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P2 YOU HAVE THE FOLLOWING: BID OFFER 5 YEAR SWAP (%) 9.82 9.90 P.A.(QUARTERLY EFFECTIVE 360 DAY YIELD) 5 YEAR 9.9% CAP ON 3-M LIBOR

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P2 YOU HAVE THE FOLLOWING: BID OFFER 5 YEAR SWAP (%) 9.82 9.90 P.A.(QUARTERLY EFFECTIVE 360 DAY YIELD) 5 YEAR 9.9% CAP ON 3-M LIBOR 3.76 3.91 BP 5 YEAR 9.9% FLOOR ON 3-M LIBOR 3.53 3.78 BP WHAT WILL BE THE RATE IF YOU BUY THE CAP AND SELL THE FLOOR? WHAT WILL BE THE RATE IF YOU DECIDE TO PARTICIPATE IN 60% OF THE DECLINE IN INTEREST RATES? P2 YOU HAVE THE FOLLOWING: BID OFFER 5 YEAR SWAP (%) 9.82 9.90 P.A.(QUARTERLY EFFECTIVE 360 DAY YIELD) 5 YEAR 9.9% CAP ON 3-M LIBOR 3.76 3.91 BP 5 YEAR 9.9% FLOOR ON 3-M LIBOR 3.53 3.78 BP WHAT WILL BE THE RATE IF YOU BUY THE CAP AND SELL THE FLOOR? WHAT WILL BE THE RATE IF YOU DECIDE TO PARTICIPATE IN 60% OF THE DECLINE IN INTEREST RATES

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