EXHIBIT 4.43

Sale of National Europe Holdings (Ireland) Limited

THIS AGREEMENT is made the 14^th 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:

1.1Defined 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;

1

“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;

2

“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;

3

“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;

10

“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

1.2Reference 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.

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

13

1.4Where 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.

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

1.6Unless 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.

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

1.8References 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.

1.9References 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.

1.10References 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.

1.11Any 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).

1.12All 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.

1.13Subject 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:

1.13.1in 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;

1.13.2in 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;

1.13.3otherwise, 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.

1.14References 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.

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

1.16Any 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

2.1Obligation to sell and purchase

Subject to the terms and conditions of this Agreement:

2.1.1the 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;

2.1.2the 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.

2.2Dividends 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.

2.3Waiver 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.

2.4Sale 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.

2.5Implied covenants for title

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

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

2.5.2the 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

2.6Transfer 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:

2.6.1the 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

2.6.2the 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.

2.7Notification

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.

2.8Associated 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.

2.9Nomination 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

3.1Provisional Consideration

The Provisional Consideration shall be:

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

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

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

3.2Adjustment 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

3.3Reduction 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

4.1Conditions to Completion

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

4.1.1either:

(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;

4.1.3the 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;

4.1.4the 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

4.2Satisfaction of Conditions

4.2.1The 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.

4.2.2The 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.

4.2.3The 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.

4.2.4The 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.

4.2.5The 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.

4.3Non-satisfaction of Conditions

4.3.1If 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.

4.3.2If 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.

4.3.3If 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

4.3.4If:

(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.

4.4Occurrence of a Material Adverse Change

4.4.1If 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.

4.4.2Upon 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

5.1Undertakings

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

5.1.1it 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;

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

23

5.1.3it 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;

5.1.4it 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;

5.1.5it 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;

5.1.6it 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

5.1.7it 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.

5.2Exceptions

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.

5.3Confidentiality

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.

5.4Depolarisation

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

5.5Other 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

6.1Completion 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.

6.2Failure 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:

6.2.1defer 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);

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

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

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

6.3Effect 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.

6.4Registration

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.

6.5Pending 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):

6.5.1hold 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

6.5.2at 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).

6.6Notifications

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.

6.7Facility 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

7.1Purchaser Warranties

The Purchaser warrants to the Seller that:

7.1.1each 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

7.1.2all 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;

7.1.3the 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.

7.2Restraint 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.

7.3NIB 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.

7.4Holding 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.

7.5Non-solicitation

7.5.1The 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.

7.5.2It 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

8.1Seller 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.

8.2Repetition

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

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

8.2.2on 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.

8.3Knowledge 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.

8.4Information supplied by the Group

8.4.1The 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.

8.4.2The 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.

8.4.3The 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.

8.5Schedule 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.

8.6Seller to disclose breaches prior to Completion

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

8.6.1Event (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

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

8.7Seller 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:

8.7.1where 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;

8.7.2where 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

8.7.3where 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;

8.7.4in 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;

8.7.5in 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;

8.7.6where 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;

8.7.7where 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).

8.8Other Seller Indemnities

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

8.8.1by 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;

8.8.2by 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;

8.8.3by 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;

8.8.4by 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;

8.8.5by 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

9.1Covenants

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:

9.1.1in 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

9.1.2in 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;

9.1.3at 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;

9.1.4in 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;

9.1.5in 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;

9.1.6in 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

9.1.7in 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.

9.2Extent of covenants

9.2.1The 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).

9.2.2Whilst 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.

9.3Damages 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.

9.4Restrictions 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.

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

9.5.1Definitions

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).

9.5.2Co-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).

9.5.3Other 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

9.6The 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

10.1Primary obligations

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

10.1.1guarantees 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

10.1.2undertakes 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.

10.2Continuing 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.

10.3No 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:

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

10.3.2the 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

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

10.3.4any 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);

10.3.5any 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;

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

10.3.7any 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

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

10.4Avoidance

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.

10.5Other 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.

10.6No competition

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

10.6.1be 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

10.6.2claim, 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

10.6.3receive, 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.

