Document:

Credit Support Annex to the ISDA Master Agreement

 Exhibit 10.14 
 CREDIT SUPPORT ANNEX 
 Elections and Variables 
 between 
 GOAL CAPITAL FUNDING TRUST
2006-1 
 (referred to herein as “Party B”) 
 and 
 BARCLAYS BANK PLC 
 (referred to herein as “Party A”) 
 dated as of May 25, 2006 
 Paragraph 13. Elections And Variables 
  

	(a)	Security Interest For “Obligations”. The term “Obligations” as used in this Annex includes the following additional obligations with
respect to Party A and Party B: None. 

  

	(b)	Credit Support Obligations. 

  

	 	(i)	Delivery Amount, Return Amount, Credit Support Amount, Exposure and Rating Agency Amount. 

  

	 	(A)	“Delivery Amount” has the meaning specified in Paragraph 3, except that the words “on or promptly following a Valuation Date” shall be substituted
for the words “upon a demand made by the Secured Party on or promptly following a Valuation Date”. 

  

	 	(B)	“Return Amount” has the meaning specified in Paragraph 3. 

  

	 	(C)	“Credit Support Amount” has the meaning specified in Paragraph 3; provided that the words “plus the applicable Rating Agency Amount” shall be added
after the words “the Secured Party’s Exposure in clause (i) thereof; and provided further that, consistent with Part 1(i) of the Schedule and notwithstanding any other provision of this Annex, calculation of the Credit Support Amount
(or any portion thereof) shall not commence prior to the Valuation Date (if any) on which Part 1(i) of the Schedule requires the collateralization of Transactions to commence pursuant to this Annex. 

  

	 	(D)	“Exposure” has the meaning specified in Paragraph 12. 

  

	 	(E)	“Rating Agency Amount” means with respect to Party A, for any Valuation Date and for each Transaction in which Party A is the Currency Swap Counterparty, the
highest of the following: 

 (x) if an S&P Downgrade has occurred and is continuing, then an amount equal to the product of
the applicable VB and the EURIBOR Floating Rate Payer Currency Amount for the relevant Transaction, where “VB” means the applicable Volatility Buffer (%) from Table 2 (Cross Currency Swaps) of the S&P publication entitled
“Global Interest Rate and Currency Swaps: Calculating the Collateral Required Amount” dated February 26, 2004, as such publication may be modified or amended from time to time; (y) if a Moody’s Downgrade has occurred and is
continuing, then an amount equal to the sum of (i) the product of 1.00% and the EURIBOR Floating Rate Payer Currency Amount for the relevant Transaction and (ii) the product of 10 and DVO1, where “DVO1” means the change in the
Exposure of the relevant Transaction resulting from a one basis point 

 change in the relevant swap curve, as such standards are set forth in Table 4A (First Trigger
Calculation Amount) of the Moody’s publication entitled “Framework for De-Linking Hedge Counterparty Risks from Global Structured Finance Cashflow Transactions” dated December 6, 2005, as such publication may be modified or
amended from time to time; or (z) if a Fitch Downgrade has occurred and is continuing, then an amount equal to the product of the applicable VC and the EURIBOR Floating Rate Payer Currency Amount for the relevant Transaction, where
“VC” means the applicable Volatility Cushion (%) for “USD/EURO (e.v.v.) Cross Currency Swap Interest Rate Swaps” as set forth in Appendix 2 (Volatility Cushions for various Swap Types: Methodology and Amounts) of the Fitch
publication entitled “Counterparty Risk in Structured Finance Transactions: Swap Criteria” dated September 13, 2004, as such publication may be modified or amended from time to time. 
  

