January 2012 MTN Callable Details
(Values converted to US Dollars)
| CUSIP/ISIN | Trade Date | Amount Issued | Issued Currency | Structure | Coupon | Coupon Profile Type | Maturity Date | Instrument Type | Call/Put | Call Type | Next Call Date |
| Total Issuance | 16,345,000,000 | ||||||||||
| 3134G3HN3 | 01/03/2012 | 500,000,000.0 | USD | 2/1 | 0.500 | Fixed | 01/24/2014 | Global MTN | C | European | 01/24/2013 |
| 3134G3HZ6 | 01/03/2012 | 50,000,000.0 | USD | 3/1 | 0.625 | Step | 01/30/2015 | MTN | C | Bermudan | 01/30/2013 |
| 3134G3HS2 | 01/03/2012 | 250,000,000.0 | USD | 3/1 | 0.800 | Fixed | 01/30/2015 | Global MTN | C | Bermudan | 01/30/2013 |
| 3134G3HW3 | 01/03/2012 | 50,000,000.0 | USD | 3.75/1 | 1.000 | Fixed | 10/30/2015 | MTN | C | Bermudan | 01/30/2013 |
| 3134G3HP8 | 01/03/2012 | 50,000,000.0 | USD | 4/2 | 1.000 | Fixed | 01/27/2016 | Global MTN | C | European | 01/27/2014 |
| 3134G3HV5 | 01/03/2012 | 50,000,000.0 | USD | 5/1 | 1.125 | Step | 01/25/2017 | MTN | C | Bermudan | 01/25/2013 |
| 3134G3HV5 | 01/03/2012 | 75,000,000.0 | USD | 5/1 | 1.125 | Step | 01/25/2017 | MTN | C | Bermudan | 01/25/2013 |
| 3134G3HT0 | 01/03/2012 | 60,000,000.0 | USD | 4.5/1 | 1.250 | Fixed | 07/25/2016 | MTN | C | Bermudan | 01/25/2013 |
| 3134G3HX1 | 01/03/2012 | 50,000,000.0 | USD | 5/2 | 1.350 | Fixed | 01/27/2017 | MTN | C | Bermudan | 01/27/2014 |
| 3134G3HU7 | 01/03/2012 | 50,000,000.0 | USD | 5/1 | 1.400 | Fixed | 01/25/2017 | MTN | C | Bermudan | 01/25/2013 |
| 3134G3HQ6 | 01/03/2012 | 50,000,000.0 | USD | 7/1 | 2.050 | Fixed | 01/17/2019 | MTN | C | Bermudan | 01/17/2013 |
| 3134G3HR4 | 01/03/2012 | 50,000,000.0 | USD | 8/1 | 2.300 | Fixed | 01/24/2020 | MTN | C | Bermudan | 01/24/2013 |
| 3134G3HY9 | 01/03/2012 | 250,000,000.0 | USD | 7/2 | 3.000 | Fixed | 01/17/2019 | Global MTN | C | European | 01/17/2014 |
| 3134G3JL5 | 01/04/2012 | 50,000,000.0 | USD | 3/1 | 0.550 | Step | 01/30/2015 | MTN | C | Bermudan | 01/30/2013 |
| 3134G3JA9 | 01/04/2012 | 250,000,000.0 | USD | 2.5/1 | 0.625 | Fixed | 07/25/2014 | Global MTN | C | Bermudan | 01/25/2013 |
| 3134G3JD3 | 01/04/2012 | 50,000,000.0 | USD | 3.5/2 | 0.875 | Fixed | 07/30/2015 | MTN | C | European | 01/30/2014 |
| 3134G3JB7 | 01/04/2012 | 50,000,000.0 | USD | 4/1 | 1.000 | Fixed | 01/25/2016 | MTN | C | European | 01/25/2013 |
| 3134G3JK7 | 01/04/2012 | 50,000,000.0 | USD | 4/2 | 1.000 | Fixed | 12/24/2015 | MTN | C | European | 12/24/2013 |
| 3134G3HW3 | 01/04/2012 | 50,000,000.0 | USD | 3.75/1 | 1.000 | Fixed | 10/30/2015 | MTN | C | Bermudan | 01/30/2013 |
| 3134G3JE1 | 01/04/2012 | 50,000,000.0 | USD | 7/1 | 1.250 | Step | 01/18/2019 | MTN | C | Bermudan | 01/18/2013 |
