EFTA01388247.pdf

"CAD-REPO-CORRA" Actual/365 (Fixed) - EUR-EURIBOR-Act/365" Actual/365 (Fixed) - EUR-EURIBOR-Act/365-Bloomberg" Actual/365 (Fixed) "GBP-ISDA-Swap Rate" Actual/365 (Fixed) "GBP-LIBOR-BBA" Actual/365 (Fixed) "GBP-LIBOR-BBA-Bloomberg" Actual/365 (Fixed) -GBP-LIBOR-Reference Banks" Actual/365 (Fixed) "GBP-Scmi-Annual Swap Rate" Actual/365 (Fixed) "GBP-Semi-Annual Swap Rate-Reference Banks" Actual/365 (Fixed) "GBP-WMBA-SONIA-COMPOUND" Actual/365 (Fixed) "HKD-HIBOR-HKAB" Actual/365 (Fixed) "HKD-HIBOR-HKAB-Bloomberg" Actual/365 (Fixed) "HKD-HIBOR-HIBOR=" Actual/365 (Fixed) -FIKD-HIBOR-HIBOR-Bloomberg- Actual/365 (Fixed) -HKD-HIBOR-Reference Banks" Actual/365 (Fixed) "HKD-HONIX-OIS-COMPOUND" Actual/365 (Fixed) -HKD-ISDA-Swap Rate-I1:00" Actual/365 (Fixed) "HKD-ISDA-Swap Rate-4:00" Actual/365 (Fixed) IDR-IDMA-Bloomberg" Actual/Actual "ILS-TELBOR0 I-REUTERS" Actual/365 (Fixed) Actual/365 (Fixed) "INR-CMT' Actual/365 (Fixed) INR-INBMK-REUTERS" Actual/365 (Fixed) "INR-MIBOR-OIS-COMPOUND" Actual/365 (Fixed) "INR-MIFOR" Actual/365 (Fixed) Actual/365 (Fixed) 1NR-MITOR-O1S-COMPOUND" Actual/365 (Fixed) "JPY-BBSF-Bloomberg-10:00" Actual/365 (Fixed) 1PY-BBSF-Bloomberg-15:00" Actual/365 (Fixed) -1(RW-CD-KSDA-Bloomberg" Actual/365 (Fixed) "KRW-CD-3220" Actual/365 (Fixed) "MYR-KLIBOR-BNM" Actual/365 (Fixed) "MYR-KLIBOR-Reference Banks" Actual/365 (Fixed) "NZD-NZIONA-O1S-COMPOUND" Actual/365 (Fixed) -PLN-WIBOR-WIBO" Actual/365 (Fixed) -PLN-WIBOR-Reference Banks" Actual/365 (Fixed) -SGD-SIBOR-Reuters- Actual/365 (Fixed) "SGD-SIBOR-Reference Banks" Actual/365 (Fixed) "SGD-SONAR-OIS-COMPOUND" Actual/365 (Fixed) "SGD-SOR-Reuters" Actual/365 (Fixed) "SGD-SOR-Reference Banks" Actual/365 (Fixed) 'THB-SOR-Reuters" Actual/365 (Fixed) -THB-SOR-Reference Banks" Actual/365 (Fixed) *THB-THBFIX-Reuters" Actual/365 (Fixed) "'MD-Reuters-6165" Actual/365 (Fixed) "TWD-TWCPBA" Actual/365 (Fixed) "TWD-Reference Dealers" Actual/365 (Fixed) "USD-CMS-Reference Banks-ICAP SwapPX" 30/360 "USD-SIFMA Municipal Swap Index'. Actual/Actual "USD-S&P Index-High Grade- Actual/Actual "ZAR-JIBAR-SAFEV Actual/365 (Fixed) 17 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0091702 CONFIDENTIAL SDNY GM_002378116 EFTA01388247