ࡱ> !` r!bjbj\\ ~>>@@@"b~~~4555h5,*6DLDz7z7~888,:B: N:ILKLKLKLKLKLKL$NhvPoL~V:,:,:V:V:oL~~884L===V:T~8~8IL=V:IL==C~~uE8n7 05; DEL0L]E>Q<>Q0uE>Q~E V:V:=V:V:V:V:V:oLoL=V:V:V:LV:V:V:V:!55~~~~~~ Form of Single Tranche Confirmation (for use with LCDX Tranche Terms published on September 25, 2007) CONFIRMATION DATE: [Date] TO: [Party B] Telephone No.: [number] Facsimile No.: [number] Attention: [name] FROM: [Party A] SUBJECT: LCDX.NA [specify series, if any] [specify version, if any] Single Tranche Transaction REF NO: [Reference number] The purpose of this communication (this Confirmation) is to set forth the terms and conditions of the Credit Derivative Transaction entered into on the Trade Date specified below (the Transaction) between [Party A] (Party A) and [counterpartys name] (Party B). This Confirmation constitutes a Confirmation as referred to in the ISDA Master Agreement specified below. The definitions and provisions contained in the 2003 ISDA Credit Derivatives Definitions as supplemented by the May 2003 Supplement to the 2003 ISDA Credit Derivatives Definitions, each as published by the International Swaps and Derivatives Association, Inc. (ISDA) (together, the Credit Derivatives Definitions) and the LCDX Tranche Transactions Standard Terms Supplement, as published by CDS IndexCo LLC and ISDA on September 25, 2007 (the LCDX Tranche Terms), are incorporated into this Confirmation. In the event of any inconsistency between the Credit Derivatives Definitions or the LCDX Tranche Terms and this Confirmation, this Confirmation will govern. In the event of any inconsistency between the LCDX Tranche Terms and the Credit Derivatives Definitions, the LCDX Tranche Terms will govern. This Confirmation supplements, forms a part of and is subject to the ISDA Master Agreement dated as of [ ], as amended and supplemented from time to time (the Agreement) between Party A and Party B. All provisions contained in, or incorporated by reference in, the Agreement shall govern this Confirmation except as expressly modified below. The terms of the Transaction to which this Confirmation relates are as follows: Index:LCDX.NA [specify series, if any] [specify version, if any]Source of Relevant Annex:[Publisher] [Confirmation Annex]Annex Date:[]Source of Relevant LCDS Settled Entity Matrix: [Publisher] [Confirmation Annex] [Not Applicable]Trade Date:[]Effective Date:[Effective Date of Index Contract]Scheduled