EFTA01388267.pdf

(xv) "JPY-1SDA-Swap Rate-10:00" means that the rate for a Reset Date will be the swap rate for Yen swap transactions with a maturity of the Designated Maturity, expressed as a percentage, which appears on the Reuters Screen ISDAFIX I Page as of 10:00 a.m., Tokyo time, on the day that is two Tokyo Banking Days preceding that Reset Date. If such rate does not appear on the Reuters Screen ISDAFIX I Page, the rate for that Reset Date will be determined as if the parties had specified "JPY-TSR-Reference Banks" as the applicable Floating Rate Option. (xvi) "JPY-TSR-Reuters-I5:00" means that the rate for a Reset Date will be the swap rate for Yen swap transactions with a maturity of the Designated Maturity, expressed as a percentage, which appears on the Reuters Screen 17143 Page as of 3:00 p.m., Tokyo time, on the day that is two Tokyo Banking Days preceding that Reset Date. If such rate dots not appear on the Reuters Screen 17143 Page, the rate for that Reset Date will be determined as if the parties had specified "WY-TSR-Reference Banks" as the applicable Floating Ratc Option. (xvii) "JPY-ISDA-Swap Rate-15:00" means that the rate for a Reset Date will be the swap rate for Yen swap transactions with a maturity of the Designated Maturity, expressed as a percentage, which appears on the Reuters Screen ISDAFIX1 Page as of 3:00 p.m., Tokyo time, on the day that is two Tokyo Banking Days preceding that Reset Date. If such rate does not appear on the Reuters Screen ISDAFIX I Page, the rate for that Reset Date will be determined as if the parties had specified "JPY-TSR-Reference Banks" as the applicable Floating Rate Option. (xviii) "WY-TSR-Reference Banks" means that the rate for a Reset Date will be a percentage determined on the basis of the mid-market semi-annual swap rate quotations provided by the Reference Banks (A) in the case of "JPY-BBSF-Bloomberg-10:00", "WY-TSR-Reuters- 10:00" or "JPY-ISDA-Swap Rate-10:00", at approximately 10:00 a.m., Tokyo time, or (B) in the case of "JPY-BBSF-Bloomberg-15:00", "WY-TSR-Reuters-15:00" or "JPY-ISDA-Swap Rate- 15:00", at approximately 3:00 p.m., Tokyo time, on the day that is two Tokyo Banking Days preceding that Reset Date. For this purpose, the mid-market semi-annual swap rate means the arithmetic mean of the bid and offered rates for the semi-annual fixed leg. calculated on an Actual/Actual day count basis, of a fixed-for-floating Yen interest rate swap transaction with a term equal to the Designated Maturity commencing on that Reset Date and in a Representative Amount with an acknowledged dealer of good credit in the swap market, where the floating leg, calculated on an Actual/360 day count basis, is equivalent to JPY-LIBOR-BBA with a Designated Maturity of six months. The Calculation Agent will request the principal office of each of the Reference Banks to provide a quotation of its rate. If at least three quotations are provided, the rate for that Reset Date will be the arithmetic mean of the quotations, eliminating the highest quotation (or, in the event of equality, one of the highest) and the lowest quotation (or, in the event of equality, one of the lowest). (xix) "JPY-TONA-01S-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 arithmetic mean of the daily rates of the day-to-day interbank JPY market in Tokyo). "WY-TONA-O1S-COMPOUND- will be calculated as follows, and the resulting percentage will be rounded, if necessary, in accordance with the method set forth in Section 8.1(a): 48 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0091733 CONFIDENTIAL SDNY GM_00237917 EFTA01388267