Common use of Eligible Credit Support Clause in Contracts

Eligible Credit Support. The following items will qualify as “Eligible Collateral” for the Party A, with the applicable Valuation Percentage indicated in the following table. When a First Trigger Failure Condition or a Second Trigger Failure Condition exists solely because no Relevant Entity satisfies the S&P or the Fitch components of the First Trigger Required Ratings or the Second Trigger Required Ratings, as applicable, then the Valuation Percentages indicated under the heading “S&P/Fitch Valuations” shall apply. When a First Trigger Failure Condition or a Second Trigger Failure Condition exists solely because no Relevant Entity satisfies the Xxxxx’x component of the First Trigger Required Ratings or the Second Trigger Required Ratings, as applicable, then the appropriate Valuation Percentages indicated under the heading “Xxxxx’x Valuations” shall apply. In all other cases, applicable Valuation Percentage shall be the lower of the applicable Valuation Percentage indicated in under the heading “Xxxxx’x Valuations” and the Valuation Percentage indicated in under the heading “S&P/Fitch Valuations.” Instrument Valuation Percentages applicable when a First Trigger Failure Condition (but not a Second Trigger Failure Condition) exists, where the Valuation Date means Valuation Percentages applicable when a Second Trigger Failure Condition Exists, where the Valuation Date means Valuation Percentages applicable when a First Trigger Failure Condition Exists or a Second Trigger Failure Condition Exists Daily* Weekly** Daily* Weekly** U.S. Dollar Cash 100% 100% 100% 100% 100% Euro Cash 98% 97% 94% 93% 89.8% Sterling Cash 98% 97% 95% 94% 91.9% Fixed-Rate Negotiable U.S. Dollar Denominated Treasury Debt Issued by The U.S. Treasury Department with Remaining Maturity of: <1 Year 100% 100% 100% 100% 98.6% 1 to 2 years 100% 100% 99% 99% 97.3% 2 to 3 years 100% 100% 98% 98% 95.8% 3 to 5 years 100% 100% 97% 97% 93.8% 5 to 7 years 100% 100% 96% 95% 91.1% 7 to 10 years 100% 100% 94% 94% 90.3% 10 to 20 years 100% 100% 90% 89% 86.9% > 20 years 100% 100% 88% 87% 84.6% Floating-Rate Negotiable U.S. Dollar Denominated Treasury Debt Issued by The U.S. Treasury Department All Maturities 100% 100% 99% 99% 0% Fixed-Rate U.S. Dollar Denominated U.S. Agency Debentures with Remaining Maturity: < 1 Year 100% 100% 99% 99% 98% 1 to 2 years 100% 100% 99% 98% 96.8% 2 to 3 years 100% 100% 98% 97% 96.3% 3 to 5 years 100% 100% 96% 96% 92.6% 5 to 7 years 100% 100% 93% 94% 90.3% 7 to 10 years 100% 100% 93% 93% 86.9% 10 to 20 years 100% 100% 89% 88% 81.6% > 20 years 100% 100% 87% 86% 77.9% Floating-Rate U.S. Dollar Denominated U.S. Agency Debentures All maturities 100% 100% 98% 98% 0% Fixed-Rate Euro Denominated Euro-Zone Government Bonds Rated Aa3 or Above by Xxxxx’x and AAA or Above by S&P with Remaining Maturity < 1 Year 98% 97% 94% 93% 98% 1 to 2 years 98% 97% 93% 92% 96.3% 2 to 