EXHIBIT 99.2 SWISS RE FINANCIAL PRODUCTS CORPORATION 55 East 52nd Street New York, New York 10055 Fax: (917) 322-7201/Phone: (212) 407-7322 DATE: February 28, 2007 TO: Countrywide Home Loans, Inc. ATTENTION: Documentation Unit FROM: Swiss Re Financial...Swap Transaction • March 15th, 2007 • CWABS Asset-Backed Certificates Trust 2007-2 • Asset-backed securities
Contract Type FiledMarch 15th, 2007 Company Industry
Termination Date: March 25, 2012, subject to adjustment in accordance with the Following Business Day Convention. Notional Amount: With respect to any Calculation Period, the lesser of (i) the amount set forth for such period in Annex A attached...Swap Transaction • October 24th, 2006 • CWABS Asset-Backed Certificates Trust 2006-17 • Asset-backed securities
Contract Type FiledOctober 24th, 2006 Company Industry
Termination Date: July 25, 2012, subject to adjustment in accordance with the Following Business Day Convention. Notional Amount: With respect to any Calculation Period, the lesser of (i) the amount set forth for such period in Annex A attached hereto...Swap Transaction • October 24th, 2006 • CWABS Asset-Backed Certificates Trust 2006-18 • Asset-backed securities
Contract Type FiledOctober 24th, 2006 Company Industry
SWISS RE FINANCIAL PRODUCTS CORPORATION 55 East 52nd Street New York, New York 10055 Fax: (917) 322-7201/Phone: (212) 407-7322Swap Transaction • August 8th, 2006 • CWABS Asset-Backed Certificates Trust 2006-Abc1 • Asset-backed securities
Contract Type FiledAugust 8th, 2006 Company Industry
SWISS RE FINANCIAL PRODUCTS CORPORATION 55 East 52nd Street New York, New York 10055 Fax: (917) 322-7201/Phone: (212) 407-7322Swap Transaction • August 7th, 2006 • CWABS Asset-Backed Certificates Trust 2006-12 • Asset-backed securities
Contract Type FiledAugust 7th, 2006 Company Industry
SWISS RE FINANCIAL PRODUCTS CORPORATION 55 East 52nd Street New York, New York 10055 Fax: (212) 317-5335/Phone: (212) 317-5161Swap Transaction • March 13th, 2006 • CWABS Asset-Backed Certificates Trust 2006-2 • Asset-backed securities
Contract Type FiledMarch 13th, 2006 Company Industry
SWAP TRANSACTIONSwap Transaction • March 12th, 2001 • Summit Properties Inc • Real estate investment trusts
Contract Type FiledMarch 12th, 2001 Company Industry
Re: VPRNsSwap Transaction • January 23rd, 2001 • Capital Auto Receivables Inc • Asset-backed securities • Delaware
Contract Type FiledJanuary 23rd, 2001 Company Industry Jurisdiction
JP Morgan Swap TransactionSwap Transaction • September 14th, 2000 • Mandalay Resort Group • Services-miscellaneous amusement & recreation
Contract Type FiledSeptember 14th, 2000 Company Industry
AMENDMENT NO. 1 TO SWAP TRANSACTIONSwap Transaction • August 23rd, 1999 • Arm Financial Group Inc • Life insurance • Illinois
Contract Type FiledAugust 23rd, 1999 Company Industry Jurisdiction
Swap Transaction Date: 28 September 1998 The purpose of this agreement is to confirm the terms and conditions of the Swap Transaction entered into between: MORGAN GUARANTY TRUST COMPANY OF NEW YORKSwap Transaction • November 13th, 1998 • Gables Residential Trust • Real estate investment trusts
Contract Type FiledNovember 13th, 1998 Company Industry
CHASE LOGO]Swap Transaction • August 14th, 1998 • Sirrom Capital Corp • Loan brokers
Contract Type FiledAugust 14th, 1998 Company Industry
CHASE LETTERHEAD]Swap Transaction • March 30th, 1998 • Group 1 Automotive Inc • Retail-auto dealers & gasoline stations • Texas
Contract Type FiledMarch 30th, 1998 Company Industry Jurisdiction
November 4, 1997 Boston Properties, L.P. 8 Arlington Street Boston, MA 02116 Attn: David Gaw Phone: 617-859-2618 Fax: 617-536-5087 Re: Swap Transaction (Our Ref. No. A414770/45059131) Dear Sirs: The purpose of this Letter Agreement is to set forth the...Swap Transaction • November 25th, 1997 • Boston Properties Inc • Real estate • New York
Contract Type FiledNovember 25th, 1997 Company Industry Jurisdiction
EXHIBIT 10.1 SWAP TRANSACTION Date: 10 July 1996 The purpose of this letter agreement is to confirm the terms and conditions of the Swap Transaction entered into between: MORGAN GUARANTY TRUST COMPANY OF NEW YORKSwap Transaction • November 1st, 1996 • JDN Realty Corp • Real estate investment trusts
Contract Type FiledNovember 1st, 1996 Company Industry