EFTA01388246.pdf

in a Confirmation or as provided in any agreement between the parties governing the Swap Transaction; or (ii) if such day is not a Reset Date, the Relevant Rate determined pursuant to subparagraph (i) above for the next preceding Reset Date. (d) "Rate Cut-off Date" means each day specified as such (or determined pursuant to a method specified for such purpose) for the Swap Transaction or that party. The Relevant Rate for each Reset Date in the period from, and including, a Rate Cut-off Date to, but excluding, the next applicable Period End Date (or, in the case of the last Calculation Period, the Termination Date) will (solely for purposes of calculating the Floating Amount payable on the next applicable Payment Date) be deemed to be the Relevant Rate in effect on that Rate Cut-off Date. (e) -Spread" means the per annum rate (which may be negative), if any, expressed as a decimal, specified as such for the Swap Transaction or the party. For purposes of determining a Floating Amount, a Compounding Period Amount or a Basic Compounding Period Amount, the Spread will be added to the Floating Rate. (f) "Floating Rate Day Count Fraction" means, in respect of any calculation of a Floating Amount: (i) if a Floating Rate Day Count Fraction is specified for the Swap Transaction or the Floating Rate Payer, the Floating Rate Day Count Fraction so specified; and (ii) if the Floating Rate Option specified as the applicable Floating Rate Option is listed in Section 6.2(g) and a Floating Rate Day Count Fraction is not specified for the Swap Transaction or the Floating Rate Payer, the Day Count Fraction indicated for that Floating Rate Option in Section 6.2(g): and (iii) in all other cases, if a Floating Rate Option defined in Section 7.1 (Rate Options) is specified as the applicable Floating Rate Option, - Actual/360". (g) For purposes of Section 6.2(f)(ii), the Day Count Fraction for each of the following Floating Rate Options is indicated below: Floating Rate Oration Day Count Fraction "AUD-AONIA-OIS-COMPOUND" Actual/365 (Fixed) "AUD-AONIA-O1S-COMPOUND-SwapMarker Actual/365 (Fixed) "AUD-BBR-AUBBSW" Actual/365 (Fixed) "AUD-BBR-BBSW" Actual/365 (Fixed) "AUD-BBR-BBSW-Bloomberg" Actual/365 (Fixed) "AUD-BBR-BBSY (BID)" Actual/365 (Fixed) "AUD-Swap Rate-Reuters" ActuaV365 (Fixed) "CAD-BA-CDOR" Actual/365 (Fixed) "CAD-BA-CDOR-Bloomberg" Actual/365 (Fixed) "CAD-BA-Reuters" Actual/365 (Fixed) "CAD-BA-Reference Banks" Actual/365 (Fixed) -CAD-ISDA-Swap Rate" Actual/365 (Fixed) "CAD-TBILL-Reuters" Actual/365 (Fixed) -CAD-TBILL-Reference Banks" Actual/365 (Fixed) 16 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0091701 CONFIDENTIAL SDNY GM_00237885 EFTA01388246