EFTA Document EFTA01456501

z rth) txy-11 Equity Calendar Period 1 Equity Start 27-Jan-15 Equity End 27-Feb-15 Settlement 04-Mar-15 2 27-Feb-15 27-Mar-15 01-Apr-15 3 27-Mar-15 27-Apr-15 30-Apr-15 4 27-Apr-15 27-May-15 01-Jun-15 5 27-May-15 29-Jun-15 02-Jul-15 6 29-Jun-15 27-Jul-15 30-Jul-15 7 27-Jul-15 27-Aug-15 01-Sep-15 8 27-Aug-15 28-Sep-15 01.Oct-15 9 28-Sep-15 27-Oct-15 30-Oct-15 10 27.Oct-15 30-Nov-15 03-Dec-15 11 30-Nov-15 28-Dec-15 31-Dec-15 12 28-Dec-15 27-Jan-16 01-Feb-16 Interest Calendar Interest Fixing Accrual Start Accrual End / Settlement 1 28-Jan-15 30-Jan-15 04-Mar-15 2 02-Mar-15 04-Mar-15 01-Apr-15 3 30-Mar-15 01-Apr-15 30-Apr-15 4 28-Apr-15 30-Apr-15 01-Jun-15 S 28-May-15 01-Jun-15 02-Jul-15 6 30-Jun-15 02-Jul-15 30-Jul-15 7 28-Jul-15 30-Jul-15 01-Sep-15 8 28-Aug-15 01-Sep-15 01-Oct-15 9 29-Sep-15 01-Oct-15 30-Oct-15 10 28.Oct-15 30-Oct-15 03-Dec-15 11 01-Dec-15 03-Dec-15 31-Dec-15 12 29-Dec-15 31-Dec-15 01-Feb-16 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0115714 CONFIDENTIAL PROT1 PROT0