| 3134G3JG6 | 01/04/2012 | 50,000,000.0 | USD | 8/1 | 1.500 | Step | 01/24/2020 | MTN | C | Bermudan | 01/24/2013 |
| 3134G3JC5 | 01/04/2012 | 50,000,000.0 | USD | 12/1 | 2.000 | Step | 01/24/2024 | MTN | C | Bermudan | 01/24/2013 |
| 3134G3JF8 | 01/04/2012 | 50,000,000.0 | USD | 10/1 | 2.000 | Step | 01/25/2022 | MTN | C | Bermudan | 01/25/2013 |
| 3134G3JJ0 | 01/04/2012 | 50,000,000.0 | USD | 8.5/1 | 2.000 | Step | 07/24/2020 | MTN | C | Bermudan | 01/24/2013 |
| 3134G3JH4 | 01/04/2012 | 50,000,000.0 | USD | 15/1 | 3.000 | Step | 01/25/2027 | MTN | C | Bermudan | 01/25/2013 |
| 3134G3JP6 | 01/05/2012 | 100,000,000.0 | USD | 3.5/1 | 0.920 | Fixed | 07/24/2015 | MTN | C | Bermudan | 01/24/2013 |
| 3134G3HP8 | 01/05/2012 | 50,000,000.0 | USD | 4/2 | 1.000 | Fixed | 01/27/2016 | Global MTN | C | European | 01/27/2014 |
| 3134G3HP8 | 01/05/2012 | 250,000,000.0 | USD | 4/2 | 1.000 | Fixed | 01/27/2016 | Global MTN | C | European | 01/27/2014 |
| 3134G3JN1 | 01/05/2012 | 50,000,000.0 | USD | 5.75/1 | 1.500 | Fixed | 10/30/2017 | MTN | C | Bermudan | 01/30/2013 |
| 3134G3JM3 | 01/05/2012 | 50,000,000.0 | USD | 7.5/2 | 2.000 | Fixed | 07/30/2019 | MTN | C | European | 01/30/2014 |
| 3134G3JM3 | 01/05/2012 | 50,000,000.0 | USD | 7.5/2 | 2.000 | Fixed | 07/30/2019 | MTN | C | European | 01/30/2014 |
| 3134G3JT8 | 01/06/2012 | 50,000,000.0 | USD | 6/2 | 1.550 | Fixed | 01/30/2018 | MTN | C | European | 01/30/2014 |
| 3134G3JS0 | 01/06/2012 | 50,000,000.0 | USD | 7/2 | 1.900 | Fixed | 01/23/2019 | MTN | C | European | 01/23/2014 |
| 3134G3JM3 | 01/06/2012 | 150,000,000.0 | USD | 7.5/2 | 2.000 | Fixed | 07/30/2019 | MTN | C | European | 01/30/2014 |
| 3134G3JU5 | 01/06/2012 | 250,000,000.0 | USD | 5/2 | 2.250 | Fixed | 01/23/2017 | Global MTN | C | European | 01/23/2014 |
| 3134G3JV3 | 01/06/2012 | 50,000,000.0 | USD | 15/1 | 2.500 | Step | 01/25/2027 | MTN | C | Bermudan | 01/25/2013 |
| 3134G3JW1 | 01/06/2012 | 50,000,000.0 | USD | 12.5/1 | 3.000 | Fixed | 07/30/2024 | MTN | C | Bermudan | 01/30/2013 |
| 3134G3JX9 | 01/09/2012 | 250,000,000.0 | USD | 3/2 | 0.650 | Fixed | 01/30/2015 | Global MTN | C | European | 01/30/2014 |
| 3134G3JY7 | 01/09/2012 | 100,000,000.0 | USD | 3.5/1 | 0.840 | Fixed | 07/30/2015 | MTN | C | Bermudan | 01/30/2013 |
| 3134G3KA7 | 01/09/2012 | 50,000,000.0 | USD | 5/2 | 1.300 | Fixed | 01/30/2017 | MTN | C | Bermudan | 01/30/2014 |
| 3134G3JZ4 | 01/09/2012 | 50,000,000.0 | USD | 6/1 | 1.550 | Fixed | 01/25/2018 | MTN | C | European | 01/25/2013 |
| 3134G3JM3 | 01/09/2012 | 50,000,000.0 | USD | 7.5/2 | 2.000 | Fixed | 07/30/2019 | MTN | C | European | 01/30/2014 |
