FIXED AMOUNTS. Fixed Rate Payer: Counterparty Fixed Rate: 5.10% Fixed Rate Payer Period End Dates: The 25th calendar day of each month during the Term of this Transaction, commencing February 25, 2007, and ending on October 25, 2011, with No Adjustments. Fixed Rate Payer Payment Dates: The 25th calendar day of each month during the Term of this Transaction, commencing February 25, 2007, and ending on the Termination Date, subject to adjustment in accordance with the Following Business Day Convention. Early Payment shall be applicable. The Fixed Rate Payer Payment Date shall be one (1) Business Day preceding each Fixed Rate Payer Period End Date. Fixed Amount: 250 * Notional Amount * Fixed Rate * Fixed Rate Day Count Fraction Fixed Rate Day Count Fraction: 30/360 Floating Amounts: Floating Rate Payer: DBAG Floating Rate Payer Period End Dates: The 25th calendar day of each month during the Term of this Transaction, commencing February 25, 2007, and ending on the October 25, 2011, subject to adjustment in accordance with the Following Business Day Convention. Floating Rate Payer Payment Dates: The 25th calendar day of each month during the Term of this Transaction, commencing February 25, 2007, and ending on the Termination Date, subject to adjustment in accordance with the Following Business Day Convention. Early Payment shall be applicable. The Floating Rate Payer Payment Date shall be one (1) Business Day preceding each Floating Rate Payer Period End Date. Floating Rate Option: USD-LIBOR-BBA Floating Amount: 250 * Notional Amount * Floating Rate Option * Floating Rate Day Count Fraction Designated Maturity: One month Floating Rate Day Count Fraction: Actual/360 Reset Dates: The first day of each Calculation Period Compounding: Inapplicable Additional Terms: Business Days: New York Calculation Agent: DBAG Account Details and Settlement Information: Payments to DBAG: Deutsche Bank Trust Company – Americas, New York SWIFT Code: XXXXXX00 Favor of: Deutsche Bank AG, New York Acct. # 01 473 969 Reference: N550717N Payments to Counterparty: Xxxxx Fargo Bank, NA ABA# 000000000 Account Name: SAS Clearing Account # 0000000000 FFC to: DBALT 2006-AR6, Certificate Swap Account # 00000000 Please confirm that the foregoing correctly sets forth the terms of our agreement by having an authorized officer sign this Confirmation and return it via facsimile to: Attention: Derivative Documentation Telephone: 00 00 0000 0000 Facsimile: 44 20 7545 9761 E-mail:xxxxxxxxxx.xxxxxxxxxxxxx@xx.xxx This message will be the only form of Confirmation dispatched by us. If you wish to exchange hard copy forms of this Confirmation, please contact us. For and on behalf of DEUTSCHE BANK AG, NEW YORK BRANCH (RMBS Derivatives Desk) For and on behalf of HSBC BANK USA, NATIONAL ASSOCIATION, not in its individual or corporate capacity but solely as Trustee for the Supplemental Interest Trust for Deutsche Alt-A Securities Mortgage Loan Trust, Series 2006-AR6 /s/ Xxxx Xxxxxxx Name: Xxxx Xxxxxxx Title: VP Date: 12/15/06 /s/ Xxxxxxxx Xxxxxxx Name: Xxxxxxxx Xxxxxxx Title: Vice President Date: 12/15/06 /s/ Xxxxxx Xxxx Name: Xxxxxx Xxxx Title: AVP Date: 12/15/06 SCHEDULE I (With respect to each Fixed Rate Payer Period End Date, all such dates are with No Adjustment, and with respect to each Floating Rate Payer Period End Date, all such dates are subject to adjustment in accordance with the Following Business Day Convention) Start Date End Date Notional ($) Strike January 25, 2007 February 25, 2007 6,901,732.71 5.10% February 25, 2007 March 25, 2007 6,733,652.18 5.10% March 25, 2007 April 25, 2007 6,552,098.04 5.10% April 25, 2007 May 25, 2007 6,351,270.84 5.10% May 25, 2007 June 25, 2007 6,141,303.04 5.10% June 25, 2007 July 25, 2007 5,925,568.75 5.10% July 25, 2007 August 25, 2007 5,700,607.11 5.10% August 25, 2007 September 25, 2007 5,467,668.45 5.10% September 25, 2007 October 25, 2007 5,229,269.07 5.10% October 25, 2007 November 25, 2007 4,986,967.05 5.10% November 25, 2007 December 25, 2007 4,746,054.13 5.10% December 25, 2007 January 25, 2008 4,514,923.21 5.10% January 25, 2008 February 25, 2008 4,295,045.60 5.10% February 25, 2008 March 25, 2008 4,085,413.57 5.10% March 25, 2008 April 25, 2008 3,886,448.26 5.10% April 25, 2008 May 25, 2008 3,697,170.50 5.10% May 25, 2008 June 25, 2008 3,517,108.71 5.10% June 25, 2008 July 25, 2008 3,345,814.25 5.10% July 25, 2008 August 25, 2008 3,182,310.34 5.10% August 25, 2008 September 25, 2008 3,027,318.23 5.10% September 25, 2008 October 25, 2008 2,879,255.24 5.10% October 25, 2008 November 25, 2008 2,733,631.85 5.10% November 25, 2008 December 25, 2008 2,599,002.45 5.10% December 25, 2008 January 25, 2009 2,469,786.43 5.10% January 25, 2009 February 25, 2009 2,349,490.46 5.10% February 25, 2009 March 25, 2009 2,217,373.30 5.10% March 25, 2009 April 25, 2009 2,109,366.87 5.10% April 25, 2009 May 25, 2009 2,003,257.78 5.10% May 25, 2009 June 25, 2009 1,905,346.59 5.10% June 25, 2009 July 25, 2009 1,812,214.16 5.10% July 25, 2009 August 25, 2009 1,721,582.63 5.10% August 25, 2009 September 25, 2009 1,624,331.71 5.10% September 25, 2009 October 25, 2009 1,540,255.94 5.10% October 25, 2009 November 25, 2009 1,445,656.06 5.10% November 25, 2009 December 25, 2009 1,371,400.58 5.10% December 25, 2009 January 25, 2010 1,302,366.84 5.10% January 25, 2010 February 25, 2010 1,238,924.32 5.10% February 25, 2010 March 25, 2010 1,178,571.47 5.10% March 25, 2010 April 25, 2010 1,121,157.84 5.10% April 25, 2010 May 25, 2010 1,066,540.33 5.10% May 25, 2010 June 25, 2010 1,014,582.79 5.10% June 25, 2010 July 25, 2010 965,155.72 5.10% July 2010 August 25, 2010 918,135.91 5.10% August 25, 2010 September 25, 2010 873,228.18 5.10% September 25, 2010 October 25, 2010 830,685.59 5.10% October 25, 2010 November 25, 2010 790,215.04 5.10% November 25, 2010 December 25, 2010 751,715.63 5.10% December 25, 2010 January 25, 2011 715,091.38 5.10% January 25, 2011 February 25, 2011 678,420.45 5.10% February 25, 2011 March 25, 2011 645,313.47 5.10% March 25, 2011 April 25, 2011 613,485.40 5.10% April 25, 2011 May 25, 2011 572,035.15 5.10% May 25, 2011 June 25, 2011 543,209.01 5.10% June 25, 2011 July 25, 2011 516,452.98 5.10% July 25, 2011 August 25, 2011 485,661.27 5.10% August 25, 2011 September 25, 2011 420,829.23 5.10% September 25, 2011 October 25, 2011 397,156.99 5.10% CSA Elections and Variables to the ISDA Credit Support Annex dated as of 15 December 2006 between DEUTSCHE BANK AG, NEW YORK BRANCH and HSBC BANK USA, NATIONAL ASSOCIATION, not in its individual or corporate capacity but solely as Trustee for the Supplemental Interest Trust for Deutsche Alt-A Securities Mortgage Loan Trust, Series 2006-AR6 ______________________________________ ("Party A") _________________________________________ ("Party B") Paragraph 13.
Appears in 2 contracts
Samples: Master Agreement (Deutsche Alt-a Securities Mortgage Loan Trust, Series 2006-Ar6), Master Agreement (Deutsche Alt-a Securities Mortgage Loan Trust, Series 2006-Ar6)
FIXED AMOUNTS. Fixed Rate Amount Payer: Counterparty Party B Fixed Amount Payer Payment Dates: Inapplicable Fixed Amount: By its execution hereof and with effect from the Trade Date above Party A irrevocably acknowledges receipt of all agreed consideration from Party B in respect of this Transaction. Floating Amounts: Floating Amount Payer: Party A Cap Rate: 5.10As specified in Appendix A Floating Rate Option: USD-LIBOR-BBA with a Designated Maturity of 1 month, provided, however, that if USD-LIBOR-BBA for any Calculation Period is greater than 10.5% Fixed Rate then USD-LIBOR-BBA for such Calculation Period shall be deemed to be 10.5%. Floating Amount Payer Period End Dates: The 25th calendar day of each month during the Term of this Transactionmonth, commencing February 25from and including 25 June, 2007, to and ending on October 25, 2011, with No Adjustments. Fixed Rate Payer Payment Dates: The 25th calendar day of each month during the Term of this Transaction, commencing February 25, 2007, and ending on including the Termination Date, subject to adjustment in accordance with the Following Business Day Convention. Early Payment shall be applicable. The Fixed Rate Floating Amount Payer Payment Date shall be one Dates: One (1) Business Day preceding Days prior to each Fixed Rate Floating Amount Payer Period End Date. Fixed AmountSpread: 250 * Notional Amount * Fixed Rate * Fixed Rate Day Count Fraction Fixed Rate Day Count Fraction: 30/360 Floating Amounts: Floating Rate Payer: DBAG Floating Rate Payer Period End Dates: The 25th calendar day of each month during the Term of this Transaction, commencing February 25, 2007, and ending on the October 25, 2011, subject to adjustment in accordance with the Following Business Day Convention. Floating Rate Payer Payment Dates: The 25th calendar day of each month during the Term of this Transaction, commencing February 25, 2007, and ending on the Termination Date, subject to adjustment in accordance with the Following Business Day Convention. Early Payment shall be applicable. The Floating Rate Payer Payment Date shall be one (1) Business Day preceding each Floating Rate Payer Period End Date. Floating Rate Option: USD-LIBOR-BBA Floating Amount: 250 * Notional Amount * Floating Rate Option * Floating Rate Day Count Fraction Designated Maturity: One month Inapplicable Floating Rate Day Count Fraction: Actual/360 Reset Dates: The first day of each Calculation Period Compounding: Inapplicable Additional Terms: Business Days: New York Miscellaneous: Calculation Agent: DBAG Party A Office: For the purposes of this Transaction, Party A is not a Multibranch Party, and the Office of Party B is its Head Office. Account Details: Account Details and Settlement Informationof Party A: Payments to DBAG: Deutsche Bank Trust Company – AmericasJPMorgan Chase Bank, New York SWIFT CodeABA # 000000000 A/C of Xxxxxx Brothers Special Financing Inc. A/C # 000-000-000 Account Details of Party B: XXXXXX00 Favor ofPlease advise our Operations Control Supervisor, reachable by telephone 000-000-0000 Please confirm your agreement with the foregoing by executing this Confirmation and returning such Confirmation, in its entirety, to us at facsimile number (+0) 000-000-0000 (United States of America), Attention: Deutsche Bank AGConfirmations Group. Yours sincerely, New York Acct. # 01 473 969 Reference: N550717N Payments to CounterpartyXxxxxx Brothers Special Financing Inc. Accepted and agreed to: Xxxxx Fargo Bank, NA ABA# 000000000 Account Name: SAS Clearing Account # 0000000000 FFC to: DBALT 2006-AR6, Certificate Swap Account # 00000000 Please confirm that the foregoing correctly sets forth the terms of our agreement by having an authorized officer sign this Confirmation and return it via facsimile to: Attention: Derivative Documentation Telephone: 00 00 0000 0000 Facsimile: 44 20 7545 9761 E-mail:xxxxxxxxxx.xxxxxxxxxxxxx@xx.xxx This message will be the only form of Confirmation dispatched by us. If you wish to exchange hard copy forms of this Confirmation, please contact us. For and on behalf of DEUTSCHE BANK AG, NEW YORK BRANCH (RMBS Derivatives Desk) For and on behalf of HSBC BANK USA, NATIONAL ASSOCIATIONN.A., not in its individual or corporate capacity capacity, but solely as Cap Trustee for on behalf of the Supplemental Interest Cap Trust for Deutsche Alt-A Securities Mortgage Loan Trust, Series 2006-AR6 /s/ Xxxx Xxxxxxx Name: Xxxx Xxxxxxx Title: VP Date: 12/15/06 /s/ Xxxxxxxx Xxxxxxx Name: Xxxxxxxx Xxxxxxx Title: Vice President Date: 12/15/06 /s/ Xxxxxx Xxxx Name: Xxxxxx Xxxx Title: AVP Date: 12/15/06 SCHEDULE I (With respect to each Fixed Rate Payer Period End Date, all such dates are with No Adjustment, and with respect to each Floating the Soundview Home Loan Trust 2007-OPT1, Asset-Backed Certificates, Series 2007-OPT1 By: Name: Title: Appendix A *Calculation Periods from and including *Calculation Periods up to but excluding Notional Amount (USD) Cap Rate Payer Period End Date, all such dates are (%) 5/25/2007 6/25/2007 2,222,798,143.00 7.87957 6/25/2007 7/25/2007 2,208,623,034.00 8.1445 7/25/2007 8/25/2007 2,189,840,055.00 7.87349 8/25/2007 9/25/2007 2,166,448,569.00 7.8827 9/25/2007 10/25/2007 2,138,468,624.00 8.14119 *subject to adjustment in accordance with the Following relevant Business Day Convention) Start Date End Date Notional ($) Strike January 25. ISDAâ International Swaps and Derivatives Association, 2007 February 25, 2007 6,901,732.71 5.10% February 25, 2007 March 25, 2007 6,733,652.18 5.10% March 25, 2007 April 25, 2007 6,552,098.04 5.10% April 25, 2007 May 25, 2007 6,351,270.84 5.10% May 25, 2007 June 25, 2007 6,141,303.04 5.10% June 25, 2007 July 25, 2007 5,925,568.75 5.10% July 25, 2007 August 25, 2007 5,700,607.11 5.10% August 25, 2007 September 25, 2007 5,467,668.45 5.10% September 25, 2007 October 25, 2007 5,229,269.07 5.10% October 25, 2007 November 25, 2007 4,986,967.05 5.10% November 25, 2007 December 25, 2007 4,746,054.13 5.10% December 25, 2007 January 25, 2008 4,514,923.21 5.10% January 25, 2008 February 25, 2008 4,295,045.60 5.10% February 25, 2008 March 25, 2008 4,085,413.57 5.10% March 25, 2008 April 25, 2008 3,886,448.26 5.10% April 25, 2008 May 25, 2008 3,697,170.50 5.10% May 25, 2008 June 25, 2008 3,517,108.71 5.10% June 25, 2008 July 25, 2008 3,345,814.25 5.10% July 25, 2008 August 25, 2008 3,182,310.34 5.10% August 25, 2008 September 25, 2008 3,027,318.23 5.10% September 25, 2008 October 25, 2008 2,879,255.24 5.10% October 25, 2008 November 25, 2008 2,733,631.85 5.10% November 25, 2008 December 25, 2008 2,599,002.45 5.10% December 25, 2008 January 25, 2009 2,469,786.43 5.10% January 25, 2009 February 25, 2009 2,349,490.46 5.10% February 25, 2009 March 25, 2009 2,217,373.30 5.10% March 25, 2009 April 25, 2009 2,109,366.87 5.10% April 25, 2009 May 25, 2009 2,003,257.78 5.10% May 25, 2009 June 25, 2009 1,905,346.59 5.10% June 25, 2009 July 25, 2009 1,812,214.16 5.10% July 25, 2009 August 25, 2009 1,721,582.63 5.10% August 25, 2009 September 25, 2009 1,624,331.71 5.10% September 25, 2009 October 25, 2009 1,540,255.94 5.10% October 25, 2009 November 25, 2009 1,445,656.06 5.10% November 25, 2009 December 25, 2009 1,371,400.58 5.10% December 25, 2009 January 25, 2010 1,302,366.84 5.10% January 25, 2010 February 25, 2010 1,238,924.32 5.10% February 25, 2010 March 25, 2010 1,178,571.47 5.10% March 25, 2010 April 25, 2010 1,121,157.84 5.10% April 25, 2010 May 25, 2010 1,066,540.33 5.10% May 25, 2010 June 25, 2010 1,014,582.79 5.10% June 25, 2010 July 25, 2010 965,155.72 5.10% July 2010 August 25, 2010 918,135.91 5.10% August 25, 2010 September 25, 2010 873,228.18 5.10% September 25, 2010 October 25, 2010 830,685.59 5.10% October 25, 2010 November 25, 2010 790,215.04 5.10% November 25, 2010 December 25, 2010 751,715.63 5.10% December 25, 2010 January 25, 2011 715,091.38 5.10% January 25, 2011 February 25, 2011 678,420.45 5.10% February 25, 2011 March 25, 2011 645,313.47 5.10% March 25, 2011 April 25, 2011 613,485.40 5.10% April 25, 2011 May 25, 2011 572,035.15 5.10% May 25, 2011 June 25, 2011 543,209.01 5.10% June 25, 2011 July 25, 2011 516,452.98 5.10% July 25, 2011 August 25, 2011 485,661.27 5.10% August 25, 2011 September 25, 2011 420,829.23 5.10% September 25, 2011 October 25, 2011 397,156.99 5.10% CSA Elections and Variables to the ISDA Credit Support Annex Inc. MASTER AGREEMENT dated as of 15 December 2006 May 15, 2007 XXXXXX BROTHERS SPECIAL FINANCING INC. XXXXX FARGO BANK, N.A., NOT IN ITS INDIVIDUAL CAPACITY, BUT SOLELY AS CAP TRUSTEE ON BEHALF OF THE CAP TRUST WITH RESPECT TO THE SOUNDVIEW HOME LOAN TRUST 2007-OPT1, ASSET-BACKED CERTIFICATES, SERIES 2007-OPT1 have entered and/or anticipate entering into one or more transactions (each a “Transaction”) that are or will be governed by this Master Agreement, which includes the schedule (the “Schedule”), and the documents and other confirming evidence (each a “Confirmation”) exchanged between DEUTSCHE BANK AGthe parties confirming those Transactions. Accordingly, NEW YORK BRANCH and HSBC BANK USA, NATIONAL ASSOCIATION, not in its individual or corporate capacity but solely the parties agree as Trustee for the Supplemental Interest Trust for Deutsche Alt-A Securities Mortgage Loan Trust, Series 2006-AR6 ______________________________________ ("Party A") _________________________________________ ("Party B") Paragraph 13.follows:¾
Appears in 1 contract
Samples: Pooling and Servicing Agreement (Soundview Home Loan Trust 2007-Opt1)
