Common use of Treasury Rate Notes Clause in Contracts

Treasury Rate Notes. If the Interest Rate Basis is the Treasury Rate, this Note shall be deemed a “Treasury Rate Note.” Unless otherwise specified on the face hereof, “Treasury Rate” means: (1) the rate from the auction held on the Interest Determination Date (the “Auction”) of direct obligations of the United States (“Treasury Bills”) having the Index Maturity specified on the face hereof under the caption “INVESTMENT RATE” on the display on Moneyline Telerate (or any successor service) on page 56 (or any other page as may replace that page on that service) (“Moneyline Telerate Page 56”) or page 57 (or any other page as may replace that page on that service) (“Moneyline Telerate Page 57”); or (2) if the rate referred to in clause (1) is not so published by 3:00 P.M., New York City time, on the related Calculation Date, the Bond Equivalent Yield (as defined below) of the rate for the applicable Treasury Bills as published in H.15 Daily Update, or another recognized electronic source used for the purpose of displaying the applicable rate, under the caption “U.S. Government Securities/Treasury Bills/Auction High”; or (3) if the rate referred to in clause (2) is not so published by 3:00 P.M., New York City time, on the related Calculation Date, the Bond Equivalent Yield of the auction rate of the applicable Treasury Bills as announced by the United States Department of the Treasury; or (4) if the rate referred to in clause (3) is not so announced by the United States Department of the Treasury, or if the Auction is not held, the Bond Equivalent Yield of the rate on the particular Interest Determination Date of the applicable Treasury Bills as published in H.15(519) under the caption “U.S. Government Securities/Treasury Bills/Secondary Market”; or (5) if the rate referred to in clause (4) is not so published by 3:00 P.M., New York City time, on the related Calculation Date, the rate on the particular Interest Determination Date of the applicable Treasury Bills as published in H.15 Daily Update, or another recognized electronic source used for the purpose of displaying the applicable rate, under the caption “U.S. Government Securities/Treasury Bills/Secondary Market”; or (6) if the rate referred to in clause (5) is not so published by 3:00 P.M., New York City time, on the related Calculation Date, the rate on the

Treasury Rate Notes. If the Interest Rate Basis is the Treasury Rate, this Note shall be deemed a “Treasury Rate Note.” Unless otherwise specified on the face hereof, “Treasury Rate” means: (1) the rate from the auction held on the Interest Determination Date (the “Auction”) of direct obligations of the United States (“Treasury Bills”) having the Index Maturity specified on the face hereof under the caption “INVESTMENT RATE” on the display on Moneyline Telerate (or any successor service) on page 56 (or any other page as may replace that page on that service) (“Moneyline Telerate Page 56”) or page 57 (or any other page as may replace that page on that service) (“Moneyline Telerate Page 57”); or (2) if the rate referred to in clause (1) is not so published by 3:00 P.M., New York City time, on the related Calculation Date, the Bond Equivalent Yield (as defined below) of the rate for the applicable Treasury Bills as published in H.15 Daily Update, or another recognized electronic source used for the purpose of displaying the applicable rate, under the caption “U.S. Government Securities/Treasury Bills/Auction High”; or (3) if the rate referred to in clause (2) is not so published by 3:00 P.M., New York City time, on the related Calculation Date, the Bond Equivalent Yield of the auction rate of the applicable Treasury Bills as announced by the United States Department of the Treasury; or (4) if the rate referred to in clause (3) is not so announced by the United States Department of the Treasury, or if the Auction is not held, the Bond Equivalent Yield of the rate on the particular Interest Determination Date of the applicable Treasury Bills as published in H.15(519) under the caption “U.S. Government Securities/Treasury Bills/Secondary Market”; or (5) if the rate referred to in clause (4) is not so published by 3:00 P.M., New York City time, on the related Calculation Date, the rate on the particular Interest Determination Date of the applicable Treasury Bills as published in H.15 Daily Update, or another recognized electronic source used for the purpose of displaying the applicable rate, under the caption “U.S. Government Securities/Treasury Bills/Secondary Market”; or (6) if the rate referred to in clause (5) is not so published by 3:00 P.M., New York City time, on the related Calculation Date, the rate on therelated

Treasury Rate Notes. (1) If the Interest Rate Basis is the Treasury Rate, this Note shall be deemed to be a “Treasury Rate Note.” A Treasury Rate Note will bear interest for each Interest Reset Period at the interest rate calculated with reference to the Treasury Rate and the Spread or Spread Multiplier, if any. The Calculation Agent will determine the Treasury Rate for each Treasury Rate Determination Date by the Calculation Date pertaining to such Treasury Rate Determination Date. Unless “Constant Maturity Treasury Rate” is specified on the face hereof and unless otherwise specified set forth on the face hereof, “the Treasury Rate” means: (1) Rate for each Interest Reset Period will be the rate from for the auction held on the Interest Treasury Rate Determination Date (for the “Auction”) Interest Reset Period of direct obligations of the United States (“Treasury Bills”) U.S. treasury securities having the Index Maturity specified on the face hereof under the caption “INVESTMENT RATE” as that rate appears on the display on Moneyline Telerate Telerate, Inc. (or any successor service) on page 56 (or any other page as may replace that this page on that service) (under the heading “Moneyline Telerate Page 56”) or page 57 (or any other page as may replace that page on that service) (“Moneyline Telerate Page 57”); or (2) Investment Rate” or, if the rate referred to in clause (1) is not so published by 3:00 P.M.p.m., New York City time, on such Calculation Date pertaining to the Treasury Rate Determination Date, then the Treasury Rate for the Interest Reset Period will be the auction average rate (expressed as a bond equivalent on the basis of a year of 365 or 366 days, as applicable, and applied on a daily basis) on such Treasury Rate Determination Date as otherwise announced by the United States Department of the Treasury. In the event that the results of the auction are not published or reported as provided above by 3:00 p.m., New York City time, on such Calculation Date, or if no such auction is held on such Treasury Rate Determination Date, then the Treasury Rate for such Interest Reset Period shall be the rate having the Index Maturity specified on the face hereof as published in H.15(519) under the heading “U.S. Government Securities—Treasury bills (Secondary Market)” or, if not published by 3:00 p.m., New York City time, on the related Calculation Date, the Bond Equivalent Yield (as defined below) rate on the Treasury Rate Determination Date of the rate for the applicable Treasury Bills treasury securities as published in H.15 Daily Update, or another recognized electronic source used for the purpose of displaying the applicable that rate, under the caption heading “U.S. Government Securities/—Treasury Bills/Auction High”; or Bills (3) if Secondary Market).” If none of the rate referred to in clause (2) above rates is not so published by 3:00 P.M.p.m., New York City time on the Calculation Date, then the Treasury Rate shall be calculated as a yield to maturity (expressed as a bond equivalent on the basis of a year of 365 or 366 days, as applicable, and applied on a daily basis) of the arithmetic mean of the secondary market bid rates as of approximately 3:30 p.m., New York City time, on the related Calculation such Treasury Rate Determination Date, the Bond Equivalent Yield of the auction rate of the applicable Treasury Bills as announced by the United States Department of the Treasury; or (4) if the rate referred to in clause three (3) is not so announced leading primary United States government securities dealers selected by the United States Department Calculation Agent for the issue of treasury securities with a remaining maturity closest to the TreasuryIndex Maturity specified on the face hereof, or provided, however, that if the Auction is dealers selected as aforesaid by the Calculation Agent are not heldquoting bid rates as mentioned above, then the Treasury Rate for the Interest Reset Period will be the same as the Treasury Rate for the immediately preceding Interest Reset Period. If there was no such Interest Reset Period, the Bond Equivalent Yield of Treasury Rate will be the rate on the particular Initial Interest Determination Date of the applicable Treasury Bills as published in H.15(519) under the caption “U.S. Government Securities/Treasury Bills/Secondary Market”; or (5) if the rate referred to in clause (4) is not so published by 3:00 P.M., New York City time, on the related Calculation Date, the rate on the particular Interest Determination Date of the applicable Treasury Bills as published in H.15 Daily Update, or another recognized electronic source used for the purpose of displaying the applicable rate, under the caption “U.S. Government Securities/Treasury Bills/Secondary Market”; or (6) if the rate referred to in clause (5) is not so published by 3:00 P.M., New York City time, on the related Calculation Date, the rate on theRate.

