<?xml version="1.0" encoding="utf-16"?>
<ns0:tradeEvent xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns:ns0="urn:lingua:trade" xmlns:ns2="urn:lingua:base" xmlns:ns1="urn:lingua:product:shared" xmlns:ns4="urn:lingua:basefinance" xmlns:ns3="urn:lingua:assetflow:shared" schemaVersion="3.14.0">
  <ns0:id domain="SabreTrn" version="1">408886176</ns0:id>
  <ns0:messageId domain="SABRE">368951388</ns0:messageId>
  <ns0:alternateId domain="sabreEventId">368951388</ns0:alternateId>
  <ns0:alternateId domain="sysId">TESS</ns0:alternateId>
  <ns0:alternateId domain="SabreTransactionId">208007322</ns0:alternateId>
  <ns0:alternateId domain="sabre_system_identity">BCP</ns0:alternateId>
  <ns0:alternateId domain="sabre_system_hostname">xldn4575pap.ldn.swissbank.com</ns0:alternateId>
  <ns0:alternateId domain="sabre_system_version">12.01.00.32086</ns0:alternateId>
  <ns0:alternateId domain="SabreTradeId">208007322</ns0:alternateId>
  <ns0:type>Inception</ns0:type>
  <ns0:regulatoryType>Inception</ns0:regulatoryType>
  <ns0:transactionType>New</ns0:transactionType>
  <ns0:transactionTime>2017-03-05T16:53:37Z</ns0:transactionTime>
  <ns0:executionTime>2017-03-05T21:36:04Z</ns0:executionTime>
  <ns0:eventDate>2017-03-05</ns0:eventDate>
  <ns0:effectiveEventDate>2017-03-07</ns0:effectiveEventDate>
  <ns0:location>
    <ns0:region>EMEA</ns0:region>
  </ns0:location>
  <ns0:confirmationContext>
    <ns0:confirmationInstructions>Electronic</ns0:confirmationInstructions>
  </ns0:confirmationContext>
  <ns0:eventDetails>
    <ns0:fee xsi:type="ns1:Fee">
      <ns2:currency>GBP</ns2:currency>
      <ns2:amount>0.58</ns2:amount>
      <ns1:type>Commission</ns1:type>
    </ns0:fee>
  </ns0:eventDetails>
  <ns0:trade>
    <ns0:id domain="SabreTrn" version="1">208007322</ns0:id>
    <ns0:alternateId domain="ISDAProductType">EquitySharePortfolioSwap</ns0:alternateId>
    <ns0:alternateId domain="ISDA_FPML">Equity:PortfolioSwap:PriceReturnBasicPerformance:SingleName</ns0:alternateId>
    <ns0:groupId domain="SabreTrn" type="Strategy">SVL</ns0:groupId>
    <ns0:groupId domain="SabreTrn" type="Bulk">SVL</ns0:groupId>
    <ns3:side>
      <ns3:seller id="counterparty">
        <ns3:partyId domain="GlobalLocationCC">1234565</ns3:partyId>
        <ns3:isSystematicInternaliser>false</ns3:isSystematicInternaliser>
      </ns3:seller>
    </ns3:side>
    <ns3:side>
      <ns3:buyer id="owner">
        <ns3:partyId domain="GlobalLocationCC">234567</ns3:partyId>
        <ns3:bookId domain="BOOKMASTER">34566</ns3:bookId>
        <ns3:alternateBookId domain="SABRE">SBGP</ns3:alternateBookId>
        <ns3:isSystematicInternaliser>true</ns3:isSystematicInternaliser>
      </ns3:buyer>
    </ns3:side>
    <ns0:operation>New</ns0:operation>
    <ns0:status>Active</ns0:status>
    <ns0:isBlockTrade>false</ns0:isBlockTrade>
    <ns0:userId role="Trader">
      <ns2:gpn>43215224</ns2:gpn>
    </ns0:userId>
    <ns0:tradeDate id="trs-eq1-TradeDate">2017-03-05</ns0:tradeDate>
    <ns0:effectiveDate id="trs-eq1-EffectiveDate">2017-03-07</ns0:effectiveDate>
    <ns0:includeInPnL>true</ns0:includeInPnL>
    <ns0:investmentType>HeldToMaturity</ns0:investmentType>
    <ns0:executionVenue>OffFacility</ns0:executionVenue>
    <ns0:isCleared>false</ns0:isCleared>
