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EXHIBIT II-C
to 2006 ISDA Definitions
Additional Provisions for a
Confirmation of a Swap Transaction
that is a Forward Rate Agreement
[See Exhibit I for the introduction, standard paragraphs and closing for the Confirmation.]
I. The terms of the particular Swap Transaction to which this Confirmation relates are as follows:
Notional Amount:
Trade Date:
Effective Date:
Termination Date: J [, subject to adjustment in
accordance with the [Following/Modified
Following/Preceding] Business Day
Convention[16
Fixed Rate Payer [Party A/B]
Fixed Rate:
Floating Rate Payer: [Party B/A]
Payment Date(s): [ ] Business Days following each Reset
Date [, subject to adjustment in accordance
with the [Following/Modified
Following/Preceding] Business Day
Convention["
Floating Rate Option: I ]
Designated Maturity: [ I
Spread: [Plus/Minus %] [None]
Floating Rate Day Count Fraction: [ ]
ri It' the Calculation Agent is a third party. the parties nay wish to consider any documentation necessary to confirm its undertaking to
act in that capacity.
If the parties want to provide that the Termination Date will be adjusted in accordance with a Business Day Convention (and,
accordingly. that the final Calculation Period will be shortened or lengthened), the appropriate Business Day Convention must be
specified.
Bracketed language is not necessary if Payment l)atc(s) are to be adjusted in accordance with the Modified Following Business Day
Convention, as provided in the 2006 ISDA Definitions.
115
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0091800
CONFIDENTIAL SDNY GM_00237984
EFTA01388317
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