≥ User Guide

superior solutions through better understanding ≥ Contents

Getting Started Libraries pg 3 - Designer pg 24 - Search pg 3 - Portal pg 24 - Saving a Standard Search pg 3 - DealCal pg 25 - Saving a User-Defined Report/Ranking/Matrix pg 3 - News&Alerts pg 26 - Report Wizard pg 3 - Dealogic ScoreCard pg 27 - Steps to create a report using Report Wizard pg 3 - CapitalMap pg 28 - Sharing Reports pg 4 - International Appendix A: Key Search Fields pg 4 - MyReports pg 29 - Key Search Fields for DCM Analysis pg 4 - LookUp Search

DealCal pg 5 Appendix B: Field Glossary pg 30 - Field Glossary Deal Profile pg 6 News&Alerts pg 7 Help and Support pg 34 - DCM Analytics Help and Support ScoreCard pg 34 - Calling the DCM Analytics Hotline pg 8 - Selecting Parameters pg 9 - Drilling down to underlying data pg 9 - Copy a ranking into Excel

CapitalMap pg 10 MarketMatrix pg 11 International pg 12 LookUp pg 13 MyReports pg 14 Designer pg 16 - Launching through Portal via Modify buttons pg 17 - Launching Designer as a standalone pg 17 - Standard Search pg 18 - Option 1: User-Defined pg 19 - Option 2: Ranking Table pg 20 - Use Dates pg 20 - Customise Ranking Drill Down pg 21 - Custom Matrix pg 22 - Option 3: Matrix pg 23 - Exporting to Excel

superior solutions through better understanding

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Hong Kong: (+852) 2804 1223 email: [email protected] Tokyo: (+813) 5157 1527 email: [email protected] ≥ www.dealogic.com

≥ Getting Started

DCM Analytics is a competitive benchmarking system covering the Global Debt Capital Markets. Reporting packages include Bookrunner and company rankings by Industry and Region, deal lists and profiles of individual transactions. Custom reports can be saved in personal or shared libraries set up specifically for defined user groups, which can be generated with up-to-date data from anywhere in the world using only a web browser. Output can be printed or copied/exported to Excel. The platform is comprised of two primary components, the Designer and the Portal.

Designer Designer is a locally installed desktop application that enables a user to create, edit and save reports in personal libraries or to share to other users or groups. Designer is used to specify search parameters, including but not limited to: - Date ranges - Products and sub-products - Regions and countries - Industries and sectors - Deal value ranges - Specific manager involvement

Portal The Portal is a password protected website with several primary pages:

DealCal - Calendar of filed, expected, withdrawn/postponed and completed deals with drill downs to individual profiles - Monthly, Weekly and Daily views - Filter preferences include dates, banks, deal status, deal type, deal execution, regions, deal size and target market

News&Alerts - DCM Squawk of breaking market information - Daily DCM NewsSheets topical to the activity of the market

Dealogic ScoreCard - Rankings by time period for Bookrunner based on volume - Detail includes number of deals, aggregate deal volume, percentage share - Yearly, quarterly, monthly, weekly and year-to-date views - Drill down hyperlinks produce underlying deal lists for rankings - Modify buttons allow users to further customize queries using the Designer

CapitalMap - Snapshot of DCM activity by geographical region/nation - Analysis selection includes deal type, volume, number of deals, year-to-date, last-year-to-date and last year - Modify buttons allow users to further customize queries using the Designer

Dealogic www.dealogic.com DCM Analytics (v.6.80) User Guide 3 ≥ Getting Started

International - Access to International marketed and European tables as published in Euroweek - Yearly, year-to-date and custom date reviews - Drill down hyperlinks produce underlying deals lists for ranking - Modify buttons allow users to further customize queries using the Designer

MyReports - Access to a library of saved reports that can be accessed on an individual, group or firm wide basis - Ability to share reports with designated individuals or groups - Reports created through the Designer can be easily posted to MyReports and executed on a recurring basis

LookUp Search - Company: List all deals for a given company - Bank: DCM bank profile by deal type, recently completed deals and deals in the backlog - Industry: DCM industry profile by deal type, recently completed deals and deals in the backlog for any Dealogic General Industry Group (GIG) or Specific Industry Group (SIG) - Deal number: Go directly to full profile of deal with a specific deal number

Dealogic www.dealogic.com DCM Analytics (v.6.80) User Guide 4 ≥ DealCal

When opening the DCM Analytics platform the first page you come to is DealCal. Showing an abbreviated name of the issuer, Bookrunner Parent Code for any deals on a global basis that have been filed/announced, expected to price, priced revised or withdrawn over the specified time period. It is possible to modify the time period to the specific dates or number of weeks that you require. You can choose to view the data on a Monthly, Weekly or Daily basis.

You can also Filter the information that appears on your DealCal page by setting your preferences. Click on the preferences option and you will go to the Edit DealCal Preferences page. Here you can select what you would like to see on the calendar based on a Specific Bank and their role, Status, Deal Type, Deal Execution, Share Type, Region, Target Market, Deal Size and Industry and then click on the Go button. Once you have edited your Preferences you have the option to save them to a Library. These Libraries can then be accessed quickly by clicking on the Filter button on the main DealCal page.