FIXED AMOUNTS. Fixed Rate Amount Payer: Counterparty Fixed Rate: 5.10% Fixed Rate Payer Period End Dates: The 25th calendar day of each month during the Term of this Transaction, commencing February 25, 2007, and ending on October 25, 2011, with No Adjustments. Fixed Rate Amount Payer Payment DatesDate: The 25th calendar day of each month during the Term of this TransactionSeptember 28, commencing February 25, 2007, and ending on the Termination Date, subject to adjustment in accordance with the Following 2006 Fixed Amount: USD 955,000 Fixed Amount Payer Business Days: New York Fixed Amount Payer Business Day Convention. Early Payment shall be applicable. The Fixed Rate Payer Payment Date shall be one (1) Business Day preceding each Fixed Rate Payer Period End Date. Fixed Amount: 250 * Notional Amount * Fixed Rate * Fixed Rate Day Count Fraction Fixed Rate Day Count Fraction: 30/360 Following Floating Amounts: Floating Rate Payer: DBAG Cap Rate: The Cap Rate for that Calculation Period, as set forth in Exhibit I, which is attached hereto and incorporated by reference into this Confirmation Floating Rate Payer Period End Dates: The 25th calendar day of each month during the Term of this Transactioneach year, commencing February September 25, 20072008, through and ending on including the October 25, 2011, subject to adjustment in accordance with the Following Business Day Convention. Termination Date Floating Rate Payer Payment Dates: The 25th calendar day of each month during the Term of this Transaction, commencing February 25, 2007, and ending Monthly on the Termination Date, subject to adjustment in accordance with the Following first New York Business Day Convention. Early prior to each Period End Date; provided that the Termination Date shall not be a Payment shall be applicableDate hereunder. The Floating Rate Payer final Payment Date shall be one (1) the first New York Business Day preceding each Floating Rate Payer Period End prior to the Termination Date. Floating Rate Option: USD-LIBOR-BBA Floating Amount: 250 * Notional Amount * Floating Rate Option * Floating Rate Day Count Fraction Designated Maturity: One month Spread: None Floating Rate Day Count Fraction: Actual/360 Reset Dates: The first day Floating Rate Payer Business Day of each Calculation Period or Compounding Period, if Compounding is applicable. Compounding: Inapplicable Additional Terms: Floating Rate Payer Business Days: New York Calculation Agent: DBAG Account Details and Settlement Information: Payments to DBAG: Deutsche Bank Trust Company – Americas, New York SWIFT Code: XXXXXX00 Favor of: Deutsche Bank AG, New York Acct. # 01 473 969 Reference: N550717N Payments to Counterparty: Xxxxx Fargo Bank, NA ABA# 000000000 Account Name: SAS Clearing Account # 0000000000 FFC to: DBALT 2006-AR6, Certificate Swap Account # 00000000 Please confirm that the foregoing correctly sets forth the terms of our agreement by having an authorized officer sign this Confirmation and return it via facsimile to: Attention: Derivative Documentation Telephone: 00 00 0000 0000 Facsimile: 44 20 7545 9761 E-mail:xxxxxxxxxx.xxxxxxxxxxxxx@xx.xxx This message will be the only form of Confirmation dispatched by us. If you wish to exchange hard copy forms of this Confirmation, please contact us. For and on behalf of DEUTSCHE BANK AG, NEW YORK BRANCH (RMBS Derivatives Desk) For and on behalf of HSBC BANK USA, NATIONAL ASSOCIATION, not in its individual or corporate capacity but solely as Trustee for the Supplemental Interest Trust for Deutsche Alt-A Securities Mortgage Loan Trust, Series 2006-AR6 /s/ Xxxx Xxxxxxx Name: Xxxx Xxxxxxx Title: VP Date: 12/15/06 /s/ Xxxxxxxx Xxxxxxx Name: Xxxxxxxx Xxxxxxx Title: Vice President Date: 12/15/06 /s/ Xxxxxx Xxxx Name: Xxxxxx Xxxx Title: AVP Date: 12/15/06 SCHEDULE I (With respect to each Fixed Rate Payer Period End Date, all such dates are with No Adjustment, and with respect to each Floating Rate Payer Period End Date, all such dates are subject to adjustment in accordance with the Following Business Day Convention) Start Date End Date Notional ($) Strike January 25, 2007 February 25, 2007 6,901,732.71 5.10% February 25, 2007 March 25, 2007 6,733,652.18 5.10% March 25, 2007 April 25, 2007 6,552,098.04 5.10% April 25, 2007 May 25, 2007 6,351,270.84 5.10% May 25, 2007 June 25, 2007 6,141,303.04 5.10% June 25, 2007 July 25, 2007 5,925,568.75 5.10% July 25, 2007 August 25, 2007 5,700,607.11 5.10% August 25, 2007 September 25, 2007 5,467,668.45 5.10% September 25, 2007 October 25, 2007 5,229,269.07 5.10% October 25, 2007 November 25, 2007 4,986,967.05 5.10% November 25, 2007 December 25, 2007 4,746,054.13 5.10% December 25, 2007 January 25, 2008 4,514,923.21 5.10% January 25, 2008 February 25, 2008 4,295,045.60 5.10% February 25, 2008 March 25, 2008 4,085,413.57 5.10% March 25, 2008 April 25, 2008 3,886,448.26 5.10% April 25, 2008 May 25, 2008 3,697,170.50 5.10% May 25, 2008 June 25, 2008 3,517,108.71 5.10% June 25, 2008 July 25, 2008 3,345,814.25 5.10% July 25, 2008 August 25, 2008 3,182,310.34 5.10% August 25, 2008 September 25, 2008 3,027,318.23 5.10% September 25, 2008 October 25, 2008 2,879,255.24 5.10% October 25, 2008 November 25, 2008 2,733,631.85 5.10% November 25, 2008 December 25, 2008 2,599,002.45 5.10% December 25, 2008 January 25, 2009 2,469,786.43 5.10% January 25, 2009 February 25, 2009 2,349,490.46 5.10% February 25, 2009 March 25, 2009 2,217,373.30 5.10% March 25, 2009 April 25, 2009 2,109,366.87 5.10% April 25, 2009 May 25, 2009 2,003,257.78 5.10% May 25, 2009 June 25, 2009 1,905,346.59 5.10% June 25, 2009 July 25, 2009 1,812,214.16 5.10% July 25, 2009 August 25, 2009 1,721,582.63 5.10% August 25, 2009 September 25, 2009 1,624,331.71 5.10% September 25, 2009 October 25, 2009 1,540,255.94 5.10% October 25, 2009 November 25, 2009 1,445,656.06 5.10% November 25, 2009 December 25, 2009 1,371,400.58 5.10% December 25, 2009 January 25, 2010 1,302,366.84 5.10% January 25, 2010 February 25, 2010 1,238,924.32 5.10% February 25, 2010 March 25, 2010 1,178,571.47 5.10% March 25, 2010 April 25, 2010 1,121,157.84 5.10% April 25, 2010 May 25, 2010 1,066,540.33 5.10% May 25, 2010 June 25, 2010 1,014,582.79 5.10% June 25, 2010 July 25, 2010 965,155.72 5.10% July 2010 August 25, 2010 918,135.91 5.10% August 25, 2010 September 25, 2010 873,228.18 5.10% September 25, 2010 October 25, 2010 830,685.59 5.10% October 25, 2010 November 25, 2010 790,215.04 5.10% November 25, 2010 December 25, 2010 751,715.63 5.10% December 25, 2010 January 25, 2011 715,091.38 5.10% January 25, 2011 February 25, 2011 678,420.45 5.10% February 25, 2011 March 25, 2011 645,313.47 5.10% March 25, 2011 April 25, 2011 613,485.40 5.10% April 25, 2011 May 25, 2011 572,035.15 5.10% May 25, 2011 June 25, 2011 543,209.01 5.10% June 25, 2011 July 25, 2011 516,452.98 5.10% July 25, 2011 August 25, 2011 485,661.27 5.10% August 25, 2011 September 25, 2011 420,829.23 5.10% September 25, 2011 October 25, 2011 397,156.99 5.10% CSA Elections and Variables to the ISDA Credit Support Annex dated as of 15 December 2006 between DEUTSCHE BANK AG, NEW YORK BRANCH and HSBC BANK USA, NATIONAL ASSOCIATION, not in its individual or corporate capacity but solely as Trustee for the Supplemental Interest Trust for Deutsche Alt-A Securities Mortgage Loan Trust, Series 2006-AR6 ______________________________________ ("Party A") _________________________________________ ("Party B") Paragraph 13.: Following
Appears in 1 contract
Samples: Master Agreement (Popular ABS Mortgage Pass-Through Trust 2006-D)
FIXED AMOUNTS. Fixed Rate Payer: Counterparty Fixed Rate: 5.10% Party B Fixed Rate Payer Period End Dates: The 25th 15th calendar day of each month during the Term of this Transaction, commencing February 25, 2007, and ending on October 25, 2011, with No Adjustments. Fixed Rate Payer Payment Dates: The 25th calendar day of each month during the Term of this Transaction, commencing February 25November 15, 2007, and ending on the Termination Date, subject to adjustment in accordance with the Following Business Day Convention. Early Payment shall be applicable. The Fixed Rate Payer Payment Date shall be one (1) Business Day preceding each Fixed Rate Payer Period End Date. Fixed Amount: 250 * Notional Amount * Fixed Rate * Fixed Rate Day Count Fraction Fixed Rate Day Count Fraction: 30/360 Floating Amounts: Floating Rate Payer: DBAG Floating Rate Payer Period End Dates: The 25th 15th calendar day of each month during the Term of this Transaction, commencing February 25, 2007, and ending on the October 25, 2011, subject to adjustment in accordance with the Following Business Day Convention. Floating Rate Payer Payment Dates: The 25th calendar day of each month during the Term of this Transaction, commencing February 25November 15, 2007, and ending on the Termination Date, subject to adjustment in accordance with the Following Business Day Convention. Early Payment shall be applicable. The Fixed Rate: 5.084% Fixed Rate Day Count Fraction: Actual/360 Floating Amounts: Floating Rate Payer Payment Date shall be one (1) Business Day preceding each Payer: Party A Floating Rate Payer Period End Dates: The 15th calendar day of each month during the Term of this Transaction, commencing November 15, 2007, and ending on the Termination Date, subject to adjustment in accordance with the Business Day Convention.. Floating Rate Payer Payment Dates: The 15th calendar day of each month during the Term of this Transaction, commencing November 15, 2007, and ending on the Termination Date, subject to adjustment in accordance with the Business Day Convention. Floating Rate Option: USD-LIBOR-BBA Floating Amount: 250 * Notional Amount * Floating Rate Option * Floating Rate Day Count Fraction Designated Maturity: One month Floating Rate Day Count Fraction: Actual/360 Reset Dates: The first day of each Calculation Period Period. Compounding: Inapplicable Additional Terms: Business Days: New York York, Philadelphia and Milford, Ohio Business Day Convention: Following Calculation Agent: DBAG Party A Account Details and Settlement Information: Payments to DBAGParty A: Deutsche Correspondent: BARCLAYS BANK PLC NEW YORK FEED: 000000000 Beneficiary: BARCLAYS SWAPS Beneficiary Account: 000-00000-0 Payments to Party B: U.S. Bank Trust Company – Americas, New York SWIFT CodeNational Association ABA Number: XXXXXX00 Favor of000000000 Account Number: Deutsche Bank AG, New York Acct. # 01 473 969 1731-0332-2058 Reference: N550717N Payments to Counterparty: Xxxxx Fargo Bank, NA ABA# 000000000 Account Charming Shoppes/2576000052 (2007-1 Hedge) Beneficiary Name: SAS Clearing Account # 0000000000 FFC to: DBALT 2006-AR6, Certificate Swap Account # 00000000 Please confirm that the foregoing correctly sets forth the terms of our agreement by having an authorized officer sign this Confirmation and return it via facsimile to: Attention: Derivative Documentation Telephone: 00 00 0000 0000 Facsimile: 44 20 7545 9761 E-mail:xxxxxxxxxx.xxxxxxxxxxxxx@xx.xxx This message will be the only form of Confirmation dispatched by us. If you wish to exchange hard copy forms of this Confirmation, please contact us. For and on behalf of DEUTSCHE BANK AG, NEW YORK BRANCH (RMBS Derivatives Desk) For and on behalf of HSBC BANK USA, NATIONAL ASSOCIATION, not in its individual or corporate capacity but solely as Trustee for the Supplemental Interest Trust for Deutsche Alt-A Securities Mortgage Loan Trust, Series 2006-AR6 /s/ Xxxx Xxxxxxx Name: Xxxx Xxxxxxx Title: VP Date: 12/15/06 /s/ Xxxxxxxx Xxxxxxx Name: Xxxxxxxx Xxxxxxx Title: Vice President Date: 12/15/06 /s/ Xxxxxx Xxxx NameUS Bank Structured Fin Attn: Xxxxxx Xxxx Title: AVP Date: 12/15/06 SCHEDULE I (With respect to each Fixed Rate Payer Period End Date, all such dates are with No Adjustment, and with respect to each Floating Rate Payer Period End Date, all such dates are subject to adjustment in accordance with the Following Business Day Convention) Start Date End Date Notional ($) Strike January 25, 2007 February 25, 2007 6,901,732.71 5.10% February 25, 2007 March 25, 2007 6,733,652.18 5.10% March 25, 2007 April 25, 2007 6,552,098.04 5.10% April 25, 2007 May 25, 2007 6,351,270.84 5.10% May 25, 2007 June 25, 2007 6,141,303.04 5.10% June 25, 2007 July 25, 2007 5,925,568.75 5.10% July 25, 2007 August 25, 2007 5,700,607.11 5.10% August 25, 2007 September 25, 2007 5,467,668.45 5.10% September 25, 2007 October 25, 2007 5,229,269.07 5.10% October 25, 2007 November 25, 2007 4,986,967.05 5.10% November 25, 2007 December 25, 2007 4,746,054.13 5.10% December 25, 2007 January 25, 2008 4,514,923.21 5.10% January 25, 2008 February 25, 2008 4,295,045.60 5.10% February 25, 2008 March 25, 2008 4,085,413.57 5.10% March 25, 2008 April 25, 2008 3,886,448.26 5.10% April 25, 2008 May 25, 2008 3,697,170.50 5.10% May 25, 2008 June 25, 2008 3,517,108.71 5.10% June 25, 2008 July 25, 2008 3,345,814.25 5.10% July 25, 2008 August 25, 2008 3,182,310.34 5.10% August 25, 2008 September 25, 2008 3,027,318.23 5.10% September 25, 2008 October 25, 2008 2,879,255.24 5.10% October 25, 2008 November 25, 2008 2,733,631.85 5.10% November 25, 2008 December 25, 2008 2,599,002.45 5.10% December 25, 2008 January 25, 2009 2,469,786.43 5.10% January 25, 2009 February 25, 2009 2,349,490.46 5.10% February 25, 2009 March 25, 2009 2,217,373.30 5.10% March 25, 2009 April 25, 2009 2,109,366.87 5.10% April 25, 2009 May 25, 2009 2,003,257.78 5.10% May 25, 2009 June 25, 2009 1,905,346.59 5.10% June 25, 2009 July 25, 2009 1,812,214.16 5.10% July 25, 2009 August 25, 2009 1,721,582.63 5.10% August 25, 2009 September 25, 2009 1,624,331.71 5.10% September 25, 2009 October 25, 2009 1,540,255.94 5.10% October 25, 2009 November 25, 2009 1,445,656.06 5.10% November 25, 2009 December 25, 2009 1,371,400.58 5.10% December 25, 2009 January 25, 2010 1,302,366.84 5.10% January 25, 2010 February 25, 2010 1,238,924.32 5.10% February 25, 2010 March 25, 2010 1,178,571.47 5.10% March 25, 2010 April 25, 2010 1,121,157.84 5.10% April 25, 2010 May 25, 2010 1,066,540.33 5.10% May 25, 2010 June 25, 2010 1,014,582.79 5.10% June 25, 2010 July 25, 2010 965,155.72 5.10% July 2010 August 25, 2010 918,135.91 5.10% August 25, 2010 September 25, 2010 873,228.18 5.10% September 25, 2010 October 25, 2010 830,685.59 5.10% October 25, 2010 November 25, 2010 790,215.04 5.10% November 25, 2010 December 25, 2010 751,715.63 5.10% December 25, 2010 January 25, 2011 715,091.38 5.10% January 25, 2011 February 25, 2011 678,420.45 5.10% February 25, 2011 March 25, 2011 645,313.47 5.10% March 25, 2011 April 25, 2011 613,485.40 5.10% April 25, 2011 May 25, 2011 572,035.15 5.10% May 25, 2011 June 25, 2011 543,209.01 5.10% June 25, 2011 July 25, 2011 516,452.98 5.10% July 25, 2011 August 25, 2011 485,661.27 5.10% August 25, 2011 September 25, 2011 420,829.23 5.10% September 25, 2011 October 25, 2011 397,156.99 5.10% CSA Elections and Variables to the ISDA Credit Support Annex dated as of 15 December 2006 between DEUTSCHE BANK AG, NEW YORK BRANCH and HSBC BANK USA, NATIONAL ASSOCIATION, not in its individual or corporate capacity but solely as Trustee for the Supplemental Interest Trust for Deutsche Alt-A Securities Mortgage Loan Trust, Series 2006-AR6 ______________________________________ ("Party A") _________________________________________ ("Party B") Paragraph 13.Xxx
Appears in 1 contract
Samples: Pooling and Servicing Agreement (Charming Shoppes Inc)
FIXED AMOUNTS. Fixed Rate Payer: Counterparty Fixed Rate: 5.10% Party B Fixed Rate Payer Period End Dates: The 25th 15th calendar day of each month during the Term of this Transaction, commencing February 25, 2007, and ending on October 25, 2011, with No Adjustments. Fixed Rate Payer Payment Dates: The 25th calendar day of each month during the Term of this Transaction, commencing February 25November 15, 2007, and ending on the Termination Date, subject to adjustment in accordance with the Following Business Day Convention. Early Payment shall be applicable. The Fixed Rate Payer Payment Date shall be one (1) Business Day preceding each Fixed Rate Payer Period End Date. Fixed Amount: 250 * Notional Amount * Fixed Rate * Fixed Rate Day Count Fraction Fixed Rate Day Count Fraction: 30/360 Floating Amounts: Floating Rate Payer: DBAG Floating Rate Payer Period End Dates: The 25th 15th calendar day of each month during the Term of this Transaction, commencing February 25, 2007, and ending on the October 25, 2011, subject to adjustment in accordance with the Following Business Day Convention. Floating Rate Payer Payment Dates: The 25th calendar day of each month during the Term of this Transaction, commencing February 25November 15, 2007, and ending on the Termination Date, subject to adjustment in accordance with the Following Business Day Convention. Early Payment shall be applicable. The Fixed Rate: 5.056% Fixed Rate Day Count Fraction: Actual/360 Floating Amounts: Floating Rate Payer Payment Date shall be one (1) Business Day preceding each Payer: Party A Floating Rate Payer Period End Dates: The 15th calendar day of each month during the Term of this Transaction, commencing November 15, 2007, and ending on the Termination Date, subject to adjustment in accordance with the Business Day Convention.. Floating Rate Payer Payment Dates: The 15th calendar day of each month during the Term of this Transaction, commencing November 15, 2007, and ending on the Termination Date, subject to adjustment in accordance with the Business Day Convention. Floating Rate Option: USD-LIBOR-BBA Floating Amount: 250 * Notional Amount * Floating Rate Option * Floating Rate Day Count Fraction Designated Maturity: One month Floating Rate Day Count Fraction: Actual/360 Reset Dates: The first day of each Calculation Period Period. Compounding: Inapplicable Additional Terms: Business Days: New York York, Philadelphia and Milford, Ohio Business Day Convention: Following Calculation Agent: DBAG Party A Account Details and Settlement Information: Payments to DBAGParty A: Deutsche Correspondent: BARCLAYS BANK PLC NEW YORK FEED: 000000000 Beneficiary: BARCLAYS SWAPS