Supplement to Sub-Annex A to the 2005 ISDA Commodity Definitions

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(published May 12, 2006)

ISDA is publishing this new Commodity Reference Price in connection with a Best Practices Statement for Certain Energy Transactions dated May 12, 2006 (available under the Energy, Commodities and Developing Products Committee webpage). The Best Practices Statement relates to OTC derivatives transactions affected by the NYMEX’s discontinuation of its New York Harbor Unleaded Gasoline (“HU”) futures contract and ISDA’s recommended replacement with the NYMEX’s reformulated gasoline blendstock for oxygen blending futures contract (“RBOB”).

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Supplement to Sub-Annex A to the 2005 ISDA Commodity Definitions (pdf)