3 years 98% 97% 92% 91% 95.8% 3 to 5 years 98% 97% 90% 89% 89.3% 5 to 7 years 98% 97% 89% 87% 85.7% 7 to 10 years 98% 97% 88% 86% 80.7% 10 to 20 years 98% 97% 84% 82% 74.8% > 20 years 98% 97% 82% 80% 72.5% Floating-Rate Euro Denominated Euro-Zone Government Bonds Rated Aa3 or Above by Xxxxx’x All maturities: 98% 97% 93% 92% 0% Fixed-Rate Sterling Denominated United Kingdom Gilts with Remaining Maturity: < 1 Year 98% 97% 94% 94% 0% 1 to 2 years 98% 97% 93% 93% 0% 2 to 3 years 98% 97% 92% 92% 0% 3 to 5 years 98% 97% 91% 91% 0% 5 to 7 years 98% 97% 90% 90% 0% 7 to 10 years 98% 97% 89% 89% 0% 10 to 20 years 98% 97% 86% 88% 0% > 20 years 98% 97% 84% 84% 0% Floating-Rate Sterling Denominated United Kingdom Gilts All maturities: 98% 97% 94% 93% 0% Qualified Commercial Paper 0%*** 0%*** 0%*** 0%*** 99% * For the purposes of the above table, “Daily” is applicable when the “Valuation Date” has been defined in this Credit Support Annex to mean each Local Business Day which if treated as a Valuation Date would result in a Delivery Amount or Return Amount. ** For the purposes of the above table, “Weekly” is applicable when the “Valuation Date” has been defined in this Credit Support Annex to mean the first Local Business Day in each week which if treated as a Valuation Date would result in a Delivery Amount or Return Amount. *** Or such other percentage in respect of which Xxxxx'x has provided a rating affirmation.

Eligible Credit Support. The following items will qualify as “Eligible Collateral” for the Party A, with the applicable Valuation Percentage indicated in the following table. When a First Trigger Failure Condition or a Second Trigger Failure Condition exists solely because no Relevant Entity satisfies the S&P or the Fitch components of the First Trigger Required Ratings or the Second Trigger Required Ratings, as applicable, then the Valuation Percentages indicated under the heading “S&P/Fitch Valuations” shall apply. When a First Trigger Failure Condition or a Second Trigger Failure Condition exists solely because no Relevant Entity satisfies the Xxxxx’x component of the First Trigger Required Ratings or the Second Trigger Required Ratings, as applicable, then the appropriate Valuation Percentages indicated under the heading “Xxxxx’x Valuations” shall apply. In all other cases, applicable Valuation Percentage shall be the lower of the applicable Valuation Percentage indicated in under the heading “Xxxxx’x Valuations” and the Valuation Percentage indicated in under the heading “S&P/Fitch Valuations.” Instrument Valuation Percentages applicable when a First Trigger Failure Condition (but not a Second Trigger Failure Condition) exists, where the Valuation Date means Valuation Percentages applicable when a Second Trigger Failure Condition Exists, where the Valuation Date means Valuation Percentages applicable when a First Trigger Failure Condition Exists or a Second Trigger Failure Condition Exists