Treasury Rate Notes. If the Interest Rate Basis is the Treasury Rate, this Note shall be deemed a “Treasury Rate Note.” Unless otherwise specified on the face hereof, “Treasury Rate” means: (1) the rate from the auction held on the Interest Determination Date (the “Auction”) of direct obligations of the United States (“Treasury Bills”) having the Index Maturity specified on the face hereof under the caption “INVESTMENT RATE” on the display on Moneyline Telerate Reuters Service (or any successor service) on page 56 USAUCTION 10 (or any other page as may replace that page on that service) (“Moneyline Telerate Page 56Reuters USAUCTION 10”) or page 57 USAUCTION 11 (or any other page as may replace that page on that service) (“Moneyline Telerate Page 57Reuters USAUCTION 11”); or (2) if the rate referred to in clause (1) is not so published by 3:00 P.M., New York City time, on the related Calculation Date, the Bond Equivalent Yield (as defined below) of the rate for the applicable Treasury Bills as published in H.15 Daily Update, or another recognized electronic source used for the purpose of displaying the applicable rate, under the caption “U.S. Government Securities/Treasury Bills/Auction High”; or (3) if the rate referred to in clause (2) is not so published by 3:00 P.M., New York City time, on the related Calculation Date, the Bond Equivalent Yield of the auction rate of the applicable Treasury Bills as announced by the United States Department of the Treasury; or (4) if the rate referred to in clause (3) is not so announced by the United States Department of the Treasury, or if the Auction is not held, the Bond Equivalent Yield of the rate on the particular Interest Determination Date of the applicable Treasury Bills as published in H.15(519) under the caption “U.S. Government Securities/Treasury Bills/Secondary Market”; or (5) if the rate referred to in clause (4) is not so published by 3:00 P.M., New York City time, on the related Calculation Date, the rate on the particular Interest Determination Date of the applicable Treasury Bills as published in H.15 Daily Update, or another recognized electronic source used for the purpose of displaying the applicable rate, under the caption “U.S. Government Securities/Treasury Bills/Secondary Market”; or (6) if the rate referred to in clause (5) is not so published by 3:00 P.M., New York City time, on the related Calculation Date, the rate on thethe particular Interest Determination Date calculated by the Calculation Agent as the Bond Equivalent Yield of the arithmetic mean of the secondary market bid rates, as of approximately 3:30 P.M., New York City time, on that Interest Determination Date, of three primary United States government securities dealers (which may include the purchasing agent or its affiliates) selected by the Calculation Agent, for the issue of Treasury Bills with a remaining maturity closest to the Index Maturity specified on the face hereof; or (7) if the dealers so selected by the Calculation Agent are not quoting as mentioned in clause (6), the Treasury Rate in effect on the particular Interest Determination Date. “Bond Equivalent Yield” means a yield (expressed as a percentage) calculated in accordance with the following formula: Bond Equivalent Yield = D x N x 100 360 — (D x M) where “D” refers to the applicable per annum rate for Treasury Bills quoted on a bank discount basis and expressed as a decimal, “N” refers to 365 or 366, as the case may be, and “M” refers to the actual number of days in the applicable Interest Reset Period.

Treasury Rate Notes. If the Interest Rate Basis is the Treasury Rate, this Note shall be deemed a “Treasury Rate Note.” Unless otherwise specified on the face hereof, “Treasury Rate” means: (1) the rate from the auction held on the Interest Determination Date (the “Auction”) of direct obligations of the United States (“Treasury Bills”) having the Index Maturity specified on the face hereof under the caption “INVESTMENT RATE” on the display on Moneyline Telerate (or any successor service) on page 56 (or any other page as may replace that page on that service) (“Moneyline Telerate Page 56”) or page 57 (or any other page as may replace that page on that service) (“Moneyline Telerate Page 57”); or (2) if the rate referred to in clause (1) is not so published by 3:00 P.M., New York City time, on the related Calculation Date, the Bond Equivalent Yield (as defined below) of the rate for the applicable Treasury Bills as published in H.15 Daily Update, or another recognized electronic source used for the purpose of displaying the applicable rate, under the caption “U.S. Government Securities/Treasury Bills/Auction High”; or (3) if the rate referred to in clause (2) is not so published by 3:00 P.M., New York City time, on the related Calculation Date, the Bond Equivalent Yield of the auction rate of the applicable Treasury Bills as announced by the United States Department of the Treasury; or (4) if the rate referred to in clause (3) is not so announced by the United States Department of the Treasury, or if the Auction is not held, the Bond Equivalent Yield of the rate on the particular Interest Determination Date of the applicable Treasury Bills as published in H.15(519) under the caption “U.S. Government Securities/Treasury Bills/Secondary Market”; or (5) if the rate referred to in clause (4) is not so published by 3:00 P.M., New York City time, on the related Calculation Date, the rate on the particular Interest Determination Date of the applicable Treasury Bills as published in H.15 Daily Update, or another recognized electronic source used for the purpose of displaying the applicable rate, under the caption “U.S. Government Securities/Treasury Bills/Secondary Market”; or (6) if the rate referred to in clause (5) is not so published by 3:00 P.M., New York City time, on the related Calculation Date, the rate on thethe particular Interest Determination Date calculated by the Calculation Agent as the Bond Equivalent Yield of the arithmetic mean of the secondary market bid rates, as of approximately 3:30 P.M., New York City time, on that Interest Determination Date, of three primary United States government securities dealers (which may include the purchasing agent or its affiliates) selected by the Calculation Agent, for the issue of Treasury Bills with a remaining maturity closest to the Index Maturity specified on the face hereof; or (7) if the dealers so

