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Recent items, highlighted in orange, are $4.00 each. All others are $1.00 each.


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Lloyds Bank plc 77% of the 30-year CMS rate, subject to minimum of 2% per year; payable quarterly due 11/26/2024

Lloyds Bank plc 10% initially; beginning April 10, 2015, product of (a) four times spread of 30-year CMS rate over two-year CMS rate, subject to minimum of zero and maximum of 12% per year, and (b) proportion of days on which index closes at or above index reference level; payable quarterly due 4/10/2034

Lloyds Bank plc 10% for one year; after that, 4 times spread of 30-year CMS rate over two-year CMS rate less 25 bps, capped at 10%; payable quarterly due 4/25/2034

Lloyds Bank plc 76% of the 30-year CMS rate, subject to minimum of 2% per year; payable quarterly due 3/27/2024

Lloyds Bank plc 10% initially; beginning Jan. 29, 2015, product of (a) four times spread of 30-year CMS rate over two-year CMS rate, subject to minimum of zero and maximum of 12% per year, and (b) proportion of days on which index closes at or above index reference level; payable quarterly due 1/29/2034

Lloyds Bank plc 10% for one year; after that, 4.75 times spread of 30-year CMS rate over five-year CMS rate, capped at 10% with floor of zero; payable quarterly due 12/27/2028

Lloyds Bank plc 10% for one year; after that, 4 times spread of 30-year CMS rate over two-year CMS rate less 35 bps, capped at 10%; payable quarterly due 11/27/2033

Lloyds Bank plc 10% initially; beginning Oct. 17, 2014, accrue at a multiple of the spread of the 30-year CMS rate over the two-year CMS rate for each day that index closes at or above barrier level, capped at 10%; multiplier will be 4 times initially, stepping up to 5 times on Oct. 17, 2018, to 6 times on Oct. 17, 2023 and to 7 times on Oct. 17, 2028; payable quarterly due 10/17/2033



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