Date Notional Amount 3M EURIBOR BST Fixed Payment MdP Fixed Payment

12/13/2006 89000000 0.03673

6/13/2007 89000000 0.0414
12/13/2007 89000000 0.04927
6/13/2008 89000000 0.04959
12/13/2008 89000000 0.03329
6/13/2009 89000000 0.01277
12/13/2009 89000000 0.00714
6/13/2010 89000000 0.00719
12/13/2010 89000000 0.01028
6/13/2011 89000000 0.01469
12/13/2011 89000000 0.01437
6/13/2012 89000000 0.00661
12/13/2012 89000000 0.00181
6/13/2013 89000000 0.00205
12/13/2013 89000000 0.00267
6/13/2014 89000000 0.00258
12/13/2014 89000000 0.00082
6/13/2015 89000000 -0.00014
12/13/2015 89000000 -0.00128
Previous Spread Spread Digi Coupon MdP Variable Payment Gross Payment by MdP Net Payment by MdP
Net Payment as % of notional