EFTA01388318.pdf

EXHIBIT II-D to 2006 ISDA Definitions Additional Provisions for a Confirmation of a Swap Transaction that is a Self-Compounding Overnight Interest Rate Swap Transactions [See Exhibit I for the introduction, standard paragraphs and closing for the Confirmation.] I. The terms of the particular Swap Transaction to which this Confirmation relates are as follows: Notional Amount: Trade Date: Effective Date: Termination Date: ] [, subject to adjustment in accordance with the [Following/Modified Following/Preceding] Business Day Convention] 4 Fixed Amounts: Fixed Rate Payer. [Party Affil Fixed Rate Payer Payment Dates ] II, subject to adjustment in [or Period End Dates, if Delayed accordance with the [Following/Modified Payment or Early Payment applies]: Following/Preceding] Business Day Convention]'` Fixed Amount [or Fixed Rate and Fixed Rate Day Count Fraction]: Floating Amounts: Floating Rate Payer: [Party B/A] Floating Rate Payer Payment Dates ] [, subject to adjustment in [or Period End Dates, if Delayed accordance with the [Following/Modified Payment or Early Payment applies]: Following/Preceding] Business Day Convention]25 ▪ The provisions set out in this Exhibit are fix use in interest rate swaps where the Floating Amount is calculated by reference to a self. compounding Hooting Rate Option such as. for example. EUR-E.ONIA-OIS-COMPOUND. 61W-WMI3A-SONIA-COMPOUND or ClIF-TOTS-OIS-COMPOUND (each as published in the 2006 ISDA Dcfmitions). • If the parties want to provide that the Termination Date will be adjusted in accordance with a Business Day Convention (and. accordingly. that the final Calculation Period will be shortened or lengthened), the appropriate Business Day Convention must be specified. • Bracketed language is not necessary if Payment ITates and Period End Dates are to be adjusted in accordance with the Modified Following Business Day Convention. as provided in the 2006 ISDA Definitions. 117 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0091802 CONFIDENTIAL SDNY GM_002379I38 EFTA01388318