Treasury Rate Notes. If the Interest Rate Basis is the Treasury Rate, this Note shall be deemed a “"Treasury Rate Note.” " Unless otherwise specified on the face hereof, “"Treasury Rate” " means: (1) the rate from the auction held on the Interest Determination Date (the “"Auction”") of direct obligations of the United States (“"Treasury Bills”") having the Index Maturity specified on the face hereof under the caption “"INVESTMENT RATE” " on the display on Moneyline Telerate (or any successor service) on page 56 (or any other page as may replace that page on that service) (“"Moneyline Telerate Page 56”") or page 57 (or any other page as may replace that page on that service) (“"Moneyline Telerate Page 57”"); or (2) if the rate referred to in clause (1) is not so published by 3:00 P.M., New York City time, on the related Calculation Date, the Bond Equivalent Yield (as defined below) of the rate for the applicable Treasury Bills as published in H.15 Daily Update, or another recognized electronic source used for the purpose of displaying the applicable rate, under the caption “"U.S. Government Securities/Treasury Bills/Auction High”"; or (3) if the rate referred to in clause (2) is not so published by 3:00 P.M., New York City time, on the related Calculation Date, the Bond Equivalent Yield of the auction rate of the applicable Treasury Bills as announced by the United States Department of the Treasury; or (4) if the rate referred to in clause (3) is not so announced by the United States Department of the Treasury, or if the Auction is not held, the Bond Equivalent Yield of the rate on the particular Interest Determination Date of the applicable Treasury Bills as published in H.15(519) under the caption “"U.S. Government Securities/Treasury Bills/Secondary Market”"; or (5) if the rate referred to in clause (4) is not so published by 3:00 P.M., New York City time, on the related Calculation Date, the rate on the particular Interest Determination Date of the applicable Treasury Bills as published in H.15 Daily Update, or another recognized electronic source used for the purpose of displaying the applicable rate, under the caption “"U.S. Government Securities/Treasury Bills/Secondary Market”"; or (6) if the rate referred to in clause (5) is not so published by 3:00 P.M., New York City time, on the related Calculation Date, the rate on thethe particular Interest Determination Date calculated by the Calculation Agent as the Bond Equivalent Yield of the arithmetic mean of the secondary market bid rates, as of approximately 3:30 P.M., New York City time, on that Interest Determination Date, of three primary United States government securities dealers (which may include the purchasing agent or its affiliates) selected by the Calculation Agent, for the issue of Treasury Bills with a remaining maturity

Treasury Rate Notes. If the Interest Rate Basis is the Treasury Rate, this Note shall be deemed a “Treasury Rate Note.” Unless otherwise specified on the face hereof, “Treasury Rate” means: (1) the rate from the auction held on the Interest Determination Date (the “Auction”) of direct obligations of the United States (“Treasury Bills”) having the Index Maturity specified on the face hereof under the caption “INVESTMENT RATE” on the display on Moneyline Telerate (or any successor service) on page 56 (or any other page as may replace that page on that service) (“Moneyline Telerate Page 56”) or page 57 (or any other page as may replace that page on that service) (“Moneyline Telerate Page 57”); or (2) if the rate referred to in clause (1) is not so published by 3:00 P.M., New York City time, on the related Calculation Date, the Bond Equivalent Yield (as defined below) of the rate for the applicable Treasury Bills as published in H.15 Daily Update, or another recognized electronic source used for the purpose of displaying the applicable rate, under the caption “U.S. Government Securities/Treasury Bills/Auction High”; or (3) if the rate referred to in clause (2) is not so published by 3:00 P.M., New York City time, on the related Calculation Date, the Bond Equivalent Yield of the auction rate of the applicable Treasury Bills as announced by the United States Department of the Treasury; or (4) if the rate referred to in clause (3) is not so announced by the United States Department of the Treasury, or if the Auction is not held, the Bond Equivalent Yield of the rate on the particular Interest Determination Date of the applicable Treasury Bills as published in H.15(519) under the caption “U.S. Government Securities/Treasury Bills/Secondary Market”; or (5) if the rate referred to in clause (4) is not so published by 3:00 P.M., New York City time, on the related Calculation Date, the rate on the particular Interest Determination Date of the applicable Treasury Bills as published in H.15 Daily Update, or another recognized electronic source used for the purpose of displaying the applicable rate, under the caption “U.S. Government Securities/Treasury Bills/Secondary Market”; or (6) if the rate referred to in clause (5) is not so published by 3:00 P.M., New York City time, on the related Calculation Date, the rate on theYork

Treasury Rate Notes. If the Interest Rate Basis is the Treasury Rate, this Note shall be deemed a “"Treasury Rate Note.” " Unless otherwise specified on the face hereof, “"Treasury Rate” " means: (1) the rate from the auction held on the Interest Determination Date (the “"Auction”") of direct obligations of the United States (“"Treasury Bills”") having the Index Maturity specified on the face hereof under the caption “"INVESTMENT RATE” " on the display on Moneyline Telerate (or any successor service) on page 56 (or any other page as may replace that page on that service) (“"Moneyline Telerate Page 56”") or page 57 (or any other page as may replace that page on that service) (“"Moneyline Telerate Page 57”"); or (2) if the rate referred to in clause (1) is not so published by 3:00 P.M., New York City time, on the related Calculation Date, the Bond Equivalent Yield (as defined below) of the rate for the applicable Treasury Bills as published in H.15 Daily Update, or another recognized electronic source used for the purpose of displaying the applicable rate, under the caption “"U.S. Government Securities/Treasury Bills/Auction High”"; or (3) if the rate referred to in clause (2) is not so published by 3:00 P.M., New York City time, on the related Calculation Date, the Bond Equivalent Yield of the auction rate of the applicable Treasury Bills as announced by the United States Department of the Treasury; or (4) if the rate referred to in clause (3) is not so announced by the United States Department of the Treasury, or if the Auction is not held, the Bond Equivalent Yield of the rate on the particular Interest Determination Date of the applicable Treasury Bills as published in H.15(519) under the caption “"U.S. Government Securities/Treasury Bills/Secondary Market”"; or (5) if the rate referred to in clause (4) is not so published by 3:00 P.M., New York City time, on the related Calculation Date, the rate on the particular Interest Determination Date of the applicable Treasury Bills as published in H.15 Daily Update, or another recognized electronic source used for the purpose of displaying the applicable rate, under the caption “"U.S. Government Securities/Treasury Bills/Secondary Market”"; or (6) if the rate referred to in clause (5) is not so published by 3:00 P.M., New York City time, on the related Calculation Date, the rate on thethe particular Interest Determination Date calculated by the Calculation Agent as the Bond Equivalent Yield of the arithmetic mean of the secondary market bid rates, as of approximately 3:30 P.M., New York City time, on that Interest Determination Date, of three primary United States government securities dealers (which may include the purchasing agent or its affiliates) selected by the Calculation Agent, for the issue of Treasury Bills with a remaining maturity closest to the Index Maturity specified on the face hereof; or (7) if the dealers so

