Template:2006 ISDA Definitions TOC

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2006 ISDA Definitions


Article 1 Certain General Definitions

Section 1.1 Swap Transaction
Section 1.2 Confirmation
Section 1.3 Banking Day
Section 1.4 Business Day
Section 1.5 Financial Centers
Section 1.6 Certain Business Days
Section 1.7 Currencies
Section 1.8 TARGET Settlement Day
Section 1.9 New York Fed Business Day
Section 1.10 NYSE Business Day
Section 1.11 U.S. Government Securities Business Day
Section 1.12 EC Treaty

Article 2 Parties

Section 2.1 Fixed Rate Payer; Fixed Amount Payer
Section 2.2 Floating Rate Payer; Floating Amount Payer

Article 3 Term and Dates

Section 3.1 Term
Section 3.2 Effective Date
Section 3.3 Termination Date
Section 3.4 Initial Exchange Date
Section 3.5 Interim Exchange Date; Periodic Exchange Date
Section 3.6 Final Exchange Date; Exchange Date; Maturity Date
Section 3.7 Trade Date

Article 4 Certain Definitions Relating to Payments

Section 4.1 Initial Exchange Amount
Section 4.2 Interim Exchange Amount; Periodic Exchange Amount
Section 4.3 Final Exchange Amount; Exchange Amount.7ii
Section 4.4 Fixed Amount
Section 4.5 Floating Amount
Section 4.6 Currency Amount
Section 4.7 Notional Amount
Section 4.8 Calculation Amount
Section 4.9 Payment Date
Section 4.10 Period End Date
Section 4.11 FRN Convention; Eurodollar Convention
Section 4.12 Business Day Convention
Section 4.13 Calculation Period
Section 4.14 Calculation Agent
Section 4.15 Calculation Date
Section 4.16 Day Count Fraction
Section 4.17. IMM Settlement Dates

Article 5 Fixed Amounts

Section 5.1 Calculation of a Fixed Amount
Section 5.2 Certain Definitions Relating to Fixed Amounts

Article 6 Floating Amounts

Section 6.1 Calculation of a Floating Amount
Section 6.2 Certain Definitions Relating to Floating Amounts
Section 6.3 Certain Definitions Relating to Compounding
Section 6.4 Negative Interest Rates

Article 7 Calculation of Rates for Certain Floating Rate Options

Section 7.1 Rate Options
Section 7.2 Certain Published and Displayed Sources
Section 7.3 Certain General Definitions Relating to Floating Rate Options
Section 7.4 Price Source Conversion
Section 7.5 Certain Definitions Relating to Price Source Conversion
Section 7.6 Corrections to Published and Displayed Rates

Article 8 Rounding; Interpolation; Discounting

Section 8.1 Rounding
Section 8.2 Rounding of Currency Amounts
Section 8.3 Interpolation
Section 8.4 Discounting

Article 9 Payments

Section 9.1 Relating Payments to Calculation Periods

Article 10 Mark-to-Market Currency Swaps

Section 10.1 Mark-to-market Currency Swap
Section 10.2 General Terms Relating to Mark-to-market Currency Swaps
Section 10.3 Application of ISDA MTM Matrix
Section 10.4 ISDA MTM Matrix
Section 10.5 MTM Amount

Article 11 Option Transaction; Swaption; Swaption Straddle

Section 11.1 Option Transaction
Section 11.2 Swaption
Section 11.3 Swaption Straddle

Article 12 Certain Definitions and Provisions Relating to Option Transactions

Section 12.1 Parties
Section 12.2 Option Style
Section 12.3 Terms Relating to Premium
Section 12.4 Exercise Business Day
Section 12.5 Notional Amount for Option Transactions

Article 13 Exercise of Options

Section 13.1 General Terms Relating to Exercise
Section 13.2 Procedure for Exercise
Section 13.3 Partial Exercise
Section 13.4 Multiple Exercise
Section 13.5 Minimum Notional Amount
Section 13.6 Maximum Notional Amount
Section 13.7 Automatic Exercise
Section 13.8 Fallback Exercise
Section 13.9 Settlement Rate on Automatic Exercise or Fallback Exercise
Section 13.10 Exercise of Swaption Straddles.94iv

Article 14 General Terms and Provisions Relating to Settlement Of Swaptions

Section 14.1 Certain Definitions Relating to Settlement of Swaptions

Article 15 Physical Settlement of Swaptions

Section 15.1 Physical Settlement

Article 16 Optional Early Termination

Section 16.1 Optional Early Termination
Section 16.2 Optional Early Termination Date

Article 17 Mandatory Early Termination

Section 17.1 Mandatory Early Termination
Section 17.2 Mandatory Early Termination Date

Article 18 Cash Settlement

Section 18.1 Cash Settlement
Section 18.2 Certain Definitions Relating to Cash Settlement
Section 18.3 Cash Settlement Methods
Section 18.4 In-the-money
Section 18.5 Out-of-the-money
Section 18.6 Corrections to Published and Displayed Rates for Settlement Rate

Article 19 ISDA Settlement Matrix

Section 19.1 Application of ISDA Settlement Matrix
Section 19.2 ISDA Settlement Matrix
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