ISDA Standard Terms Appendix for use with European Variance Option Transactions

(published January 27, 2009)

By incorporating the ISDA Standard Terms Appendix for use with European Variance Option Transactions into a Transaction Supplement under a Revised 2007 European Variance Swap Master Confirmation Agreement, the parties agree to amend such MCA to add the provisions of Annex IVO (Index Variance Option) and Annex SVO (Share Variance Option).

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