quotation or, in the event of equality, one of the highest and the lowest quotation or, in the event of equality, one of the lowest, for United States Treasury securities with an original
maturity greater than the particular Index Maturity, a remaining term to maturity closest to that Index Maturity and in a principal amount of at least $100,000,000, or
(g) if fewer than five but more than two prices referred to in clause (f) are provided as requested, the rate on the
particular Interest Determination Date calculated by the Calculation Agent based on the arithmetic mean of the bid prices obtained and neither the highest nor the lowest of the quotations will be eliminated, or
(h) if fewer than three prices referred to in clause (f) are provided as requested, the CMT Rate in effect on the
particular Interest Determination Date.
(2) if CMT Reuters Page FEDCMT is specified in the applicable pricing supplement:
(a) the percentage equal to the
one-week
or
one-month,
as specified in the applicable pricing supplement, average yield for United States Treasury securities at constant maturity having the Index Maturity specified in the applicable pricing
supplement as published in H.15(519) opposite the caption Treasury Constant Maturities, as the yield is displayed on Reuters Monitor Money Rates Service (or any successor service) (on page FEDCMT or any other page as may replace the
specified page on that service) (Reuters Page FEDCMT), for the week or month, as applicable, ended immediately preceding the week or month, as applicable, in which the particular Interest Determination Date falls, or
(b) if the rate referred to in clause (a) does not so appear on Reuters Page FEDCMT, the percentage equal to the
one-week
or
one-month,
as specified in the applicable pricing supplement, average yield for United States Treasury securities at constant maturity having the
particular Index Maturity and for the week or month, as applicable, preceding the particular Interest Determination Date as published in H.15(519) opposite the caption Treasury Constant Maturities, or
(c) if the rate referred to in clause (b) does not so appear in H.15(519), the
one-week
or
one-
month, as specified in the applicable pricing supplement, average yield for United States Treasury securities at constant maturity having
the particular Index Maturity as otherwise announced by the Federal Reserve Bank of New York for the week or month, as applicable, ended immediately preceding the week or month, as applicable, in which the particular Interest Determination Date
falls, or
(d) if the rate referred to in clause (c) is not so published, the rate on the particular Interest
Determination Date calculated by the Calculation Agent as a yield to maturity based on the arithmetic mean of the secondary market bid prices at approximately 3:30 P.M., New York City time, on that Interest Determination Date of three Reference
Dealers selected by us from five Reference Dealers selected by us and identified to the Calculation Agent and eliminating the highest quotation, or, in the event of equality, one of the highest, and the lowest quotation or, in the event of equality,
one of the lowest, for United States Treasury securities with an original maturity equal to the particular Index Maturity, a remaining term to maturity no more than 1 year shorter than that Index Maturity and in a principal amount of at least
$100,000,000, or
(e) if fewer than five but more than two of the prices referred to in clause (d) are provided as
requested, the rate on the particular Interest Determination Date calculated by the Calculation Agent based on the arithmetic mean of the bid prices obtained and neither the highest nor the lowest of the quotations shall be eliminated, or
(f) if fewer than three prices referred to in clause (d) are provided as requested, the rate on the particular Interest
Determination Date calculated by the Calculation Agent as a yield to maturity based on the arithmetic mean of the secondary market bid prices as of approximately 3:30 P.M., New York City time, on that Interest Determination Date of three Reference
Dealers selected by us and identified to the Calculation Agent from five Reference Dealers selected by us and eliminating the highest quotation or, in the event of equality, one of the highest and the lowest quotation or, in the event of
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