📄 Extracted Text (281 words)
Execution copy
Schedule to Basket Swaps (Standard Terms)
dated May 19, 2005 which supplements the Master Agreement dated as of May 19, 2005
between
Credit Suisse First Boston (Europe) Limited
and
Financial Trust Company, Inc. ("Counterparty")
Spreads:
Counterparty is Buyer As determined in the relevant Confirmation.
Counterparty is Seller As determined in the relevant Confirmation.
Dividend Percentages:
Counterparty is Buyer As determined in the relevant Confirmation
Counterparty is Seller As determined in the relevant Confirmation
Applicable Interest Rate: The London Interbank Offered Rate as set forth
in the relevant Confirmation and as specified on
Reuters pages LIBOROI and LIBOR02, as
applicable.
Applicable Cycle Date: Daily
Applicable Interest Rate Cycle: 1 week
Equity Payment Date: Last Business Day in each calendar month
Interest Payment Date: Equity Payment Date
Termination Date: 5 years from date of Annex
Business Day Convention: In the event any relevant date falls on a day that
is not a Business Day, such date shall be the first
following day which is a Business Day unless
that day falls in the next calendar month in
which that date will be the first preceding day
that is a Business Day
Day Count Fraction: Corresponding to the Contract Currency
specified as such in the relevant Confirmation as
listed below:
Contract GBP LED AUD BRL CAD CDC DKK EUR (RD HKD ISK INR JPY
Currcacy:
Day Count 365 360 365 360 360 360 360 360 360 360 360 360 360
Fraction:
Contract KPW RAW MYR MXN NED P114 SGD ?AR SIX CHF TWD THB
Currency:
Day Count 360 360 360 360 360 360 360 360 360 360 360 360
Fraction:
Contract MIL/SD I
34
Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061215
EFTA01581786
ℹ️ Document Details
SHA-256
5b3ac61a2ecc6e018613221429d0b58152d55ba84b9e2b00e35cc1174f996fe3
Bates Number
EFTA01581786
Dataset
DataSet-10
Document Type
document
Pages
1
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