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LIST OF ADHERING PARTIES FOR ISDA NOVATION PROTOCOL II

This list of entities adhering to the ISDA Novation Protocol II is set forth below by date.

2005 NOVATION PROTOCOL AND ISDA NOVATION PROTOCOL II CONTACT LIST

LAST UPDATED: July 20, 2008   NO. OF ADHERING PARTIES TO ISDA NOVATION PROTOCOL II: 436

SUBMISSION DATE OF MOST RECENT LETTER
PARTICIPANT
2005 NOVATION PROTOCOL ADHERENT?
TRANSFEREE LOCATION 1
June 10, 2008INVESCO AIM ADVISORS, INC., acting as investment manager, sub-adviser, or agent on behalf of the funds and accounts listed on the relevant Master Agreements between it and another Adhering Party No 
May 27, 2008Luminus Energy Partners Master Fund, Ltd. No 
May 7, 2008Korenvaes Capital Partners LP No 
May 1, 2008Berggruen Holdings Ltd. No 
April 24, 2008Triton 380 Ltd. By: Pequot Capital Management, Inc., as Investment Adviser No 
April 21, 2008BlueBay Asset Management plc, acting as agent on behalf of the funds, accounts or other entities listed in the relevant Master Agreement (as amended from time to time) between it and another Adhering Party No 
April 14, 2008Banco Santander de Negócios Portugal, SA No 
April 14, 2008Pequot Capital Management, Inc., As Investment Manager, acting on behalf of the funds and accounts listed in Schedule I to this letter No 
April 14, 2008Banco Santander Totta, SA No 
April 10, 2008CQS Credit Volatility and Correlation Master Fund Limited No 
April 9, 2008Level Radar Master Fund, Ltd No 
April 9, 2008Level Global Overseas Master Fund, Ltd No 
April 1, 2008Epic Asset Managament, LLC No 
March 19, 2008Evergreen Investments-Global High Yield No 
March 18, 2008Baker Nye, L.P. No 
March 17, 2008Diversification Notes Plc No 
March 17, 2008Foxhill Opportunity Master Fund LP No 
March 14, 2008Penso Select Opportunities Master Fund, Ltd No 
March 6, 2008Pelagic Institutional LP No 
March 6, 2008Pelagic Holdings LP No 
March 6, 2008Pelagic Master Fund, LTD No 
March 4, 2008Highbridge International LLC Yes 
February 28, 2008Wesley Capital Master, Ltd No 
February 28, 2008Wesley Capital QP, LP No 
February 28, 2008Wesley Capital, LP No 
February 22, 2008Bankinter S.A. No 
February 22, 2008Highbridge Statistical Opportunities Master Fund No 
February 22, 2008Highbridge Statistical Market Neutral Fund No 
February 22, 2008Highbridge Long/Short Institutional Fund, Ltd. No 
February 22, 2008Highbridge Long/Short Equity Fund, Ltd. No 
February 22, 2008Highbridge Long/Short Equity Fund, L.P. No 
February 22, 2008Highbridge Global Natural Resources, L.P. No 
February 22, 2008Highview Global Macro Master, L.P. No 
February 22, 2008HB Quantitative Equity Strategies Limited No 
February 22, 2008Highbridge Asia Opportunities Master Fund, L.P. No 
February 22, 2008JPMorgan Funds - Highbridge Europe STEEP Fund No 
February 22, 2008Highbridge Convertible Arbitrage Master Fund, L.P. No 
February 22, 2008Contrarian Value, L.P. No 
February 22, 2008Highbridge Fixed Income Opportunity Master Fund, L.P. No 
February 22, 2008Highbridge Fixed Income Opportunity Institutional Fund, Ltd. No 
February 22, 2008JP Morgan Funds - Highbridge Europe Steep Fund No 
February 22, 2008Highbridge Statistically Enhanced Equity Master Fund - U.S., L.P. No 
February 22, 2008Highbridge Statistically Enhanced Equity Master Fund, Japan, L.P. No 
February 22, 2008Highbridge Statistically Enhanced Equity Master Fund, Europe, L.P. No 
February 22, 2008STAR, L.P. No 
February 22, 2008JPMorgan Investment Funds - Highbridge Statistical Market Neutral Fund No 
February 22, 2008JPMorgan Investment Funds - Highbridge Income Opportunity Fund No 
February 14, 2008BlueCrest Mercantile Master Fund Limited No 
February 14, 2008BlueCrest Capital International Limited No 
February 14, 2008BlueCrest Emerging Markets Master Fund Limited No 
February 14, 2008BlueCrest Multi Strategy Credit Master Fund Limited No 
February 14, 2008BlueCrest Special Situations Master Fund Limited No 
February 14, 2008BlueCrest Strategic Limited No 
February 14, 2008BlueCrest Venture Finance Master Fund Limited No 
