EFTA Document EFTA01388270

will be determined as if the parties had specified "NZD-BBR-Reference Banks" as the applicable Floating Rate Option. (iii) "NZD-BBR-FRA" means that the rate for a Reset Date will be the rate for New Zealand Dollar bills of exchange for a period of the Designated Maturity which appeals on the Reuters Semen BKBM Page opposite the caption "FRA" as of 11:00 a.m.. Wellington time, on that Reset Date. If such rate does not appear on the Reuters Screen BKBM Page, the rate for that Reset Date will be determined as if the parties had specified IsIZD-BBR-Reference Banks" as the applicable Floating Rate Option. (iv) -NZD-BBR-Reference Banks" means that the rate for a Reset Date will be determined on the basis of the bid and offered rates of each of the Reference Banks for New Zealand Dollar bills of exchange for a period of the Designated Maturity for settlement on that Reset Date and in a Representative Amount at approximately 11:00 a.m., Wellington time, on the Reset Date. The Calculation Agent will request the principal New Zealand office of each of the Reference Banks to provide a quotation of its rates. If at least two sets of bid and offered rate quotations am provided, the rate for that Reset Date will be the arithmetic mean of the quotations. If fewer than two sets of bid and offered rate quotations are provided as requested. the rate for that Reset Date will be the arithmetic mean of the bid and offered rates quoted by major banks in New Zealand, selected by the Calculation Agent. for New Zealand Dollar bills of exchange for a period of the Designated Maturity for settlement on that Reset Date and in a Representative Amount at approximately 11:00 a.m., Wellington time, on that Reset Date. (v) "NZD-NZIONA-O1S-COMPOUND" means that the rate for a Reset Date, calculated in accordance with the formula set forth below in this subparagraph, 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 New Zealand Dollar official cash rate as determined below). -NZD-NZIONA-OIS-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), but to the nearest one ten-thousandth of a percentage point (0.0001%): [1 1 411 + N'ZIONAixm) 11365 =t 365 J where: "do", for any Calculation Period, is the number of ESAS Settlement Days in the relevant Calculation Period; "i" is a series of whole numbers from one to do, each representing the relevant ESAS Settlement Days in chronological order from, and including, the first ESAS Settlement Day in the relevant Calculation Period; -NZIONAi-, for any day in the relevant Calculation Period, is a reference rate equal to the official cash rate in respect of that day set by the Reserve Bank of New Zealand, as such rate is displayed on the Reuters Screen RBNZ02 Page as of 10:00 a.m., Wellington time, on day "i". If such rate does not appear on the Reuters Screen RBNZ02 Page in respect of any day the rate for that day will be as agreed between the parties, 52 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0091737 CONFIDENTIAL SDNY GM_00237921 EFTA01388270