Appendix 1 Defined terms for the purposes of the Securities Financing Transactions Regulation: 'financial instrument" means the instruments set out in Section C of Annex Ito Directive 2014/65/EU on markets in financial instruments, and includes without limitation: 1) Transferable securities; 2) Money-market instruments; 3) Units in collective investment undertakings. "title transfer collateral arrangement" means an arrangement, including repurchase agreements, under which a collateral provider transfers full ownership of financial collateral to a collateral taker for the purpose of securing or otherwise covering the performance of relevant financial obligations. "security collateral arrangement" means an arrangement under which a collateral provider provides financial collateral by way of security in favour of, or to, a collateral taker, and where the full ownership of the financial collateral remains with the collateral provider when the security right is established. Copyright C 2016 by the International Swaps and Derivatives Association. Inc, the Association for Financial Markets in Europe. the Futures Industry Association. Inc. the International Capital Market Association. the International Securities Lending_Associabon and SIFMA Neither the International Swaps and Derivatives Association. Inc., the Atirioriation for Financial Markets in-Europe. the Futures Industry Association, Inc., the International Capital Market Association and the International Secisities Lending Association nor SIFMA., has reviewed or endorsed any modifications that may have been made to this document. CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0066655 CONFIDENTIAL SDNY_GM_00212839 EFTA01372784