Termination Date:[]Calculation Agent:[]Floating Rate Payer:[] (the Seller)Fixed Rate Payer:[] (the Buyer)Original Swap Notional Amount:[USD] [EUR] []Attachment Point:[]%Exhaustion Point:[]%Initial Payment Payer:[Buyer] [Seller] [Not Applicable]Initial Payment Amount:[] [Not Applicable]Initial Fixed Rate Payer Payment Date:[]Fixed Rate:[]% per annum[Excluded Reference Entities:[]][Additional Terms (including any specific provisions relating to collateral): []] Notice and Account Details Telephone, Telex and/or Facsimile Number and Contact Details for Notice:Party A: Telephone No.: Facsimile No.: Party B: Telephone No.: Facsimile No.:  Account Details:Account Details of Party A:For the Account of:Name of Bank:Account No:Fed ABA No:Account Details of Party B:For the Account of:Name of Bank:Account No:Fed ABA No: Please confirm your agreement to be bound by the terms of the foregoing by executing a copy of this Confirmation and returning it to us at the contact information listed above. [___________________] [_____________________] By: ______________________________ By: ______________________________ Name: Name: Title: Title: [Form of Relevant Annex] Index: LCDX.NA [specify, if relevant, series and/or version] Annex Date: [date] Effective Date of Index: [date] Reference EntityWeightingDesignated Priority [Form of Relevant LCDS Settled Entity Matrix] Settled EntityDesignated PriorityFinal PriceWeighting  Unless the parties otherwise agree, by specifying Publisher, the Settled Entity Matrix published by the Index Publisher for the relevant Index, as most recently amended and supplemented as of the calendar day immediately preceding the Trade Date (or, in the case of a Novation Transaction, the calendar day immediately preceding Novation Trade Date), is applicable. In the case of a Novation Transaction where the parties document the New Transaction with a new Confirmation, the parties should consider whether this presumption should be modified to account for Credit Events occurring shortly before the Novation Trade Date, in particular in relation to the payment or rebate of Fixed Amounts. In the case of a Novation Transaction where the parties use the Old Confirmation to evidence the New Transaction, the parties may need to specify in the Novation Confirmation the version of the Settled Entity Matrix to which the New Transaction refers (if on or subsequent to the Trade Date of the Old Transaction, the Settled Entity Matrix published by the Index Publisher was amended).  