APPENDIX S: TRADE-RELATED, MARKET and EXCHANGE CODES

PERSHING STANDARD FILE LAYOUTS

USED IN THE FOLLOWING STANDARD FILES: GACT, GSDE/GTDE, GTOE, ISCA, OELG, & RDM1/RDM2, SETD/SETF

This appendix contains the following information:

 Market Mnemonic Codes (page 2)

 Account Type Indicators for Blue Sheet Reporting (page 3)

 Settlement Location Codes (pages 5-7)

 International Exchange Codes (pages 7-11)

 Confirmation Codes (pages 12-13)

MARKET MNEMONIC CODES

CODE DESCRIPTION (spaces) Not Applicable AMEX NYSE® American, LLC Stock Exchange® ARCA NYSE® ARCA (Archipelago) Exchange BATS CBOE BZX Exchange, Inc. BOX BOX Options Exchange, Inc. BSE Boston Stock Exchange (this is a legacy value; not actively used, but may appear) BYX CBOE BYX Exchange, Inc. C2OX CBOE C2 Exchange, Inc. CBOE CBOE Exchange, Inc. CHX NYSE® Chicago Exchange, Inc. EDGA CBOE EDGA Exchange, Inc. EDGX CBOE EDGX Exchange, Inc. EMLD MIAX Emerald Exchange GEM NASDAQ® GEMX, LLC (GEMX) Exchange IEXG Investor’s Exchange, LLC ISE NASDAQ® ISE, LLC. (Options) Exchange LSE London Stock Exchange LTSE Long Term Stock Exchange MCRY NASDAQ® MRX Exchange, LLC MEMX Members Exchange MIAX Miami International Securities Exchange MPRL MIAX Pearl Exchange MX Montreal Stock Exchange NADF Financial Industry Regulatory Authority (FINRA™) Alternative Display Facility NDAQ NASDAQ® Stock/Options Market, LLC NQBX NASDAQ® BX, LLC NQPX NASDAQ® PSX, LLC NSX NYSE® National, Inc. NYSE New York Stock Exchange OTC Over the Counter (NSCC) Exchange OTCX Over the Counter (Ex-Clearing) Exchange OTH Other PHLX NASDAQ® PHLX, LLC (Options) TSE Tokyo Stock Exchange TSX Toronto Stock Exchange TVE TSX Venture Exchange

ACCOUNT TYPE INDICATORS for BLUE SHEET REPORTING

FOR EQUITY TRADES:

CODE DESCRIPTION A Non-program trading, agency P Non-program trading, member/member organization, or an unaffiliated member/member organization proprietary account (Principal) Q Indicates a proprietary trade by a member on the floor relating to the member’s own error. All trades to cover error positions in the member’s error account must be identified with this account type R Member acting as agent for competing market maker account of a non-member broker/dealer (Riskless)

FOR OPTION TRADES:

CODE DESCRIPTION B Customer range account of a Broker/Dealer C Non-program trading, agency F Non-program trading, proprietary J Joint back office S Specialist M Market maker N Non-member market maker/specialist account W Professional customer Y Stock specialist – assignment

SETTLEMENT LOCATION CODES

CODE DESCRIPTION CODE DESCRIPTION AD Andorra CD Congo, Democratic Republic of AE United Arab Emirates CF Central African Republic AF Afghanistan CG Congo AG Antigua and Barbuda CH Switzerland AI Anguilla CI Ivory Coast AL Albania CK Cook Island AM Armenia CL Chile AN Antilles CM Cameroon AO Angola CN China AO Angola CO Colombia AQ Antarctica CR Costa Rica AR Argentina CU Cuba AS American Samoa CV Cape Verde AT Austria CX Christmas Island AU Australia CY Cyprus AW Aruba CZ Czech Republic AZ Azerbaijan DE Germany BA Bosnia/Herzegovenia DJ Djibouti BB Barbados DK Denmark BD Bangladesh DM Dominica BE Belgium DO Dominican Republic BE Belgium DT DTC BG Bulgaria DZ Algeria BH Bahrain EC Ecuador BI Burundi EE Estonia BJ Benin EG Egypt BM Bermuda EH Western Shara BN Brunei ER Eriterea BO Bolivia ES Spain BR Brazil ET Ethiopia BS Bahamas EU Euroclear BT Bhutan FI Finland BV Bouvet Island FJ Fiji BW Botswana FK Falkland Islands (Malvinas) BY Belarus FM Micronesia BZ Belize FO Faroe Islands CA Canada FR France CC Cocos (Keeling) Island GA Gabon

