| DEAL | ADMINTYPE | NAME | DEAL | ADMINTYPE | NAME |
| Adagio III CLO Plc | Arranger | Lehman Brothers | GC Sabadell 1, FTA | Lead Manager | Lehman Brothers |
| Axius European CLO S.A. | Arranger | Lehman Brothers | Granite Master Issuer plc Series 2005-2 Notes | Lead Manager | Lehman Brothers |
| Berica 6 Residential MBS S.r.l. | Arranger | Lehman Brothers | Granite Master Issuer plc Series 2005-4 Notes | Lead Manager | Lehman Brothers |
| C.P.G. Società di Cartolarizzazione a r.l. Series 2003-6 | Arranger | Lehman Brothers | Granite Master Issuer plc Series 2006-3 Notes | Lead Manager | Lehman Brothers |
| Curzon Funding Limited | Arranger | Lehman Brothers | Granite Master Issuer plc Series 2006-4 Notes | Lead Manager | Lehman Brothers |
| Edelweiss Auto Funding Ltd. | Arranger | Lehman Brothers | Granite Master Issuer plc Series 2007-1 Notes | Lead Manager | Lehman Brothers |
| EMF-UK 2008-1 PLC | Arranger | Lehman Brothers | Granite Master Issuer plc Series 2007-2 Notes | Lead Manager | Lehman Brothers |
| EUROSAIL-NL 2007-2 B.V. | Arranger | Lehman Brothers | Granite Mortgages 03-2 plc | Lead Manager | Lehman Brothers |
| Eurosail-UK 2007-1NC plc | Arranger | Lehman Brothers | Granite Mortgages 03-3 plc | Lead Manager | Lehman Brothers |
| Eurosail-UK 2007-4BL | Arranger | Lehman Brothers | Granite Mortgages 04-1 plc | Lead Manager | Lehman Brothers |
| Grosvenor Place CLO II B.V. | Arranger | Lehman Brothers | Granite Mortgages 04-2 plc | Lead Manager | Lehman Brothers |
| Grosvenor Place CLO III B.V. | Arranger | Lehman Brothers | Holmes Financing (No.8) plc | Lead Manager | Lehman Brothers |
| GSC European CDO III S.A. | Arranger | Lehman Brothers | Italease Finance SpA (Series 2003-1) | Lead Manager | Lehman Brothers |
| GSC European CDO I-R S.A. | Arranger | Lehman Brothers | Leek Finance Number Eleven Plc | Lead Manager | Lehman Brothers |
| GSC EUROPEAN CDO IV S.A. | Arranger | Lehman Brothers | Lombard Securities No. 1 plc | Lead Manager | Lehman Brothers |
| Holmes Financing (No.9) plc | Arranger | Lehman Brothers | Lusitano Mortgages No.3 plc | Lead Manager | Lehman Brothers |
| Imser Securitisation 2 S.r.l. | Arranger | Lehman Brothers | Lusitano Mortgages No.4 plc | Lead Manager | Lehman Brothers |
| Lothian Mortgages (No.2) PLC | Arranger | Lehman Brothers | Mound Financing (No. 5) plc | Lead Manager | Lehman Brothers |
| Lusitano Mortgages No. 6 Limited | Arranger | Lehman Brothers | Ocean Star 2004 Plc | Lead Manager | Lehman Brothers |
| Lusitano SME No. 1 plc | Arranger | Lehman Brothers | Opera Finance (Uni-Invest) B.V. | Lead Manager | Lehman Brothers |
| Marble Arch Residential Securitisation No. 4 plc | Arranger | Lehman Brothers | Permanent Financing (No.7) PLC | Lead Manager | Lehman Brothers |
| Morgan Stanley Investment Management Mezzano B.V. | Arranger | Lehman Brothers | Posillipo Finance II S.r.l. 2007-1 | Lead Manager | Lehman Brothers |
| Mortgage Funding 2008-1 PLC | Arranger | Lehman Brothers | Preferred Residential Securities 05-2 | Lead Manager | Lehman Brothers |
| Petrusse European CLO S.A. | Arranger | Lehman Brothers | Preferred Residential Securities 8 PLC | Lead Manager | Lehman Brothers |
| Preferred Residential Securities 05-1 Plc | Arranger | Lehman Brothers | Provide-A 2003-1 PLC | Lead Manager | Lehman Brothers |
| Preferred Residential Securities 06-1 plc | Arranger | Lehman Brothers | Provide-A 2004-1 PLC | Lead Manager | Lehman Brothers |
