Template:2006 ISDA Definitions 6.2(g)

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6.2(g) For purposes of Section 6.2(f)(ii), the Day Count Fraction for each of the following Floating Rate Options is indicated below:

Floating Rate Option

Day Count Fraction

“AUD-AONIA-OIS-COMPOUND”

Actual/365 (Fixed)

“AUD-AONIA-OIS-COMPOUND-SwapMarker”

Actual/365 (Fixed)

“AUD-BBR-AUBBSW”

Actual/365 (Fixed)

“AUD-BBR-BBSW”

Actual/365 (Fixed)

“AUD-BBR-BBSW-Bloomberg”

Actual/365 (Fixed)

“AUD-BBR-BBSY (BID)”

Actual/365 (Fixed)

“AUD-Swap Rate-Reuters”

Actual/365 (Fixed)

“CAD-BA-CDOR”

Actual/365 (Fixed)

“CAD-BA-CDOR-Bloomberg”

Actual/365 (Fixed)

“CAD-BA-Reuters”

Actual/365 (Fixed)

“CAD-BA-Reference Banks”

Actual/365 (Fixed)

“CAD-ISDA-Swap Rate”

Actual/365 (Fixed)

“CAD-TBILL-Reuters”

Actual/365 (Fixed)

“CAD-TBILL-Reference Banks”

Actual/365 (Fixed)

“CAD-REPO-CORRA”

Actual/365 (Fixed)

“EUR-EURIBOR-Act/365”

Actual/365 (Fixed)

“EUR-EURIBOR-Act/365-Bloomberg”

Actual/365 (Fixed)

“GBP-ISDA-Swap Rate”

Actual/365 (Fixed)

“GBP-LIBOR-BBA”

Actual/365 (Fixed)

“GBP-LIBOR-BBA-Bloomberg”

Actual/365 (Fixed)

“GBP-LIBOR-Reference Banks”

Actual/365 (Fixed)

“GBP-Semi-Annual Swap Rate”

Actual/365 (Fixed)

“GBP-Semi-Annual Swap Rate-Reference Banks”

Actual/365 (Fixed)

“GBP-WMBA-SONIA-COMPOUND”

Actual/365 (Fixed)

“HKD-HIBOR-HKAB”

Actual/365 (Fixed)

“HKD-HIBOR-HKAB-Bloomberg”

Actual/365 (Fixed)

“HKD-HIBOR-HIBOR=“

Actual/365 (Fixed)

“HKD-HIBOR-HIBOR-Bloomberg”

Actual/365 (Fixed)

“HKD-HIBOR-Reference Banks”

Actual/365 (Fixed)

“HKD-HONIX-OIS-COMPOUND”

Actual/365 (Fixed)

“HKD-ISDA-Swap Rate-11:00”

Actual/365 (Fixed)

“HKD-ISDA-Swap Rate-4:00”

Actual/365 (Fixed)

“IDR-IDMA -Bloomberg”

Actual/Actual

“ILS-TELBOR01-REUTERS”

Actual/365 (Fixed)

“INR-BMK”

Actual/365 (Fixed)

“INR-CMT”

Actual/365 (Fixed)

“INR-INBMK-REUTERS”

Actual/365 (Fixed)

“INR-MIBOR-OIS-COMPOUND”

Actual/365 (Fixed)

“INR-MIFOR”

Actual/365 (Fixed)

“INR-MIOIS”

Actual/365 (Fixed)

“INR-MITOR-OIS-COMPOUND”

Actual/365 (Fixed)

“JPY-BBSF-Bloomberg-10:00”

Actual/365 (Fixed)

“JPY-BBSF-Bloomberg-15:00”

Actual/365(Fixed) )

“KRW-CD-KSDA-Bloomberg”

Actual/365 (Fixed)

“KRW-CD-3220”

Actual/365 (Fixed)

“MYR-KLIBOR-BNM”

Actual/365 (Fixed)

“MYR-KLIBOR-Reference Banks”

Actual/365 (Fixed)

“NZD-NZIONA-OIS-COMPOUND”

Actual/365 (Fixed)

“PLN-WIBOR-WIBO”

Actual/365 (Fixed)

“PLN-WIBOR-Reference Banks”

Actual/365 (Fixed)

“SGD-SIBOR-Reuters”

Actual/365 (Fixed)

“SGD-SIBOR-Reference Banks”

Actual/365 (Fixed)

“SGD-SONAR-OIS-COMPOUND”

Actual/365 (Fixed)

“SGD-SOR-Reuters”

Actual/365 (Fixed)

“SGD-SOR-Reference Banks”

Actual/365 (Fixed)

“THB-SOR-Reuters”

Actual/365 (Fixed)

“THB-SOR-Reference Banks”

Actual/365 (Fixed)

“THB-THBFIX-Reuters”

Actual/365 (Fixed)

“TWD-Reuters-6165”

Actual/365 (Fixed)

“TWD-TWCPBA”

Actual/365 (Fixed)

“TWD-Reference Dealers”

Actual/365 (Fixed)

“USD-CMS-Reference Banks-ICAP SwapPX”

30/360

“USD-SIFMA Municipal Swap Index”

Actual/Actual

“USD-S&P Index-High Grade”

Actual/Actual

“ZAR-JIBAR-SAFEX”

Actual/365 (Fixed)

“ZAR-JIBAR-Reference Banks”

Actual/365 (Fixed)

“ZAR-PRIME-AVERAGE”

Actual/365 (Fixed)

“ZAR-PRIME-AVERAGE-Reference Banks”

Actual/365 (Fixed)

“ZAR-DEPOSIT-SAFEX”

Actual/365 (Fixed)

“ZAR-DEPOSIT-Reference Banks”

Actual/365 (Fixed)