| 3134G3KB5 | 01/09/2012 | 50,000,000.0 | USD | 8.5/1 | 2.250 | Fixed | 07/30/2020 | MTN | C | Bermudan | 01/30/2013 |
| 3134G3KH2 | 01/10/2012 | 50,000,000.0 | USD | 3/1 | 0.375 | Step | 01/30/2015 | MTN | C | Bermudan | 01/30/2013 |
| 3134G3KC3 | 01/10/2012 | 125,000,000.0 | USD | 4/2 | 1.000 | Fixed | 01/27/2016 | MTN | C | European | 01/27/2014 |
| 3134G3KG4 | 01/10/2012 | 50,000,000.0 | USD | 8/1 | 1.125 | Step | 01/30/2020 | MTN | C | Bermudan | 01/30/2013 |
| 3134G3KJ8 | 01/10/2012 | 50,000,000.0 | USD | 6/2 | 1.625 | Fixed | 01/30/2018 | MTN | C | Bermudan | 01/30/2014 |
| 3134G3KD1 | 01/10/2012 | 50,000,000.0 | USD | 7/2 | 2.000 | Fixed | 01/30/2019 | MTN | C | Bermudan | 01/30/2014 |
| 3134G3KF6 | 01/10/2012 | 40,000,000.0 | USD | 8/3 | 2.000 | Fixed | 01/27/2020 | MTN | C | European | 01/27/2015 |
| 3134G3KF6 | 01/10/2012 | 50,000,000.0 | USD | 8/3 | 2.000 | Fixed | 01/27/2020 | MTN | C | European | 01/27/2015 |
| 3134G3JF8 | 01/10/2012 | 50,000,000.0 | USD | 10/1 | 2.000 | Step | 01/25/2022 | MTN | C | Bermudan | 01/25/2013 |
| 3134G3JM3 | 01/10/2012 | 50,000,000.0 | USD | 7.5/2 | 2.000 | Fixed | 07/30/2019 | MTN | C | European | 01/30/2014 |
| 3134G3KE9 | 01/10/2012 | 50,000,000.0 | USD | 20/1 | 3.000 | Step | 01/30/2032 | MTN | C | Bermudan | 01/30/2013 |
| 3134G3KK5 | 01/11/2012 | 50,000,000.0 | USD | 4.5/2 | 1.100 | Fixed | 07/27/2016 | Global MTN | C | European | 01/27/2014 |
| 3134G3KK5 | 01/11/2012 | 200,000,000.0 | USD | 4.5/2 | 1.100 | Fixed | 07/27/2016 | Global MTN | C | European | 01/27/2014 |
| 3134G3KF6 | 01/11/2012 | 80,000,000.0 | USD | 8/3 | 2.000 | Fixed | 01/27/2020 | MTN | C | European | 01/27/2015 |
| 3134G3KE9 | 01/11/2012 | 50,000,000.0 | USD | 20/1 | 3.000 | Step | 01/30/2032 | MTN | C | Bermudan | 01/30/2013 |
| 3134G3KM1 | 01/11/2012 | 50,000,000.0 | USD | 15/1 | 3.000 | Step | 01/25/2027 | MTN | C | Bermudan | 01/25/2013 |
| 3134G3KT6 | 01/12/2012 | 50,000,000.0 | USD | 4/2 | 0.930 | Fixed | 02/03/2016 | MTN | C | European | 02/03/2014 |
| 3134G3KR0 | 01/12/2012 | 50,000,000.0 | USD | 10/1 | 1.500 | Step | 01/25/2022 | MTN | C | Bermudan | 01/25/2013 |
| 3134G3KP4 | 01/12/2012 | 50,000,000.0 | USD | 12/1 | 2.250 | Step | 01/30/2024 | MTN | C | Bermudan | 01/30/2013 |
| 3134G3KN9 | 01/12/2012 | 50,000,000.0 | USD | 15/1 | 2.500 | Step | 01/25/2027 | MTN | C | Bermudan | 01/25/2013 |
| 3134G3KQ2 | 01/12/2012 | 50,000,000.0 | USD | 15/1 | 3.000 | Step | 02/01/2027 | MTN | C | Bermudan | 02/01/2013 |
| 3134G3KV1 | 01/13/2012 | 50,000,000.0 | USD | 4.5/2 | 1.050 | Fixed | 08/10/2016 | MTN | C | European | 02/10/2014 |
| 3134G3KU3 | 01/13/2012 | 50,000,000.0 | USD | 7/1 | 1.750 | Fixed | 02/01/2019 | MTN | C | European | 02/01/2013 |