| Preferred Residential Securities 7 PLC | Arranger | Lehman Brothers | Sestante Finance Srl 2 | Lead Manager | Lehman Brothers |
| Sestante Finance Srl 4 | Arranger | Lehman Brothers | Societa di cartolarizzazione dei Crediti INPS 4 S.p.A | Lead Manager | Lehman Brothers |
| Southern Pacific Financing 06-A Plc | Arranger | Lehman Brothers | Southern Pacific Securities 05-2 plc | Lead Manager | Lehman Brothers |
| Southern Pacific Securities 04-1 plc | Arranger | Lehman Brothers | Stichting Memphis 2005-I | Lead Manager | Lehman Brothers |
| Southern Pacific Securities 04-2 plc | Arranger | Lehman Brothers | Stichting Memphis 2006-I | Lead Manager | Lehman Brothers |
| Southern Pacific Securities 06-1 plc | Arranger | Lehman Brothers | Whinstone 2 Capital Management ltd | Lead Manager | Lehman Brothers |
| Windermere X CMBS | Arranger | Lehman Brothers | Whinstone Capital Management Limited | Lead Manager | Lehman Brothers |
| Granite Mortgages 04-3 plc | Authorised Adviser | Lehman Brothers | MBNA Credit Card Master Note Trust Series 2004-5 | Manager | Lehman Brothers |
| Southern Pacific Financing 04-A plc | Authorised Adviser | Lehman Brothers | MBNA Credit Card Master Note Trust Series 2004-9 | Manager | Lehman Brothers |
| Celtic Residential Irish Mortgage Securitisation No. 7 Plc | Co Lead Manager | Lehman Brothers | Windermere- IX CMBS (Multifamily) S.A. | Originator | Lehman Brothers |
| Chapel 2003-I B.V. | Co Lead Manager | Lehman Brothers | Windermere VII CMBS | Originator | Lehman Brothers |
| Dutch MBS XI B.V | Co Lead Manager | Lehman Brothers | Windermere-Private Placement I S.A. | Originator | Lehman Brothers |
| Eurohypo 2001-1 | Co Lead Manager | Lehman Brothers | Windermere XII FCC | Seller | Lehman Brothers |
| European Loan Conduit No. 8 plc (Coronis ELOC 8) | Co Lead Manager | Lehman Brothers | Thalia European CLO B.V. | Servicer | Lehman Brothers |
| European Loan Conduit No.11 plc (Feronia ELOC 11) | Co Lead Manager | Lehman Brothers | Berica 2 MBS S.r.l. | Swap Counterparty | Lehman Brothers |
| European Property Capital 1 | Co Lead Manager | Lehman Brothers | Cirene Finance S.r.l. | Swap Counterparty | Lehman Brothers |
| Gazprombank Mortgage Backed Securities Series 2007-1 | Co Lead Manager | Lehman Brothers | Consumer Unsecured Reperforming Loans (CURL) PLC | Swap Counterparty | Lehman Brothers |
| Granite Master Issuer plc Series 2006-2 Notes | Co Lead Manager | Lehman Brothers | EMF-NL 2008-1 B.V | Swap Counterparty | Lehman Brothers |
| Monastery 2003-I B.V. | Co Lead Manager | Lehman Brothers | Eurosail 2006-1 Plc | Swap Counterparty | Lehman Brothers |
| Mound Financing (No. 4) Plc | Co Lead Manager | Lehman Brothers | Eurosail 2006-2BL plc | Swap Counterparty | Lehman Brothers |
| Permanent Financing (No.4) PLC | Co Lead Manager | Lehman Brothers | Eurosail-NL 2007-1 B.V. | Swap Counterparty | Lehman Brothers |
| Provide GEMS 2002-1 Plc | Co Lead Manager | Lehman Brothers | Eurosail-UK 2007-5NP plc | Swap Counterparty | Lehman Brothers |
| Provide-VR 2004-1 PLC | Co Lead Manager | Lehman Brothers | FIP Funding Srl | Swap Counterparty | Lehman Brothers |
| RMAC 2003-NS1 PLC | Co Lead Manager | Lehman Brothers | Italease Finance (Series 2005-1) S.p.A. | Swap Counterparty | Lehman Brothers |
