EFTA Document EFTA01388230

C. Forward Rate Agreement 115 D. Self-Compounding Overnight Interest Rate Swap Transaction 117 E. Swaption or Swaption Straddle 119 F. Swap Transaction to which Optional Early Termination applies 123 G. Swap Transaction to which Mandatory Early Termination applies 127 H. Mark-to-market Currency Swap 129 EXHIBIT III Defmitions of Specific Terms for Certain Euro Floating Rate Options 133 INDEX OF TERMS 135 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0091680