ISDA Definitions Settlement Matrix for Early Termination and
Swaptions (the "Settlement Matrix”)


Effective date
Settlement Matrix
November 6, 2001 Cash Settlement Matrix20011106
July 1, 2002 Cash Settlement Matrix20020701
January 2, 2003 Cash Settlement Matrix20030102
July 1, 2003 Cash Settlement Matrix20030701
July 1, 2004 Settlement Matrix20040701
January 3, 2005 Settlement Matrix20050103
July 1, 2005 Settlement Matrix20050701
January 3, 2006 Settlement Matrix20060103
July 3, 2006 Settlement Matrix20060703
January 2, 2007 Settlement Matrix20070102
March 7, 2007 Settlement Matrix20070307
January 14, 2008
Settlement Matrix20080114
July 25, 2008
Settlement Matrix20080725
January 1, 2009
Settlement Matrix20090101
May 23, 2009
Settlement Matrix20090523
July 11, 2009
Settlement Matrix20090711
January 10, 2011
Settlement Matrix20110107
December 17, 2012
Settlement Matrix20121217