February 14, 2008BlueMatrix Master Fund Limited No 
February 14, 2008BlueTrend 2X Leveraged Master Fund Limited No 
February 14, 2008BlueTrend Leveraged Master Fund Limited No 
February 14, 2008BlueTrend MAG Limited No 
February 14, 2008BlueCrest Capital L.P. No 
February 14, 2008BlueTrend Master Fund Limited No 
February 14, 2008BlueHaven Master Fund Limited No 
February 13, 2008Raven Credit Opportunities Master Fund No 
February 7, 2008Ramius Capital Group. LLC Yes 
February 1, 2008Haven Asia Partners, L.P. No 
February 1, 2008Pinehurst Partners, L.P. No 
February 1, 2008Audubon Partners LP No 
February 1, 2008Corbin Strategy Fund - Macro Master Ltd No 
February 1, 2008Fort Tryon Equities Fund, L.P. No 
February 1, 2008Haven Global Partners, L.P. No 
February 1, 2008Kingsbridge partners, L.P. No 
February 1, 2008The Overlook Performance Fund No 
February 1, 2008Persistency Capital No 
February 1, 2008Hartz Capital Investments, LLC No 
February 1, 2008Haven Europe Partners, L.P. No 
February 1, 2008Dynamic Opportunity Fund, Ltd No 
January 31, 2008Loomis, Sayles & Company, L.P., as Investment/Asset Manager acting on behalf of the funds and accounts listed on Schedule I to this letter No 
January 23, 2008Covalent Capital Partners Master Fund, L.P. No 
January 22, 2008Amici Qualified Associates, L.P. No 
January 22, 2008Admiral Capital Management, LLC No 
January 22, 2008The Collectors' Fund, L.P. No 
January 22, 2008Porter Orlin LLC No 
January 22, 2008Amici Global Partners, L.P. No 
January 22, 2008Amici Fund International, LTD. No 
January 22, 2008David A. Levine and Ruth M. Levine JTWROS No 
January 19, 2008Francis Trainer No 
January 15, 2008Asteri Master Funds Investments Ltd No 
January 14, 2008The RiverSource Family of Funds No 
January 14, 2008Blackrock Advisors, LLC, acting on behalf of the funds and accounts listed in Schedule 1 to this letter No 
January 8, 2008Southpaw Asset Management LP No 
January 7, 2008UBAM No 
December 28, 2007Swordfish Currency Holdings Ltd No 
December 28, 2007Swordfish Asian Equity Fund Ltd No 
December 27, 2007Blackstone Kailix LV Fund, L.P. No 
December 19, 2007Wayzata Investment Partners LLC, acting on behalf of the funds and accounts listed in the relevant Master Agreement between it and another Ahering Party No 
December 6, 2007HSBC Distressed Opportunities Fund No 
December 4, 2007Fidelity Short Intermediate Commingled Pool, A portfolio of the Fidelity Group Trust for Employee Benefit Plans No 
November 29, 2007Brownstone Asset Management, LP No 
November 16, 2007Blackstone Kailix Holdings, L.P. No 
November 16, 2007Blackstone Kailix Fund, L.P. No 
November 15, 2007Fidelity Charles Street Trust: Fidelity Asset Manager 60% No 
November 15, 2007Fidelity Charles Street Trust: Fidelity Asset Manager 40% No 
November 15, 2007Fidelity Charles Street Trust: Fidelity Asset Manager 30% No 
November 15, 2007The Clifton Group, Investment Management Company No 
November 13, 2007Tattersall Advisory Group No 
October 26, 2007BALESTRA SPECTRUM PARTNERS L.L.C. By: Balestra Capital, Ltd., as Investment Adviser No 
October 10, 2007Ziff Asset Management, LP No 
October 5, 2007Amida Partners Master Fund, Ltd No 
October 4, 2007Shell Pensions Trust Limited, acting solely in its capacity as trustee of Shell Contributory Pension Fund, duly represented by Shell Asset Management Company B.V., by virtue of a power of attorney dated 28 October 2005 No 
October 4, 2007Stichting Shell Peusioenfonds, duly represented by Shell Asset Management Company B.V. No 
September 19, 2007Bennett Restructuring Fund, L.P. No 
September 19, 2007Bennett Offshore Restructuring Fund, Inc No 
September 5, 2007Melcher Family Limited Partnership By: Balestra Capital, Ltd., No 
September 5, 2007DRAGON COEUR II-D, LP By: Balestra Capital, Ltd., No 
September 5, 2007BALESTRA CAPITAL PARTNERS, L.P. By: Balestra Capital, Ltd., No 
September 5, 2007BALESTRA SPECTRUM PARTNERS, L.P. By: Balestra Capital, Ltd., No 
August 31, 2007TRI Liquid Strategies Master Fund, LP No 