Dealogic www.dealogic.com DCM Analytics (v.6.80) User Guide 5 ≥ Deal Profile

By clicking on any of the tickers on the DealCal page you can drill down to see the Deal Profile of the underlying deal. The Deal Profile provides an in-depth look at individual transactions, including structure, individual tranche details, pricing, syndicate group and disclosed gross fees. Click on the hyperlinked company to access detailed information on any transaction underlying a search.

Click on the heading tabs to get access to features like the deal prospectus, comparable deals, company news and information from the web, etc.

Dealogic www.dealogic.com DCM Analytics (v.6.80) User Guide 6 ≥ News&Alerts

The News&Alerts page consists of the GDCM Squawk - a brief statement on pertinent issues and the NewsSheet. The NewsSheet is posted daily giving a brief synopsis topical to the market, and providing regular standardized tables and breakdowns.

Dealogic www.dealogic.com DCM Analytics (v.6.80) User Guide 7 ≥ ScoreCard

Illustrates Bookrunner volume rankings for Global DCM or specified Deal Types on a global basis over pre-defined periods. Displays deal volume, number of deals, % vol. share and Average deal size for the selected time period.

Tip: Dealogic’s Official Ranking Criteria is also available at the top of the ScoreCard page.

Selecting Parameters Users can navigate between DCM deal types (DCM, BOND-HY, BOND-IG, PREF, ABS and MBS) and time periods. The tables will automatically regenerate upon making a selection.

Dealogic www.dealogic.com DCM Analytics (v.6.80) User Guide 8 ≥ ScoreCard

Drilling down to underlying data To view a banks deal list and apportioned credit for each deal, click on the respective row to drill down to the underlying data. Once you have the list of underlying deals it is then possible to drill down into the full profile.

Copy a ranking into Excel Any ranking table on the ScoreCard (and any ranking or table within the Portal that has a Copy button) can be copied into Excel by pressing the Copy button and then pasting the data into Excel.

Dealogic www.dealogic.com DCM Analytics (v.6.80) User Guide 9 ≥ CapitalMap

The CapitalMap gives a snapshot of the regional breakdown by volume and activity. The top deals across all regions are also shown. As with the previous pages it is possible to drill down and see the data underlying the tables. At the bottom of the page in the Analysis Selection. It is possible to modify the data for the whole page to display the time period, deal type or the number of deals or volume as required.

Dealogic www.dealogic.com DCM Analytics (v.6.80) User Guide 10 ≥ MarketMatrix

The MarketMatrix shows the top three banks from the Global DCM Bookrunner Ranking table and shows a breakdown of their apportioned value across Region and Deal Type.

Dealogic www.dealogic.com DCM Analytics (v.6.80) User Guide 11 ≥ International

The International page gives access to International marketed and European tables as published in Euroweek. Each table includes top 15 Bookrunner volume rankings with options for YTD/ Last YTD/ Last Year and Custom date for each table. Table 1: “International Bonds” Table 2: “International US$ Bonds” Table 3: “International US$ Straight Bonds” Table 4: “International US$ FRN Bonds” Table 5: “International Euro-denominated Bonds” Table 6: “International Euro-denominated Straight Bonds” Table 7: “International Euro-denominated FRN Bonds” Table 8: “International Euro-denominated Corporate Bonds” Table 9: “International Euro-denominated Financial Bonds” Table 10: “International Tier-1 Bonds” Table 11: “International Subordinated Financial Bonds” Table 12: “International Asia Pacific Bonds” Table 13: “International Asia Pacific ex Japan Bonds” Table 14: “International Asia ex Japan Bonds” Table 15: “International Asia G3 Bonds” Table 16: “ All International Bonds by Asian Issuers” Table 17: “European Covered Bonds (inc Domestics)” Table 18: “European Jumbo Covered Bonds” Table 19: “European High Yield Bonds”

Dealogic www.dealogic.com DCM Analytics (v.6.80) User Guide 12 ≥ LookUp

LookUp The LookUp page is a quick reference page that allows you to search for a specific Issuer, Bank, Industry, Deal or Region.

Dealogic www.dealogic.com DCM Analytics (v.6.80) User Guide 13 ≥ MyReports

The MyReports page is where you can access a library of reports. These are either reports saved to your personal log-in or saved under a shared library. Reports created from the Designer can easily be posted to the MyReports page and executed on a recurring basis. It is also possible to share existing reports with other users under the same Client ID. To run the reports select the report from the list on the left, this displays the criteria for the selected report on the right. You then have the option to either Modify or Run the report. Modifying the report (see the Designer Section) launches the Designer with the set criteria allowing you to modify the search or the report as required. Running the report; hitting the Run button allows the search and report to run without launching the Designer. Once the report has run you again have the option to Modify, or you can Copy and Paste to Excel. The About option at the top of the report allows you to view the search and report criteria.

Dealogic www.dealogic.com DCM Analytics (v.6.80) User Guide 14 ≥ MyReports

There are two ways of selecting a report to execute. Browse through the list of all saved reports or Search by the name of the report.

