

  	
  ACT/360

  	
   

  	
  22,170.06

  	
   

  	
  07-Dec-04

  	
   

  	
  80042763

  	
   

  
	
  80055429

  	
   

  	
  0

  	
   

  	
  -1,287,811.12

  	
   

  	
  -55,243.98

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  15-Feb-05

  	
   

  	
  15-Feb-05

  	
   

  	
  ACT/360

  	
   

  	
  218,574.01

  	
   

  	
  07-Dec-04

  	
   

  	
  80047686

  	
   

  
	
  80055429

  	
   

  	
  0

  	
   

  	
  645,612.02

  	
   

  	
  26,429.50

  	
   

  	
  REC

  	
   

  	
  EURIBOR 3MONTH

  	
   

  	
  11-Feb-05

  	
   

  	
  15-Feb-05

  	
   

  	
  ACT/360

  	
   

  	
  101,776.53

  	
   

  	
  07-Dec-04

  	
   

  	
  80047687

  	
   

  
	
  80055430

  	
   

  	
  0

  	
   

  	
  -105,609.01

  	
   

  	
  -26,511.64

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
   

  	
   

  	
  15-Feb-05

  	
   

  	
  ACT/360

  	
   

  	
  104,893.86

  	
   

  	
  07-Dec-04

  	
   

  	
  80047688

  	
   

  
	
  80055430

  	
   

  	
  0

  	
   

  	
  52,640.91

  	
   

  	
  13,214.75

  	
   

  	
  REC

  	
   

  	
  EURIBOR 3MONTH

  	
   

  	
   

  	
   

  	
  15-Feb-05

  	
   

  	
  ACT/360

  	
   

  	
  50,888.27

  	
   

  	
  07-Dec-04

  	
   

  	
  80047689

  	
   

  
	
  80058458

  	
   

  	
  0

  	
   

  	
  -18,747.74

  	
   

  	
  -265.44

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  20-Dec-04

  	
   

  	
  20-Dec-04

  	
   

  	
  ACT/365

  	
   

  	
  787.35

  	
   

  	
  07-Dec-04

  	
   

  	
  80049988

  	
   

  
	
  80058458

  	
   

  	
  0

  	
   

  	
  11,683.36

  	
   

  	
  122.49

  	
   

  	
  REC

  	
   

  	
  EURIBOR365 1MONTH

  	
   

  	
  16-Dec-04

  	
   

  	
  20-Dec-04

  	
   

  	
  ACT/365

  	
   

  	
  359.62

  	
   

  	
  07-Dec-04

  	
   

  	
  80049989

  	
   

  
	
  80058476

  	
   

  	
  0

  	
   

  	
  -63,883.57

  	
   

  	
  -784.27

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  24-Dec-04

  	
   

  	
  24-Dec-04

  	
   

  	
  ACT/365

  	
   

  	
  3,524.95

  	
   

  	
  07-Dec-04

  	
   

  	
  80050024

  	
   

  
	
  80058476

  	
   

  	
  0

  	
   

  	
  31,790.37

  	
   

  	
  293.62

  	
   

  	
  REC

  	
   

  	
  EURIBOR365 1MONTH

  	
   

  	
  22-Dec-04

  	
   

  	
  24-Dec-04

  	
   

  	
  ACT/365

  	
   

  	
  1,307.20

  	
   

  	
  07-Dec-04

  	
   

  	
  80050025

  	
   

  
	
  80061722

  	
   

  	
  0

  	
   

  	
  -34,324.31

  	
   

  	
  -10,989.98

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  10-Jan-05

  	
   

  	
  10-Jan-05

  	
   

  	
  ACT/365

  	
   

  	
  17,811.34

  	
   

  	
  07-Dec-04

  	
   

  	
  80052331

  	
   

  
	
  80061722

  	
   

  	
  0

  	
   

  	
  14,451.26

  	
   

  	
  4,609.96

  	
   

  	
  REC

  	
   

  	
  EURIBOR365 3MONTH

  	
   

  	
  10-Jan-05

  	
   

  	
  10-Jan-05

  	
   

  	
  ACT/365

  	
   

  	
  7,358.01

  	
   

  	
  07-Dec-04

  	
   

  	
  80052332

  	
   

  
	
  80061729

  	
   

  	
  0

  	
   

  	
  -53,370.08

  	
   

  	
  -7,886.77

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  31-Jan-05

  	
   

  	
  31-Jan-05

  	
   

  	
  ACT/365

  	
   

  	
  17,942.39

  	
   

  	
  07-Dec-04

  	
   

  	
  80052341

  	
   

  
	
  80061729

  	
   

  	
  0

  	
   

  	
  23,892.16

  	
   

  	
  3,499.35

  	
   

  	
  REC

  	
   

  	
  EURIBOR365 3MONTH

  	
   

  	
  31-Jan-05

  	
   

  	
  31-Jan-05

  	
   

  	
  ACT/365

  	
   

  	
  7,822.44

  	
   

  	
  07-Dec-04

  	
   

  	
  80052342

  	
   

  
	
  80061754

  	
   

  	
  0

  	
   

  	
  -19,244.25

  	
   

  	
  -382.28

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  04-Jan-05

  	
   

  	
  04-Jan-05

  	
   

  	
  ACT/365

  	
   

  	
  5,797.89

  	
   

  	
  07-Dec-04

  	
   

  	
  80052347

  	
   

  
	
  80061754

  	
   

  	
  0

  	
   

  	
  10,509.75

  	
   

  	
  206.17

  	
   

  	
  REC

  	
   

  	
  EURIBOR365 1MONTH

  	
   

  	
  04-Jan-05

  	
   

  	
  04-Jan-05

  	
   

  	
  ACT/365

  	
   

  	
  3,007.96

  	
   

  	
  07-Dec-04

  	
   

  	
  80052348

  	
   

  
	
  80104845

  	
   

  	
  0

  	
   

  	
  -680,742.81

  	
   

  	
  -134,750.00

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
   

  	
   

  	
  28-Sep-05

  	
   

  	
  30/360

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80093288

  	
   

  
	
  80104845

  	
   

  	
  0

  	
   

  	
  656,142.03

  	
   

  	
  125,196.67

  	
   

  	
  REC

  	
   

  	
  EURIBOR 3MONTH

  	
   

  	
  24-Dec-04

  	
   

  	
  28-Dec-04

  	
   

  	
  ACT/360

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80093289

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
  -2,748,425

  	
   

  	
  -429,732

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  



 





















 


	
  trans_id

  	
   

  	
  trade_id

  	
   

  	
  trade_leg_id

  	
   

  	
  trade_date

  	
   

  	
  maturity_date

  	
   

  	
  start_date

  	
   

  	
  currency

  	
   

  	
  product_type

  	
   

  	
  book

  	
   

  	
  branch

  	
   

  	
  cparty

  	
   

  
	
  80037401

  	
   

  	
  80038936

  	
   

  	
  1

  	
   

  	
  29-Jan-01

  	
   

  	
  29-Dec-04

  	
   

  	
  28-Dec-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80037401

  	
   

  	
  80038936

  	
   

  	
  2

  	
   

  	
  29-Jan-01

  	
   

  	
  29-Dec-04

  	
   

  	
  28-Dec-01

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80037402

  	
   

  	
  80038937

  	
   

  	
  1

  	
   

  	
  29-Jan-01

  	
   

  	
  31-Jan-05

  	
   

  	
  29-Jan-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80037402

  	
   

  	
  80038937

  	
   

  	
  2

  	
   

  	
  29-Jan-01

  	
   

  	
  31-Jan-05

  	
   

  	
  29-Jan-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80037405

  	
   

  	
  80038940

  	
   

  	
  1

  	
   

  	
  29-Jan-01

  	
   

  	
  28-Feb-05

  	
   

  	
  28-Feb-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80037405

  	
   

  	
  80038940

  	
   

  	
  2

  	
   

  	
  29-Jan-01

  	
   

  	
  28-Feb-05

  	
   

  	
  28-Feb-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80037406

  	
   

  	
  80038941

  	
   

  	
  1

  	
   

  	
  29-Jan-01

  	
   

  	
  29-Mar-05

  	
   

  	
  28-Mar-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80037406

  	
   

  	
  80038941

  	
   

  	
  2

  	
   

  	
  29-Jan-01

  	
   

  	
  29-Mar-05

  	
   

  	
  28-Mar-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80037637

  	
   

  	
  80039185

  	
   

  	
  1

  	
   

  	
  31-Jan-01

  	
   

  	
  07-Jan-05

  	
   

  	
  07-Jan-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80037637

  	
   

  	
  80039185

  	
   

  	
  2

  	
   

  	
  31-Jan-01

  	
   

  	
  07-Jan-05

  	
   

  	
  07-Jan-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80037638

  	
   

  	
  80039186

  	
   

  	
  1

  	
   

  	
  31-Jan-01

  	
   

  	
  07-Feb-05

  	
   

  	
  07-Feb-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80037638

  	
   

  	
  80039186

  	
   

  	
  2

  	
   

  	
  31-Jan-01

  	
   

  	
  07-Feb-05

  	
   

  	
  07-Feb-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80037639

  	
   

  	
  80039187

  	
   

  	
  1

  	
   

  	
  31-Jan-01

  	
   

  	
  07-Mar-05

  	
   

  	
  07-Mar-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80037639

  	
   

  	
  80039187

  	
   

  	
  2

  	
   

  	
  31-Jan-01

  	
   

  	
  07-Mar-05

  	
   

  	
  07-Mar-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80037640

  	
   

  	
  80039188

  	
   

  	
  1

  	
   

  	
  31-Jan-01

  	
   

  	
  07-Apr-05

  	
   

  	
  08-Apr-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80037640

  	
   

  	
  80039188

  	
   

  	
  2

  	
   

  	
  31-Jan-01

  	
   

  	
  07-Apr-05

  	
   

  	
  08-Apr-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80068719

  	
   

  	
  80071059

  	
   

  	
  1

  	
   

  	
  27-Mar-02

  	
   

  	
  14-Feb-05

  	
   

  	
  14-Feb-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80068719

  	
   

  	
  80071059

  	
   

  	
  2

  	
   

  	
  27-Mar-02

  	
   

  	
  14-Feb-05

  	
   

  	
  14-Feb-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80068727

  	
   

  	
  80071067

  	
   

  	
  1

  	
   

  	
  27-Mar-02

  	
   

  	
  24-Mar-05

  	
   

  	
  24-Mar-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80068727

  	
   

  	
  80071067

  	
   

  	
  2

  	
   

  	
  27-Mar-02

  	
   

  	
  24-Mar-05

  	
   

  	
  24-Mar-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80074473

  	
   

  	
  80076994

  	
   

  	
  1

  	
   

  	
  10-Jul-02

  	
   

  	
  11-Jul-05

  	
   

  	
  10-Jul-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80074473

  	
   

  	
  80076994

  	
   

  	
  2

  	
   

  	
  10-Jul-02

  	
   

  	
  11-Jul-05

  	
   

  	
  10-Jul-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80074481

  	
   

  	
  80077002

  	
   

  	
  1

  	
   

  	
  10-Jul-02

  	
   

  	
  15-Dec-04

  	
   

  	
  15-Dec-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80074481

  	
   

  	
  80077002

  	
   

  	
  2

  	
   

  	
  10-Jul-02

  	
   

  	
  15-Dec-04

  	
   

  	
  15-Dec-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80074482

  	
   

  	
  80077003

  	
   

  	
  1

  	
   

  	
  10-Jul-02

  	
   

  	
  17-Jan-05

  	
   

  	
  15-Jan-04

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80074482

  	
   

  	
  80077003

  	
   

  	
  2

  	
   

  	
  10-Jul-02

  	
   

  	
  17-Jan-05

  	
   

  	
  15-Jan-04

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80076815

  	
   

  	
  80079418

  	
   

  	
  1

  	
   

  	
  21-Aug-02

  	
   

  	
  23-Aug-05

  	
   

  	
  23-Aug-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80076815

  	
   

  	
  80079418

  	
   

  	
  2

  	
   

  	
  21-Aug-02

  	
   

  	
  23-Aug-05

  	
   

  	
  23-Aug-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80076873

  	
   

  	
  80079476

  	
   

  	
  1

  	
   

  	
  22-Aug-02

  	
   

  	
  30-Aug-05

  	
   

  	
  29-Aug-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80076873

  	
   

  	
  80079476

  	
   

  	
  2

  	
   

  	
  22-Aug-02

  	
   

  	
  30-Aug-05

  	
   

  	
  29-Aug-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80081692

  	
   

  	
  80084557

  	
   

  	
  1

  	
   

  	
  30-Sep-02

  	
   

  	
  30-Sep-05

  	
   

  	
  30-Sep-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80081692

  	
   

  	
  80084557

  	
   

  	
  2

  	
   

  	
  30-Sep-02

  	
   

  	
  30-Sep-05

  	
   

  	
  30-Sep-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80083354

  	
   

  	
  80086339

  	
   

  	
  1

  	
   

  	
  28-Oct-02

  	
   

  	
  28-Oct-05

  	
   

  	
  28-Oct-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80083354

  	
   

  	
  80086339

  	
   

  	
  2

  	
   

  	
  28-Oct-02

  	
   

  	
  28-Oct-05

  	
   

  	
  28-Oct-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80085077

  	
   

  	
  80088248

  	
   

  	
  1

  	
   

  	
  21-Nov-02

  	
   

  	
  21-Nov-05

  	
   

  	
  21-Nov-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80085077

  	
   

  	
  80088248

  	
   

  	
  2

  	
   

  	
  21-Nov-02

  	
   

  	
  21-Nov-05

  	
   

  	
  21-Nov-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80087174

  	
   

  	
  80090609

  	
   

  	
  1

  	
   

  	
  20-Dec-02

  	
   

  	
  20-Dec-05

  	
   

  	
  20-Dec-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80087174

  	
   

  	
  80090609

  	
   

  	
  2

  	
   

  	
  20-Dec-02

  	
   

  	
  20-Dec-05

  	
   

  	
  20-Dec-02

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80089344

  	
   

  	
  80092913

  	
   

  	
  1

  	
   

  	
  28-Jan-03

  	
   

  	
  30-Jan-06

  	
   

  	
  28-Jan-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80089344

  	
   

  	
  80092913

  	
   

  	
  2

  	
   

  	
  28-Jan-03

  	
   

  	
  30-Jan-06

  	
   

  	
  28-Jan-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80089513

  	
   

  	
  80093098

  	
   

  	
  1

  	
   

  	
  29-Jan-03

  	
   

  	
  30-Jan-06

  	
   

  	
  29-Jan-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80089513

  	
   

  	
  80093098

  	
   

  	
  2

  	
   

  	
  29-Jan-03

  	
   

  	
  30-Jan-06

  	
   

  	
  29-Jan-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80091757

  	
   

  	
  80095595

  	
   

  	
  1

  	
   

  	
  25-Feb-03

  	
   

  	
  07-Mar-06

  	
   

  	
  07-Mar-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80091757

  	
   

  	
  80095595

  	
   

  	
  2

  	
   

  	
  25-Feb-03

  	
   

  	
  07-Mar-06

  	
   

  	
  07-Mar-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80091898

  	
   

  	
  80095746

  	
   

  	
  1

  	
   

  	
  26-Feb-03

  	
   

  	
  27-Feb-06

  	
   

  	
  26-Feb-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80091898

  	
   

  	
  80095746

  	
   

  	
  2

  	
   

  	
  26-Feb-03

  	
   

  	
  27-Feb-06

  	
   

  	
  26-Feb-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80093884

  	
   

  	
  80098016

  	
   

  	
  1

  	
   

  	
  17-Mar-03

  	
   

  	
  20-Mar-06

  	
   

  	
  18-Mar-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80093884

  	
   

  	
  80098016

  	
   

  	
  2

  	
   

  	
  17-Mar-03

  	
   

  	
  20-Mar-06

  	
   

  	
  18-Mar-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80093885

  	
   

  	
  80098017

  	
   

  	
  1

  	
   

  	
  17-Mar-03

  	
   

  	
  21-Mar-06

  	
   

  	
  21-Mar-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80093885

  	
   

  	
  80098017

  	
   

  	
  2

  	
   

  	
  17-Mar-03

  	
   

  	
  21-Mar-06

  	
   

  	
  21-Mar-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80094066

  	
   

  	
  80098201

  	
   

  	
  1

  	
   

  	
  19-Mar-03

  	
   