August 24, 2007EagleRock Capital Management LLC No 
August 24, 2007EagleRock Master Fund LP No 
August 24, 2007PYRAMIS CANADIAN BOND TRUST By: Fidelity Investments Canada Limited, as Manager No 
August 24, 2007PYRAMIS CANADIAN LONG BOND TRUST By: Fidelity Investments Canada Limited, as Manager No 
August 24, 2007EagleRock Institutional Partners LP No 
August 21, 2007LM Isis Opportunities Master Fund, Ltd No 
August 15, 2007Old Lane Cayman Master Fund, LP No 
August 15, 2007Old Lane US Master Fund, LP  No 
August 15, 2007Old Lane HMA Master Fund, LP No 
August 15, 2007Old Lane GMA Master Fund, LP No 
August 15, 2007Old Lane Financial Products, LP No 
August 13, 2007FIDELITY CENTRAL INVESTMENT PORTFOLIOS II LLC: FIDELITY CORPORATE BOND 1-10 YEAR CENTRAL FUND No 
August 13, 2007FIDELITY ADVISOR SERIES I: FIDELITY REAL ESTATE HIGH INCOME FUND No 
August 13, 2007FIDELITY FIXED-INCOME TRUST: FIDELITY U.S. BOND INDEX FUND No 
August 13, 2007FIDELITY CENTRAL INVESTMENT PORTFOLIOS II LLC: FIDELITY 2-5 YEAR DURATION SECURITIZED BOND CENTRAL FUND No 
August 13, 2007FIDELITY CHARLES STREET TRUST: FIDELITY ASSET MANAGER 50% No 
August 13, 2007FIDELITY CHARLES STREET TRUST: FIDELITY ASSET MANAGER 20% No 
August 13, 2007FIDELITY CHARLES STREET TRUST: FIDELITY ASSET MANAGER 85% Yes 
August 13, 2007FIDELITY FIXED-INCOME TRUST: FIDELITY INTERMEDIATE BOND FUND No 
August 13, 2007University of Notre Dame du Lac No 
August 13, 2007FIDELITY CENTRAL INVESTMENT PORTFOLIOS II LLC: FIDELITY 1-3 YEAR DURATION SECURITIZED BOND CENTRAL FUND No 
August 13, 2007FIDELITY CHARLES STREET TRUST: FIDELITY ASSET MANAGER 70% Yes 
August 13, 2007FIDELITY GARRISON STREET TRUST: VIP INVESTMENT GRADE CENTRAL FUND No 
August 13, 2007FIDELITY FIXED-INCOME TRUST: FIDELITY STRATEGIC REAL RETURN FUND No 
August 13, 2007FIDELITY CENTRAL INVESTMENT PORTFOLIOS II LLC: FIDELITY MORTGAGE BACKED SECURITIES CENTRAL FUND No 
August 13, 2007VARIABLE INSURANCE PRODUCTS FUND V: STRATEGIC INCOME PORTFOLIO No 
August 13, 2007VARIABLE INSURANCE PRODUCTS FUND V: INVESTMENT GRADE BOND PORTFOLIO No 
August 13, 2007VARIABLE INSURANCE PRODUCTS FUND V: ASSET MANAGER PORTFOLIO No 
August 13, 2007VARIABLE INSURANCE PRODUCTS FUND V: ASSET MANAGER: GROWTH PORTFOLIO No 
August 13, 2007FIDELITY FIXED-INCOME TRUST: FIDELITY TAX-FREE BOND FUND Yes 
August 13, 2007FIDELITY CENTRAL INVESTMENT PORTFOLIOS II LLC: FIDELITY TACTICAL INCOME CENTRAL FUND No 
August 13, 2007FIDELITY FIXED-INCOME TRUST: FIDELITY STRATEGIC DIVIDEND & INCOME FUND No 
August 13, 2007FIDELITY CENTRAL INVESTMENT PORTFOLIOS II LLC: FIDELITY CORPORATE BOND 1-5 YEAR CENTRAL FUND No 
August 13, 2007FIDELITY SUMMER STREET TRUST: FIDELITY NEW MARKETS INCOME FUND No 
August 3, 2007Interlachen Capital Group LP solely in its capacity as Investment Manager of the Investcorp Interlachen Multi-Strategy Master Fund Limited No 
July 26, 2007CQS Directional Credit Master Fund Limited No 
July 23, 2007OHP Opportunity Limited Trust No 
July 23, 2007Footbridge Limited Trust No 
July 23, 2007BlackRock Multi-Strategy Fixed Income Alpha Master Series Trust No 
July 18, 2007Federal Home Loan Bank of Chicago, as Adhering Party No 
July 12, 2007Pennant Capital Management, LLC No 
July 12, 2007Pennant Special Purpose Vehicle I, L.P. No 
June 19, 2007Smith Breeden Alpha Strategies Master Ltd., only in regard to the ISDA Master Agreements entered into by Smith Breeden Associates, Inc. on behalf of Smith Breeden Alpha Strategies Master Ltd. No 
June 6, 2007Freestone Investment, LLC, acting on behalf of the funds and accounts listed in the relevant Master Agreement between it and another Adhering Party. No 
June 6, 2007Freestone Opportunity Partners, LP No 
June 5, 2007Trusco Capital Management  No 
May 30, 2007Fledging Associates, LLC No 
May 30, 2007Alerion Equities, LLC No 
May 16, 2007Barnet Partners Ltd. Yes 
May 16, 2007St. Albans Partners, Ltd. Yes 
May 9, 2007CQS ASIA MASTER FUND LIMITED. No 
May 9, 2007CQS ABS Master Fund Limited No 
May 2, 2007OPPENHEIMERFUNDS, INC., on behalf of each of the investment companies and other entities specified in the relevant Master Agreement, as amended from time to time, with an Adhering Party No 