Beneficiary Account: 000-00000-0 Payments to Party B: U.S. Bank Trust Company – Americas, New York SWIFT CodeNational Association ABA Number: XXXXXX00 Favor of000000000 Account Number: Deutsche Bank AG, New York Acct. # 01 473 969 1731-0332-2058 Reference: N550717N Payments to Counterparty: Xxxxx Fargo Bank, NA ABA# 000000000 Account Charming Shoppes/2576000052 (2007-1 Hedge) Beneficiary Name: SAS Clearing Account # 0000000000 FFC to: DBALT 2006-AR6, Certificate Swap Account # 00000000 Please confirm that the foregoing correctly sets forth the terms of our agreement by having an authorized officer sign this Confirmation and return it via facsimile to: Attention: Derivative Documentation Telephone: 00 00 0000 0000 Facsimile: 44 20 7545 9761 E-mail:xxxxxxxxxx.xxxxxxxxxxxxx@xx.xxx This message will be the only form of Confirmation dispatched by us. If you wish to exchange hard copy forms of this Confirmation, please contact us. For and on behalf of DEUTSCHE BANK AG, NEW YORK BRANCH (RMBS Derivatives Desk) For and on behalf of HSBC BANK USA, NATIONAL ASSOCIATION, not in its individual or corporate capacity but solely as Trustee for the Supplemental Interest Trust for Deutsche Alt-A Securities Mortgage Loan Trust, Series 2006-AR6 /s/ Xxxx Xxxxxxx Name: Xxxx Xxxxxxx Title: VP Date: 12/15/06 /s/ Xxxxxxxx Xxxxxxx Name: Xxxxxxxx Xxxxxxx Title: Vice President Date: 12/15/06 /s/ Xxxxxx Xxxx NameUS Bank Structured Fin Attn: Xxxxxx Xxxx Title: AVP Date: 12/15/06 SCHEDULE I (With respect to each Fixed Rate Payer Period End Date, all such dates are with No Adjustment, and with respect to each Floating Rate Payer Period End Date, all such dates are subject to adjustment in accordance with the Following Business Day Convention) Start Date End Date Notional ($) Strike January 25, 2007 February 25, 2007 6,901,732.71 5.10% February 25, 2007 March 25, 2007 6,733,652.18 5.10% March 25, 2007 April 25, 2007 6,552,098.04 5.10% April 25, 2007 May 25, 2007 6,351,270.84 5.10% May 25, 2007 June 25, 2007 6,141,303.04 5.10% June 25, 2007 July 25, 2007 5,925,568.75 5.10% July 25, 2007 August 25, 2007 5,700,607.11 5.10% August 25, 2007 September 25, 2007 5,467,668.45 5.10% September 25, 2007 October 25, 2007 5,229,269.07 5.10% October 25, 2007 November 25, 2007 4,986,967.05 5.10% November 25, 2007 December 25, 2007 4,746,054.13 5.10% December 25, 2007 January 25, 2008 4,514,923.21 5.10% January 25, 2008 February 25, 2008 4,295,045.60 5.10% February 25, 2008 March 25, 2008 4,085,413.57 5.10% March 25, 2008 April 25, 2008 3,886,448.26 5.10% April 25, 2008 May 25, 2008 3,697,170.50 5.10% May 25, 2008 June 25, 2008 3,517,108.71 5.10% June 25, 2008 July 25, 2008 3,345,814.25 5.10% July 25, 2008 August 25, 2008 3,182,310.34 5.10% August 25, 2008 September 25, 2008 3,027,318.23 5.10% September 25, 2008 October 25, 2008 2,879,255.24 5.10% October 25, 2008 November 25, 2008 2,733,631.85 5.10% November 25, 2008 December 25, 2008 2,599,002.45 5.10% December 25, 2008 January 25, 2009 2,469,786.43 5.10% January 25, 2009 February 25, 2009 2,349,490.46 5.10% February 25, 2009 March 25, 2009 2,217,373.30 5.10% March 25, 2009 April 25, 2009 2,109,366.87 5.10% April 25, 2009 May 25, 2009 2,003,257.78 5.10% May 25, 2009 June 25, 2009 1,905,346.59 5.10% June 25, 2009 July 25, 2009 1,812,214.16 5.10% July 25, 2009 August 25, 2009 1,721,582.63 5.10% August 25, 2009 September 25, 2009 1,624,331.71 5.10% September 25, 2009 October 25, 2009 1,540,255.94 5.10% October 25, 2009 November 25, 2009 1,445,656.06 5.10% November 25, 2009 December 25, 2009 1,371,400.58 5.10% December 25, 2009 January 25, 2010 1,302,366.84 5.10% January 25, 2010 February 25, 2010 1,238,924.32 5.10% February 25, 2010 March 25, 2010 1,178,571.47 5.10% March 25, 2010 April 25, 2010 1,121,157.84 5.10% April 25, 2010 May 25, 2010 1,066,540.33 5.10% May 25, 2010 June 25, 2010 1,014,582.79 5.10% June 25, 2010 July 25, 2010 965,155.72 5.10% July 2010 August 25, 2010 918,135.91 5.10% August 25, 2010 September 25, 2010 873,228.18 5.10% September 25, 2010 October 25, 2010 830,685.59 5.10% October 25, 2010 November 25, 2010 790,215.04 5.10% November 25, 2010 December 25, 2010 751,715.63 5.10% December 25, 2010 January 25, 2011 715,091.38 5.10% January 25, 2011 February 25, 2011 678,420.45 5.10% February 25, 2011 March 25, 2011 645,313.47 5.10% March 25, 2011 April 25, 2011 613,485.40 5.10% April 25, 2011 May 25, 2011 572,035.15 5.10% May 25, 2011 June 25, 2011 543,209.01 5.10% June 25, 2011 July 25, 2011 516,452.98 5.10% July 25, 2011 August 25, 2011 485,661.27 5.10% August 25, 2011 September 25, 2011 420,829.23 5.10% September 25, 2011 October 25, 2011 397,156.99 5.10% CSA Elections and Variables to the ISDA Credit Support Annex dated as of 15 December 2006 between DEUTSCHE BANK AG, NEW YORK BRANCH and HSBC BANK USA, NATIONAL ASSOCIATION, not in its individual or corporate capacity but solely as Trustee for the Supplemental Interest Trust for Deutsche Alt-A Securities Mortgage Loan Trust, Series 2006-AR6 ______________________________________ ("Party A") _________________________________________ ("Party B") Paragraph 13.Xxx
Appears in 1 contract
Samples: Pooling and Servicing Agreement (Charming Shoppes Inc)
FIXED AMOUNTS. Fixed Rate Payer: Counterparty Fixed Rate: 5.10% Fixed Rate Payer Period End Dates: The 25th calendar day of each month during the Term of this Transaction, commencing February 25, 2007, and ending on October 25, 2011, with No Adjustments. Party B Fixed Rate Payer Payment DatesDate: The 25th calendar day of each month during the Term of this TransactionJuly 31, commencing February 25, 2007, and ending on the Termination Date, subject to adjustment in accordance with the Following Business Day Convention. Early Payment shall be applicable. The Fixed Rate Payer Payment Date shall be one (1) Business Day preceding each Fixed Rate Payer Period End Date. 2007 Fixed Amount: 250 * Notional Amount * Fixed Rate * Fixed Rate Day Count Fraction Fixed Rate Day Count Fraction: 30/360 USD 1,390,000 Floating Amounts: Floating Rate Payer: DBAG Party A Cap Rate: The excess of (i) the related Class A Available Funds Cap Rate over (ii) the weighted average of the Class 2A-1 Margin and Class 2A-2 Margin (weighted on the basis of the related Notes' Class Principal Amounts for the immediately preceding Payment Date, after giving effect to distributions and allocations of Realized Losses and Subsequent Recoveries on such Payment Date, or as of the Closing Date for the first Payment Date). The Securities Administrator shall make available on the first day of each Calculation Period via its website a statement containing the relevant Class A Available Funds Cap Rate. Party A shall rely conclusively upon such statement of such Class A Available Funds Cap Rate made available on the Securities Administrator's website and Party A shall not incur any liability or penalty whatsoever with respect to any calculation or payment made in reliance on such statement. For the purposes of this Transaction: "Class 2X-0 Xxxxxx" means 0.22% "Class 2X-0 Xxxxxx" means 0.35% Floating Rate Payer Period End Dates: The 25th calendar day of each month during the Term of this Transaction, each year commencing February August 25, 2007, through and ending on including the October 25, 2011Termination Date, subject to adjustment in accordance with the Following Business Day Convention. Floating Rate Payer Payment Dates: The 25th calendar day of each month during the Term of this Transaction, commencing February 25, 2007, and ending on the Termination Date, subject to adjustment in accordance with the Following Business Day Convention. Early Payment shall be applicable. The Floating Rate Payer Payment Date Dates shall be one (1) Business Day preceding prior to each Floating Rate Payer Period End Date. Floating Rate Option: USD-LIBOR-BBA Floating Amount: 250 * Notional Amount * Floating Rate Option * Floating Rate Day Count Fraction BBA. Designated Maturity: One month month. Spread: None. Floating Rate Day Count Fraction: Actual/360 Reset Dates: The first First day of each Calculation Period Compounding: Inapplicable Additional Terms: Business DaysDays for payment: New York Calculation Agent: DBAG Party A; provided, however, that if an Event of Default occurs with respect to Party A, then Party B shall be entitled to appoint a financial institution which would qualify as a Reference Market-maker to act as Calculation Agent. 3 Account Details Details: Account for payments to Party A: For the account of: The Royal Bank of Scotland Financial Markets Fixed Income and Settlement Information: Payments to DBAG: Deutsche Interest Rate Derivative Operations London SWIFT RXXXXX0XXXX with JPMorgan Chase Bank Trust Company – Americas, New York SWIFT CodeCXXXXX00 ABA # 000000000 Account Number 400930153 Account for payments to Party B: XXXXXX00 Favor of: Deutsche Bank AG, New York Acct. # 01 473 969 Reference: N550717N Payments to Counterparty: Xxxxx Wxxxx Fargo Bank, NA ABA# 000000000 ABA 100-000-000 Account Number: 3000000000 Account Name: SAS Corporate Trust Clearing Account # 0000000000 FFC toFFC: DBALT 200653170802, Txxxxxxxx 0000-AR60 Xxxxx Maintenance 4 Offices: The Office of Party A for this Transaction is: London The Office of Party B for this Transaction is: Columbia, Certificate Swap Account # 00000000 Maryland 5 Agency Role of Greenwich Capital Markets, Inc. This Transaction has been entered into by Greenwich Capital Markets, Inc., as agent for The Royal Bank of Scotland plc. Greenwich Capital Markets, Inc. has not guaranteed and is not otherwise responsible for the obligations of Party A under this Transaction. Please promptly confirm that the foregoing correctly sets forth the terms of our agreement the Transaction entered into between us by having an authorized officer sign executing this Confirmation and return returning it via to us by facsimile to: RBS Financial Markets Lxxxx 0 000 Xxxxxxxxxxx Xxxxxx, XX0X 0XX Attention: Derivative Documentation TelephoneSwaps Administration Fax: 00 00 000 0000 0000 FacsimilePhone: 44 20 7545 9761 E-mail:xxxxxxxxxx.xxxxxxxxxxxxx@xx.xxx This message will be 000 0000 0000 THE ROYAL BANK OF SCOTLAND PLC By: Greenwich Capital Markets, Inc., its agent By /s/ Dxxxxxx Xxxxxxx Name:Dxxxxxx Xxxxxxx Title:Vice President Accepted and confirmed as of the only form of Confirmation dispatched by us. If you wish to exchange hard copy forms of this ConfirmationTrade Date written above: TXXXXXXXX MORTGAGE SECURITIES TRUST 2007-3 By: Wxxxx Fargo Bank, please contact us. For N.A., not individually but solely as Securities Administrator under the Sale and Servicing Agreement on behalf of DEUTSCHE BANK AG, NEW YORK BRANCH (RMBS Derivatives Desk) For and on behalf of HSBC BANK USA, NATIONAL ASSOCIATION, not in its individual or corporate capacity but solely as Trustee for the Supplemental Interest Trust for Deutsche AltTXXXXXXXX MORTGAGE SECURITIES TRUST 2007-A Securities Mortgage Loan Trust, Series 2006-AR6 3 By /s/ Xxxx Xxxxxxx Cxxxx X. Xxxxxx Name: Xxxx Xxxxxxx :Cxxxx X. Xxxxxx Title: VP Date: 12/15/06 /s/ Xxxxxxxx Xxxxxxx Name: Xxxxxxxx Xxxxxxx Title: :Vice President Date: 12/15/06 /s/ Financial Markets 200 Xxxxxxxxxxx Xxxxxx Xxxx Name: Xxxxxx Xxxx Title: AVP Date: 12/15/06 SCHEDULE I (With respect to each Fixed Rate Payer Period End Date, all such dates are with No Adjustment, and with respect to each Floating Rate Payer Period End Date, all such dates are subject to adjustment in accordance with the Following Business Day Convention) Start Date End Date Notional ($) Strike January 25XX0X 0XX Memorandum July 31, 2007 February 25To: Txxxxxxxx Mortgage Securities Trust 2007-3 ("Party B") Wxxxx Fargo Bank, 2007 6,901,732.71 5.10% February 25N.A. (the "Securities Administrator") P.X. Xxx 00 Xxxxxxxx, 2007 March 25Xxxxxxxx 00000 Attention: Txxxxxxxx 0000-0 Fax: (000) 000-0000 or for overnight delivery, 2007 6,733,652.18 5.10% March 259000 Xxx Xxxxxxxxx Xxxx Xxxxxxxx, 2007 April 25Xxxxxxxx 00000 cc: Greenwich Capital Markets, 2007 6,552,098.04 5.10% April 25Inc. 600 Xxxxxxxxx Xxxx Xxxxxxxxx, 2007 May 25, 2007 6,351,270.84 5.10% May 25, 2007 June 25, 2007 6,141,303.04 5.10% June 25, 2007 July 25, 2007 5,925,568.75 5.10% July 25, 2007 August 25, 2007 5,700,607.11 5.10% August 25, 2007 September 25, 2007 5,467,668.45 5.10% September 25, 2007 October 25, 2007 5,229,269.07 5.10% October 25, 2007 November 25, 2007 4,986,967.05 5.10% November 25, 2007 December 25, 2007 4,746,054.13 5.10% December 25, 2007 January 25, 2008 4,514,923.21 5.10% January 25, 2008 February 25, 2008 4,295,045.60 5.10% February 25, 2008 March 25, 2008 4,085,413.57 5.10% March 25, 2008 April 25, 2008 3,886,448.26 5.10% April 25, 2008 May 25, 2008 3,697,170.50 5.10% May 25, 2008 June 25, 2008 3,517,108.71 5.10% June 25, 2008 July 25, 2008 3,345,814.25 5.10% July 25, 2008 August 25, 2008 3,182,310.34 5.10% August 25, 2008 September 25, 2008 3,027,318.23 5.10% September 25, 2008 October 25, 2008 2,879,255.24 5.10% October 25, 2008 November 25, 2008 2,733,631.85 5.10% November 25, 2008 December 25, 2008 2,599,002.45 5.10% December 25, 2008 January 25, 2009 2,469,786.43 5.10% January 25, 2009 February 25, 2009 2,349,490.46 5.10% February 25, 2009 March 25, 2009 2,217,373.30 5.10% March 25, 2009 April 25, 2009 2,109,366.87 5.10% April 25, 2009 May 25, 2009 2,003,257.78 5.10% May 25, 2009 June 25, 2009 1,905,346.59 5.10% June 25, 2009 July 25, 2009 1,812,214.16 5.10% July 25, 2009 August 25, 2009 1,721,582.63 5.10% August 25, 2009 September 25, 2009 1,624,331.71 5.10% September 25, 2009 October 25, 2009 1,540,255.94 5.10% October 25, 2009 November 25, 2009 1,445,656.06 5.10% November 25, 2009 December 25, 2009 1,371,400.58 5.10% December 25, 2009 January 25, 2010 1,302,366.84 5.10% January 25, 2010 February 25, 2010 1,238,924.32 5.10% February 25, 2010 March 25, 2010 1,178,571.47 5.10% March 25, 2010 April 25, 2010 1,121,157.84 5.10% April 25, 2010 May 25, 2010 1,066,540.33 5.10% May 25, 2010 June 25, 2010 1,014,582.79 5.10% June 25, 2010 July 25, 2010 965,155.72 5.10% July 2010 August 25, 2010 918,135.91 5.10% August 25, 2010 September 25, 2010 873,228.18 5.10% September 25, 2010 October 25, 2010 830,685.59 5.10% October 25, 2010 November 25, 2010 790,215.04 5.10% November 25, 2010 December 25, 2010 751,715.63 5.10% December 25, 2010 January 25, 2011 715,091.38 5.10% January 25, 2011 February 25, 2011 678,420.45 5.10% February 25, 2011 March 25, 2011 645,313.47 5.10% March 25, 2011 April 25, 2011 613,485.40 5.10% April 25, 2011 May 25, 2011 572,035.15 5.10% May 25, 2011 June 25, 2011 543,209.01 5.10% June 25, 2011 July 25, 2011 516,452.98 5.10% July 25, 2011 August 25, 2011 485,661.27 5.10% August 25, 2011 September 25, 2011 420,829.23 5.10% September 25, 2011 October 25, 2011 397,156.99 5.10% CSA Elections and Variables to the ISDA Credit Support Annex dated as XX 00000 Attn: Mxxxxxx Xxxxxxx Tel: (000) 000-0000 Fax: (000) 000-0000 From: The Royal Bank of 15 December 2006 between DEUTSCHE BANK AG, NEW YORK BRANCH and HSBC BANK USA, NATIONAL ASSOCIATION, not in its individual or corporate capacity but solely as Trustee for the Supplemental Interest Trust for Deutsche Alt-A Securities Mortgage Loan Trust, Series 2006-AR6 ______________________________________ Scotland plc ("Party A") _________________________________________ Re: Our Reference Number: IRG16355470.2A Dear Sir or Madam: The purpose of this letter agreement is to confirm the terms and conditions of the Transaction entered into between Txxxxxxxx Mortgage Securities Trust 2007-3, a Delaware statutory trust (the "Party BTrust"), acting through its Securities Administrator, Wxxxx Fargo Bank, N.A. (the "Securities Administrator") Paragraph 13and The Royal Bank of Scotland plc, acting through its agent, Greenwich Capital Markets, Inc. (each a "party" and together "the parties") on the Trade Date specified below (the "Transaction") pursuant to the sale and servicing agreement (the "Sale and Servicing Agreement"), dated as of July 1, 2007, among the Trust, as issuer, LaSalle Bank National Association, as indenture trustee and custodian, Structured Asset Mortgage Investments II Inc, as depositor (the "Depositor"), Wxxxx Fargo Bank, N.A., as master servicer and as Securities Administrator, Txxxxxxxx Mortgage Home Loans, Inc., as initial seller and sponsor, and Txxxxxxxx Mortgage Funding, Inc., as seller. This letter agreement constitutes a "Confirmation", as referred to in the Master Agreement. The definitions and provisions contained in the 2000 ISDA Definitions (the "Definitions") as published by the International Swaps and Derivatives Association, Inc. are incorporated by reference herein. In the event of any inconsistency between the Definitions and this Confirmation, this Confirmation will govern. For the purpose of this Confirmation, all references in the Definitions or the Agreement to a "Swap Transaction" shall be deemed to be references to this Transaction. 1 This Confirmation supplements, forms part of, and is subject to, ISDA Master Agreement and Schedule dated as of July 31, 2007 (as the same may be amended or supplemented from time to time, the "Agreement"), between Party A and Party B. All provisions contained in the Agreement shall govern this Confirmation except as expressly modified below.