Dealogic www.dealogic.com DCM Analytics (v.6.80) User Guide 15 ≥ Designer

The Designer is a tool that enables you to modify parameters of the ScoreCard and CapitalMap or devise a new stand alone search. Access to the Designer allows users to perform custom analysis, which can be saved in libraries and shared with other users. Users can access the Designer from the Portal in one of two ways: clicking on a Modify button associated with an existing ranking/deal list or launching from the toolbar at the top of the page.

Lauching through Portal via Modify buttons A key advantage to launching the Designer via the Modify button is that the standard report parameters are already configured to the tables on the ScoreCard. This allows the replication and modification of the report.

Hitting the Modify button launches the screen below. Select “Finish” to replicate the ScoreCard tables or to modify select ‘Back’ twice until you reach the Standard Search screen where you can amend the search according to desired parameters.

Dealogic www.dealogic.com DCM Analytics (v.6.80) User Guide 16 ≥ Designer

Launching Designer as a standalone An alternative to launching the Designer from a Modify button is to launch the Designer from the toolbar icon, or the icon on the MyReports page.

Standard Search After launching the Designer either through the Modify button (as explained above) or the Designer icon you will get to the standard search page. Standard Search – used to isolate a dataset of deals with a common set of properties. • Select the Deal or Tranche button to specify the basis of your search. This selection determines whether a ranking reports the number of deals or the number of tranches. • Select a field from the field dropdown box by typing part of the name or by scrolling through the list. • Choose the appropriate condition for your search e.g. equals, not equal to etc. (These conditions will alter the way that a chosen field will act within the search). • Enter a value into the Value Box. Coded fields such as nationalities, banks, deal type etc. have a list of possible variables which can be accessed by clicking on the value box next to the desired code or by pressing F9.

Tip: Searches can be saved in a shared or personal library for easy future access.

When running the Standard Search, you can display your results in a Tranche Report (User-Defined), Ranking table or a Matrix. Tip: When searching on Deal Value the field is in dollars/Euros, either enter in the full amount or “m” following the value in millions i.e. 20m.

Dealogic www.dealogic.com DCM Analytics (v.6.80) User Guide 17 ≥ Designer

Option 1: User-Defined Enables you to produce customized reports by choosing specific fields and sorting options. There are three ways of selecting the Report Function:

• Click on the Report Fields button to ensure that it is selected. • Locate the required field by scrolling through the list or by typing part of the field name to limit the choices. • Click on the desired field to be reported. Other fields can be selected in a similar fashion. Use the Up and Down buttons to adjust the postion of the field. • Click on Sort Order and select the desired fields to sort the report. • Select either ascending or descending under Field Attributes. • Save the User-Defined Report in a shared or personal library, if desired.

Tip: Use the check boxes under Field Attributes to provide totals and averages for numeric fields. Also select denominations from the drop down menu to the right.

Note: If tranche-level fields are displayed, the report will display separate tranches on separate rows. If no tranche-level fields are selected, the report will display each deal on a single row.

Dealogic www.dealogic.com DCM Analytics (v.6.80) User Guide 18 ≥ Designer

Option 2: Ranking Table A ranking table consolidates deal information to rank banks, issuers, industries, regions etc. Rankings are based upon deal volume and deal activity from a dataset generated by the previous search. • Bookrunner Ranking Tables, according to standard Dealogic methodology, should be run on: - Bookrunner (also applies to other manager tables – Lead-manager, Co-manager, Underwriter, Lead/Co-manager. - Grouping On, consolidates bank subsidiaries to the bank parent. - From Basis select Deal Value to capture deal volume (this can be in either Euro’s or $). - Apportion: Gives two options one being Apportioned where the credit is equally split between all the bookrunner on a tranche by tranche basis (Dealogics standard methodology). The second option is Full, where entire tranche credit is given to each bookrunner. - Sort order allows you to sort rank based on amount or number of deals. (If ranking by a Date field, you will also have the option to sort Chronologically). - Show top allows you to designate the number of banks that will be displayed in the ranking.

• Volume rankings can be viewed in one of several ways - Currency Code - Deal Nationality (single unique Nationality for each deal) - Deal Region (single unique Region for each deal) - Deal Type - Deal World Region - Deal Years to Maturity - Filing Date - Issuer - Issuer Parent Type - Issuer Type - Maturity Date - Moody’s Rating - Pricing Date - S&P Rating - Spread to Treasury - Yield to Maturity - General Industry Group (GIG) [single unique GIG for each deal] - Specific Industry Group (SIG) [single unique SIG for each deal]

Dealogic www.dealogic.com DCM Analytics (v.6.80) User Guide 19 ≥ Designer

Use Dates Option that allows you to see rankings across multiple time periods. Upon checking the Use Dates box, an options window will appear. Specify the period length, number of periods, and the most recent period for your ranking. You can also modify the range to report on calendar year or on a rolling basis.

Customize Ranking Drill Down This allows you to configure a drill down report, selecting the data items to display and the criteria by which to sort the deals. Steps: • Highlight the desired bank row or rows and right-click on the mouse. • Select “configure drill down report” option. • Locate the fields you require from the Field Selector, either by scrolling through the list or by typing part of the field name to limit the list. • Select the fields you wish to report on. • Sort the report by clicking on the Sort Order tab. You can sort up to three different parameters, select the fields by which you would like to sort and their order. • Click OK for the report to execute.

