2007 ISDA Property Index Derivatives Definitions and Forms of Confirmation

The 2007 ISDA Property Index Derivatives Definitions are designed to facilitate individual property index derivatives transactions. The Definitions are designed to be global in application. Annex A, the Index Descriptions, set forth a compendium of indices and disclaimers associated with those indices. Annex A can be updated from time to time and will be republished periodically on ISDA’s website. There are also forms of Confirmations for total return swaps and forwards. Each transaction type has two confirmations to offer parties more flexibility in their elections.

(Please note that ISDA published the 2007 ISDA Property Index Derivatives Definitions on May 4, 2007. Afterwards, members suggested adding in a new Article 3 to the Definitions to address disclaimers. The revised Definitions were published on May 23, 2007; nothing else in the Definitions, apart from the inclusion of Article 3, was amended between May 4 and May 23, 2007 publications).

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• Annex A – May 23, 2007
• Annex A – September 14, 2007

(TRS – Form Y) (Forward – Form Y) (TRS – Form X) (Forward – Form X)

RPX TRS and Forward Confirmations

These RPX TRS and Forward Confirmations are intended to be used with the 2007 Property Index Definitions.