Appears in 1 contract
Samples: Master Agreement (Structured Asset Mortgage Investments Ii Inc)
FIXED AMOUNTS. Fixed Rate Payer: Payer Counterparty Fixed Rate: 5.10% Fixed Rate Payer Period End Dates: Dates The 25th calendar day 15th Business Day of each month during the Term of this Transaction, commencing February 25, 2007, and ending on October 25, 2011, with No Adjustments. Fixed Rate Payer Payment Dates: The 25th calendar day of each month during the Term of this Transaction, commencing February 25, 2007, year through and ending on including the Termination Date, subject to adjustment in accordance with the Modified Following Business Day Convention. Early Payment shall be applicable. The Convention Fixed Rate Payer Payment Date shall be one (1) Dates The 15th Business Day preceding each Fixed Rate Payer Period End Date. Fixed Amount: 250 * Notional Amount * Fixed Rate * Fixed Rate Day Count Fraction Fixed Rate Day Count Fraction: 30/360 Floating Amounts: Floating Rate Payer: DBAG Floating Rate Payer Period End Dates: The 25th calendar day of each month during of each year through and including the Term of this Transaction, commencing February 25, 2007, and ending on the October 25, 2011, Termination Date subject to adjustment in accordance with the Modified Following Business Day Convention. Convention Fixed Rate 1 884% Fixed Rate Day Count Fraction Actual/360 Fixed Rate Payer Business Days New York and London Fixed Rate Payer Business Day Convention Modified Following Floating Amounts: Floating Rate Payer Payment Dates: DBAG Floating Rate Payer Period End Dates The 25th calendar day 15th Business Day of each month during the Term of this Transaction, commencing February 25, 2007, each year through and ending on including the Termination Date, subject to adjustment in accordance with the Modified Following Business Day Convention. Early Payment shall be applicable. The Convention Floating Rate Payer Payment Date shall be one (1) Dates The 15th Business Day preceding each Floating Rate Payer Period End Date. Floating Rate Option: USD-LIBOR-BBA Floating Amount: 250 * Notional Amount * Floating Rate Option * Floating Rate Day Count Fraction Designated Maturity: One month Floating Rate Day Count Fraction: Actual/360 Reset Dates: The first day of each Calculation Period Compounding: Inapplicable Additional Terms: Business Days: New York Calculation Agent: DBAG Account Details month of each year through and Settlement Information: Payments to DBAG: Deutsche Bank Trust Company – Americas, New York SWIFT Code: XXXXXX00 Favor of: Deutsche Bank AG, New York Acct. # 01 473 969 Reference: N550717N Payments to Counterparty: Xxxxx Fargo Bank, NA ABA# 000000000 Account Name: SAS Clearing Account # 0000000000 FFC to: DBALT 2006-AR6, Certificate Swap Account # 00000000 Please confirm that including the foregoing correctly sets forth the terms of our agreement by having an authorized officer sign this Confirmation and return it via facsimile to: Attention: Derivative Documentation Telephone: 00 00 0000 0000 Facsimile: 44 20 7545 9761 E-mail:xxxxxxxxxx.xxxxxxxxxxxxx@xx.xxx This message will be the only form of Confirmation dispatched by us. If you wish to exchange hard copy forms of this Confirmation, please contact us. For and on behalf of DEUTSCHE BANK AG, NEW YORK BRANCH (RMBS Derivatives Desk) For and on behalf of HSBC BANK USA, NATIONAL ASSOCIATION, not in its individual or corporate capacity but solely as Trustee for the Supplemental Interest Trust for Deutsche Alt-A Securities Mortgage Loan Trust, Series 2006-AR6 /s/ Xxxx Xxxxxxx Name: Xxxx Xxxxxxx Title: VP Date: 12/15/06 /s/ Xxxxxxxx Xxxxxxx Name: Xxxxxxxx Xxxxxxx Title: Vice President Date: 12/15/06 /s/ Xxxxxx Xxxx Name: Xxxxxx Xxxx Title: AVP Date: 12/15/06 SCHEDULE I (With respect to each Fixed Rate Payer Period End Date, all such dates are with No Adjustment, and with respect to each Floating Rate Payer Period End Date, all such dates are Termination Date subject to adjustment in accordance with the Modified Following Business Day ConventionConvention Floating Rate Option The greater of (i) Start Date End Date Notional USD-LIBOR-BBA and ($ii) Strike January 251.00% Designated Maturity 1 month Spread None Floating Rate Day Count Fraction Actual/360 Reset Dates The first Business Day in each Calculation Period Compounding Inapplicable Business Days New York and London 3 Account Details. Account Details for DBAG USD DBAG Payment Instructions Account With SWIFI Code Favor Of Account Number DB Trust Co Americas, 2007 February 25, 2007 6,901,732.71 5.10% February 25, 2007 March 25, 2007 6,733,652.18 5.10% March 25, 2007 April 25, 2007 6,552,098.04 5.10% April 25, 2007 May 25, 2007 6,351,270.84 5.10% May 25, 2007 June 25, 2007 6,141,303.04 5.10% June 25, 2007 July 25, 2007 5,925,568.75 5.10% July 25, 2007 August 25, 2007 5,700,607.11 5.10% August 25, 2007 September 25, 2007 5,467,668.45 5.10% September 25, 2007 October 25, 2007 5,229,269.07 5.10% October 25, 2007 November 25, 2007 4,986,967.05 5.10% November 25, 2007 December 25, 2007 4,746,054.13 5.10% December 25, 2007 January 25, 2008 4,514,923.21 5.10% January 25, 2008 February 25, 2008 4,295,045.60 5.10% February 25, 2008 March 25, 2008 4,085,413.57 5.10% March 25, 2008 April 25, 2008 3,886,448.26 5.10% April 25, 2008 May 25, 2008 3,697,170.50 5.10% May 25, 2008 June 25, 2008 3,517,108.71 5.10% June 25, 2008 July 25, 2008 3,345,814.25 5.10% July 25, 2008 August 25, 2008 3,182,310.34 5.10% August 25, 2008 September 25, 2008 3,027,318.23 5.10% September 25, 2008 October 25, 2008 2,879,255.24 5.10% October 25, 2008 November 25, 2008 2,733,631.85 5.10% November 25, 2008 December 25, 2008 2,599,002.45 5.10% December 25, 2008 January 25, 2009 2,469,786.43 5.10% January 25, 2009 February 25, 2009 2,349,490.46 5.10% February 25, 2009 March 25, 2009 2,217,373.30 5.10% March 25, 2009 April 25, 2009 2,109,366.87 5.10% April 25, 2009 May 25, 2009 2,003,257.78 5.10% May 25, 2009 June 25, 2009 1,905,346.59 5.10% June 25, 2009 July 25, 2009 1,812,214.16 5.10% July 25, 2009 August 25, 2009 1,721,582.63 5.10% August 25, 2009 September 25, 2009 1,624,331.71 5.10% September 25, 2009 October 25, 2009 1,540,255.94 5.10% October 25, 2009 November 25, 2009 1,445,656.06 5.10% November 25, 2009 December 25, 2009 1,371,400.58 5.10% December 25, 2009 January 25, 2010 1,302,366.84 5.10% January 25, 2010 February 25, 2010 1,238,924.32 5.10% February 25, 2010 March 25, 2010 1,178,571.47 5.10% March 25, 2010 April 25, 2010 1,121,157.84 5.10% April 25, 2010 May 25, 2010 1,066,540.33 5.10% May 25, 2010 June 25, 2010 1,014,582.79 5.10% June 25, 2010 July 25, 2010 965,155.72 5.10% July 2010 August 25, 2010 918,135.91 5.10% August 25, 2010 September 25, 2010 873,228.18 5.10% September 25, 2010 October 25, 2010 830,685.59 5.10% October 25, 2010 November 25, 2010 790,215.04 5.10% November 25, 2010 December 25, 2010 751,715.63 5.10% December 25, 2010 January 25, 2011 715,091.38 5.10% January 25, 2011 February 25, 2011 678,420.45 5.10% February 25, 2011 March 25, 2011 645,313.47 5.10% March 25, 2011 April 25, 2011 613,485.40 5.10% April 25, 2011 May 25, 2011 572,035.15 5.10% May 25, 2011 June 25, 2011 543,209.01 5.10% June 25, 2011 July 25, 2011 516,452.98 5.10% July 25, 2011 August 25, 2011 485,661.27 5.10% August 25, 2011 September 25, 2011 420,829.23 5.10% September 25, 2011 October 25, 2011 397,156.99 5.10% CSA Elections and Variables to the ISDA Credit Support Annex dated as of 15 December 2006 between DEUTSCHE BANK New York XXXXXX00 Deutsche Bank AG, NEW YORK BRANCH and HSBC BANK USA, NATIONAL ASSOCIATION, not in its individual or corporate capacity but solely as Trustee New York [ILLEGIBLE] Account Details for the Supplemental Interest Trust for Deutsche Alt-A Securities Mortgage Loan Trust, Series 2006-AR6 ______________________________________ ("Party A") _________________________________________ ("Party B") Paragraph 13.Counterparty Payment Instructions Please provide
Appears in 1 contract
FIXED AMOUNTS. Fixed Rate Payer: Counterparty Party B; provided that the payment of the Fixed Rate: 5.10% Fixed Rate Payer Period End Dates: The 25th calendar day Amount to Party A has been made, on behalf of each month during Party B, by Citigroup Global Markets Inc. from the Term proceeds of this Transaction, commencing February 25, 2007, and ending on October 25, 2011, with No Adjustments. the sale of the Certificates Fixed Rate Payer Payment DatesDate: The 25th calendar day of each month during the Term of this TransactionMarch 30, commencing February 25, 2007, and ending on the Termination Date, subject to adjustment in accordance with the Following Business Day Convention. Early Payment shall be applicable. The Fixed Rate Payer Payment Date shall be one (1) Business Day preceding each Fixed Rate Payer Period End Date. 2006 Fixed Amount: 250 * Notional Amount * Fixed Rate * Fixed Rate Day Count Fraction Fixed Rate Day Count Fraction: 30/360 USD 4,735,000.00 Floating Amounts: Floating Rate Payer: DBAG Party A Cap Rate: 4.95% Floating Rate Payer Period End Dates: The 25th calendar day of each month during the Term of this Transactionmonth, commencing February on April 25, 2007, and ending on the October 25, 20112006, subject to no adjustment in accordance with the Following Business Day Convention. Convention Floating Rate Payer Payment Dates: The 25th calendar day of each month during the Term of this Transaction, commencing February 25, 2007, and ending on the Termination Date, subject to adjustment in accordance with the Following Business Day Convention. Early Payment shall be applicable. The Floating Rate Payer Payment Date Dates shall be one two (12) Business Day preceding Days prior to each Floating Rate Payer Period End Date. Date Floating Rate Option: USD-LIBOR-BBA BBA; provided that the Floating Rate Option shall be determined two (2) London and New York Business Days prior to the Reset Date. Floating Amount: To be determined in accordance with the following formula: Greater of (i) 250 * Notional Amount * (Floating Rate Option - Cap Rate) * Floating Rate Day Count Fraction and (ii) zero. Designated Maturity: One month Spread: None Floating Rate Day Count Fraction: Actual/360 Reset Dates: The first day of each Calculation Period Period. Compounding: Inapplicable Additional Terms: Business Days: New York Calculation Agent: DBAG Account Details and Settlement Information: Payments to DBAG: Deutsche Bank Trust Company – AmericasParty A; provided, New York SWIFT Code: XXXXXX00 Favor of: Deutsche Bank AGhowever, New York Acct. # 01 473 969 Reference: N550717N Payments to Counterparty: Xxxxx Fargo Bank, NA ABA# 000000000 Account Name: SAS Clearing Account # 0000000000 FFC to: DBALT 2006-AR6, Certificate Swap Account # 00000000 Please confirm that the foregoing correctly sets forth the terms if an Event of our agreement by having an authorized officer sign this Confirmation and return it via facsimile to: Attention: Derivative Documentation Telephone: 00 00 0000 0000 Facsimile: 44 20 7545 9761 E-mail:xxxxxxxxxx.xxxxxxxxxxxxx@xx.xxx This message will be the only form of Confirmation dispatched by us. If you wish to exchange hard copy forms of this Confirmation, please contact us. For and on behalf of DEUTSCHE BANK AG, NEW YORK BRANCH (RMBS Derivatives Desk) For and on behalf of HSBC BANK USA, NATIONAL ASSOCIATION, not in its individual or corporate capacity but solely as Trustee for the Supplemental Interest Trust for Deutsche Alt-A Securities Mortgage Loan Trust, Series 2006-AR6 /s/ Xxxx Xxxxxxx Name: Xxxx Xxxxxxx Title: VP Date: 12/15/06 /s/ Xxxxxxxx Xxxxxxx Name: Xxxxxxxx Xxxxxxx Title: Vice President Date: 12/15/06 /s/ Xxxxxx Xxxx Name: Xxxxxx Xxxx Title: AVP Date: 12/15/06 SCHEDULE I (With respect to each Fixed Rate Payer Period End Date, all such dates are with No Adjustment, and Default occurs with respect to each Floating Rate Payer Period End DateParty A, all then Party B shall be entitled to appoint a financial institution which would qualify as a Reference Market-Maker to act as Calculation Agent (such dates are financial institution subject to adjustment in accordance with the Following Business Day Convention) Start Date End Date Notional ($) Strike January 25, 2007 February 25, 2007 6,901,732.71 5.10% February 25, 2007 March 25, 2007 6,733,652.18 5.10% March 25, 2007 April 25, 2007 6,552,098.04 5.10% April 25, 2007 May 25, 2007 6,351,270.84 5.10% May 25, 2007 June 25, 2007 6,141,303.04 5.10% June 25, 2007 July 25, 2007 5,925,568.75 5.10% July 25, 2007 August 25, 2007 5,700,607.11 5.10% August 25, 2007 September 25, 2007 5,467,668.45 5.10% September 25, 2007 October 25, 2007 5,229,269.07 5.10% October 25, 2007 November 25, 2007 4,986,967.05 5.10% November 25, 2007 December 25, 2007 4,746,054.13 5.10% December 25, 2007 January 25, 2008 4,514,923.21 5.10% January 25, 2008 February 25, 2008 4,295,045.60 5.10% February 25, 2008 March 25, 2008 4,085,413.57 5.10% March 25, 2008 April 25, 2008 3,886,448.26 5.10% April 25, 2008 May 25, 2008 3,697,170.50 5.10% May 25, 2008 June 25, 2008 3,517,108.71 5.10% June 25, 2008 July 25, 2008 3,345,814.25 5.10% July 25, 2008 August 25, 2008 3,182,310.34 5.10% August 25, 2008 September 25, 2008 3,027,318.23 5.10% September 25, 2008 October 25, 2008 2,879,255.24 5.10% October 25, 2008 November 25, 2008 2,733,631.85 5.10% November 25, 2008 December 25, 2008 2,599,002.45 5.10% December 25, 2008 January 25, 2009 2,469,786.43 5.10% January 25, 2009 February 25, 2009 2,349,490.46 5.10% February 25, 2009 March 25, 2009 2,217,373.30 5.10% March 25, 2009 April 25, 2009 2,109,366.87 5.10% April 25, 2009 May 25, 2009 2,003,257.78 5.10% May 25, 2009 June 25, 2009 1,905,346.59 5.10% June 25, 2009 July 25, 2009 1,812,214.16 5.10% July 25, 2009 August 25, 2009 1,721,582.63 5.10% August 25, 2009 September 25, 2009 1,624,331.71 5.10% September 25, 2009 October 25, 2009 1,540,255.94 5.10% October 25, 2009 November 25, 2009 1,445,656.06 5.10% November 25, 2009 December 25, 2009 1,371,400.58 5.10% December 25, 2009 January 25, 2010 1,302,366.84 5.10% January 25, 2010 February 25, 2010 1,238,924.32 5.10% February 25, 2010 March 25, 2010 1,178,571.47 5.10% March 25, 2010 April 25, 2010 1,121,157.84 5.10% April 25, 2010 May 25, 2010 1,066,540.33 5.10% May 25, 2010 June 25, 2010 1,014,582.79 5.10% June 25, 2010 July 25, 2010 965,155.72 5.10% July 2010 August 25, 2010 918,135.91 5.10% August 25, 2010 September 25, 2010 873,228.18 5.10% September 25, 2010 October 25, 2010 830,685.59 5.10% October 25, 2010 November 25, 2010 790,215.04 5.10% November 25, 2010 December 25, 2010 751,715.63 5.10% December 25, 2010 January 25, 2011 715,091.38 5.10% January 25, 2011 February 25, 2011 678,420.45 5.10% February 25, 2011 March 25, 2011 645,313.47 5.10% March 25, 2011 April 25, 2011 613,485.40 5.10% April 25, 2011 May 25, 2011 572,035.15 5.10% May 25, 2011 June 25, 2011 543,209.01 5.10% June 25, 2011 July 25, 2011 516,452.98 5.10% July 25, 2011 August 25, 2011 485,661.27 5.10% August 25, 2011 September 25, 2011 420,829.23 5.10% September 25, 2011 October 25, 2011 397,156.99 5.10% CSA Elections and Variables to the ISDA Credit Support Annex dated as of 15 December 2006 between DEUTSCHE BANK AG, NEW YORK BRANCH and HSBC BANK USA, NATIONAL ASSOCIATION, not in its individual or corporate capacity but solely as Trustee for the Supplemental Interest Trust for Deutsche Alt-A Securities Mortgage Loan Trust, Series 2006-AR6 ______________________________________ ("Party A") _________________________________________ ("Party B") Paragraph 13’s consent).
