West Yorkshire Regiment Guard Marched Through City of London With Bayonets Fixed . Special Privilege Granted by Lord Mayor . For the first time in its 300 - years history , men of the West Yorkshire Regiment marched through the City of London with bayonets fixed and band playing - a jealously guarded priviledge accorded them special permission of the Lord Mayor , Sir Perci Vincent . The 2nd Battalion of the Regiment , stationed at the Tower of London , had been called upon to find the guard for the Bank of England in place of the 1 st Battalion Welsh Guards . Photo shows : The guard of the West Yorkshire Regiment being played into the Bank of England by their band . 14 Jul 1936 *** Local Caption ***