May 2, 2007OFI INSTITUTIONAL ASSET MANAGEMENT, INC., on behalf of each of the investment companies and other entities specified in the relevant Master Agreement, as amended from time to time, with an Adhering Party No 
April 27, 2007Anglo Irish Bank Corporation Plc No 
April 19, 2007Harrier Credit Strategies Master Fund, LP By: Primus Asset Management, Inc. No 
April 19, 2007UBS Global Asset Management (Ameicas) Inc. No 
April 16, 2007Seix Advisors, a fixed income division of Truco Capital Management, Inc. No 
April 11, 2007JPMorgan Chase & Co. No 
March 26, 2007Baker NYE, LP No 
March 23, 2007Monetary Authority of Singapore No 
March 12, 2007Pequot Cosmos Master Fund, Ltd. By: Pequot Capital Management, Inc., as Investment Manager No 
March 12, 2007Pequot Strategic Equity Master Fund, Ltd. By: Pequot Capital Management, Inc., as Investment Manager No 
March 12, 2007Pequot RS Fund, L.P. By: Pequot Capital Management, Inc., as Investment Manager No 
March 12, 2007Pequot Dynamic Strategies Master Fund, Ltd. By: Pequot Capital Management, Inc., as Investment Manager No 
March 12, 2007Pequot Global Extension Master Fund, Ltd. By: Pequot Capital Management, Inc., as Investment Manager No 
March 12, 2007Strategic Investments I, Inc. By: Pequot Capital Management, Inc., as Trading Advisor No 
March 12, 2007Focus 700 Ltd. By: Pequot Capital Management, Inc., as Trading Advisor No 
March 9, 2007Clydesale Bank Plc Yes 
March 6, 2007United Capital Asset Management LLC, acting on behalf of the funds and accounts listed in the relevant Master Agreement between it and another Adhering Party No 
March 1, 2007COLUMBUS HILL OVERSEAS, LTD. By Columbus Hill Capital Management L.P., its investment manager No 
March 1, 2007COLUMBUS HILL PARTNERS, L.P. By Columbus Hill Capital Partners, L.L.C., No 
February 26, 2007Sinopia Asset Management acting on behalf of the funds and accounts listed in the relevant Master Agreement between it and another Adhering Party Yes 
February 26, 2007Halbis Capital Management (France) No 
February 21, 2007American Century Investment Management, Inc. and American Century Global Investment Management, Inc., acting on behalf of the funds and accounts listed in Schedule I to the letter No 
February 15, 2007Banco Santander Central Hispano, SA Yes 
January 30, 2007Bank of New Zealand No 
January 26, 2007SCHELCHER PRINCE GESTION S.A. Asset Manager, acting on behalf of the funds and accounts listed in the relevant Master Agreement between it and another Adhering Party. No 
January 24, 2007Cheyne CDO I Fund LP No 
January 10, 2007HBSB Master Ltd., only in regard to the ISDA Master Agreements entered into by Smith Breeden Associates, Inc. on behalf of HBSB Master Ltd. No 
January 10, 2007The Gavi Fund, only in regard to the ISDA Master Agreements entered into by Smith Breeden Associates, Inc. on behalf of the Gavi Fund. No 
January 10, 2007SEI Smith Breeden Enhanced Income Pool, only in regard to the ISDA Master Agreements entered into by Smith Breeden Associates, Inc. on behalf of SEI Smith Breeden Enhanced Income Pool No 
January 9, 2007Kommunalkredit Austria AG No 
January 9, 2007Clydesdale Bank Plc Yes 
December 20, 2006SLS BPI Fund, Ltd No 
December 19, 2006Invesco Australia Limited No 
December 18, 2006Shannon Strategic Investment Funds No 
December 14, 2006Declaration Management & Research LLC, as agent for each client that has entered into a Master Agreement and appointed Declaration Management & Research LLC its agent thereunder No 
December 8, 2006Pyramis Ultra Short Duration Commingled Pool, a Portfolio of the Pyramis Group Trust for Employee Benefit Plans No 
December 7, 2006National Australia Bank Limited Yes 
December 7, 2006Graham Relative Value Fixed Income LLC No 
November 30, 2006Peloton ABS Master Fund No 
November 27, 2006Canada Life Limited No 
November 27, 2006KBC Bank NV Yes 
November 21, 2006MKP CS, ltd No 
November 21, 2006Hayman Capital Master Fund, LP No 
