EFTA Document EFTA01388259

(xxxi) -EUR-Annual Swap Rate-Reference Banks" means that the rate for a Reset Date will be a percentage determined on the basis of the mid-market annual swap rate quotations provided by the Reference Banks (A) in the case of "FUR-Annual Swap Rate-10:00", "EUR- Annual Swap Rate-10:00-Bloomberg", "EUR-Annual Swap Rate-I0:00-SwapMarker, "EUR- Annual Swap Rate-3 Month". "EUR-Annual Swap Rate-3 Month-SwapMarker" or "EUR-ISDA- LIBOR Swap Rate-10:00". at approximately 10:00 a.m., London time, (B) in the case of "EUR- ISDA-EURIBOR Swap Rate-11:00", at approximately 11:00 a.m., Frankfurt time, (C) in the case of -EUR-Annual Swap Rate-11:00", "EUR-Annual Swap Rate-11:00-Bloomberg", "EUR- Annual Swap Rate-I1:00-SivapMarker" or "EUR-ISDA-LIBOR Swap Rate-11:00", at approximately 11:00 a.m., London time, (D) in the case of "EUR-ISDA-EURIBOR Swap Rate- 12:00", at approximately 12:00 noon, Frankfurt time, or (E) in the case of "EUR-EONIA-Swap- Index", at approximately 4:30 p.m., Brussels time, in each case on the day that is two TARGET Settlement Days preceding that Reset Date. For this purpose, the mid-market annual swap rate means the arithmetic mean of the bid and offered rates for the annual fixed leg, calculated on a 30/360 day count basis, of a fixed-for-floating euro 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, in each case calculated on an Actual/360 day count basis, is equivalent to (1) in the case of "EUR-Annual Swap Rate-10:00", "EUR-Annual Swap Rate-10:00-Bloomberg", "EUR-Annual Swap Rate-10:00-Sw•apMarker', "EUR-Annual Swap Rate-11:00", "EUR-Annual Swap Rate- 11:00-Bloomberg", "FUR-Annual Swap Rate-11:00-SwapMarker", "EUR-ISDA-EURIBOR Swap Rate-11:00" or "EUR-ISDA-EURIBOR Swap Rate-12:00", with a Designated Maturity of six months, (2) in the case of "EUR-Annual Swap Rate-3 Month", "EUR-Annual Swap Rate-3 Month-SwapMarker", with a Designated Maturity of three months, (3) in the case of "FUR- ISDA-LIBOR Swap Rate-10:00" or "EUR-ISDA-LIBOR Swap Rate-11:00", with a Designated Maturity of six months or (4) in the case of "EUR-EON1A-Swap-Index", for a period of the Designated Maturity. 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). (g) Hong Kong Dollar. (i) "HKD-HIBOR-HIBOR=" means that the rate for a Reset Date will be the rate for deposits in Hong Kong Dollars for a period of the Designated Maturity which appears on the Reuters Screen HIBORI=R Page (for Designated Maturities of one month to six months, inclusive) or the Reuters Screen HIBOR2=R Page (for Designated Maturities of seven months to one year, inclusive), in each case across from the caption "FIXING@I1:00" as of 11.00 a.m., Hong Kong time, on that Reset Date. If such rate does not appear on the Reuters Screen HIBORI=R Page or HIBOR2=R Page, as appropriate, the rate for that Reset Date will be determined as if the parties had specified "H1O3-HIBOR-HKAB" as the applicable Floating Rate Option. (ii) "HICD-HIBOR-HIBOR-Bloomberg" means that the rate for a Reset Date will be the rate for deposits in Hong Kong Dollars for a period of the Designated Maturity which appears on the Bloomberg Screen HKMA 2 Page under the caption "HKMA 0/N HIBOR" of 11:00 a.m., Hong Kong time, on that Reset Date. If such rate does not appear on the Bloomberg Screen HKMA 2 Page the rate for that Reset Date will be determined as if the parties had specified "HKD-HIBOR-HKAB-Bloomberg- as the applicable Floating Rate Option. 36 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0091721 CONFIDENTIAL SDNY GM_00237905 EFTA01388259