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1111111111111111111111 hill 111 11 11111 11111 11 111 11111 1111 11 11 <br />* 0 1 2 3 4 5 6 7 8 9 <br />PART II: SCHEDULE OF U.S. DOLLAR LIBOR -BASED INSTRUMENTS <br />A. SWAPS AND FORWARD RATE AGREEMENTS <br />(Interest Rate Swaps, Amortizing Swaps, Basis Swaps, Asset Swaps, Inflation Swaps, Total Return Swaps, Currency Swaps) <br />Maturity/ <br />Defendant Effective Date Cancellation Date' <br />Paying LIBOR (Month/Day/Year) (Month/Day/Year) <br />Tenor and <br />Currency of <br />LIBOR' <br />Notional <br />Amount <br />7 <br />Frequency <br />of LIBOR Non -Standard <br />Payment Periods Terms' <br />IF YOU NEED ADDITIONAL SPACE TO LIST YOUR TRANSACTIONS, PHOTOCOPY THIS PAGE. <br />' For each swap, only complete this chart for the leg of the swap where you received LIBOR -based payments from a Defendant, with the exception of basis swaps (see <br />below). For amortizing swaps, you must list initial notional amount and provide a schedule of the amortization, reflecting the notional amount for each payment period. <br />For forward rate swaps, list the LIBOR payment date in the Start date, and leave "End date and "Frequency' fields blank. For basis swaps, where both legs are tied <br />to LIBOR, list the terms of both legs of the swap in consecutive lines, indicating for which one you are paying and receiving LIBOR -based payments. For forward rate <br />agreement, list the LIBOR payment date in the Start date, and leave °End date' and "Frequency' fields blank. Furtherdefinitions for each of these instruments can be <br />found in the Notice, available on the website. <br />2 If the transaction was cancelled before the maturity date, list the cancellation date not the maturity date. <br />' If any multiplier is applied to the LIBOR -based payments (e.g., 66% of 3 -month LIBOR), or spread (e.g., 8 basis points added to 3 -month LIBOR), include that in <br />this column. <br />• The following standard terms will be used unless otherwise indicated here. The standard °Accrual Convention" (which measures the length of the accrual period) <br />is actual/360 (meaning the actual number of days in the interest accrual period is divided by 360 to calculate payments). The standard °lookback days° (which is the <br />gap between LIBOR fixing date and rate effective date) Is 2 days. The standard date convention is modified following, and the standard holiday calendar is New York <br />and London. The standard compounding is flat. <br />Page 3 of 6 <br />P170 <br />