Treasury Rate Notes. If the Interest Rate Basis is the Treasury Rate, this Note shall be deemed a “Treasury Rate Note.” Unless otherwise specified on the face hereof, “Treasury Rate” means: (1) the rate from the auction held on the Interest Determination Date (the “Auction”) of direct obligations of the United States (“Treasury Bills”) having the Index Maturity specified on the face hereof under the caption “INVESTMENT RATE” on the display on Moneyline Telerate (or any successor service) on page 56 (or any other page as may replace that page on that service) (“Moneyline Telerate Page 56”) or page 57 (or any other page as may replace that page on that service) (“Moneyline Telerate Page 57”); or (2) if the rate referred to in clause (1) is not so published by 3:00 P.M., New York City time, on the related Calculation Date, the Bond Equivalent Yield (as defined below) of the rate for the applicable Treasury Bills as published in H.15 Daily Update, or another recognized electronic source used for the purpose of displaying the applicable rate, under the caption “U.S. Government Securities/Treasury Bills/Auction High”; or (3) if the rate referred to in clause (2) is not so published by 3:00 P.M., New York City time, on the related Calculation Date, the Bond Equivalent Yield of the auction rate of the applicable Treasury Bills as announced by the United States Department of the Treasury; or (4) if the rate referred to in clause (3) is not so announced by the United States Department of the Treasury, or if the Auction is not held, the Bond Equivalent Yield of the rate on the particular Interest Determination Date of the applicable Treasury Bills as published in H.15(519) under the caption “U.S. Government Securities/Treasury Bills/Secondary Market”; or (5) if the rate referred to in clause (4) is not so published by 3:00 P.M., New York City time, on the related Calculation Date, the rate on the particular Interest Determination Date of the applicable Treasury Bills as published in H.15 Daily Update, or another recognized electronic source used for the purpose of displaying the applicable rate, under the caption “U.S. Government Securities/Treasury Bills/Secondary Market”; or (6) if the rate referred to in clause (5) is not so published by 3:00 P.M., New York City time, on the related Calculation Date, the rate on thethe particular Interest Determination Date

Treasury Rate Notes. If the Interest Rate Basis is the Treasury Rate, this Note shall be deemed a “Treasury Rate Note.” Unless otherwise specified on the face hereof, “Treasury Rate” means: (1) the rate from the auction held on the Interest Determination Date (the “Auction”) of direct obligations of the United States (“Treasury Bills”) having the Index Maturity specified on the face hereof under the caption “INVESTMENT RATE” on the display on Moneyline Telerate (or any successor service) on page 56 (or any other page as may replace that page on that service) (“Moneyline Telerate Page 56”) or page 57 (or any other page as may replace that page on that service) (“Moneyline Telerate Page 57”); or (2) if the rate referred to in clause (1) is not so published by 3:00 P.M., New York City time, on the related Calculation Date, the Bond Equivalent Yield (as defined below) of the rate for the applicable Treasury Bills as published in H.15 Daily Update, or another recognized electronic source used for the purpose of displaying the applicable rate, under the caption “U.S. Government Securities/Treasury Bills/Auction High”; or (3) if the rate referred to in clause (2) is not so published by 3:00 P.M., New York City time, on the related Calculation Date, the Bond Equivalent Yield of the auction rate of the applicable Treasury Bills as announced by the United States Department of the Treasury; or (4) if the rate referred to in clause (3) is not so announced by the United States Department of the Treasury, or if the Auction is not held, the Bond Equivalent Yield of the rate on the particular Interest Determination Date of the applicable Treasury Bills as published in H.15(519) under the caption “U.S. Government Securities/Treasury Bills/Secondary Market”; or (5) if the rate referred to in clause (4) is not so published by 3:00 P.M., New York City time, on the related Calculation Date, the rate on the particular Interest Determination Date of the applicable Treasury Bills as published in H.15 Daily Update, or another recognized electronic source used for the purpose of displaying the applicable rate, under the caption “U.S. Government Securities/Treasury Bills/Secondary Market”; or (6) if the rate referred to in clause (5) is not so published by 3:00 P.M., New York City time, on the related Calculation Date, the rate on thethe particular Interest Determination

Treasury Rate Notes. If the Interest Rate Basis is the Treasury Rate, this Note shall be deemed a “Treasury Rate Note.” Unless otherwise specified on the face hereof, “Treasury Rate” means: (1) the rate from the auction held on the Interest Determination Date (the “Auction”) of direct obligations of the United States (“Treasury Bills”) having the Index Maturity specified on the face hereof under the caption “INVESTMENT RATE” on the display on Moneyline Telerate (or any successor service) on page 56 (or any other page as may replace that page on that service) (“Moneyline Telerate Page 56”) or page 57 (or any other page as may replace that page on that service) (“Moneyline Telerate Page 57”); or (2) if the rate referred to in clause (1) is not so published by 3:00 P.M., New York City time, on the related Calculation Date, the Bond Equivalent Yield (as defined below) of the rate for the applicable Treasury Bills as published in H.15 Daily Update, or another recognized electronic source used for the purpose of displaying the applicable rate, under the caption “U.S. Government Securities/Treasury Bills/Auction High”; or (3) if the rate referred to in clause (2) is not so published by 3:00 P.M., New York City time, on the related Calculation Date, the Bond Equivalent Yield of the auction rate of the applicable Treasury Bills as announced by the United States Department of the Treasury; or (4) if the rate referred to in clause (3) is not so announced by the United States Department of the Treasury, or if the Auction is not held, the Bond Equivalent Yield of the rate on the particular Interest Determination Date of the applicable Treasury Bills as published in H.15(519) under the caption “U.S. Government Securities/Treasury Bills/Secondary Market”; or (5) if the rate referred to in clause (4) is not so published by 3:00 P.M., New York City time, on the related Calculation Date, the rate on the particular Interest Determination Date of the applicable Treasury Bills as published in H.15 Daily Update, or another recognized electronic source used for the purpose of displaying the applicable rate, under the caption “U.S. Government Securities/Treasury Bills/Secondary Market”; or (6) if the rate referred to in clause (5) is not so published by 3:00 P.M., New York City time, on the related Calculation Date, the rate on the