Clause (a) of the Syndicated Secured Dispute Resolution provisions of the LCDX Tranche Terms assumes that the Calculation Agent is an entity eligible to request that the Secured List Publisher conduct a poll.  Attach as an annex to the Confirmation only if Confirmation Annex is specified as the Source of Relevant Annex.  Include expressed as a percentage, with three decimal places (e.g., 3.226%).  Attach as an annex to the Confirmation only if there are Settled Entities and Confirmation Annex is specified as the Source of Relevant LCDS Settled Entity Matrix.      DOCPROPERTY "DocLibrary"  DOCPROPERTY "DocNumber"  DOCPROPERTY "DocVersion"   PAGE 4 DOCPROPERTY "FooterRightSideText"    DOCPROPERTY "DocLibrary"  DOCPROPERTY "DocNumber"  DOCPROPERTY "DocVersion"   DOCPROPERTY "FooterRightSideText"    DOCPROPERTY "DocLibrary"  DOCPROPERTY "DocNumber"  DOCPROPERTY "DocVersion"   PAGE 2 DOCPROPERTY "FooterRightSideText"    DOCPROPERTY "DocLibrary"  DOCPROPERTY "DocNumber"  DOCPROPERTY "DocVersion"   PAGE 3 DOCPROPERTY "FooterRightSideText"    DOCPROPERTY "FooterRightSideText"    DOCPROPERTY "DocLibrary"  DOCPROPERTY "DocNumber"  DOCPROPERTY "DocVersion"   PAGE 4 DOCPROPERTY "FooterRightSideText"    DOCPROPERTY "FooterRightSideText"   g. " - D K j q  XY+,stu٩ٚ٩ًً~h%5CJOJQJ^Jh%>*CJOJQJ^Jhh%0J5CJOJQJ^Jh&jh%0J5CJOJQJU^Jhh%OJQJ^JhmH sH h%>*CJOJQJ^Jh%CJOJQJ^Jhh%CJOJQJ^Jh%CJOJQJ\^J+%ghuvJ K f ?$  $r^`ra$?$  $l^la$?$  %l^la$ ?$ $da$1?$ -DM a$?$d-DM a$Tq!f g t!BGkd$$Ifl0$ $64 lal d$If>$If#$a$?d ?$-DM a$ BCO\]h] $d$IfGkd$$Ifl0$ $64 lal d$IfGkdg$$Ifl0$ $64 lalhGkd$$Ifl0$ $64 lal d$IfGkd5$$Ifl0$ $64 lal+89LZhGkdj$$Ifl0$ $64 lal d$IfGkd$$Ifl0$ $64 lalZ[phGkd8$$Ifl0$ $64 lal d$IfGkd$$Ifl0$ $64 lalhGkd$$Ifl0$ $64 lal d$IfGkd$$Ifl0$ $64 lal'56MohGkd$$Ifl0$ $64 lal d$IfGkdm$$Ifl0$ $64 lalophGkd$$Ifl0$ $64 lal d$IfGkd;$$Ifl0$ $64 lal-hGkdp$$Ifl0$ $64 lal d$IfGkd $$Ifl0$ $64 lal-.|h`[R ?$$Ifa$7 & F$da$Gkd>$$Ifl0$ $64 lal d$IfGkd$$Ifl0$ $64 lal"Qckd$$Ifl40 $  4 laf4p?$IfEkd$$Ifl4$!   4 laf4p "#$%&'3ckdV $$Ifl40 $  4 laf4p?$Ifckd$$Ifl40 $  4 laf4p'01AQRSde ?-DM ckd $$Ifl40 $  4 laf4p?$Ifefghi3ckd3 $$Ifl40L$L  4 laf4p?$Ifckd $$Ifl40L$L  4 laf4p3ckdq $$Ifl40L$L  4 laf4pckd $$Ifl40L$L  4 laf4p?$Ifckd $$Ifl40L$L  4 laf4p?$If3ckdN$$Ifl40L$L  4 laf4p?$Ifckd $$Ifl40L$L  4 laf4p3ckd$$Ifl40L$L  4 laf4pckd$$Ifl40L$L  4 laf4p?$Ifckd+$$Ifl40L$L  4 laf4p?