EFTA01388246Dataset 10
1p399w
…Transaction or the Floating Rate Payer, the Floating Rate Day Count Fraction so specified; and (ii) if the Floating Rate Option specified as the applicable Floating Rate Option is listed in Section 6.2(g) and a Floating Rate Day Count Fraction is not specified for the Swap Transaction or the Floating Rate Payer, the Day Count Fraction indicated for that Floating Rate Option in Section 6.2(g): and (iii) in all other cases, if a Floating Rate Option…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01388246.pdf
EFTA01388259Dataset 10
1p625w
(xxxi) - EUR-Annual Swap Rate-Reference Banks" means that the rate for a Reset Date will be a percentage determined on the basis of the mid-market annual swap rate quotations provided by the Reference Banks (A) in the case of "FUR-Annual Swap Rate-10:00", "EUR- Annual Swap Rate-10:00-Bloomberg", "EUR-Annual Swap Rate-I0:00-SwapMarker, "EUR- Annual Swap Rate-3 Month". "EUR-Annual Swap Rate-3 Month-SwapMarker" or "EUR-ISDA- LIBOR Swap Rate…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01388259.pdf
EFTA01388248Dataset 10
1p450w
…Floating Rate Option" means, in respect of a Swap Transaction and the calculation of a Floating Amount, the Floating Rate Option specified as such, which may 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…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01388248.pdf
EFTA01388306Dataset 10
1p344w
…ii) in respect of a Swap Transaction to which Optional Early Termination or Mandatory Early Termination is specified to be applicable, if the currency in which the single Notional Amount is expressed and, if relevant, the Floating Rate Option by reference to which Floating Amounts under the Swap Transaction or Underlying Swap Transaction, as appropriate. are calculated is listed in Section 18.2(d) (Certain Cash Settlement Valuation Dates), the date determined as indicated for that currency and, if relevant…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01388306.pdf
EFTA01388267Dataset 10
1p618w
(xv) "JPY-1SDA-Swap Rate-10:00" means that the rate for a Reset Date will be the swap rate for Yen swap transactions with a maturity of the Designated Maturity, expressed as a percentage, which appears on the Reuters Screen ISDAFIX I Page as of 10:00 a.m., Tokyo time, on the day that is two Tokyo Banking Days preceding that Reset Date. If such rate does not appear on the Reuters Screen ISDAFIX I Page, the rate…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01388267.pdf
EFTA01388292Dataset 10
1p601w
…Certain Definitions Relating to Price Source Conversion. (a) Successor Price Source. "Successor Price Source" means, in respect of a Swap Transaction and the calculation of a Floating Amount, the Floating Rate Option specified as such in the related Confirmation or other document governing the Swap Transaction. (b) Successor Price Source Effective Date. "Successor Price Source Effective Date" means, in respect of a Swap Transaction, the date specified as such or otherwise determined as provided in the related Confirmation or other…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01388292.pdf
EFTA01436668Dataset 10
331p68,401w
2006 ISDA Definitions ISDA INTERNATIONAL SWAPS AND DERIVATIVES ASSOCIATION, INC. EFTA01436668 Copyright © 2006 by INTERNATIONAL SWAPS AND DERIVATIVES ASSOCIATION, INC. 360 Madison Avenue, 16th Floor New York, N.Y. 10017 EFTA01436669 TABLE OF CONTENTS INTRODUCTION TO THE 2006 ISDA DEFINITIONS ARTICLE 1 CERTAIN GENERAL DEFINITIONS SECTION 1.1. SECTION 1.2. SECTION 1.3. SECTION 1.4. SECTION 1.5. SECTION 1.6. SECTION 1.7. SECTION 1.8. SECTION 1.9. SECTION 1.10. SECTION 1.11. SECTION…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01436668.pdf