Confirmation of an OTC Weather Index Swap Transaction

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This long-form Confirmation of an OTC Weather Index Swap Transaction is intended to address Heating Degree Day, Critical Precipitation Day and Cooling Degree Day transactions and supplements and forms part of the ISDA Master Agreement. The Confirmation addresses disruption events that may occur in the collection of meteorological data and acknowledges multiple data providers of such data by offering 28 different Meteorological Offices in a Definitions Appendix.

(Parties may also refer to Sub-Annex C of the 2005 ISDA Commodity Definitions)

International Swaps and Derivatives Association

Confirmation of an OTC Weather Index Swap Transaction

Confirmation of an OTC Weather Index Swap Transaction

Free downloads for Confirmation of an OTC Weather Index Swap Transaction (5)

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