November 21, 2006Subprime Credit Strategies Fund, Lp No 
November 21, 2006Subprime Credit Strategies Fund II, LP No 
November 15, 2006MKP VELA CBO, Ltd  No 
November 6, 2006SLS Investors, LP No 
November 6, 2006SLS Offshore Fund, Ltd. No 
November 2, 2006TriPoint Multi-Strategy Master Fund, LP No 
October 31, 2006Post Advisory Group, LLC No 
October 27, 2006Fidelity Central Investment Portfolios LLC: Fidelity Corporate Bond 1-10 Year Central Fund No 
October 27, 2006Fidelity Central Investment Portfolios LLC: Fidelity Corporate Bond 1-5 Year Central Fund. No 
October 27, 2006Fidelity Central Investment Portfolios LLC: Fidelity Mortgage Backed Securities Central Fund No 
October 27, 2006Fidelity California Municipal Trust: Fidelity California Short-Intermediate Tax-Free Bond Fund No 
October 27, 2006Fidelity Central Investment Portfolios LLC: Fidelity 2-5 Year Duration Securitized Bond Central Fund No 
October 20, 2006World Omni Financial Corp. No 
October 18, 2006Investec Bank (UK) Limited No 
October 13, 2006Lotsoff Capital Management Investment Trust- Active Income Fund No 
October 13, 2006Arb One Fixed Income Master Fund Ltd. No 
October 13, 2006Credit Opportunities Master Fund Ltd No 
October 10, 2006FIDELITY CENTRAL INVESTMENT PORTFOLIOS LLC: FIDELITY 1-3 YEAR DURATION SECURITIZED BOND CENTRAL FUND No 
October 10, 2006FIDELITY FINANCIAL TRUST: FIDELITY CONVERTIBLE SECURITIES FUND No 
October 10, 2006FIDELITY CENTRAL INVESTMENT PORTFOLIOS LLC: FIDELITY SPECIALIZED HIGH INCOME CENTRAL INVESTMENT PORTFOLIO No 
October 10, 2006FIDELITY CENTRAL INVESTMENT PORTFOLIOS LLC: FIDELITY FLOATING RATE CENTRAL INVESTMENT PORTFOLIO No 
October 10, 2006FIDELITY SECURITIES FUND: FIDELITY REAL ESTATE INCOME FUND No 
October 10, 2006VARIABLE INSURANCE PRODUCTS FUND IV: STRATEGIC INCOME PORTFOLIO No 
October 10, 2006FIDELITY FIXED-INCOME TRUST: FIDELITY FOCUSED-HIGH INCOME FUND No 
October 10, 2006FIDELITY ADVISOR SERIES IV: FIDELITY REAL ESTATE HIGH INCOME FUND No 
October 10, 2006FIDELITY COMMONWEALTH TRUST: FIDELITY STRATEGIC REAL RETURN FUND No 
October 10, 2006FIDELITY FINANCIAL TRUST: FIDELITY STRATEGIC DIVIDEND & INCOME FUND No 
September 28, 2006Galore Investments, Ltd. No 
September 25, 2006Pyramis Intermediate Duration Commingled Pool, a Portfolio of the Pyramis Group Trust for Employee Benefit Plans No 
September 25, 2006Pyramis Mortgage-Backed Securities Commingled Pool, a Portfolio of the Pyramis Group Trust for Employee Benefit Plans No 
September 25, 2006Pyramis Broad Market Duration Commingled Pool, a Portfolio of the Pyramis Group Trust for Employee Benefit Plans No 
September 25, 2006Pyramis Core Plus Commingled Pool, a Portfolio of the Pyramis Group Trust for Employee Benefit Plans No 
September 25, 2006Pyramis Inflation Protected Securities Commingled Pool, a Portfolio of the Pyramis Group Trust for Employee Benefit Plans No 
September 25, 2006Pyramis Short Duration Commingled Pool, a Portfolio of the Pyramis Group Trust for Employee Benefit Plans. No 
September 25, 2006Pyramis Long Duration Commingled Pool, a Portfolio of the Pyramis Group Trust for Employee Benefit Plans.  No 
September 18, 2006GSCP (NJ), LP  No 
September 11, 2006Pequot MO Fund, LP No 
September 11, 2006Pequot DM Fund, LP No 
August 22, 2006Deutsche Bank AG Yes 
July 28, 2006American Honda Finance Corporation No 
July 20, 2006Fidelity Canadian Long Bond Trust No 
July 19, 2006Commercebank, N.A. No 
July 14, 2006Minnesota Life Insurance Company No 
July 12, 2006LBBW Bank Ireland plc Yes 
July 10, 2006Sagamore CLO, Ltd. No 
July 10, 2006Invesco Navigator Fund, Ltd. No 
July 10, 2006Invesco European CDO I S.A. No 
July 10, 2006Invesco CBO 2000-1 Ltd. No 
July 10, 2006Champlain Clo, Ltd. No 
July 10, 2006Avalon Captial Ltd. 3 No 
July 5, 2006Invesco Institutional (N.A.), Inc. No 
July 5, 2006Stark Master Fund Ltd. No 
July 5, 2006Pequot SF Fund, L.P. No 
July 5, 2006Pequot TMT Master Fund, Ltd. No 
June 27, 2006Shumway Capital Partners, LLC No 
June 22, 2006Robeco USA, LLC No 
June 20, 2006CCR Gestion SA, acting as Asset Manager for and on behalf of the SICA V Centrale Convertibles Euro No 