CODE DESCRIPTION CODE DESCRIPTION GB United Kingdom KH Cambodia GD Grenada KI Kiribati GE Georgia KK Kazalchstan GF French Guiana KM Comoros GG Guernsey Channel Islands KN Saint Kitts and Nevis GH Ghana KP Korea-North GI Gibraltar KR Korea GL Greenland KW Kuwait GM Gambia KY Cayman Islands GN Guinea KZ Kazakhstan GP Guadeloupe LA Laos GQ Equatorial Guinea LB Lebanon GR Greece LC Saint Lucia GS South Georgia/ So. Sandwich Islands LI Liechtenstein GT Guatemala LK Sri Lanka GU Guam LR Liberia GW Guinea-Bissau LS Lesotho GY Guyana LT Lithuania HK Hong Kong LU Luxembourg HM Heard and McDonald Islands LV Latvia HN Honduras LY Libya HR Croatia MA Morocco HT Haiti MC Monaco HU Hungary MD Moldova ID Indonesia ME Montenegro IE Ireland MG Madagascar IE Ireland MH Marshall Island IL Israel MK Macedonia IL Israel ML Mali IM Isle of Man MM Myanmar IN India MN Mongolia IO British Indian Ocean Territory MO Macau IQ Iraq MP Northern Mariana Islands IR Iran MQ Martinique IS Iceland MR Mauritania IT Italy MS Montserrat JM Jamaica MT Malta JO Jordan MU Mauritius JP Japan MV Maldives KE Kenya MW Malawi KG Kyrgyzstan MX Mexico

CODE DESCRIPTION CODE DESCRIPTION MY Malaysia SE Sweden MZ Mozambique SG Singapore NA Namibia SH St. Helena NE Niger SI Slovenia NF Norfolk Island SJ Svalbard and Jan Mayen NG Nigeria SK Slovakia NI Nicaragua SL Sierra Leone NL Netherlands SM San Marino NO Norway SN Senegal NP Nepal SO Somalia NR Nauru SR Suriname NU Niue ST Sao Tome and Principe NZ New Zealand SU USSR OM Oman SV El Salvador PA Panama SY Syria PA Panama SZ Swaziland PE Peru TC Turks and Caicos PE Peru TD Chad PF French Polynesia TF French Southern Territory PG Papua New Guinea TG Togo PH Philippines TH Thailand PK Pakistan TJ Tajikistan PL Poland TK Tokelau PM St. Pierre and Miquelon TM Turkmenistan PN Pitcairn TN Tunisia PR Puerto Rico TO Tonga PS Palestinian Territory, occupied TP East Timor PT Portugal TR Turkey PW Palau TT Trinidad/Tobago PY Paraguay TV Tuvalu PZ Panama Canal Zone TW Taiwan QA Qatar TZ Tanzania RE Reunion UA Ukraine RO Romania UG Uganda RS Serbia UM United States Minor Outlying Islands RU Russia US United States RW Rwanda UY Uruguay SA Saudi Arabia UZ Uzbekistan SB Solomon Islands VA Vatican City State SC Seychelles VC St. Vincent and the Grenadines SD Sudan VE Venezuela

CODE DESCRIPTION CODE DESCRIPTION VG Virgin Islands, British YE Yemen VI Virgin Islands, United States YT Mayotte VN Vietnam YU Yugoslavia VU Vanuatu ZA South Africa WF Wallis and Futuna ZM Zambia WS Samoa ZW Zimbabwe

