Template:ISDA English Law Credit Support Annex 1995 11(b)

11(b) Credit Support Obligations.

11(b)(i) Delivery Amount, Return Amount and Credit Support Amount.

11(b)(i)(A) “Delivery Amount” has the meaning specified in Paragraph 2(a), unless otherwise specified here:

11(b)(i)(B) “Return Amount” has the meaning specified in Paragraph 2(b), unless otherwise specified here:

11(b)(i)(C) “Credit Support Amount” has the meaning specified in Paragraph 10, unless otherwise specified here:

11(b)(ii) Eligible Credit Support. The following items will qualify as “Eligible Credit Support” for the party specified: In each case with checkboxes are for Party A; Party B; and Valuation Percentage

(A) cash in an Eligible Currency

(B) negotiable debt obligations issued by the Government of [ ] having an original maturity at issuance of not more than one year

(C) negotiable debt obligations issue by the Government of [ ] having an original maturity at issuance of more than one year but not more than 10 years

(D) negotiable debt obligation issued by the Government of [ ] having an original maturity at issuance of more than 10 years

(E) other:

11(b)(iii) Thresholds.

11(b)(iii)(A)

“Independent Amount” means with respect to Party A: [SPECIFY]

“Independent Amount” means with respect to Party B: [SPECIFY]

11(b)(iii)(B)

“Threshold” means with respect to Party A: [SPECIFY]

“Threshold” means with respect to Party B: [SPECIFY]

11(b)(iii)(C)

“Minimum Transfer Amount” means with respect to Party A: [SPECIFY]

“Minimum Transfer Amount” means with respect to Party B: [SPECIFY]

11(b)(iii)(D) Rounding. The Delivery Amount and the Return Amount will be rounded [down to the nearest integral multiple of ..../up and down to the nearest integral multiple of ...., respectively].