EFTA01388310.pdf

(n) ISDAFIX Page. "ISDAFIX Page" means, in respect of a Swap Transaction and in respect of a Cash Settlement Valuation Date or an Exercise Date, whichever of the Reuters Screen ISDAFIX pages is designated for purposes of displaying par swap rates for swaps in the currency of denomination of the Relevant Swap Transaction on that Cash Settlement Valuation Date or that Exercise Date. Section 18.3. Cash Settlement Methods. (a) Cash Price. If "Cash Price" is specified in the related Confirmation to be the Cash Settlement Method applicable to an Option Transaction or Swap Transaction to which Mandatory Early Termination is applicable, the Cash Settlement Amount will be an amount determined with respect to the Relevant Swap Transaction as of the Cash Settlement Valuation Time on the Cash Settlement Valuation Date as the amount which would be payable in accordance with the provisions of Section 6(eXiiX1) of the ISDA Master Agreement (but without reference to any mid-market valuation procedure in Section 6(e)), the necessary changes being made, as though (i) the Relevant Swap Transaction were the only Terminated Transaction, (ii) the Cash Settlement Payment Date, Optional Early Termination Date or Mandato'', Early Termination Date, as the case may be, were an Early Termination Date and (iii) the Cash Settlement Currency were the Termination Currency. If the relevant ISDA Master Agreement is a 1992 ISDA Master Agreement, Market Quotation (as defined in that agreement) will be deemed to apply for these purposes and the Cash Settlement Reference Banks will be deemed to be the Reference Market-makers (as defined in that agreement). Notwithstanding the provisions of Section 6(e) of the ISDA Master Agreement, the Calculation Agent will determine the Cash Settlement Amount on the basis of quotations (either firm or indicative) supplied by the Cash Settlement Reference Banks. No account will be taken of any loss or cost incurred by a party in connection with its terminating, liquidating or re-establishing any hedge related to the Relevant Swap Transaction (or any gain resulting from any of them). The Calculation Agent will ask each Cash Settlement Reference Bank to provide a quotation using the Quotation Rate specified in the related Confirmation. In providing quotations, the Cash Settlement Reference Banks will be asked to assume that the party requesting the quotations is a dealer in the relevant market of the highest credit standing which satisfies all the credit criteria which such Cash Settlement Reference Banks apply generally at the time in deciding whether to offer or make an extension of credit, and no account will be taken of any existing Credit Support Document or the creditworthiness of either party. Notwithstanding the provisions of Section 6(e) of the ISDA Master Agreement, if fewer than three quotations are provided, the Cash Settlement Amount will be determined by the Calculation Agent in good faith and using commercially reasonable procedures. (b) Cash Price - Alternate Method. If "Cash Price - Alternate Method" is specified in the related Confirmation to be the Cash Settlement Method applicable to an Option Transaction or Swap Transaction to which Mandatory Early Termination is applicable, the Cash Settlement Amount will be an amount determined with respect to the Relevant Swap Transaction as of the Cash Settlement Valuation Time on the Cash Settlement Valuation Date as the amount which would be payable in accordance with the provisions of Section 6(eXii)(2) of the ISDA Master Agreement (but without reference to any mid- market valuation procedure in Section 6(e)), the necessary changes being made, as though (i) the Relevant Swap Transaction were the only Terminated Transaction. (ii) the Cash Settlement Payment Date. Optional Early Termination Date or Mandatory Early Termination Date, as the case may be, were an Early Termination Date and (iii) the Cash Settlement Currency were the Termination Currency. If the relevant ISDA Master Agreement is a 1992 ISDA Master Agreement, Market Quotation (as defined in that agreement) will be deemed to apply for these purposes and the Cash Settlement Reference Banks will be deemed to be the Reference Market-makers (as defined in that agreement). Notwithstanding the provisions of Section 6(c) of the ISDA Master Agreement, the Cash Settlement Amount will be determined on the basis of quotations (either firm or indicative) supplied to each party by the Cash Settlement Reference Banks. No account will be taken of any loss or cost incurred by a party in 102 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0091787 CONFIDENTIAL SDNY GM_00237971 EFTA01388310