INTERNATIONAL EXCHANGE CODES

CODE DESCRIPTION CODE DESCRIPTION ABJ Bourse des Valeurs Abidjan BOM Bombay Stock Exchange ACE Amsterdam Commodity Exchange BOR Bordeaux Stock Exchange ADE Athens Derivates Exchange SA BOT Botswana Share Market (ADEX), The BPR Deutsche Boerse (Box-Product) AEX Agricultural Futures Exchange BRA Bratislava Stock Exchange, The AMEX American Stock Exchange BRE Bremer Wertpapierboerse AMM Amman Stock Exchange BRN Berne Stock Exchange AMS Amsterdam Stock Exchange BSE Boston Stock Exchange API Asia-Pacific Interbank Currency BSL Basle Stock Exchange (merged into Exchange, JOI Swiss Exchange) ASX Australian Stock Exchange BSP Bolsa de Valores de Sao Paulo ATH Athens Stock Exchange BUD Budapest Stock Exchange AUK New Zealand Stock Exchange – BUE Buenos Aires Stock Exchange Auckland BUKR Bucharest Stock Exchange AVB CMB, Agencia de Valores y Bolsa BUL First Bulgarian Stock Exchange AZE Baku Stock Exchange CAI Cairo Stock Exchange BAH Bahrain Stock Exchange CAL Calcutta Stock Exchange BAN Bangalore Stock Exchange Ltd. CAR Caracas Stock Exchange BAR Barcelona Stock Exchange CAS Casablanca Stock Exchange BAV Merchbolsa Agencia de Valores, SA CBOE Chicago Board Options Exchange BCE Budapest Commodity Exchange CBT Chicago Board of Trade BCN Sociedad Rectora de la Bolsa de Valores de Barcelo CCE Chubu Commodity Exchange BDA Bermuda Stock Exchange Ltd., The CEC Commodity Exchange BER Berliner Wertpapierboerse CEL Commodity Exchange of Ljubljana BEY Bourse de Beyrouth CET Commodities Exchange Center (Division of New York) BIL Bolsa de Valores de Bilbao CFF Cantor Financial Futures Exchange BKK Stock Exchange of Thailand CFV Camara de Compensacison de BMF Bolsa de Mercadorias e Futuros – Opciones y Futuros de BM E F CHI Chicago Stock Exchange, Inc. BNV Bolsa Nacional de Valores, SA CIN Cincinnati Stock Exchange BOG Bolsa de Bogota SA CME Chicago Mercantile Exchange

CODE DESCRIPTION CODE DESCRIPTION CMO Commodity and Monetary Exchange FOM Finnish Options Market of Malaysia FRA Frankfurter Wertpapierboerse COL Colombo Stock Exchange FTA Financiele Termijnmarket COR Coredeal Amsterdam CPH OMX Nordic Exchange GAL St. Gallen Stock Exchange CRC Chicago Rice and Cotton Exchange GEN Borsa Valori de Genova (Stock CSC New York Cocoa, Coffee and Sugar Exchange) Exchange GHA Ghana Stock Exchange CSE Copenhagen Stock Exchange GUA Guayaquil Stock Exchange CUE Currency Exchange GVA Geneva Stock Exchange (merged CVM Interbolsa, Soc. Gestora de Sistemas into Swiss Exchange) de Liquidaca HAM Hanseatische Wertpapierboerse CYS Cyprus Stock Exchange Institution Hamburg DES Delphi Stock Exchange HAN Niedersaechsische Boerse zu Hannover DHA Dhaka Stock Exchange Ltd. HCE Warenterminboerse Hannover DMI Italian Derivatives Market (IDEM) HEL The Helsinki Stock Exchange DUB Irish Stock Exchange HIR Hiroshima Stock Exchange DUS Rheinische-Westfaelische Boerse zu Duesseldorf HKF Hong Kong Futures Exchange Ltd. DWZ Deutsche Boerse AG, Frankfurt am HKG Stock Exchange of Hong Kong Ltd., Main The EAM Euronext Amsterdam IAN Christiania Bank EAS EASDAQ SA IBE Baku Interbank Currency Exchange EBR Euronext Brussels IBR IBIS-R EEE European Energy Exchange AG ICE Iceland Stock Exchange EMD Mercado Mexicano de Derivados IFO Irish Futures and Options Exchange (Dublin) EPA Euronext Paris IME Taiwan International Mercantile ETR Deutscher Kassenverein AG Gruppe Exchange Deutsche Boerse IMM International Monetary Market EUB EUREX Bonds IOM Index and Options Market EUC Euronext COM, Commodities Futures and Options IPE International Petroleum Exchange EUE Euronext EQF, Equities and Indices ISM I.S.M.A. – The International Derivatives Securities Markets as EUI Euronext IRF, Interest Rate Future IST I.M.K.B. (Istanbul Stock Exchange) and Options ISX Italian Stock Exchange EUM Euronext MONEP JAM Jamaica Stock Exchange, The EUN Euronext Paris JKT Jakarta Stock Exchange EUR EUREX Deutschland JNB Jakarta Negotiated Board FIR Borsa Valori di Firenze (Stock JSE Johannesburg Stock Exchange, The Exchange) JWY Jiway Exchange Ltd. FKA Fukuoka Stock Exchange KAC Kansai Agricultural Commodities FMN Societe du Nouveau Marche Exchange FNX FINEX KAR Karachi Stock Exchange (Guarantee)