| 3134G3KY5 | 01/18/2012 | 50,000,000.0 | USD | 3.5/2 | 0.750 | Fixed | 08/14/2015 | MTN | C | Bermudan | 02/14/2014 |
| 3134G3KW9 | 01/18/2012 | 500,000,000.0 | USD | 5/.5 | 2.000 | Fixed | 02/01/2017 | Global MTN | C | European | Date Passed |
| 3134G3KX7 | 01/18/2012 | 50,000,000.0 | USD | 12/1 | 2.000 | Step | 02/08/2024 | MTN | C | Bermudan | 02/08/2013 |
| 3134G3KZ2 | 01/19/2012 | 50,000,000.0 | USD | 10/1 | 2.000 | Step | 02/15/2022 | MTN | C | Bermudan | 02/15/2013 |
| 3134G3LD0 | 01/20/2012 | 1,000,000,000.0 | USD | 3/1 | 0.700 | Fixed | 02/13/2015 | Global MTN | C | Bermudan | 02/13/2013 |
| 3134G3LJ7 | 01/20/2012 | 50,000,000.0 | USD | 4/2 | 0.950 | Fixed | 02/10/2016 | MTN | C | European | 02/10/2014 |
| 3134G3LF5 | 01/20/2012 | 50,000,000.0 | USD | 3/2 | 1.000 | Fixed | 02/13/2015 | MTN | C | European | 02/13/2014 |
| 3134G3LG3 | 01/20/2012 | 50,000,000.0 | USD | 5/2 | 1.250 | Fixed | 02/14/2017 | MTN | C | European | 02/14/2014 |
| 3134G3LC2 | 01/20/2012 | 50,000,000.0 | USD | 10/1 | 2.000 | Step | 02/15/2022 | MTN | C | Bermudan | 02/15/2013 |
| 3134G3LB4 | 01/20/2012 | 50,000,000.0 | USD | 7.5/2 | 2.000 | Fixed | 08/13/2019 | MTN | C | European | 02/13/2014 |
| 3134G3LE8 | 01/20/2012 | 50,000,000.0 | USD | 20/1 | 3.000 | Step | 02/13/2032 | MTN | C | Bermudan | 02/13/2013 |
| 3134G3LH1 | 01/20/2012 | 50,000,000.0 | USD | 15/1 | 3.000 | Step | 02/19/2027 | MTN | C | Bermudan | 02/19/2013 |
| 3134G3LH1 | 01/20/2012 | 50,000,000.0 | USD | 15/1 | 3.000 | Step | 02/19/2027 | MTN | C | Bermudan | 02/19/2013 |
| 3134G3LK4 | 01/20/2012 | 50,000,000.0 | USD | 15/1 | 3.070 | Step | 02/12/2027 | MTN | C | Bermudan | 02/12/2013 |
| 3134G3LT5 | 01/23/2012 | 50,000,000.0 | USD | 5/1 | 1.000 | Step | 02/15/2017 | MTN | C | Bermudan | 02/15/2013 |
| 3134G3LT5 | 01/23/2012 | 85,000,000.0 | USD | 5/1 | 1.000 | Step | 02/15/2017 | MTN | C | Bermudan | 02/15/2013 |
| 3134G3LN8 | 01/23/2012 | 250,000,000.0 | USD | 4/2 | 1.000 | Fixed | 02/24/2016 | Global MTN | C | European | 02/24/2014 |
| 3134G3LU2 | 01/23/2012 | 50,000,000.0 | USD | 5/2 | 1.050 | Step | 02/14/2017 | MTN | C | European | 02/14/2014 |
| 3134G3LP3 | 01/23/2012 | 50,000,000.0 | USD | 5/2 | 1.300 | Fixed | 02/21/2017 | MTN | C | European | 02/21/2014 |
| 3134G3LM0 | 01/23/2012 | 50,000,000.0 | USD | 7/1 | 2.000 | Fixed | 02/15/2019 | MTN | C | Bermudan | 02/15/2013 |
| 3134G3LL2 | 01/23/2012 | 50,000,000.0 | USD | 8.75/1 | 2.000 | Step | 11/13/2020 | MTN | C | Bermudan | 02/13/2013 |
| 3134G3LR9 | 01/23/2012 | 50,000,000.0 | USD | 10/1 | 2.125 | Step | 02/22/2022 | MTN | C | Bermudan | 02/22/2013 |