Appears in 1 contract
Samples: Pooling and Servicing Agreement (Citigroup Mortgage Loan Trust 2006-He1)
FIXED AMOUNTS. Fixed Rate Payer: Counterparty Fixed Rate: 5.10% Party B Fixed Rate Payer Period End Dates: Payment Dates The 25th calendar day of each month during the Term of this Transaction, each year commencing February 25, 2007, and ending on October 25, 20112006, with No Adjustments. Fixed Rate Payer Payment Dates: The 25th calendar day of each month during the Term of this Transaction, commencing February 25, 2007, through and ending on including the Termination Date, subject to adjustment in accordance with the Following Business Day Convention. Early Payment shall be applicable. The Fixed Rate Payer Payment Date shall be one (1) Business Day preceding each Fixed Rate Payer Period End Date. Fixed AmountRate: 250 * Notional Amount * Fixed Rate * Fixed Rate Day Count Fraction 5.30% Fixed Rate Day Count Fraction: 30/360 unadjusted Fixed Amounts: The Fixed Amount payable by Party B shall be an amount equal to (i) the Notional Amount for such Fixed Rate Payer Payment Date * (ii) the Fixed Rate * (iii) the Fixed Rate Day Count Fraction * (iv) the Payment Factor. Floating Amounts: Floating Rate Payer: DBAG Floating Rate Payer Period End Dates: The 25th calendar day of each month during the Term of this Transaction, commencing February 25, 2007, and ending on the October 25, 2011, subject to adjustment in accordance with the Following Business Day Convention. Party A Floating Rate Payer Payment Dates: The 25th calendar day of each month during the Term of this Transaction, commencing February 25, 2007, and ending on the Termination Date, subject to adjustment in accordance with the Following Business Day Convention. Early Payment shall be applicable. The Floating Each Fixed Rate Payer Payment Date shall be one (1) Business Day preceding each Date. Floating Rate Payer Period End Datefor Initial Calculation Period: TBD. Floating Rate Option: USD-LIBOR-BBA Floating Amount: 250 * Notional Amount * Floating Rate Option * Floating Rate Day Count Fraction BBA. Designated Maturity: One month Floating Rate Day Count Fraction: Actual/360 Floating Amounts: The Floating Amount payable by Party A shall be an amount equal to (i) the Notional Amount for such Floating Rate Payer Payment Date * (ii) the Floating Rate * (iii) the Floating Rate Day Count Fraction * (iv) the Payment Factor. Reset Dates: The first day of each Calculation Period Period. Compounding: Inapplicable Additional Terms: Not applicable Business DaysDays for Payments: New York Business Day Convention: Following Calculation Agent: DBAG Account Details and Settlement Information: Payments to DBAG: Deutsche Bank Trust Company – Americas, New York SWIFT Code: XXXXXX00 Favor of: Deutsche Bank AG, New York Acct. # 01 473 969 Reference: N550717N Payments to Counterparty: Xxxxx Fargo Bank, NA ABA# 000000000 Account Name: SAS Clearing Account # 0000000000 FFC to: DBALT 2006-AR6, Certificate Swap Account # 00000000 Please confirm that the foregoing correctly sets forth the terms of our agreement by having an authorized officer sign this Confirmation and return it via facsimile to: Attention: Derivative Documentation Telephone: 00 00 0000 0000 Facsimile: 44 20 7545 9761 E-mail:xxxxxxxxxx.xxxxxxxxxxxxx@xx.xxx This message will be the only form of Confirmation dispatched by us. If you wish to exchange hard copy forms of this Confirmation, please contact us. For and on behalf of DEUTSCHE BANK AG, NEW YORK BRANCH (RMBS Derivatives Desk) For and on behalf of HSBC BANK USA, NATIONAL ASSOCIATION, not in its individual or corporate capacity but solely as Trustee for the Supplemental Interest Trust for Deutsche Alt-Party A Securities Mortgage Loan Trust, Series 2006-AR6 /s/ Xxxx Xxxxxxx Name: Xxxx Xxxxxxx Title: VP Date: 12/15/06 /s/ Xxxxxxxx Xxxxxxx Name: Xxxxxxxx Xxxxxxx Title: Vice President Date: 12/15/06 /s/ Xxxxxx Xxxx Name: Xxxxxx Xxxx Title: AVP Date: 12/15/06 SCHEDULE I (With respect to each Fixed Rate Payer Period End Date, all such dates are with No Adjustment, and with respect to each Floating Rate Payer Period End Date, all such dates are subject to adjustment in accordance with the Following Business Day Convention) Start Date End Date Notional ($) Strike January 25, 2007 February 25, 2007 6,901,732.71 5.10% February 25, 2007 March 25, 2007 6,733,652.18 5.10% March 25, 2007 April 25, 2007 6,552,098.04 5.10% April 25, 2007 May 25, 2007 6,351,270.84 5.10% May 25, 2007 June 25, 2007 6,141,303.04 5.10% June 25, 2007 July 25, 2007 5,925,568.75 5.10% July 25, 2007 August 25, 2007 5,700,607.11 5.10% August 25, 2007 September 25, 2007 5,467,668.45 5.10% September 25, 2007 October 25, 2007 5,229,269.07 5.10% October 25, 2007 November 25, 2007 4,986,967.05 5.10% November 25, 2007 December 25, 2007 4,746,054.13 5.10% December 25, 2007 January 25, 2008 4,514,923.21 5.10% January 25, 2008 February 25, 2008 4,295,045.60 5.10% February 25, 2008 March 25, 2008 4,085,413.57 5.10% March 25, 2008 April 25, 2008 3,886,448.26 5.10% April 25, 2008 May 25, 2008 3,697,170.50 5.10% May 25, 2008 June 25, 2008 3,517,108.71 5.10% June 25, 2008 July 25, 2008 3,345,814.25 5.10% July 25, 2008 August 25, 2008 3,182,310.34 5.10% August 25, 2008 September 25, 2008 3,027,318.23 5.10% September 25, 2008 October 25, 2008 2,879,255.24 5.10% October 25, 2008 November 25, 2008 2,733,631.85 5.10% November 25, 2008 December 25, 2008 2,599,002.45 5.10% December 25, 2008 January 25, 2009 2,469,786.43 5.10% January 25, 2009 February 25, 2009 2,349,490.46 5.10% February 25, 2009 March 25, 2009 2,217,373.30 5.10% March 25, 2009 April 25, 2009 2,109,366.87 5.10% April 25, 2009 May 25, 2009 2,003,257.78 5.10% May 25, 2009 June 25, 2009 1,905,346.59 5.10% June 25, 2009 July 25, 2009 1,812,214.16 5.10% July 25, 2009 August 25, 2009 1,721,582.63 5.10% August 25, 2009 September 25, 2009 1,624,331.71 5.10% September 25, 2009 October 25, 2009 1,540,255.94 5.10% October 25, 2009 November 25, 2009 1,445,656.06 5.10% November 25, 2009 December 25, 2009 1,371,400.58 5.10% December 25, 2009 January 25, 2010 1,302,366.84 5.10% January 25, 2010 February 25, 2010 1,238,924.32 5.10% February 25, 2010 March 25, 2010 1,178,571.47 5.10% March 25, 2010 April 25, 2010 1,121,157.84 5.10% April 25, 2010 May 25, 2010 1,066,540.33 5.10% May 25, 2010 June 25, 2010 1,014,582.79 5.10% June 25, 2010 July 25, 2010 965,155.72 5.10% July 2010 August 25, 2010 918,135.91 5.10% August 25, 2010 September 25, 2010 873,228.18 5.10% September 25, 2010 October 25, 2010 830,685.59 5.10% October 25, 2010 November 25, 2010 790,215.04 5.10% November 25, 2010 December 25, 2010 751,715.63 5.10% December 25, 2010 January 25, 2011 715,091.38 5.10% January 25, 2011 February 25, 2011 678,420.45 5.10% February 25, 2011 March 25, 2011 645,313.47 5.10% March 25, 2011 April 25, 2011 613,485.40 5.10% April 25, 2011 May 25, 2011 572,035.15 5.10% May 25, 2011 June 25, 2011 543,209.01 5.10% June 25, 2011 July 25, 2011 516,452.98 5.10% July 25, 2011 August 25, 2011 485,661.27 5.10% August 25, 2011 September 25, 2011 420,829.23 5.10% September 25, 2011 October 25, 2011 397,156.99 5.10% CSA Elections and Variables to the ISDA Credit Support Annex dated as of 15 December 2006 between DEUTSCHE BANK AG, NEW YORK BRANCH and HSBC BANK USA, NATIONAL ASSOCIATION, not in its individual or corporate capacity but solely as Trustee for the Supplemental Interest Trust for Deutsche Alt-A Securities Mortgage Loan Trust, Series 2006-AR6 ______________________________________ ("Party A") _________________________________________ ("Party B") Paragraph 13.3 Form Master Agreement
Appears in 1 contract
Samples: Pooling and Servicing Agreement (Nationstar Home Equity Loan Trust 2006-B)
FIXED AMOUNTS. Fixed Rate Payer: Counterparty Fixed Rate: 5.10% Party B Fixed Rate Payer Period End Dates: The 25th calendar day of each month during the Term of this Transactioneach year, commencing February on August 25, 2007, 2007 to and ending on October 25, 2011, with No Adjustments. Fixed Rate Payer Payment Dates: The 25th calendar day of each month during the Term of this Transaction, commencing February 25, 2007, and ending on including the Termination Date, subject to adjustment in accordance with the Following Business Day Convention. Early Payment shall be applicable. The Fixed Rate Payer Payment Date shall be Dates: Early Payment, one (1) Business Day preceding each Fixed Rate Payer Period End Date. Fixed AmountRate: 250 * Notional Amount * Fixed Rate * Fixed Rate Day Count Fraction See Amortization Schedule, Schedule A Fixed Rate Day Count Fraction: 30/360 Actual/360 Floating Amounts: Floating Rate Payer: DBAG Party A Floating Rate Payer Period End Dates: The 25th calendar day of each month during the Term of this Transactioneach year, commencing February on August 25, 2007, 2007 to and ending on including the October 25, 2011Termination Date, subject to adjustment in accordance with the Following Business Day Convention. Floating Rate Payer Payment Dates: The 25th calendar day of each month during the Term of this TransactionEarly Payment, commencing February 25, 2007, and ending on the Termination Date, subject to adjustment in accordance with the Following Business Day Convention. Early Payment shall be applicable. The Floating Rate Payer Payment Date shall be one (1) Business Day preceding each Floating Rate Payer Period End Date. Floating Rate Option: USD-LIBOR-BBA Floating Amount: 250 * Notional Amount * Floating Rate Option * Floating Rate Day Count Fraction Designated Maturity: One month Spread: None Floating Rate Day Count Fraction: Actual/360 Reset Dates: The first day of each Calculation Period Period. Compounding: Inapplicable Additional TermsBusiness Day: Business Days: Any day other than (i) a Saturday or a Sunday, or (ii) a day on which banking institutions in (1) the city in which the Corporate Trust Office of Party B is located or (2) the States of New York Calculation Agent: DBAG Account Details and Settlement Information: Payments to DBAG: Deutsche Bank Trust Company – AmericasYork, New York SWIFT Code: XXXXXX00 Favor of: Deutsche Bank AG, New York AcctColorado or Illinois are closed. # 01 473 969 Reference: N550717N Payments to Counterparty: Xxxxx Fargo Bank, NA ABA# 000000000 Account Name: SAS Clearing Account # 0000000000 FFC to: DBALT 2006-AR6, Certificate Swap Account # 00000000 Please confirm that the foregoing correctly sets forth the terms of our agreement by having an authorized officer sign this Confirmation and return it via facsimile to: Attention: Derivative Documentation Telephone: 00 00 0000 0000 Facsimile: 44 20 7545 9761 E-mail:xxxxxxxxxx.xxxxxxxxxxxxx@xx.xxx This message will be the only form of Confirmation dispatched by us. If you wish to exchange hard copy forms of this Confirmation, please contact us. For and on behalf of DEUTSCHE BANK AG, NEW YORK BRANCH (RMBS Derivatives Desk) For and on behalf of HSBC BANK USA, NATIONAL ASSOCIATION, not in its individual or corporate capacity but solely as Trustee for the Supplemental Interest Trust for Deutsche Alt-A Securities Mortgage Loan Trust, Series 2006-AR6 /s/ Xxxx Xxxxxxx Name: Xxxx Xxxxxxx Title: VP Date: 12/15/06 /s/ Xxxxxxxx Xxxxxxx Name: Xxxxxxxx Xxxxxxx Title: Vice President Date: 12/15/06 /s/ Xxxxxx Xxxx Name: Xxxxxx Xxxx Title: AVP Date: 12/15/06 SCHEDULE I (With respect to each Fixed Rate Payer Period End Date, all such dates are with No Adjustment, and with respect to each Floating Rate Payer Period End Date, all such dates are subject to adjustment in accordance with the Following Business Day Convention) Start Date End Date Notional Upfront Payment: USD 1,388,000; Party A shall pay Xxxxxx Brothers Holdings Inc ($) Strike January 25, 2007 February 25, 2007 6,901,732.71 5.10% February 25, 2007 March 25, 2007 6,733,652.18 5.10% March 25, 2007 April 25, 2007 6,552,098.04 5.10% April 25, 2007 May 25, 2007 6,351,270.84 5.10% May 25, 2007 June 25, 2007 6,141,303.04 5.10% June 25, 2007 July 25, 2007 5,925,568.75 5.10% July 25, 2007 August 25, 2007 5,700,607.11 5.10% August 25, 2007 September 25, 2007 5,467,668.45 5.10% September 25, 2007 October 25, 2007 5,229,269.07 5.10% October 25, 2007 November 25, 2007 4,986,967.05 5.10% November 25, 2007 December 25, 2007 4,746,054.13 5.10% December 25, 2007 January 25, 2008 4,514,923.21 5.10% January 25, 2008 February 25, 2008 4,295,045.60 5.10% February 25, 2008 March 25, 2008 4,085,413.57 5.10% March 25, 2008 April 25, 2008 3,886,448.26 5.10% April 25, 2008 May 25, 2008 3,697,170.50 5.10% May 25, 2008 June 25, 2008 3,517,108.71 5.10% June 25, 2008 July 25, 2008 3,345,814.25 5.10% July 25, 2008 August 25, 2008 3,182,310.34 5.10% August 25, 2008 September 25, 2008 3,027,318.23 5.10% September 25, 2008 October 25, 2008 2,879,255.24 5.10% October 25, 2008 November 25, 2008 2,733,631.85 5.10% November 25, 2008 December 25, 2008 2,599,002.45 5.10% December 25, 2008 January 25, 2009 2,469,786.43 5.10% January 25, 2009 February 25, 2009 2,349,490.46 5.10% February 25, 2009 March 25, 2009 2,217,373.30 5.10% March 25, 2009 April 25, 2009 2,109,366.87 5.10% April 25, 2009 May 25, 2009 2,003,257.78 5.10% May 25, 2009 June 25, 2009 1,905,346.59 5.10% June 25, 2009 July 25, 2009 1,812,214.16 5.10% July 25, 2009 August 25, 2009 1,721,582.63 5.10% August 25, 2009 September 25, 2009 1,624,331.71 5.10% September 25, 2009 October 25, 2009 1,540,255.94 5.10% October 25, 2009 November 25, 2009 1,445,656.06 5.10% November 25, 2009 December 25, 2009 1,371,400.58 5.10% December 25, 2009 January 25, 2010 1,302,366.84 5.10% January 25, 2010 February 25, 2010 1,238,924.32 5.10% February 25, 2010 March 25, 2010 1,178,571.47 5.10% March 25, 2010 April 25, 2010 1,121,157.84 5.10% April 25, 2010 May 25, 2010 1,066,540.33 5.10% May 25, 2010 June 25, 2010 1,014,582.79 5.10% June 25, 2010 July 25, 2010 965,155.72 5.10% July 2010 August 25, 2010 918,135.91 5.10% August 25, 2010 September 25, 2010 873,228.18 5.10% September 25, 2010 October 25, 2010 830,685.59 5.10% October 25, 2010 November 25, 2010 790,215.04 5.10% November 25, 2010 December 25, 2010 751,715.63 5.10% December 25, 2010 January 25, 2011 715,091.38 5.10% January 25, 2011 February 25, 2011 678,420.45 5.10% February 25, 2011 March 25, 2011 645,313.47 5.10% March 25, 2011 April 25, 2011 613,485.40 5.10% April 25, 2011 May 25, 2011 572,035.15 5.10% May 25, 2011 June 25, 2011 543,209.01 5.10% June 25, 2011 July 25, 2011 516,452.98 5.10% July 25, 2011 August 25, 2011 485,661.27 5.10% August 25, 2011 September 25, 2011 420,829.23 5.10% September 25, 2011 October 25, 2011 397,156.99 5.10% CSA Elections and Variables to the ISDA Credit Support Annex dated as of 15 December 2006 between DEUTSCHE BANK AG, NEW YORK BRANCH and HSBC BANK USA, NATIONAL ASSOCIATION, not in its individual or corporate capacity but solely as Trustee for the Supplemental Interest Trust for Deutsche Alt-A Securities Mortgage Loan Trust, Series 2006-AR6 ______________________________________ ("Party A") _________________________________________ ("benefit of Party B") Paragraph 13the Floating Rate Payer Upfront Payment on or prior to June 29, 2007. This Floating Rate Payer Upfront Payment and the payment due on the same date under confirmation Ref No.1618505 (each between Party A and Party B) is reflected in the net amount of USD 1,258,000 payable to Xxxxxx Brothers Holdings Inc. (for the benefit of Party B) on the same date as reflected herein.