	 	(ii)	Eligible Collateral. The following items will qualify as “Eligible Collateral” for Party A: 

  

							
	 	 	 Eligible Collateral
	  	Party A	 	 Valuation
 Percentage

	 (A)
	 	EUR Cash	  	[X]	 	[TBD]
				
	 (B)
	 	USD Cash	  	[X]	 	[TBD]
				
	 (C)
	 	Sterling Cash	  	[X]	 	[TBD]
				
	 (D)
	 	Treasury Securities with a remaining maturity of 52 weeks or less	  	[X]	 	[TBD]
				
	 (E)
	 	Treasury Securities with a remaining maturity of more than 52 weeks but no more than 3 years	  	[X]	 	[TBD]
				
	 (F)
	 	Treasury Securities with a remaining maturity of more than 3 years weeks but no more than 5 years	  	[X]	 	[TBD]
				
	 (G)
	 	Treasury Securities with a remaining maturity of more than 5 years but no more than 7 years	  	[X]	 	[TBD]
				
	 (H)
	 	Treasury Securities with a remaining maturity of more than 7 years but no more than 10 years	  	[X]	 	[TBD]
				
	 (I)
	 	Treasury Securities with a remaining maturity of more than 10 years but no more than 20 years	  	[X]	 	[TBD]
				
	 (J)
	 	Treasury Securities with a remaining maturity of more than 20 years	  	[X]	 	[TBD]

  
  

	 	(iii)	Other Eligible Support: Not applicable. 

  

	 	(iv)	Thresholds. 

  

 2 

	 	(A)	“Independent Amount” means with respect to Party A: zero. 

  

	 	(B)	“Threshold” means with respect to Party A: zero. 

  

	 	(C)	“Minimum Transfer Amount” means with respect to Party A and with respect to Party B: $100,000; provided, however, that if such party is a Defaulting Party at
the time, “Minimum Transfer Amount” shall mean zero with respect to such party. 

  

	 	(D)	Rounding. The Delivery Amount and the Return Amount will not be rounded up or down. 

  

	(c)	Valuation And Timing. 

  

	 	(i)	“Valuation Agent” means Party A, unless either (A) an Event of Default has occurred and is continuing with respect to Party A, or (B) a Downgrade
Event has occurred and is continuing and Party A has not yet acted under Part 1(i) to avoid posting collateral, in which case Party B may elect to nominate a third-party Valuation Agent by giving notice of same to Party A. 

 

	 	(ii)	“Valuation Date” means each New York Banking Day (as defined in the 2000 ISDA Definitions as published by the International Swaps and Derivatives
Association, Inc. (“ISDA”) without regard to any amendment after the date hereof) (the “ISDA Definitions”). 

  

	 	(iii)	“Valuation Time” means the close of business in New York on the New York Banking Day before the Valuation Date or before the date of calculation, as
applicable, or any time on the Valuation Date or date of calculation, as applicable; provided that the calculations of Value and Exposure will be made as of approximately the same time on the same date. 

  

	 	(iv)	“Notification Time” means 1:00 p.m., New York time, on a Local Business Day. 

  

	(d)	Conditions Precedent And Secured Party’s Rights And Remedies. The following Termination Events will be a “Specified Condition” for the
party specified (that party being the Affected Party if the Termination Event occurs with respect to that party): Not Applicable. 

  

	(e)	Substitution. 

  

	 	(i)	“Substitution Date” has the meaning specified in Paragraph 4(d)(ii). 

  

	 	(ii)	Consent. The Pledgor need not obtain the Secured Party’s consent for any substitution pursuant to Paragraph 4(d). 

  

	(f)	Dispute Resolution. 

  

	 	(i)	“Resolution Time” means 1:00 p.m., New York time, on the Local Business Day following the date on which the notice of the dispute is given under Paragraph 5.

  

	 	(ii)	Value. For the purpose of Paragraphs 5(i)(C) and 5(ii), the Value of Posted Credit Support or of any Transfer of Eligible Credit Support or Posted Credit Support, as
the case may be, will be calculated by the Valuation Agent in accordance with standard market practice using third party sources (such as, by way of example only, Bloomberg or Reuters) where available. 

  

	 	(iii)	Alternative. The provisions of Paragraph 5 will apply. 

  

 3 

	(g)	Holding And Using Posted Collateral. 

  

	 	(i)	Eligibility To Hold Posted Collateral; Custodian. Party B and its Custodian will be entitled to hold Posted Collateral pursuant to Paragraph 6(b); provided that the
following conditions applicable to it are satisfied: 

  

	 	(A)	If Party B is a Defaulting Party, it may not hold Posted Collateral, but Posted Collateral may still be held by Party B’s Custodian in accordance with the terms of the
Indenture. 

