LIST OF DELIVERABLE GILTS,,,,,,,,, MEDIUM GILT CONTRACT (4% COUPON) - PRICE FACTORS AND ACCRUED INTEREST,,,,,,,,, DELIVERY MONTH:,DECEMBER 2020,,,,,,,, ,,,,,,,,, GILT,COUPON,REDEMPTION,PRICE,DAILY,INITIAL,DECEMBER 2020,,, ISIN* CODE,PERCENT,DATE,FACTOR,ACCRUED,ACCRUED,DELIVERY DAYS,,, GB00BK5CVX03,0.625%,07/06/2025,0.8618051,1.707650,-11.953552,1234--7,,, ,,,,1.717033,-12.019231,8901--45678--1234----901,,, GB00BTHH2R79,2.00%,07/09/2025,0.9139817,5.524862,464.088398,1234--78901--45678--1234----901,,, GB00BYZW3G56,1.50%,22/07/2026,0.8748441,4.076087,533.967391,1234--78901--45678--1234----901,,, GB00BL68HJ26,0.125%,30/01/2026,0.8208446,0.339674,61.354067,1234--78901--45678--1234----901,,, GB0030880693,5.00%,07/03/2025,1.0387951,13.812155,1160.220995,1234--78901--45678--1234----901,,, ,,,,,,,,, "Key: Price Factor: Daily Accrued: Initial Accrued: Delivery Days: Invoicing Amount: ",,"*International Securities Identification Number price factor expressed as a fraction of par. accrued interest per day on œ100,000 face value. accrued interest on œ100,000 face value as of the last day of the month prior to the delivery month. - = non business day. (1000 x EDSP x Price Factor) + Initial Accrued + (Daily Accrued x Delivery Day in Month)",,,,,,, "Gilts issued subsequent to publication of the Initial list and until ten business days prior to the First Notice Day that meet the contract standard will potentially be included in the final List of Deliverable Gilts. ",,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,, ,,,,,,,,,