Treasury Rate Notes. If the Interest Rate Basis is the Treasury Rate, this Note shall be deemed a “Treasury Rate Note.” Unless otherwise specified on the face hereof, “Treasury Rate” means: (1) the rate from the auction held on the Interest Determination Date (the “Auction”) of direct obligations of the United States (“Treasury Bills”) having the Index Maturity specified on the face hereof under the caption “INVESTMENT RATE” on the display on Moneyline Telerate (or any successor service) on page 56 (or any other page as may replace that page on or that service) (“Moneyline Telerate Page 56”) or page 57 (or any other page as may replace that page on that service) (“Moneyline Telerate Page 57”); or (2) if the rate referred to in clause (1) is not so published by 3:00 P.M., New York City time, on the related Calculation Date, the Bond Equivalent Yield (as defined below) of the rate for the applicable Treasury Bills as published in H.15 Daily Daily) Update, or another recognized electronic source used for the purpose of displaying the applicable rate, under the caption “U.S. Government Securities/Treasury Bills/Auction High”; or (3) if the rate referred to in clause (2) is not so published by 3:00 P.M., New York City time, on the related Calculation Date, the Bond Equivalent Yield of the auction rate of the applicable Treasury Bills as announced by the United States Department of the Treasury; or (4) if the rate referred to in clause (3) is not so announced by the United States Department of the Treasury, or if the Auction is not held, the Bond Equivalent Yield of the rate on the particular Interest Determination Date of the applicable Treasury Bills as published in H.15(519) under the caption “U.S. Government Securities/Treasury Bills/Secondary Market”; or (5) if the rate referred to in clause (4) is not so published by 3:00 P.M., New York City time, on the related Calculation Date, the rate on the particular Interest Determination Date of the applicable Treasury Bills as published in H.15 Daily Update, or another recognized electronic source used for the purpose of displaying the applicable rate, under the caption “U.S. Government Securities/Treasury Bills/Secondary Market”; or (6) if the rate referred to in clause (5) is not so published by 3:00 P.M., New York City time, on the related Calculation Date, the rate on thethe particular Interest Determination Date calculated by the Calculation Agent as the Bond Equivalent Yield of the arithmetic mean of the secondary market bid rates, as of approximately 3:30 P.M., New York City time, on that Interest Determination Date, of three primary United States government securities dealers (which may include the purchasing agent or its affiliates) selected by the Calculation Agent, for the issue of Treasury Bills with a remaining maturity closest to the Index Maturity specified on the face hereof; or (7) if the dealers so selected by the Calculation Agent are not quoting as mentioned in clause (6), the Treasury Rate in effect on the particular Interest Determination Date. “Bond Equivalent Yield” means a yield (expressed as a percentage) calculated in accordance with the following formula: Bond Equivalent Yield = D x N x 100 360 – (D x M) where “D” refers to the applicable per annum rate for Treasury Bills quoted on a bank discount basis and expressed as a decimal, “N” refers to 365 or 366, as the case may be, and “M” refers to the actual number of days in the applicable Interest Reset Period.

Treasury Rate Notes. If the Interest Base Rate Basis specified on the face hereof is the Treasury Rate, this Note shall be deemed a “will bear interest at the interest rate calculated by reference to the Treasury Rate Note.” (as defined below) and the Spread or Spread Multiplier, if any, specified on the face hereof. Unless otherwise specified on the face hereof, the “Treasury Rate” means: (1) with respect to each Interest Reset Date shall be the rate from for the auction held on the Interest Determination Date (the “Auction”) pertaining to such Interest Reset Date of direct obligations of the United States (“Treasury Billsbills”) having the Index Maturity specified on the face hereof hereof, as such rate appears on Telerate Page 56, in the case of a Note having a three-month Index Maturity, or Telerate Page 57, in the case of a Note having a six-month Index Maturity, under the caption heading “INVESTMENT RATE.” on In the display on Moneyline Telerate (or any successor service) on page 56 (or any other page as may replace event that page on that service) (“Moneyline Telerate Page 56”) or page 57 (or any other page as may replace that page on that service) (“Moneyline Telerate Page 57”); or (2) if the such rate referred to in clause (1) is does not so published appear by 3:00 P.M.p.m., New York City time, on the related Calculation Date pertaining to such Interest Determination Date, then the Bond Equivalent Yield (as defined below) of Treasury Rate for such Interest Reset Date shall be the rate for the applicable Treasury Bills on such date as published in H.15 Daily UpdateUpdate under the heading “U.S. government securities—Treasury bills—Auction high.” In the event that the foregoing rates do not so appear or are not so published by 3:00 p.m., New York City time, on the Calculation Date pertaining to such Interest Determination Date, then the Treasury Rate for such Interest Reset Date shall be the “Investment Rate” (expressed as a bond equivalent yield, on the basis of a year of 365 or 366 days, as applicable, and applied on a daily basis) as announced by the United States Department of the Treasury for the auction held on the Interest Determination Date. In the event that the results of the auction of Treasury bills having the Index Maturity specified on the face hereof are not published or reported as provided above by 3:00 p.m., New York City time, on such Calculation Date or if no such auction is held on such Interest Determination Date, then the Treasury Rate for such Interest Reset Date shall be the secondary market rate for the issue of Treasury bills with a remaining maturity closest to the Index Maturity specified on the face hereof as published in H.15(519) under the heading “U.S. government securities—Treasury bills (secondary market).” In the event that such rate does not appear by 3:00 p.m., New York City time, on the Calculation Date pertaining to such Interest Determination Date, then the Treasury Rate for such Interest Reset Date shall be the secondary market rate for the issue of Treasury bills with a remaining maturity closest to the Index Maturity specified on the face hereof as published in H.15 Daily Update or another recognized electronic source used for the purpose of displaying the applicable rate, such rate under the caption heading “U.S. Government Securities/government securities—Treasury Bills/Auction High”; or bills (3) if secondary market).” In the event that such rate referred to in clause (2) is does not so published appear by 3:00 P.M.p.m., New York City time, on the related Calculation Date pertaining to such Interest Determination Date, then the Bond Equivalent Yield Treasury Rate shall be calculated by the Calculation Agent and shall be a yield to maturity (expressed as a bond equivalent yield, on the basis of a year of 365 or 366 days, as applicable, and applied on a daily basis) of the auction rate arithmetic mean of the applicable Treasury Bills as announced by the United States Department of the Treasury; or (4) if the rate referred to in clause (3) is not so announced by the United States Department of the Treasurysecondary market bid rates, or if the Auction is not held, the Bond Equivalent Yield of the rate on the particular Interest Determination Date of the applicable Treasury Bills as published in H.15(519) under the caption “U.S. Government Securities/Treasury Bills/Secondary Market”; or (5) if the rate referred to in clause (4) is not so published by 3:00 P.M.at approximately 3:30 p.m., New York City time, on the related Calculation such Interest Determination Date, of three leading primary United States government securities dealers selected by the rate Calculation Agent with the approval of Mexico (such approval not to be unreasonably withheld) for the issue of Treasury bills with a remaining maturity closest to the specified Index Maturity; provided, however, that if the dealers selected as aforesaid by the Calculation Agent with the approval of Mexico (such approval not to be unreasonably withheld) are not quoting as mentioned in this sentence, the Treasury Rate for such Interest Reset Date shall be the Treasury Rate in effect on the particular such Interest Determination Date of the applicable Treasury Bills as published in H.15 Daily Update, or another recognized electronic source used for the purpose of displaying the applicable rate, under the caption “U.S. Government Securities/Treasury Bills/Secondary Market”; or (6) if the rate referred to in clause (5) is not so published by 3:00 P.M., New York City time, on the related Calculation Date, the rate on the.