    <ns0:nonStandardPrice>false</ns0:nonStandardPrice>
    <ns0:contractingEntity domain="GCRS">4001</ns0:contractingEntity>
    <ns0:riskHoldingEntity domain="GCRS">4001</ns0:riskHoldingEntity>
    <ns0:isCorporateAction>false</ns0:isCorporateAction>
    <ns1:contract xsi:type="ns1:EquitySwap" schemaVersion="3.14.0">
      <ns1:productType domain="Lingua">Equity Derivative:EquityShareSwap</ns1:productType>
      <ns1:returnLeg>
        <ns1:payer ref="counterparty" />
        <ns1:receiver ref="owner" />
        <ns1:effectiveDate id="trs-eq1-ReturnEffectiveDate">
          <ns1:adjustableDate>
            <ns1:adjusted>2017-03-07</ns1:adjusted>
          </ns1:adjustableDate>
        </ns1:effectiveDate>
        <ns1:terminationDate id="trs-eq1-ReturnTerminationDate">
          <ns1:relativeDate>
            <ns1:period>Day</ns1:period>
            <ns1:multiplier>0</ns1:multiplier>
            <ns1:businessDayConvention>None</ns1:businessDayConvention>
            <ns1:dateRelativeTo ref="trs-eq1-FinalEquityPaymentDate" />
          </ns1:relativeDate>
        </ns1:terminationDate>
        <ns1:paymentFrequency>
          <ns1:period>Month</ns1:period>
          <ns1:multiplier>1</ns1:multiplier>
        </ns1:paymentFrequency>
        <ns1:underlyer>
          <ns1:singleUnderlyer>
            <ns1:underlyingAsset>
              <ns1:instrumentId domain="RIC">DGE.L</ns1:instrumentId>
              <ns1:instrumentId domain="SEDOL">0237400</ns1:instrumentId>
              <ns1:instrumentId domain="ISIN">GB0002374006</ns1:instrumentId>
              <ns1:instrumentId domain="ubsid">0001031046</ns1:instrumentId>
              <ns1:assetClass>EQUITY</ns1:assetClass>
            </ns1:underlyingAsset>
            <ns1:openUnits>-194</ns1:openUnits>
            <ns1:dividendPayout>
              <ns1:dividendPayoutRatio>
                <ns1:initialValue>0</ns1:initialValue>
              </ns1:dividendPayoutRatio>
              <ns1:dividendPayment>
                <ns1:paymentDate>2017-04-11</ns1:paymentDate>
                <ns1:amount>
                  <ns2:currency>GBP</ns2:currency>
                  <ns2:amount>-797.88</ns2:amount>
                </ns1:amount>
              </ns1:dividendPayment>
            </ns1:dividendPayout>
            <ns1:denominationCurrency>GBP</ns1:denominationCurrency>
            <ns1:quantity>5798.29509</ns1:quantity>
            <ns1:quantityUnitOfMeasure scheme="urn:lingua:scheme:*">Monetary</ns1:quantityUnitOfMeasure>
            <ns1:spotSpreadPrice>
              <ns1:amount>0</ns1:amount>
              <ns1:priceExpression>BasisPoints</ns1:priceExpression>
            </ns1:spotSpreadPrice>
            <ns1:isUnderlyerTradedOnTradingVenue>true</ns1:isUnderlyerTradedOnTradingVenue>
          </ns1:singleUnderlyer>
        </ns1:underlyer>
        <ns1:rateOfReturn>
          <ns1:initialPrice>
            <ns1:grossPrice>
              <ns1:currency>GBP</ns1:currency>
              <ns1:amount>29.888119</ns1:amount>
              <ns1:priceExpression>AbsoluteTerms</ns1:priceExpression>
            </ns1:grossPrice>
            <ns1:netPrice>
              <ns1:currency>GBP</ns1:currency>
              <ns1:amount>29.888119</ns1:amount>
              <ns1:priceExpression>AbsoluteTerms</ns1:priceExpression>