Dealogic www.dealogic.com DCM Analytics (v.6.80) User Guide 20 ≥ Designer

Custom Matrix Ability to customize Matrix Reports allowing user to create its own groups.

Dealogic www.dealogic.com DCM Analytics (v.6.80) User Guide 21 ≥ Designer

Option 3: Matrix The Matrix provides a statistical breakdown of a dataset according to two user-selected fields. Two fields must be chosen. One will be reported on the X-axis (across the top of the report) while the other will be reported on the Y-axis (down the side of the report). For example, Pricing Date by Year may be reported on the Y-axis while Deal Type is reported on the X- axis. In this way a report can be built based on any two fields relating to the respective axis. With the Display Items you can customize your report further by selecting the Information you wish to view, you can choose from Amount, Percentage, Average and Count.

Dealogic www.dealogic.com DCM Analytics (v.6.80) User Guide 22 ≥ Designer

Exporting to Excel There are three ways to export any User-Defined Report, Ranking or Matrix to Excel from the Designer. - Right click on the report and select Copy All or go to Edit/Copy All, then past into an Excel spreadsheet.

- From the Edit menu you can also Copy Selection based on any rows highlighted in your current report or table.

- You can export to Excel by pressing the Excel button from the tool bar. The advantage of exporting to Excel rather than copying the table is that you can retain the formatting as you see it on your screen. Also the criteria will be available on the second tab in the same worksheet.

Dealogic www.dealogic.com DCM Analytics (v.6.80) User Guide 23 ≥ Libraries

Custom reports can be saved in individual or shared libraries and dynamically generated with up-to-date data using a web browser. Output can be printed or copied/exported to Excel. - A library of saved reports can be accessed on an individual, group or firm-wide basis. - Allows user to share reports with designated individuals or groups. Reports created through the Designer can be easily saved to MyReports via the Report Wizard, allowing them to be run on a recurring basis.

Search At any stage after setting search parameters in your Standard Search and running either a Ranking or User-Defined Report, you can save one or each of these actions in your libraries for future reference. This is especially useful when your analysis does not conform to any one of the searches on ScoreCard or frequently used reports.

Saving a Standard Search Steps: • Modify search from ScoreCard – add in any extra criteria to your search or launch the Designer individually from the Designer icon and create your search. • Save your Search by hitting the Save button, which pulls up a window that allows you to save your report in My Libraries, it is also possible to create folders in your libraries if required. • Reports saved in the My Libraries folder can only be accessed with your login; reports saved in the Shared folder can be accessed by other users under the same Client ID. • Name your search and click the Save button when complete. • Retreive this search by clicking the Open tab on the Standard Search screen, this allows you to access all saved reports.

Dealogic www.dealogic.com DCM Analytics (v.6.80) User Guide 24 ≥ Libraries

Saving a User-Defined Report/Ranking/Matrix Steps: • Save by hitting the Save button once you have selected fields and sort priorities for your report. You will then see a list of your folders and those that are shared with other users. • Save report in desired folder. • Retrieve this report at a later stage by clicking the Open Reports tab to access all saved reports.

Note: When searches and reports are saved at each individual step these do not show on the MyReports section of the Portal, in order to save a report under MyReports you have to use the Report Wizard.

Dealogic www.dealogic.com DCM Analytics (v.6.80) User Guide 25 ≥ Libraries

Report Wizard Another means of retrieving any of your saved Searches is by clicking on the Wizard button on the toolbar or selecting the Report Wizard from the Report Menu. Also as previously mentioned, modifying any report on the Portal will automatically transfer you to the Wizard.

• The Report Wizard tool is used to save Searches and Reports together in the My Libraries folder, to produce reports, which can then be automated at the click of a button. • It is the tool that allows users to save reports for easy access on the MyReports section of the Portal. • Within My Libraries, click on the folder icon to add folders, New Folders can be renamed. • The Recent folder stores the recently run searches and reports.

Dealogic www.dealogic.com DCM Analytics (v.6.80) User Guide 26

≥ Libraries

Steps to create a report using Report Wizard • Step 1: Click on Report Wizard icon or select Wizard from Report menu. • Step 2: Click on Next and define your standard search (either create a new report or open a report from your libraries by clicking the Open button and selecting the search), click next. • Step 3: Select either a User-Defined or a Ranking Table or Matrix, click next. • Step 4: Make the desired selections for the report or ranking (either create from new, or use existing libraries), click next. • Step 5: Click Save button and save report to library or click Finish to execute the report, or Cancel.

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Dealogic www.dealogic.com DCM Analytics (v.6.80) User Guide 27

≥ Libraries

Sharing Reports Once a you have created a report on MyReports it is possible to then share this with an individual or a group. Steps to share a report: • Step 1: Either return to the Report Wizard and click on Library, or go to File/Open on the toolbar, or the blue folder on the toolbar. • Step 2: Highlight the report and click the share folder icon with a hand underneath. • Step 3: You will then be given a list of current users. Highlight the user you wish to share the report with and click the single arrow button to share. To share with the entire list click the double arrow button. • Step 4: Click on the Shared folder to view any reports, which have been shared with you from another user. This report will also appear on you’re MyReports page, and any reports you have shared will appear on the MyReports page of the user you have shared with.