Treasury Rate Notes. If the Interest Rate Basis is the Treasury Rate, this Note shall be deemed a “Treasury Rate Note.” Unless otherwise specified on the face hereof, “Treasury Rate” means: (1) the rate from the auction held on the Interest Determination Date (the “Auction”) of direct obligations of the United States (“Treasury Bills”) having the Index Maturity specified on the face hereof under the caption “INVESTMENT RATE” on the display on Moneyline Telerate (or any successor service) on page 56 (or any other page as may replace that page on that service) (“Moneyline Telerate Page 56”) or page 57 (or any other page as may replace that page on that service) (“Moneyline Telerate Page 57”); or (2) if the rate referred to in clause (1) is not so published by 3:00 P.M., New York City time, on the related Calculation Date, the Bond Equivalent Yield (as defined below) of the rate for the applicable Treasury Bills as published in H.15 Daily Update, or another recognized electronic source used for the purpose of displaying the applicable rate, under the caption “U.S. Government Securities/Treasury Bills/Auction High”; or (3) if the rate referred to in clause (2) is not so published by 3:00 P.M., New York City time, on the related Calculation Date, the Bond Equivalent Yield of the auction rate of the applicable Treasury Bills as announced by the United States Department of the Treasury; or (4) if the rate referred to in clause (3) is not so announced by the United States Department of the Treasury, or if the Auction is not held, the Bond Equivalent Yield of the rate on the particular Interest Determination Date of the applicable Treasury Bills as published in H.15(519) under the caption “U.S. Government Securities/Treasury Bills/Secondary Market”; or (5) if the rate referred to in clause (4) is not so published by 3:00 P.M., New York City time, on the related Calculation Date, the rate on the particular Interest Determination Date of the applicable Treasury Bills as published in H.15 Daily Update, or another recognized electronic source used for the purpose of displaying the applicable rate, under the caption “U.S. Government Securities/Treasury Bills/Secondary Market”; or (6) if the rate referred to in clause (5) is not so published by 3:00 P.M., New York City time, on the related Calculation Date, the rate on the

Treasury Rate Notes. If you purchase a treasury rate note, your note will bear interest at an interest rate equal to the Interest Rate Basis is treasury rate and adjusted by the Treasury Ratespread or spread multiplier, this Note shall if any, indicated in the applicable pricing supplement. Unless we specify otherwise in the applicable pricing supplement, the treasury rate will be deemed a “Treasury Rate Note.” Unless otherwise specified the rate for the most recent auction, on the face hereofrelevant treasury interest determination date, of treasury bills having the index maturity specified in the applicable pricing supplement, as that rate appears on Reuters Screen USAUCTION 10/11 by 3:00 p.m., New York City time, on the calculation date pertaining to the relevant interest determination date, under the heading “INVEST RATE”. For purposes of this prospectus supplement, “Treasury RateReuters Screen USAUCTION 10/11” means: (1) the rate from the auction held on the Interest Determination Date (the “Auction”) of direct obligations of the United States (“Treasury Bills”) having the Index Maturity specified on the face hereof under the caption “INVESTMENT RATE” on means the display on Moneyline Telerate the Reuters (or any successor service) on page 56 (pages designated as “USAUCTION 10” or “USAUCTION 11” or any other page as may replace that replaces the applicable page on that service) (“Moneyline Telerate Page 56”) or page 57 (or any other page as may replace that page on that service) (“Moneyline Telerate Page 57”); or (2) if service for the purpose of displaying the rate referred to for the most recent auction of treasury bills. If the treasury rate cannot be determined as described above, unless otherwise specified in clause (1) is the applicable pricing supplement, the following procedures will apply: • If the rate described above does not so published appear on Reuters Screen USAUCTION 10/11 page by 3:00 P.M., New York City time, on the related Calculation Daterelevant interest calculation date, unless the calculation is made earlier and the rate is available from that source at that time, the Bond Equivalent Yield (as defined below) treasury rate will be the bond equivalent yield of the rate rate, for the applicable Treasury Bills relevant interest determination date, for the type of treasury xxxx described above, as published in H.15 Daily Update, under the heading “U.S. government securities/treasury bills (secondary market),” or another recognized electronic source used for displaying that rate. The rate will be expressed as a bond equivalent on the purpose basis of displaying the applicable ratea year of 365 or 366 days, under the caption “U.S. Government Securities/Treasury Bills/Auction High”; or (3) if as applicable, and applied on a daily basis. • If the rate referred to described in clause (2) is the prior paragraph does not so published appear in H.15 Daily Update or another recognized electronic source by 3:00 P.M., New York City time, on the related Calculation Daterelevant interest calculation date, unless the calculation is made earlier and the rate is available from one of those sources at that time, the Bond Equivalent Yield treasury rate will be the bond equivalent yield of the auction rate rate, for the relevant treasury interest determination date and for treasury bills of the applicable Treasury Bills kind described above, as announced by the United States U.S. Table of Contents Department of the Treasury; . The auction rate will be expressed as a bond equivalent on the basis of a year of 365 or (4) if 366 days, as applicable, and applied on a daily basis. • If the auction rate referred to described in clause (3) the prior paragraph is not so announced by the United States Department of the Treasury, or if the Auction is not held, the Bond Equivalent Yield of the rate on the particular Interest Determination Date of the applicable Treasury Bills as published in H.15(519) under the caption “U.S. Government Securities/Treasury Bills/Secondary Market”; or (5) if the rate referred to in clause (4) is not so published by 3:00 P.M., New York City time, on the related Calculation Daterelevant interest calculation date, or if no such auction is held for the relevant week, then the treasury rate on will be the particular Interest Determination Date bond equivalent yield of the rate, for the relevant treasury interest determination date and for treasury bills having a remaining maturity closest to the index maturity specified in the applicable Treasury Bills pricing supplement, as published in H.15 Daily Update, H.15(519) under the heading “U.S. government securities/treasury bills (secondary market)” or in another recognized electronic source used for the purpose of displaying that rate. The rate will be expressed as a bond equivalent on the applicable ratebasis of a year of 365 or 366 days, under the caption “U.S. Government Securities/Treasury Bills/Secondary Market”; or (6) if as applicable, and applied on a daily basis. • If the rate referred to described in clause (5the prior paragraph does not appear in H.15(519) is not so published by 3:00 P.M., New York City time, on the related Calculation Daterelevant interest calculation date, unless the calculation is made earlier and the rate is available from one of those sources at that time, then the treasury rate will be the rate, for the relevant treasury interest determination date and for treasury bills having a remaining maturity closest to the index maturity specified in the applicable pricing supplement, as published in H.15 Daily Update under the heading “U.S. government securities/treasury bills (secondary market),” or another recognized electronic source used for displaying that rate. • If the rate described in the prior paragraph does not appear in H.15 Daily Update or another recognized electronic source by 3:00 P.M., New York City time, on the relevant interest calculation date, unless the calculation is made earlier and the rate is available from one of those sources at that time, the treasury rate will be the bond equivalent yield of the arithmetic mean of the following secondary market bid rates for the issue of treasury bills with a remaining maturity closest to the index maturity specified in the applicable pricing supplement: the rates bid as of approximately 3:30 P.M., New York City time, on thethe relevant treasury interest determination date, by three primary U.S. government securities dealers in New York City, one of which may be TD or an affiliate, selected by the calculation agent. • If fewer than three dealers selected by the calculation agent are quoting as described in the prior paragraph, the treasury rate in effect for the new interest period will be the treasury rate in effect for the prior interest period. If the initial interest rate has been in effect for the prior interest period, however, it will remain in effect for the new interest period.