            </ns1:netPrice>
          </ns1:initialPrice>
          <ns1:valuationPriceInterim>
            <ns1:determinationMethod>PriceAtValuationTime</ns1:determinationMethod>
            <ns1:cleanNetPrice>29.888119</ns1:cleanNetPrice>
            <ns1:valuationRules>
              <ns1:valuationDates id="trs-eq1-InterimValuationDate">
                <ns1:adjustedDates>
                  <ns1:derivedFromPeriod>true</ns1:derivedFromPeriod>
                  <ns1:date>2017-03-29</ns1:date>
                </ns1:adjustedDates>
                <ns1:periodicDates>
                  <ns1:startDate>
                    <ns1:adjustableDate>
                      <ns1:adjusted>2018-10-30</ns1:adjusted>
                    </ns1:adjustableDate>
                  </ns1:startDate>
                  <ns1:periodFrequency>
                    <ns1:period>Month</ns1:period>
                    <ns1:multiplier>1</ns1:multiplier>
                    <ns1:rollConvention>31</ns1:rollConvention>
                  </ns1:periodFrequency>
                  <ns1:periodDatesAdjustments>
                    <ns1:businessDayConvention>ModFollowing</ns1:businessDayConvention>
                    <ns1:businessCenters>
                      <ns1:businessCenter>GBLO</ns1:businessCenter>
                    </ns1:businessCenters>
                  </ns1:periodDatesAdjustments>
                </ns1:periodicDates>
              </ns1:valuationDates>
              <ns1:valuationTimeType>Close</ns1:valuationTimeType>
            </ns1:valuationRules>
          </ns1:valuationPriceInterim>
          <ns1:valuationPriceFinal>
            <ns1:determinationMethod>HedgeUnwind</ns1:determinationMethod>
            <ns1:valuationRules>
              <ns1:valuationDate id="trs-eq1-FinalValuationDate">
                <ns1:adjustableDate>
                  <ns1:adjusted>2021-10-20</ns1:adjusted>
                </ns1:adjustableDate>
              </ns1:valuationDate>
            </ns1:valuationRules>
          </ns1:valuationPriceFinal>
          <ns1:paymentDates id="trs-eq1-EquityPaymentDate">
            <ns1:paymentDatesInterim id="trs-eq1-InterimEquityPaymentDate">
              <ns1:relativeDates>
                <ns1:dateRelativeTo ref="trs-eq1-InterimValuationDate" />
                <ns1:dateOffset>
                  <ns1:period>Day</ns1:period>
                  <ns1:multiplier>2</ns1:multiplier>
                  <ns1:businessDayConvention>ModFollowing</ns1:businessDayConvention>
                </ns1:dateOffset>
                <ns1:businessCenters>
                  <ns1:businessCenter>GBLO</ns1:businessCenter>
                </ns1:businessCenters>
              </ns1:relativeDates>
            </ns1:paymentDatesInterim>
            <ns1:paymentDateFinal id="trs-eq1-FinalEquityPaymentDate">
              <ns1:adjustableDate>
                <ns1:adjusted>2021-10-22</ns1:adjusted>
              </ns1:adjustableDate>
            </ns1:paymentDateFinal>
          </ns1:paymentDates>
        </ns1:rateOfReturn>
        <ns1:notional id="trs-eq1-EquityNotionalAmount">
          <ns1:notionalAmount>
            <ns2:currency>GBP</ns2:currency>
            <ns2:amount>5798.29509</ns2:amount>
          </ns1:notionalAmount>
