Index and Share Variance Swap Annexes and Implementation Side Letter

Index and Share Variance Swap Annexes and Implementation Side Letter

The Index and Share Variance Swap Annexes expand market coverage under the 2004 Americas Interdealer Master Equity Derivatives Confirmation Agreement to index and share variance swap trading. This is a revised version, published January 30, 2007. The side letter presents various options to assist with implementation of the new annexes.

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