Daily* Weekly** Daily* Weekly** U.S. Dollar Cash 100% 100% 100% 100% 100% Euro Cash 98% 97% 94% 93% 89.892.5% Sterling Cash 98% 97% 95% 94% 91.994.1% Fixed-Rate Negotiable U.S. Dollar Denominated Treasury Debt Issued by The U.S. Treasury Department with Remaining Maturity of: <1 Year 100% 100% 100% 100% 98.698.9% 1 to 2 years 100% 100% 99% 99% 97.398.0% 2 to 3 years 100% 100% 98% 98% 95.897.4% 3 to 5 years 100% 100% 97% 97% 93.895.5% 5 to 7 years 100% 100% 96% 95% 91.193.7% 7 to 10 years 100% 100% 94% 94% 90.392.5% 10 to 20 years 100% 100% 90% 89% 86.991.1% > 20 years 100% 100% 88% 87% 84.688.6% Floating-Rate Negotiable U.S. Dollar Denominated Treasury Debt Issued by The U.S. Treasury Department All Maturities 100% 100% 99% 99% 0% Fixed-Rate U.S. Dollar Denominated U.S. Agency Debentures with Remaining Maturity: < 1 Year 100% 100% 99% 99% 9898.5% 1 to 2 years 100% 100% 99% 98% 96.897.7% 2 to 3 years 100% 100% 98% 97% 96.397.3% 3 to 5 years 100% 100% 96% 96% 92.694.5% 5 to 7 years 100% 100% 93% 94% 90.393.1% 7 to 10 years 100% 100% 93% 93% 86.990.7% 10 to 20 years 100% 100% 89% 88% 81.687.7% > 20 years 100% 100% 87% 86% 77.984.4% Floating-Rate U.S. Dollar Denominated U.S. Agency Debentures All maturities 100% 100% 98% 98% 0% Fixed-Rate Euro Denominated Euro-Zone Government Bonds Rated Aa3 or Above with Remaining Maturity by Xxxxx’x Xxxxx'x and AAA or Above by S&P with Remaining Maturity < 1 Year 98% 97% 94% 93% 9898.8% 1 to 2 years 98% 97% 93% 92% 96.397.9% 2 to 3 years 98% 97% 92% 91% 95.897.1% 3 to 5 years 98% 97% 90% 89% 89.391.2% 5 to 7 years 98% 97% 89% 87% 85.787.5% 7 to 10 years 98% 97% 88% 86% 80.783.8% 10 to 20 years 98% 97% 84% 82% 74.875.5% > 20 years 98% 97% 82% 80% 72.50% Floating-Rate Euro Denominated Euro-Zone Government Bonds Rated Aa3 or Above by Xxxxx’x Xxxxx'x All maturities: 98% 97% 93% 92% 0% Fixed-Rate Sterling Denominated United Kingdom Gilts with Remaining Maturity: < 1 Year 98% 97% 94% 94% 0% 1 to 2 years 98% 97% 93% 93% 0% 2 to 3 years 98% 97% 92% 92% 0% 3 to 5 years 98% 97% 91% 91% 0% 5 to 7 years 98% 97% 90% 90% 0% 7 to 10 years 98% 97% 89% 89% 0% 10 to 20 years 98% 97% 86% 88% 0% > 20 years 98% 97% 84% 84% 0% Floating-Rate Sterling Denominated United Kingdom Gilts All maturities: 98% 97% 94% 93% 0% Qualified Commercial Paper 0%*** 0%*** 0%*** 0%*** XXX XXX XXX XXX 99% * For the purposes of the above table, “Daily” is applicable when the “Valuation Date” has been defined in this Credit Support Annex to mean each Local Business Day which if treated as a Valuation Date would result in a Delivery Amount or Return Amount. ** For the purposes of the above table, “Weekly” is applicable when the “Valuation Date” has been defined in this Credit Support Annex to mean the first Local Business Day in each week which if treated as a Valuation Date would result in a Delivery Amount or Return Amount. *** Or such other percentage in respect of which Xxxxx'x has provided a rating affirmation.

