JPMORGAN CHASE BANK, NATIONAL ASSOCIATION

Company number FC004891

The isda new york law credit support annex between the company and horizon index company limited dated as of 8 july 1999 and

• Created: 4 March 2002
• Delivered: 19 March 2002
• Status: Outstanding
• Transaction Filed: Registration of a charge (395)

Persons entitled

• Horizon Index Company Limited

Amount secured

All monies due or to become due from the company to the chargee under the terms of the aforementioned instrument creating or evidencing the charge

Short particulars

By way of pledge a lien on and right of set-off against all posted collateral transferred to or received by the secured party pursuant to the terms of the csa.. See the mortgage charge document for full details.