Case File
efta-01581781DOJ Data Set 10OtherEFTA01581781
Date
Unknown
Source
DOJ Data Set 10
Reference
efta-01581781
Pages
1
Persons
0
Integrity
Extracted Text (OCR)
Text extracted via OCR from the original document. May contain errors from the scanning process.
Execution copy
preceding reported trades), the price as
reasonably determined by CSFB as at
Close of Business on the date of such
valuation.
Related Exchange
is the principal exchange(s) on which futures or
options related to the Security trade.
Schedule
Securities
is a schedule, or list forming part of a letter, or
other document, agreed upon by CSFB and the
Counterparty. The Schedule specifies certain
matters as required by these Basket Swaps
Standard Terms, and is deemed to be part of
these Basket Swaps Standard Terms. The
Schedule referred to in these Basket Swaps
Standard Terms is distinct from all schedules
incorporated into the Master Agreement.
are the securities specified as such in the
Confirmation. In the case of any Security that is
a bond or other debt instrument ("Bond"), each
Security will represent a nominal amount of
such Security equal to the Bond Pricing Factor
of such Security specified in the Confirmation.
Seller
is the party identified as such in the
Confirmation.
Spread
is the percentage specified as such in
the Confirmation.
Termination Date
Trade Date
Valuation Date
2.
CONTRACT TERMS
is the number of Business Days following the
Closing Date as specified in the Schedule for the
relevant Exchange or as otherwise agreed
between the parties.
is the date on which that Contract is entered into
as specified in the Confirmation.
is each successive Business Day from but
excluding the Trade Date up to and including the
Closing Date.
2.1
The purpose of each Contract is to allow the Counterparty synthetically to gain
exposure to fluctuations in the price of the relevant Security. Accordingly, CSFB and
the Counterparty agree that it is an express term of the Contract that:
24
Confidential Treatment Requested by JPMorgan Chase
JPM-SDNY-00061205
EFTA01581781
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