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Supplement
number 5 to the 2006 ISDA Definitions Section 13.1(h) is amended in its entirety. For USD denominated Swaptions only, it provides that where a specified Expiration Date is not an Exercise Business Date, the Expiration Date will be the first preceding day that is an Exercise Business Day, unless the authority announcing that a day will no longer be an Exercise Business Date does so less than two Exercise Business Days prior to the original expiration. In that case, the Expiration Date will be the next following day that is an Exercise Business Day. 2008 AEJ Master
Equity Derivatives Confirmation Agreement
The 2008 AEJ Master Equity Confirmation Agreement contains the Open Market EFS Annex which documents cash-settled equity finance share swaps referencing underlying shares in Australia, Hong Kong, New Zealand or Singapore 2008 Americas
Master Designated/Exchange-Traded Contract Option Confirmation Agreement
This new 2008 Americas Master Designated/Exchange-Traded Contract Option Confirmation Agreement is intended to document physically-settled share option transactions and cash-settled index option transactions that reference listed share options (Designated Contracts) and listed index options (Exchange-traded Contracts) on U.S. underliers. This Master Confirmation incorporates the 2002 Definitions and includes one General Terms Confirmation for Designated Contracts (Annex A) and Exchange-traded Contracts (Annex B), respectively, and is supplemented with a related Transaction Supplement for trade details. Standard Terms
Supplement and Confirmation for CMBS Index Basis Swap The Standard Terms Supplement and Confirmation for CMBS Index Basis Swap are designed for documenting duration-neutral total return swap transactions referencing indices of commercial mortgage-backed securities. In particular the template is designed for use with the commonly-traded indices maintained by Lehman Brothers Inc. and Banc of America Securities LLC. Free Download |
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ISDA Definitions and Annex Purchase this package either in hard copy or electronic copy and you will receive both the 2000 ISDA Definitions and the Annex to the 2000 ISDA Definitions at a reduced rate. |
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2001 ISDA Margin Provisions and User's
Guide
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