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Dealogic www.dealogic.com DCM Analytics (v.6.80) User Guide 28

≥ Appendix A: Key Search Fields

Key Search Fields for DCM Analysis 1. Rank Eligible Y/N: All Dealogic standard reports use tranche rank eligible. 2. Deal types: DCM breakdown into 13 top level product types - Corporate Bond - Investment Grade (BOND-IG) - Corporate Bond - High Yield (BOND-HY) - Preferred Share (PREF) - Asset-Backed Security (ABS) - Mortgage-Backed Security (MBS) - Sovereign, Local Authority (GOV) - Supranational (SUP) - Pfandbrief (PFAND) - US Agency (AGE) - Non-US Agency (AGENU) - Medium Term Note (MTN) - Short-term Debt (ST) - Money Market (MM) 3. Pricing Date: Searches on specific dates or time periods. With the added functionality of options for this week, this ytd, last ytd etc that will, when saved in a search on the MyReports page will update accordingly. 4. Deal Nationality: Allows breakdown of Global DCM into nationalities. Deal nationality is a calculated nationality that looks at the Business nationality of the issuing entity with the exception of Securitizations that are categorized using the nationality of business of the originator or if undisclosed the nationality of risk. 5. Deal World Region: Allows top level breakdown of Global DCM into three regions (based on deal nationality). - EMEA - Asia Pacific - Americas 6. Deal Region: Allows more granular world breakdown into 11 regions (based on deal nationality). 7. US Marketed Y/N: Includes all deals totally or partially marketed in the US including SEC Registered and 144a (Akin to DebtDesk data). 8. Deal Value: The sum of all rank eligible tranches. 9. Total Value: Is the sum of all tranches regardless of eligibility for ranking credit. 10. Tranche Value: Value of the individual tranche.

Dealogic www.dealogic.com DCM Analytics (v.6.80) User Guide 29

≥ Appendix B: Field Glossary

DCM Analytics Fields Definition

All Bank Parent Involvement Name of bank parent of all banks (in all roles) and their involvement on each tranche All Bank Subsidiary Involvement Name of bank subsidiary of all banks (in all roles) and their involvement on each tranche Amortization (Y/N) Indicates if a given tranche on a security has been amortized (gradual repayment over time) on asset-backed and mortgage-backed securities Bank Parent Name of bank parent of all banks (in all roles) on a tranche Bank Subsidiary Name of bank subsidiary of all bank subsidiaries (in all roles) on a tranche Bank Syndicate Title This field indicates the syndicate title of a certain bank that has participated in an issue in any role Basis Code Code representing benchmark used to determine tranche coupon rate Benchmark The Treasury bond over which the spread at launch is taken Bondware Deal # Unique number representing the deal in Bondware Bookrunner Parent Name of bookrunner parent on tranche Bookrunner Participation $ Name of bookrunner allotment of tranche in US currency ($) Bookrunner Participation (local) Bookrunner allotment of tranche in local currency Bookrunner Subsidiary Name of bookrunner subsidiary of a tranche Bookrunner Subsidiary Comment Tranche bookrunner Euroweek comment CDO Collaterals Breakdown of broad CDO Collateral Type to define the underlying CDO collaterals into CBO, CLO, Equity (includes Preferreds & Convertibles) Structured Finance (ABS, MBS, REITS, CDO’s), and undisclosed CDO types Allows the breakdown of CDO’s based on the type of collateral, whether it is Cash or Synthetic and then breaking down between Arbitrage, Balance Sheet, Market Value and undisclosed CUSIP Number CUSIP number for each tranche Callable (Y/N) Indicates if the issue is callable by issuer Co-Manager Parent Name of co-manager parent on tranche Co-Manager Participation $ Amount of co-manager allotment of tranche in US currency ($) Co-Manager Participation (local) Amount of co-manager allotment of tranche in local currency Co-Manager Subsidiary Name of co-manager subsidiary on tranche Collateral Type Code representing the type of collateral backing the asset-backed/mortgage-backed securities on a tranche basis (auto receivables, credit-card receivables) Collateralized (Y/N) Indicates if a given tranche on a security has been backed by a collateral Coupon % Coupon rate of a security (%) Coupon Frequency The frequency at which the borrower must make coupon payments Coupon Set The frequency with which the coupon is set. The options are annually, semi-annually, quarterly or monthly Currency Code Code representing the currency that the issue is priced Currency Type Indicates if the security is issued in Local or Non-local currency DCM Deal # Unique number representing each deal Deal # Bookrunners Number of bookrunners for the transaction Deal Bank in any role Indicates issue where a certain bank has participated in any role Deal Bank Parent Name of bank parent of all banks (in all roles) on a deal Deal Bank Subsidiary Name of bank subsidiary of all bank subsidiaries (in all roles) on a deal Deal Bookrunner Parent Name of bookrunner parent on deal Deal Bookrunner Subsidiary Name of bookrunner subsidiary on deal Deal Cancelled Date Date on which a prospective offering is withdrawn from the market or the intended issuance cancelled Deal Co-Manager Parent Name of co-manager parent on deal Deal Co-Manager Subsidiary Name of co-manager subsidiary on deal Deal Document Available (Y/N) Indicated the availabilty of a prospectus for the issue Deal Estimated Expenses $ % of gross fee lost to stabilization and underwriting expenses (estimated) Deal Expected Date Date security is expected to be priced Deal Filing Date Date security was filed with the SEC Deal Financial Sponsor Name of the Financial Sponsor company invlolved in the issue Deal Gross Fee $ (Disclosed) Gross spread amount as given by bookrunner Deal Gross Fee Yen (Disclosed) Gross spread amount as given by bookrunner Deal Lead Manager Parent Name of lead manager parent on deal - all bookrunners are also entered as Lead managers Deal Lead Manager Subsidiary Name of lead manager subsidiary on deal - all bookrunners are also entered as Lead managers Deal Nationality Business nationality of the issuing entity with the exception of Securitizations that are categorized using the nationality of business of the originator or if is undisclosed the nationality of risk Deal Pricing Date Date the security is priced Deal Region Region of the deal based on deal nationality (Europe, Africa, Middle East, etc) Deal Self-Funded (Y/N) Indicates an unsyndicated offering where the issuer is the bookrunner Deal Series Series number of a security Deal Sponsor Related (Y/N) Indicates if the issue is sponsor related

