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Paragraph 1(a) Definitions and Inconsistency
Paragraph 1(b) Scope of this Annex and the Other CSA
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Paragraph 2(a) Delivery Amount
Paragraph 2(b) Return Amount
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Paragraph 2(a) Delivery Amount
Paragraph 2(b) Return Amount
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Paragraph 3(a) Transfers
Paragraph 3(b) Calculations
Paragraph 3(c) Exchanges
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Paragraph 3(a) Transfers
Paragraph 3(b) Calculations
Paragraph 3(c) Exchanges
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Paragraph 4(a) Disputed Calculations or Valuations
Paragraph 4(b) No Event of Default
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Paragraph 4(a) Disputed Calculations or Valuations
Paragraph 4(b) No Event of Default
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Paragraph 5(a) Transfer of Title
Paragraph 5(b) No Security Interest
Paragraph 5(c) Distributions and Interest Amount
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Paragraph 5(a) Transfer of Title
Paragraph 5(b) No Security Interest
Paragraph 5(c) Distributions and Interest Amount
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Paragraph 9(a) Default Interest
Paragraph 9(b) Good Faith and Commercially Reasonable Manner
Paragraph 9(c) Demands and Notices
Paragraph 9(d) Specifications of Certain Matters
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Paragraph 9(a) Default Interest
Paragraph 9(b) Good Faith and Commercially Reasonable Manner
Paragraph 9(c) Demands and Notices
Paragraph 9(d) Specifications of Certain Matters
Paragraph 9(e) Legally Ineligible Credit Support (VM)
Paragraph 9(f) Return of Equivalent Credit Support (VM)
Paragraph 9(g) Reinstatement of Credit Support Eligibility
Paragraph 9(h) Credit Support Offsets
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Base Currency
Base Currency Equivalent
Credit Support Amount
Credit Support Balance
Delivery Amount
Disputing Party
Distributions
Distributions Date
Eligible Credit Support
Eligible Currency
Equivalent Credit Support
Equivalent Distributions
Exchange Date
Exposure
Independent Amount
Interest Amount
Interest Period
Interest Rate
Local Business Day
Minimum Transfer Amount
New Credit Support
Notification Time
Recalculation Date
Resolution Time
Return Amount
Settlement Day
Threshold
Transferee
Transferor
Valuation Agent
Valuation Date
Valuation Percentage
Valuation Time
Value
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Base Currency
Base Currency Equivalent
Credit Support Balance (VM)
Credit Support Eligibility Condition (VM)
Delivery Amount (VM)
Delivery Amount Reduction (VM)
Disputing Party
Distributions
Distributions Date
Eligible Credit Support (VM)
Eligible Currency
Eligible Return Amount (VM)
Equivalent Credit Support
Equivalent Distributions
Exchange Date
Exposure
Fungible Credit Support Type
FX Haircut Percentage
Interest Adjustment Reduction Amount (VM)
Interest Amount (VM)
Interest Payee (VM)
Interest Payer (VM)
Interest Payment (VM)
Interest Period
Interest Rate (VM)
Legal Eligibility Requirements
Legal Ineligibility Notice
Local Business Day
Minimum Transfer Amount
New Credit Support (VM)
Notification Time
Original Credit Support (VM)
Other CSA
Other CSA Excluded Credit Support
Recalculation Date
Regular Settlement Day
Resolution Time
Return Amount (VM)
return Amount Reduction (VM)
Settlement Day
Total Ineligibility Date
Transferee
Transferor
Transfer Ineligibility Date
Valuation Agent
Valuation Date
Valuation Date Location
Valuation Percentage
Valuation Time
Value
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Paragraph 11(a): Base Currency and Eligible Currency
Paragraph 11(b): Credit Support Obligations
- Paragraph 11(b)(i): Delivery Amount, Return Amount and Credit Support Amount
- Paragraph 11(b)(i)(A): Delivery Amount
- Paragraph 11(b)(i)(B): Return Amount
- Paragraph 11(b)(i)(C): Credit Support Amount
- Paragraph 11(b)(ii): Eligible Credit Support
- Paragraph 11(b)(iii): Thresholds
- Paragraph 11(b)(iii)(A): Independent Amount
- Paragraph 11(b)(iii)(B): Threshold
- Paragraph 11(b)(iii)(C): Minimum Transfer Amount
- Paragraph 11(b)(iii)(D): Rounding
Paragraph 11(c): Valuation and Timing
- Paragraph 11(c)(i): Valuation Agent
- Paragraph 11(c)(ii): Valuation Date
- Paragraph 11(c)(iii): Valuation Time
- Paragraph 11(c)(iv): Notification Time
Paragraph 11(d): Exchange Date
Paragraph 11(e): Dispute Resolution
- Paragraph 11(e)(i): Resolution Time
- Paragraph 11(e)(ii): Value (dispute resolution)
- Paragraph 11(e)(iii): Alternative
Paragraph 11(f): Distributions and Interest Amount
- Paragraph 11(f)(i): Interest Rate
- Paragraph 11(f)(ii): Transfer of Interest Amount
- Paragraph 11(f)(iii): Alternative to Interest Amount
Paragraph 11(g): Addresses for Transfers
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Paragraph 11(a): Base Currency and Eligible Currency
Paragraph 11(b): Covered Transactions; Exposure
11(c) Credit Support Obligations.
- 11(c)(i) Delivery Amount (VM) and Return Amount (VM)
- 11(c)(ii) Eligible Credit Support (VM)
- 11(c)(iii) Legally Ineligible Credit Support (VM)
- 11(c)(iv) Credit Support Eligibility Conditions (VM)
- 11(c)(v) Valuation Percentage; FX Haircut Percentage
- 11(c)(vi) Thresholds.
- 11(c)(vii) Transfers.
11(d) Valuation and Timing
- 11(d)(i) “Valuation Agent”
- 11(d)(ii) “Valuation Date”
- 11(d)(iii) “Valuation Time”
- 11(d)(iv) “Notification Time”
11(e) Exchange Date.
11(f) Dispute Resolution
- 11(f)(i) “Resolution Time”
- 11(f)(ii) Value
- 11(f)(iii) Alternative.
11(g) Distributions and Interest Amount (VM)
- 11(g)(i) Interest Rate (VM)
- 11(g)(ii) Transfer of Interest Payment (VM) or application of Interest Amount (VM)
- 11(g)(iii) Other Interest Elections
- 11(g)(iv) Alternative to Interest Amount (VM)
11(h) Credit Support Offsets.
11(i) Addresses for Transfers.
11(j) Other CSA.
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