June 20, 2006CCR Gestion SA, acting as Asset Manager for and on behalf of the SICA V Centrale Court Terme No 
June 20, 2006CCR Gestion SA, Asset Manager, acting on behalf of any of the funds (FCP) listed in the relevant Master Agreement as amended from time to time between it and another Adhering Party No 
June 19, 2006Fidelity Garrison Street Trust: VIP Investment Grade Central Investment Portfolio No 
June 13, 2006Danske Bank A/S Yes 
June 8, 2006Allgemeine Sparkasse Oberosterreich Bank AG No 
June 2, 2006Credit Suisse, Zurich Head Office No 
May 31, 2006The American Express World Express Funds: Global Emerging Markets Absoulte Return Portfolio No 
May 31, 2006INTL Consilium Emerging Markets Absolute Return Master Fund, Ltd Yes 
May 26, 2006Invesco Asset Management Limited Acting as agent on behalf of the funds and accounts as listed in the relevant Master Agreement, or in the Annex to the relevant Master Agreement (as amended from time to time), between it and another Adhering Party No 
May 25, 2006Pequot Event Driven Master Fund, Ltd. No 
May 25, 2006Schroder Investment Management (Signapore) Ltd,. acting on behalf of the funds and accounts listed in the relevant Master Agreement between it and another Adhering Party. No 
May 25, 2006Schroder Investment Management North America Inc., acting on behalf of the funds and accounts listed in the relevant Master Agreements between it and another Adhering Party. Yes 
May 25, 2006Schroder Investment Management Ltd., acting on behalf of the funds and accounts listed in the relevant Master Agreements between it and another Adhering Party Yes 
May 19, 2006Sterling Stamos Enhanced Fixed Income Fund, LP No 
May 19, 2006Sterling Stamos Levered (Offshore) Fund, LLC No 
May 19, 2006Sterling Stamos Security (Offshore) Fund, Ltd. Yes 
May 19, 2006Sterling Stamos Security Fund, LP Yes 
May 12, 2006Fidelity Ultra Short Duration Commingled Pool, A Portfolio of the Fidelity Group Trust for Employee Benefit Plans No 
May 11, 2006Fidelity Bank No 
May 10, 2006Basswood Opportunity Fund, Inc. No 
May 10, 2006Gramercy Emerging Markets Fund No 
May 10, 2006Basswood Capital Management, L.L.C No 
May 10, 2006Basswood International Fund, Inc. No 
May 10, 2006Whitewood Financial Partners, L.P. No 
May 10, 2006Jet I, L.P. No 
May 10, 2006Basswood Financial Partners, L.P. No 
May 10, 2006Basswood Opportunity Partners, L.P. No 
May 8, 2006WestPac Banking Corporation Yes 
May 3, 2006Underlying Funds Trust, on behalf of its series Fixed Income Arbitrage -1, only in regard to the ISDA Master Agreements entered into by Smith Breeden Associates, Inc. on behalf of Underlying Funds Trust, on behalf of its series Fixed Income Arbitage-1 No 
May 3, 2006SEI Institutional Investments Trust, on behalf of its Large Cap Diversified Alph, only in regard to the ISDA Master Agreements entered into by Smith Breeden Associates, Inc. on behalf fo SEI Institutional Investments Trust, on behalf of its Large Cap Diversified Alpha Yes 
May 3, 2006SEI Institutional Investments Trust, on behalf of its World Equity Ex-US Fund, only in regard to the ISDA Master Agreements entered into by Smith Breeden Associates, Inc. on behalf of SEI Institutional Investments Trust, on behalf of its World Equity Ex-US Fund Yes 
May 3, 2006SEI Institutiional Investments Trust, on behalf of its International Equity Fund, only in regard to the ISDA Master Agreements entered into by Smith Breeden Associates, Inc. on behalf of SEI Institutional Invesments Trust, on behalf of its International Equity Fund Yes 
May 3, 2006SEI Institutional International Trust, on behalf of its International Equity Fund, only in regard to the ISDA Master Agreements entered into by Smith Breeden Assocaites, Inc. on behalf of SEI Institutional International Trust, on behalf of its International Equity Fund Yes 
May 3, 2006Queensland Investment Corporation Yes 
May 3, 2006SEI Global Master Fund plc-The SEI Global Developed Markets Equity Fund, only in regard to the ISDA Master Agreeemetns entered into by Smith Breeden Associates, Inc. on behalf of SEI Global Master Fund plc - The SEI Global Developed Markets Equity Fund No 