36

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.

10.7Enforcement

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.

10.8Definitions

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

11.1Release of Guarantees and Indemnities

11.1.1The 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).

11.1.2The 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).

11.2Indemnities

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

11.2.1the 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

11.2.2the 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.

37

11.3Money 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.

11.4NBET 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

12.1Transfer 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:

12.1.1subject 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

12.1.2the 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

12.1.3the 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.

12.2Non-transferring NAGE Employees

12.2.1If 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.

12.2.2Upon 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.

12.3Transfers of employees other than NAGE Employees

12.3.1If 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.

12.3.2Upon 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

12.4Other 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.

12.5Retention 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.

12.6Access 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.

12.7Employee 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.

12.8Mutual 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.

12.9Letter to Employees

12.9.1The 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.

12.9.2The 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).

12.10Pensions

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

12.11Share options and performance share rights

12.11.1The 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).

12.11.2The 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.

12.11.3The 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

14.1Third party rights

The parties agree that:

41

14.1.1the 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;

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

14.2Right 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.

14.3Further 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

15.1Prohibition 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).

15.2Permitted disclosures

The prohibition in clause 15.1 does not apply if:

15.2.1the 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;

15.2.2disclosure 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

15.2.3disclosure 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;

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

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

15.2.6disclosure 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.

15.3Announcements

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.

15.4No limit in time

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

15.5Notices 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

16.1No 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.

43

16.2Assignment 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.

16.3Terms 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:

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

16.3.2in 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.

16.4Successors 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

17.1No 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.

17.2Exercise

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.

17.3Waivers 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.

17.4No 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.

17.5Invalidity

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

18.1Parties 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.

18.2Stamp 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

19.1Payments 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.

19.2Gross up

19.2.1Subject 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.

19.2.2Subject 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.

19.2.3If 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

20.1This Agreement

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

20.2Entire 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:

20.2.1all 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

20.2.2all 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.

20.3Fraud

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

22.1Form 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.

22.2Address 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

22.3Deemed time of service

A communication shall be deemed to have been served:

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

22.3.2if 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.

22.4Proof 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.

22.5Change 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:

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

22.5.2if 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.

22.6Agents for service

22.6.1The 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.

22.6.2The 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

23.1Without 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.

23.2For 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.

23.3To 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.

23.4Unless 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

24.1English law

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

24.2Courts 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 4Associated 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;

68

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

69

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.

70

Schedule 4
Completion Obligations

1.Seller Completion obligations

The Seller’s obligations are to:

1.1deliver 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;

71

(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;

1.2cause 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

72

(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

1.3in 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:

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

2.2procure (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;

2.3procure (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;

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

2.5deliver 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;

2.6deliver 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;

2.7deliver 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.

2.8in 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)

73

Schedule 5
Completion Statement

1.Completion Statement

1.1Preparation of Completion Statement

1.1.1The Seller shall prepare a draft Completion Statement.

1.1.2The 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.

1.1.3Each 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.

1.1.4The 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.

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

1.1.6The 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

74

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.

1.1.7If 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).

1.1.8The 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.

1.1.9The 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.

1.2Adjustment of Provisional Consideration

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

1.2.1If 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.

1.2.2If 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.

1.2.3If 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.

75

1.2.4If 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.

1.2.5To 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.

1.2.6Interest 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).

1.2.7Any 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

2.1The Completion Statement shall:

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

2.1.2be prepared adopting the Group Accounting Principles;

76

2.1.3where 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.

2.2In 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.

2.3The Completion Statement shall:

2.3.1identify 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

2.3.2where 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.

2.4No 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.

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

2.5.1an 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;

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

2.5.3any 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));

2.5.4any 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.

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

77

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

2.7.1as 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

2.7.2as 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.

78

Schedule 6
Warranties

Part 1
General Warranties

1.Power to contract

1.1Power, 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”):

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

1.1.2has 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.

1.2Transaction 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.

1.3Execution 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:

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

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

1.3.3result 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;

1.3.4other 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

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

2.The Group

2.1Constitution

**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

79

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

2.2Memorandum 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.

