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1111111111111111111111 1110 11111 11111 11111 11111 11111 1111 1111 <br />* 0 1 2 3 4 5 6 7 8 9* <br />PART II: SCHEDULE OF U.S. DOLLAR LIBOR -BASED INSTRUMENTS <br />B. BONDS AND FLOATING RATE NOTES <br />Defendant <br />Paying LIBOR' <br />Issue/ <br />Purchase Date' <br />(Month/Day/ <br />Year) <br />Maturity/ <br />Call/Sale Date' <br />(Month/Day/ <br />Year) <br />Tenor and <br />Currency of <br />LIBOR' <br />Frequency <br />of LIBOR <br />Payment <br />Periods <br />Amount <br />(in $) <br />Non -Standard <br />ISINICUSIP Terms' <br />IF YOU NEED ADDITIONAL SPACE TO LIST YOUR TRANSACTIONS, PHOTOCOPY THIS PAGE. <br />5 If you purchased the instrument from a non -panel bank, indicate the name of the seller as well as the defendant paying LIBOR. <br />' If you purchased the instrument after it issued, please enter both the issue date and purchase date. <br />' If you sold the instrument or it was called before it matured, use the earlier of the maturity, call and sale date. <br />8 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 this <br />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) is <br />actuaV360 (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 gap <br />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 and <br />London. The standard compounding is flat <br />Page 4 of 6 <br />P171 <br />