  

	 	(B)	Posted Collateral may be held only in the following jurisdictions: the United States of America. Initially, the CUSTODIAN for Party B is the Trustee. 

  

	 	(ii)	Use Of Posted Collateral. The provisions of Paragraph 6(c) will not apply. 

  

	(h)	Distributions And Interest Amount. 

  

	(i)	“Interest Rate”. The “Interest Rate” shall be the rate actually earned by the Custodian on Posted Collateral in the form of Cash.

  

	 	(i)	Transfer Of Interest Amount. The Transfer of the Interest Amount will be made on the last Local Business Day of each calendar month and on any Local Business Day that
Posted Collateral in the form of cash in the relevant currency is Transferred to the Pledgor pursuant to Paragraph 3(b). 

  

	 	(ii)	Alternative To Interest Amount. The provisions of Paragraph 6(d)(ii) will apply. 

  

	 	(iii)	Additional Representation(s). None. 

  

	(j)	Other Eligible Support And Other Posted Support. “Value” and “Transfer” with respect to Other Eligible Support and
Other Posted Support each means: Not applicable. 

  

	(k)	Demands And Notices. All demands, specifications and notices to Party A under this Annex will be made to: 

  

			
	 Barclays Capital

	 200 Park Avenue
	 	
	 New York, New York 10166
	 	
	 Attention: NY Collateral
	 	
	 E MAIL: Nycollateral@barcap.com

	 Telephone No.:    (973) 576-3618

	
	 and all demands, specifications and notices to Party B under this Annex will be made to:

  

			
	 Goal Capital Funding Trust 2006-1

	 c/o Wilmington Trust Company

	 1100 North Market Street

	 Wilmington, Delaware 19890

	 Telephone:        (302) 636-6188

	 Facsimile:           (302) 636-4140

		
	 with a copy to:
	 	
		
	 Goal Capital Funding Trust 2006-1
 c/o Goal Financial, LLC
	 	
	 Attn: Mr. Seamus Garland
	 	
	 9477 Waples Street, Suite 100
	 	
	 San Diego, California 92121
 Phone: (800) 869-1538
 Facsimile: (858) 452-6648
	 	

  

 4 

 ; provided that any demand, specification or notice may be made by telephone
(“Telephone Notice”) between employees of each party if such Telephone Notice is confirmed by a subsequent written instruction (which may be delivered via facsimile or email) by the close of business on the same day that such
Telephone Notice is given. 
  

	(l)	Addresses For Transfers. 

 Party A:

 For Cash: 
 Barclays Bank PLC,
NY 
 ABA #026-002-574 
 F/O:
Barclays Swaps & Options Group NY 
 A/C #: 050019228 
 Ref: Collateral 
 For Treasury Securities: 
 Bank of NYC/BBPLCLDN 
 ABA#021-000-018

 Party B: 
 To be provided by
Party B to Party A if posting of collateral is required pursuant to the Agreement prior to the date on which collateral is required to be posted by Party B. 
  

	(m)	Other Provisions. 

  

	 	(i)	Notwithstanding any other provision in this Agreement to the contrary, no full or partial failure to exercise and no delay in exercising, on the part of Party A or Party B, any
right, remedy, power or privilege permitted hereunder shall operate in any way as a waiver thereof by such party, including without limitation any failure to exercise or any delay in exercising to any or to the full extent of such party’s
rights with respect to transfer timing pursuant to Paragraph 4(b), regardless of the frequency of such failure or delay. 

  

	 	(ii)	In all cases, in order to facilitate calculation of the Delivery Amount and the Return Amount for a particular Valuation Date in accordance with Paragraph 3 of this Annex:

  

	 	(A)	Eligible Collateral; 

  

	 	(B)	Exposure and Rating Agency Amount; and 

  

	 	(C)	Posted Collateral 

 shall each be expressed in US Dollars.
If any of these items are expressed in a currency other than US Dollars, then they shall be converted into US Dollar amounts at the spot exchange rate reasonably determined by the Valuation Agent on that Valuation Date. 
  

	 	(iii)	Party A shall pay all costs and expenses (including any related taxes) in respect of the Posted Collateral. 