2.3Statutory 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.

2.3.2No 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.

2.4Reorganisations

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

2.5Intra-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.

2.6Records, 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.

2.7No 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.

80

2.8Statutory 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.

2.9Solvency

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

3.1Share 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.

3.2Dividends

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

3.3Options

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

81

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

3.4Repayment, redemption and capitalisation

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

3.4.1repaid 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;

3.4.2capitalised 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

3.4.3purchased any of its own shares.

3.5Financial 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

4.1Subsidiaries and Associated Companies

4.1.1The 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.

4.1.2The 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.

4.1.3The 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.

4.2Connected transactions

No Group Company:

4.2.1is 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;

82

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

4.2.3has 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.

4.3No 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.

4.4Adequacy 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

5.1No 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.

5.2Company Accounts

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

5.2.1give 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;

5.2.2have 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

83

5.2.3have 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.

5.3NB Accounts

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

5.3.1give 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;

5.3.2have 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.

5.4NIB Accounts

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

5.4.1give 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;

5.4.2have 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.

5.5NBIS Accounts

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

5.5.1give 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

5.5.2have 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.

5.6Books 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.

84

5.7Pro Forma Accounts

5.7.1The 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.

5.7.2The 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.

5.8Reconciliation 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.

5.9Management 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:

6.1the 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;

6.2no 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;

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

6.4no 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;

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

6.6no 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.

85

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

8.1Seller Guarantees and Indemnities and Group Guarantees and Indemnities

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

8.2No 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

9.1Borrowings

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.

9.2Intra-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.

9.3No 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.

9.4Subordinated 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.

86

9.5Term 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.

9.6Derivatives

9.6.1Part 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.

9.6.2Part 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.

9.7Money 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.

9.8Repos

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.

9.9NBET 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

10.1Details

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.

10.2Liability 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.

87

11.Environment and Health and Safety

11.1Compliance with laws

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

11.2Notifications

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.

11.3Disclosures

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.

11.4Environmental/Health and Safety Permits

11.4.1Save 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.

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

11.5Works

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.

11.6Contamination/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.

11.6.2The 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.

11.7No 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.

88

11.8Asbestos

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.

11.9Asbestos 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).

11.10Asbestos Management

11.10.1In 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.

11.10.2Work 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.

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

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

11.11Foreclosed 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.

89

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

14.1Existing 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.

14.2Claims

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

14.2.2So 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.

14.3Insurance Policies valid and enforceable

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

14.3.2The 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.

14.4Limits 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.

14.5No 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.

14.6No 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

15.1Litigation

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,

90

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.

15.2Orders 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.

15.3Unlawful 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

16.1Compliance 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.

91

16.2Necessary 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.

16.2.2So 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.

16.3Investigations

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

17.1Consequence 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:

17.1.1entitle any person to terminate or amend any material permit, material contract or material arrangement with any Group Company;

17.1.2result 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;

17.1.3result 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;

17.1.4entitle any person to receive from the Group any finder’s fee, brokerage or other commission.

17.2Competition/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

92

notification under any competition or restrictive trade practices legislation or any other anti-trust, anti-monopoly or anti-cartel legislation or regulations.

17.3Restrictions 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.

18.1Disclosure of Material Contracts

18.1.1Accurate and complete copies of all Material Contracts have been Disclosed.

18.1.2Appendices 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.

18.2Characteristics of Material Contracts

18.2.1No 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.

93

18.2.2No 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.

18.3Effect 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:

18.3.1conflict 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;

18.3.2relieve 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

18.3.3result 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.

18.4Agency 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.

18.5Customer contracts

True and complete copies of the standard forms of customer contracts used by any Group Company are Disclosed.

94

18.6Ultra 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

19.1Particulars 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.

19.2Terms 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:

19.2.1any 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;

19.2.2particulars of all part-time or job share working arrangements;

19.2.3the bonus, commission and profit sharing arrangements of each Employee;

19.2.4any consents by each Employee to work more than 48 hours a week; and

19.2.5disciplinary 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).