  	
  20-Mar-06

  	
   

  	
  19-Mar-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80094066

  	
   

  	
  80098201

  	
   

  	
  2

  	
   

  	
  19-Mar-03

  	
   

  	
  20-Mar-06

  	
   

  	
  19-Mar-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80094068

  	
   

  	
  80098203

  	
   

  	
  1

  	
   

  	
  19-Mar-03

  	
   

  	
  20-Mar-06

  	
   

  	
  19-Mar-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80094068

  	
   

  	
  80098203

  	
   

  	
  2

  	
   

  	
  19-Mar-03

  	
   

  	
  20-Mar-06

  	
   

  	
  19-Mar-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80095175

  	
   

  	
  80099365

  	
   

  	
  1

  	
   

  	
  28-Mar-03

  	
   

  	
  04-Apr-06

  	
   

  	
  04-Apr-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80095175

  	
   

  	
  80099365

  	
   

  	
  2

  	
   

  	
  28-Mar-03

  	
   

  	
  04-Apr-06

  	
   

  	
  04-Apr-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80098153

  	
   

  	
  80102592

  	
   

  	
  1

  	
   

  	
  29-Jan-03

  	
   

  	
  07-Feb-06

  	
   

  	
  07-Feb-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80098153

  	
   

  	
  80102592

  	
   

  	
  2

  	
   

  	
  29-Jan-03

  	
   

  	
  07-Feb-06

  	
   

  	
  07-Feb-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80098157

  	
   

  	
  80102596

  	
   

  	
  1

  	
   

  	
  29-Jan-03

  	
   

  	
  07-Aug-06

  	
   

  	
  07-Feb-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80098157

  	
   

  	
  80102596

  	
   

  	
  2

  	
   

  	
  29-Jan-03

  	
   

  	
  07-Aug-06

  	
   

  	
  07-Feb-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80098158

  	
   

  	
  80102597

  	
   

  	
  1

  	
   

  	
  29-Jan-03

  	
   

  	
  07-Sep-06

  	
   

  	
  07-Feb-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80098158

  	
   

  	
  80102597

  	
   

  	
  2

  	
   

  	
  29-Jan-03

  	
   

  	
  07-Sep-06

  	
   

  	
  07-Feb-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80098159

  	
   

  	
  80102598

  	
   

  	
  1

  	
   

  	
  29-Jan-03

  	
   

  	
  09-Oct-06

  	
   

  	
  07-Feb-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80098159

  	
   

  	
  80102598

  	
   

  	
  2

  	
   

  	
  29-Jan-03

  	
   

  	
  09-Oct-06

  	
   

  	
  07-Feb-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80098162

  	
   

  	
  80102601

  	
   

  	
  1

  	
   

  	
  13-Mar-03

  	
   

  	
  13-Apr-05

  	
   

  	
  13-Mar-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80098162

  	
   

  	
  80102601

  	
   

  	
  2

  	
   

  	
  13-Mar-03

  	
   

  	
  13-Apr-05

  	
   

  	
  13-Mar-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80098321

  	
   

  	
  80102773

  	
   

  	
  1

  	
   

  	
  06-May-03

  	
   

  	
  12-Jul-06

  	
   

  	
  12-May-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80098321

  	
   

  	
  80102773

  	
   

  	
  2

  	
   

  	
  06-May-03

  	
   

  	
  12-Jul-06

  	
   

  	
  12-May-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80100544

  	
   

  	
  80105163

  	
   

  	
  1

  	
   

  	
  28-May-03

  	
   

  	
  10-Dec-06

  	
   

  	
  10-Jun-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80100544

  	
   

  	
  80105163

  	
   

  	
  2

  	
   

  	
  28-May-03

  	
   

  	
  10-Dec-06

  	
   

  	
  10-Jun-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80103641

  	
   

  	
  80108459

  	
   

  	
  1

  	
   

  	
  27-Jun-03

  	
   

  	
  27-Dec-06

  	
   

  	
  27-Jun-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80103641

  	
   

  	
  80108459

  	
   

  	
  2

  	
   

  	
  27-Jun-03

  	
   

  	
  27-Dec-06

  	
   

  	
  27-Jun-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80106638

  	
   

  	
  80111627

  	
   

  	
  1

  	
   

  	
  31-Jul-03

  	
   

  	
  06-Feb-07

  	
   

  	
  06-Aug-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80106638

  	
   

  	
  80111627

  	
   

  	
  2

  	
   

  	
  31-Jul-03

  	
   

  	
  06-Feb-07

  	
   

  	
  06-Aug-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80126764

  	
   

  	
  80133813

  	
   

  	
  1

  	
   

  	
  19-May-04

  	
   

  	
  03-Oct-06

  	
   

  	
  03-Oct-05

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80126764

  	
   

  	
  80133813

  	
   

  	
  2

  	
   

  	
  19-May-04

  	
   

  	
  03-Oct-06

  	
   

  	
  03-Oct-05

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80126765

  	
   

  	
  80133814

  	
   

  	
  1

  	
   

  	
  19-May-04

  	
   

  	
  10-Nov-06

  	
   

  	
  10-Oct-05

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80126765

  	
   

  	
  80133814

  	
   

  	
  2

  	
   

  	
  19-May-04

  	
   

  	
  10-Nov-06

  	
   

  	
  10-Oct-05

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80126770

  	
   

  	
  80133819

  	
   

  	
  1

  	
   

  	
  19-May-04

  	
   

  	
  17-Dec-06

  	
   

  	
  17-Oct-05

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80126770

  	
   

  	
  80133819

  	
   

  	
  2

  	
   

  	
  19-May-04

  	
   

  	
  17-Dec-06

  	
   

  	
  17-Oct-05

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80133131

  	
   

  	
  80140759

  	
   

  	
  1

  	
   

  	
  28-Aug-03

  	
   

  	
  28-Feb-07

  	
   

  	
  28-Aug-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80133131

  	
   

  	
  80140759

  	
   

  	
  2

  	
   

  	
  28-Aug-03

  	
   

  	
  28-Feb-07

  	
   

  	
  28-Aug-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80135199

  	
   

  	
  80142967

  	
   

  	
  1

  	
   

  	
  27-Sep-04

  	
   

  	
  17-Sep-07

  	
   

  	
  18-Apr-06

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80135199

  	
   

  	
  80142967

  	
   

  	
  2

  	
   

  	
  27-Sep-04

  	
   

  	
  17-Sep-07

  	
   

  	
  18-Apr-06

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80138163

  	
   

  	
  80146138

  	
   

  	
  1

  	
   

  	
  05-Nov-04

  	
   

  	
  05-Oct-07

  	
   

  	
  05-Apr-06

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80138163

  	
   

  	
  80146138

  	
   

  	
  2

  	
   

  	
  05-Nov-04

  	
   

  	
  05-Oct-07

  	
   

  	
  05-Apr-06

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80139340

  	
   

  	
  80147391

  	
   

  	
  1

  	
   

  	
  23-Nov-04

  	
   

  	
  23-Nov-07

  	
   

  	
  23-Nov-04

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4600-TRES

  	
   

  	
  NORBEL TRE 4600

  	
   

  	
  NAB-LON

  	
   

  
	
  80139340

  	
   

  	
  80147391

  	
   

  	
  2

  	
   

  	
  23-Nov-04

  	
   

  	
  23-Nov-07

  	
   

  	
  23-Nov-04

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4600-TRES

  	
   

  	
  NORBEL TRE 4600

  	
   

  	
  NAB-LON

  	
   

  



 


	
  trans_id

  	
   

  	
  status

  	
   

  	
  principal_start

  	
   

  	
  principal_current

  	
   

  	
  principal_next

  	
   

  	
  keyword

  	
   

  	
  remark

  	
   

  	
  trader

  	
   

  	
  trade_details

  	
   

  	
  current_rate

  	
   

  
	
  80037401

  	
   

  	
  BOOKED

  	
   

  	
  4,000,000

  	
   

  	
  4,000,000

  	
   

  	
   

  	
   

  	
  ALCO

  	
   

  	
   

  	
   

  	
  James McClenaghan

  	
   

  	
  Centralisation 80038825

  	
   

  	
  5.74

  	
   

  
	
  80037401

  	
   

  	
  BOOKED

  	
   

  	
  4,000,000

  	
   

  	
  4,000,000

  	
   

  	
   

  	
   

  	
  ALCO

  	
   

  	
   

  	
   

  	
  James McClenaghan

  	
   

  	
  Centralisation 80038825

  	
   

  	
  4.93625

  	
   

  
	
  80037402

  	
   

  	
  BOOKED

  	
   

  	
  4,000,000

  	
   

  	
  4,000,000

  	
   

  	
   

  	
   

  	
  ALCO

  	
   

  	
   

  	
   

  	
  James McClenaghan

  	
   

  	
  Centralisation 80038938

  	
   

  	
  5.755

  	
   

  
	
  80037402

  	
   

  	
  BOOKED

  	
   

  	
  4,000,000

  	
   

  	
  4,000,000

  	
   

  	
   

  	
   

  	
  ALCO

  	
   

  	
   

  	
   

  	
  James McClenaghan

  	
   

  	
  Centralisation 80038938

  	
   

  	
  4.8975

  	
   

  
	
  80037405

  	
   

  	
  BOOKED

  	
   

  	
  4,000,000

  	
   

  	
  4,000,000

  	
   

  	
   

  	
   

  	
  ALCO

  	
   

  	
   

  	
   

  	
  James McClenaghan

  	
   

  	
  Centralisation 80038939

  	
   

  	
  5.765

  	
   

  
	
  80037405

  	
   

  	
  BOOKED

  	
   

  	
  4,000,000

  	
   

  	
  4,000,000

  	
   

  	
   

  	
   

  	
  ALCO

  	
   

  	
   

  	
   

  	
  James McClenaghan

  	
   

  	
  Centralisation 80038939

  	
   

  	
  4.85125

  	
   

  
	
  80037406

  	
   

  	
  BOOKED

  	
   

  	
  4,000,000

  	
   

  	
  4,000,000

  	
   

  	
  4,000,000

  	
   

  	
  ALCO

  	
   

  	
   

  	
   

  	
  James McClenaghan

  	
   

  	
  Centralisation 80038828

  	
   

  	
  5.77

  	
   

  
	
  80037406

  	
   

  	
  BOOKED

  	
   

  	
  4,000,000

  	
   

  	
  4,000,000

  	
   

  	
  4,000,000

  	
   

  	
  ALCO

  	
   

  	
   

  	
   

  	
  James McClenaghan

  	
   

  	
  Centralisation 80038828

  	
   

  	
  4.93625

  	
   

  
	
  80037637

  	
   

  	
  BOOKED

  	
   

  	
  4,000,000

  	
   

  	
  4,000,000

  	
   

  	
   

  	
   

  	
  ALCO

  	
   

  	
   

  	
   

  	
  James McClenaghan

  	
   

  	
  Centralisation 80039138

  	
   

  	
  5.71

  	
   

  
	
  80037637

  	
   

  	
  BOOKED

  	
   

  	
  4,000,000

  	
   

  	
  4,000,000

  	
   

  	
   

  	
   

  	
  ALCO

  	
   

  	
   

  	
   

  	
  James McClenaghan

  	
   

  	
  Centralisation 80039138

  	
   

  	
  4.91

  	
   

  
	
  80037638

  	
   

  	
  BOOKED

  	
   

  	
  4,000,000

  	
   

  	
  4,000,000

  	
   

  	
   

  	
   

  	
  ALCO

  	
   

  	
   

  	
   

  	
  James McClenaghan

  	
   

  	
  Centralisation 80039140

  	
   

  	
  5.725

  	
   

  
	
  80037638

  	
   

  	
  BOOKED

  	
   

  	
  4,000,000

  	
   

  	
  4,000,000

  	
   

  	
   

  	
   

  	
  ALCO

  	
   

  	
   

  	
   

  	
  James McClenaghan

  	
   

  	
  Centralisation 80039140

  	
   

  	
  4.9

  	
   

  
	
  80037639

  	
   

  	
  BOOKED

  	
   

  	
  4,000,000

  	
   

  	
  4,000,000

  	
   

  	
   

  	
   

  	
  ALCO

  	
   

  	
   

  	
   

  	
  James McClenaghan

  	
   

  	
  Centralisation 80039142

  	
   

  	
  5.735

  	
   

  
	
  80037639

  	
   

  	
  BOOKED

  	
   

  	
  4,000,000

  	
   

  	
  4,000,000

  	
   

  	
   

  	
   

  	
  ALCO

  	
   

  	
   

  	
   

  	
  James McClenaghan

  	
   

  	
  Centralisation 80039142

  	
   

  	
  4.85875

  	
   

  
	
  80037640

  	
   

  	
  BOOKED

  	
   

  	
  4,000,000

  	
   

  	
  4,000,000

  	
   

  	
  4,000,000

  	
   

  	
  ALCO

  	
   

  	
   

  	
   

  	
  James McClenaghan

  	
   

  	
  Centralisation 80039144

  	
   

  	
  5.74

  	
   

  
	
  80037640

  	
   

  	
  BOOKED

  	
   

  	
  4,000,000

  	
   

  	
  4,000,000

  	
   

  	
  4,000,000

  	
   

  	
  ALCO

  	
   

  	
   

  	
   

  	
  James McClenaghan

  	
   

  	
  Centralisation 80039144

  	
   

  	
  4.91

  	
   

  
	
  80068719

  	
   

  	
  BOOKED

  	
   

  	
  38,000,000

  	
   

  	
  38,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  NB1

  	
   

  	
  Simon Wilkinson

  	
   

  	
  Centralisation 80071020

  	
   

  	
  5.78

  	
   

  
	
  80068719

  	
   

  	
  BOOKED

  	
   

  	
  38,000,000

  	
   

  	
  38,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  NB1

  	
   

  	
  Simon Wilkinson

  	
   

  	
  Centralisation 80071020

  	
   

  	
  4.89

  	
   

  
	
  80068727

  	
   

  	
  BOOKED

  	
   

  	
  38,000,000

  	
   

  	
  38,000,000

  	
   

  	
  38,000,000

  	
   

  	
   

  	
   

  	
  NB2

  	
   

  	
  Simon Wilkinson

  	
   

  	
  Centralisation 80071021

  	
   

  	
  5.805

  	
   

  
	
  80068727

  	
   

  	
  BOOKED

  	
   

  	
  38,000,000

  	
   

  	
  38,000,000

  	
   

  	
  38,000,000

  	
   

  	
   

  	
   

  	
  NB2

  	
   

  	
  Simon Wilkinson

  	
   

  	
  Centralisation 80071021

  	
   

  	
  4.94

  	
   

  
	
  80074473

  	
   

  	
  BOOKED

  	
   

  	
  48,000,000

  	
   

  	
  48,000,000

  	
   

  	
  48,000,000

  	
   

  	
   

  	
   

  	
  Alco - NB

  	
   

  	
  Alistair Holland

  	
   

  	
  Centralisation 80076984

  	
   

  	
  5.1575

  	
   

  
	
  80074473

  	
   

  	
  BOOKED

  	
   

  	
  48,000,000

  	
   

  	
  48,000,000

  	
   

  	
  48,000,000

  	
   

  	
   

  	
   

  	
  Alco - NB

  	
   

  	
  Alistair Holland

  	
   

  	
  Centralisation 80076984

  	
   

  	
  4.90625

  	
   

  
	
  80074481

  	
   

  	
  BOOKED

  	
   

  	
  8,000,000

  	
   

  	
  8,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Alco NB Dec

  	
   

  	
  Alistair Holland

  	
   

  	
  Centralisation 80076930

  	
   

  	
  5.5725

  	
   

  
	
  80074481

  	
   

  	
  BOOKED

  	
   

  	
  8,000,000

  	
   

  	
  8,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Alco NB Dec

  	
   

  	
  Alistair Holland

  	
   

  	
  Centralisation 80076930

  	
   

  	
  4.94938

  	
   

  
	
  80074482

  	
   

  	
  BOOKED

  	
   

  	
  8,000,000

  	
   

  	
  8,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Alco NB Jan

  	
   

  	
  Alistair Holland

  	
   

  	
  Centralisation 80076931

  	
   

  	
  5.585

  	
   

  
	
  80074482

  	
   

  	
  BOOKED

  	
   

  	
  8,000,000

  	
   

  	
  8,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Alco NB Jan

  	
   

  	
  Alistair Holland

  	
   