| SMILE Securitisation Company 2001 B.V. | Co Lead Manager | Lehman Brothers | Italease Finance SpA. (Series 2004-1) | Swap Counterparty | Lehman Brothers |
| Societa di Cartolarizzazione Italiana Crediti a r.l.- SCIC.ar.l. | Co Lead Manager | Lehman Brothers | Lusitano Mortgages No.5 plc | Swap Counterparty | Lehman Brothers |
| DECO 14 - Pan Europe 5 B.V. | Co-Managers | Lehman Brothers | Paris Prime Commercial Real Estate FCC | Swap Counterparty | Lehman Brothers |
| Fleet Street Finance Two Plc | Co-Managers | Lehman Brothers | Portfolio GREEN German CMBS GmbH | Swap Counterparty | Lehman Brothers |
| German Postal Pensions Securitisation 2 Plc | Co-Managers | Lehman Brothers | Really Useful Theatres Finance Limited | Swap Counterparty | Lehman Brothers |
| Globe Pub Issuer Plc | Co-Managers | Lehman Brothers | Sestante Finance S.r.l 3 | Swap Counterparty | Lehman Brothers |
| Granite Master Issuer plc Series 2006-1 Notes | Co-Managers | Lehman Brothers | Southern Pacific Securities 05-1 plc | Swap Counterparty | Lehman Brothers |
| Monastery 2004-I B.V. | Co-Managers | Lehman Brothers | Southern Pacific Securities 05-3 plc | Swap Counterparty | Lehman Brothers |
| Talisman 6 Finance plc | Co-Managers | Lehman Brothers | Windermere I CMBS PLC | Swap Counterparty | Lehman Brothers |
| Southern Pacific Financing 05-B plc | Credit Enhancement Provider | Lehman Brothers | Windermere VIII CMBS | Swap Counterparty | Lehman Brothers |
| Eurosail 2006-4NP Plc | Financial Guarantor | Lehman Brothers | Eurosail PRIME-UK 2007-A plc | Swap Counterparty | Lehman Brothers |
| Eurosail-UK 2007-2NP plc | Financial Guarantor | Lehman Brothers | Windermere XI CMBS plc | Swap Counterparty | Lehman Brothers |
| Windermere XIV CMBS Limited | Financial Guarantor | Lehman Brothers | AerCo Limited | Underwriter | Lehman Brothers |
| ABF Finance Srl - Series 2004 | Lead Manager | Lehman Brothers | AerCo Limited (2) | Underwriter | Lehman Brothers |
| Aircraft Lease Securitisation Ltd | Lead Manager | Lehman Brothers | Airplanes Pass Through Trust | Underwriter | Lehman Brothers |
| Aire Valley Mortgages 2007-2 plc | Lead Manager | Lehman Brothers | BBVA RMBS 1, Fondo de Titulizacion de Activos | Underwriter | Lehman Brothers |
| Alba 2005-1 plc | Lead Manager | Lehman Brothers | BBVA-5 FTPYME, Fondo de Titulizacion de Activos | Underwriter | Lehman Brothers |
| Alzette European CLO SA | Lead Manager | Lehman Brothers | CIBELES III FTPYME FTA | Underwriter | Lehman Brothers |
| Arkle Master Issuer plc Series 2006-1 | Lead Manager | Lehman Brothers | Eurosail-UK 2007-6NC PLC | Underwriter | Lehman Brothers |
| Avalon Capital Ltd.3 | Lead Manager | Lehman Brothers | GC FTPYME Sabadell 5, Fondo de Titulizacion de Activos | Underwriter | Lehman Brothers |
| AVONDALE SECURITIES S.A. | Lead Manager | Lehman Brothers | GC FTPYME Sabadell 6, Fondo de Titulizacion de Activos | Underwriter | Lehman Brothers |
| BPL Consumer S.r.l. - Series 2004 | Lead Manager | Lehman Brothers | Gracechurch Card Funding (No. 6) PLC | Underwriter | Lehman Brothers |
| Cordusio RMBS 4 Series 2007 | Lead Manager | Lehman Brothers | Hipocat 9, Fondo de Titulizacion de Activos | Underwriter | Lehman Brothers |
| Dutch MBS X B.V. | Lead Manager | Lehman Brothers | INVESCO European CDO I S.A. | Underwriter | Lehman Brothers |
| Eurosail 2006-3NC | Lead Manager | Lehman Brothers | MBNA America European Structured Offerings No. 7 Limited | Underwriter | Lehman Brothers |