Eligible Credit Support. The following items will qualify as “"Eligible Collateral” " for the Party A, with the applicable Valuation Percentage indicated in the following table. When a First Trigger Failure Condition or a Second Trigger Failure Condition exists solely because no Relevant Entity satisfies the S&P or the Fitch components of the First Trigger Required Ratings or the Second Trigger Required Ratings, as applicable, then the Valuation Percentages indicated under the heading “"S&P/Fitch Valuations” " shall apply. When a First Trigger Failure Condition or a Second Trigger Failure Condition exists solely because no Relevant Entity satisfies the Xxxxx’x Xxxxx'x component of the First Trigger Required Ratings or the Second Trigger Required Ratings, as applicable, then the appropriate Valuation Percentages indicated under the heading “Xxxxx’x "Xxxxx'x Valuations” " shall apply. In all other cases, applicable Valuation Percentage shall be the lower of the applicable Valuation Percentage indicated in under the heading “Xxxxx’x "Xxxxx'x Valuations” " and the Valuation Percentage indicated in under the heading “"S&P/Fitch Valuations.” " Instrument Valuation Percentages applicable when a First Trigger Failure Condition (but not a Second Trigger Failure Condition) exists, where the Valuation Date means Valuation Percentages applicable when a Second Trigger Failure Condition Exists, where the Valuation Date means Valuation Percentages applicable when a First Trigger Failure Condition Exists or a Second Trigger Failure Condition Exists Daily* Weekly** Daily* Weekly** U.S. Dollar Cash 100% 100% 100% 100% 100% Euro Cash 98% 97% 94% 93% 89.8% Sterling Cash 98% 97% 95% 94% 91.9% Fixed-Rate Negotiable U.S. Dollar Denominated Treasury Debt Issued by The U.S. Treasury Department with Remaining Maturity of: <1 Year 100% 100% 100% 100% 98.6% 1 to 2 years 100% 100% 99% 99% 97.3% 2 to 3 years 100% 100% 98% 98% 95.8% 3 to 5 years 100% 100% 97% 97% 93.8% 5 to 7 years 100% 100% 96% 95% 91.1% 7 to 10 years 100% 100% 94% 94% 90.3% 10 to 20 years 100% 100% 90% 89% 86.9% > 20 years 100% 100% 88% 87% 84.6% Floating-Rate Negotiable U.S. Dollar Denominated Treasury Debt Issued by The U.S. Treasury Department All Maturities 100% 100% 99% 99% 0% Fixed-Rate U.S. Dollar Denominated U.S. Agency Debentures with Remaining Maturity: < 1 Year 100% 100% 99% 99% 98% 1 to 2 years 100% 100% 99% 98% 96.8% 2 to 3 years 100% 100% 98% 97% 96.3% 3 to 5 years 100% 100% 96% 96% 92.6% 5 to 7 years 100% 100% 93% 94% 90.3% 7 to 10 years 100% 100% 93% 93% 86.9% 10 to 20 years 100% 100% 89% 88% 81.6% > 20 years 100% 100% 87% 86% 77.9% Floating-Rate U.S. Dollar Denominated U.S. Agency Debentures All maturities 100% 100% 98% 98% 0% Fixed-Rate Euro Denominated Euro-Zone Government Bonds Rated Aa3 or Above by Xxxxx’x Xxxxx'x and AAA or Above by S&P with Remaining Maturity < 1 Year 98% 97% 94% 93% 98% 1 to 2 years 98% 97% 93% 92% 96.3% 2 to 3 years 98% 97% 92% 91% 95.8% 3 to 5 years 98% 97% 90% 89% 89.3% 5 to 7 years 98% 97% 89% 87% 85.7% 7 to 10 years 98% 97% 88% 86% 80.7% 10 to 20 years 98% 97% 84% 82% 74.8% > 20 years 98% 97% 82% 80% 72.5% Floating-Rate Euro Denominated Euro-Zone Government Bonds Rated Aa3 or Above by Xxxxx’x Xxxxx'x All maturities: 98% 97% 93% 92% 0% Fixed-Rate Sterling Denominated United Kingdom Gilts with Remaining Maturity: < 1 Year 98% 97% 94% 94% 0% 1 to 2 years 98% 97% 93% 93% 0% 2 to 3 years 98% 97% 92% 92% 0% 3 to 5 years 98% 97% 91% 91% 0% 5 to 7 years 98% 97% 90% 90% 0% 7 to 10 years 98% 97% 89% 89% 0% 10 to 20 years 98% 97% 86% 88% 0% > 20 years 98% 97% 84% 84% 0% Floating-Rate Sterling Denominated United Kingdom Gilts All maturities: 98% 97% 94% 93% 0% Qualified Commercial Paper 0%*** 0%*** 0%*** 0%*** 99% * For the purposes of the above table, “"Daily” " is applicable when the “"Valuation Date” " has been defined in this Credit Support Annex to mean each Local Business Day which if treated as a Valuation Date would result in a Delivery Amount or Return Amount. ** For the purposes of the above table, “"Weekly” " is applicable when the “"Valuation Date” " has been defined in this Credit Support Annex to mean the first Local Business Day in each week which if treated as a Valuation Date would result in a Delivery Amount or Return Amount. *** Or such other percentage in respect of which Xxxxx'x has provided a rating affirmation.

