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- Home
- 1. How to use this Guide
- 2. Master Agreements
- 2.1 ISDA
- 2.1.1 What is ISDA?
- 2.1.2 ISDA Documentation architecture
- 2.1.3 Commetary on ISDA Master Agreement
- 2.1.4 Schedule to the ISDA Master Agreement
- 2.1.4.10 Parties
- 2.1.4.20 Part 1 Termination provisions
- 2.1.4.30 Part 2 Tax representations
- 2.1.4.40 Part 3 Agreement to Deliver Documents
- 2.1.4.50 Part 4 Miscellaneous
- 2.1.4.60 Part 5 Other clauses - with commentary - recommended
- 2.1.4.70 Part 5 - Other Clauses - with commentary - optional
- 2.1.4.70.1 Introduction
- 2.1.4.70.2 Early termination - Optional
- 2.1.4.70.3 Payment deferral - Optional
- 2.1.4.70.4 Notices by facsimile - Optional
- 2.1.4.70.5 Non ISDA transactions subject to ISDA - Optional
- 2.1.4.70.6 Transfer of Affected Transactions - Optional
- 2.1.4.70.7 Linking multiple master agreements for netting purposes - Optional
- 2.1.4.70.8 Definition of 'Close Out Amount' - Optional
- 2.1.4.70.9 Amended Condition Precedent or Additional Termination Event - Optional
- 2.1.4.80 Part 5 - Other clauses - without commentary
- 2.1.5 Commentary on the ISDA Definitions
- 2.1.6 2009 ISDA Close-out Amount Protocol
- 2.2 GMRA
- 2.3 AMSLA/GMSLA
- 2.1 ISDA
- 3. Products
- 3.1 Confirmations (including long form confirmations)
- 3.2 Interest rate products
- 3.2.1 Interest rate swaps
- 3.2.2 Interest Rate Swaptions
- 3.2.3 Australian Dollar Overnight Index Swaps
- 3.2.4 Interest rate caps, collars and floors
- 3.2.4.10 The basics and Australian specific commentary
- 3.2.4.20 Interest rate cap confirmation with commentary
- 3.2.4.30 Interest rate cap confirmation without commentary
- 3.2.4.40 Interest rate collar confirmation with commentary
- 3.2.4.50 Interest rate collar confirmation without commentary
- 3.2.4.60 Interest rate floor confirmation with commentary
- 3.2.4.70 Interest rate floor confirmation without commentary
- 3.2.5 Forward rate agreements (FRA)
- 3.3 Currency products
- 3.3.1 Currency swaps
- 3.3.2 Currency options
- 3.3.2.10 The basics and Australian specific commentary
- 3.3.2.20 Australian Addendum and the 1998 FX and Currency Option Definitions
- 3.3.2.30 Confirmation for Deliverable Currency Option with commentary
- 3.3.2.40 Confirmation for Deliverable Currency Option without commentary
- 3.3.2.50 Confirmation for Non-Deliverable Currency Option with commentary
- 3.3.2.60 Confirmation for Non-Deliverable Currency Option without commentary
- 3.3.2.70 Sample Surrender Confirmation for Currency Option with commentary
- 3.3.2.80 Sample Surrender Confirmation for Currency Option without commentary
- 3.3.3 Foreign Exchange Transactions
- 3.4 Credit Derivatives
- 3.5 Equity Derivatives
- 3.6 Securities lending
- 3.7 Repos
- 3.8 Electricity
- 3.8.1 Introduction
- 3.8.2 Types of Transactions
- 3.8.3 Notes on the 2005 ISDA Commodity Definitions
- 3.8.4 How to document electricity transactions
- 3.8.5 Recommended clauses for part 5 of the Schedule to the ISDA Master Agreement
- 3.8.6 1992 ISDA Master Agreement
- 3.8.7 Additional credit support
- 3.8.8 Notes on June 2006 Australian Electricity Addendum
- 3.8.9 Long form confirmation
- 3.8.10 Sample Confirmation for fixed forward commodity contracts for cash settlement with commentary
- 3.8.11 Sample Confirmation for price cap electricity commodity contracts for cash settlement with commentary
- 3.8.12 Sample Confirmation for price floor electricity commodity contracts for cash settlement with commentary
- 3.8.13 Sample Confirmation for price collar electricity commodity contracts for cash settlement with commentary
- 3.8.14 Sample Confirmation for electricity commodity option contract for cash settlement (other than an Asian option) with commentary
