EFTA01450739

YA GGS 005/21/14 Corp I) Yield & Spread GGB Float 05/21/14 ( GR0514017145 ) 'Nat-, I: I:: r" Price DM (bp) Viorkout 05/21/2014 Q 100.00 Neutral Price Adjusted Price h Yields to Adjusted Simple Margin (bp) Adjusted Total Margin (bp: c7read For life (bp) Floater Information "IlniMill• 96 Feedback Graphs 4 Pricing 9.9 Buy Yield and Spread Analysis nwr -49in Descriptive S Custom Equiv to Next Fix At i J60 Price at Refix on 05/21/14 Mmict 100 Floater Con History Date Rate , 6.1900 ?5/21/14 rots 05/217t MRS Mod Duration 0.420 0.401 Risk 0.414 0.395 Convexity 0.003535 0.005407 DV In on 11414 40 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 Index to 05/21/14 Refix Iceg EOM Semi-An... Total (EUR) 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) CONFIDENTIAL DB-SDNY-0 106566 SDNY_GM_00252750 EFTA01450739