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Calculation the fair value of the NC-3 10.00s due Feb 2025. Yield Curve Data Par Value: 100 Pmt Frequency: 2 per year Trade Date: 1-Feb-2020

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Calculation the fair value of the NC-3 10.00s due Feb 2025. Yield Curve Data Par Value: 100 Pmt Frequency: 2 per year Trade Date: 1-Feb-2020 Settlement Date: 2-Feb-2020 Bond Terms & Conditions Par Value: Coupon Rate: Pmt Frequency: Call Price: First Call Date: Maturity: 100 10.000% 2 per year 100 5 years Period Maturity 2-Aug-2020 2-Feb-2021 2-Aug-2021 2-Feb-2022 2-Aug-2022 2-Feb-2023 2-Aug-2023 2-Feb-2024 2-Aug-2024 2-Feb-2025 Coupon (s.a.) 1.100% 1.250% 2.000% 2.150% 2.450% 2.950% 3.050% 3.250% 3.450% 3.500% Par Value (%) 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 Price (% of Par) 99.000 98.000 97.950 97.250 96.600 96.450 95.150 94.050 93.000 91.450 Par Rate (BEY) 3.131% 3.300% 3.414% 3.587% 3.890% 4.222% 4.565% 4.906% 5.215% 5.478% Calculation the fair value of the NC-3 10.00s due Feb 2025. Yield Curve Data Par Value: 100 Pmt Frequency: 2 per year Trade Date: 1-Feb-2020 Settlement Date: 2-Feb-2020 Bond Terms & Conditions Par Value: Coupon Rate: Pmt Frequency: Call Price: First Call Date: Maturity: 100 10.000% 2 per year 100 5 years Period Maturity 2-Aug-2020 2-Feb-2021 2-Aug-2021 2-Feb-2022 2-Aug-2022 2-Feb-2023 2-Aug-2023 2-Feb-2024 2-Aug-2024 2-Feb-2025 Coupon (s.a.) 1.100% 1.250% 2.000% 2.150% 2.450% 2.950% 3.050% 3.250% 3.450% 3.500% Par Value (%) 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 Price (% of Par) 99.000 98.000 97.950 97.250 96.600 96.450 95.150 94.050 93.000 91.450 Par Rate (BEY) 3.131% 3.300% 3.414% 3.587% 3.890% 4.222% 4.565% 4.906% 5.215% 5.478%

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