If true, then additional acknowledgements are applicable.

ISDA 2002 Equity Additional Disruption Events.

If present and true, then additional dividends are applicable.

Specifies additional payment(s) between the principal parties to the netted swap.

Specifies additional payment(s) between the principal parties to the trade.

Specifies the amount of the fee along with, when applicable, the formula that supports its determination.

Specifies the value date of the fee payment/receipt.

A date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.

Date from which early termination clause can be exercised.

A date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.

If true, then agreements regarding hedging are applicable.

Represents the European Master Confirmation value of 'All Dividends' which, when applicable, signifies that, for a given Ex-Date, the daily observed Share Price for that day is adjusted (reduced) by the cash dividend and/or the cash value of any non cash dividend per Share (including Extraordinary Dividends) declared by the Issuer.

Specifies, in relation to each Payment Date, the amount to which the Payment Date relates.

Reference to an amount defined elsewhere in the document.

An option where and average price is taken on valuation.

Averaging Dates used in the swap.

An option with a barrier feature.

Bounded Correlation.

Conditions which bound variance.

Defines the fee type.

A Boolean element used for specifying whether the Break Funding Recovery detailed in the agreement will apply.

Specifies the date on which a calculation or an observation will be performed for the purpose of calculating the amount.

Specifies the date on which a calculation or an observation will be performed for the purpose of defining the Equity Amount, and in accordance to the definition terms of this latter.

A pointer style reference to the associated calculation period dates component defined elsewhere in the document.

If true, then cash settlement is applicable.

If true, then change in law is applicable.

If true this contract will strike off the closing level of the default exchange traded contract.

For an index option transaction, a flag to indicate whether a relevant Component Security Index Annex is applicable to the transaction.

If present and true, then composition of combined consideration is applicable.

Defines compounding rates on the Interest Leg.

Defines the compounding dates.

If more that one calculation period contributes to a single payment amount this element specifies whether compounding is applicable, and if so, what compounding method is to be used.

Defines a compounding rate.

Defines the spread to be used for compounding.

Correlation Strike Price.

The currency in which an amount is denominated.

The currency in which an amount is denominated.

Reference to a currency defined elsewhere in the document

Date adjustments for all unadjusted dates in this dividend period.

Reference to a date defined elswhere in the document.

The day count fraction.

The contract specifies whether the notional should be scaled by the Number of Days in Range divided by the Expected N.

Declared Cash Dividend Percentage.

Declared Cash Equivalent Dividend Percentage.

The term "Delisting" has the meaning defined in the ISDA 2002 Equity Derivatives Definitions.

Specifies the method according to which an amount or a date is determined.

Specifies the method according to which an amount or a date is determined.

Specifies the method according to which an amount or a date is determined.

A reference to the party which determines additional disruption events.

Expected dividend in this period.

Dividend adjustment of the contract is driven by the difference between the Expected Dividend, and the Actual Dividend, which is multiplied by an agreed Factor to produce a Deviation, which is used as the basis for adjusting the contract.

Defines how the composition of Dividends is to be determined.

Specifies the conditions governing the payment of the dividends to the receiver of the equity return.

Specification of the dividend date using an enumeration, with values such as the pay date, the ex date or the record date.

Defines the date on which the receiver on the equity return is entitled to the dividend.

Specifies the date on which the FX rate will be considered in the case of a Composite FX swap.

Specifies when the dividend will be paid to the receiver of the equity return.

Defines the First Period or the Second Period, as defined in the 2002 ISDA Equity Derivatives Definitions.

A single Dividend Adjustment Period.

Dividend period has the meaning as defined in the ISDA 2002 Equity Derivatives Definitions.

Dividend period has the meaning as defined in the ISDA 2002 Equity Derivatives Definitions.

Boolean element that defines whether the dividend will be reinvested or not.

Specifies the dividend valuation dates of the swap.

Specifies, for one or for both the parties to the trade, the date from which it can early terminate it.

Specifies the effective date of the return swap.

Description of the leg amount when represented through an encoded image.

Determination of Gross Cash Dividend per Share.

References a Contract on the Exchange.

Specification of the exchange traded contract nearest.

Expected number of trading days.

If true this contract will strike off the expiring level of the default exchange traded contract.

Reference to the party which determines if dividends are extraordinary in relation to normal levels.

Where the underlying is shares, specifies events affecting the issuer of those shares that may require the terms of the transaction to be adjusted.

Where the underlying is shares, specifies events affecting the issuer of those shares that may require the terms of the transaction to be adjusted.

If true, failure to deliver is applicable.

Where the underlying is shares and the transaction is physically settled, then, if true, a failure to deliver the shares on the settlement date will not be an event of default for the purposes of the master agreement.

Asian, Barrier, Knock and Pass Through features.