Treasury Rate Notes. If the Interest Rate Basis is the Treasury Rate, this Note shall be deemed a “Treasury Rate Note.” Unless otherwise specified on the face hereof, “Treasury Rate” means: (1) the rate from the auction held on the Interest Determination Date (the “Auction”) of direct obligations of the United States (“Treasury Bills”) having the Index Maturity specified on the face hereof under the caption “INVESTMENT RATE” on the display on Moneyline Telerate (or any successor service) on page 56 (or any other page as may replace that page on that service) (“Moneyline Telerate Page 56”) or page 57 (or any other page as may replace that page on that service) (“Moneyline Telerate Page 57”); or (2) if the rate referred to in clause (1) is not so published by 3:00 P.M., New York City time, on the related Calculation Date, the Bond Equivalent Yield (as defined below) of the rate for the applicable Treasury Bills as published in H.15 Daily Update, or another recognized electronic source used for the purpose of displaying the applicable rate, under the caption “U.S. Government Securities/Treasury Bills/Auction High”; or (3) if the rate referred to in clause (2) is not so published by 3:00 P.M., New York City time, on the related Calculation Date, the Bond Equivalent Yield of the auction rate of the applicable Treasury Bills as announced by the United States Department of the Treasury; or (4) if the rate referred to in clause (3) is not so announced by the United States Department of the Treasury, or if the Auction is not held, the Bond Equivalent Yield of the rate on the particular Interest Determination Date of the applicable Treasury Bills as published in H.15(519) under the caption “U.S. Government Securities/Treasury Bills/Secondary Market”; or (5) if the rate referred to in clause (4) is not so published by 3:00 P.M., New York City time, on the related Calculation Date, the rate on the particular Interest Determination Date of the applicable Treasury Bills as published in H.15 Daily Update, or another recognized electronic source used for the purpose of displaying the applicable rate, under the caption “U.S. Government Securities/Treasury Bills/Secondary Market”; or (6) if the rate referred to in clause (5) is not so published by 3:00 P.M., New York City time, on the related Calculation Date, the rate on thethe particular Interest Determination Date calculated by the Calculation Agent as the Bond Equivalent Yield of the arithmetic mean of the secondary market bid rates, as of approximately 3:30 P.M., New York City time, on that Interest Determination Date, of three primary United States government securities dealers (which may include the purchasing agent or its affiliates) selected by the Calculation Agent, for the issue of Treasury Bills with a remaining maturity closest to the Index Maturity specified on the face hereof; or (7) if the dealers so selected by the Calculation Agent are not quoting as mentioned in clause (6), the Treasury Rate in effect on the particular Interest Determination Date. “Bond Equivalent Yield” means a yield (expressed as a percentage) calculated in accordance with the following formula: Bond Equivalent Yield = D x N x 100 360 – (D x M) where “D” refers to the applicable per annum rate for Treasury Bills quoted on a bank discount basis and expressed as a decimal, “N” refers to 365 or 366, as the case may be, and “M” refers to the actual number of days in the applicable Interest Period.

Treasury Rate Notes. If the Interest Rate Basis is the Treasury Rate, this Note shall be deemed a “Each Treasury Rate Note.” , will bear interest at the interest rate (calculated with reference to the Treasury rate and the spread and/or spread multiplier, if any) specified on the face of such Treasury Rate Note and in an Addendum thereto. Unless otherwise specified on the face hereofhereof or in an Addendum hereto, the “Treasury Rate” means: (1) , with respect to any interest determination date relating to a Treasury Rate Note, the rate from the auction held on the Interest Determination Date (such interest determination date, which we refer to as the “Auction”) auction,” of direct obligations of the United States (States, which we refer to as “Treasury Billstreasury bills”) , having the Index Maturity specified index maturity designated on the face hereof or an Addendum hereto under the caption “INVESTMENT INVEST RATE” on the display on Moneyline Telerate Reuters (or any successor service) on page 56 USAUCTION10 (or any other page as may replace that such page on that such service) (“Moneyline Telerate Page 56”) or page 57 USAUCTION11 (or any other page as may replace that such page on that such service) (“Moneyline Telerate Page 57”); or (2) or, if the rate referred to in clause (1) is not so published by 3:00 P.M.p.m., New York City time, on the related Calculation Datecalculation date pertaining to such interest determination date, the Bond Equivalent Yield bond equivalent yield (as defined below) of the rate for the applicable Treasury Bills such treasury bills as published in H.15 Daily Updatedaily update, or another such other recognized electronic source used for the purpose of displaying the applicable such rate, under the caption “U.S. Government Securities/Treasury Bills/Auction High”; or (3) ” or, if the rate referred to in clause (2) is not so published by 3:00 P.M.p.m., New York City time, on the related Calculation Datecalculation date, the Bond Equivalent Yield bond equivalent yield of the auction rate of the applicable Treasury Bills such treasury bills as announced by the United States U.S. Department of the Treasury; . In the event that the auction rate of treasury bills having the index maturity designated on the face hereof or (4) if the rate referred to in clause (3) an Addendum hereto is not so announced by the United States U.S. Department of the Treasury, or if the Auction no such auction is not held, then the Bond Equivalent Yield Treasury Rate will be the bond equivalent yield of the rate on that interest determination date of treasury bills having the particular Interest Determination Date of index maturity designated on the applicable Treasury Bills face hereof or an Addendum hereto as published in H.15(519) under the caption “U.S. Government Securities/Treasury Bills/Secondary Market”; or (5) ” or, if the rate referred to in clause (4) is not so published by 3:00 P.M.p.m., New York City time, on the related Calculation Datecalculation date, the rate on the particular Interest Determination Date that interest determination date of the applicable Treasury Bills such treasury bills as published in H.15 Daily Updatedaily update, or another such other recognized electronic source used for the purpose of displaying the applicable such rate, under the caption “U.S. Government Securities/Treasury Bills/Secondary Market”; or (6) if .” In the event such rate referred to in clause (5) is not so published in H.15(519), H.15 daily update or another recognized electronic source by 3:00 P.M.p.m., New York City time, on such calculation date, the related Calculation DateAgent will calculate the Treasury Rate, which will be a bond equivalent yield of the arithmetic mean of the secondary market bid rates, as of approximately 3:30 p.m., New York City time, on such interest determination date, of three leading primary U.S. government securities dealers selected by the Calculation Agent (after consultation with Canada) for the issue of treasury bills with a remaining maturity closest to the index maturity designated on the face hereof or an Addendum hereto; provided, however, that if the dealers selected by the Calculation Agent are not quoting bid rates as mentioned in this sentence, the Treasury Rate with respect to the interest determination date will be the same as the Treasury Rate in effect for the immediately preceding interest reset period (or, if there was no preceding interest reset period, the rate on theof interest will be the initial interest rate).