May 3, 2006State Retirement and Pension System of Maryland, only in regard to the ISDA Master Agreements entered into by Smith Breeden Associates, Inc. on behalf of State Retirement and Pension System of Maryland No 
April 19, 2006Del Mar Asset Management, LP No 
April 18, 20061903 Offshore Debt SPV Limited No 
April 18, 2006Magyar Nemzeti Bank No 
April 18, 2006Insight Investment Management (Global) Limited No 
April 12, 2006Newgate Alternative Investment Funds No 
April 11, 2006Alexandra Investment Management, LLC  No 
April 10, 2006Goldman Sachs (Asia) Finance Yes 
April 10, 2006Merrill Lynch Captial Markets Bank Limited Yes 
April 3, 2006Raeburn Adviser, LLC No 
April 3, 2006Blue Mountain Timberline Ltd. No 
April 3, 2006Blue Mountain Equity Alernatives Master Fund, LP No 
March 27, 2006Sinopia Asset Management Yes 
March 22, 2006Pinewood Credit Markets Master Fund, Ltd Yes 
March 22, 2006Centennier Ltd No 
March 22, 2006Commerzbank Aktiengesellschaft Yes London
March 22, 2006Bayerische Landesbank Yes 
March 20, 2006HSBC Private Bank (Guernsey) Limited Yes 
March 14, 2006Compass HTV LLC By: Mio Partners, Inc., as its Manager No 
March 14, 2006Compass Offshore HTV PPC Limited By: MIO Partners, Inc., as its Investment Adviser No 
March 13, 2006SINOPIA SOCIETE DE GESTION Yes 
March 8, 2006Jupiter Callisto Hedge Fund Limited No 
March 6, 2006Pequot GS Fund, L.P. No 
March 6, 2006Pequot Healthcare Emerging Markets Master Fund, Ltd. No 
March 6, 2006Pequot NG Fund, L.P. No 
March 2, 2006Stichting Pensioenfonds voor de Gezondheid, Geestelijke en Maatschappelijke belangen (PGGM) No 
March 2, 2006TG Investment Holdings Ltd. No 
March 2, 2006Mecsa S.A. No 
March 2, 2006Radar S.A. No 
March 2, 2006Tensor Opportunity Limited No 
February 28, 2006Asuka Opportunities Master Trust No 
February 28, 2006Asuka Fixed Income Ltd. No 
February 28, 2006AQR Absolute Return Master Account No 
February 28, 2006CNH CA Master Account L.P. No 
February 28, 2006GB Merchant Partners, LLC No 
February 23, 2006TD Global Finance Yes 
February 23, 2006The Toronto-Dominion Bank Yes 
February 22, 2006Credit Suisse First Boston Securities (Japan) Limited, Tokyo Branch Yes 
February 22, 2006Nomura Global Financial Products Inc. Yes 
February 22, 2006HSBC Bank Malaysia Berhad Yes 
February 21, 2006Luzerner Kantonalbank No 
February 17, 2006TE O'Connor Portfolio, Ltd. No 
February 17, 2006UBS O'Connor Limited for UBS Currency Portfolio Master Limited No 
February 16, 2006Nomura Securities International, Inc. Yes 
February 16, 2006III Offshore Advisors Yes 
February 16, 2006Deutsche Bank AG London Yes 
February 15, 2006Nomura International Plc Yes 
February 15, 2006Bear Stearns Bank PLC Yes 
February 15, 2006Bear Stearns Capital Markets Inc. Yes 
February 15, 2006Bear, Stearns International Limited Yes 
February 15, 2006Bear Stearns Credit Products Inc. Yes 
February 15, 2006Citibank Securities (Taiwan) Limited Yes 
February 14, 2006National Bank of Canada Yes 
February 14, 2006HSBC Trinkaus & Burkhardt Yes 
February 14, 2006Cognis 1 Master Fund LP No 
February 13, 2006Koch Financial Corporation Yes 
February 13, 2006Stichting Pensioenfonds ABP Yes 
February 13, 2006National Bank of Kansas City No 
February 13, 2006Citicorp Investment Bank (Singapore) Limited Yes 
February 13, 2006Merrill Lynch Capital Services, Inc. Yes 
February 13, 2006Koch Supply & Trading, LP Yes 
February 9, 2006S.A.C. Genesis Fund, LLC Yes 
February 9, 2006S.A.C. Arbitrage Fund, LLC Yes 
February 9, 2006Sigma Fixed Income Fund, Ltd. Yes 
February 9, 2006S.A.C. Capital Associates, LLC Yes 
February 9, 2006Canadian Imperial Bank of Commerce Yes 
February 7, 2006Morgan Stanley Derivative Products Inc. Yes 
February 7, 2006Morgan Stanley Bank International Limited Yes 
February 7, 2006Morgan Stanley & Co. International Limited Yes 
February 7, 2006Morgan Stanley Bank AG Yes 
February 7, 2006Koch Resources, LLC No 
February 6, 2006JP Morgan Chase Bank N.A. Yes 