  	
  Centralisation 80076931

  	
   

  	
  4.89438

  	
   

  
	
  80076815

  	
   

  	
  BOOKED

  	
   

  	
  24,000,000

  	
   

  	
  24,000,000

  	
   

  	
  24,000,000

  	
   

  	
   

  	
   

  	
  Alco NB 2d

  	
   

  	
  Alistair Holland

  	
   

  	
  Centralisation 80079400

  	
   

  	
  4.7025

  	
   

  
	
  80076815

  	
   

  	
  BOOKED

  	
   

  	
  24,000,000

  	
   

  	
  24,000,000

  	
   

  	
  24,000,000

  	
   

  	
   

  	
   

  	
  Alco NB 2d

  	
   

  	
  Alistair Holland

  	
   

  	
  Centralisation 80079400

  	
   

  	
  4.87125

  	
   

  
	
  80076873

  	
   

  	
  BOOKED

  	
   

  	
  24,000,000

  	
   

  	
  24,000,000

  	
   

  	
  24,000,000

  	
   

  	
   

  	
   

  	
  NB Alco 1w

  	
   

  	
  Alistair Holland

  	
   

  	
  Centralisation 80079470

  	
   

  	
  4.7625

  	
   

  
	
  80076873

  	
   

  	
  BOOKED

  	
   

  	
  24,000,000

  	
   

  	
  24,000,000

  	
   

  	
  24,000,000

  	
   

  	
   

  	
   

  	
  NB Alco 1w

  	
   

  	
  Alistair Holland

  	
   

  	
  Centralisation 80079470

  	
   

  	
  4.85125

  	
   

  
	
  80081692

  	
   

  	
  BOOKED

  	
   

  	
  24,000,000

  	
   

  	
  24,000,000

  	
   

  	
  24,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Chauncy Stark

  	
   

  	
  Centralisation 80084511

  	
   

  	
  4.27

  	
   

  
	
  80081692

  	
   

  	
  BOOKED

  	
   

  	
  24,000,000

  	
   

  	
  24,000,000

  	
   

  	
  24,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Chauncy Stark

  	
   

  	
  Centralisation 80084511

  	
   

  	
  4.91875

  	
   

  
	
  80083354

  	
   

  	
  BOOKED

  	
   

  	
  27,000,000

  	
   

  	
  27,000,000

  	
   

  	
  27,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Anthony Ries

  	
   

  	
  Centralisation 80086317

  	
   

  	
  4.385

  	
   

  
	
  80083354

  	
   

  	
  BOOKED

  	
   

  	
  27,000,000

  	
   

  	
  27,000,000

  	
   

  	
  27,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Anthony Ries

  	
   

  	
  Centralisation 80086317

  	
   

  	
  4.85125

  	
   

  
	
  80085077

  	
   

  	
  BOOKED

  	
   

  	
  27,000,000

  	
   

  	
  27,000,000

  	
   

  	
  27,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Anthony Ries

  	
   

  	
  Centralisation 80088243

  	
   

  	
  4.45

  	
   

  
	
  80085077

  	
   

  	
  BOOKED

  	
   

  	
  27,000,000

  	
   

  	
  27,000,000

  	
   

  	
  27,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Anthony Ries

  	
   

  	
  Centralisation 80088243

  	
   

  	
  4.8775

  	
   

  
	
  80087174

  	
   

  	
  BOOKED

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Anthony Ries

  	
   

  	
  Centralisation 80090608

  	
   

  	
  4.375

  	
   

  
	
  80087174

  	
   

  	
  BOOKED

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Anthony Ries

  	
   

  	
  Centralisation 80090608

  	
   

  	
  4.95

  	
   

  
	
  80089344

  	
   

  	
  BOOKED

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Anthony Ries

  	
   

  	
  Centralisation 80092912

  	
   

  	
  4.04

  	
   

  
	
  80089344

  	
   

  	
  BOOKED

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Anthony Ries

  	
   

  	
  Centralisation 80092912

  	
   

  	
  4.8975

  	
   

  
	
  80089513

  	
   

  	
  BOOKED

  	
   

  	
  100,000,000

  	
   

  	
  100,000,000

  	
   

  	
  100,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Anthony Ries

  	
   

  	
  Centralisation 80093100

  	
   

  	
  4.01

  	
   

  
	
  80089513

  	
   

  	
  BOOKED

  	
   

  	
  100,000,000

  	
   

  	
  100,000,000

  	
   

  	
  100,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Anthony Ries

  	
   

  	
  Centralisation 80093100

  	
   

  	
  4.8975

  	
   

  
	
  80091757

  	
   

  	
  BOOKED

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Anthony Ries

  	
   

  	
  Centralisation 80095594

  	
   

  	
  3.685

  	
   

  
	
  80091757

  	
   

  	
  BOOKED

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Anthony Ries

  	
   

  	
  Centralisation 80095594

  	
   

  	
  4.85875

  	
   

  
	
  80091898

  	
   

  	
  BOOKED

  	
   

  	
  50,000,000

  	
   

  	
  50,000,000

  	
   

  	
  50,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Anthony Ries

  	
   

  	
  Centralisation 80095745

  	
   

  	
  3.71

  	
   

  
	
  80091898

  	
   

  	
  BOOKED

  	
   

  	
  50,000,000

  	
   

  	
  50,000,000

  	
   

  	
  50,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Anthony Ries

  	
   

  	
  Centralisation 80095745

  	
   

  	
  4.85375

  	
   

  
	
  80093884

  	
   

  	
  BOOKED

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Signe Biddle

  	
   

  	
  Centralisation 80098006

  	
   

  	
  3.9

  	
   

  
	
  80093884

  	
   

  	
  BOOKED

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Signe Biddle

  	
   

  	
  Centralisation 80098006

  	
   

  	
  4.95

  	
   

  
	
  80093885

  	
   

  	
  BOOKED

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Signe Biddle

  	
   

  	
  Centralisation 80098007

  	
   

  	
  3.9

  	
   

  
	
  80093885

  	
   

  	
  BOOKED

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Signe Biddle

  	
   

  	
  Centralisation 80098007

  	
   

  	
  4.95

  	
   

  
	
  80094066

  	
   

  	
  BOOKED

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Signe Biddle

  	
   

  	
  Centralisation 80098192

  	
   

  	
  4

  	
   

  
	
  80094066

  	
   

  	
  BOOKED

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Signe Biddle

  	
   

  	
  Centralisation 80098192

  	
   

  	
  4.89

  	
   

  
	
  80094068

  	
   

  	
  BOOKED

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Signe Biddle

  	
   

  	
  Centralisation 80098193

  	
   

  	
  4

  	
   

  
	
  80094068

  	
   

  	
  BOOKED

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Signe Biddle

  	
   

  	
  Centralisation 80098193

  	
   

  	
  4.89

  	
   

  
	
  80095175

  	
   

  	
  BOOKED

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Anthony Ries

  	
   

  	
  Centralisation 80099364

  	
   

  	
  3.935

  	
   

  
	
  80095175

  	
   

  	
  BOOKED

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Anthony Ries

  	
   

  	
  Centralisation 80099364

  	
   

  	
  4.91563

  	
   

  
	
  80098153

  	
   

  	
  BOOKED

  	
   

  	
  75,000,000

  	
   

  	
  75,000,000

  	
   

  	
  75,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Anthony Ries

  	
   

  	
  Centralisation 80102593

  	
   

  	
  4.01

  	
   

  
	
  80098153

  	
   

  	
  BOOKED

  	
   

  	
  75,000,000

  	
   

  	
  75,000,000

  	
   

  	
  75,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Anthony Ries

  	
   

  	
  Centralisation 80102593

  	
   

  	
  4.9

  	
   

  
	
  80098157

  	
   

  	
  BOOKED

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Anthony Ries

  	
   

  	
  Centralisation 80102595

  	
   

  	
  3.97

  	
   

  
	
  80098157

  	
   

  	
  BOOKED

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Anthony Ries

  	
   

  	
  Centralisation 80102595

  	
   

  	
  4.9

  	
   

  
	
  80098158

  	
   

  	
  BOOKED

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Anthony Ries

  	
   

  	
  Centralisation 80102599

  	
   

  	
  3.97

  	
   

  
	
  80098158

  	
   

  	
  BOOKED

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Anthony Ries

  	
   

  	
  Centralisation 80102599

  	
   

  	
  4.9

  	
   

  
	
  80098159

  	
   

  	
  BOOKED

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Anthony Ries

  	
   

  	
  Centralisation 80102600

  	
   

  	
  3.97

  	
   

  
	
  80098159

  	
   

  	
  BOOKED

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Anthony Ries

  	
   

  	
  Centralisation 80102600

  	
   

  	
  4.9

  	
   

  
	
  80098162

  	
   

  	
  BOOKED

  	
   

  	
  50,000,000

  	
   

  	
  50,000,000

  	
   

  	
  50,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Anthony Ries

  	
   

  	
  Centralisation 80102604

  	
   

  	
  3.7

  	
   

  
	
  80098162

  	
   

  	
  BOOKED

  	
   

  	
  50,000,000

  	
   

  	
  50,000,000

  	
   

  	
  50,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Anthony Ries

  	
   

  	
  Centralisation 80102604

  	
   

  	
  4.95

  	
   

  
	
  80098321

  	
   

  	
  BOOKED

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
   

  	
   

  	
  alco gbp q/q

  	
   

  	
  Signe Biddle

  	
   

  	
  Centralisation 80102771

  	
   

  	
  3.87

  	
   

  
	
  80098321

  	
   

  	
  BOOKED

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
   

  	
   

  	
  alco gbp q/q

  	
   

  	
  Signe Biddle

  	
   

  	
  Centralisation 80102771

  	
   

  	
  4.89313

  	
   

  
	
  80100544

  	
   

  	
  BOOKED

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Anthony Ries

  	
   

  	
  Centralisation 80105162

  	
   

  	
  3.79

  	
   

  
	
  80100544

  	
   

  	
  BOOKED

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
  25,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Anthony Ries

  	
   

  	
  Centralisation 80105162

  	
   

  	
  4.94875

  	
   

  
	
  80103641

  	
   

  	
  BOOKED

  	
   

  	
  24,000,000

  	
   

  	
  24,000,000

  	
   

  	
  24,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Anthony Ries

  	
   

  	
  Centralisation 80108412

  	
   

  	
  3.825

  	
   

  
	
  80103641

  	
   

  	
  BOOKED

  	
   

  	
  24,000,000

  	
   

  	
  24,000,000

  	
   

  	
  24,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Anthony Ries

  	
   

  	
  Centralisation 80108412

  	
   

  	
  4.93875

  	
   

  
	
  80106638

  	
   

  	
  BOOKED

  	
   

  	
  24,000,000

  	
   

  	
  24,000,000

  	
   

  	
  24,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Anthony Ries

  	
   

  	
  Centralisation 80111626

  	
   

  	
  4.075

  	
   

  
	
  80106638

  	
   

  	
  BOOKED

  	
   

  	
  24,000,000

  	
   

  	
  24,000,000

  	
   

  	
  24,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Anthony Ries

  	
   

  	
  Centralisation 80111626

  	
   

  	
  4.9

  	
   

  
	
  80126764

  	
   

  	
  BOOKED

  	
   

  	
  20,000,000

  	
   

  	
  20,000,000

  	
   

  	
  20,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Anthony Ries

  	
   

  	
  Centralisation 80133787

  	
   

  	
  5.4425

  	
   

  
	
  80126764

  	
   

  	
  BOOKED

  	
   

  	
  20,000,000

  	
   

  	
  20,000,000

  	
   

  	
  20,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Anthony Ries

  	
   

  	
  Centralisation 80133787

  	
   

  	
  0

  	
   

  
	
  80126765

  	
   

  	
  BOOKED

  	
   

  	
  20,000,000

  	
   

  	
  20,000,000

  	
   

  	
  20,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Anthony Ries

  	
   

  	
  Centralisation 80133788

  	
   

  	
  5.4475

  	
   

  
	
  80126765

  	
   

  	
  BOOKED

  	
   

  	
  20,000,000

  	
   

  	
  20,000,000

  	
   

  	
  20,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Anthony Ries

  	
   

  	
  Centralisation 80133788

  	
   

  	
  0

  	
   

  
	
  80126770

  	
   

  	
  BOOKED

  	
   

  	
  20,000,000

  	
   

  	
  20,000,000

  	
   

  	
  20,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Anthony Ries

  	
   

  	
  Centralisation 80133793

  	
   

  	
  5.445

  	
   

  
	
  80126770

  	
   

  	
  BOOKED

  	
   

  	
  20,000,000

  	
   

  	
  20,000,000

  	
   

  	
  20,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Anthony Ries

  	
   

  	
  Centralisation 80133793

  	
   

  	
  0

  	
   

  
	
  80133131

  	
   

  	
  BOOKED

  	
   

  	
  24,000,000

  	
   

  	
  24,000,000

  	
   

  	
  24,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Luke Parker

  	
   

  	
  Centralisation 80140712

  	
   

  	
  4.5025

  	
   

  
	
  80133131

  	
   

  	
  BOOKED

  	
   

  	
  24,000,000

  	
   

  	
  24,000,000

  	
   

  	
  24,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Luke Parker

  	
   

  	
  Centralisation 80140712

  	
   

  	
  4.85125

  	
   

  
	
  80135199

  	
   

  	
  BOOKED

  	
   

  	
  20,000,000

  	
   

  	
  20,000,000

  	
   

  	
  20,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Signe Biddle

  	
   

  	
  Centralisation 80142964

  	
   

  	
  5.105

  	
   

  
	
  80135199

  	
   

  	
  BOOKED

  	
   

  	
  20,000,000

  	
   

  	
  20,000,000

  	
   

  	
  20,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Signe Biddle

  	
   

  	
  Centralisation 80142964

  	
   

  	
  0

  	
   

  
	
  80138163

  	
   

  	
  BOOKED

  	
   

  	
  20,000,000

  	
   

  	
  20,000,000

  	
   

  	
  20,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Anthony Ries

  	
   

  	
  Centralisation 80146046

  	
   

  	
  4.95

  	
   

  
	
  80138163

  	
   

  	
  BOOKED

  	
   

  	
  20,000,000

  	
   

  	
  20,000,000

  	
   

  	
  20,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Anthony Ries

  	
   

  	
  Centralisation 80146046

  	
   

  	
  0

  	
   

  
	
  80139340

  	
   

  	
  BOOKED

  	
   

  	
  20,000,000

  	
   

  	
  20,000,000

  	
   

  	
  20,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Anthony Ries

  	
   

  	
  Centralisation 80147390

  	
   

  	
  4.81

  	
   

  
	
  80139340

  	
   

  	
  BOOKED

  	
   

  	
  20,000,000

  	
   

  	
  20,000,000

  	
   

  	
  20,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Anthony Ries

  	
   

  	
  Centralisation 80147390

  	
   

  	
  4.82

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  1,090,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  



 


	
  trans_id

  	
   

  	
  current_spread

  	
   

  	
  npv

  	
   

  	
  acc_int

  	
   

  	
  pay_rec

  	
   

  	
  ref_index

  	
   

  	
  reset_date

  	
   

  	
  cash_flow_date

  	
   

  	
  day_count_basis

  	
   

  	
  intytd

  	
   

  	
  report_date

  	
   

  	
  sec_id

  	
   

  
	
  80037401

  	
   

  	
  0

  	
   

  	
  57,085.12

  	
   

  	
  44,032.88

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
   

  	
   

  	
  29-Dec-04

  	
   

  	
  ACT/365

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80038204

  	
   

  
	
  80037401

  	
   

  	
  0

  	
   

  	
  -49,091.71

  	
   

  	
  -37,867.12

  	
   

  	
  PAY

  	
   

  	
  LIBOR 3MONTH

  	
   

  	
   

  	
   

  	
  29-Dec-04

  	
   

  	
  ACT/365

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80038205

  	
   

  
	
  80037402

  	
   

  	
  0

  	
   

  	
  58,862.93

  	
   

  	
  25,227.40

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
   

  	
   

  	
  31-Jan-05

  	
   

  	
  ACT/365

  	
   

  	
  57,392.33

  	
   

  	
  07-Dec-04

  	
   

  	
  80038206

  	
   

  
	
  80037402

  	
   

  	
  0

  	
   

  	
  -50,092.31

  	
   

  	
  -21,468.49

  	
   

  	
  PAY

  	
   