  

 5 

	 	(iv)	Exposure Verification. The Parties agree that in the event of a Downgrade Event (as defined in the Schedule) relating to an action taken by S&P, the Valuation
Agent shall verify its calculation of the Secured Party’s Exposure on a weekly basis but shall verify such valuation by seeking two quotations from Reference Market-makers at the end of each quarter. For the avoidance of doubt, the Valuation
Agent must (i) obtain at least two Market Quotations (as stated above) and (ii) may not obtain the quotations referred to above from the same Reference Market-maker in excess of four times during any 12 month period. Furthermore, the
Exposure valuations should reflect the higher of two bids from Reference Market-makers that would be eligible and willing to provide the market quotation in the absence of the current provider. The collateral requirement should be based on the
greater of the internal and external market quotations. In the event the verification procedures set forth above indicate that there is a deficiency in the amount of Eligible Collateral that has been posted to the Secured Party, the Pledgor shall
post the amount of Eligible Collateral necessary to cure such deficiency to the Secured Party within three Local Business Days. 

  

	(n)	Agreement As To Single Secured Party And Pledgor. Party A and Party B agree that, notwithstanding anything to the contrary in the recital to this Annex, Paragraph 1(b)
or Paragraph 2 or the definitions of Paragraph 12, (a) the term “Secured Party” as used in this Annex shall mean only Party B, (b) the term “Pledgor” as used in this Annex shall mean only
Party A, (c) only Party A makes the pledge and grant in Paragraph 2, the acknowledgement in the final sentence of Paragraph 8(a) and the representations in paragraph 9 and (d) only Party A will be required to make Transfers of Eligible
Credit Support hereunder. 

  

	(o)	Additional Definitions 

 “Fitch
Downgrade” has the meaning specified in Part 1(i) of the Schedule. 
 “Moody’s Downgrade” has the
meaning specified in Part 1(i) of the Schedule. 
 “Rating Agencies” shall mean Moody’s Investors Service (and
any successor or successors thereto), Standard & Poor’s Ratings Services, a division of The McGraw-Hill Companies, Inc. (and any successor or successors thereto), and Fitch, Inc. d/b/a Fitch Ratings (and any successor or successors
thereto). 
 “S&P Downgrade” has the meaning specified in Part 1(i) of the Schedule. 
 “Treasury Securities” means U.S. Dollar-denominated senior debt securities of the United States of America issued by the U.S.
Treasury Department and backed by the full faith and credit of the United States of America. 
 IN WITNESS WHEREOF, the parties have executed
this Credit Support Annex by their duly authorized officers as of the date hereof. 
  

									
	BARCLAYS BANK PLC	 	GOAL CAPITAL FUNDING TRUST 2006-1
			
		 	 By:
	 	 Wilmington Trust Company, not in its individual capacity
 but solely in its capacity as Delaware Trustee of Goal Capital
 Funding Trust 2006-1

					
	 By:
	 	 /s/ Justin Wray
	 		 	 By:
	 	 /s/ Joann A. Rozell

	 Name:
	 	 Justin Wray
	 		 	 Name:
	 	 Joann A. Rozell

	 Title:
	 	 Director
	 		 	 Title:
	 	 Assistant Vice President

			
	 Date: May 25, 2006
	 		 	 Date: May 25, 2006

  

 6Confirmation

 Exhibit 10.15 
 CONFIRMATION 
  

			
	Date:	  	May 25, 2006
		
	To:	  	 Goal Capital Funding Trust 2006-1
 c/o Wilmington Trust
Company
 1100 North Market Street
 Wilmington, Delaware
19890

		
	From:	  	Barclays Bank PLC
		
	Transaction Reference Number:	  	1206059B
		
	Subject:	  	Euro/USD Cross Currency Swap Transaction in respect of Class A-5 Notes