$If3ckdi$$Ifl40L$L  4 laf4p?$Ifckd$$Ifl40L$L  4 laf4p"#$3ckd$$Ifl40L$L  4 laf4pckd$$Ifl40L$L  4 laf4p?$If$012Zftu}wrp1d  4 d $ da$?ckdF$$Ifl40L$L  4 laf4p?$If u1Z[^Z[TUVWXZ[]^zqiciii h%CJjh%Uh%5CJ\h%B*aJphjh%0J5Uh%5CJOJQJ\^Jh%#jh%0J5CJOJQJU^Jh%>*CJOJQJ^Jh%CJOJQJ^Jh%;CJOJQJ\^J&jh%0J5;CJOJQJU^Jh%5;CJOJQJ\^J&12345 d$IfXkd$$IflF J ,      4 la $d$Ifa$# #  56789:;<DXkd$$IflF J ,      4 la d$IfXkdZ$$IflF J ,      4 la<=>?@ABCDXkd$$IflF J ,      4 laXkdD$$IflF J ,      4 la d$IfCDEFGHIJDXkd$$IflF J ,      4 laXkd.$$IflF J ,      4 la d$IfJKLMNOPQXkd$$IflF J ,      4 la d$IfQRSTUVWXDXkd$$IflF J ,      4 la d$IfXkd$$IflF J ,      4 laXYZ[\]^ $xx$Ifa$$a$#Xkdw$$IflF J ,      4 la d$If gZZZZ $xx$Ifa$kd$$Ifl4\ $04 lazf4Zd][OOEA6 6^` 6^`$a$kd$$Ifl4\ $04 lazf4ZSTVWYZ\]_` ($$Ifa$ ($$Ifa$($If & F6 6^`^`a{} "$>?BCDghijknoڹڭ썇 h%0J-jh%0J-U hB*0J) h%0J)jh%0J)Uh%CJOJQJ^J%hB*0J-CJOJQJ^JmHnHuh%0J-CJOJQJ^J#jh%0J-CJOJQJU^J h%0J+jh%0J+Uh%1BCk ($$Ifa$ ($$Ifa$($If(dZkde$$Ifl F $x x x     4 laklmn ($$Ifa$ ($$Ifa$($If(dZkd$$Ifl F $x x x     4 la  0 2 L M P Q W X Y Z [ \  !! ! !!!!!!!!h%CJOJQJ^JmHnHuh%CJOJQJ^Jjh%CJOJQJU^J h%0J- h%0J+jh%0J+U hB*0J) h%0J)jh%0J)Uh%jh%0J-Uh%0J-mHnHu7P [ ($$Ifa$ ($$Ifa$($If((d\kd+$$Ifs F %6    4 sa } ($$Ifa$ ($$Ifa$($If*$a$((d\kd$$Ifs F %6    4 sa !!>! ($$Ifa$ ($$Ifa$($If(d\kd%$$IflF $t } v 6    4 la!:!;!!C!D!E!F!i!j!k!l!m!q!r!h%CJOJQJ^J h%0J+h% hB*0J)jh%0J)U h%0J)>!?!@!A!B!C!D!E!m! ($$Ifa$ ($$Ifa$($If*$a$(d\kd$$Ifs F %6    4 sam!n!o!p!q!r!(d\kd$$$Ifl F $t } v 6    4 la6 00&PP/ =!"#$% / 0&P/ =!"#$% / 0&P/ =!"#$% e$$Ifl!vh55 #v#v :V l$655 4ale$$Ifl!vh55 #v#v :V l$655 4ale$$Ifl!vh55 #v#v :V l$655 4ale$$Ifl!vh55 #v#v :V l$655 4ale$$Ifl!vh55 #v#v :V l$655 4ale$$Ifl!vh55 #v#v :V l$655 4ale$$Ifl!vh55 #v#v :V l$655 4ale$$Ifl!vh55 #v#v :V l$655 4ale$$Ifl!vh55 #v#v :V l$655 4ale$$Ifl!vh55 #v#v :V l$655 4ale$$Ifl!vh55 #v#v :V l$655 4ale$$Ifl!vh55 #v#v :V l$655 4ale$$Ifl!vh55 #v#v :V l$655 4ale$$Ifl!vh55 #v#v :V l$655 4ale$$Ifl!vh55 #v#v :V l$655 4ale$$Ifl!vh55 #v#v :V l$655 4ale$$Ifl!vh55 #v#v :V l$655 4ale$$Ifl!vh55 #v#v :V l$655 4ale$$Ifl!vh55 #v#v :V l$655 4alq$$If!vh5!