  	
  LIBOR 3MONTH

  	
   

  	
   

  	
   

  	
  31-Jan-05

  	
   

  	
  ACT/365

  	
   

  	
  49,252.19

  	
   

  	
  07-Dec-04

  	
   

  	
  80038207

  	
   

  
	
  80037405

  	
   

  	
  0

  	
   

  	
  56,871.77

  	
   

  	
  5,686.03

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
   

  	
   

  	
  28-Feb-05

  	
   

  	
  ACT/365

  	
   

  	
  56,860.27

  	
   

  	
  07-Dec-04

  	
   

  	
  80038212

  	
   

  
	
  80037405

  	
   

  	
  0

  	
   

  	
  -47,857.62

  	
   

  	
  -4,784.80

  	
   

  	
  PAY

  	
   

  	
  LIBOR 3MONTH

  	
   

  	
   

  	
   

  	
  28-Feb-05

  	
   

  	
  ACT/365

  	
   

  	
  48,945.21

  	
   

  	
  07-Dec-04

  	
   

  	
  80038213

  	
   

  
	
  80037406

  	
   

  	
  0

  	
   

  	
  113,464.19

  	
   

  	
  44,263.01

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  29-Dec-04

  	
   

  	
  29-Dec-04

  	
   

  	
  ACT/365

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80038214

  	
   

  
	
  80037406

  	
   

  	
  0

  	
   

  	
  -96,336.46

  	
   

  	
  -37,867.12

  	
   

  	
  PAY

  	
   

  	
  LIBOR 3MONTH

  	
   

  	
  29-Dec-04

  	
   

  	
  29-Dec-04

  	
   

  	
  ACT/365

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80038215

  	
   

  
	
  80037637

  	
   

  	
  0

  	
   

  	
  57,342.08

  	
   

  	
  38,796.71

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
   

  	
   

  	
  07-Jan-05

  	
   

  	
  ACT/365

  	
   

  	
  57,569.32

  	
   

  	
  07-Dec-04

  	
   

  	
  80038489

  	
   

  
	
  80037637

  	
   

  	
  0

  	
   

  	
  -49,308.17

  	
   

  	
  -33,361.10

  	
   

  	
  PAY

  	
   

  	
  LIBOR 3MONTH

  	
   

  	
   

  	
   

  	
  07-Jan-05

  	
   

  	
  ACT/365

  	
   

  	
  48,696.99

  	
   

  	
  07-Dec-04

  	
   

  	
  80038490

  	
   

  
	
  80037638

  	
   

  	
  0

  	
   

  	
  56,634.64

  	
   

  	
  18,821.92

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
   

  	
   

  	
  07-Feb-05

  	
   

  	
  ACT/365

  	
   

  	
  57,093.15

  	
   

  	
  07-Dec-04

  	
   

  	
  80038491

  	
   

  
	
  80037638

  	
   

  	
  0

  	
   

  	
  -48,473.32

  	
   

  	
  -16,109.59

  	
   

  	
  PAY

  	
   

  	
  LIBOR 3MONTH

  	
   

  	
   

  	
   

  	
  07-Feb-05

  	
   

  	
  ACT/365

  	
   

  	
  49,464.11

  	
   

  	
  07-Dec-04

  	
   

  	
  80038492

  	
   

  
	
  80037639

  	
   

  	
  0

  	
   

  	
  55,902.15

  	
   

  	
  628.49

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
   

  	
   

  	
  07-Mar-05

  	
   

  	
  ACT/365

  	
   

  	
  57,192.88

  	
   

  	
  07-Dec-04

  	
   

  	
  80038493

  	
   

  
	
  80037639

  	
   

  	
  0

  	
   

  	
  -47,360.87

  	
   

  	
  -532.47

  	
   

  	
  PAY

  	
   

  	
  LIBOR 3MONTH

  	
   

  	
   

  	
   

  	
  07-Mar-05

  	
   

  	
  ACT/365

  	
   

  	
  49,420.53

  	
   

  	
  07-Dec-04

  	
   

  	
  80038494

  	
   

  
	
  80037640

  	
   

  	
  0

  	
   

  	
  113,366.29

  	
   

  	
  39,000.55

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  07-Jan-05

  	
   

  	
  07-Jan-05

  	
   

  	
  ACT/365

  	
   

  	
  57,871.78

  	
   

  	
  07-Dec-04

  	
   

  	
  80038495

  	
   

  
	
  80037640

  	
   

  	
   

  	
   

  	
  -96,456.07

  	
   

  	
  -33,361.10

  	
   

  	
  PAY

  	
   

  	
  LIBOR 3MONTH

  	
   

  	
  07-Jan-05

  	
   

  	
  07-Jan-05

  	
   

  	
  ACT/365

  	
   

  	
  48,696.99

  	
   

  	
  07-Dec-04

  	
   

  	
  80038496

  	
   

  
	
  80068719

  	
   

  	
  0

  	
   

  	
  542,694.11

  	
   

  	
  138,403.29

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
   

  	
   

  	
  14-Feb-05

  	
   

  	
  ACT/365

  	
   

  	
  547,595.62

  	
   

  	
  07-Dec-04

  	
   

  	
  80058144

  	
   

  
	
  80068719

  	
   

  	
  0

  	
   

  	
  -459,130.49

  	
   

  	
  -117,092.06

  	
   

  	
  PAY

  	
   

  	
  LIBOR 3MONTH

  	
   

  	
   

  	
   

  	
  14-Feb-05

  	
   

  	
  ACT/365

  	
   

  	
  470,145.89

  	
   

  	
  07-Dec-04

  	
   

  	
  80058145

  	
   

  
	
  80068727

  	
   

  	
  0

  	
   

  	
  1,085,164.76

  	
   

  	
  453,267.12

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  24-Dec-04

  	
   

  	
  24-Dec-04

  	
   

  	
  ACT/365

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80058146

  	
   

  
	
  80068727

  	
   

  	
  0

  	
   

  	
  -916,209.87

  	
   

  	
  -385,726.03

  	
   

  	
  PAY

  	
   

  	
  LIBOR 3MONTH

  	
   

  	
  24-Dec-04

  	
   

  	
  24-Dec-04

  	
   

  	
  ACT/365

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80058147

  	
   

  
	
  80074473

  	
   

  	
  0

  	
   

  	
  1,821,655.75

  	
   

  	
  393,383.01

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  10-Jan-05

  	
   

  	
  10-Jan-05

  	
   

  	
  ACT/365

  	
   

  	
  617,204.38

  	
   

  	
  07-Dec-04

  	
   

  	
  80062628

  	
   

  
	
  80074473

  	
   

  	
  0

  	
   

  	
  -1,717,241.03

  	
   

  	
  -374,219.18

  	
   

  	
  PAY

  	
   

  	
  LIBOR 3MONTH

  	
   

  	
  10-Jan-05

  	
   

  	
  10-Jan-05

  	
   

  	
  ACT/365

  	
   

  	
  577,862.47

  	
   

  	
  07-Dec-04

  	
   

  	
  80062629

  	
   

  
	
  80074481

  	
   

  	
  0

  	
   

  	
  111,043.19

  	
   

  	
  102,595.07

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
   

  	
   

  	
  15-Dec-04

  	
   

  	
  ACT/365

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80062644

  	
   

  
	
  80074481

  	
   

  	
  0

  	
   

  	
  -98,626.28

  	
   

  	
  -91,122.83

  	
   

  	
  PAY

  	
   

  	
  LIBOR 3MONTH

  	
   

  	
   

  	
   

  	
  15-Dec-04

  	
   

  	
  ACT/365

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80062645

  	
   

  
	
  80074482

  	
   

  	
  0

  	
   

  	
  114,460.45

  	
   

  	
  66,101.92

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
   

  	
   

  	
  17-Jan-05

  	
   

  	
  ACT/365

  	
   

  	
  112,618.08

  	
   

  	
  07-Dec-04

  	
   

  	
  80062646

  	
   

  
	
  80074482

  	
   

  	
  0

  	
   

  	
  -100,306.71

  	
   

  	
  -57,928.01

  	
   

  	
  PAY

  	
   

  	
  LIBOR 3MONTH

  	
   

  	
   

  	
   

  	
  17-Jan-05

  	
   

  	
  ACT/365

  	
   

  	
  97,368.77

  	
   

  	
  07-Dec-04

  	
   

  	
  80062647

  	
   

  
	
  80076815

  	
   

  	
  0

  	
   

  	
  825,796.16

  	
   

  	
  46,380.82

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  23-Feb-05

  	
   

  	
  23-Feb-05

  	
   

  	
  ACT/365

  	
   

  	
  284,469.04

  	
   

  	
  07-Dec-04

  	
   

  	
  80064803

  	
   

  
	
  80076815

  	
   

  	
  0

  	
   

  	
  -848,738.99

  	
   

  	
  -48,045.21

  	
   

  	
  PAY

  	
   

  	
  LIBOR 3MONTH

  	
   

  	
  23-Feb-05

  	
   

  	
  23-Feb-05

  	
   

  	
  ACT/365

  	
   

  	
  300,121.64

  	
   

  	
  07-Dec-04

  	
   

  	
  80064804

  	
   

  
	
  80076873

  	
   

  	
  0

  	
   

  	
  838,663.77

  	
   

  	
  28,183.56

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  28-Feb-05

  	
   

  	
  28-Feb-05

  	
   

  	
  ACT/365

  	
   

  	
  281,835.62

  	
   

  	
  07-Dec-04

  	
   

  	
  80064862

  	
   

  
	
  80076873

  	
   

  	
  0

  	
   

  	
  -849,407.97

  	
   

  	
  -28,708.77

  	
   

  	
  PAY

  	
   

  	
  LIBOR 3MONTH

  	
   

  	
  28-Feb-05

  	
   

  	
  28-Feb-05

  	
   

  	
  ACT/365

  	
   

  	
  293,671.23

  	
   

  	
  07-Dec-04

  	
   

  	
  80064863

  	
   

  
	
  80081692

  	
   

  	
  0

  	
   

  	
  1,003,657.42

  	
   

  	
  193,729.32

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  30-Dec-04

  	
   

  	
  30-Dec-04

  	
   

  	
  ACT/365

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80072254

  	
   

  
	
  80081692

  	
   

  	
  0

  	
   

  	
  -1,137,951.29

  	
   

  	
  -223,163.01

  	
   

  	
  PAY

  	
   

  	
  LIBOR 3MONTH

  	
   

  	
  30-Dec-04

  	
   

  	
  30-Dec-04

  	
   

  	
  ACT/365

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80072255

  	
   

  
	
  80083354

  	
   

  	
  0

  	
   

  	
  1,052,137.96

  	
   

  	
  29,193.29

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  28-Feb-05

  	
   

  	
  28-Feb-05

  	
   

  	
  ACT/365

  	
   

  	
  291,932.88

  	
   

  	
  07-Dec-04

  	
   

  	
  80073852

  	
   

  
	
  80083354

  	
   

  	
  0

  	
   

  	
  -1,153,445.71

  	
   

  	
  -32,297.36

  	
   

  	
  PAY

  	
   

  	
  LIBOR 3MONTH

  	
   

  	
  28-Feb-05

  	
   

  	
  28-Feb-05

  	
   

  	
  ACT/365

  	
   

  	
  330,380.14

  	
   

  	
  07-Dec-04

  	
   

  	
  80073853

  	
   

  
	
  80085077

  	
   

  	
  0

  	
   

  	
  1,165,474.80

  	
   

  	
  52,668.49

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  21-Feb-05

  	
   

  	
  21-Feb-05

  	
   

  	
  ACT/365

  	
   

  	
  299,552.05

  	
   

  	
  07-Dec-04

  	
   

  	
  80075676

  	
   

  
	
  80085077

  	
   

  	
  0

  	
   

  	
  -1,260,157.21

  	
   

  	
  -57,728.22

  	
   

  	
  PAY

  	
   

  	
  LIBOR 3MONTH

  	
   

  	
  21-Feb-05

  	
   

  	
  21-Feb-05

  	
   

  	
  ACT/365

  	
   

  	
  333,966.88

  	
   

  	
  07-Dec-04

  	
   

  	
  80075677

  	
   

  
	
  80087174

  	
   

  	
  0

  	
   

  	
  1,332,172.12

  	
   

  	
  236,729.45

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  20-Dec-04

  	
   

  	
  20-Dec-04

  	
   

  	
  ACT/365

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80078037

  	
   

  
	
  80087174

  	
   

  	
  0

  	
   

  	
  -1,470,215.57

  	
   

  	
  -267,842.47

  	
   

  	
  PAY

  	
   

  	
  LIBOR 3MONTH

  	
   

  	
  20-Dec-04

  	
   

  	
  20-Dec-04

  	
   

  	
  ACT/365

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80078038

  	
   

  
	
  80089344

  	
   

  	
  0

  	
   

  	
  1,229,093.11

  	
   

  	
  110,684.93

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  31-Jan-05

  	
   

  	
  31-Jan-05

  	
   

  	
  ACT/365

  	
   

  	
  251,808.22

  	
   

  	
  07-Dec-04

  	
   

  	
  80079909

  	
   

  
	
  80089344

  	
   

  	
  0

  	
   

  	
  -1,462,297.24

  	
   

  	
  -134,178.08

  	
   

  	
  PAY

  	
   

  	
  LIBOR 3MONTH

  	
   

  	
  31-Jan-05

  	
   

  	
  31-Jan-05

  	
   

  	
  ACT/365

  	
   

  	
  307,826.20

  	
   

  	
  07-Dec-04

  	
   

  	
  80079910

  	
   

  
	
  80089513

  	
   

  	
  0

  	
   

  	
  4,879,864.74

  	
   

  	
  439,452.05

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  31-Jan-05

  	
   

  	
  31-Jan-05

  	
   

  	
  ACT/365

  	
   

  	
  1,010,739.73

  	
   

  	
  07-Dec-04

  	
   

  	
  80080130

  	
   

  
	
  80089513

  	
   

  	
  0

  	
   

  	
  -5,849,188.96

  	
   

  	
  -536,712.33

  	
   

  	
  PAY

  	
   

  	
  LIBOR 3MONTH

  	
   

  	
  31-Jan-05

  	
   

  	
  31-Jan-05

  	
   

  	
  ACT/365

  	
   

  	
  1,242,788.93

  	
   

  	
  07-Dec-04

  	
   

  	
  80080131

  	
   

  
	
  80091757

  	
   

  	
  0

  	
   

  	
  1,108,364.13

  	
   

  	
  2,523.97

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  07-Mar-05

  	
   

  	
  07-Mar-05

  	
   

  	
  ACT/365

  	
   

  	
  229,681.51

  	
   

  	
  07-Dec-04

  	
   

  	
  80082476

  	
   

  
	
  80091757

  	
   

  	
  0

  	
   

  	
  -1,439,708.11

  	
   

  	
  -3,327.91

  	
   

  	
  PAY

  	
   

  	
  LIBOR 3MONTH

  	
   

  	
  07-Mar-05

  	
   

  	
  07-Mar-05

  	
   

  	
  ACT/365

  	
   

  	
  308,878.31

  	
   

  	
  07-Dec-04

  	
   

  	
  80082477

  	
   

  
	
  80091898

  	
   

  	
  0

  	
   

  	
  2,249,172.14

  	
   

  	
  60,986.30

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  28-Feb-05

  	
   

  	
  28-Feb-05

  	
   

  	
  ACT/365

  	
   

  	
  467,561.64

  	
   

  	
  07-Dec-04

  	
   

  	
  80082593

  	
   

  
	
  80091898

  	
   

  	
  0

  	
   

  	
  -2,903,245.93

  	
   

  	
  -79,787.67

  	
   

  	
  PAY

  	
   

  	
  LIBOR 3MONTH

  	
   

  	
  28-Feb-05

  	
   

  	
  28-Feb-05

  	
   

  	
  ACT/365

  	
   

  	
  625,568.49

  	
   

  	
  07-Dec-04

  	
   

  	
  80082594

  	
   

  
	
  80093884

  	
   

  	
  0

  	
   

  	
  1,413,754.04

  	
   

  	
  211,027.40

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  20-Dec-04

  	
   

  	
  20-Dec-04

  	
   

  	
  ACT/365

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80084336

  	
   

  
	
  80093884

  	
   

  	
  0

  	
   

  	
  -1,744,611.05

  	
   

  	
  -267,842.47

  	
   

  	
  PAY

  	
   