| Eurosail-UK 2007-3BL PLC | Lead Manager | Lehman Brothers | Permanent Financing (No. 2) PLC | Underwriter | Lehman Brothers |
| F-E Gold S.r.l | Lead Manager | Lehman Brothers | Possillipo Finance S.r.l. | Underwriter | Lehman Brothers |
| FTPYME Bancaja 3, Fondo De Titulizacion de Activos | Lead Manager | Lehman Brothers | PYME Bancaja 5, Fondo de Titulizacion de Activos | Underwriter | Lehman Brothers |
| GACC Securitisation 2004-1 plc | Lead Manager | Lehman Brothers | | | |
| DEAL | ADMINTYPE | NAME |
| Alpstar CLO 2 p.l.c. | Swap Counterparty | AIG Financial Products Corp. |
| Bacchus 2007-1 Plc | Swap Counterparty | AIG Financial Products Corp. |
| CB MezzCAP Limited Partnership | Swap Counterparty | AIG Financial Products Corp. |
| Dalradian European CLO III B.V. | Swap Counterparty | Banque AIG, London Branch |
| Dryden XIV Euro CLO 2006 plc | Swap Counterparty | AIG Financial Products Corp. |
| Eerste Vlaamse Effectisering (EVE) NV Compartment SKV | Swap Counterparty | Banque AIG, London Branch |
| Eurohome UK Mortgages 2007-1 plc | Swap Counterparty | Banque AIG, London Branch |
| Eurohome Uk Mortgages 2007-2 plc | Swap Counterparty | American International Group Inc. |
| F-E Blue S.r.l. | Swap Counterparty | Banque AIG |
| Fleet Street Finance One Plc | Swap Counterparty | Banque AIG |
| Fleet Street Finance One Plc | Swap Counterparty | American International Group Inc |
| Framtiden Multi-Family Housing Finance No. 5 AB (publ) | Swap Counterparty | Banque AIG |
| Granite Master Issuer plc Series 2005-4 Notes | Swap Counterparty | Banque AIG, London Branch |
| Granite Master Issuer plc Series 2006-2 Notes | Swap Counterparty | Banque AIG |
| Granite Master Issuer plc Series 2006-4 Notes | Swap Counterparty | Banque AIG, London Branch |
| Granite Mortgages 04-1 plc | Swap Counterparty | Banque AIG |
| Granite Mortgages 04-2 plc | Swap Counterparty | Banque AIG |
| Holland Euro-Denominated Mortgage-Backed Series (Hermes) VI B.V. | Swap Counterparty | Banque AIG |
| HORIZON CDO LIMITED | Swap Counterparty | AIG Financial Products Corp. |
| Hudson CLO 1 B.V. | Swap Counterparty | Banque AIG, London Branch |
| KONSUS 2004-1 Limited | Swap Counterparty | AIG Financial Products Corp. |
| League 2004-1 Limited | Swap Counterparty | Banque AIG |
| League 2005-1 Limited | Swap Counterparty | Banque AIG, London Branch |
| League 2005-1 Limited | Swap Counterparty | American International Group Inc |
| Permanent Financing (No. 2) PLC | Swap Counterparty | Banque AIG |
| Permanent Financing (No.5) PLC | Swap Counterparty | Banque AIG |
| S-CORE 2007-1 Gmbh | Swap Counterparty | American International Group Inc |
| S-CORE 2007-1 Gmbh | Swap Counterparty | AIG Financial Products Corp. |
| S-CORE 2008-1 GmbH | Swap Counterparty | AIG Financial Products Corp. |
| Spirit Issuer plc | Swap Counterparty | Banque AIG, London Branch |
| Trevi Finance N.3 S.r.l. | Swap Counterparty | Banque AIG |
| Aeolos S.A. | Swap Counterparty | Morgan Stanley Capital Services Inc |
| Aeolus CDO Limited Colonnade III | Swap Counterparty | Morgan Stanley Capital Services, Inc. |
| Aeolus CDO Limited Series Colonnade IV | Swap Counterparty | Morgan Stanley Capital Services, Inc. |
| Aeolus Cdo Limited | Swap Counterparty | Morgan Stanley Capital Services, Inc. |
| BL Superstores Finance PLC | Swap Counterparty | Morgan Stanley & Co. International Limited |
