EFTA01388319.pdf

EXHIBIT II-E to 2006 ISDA Definitions Additional Provisions for a Confirmation of a Swap Transaction that is a Swaption or Swaption Straddle" [See Exhibit I for the introduction, standard paragraphs and closing for the Confirmation.] [Relevant elections specified in the ISDA Settlement Matrix will apply to this Confirmation as provided by Section 19.1 of the 2006 ISDA Defmitions except to the extent that the following terms are inconsistent with those elections.] [In the case ofa Swaption notformingpart ofa Swaption Straddle. include:) [The Swap Transaction to which this Confirmation relates is a Swaption, the terms of which are as follows:I (In the case ofa S'waption Straddle. include:] [The Swap Transaction to which this Confirmation relates is a Swaption Straddle. The terms of each Swaption that comprises this Swaption Straddle arc as follows:] I. Swaption Terms: Trade Date: Option Style: [American/Bermuda/European] Seller [Party AM] Buyer: [Party B/A] Premium: Premium Payment Date: [Business Day Convention for Premium Payment Date:J [Business Days for Payments:] Swaption Straddle transactions are typically documented in one Confirmation. Panics ssho document Swaption Straddle transactions in two separate Confirmatiom may wish to consider adding an additional provision to each Cordimiation as follows: "This Swaption is linked to a corresponding Swaption entered into between as on I I with refervnee numba [ I (the 'Corresponding Swaption•'). This Swaption and the Corresponding Swaption together constitute a Swaption Stniddle for purposes of the 2006 ISDA Definitions and. in particular. the Buyer's rights under the Swaptions constituting the Swaption Straddle are subject to the provisions of Section 13.10 of the 2006 ISDA Definitions." 119 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0091804 CONFIDENTIAL SDNY GM_00237988 EFTA01388319