Maturity Date

Strike Price (%)

Lognormal Volatility (%)

Cap Price ($) in bp

2/1/2019

1.961

15.38

14.4

2/1/2020

2.126

18.81

60.3

4/1/2021

2.199

21.73

128.5

3/1/2022

2.242

23.92

218.5

2/1/2023

2.273

25.63

325.3

2/1/2024

2.303

26.59

442.8

2/1/2025

2.334

27.14

571.4

2/1/2026

2.365

27.55

706.5

4/1/2027

2.394

27.75

847.0

3/1/2028

2.420

27.86

992.4