CODE DESCRIPTION CODE DESCRIPTION Limited, The MBE Bolsa de Madrid KAZ Central Asian Stock Exchange MCE Mercato Continuo Espanol KBT Kansas City Board of Trade MCI Mercato Continuo Italiano KCE Khorezm Interregion Commodity MDG Marche Interbancaire des Devises Exchange M.I.D. KFE Korea Futures Exchange MDS Madras Stock Exchange KGT Kobe Gomu Torihikijo (Rubber MED Bolsa de Medellin S.A. Exchange) MEF Meff Renta Fija KHR Kharkov Commodity Exchange MEX Bolsa Mexicana de Valores (Mexican KIE Kiev Universal Exchange Stock Exchange) KKT Kobe Kiito Torihikijo (Raw Silk MGE Minneapolis Grain Exchange Exchange) MIC Moscow Interbank Currency KOR Korea Stock Exchange Exchange (MICEX) KSL Kuala Lumpur Stock Exchange, The MIF Mercato Italiano Futures Exchange KST Kanmon Shohin Torihikijo MIL Borsa Italiana S.P.A. (Commodity Exchange) MKT Maebashi Kanken Torihikijo (Dried KUW Kuwait Stock Exchange Cocoon Exchange) KYO Kyoto Stock Exchange MLX OMLX, The London Securities and LAU Lausanne Stock Exchange Derivatives Exchange LIC Lille Commodity Exchange MNT Bolsa de Valores de Montevideo LIF London International Financial MOO Montreal Exchange, The / Bourse de Futures and Options Montreal LIL Lille Stock Exchange MOS Moscow Central Stock Exchange LIM Cavali ICLV S.A. MRV Meff Renta Variable LIT National Stock Exchange of MUN Bayerische Boerse Lithuania MUS Muscat Securities Market LJU Ljubljana Stock Exchange, Inc. MWSE Midwest Stock Exchange LME London Metal Exchange NAI Nairobi Stock Exchange LOF Kuala Lumpur Options and Financial NAM Namibian Stock Exchange Futures Exchange NAN Nantes Stock Exchange LON London Stock Exchange NAP Borsa Valori di Napoli (Stock LSS London Stock Exchange Exchange) LTO London Trade Options Market NASD NASDAQ LUS Lusaka Stock Exchange NAY Nancy Stock Exchange LUX Luxembourg Stock Exchange NEE New Zealand Futures and Options LYO Lyon Stock Exchange Exchange MAC Mid America Commodity Exchange NEU Neuchatel Stock Exchange MACE Macedonian Stock Exchange NEW NEWEX MAD Bolsa de Madrid NGO Nagoya Stock Exchange MAL Malta Stock Exchange NII Niigata Stock Exchange MALA Malawi Stock Exchange NKS Nagoya Kokumotsu Satou Torihikijo (Grain and Sugar) MAR Marseille Stock Exchange NMS NASDAQ/NMS (National Market MAU The Stock Exch. of Mauritius Ltd. System)