| Berica MBS S.r.l | Swap Counterparty | Morgan Stanley Dean Witter |
| Broadgate Financing PLC | Swap Counterparty | Morgan Stanley Capital Services Inc |
| DELAMARE FINANCE PLC | Swap Counterparty | Morgan Stanley Capital Services Inc |
| Dragon Finance B.V. | Swap Counterparty | Morgan Stanley Dean Witter |
| ELVA Funding plc Series 2007-12 | Swap Counterparty | Morgan Stanley Capital Services, Inc. |
| EUROCREDIT CDO II B.V. | Swap Counterparty | Morgan Stanley Capital Services Inc |
| Eddystone Finance Plc | Swap Counterparty | Morgan Stanley & Co. International Limited |
| Elva Funding PLC Series 2007-2 | Swap Counterparty | Morgan Stanley Capital Services, Inc. |
| Elva Funding PLC Series 2007-3 | Swap Counterparty | Morgan Stanley & Co. International Limited |
| Elva Funding PLC Series 2007-3 | Swap Counterparty | Morgan Stanley Capital Services, Inc. |
| Elva Funding PLC Series 2007-4 | Swap Counterparty | Morgan Stanley Capital Services, Inc. |
| Elva Funding PLC Series 2007-4 | Swap Counterparty | Morgan Stanley & Co. International Limited |
| Equity Release Funding (No.5) Plc | Swap Counterparty | Morgan Stanley & Co. International Limited |
| Equity Release Funding (No.5) Plc | Swap Counterparty | Morgan Stanley Capital Services Inc |
| European Loan Conduit No. 8 plc (Coronis ELOC 8) | Swap Counterparty | Morgan Stanley Capital Services Inc. |
| European Loan Conduit No.16 (Juturna plc ELOC 16) | Swap Counterparty | Morgan Stanley Capital Services Inc |
| European Loan Conduit No.19 plc (Morpheus ELOC 19) | Swap Counterparty | Morgan Stanley Capital Services Inc |
| European Loan Conduit No.21 FCC (Odysseus ELOC 21) | Swap Counterparty | Morgan Stanley Bank AG |
| European Loan Conduit No.22 (Perseus ELOC 22) | Swap Counterparty | Morgan Stanley & Co. International Limited |
| European Loan Conduit No.23 plc (Quirinus ELOC 23) | Swap Counterparty | Morgan Stanley & Co. International Limited |
| European Loan Conduit No.24 plc (Radamantis ELOC 24) | Swap Counterparty | Morgan Stanley & Co. International Limited |
| European Loan Conduit No.25 (SILENUS ELOC 25) | Swap Counterparty | Morgan Stanley & Co. International Limited |
| European Loan Conduit No.26 plc (Triton ELOC 26) | Swap Counterparty | Morgan Stanley & Co. International Limited |
| European Loan Conduit No.27 plc (Ulysses ELOC 27) | Swap Counterparty | Morgan Stanley & Co. International Limited |
| European Loan Conduit No.28 limited (Vulcan ELOC 28) | Swap Counterparty | Morgan Stanley & Co. International Limited |
| European Loan Conduit No.29 SA (Xuthus ELOC 29) | Swap Counterparty | Morgan Stanley & Co. International Limited |
| Fordgate Commercial Securitisation No.1 Plc | Swap Counterparty | Morgan Stanley & Co. International Limited |
| Formula One Finance B.V. - PAID OFF | Swap Counterparty | Morgan Stanley Capital Services Inc. |
| GHG Finance 2 Limited | Swap Counterparty | Morgan Stanley Capital Services Inc |
| GHG Finance Limited | Swap Counterparty | Morgan Stanley Capital Services Inc. |
| German Postal Pensions Securitisation 2 Plc | Swap Counterparty | Morgan Stanley & Co. International Limited |
| Greenland CDO Limited | Swap Counterparty | Morgan Stanley Capital Services, Inc. |
| Immeo Residential Finance No. 2 Limited | Swap Counterparty | Morgan Stanley & Co. International Limited |
