LONDON--(BUSINESS WIRE)--
| ISSUER | ISIN | CCY | Nominal | Markdown Amount | Remaining Balance | Value date | |||||||
| JPMORGAN CHASE BANK, N.A. | XS1237897845 | USD | 20,000,000.00 | 20,000,000.00 | 0 | 19/09/2016 | |||||||
| THE ROYAL BANK OF SCOTLAND | XS0497709286 | GBP | 77,351,000.00 | 19,212,000.00 | 58,139,000.00 | 02/09/2016 | |||||||
| MORGAN STANLEY B.V | XS1004412927 | GBP | 1,045,862.00 | 32,044.00 | 1,013,818.00 | 02/09/2106 |
Category Code: MSCU
Sequence Number: 546689
Time of Receipt (offset from UTC): 20160906T163548+0100