  	
  LIBOR 3MONTH

  	
   

  	
  20-Dec-04

  	
   

  	
  20-Dec-04

  	
   

  	
  ACT/365

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80084337

  	
   

  
	
  80093885

  	
   

  	
  0

  	
   

  	
  1,413,572.10

  	
   

  	
  208,356.16

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  21-Dec-04

  	
   

  	
  21-Dec-04

  	
   

  	
  ACT/365

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80084338

  	
   

  
	
  80093885

  	
   

  	
  0

  	
   

  	
  -1,744,282.99

  	
   

  	
  -264,452.06

  	
   

  	
  PAY

  	
   

  	
  LIBOR 3MONTH

  	
   

  	
  21-Dec-04

  	
   

  	
  21-Dec-04

  	
   

  	
  ACT/365

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80084339

  	
   

  
	
  80094066

  	
   

  	
  0

  	
   

  	
  1,296,771.43

  	
   

  	
  63,013.70

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  14-Feb-05

  	
   

  	
  14-Feb-05

  	
   

  	
  ACT/365

  	
   

  	
  249,315.07

  	
   

  	
  07-Dec-04

  	
   

  	
  80084549

  	
   

  
	
  80094066

  	
   

  	
  0

  	
   

  	
  -1,554,802.10

  	
   

  	
  -77,034.25

  	
   

  	
  PAY

  	
   

  	
  LIBOR 3MONTH

  	
   

  	
  14-Feb-05

  	
   

  	
  14-Feb-05

  	
   

  	
  ACT/365

  	
   

  	
  309,306.51

  	
   

  	
  07-Dec-04

  	
   

  	
  80084550

  	
   

  
	
  80094068

  	
   

  	
  0

  	
   

  	
  1,296,751.20

  	
   

  	
  63,013.70

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  15-Feb-05

  	
   

  	
  15-Feb-05

  	
   

  	
  ACT/365

  	
   

  	
  249,315.07

  	
   

  	
  07-Dec-04

  	
   

  	
  80084553

  	
   

  
	
  80094068

  	
   

  	
  0

  	
   

  	
  -1,554,069.63

  	
   

  	
  -77,034.25

  	
   

  	
  PAY

  	
   

  	
  LIBOR 3MONTH

  	
   

  	
  15-Feb-05

  	
   

  	
  15-Feb-05

  	
   

  	
  ACT/365

  	
   

  	
  309,306.51

  	
   

  	
  07-Dec-04

  	
   

  	
  80084554

  	
   

  
	
  80095175

  	
   

  	
  0

  	
   

  	
  1,426,342.55

  	
   

  	
  175,188.36

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  04-Jan-05

  	
   

  	
  04-Jan-05

  	
   

  	
  ACT/365

  	
   

  	
  245,263.70

  	
   

  	
  07-Dec-04

  	
   

  	
  80085452

  	
   

  
	
  80095175

  	
   

  	
  0

  	
   

  	
  -1,741,301.23

  	
   

  	
  -218,846.54

  	
   

  	
  PAY

  	
   

  	
  LIBOR 3MONTH

  	
   

  	
  04-Jan-05

  	
   

  	
  04-Jan-05

  	
   

  	
  ACT/365

  	
   

  	
  300,736.30

  	
   

  	
  07-Dec-04

  	
   

  	
  80085453

  	
   

  
	
  80098153

  	
   

  	
  0

  	
   

  	
  3,639,744.60

  	
   

  	
  247,191.78

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  07-Feb-05

  	
   

  	
  07-Feb-05

  	
   

  	
  ACT/365

  	
   

  	
  749,815.07

  	
   

  	
  07-Dec-04

  	
   

  	
  80087817

  	
   

  
	
  80098153

  	
   

  	
  0

  	
   

  	
  -4,360,497.35

  	
   

  	
  -302,054.80

  	
   

  	
  PAY

  	
   

  	
  LIBOR 3MONTH

  	
   

  	
  07-Feb-05

  	
   

  	
  07-Feb-05

  	
   

  	
  ACT/365

  	
   

  	
  927,452.05

  	
   

  	
  07-Dec-04

  	
   

  	
  80087818

  	
   

  
	
  80098157

  	
   

  	
  0

  	
   

  	
  1,658,622.78

  	
   

  	
  81,575.34

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  07-Feb-05

  	
   

  	
  07-Feb-05

  	
   

  	
  ACT/365

  	
   

  	
  247,445.21

  	
   

  	
  07-Dec-04

  	
   

  	
  80087825

  	
   

  
	
  80098157

  	
   

  	
  0

  	
   

  	
  -2,000,846.05

  	
   

  	
  -100,684.93

  	
   

  	
  PAY

  	
   

  	
  LIBOR 3MONTH

  	
   

  	
  07-Feb-05

  	
   

  	
  07-Feb-05

  	
   

  	
  ACT/365

  	
   

  	
  309,150.68

  	
   

  	
  07-Dec-04

  	
   

  	
  80087826

  	
   

  
	
  80098158

  	
   

  	
  0

  	
   

  	
  1,736,202.63

  	
   

  	
  81,575.34

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  07-Feb-05

  	
   

  	
  07-Feb-05

  	
   

  	
  ACT/365

  	
   

  	
  247,445.21

  	
   

  	
  07-Dec-04

  	
   

  	
  80087827

  	
   

  
	
  80098158

  	
   

  	
  0

  	
   

  	
  -2,093,985.74

  	
   

  	
  -100,684.93

  	
   

  	
  PAY

  	
   

  	
  LIBOR 3MONTH

  	
   

  	
  07-Feb-05

  	
   

  	
  07-Feb-05

  	
   

  	
  ACT/365

  	
   

  	
  309,150.68

  	
   

  	
  07-Dec-04

  	
   

  	
  80087828

  	
   

  
	
  80098159

  	
   

  	
  0

  	
   

  	
  1,815,631.55

  	
   

  	
  81,575.34

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  07-Feb-05

  	
   

  	
  07-Feb-05

  	
   

  	
  ACT/365

  	
   

  	
  247,445.21

  	
   

  	
  07-Dec-04

  	
   

  	
  80087829

  	
   

  
	
  80098159

  	
   

  	
  0

  	
   

  	
  -2,189,345.34

  	
   

  	
  -100,684.93

  	
   

  	
  PAY

  	
   

  	
  LIBOR 3MONTH

  	
   

  	
  07-Feb-05

  	
   

  	
  07-Feb-05

  	
   

  	
  ACT/365

  	
   

  	
  309,150.68

  	
   

  	
  07-Dec-04

  	
   

  	
  80087830

  	
   

  
	
  80098162

  	
   

  	
  0

  	
   

  	
  1,065,890.60

  	
   

  	
  435,890.41

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  13-Dec-04

  	
   

  	
  13-Dec-04

  	
   

  	
  ACT/365

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80087835

  	
   

  
	
  80098162

  	
   

  	
  0

  	
   

  	
  -1,410,420.81

  	
   

  	
  -583,150.69

  	
   

  	
  PAY

  	
   

  	
  LIBOR 3MONTH

  	
   

  	
  13-Dec-04

  	
   

  	
  13-Dec-04

  	
   

  	
  ACT/365

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80087836

  	
   

  
	
  80098321

  	
   

  	
  0

  	
   

  	
  1,624,965.62

  	
   

  	
  151,089.04

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  12-Jan-05

  	
   

  	
  12-Jan-05

  	
   

  	
  ACT/365

  	
   

  	
  243,863.01

  	
   

  	
  07-Dec-04

  	
   

  	
  80087961

  	
   

  
	
  80098321

  	
   

  	
  0

  	
   

  	
  -2,012,251.71

  	
   

  	
  -191,033.16

  	
   

  	
  PAY

  	
   

  	
  LIBOR 3MONTH

  	
   

  	
  12-Jan-05

  	
   

  	
  12-Jan-05

  	
   

  	
  ACT/365

  	
   

  	
  304,277.40

  	
   

  	
  07-Dec-04

  	
   

  	
  80087962

  	
   

  
	
  80100544

  	
   

  	
  0

  	
   

  	
  2,034,830.74

  	
   

  	
  231,034.25

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  10-Dec-04

  	
   

  	
  10-Dec-04

  	
   

  	
  ACT/365

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80089874

  	
   

  
	
  80100544

  	
   

  	
  0

  	
   

  	
  -2,575,345.43

  	
   

  	
  -301,670.38

  	
   

  	
  PAY

  	
   

  	
  LIBOR 3MONTH

  	
   

  	
  10-Dec-04

  	
   

  	
  10-Dec-04

  	
   

  	
  ACT/365

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80089875

  	
   

  
	
  80103641

  	
   

  	
  0

  	
   

  	
  1,964,870.22

  	
   

  	
  181,084.93

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  29-Dec-04

  	
   

  	
  29-Dec-04

  	
   

  	
  ACT/365

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80092357

  	
   

  
	
  80103641

  	
   

  	
  0

  	
   

  	
  -2,463,255.57

  	
   

  	
  -233,812.60

  	
   

  	
  PAY

  	
   

  	
  LIBOR 3MONTH

  	
   

  	
  29-Dec-04

  	
   

  	
  29-Dec-04

  	
   

  	
  ACT/365

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80092358

  	
   

  
	
  80106638

  	
   

  	
  0

  	
   

  	
  2,079,481.80

  	
   

  	
  80,383.56

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  07-Feb-05

  	
   

  	
  07-Feb-05

  	
   

  	
  ACT/365

  	
   

  	
  251,868.49

  	
   

  	
  07-Dec-04

  	
   

  	
  80094688

  	
   

  
	
  80106638

  	
   

  	
  0

  	
   

  	
  -2,443,003.38

  	
   

  	
  -96,657.54

  	
   

  	
  PAY

  	
   

  	
  LIBOR 3MONTH

  	
   

  	
  07-Feb-05

  	
   

  	
  07-Feb-05

  	
   

  	
  ACT/365

  	
   

  	
  307,495.89

  	
   

  	
  07-Dec-04

  	
   

  	
  80094689

  	
   

  
	
  80126764

  	
   

  	
  0

  	
   

  	
  1,020,373.63

  	
   

  	
  0.00

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  03-Oct-05

  	
   

  	
  03-Nov-05

  	
   

  	
  ACT/365

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80114681

  	
   

  
	
  80126764

  	
   

  	
  0

  	
   

  	
  -886,292.78

  	
   

  	
  0.00

  	
   

  	
  PAY

  	
   

  	
  LIBOR 1MONTH

  	
   

  	
  03-Oct-05

  	
   

  	
  03-Nov-05

  	
   

  	
  ACT/365

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80114682

  	
   

  
	
  80126765

  	
   

  	
  0

  	
   

  	
  1,104,844.79

  	
   

  	
  0.00

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  10-Oct-05

  	
   

  	
  10-Nov-05

  	
   

  	
  ACT/365

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80114683

  	
   

  
	
  80126765

  	
   

  	
  0

  	
   

  	
  -959,138.50

  	
   

  	
  0.00

  	
   

  	
  PAY

  	
   

  	
  LIBOR 1MONTH

  	
   

  	
  10-Oct-05

  	
   

  	
  10-Nov-05

  	
   

  	
  ACT/365

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80114684

  	
   

  
	
  80126770

  	
   

  	
  0

  	
   

  	
  1,187,340.50

  	
   

  	
  0.00

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  17-Oct-05

  	
   

  	
  17-Nov-05

  	
   

  	
  ACT/365

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80114693

  	
   

  
	
  80126770

  	
   

  	
  0

  	
   

  	
  -1,031,769.35

  	
   

  	
  0.00

  	
   

  	
  PAY

  	
   

  	
  LIBOR 1MONTH

  	
   

  	
  17-Oct-05

  	
   

  	
  17-Nov-05

  	
   

  	
  ACT/365

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80114694

  	
   

  
	
  80133131

  	
   

  	
  0

  	
   

  	
  2,293,997.46

  	
   

  	
  26,644.93

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  28-Feb-05

  	
   

  	
  28-Feb-05

  	
   

  	
  ACT/365

  	
   

  	
  266,449.32

  	
   

  	
  07-Dec-04

  	
   

  	
  80121788

  	
   

  
	
  80133131

  	
   

  	
  0

  	
   

  	
  -2,435,421.65

  	
   

  	
  -28,708.77

  	
   

  	
  PAY

  	
   

  	
  LIBOR 3MONTH

  	
   

  	
  28-Feb-05

  	
   

  	
  28-Feb-05

  	
   

  	
  ACT/365

  	
   

  	
  293,671.23

  	
   

  	
  07-Dec-04

  	
   

  	
  80121789

  	
   

  
	
  80135199

  	
   

  	
  0

  	
   

  	
  1,308,514.09

  	
   

  	
  0.00

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  18-Apr-06

  	
   

  	
  17-May-06

  	
   

  	
  ACT/365

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80123795

  	
   

  
	
  80135199

  	
   

  	
  0

  	
   

  	
  -1,223,768.19

  	
   

  	
  0.00

  	
   

  	
  PAY

  	
   

  	
  LIBOR 1MONTH

  	
   

  	
  18-Apr-06

  	
   

  	
  17-May-06

  	
   

  	
  ACT/365

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80123796

  	
   

  
	
  80138163

  	
   

  	
  0

  	
   

  	
  1,344,443.92

  	
   

  	
  0.00

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  05-Apr-06

  	
   

  	
  05-May-06

  	
   

  	
  ACT/365

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80126361

  	
   

  
	
  80138163

  	
   

  	
  0

  	
   

  	
  -1,296,818.59

  	
   

  	
  0.00

  	
   

  	
  PAY

  	
   

  	
  LIBOR 1MONTH

  	
   

  	
  05-Apr-06

  	
   

  	
  05-May-06

  	
   

  	
  ACT/365

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80126362

  	
   

  
	
  80139340

  	
   

  	
  0

  	
   

  	
  2,689,325.30

  	
   

  	
  39,534.25

  	
   

  	
  REC

  	
   

  	
  FIXED

  	
   

  	
  23-Dec-04

  	
   

  	
  23-Dec-04

  	
   

  	
  ACT/365

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80127466

  	
   

  
	
  80139340

  	
   

  	
  0

  	
   

  	
  -2,668,658.96

  	
   

  	
  -39,616.44

  	
   

  	
  PAY

  	
   

  	
  LIBOR 1MONTH

  	
   

  	
  23-Dec-04

  	
   

  	
  23-Dec-04

  	
   

  	
  ACT/365

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80127467

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
  -7,195,519

  	
   

  	
  -678,282

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  



 





















 


	
  trans_id

  	
   

  	
  trade_id

  	
   

  	
  trade_leg_id

  	
   

  	
  trade_date

  	
   

  	
  maturity_date

  	
   

  	
  start_date

  	
   

  	
  currency

  	
   

  	
  product_type

  	
   

  	
  book

  	
   

  	
  branch

  	
   

  	
  cparty

  	
   

  
	
  80008566

  	
   

  	
  80009157

  	
   

  	
  1

  	
   

  	
  15-Jul-97

  	
   

  	
  03-Sep-07

  	
   

  	
  01-Sep-97

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4678-BRLM

  	
   

  	
  NORBEL 4678 BRLM

  	
   

  	
  NAB-LON

  	
   

  
	
  80008566

  	
   

  	
  80009157

  	
   

  	
  2

  	
   

  	
  15-Jul-97

  	
   

  	
  03-Sep-07

  	
   

  	
  01-Sep-97

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4678-BRLM

  	
   

  	
  NORBEL 4678 BRLM

  	
   

  	
  NAB-LON

  	
   

  
	
  80008568

  	
   

  	
  80009159

  	
   

  	
  1

  	
   

  	
  16-Sep-97

  	
   

  	
  03-Dec-07

  	
   

  	
  01-Dec-97

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4678-BRLM

  	
   

  	
  NORBEL 4678 BRLM

  	
   

  	
  NAB-LON

  	
   

  
	
  80008568

  	
   

  	
  80009159

  	
   

  	
  2

  	
   

  	
  16-Sep-97

  	
   

  	
  03-Dec-07

  	
   

  	
  01-Dec-97

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4678-BRLM

  	
   

  	
  NORBEL 4678 BRLM

  	
   

  	
  NAB-LON

  	
   

  
	
  80008581

  	
   

  	
  80009172

  	
   

  	
  1

  	
   

  	
  26-Jun-97

  	
   

  	
  01-Dec-08

  	
   