Specifies the fixing date relative to the reset date in terms of a business days offset, or by providing a series of adjustable dates.

If true, then foreign ownership event is applicable.

Specifies a formula, with its description and components.

Specifies a formula, with its description and components.

Specifies the fallback provisions for Hedging Party in the determination of the Final Price.

The official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions.

Quanto, Composite, or Cross Currency FX features.

Quanto, Composite, or Cross Currency FX features.

A quanto or composite FX feature.

If true, then hedging disruption is applicable.

If true, then increased cost of hedging is applicable.

ISDA 2002 Equity Index Adjustment Events.

Consequence of index cancellation.

If present and true, then index disclaimer is applicable.

Consequence of index disruption.

Consequence of index modification.

Initial fixing date expressed as an offset to another date defined elsewhere in the document.

Contract will strike off this initial level.

Specifies whether the Initial Index Level should be the Closing Price Level, the Expiring Contract Level, VWAPPrice, TWAPPrice, NAV or Open Price.

Specifies the initial reference price of the underlyer.

If true, then insolvency filing is applicable.

Defines the way in which interests are accrued: the applicable rate (fixed or floating reference) and the compounding method.

Specifies, in relation to each Interest Payment Date, the amount to which the Interest Payment Date relates.

Specifies the calculation method of the interest rate leg of the equity swap.

The fixed income amounts of the return type swap.

Component that holds the various dates used to specify the interest leg of the equity swap.

Specifies the payment dates of the interest leg of the swap.

Reference to the floating rate calculation of interest calculation node on the Interest Leg.

Specifies the reset dates of the interest leg of the swap.

Specifies the type of interpolation used.

Defines applicable periods for interpolation.

A knock feature.

Local Jurisdiction is a term used in the AEJ Master Confirmation, which is used to determine local taxes, which shall mean taxes, duties, and similar charges imposed by the taxing authority of the Local Jurisdiction If this element is not present Local Jurisdiction is Not Applicable.

All observations below this price level will be excluded from the variance calculation.

Date through which option can not be exercised without penalty.

Maximum Boundary as a percentage of the Strike Price.

Occurs when the underlying ceases to exist following a merger between the Issuer and another company.

Minimum Boundary as a percentage of the Strike Price.

For an index option transaction, a flag to indicate whether a relevant Multiple Exchange Index Annex is applicable to the transaction.

Multiplier is a percentage value which is used to produce Deviation by multiplying the difference between Expected Dividend and Actual Dividend Deviation = Multiplier * (Expected Dividend — Actual Dividend).

Used for specifying whether the Mutual Early Termination Right that is detailed in the Master Confirmation will apply.

The terms "Nationalisation" and "Insolvency" have the meaning as defined in the ISDA 2002 Equity Derivatives Definitions.

Defines treatment of Non-Cash Dividends.

If true, then non reliance is applicable.

Specifies the notional of a return type swap.

Specifies the notional of a return type swap.

Specifies the conditions that govern the adjustment to the number of units of the return swap.

The notional amount.

Notional amount, which is a cash multiplier.

For return swaps, this element is equivalent to the term "Equity Notional Reset" as defined in the ISDA 2002 Equity Derivatives Definitions.

Number of data series, normal market practice is that correlation data sets are drawn from geographic market areas, such as America, Europe and Asia Pacific, each of these geographic areas will have its own data series to avoid contagion.

Defines the Number Of Index Units applicable to a Dividend.

The number of valuation dates between valuation start date and valuation end date.

The start of the period over which observations are made which are used in the calculation Used when the observation start date differs from the trade date such as for forward starting swaps.

A Boolean element used for specifying whether the Optional Early Termination clause detailed in the agreement will apply.

Optional Early Termination Date

Optional Early Termination Electing Party Reference

If present and true, then options exchange dividends are applicable.

The official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions.

Reference to a party defined elsewhere in this document which may be allowed to terminate the trade.

Pass through payments from the underlyer, such as dividends.

The currency amount of the payment.

The currency amount of the payment.

The payment date.

Specifies the final payment date of the swap.

Only to be used when SharePayment has been specified in the dividendDateReference element.

Specifies the payment dates of the swap.

Specifies the interim payment dates of the swap.

Classification of the payment.

The amount of premium to be paid expressed as a percentage of the notional value of the transaction.

Forward start Premium type

The amount of premium to be paid expressed as a function of the number of options.

Principal exchange amount when explictly stated.

Specifies the principal echange amount, either by explicitly defining it, or by point to an amount defined somewhere else in the swap document.

Date on which each of the principal exchanges will take place.

Specifies each of the characteristics of the principal exchange cashflows, in terms of paying/receiving counterparties, amounts and dates.

This is used to document a Fully Funded Return Swap.

The true/false flags indicating whether initial, intermediate or final exchanges of principal should occur.