        </ns1:notional>
        <ns1:amount>
          <ns1:paymentCurrency id="settlementCurrency">
            <ns1:currency>GBP</ns1:currency>
          </ns1:paymentCurrency>
          <ns1:referenceAmount>Standard ISDA</ns1:referenceAmount>
          <ns1:cashSettlement>true</ns1:cashSettlement>
        </ns1:amount>
        <ns1:return>
          <ns1:returnType>Price</ns1:returnType>
          <ns1:dividendConditions>
            <ns1:dividendReinvestment>true</ns1:dividendReinvestment>
            <ns1:dividendPaymentDate>
              <ns1:dividendDateReference>DividendPaymentDate</ns1:dividendDateReference>
            </ns1:dividendPaymentDate>
            <ns1:dividendPeriodEffectiveDate ref="trs-eq1-ReturnEffectiveDate" />
            <ns1:extraOrdinaryDividends ref="owner" />
            <ns1:excessDividendAmount>RecordAmount</ns1:excessDividendAmount>
            <ns1:determinationMethod>DividendCurrency</ns1:determinationMethod>
            <ns1:interestAccrualsMethod>
              <ns1:floatingRateCalculation>
                <ns1:floatingRateIndex>GBP-LIBID</ns1:floatingRateIndex>
                <ns1:tenor>
                  <ns1:period>Day</ns1:period>
                  <ns1:multiplier>1</ns1:multiplier>
                </ns1:tenor>
              </ns1:floatingRateCalculation>
              <ns1:dayCountFraction>ACT/365F</ns1:dayCountFraction>
            </ns1:interestAccrualsMethod>
            <ns1:declaredCashDividendPercentage>0</ns1:declaredCashDividendPercentage>
          </ns1:dividendConditions>
        </ns1:return>
        <ns1:notionalAdjustments>Standard</ns1:notionalAdjustments>
      </ns1:returnLeg>
      <ns1:interestLeg>
        <ns1:payer ref="owner" />
        <ns1:receiver ref="counterparty" />
        <ns1:effectiveDate>
          <ns1:adjustableDate>
            <ns1:adjusted>2017-03-07</ns1:adjusted>
          </ns1:adjustableDate>
        </ns1:effectiveDate>
        <ns1:terminationDate>
          <ns1:adjustableDate>
            <ns1:adjusted>2021-10-22</ns1:adjusted>
          </ns1:adjustableDate>
        </ns1:terminationDate>
        <ns1:paymentFrequency>
          <ns1:period>Month</ns1:period>
          <ns1:multiplier>1</ns1:multiplier>
        </ns1:paymentFrequency>
        <ns1:interestLegCalculationPeriodDates id="trs-eq1-InterestResetDays">
          <ns1:interestLegResetDates>
            <ns1:calculationPeriodDatesReference ref="trs-eq1-InterestResetDays" />
            <ns1:resetFrequency>
              <ns1:period>Day</ns1:period>
              <ns1:multiplier>1</ns1:multiplier>
            </ns1:resetFrequency>
          </ns1:interestLegResetDates>
          <ns1:interestLegPaymentDates id="trs-eq1-InterestPaymentDays">
            <ns1:adjustedDates>
              <ns1:derivedFromPeriod>true</ns1:derivedFromPeriod>
              <ns1:date>2017-04-02</ns1:date>
            </ns1:adjustedDates>
            <ns1:relativeDates>
              <ns1:dateRelativeTo ref="trs-eq1-InterestResetDays" />
              <ns1:dateOffset>
                <ns1:period>Day</ns1:period>
                <ns1:multiplier>0</ns1:multiplier>
                <ns1:businessDayConvention>ModFollowing</ns1:businessDayConvention>
              </ns1:dateOffset>