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≥ Appendix B: Field Glossary

DCM Analytics Fields Definition

Deal Subregion Subregion of the deal based on deal nationality (Eastern Europe, European Union, Nordic Countries, etc) Deal Total Value $ (Face) Total value offered of all tranches regardless of eligibility in $ Deal Total Value $ (Proceeds) Total proceeds offered of all tranches regardless of eligibility in $ Deal Total Value Euro (Face) Total value offered of all tranches regardless of eligibility in Euro Deal Total Value Euro (Proceeds) Total proceeds offered of all tranches regardless of eligibility in Euro Deal Total Value Yen (Face) Total value offered of all tranches regardless of eligibility in Yen Deal Total Value Yen (Proceeds) Total proceeds offered of all tranches regardless of eligibility in Yen Deal Type Type of security being sold in the offering Deal Value $ (Face) Global principal amount of all rank eligible tranches Deal Value $ (Proceeds) Face value of deal multiplied by offer price of all rank eligible tranches Deal Value Euro (Face) Global principal amount of all rank eligible tranches (in Euro) Deal Value Euro (Proceeds) Face value of deal multiplied by offer price percentage of all rank eligible tranches (in Euro) Deal World Region World region of the deal based on deal nationality (Americas, EMEA, Asia Pacific) Deal Years to Call Number of years from settlement date to first call date Deal Value Yen (Face) Global principal amount of all rank eligible tranches in Yen Deal Value Yen (Proceeds) Face value of deal multiplied by offer price of all rank eligible tranches in Yen Dealogic Deal Note Supplementary tranche information in text format DebtDesk Deal # Unique number representing the same deal in DebtDesk DebtDesk Issue Type Code Code representing the issue type code that is in DebtDesk Denominations (000s) Denomination on a tranche basis of each security Deal Derivative Unit (Y/N) Indicates if security is a derivative unit Effective Rating (Launch) This field contains calculated rating based on available ratings from S&P, Moody's and Fitch. If an issue is rated by Moody's, but not by S&P, the Moody's rating will be displayed as the calculated rating. Similarly, if S&P rate the issue as AAA, but Moody's rate it as Aa2, the calculated rating will take an average rating and report as AA+. Effecitve Rating (Launch) is calculated based only on launch issue ratings and these will not change during the life of the bond. Effective Rating (Current) This field contains calculated ratings based on available ratings from S&P, Moody’s and Fitch. If an issuer is rated by Moody’s, but not by S&P, the Moody’s rating will be displayed as the calculated rating. Similarly, if S&P rate the issuer as AAA, but Moody’s rate them as Aa2, the calculated rating will taken an average rating and report as AA+. Effective Rating (Current) is the current rating of either the issuer/guarantor or the issue itself (if available) and will update whenever the current rating changes Emerging Market (Y/N) Indicates if the transaction is offered by an issuer from emerging market countries Estimated Expenses $ % of gross fee lost to stabilization and underwriting expenses (estimated) Exchange Offer (Y/N) Indicates if a security is an exchange offer Exchange Rate $ Exchange ratio of foreign currency to US$ at tranche pricing Expected Maturity Expected maturity date of a tranche on asset-backed securities based on its weighted average life Extendible (Y/N) Identifies if a bond’s maturity can be lengthened at the option of the issuer First Call Date Date of first call option of security First Coupon Payment Date Date on which the first coupon payment will be made by the issuer First Put Date Date of first put option of security Fitch Issuer Rating (Current) Fitch current assessment of the issuer’s general creditworthiness Fitch Rating (Launch) The rating first assigned to a particular debt issue by Fitch Fixed Re-Offer Price Price at which underwriters are obliged to sell the securities on to investors until the syndicate breaks Float (Y/N) Indicates if coupon is floating rate Foreign Offer Type Code representing different type of foreign bonds (Yankee, Bulldog, Samurai) Fungible (Y/N) Fungible securities are kept in a clearing system without specific bonds being assigned to particular accounts by their serial numbers. This flag indicates whether the issue is fungible with an outstanding issue or whether a subsequent issue is fungible with it General Industry Group (GIG) Dealogic General industry of the issuing entity Governing Laws National, state or provincial laws under which terms of a new issue are agreed Government Debt Type Reflects underwritten domestic government bonds, such as Austrian Bunds or Belgian OLOs Gross Fee $ (Disclosed) Gross spread amount per tranche as given by bookrunner Gross Fee Yen (Disclosed) Gross spread amount per tranche as given by bookrunner Gross Spread (%) (Disclosed) Gross spread percent per tranche as given by bookrunner Guarantor The institution guaranteeing the repayment of securities in the event of default of the issuer High Yield (Y/N) Indicates if tranche has a credit rating below investment grade Hybrid Capital (Y/N) Identifies if a deal is Hybrid Capital ISIN International Security Identification Number International Market (Y/N) Indicates if a tranche of an issue is internationally marketed or placed. Investment Grade (Y/N) Indicates if a tranche is investment grade rated