Specifies the terms of the initial price of the return type swap and of the subsequent valuations of the underlyer.

The contract specifies whether which price must satisfy the boundary condition.

Spread used if exercised before make whole date.

Specifies the reference Amount when this term either corresponds to the standard ISDA Definition (either the 2002 Equity Definition for the Equity Amount, or the 2000 Definition for the Interest Amount), or points to a term defined elsewhere in the swap document.

A date specified in relation to some other date defined in the document (the anchor date), where there is the opportunity to specify a combination of offset rules.

A reference to the return swap notional determination method defined elsewhere in this document.

A reference to the return swap notional amount defined elsewhere in this document.

Relevent Jurisdiction is a term used in the AEJ Master Confirmation, which is used to determine local taxes, which shall mean taxes, duties and similar charges that would be imposed by the taxing authority of the Country of Underlyer on a Hypothetical Broker Dealer assuming the Applicable Hedge Positions are held by its office in the Relevant Jurisdiction.

ISDA 2002 Equity Derivative Representations.

The frequency at which reset dates occur.

Specifies whether the reset dates are determined with respect to each adjusted calculation period start date or adjusted calculation period end date.

Specifies the conditions under which dividend affecting the underlyer will be paid to the receiver of the amounts.

Return amounts of the return type swap.

Specifies the structure of a return type swap.

An placeholder for the actual Return Swap Leg definition.

Defines the type of return associated with the return swap.

The consideration paid for the original shares following the Merger Event consists of both cash/securities and new shares.

The consideration paid for the original shares following the Merger Event consists wholly of cash/securities other than new shares.

The consideration paid for the original shares following the Merger Event consists wholly of new shares.

Specifies the method according to which special dividends are determined.

Defines a specific rate.

Specifies the date from which the early termination clause can be exercised.

Specifies the strike date of this leg of the swap, used for forward starting swaps.

The date on which the strike is determined, where this is not the effective date of a forward starting option.

The price or level expressed as a percentage of the forward starting spot price.

The price or level at which the option has been struck.

Specifies the stub calculation period.

Specifies whether or not the premium is to be paid in the style of payments under an interest rate swap contract.

If present and true, then tender offer is applicable.

ISDA 2002 Equity Tender Offer Events.

Specifies the termination date of the return swap.

Unadjusted inclusive dividend period end date.

Unadjusted inclusive dividend period start date.

For use when varianceCap is applicable.

Specifies the underlyer of the leg.

Specifies the underlying component of the leg, which can be either one or many and consists in either equity, index or convertible bond component, or a combination of these.

Reference to the underlyer which is paying dividends.

All observations above this price level will be excluded from the variance calculation.

Valuation of the underlyer.

The term "Valuation Date" is assumed to have the meaning as defined in the ISDA 2002 Equity Derivatives Definitions.

Specifies the interim equity valuation dates of a swap.

Specifies the final valuation price of the underlyer.

Specifies the final valuation price of the underlyer.

Specifies valuation.

The specific time of day at which the calculation agent values the underlying.

The time of day at which the calculation agent values the underlying, for example the official closing time of the exchange.

Variance amount, which is a cash multiplier.

If present and true, then variance cap is applicable.

Vega Notional represents the approximate gain/loss at maturity for a 1% difference between RVol (realised vol) and KVol (strike vol).

A type for defining ISDA 2002 Equity Derivative Additional Disruption Events.

Specifies the amount of the fee along with, when applicable, the formula that supports its determination.

A type describing a date defined as subject to adjustment or defined in reference to another date through one or several date offsets.

A type describing correlation bounds, which form a cap and a floor on the realized correlation.

A type describing variance bounds, which are used to exclude money price values outside of the specified range In a Up Conditional Swap Underlyer price must be equal to or higher than Lower Barrier In a Down Conditional Swap Underlyer price must be equal to or lower than Upper Barrier In a Corridor Conditional Swap Underlyer price must be equal to or higher than Lower Barrier and must be equal to or lower than Upper Barrier.

An abstract base class for all calculated money amounts, which are in the currency of the cash multiplier of the calculation.

Abstract base class for all calculation from observed values.

Specifies the compounding method and the compounding rate.

A type defining a compounding rate.

A type describing the correlation amount of a correlation swap.

An abstract base class for all directional leg types with effective date, termination date, and underlyer where a payer makes a stream of payments of greater than zero value to a receiver.

An abstract base class for all directional leg types with effective date, termination date, and underlyer, where a payer makes a stream of payments of greater than zero value to a receiver.

Container for Dividend Adjustment Periods, which are used to calculate the Deviation between Expected Dividend and Actual Dividend in that Period.

A type describing the conditions governing the payment of dividends to the receiver of the equity return.

A type describing the date on which the dividend will be paid/received.