EFTA01450739.pdf

YA GGS 005/21/14 Corp 96 Feedback Yield and Spread Analysis 9.9 Buy nwr -49in I) Yield & Spread h Yields Graphs 4 Pricing Descriptive S Custom GGB Float 05/21/14( GR0514017145 ) Equiv to Next Fix Floater Con History 'Nat-, I: I:: r" At i J60 Date Rate Price Price at Refix 100 , 6.1900 DM (bp) to on 05/21/14 ?5/21/14 Viorkout 05/21/2014 Q 100.00 Mmict Neutral Price Adjusted Price rots 05/ 217t MRS Mod Duration 0.420 0.401 Adjusted Simple Margin (bp) Risk 0.414 0.395 Adjusted Total Margin (bp: Convexity 0.003535 0.005407 c7read For life (bp) DV In on 11414 40 Floater Information "IlniMill• Invoice Benchmark EUR006M Assumed Rate -4 t1 Quoted Margin 130.00 Coupon 1.61900 Principal 983.200.00 Next Pay 05/21/14 Coupon Freq Semi-An... Accrued (26 Days) 1,169.28 Refix Iceg Semi-An... Total (EUR) Index to 05/21/14 EOM Australia 61 2 v.77 $600 Brazil 5511 3048 4500 Euroszte 44 20 ?330 7500 Cfraany 49 69 9204 1210 Nang Kona $52 2977 6000 Japan 81 3 3201 8900 Singapore, 65 6212 1000 U.S. 1 212 318 2000 Copyright 2013 Blooadoerg Finance L.P. SN 622439 CPIT 00+0.00 H465-2561-2 12-04c-2012 15:00t05 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 106566 CONFIDENTIAL SDNY_GM_00252750 EFTA01450739