 Dear Sir/Madam: 
 The purpose of this letter agreement (this “Confirmation”) is to confirm the terms and conditions of the above referenced cross-currency swap transaction entered into on the Trade Date specified below (the
“Swap Transaction”) between Barclays Bank PLC (“Barclays”) and Goal Capital Funding Trust 2006-1 (the “Trust”). This Confirmation constitutes a “Confirmation” as referred to in the Master Agreement specified
below. 
 The definitions and provisions contained in the 2000 ISDA Definitions, as published by the International Swaps and Derivative Association, Inc., in
effect on the date of this Confirmation, without regard to any revision or subsequent edition thereof (the “ISDA Definitions”), shall be incorporated into this Confirmation. In the event of any inconsistency between the ISDA Definitions
and the Agreement or this Confirmation, the Agreement or, as the case may be, this Confirmation shall prevail. 
 Unless otherwise defined in this
Confirmation, terms used in this Confirmation but not defined herein shall have the meanings ascribed to such terms in that certain Indenture of Trust dated as of May 25, 2006 (including, but not limited to, any and all appendices and exhibits
thereto) (collectively, the “Indenture”), by and among the Trust, The Bank of New York, as the eligible lender trustee, and The Bank of New York, as the indenture trustee, as the same may be amended, modified, supplemented, restated or
replaced from time to time. In the event of any inconsistency between the ISDA Definitions, the Master Agreement, this Confirmation and the Indenture, the Indenture shall prevail. 
 This Confirmation supplements, forms part of, and is subject to, the 1992 ISDA Master Agreement (Multicurrency - Cross Border), dated as of May 25, 2006 (the “Master Agreement”), between you and us, as
the same may be amended, modified and supplemented from time to time. All provisions contained in, or incorporated by reference to, the Master Agreement shall govern this Confirmation except as expressly modified below. In the event of any
inconsistency between this Confirmation, the ISDA Definitions or the Master Agreement, as the case may be, this Confirmation will prevail for purposes of the Swap Transaction to which this Confirmation relates. 

 The terms of the particular Swap Transaction to which this Confirmation relates are as
follows: 
  

			
	Trade Date:	  	May 25, 2006
		
	Effective Date:	  	May 25, 2006
		
	Scheduled Termination Date:	  	The Quarterly Distribution Date in May 2034
		
	Termination Date:	  	 The earliest to occur of:
  
 (i) the date on which the Class A-5 Notes are remarketed or purchased, as applicable, from the Class A-5 Noteholders following a successful Remarketing or exercise of the
Call Option;
  
 (ii) 3 Business Days prior to the Quarterly Distribution Date on which the
outstanding principal balance of the Class A-5 Notes is reduced to zero (including as the result of the redemption of the Class A-5 Notes) provided that such date is not an Indenture Reset Date;
  
 (iii) the third Business Day prior to the Scheduled Termination Date; and
  
 (iv) the date on which the Trustee has liquidated the Trust Estate following an Event of Default (as
defined in the Indenture) and distributed the proceeds of such liquidation in full in accordance with the priority of payments set forth in Section 6.02 of the Indenture.

		
	Value Before Value:	  	 Notwithstanding any other provision of this Confirmation, the following provisions shall be applicable to this Swap Transaction:
  
 (i) if, on any date, the Trust owes a Trust Initial Exchange Amount, LIBOR Floating Amount, Trust
Interim Exchange Amount, Trust Final Exchange Amount or Trust Additional Interest Amount (each, a “Trust Payment”) to Barclays, then Barclays shall not be required to pay the related Barclays Initial Exchange Amount, EURIBOR Floating
Amount, Barclays Interim Exchange Amount, Barclays Final Exchange Amount or Barclays Additional Interest Amount (each, a “Related Barclays Payment”), as applicable, to the Trust unless Barclays has first received the relevant Trust Payment
that the Trust owes to Barclays;

  

 2 

			
		  	 (ii) if Barclays receives a Trust Payment in USD from the Trust at or before 10:00 a.m. (New York time) on any Business Day, Barclays shall be
required to make the Related Barclays Payment in EUR to the Trust at or before 3:30 p.m. (London time) on the same Business Day;
  
 (iii) if Barclays receives a Trust Payment in USD from the Trust after 10:00 a.m. (New York time) on any Business Day, Barclays shall be required to make the Related
Barclays Payment in EUR to the Trust at or before 3:30 p.m. (London time) on the following Business Day; and

		
		  	(iv) if, on any date, Barclays receives any Trust Payment from the Trust in an amount that is less than the amount of the payment that the Trust was required to make on such date under the terms
of this Swap Transaction, then a proportionate reduction shall be made by the Calculation Agent in the amount of the Related Barclays Payment, and Barclays shall only be required to pay the so reduced amount of such Related Barclays Payment to the
Trust.
		
