EFTA01388248.pdf

-ZAR-JIBAR-Reference Banks" Actual/365 (Fixed) -ZAR-PRIME-AVERAGE" Actual/365 (Fixed) "ZAR-PRIME-AVERAGE-Reference Banks" Actual/365 (Fixed) "ZAR-DEPOSIT-SAFER" Actual/365 (Fixed) "ZAR-DEPOSIT-Reference Banks" Actual/365 (Fixed) (h) "Floating Rate Option" means, in respect of a Swap Transaction and the calculation of a Floating Amount, the Floating Rate Option specified as such, which may be specified by reference to a Rate Option or may be specified by defining the Floating Rate Option in the related Confirmation or in any agreement between the parties governing that Swap Transaction. (i) "Rate Option" means, in respect of a Swap Transaction and the calculation of a Floating Amount, any of the terms defined in Section 7.1 (Rate Options). (j) "Cap Rate" means, in respect of a Swap Transaction and the calculation of a Floating Rate, a rate, expressed as a decimal, equal to the per annum rate specified as such in the related Confirmation. (k) "Floor Rate- means, in respect of a Swap Transaction and the calculation of a Floating Rate. a rate, expressed as a decimal, equal to the per annum rate specified as such in the related Confirmation. Section 6.3. Certain Definitions Relating to Compounding. For purposes of the calculation of a Floating Amount where "Compounding" is specified to be applicable to a Swap Transaction: (a) "Compounding Period" means, in respect of a Calculation Period, each period from, and including, one Compounding Date to, but excluding, the next following applicable Compounding Date during that Calculation Period, except that (i) each initial Compounding Period for a Swap Transaction will commence on, and include, the Effective Date and (ii) each final Compounding Period for a Swap Transaction will end on, but exclude, the Termination Date. (b) "Compounding Date" means each day during the Term of a Swap Transaction specified as such (or determined pursuant to a method specified for such purpose) for the Swap Transaction or a party, subject to adjustment in accordance with the Business Day Convention applicable to Period End Dates in respect of the Swap Transaction or that party. (c) "Compounding Period Amount" means, for any Compounding Period. an amount calculated on a formula basis for that Compounding Period as follows: Floating Compounding Adjusted Floating Rate Period Calculation x Rate x Day Count Amount Amount + Spread Fraction (d) "Adjusted Calculation Amount" means (i) in respect of the first Compounding Period in any Calculation Period, the Calculation Amount for that Calculation Period and (ii) in respect of each succeeding Compounding Period in that Calculation Period, an amount equal to the sum of the Calculation Amount for that Calculation Period and the Compounding Period Amounts for each of the previous Compounding Periods in that Calculation Period. 18 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0091703 CONFIDENTIAL SDNY GM_00237887 EFTA01388248