EFTA Document EFTA01388334

Sfr 5 1.7(ai) SOD 5 1.7(ac) SOD-SIBOR-Reuters 54 7.1(t)(i) SOD-SIBOR-Reference Banks 54 7.1(t)(ii) SGD-SONAR-OIS-COMPOUND 56 7.1(tXv) SGD-SOR-Reuters 55 7.1(t)(iii) SGD-SOR-Reference Banks 55 7.1(t)(iv) Singapore Dollar 5 1.7(ac) SKK 5 1.7(ad) SKK-BRIBOR-Bloomberg 57 7.1(uXii) SKK-BRIBOR-NBSK07 57 7.1(uX0 SKK-BRIBOR-Reference Banks 57 7.1(u)(iii) SKr 5 1.7(ah) Slovak Koruna 5 1.7(5) South African Rand 5 1.7(ae) Spread 16 6.2(e) Sri Lankan Rupee 5 1.7(af) Sterling 5 1.7(ag) £ 5 1.7(ag) STG 5 1.7(ag) Successor Price Source 83 7.5(a) Successor Price Source Effective Date 83 7.5(b) Successor Source 78 7.2(b) Swap Transaction 1 1.1 SwapMarker Screen 78 7.2(a)(xiv) Swaption 88 11.2 Swaption Straddle 89 11.3 Swedish Krona 5 1.7(ah) SWF 5 1.7(ai) Swiss Franc 5 1.7(31) Taiwanese Dollar 5 1.7(aj) TARGET Settlement Day 6 1.8 Term 6 3.1 Termination Date 7 3.3 Thai Baht 5 1.7(ak) THB 5 1.7(ak) THB-SOR-Reference Banks 64 7.1(aa)(ii) THB-SOR-Reuters 64 7.1(aa)(i) THB-THBFIX-Reuters 65 7.1(aa)(iii) Threshold 91 13.1(i) Trade Date 7 3.7 TRY 6 1.7(al) Turkish Lira 6 1.7(al) TWD 5 13(8i) TWO-Reference Dealers 64 7.1(z)(iii) TWD-Reuters-6165 64 7.1(4(1) TWD-TWCPBA 64 7.1(zXii) Underlying Swap Transaction 95 14.1(c) Unweighted Average 15 6.2(a)(i II )(C) U.S. Dollar 6 1.7(am) U.S. Government Securities Business Day 6 1.11 143 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0091828 CONFIDENTIAL SDNY GM_00238012 EFTA01388334