The 2000 Supplement updates the 1993 ISDA Commodity Derivatives Definitions (the “1993 Definitions”). As is the case with the 1993 Definitions, the 2000 Supplement is designed for use by participants in the markets for commodity derivatives transactions in documenting cash-settled commodity swaps, options, caps, collars, floors and swaptions or other cash-settled commodity derivatives transactions as the parties desire. The 2000 Supplement also includes a significant number of additional commodity reference prices for energy, metals and paper.

In addition to an expanded commodity reference price section, the 2000 Supplement allows parties to incorporate price materiality into the price source disruption event defined in Section 7.4.

(Please refer to 2005 ISDA Commodity Definitions)