  	
  01-Dec-98

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4678-BRLM

  	
   

  	
  NORBEL 4678 BRLM

  	
   

  	
  NAB-LON

  	
   

  
	
  80008581

  	
   

  	
  80009172

  	
   

  	
  2

  	
   

  	
  26-Jun-97

  	
   

  	
  01-Dec-08

  	
   

  	
  01-Dec-98

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4678-BRLM

  	
   

  	
  NORBEL 4678 BRLM

  	
   

  	
  NAB-LON

  	
   

  
	
  80008582

  	
   

  	
  80009173

  	
   

  	
  1

  	
   

  	
  06-May-99

  	
   

  	
  01-Dec-08

  	
   

  	
  01-Dec-98

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4678-BRLM

  	
   

  	
  NORBEL 4678 BRLM

  	
   

  	
  NAB-LON

  	
   

  
	
  80008582

  	
   

  	
  80009173

  	
   

  	
  2

  	
   

  	
  06-May-99

  	
   

  	
  01-Dec-08

  	
   

  	
  01-Dec-98

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4678-BRLM

  	
   

  	
  NORBEL 4678 BRLM

  	
   

  	
  NAB-LON

  	
   

  
	
  80012309

  	
   

  	
  80013181

  	
   

  	
  1

  	
   

  	
  13-Dec-99

  	
   

  	
  21-Jan-05

  	
   

  	
  21-Jan-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4678-BRLM

  	
   

  	
  NORBEL 4678 BRLM

  	
   

  	
  NAB-LON

  	
   

  
	
  80012309

  	
   

  	
  80013181

  	
   

  	
  2

  	
   

  	
  13-Dec-99

  	
   

  	
  21-Jan-05

  	
   

  	
  21-Jan-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4678-BRLM

  	
   

  	
  NORBEL 4678 BRLM

  	
   

  	
  NAB-LON

  	
   

  
	
  80014386

  	
   

  	
  80015363

  	
   

  	
  1

  	
   

  	
  21-Feb-00

  	
   

  	
  08-Mar-05

  	
   

  	
  10-Mar-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4678-BRLM

  	
   

  	
  NORBEL 4678 BRLM

  	
   

  	
  NAB-LON

  	
   

  
	
  80014386

  	
   

  	
  80015363

  	
   

  	
  2

  	
   

  	
  21-Feb-00

  	
   

  	
  08-Mar-05

  	
   

  	
  10-Mar-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4678-BRLM

  	
   

  	
  NORBEL 4678 BRLM

  	
   

  	
  NAB-LON

  	
   

  
	
  80019187

  	
   

  	
  80020360

  	
   

  	
  1

  	
   

  	
  30-May-00

  	
   

  	
  16-Jun-05

  	
   

  	
  16-Jun-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4678-BRLM

  	
   

  	
  NORBEL 4678 BRLM

  	
   

  	
  NAB-LON

  	
   

  
	
  80019187

  	
   

  	
  80020360

  	
   

  	
  2

  	
   

  	
  30-May-00

  	
   

  	
  16-Jun-05

  	
   

  	
  16-Jun-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4678-BRLM

  	
   

  	
  NORBEL 4678 BRLM

  	
   

  	
  NAB-LON

  	
   

  
	
  80021208

  	
   

  	
  80022447

  	
   

  	
  1

  	
   

  	
  05-Jul-00

  	
   

  	
  26-Jul-05

  	
   

  	
  28-Jul-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4678-BRLM

  	
   

  	
  NORBEL 4678 BRLM

  	
   

  	
  NAB-LON

  	
   

  
	
  80021208

  	
   

  	
  80022447

  	
   

  	
  2

  	
   

  	
  05-Jul-00

  	
   

  	
  26-Jul-05

  	
   

  	
  28-Jul-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4678-BRLM

  	
   

  	
  NORBEL 4678 BRLM

  	
   

  	
  NAB-LON

  	
   

  
	
  80028660

  	
   

  	
  80030057

  	
   

  	
  1

  	
   

  	
  19-Oct-00

  	
   

  	
  18-Mar-05

  	
   

  	
  20-Oct-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4678-BRLM

  	
   

  	
  NORBEL 4678 BRLM

  	
   

  	
  NAB-LON

  	
   

  
	
  80028660

  	
   

  	
  80030057

  	
   

  	
  2

  	
   

  	
  19-Oct-00

  	
   

  	
  18-Mar-05

  	
   

  	
  20-Oct-03

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4678-BRLM

  	
   

  	
  NORBEL 4678 BRLM

  	
   

  	
  NAB-LON

  	
   

  
	
  80042262

  	
   

  	
  80043884

  	
   

  	
  1

  	
   

  	
  16-Mar-01

  	
   

  	
  06-Apr-05

  	
   

  	
  06-Apr-04

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4678-BRLM

  	
   

  	
  NORBEL 4678 BRLM

  	
   

  	
  NAB-LON

  	
   

  
	
  80042262

  	
   

  	
  80043884

  	
   

  	
  2

  	
   

  	
  16-Mar-01

  	
   

  	
  06-Apr-05

  	
   

  	
  06-Apr-04

  	
   

  	
  GBP

  	
   

  	
  SWAP

  	
   

  	
  4678-BRLM

  	
   

  	
  NORBEL 4678 BRLM

  	
   

  	
  NAB-LON

  	
   

  



 


	
  trans_id

  	
   

  	
  status

  	
   

  	
  principal_start

  	
   

  	
  principal_current

  	
   

  	
  principal_next

  	
   

  	
  keyword

  	
   

  	
  remark

  	
   

  	
  trader

  	
   

  	
  trade_details

  	
   

  	
  current_rate

  	
   

  
	
  80008566

  	
   

  	
  BOOKED

  	
   

  	
  2,000,000

  	
   

  	
  1,420,000

  	
   

  	
  1,400,000

  	
   

  	
   

  	
   

  	
  2528 Y002

  	
   

  	
  Project001 Project001

  	
   

  	
  Centralisation 80002813

  	
   

  	
  7.44

  	
   

  
	
  80008566

  	
   

  	
  BOOKED

  	
   

  	
  2,000,000

  	
   

  	
  1,420,000

  	
   

  	
  1,400,000

  	
   

  	
   

  	
   

  	
  2528 Y002

  	
   

  	
  Project001 Project001

  	
   

  	
  Centralisation 80002813

  	
   

  	
  4.86

  	
   

  
	
  80008568

  	
   

  	
  BOOKED

  	
   

  	
  5,000,000

  	
   

  	
  3,600,000

  	
   

  	
  3,550,000

  	
   

  	
   

  	
   

  	
  2652 Y002

  	
   

  	
  Project001 Project001

  	
   

  	
  Centralisation 80002866

  	
   

  	
  7.1

  	
   

  
	
  80008568

  	
   

  	
  BOOKED

  	
   

  	
  5,000,000

  	
   

  	
  3,600,000

  	
   

  	
  3,550,000

  	
   

  	
   

  	
   

  	
  2652 Y002

  	
   

  	
  Project001 Project001

  	
   

  	
  Centralisation 80002866

  	
   

  	
  4.86

  	
   

  
	
  80008581

  	
   

  	
  BOOKED

  	
   

  	
  20,000,000

  	
   

  	
  15,200,000

  	
   

  	
  15,000,000

  	
   

  	
   

  	
   

  	
  3826 Y002

  	
   

  	
  Project001 Project001

  	
   

  	
  Centralisation 80002094

  	
   

  	
  5.32

  	
   

  
	
  80008581

  	
   

  	
  BOOKED

  	
   

  	
  20,000,000

  	
   

  	
  15,200,000

  	
   

  	
  15,000,000

  	
   

  	
   

  	
   

  	
  3826 Y002

  	
   

  	
  Project001 Project001

  	
   

  	
  Centralisation 80002094

  	
   

  	
  4.86

  	
   

  
	
  80008582

  	
   

  	
  BOOKED

  	
   

  	
  20,000,000

  	
   

  	
  15,200,000

  	
   

  	
  15,000,000

  	
   

  	
  ALCO

  	
   

  	
  stephen brown Y002

  	
   

  	
  Project001 Project001

  	
   

  	
  Centralisation 80006873

  	
   

  	
  6.195

  	
   

  
	
  80008582

  	
   

  	
  BOOKED

  	
   

  	
  20,000,000

  	
   

  	
  15,200,000

  	
   

  	
  15,000,000

  	
   

  	
  ALCO

  	
   

  	
  stephen brown Y002

  	
   

  	
  Project001 Project001

  	
   

  	
  Centralisation 80006873

  	
   

  	
  4.86

  	
   

  
	
  80012309

  	
   

  	
  BOOKED

  	
   

  	
  2,086,550

  	
   

  	
  1,944,801

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Anthony Hacking

  	
   

  	
  Centralisation 80013150

  	
   

  	
  6.39

  	
   

  
	
  80012309

  	
   

  	
  BOOKED

  	
   

  	
  2,086,550

  	
   

  	
  1,944,801

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Anthony Hacking

  	
   

  	
  Centralisation 80013150

  	
   

  	
  4.89875

  	
   

  
	
  80014386

  	
   

  	
  BOOKED

  	
   

  	
  1,427,789

  	
   

  	
  1,344,235

  	
   

  	
  1,330,792

  	
   

  	
   

  	
   

  	
  5 year fxd mortgages

  	
   

  	
  Anthony Hacking

  	
   

  	
  Centralisation 80015327

  	
   

  	
  6.76

  	
   

  
	
  80014386

  	
   

  	
  BOOKED

  	
   

  	
  1,427,789

  	
   

  	
  1,344,235

  	
   

  	
  1,330,792

  	
   

  	
   

  	
   

  	
  5 year fxd mortgages

  	
   

  	
  Anthony Hacking

  	
   

  	
  Centralisation 80015327

  	
   

  	
  4.95438

  	
   

  
	
  80019187

  	
   

  	
  BOOKED

  	
   

  	
  15,073,507

  	
   

  	
  14,334,755

  	
   

  	
  14,191,407

  	
   

  	
   

  	
   

  	
  5 yr fixed rate mortgage hedging

  	
   

  	
  Anthony Hacking

  	
   

  	
  Centralisation 80020264

  	
   

  	
  6.565

  	
   

  
	
  80019187

  	
   

  	
  BOOKED

  	
   

  	
  15,073,507

  	
   

  	
  14,334,755

  	
   

  	
  14,191,407

  	
   

  	
   

  	
   

  	
  5 yr fixed rate mortgage hedging

  	
   

  	
  Anthony Hacking

  	
   

  	
  Centralisation 80020264

  	
   

  	
  4.95375

  	
   

  
	
  80021208

  	
   

  	
  BOOKED

  	
   

  	
  2,907,342

  	
   

  	
  2,764,854

  	
   

  	
  2,737,205

  	
   

  	
   

  	
   

  	
  Alco fixed rate mortgage hedge

  	
   

  	
  Heather Harman

  	
   

  	
  Centralisation 80022425

  	
   

  	
  6.535

  	
   

  
	
  80021208

  	
   

  	
  BOOKED

  	
   

  	
  2,907,342

  	
   

  	
  2,764,854

  	
   

  	
  2,737,205

  	
   

  	
   

  	
   

  	
  Alco fixed rate mortgage hedge

  	
   

  	
  Heather Harman

  	
   

  	
  Centralisation 80022425

  	
   

  	
  4.89375

  	
   

  
	
  80028660

  	
   

  	
  BOOKED

  	
   

  	
  5,520,405

  	
   

  	
  5,302,879

  	
   

  	
  5,249,850

  	
   

  	
  ALCO

  	
   

  	
  ALCO

  	
   

  	
  Jonathan Webb

  	
   

  	
  Centralisation 80030058

  	
   

  	
  6.23

  	
   

  
	
  80028660

  	
   

  	
  BOOKED

  	
   

  	
  5,520,405

  	
   

  	
  5,302,879

  	
   

  	
  5,249,850

  	
   

  	
  ALCO

  	
   

  	
  ALCO

  	
   

  	
  Jonathan Webb

  	
   

  	
  Centralisation 80030058

  	
   

  	
  4.95

  	
   

  
	
  80042262

  	
   

  	
  BOOKED

  	
   

  	
  3,188,149

  	
   

  	
  3,124,705

  	
   

  	
  3,093,458

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Jonathan Webb

  	
   

  	
  Centralisation 80043880

  	
   

  	
  5.5

  	
   

  
	
  80042262

  	
   

  	
  BOOKED

  	
   

  	
  3,188,149

  	
   

  	
  3,124,705

  	
   

  	
  3,093,458

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Jonathan Webb

  	
   

  	
  Centralisation 80043880

  	
   

  	
  4.91

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  64,236,228

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  



 


	
  trans_id

  	
   

  	
  current_spread

  	
   

  	
  npv

  	
   

  	
  acc_int

  	
   

  	
  pay_rec

  	
   

  	
  ref_index

  	
   

  	
  reset_date

  	
   

  	
  cash_flow_date

  	
   

  	
  day_count_basis

  	
   

  	
  intytd

  	
   

  	
  report_date

  	
   

  	
  sec_id

  	
   

  
	
  80008566

  	
   

  	
  0

  	
   

  	
  -252,790.16

  	
   

  	
  -2,026.13

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  01-Mar-05

  	
   

  	
  01-Mar-05

  	
   

  	
  ACT/365

  	
   

  	
  26,710.62

  	
   

  	
  07-Dec-04

  	
   

  	
  80015449

  	
   

  
	
  80008566

  	
   

  	
  0

  	
   

  	
  162,695.90

  	
   

  	
  1,323.52

  	
   

  	
  REC

  	
   

  	
  LIBOR 3MONTH

  	
   

  	
  01-Mar-05

  	
   

  	
  01-Mar-05

  	
   

  	
  ACT/365

  	
   

  	
  17,786.90

  	
   

  	
  07-Dec-04

  	
   

  	
  80015450

  	
   

  
	
  80008568

  	
   

  	
  0

  	
   

  	
  -659,049.57

  	
   

  	
  -4,901.92

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  01-Mar-05

  	
   

  	
  01-Mar-05

  	
   

  	
  ACT/365

  	
   

  	
  64,610.00

  	
   

  	
  07-Dec-04

  	
   

  	
  80015453

  	
   

  
	
  80008568

  	
   

  	
  0

  	
   

  	
  444,780.21

  	
   

  	
  3,355.40

  	
   

  	
  REC

  	
   

  	
  LIBOR 3MONTH

  	
   

  	
  01-Mar-05

  	
   

  	
  01-Mar-05

  	
   

  	
  ACT/365

  	
   

  	
  45,084.86

  	
   

  	
  07-Dec-04

  	
   

  	
  80015454

  	
   

  
	
  80008581

  	
   

  	
  0

  	
   

  	
  -2,538,501.92

  	
   

  	
  -15,508.17

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  01-Mar-05

  	
   

  	
  01-Mar-05

  	
   

  	
  ACT/365

  	
   

  	
  223,072.16

  	
   

  	
  07-Dec-04

  	
   

  	
  80015480

  	
   

  
	
  80008581

  	
   

  	
  0

  	
   

  	
  2,395,412.82

  	
   

  	
  14,167.23

  	
   

  	
  REC

  	
   

  	
  LIBOR 3MONTH

  	
   

  	
  01-Mar-05

  	
   

  	
  01-Mar-05

  	
   

  	
  ACT/365

  	
   

  	
  190,221.04

  	
   

  	
  07-Dec-04

  	
   

  	
  80015481

  	
   

  
	
  80008582

  	
   

  	
  0

  	
   

  	
  -3,088,517.89

  	
   

  	
  -18,058.85

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  01-Mar-05

  	
   

  	
  01-Mar-05

  	
   

  	
  ACT/365

  	
   

  	
  237,854.05

  	
   

  	
  07-Dec-04

  	
   

  	
  80015482

  	
   

  
	
  80008582

  	
   

  	
  0

  	
   

  	
  2,395,412.82

  	
   

  	
  14,167.23

  	
   

  	
  REC

  	
   

  	
  LIBOR 3MONTH

  	
   

  	
  01-Mar-05

  	
   

  	
  01-Mar-05

  	
   

  	
  ACT/365

  	
   

  	
  190,221.04

  	
   

  	
  07-Dec-04

  	
   

  	
  80015483

  	
   

  
	
  80012309

  	
   

  	
  0

  	
   

  	
  -31,142.13

  	
   

  	
  -16,342.72

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
   

  	
   

