SCHEDULE 2

Regulation 4

Annotations:

TABLE FOR DERIVING THE INDEX NUMBER FROM 15 YEAR GROSS REDEMPTION YIELD

Yield per cent

Index number

F13.96%

4.03%

4.10%

4.17%

4.24%

4.31%

4.39%

4.46%

4.54%

4.61%

4.68%

4.76%

4.84%

4.92%

5.00%

5.07%

5.15%

5.23%

5.31%

5.40%

5.48%

5.57%

5.65%

5.74%

5.83%

5.92%

6.01%

6.09%

6.18%

6.27%

6.37%

6.46%

6.56%

6.65%

6.74%

6.85%

6.95%

7.05%

7.15%

7.25%

7.36%

7.46%

7.57%

7.68%

7.79%

7.91%

8.02%

8.13%

8.25%

8.37%

8.49%

8.61%

8.74%

8.87%

8.99%

9.12%

9.25%

9.39%

9.52%

9.66%

9.80%

9.95%

10.10%

10.24%

10.40%

4.02%

4.09%

4.16%

4.23%

4.30%

4.38%

4.45%

4.53%

4.60%

4.67%

4.75%

4.83%

4.91%

4.99%

5.06%

5.14%

5.22%

5.30%

5.39%

5.47%

5.56%

5.64%

5.73%

5.82%

5.91%

6.00%

6.08%

6.17%

6.26%

6.36%

6.45%

6.55%

6.64%

6.73%

6.84%

6.94%

7.04%

7.14%

7.24%

7.35%

7.45%

7.56%

7.67%

7.78%

7.90%

8.01%

8.12%

8.24%

8.36%

8.48%

8.60%

8.73%

8.86%

8.98%

9.11%

9.24%

9.38%

9.51%

9.65%

9.79%

9.94%

10.09%

10.23%

10.39%

10.54%

1.44

1.43

1.42

1.41

1.40

1.39

1.38

1.37

1.36

1.35

1.34

1.33

1.32

1.31

1.30

1.29

1.28

1.27

1.26

1.25

1.24

1.23

1.22

1.21

1.20

1.19

1.18

1.17

1.16

1.15

1.14

1.13

1.12

1.11

1.10

1.09

1.08

1.07

1.06

1.05

1.04

1.03

1.02

1.01

1.00

0.99

0.98

0.97

0.96

0.95

0.94

0.93

0.92

0.91

0.90

0.89

0.88

0.87

0.86

0.85

0.84

0.83

0.82

0.81

0.80