PROSPECTUS DUCHESS VI CLO BV CITIGROUP Dated 17 August ...

Class C Note Interest Rate, the Class D Note Interest Rate Note Interest Rate, the
Class E Note Interest Rate or the Class F Secured Income Coupon Interest Rate for
such Interest Accrual Period shall be the aggregate of the Class A-1 Margin (in the
case of the Class A-1 Note Interest Margin), the Class B Margin (in the case of the
Class B Note Interest Rate), the Class C Margin (in the Case of the Class C Note
Interest Rate), the Class D Margin (in the case of the Class D Note Interest Rate), the
Class E Margin (in the case of the Class E Note Interest Rate) and the Class F
Secured Income Coupon Margin (in the case of the Class F Secured Income Coupon
Interest Rate) and the arithmetic mean (rounded, if necessary, to the nearest one
hundred-thousandth of a percentage point (with 0.000005 being rounded upwards))
of such quotations (or of such of them, being at least two, as are so provided), all as
determined by the Collateral Administrator.
(C)
If on any Interest Determination Date one only or none of the Reference Banks
provides such quotation, the Class A-1 Note Interest Rate, the Class B Note Interest
Rate, the Class C Note Interest Rate, the Class D Note Interest Rate, the Class E Note
Interest Rate and the Class F Secured Income Coupon Interest Rate for the next
Interest Accrual Period shall be the rate per annum which the Collateral
Administrator determines to be the arithmetic mean (rounded, if necessary, to the
nearest one hundred- thousandth of a percentage point (with 0.000005 being rounded
upwards)) of the euro lending rates which major banks in the Euro-zone selected by
the Collateral Administrator are quoting, on the relevant Interest Determination Date,
for loans in euro for a period of three months (or the appropriate period in respect of
the first Interest Accrual Period for the Notes or the Interest Accrual Period
immediately prior to the Maturity Date or the Redemption Date) to leading European
banks plus the Class A-1 Margin (in the case of the Class A-1 Note Interest Rate), the
Class B Margin (in the case of the Class B Note Interest Rate), the Class C Margin
(in the case of the Class C Note Interest Rate), the Class D Margin (in the case of the
Class D Note Interest Rate), the Class E Margin (in the case of the Class E Note
Interest Rate) and the Class F Secured Income Coupon Margin (in the case of the
Class F Secured Income Coupon Interest Rate).
(D) For the purpose of this Condition 6(e) (Interest on the Class A-1 Notes, any Class A-1
Refinancing Notes, Class B Notes, Class C Notes, Class D Notes, Class E Notes and
Class F Secured Income Notes):
Euro-zone means the region comprised of Member States of the European Union that
have adopted the single currency in accordance with the Treaty establishing the
European Community, as amended by the Treaty on European Union; and
Class A-1 Margin means 0.21 per cent. per annum.
Class B Margin means 0.36 per cent. per annum.
Class C Margin means 0.59 per cent. per annum.
Class D Margin means 1.40 per cent. per annum.
Class E Margin means 3.65 per cent. per annum.
Class F Secured Income Coupon Margin means 7 per cent. per annum.
(ii)
Determination of Floating Rate of Interest and Calculation of Interest Amount: The
Collateral Administrator will, as soon as practicable after 11.00 am (Brussels time) on each
Interest Determination Date, but in no event later than the second Business Day after such
date, determine the Note Interest Rate and calculate the Interest Amount payable in respect of
the Class A-1 Notes, the Class A-1 Refinancing Notes, the Class B Notes, the Class C Notes,
the Class D Notes, the Class E Notes and Class F Secured Income Notes (solely in respect of
Class F Secured Income Coupon Interest) (as applicable) of €1,000 of such Notes for the
relevant Interest Accrual Period. The Interest Amount in respect of the Class A-1 Notes, the
Class A-1 Refinancing Notes, the Class B Notes, the Class C Notes, the Class D Notes, the
Class E Notes and Class F Secured Income Notes (solely in respect of Class F Secured
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