  	
  21-Jan-05

  	
   

  	
  ACT/365

  	
   

  	
  31,639.95

  	
   

  	
  07-Dec-04

  	
   

  	
  80022223

  	
   

  
	
  80012309

  	
   

  	
  0

  	
   

  	
  23,874.41

  	
   

  	
  12,528.78

  	
   

  	
  REC

  	
   

  	
  LIBOR 3MONTH

  	
   

  	
   

  	
   

  	
  21-Jan-05

  	
   

  	
  ACT/365

  	
   

  	
  23,940.40

  	
   

  	
  07-Dec-04

  	
   

  	
  80022224

  	
   

  
	
  80014386

  	
   

  	
  0

  	
   

  	
  -21,919.69

  	
   

  	
  -22,655.33

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  08-Dec-04

  	
   

  	
  08-Dec-04

  	
   

  	
  ACT/365

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80024435

  	
   

  
	
  80014386

  	
   

  	
  0

  	
   

  	
  15,754.94

  	
   

  	
  16,604.01

  	
   

  	
  REC

  	
   

  	
  LIBOR 3MONTH

  	
   

  	
  08-Dec-04

  	
   

  	
  08-Dec-04

  	
   

  	
  ACT/365

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80024436

  	
   

  
	
  80019187

  	
   

  	
  0

  	
   

  	
  -687,871.98

  	
   

  	
  -213,998.25

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  16-Dec-04

  	
   

  	
  16-Dec-04

  	
   

  	
  ACT/365

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80027900

  	
   

  
	
  80019187

  	
   

  	
  0

  	
   

  	
  511,880.27

  	
   

  	
  161,476.59

  	
   

  	
  REC

  	
   

  	
  LIBOR 3MONTH

  	
   

  	
  16-Dec-04

  	
   

  	
  16-Dec-04

  	
   

  	
  ACT/365

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80027901

  	
   

  
	
  80021208

  	
   

  	
  0

  	
   

  	
  -131,385.70

  	
   

  	
  -21,285.97

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  26-Jan-05

  	
   

  	
  26-Jan-05

  	
   

  	
  ACT/365

  	
   

  	
  46,002.08

  	
   

  	
  07-Dec-04

  	
   

  	
  80029216

  	
   

  
	
  80021208

  	
   

  	
  0

  	
   

  	
  97,566.06

  	
   

  	
  15,940.04

  	
   

  	
  REC

  	
   

  	
  LIBOR 3MONTH

  	
   

  	
  26-Jan-05

  	
   

  	
  26-Jan-05

  	
   

  	
  ACT/365

  	
   

  	
  34,624.75

  	
   

  	
  07-Dec-04

  	
   

  	
  80029217

  	
   

  
	
  80028660

  	
   

  	
  0

  	
   

  	
  -160,055.49

  	
   

  	
  -71,504.60

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  20-Dec-04

  	
   

  	
  20-Dec-04

  	
   

  	
  ACT/365

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80033562

  	
   

  
	
  80028660

  	
   

  	
  0

  	
   

  	
  126,061.78

  	
   

  	
  56,813.45

  	
   

  	
  REC

  	
   

  	
  LIBOR 3MONTH

  	
   

  	
  20-Dec-04

  	
   

  	
  20-Dec-04

  	
   

  	
  ACT/365

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80033563

  	
   

  
	
  80042262

  	
   

  	
  0

  	
   

  	
  -84,450.35

  	
   

  	
  -29,663.30

  	
   

  	
  PAY

  	
   

  	
  FIXED

  	
   

  	
  06-Jan-05

  	
   

  	
  06-Jan-05

  	
   

  	
  ACT/365

  	
   

  	
  43,755.38

  	
   

  	
  07-Dec-04

  	
   

  	
  80040321

  	
   

  
	
  80042262

  	
   

  	
  0

  	
   

  	
  74,995.84

  	
   

  	
  26,481.23

  	
   

  	
  REC

  	
   

  	
  LIBOR 3MONTH

  	
   

  	
  06-Jan-05

  	
   

  	
  06-Jan-05

  	
   

  	
  ACT/365

  	
   

  	
  38,385.40

  	
   

  	
  07-Dec-04

  	
   

  	
  80040322

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
  -1,407,250

  	
   

  	
  -93,088

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  



 





















 


	
  trans_id

  	
   

  	
  trade_id

  	
   

  	
  trade_leg_id

  	
   

  	
  trade_date

  	
   

  	
  maturity_date

  	
   

  	
  start_date

  	
   

  	
  currency

  	
   

  	
  product_type

  	
   

  	
  book

  	
   

  	
  branch

  	
   

  	
  cparty

  	
   

  
	
  80134398

  	
   

  	
  80142129

  	
   

  	
  1

  	
   

  	
  15-Sep-04

  	
   

  	
  03-May-05

  	
   

  	
  03-May-05

  	
   

  	
  GBP

  	
   

  	
  FRA

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80134615

  	
   

  	
  80142361

  	
   

  	
  1

  	
   

  	
  15-Sep-04

  	
   

  	
  16-May-05

  	
   

  	
  16-May-05

  	
   

  	
  GBP

  	
   

  	
  FRA

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  
	
  80134616

  	
   

  	
  80142362

  	
   

  	
  1

  	
   

  	
  15-Sep-04

  	
   

  	
  18-May-05

  	
   

  	
  18-May-05

  	
   

  	
  GBP

  	
   

  	
  FRA

  	
   

  	
  4688-BWPM

  	
   

  	
  NORBEL 4688 BWPM

  	
   

  	
  NAB-LON

  	
   

  



 


	
  trans_id

  	
   

  	
  status

  	
   

  	
  principal_start

  	
   

  	
  principal_current

  	
   

  	
  principal_next

  	
   

  	
  keyword

  	
   

  	
  remark

  	
   

  	
  trader

  	
   

  	
  trade_details

  	
   

  	
  current_rate

  	
   

  
	
  80134398

  	
   

  	
  BOOKED

  	
   

  	
  7,500,000

  	
   

  	
  7,500,000

  	
   

  	
  7,500,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Anthony Ries

  	
   

  	
  Centralisation 80142190

  	
   

  	
  5.15

  	
   

  
	
  80134615

  	
   

  	
  BOOKED

  	
   

  	
  17,000,000

  	
   

  	
  17,000,000

  	
   

  	
  17,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Anthony Ries

  	
   

  	
  Centralisation 80142133

  	
   

  	
  5.15

  	
   

  
	
  80134616

  	
   

  	
  BOOKED

  	
   

  	
  36,000,000

  	
   

  	
  36,000,000

  	
   

  	
  36,000,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Anthony Ries

  	
   

  	
  Centralisation 80142134

  	
   

  	
  5.15

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  60,500,000

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  



 


	
  trans_id

  	
   

  	
  current_spread

  	
   

  	
  npv

  	
   

  	
  acc_int

  	
   

  	
  pay_rec

  	
   

  	
  ref_index

  	
   

  	
  reset_date

  	
   

  	
  cash_flow_date

  	
   

  	
  day_count_basis

  	
   

  	
  intytd

  	
   

  	
  report_date

  	
   

  	
  sec_id

  	
   

  
	
  80134398

  	
   

  	
  0

  	
   

  	
  -12,608.76

  	
   

  	
  0.00

  	
   

  	
  PAY

  	
   

  	
  PVFIXED

  	
   

  	
  03-May-05

  	
   

  	
  03-May-05

  	
   

  	
  ACT/365

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80122988

  	
   

  
	
  80134615

  	
   

  	
  0

  	
   

  	
  -29,175.89

  	
   

  	
  0.00

  	
   

  	
  PAY

  	
   

  	
  PVFIXED

  	
   

  	
  16-May-05

  	
   

  	
  16-May-05

  	
   

  	
  ACT/365

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80123193

  	
   

  
	
  80134616

  	
   

  	
  0

  	
   

  	
  -61,982.36

  	
   

  	
  0.00

  	
   

  	
  PAY

  	
   

  	
  PVFIXED

  	
   

  	
  18-May-05

  	
   

  	
  18-May-05

  	
   

  	
  ACT/365

  	
   

  	
   

  	
   

  	
  07-Dec-04

  	
   

  	
  80123195

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
  -103,767

  	
   

  	
  0

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  



 





















 


Part 4

Money Market Loans


 


	
   

  	
   

  	
  Lender

  	
   

  	
  Borrower

  	
   

  	
  Principal Amount

  	
   

  	
  Last Fixing

  	
   

  	
  Maturity

  	
   

  
	
  20.

  	
   

  	
  Seller
  Guarantor

  	
   

  	
  NIB

  	
   

  	
  HKD

  	
  1,000,000

  	
   

  	
  0.75

  	
  %

  	
  16/12/04

  	
   

  
	
  21.

  	
   

  	
  Seller
  Guarantor

  	
   

  	
  NIB

  	
   

  	
  DKK

  	
  750,000

  	
   

  	
  2.20

  	
  %

  	
  16/12/04

  	
   

  
	
  22.

  	
   

  	
  Seller
  Guarantor

  	
   

  	
  NIB

  	
   

  	
  ¥

  	
  25,000,000

  	
   

  	
  0.04

  	
  %

  	
  16/12/04

  	
   

  
	
  23.

  	
   

  	
  Seller
  Guarantor

  	
   

  	
  NIB

  	
   

  	
  CA$

  	
  300,000

  	
   

  	
  2.55

  	
  %

  	
  15/12/04

  	
   

  
	
  24.

  	
   

  	
  Seller
  Guarantor

  	
   

  	
  NIB

  	
   

  	
  £

  	
  5,000,000

  	
   

  	
  4.65

  	
  %

  	
  10/12/04

  	
   

  
	
  25.

  	
   

  	
  Seller
  Guarantor

  	
   

  	
  NIB

  	
   

  	
  US$

  	
  50,000,000

  	
   

  	
  2.17

  	
  %

  	
  29/12/04

  	
   

  
	
  26.

  	
   

  	
  Seller
  Guarantor

  	
   

  	
  NIB

  	
   

  	
  €

  	
  40,000,000

  	
   

  	
  2.10

  	
  %

  	
  10/12/04

  	
   

  
	
  27.

  	
   

  	
  Seller
  Guarantor

  	
   

  	
  NIB

  	
   

  	
  £

  	
  50,000,000

  	
   

  	
  4.76

  	
  %

  	
  22/12/04

  	
   

  
	
  28.

  	
   

  	
  Seller
  Guarantor

  	
   

  	
  NIB

  	
   

  	
  €

  	
  8,000,000

  	
   

  	
  2.09

  	
  %

  	
  13/12/04

  	
   

  
	
  29.

  	
   

  	
  NIB

  	
   

  	
  Seller
  Guarantor

  	
   

  	
  US$

  	
  22,500,000

  	
   

  	
  2.03

  	
  %

  	
  10/12/04

  	
   

  
	
  30.

  	
   

  	
  NIB

  	
   

  	
  Seller
  Guarantor

  	
   

  	
  AU$

  	
  800,000

  	
   

  	
  4.95

  	
  %

  	
  16/12/04

  	
   

  
	
  31.

  	
   

  	
  NIB

  	
   

  	
  Seller
  Guarantor

  	
   

  	
  SEK

  	
  1,000,000

  	
   

  	
  1.95

  	
  %

  	
  16/12/04

  	
   

  
	
  32.

  	
   

  	
  NIB

  	
   

  	
  Seller
  Guarantor

  	
   

  	
  US$

  	
  34,500,000

  	
   

  	
  2.07

  	
  %

  	
  13/12/04

  	
   

  
	
  33.

  	
   

  	
  National
  Australia Insurance Services Limited (“NIS”)

  	
   

  	
  NB

  	
   

  	
  £

  	
  15,000,000

  	
   

  	
  4.83

  	
  %

  	
  15/12/04

  	
   

  
	
  34.

  	
   

  	
  NIS

  	
   

  	
  NB

  	
   

  	
  £

  	
  5,100,000

  	
   

  	
  4.72

  	
  %

  	
  20/12/04

  	
   

  
	
  35.

  	
   

  	
  Seller
  Guarantor

  	
   

  	
  NB

  	
   

  	
  £

  	
  47,000,000

  	
   

  	
  4.70

  	
  %

  	
  10/12/04

  	
   

  
	
  36.

  	
   

  	
  Seller
  Guarantor

  	
   

  	
  NB

  	
   

  	
  DKK

  	
  750,000

  	
   

  	
  2.20

  	
  %

  	
  15/12/04

  	
   

  
	
  37.

  	
   

  	
  Seller
  Guarantor

  	
   

  	
  NB

  	
   

  	
  ¥

  	
  120,000,000

  	
   

  	
  0.05

  	
  %

  	
  15/12/04

  	
   

  
	
  38.

  	
   

  	
  Seller
  Guarantor

  	
   

  	
  NB

  	
   

  	
  HKD

  	
  500,000

  	
   

  	
  0.75

  	
  %

  	
  15/12/04

  	
   

  
	
  39.

  	
   

  	
  Seller
  Guarantor

  	
   

  	
  NB

  	
   

  	
  SEK

  	
  1,000,000

  	
   

  	
  2.10

  	
  %

  	
  13/12/04

  	
   

  
	
  40.

  	
   

  	
  NB

  	
   

  	
  Seller
  Guarantor

  	
   

  	
  AU$

  	
  8,500,000

  	
   

  	
  5.00

  	
  %

  	
  15/12/04

  	
   

  



 


142





















 


	
   

  	
   

  	
  Lender

  	
   

  	
  Borrower

  	
   

  	
  Principal Amount

  	
   

  	
  Last Fixing

  	
   

  	
  Maturity

  	
   

  
	
  41.

  	
   

  	
  NB

  	
   

  	
  Seller
  Guarantor

  	
   

  	
  CA$

  	
  600,000

  	
   

  	
  2.45

  	
  %

  	
  15/12/04

  	
   

  
	
  42.

  	
   

  	
  NB

  	
   

  	
  Seller
  Guarantor

  	
   

  	
  NZ$

  	
  800,000

  	
   

  	
  6.35

  	
  %

  	
  15/12/04

  	
   

  
	
  43.

  	
   

  	
  NB

  	
   

  	
  Seller
  Guarantor

  	
   

  	
  ¥

  	
  50,000,000

  	
   

  	
  -0.04

  	
  %

  	
  15/12/04

  	
   

  
	
  44.

  	
   

  	
  NB

  	
   

  	
  Seller
  Guarantor

  	
   

  	
  US$

  	
  16,000,000

  	
   

  	
  1.94

  	
  %

  	
  10/12/04

  	
   

  
	
  45.

  	
   

  	
  NB

  	
   

  	
  Seller
  Guarantor

  	
   

  	
  US$

  	
  16,300,000

  	
   

  	
  1.94

  	
  %

  	
  13/12/04

  	
   

  



 


Part 5

Repos


 


	
   

  	
   

  	
  Lender

  	
   

  	
  Borrower

  	
   

  	
  Date

  	
   

  	
  Principal

  Amount

  	
   

  	
  Last

  Fixing

  	
   

  	
  Maturity

  	
   

  
	
  1.

  	
   

  	
  NB

  	
   

  	
  Seller
  Guarantor

  	
   

  	
  2/12/04

  	
   

  	
  £

  	
  86,970,000

  	
   

  	
  4.50

  	
  %

  	
  4/1/05

  	
   

  
	
  2.

  	
   

  	
  NB

  	
   

  	
  Seller
  Guarantor

  	
   

  	
  3/12/04

  	
   

  	
  £

  	
  49,740,000

  	
   

  	
  4.55

  	
  %

  	
  6/1/05

  	
   

  
	
  3.

  	
   

  	
  NB

  	
   

  	
  Seller Guarantor

  	
   

  	
  1/12/04

  	
   

  	
  £

  	
  116,370,000

  	
   

  	
  4.55

  	
  %

  	
  14/12/04

  	
   

  
	
  4.

  	
   

  	
  NB

  	
   

  	
  Seller
  Guarantor

  	
   

  	
  1/12/04

  	
   

  	
  £

  	
  98,200,000

  	
   

  	
  4.55

  	
  %

  	
  14/12/04

  	
   

  
	
  5.

  	
   

  	
  NB

  	
   

  	
  Seller
  Guarantor

  	
   

  	
  6/12/04

  	
   

  	
  £

  	
  89,210,000

  	
   

  	
  4.55

  	
  %

  	
  10/12/04

  	
   

  
	
  6.