#v!:V l4   5!4af4p $$If!vh55#v#v:V l4  554af4p$$If!vh55#v#v:V l4  554af4p$$If!vh55#v#v:V l4  554af4p$$If!vh55#v#v:V l4  554af4p$$If!vh55L#v#vL:V l4  55L4af4p$$If!vh55L#v#vL:V l4  55L4af4p$$If!vh55L#v#vL:V l4  55L4af4p$$If!vh55L#v#vL:V l4  55L4af4p$$If!vh55L#v#vL:V l4  55L4af4p$$If!vh55L#v#vL:V l4  55L4af4p$$If!vh55L#v#vL:V l4  55L4af4p$$If!vh55L#v#vL:V l4  55L4af4p$$If!vh55L#v#vL:V l4  55L4af4p$$If!vh55L#v#vL:V l4  55L4af4p$$If!vh55L#v#vL:V l4  55L4af4p$$If!vh55L#v#vL:V l4  55L4af4p$$If!vh55L#v#vL:V l4  55L4af4p$$If!vh55L#v#vL:V l4  55L4af4p$$If!vh55L#v#vL:V l4  55L4af4ps$$If!vh5J 5, 5 #vJ #v, #v :V l5J 5, 5 4s$$If!vh5J 5, 5 #vJ #v, #v :V l5J 5, 5 4s$$If!vh5J 5, 5 #vJ #v, #v :V l5J 5, 5 4s$$If!vh5J 5, 5 #vJ #v, #v :V l5J 5, 5 4s$$If!vh5J 5, 5 #vJ #v, #v :V l5J 5, 5 4s$$If!vh5J 5, 5 #vJ #v, #v :V l5J 5, 5 4s$$If!vh5J 5, 5 #vJ #v, #v :V l5J 5, 5 4s$$If!vh5J 5, 5 #vJ #v, #v :V l5J 5, 5 4s$$If!vh5J 5, 5 #vJ #v, #v :V l5J 5, 5 4s$$If!vh5J 5, 5 #vJ #v, #v :V l5J 5, 5 4s$$If!vh5J 5, 5 #vJ #v, #v :V l5J 5, 5 4$$Ifz!vh5555#v#v:V l405/  / / 4azf4$$Ifz!vh5555#v#v:V l4054azf4a$$If!vh5x 5x 5x #vx :V l ,5x 4a$$If!vh5x 5x 5x #vx :V l ,5x 4{$$If!vh5| 5} 5} #v| #v} :V s 6,5544 s{$$If!vh5| 5} 5} #v| #v} :V s 6,5544 s$$If!vh5s 5} 5v #vs #v} #vv :V l6,5t 5} 5v 4{$$If!vh5| 5} 5} #v| #v} :V s 6,5544 s$$If!vh5s 5} 5v #vs #v} #vv :V l 6,5t 5} 5v 4A<@< NormalCJ_HmH sH tH NN Heading 2$<@&56CJOJQJDA@D Default Paragraph FontVi@V  Table Normal :V 44 la (k@(No List 6B@6 Body TextxCJ@O@ CG-Bullet,b1  & FCJVOV CG-Dbl Ind 0.5,i4]^CJRO"R CG-Dbl Ind 1,i5]^CJNO2N CG-Dbl Sp 0.5,d2d`CJJOBJ CG-Dbl Sp 1,d3d`CJ>OR> CG-Dbl Sp,d1dCJfObf CG-Left Ind 0.5 FL 0.5,i2^`CJPOrP CG-Left Ind 0.5,i1^CJLOL CG-Left Ind 1,i3^CJHOH CG-Number A,n1  & FCJTOT CG-Number L,n2 & F0^`0CJTOT CG-Number l,n4 & F0^`0CJLOL CG-Number R,n3 & F^CJZOZ CG-Number r,n5  & F 0^`0CJ`O` CG-Sig Left,sg3$$ hh^h`CJLOL CG-Sig Ltr,sg2$^CJVOV CG-Sig,sg1$ $ !@@^`CJRR CG-Single Sp 0.5,s2!`CJN"N CG-Single Sp 1,s3"`CJBO2B CG-Single Sp,s1#CJ`"` CG-Title-Center-Bold,t1$$$a$5CJl"l CG-Title-Center-Underscore,t2%$$a$>*CJV"V CG-Title-Left-Bold,t3 &$5CJb"b CG-Title-Left-Underscore,t4 '$>*CJ8 @8 Footer ( !CJ>O> FooterRightSideText8@8 Header * !CJDODiManage FooterCJmHnHu>0> List Bullet , & FCJ.)@. Page Number^O^ CG-One and One-Half 1,o1.dhx`\$\ Envelope Address!/@ &+D/^@ >%> Envelope Return0CJNON CG-Title-Center,t51$$a$VV CG-Title-Left-Italic,t6 2$6ff CG-Title-Left Ind-Italic,t73$^6D@BD  Comment Text4 CJmH sH @&@Q@ Footnote ReferenceH*\@b\  Footnote Text60dx^`0 CJmH sH NOrN Legal3_L17$ & F @&5;OJQJJqrJ Legal3_L28$ & F h@&;NrN Legal3_L39 & F h@& 5OJQJBrB Legal3_L4: & F ph@&BrB Legal3_L5; & F @ h@&BrB Legal3_L6< & F h@&BrB Legal3_L7= & F h@&FOF AONormal>dCJ_HmH sH tH LOL normal?