Eligible Credit Support. The following items will qualify as “Eligible Collateral” for the Party A, with the applicable Valuation Percentage indicated in the following table. When a First Trigger Failure Condition or a Second Trigger Failure Condition exists solely because no Relevant Entity satisfies the S&P or the Fitch components of the First Trigger Required Ratings or the Second Trigger Required Ratings, as applicable, then the Valuation Percentages indicated under the heading “S&P/Fitch Valuations” shall apply. When a First Trigger Failure Condition or a Second Trigger Failure Condition exists solely because no Relevant Entity satisfies the Xxxxx’x component of the First Trigger Required Ratings or the Second Trigger Required Ratings, as applicable, then the appropriate Valuation Percentages indicated under the heading “Xxxxx’x Valuations” shall apply. In all other cases, applicable Valuation Percentage shall be the lower of the applicable Valuation Percentage indicated in under the heading “Xxxxx’x Valuations” and the Valuation Percentage indicated in under the heading “S&P/Fitch Valuations.” Instrument Valuation Percentages applicable when a First Trigger Failure Condition (but not a Second Trigger Failure Condition) exists, where the Valuation Date means Valuation Percentages applicable when a Second Trigger Failure Condition Exists, where the Valuation Date means Valuation Percentages applicable when a First Trigger Failure Condition Exists or a Second Trigger Failure Condition Exists Daily* Weekly** Daily* Weekly** U.S. Dollar Cash 100% 100% 100% 100% 100% Euro Cash 98% 97% 94% 93% 89.8% Sterling Cash 98% 97% 95% 94% 91.9% Fixed-Rate Negotiable U.S. Dollar Denominated Treasury Debt Issued by The U.S. Treasury Department with Remaining Maturity of: <1 Year 100% 100% 100% 100% 98.6% 1 to 2 years 100% 100% 99% 99% 97.3% 2 to 3 years 100% 100% 98% 98% 95.8% 3 to 5 years 100% 100% 97% 97% 93.8% 5 to 7 years 100% 100% 96% 95% 91.1% 7 to 10 years 100% 100% 94% 94% 90.3% 10 to 20 years 100% 100% 90% 89% 86.9% > 20 years 100% 100% 88% 87% 84.6% Floating-Rate Negotiable U.S. Dollar Denominated Treasury Debt Issued by The U.S. Treasury Department All Maturities 100% 100% 99% 99% 0% Fixed-Rate U.S. Dollar Denominated U.S. Agency Debentures with Remaining Maturity: < 1 Year 100% 100% 99% 99% 98% 1 to 2 years 100% 100% 99% 98% 96.8% 2 to 3 years 100% 100% 98% 97% 96.3% 3 to 5 years 100% 100% 96% 96% 92.6% 5 to 7 years 100% 100% 93% 94% 90.3% 7 to 10 years 100% 100% 93% 93% 86.9% 10 to 20 years 100% 100% 89% 88% 81.6% > 20 years 100% 100% 87% 86% 77.9% Floating-Rate U.S. Dollar Denominated U.S. Agency Debentures All maturities 100% 100% 98% 98% 0% Fixed-Rate Euro Denominated Euro-Zone Government Bonds Rated Aa3 or Above by Xxxxx’x and AAA or Above by S&P with Remaining Maturity Maturity: < 1 Year 98% 97% 94% 93% 98% 1 to 2 years 98% 97% 93% 92% 96.3% 2 to 3 years 98% 97% 92% 91% 95.8% 3 to 5 years 98% 97% 90% 89% 89.3% 5 to 7 years 98% 97% 89% 87% 85.7% 7 to 10 years 98% 97% 88% 86% 80.7% 10 to 20 years 98% 97% 84% 82% 74.8% > 20 years 98% 97% 82% 80% 72.5% Floating-Rate Euro Denominated Euro-Zone Government Bonds Rated Aa3 or Above by Xxxxx’x All maturities: 98% 97% 93% 92% 0% Fixed-Rate Sterling Denominated