l 514 0 010 4) \O* nc, foe, itt„.0-‘ +04 43.;\ +04 s cp Source: Bloomberg Mao; Payout comtitgaill OII tuissat Tito cookitimi ID) M %of Rofiere me Spot 120 Indicative Transaction Terms: Notional: USD 10mm Expiry: 1 Year Payout: SPX 90% Put subject to l0y USD CMS rate > ATMF + 40bps at