	 Constant Exchange Rate:
	  	EUR 1.00 to USD 1.2816
		
	 Indenture Reset Date(s):
	  	May 25, 2016 (the “Initial Indenture Reset Date”) and, if a Failed Remarketing occurs in respect of the Initial Indenture Reset Date, each subsequent Reset Date (as defined in the
Indenture) in respect of the Class A-5 Notes that occurs prior to the Final Exchange Date.
		
	 Initial Exchange:
	  	
		
	 Initial Exchange Date:
	  	Effective Date
		
	 Barclays Initial Exchange Amount:
	  	USD 447,483,456
		
	 Trust Initial Exchange Amount:
	  	EUR 349,160,000
		
	 EURIBOR Floating Amounts:
	  	
		
	 EURIBOR Floating Rate Payer:
	  	Barclays
		
	 EURIBOR Floating Rate Payer Currency
 Amount
	  	

As of any date, with respect to a Calculation Period, an amount equal to EUR 350,000,000 minus the aggregate amount of all Barclays Interim Exchange Amounts paid
prior to such date.

  

 3 

			
	 EURIBOR Floating Rate:
	  	EUR-EURIBOR-Telerate; provided, however, that the term “TARGET Settlement Days” shall mean any day on which the Trans-European Automated Real-time Gross Settlement Express Transfer
System is open for business and which is also a day on which banks in New York, New York are open for business and if for any EURIBOR Reset Date, EUR-EURIBOR-Telerate for the relevant Designated Maturity does not appear on Telerate Page 248 on the
day that is two TARGET Settlement Days prior to that EURIBOR Reset Date and the Reference Banks selected by the Administrator are not providing quotations as provided in the definition of “EUR-EURIBOR-Reference Banks”, the Floating Rate
for the relevant Calculation Period will be the Floating Rate in effect for the previous Calculation Period.
		
	 EURIBOR Designated Maturity:
	  	Three (3) months.
		
	 EURIBOR Spread:
	  	0.12% per annum, in respect of each Calculation Period ending on or before the Initial Indenture Reset Date and thereafter, 0.55% per annum.
		
	 EURIBOR Floating Rate Payer
 Period End Dates:
	  	The 25th of each February, May, August and November during
the term hereof, commencing on August 25, 2006 to and including the Termination Date, subject to adjustment in accordance with the Following Business Day Convention.
		
	 EURIBOR Floating Rate Payer Payment
 Dates:
	  	Early Payment applies - three (3) Business Days prior to the applicable Floating Rate Payer Period End Date.
		
	 EURIBOR Floating Rate Day Count
 Fraction:
	  	Actual/360.
		
	 EURIBOR Reset Dates:
	  	First day of each Calculation Period.
		
	 EURIBOR Floating Amount Value
 Before Value:
	  	For the avoidance of doubt, the obligation of Barclays to pay any EURIBOR Floating Amount is subject to the terms of the Value Before Value section of this Confirmation.

  

 4 

			
	LIBOR Floating Amounts:	  	
		
	 LIBOR Floating Rate Payer:
	  	The Trust
		
	 LIBOR Floating Rate Payer Currency Amount:
	  	

As at any date, with respect to a Calculation Period, an amount equal to USD 448,560,000 minus the aggregate of all Trust Interim Exchange Amounts paid prior to such
date.
		
	 LIBOR Floating Rate:
	  	USD- LIBOR-BBA; provided, however, that the term “London Banking Days” shall mean a Business Day in New York and London and if for any LIBOR Reset Date, USD-LIBOR-BBA for the relevant
Designated Maturity does not appear on Telerate Page 3750 on the day that is two London Banking Days prior to that LIBOR Reset Date and the Reference Banks selected by the Administrator are not providing quotations as provided in the definition of
“USD-LIBOR-Reference Banks”, the Floating Rate for the relevant Calculation Period will be the Floating Rate in effect for the previous Calculation Period.
		
	 LIBOR Designated Maturity:
	  	Three (3) months.
		
