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[X1PART THREE U.K. CAPITAL REQUIREMENTS

TITLE IVU.K. OWN FUNDS REQUIREMENTS FOR MARKET RISK

CHAPTER 2 U.K. Own funds requirements for position risk

Section 1 U.K. General provisions and specific instruments

Article 333 U.K. Securities sold under a repurchase agreement or lent

The transferor of securities or guaranteed rights relating to title to securities in a repurchase agreement and the lender of securities in a securities lending shall include these securities in the calculation of its own funds requirement under this Chapter provided that such securities are trading book positions. ]