- 3.8.15 Sample Confirmation for contract settled or cash settled electricity commodity swaption contract for a fixed forward electricity commodity contract (other than an Asian option) with commentary
- 3.8.16 Sample Confirmation for inter-regional swap electricity commodity contracts for cash settlement with commentary
- 3.8.17 Sample Confirmation for Asian electricity commodity average price option contract for cash settlement with commentary
- 3.8.18 June 2006 Australian Electricity Addendum
- 3.8.19 Amendment Agreement
- 3.8.20 August 2010 Australian Carbon Benchmark Addendum
- 3.8.21 Sample Confirmation – energy offset ex ante reallocation transaction
- 3.9 Optional electricity clauses
- 3.10 Commodities
- 3.11 Environmental products
- 3.11.1 Introduction
- 3.11.2 Description
- 3.11.3 Documenting Environmental Products Transactions
- 3.11.3.10 Commentary on July 2013 Australian Environmental Products Addendum
- 3.11.3.20 Commentary on Standard Form Fixed Forward Confirmation
- 3.11.3.30 Commentary on Standard Form Option for the Fixed Forward Sale of Environmental Products
- 3.11.3.40 Commentary on Standard Form Swaption for the Fixed Forward Sale of Environmental Products
- 3.11.3.50 Explanatory Note on Derivatives and Accounting Standards
- 3.11.4 Documents
- 3.12 Gas
- 3.13 Carbon
- 4. Issues
- 4.1 Regulation
- 4.2 Tax/stamp duty
- 4.3 Netting
- 4.4 Investment managers
- 4.4.1 Contents and summary of this part
- 4.4.2 Introduction
- 4.4.3 Legal commentary on the Investment Manager Supplement
- 4.4.4 Commentary on completing the Investment Manager Supplement
- 4.4.5 Checklist for using the IMS
- 4.4.6 Copy of Investment Manager Supplement - Details
- 4.4.7 Copy of Investment Manager Supplement - Provisions
- 4.5 Novations
- 4.6 Collateral
- 4.6.1 Introduction
- 4.6.2 Types of credit support documentation
- 4.6.2.10 Overview of ISDA documentation
- 4.6.2.20 English Annex
- 4.6.2.30 English Deed
- 4.6.2.40 New York Annex
- 4.6.2.50 Margin Provisions
- 4.6.2.60 ISDA Collateral Asset Definitions
- 4.6.2.70 2005 ISDA Collateral Guidelines
- 4.6.2.80 Amendments to the English Annex and New York Annex
- 4.6.2.90 2002 Master Agreement Protocol
- 4.6.3 Commentary on ISDA credit support documentation
- 4.6.4 Completing the English Annex
- 4.6.4.10 Front page
- 4.6.4.20 Paragraph 11(a) - Base Currency and Eligible Currency
- 4.6.4.30 Paragraph 11(b) - Credit Support Obligations
- 4.6.4.40 Paragraph 11(c) - Valuation and Timing
- 4.6.4.50 Paragraph 11(d) - Exchange Date
- 4.6.4.60 Paragraph 11(e) - Dispute Resolution
- 4.6.4.70 Paragraph 11(f) - Distributions and Interest Amount
- 4.6.4.80 Paragraph 11(g) - Addresses for Transfers
- 4.6.4.90 Paragraph 11(h) - Other Provisions
- 4.6.4.100 Additional provisions for the 1992 ISDA Master Agreement
- 4.6.4.110 Additional provisions for the 2002 ISDA Master Agreement
- 4.6.5 Issues relating to indirectly held securities
- 4.7 EMU
- 4.8 PPSA
- 5. Cases on Derivatives
- 6. Updates & History
- 6.1 Updates
- 6.2 Archive
- 6.2.1 IFEMA
- 6.2.2 Short Form FX Agreement
- 6.2.3 Electricity Documentation
- 6.2.3.1 Sample Confirmation for fixed forward commodity contracts for cash settlement with commentary
- 6.2.3.2 Sample Confirmation for price cap electricity commodity contracts for cash settlement with commentary
- 6.2.3.3 Sample Confirmation for price floor electricity commodity contracts for cash settlement with commentary
- 6.2.3.4 Sample Confirmation for price collar electricity commodity contracts for cash settlement with commentary
- 6.2.3.5 Sample Confirmation for electricity commodity option contract for cash settlement (other than an Asian option) with commentary
- 6.2.3.6 Sample Confirmation for inter-regional swap electricity commodity contracts for cash settlement with commentary
- 6.2.4 Past Legal Opinions