  	
   

  	
  NB

  	
   

  	
  Seller
  Guarantor

  	
   

  	
  6/12/04

  	
   

  	
  £

  	
  70,690,000

  	
   

  	
  4.55

  	
  %

  	
  10/12/04

  	
   

  
	
  7.

  	
   

  	
  NB

  	
   

  	
  Seller
  Guarantor

  	
   

  	
  6/12/04

  	
   

  	
  £

  	
  103,170,000

  	
   

  	
  4.55

  	
  %

  	
  10/12/04

  	
   

  
	
  8.

  	
   

  	
  NB

  	
   

  	
  Seller
  Guarantor

  	
   

  	
  8/12/04

  	
   

  	
  £

  	
  90,010,000

  	
   

  	
  4.60

  	
  %

  	
  16/12/04

  	
   

  
	
  9.

  	
   

  	
  NB

  	
   

  	
  Seller
  Guarantor

  	
   

  	
  9/12/04

  	
   

  	
  £

  	
  24,570,000

  	
   

  	
  4.55

  	
  %

  	
  10/12/04

  	
   

  
	
  10.

  	
   

  	
  NB

  	
   

  	
  Seller
  Guarantor

  	
   

  	
  9/12/04

  	
   

  	
  £

  	
  12,340,000

  	
   

  	
  4.55

  	
  %

  	
  10/12/04

  	
   

  
	
  11.

  	
   

  	
  NB

  	
   

  	
  Seller
  Guarantor

  	
   

  	
  9/12/04

  	
   

  	
  £

  	
  79,970,000

  	
   

  	
  4.60

  	
  %

  	
  16/12/04

  	
   

  
	
  12.

  	
   

  	
  NB

  	
   

  	
  Seller
  Guarantor

  	
   

  	
  10/12/04

  	
   

  	
  £

  	
  59,980,000

  	
   

  	
  4.95

  	
  %

  	
  13/12/04

  	
   

  



 


143





















 


Part 6

NBET Deposits


 


	
   

  	
   

  	
  Depositor

  	
   

  	
  Deposit

  Holder

  	
   

  	
  Date

  	
   

  	
  Amount

  	
   

  	
  Interest

  Rate

  	
   

  	
  Maturity

  	
   

  	
  Callable

  	
   

  
	
  1.

  	
   

  	
  Northern
  Bank Executor and Trustees Ltd

  	
   

  	
  Seller
  Guarantor

  	
   

  	
  10/2/03

  	
   

  	
  £

  	
  3,500,000

  	
   

  	
  3.79

  	
  %

  	
  12/2/07

  	
   

  	
  No

  	
   

  
	
  2.

  	
   

  	
  Northern
  Bank Executor and Trustees Ltd

  	
   

  	
  Seller
  Guarantor

  	
   

  	
  10/2/03

  	
   

  	
  £

  	
  6,000,000

  	
   

  	
  4.20

  	
  %

  	
  11/2/08

  	
   

  	
  Quarterly by
  Seller Guarantor every Feb/May/ Aug/Nov

  	
   

  
	
  3.

  	
   

  	
  National
  Bank Executor and Trustees Ltd

  	
   

  	
  Seller
  Guarantor

  	
   

  	
  17/2/03

  	
   

  	
  £

  	
  4,500,000

  	
   

  	
  3.85% for
  first 4 rolls; stepping up 0.05% each quarter not called

  	
   

  	
  18/2/08

  	
   

  	
  Quarterly by
  Seller Guarantor from 17/2/04 every Feb/May/ Aug/Nov

  	
   

  



 


144





















 


Schedule
13

List of Information


 


	
  Area

  	
   

  	
  Information to be warranted as accurate

  
	
  Employment

  	
   

  	
  Disclosure
  Document 9.1.1.1 (Ibiza head count and FTE summary (01.10.04))

  
	
   

  	
   

  	
   

  
	
   

  	
   

  	
  Disclosure
  Document 9.1.1.2 (Employee Spreadsheet)

  
	
   

  	
   

  	
   

  
	
   

  	
   

  	
  Disclosure
  Documents 9.8, 9.16.2A and 9.16.2B (Executive Service Agreements)

  
	
   

  	
   

  	
   

  
	
   

  	
   

  	
  Disclosure
  Document 9.3.3.1(a)(vii) (Job Security Agreement)

  
	
   

  	
   

  	
   

  
	
   

  	
   

  	
  Disclosure Document 9.6.1 (Trade disputes)

  
	
   

  	
   

  	
   

  
	
  Environment

  	
   

  	
  Disclosure Document 4.1.1.1 (Asbestos status)

  
	
   

  	
   

  	
   

  
	
   

  	
   

  	
  Disclosure Document 4.1.1.2 (Asbestos Surveys and Abatement Work
  Monthly Report)

  
	
   

  	
   

  	
   

  
	
   

  	
   

  	
  Disclosure Document 4.1.1.4 (DDA – CRE Physical Works Programme)

  
	
   

  	
   

  	
   

  
	
   

  	
   

  	
  Disclosure Document 4.1.1.7 (Statutory Consents for Capital Projects
  as at 25.06.04)

  
	
   

  	
   

  	
   

  
	
   

  	
   

  	
  Disclosure Document 4.1.1.14 (NAGE Asbestos Management Plan 061003)

  
	
   

  	
   

  	
   

  
	
   

  	
   

  	
  Disclosure Document 4.1.1.15 (NAGE Asbestos Policy)

  
	
   

  	
   

  	
   

  
	
   

  	
   

  	
  Disclosure Document 4.1.1.16 (List of Sites with Asbestos Present)

  
	
   

  	
   

  	
   

  
	
   

  	
   

  	
  Disclosure Document 4.1.1.17 (NB – NIB sites with outstanding
  asbestos abatement works)

  
	
   

  	
   

  	
   

  
	
   

  	
   

  	
  Disclosure Document 4.1.1.18 (NB and NIB completed Asbestos abatement
  work post 2001)

  
	
   

  	
   

  	
   

  
	
   

  	
   

  	
  Disclosure Document 5.2.4.6(a) (Asbestos Management Services
  Agreement – National Britannia and NAGE (07.01.04))

  
	
   

  	
   

  	
   

  
	
   

  	
   

  	
  Disclosure Document 5.2.4.6(a)(i) (Asbestos Management Services
  Agreement (Vol. 1))

  
	
   

  	
   

  	
   

  
	
   

  	
   

  	
  Disclosure Document 5.2.4.6(a)(ii) (Asbestos Management Services
  Agreement (Vol. 2))

  
	
   

  	
   

  	
   

  
	
   

  	
   

  	
  Disclosure Document 5.2.4.6(a)(iii) (Appendix III – List of premises
  National Britannia)

  
	
   

  	
   

  	
   

  
	
   

  	
   

  	
  Disclosure Document 4.1.1.19 (Asbestos Impact Ballybofey)

  
	
   

  	
   

  	
   

  
	
   

  	
   

  	
  Disclosure Document 4.1.1.20 (Asbestos Impact Sligo (Tinnelly))

  
	
   

  	
   

  	
   

  
	
   

  	
   

  	
  Disclosure Document 4.1.1.21 (Asbestos Impact Walkinstown)

  
	
   

  	
   

  	
   

  
	
   

  	
   

  	
  Disclosure Document 4.1.1.22 (Asbestos Impact Wexford)

  
	
   

  	
   

  	
   

  
	
   

  	
   

  	
  Disclosure Document 4.1.1.23 (Asbestos Risk Assessment Forms – 23
  Remaining Sites)

  
	
   

  	
   

  	
   

  
	
   

  	
   

  	
  Answers to the following questions: 133, 377, 382, 442, 555, 556,
  578, 579 and 721

  
	
   

  	
   

  	
   

  
	
  Property

  	
   

  	
  Disclosure
  Document 3.3.2 (CRE Management Reports critical dates to end December 2004)

  
	
   

  	
   

  	
   

  
	
   

  	
   

  	
  Disclosure
  Document 3.3.3 (CRE Management Reports Disposals October 2004)

  
	
   

  	
   

  	
   

  
	
   

  	
   

  	
  Disclosure
  Document 3.3.7 (DDA Works Compliance Programme)

  
	
   

  	
   

  	
   

  
	
  Regulatory

  	
   

  	
  Answers to the following questions:

  
	
   

  	
   

  	
   

  
	
   

  	
   

  	
  140, 141, 315, 322, 476, 477, 597, 598 and 617

  
	
   

  	
   

  	
   

  
	
  Litigation

  	
   

  	
  Disclosure
  Document. 6.1.1.5 (Patricia Dorman and Others (176 Claimants) v Northern Bank
  Limited)

  
	
   

  	
   

  	
   

  
	
   

  	
   

  	
  Disclosure
  Document 6.2.1 (Northern Bank significant litigation report)

  
	
   

  	
   

  	
   

  
	
   

  	
   

  	
  Disclosure
  Document 6.2.2 (National Irish Bank Limited significant litigation report)

  
	
   

  	
   

  	
   

  
	
   

  	
   

  	
  Disclosure
  Document 6.2.3 (NB and NIB Employer Liability Claims report) as at 30.09.04

  
	
   

  	
   

  	
   

  
	
   

  	
   

  	
  Disclosure
  Document 6.2.5 Northern Bank and NIB Ombudsman report

  



 


145





















 


	
  Area

  	
   

  	
  Information to be warranted as accurate

  
	
   

  	
   

  	
  Disclosure
  Document 6.2.6 (Northern Bank WME Employment Tribunal Matters)

  
	
   

  	
   

  	
   

  
	
   

  	
   

  	
  Disclosure
  Document 6.2.7 (update on progress and new Ombudsman cases for NB and NIB)

  
	
   

  	
   

  	
   

  
	
   

  	
   

  	
  Disclosure
  Document 6.2.8 (non-material business as usual litigation cases)

  
	
   

  	
   

  	
   

  
	
   

  	
   

  	
  Disclosure Document 6.2.10 (update to 6.2.1 and 6.2.8)

  



 


146





















 


	
  SIGNED by

  	
  )

  	
   

  
	
  LYNNE
  PEACOCK

  	
  )

  	
  [Signed] Lynne Peacock

  	
   

  
	
  as attorney
  for NATIONAL

  	
  )

  	
  Attorney

  	
   

  
	
  EUROPE
  HOLDINGS

  	
  )

  	
   

  
	
  LIMITED
  in the presence of:

  	
  )

  	
   

  
	
   

  	
   

  	
   

  
	
  [Signed] John Burton

  	
   

  	
   

  
	
   

  	
   

  	
   

  
	
  JOHN
  W. BURTON

  	
   

  	
   

  
	
  SOLICITOR

  	
   

  	
   

  
	
  LONDON
  EC1

  	
   

  	
   

  
	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  
	
  SIGNED by

  	
  )

  	
   

  
	
  LYNNE
  PEACOCK

  	
  )

  	
  [Signed] Lynne Peacock

  	
   

  
	
  as attorney
  for NATIONAL

  	
  )

  	
  Attorney

  	
   

  
	
  AUSTRALIA
  BANK

  	
  )

  	
   

  
	
  LIMITED in the presence of:

  	
  )

  	
   

  
	
   

  	
   

  	
   

  
	
  [Signed] John Burton

  	
   

  	
   

  
	
   

  	
   

  	
   

  
	
  JOHN
  W. BURTON

  	
   

  	
   

  
	
  AS
  ABOVE

  	
   

  	
   

  
	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  
	
  SIGNED by ERIK
  SEVALDSEN and 

  	
  )

  	
  [Signed] Erik Sevaldsen

  
	
  NIELS WILLEMANN

  	
  )

  	
  [Signed] Niels Willemann

  
	
  for and on behalf of 

  	
  )

  	
   

  
	
  DANSKE BANK A/S

  	
  )

  	
   

  
					



 


147





















 


Dated
14th December 2004


 


 


(1) NATIONAL EUROPE HOLDINGS LIMITED


 


(2) NATIONAL AUSTRALIA BANK LIMITED


 


(3) DANSKE BANK A/S


 


 


CONFORMED COPY


 


 


AGREEMENT

for the sale and purchase

of Northern Bank Limited & National Irish Bank Limited by way of the sale
of the entire issued share capital of National Europe Holdings (Ireland)
Limited


 


 


CMS Cameron McKenna


Mitre House


160 Aldersgate Street


 





















 


London EC1A 4DD


 


T +44(0)20 7367 3000


F +44(0)20 7367 2000


 


 


Ref: JWB/SVN - 0N1000.00683


 





















 


Table of Contents


 


	
  1.

  	
  Definitions and Interpretation

  	
   

  
	
  2.

  	
  Sale
  and purchase

  	
   

  
	
  3.

  	
  Consideration

  	
   

  
	
  4.

  	
  Conditions

  	
   

  
	
  5.

  	
  Conduct of Business pending Completion

  	
   

  
	
  6.

  	
  Completion

  	
   

  
	
  7.

  	
  Purchaser Warranties and Undertakings

  	
   

  
	
  8.

  	
  Seller Warranties, Undertakings and
  Indemnities

  	
   

  
	
  9.

  	
  Further undertakings of Seller

  	
   

  
	
  10.

  	
  Obligations of the Seller Guarantor

  	
   

  
	
  11.

  	
  Guarantees, Indemnities and Payment
  Obligations

  	
   

  
	
  12.

  	
  Employees, Pensions and Contractors

  	
   

  
	
  13.

  	
  Contracts

  	
   

  
	
  14.

  	
  Third party rights and further assurance

  	
   

  
	
  15.

  	
  Confidentiality and announcements

  	
   

  
	
  16.

  	
  Assignment

  	
   

  
	
  17.

  	
  Waiver; variation; invalidity

  	
   

  
	
  18.

  	
  Costs and expenses

  	
   

  
	
  19.

  	
  Payments

  	
   

  
	
  20.

  	
  Entire agreement

  	
   

  
	
  21.

  	
  Counterparts

  	
   

  
	
  22.

  	
  Notices

  	
   

  
	
  23.

  	
  Access to records

  	
   

  
	
  24.

  	
  Governing law and jurisdiction

  	
   

  
	
   

  	
   

  	
   

  
	
  Schedule 1 Details of the Group, the
  Associated Companies and NBIS

  	
   

  
	
   

  	
   

  	
   

  
	
   

  	
  Part 1 Details of the Company

  	
   

  
	
   

  	
  Part 2 The NB Group

  	
   

  
	
   

  	
  Part 3 The NIB Group

  	
   

  
	
   

  	
  Part 4 Associated Companies

  	
   

  
	
   

  	
  Part 5 Details of NBIS

  	
   

  
	
   

  	
   

  	
   

  
	
  Schedule 2 Intellectual Property

  	
   

  
	
   

  	
   

  	
   

  
	
  Schedule 3 Conduct of Business pending
  Completion

  	
   

  
	
   

  	
   

  	
   

  
	
  Schedule 4 Completion Obligations

  	
   

  
	
   

  	
   

  	
   

  
	
  Schedule 5 Completion Statement

  	
   

  



 





















 


	
  Schedule 6 Warranties

  	
   

  
	
   

  	
   

  	
   

  
	
   

  	
  Part 1 General Warranties

  	
   

  
	
   

  	
  Part 2 Taxation Warranties

  	
   

  
	
   

  	
   

  	
   

  
	
  Schedule 7 Limitation of liability

  	
   

  
	
   

  	
   

  	
   

  
	
  Schedule 8 Pensions

  	
   

  
	
   

  	
   

  	
   

  
	
  Schedule 9 Contracts

  	
   

  
	
   

  	
   

  	
   

  
	
  Schedule 10 List of documents in the agreed
  form

  	
   

  
	
   

  	
   

  	
   

  
	
  Schedule 11 Seller Knowledge

  	
   

  
	
   

  	
   

  	
   

  
	
  Schedule 12 Intra-group Funding

  	
   

  
	
   

  	
   

  	
   

  
	
   

  	
  Part 1 Subordinated Loans

  	
   

  
	
   

  	
  Part 2 Term Loans

  	
   

  
	
   

  	
  Part 3(A) Derivatives

  	
   

  
	
   

  	
  Part 3(B) ALCO Derivatives

  	
   

  
	
   

  	
  Part 4 Money Market Loans

  	
   

  
	
   

  	
  Part 5 Repos

  	
   

  
	
   

  	
  Part 6 NBET Deposits

  	
   

  
	
   

  	
   

  	
   

  
	
  Schedule 13 List of Information