Treasury Rate Notes. If Treasury Rate Notes will bear interest at the interest rates specified in the Treasury Rate Notes and in the applicable Authentication Certificate. That interest rate will be based on the Treasury Rate and any Spread or Spread Multiplier and will be subject to the Minimum Interest Rate Basis is and the Treasury Maximum Interest Rate, this Note shall be deemed a “if any. The Treasury Rate Note.” Unless otherwise specified on the face hereof, “Treasury Rate” means: (1) will be the rate from the auction held on the applicable Interest Determination Date (the “Auction”) of direct obligations of the United States (“States, which are commonly referred to as "Treasury Bills”) ," having the Index Maturity specified on in the face hereof applicable Authentication Certificate as that rate appears under the caption “INVESTMENT RATE” "Investment Rate" on the display on Moneyline the Telerate (or any successor service) on page 56 (or any other page as may replace that page 56 on that service) (“Moneyline , referred to as "Telerate Page 56”) ," or page 57 (or any other page as may replace that page 57 on that service) (“Moneyline , referred to as "Telerate Page 57”); or (2) ." The following procedures will apply if the Treasury Rate cannot be determined as described above: If the rate referred to in clause (1) described above is not so published by 3:00 P.M.p.m., New York City time, on the related Calculation Date pertaining to the applicable Interest Determination Date, the Bond Equivalent Yield Treasury Rate for the Interest Determination Date will be the yield to maturity (expressed as defined belowa bond equivalent, on the basis of a year of 365 or 366 days, as applicable and applied on a daily basis) of the rate for of the applicable Treasury Bills as Bills, published in the H.15 Daily Update, or another any other recognized electronic source used for the purpose of displaying the applicable rate, under the caption “"U.S. Government Securities/Treasury Bills/Auction High”; " on the Interest Determination Date, or (3) if the rate referred to in clause (2) is not so published by 3:00 P.M.p.m., New York City time, time on the related Calculation Date, the Bond Equivalent Yield yield to maturity (expressed as a bond equivalent, on the basis of a year of 365 or 366 days, as applicable and applied on a daily basis) of the auction rate of the applicable Treasury Bills as otherwise announced by the United States Department of the Treasury; . In the event that the results of the auction of Treasury Bills having the Index Maturity designated in the applicable Authentication Certificate are not published or reported as provided above by 3:00 p.m., New York City time, on the Calculation Date or if no auction is held on the Interest Determination Date, then the Treasury Rate will be the yield to maturity (4expressed as a bond equivalent, on the basis of a year of 365 or 366 days, as applicable and applied on a daily basis) if of the rate on the Interest Determination Date of Treasury Bills having the Index Maturity specified in the applicable Authentication Certificate published in H.15(519), or such other recognized electronic source used for the purpose of displaying that rate, under the caption "U.S. Government Securities/ Treasury Bills/ Secondary Market." If the rate referred to in clause (3) the immediately preceding sentence is not so announced published by 3:00 p.m., New York City time, on the United States Department of Calculation Date pertaining to the Treasury, or if the Auction is not heldapplicable Interest Determination Date, the Bond Equivalent Yield Treasury Rate shall be the yield to maturity (expressed as a bond equivalent, on the basis of a year of 365 or 366 days, as applicable and applied on a daily basis) of the rate on the particular Interest Determination Date of the applicable such Treasury Bills as published in H.15(519) the H.15 Daily Update, or other recognized electronic source used for the purpose of displaying that rate, under the caption “"U.S. Government Securities/Treasury Bills/Secondary Market”; or (5) if ." If the rate referred to in clause (4) above is not so published in H.15(519), H.15 Daily Update, or another recognized electronic source, by 3:00 P.M.p.m., New York City time, on the related Calculation Date pertaining to the applicable Interest Determination Date, the rate Treasury Rate shall be calculated by the Calculation Agent and shall be a yield to maturity (expressed as a bond equivalent, on the particular Interest Determination Date basis of a year of 365 or 366 days, as applicable and applied on a daily basis) calculated using the arithmetic mean of the applicable Treasury Bills secondary market bid rates, as published in H.15 Daily Update, or another recognized electronic source used for the purpose of displaying the applicable rate, under the caption “U.S. Government Securities/Treasury Bills/Secondary Market”; or (6) if the rate referred to in clause (5) is not so published by 3:00 P.M.approximately 3:30 p.m., New York City time, on the related applicable Interest Determination Date, of three primary United States government securities dealers, selected by the Calculation DateAgent, after consultation with the Company, for the issue of Treasury Bills with a remaining maturity closest to the Index Maturity specified in the applicable Authentication Certificate. If the dealers selected by the Calculation Agent are not quoting as mentioned in the immediately preceding sentence, the Treasury Rate for the applicable Interest Reset Period will be the same as the Treasury Rate in effect for the immediately preceding Interest Reset Period (or, if there was no Interest Reset Period, the rate of interest payable on thethe Treasury Rate Notes for which the Treasury Rate is being determined shall be the Initial Interest Rate).