EFTA01388248Dataset 10
1p450w
…be specified by reference to a Rate Option or may be specified by defining the Floating Rate Option in the related Confirmation or in any agreement between the parties governing that Swap Transaction. (i) "Rate Option" means, in respect of a Swap Transaction and the calculation of a Floating Amount, any of the terms defined in Section 7.1 (Rate Options). (j) "Cap Rate" means, in respect of a Swap Transaction and the calculation of a Floating Rate, a rate…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01388248.pdf
EFTA01388306Dataset 10
1p344w
…the Mandatory Early Termination Date, as appropriate. (d) Certain Cash Settlement Valuation Dates. For purposes of Section 18.2(c)(ii), the Cash Settlement Valuation Date for each of the following currencies and Floating Rate Options will be determined as indicated below: Cash Settlement Currency Floating Rate Option Valuation Date Canadian Dollar Am The Cash Settlement Payment Date. Optional Early Termination Date or Mandatory Early Termination Date, as appropriate Sterling Any The Cash Settlement Payment Date, Optional Early Termination Date…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01388306.pdf
EFTA01388250Dataset 10
1p433w
…Compounding Period Amount, Basic Compounding Period Amount or Additional Compounding Period Amount will neither increase nor decrease any Adjusted Calculation Amount, Flat Compounding Amount or Floating Amount. ARTICLE 7 CALCULATION OF RATES FOR CERTAIN FLOATING RATE OPTIONS Section 7.1. Rate Options. For purposes of determining a Relevant Rate: (a) Australian Dollar. (i) "AUD-AONIA-OIS-COMPOUND" means that the rate for a Reset Date. calculated in accordance with the formula set forth below in this subparagraph, will be the…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01388250.pdf
EFTA01388291Dataset 10
1p348w
…the Hungarian Forcx Association regarding Budapest Interbank HUF Loan Interest Rate Fixing Procedures, or any successor regulation then in effect. (0 "Reference Dealers" means: (i) for purposes of the "KRW-CD-KSDA-Bloomberg" and the "KRW-CD-3220" Floating Rate Options, five major dealers in negotiable KRW Certificates of Deposit. (ii) for purposes of the -TWD-Reuters-6165", the "11.VD-TWCPBA" and the -TWD-Reference Dealers" Floating Rate Options. five leading dealers in Secondary Market Bills in Taipei. (iii…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01388291.pdf
EFTA01388329Dataset 10
1p251w
EXHIBIT HI to 2006 ISDA Definitions Definitions of Specific Terms for Certain Euro Floating Rate Options When one of the following Floating Rate Options is specified in a Confirmation in respect of any Swap Transaction, the terms specified shall have the meanings indicated for that Swap Transaction: A. EUR-EONIA-AVERAGE. -Effective Date" means (i) if the Trade Date occurs during the first fourteen days (inclusive) of a calendar month, the first day of such calendar month, or (ii) in…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01388329.pdf
EFTA01353434Dataset 10
1p374w
…pre- mium of .42, the cost of the option will be $262.50 (.0042 cents. or S.000042, times the unit of trading of 6,250,000). Settlement of exercises of physical delivery dollar- denominated and cross-rate options is significantly dif- ferent from settlement of exercises of other types of options. The following is a description of the settle- ment procedures pertaining to such options. 39 CONFIDENTIAL - PURSUANT TaffiESCR1O808/4.800 P. 6(e) CONFIDENTIAL SDNY_GM_00183984 EFTA01353434
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01353434.pdf
EFTA01393120Dataset 10
1p374w
…at a pre- mium of .42, the cost of the option will be $262.50 (.0042 cents. or S.000042, times the unit of trading of 6,250,000). Settlement of exercises of physical delivery dollar- denominated and cross-rate options is significantly dif- ferent from settlement of exercises of other types of options. The following is a description of the settle- ment procedures pertaining to such options. 39 CONFIDENTIAL - PURSUANT TaffiESCR108068524 P. 6(e) CONFIDENTIAL SDNY_GM_00244708 EFTA01393120
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01393120.pdf
EFTA01389597Dataset 10
1p715w
…however, spreads can widen substantially and these markets can become very illiquid with the result that positions may not be able to be offset or closed out at a reasonable price, if at all. A Fund may also enter into currency. interest rate, total return or other swaps that may be surrogates for other instruments such as currency forwards and interest rate options. 21 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0093960 CONFIDENTIAL SDNY_GM_00240144…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01389597.pdf
EFTA01354944Dataset 10
1p717w
…however, spreads can widen substantially and these markets can become very illiquid with the result that positions may not be able to be offset or closed out at a reasonable price, if at all. A Fund may also enter into currency. interest rate, total return or other swaps that may be surrogates for other instruments such as currency forwards and interest rate options. 21 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0039550 CONFIDENTIAL SDNY_GM_00185734…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01354944.pdf
EFTA01392273Dataset 10
1p715w
…however, spreads can widen substantially and these markets can become very illiquid with the result that positions may not be able to be offset or closed out at a reasonable price, if at all. A Fund may also enter into currency. interest rate, total return or other swaps that may be surrogates for other instruments such as currency forwards and interest rate options. 21 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0097465 CONFIDENTIAL SDNY_GM_00243649…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01392273.pdf
EFTA01390024Dataset 10
1p715w
…however, spreads can widen substantially and these markets can become very illiquid with the result that positions may not be able to be offset or closed out at a reasonable price, if at all. A Fund may also enter into currency. interest rate, total return or other swaps that may be surrogates for other instruments such as currency forwards and interest rate options. 21 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0094394 CONFIDENTIAL SDNY_GM_00240578…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01390024.pdf
EFTA01391918Dataset 10
1p715w
…however, spreads can widen substantially and these markets can become very illiquid with the result that positions may not be able to be offset or closed out at a reasonable price, if at all. A Fund may also enter into currency. interest rate, total return or other swaps that may be surrogates for other instruments such as currency forwards and interest rate options. 21 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0097033 CONFIDENTIAL SDNY_GM_00243217…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01391918.pdf
EFTA01389175Dataset 10
1p717w
…however, spreads can widen substantially and these markets can become very illiquid with the result that positions may not be able to be offset or closed out at a reasonable price, if at all. A Fund may also enter into currency. interest rate, total return or other swaps that may be surrogates for other instruments such as currency forwards and interest rate options. 21 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0093528 CONFIDENTIAL SDNY_GM_00239712…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01389175.pdf
EFTA01391618Dataset 10
1p716w
…however, spreads can widen substantially and these markets can become very illiquid with the result that positions may not be able to be offset or closed out at a reasonable price, if at all. A Fund may also enter into currency. interest rate, total return or other swaps that may be surrogates for other instruments such as currency forwards and interest rate options. 21 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0096602 CONFIDENTIAL SDNY_GM_00242786…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01391618.pdf