ACT/360 3 R SUS CR14 115CCSAC2 212.9400 11/13/14 100.000 Free, Q Pay Al True Date Gen I Business Days SD BLS Day As; 1 err! N ISDP. Standard Upfront Model (I)m 21/15/15 Valuation Date C.1115/15 94.65793466 Spread DV01 534,206 IR DV01 -6,111 Rec Risk (1%) 528,095 Def Exposure 01/12/15 01/12/15