	 LIBOR Spread:
	  	 0.1075% per annum, in respect of each Calculation Period ending on or before the Initial Indenture Reset Date and
 thereafter, 0.75% per annum.

		
	 LIBOR Floating Rate Payer and Period End Dates:
	  	

The 25th of each February, May, August and November commencing on August 25, 2006 to and including the Termination Date, subject to adjustment in accordance with the
Following Business Day Convention.
		
	 LIBOR Floating Rate Payer Payment Dates:
	  	Early Payment applies - three (3) Business Days prior to each Floating Rate Payer Period End Date.
		
	 LIBOR Floating Rate Day Count Fraction:
	  	Actual/360.
		
	 LIBOR Reset Dates:
	  	First day of each Calculation Period.

  

 5 

			
	 Interim Exchanges:
	  	
		
	 Interim Exchange Date:
	  	Prior to the occurrence of a Failed Remarketing, three (3) Business Days prior to each Quarterly Distribution Date commencing on August 25, 2006. to and including the Quarterly Distribution
Date in May 2016. If a Failed Remarketing occurs in respect of the Initial Indenture Reset Date or any subsequent Indenture Reset Date, such Initial Indenture Reset Date or each subsequent Indenture Reset Date, as applicable, subject to adjustment
in accordance with the Following Business Day Convention.
		
	 Trust Interim Exchange Amount:
	  	In respect of any Interim Exchange Date the USD amount allocable to the Class A-5 Notes in respect of principal for that Interim Exchange Date and available for payment to the Class A-5
Noteholders pursuant to the Indenture.
		
	 Barclays Interim Exchange Amount:
	  	In respect of any Interim Exchange Date, an amount equal to the Trust Interim Exchange Amount converted to EUR using the Constant Exchange Rate.
		
	 Payment of Interim Exchange Amounts:
	  	On the Interim Exchange Date, the Trust shall pay the Trust Interim Exchange Amount to Barclays, and, subject to the terms of the Value Before Value section of this Confirmation, Barclays shall
pay the Barclays Interim Exchange Amount to the Trust.
		
	 Final Exchange:
	  	
		
	 Final Exchange Date:
	  	The Termination Date.
		
	 Trust Final Exchange Amount:
	  	In respect of the Final Exchange Date, the Trust Final Exchange Amount shall equal the sum of (i) the USD amount allocable to the Class A-5 Notes in respect of principal for that Final Exchange
Date and available for payment to the Class A-5 Noteholders pursuant to the Indenture plus (ii) the USD amount (if any) received by the Trust and allocable to the Class A-5 Notes in respect of principal as a result of the successful Remarketing, the
exercise of the Option Call or the redemption of the Class A-5 Notes, as applicable. For avoidance of doubt, the Trust Final Exchange Amount shall in no event exceed the then current LIBOR Floating Rate Payer Currency Amount.
		
	 Barclays Final Exchange Amount:
	  	The Barclays Final Exchange Amount shall equal the Trust Final Exchange Amount converted to EUR using the Constant Exchange Rate.

  

 6 

			
	 Payment of Final Exchange Amounts:
	  	On the Final Exchange Date, the Trust shall pay the Trust Final Exchange Amount to Barclays, and, subject to the terms of the Value Before Value section of this Confirmation, Barclays shall
pay the Barclays Final Exchange Amount to the Trust.
		
	 Additional Interest:
	  	
		
	 Additional Interest Exchange Date:
	  	The Initial Indenture Reset Date.
		
	 Trust Additional Interest Amount:
	  	If the Initial Indenture Reset Date is an Interim Exchange Date or the Final Exchange Date, interest on the Trust Interim Exchange Amount or Trust Final Exchange Amount, as applicable, for a
period of up to two (2) Business Days, as selected by the Trust in its sole discretion, at a per annum interest rate equal to the sum of the LIBOR Floating Rate and the LIBOR Spread for the Calculation Period ending on such Interim Exchange Date or
Final Exchange Date.
		
	 Barclays Additional Interest Amount:
	  	If the Initial Indenture Reset Date is an Interim Exchange Date or the Final Exchange Date, interest on the Barclays Interim Exchange Amount or Barclays Final Exchange Amount, as applicable, for
the same time period covered by the Trust Additional Interest Amount, at a per annum interest rate equal to the sum of the EURIBOR Floating Rate and the EURIBOR Spread for the Calculation Period ending on such Interim Exchange Date or Final Exchange
Date.
		
