EFTA Document EFTA01388322

[Quotation Rate:) [bid/mid/ask)" [In the case ofa Swaption not forming pan ofa Swaption Straddle, include:] [4. The particular terms of the Underlying Swap Transaction to which the Swaption relates are as follows: [Include provisions from the relevant form of Confirmation for the type of Swap Transaction to which the Swaption relates, as set forth in Exhibits II-A through II-D to the 2006 ISDA Definitions.]] [In the case ofa Swaption Straddle, include:] (4. The particular terms of the Underlying Swap Transactions to which this Swaption Straddle relates arc as follows: Specific Terms for the Underlying Payer Swap: Fixed Rate Payer: Buyer. Floating Rate Payer: Seller. Specific Terms for the Underlying Receiver Swap: Fixed Rate Payer: Seller. Floating Rate Payer: Buyer. General Terms for both the Underlying Payer Swap and the Underlying Receiver Swap: [Include provisions from the relevant form of Confirmation for the type of Swap Transaction to which the Swaption Straddle relates, as set forth in Exhibits II-A through II-D to the 2006 ISDA Definitions. omitting Fixed Rate Payer and Floating Rate Payer.]] 122 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0091807 CONFIDENTIAL SDNY GM_00237991 EFTA01388322