United Kingdom Gilts with Remaining Maturity: < 1 Year 98% 97% 94% 94% 0% 1 to 2 years 98% 97% 93% 93% 0% 2 to 3 years 98% 97% 92% 92% 0% 3 to 5 years 98% 97% 91% 91% 0% 5 to 7 years 98% 97% 90% 90% 0% 7 to 10 years 98% 97% 89% 89% 0% 10 to 20 years 98% 97% 86% 88% 0% > 20 years 98% 97% 84% 84% 0% Floating-Rate Sterling Denominated United Kingdom Gilts All maturities: 98% 97% 94% 93% 0% Qualified Commercial Paper 0%*** 0%*** 0%*** 0%*** 99% * For the purposes of the above table, “Daily” is applicable when the “Valuation Date” has been defined in this Credit Support Annex to mean each Local Business Day which if treated as a Valuation Date would result in a Delivery Amount or Return Amount. ** For the purposes of the above table, “Weekly” is applicable when the “Valuation Date” has been defined in this Credit Support Annex to mean the first Local Business Day in each week which if treated as a Valuation Date would result in a Delivery Amount or Return Amount. *** Or such other percentage in respect of which Xxxxx'x has provided a rating affirmation.

Eligible Credit Support. The following items described in Appendix A will qualify as “Eligible Collateral” for the Party A, with the applicable Valuation Percentage indicated in the following tabletable appearing in Appendix A. When a First Trigger Failure Condition or a Second Trigger Failure Condition exists solely because no Relevant Entity satisfies the Fitch components of the First Trigger Required Ratings or Second Trigger Required Ratings, as applicable, then the Valuation Percentages indicated under the heading “S&P and Fitch Valuation Percentages applicable when (i) a First Trigger Failure Condition Exists or (ii) With Respect to Fitch, a Second Trigger Failure Condition Exists” shall apply. When a First Trigger Failure Condition or a Second Trigger Failure Condition exists solely because no Relevant Entity satisfies the S&P or the Fitch components component of the First Trigger Required Ratings or the Second Trigger Required Ratings, as applicable, then the Valuation Percentages indicated under the heading “S&P/S&P and Fitch ValuationsValuation Percentages applicable when (i) a First Trigger Failure Condition Exists or (ii) With Respect to Fitch, a Second Trigger Failure Condition Exists” or "S&P Valuation Percentages applicable when a Second Trigger Failure Condition Exists", as applicable, shall apply. When a First Trigger Failure Condition or a Second Trigger Failure Condition exists solely because no Relevant Entity satisfies the Xxxxx’x component of the First Trigger Required Ratings or the Second Trigger Required Ratings, as applicable, then the appropriate Valuation Percentages indicated under the heading “Xxxxx’x Valuations” "Xxxxx'x Valuation Percentages applicable when a First Trigger Failure Condition (but not a Second Trigger Failure Condition) exists, where the Valuation Date means" or "Xxxxx'x Valuation Percentages applicable when a Second Trigger Failure Condition Exists, where the Valuation Date means", as applicable, shall apply. In all other cases, applicable Valuation Percentage shall be the lower of the applicable Valuation Percentage indicated in under the heading “Xxxxx’x Valuations” and the Valuation Percentage indicated in under