TAQ

This following table contains information regarding the notional cash-settled currency forward contract rates for each series of securities that incorporate a "partial hedge" into their terms (the "Securities"). Such Securities provide a partial hedge of the potential currency risk between the Canadian dollar currency, in which the Securities and all payments under the Securities to holders of the Securities are denominated, and the United States dollar currency in which the notional investments in the notional portfolio underlying the Securities are denominated.

The table indicates the contract rate into which the currency forward for each series of Securities was entered into. The first currency forward for a series of Securities may not be for a three-month period due to the fact that each currency forward contract ends on the last business day of a calendar quarter and the Securities may have been issued one or two months prior to the end of a particular calendar quarter. Any currency forward contracts for less than three months are noted on the spreadsheet.