| 3134G3LQ1 | 01/23/2012 | 50,000,000.0 | USD | 8/1 | 2.300 | Fixed | 02/14/2020 | MTN | C | Bermudan | 02/14/2013 |
| 3134G3LS7 | 01/23/2012 | 50,000,000.0 | USD | 15/1 | 3.000 | Step | 02/22/2027 | MTN | C | Bermudan | 02/22/2013 |
| 3134G3LV0 | 01/23/2012 | 30,000,000.0 | USD | 15/1 | 3.210 | Step | 02/22/2027 | MTN | C | Bermudan | 02/22/2013 |
| 3134G3LZ1 | 01/24/2012 | 2,000,000,000.0 | USD | 2/1 | 0.500 | Fixed | 02/21/2014 | Global MTN | C | Bermudan | 02/21/2013 |
| 3134G3MG2 | 01/24/2012 | 50,000,000.0 | USD | 3/2 | 0.625 | Fixed | 02/20/2015 | MTN | C | European | 02/21/2014 |
| 3134G3ME7 | 01/24/2012 | 50,000,000.0 | USD | 6/1 | 0.875 | Step | 02/08/2018 | MTN | C | European | 02/08/2013 |
| 3134G3LW8 | 01/24/2012 | 50,000,000.0 | USD | 5/3 | 1.250 | Fixed | 02/17/2017 | MTN | C | European | 02/17/2015 |
| 3134G3MB3 | 01/24/2012 | 50,000,000.0 | USD | 5.5/2 | 1.250 | Step | 08/14/2017 | MTN | C | Bermudan | 02/14/2014 |
| 3134G3LX6 | 01/24/2012 | 50,000,000.0 | USD | 6/1 | 1.500 | Fixed | 02/15/2018 | MTN | C | Bermudan | 02/15/2013 |
| 3134G3MD9 | 01/24/2012 | 50,000,000.0 | USD | 5.75/2 | 1.500 | Fixed | 11/14/2017 | MTN | C | European | 02/14/2014 |
| 3134G3MF4 | 01/24/2012 | 100,000,000.0 | USD | 7/2 | 2.000 | Fixed | 02/07/2019 | MTN | C | Bermudan | 02/07/2014 |
| 3134G3LY4 | 01/24/2012 | 50,000,000.0 | USD | 15/1 | 3.000 | Step | 02/22/2027 | MTN | C | Bermudan | 02/22/2013 |
| 3134G3MH0 | 01/25/2012 | 1,000,000,000.0 | USD | 2/1 | 0.450 | Fixed | 02/21/2014 | Global MTN | C | European | 02/21/2013 |
| 3134G3MK3 | 01/25/2012 | 250,000,000.0 | USD | 4/2 | 1.000 | Fixed | 02/24/2016 | Global MTN | C | European | 02/24/2014 |
| 3134G3MJ6 | 01/25/2012 | 50,000,000.0 | USD | 6/2 | 1.550 | Fixed | 02/13/2018 | MTN | C | European | 02/13/2014 |
| 3134G3LC2 | 01/25/2012 | 50,000,000.0 | USD | 10/1 | 2.000 | Step | 02/15/2022 | MTN | C | Bermudan | 02/15/2013 |
| 3134G3ML1 | 01/25/2012 | 50,000,000.0 | USD | 20/1 | 3.850 | Fixed | 02/13/2032 | MTN | C | Bermudan | 02/13/2013 |
| 3134G3MM9 | 01/26/2012 | 1,500,000,000.0 | USD | 2/1 | 0.400 | Fixed | 02/27/2014 | Global MTN | C | European | 02/27/2013 |
| 3134G3MR8 | 01/26/2012 | 1,000,000,000.0 | USD | 3/2 | 0.550 | Fixed | 02/13/2015 | Global MTN | C | European | 02/13/2014 |
| 3134G3MP2 | 01/26/2012 | 100,000,000.0 | USD | 4.5/2 | 1.000 | Fixed | 08/24/2016 | MTN | C | European | 02/24/2014 |
| 3134G3MT4 | 01/26/2012 | 50,000,000.0 | USD | 5/2 | 1.125 | Fixed | 02/24/2017 | MTN | C | European | 02/24/2014 |
| 3134G3MV9 | 01/26/2012 | 50,000,000.0 | USD | 6.5/2 | 1.550 | Fixed | 08/21/2018 | MTN | C | European | 02/21/2014 |