19.3Trade 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.

95

19.4Trade 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.

19.5Directors 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.

19.6Payments 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.

19.7Legal 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.

19.8No change in employment terms

19.8.1Save 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.

19.8.2Save 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.

19.9No 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.

96

19.10Share scheme

Other than as Disclosed, there are no share schemes (whether contractual or discretionary) applicable to any of the Employees.

19.11Long-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.

19.12Permanent 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.

19.13Health & 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.

19.14Equal 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.

19.15Personnel 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.

19.16Fair 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:

19.16.1each Employer Company has registered with the Equality Commission in accordance with Article 48 of the Fair Employment Order;

19.16.2each 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;

97

19.16.3each 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;

19.16.4each 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;

19.16.5the Equality Commission has not made any recommendation, direction or notice under Articles 56-61 of the Fair Employment Order to any Employer Company;

19.16.6no Employer Company is in default nor an unqualified person as defined in Article 62 of the Fair Employment Order;

19.16.7no 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

19.16.8save 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.

19.17Discrimination

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

20.1Benefits

**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.

20.2Particulars of Pension Schemes

20.2.1Full 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

98

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.

20.3Contributions 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.

20.4Inland 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.

20.5Claims

**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.

20.6Changes

**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.

99

20.7Discretionary 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.

20.8Other 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.

20.9Defined benefits schemes

In relation to each Pension Scheme which is a defined benefit scheme:

20.9.1so 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;

20.9.2so 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

21.1Relevant IP

21.1.1Schedule 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.

21.1.4Details 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.

100

21.2Contested 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.

21.3Third 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.

21.4Infringement

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.

21.5Infringement by the Group

So far as the Seller is aware, no part of the Business infringes any Intellectual Property of any other person.

21.6Payment 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.

21.7Validity

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.

21.8Confidential 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.

21.8.2So 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.

101

22.Information Technology

22.1Performance 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.

22.2Livelink

**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.

22.3Ownership

**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.

22.4Maintenance 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.

22.5Back-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.

22.6Viruses and security

**The Group takes reasonable precautions in line with current banking industry standardsto:

22.6.1prevent the IT Systems from being affected by any computer virus or similar harmful code; and

22.6.2maintain the security of the IT Systems and prevent them from being accessed or interfered with by any unauthorised person.

22.7Not 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.

102

22.8No 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.

22.9No 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.

22.10Euro 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

23.1The 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.

23.2No 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.

23.3Title

A Group Company is legally and beneficially entitled to each Property for the estate or interest set out in the Property Schedules.

23.4Existing 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.

103

23.5Occupiers

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.

23.6Leases etc

23.6.1No 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.

23.6.2In 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.

23.6.3There 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.

23.6.4There is no claim by the Group pending with any landlord or superior landlord

23.7Access

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.

23.8No outgoings

The Properties are not subject to the payment of any unusual outgoings.

23.9Notices 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.

23.10No compulsory purchase orders

So far as the Seller is aware, there are no compulsory purchase notices, orders or resolutions affecting the Properties.

23.11Possession 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.

104

23.12No 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.

23.13Property 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

25.1Quality 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.

25.2Nothing 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

1.1Payment of Tax

**Each Group Company has duly paid all Taxation which it is or has been liable to pay or account for.

1.2Returns 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.

1.2.2None 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.

1.3Visits etc

1.3.1No 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.

1.3.2The Seller is not aware of any planned non-routine visit, audit, investigation, discovery or access order.

1.4Concessions

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.

1.5Tax 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.

1.6Section 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

1.7Records

1.7.1Either 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.

1.8Residence 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.

1.9Transfer 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.

1.10PAYE

**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.

1.11DIRT

In relation to each company in the NIB Group, all disputes and enquiries in relation to DIRT for periods ended on or prior to 31^st 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.

1.12Indemnities

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

2.1Share 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

3.1No 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).

3.2Group 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

5.1NB 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.

5.2NIB 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.

5.3Reverse charge

**Each company in the NB Group and the NIB Group has correctly accounted for VAT on all international services supplied to it.