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≥ Appendix B: Field Glossary

DCM Analytics Fields Definition

Issue Structure Provides additional descriptive information on the structure and characteristics of the underlying issue. ie. Step-up, Index-linked etc Issue Type Shows if the issue is floating or fixed rate note Issuer Name of the issuing company Issuer Business Description Business description for the issuer Issuer Nationality of Incorporation Nationality of incorporation of the issuer Issuer Nationality of Operations Nationality of business of issuer Issuer Parent Name of the parent company of issuing subsidiary Issuer Parent Business Description Issuer Parent Business Description Issuer Parent Nationality of Operations Nationality of business of issuer parent Issuer Parent Type Code representing general description of the issuer parent Issuer Parent US State The state of an American Issuer’s parent company Issuer Short Code Short code of issuer’s name Issuer SIC Code used to categorize and identify issuer’s business activities Issuer Type Code representing general description of the issuer Issuer US State The state of an American Issuer Last Date Updated Most recent date the tranche was updated by a Dealogic analyst Lead Manager Parent Name of lead manager parent on a tranche - all bookrunners are also entered as Lead managers Lead Manager Subsidiary Name of the lead manager subsidiary on a tranche - all bookrunners are also entered as Lead managers Lead-Manager Participation $ Amount of lead manager allotment of tranche in US currency ($) Lead-Manager Participation (local) Amount of lead manager allotment of tranche in local currency Legal Advisor to Bookrunner Legal advisor to the bookrunner of transaction Legal Advisor to Issuer Legal advisor to the issuer of transaction Listings The stock exchange(s) on which a security is traded Listings Nationality The nationality of the stock exchange(s) on which a security is traded Local Issue Type Contains the name of commonly-issued bonds in the local language, for example Landesschatzanweisung in German or Cedulas Hipotecarias in Spain MTN (Y/N) Indicates if the tranche is off an MTN program Management Fees (%) Indicates the proportion of the total management fee received for participating in the management group Market Appraisal Comment Comments related to a specific Issuance by Euroweek Market Type Code representing market where the issue is sold Maturity Date Legal maturity date of a tranche Maximum Coupon FRN issues only. The highest coupon payable after any individual rate fix Minimum Coupon FRN issues only. The lowest coupon payable after any individual rate fix Money Market (Y/N) Indicates if tranche is a money market transaction Moodys Issuer Rating (Current) Moodys current assessment of the issuers general creditworthiness Moodys Rating Moody’s credit rating on a transaction Moodys Rating (Launch) The rating first assigned to a particular debt issue by Moodys NAICS Issuer Naics - North American Industry Classification System Nationality of Risk Tranche nationality of risk Net Fees (%) The actual fees received when bonds are sold on at a fixed re-offer price Offer Price % % of face value that tranche is offered to public Originator Name of the originating entity (underlying asset holder) behind the issue Originator Nationality of Operations Business nationality of the originating entity (underlying asset holder) behind the issue Originator Parent Name of the parent of the originating entity (underlying asset holder) behind the issue Originator Parent Nationality of Operations Business nationality of the parent of the originating entity (underlying asset holder) behind the issue Originator Parent Specific Industry Group (SIG) Dealogic Specific industry of the parent of the originating entity (underlying asset holder) behind the issue Originator Specific Industry Group (SIG) Dealogic Specific industry of the originating entity (underlying asset holder) behind the issue Parent General Industry Group (GIG) Dealogic General industry of the parent of the issuing entity Parent Specific Industry Group (SIG) Dealogic Specific industry of the parent of the issuing entity Pfandbrief (Y/N) Indicates if tranche is pfandbrief security (european bonds collateralized either by mortgage loans or loans to the public sector) Pfandbrief Market The nationality of the market into which the Pfandbrief is selling, e.g. German, Austrian Pfandbrief Type Denotes the type of collateral the Pfandbrief is secured on (mortgages or public sector loans), and also indicates whether or not the bond is a Jumbo Pfandbrief Principal Pay Agent The principal bank responsible for effecting payments of interest and principal on an issue Program (Y/N) Indicates if the tranche is off an MTN program Programme Type This field indicates the type of programme the bond has been issued under (EMTN. GMTN, note issuance, etc)