CODE DESCRIPTION CODE DESCRIPTION NSA Nigerian Stock Exchange, The ROM Borsa Valori di Roma (Stock Exch.) NSE National Stock Exchange of India ROS Bolsa de Comercio Rosario NST Nagoya Seni Torihikijo (Textile ROV Rostov Currency and Stock Exch. Exchange) RTR RTR (Reuters-Realtime-Daten) NYC New York Cotton Exchange RUS Russian Exchange, The NYF New York Futures Exchange S Stock Exchange NYM New York Mercantile Exchange SAF SAFEX (South African Futures NYSE New York Stock Exchange, Inc. Exchange) NZE New Zealand Stock Exchange SAM Samara Interbank Currency Exch, ODE Odessa Commodity Exchange SAP Sapporo Stock Exchange OHS Optionsscheine-Handlessystem SCE Singapore Commodity Exchange (OHS) SEA SETSQX OME OM Stockholm Exchange SES Stock Exchange of Singapore Ltd. OMF OM Fixed Interest Exchange SFA South African Futures Exchange – OPO Oporto Stock Exchange Agricultural Mark OSE Osaka Securities Exchange SFE Sydney Futures Exchange Limited OSL Oslo Bors SFX EUREX Aurich Ag OSM Osaka Mercantile Exchange SGE Shanghai Futures Exchange OST Osaka Seni Torihikijo (Textile SGO Santiago Stock Exchange Exchange) SHE Shenzhen Stock Exchange OTC OTC SHG Shanghai Stock Exchange OTHR Other Exchange SIB Siberian Stock Exchange PAE Palestina Stock Exchange SIM Singapore Exchange Derivatives PAL Borsa Valori di Palermo (Stock Clearing Limited Exchange) SIN Singapore Exchange PAR Paris Stock Exchange SME Shenzhen Mercantile Exchange PBT Philadelphia Board of Trade STE Stock Exchange, Tashkent PET St. Petersburg Stock Exchange STO OMX Nordic Exchange PHLX Philadelphia Stock Exchange STU Baden-Wuerttembergische PHO Philadelphia Options Exchange Wertpapierboerse zu Stuttg PHS Philippine Stock Exchange, Inc. STX Stoxx European Indices PIC Saint-Petersburg Currency Exchange SUR Surabaya Stock Exchange POR Portal SWL SIX Swiss Exchange Europe PRA Stock Exchange Prague Co. Ltd., The SWX Swiss Exchange PRI Pridneprovsk Commodity Exchange TAE Tel Aviv Stock Exchange PSE Pacific Stock Exchange Inc. TAI Taiwan Stock Exchange PTY Bolsa de Valores de Panama, S.A. TAL Tallinn Stock Exchange QTX Boerse Duesseldorf TFE Toronto Futures Exchange QUI Quito Stock Exchange TFF Tokyo International Financial RAS RASDAQ Futures Exchange, The RIO Bolsa de Valores do Rio de Janeiro THE Tehran Stock Exchange RIS Riga Stock Exchange, The TKA Toyohashi Kanken Torihikijo (Dried Cocoon Exchange)

CODE DESCRIPTION CODE DESCRIPTION TKO Tokyo Kokumotsu Shonin Torihikijo URE Guardian Royal Exchange (Grain Exchange) VAL Bolsa de Valencia TKS Tokyo Stock Exchange VEN Borsa Valori di Venezia Stock Exch. TKT Tokyo Kogyoin Torihikijo VIE Wiener Boerse (Commodity Exchange) VLA Vladivostok (Russia) Stock TOE Toronto Options Exchange Exchange TOR Borsa Valori di Torino (Stock VSE Vancouver Stock Exchange Exchange) VTX VIRT-X TRI Borsa Valori de Trieste (Stock Exchange) WAR Warsaw Stock Exchange TRN Trinidad & Tobago Stock Exchange WBO Wiener Boerse AG TSE Toronto Stock Exchange WCE Winnipeg Commodity Exchange TUN Bourse des Valeurs Mobilieres XETR XETRA German Electronic SE TYO Tokyo Stock Exchange YKT Yokohama Kiito Torihikijo (Raw Silk Exchange) UKC Ukranian Commodity Exchange ZAG Zagreb Stock Exchange, The UKR Ukranian Universal Commodity Exchange ZIM Zimbabwe Stock Exchange UNI Universal Broker’s Exchange ZRH Zurich Stock Exchange (merged into ‘Tashkent’ Swiss Exchange)

CONFIRMATION CODES The codes that follow are generic to all customers. Each IBD can have their own codes in addition to these.