| 3134G3MN7 | 01/26/2012 | 50,000,000.0 | USD | 8/2 | 2.000 | Fixed | 02/21/2020 | MTN | C | European | 02/21/2014 |
| 3134G3MS6 | 01/26/2012 | 50,000,000.0 | USD | 8.5/1 | 2.000 | Fixed | 08/21/2020 | MTN | C | Bermudan | 02/21/2013 |
| 3134G3MU1 | 01/26/2012 | 50,000,000.0 | USD | 13.5/1 | 3.000 | Fixed | 08/21/2025 | MTN | C | Bermudan | 02/21/2013 |
| 3134G3MS6 | 01/27/2012 | 50,000,000.0 | USD | 8.5/1 | 2.000 | Fixed | 08/21/2020 | MTN | C | Bermudan | 02/21/2013 |
| 3134G3MW7 | 01/27/2012 | 50,000,000.0 | USD | 20/1 | 3.000 | Step | 02/13/2032 | MTN | C | Bermudan | 02/13/2013 |
| 3134G3MY3 | 01/30/2012 | 125,000,000.0 | USD | 3.5/2 | 0.650 | Fixed | 08/28/2015 | MTN | C | European | 02/28/2014 |
| 3134G3NA4 | 01/30/2012 | 50,000,000.0 | USD | 5/2 | 0.750 | Step | 02/28/2017 | MTN | C | Bermudan | 02/28/2014 |
| 3134G3MX5 | 01/30/2012 | 100,000,000.0 | USD | 4/2 | 0.800 | Fixed | 02/24/2016 | Global MTN | C | European | 02/24/2014 |
| 3134G3MZ0 | 01/30/2012 | 50,000,000.0 | USD | 5/2 | 1.100 | Fixed | 02/24/2017 | MTN | C | Bermudan | 02/24/2014 |
| 3134G3NE6 | 01/31/2012 | 50,000,000.0 | USD | 3/2 | 0.500 | Fixed | 02/24/2015 | MTN | C | European | 02/24/2014 |
| 3134G3NC0 | 01/31/2012 | 250,000,000.0 | USD | 3/1 | 0.550 | Fixed | 02/27/2015 | Global MTN | C | Bermudan | 02/27/2013 |
| 3134G3NC0 | 01/31/2012 | 250,000,000.0 | USD | 3/1 | 0.550 | Fixed | 02/27/2015 | Global MTN | C | Bermudan | 02/27/2013 |
| 3134G3MY3 | 01/31/2012 | 100,000,000.0 | USD | 3.5/2 | 0.650 | Fixed | 08/28/2015 | MTN | C | European | 02/28/2014 |
| 3134G3MX5 | 01/31/2012 | 75,000,000.0 | USD | 4/2 | 0.800 | Fixed | 02/24/2016 | Global MTN | C | European | 02/24/2014 |
| 3134G3ND8 | 01/31/2012 | 50,000,000.0 | USD | 4.75 /2 | 1.000 | Fixed | 11/24/2016 | MTN | C | European | 02/24/2014 |
| 3134G3MZ0 | 01/31/2012 | 100,000,000.0 | USD | 5/2 | 1.100 | Fixed | 02/24/2017 | MTN | C | Bermudan | 02/24/2014 |
| 3134G3NF3 | 01/31/2012 | 50,000,000.0 | USD | 6/1 | 1.350 | Fixed | 02/28/2018 | MTN | C | European | 02/28/2013 |
| 3134G3NB2 | 01/31/2012 | 50,000,000.0 | USD | 6.75/1 | 1.500 | Fixed | 11/21/2018 | MTN | C | Bermudan | 02/21/2013 |
| 1All figures are estimates based on Freddie Mac's unaudited internal reports and are subject to change. Totals may not recalculate due to rounding. |
| 2All figures represent face amounts in USD. These figures could differ significantly from proceeds, amortized principal amount and book value figures, particularly for zero-coupon securities. |
| 3Effective date for inclusion in the reported period is trade date. |
| 4For non-dollar denominated instruments, the U.S. Dollar amounts reflected in the table above are based on the exchange rate at issuance. |