Auto Reinvestment at <rate> or better

Bargain conditions (see StipulationValue (234) for values)

ISO Currency Code

Geographics and % range (ex. 234=CA 0-80 [minimum of 80% California assets])

Insured (Y/N)

Issuer's ticker

Lookback Days

Lot Variance (value in percent maximum over- or under-allocation allowed)

Maturity range

Minimum denomination

Minimum quantity

Number Of Pieces

Pools per Lot

Pools per Trade

Pricing frequency

Call protection

Benchmark price source

Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible

Market Sector

Structure

Substitutions left (Repo)

Trade Variance (value in percent maximum over- or under-allocation allowed)

Weighted Average Life Coupon - value in percent (exact or range)

Weighted Average Maturity - value in months (exact or range)

Yield Range

Pool effective date

Tranche identifier

Identifies the tranche of a mortgage backed security, loan, collateralized mortgage obligation or similar securities that can be split into different risk or maturity (for example) classes.

Multiple exchange fallback (Y/N)

For an index option transaction, indicates whether a relevant Multiple Exchange Index Annex is applicable (Y) to the transaction or not (N). This annex defines additional provisions which are applicable where an index is comprised of component securities that are traded on multiple exchanges.

Local jurisdiction (Y/N)

Local Jurisdiction is used in the AEJ Master Confirmation to determine applicability (Y), or not (N), of local taxes (including taxes, duties, and similar charges) imposed by the taxing authority of the local jurisdiction.

Incurred recovery (Y/N)

Specifies whether incurred recovery is applicable (Y) or not (N). Outstanding Swap Notional Amount is defined at any time on any day, as the greater of: (a) Zero; If Incurred Recovery Amount Applicable: (b) The Original Swap Notional Amount minus the sum of all Incurred Loss Amounts and all Incurred Recovery Amounts (if any) determined under this Confirmation at or prior to such time.Incurred Recovery Amount not populated: (b) The Original Swap Notional Amount minus the sum of all Incurred Loss Amounts determined under this Confirmation at or prior to such time. 2009 CDX Tranche Terms.

Modified equity delivery

Indicates whether delivery of selected obligationshaving an amountgreater than the reference entity notional amount is allowed (Y) or (N). 2005 iTraxx tranched Transactions Standard Terms Supplement.

Unknown reference obligation (Y/N)

When specified as Y this indicates that the Reference obligation associated with the Credit Default Swap is currently not known. This is not valid for Legal Confirmation purposes, but is valid for earlier stages in the trade life cycle (e.g. Broker Confirmation). 2003 FpML-CD-4.0.

Reference price (Y/N)

Specifies the reference price expressed as a percentage between 0 and 1 (e.g. 0.05 is 5%). The reference price is used to determine (a) for physically settled trades, the Physical Settlement Amount, which equals the Floating Rate Payer Calculation Amount times the Reference Price and (b) for cash settled trades, the Cash Settlement Amount, which equals the greater of (i) the difference between the Reference Price and the Final Price and (ii) zero. ISDA 2003 Term: Reference Price.

Secured list (Y/N)

Specifies whether a list of Syndicated Secured Obligations (also known as the Relevant Secured List) exists (Y), or not (N), for the Reference Entity. With respect to any day, the list of Syndicated Secured Obligations of the Designated Priority of the Reference Entity published by Markit Group Limited or any successor thereto appointed by the Specified Dealers (the Secured List Publisher) on or most recently before such day, which list is currently available at [http://www.markit.com]. ISDA 2003 Term: Relevant Secured List.

Average Loan Size

Pool Identifier

Reference to rolling or closing trade

Interest of rolling or closing trade

Broker's sales credit

Offer quantity to be shown to internal brokers

Maximum order size

Primary or Secondary market indicator

Trader's credit

Yield to Maturity (when YieldType(235) and Yield(236) show a different yield)

Absolute Prepayment Speed

Constant Prepayment Rate

final CPR of Home Equity Prepayment Curve

Monthly Prepayment Rate

Percent of BMA Prepayment Curve