CODE DESCRIPTION AP Average price transaction. CE This is a callable equity security. Please contact your introducing firm for additional information. ED A Prospectus is available at http://www.sec.gov/edgar/searchedgar/webusers.htm. EM Security-specific information and a copy of the official statement for this investment is available, or will be available by settlement date, at www.emma.msrb.org/cusip/. For a physical copy of the official statement, please contact your investment professional. Additional Information that may be available on EMMA: Advance refunding documents * Continuing disclosures, including annual financial statements and notices of material events * Real-time and historical trade data * Interest rates and auction results for municipal auction rate securities * Interest rates for variable rate demand obligations * Daily market statistics and educational material about municipal bonds ES Security-specific information and a copy of the official statement for this investment may be available at www.emma.msrb.org/cusip/. For a physical copy of the official statement, please contact your investment professional. Additional Information that may be available on EMMA: Advance refunding documents * Continuing disclosures, including annual financial statements and notices of material events * Real-time and historical trade data * Interest rates and auction results for municipal auction rate securities * Interest rates for variable rate demand obligations * Daily market statistics and educational material about municipal bonds F1 A copy of the Offering Circular and the Annual Financial Statements for this investment are available by searching the CUSIP # at http://www.farmermac.com/investors/Debt-Securities/ or you may contact your investment professional for printed copies. F2 A copy of the Offering Circular and the Annual Financial Statements for this investment are available by searching the CUSIP # at http://www.farmermac.com/investors/MBS/ or you may contact your investment professional for printed copies F3 A copy of the Offering Circular and the Annual Financial Statements for this investment are available by searching the CUSIP # at http://www.fhlb-of.com or you may contact your investment professional for printed copies. F4 A copy of the Offering Circular and the Annual Financial Statements for this investment are available by searching the CUSIP # at http://www.farmcredit-ffcb.com or you may contact your investment professional for printed copies. F5 A copy of the Offering Circular and the Annual Financial Statements for this investment are available by searching the CUSIP # at http://www.freddiemac.com/debt/ or you may contact your investment professional for printed copies. Or you may contact FHLMC via telephone at 1-800-336-3672 F6 A copy of the Offering Circular and the Annual Financial Statements for this investment are available by searching the CUSIP # at http://www.freddiemac.com/mbs/ or you may contact your investment professional for printed copies. Or you may contact FHLMC via telephone at 1-800-336-3672

CODE DESCRIPTION F7 A copy of the Offering Circular and the Annual Financial Statements for this investment are available by searching the CUSIP # at http://www.fanniemae.com/portal/funding-the- market/debt/index.html or you may contact your investment professional for printed copies. F8 A copy of the Offering Circular and the Annual Financial Statements for this investment are available by searching the CUSIP # at http://www.fanniemae.com/portal/funding-the- market/mbs/index.html or you may contact your investment professional for printed copies. Or you may contact FNMA via telephone at 1-800-237-8627 FC Quantity is shown in the foreign currency, all other information is US denominated. FT Foreign Transaction Tax GD The quantity of securities being purchased is below the minimum denomination for the issue and that this may adversely affect the liquidity of the position unless the customer has other securities from the issue that can be combined to reach the minimum denomination. GN A copy of the Offering Circular and the Annual Financial Statements for this investment are available by searching the CUSIP # at http://ginniemae.gov/doing_business_with_ginniemae/investor_resources/Prospectuses/Pages /remic_prospectuses.aspx or you may contact your investment professional for printed copies. GR Sold pursuant to registration statement, prospectus available at www.sec.gov. http://www.sec.gov/Archives/edgar/data/1593812/000121465915001735/0001214659-15- 001735-index.htm. A pricing supplement can be found at the link below using the file number provided below the trade details above this message. http://www.sec.gov/cgi-bin/browse- edgar?CIK=0001593812&action=getcompany MC Multiple capacity, we acted as both principal and agent. The commission stated is a commission equivalent. Details will be provided upon request. ME Material Event(s) Noted MH We are a major holder of this security. NS No Official Statement is Available for this Security, Contact Your Broker Dealer for Details. PM Your broker acted as principal in this transaction and the amount represented in the COMMISSION / COMM EQUIV field is actually a commission equivalent. Please contact your introducing firm for additional details. PR We acted as principal. The commission stated is a commission equivalent. PS This is a perpetual security and has a final maturity date that is not yet known. RF Referral fee paid. SB A copy of the Offering Circular and the Annual Financial Statements for this investment are available by searching the CUSIP # at http://www.sba.gov/ or you may contact your investment professional for printed copies. SL A copy of the Offering Circular and the Annual Financial Statements for this investment are available by searching the CUSIP # at https://www.salliemae.com/ or you may contact your investment professional for printed copies. TV A copy of the Offering Circular and the Annual Financial Statements for this investment are available by searching the CUSIP # at http://www.tva.gov/finance/ or you may contact your investment professional for printed copies. WD With due bills.