February 6, 2006Commonwealth Bank of Australia Yes 
February 6, 2006HSBC France Yes 
February 6, 2006Morgan Stanley Capital Services Inc. Yes 
February 6, 2006Residential Funding Corporation No 
February 6, 2006Citigroup Global Markets Limited Yes 
February 3, 2006Natcan Asymmetric Bond Fund No 
February 3, 200640/86 Advisors, Inc. Investment/Asset Manager, acting on behalf of the insurance companies listed in the relevant Master Agreement between it and another adhering party No 
February 3, 2006Bankers Life and Casualty Company No 
February 3, 2006Conseco Health Insurance Company No 
February 3, 2006Conseco Insurance Company No 
February 3, 2006Axis Pan Inc. Yes 
February 3, 2006Colonial Penn Life Insurance Company No 
February 3, 2006Goldman Sachs International Yes 
February 3, 2006Washington National Insurance Company No 
February 3, 2006Wachovia Bank, N.A. Yes 
February 3, 2006BNP Paribas Yes 
February 3, 2006Kallista Master Fund Limited Yes 
February 3, 2006Kallista Arbitrage Strategies Master Fund Limited Yes 
February 3, 2006ADI - Alternative Investments acting for and on behalf of the FCPs it manages No 
February 3, 2006Goldman Sachs (Japan) Ltd Yes 
February 3, 2006Woodbourne Master Fund Ltd Yes 
February 3, 2006Woodbourne Daybreak Master Global Fund Ltd Yes 
February 3, 2006Kallista Credit Arbitrage Master Fund Limited Yes 
February 3, 2006Natcan Absolute Return Credit Fund No 
February 2, 2006Zurcher Kantonalbank Yes 
February 2, 2006The Hongkong and Shanghai Banking Corporation Limited Yes 
February 2, 2006Goldman Sachs Capital Markets, L.P> Yes 
February 2, 2006Bank of America, N.A. Yes 
February 2, 2006Barclays Capital, the investment banking division of Barclays Bank PLC No 
February 2, 2006The Royal Bank of Scotland PLC Yes 
February 2, 2006Goldman Sachs Mitsui Marine Derivatives Products, L.P. Yes 
February 1, 2006Lehman Brothers International (Europe) Yes 
February 1, 2006Lehman Brothers Japan Inc. Yes 
February 1, 2006Lehman Brothers Special Financing Inc. Yes 
February 1, 2006Lehman Brothers Commercial Bank Yes 
February 1, 2006Lehman Brothers Derivatives Products Inc. Yes 
February 1, 2006UBS Limited Yes 
February 1, 2006Claren Road Credit Master Fund, Ltd. No 
February 1, 2006SunTrust Bank Yes 
February 1, 2006HSBC Bank Plc Yes 
February 1, 2006UBS Securities Japan Ltd Yes 
February 1, 2006Merrill Lynch International Yes 
February 1, 2006Depfa Bank plc Yes 
February 1, 2006Credit Suisse, London Branch Yes 
February 1, 2006Mizuho International plc Yes 
February 1, 2006Depfa ACS Bank Yes 
February 1, 2006Depfa Investment Bank Ltd. Yes 
February 1, 2006UniCredit Banca Mobiliare S.p.A. Yes 
February 1, 2006Citigroup Financial Product Inc. Yes 
February 1, 2006Citigroup Global Markets Inc. Yes 
February 1, 2006Salomon Swapco Inc. Yes 
February 1, 2006Citibank N.A. Yes 
February 1, 2006Credit Suisse Securities (Europe) Limited Yes 
February 1, 2006Credit Suisse, Cayman Islands Branch Yes 
February 1, 2006Credit Suisse, New York Branch Yes 
February 1, 2006Credit Suisse Capital LLC Yes 
February 1, 2006HSBC Bank USA Yes 
February 1, 2006Barclays Bank PLC Yes 
February 1, 2006UBS AG Yes 
February 1, 2006Credit Suisse International Yes 

 

1For purposes of the Novation Protocol and for the instances where a party acts as Transferee in a novation, each Participant adhering to the protocol can specify the location of the Transferee, to be a specific location for that participant in its capacity as Transferee. e.g. an institution can specify its location as Transferee to be New York.


Parties considering novations should be aware of days that are not business days in the location of the Remaining Party (for example, November 11 in the United States). Where a novation is commenced on such a non-business day, due to office closures the Remaining Party may not be able to respond to requests for consent to transfer by 6pm in the Transferee’s jurisdiction, and there may be a greater likelihood that these novations will lead to new trades being booked between the Transferor and Transferee.