EFTA01388253.pdf

in Toronto, selected by the Calculation Agent, as of 10:00 a.m., Toronto time, on that Reset Date for the issue of current Government of Canada Treasury bills with a remaining maturity closest to the Designated Maturity. (vii) "CAD-LIBOR-BBA" means that the rate for a Reset Date will be the rate for deposits in Canadian Dollars for a period of the Designated Maturity which appears on the Reuters Screen LIBOROI Page as of 11:00 a.m., London time. on the day that is two London Banking Days preceding that Reset Date. If such rate does not appear on the Reuters Screen LIBOROI Page, the rate for that Reset Date will be determined as if the parties had specified "CAD-LIBOR-Reference Banks" as the applicable Floating Rate Option. (viii) "CAD-LIBOR-BBA-Bloomberg" means that the rate for a Reset Date will be the rate for deposits in Canadian Dollars for a period of the Designated Maturity which appears on the Bloomberg Screen BTMM CA Page under the heading "CSLIBOR2 as of 11:00 a.m., London time, on the day that is two London Banking Days preceding that Reset Date. If such rate does not appear on the Bloomberg Screen BTMM CA Page, the rate for that Reset Date will be determined as if the parties had specified -CAD-LIBOR-Reference Banks" as the applicable Floating Rate Option. (ix) "CAD-LIBOR-BBA-SwapMarker" means that the rate for a Reset Date will be the rate for deposits in Canadian Dollars for a period of the Designated Maturity which appears on the SwapMarker Screen SMKR89 Page as of 11:00 a.m., London time, on the day that is two London Banking Days preceding that Reset Date. If such rate does not appear on the SwapMarker Screen SMKR89 Page, the rate for that Reset Date will be determined as if the parties had specified "CAD-LIBOR-Reference Banks" as the applicable Floating Rate Option. (x) "CAD-LIBOR-Reference Banks" means that the rate for a Reset Date will be determined on the basis of the rates at which deposits in Canadian Dollars am offered by the Reference Banks at approximately 11:00 a.m., London time, on the day that is two London Banking Days preceding that Reset Date to prime banks in the London interbank market for a period of the Designated Maturity commencing on that Reset Date and in a Representative Amount. The Calculation Agent will request the principal London office of each of the Reference Banks to provide a quotation of its rate. If at least two quotations am provided, the rate for that Reset Date will be the arithmetic mean of the quotations. If fewer than two quotations are provided as requested, the rate for that Reset Date will be the arithmetic mean of the rates quoted by major banks in Toronto, selected by the Calculation Agent, at approximately 11:00 a.m., Toronto time, on that Reset Date for loans in Canadian Dollars to leading European banks for a period of the Designated Maturity commencing on that Reset Date and in a Representative Amount. (xi) "CAD-REPO-COBRA" means that the rate for a Reset Date will be the overnight repo rate which appears under the heading "Financial Statistics - Money Market Yields" on the Bank of Canada's Wcbsitc at http://www.banIcofcanada.ca/cn/rates/monmrt.html in respect of that day. (xii) "CAD-CORRA-OIS-COMPOUND" means that the rate for a Reset Date, calculated in accordance with the formula set forth below, will be the rate of return of a daily compound interest investment, (it being understood that the reference rate for the calculation of interest is the daily Canadian Dollar overnight repurchase rates determined by the Bank of Canada as the weighted average of non-specific collateral traded through brokers). 25 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0091710 CONFIDENTIAL SDNY GM_00237894 EFTA01388253