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≥ Appendix B: Field Glossary

DCM Analytics Fields Definition

Rank Eligible (Y/N) Indicates if deal is underwritten and has a maturity date of 18 months or more from its settlement date Registration Number SEC registration number Region of Risk Nationality Region of the risk based on the risk nationality Reg S (Y/N) Identifies if a deal complies with Reg S Rule 144a (Y/N) Indicates if tranche is US marketed via 144A S&P Issuer Rating (Current) S&P current assessment of the issuer’s general creditworthiness S&P Rating S&P credit rating on a transaction S&P Rating (Launch) The rating first assigned to a particular debt issue by S&P SEC Registered (Y/N) Identifies if an issue has been sold into the USA under SEC Rule Security Number Part of the ISIN number for Non-US domestic and foreign bonds Security Type Code representing type of security sold in the offering Self-Funded (Y/N) Indicates an unsyndicated tranche of an offering where the issuer is the bookrunner Self-Led (Y/N) Indicates any tranche where the issuer is in the same corporate hierarchy as a participating bank Selling Concession (%) The portion of the gross fees paid to the syndicte members as remuneration for their services in the distribution of securities Selling Restrictions Those countries into which the sale of the securities is restricted Settlement Date Date by which executed security trade must be settled Specific Industry Group (SIG) Dealogic Specific industry of the issuing entity Spread To Treasury % Spread between coupon rate of security and US Treasury or Benchmark Spread to Benchmark (bps) Spread between coupon rate of security and US Treasury or Benchmark expressed in basis points Subordinated Debt (Y/N) Indicates if the transaction is subordinated debt Tier Capital Tier Capital shows the level of subordination of bank debt, breaking down into Tier 1, Tier 2, Upper Tier 2, Lower Tier 2 Tier 3, with Tier 1 being the most reliable form of capital. Tranche # Bookrunners Number of bookrunners on a tranche Tranche # Co-Managers Number of co-managers on a tranche Tranche # Lead Managers Number of lead managers on a tranche Tranche # Managers Number of total managers on a particular tranche Tranche # Non-Book Lead Managers Number of leads that are not books on a tranche Tranche # Underwriters Number of underwriters on a tranche Tranche Class Indicates class of the security Tranche Series Series number of a tranche on a security Tranche Value $ (Face) Principal amount of tranche in $ Tranche Value $ (Proceeds) Face value of tranche multiplied by offer price percentage in $ Tranche Value (local) (Face) Principal amount of tranche in local currency Tranche Value (local) (Proceeds) Face value of tranche multiplied by offer price percentage in local currency Tranche Value Euro (Face) Principal amount of tranche (in Euro) Tranche Value Euro (Proceeds) Face value of tranche multiplied by offer price percentage (in Euro) Tranche Value Yen (Face) Principal amount of tranche in Yen Tranche Value Yen (Proceeds) Face value of deal multiplied by offer price of tranche in Yen Tranche Value Increased/Decreased Indicates whether the original launch amount of an issue has been increased or decreased. The currency amount always shows the final amount. Trustee The company which has a fiduciary duty on behalf of investors over the collateral on an asset-backed security US Domestic Market (Y/N) A bond that is solely offered in the US domestic market US Marketed (Y/N) A bond that has been marketed in the US (144A, SEC registration etc) Underwriter Name of the underwriter of a tranche Underwriter Participation $ Amount of underwriter allotment of tranche in US currency ($) Underwriter Participation (local) Amount of underwriter allotment of tranche in local currency Underwriting Fee $ Underwriting fee per bond paid by the issuer Underwriting Fee (%) Underwriting percent per bond paid by the issuer Use of Proceeds Description of the use of proceeds in text outlining the issuer’s intended use for the capital raised on a tranche Weighted Avg. Life Weight average life of a tranche on asset-backed and mortgage-backed securities as stated in SEC filing Years To Put Number of years from settlement date to first put date Years to Maturity Number of years from settlement date to legal maturity date Years to Call Number of years from settlement date to first call date Years To Takeout Lesser of tranche years to maturity, tranche years to put and tranche years to call Yield to Maturity Rate of return on security assuming it is held until maturity

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≥ Help and Support

DCM Analytics Help and Support If you require assistance in performing tasks in DCM Analytics, our worldwide support staff will be pleased to guide you through the system, and to suggest the best ways to achieve your results. To help you to get the most out of DCM Analytics in the future, we are always on hand to provide full training, either at your offices or our own.

Calling the DCM Analytics Hotline When you call, we can provide the fastest response to your queries if you are at your computer and running DCM Analytics. If an error should occur, please try to provide the exact wording of any error messages that may have appeared on the screen, and a description of what you were doing when the problem occurred. New York London Tel: (+1) 212 577 4400 Tel: (+44) 20 7440 6484 Fax: (+1) 212 577 4545 Fax: (+44) 20 7440 6481 Email: [email protected] Email: [email protected] Hong Kong Tokyo Tel: (+852) 2528 9111 Tel: (+813) 5157 1527 Fax: (+852) 2529 4377 Fax: (+813) 5157 1528 Email: [email protected] Email: [email protected]

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