Appears in 1 contract
Samples: Lehman XS Trust Series 2007-12n
FIXED AMOUNTS. Fixed Rate Payer: Counterparty Fixed Rate: 5.105.20% Fixed Rate Payer Period End Dates: The 25th calendar day of each month during the Term of this Transaction, commencing February December 25, 20072006, and ending on October July 25, 2011, 2011 with No Adjustments. Fixed Rate Payer Payment Dates: The 25th calendar day of each month during the Term of this Transaction, commencing February December 25, 20072006, and ending on the Termination Date, subject to adjustment in accordance with the Following Business Day Convention. Early Payment shall be applicable. The Fixed Rate Payer Payment Date shall be one (1) Business Day preceding each Fixed Rate Payer Period End Date. Fixed Amount: 250 * Notional Amount * Fixed Rate * Fixed Rate Day Count Fraction Fixed Rate Day Count Fraction: 30/360 Floating Amounts: Floating Rate Payer: DBAG Floating Rate Payer Period End Dates: The 25th calendar day of each month during the Term of this Transaction, commencing February December 25, 20072006, and ending on the October 25, 2011Termination Date, subject to adjustment in accordance with the Following Business Day Convention. Floating Rate Payer Payment Dates: The 25th calendar day of each month during the Term of this Transaction, commencing February December 25, 20072006, and ending on the Termination Date, subject to adjustment in accordance with the Following Business Day Convention. Early Payment shall be applicable. The Floating Rate Payer Payment Date shall be one (1) Business Day preceding each Floating Rate Payer Period End Date. Floating Rate Option: USD-LIBOR-BBA Floating Amount: 250 * Notional Amount * Floating Rate Option * Floating Rate Day Count Fraction Designated Maturity: One month Floating Rate Day Count Fraction: Actual/360 Reset Dates: The first day of each Calculation Period Compounding: Inapplicable Additional Terms: Business Days: New York Calculation Agent: DBAG Account Details and Settlement Information: Payments to DBAG: Deutsche Bank Trust Company – Americas, New York SWIFT Code: XXXXXX00 Favor of: Deutsche Bank AG, New York Acct. # 01 473 969 Reference: N550717N Payments to Counterparty: Xxxxx Fargo Bank, NA ABA# 000000000 Account Name: SAS Clearing Account # 0000000000 FFC to: DBALT 2006-AR6, Certificate Swap Account # 00000000 Please confirm that the foregoing correctly sets forth the terms of our agreement by having an authorized officer sign this Confirmation and return it via facsimile to: Attention: Derivative Documentation Telephone: 00 00 0000 0000 Facsimile: 44 20 7545 9761 E-mail:xxxxxxxxxx.xxxxxxxxxxxxx@xx.xxx This message will be the only form of Confirmation dispatched by us. If you wish to exchange hard copy forms of this Confirmation, please contact us. For and on behalf of DEUTSCHE BANK AG, NEW YORK BRANCH (RMBS Derivatives Desk) For and on behalf of HSBC BANK USA, NATIONAL ASSOCIATION, not in its individual or corporate capacity but solely as Trustee for the Supplemental Interest Trust for Deutsche Alt-A Securities Mortgage Loan Trust, Series 2006-AR6 /s/ Xxxx Xxxxxxx Name: Xxxx Xxxxxxx Title: VP Date: 12/15/06 /s/ Xxxxxxxx Xxxxxxx Name: Xxxxxxxx Xxxxxxx Title: Vice President Date: 12/15/06 /s/ Xxxxxx Xxxx Name: Xxxxxx Xxxx Title: AVP Date: 12/15/06 SCHEDULE I (With respect to each Fixed Rate Payer Period End Date, all such dates are with No Adjustment, and with respect to each Floating Rate Payer Period End Date, all such dates are subject to adjustment in accordance with the Following Business Day Convention) Start Date End Date Notional ($) Strike January 25, 2007 February 25, 2007 6,901,732.71 5.10% February 25, 2007 March 25, 2007 6,733,652.18 5.10% March 25, 2007 April 25, 2007 6,552,098.04 5.10% April 25, 2007 May 25, 2007 6,351,270.84 5.10% May 25, 2007 June 25, 2007 6,141,303.04 5.10% June 25, 2007 July 25, 2007 5,925,568.75 5.10% July 25, 2007 August 25, 2007 5,700,607.11 5.10% August 25, 2007 September 25, 2007 5,467,668.45 5.10% September 25, 2007 October 25, 2007 5,229,269.07 5.10% October 25, 2007 November 25, 2007 4,986,967.05 5.10% November 25, 2007 December 25, 2007 4,746,054.13 5.10% December 25, 2007 January 25, 2008 4,514,923.21 5.10% January 25, 2008 February 25, 2008 4,295,045.60 5.10% February 25, 2008 March 25, 2008 4,085,413.57 5.10% March 25, 2008 April 25, 2008 3,886,448.26 5.10% April 25, 2008 May 25, 2008 3,697,170.50 5.10% May 25, 2008 June 25, 2008 3,517,108.71 5.10% June 25, 2008 July 25, 2008 3,345,814.25 5.10% July 25, 2008 August 25, 2008 3,182,310.34 5.10% August 25, 2008 September 25, 2008 3,027,318.23 5.10% September 25, 2008 October 25, 2008 2,879,255.24 5.10% October 25, 2008 November 25, 2008 2,733,631.85 5.10% November 25, 2008 December 25, 2008 2,599,002.45 5.10% December 25, 2008 January 25, 2009 2,469,786.43 5.10% January 25, 2009 February 25, 2009 2,349,490.46 5.10% February 25, 2009 March 25, 2009 2,217,373.30 5.10% March 25, 2009 April 25, 2009 2,109,366.87 5.10% April 25, 2009 May 25, 2009 2,003,257.78 5.10% May 25, 2009 June 25, 2009 1,905,346.59 5.10% June 25, 2009 July 25, 2009 1,812,214.16 5.10% July 25, 2009 August 25, 2009 1,721,582.63 5.10% August 25, 2009 September 25, 2009 1,624,331.71 5.10% September 25, 2009 October 25, 2009 1,540,255.94 5.10% October 25, 2009 November 25, 2009 1,445,656.06 5.10% November 25, 2009 December 25, 2009 1,371,400.58 5.10% December 25, 2009 January 25, 2010 1,302,366.84 5.10% January 25, 2010 February 25, 2010 1,238,924.32 5.10% February 25, 2010 March 25, 2010 1,178,571.47 5.10% March 25, 2010 April 25, 2010 1,121,157.84 5.10% April 25, 2010 May 25, 2010 1,066,540.33 5.10% May 25, 2010 June 25, 2010 1,014,582.79 5.10% June 25, 2010 July 25, 2010 965,155.72 5.10% July 2010 August 25, 2010 918,135.91 5.10% August 25, 2010 September 25, 2010 873,228.18 5.10% September 25, 2010 October 25, 2010 830,685.59 5.10% October 25, 2010 November 25, 2010 790,215.04 5.10% November 25, 2010 December 25, 2010 751,715.63 5.10% December 25, 2010 January 25, 2011 715,091.38 5.10% January 25, 2011 February 25, 2011 678,420.45 5.10% February 25, 2011 March 25, 2011 645,313.47 5.10% March 25, 2011 April 25, 2011 613,485.40 5.10% April 25, 2011 May 25, 2011 572,035.15 5.10% May 25, 2011 June 25, 2011 543,209.01 5.10% June 25, 2011 July 25, 2011 516,452.98 5.10% July 25, 2011 August 25, 2011 485,661.27 5.10% August 25, 2011 September 25, 2011 420,829.23 5.10% September 25, 2011 October 25, 2011 397,156.99 5.10% CSA Elections and Variables to the ISDA Credit Support Annex dated as of 15 December 2006 between DEUTSCHE BANK AG, NEW YORK BRANCH and HSBC BANK USA, NATIONAL ASSOCIATION, not in its individual or corporate capacity but solely as Trustee for the Supplemental Interest Trust for Deutsche Alt-A Securities Mortgage Loan Trust, Series 2006-AR6 ______________________________________ ("Party A") _________________________________________ ("Party B") Paragraph 13.Inapplicable
Appears in 1 contract
Samples: Master Agreement (Deutsche Alt-a Securities Mortgage Loan Trust, Series 2006-Ar5)
FIXED AMOUNTS. Fixed Rate Payer: Counterparty Fixed Rate: 5.105.505% Fixed Rate Payer Period End Dates: The 25th calendar day of each month during the Term of this Transaction, commencing February July 25, 2007, and ending on October May 25, 2011, 2014 with No Adjustments. Fixed Rate Payer Payment Dates: The 25th calendar day of each month during the Term of this Transaction, commencing February July 25, 2007, and ending on the Termination Date, subject to adjustment in accordance with the Following Business Day Convention. Early Payment shall be applicable. The Fixed Rate Payer Payment Date shall be one (1) Business Day preceding each Fixed Rate Payer Period End Date. Fixed Amount: 250 * Notional Amount * Fixed Rate * Fixed Rate Day Count Fraction Fixed Rate Day Count Fraction: 30/360 Floating Amounts: Floating Rate Payer: DBAG Floating Rate Payer Period End Dates: The 25th calendar day of each month during the Term of this Transaction, commencing February July 25, 2007, and ending on the October 25, 2011Termination Date, subject to adjustment in accordance with the Following Business Day Convention. Floating Rate Payer Payment Dates: The 25th calendar day of each month during the Term of this Transaction, commencing February July 25, 2007, and ending on the Termination Date, subject to adjustment in accordance with the Following Business Day Convention. Early Payment shall be applicable. The Floating Rate Payer Payment Date shall be one (1) Business Day preceding each Floating Rate Payer Period End Date. Floating Rate Option: USD-LIBOR-BBA Floating Amount: 250 * Notional Amount * Floating Rate Option * Floating Rate Day Count Fraction Designated Maturity: One month Floating Rate Day Count Fraction: Actual/360 Reset Dates: The first day of each Calculation Period Compounding: Inapplicable Additional Terms: Business Days: New York Calculation Agent: DBAG Account Details and Settlement Information: Payments to DBAG: Deutsche Bank Trust Company – Americas, New York SWIFT Code: XXXXXX00 Favor of: Deutsche Bank AG, New York Acct. # 01 473 969 Reference: N550717N Payments to Counterparty: Xxxxx Fargo Bank, NA ABA# 000000000 Account Name: SAS Clearing Account # 0000000000 FFC to: DBALT 2006-AR6, Certificate Swap Account # 00000000 Please confirm that the foregoing correctly sets forth the terms of our agreement by having an authorized officer sign this Confirmation and return it via facsimile to: Attention: Derivative Documentation Telephone: 00 00 0000 0000 Facsimile: 44 20 7545 9761 E-mail:xxxxxxxxxx.xxxxxxxxxxxxx@xx.xxx This message will be the only form of Confirmation dispatched by us. If you wish to exchange hard copy forms of this Confirmation, please contact us. For and on behalf of DEUTSCHE BANK AG, NEW YORK BRANCH (RMBS Derivatives Desk) For and on behalf of HSBC BANK USA, NATIONAL ASSOCIATION, not in its individual or corporate capacity but solely as Trustee for the Supplemental Interest Trust for Deutsche Alt-A Securities Mortgage Loan Trust, Series 2006-AR6 /s/ Xxxx Xxxxxxx Name: Xxxx Xxxxxxx Title: VP Date: 12/15/06 /s/ Xxxxxxxx Xxxxxxx Name: Xxxxxxxx Xxxxxxx Title: Vice President Date: 12/15/06 /s/ Xxxxxx Xxxx Name: Xxxxxx Xxxx Title: AVP Date: 12/15/06 SCHEDULE I (With respect to each Fixed Rate Payer Period End Date, all such dates are with No Adjustment, and with respect to each Floating Rate Payer Period End Date, all such dates are subject to adjustment in accordance with the Following Business Day Convention) Start Date End Date Notional ($) Strike January 25, 2007 February 25, 2007 6,901,732.71 5.10% February 25, 2007 March 25, 2007 6,733,652.18 5.10% March 25, 2007 April 25, 2007 6,552,098.04 5.10% April 25, 2007 May 25, 2007 6,351,270.84 5.10% May 25, 2007 June 25, 2007 6,141,303.04 5.10% June 25, 2007 July 25, 2007 5,925,568.75 5.10% July 25, 2007 August 25, 2007 5,700,607.11 5.10% August 25, 2007 September 25, 2007 5,467,668.45 5.10% September 25, 2007 October 25, 2007 5,229,269.07 5.10% October 25, 2007 November 25, 2007 4,986,967.05 5.10% November 25, 2007 December 25, 2007 4,746,054.13 5.10% December 25, 2007 January 25, 2008 4,514,923.21 5.10% January 25, 2008 February 25, 2008 4,295,045.60 5.10% February 25, 2008 March 25, 2008 4,085,413.57 5.10% March 25, 2008 April 25, 2008 3,886,448.26 5.10% April 25, 2008 May 25, 2008 3,697,170.50 5.10% May 25, 2008 June 25, 2008 3,517,108.71 5.10% June 25, 2008 July 25, 2008 3,345,814.25 5.10% July 25, 2008 August 25, 2008 3,182,310.34 5.10% August 25, 2008 September 25, 2008 3,027,318.23 5.10% September 25, 2008 October 25, 2008 2,879,255.24 5.10% October 25, 2008 November 25, 2008 2,733,631.85 5.10% November 25, 2008 December 25, 2008 2,599,002.45 5.10% December 25, 2008 January 25, 2009 2,469,786.43 5.10% January 25, 2009 February 25, 2009 2,349,490.46 5.10% February 25, 2009 March 25, 2009 2,217,373.30 5.10% March 25, 2009 April 25, 2009 2,109,366.87 5.10% April 25, 2009 May 25, 2009 2,003,257.78 5.10% May 25, 2009 June 25, 2009 1,905,346.59 5.10% June 25, 2009 July 25, 2009 1,812,214.16 5.10% July 25, 2009 August 25, 2009 1,721,582.63 5.10% August 25, 2009 September 25, 2009 1,624,331.71 5.10% September 25, 2009 October 25, 2009 1,540,255.94 5.10% October 25, 2009 November 25, 2009 1,445,656.06 5.10% November 25, 2009 December 25, 2009 1,371,400.58 5.10% December 25, 2009 January 25, 2010 1,302,366.84 5.10% January 25, 2010 February 25, 2010 1,238,924.32 5.10% February 25, 2010 March 25, 2010 1,178,571.47 5.10% March 25, 2010 April 25, 2010 1,121,157.84 5.10% April 25, 2010 May 25, 2010 1,066,540.33 5.10% May 25, 2010 June 25, 2010 1,014,582.79 5.10% June 25, 2010 July 25, 2010 965,155.72 5.10% July 2010 August 25, 2010 918,135.91 5.10% August 25, 2010 September 25, 2010 873,228.18 5.10% September 25, 2010 October 25, 2010 830,685.59 5.10% October 25, 2010 November 25, 2010 790,215.04 5.10% November 25, 2010 December 25, 2010 751,715.63 5.10% December 25, 2010 January 25, 2011 715,091.38 5.10% January 25, 2011 February 25, 2011 678,420.45 5.10% February 25, 2011 March 25, 2011 645,313.47 5.10% March 25, 2011 April 25, 2011 613,485.40 5.10% April 25, 2011 May 25, 2011 572,035.15 5.10% May 25, 2011 June 25, 2011 543,209.01 5.10% June 25, 2011 July 25, 2011 516,452.98 5.10% July 25, 2011 August 25, 2011 485,661.27 5.10% August 25, 2011 September 25, 2011 420,829.23 5.10% September 25, 2011 October 25, 2011 397,156.99 5.10% CSA Elections and Variables to the ISDA Credit Support Annex dated as of 15 December 2006 between DEUTSCHE BANK AG, NEW YORK BRANCH and HSBC BANK USA, NATIONAL ASSOCIATION, not in its individual or corporate capacity but solely as Trustee for the Supplemental Interest Trust for Deutsche Alt-A Securities Mortgage Loan Trust, Series 2006-AR6 ______________________________________ ("Party A") _________________________________________ ("Party B") Paragraph 13.Inapplicable
Appears in 1 contract
Samples: Master Agreement (PHH Alternative Mortgage Trust, Series 2007-3)