              <ns1:businessCenters>
                <ns1:businessCenter>GBLO</ns1:businessCenter>
              </ns1:businessCenters>
            </ns1:relativeDates>
          </ns1:interestLegPaymentDates>
        </ns1:interestLegCalculationPeriodDates>
        <ns1:notional>
          <ns1:relativeNotionalAmount ref="trs-eq1-EquityNotionalAmount" />
        </ns1:notional>
        <ns1:interestAmount>
          <ns1:currency>GBP</ns1:currency>
          <ns1:referenceAmount>Standard ISDA</ns1:referenceAmount>
        </ns1:interestAmount>
        <ns1:interestCalculation>
          <ns1:floatingRateCalculation>
            <ns1:floatingRateIndex>GBP-LIBID</ns1:floatingRateIndex>
            <ns1:tenor>
              <ns1:period>Day</ns1:period>
              <ns1:multiplier>1</ns1:multiplier>
            </ns1:tenor>
            <ns1:spreadSchedule>
              <ns1:initialValue>0</ns1:initialValue>
              <ns1:spreadDirection>Absolute</ns1:spreadDirection>
            </ns1:spreadSchedule>
          </ns1:floatingRateCalculation>
          <ns1:dayCountFraction>ACT/365F</ns1:dayCountFraction>
        </ns1:interestCalculation>
        <ns1:underlyingFloatingIndexName>LIBI</ns1:underlyingFloatingIndexName>
      </ns1:interestLeg>
      <ns1:isCancellable>false</ns1:isCancellable>
      <ns1:settlementMethod>Cash</ns1:settlementMethod>
      <ns1:sizeMultiplier>1</ns1:sizeMultiplier>
    </ns1:contract>
    <ns0:venueOfExecutionId domain="MIC">UBSY</ns0:venueOfExecutionId>
    <ns0:investmentDecisionWithinFirm>
      <ns0:personId>
        <ns2:gpn>43215224</ns2:gpn>
      </ns0:personId>
    </ns0:investmentDecisionWithinFirm>
    <ns0:executionWithinFirm>
      <ns0:personId>
        <ns2:name>NORE</ns2:name>
      </ns0:personId>
    </ns0:executionWithinFirm>
    <ns0:isSecuritiesFinancingRelevant>false</ns0:isSecuritiesFinancingRelevant>
    <ns0:orderTransmission>
      <ns0:isTransmissionSatisfied>false</ns0:isTransmissionSatisfied>
    </ns0:orderTransmission>
    <ns0:regulatoryTradeDateTime>2017-03-05T21:36:04Z</ns0:regulatoryTradeDateTime>
    <ns0:tradingCapacity>DealingOnOwnAccount</ns0:tradingCapacity>
    <ns0:preAllocation>
      <ns0:initiatingPartyId domain="GlobalLocationCC">6909136</ns0:initiatingPartyId>
    </ns0:preAllocation>
    <ns0:order>
      <ns0:internalOrderId domain="SabreTrn">208007322</ns0:internalOrderId>
    </ns0:order>
    <ns0:bookingSystemId domain="SabreISACId">AA32494</ns0:bookingSystemId>
    <ns0:mifidEligibility>
      <ns0:isBestExecutionEligible>true</ns0:isBestExecutionEligible>
    </ns0:mifidEligibility>
    <ns0:enteringFirmOrderCapacity>Principal</ns0:enteringFirmOrderCapacity>
  </ns0:trade>
  <ns0:collateral>
    <ns0:initialMargin>
      <ns1:payer ref="counterparty" />
      <ns1:receiver ref="owner" />
      <ns0:paymentDetail>
        <ns0:adjustablePaymentDate>
          <ns1:adjusted>2017-03-05</ns1:adjusted>
        </ns0:adjustablePaymentDate>
        <ns0:paymentRule xsi:type="ns0:PercentageRule">
          <ns0:paymentPercent>0</ns0:paymentPercent>
          <ns0:notionalAmountReference ref="trs-eq1-EquityNotionalAmount" />
        </ns0:paymentRule>
      </ns0:paymentDetail>
    </ns0:initialMargin>
  </ns0:collateral>
</ns0:tradeEvent>