$d5$7$8$9DH$a$OJQJ6U6 Hyperlink >*B*phX rBu^r~8~i~%ghuvJKfg t!BCO\]  + 8 9 L Z [ p    ' 5 6 M o p   - . |    " # $ % & ' 0 1 A Q R S d e f g h i       " # $ 0 1 2 Zftu123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^ZSTVWYZ\]_`BCklm>?ABCDEmnos?0000000000000000000000000 0 0 0 0 b0  0 0  C @bd0$ 0$ `Kf0' 0' $0* 0* 0- 0- 00 00 M\] 03 03 006 06 009 09 D0< 0< 0? 0? `0B 0B $0E 0E `0H 0H $0K 0K 0N 0N $00000U 0U 0X 0X0X0X0X 0^ 0^ 0a 0a0a0a0a 000i 0k 0k 0n 0n 0q 0q 0t 0t 0w 0w ?0 ?0 0 ?0 ?0 0 ?0 ?0 0 ?0 ?0 0 ?0 ?0 0 ?0 ?0 0 ?0 ?0 0 ?0 ?0 0 ?0 ?0 0 ?0?0040000010#0#00 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 00#00000 0 0 0 0 0 0 0 0 0 00000000@60@60@6000@000@000@000@000@(0 @(0 @(0 @0 @(000!]@00 0 0 0 @00000 \@*0 00\\@*0 00h@^@*0008\@(0 @(0 @(0 @0 @(000 t\@*0 00\@*0008\@(0 @(0 @(0 @0 @(000P 24aaaau^!r!*58<f BZo-"'e$5<CJQXZk >!m!r! !"#$%&'()+,-./01234679:;=>q! '(BC^bikm56PQlpwy{+-6Z\a|}UUU!4U4UUUU4UUU!4U4UUU!4U4U4UUU!U4U4@  @ 0(  B S  ?H0(  _DV_M13ss#RZ19%-STTVVWWY?CjnMPZ[ =ElpsTTVVWWYZ\]_?CjnMPZ[ =Els<PQRTVWMPZ[ ps ,nd? S, TN' IX|wJ0789:;<=tR(R,KNa%FdO{l2 hh^h`OJQJo(hh^h`. hh^h`OJQJo(hh^h`.(^`(()$0^`056;>*B*CJOJQJo(ph.$0^`056;>*B*CJOJQJo(ph.$0^`056;>*B*CJOJQJo(ph()$p0p^p`056;>*B*CJOJQJo(ph()$@ 0@ ^@ `056;>*B*CJOJQJo(ph()$0^`056;>*B*CJOJQJo(ph()$0^`056;>*B*CJOJQJo(ph.@ @ ^@ `CJOJQJo(.  ^ `CJOJQJo(.hh^h`()0^`0. hh^h`OJQJo( dS,tRKNaN' IFdO{|wJ ]zzmpLegal3||Legal3|2|1|1|1|0|40||1|0|32||1|0|32||1|0|32||1|0|32||1|0|32||1|0|32||mpNA||mpNA||  @ @B*%t!BCO\]  + 8 9 L Z [ p    ' 5 6 M o p   - . | " # $ % & ' Q R S d e f g h i       " # $ 0 1 2 123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZTBCklnP[ >?CDEmns@r`@UnknownGz Times New Roman5Symbol3& z ArialQTimes New Roman Bold;& z Helvetica"1h̹F̹FV˵\s \s !4d2qHP ?B*2C:\cgsh\New York.dot$Form of Single Tranche Confirmation CGAv1.0.3 bernard.lin0         Oh+'0$ 8D d p | (Form of Single Tranche Confirmation   CGAv1.0.3 Wd2K prefs New York bernard.lin2Microsoft Office Word@F#@3@.@.\s ՜.+,D՜.+,T hp  CGSH\ %Form of Single Tranche Confirmation Title  pfnz      DocLibrary DocNumber DocVersionDocNameFooterRightSideTextiManageFooterSaveDocLibrary SaveDocNumber SaveDocVersion SaveDocName SaveFooterRightSideText None [New York #1398140 v11]   !"#$%&'()*+,-./0123456789:;<=>?ABCDEFGHIJKLMNPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwyz{|}~Root Entry FcBData @1TableOnQWordDocument~SummaryInformation(xDocumentSummaryInformation8CompObjq  FMicrosoft Office Word Document MSWordDocWord.Document.89q