FIXED AMOUNTS. Fixed Rate Payer: Counterparty Fixed Rate: 5.10% Fixed Rate Payer Period End Dates: The 25th calendar day of each month during the Term of this Transaction, commencing February 25, 2007, and ending on October 25, 2011, with No Adjustments. Party B Fixed Rate Payer Payment DatesDate: The 25th calendar day of each month during the Term of this TransactionJuly 12, commencing February 25, 2007, and ending on the Termination Date, subject to adjustment in accordance with the Following Business Day Convention. Early Payment shall be applicable. The Fixed Rate Payer Payment Date shall be one (1) Business Day preceding each Fixed Rate Payer Period End Date. 2007 Fixed Amount: 250 * Notional USD 13,000, to be paid by Party B on July 12, 2007. For convenience of the parties, the parties agree the Fixed Amount * Fixed Rate * Fixed Rate Day Count Fraction Fixed Rate Day Count Fraction: 30/360 will be netted with the Additional Floating Amount due under the swap confirmation (reference number D16335140). Floating Amounts: Floating Rate Payer: DBAG Party A Cap Rate: For each Floating Payer Period End Date the percentage set forth in Schedule I as the Cap Rate for such Floating Rate Payer Period End Date. Floating Rate Payer Period End Dates: The 25th calendar 19th day of each month during the Term of this Transaction, each year commencing February 25August 19, 2007, through and ending on including the October 25, 2011Termination Date, subject to adjustment in accordance with the Following Business Day Convention. Floating Rate Payer Payment Dates: The 25th calendar day of each month during the Term of this Transaction, commencing February 25, 2007, and ending on the Termination Date, subject to adjustment in accordance with the Following Business Day Convention. Early Payment shall be applicable. The Floating Rate Payer Payment Date Dates shall be one (1) Business Day preceding prior to each Floating Rate Payer Period End Date. Floating Rate Option: USD-LIBOR-BBA Floating Amount: 250 * Notional Amount * BBA, provided, however, that if the Floating Rate Option * for any Calculation Period is greater than 11.50% for such Calculation Period, then the Floating Rate Day Count Fraction Option for such Calculation Period shall be deemed to be 11.50% for such Calculation Period. Designated Maturity: One month Spread: N/A Floating Rate Day Count Fraction: Actual/360 Reset Dates: The first First day of each Calculation Period Compounding: Inapplicable Additional Terms: Business DaysDays for payment: New York Calculation Agent: DBAG Party A Account Details for payments to Party A: For the account of: The Royal Bank of Scotland Financial Markets Fixed Income and Settlement Information: Payments to DBAG: Deutsche Interest Rate Derivative Operations London SWIFT XXXXXX0XXXX with JPMorgan Chase Bank Trust Company – Americas, New York SWIFT Code: XXXXXX00 Favor of: Deutsche Bank AG, New York Acct. XXX # 01 473 969 Reference: N550717N Payments 000000000 Account Number 400930153 Account for payments to CounterpartyParty B: Xxxxx Fargo Bank, NA San Francisco, CA ABA# 000000000 Account 000-000-000 Acct# 0000000000 Acct Name: SAS Clearing Account # 0000000000 FFC toFFC: DBALT 200653165803 Harborview 2007-AR65 4 Offices: The Office of Party A for this Transaction is: London The Office of Party B for this Transaction is: Columbia, Certificate Swap Account # 00000000 Maryland 5 Agency Role of Greenwich Capital Markets, Inc. This Transaction has been entered into by Greenwich Capital Markets, Inc., as agent for The Royal Bank of Scotland plc. Greenwich Capital Markets, Inc. has not guaranteed and is not otherwise responsible for the obligations of Party A under this Transaction. Please promptly confirm that the foregoing correctly sets forth the terms of our agreement the Transaction entered into between us by having an authorized officer sign executing this Confirmation and return returning it via to us by facsimile to: RBS Financial Markets Xxxxx 0 000 Xxxxxxxxxxx Xxxxxx, XX0X 0XX Attention: Derivative Documentation TelephoneSwaps Administration Fax: 00 00 000 0000 0000 FacsimilePhone: 44 20 7545 9761 E-mail:xxxxxxxxxx.xxxxxxxxxxxxx@xx.xxx This message will be the only form of Confirmation dispatched by us. If you wish to exchange hard copy forms of this Confirmation000 0000 0000 THE ROYAL BANK OF SCOTLAND PLC By: Greenwich Capital Markets, please contact us. For and on behalf of DEUTSCHE BANK AGInc., NEW YORK BRANCH (RMBS Derivatives Desk) For and on behalf of HSBC BANK USA, NATIONAL ASSOCIATION, not in its individual or corporate capacity but solely as Trustee for the Supplemental Interest Trust for Deutsche Alt-A Securities Mortgage Loan Trust, Series 2006-AR6 agent By /s/ Xxxx Xxxxxxx Xxxxxxx Name: Xxxx Xxxxxxx Title: VP Date: 12/15/06 /s/ Xxxxxxxx Xxxxxxx Name: Xxxxxxxx Xxxxxxx Title: Vice President DateAccepted and confirmed as of the Trade Date written above: 12/15/06 HARBORVIEW MORTGAGE LOAN TRUST 2007-5 By: Xxxxx Fargo Bank, N.A., solely in its capacity as Securities Administrator on behalf of the Trust with respect to HARBORVIEW MORTGAGE LOAN TRUST 2007-5 By /s/ Xxxxxx Xxxx X. Xxxxxxx Name: Xxxxxx Xxxx X. Xxxxxxx Title: AVP Date: 12/15/06 Vice President SCHEDULE I (With respect to each Fixed Rate Payer Period End Date, all such All dates are with No Adjustment, and with respect to each Floating Rate Payer Period End Date, all such dates are subject to adjustment in accordance with the Following Business Day Convention) Start Date End Date . From and including: To but excluding: Notional Amount ($) Strike January 25, 2007 February 25, 2007 6,901,732.71 5.10% February 25, 2007 March 25, 2007 6,733,652.18 5.10% March 25, 2007 April 25, 2007 6,552,098.04 5.10% April 25, 2007 May 25, 2007 6,351,270.84 5.10% May 25, 2007 June 25, 2007 6,141,303.04 5.10% June 25, 2007 July 25, 2007 5,925,568.75 5.10% July 25, 2007 August 25, 2007 5,700,607.11 5.10% August 25, 2007 September 25, 2007 5,467,668.45 5.10% September 25, 2007 October 25, 2007 5,229,269.07 5.10% October 25, 2007 November 25, 2007 4,986,967.05 5.10% November 25, 2007 December 25, 2007 4,746,054.13 5.10% December 25, 2007 January 25, 2008 4,514,923.21 5.10% January 25, 2008 February 25, 2008 4,295,045.60 5.10% February 25, 2008 March 25, 2008 4,085,413.57 5.10% March 25, 2008 April 25, 2008 3,886,448.26 5.10% April 25, 2008 May 25, 2008 3,697,170.50 5.10% May 25, 2008 June 25, 2008 3,517,108.71 5.10% June 25, 2008 July 25, 2008 3,345,814.25 5.10% July 25, 2008 August 25, 2008 3,182,310.34 5.10% August 25, 2008 September 25, 2008 3,027,318.23 5.10% September 25, 2008 October 25, 2008 2,879,255.24 5.10% October 25, 2008 November 25, 2008 2,733,631.85 5.10% November 25, 2008 December 25, 2008 2,599,002.45 5.10% December 25, 2008 January 25, 2009 2,469,786.43 5.10% January 25, 2009 February 25, 2009 2,349,490.46 5.10% February 25, 2009 March 25, 2009 2,217,373.30 5.10% March 25, 2009 April 25, 2009 2,109,366.87 5.10% April 25, 2009 May 25, 2009 2,003,257.78 5.10% May 25, 2009 June 25, 2009 1,905,346.59 5.10% June 25, 2009 July 25, 2009 1,812,214.16 5.10% July 25, 2009 August 25, 2009 1,721,582.63 5.10% August 25, 2009 September 25, 2009 1,624,331.71 5.10% September 25, 2009 October 25, 2009 1,540,255.94 5.10% October 25, 2009 November 25, 2009 1,445,656.06 5.10% November 25, 2009 December 25, 2009 1,371,400.58 5.10% December 25, 2009 January 25, 2010 1,302,366.84 5.10% January 25, 2010 February 25, 2010 1,238,924.32 5.10% February 25, 2010 March 25, 2010 1,178,571.47 5.10% March 25, 2010 April 25, 2010 1,121,157.84 5.10% April 25, 2010 May 25, 2010 1,066,540.33 5.10% May 25, 2010 June 25, 2010 1,014,582.79 5.10% June 25, 2010 July 25, 2010 965,155.72 5.10% July 2010 August 25, 2010 918,135.91 5.10% August 25, 2010 September 25, 2010 873,228.18 5.10% September 25, 2010 October 25, 2010 830,685.59 5.10% October 25, 2010 November 25, 2010 790,215.04 5.10% November 25, 2010 December 25, 2010 751,715.63 5.10% December 25, 2010 January 25, 2011 715,091.38 5.10% January 25, 2011 February 25, 2011 678,420.45 5.10% February 25, 2011 March 25, 2011 645,313.47 5.10% March 25, 2011 April 25, 2011 613,485.40 5.10% April 25, 2011 May 25, 2011 572,035.15 5.10% May 25, 2011 June 25, 2011 543,209.01 5.10% June 25, 2011 July 25, 2011 516,452.98 5.10% July 25, 2011 August 25, 2011 485,661.27 5.10% August 25, 2011 September 25, 2011 420,829.23 5.10% September 25, 2011 October 25, 2011 397,156.99 5.10% CSA Elections and Variables to the ISDA Credit Support Annex dated as of 15 December 2006 between DEUTSCHE BANK AG, NEW YORK BRANCH and HSBC BANK USA, NATIONAL ASSOCIATION, not in its individual or corporate capacity but solely as Trustee for the Supplemental Interest Trust for Deutsche Alt-A Securities Mortgage Loan Trust, Series 2006-AR6 ______________________________________ ("Party A") _________________________________________ ("Party B") Paragraph 13.USD): Cap Rate: 7/19/2007 8/19/2007 1,091,240,566.72 6.56748 8/19/2007 9/19/2007 1,068,106,505.92 6.56865 9/19/2007 10/19/2007 1,045,469,707.34 6.79883 10/19/2007 11/19/2007 1,023,319,275.69 6.57105 11/19/2007 12/19/2007 1,001,644,558.41 6.80137 12/19/2007 1/19/2008 980,435,140.08 6.57356 1/19/2008 2/19/2008 959,680,837.21 6.57486 2/19/2008 3/19/2008 939,370,438.29 7.05040 3/19/2008 4/19/2008 919,495,139.19 6.57753 4/19/2008 5/19/2008 900,045,809.62 6.80820
Appears in 1 contract
Samples: Master Agreement (HarborView 2007-5)
FIXED AMOUNTS. Fixed Rate Payer: Counterparty Fixed Rate: 5.10% Party B Fixed Rate Payer Period End Dates: The 25th 15th calendar day of each month during the Term of this Transaction, commencing February 25, 2007, and ending on October 25, 2011, with No Adjustments. Fixed Rate Payer Payment Dates: The 25th calendar day of each month during the Term of this Transaction, commencing February 25November 15, 2007, and ending on the Termination Date, subject to adjustment in accordance with the Following Business Day Convention. Early Payment shall be applicable. The Fixed Rate Payer Payment Date shall be one (1) Business Day preceding each Fixed Rate Payer Period End Date. Fixed Amount: 250 * Notional Amount * Fixed Rate * Fixed Rate Day Count Fraction Fixed Rate Day Count Fraction: 30/360 Floating Amounts: Floating Rate Payer: DBAG Floating Rate Payer Period End Dates: The 25th 15th calendar day of each month during the Term of this Transaction, commencing February 25, 2007, and ending on the October 25, 2011, subject to adjustment in accordance with the Following Business Day Convention. Floating Rate Payer Payment Dates: The 25th calendar day of each month during the Term of this Transaction, commencing February 25November 15, 2007, and ending on the Termination Date, subject to adjustment in accordance with the Following Business Day Convention. Early Payment shall be applicable. The Fixed Rate: 5.081% Fixed Rate Day Count Fraction: Actual/360 Floating Amounts: Floating Rate Payer Payment Date shall be one (1) Business Day preceding each Payer: Party A Floating Rate Payer Period End Dates: The 15th calendar day of each month during the Term of this Transaction, commencing November 15, 2007, and ending on the Termination Date, subject to adjustment in accordance with the Business Day Convention.. Floating Rate Payer Payment Dates: The 15th calendar day of each month during the Term of this Transaction, commencing November 15, 2007, and ending on the Termination Date, subject to adjustment in accordance with the Business Day Convention. Floating Rate Option: USD-LIBOR-BBA Floating Amount: 250 * Notional Amount * Floating Rate Option * Floating Rate Day Count Fraction Designated Maturity: One month Floating Rate Day Count Fraction: Fraction Actual/360 Reset Dates: The first day of each Calculation Period Period. Compounding: Inapplicable Additional Terms: Business Days: New York York, Philadelphia and Milford, Ohio Business Day Convention: Following Calculation Agent: DBAG Party A Account Details and Settlement Information: Payments to DBAGParty A: Deutsche Correspondent: BARCLAYS BANK PLC NEW YORK FEED: 000000000 Beneficiary: BARCLAYS SWAPS Beneficiary Account: 000-00000-0 Payments to Party B: U.S. Bank Trust Company – Americas, New York SWIFT CodeNational Association ABA Number: XXXXXX00 Favor of000000000 Account Number: Deutsche Bank AG, New York Acct. # 01 473 969 1731-0332-2058 Reference: N550717N Payments to Counterparty: Xxxxx Fargo Bank, NA ABA# 000000000 Account Charming Shoppes/2576000052 (2007-1 Hedge) Beneficiary Name: SAS Clearing Account # 0000000000 FFC to: DBALT 2006-AR6, Certificate Swap Account # 00000000 Please confirm that the foregoing correctly sets forth the terms of our agreement by having an authorized officer sign this Confirmation and return it via facsimile to: Attention: Derivative Documentation Telephone: 00 00 0000 0000 Facsimile: 44 20 7545 9761 E-mail:xxxxxxxxxx.xxxxxxxxxxxxx@xx.xxx This message will be the only form of Confirmation dispatched by us. If you wish to exchange hard copy forms of this Confirmation, please contact us. For and on behalf of DEUTSCHE BANK AG, NEW YORK BRANCH (RMBS Derivatives Desk) For and on behalf of HSBC BANK USA, NATIONAL ASSOCIATION, not in its individual or corporate capacity but solely as Trustee for the Supplemental Interest Trust for Deutsche Alt-A Securities Mortgage Loan Trust, Series 2006-AR6 /s/ Xxxx Xxxxxxx Name: Xxxx Xxxxxxx Title: VP Date: 12/15/06 /s/ Xxxxxxxx Xxxxxxx Name: Xxxxxxxx Xxxxxxx Title: Vice President Date: 12/15/06 /s/ Xxxxxx Xxxx NameUS Bank Structured Fin Attn: Xxxxxx Xxxx Title: AVP Date: 12/15/06 SCHEDULE I (With respect to each Fixed Rate Payer Period End Date, all such dates are with No Adjustment, and with respect to each Floating Rate Payer Period End Date, all such dates are subject to adjustment in accordance with the Following Business Day Convention) Start Date End Date Notional ($) Strike January 25, 2007 February 25, 2007 6,901,732.71 5.10% February 25, 2007 March 25, 2007 6,733,652.18 5.10% March 25, 2007 April 25, 2007 6,552,098.04 5.10% April 25, 2007 May 25, 2007 6,351,270.84 5.10% May 25, 2007 June 25, 2007 6,141,303.04 5.10% June 25, 2007 July 25, 2007 5,925,568.75 5.10% July 25, 2007 August 25, 2007 5,700,607.11 5.10% August 25, 2007 September 25, 2007 5,467,668.45 5.10% September 25, 2007 October 25, 2007 5,229,269.07 5.10% October 25, 2007 November 25, 2007 4,986,967.05 5.10% November 25, 2007 December 25, 2007 4,746,054.13 5.10% December 25, 2007 January 25, 2008 4,514,923.21 5.10% January 25, 2008 February 25, 2008 4,295,045.60 5.10% February 25, 2008 March 25, 2008 4,085,413.57 5.10% March 25, 2008 April 25, 2008 3,886,448.26 5.10% April 25, 2008 May 25, 2008 3,697,170.50 5.10% May 25, 2008 June 25, 2008 3,517,108.71 5.10% June 25, 2008 July 25, 2008 3,345,814.25 5.10% July 25, 2008 August 25, 2008 3,182,310.34 5.10% August 25, 2008 September 25, 2008 3,027,318.23 5.10% September 25, 2008 October 25, 2008 2,879,255.24 5.10% October 25, 2008 November 25, 2008 2,733,631.85 5.10% November 25, 2008 December 25, 2008 2,599,002.45 5.10% December 25, 2008 January 25, 2009 2,469,786.43 5.10% January 25, 2009 February 25, 2009 2,349,490.46 5.10% February 25, 2009 March 25, 2009 2,217,373.30 5.10% March 25, 2009 April 25, 2009 2,109,366.87 5.10% April 25, 2009 May 25, 2009 2,003,257.78 5.10% May 25, 2009 June 25, 2009 1,905,346.59 5.10% June 25, 2009 July 25, 2009 1,812,214.16 5.10% July 25, 2009 August 25, 2009 1,721,582.63 5.10% August 25, 2009 September 25, 2009 1,624,331.71 5.10% September 25, 2009 October 25, 2009 1,540,255.94 5.10% October 25, 2009 November 25, 2009 1,445,656.06 5.10% November 25, 2009 December 25, 2009 1,371,400.58 5.10% December 25, 2009 January 25, 2010 1,302,366.84 5.10% January 25, 2010 February 25, 2010 1,238,924.32 5.10% February 25, 2010 March 25, 2010 1,178,571.47 5.10% March 25, 2010 April 25, 2010 1,121,157.84 5.10% April 25, 2010 May 25, 2010 1,066,540.33 5.10% May 25, 2010 June 25, 2010 1,014,582.79 5.10% June 25, 2010 July 25, 2010 965,155.72 5.10% July 2010 August 25, 2010 918,135.91 5.10% August 25, 2010 September 25, 2010 873,228.18 5.10% September 25, 2010 October 25, 2010 830,685.59 5.10% October 25, 2010 November 25, 2010 790,215.04 5.10% November 25, 2010 December 25, 2010 751,715.63 5.10% December 25, 2010 January 25, 2011 715,091.38 5.10% January 25, 2011 February 25, 2011 678,420.45 5.10% February 25, 2011 March 25, 2011 645,313.47 5.10% March 25, 2011 April 25, 2011 613,485.40 5.10% April 25, 2011 May 25, 2011 572,035.15 5.10% May 25, 2011 June 25, 2011 543,209.01 5.10% June 25, 2011 July 25, 2011 516,452.98 5.10% July 25, 2011 August 25, 2011 485,661.27 5.10% August 25, 2011 September 25, 2011 420,829.23 5.10% September 25, 2011 October 25, 2011 397,156.99 5.10% CSA Elections and Variables to the ISDA Credit Support Annex dated as of 15 December 2006 between DEUTSCHE BANK AG, NEW YORK BRANCH and HSBC BANK USA, NATIONAL ASSOCIATION, not in its individual or corporate capacity but solely as Trustee for the Supplemental Interest Trust for Deutsche Alt-A Securities Mortgage Loan Trust, Series 2006-AR6 ______________________________________ ("Party A") _________________________________________ ("Party B") Paragraph 13.Xxx
Appears in 1 contract
Samples: Pooling and Servicing Agreement (Charming Shoppes Inc)