the heading “S&P/Fitch Valuations.” Instrument Valuation Percentages applicable when a First Trigger Failure Condition (but not a Second Trigger Failure Condition) exists, where the Valuation Date means Valuation Percentages applicable when a Second Trigger Failure Condition Exists, where the Valuation Date means Valuation Percentages applicable when a First Trigger Failure Condition Exists or a Second Trigger Failure Condition Exists Daily* Weekly** Daily* Weekly** U.S. Dollar Cash 100% 100% 100% 100% 100% Euro Cash 98% 97% 94% 93% 89.8% Sterling Cash 98% 97% 95% 94% 91.9% Fixed-Rate Negotiable U.S. Dollar Denominated Treasury Debt Issued by The U.S. Treasury Department with Remaining Maturity of: <1 Year 100% 100% 100% 100% 98.6% 1 to 2 years 100% 100% 99% 99% 97.3% 2 to 3 years 100% 100% 98% 98% 95.8% 3 to 5 years 100% 100% 97% 97% 93.8% 5 to 7 years 100% 100% 96% 95% 91.1% 7 to 10 years 100% 100% 94% 94% 90.3% 10 to 20 years 100% 100% 90% 89% 86.9% > 20 years 100% 100% 88% 87% 84.6% Floating-Rate Negotiable U.S. Dollar Denominated Treasury Debt Issued by The U.S. Treasury Department All Maturities 100% 100% 99% 99% 0% Fixed-Rate U.S. Dollar Denominated U.S. Agency Debentures with Remaining Maturity: < 1 Year 100% 100% 99% 99% 98% 1 to 2 years 100% 100% 99% 98% 96.8% 2 to 3 years 100% 100% 98% 97% 96.3% 3 to 5 years 100% 100% 96% 96% 92.6% 5 to 7 years 100% 100% 93% 94% 90.3% 7 to 10 years 100% 100% 93% 93% 86.9% 10 to 20 years 100% 100% 89% 88% 81.6% > 20 years 100% 100% 87% 86% 77.9% Floating-Rate U.S. Dollar Denominated U.S. Agency Debentures All maturities 100% 100% 98% 98% 0% Fixed-Rate Euro Denominated Euro-Zone Government Bonds Rated Aa3 or Above by Xxxxx’x and AAA or Above by S&P with Remaining Maturity < 1 Year 98% 97% 94% 93% 98% 1 to 2 years 98% 97% 93% 92% 96.3% 2 to 3 years 98% 97% 92% 91% 95.8% 3 to 5 years 98% 97% 90% 89% 89.3% 5 to 7 years 98% 97% 89% 87% 85.7% 7 to 10 years 98% 97% 88% 86% 80.7% 10 to 20 years 98% 97% 84% 82% 74.8% > 20 years 98% 97% 82% 80% 72.5% Floating-Rate Euro Denominated Euro-Zone Government Bonds Rated Aa3 or Above by Xxxxx’x All maturities: 98% 97% 93% 92% 0% Fixed-Rate Sterling Denominated United Kingdom Gilts with Remaining Maturity: < 1 Year 98% 97% 94% 94% 0% 1 to 2 years 98% 97% 93% 93% 0% 2 to 3 years 98% 97% 92% 92% 0% 3 to 5 years 98% 97% 91% 91% 0% 5 to 7 years 98% 97% 90% 90% 0% 7 to 10 years 98% 97% 89% 89% 0% 10 to 20 years 98% 97% 86% 88% 0% > 20 years 98% 97% 84% 84% 0% Floating-Rate Sterling Denominated United Kingdom Gilts All maturities: 98% 97% 94% 93% 0% Qualified Commercial Paper 0%*** 0%*** 0%*** 0%*** 99% * For the purposes of the above table, “Daily” is applicable when the “Valuation Date” has been defined headings described in this Credit Support Annex to mean each Local Business Day which if treated as a Valuation Date would result in a Delivery Amount or Return Amount. ** For the purposes of the above table, “Weekly” is applicable when the “Valuation Date” has been defined in this Credit Support Annex to mean the first Local Business Day in each week which if treated as a Valuation Date would result in a Delivery Amount or Return Amount. *** Or such other percentage in respect of which Xxxxx'x has provided a rating affirmationparagraph.