	 Payment of Additional Interest Amounts:
	  	On the Additional Interest Exchange Date, the Trust shall pay the Trust Additional Interest Amount to Barclays, and, subject to the terms of the Value Before Value section of this Confirmation,
Barclays shall pay the Barclays Additional Interest Amount to the Trust.
		
	 Other Provisions:
	  	
		
	 Calculation Agent:
	  	Barclays

  

 7 

			
	 Business Days:
	  	New York, London and TARGET Settlement Days.
		
	 Certain Notifications:
	  	The Trust shall cause the Administrator to notify the Calculation Agent whether the Trust has the Available Funds to pay any LIBOR Floating Amounts, Trust Interim Exchange Amounts or Trust Final
Exchange Amount in full when due on or before each Payment Date and to provide the Calculation Agent with such other information, reports or notices as the Calculation Agent may reasonably
		  	request. The Calculation Agent shall notify the other party hereto and the Administrator of the equivalent amount in EUR to be paid by Barclays in respect of each LIBOR Floating Amount, Trust
Interim Exchange Payment or Trust Final Exchange Amounts to be made under the Agreement on each Floating Rate Payer Payment Date, each Interim Exchange Date and the Final Exchange Date, as applicable, promptly following receipt by the Calculation
Agent from the Trust (or the Administrator on its behalf) of the information required to determine such amounts.
		
	 Account Details:
	  	
		
	 Payments to Barclays:
	  	
		
	 For EUR:
	  	
		
	 Bank:
	  	Barclays Bank Plc London
		
	 Swift Code:
	  	BARCGB22
		
	 Favor Of:
	  	Barclays Bank Plc London
		
	 Account Number:
	  	78659111
		
	 IBAN:
	  	GB49 BARC 2000 0078 6591 11
		
	 For USD:
	  	
		
	 Correspondent:
	  	BARCLAYS BANK PLC NEW YORK
		
	 FFED:
	  	026002574
		
	 Beneficiary:
	  	BARCLAYS SWAPS
		
	 Beneficiary Account Number:
	  	050-01922-8
		
	 Payments to the Trust:
	  	

  

 8 

			
	 For EUR:
	  	
		
	 Account With:
	  	 Barclays Bank PLC, 155 Bishopsgate, London

		
	 SWIFT:
	  	 BARCGB22

		
	 Sort Code:
	  	 20-32-53

		
	 Account No:
	  	 57474322

		
	 Account Name:
	  	 The Bank of New York, London

		
	 SWIFT:
	  	 IRVTGB2X

		
	 IBAN No.:
	  	 GB43BARC20000057474322

		
	 For further credit:
	  	 402680 9780 – Goal Capital Funding trust 2006-1 Currency Account

		
	 Reference:
	  	 Attention Corporate Trust re: (Goal 06-1)

 [THE NEXT PAGE IS THE SIGNATURE PAGE.] 
  

 9 

 Please check this confirmation carefully and immediately upon receipt so that errors and discrepancies can be promptly
identified and rectified. 
 We are pleased to have executed this Swap Transaction with you. 
  

			
	 BARCLAYS BANK PLC

		
	 By:
	 	 /s/ Nina Couzens

	 Name:
	 	Nina Couzens
	 Title:
	 	Authorised Signatory Barclays Bank PLC

 Accepted and confirmed as of the Trade Date first above written:

  

					
		 	 GOAL CAPITAL FUNDING TRUST 2006-1
  
 By: WILMINGTON TRUST COMPANY,
 not in its individual capacity but solely in its
 capacity as Delaware Trustee

			
		 	 By:
	 	 /s/ Joann A. Rozell

		 	 Name
	 	Joann A. Rozell
		 	 Title
	 	Assistant Vice President

Source: [{"source": "alea-institute/alea-institute/kl3m-data-edgar-agreements/train-00104-of-00352.parquet"}, [{"source": "alea-institute/alea-institute/kl3m-data-edgar-agreements/train-00104-of-00352.parquet"}]]