FIXED AMOUNTS. Fixed Rate Payer: Counterparty Fixed Rate: 5.10% Fixed Rate Payer Period End Dates: The 25th calendar day of each month during the Term of this Transaction, commencing February 25, 2007, and ending on October 25, 2011, with No Adjustments. Party A Fixed Rate Payer Payment Dates: Dates The 25th calendar day of 15 January and 15 July in each month during the Term of this Transactionyear, commencing February 25, 2007, 15 January 2010 to and ending on including the Termination Date, subject to adjustment in accordance with the Following Business Day Convention. Early Payment shall be applicable. The , with No Adjustment to Period End Dates Fixed Rate Payer Payment Date shall be one (1) Business Day preceding each Fixed Rate Payer Period End Date. Fixed Amount: 250 * Notional Amount * Fixed Rate * 6.25 per cent per annum Fixed Rate Day Count Fraction 30/360 Business Days for Fixed Rate Day Count Fraction: 30/360 Amounts London and New York Floating Amounts: Floating Rate Payer: DBAG Amounts Floating Rate Payer Period End Dates: The 25th calendar day of each month during the Term of this Transaction, commencing February 25, 2007, and ending on the October 25, 2011, subject to adjustment in accordance with the Following Business Day Convention. Party B Floating Rate Payer Payment Dates: Dates The 25th calendar day of 15 January and 15 July in each month during the Term of this Transactionyear, commencing February 25, 2007, 15 January 2010 to and ending on including the Termination Date, subject to adjustment in accordance with the Modified Following Business Day Convention. Early Payment shall be applicable. The Convention Floating Rate Payer Payment Date shall be one (1) Business Day preceding each Floating Rate Payer Period End Date. Floating Rate Option: Option USD-LIBOR-BBA Floating Amount: 250 * Notional Amount * Floating Rate Option * for Initial Compounding Period 0.231880 pct Designated Maturity 1 month Spread 2.856 pct Floating Rate Day Count Fraction Designated Maturity: One month Floating Rate Day Count Fraction: Actual/360 Reset Dates: Flat Compounding Applicable Compounding Dates The first 15th day of each Calculation Period Compounding: Inapplicable Additional Terms: Business Days: New York Calculation Agent: DBAG Account Details and Settlement Information: Payments month, commencing 15 January 2010 to DBAG: Deutsche Bank Trust Company – Americas, New York SWIFT Code: XXXXXX00 Favor of: Deutsche Bank AG, New York Acct. # 01 473 969 Reference: N550717N Payments to Counterparty: Xxxxx Fargo Bank, NA ABA# 000000000 Account Name: SAS Clearing Account # 0000000000 FFC to: DBALT 2006-AR6, Certificate Swap Account # 00000000 Please confirm that but excluding the foregoing correctly sets forth the terms of our agreement by having an authorized officer sign this Confirmation and return it via facsimile to: Attention: Derivative Documentation Telephone: 00 00 0000 0000 Facsimile: 44 20 7545 9761 E-mail:xxxxxxxxxx.xxxxxxxxxxxxx@xx.xxx This message will be the only form of Confirmation dispatched by us. If you wish to exchange hard copy forms of this Confirmation, please contact us. For and on behalf of DEUTSCHE BANK AG, NEW YORK BRANCH (RMBS Derivatives Desk) For and on behalf of HSBC BANK USA, NATIONAL ASSOCIATION, not in its individual or corporate capacity but solely as Trustee for the Supplemental Interest Trust for Deutsche Alt-A Securities Mortgage Loan Trust, Series 2006-AR6 /s/ Xxxx Xxxxxxx Name: Xxxx Xxxxxxx Title: VP Date: 12/15/06 /s/ Xxxxxxxx Xxxxxxx Name: Xxxxxxxx Xxxxxxx Title: Vice President Date: 12/15/06 /s/ Xxxxxx Xxxx Name: Xxxxxx Xxxx Title: AVP Date: 12/15/06 SCHEDULE I (With respect to each Fixed Rate Payer Period End Date, all such dates are with No Adjustment, and with respect to each Floating Rate Payer Period End Date, all such dates are Termination Date subject to adjustment in accordance with the Modified Following Business Day ConventionConvention Reset Dates The first day of each Compounding Period Business Days for Floating Amounts London and New York Calculation Agent Party A or, if different, as stated in the Agreement Account Details Account(s) Start Date End Date Notional ($for payments to Party A: As set out in our Standard Settlement Instructions Account(s) Strike January 25for payments to Party B: Any payments due to yourselves in relation to this Transaction will be made in accordance with your Standard Settlement Instructions, 2007 February 25where these are held by Party A. If these are not currently held by Party A or are not relevant to this Transaction, 2007 6,901,732.71 5.10% February 25, 2007 March 25, 2007 6,733,652.18 5.10% March 25, 2007 April 25, 2007 6,552,098.04 5.10% April 25, 2007 May 25, 2007 6,351,270.84 5.10% May 25, 2007 June 25, 2007 6,141,303.04 5.10% June 25, 2007 July 25, 2007 5,925,568.75 5.10% July 25, 2007 August 25, 2007 5,700,607.11 5.10% August 25, 2007 September 25, 2007 5,467,668.45 5.10% September 25, 2007 October 25, 2007 5,229,269.07 5.10% October 25, 2007 November 25, 2007 4,986,967.05 5.10% November 25, 2007 December 25, 2007 4,746,054.13 5.10% December 25, 2007 January 25, 2008 4,514,923.21 5.10% January 25, 2008 February 25, 2008 4,295,045.60 5.10% February 25, 2008 March 25, 2008 4,085,413.57 5.10% March 25, 2008 April 25, 2008 3,886,448.26 5.10% April 25, 2008 May 25, 2008 3,697,170.50 5.10% May 25, 2008 June 25, 2008 3,517,108.71 5.10% June 25, 2008 July 25, 2008 3,345,814.25 5.10% July 25, 2008 August 25, 2008 3,182,310.34 5.10% August 25, 2008 September 25, 2008 3,027,318.23 5.10% September 25, 2008 October 25, 2008 2,879,255.24 5.10% October 25, 2008 November 25, 2008 2,733,631.85 5.10% November 25, 2008 December 25, 2008 2,599,002.45 5.10% December 25, 2008 January 25, 2009 2,469,786.43 5.10% January 25, 2009 February 25, 2009 2,349,490.46 5.10% February 25, 2009 March 25, 2009 2,217,373.30 5.10% March 25, 2009 April 25, 2009 2,109,366.87 5.10% April 25, 2009 May 25, 2009 2,003,257.78 5.10% May 25, 2009 June 25, 2009 1,905,346.59 5.10% June 25, 2009 July 25, 2009 1,812,214.16 5.10% July 25, 2009 August 25, 2009 1,721,582.63 5.10% August 25, 2009 September 25, 2009 1,624,331.71 5.10% September 25, 2009 October 25, 2009 1,540,255.94 5.10% October 25, 2009 November 25, 2009 1,445,656.06 5.10% November 25, 2009 December 25, 2009 1,371,400.58 5.10% December 25, 2009 January 25, 2010 1,302,366.84 5.10% January 25, 2010 February 25, 2010 1,238,924.32 5.10% February 25, 2010 March 25, 2010 1,178,571.47 5.10% March 25, 2010 April 25, 2010 1,121,157.84 5.10% April 25, 2010 May 25, 2010 1,066,540.33 5.10% May 25, 2010 June 25, 2010 1,014,582.79 5.10% June 25, 2010 July 25, 2010 965,155.72 5.10% July 2010 August 25, 2010 918,135.91 5.10% August 25, 2010 September 25, 2010 873,228.18 5.10% September 25, 2010 October 25, 2010 830,685.59 5.10% October 25, 2010 November 25, 2010 790,215.04 5.10% November 25, 2010 December 25, 2010 751,715.63 5.10% December 25, 2010 January 25, 2011 715,091.38 5.10% January 25, 2011 February 25, 2011 678,420.45 5.10% February 25, 2011 March 25, 2011 645,313.47 5.10% March 25, 2011 April 25, 2011 613,485.40 5.10% April 25, 2011 May 25, 2011 572,035.15 5.10% May 25, 2011 June 25, 2011 543,209.01 5.10% June 25, 2011 July 25, 2011 516,452.98 5.10% July 25, 2011 August 25, 2011 485,661.27 5.10% August 25, 2011 September 25, 2011 420,829.23 5.10% September 25, 2011 October 25, 2011 397,156.99 5.10% CSA Elections and Variables please advise. Offices The Office of Party A for the Transaction is: London The Office of Party B for the Transaction is: Seattle Additional Representations Each party represents to the ISDA Credit Support Annex dated as other party on the Trade Date of 15 December 2006 this Transaction that (in the absence of a written agreement between DEUTSCHE BANK AG, NEW YORK BRANCH and HSBC BANK USA, NATIONAL ASSOCIATION, not in its individual or corporate capacity but solely as Trustee the parties that expressly imposes affirmative obligations to the contrary for the Supplemental Interest Trust for Deutsche Alt-A Securities Mortgage Loan Trust, Series 2006-AR6 ______________________________________ ("Party A") _________________________________________ ("Party B") Paragraph 13.this Transaction):-
Appears in 1 contract
Samples: Letter Agreement (Nordstrom Inc)
FIXED AMOUNTS. Fixed Rate Payer: Counterparty Fixed Rate: 5.10% Party B Fixed Rate Payer Period End Dates: The 25th calendar day of each month during the Term of this Transaction, each year commencing February May 25, 2007, through and ending including the Termination Date, subject to no adjustment. For the avoidance of doubt, the initial Fixed Rate Payer Calculation Period will commence on October (and including) April 25, 20112007 and end on (and excluding) May 25, with No Adjustments2007. Fixed Rate Payer Payment Dates: Early Payment shall be applicable. The Fixed Rate Payer Payment Dates shall be one (1) Business Day prior to each Fixed Rate Payer Period End Date, subject to adjustment in accordance with the Business Day Convention. Fixed Rate: 4.920% Fixed Rate Day Count Fraction: 30/360 Additional Fixed Amount Party B will pay USD 2,498,000 to Party A on the Effective Date (the parties hereto agree that such payment will be made on behalf of Party B by Deutsche Bank Structured Products, Inc.) Floating Amounts: Floating Rate Payer: Party A Floating Rate Payer Period End Dates: The 25th calendar day of each month during the Term of this Transaction, each year commencing February May 25, 2007, through and ending on including the Termination Date, subject to adjustment in accordance with the Following Business Day Convention. Early Payment shall be applicable. The Fixed Rate Payer Payment Date shall be one (1) Business Day preceding each Fixed Rate Payer Period End Date. Fixed Amount: 250 * Notional Amount * Fixed Rate * Fixed Rate Day Count Fraction Fixed Rate Day Count Fraction: 30/360 Floating Amounts: Floating Rate Payer: DBAG For the avoidance of doubt, the initial Floating Rate Payer Calculation Period End Dates: The 25th calendar day of each month during the Term of this Transactionwill commence on (and including) April 25, commencing February 2007 and end on (and excluding) May 25, 2007, and ending on the October 25, 2011, subject to adjustment in accordance with the Following Business Day Convention. Floating Rate Payer Payment Dates: The 25th calendar day of each month during the Term of this Transaction, commencing February 25, 2007, and ending on the Termination Date, subject to adjustment in accordance with the Following Business Day Convention. Early Payment shall be applicable. The Floating Rate Payer Payment Date Dates shall be one (1) Business Day preceding prior to each Floating Rate Payer Period End Date, subject to adjustment in accordance with the Business Day Convention. Floating Rate Option: USD-LIBOR-BBA Floating Amount: 250 * Notional Amount * Floating Rate Option * Floating Rate Day Count Fraction Designated Maturity: One month Spread: None Floating Rate Day Count Fraction: Actual/360 Reset Dates: The first First day of each Calculation Period Compounding: Inapplicable Additional Terms: Business DaysDays for payment: New York Business Day Convention: Following Calculation Agent: DBAG Account Details and Settlement Information: Payments to DBAG: Deutsche Bank Trust Company – Americas, New York SWIFT Code: XXXXXX00 Favor of: Deutsche Bank AG, New York Acct. # 01 473 969 Reference: N550717N Payments to Counterparty: Xxxxx Fargo Bank, NA ABA# 000000000 Account Name: SAS Clearing Account # 0000000000 FFC to: DBALT 2006-AR6, Certificate Swap Account # 00000000 Please confirm that the foregoing correctly sets forth the terms of our agreement by having an authorized officer sign this Confirmation and return it via facsimile to: Attention: Derivative Documentation Telephone: 00 00 0000 0000 Facsimile: 44 20 7545 9761 E-mail:xxxxxxxxxx.xxxxxxxxxxxxx@xx.xxx This message will be the only form of Confirmation dispatched by us. If you wish to exchange hard copy forms of this Confirmation, please contact us. For and on behalf of DEUTSCHE BANK AG, NEW YORK BRANCH (RMBS Derivatives Desk) For and on behalf of HSBC BANK USA, NATIONAL ASSOCIATION, not in its individual or corporate capacity but solely as Trustee for the Supplemental Interest Trust for Deutsche Alt-A Securities Mortgage Loan Trust, Series 2006-AR6 /s/ Xxxx Xxxxxxx Name: Xxxx Xxxxxxx Title: VP Date: 12/15/06 /s/ Xxxxxxxx Xxxxxxx Name: Xxxxxxxx Xxxxxxx Title: Vice President Date: 12/15/06 /s/ Xxxxxx Xxxx Name: Xxxxxx Xxxx Title: AVP Date: 12/15/06 SCHEDULE I (With respect to each Fixed Rate Payer Period End Date, all such dates are with No Adjustment, and with respect to each Floating Rate Payer Period End Date, all such dates are subject to adjustment in accordance with the Following Business Day Convention) Start Date End Date Notional ($) Strike January 25, 2007 February 25, 2007 6,901,732.71 5.10% February 25, 2007 March 25, 2007 6,733,652.18 5.10% March 25, 2007 April 25, 2007 6,552,098.04 5.10% April 25, 2007 May 25, 2007 6,351,270.84 5.10% May 25, 2007 June 25, 2007 6,141,303.04 5.10% June 25, 2007 July 25, 2007 5,925,568.75 5.10% July 25, 2007 August 25, 2007 5,700,607.11 5.10% August 25, 2007 September 25, 2007 5,467,668.45 5.10% September 25, 2007 October 25, 2007 5,229,269.07 5.10% October 25, 2007 November 25, 2007 4,986,967.05 5.10% November 25, 2007 December 25, 2007 4,746,054.13 5.10% December 25, 2007 January 25, 2008 4,514,923.21 5.10% January 25, 2008 February 25, 2008 4,295,045.60 5.10% February 25, 2008 March 25, 2008 4,085,413.57 5.10% March 25, 2008 April 25, 2008 3,886,448.26 5.10% April 25, 2008 May 25, 2008 3,697,170.50 5.10% May 25, 2008 June 25, 2008 3,517,108.71 5.10% June 25, 2008 July 25, 2008 3,345,814.25 5.10% July 25, 2008 August 25, 2008 3,182,310.34 5.10% August 25, 2008 September 25, 2008 3,027,318.23 5.10% September 25, 2008 October 25, 2008 2,879,255.24 5.10% October 25, 2008 November 25, 2008 2,733,631.85 5.10% November 25, 2008 December 25, 2008 2,599,002.45 5.10% December 25, 2008 January 25, 2009 2,469,786.43 5.10% January 25, 2009 February 25, 2009 2,349,490.46 5.10% February 25, 2009 March 25, 2009 2,217,373.30 5.10% March 25, 2009 April 25, 2009 2,109,366.87 5.10% April 25, 2009 May 25, 2009 2,003,257.78 5.10% May 25, 2009 June 25, 2009 1,905,346.59 5.10% June 25, 2009 July 25, 2009 1,812,214.16 5.10% July 25, 2009 August 25, 2009 1,721,582.63 5.10% August 25, 2009 September 25, 2009 1,624,331.71 5.10% September 25, 2009 October 25, 2009 1,540,255.94 5.10% October 25, 2009 November 25, 2009 1,445,656.06 5.10% November 25, 2009 December 25, 2009 1,371,400.58 5.10% December 25, 2009 January 25, 2010 1,302,366.84 5.10% January 25, 2010 February 25, 2010 1,238,924.32 5.10% February 25, 2010 March 25, 2010 1,178,571.47 5.10% March 25, 2010 April 25, 2010 1,121,157.84 5.10% April 25, 2010 May 25, 2010 1,066,540.33 5.10% May 25, 2010 June 25, 2010 1,014,582.79 5.10% June 25, 2010 July 25, 2010 965,155.72 5.10% July 2010 August 25, 2010 918,135.91 5.10% August 25, 2010 September 25, 2010 873,228.18 5.10% September 25, 2010 October 25, 2010 830,685.59 5.10% October 25, 2010 November 25, 2010 790,215.04 5.10% November 25, 2010 December 25, 2010 751,715.63 5.10% December 25, 2010 January 25, 2011 715,091.38 5.10% January 25, 2011 February 25, 2011 678,420.45 5.10% February 25, 2011 March 25, 2011 645,313.47 5.10% March 25, 2011 April 25, 2011 613,485.40 5.10% April 25, 2011 May 25, 2011 572,035.15 5.10% May 25, 2011 June 25, 2011 543,209.01 5.10% June 25, 2011 July 25, 2011 516,452.98 5.10% July 25, 2011 August 25, 2011 485,661.27 5.10% August 25, 2011 September 25, 2011 420,829.23 5.10% September 25, 2011 October 25, 2011 397,156.99 5.10% CSA Elections and Variables to the ISDA Credit Support Annex dated as of 15 December 2006 between DEUTSCHE BANK AG, NEW YORK BRANCH and HSBC BANK USA, NATIONAL ASSOCIATION, not in its individual or corporate capacity but solely as Trustee for the Supplemental Interest Trust for Deutsche Alt-A Securities Mortgage Loan Trust, Series 2006-AR6 ______________________________________ ("Party A") _________________________________________ ("Party B") Paragraph 13.
Appears in 1 contract
Samples: Pooling and Servicing Agreement (ACE Securities Corp. Home Equity Loan Trust, Series 2006-Op2)