| Imser Securitisation 2 S.r.l. | Swap Counterparty | Morgan Stanley Capital Services Inc |
| JLOC VI Limited | Swap Counterparty | Morgan Stanley Capital Services Inc. |
| JLOC X Limited | Swap Counterparty | Morgan Stanley Capital Services Inc. |
| London & Regional Debt Securitisation No. 1 Plc | Swap Counterparty | Morgan Stanley & Co. International Limited |
| London & Regional Debt Securitisation No. 2 plc | Swap Counterparty | Morgan Stanley & Co. International Limited |
| Longstone Finance Plc | Swap Counterparty | Morgan Stanley & Co. International Limited |
| Mantegna Finance Srl | Swap Counterparty | Morgan Stanley Capital Services Inc. |
| NITRO INTERNATIONAL SECURITISATION COMPANY 2 PLC | Swap Counterparty | Morgan Stanley & Co. International Limited |
| Pallas CDO II B.V. | Swap Counterparty | Morgan Stanley Capital Services, Inc. |
| ResLoC UK 2007-1 plc | Swap Counterparty | Morgan Stanley & Co. International Limited |
| ResLoC UK 2007-1 plc | Swap Counterparty | Morgan Stanley Capital Services Inc |
| Societa di Cartolarizzazione dei Crediti INPS 2 - Series 4 | Swap Counterparty | Morgan Stanley Dean Witter |
| Societa di Cartolarizzazione dei Crediti INPS 2 - Series 4 | Swap Counterparty | Morgan Stanley Capital Services Inc. |
| Societa di cartolarizzazione dei Crediti INPS 3 S.p.A (Series 5 & 6) | Swap Counterparty | Morgan Stanley Capital Services Inc. |
| Societa di cartolarizzazione dei Crediti INPS 4 S.p.A (Series 4A & 7) €3,000m | Swap Counterparty | Morgan Stanley & Co. International Limited |
| UNITE (USAF) plc | Swap Counterparty | Morgan Stanley & Co. International Limited |
| Aeolos S.A. | Swap Counterparty | Morgan Stanley Dean Witter & Co |
| Elva Funding PLC Series 2007-2 | Swap Counterparty | Morgan Stanley Capital Services, Inc. |
| Elva Funding PLC Series 2007-3 | Swap Counterparty | Morgan Stanley Capital Services, Inc. |
| Elva Funding PLC Series 2007-4 | Swap Counterparty | Morgan Stanley Capital Services, Inc. |
| European Loan Conduit No.19 plc (Morpheus ELOC 19) | Swap Counterparty | Morgan Stanley |
| European Loan Conduit No.28 limited (Vulcan ELOC 28) | Swap Counterparty | Morgan Stanley |
| Pallas CDO II B.V. | Swap Counterparty | Morgan Stanley Mortgage Capital Inc. |
| Balliol Financing plc | Swap Counterparty | Bank of Scotland |
| Candide Financing 2005 B.V. | Swap Counterparty | Bank of Scotland |
| Fairhold Securitisation Limited (Tap Issue) | Swap Counterparty | HBOS Treasury Services PLC |
| Fairhold Securitisation Ltd | Swap Counterparty | HBOS Treasury Services PLC |
| Melrose Financing No. 2 pic | Swap Counterparty | Bank of Scotland |
| Mound Financing (No. 4) Plc | Swap Counterparty | Bank of Scotland |
| Mound Financing (No. 5) plc | Swap Counterparty | Bank of Scotland |
| Pendeford Master Issuer plc 2007-1 | Swap Counterparty | Halifax Plc |
| Permanent Financing (No.5) PLC | Swap Counterparty | Halifax Plc |
| Permanent Financing (No.6) PLC | Swap Counterparty | Halifax Plc |
| Permanent Financing (No.7) PLC | Swap Counterparty | Halifax Plc |
| Permanent Financing (No.9) PLC | Swap Counterparty | Halifax Plc |
| Permanent Master Issuer plc Series 2006-1 | Swap Counterparty | Halifax Plc |
| Permanent Master Issuer plc Series 2007-1 | Swap Counterparty | Halifax Plc |
| Prominent CMBS Conduit No.2 Limited | Swap Counterparty | Bank of Scotland |
| Prominent CMBS Funding No. 1 PLC | Swap Counterparty | Bank of Scotland |