5.4Capital 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

6.1Stamp 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.

6.2Stamp 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.

6.3Relief

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

1.1Subject 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.

1.2In 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.

1.3Paragraphs 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

2.1The 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

2.2When 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

3.1The 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.

3.2The 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

3.2.2with respect to all other Warranty Claims £20 million;

whereupon in each case the whole and not just the excess shall be recoverable.

3.3The total aggregate liability of the Seller Group in respect of all and any Warranty Claims shall not exceed £460.6 million.

3.4The 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.

3.5The total aggregate liability of the Seller Group in respect of all and any Relevant Claims shall not exceed £967 million.

3.6The 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

4.1Neither 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.

4.2Neither 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.

4.3Any 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).

112

4.4Any 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

5.1The Purchaser is not entitled to recover more than once in respect of any one matter giving rise to a Relevant Claim.

5.2If 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

8.1The 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;

8.1.2would 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;

8.1.3arises 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);

8.1.4is 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.

8.2The 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.

114

8.3For 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

9.1Where 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.

9.2Without 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.

9.3Without 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:

9.3.1if 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

9.3.2if 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

115

plus the Purchaser Payment is more than the full amount of its loss including any deductible.

9.4For 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.

9.5Nothing 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

10.1If 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.

10.2So 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

11.1If 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:

11.1.1within 14 days of becoming so aware give notice of, and consult with the Seller in respect of, the Third Party Claim; and

11.1.2where 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

116

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.

11.2Without 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

13.1The Purchaser shall and shall procure that each Group Company will preserve all documents, records, correspondence, accounts and other information whatsoever relevant

117

to a matter which may give rise to a Relevant Claim for so long as any actual or prospective Relevant Claim remains outstanding.

13.2If 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.

118

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: -

2.1The 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.

119

2.2Subject 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.

2.3Transfer 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.

2.4If 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:

6.1The 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

120

NDCS subject to any changes to the scheme’s administrative provisions (including the amendment power) that the Purchaser reasonably requests, and

6.2The 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: -

7.1A 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

7.2A 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.

121

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:-

13.1Minimise any payment in respect of which the covenant to pay applies, and

13.2Obtain 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.

122

Schedule 9
Contracts

1.Definitions

1.1In 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;

123

“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.

1.2References 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)

2.1Relationship with Services

Except as expressly stated:

2.1.1nothing 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

2.1.2subject 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).

2.2Appendix 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.

2.3Appendix 2 contracts

2.3.1The 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

124

(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.

2.3.2If 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.

2.3.3Following 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.

2.3.4Nothing 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.

2.4Other Exclusive Contracts (Seller Name)

2.4.1This 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.

2.4.2The 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.

125

2.4.3For 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.

2.5Indemnity

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.

126

2.6Exclusive 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)

3.1Relationship with Services

Except as expressly stated nothing in this paragraph 3 shall affect or prejudice:

3.1.1any 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

3.1.2the obligations of any Seller Group Undertaking under the Transitional Services Agreement to provide Services relating to any Shared Contract (Seller Name).

3.2Decision-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.

3.3Benefits 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:

3.3.1the 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;

3.3.2the 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;

3.3.3the 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

3.3.4if 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.

3.4Splitting some Shared Contracts (Seller Name)

3.4.1This 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).

3.4.2In 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.

3.5Indemnity

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.

3.6Performed 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

4.1Appendix 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:

4.1.1as 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;

4.1.2if 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.

4.2Other 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.

4.3Decisions 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

5.1Appendix 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.

5.2Indemnity

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

6.1Appendix 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.

6.2Decisions 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

7.1Co-operation and meetings

7.1.1The 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.

7.1.2The 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.

7.1.3So 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.

7.1.4The 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.

7.2Decisions within Seller’s remit

7.2.1Without 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

7.2.2The 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.

7.2.3The 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.

7.3Decisions 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

8.1Agreed 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.

8.1.2Agreed 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.

8.1.3The 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.

8.1.4The 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.

8.2Sellers’ 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

9.1Relationship 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.

9.2Losses 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 14^th 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