Case File
efta-01581786DOJ Data Set 10OtherEFTA01581786
Date
Unknown
Source
DOJ Data Set 10
Reference
efta-01581786
Pages
1
Persons
0
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Extracted Text (OCR)
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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
Counterparty is Seller
Dividend Percentages:
Counterparty is Buyer
Counterparty is Seller
Applicable Interest Rate:
Applicable Cycle Date:
Applicable Interest Rate Cycle:
Equity Payment Date:
Interest Payment Date:
Termination Date:
Business Day Convention:
Day Count Fraction:
As determined in the relevant Confirmation.
As determined in the relevant Confirmation.
As determined in the relevant Confirmation
As determined in the relevant Confirmation
The London Interbank Offered Rate as set forth
in the relevant Confirmation and as specified on
Reuters pages LIBOROI and LIBOR02, as
applicable.
Daily
1 week
Last Business Day in each calendar month
Equity Payment Date
5 years from date of Annex
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
Corresponding to the Contract Currency
specified as such in the relevant Confirmation as
listed below:
Contract
Currcacy:
GBP
LED
AUD
BRL
CAD
CDC
DKK
EUR
(RD
HKD
ISK
INR
JPY
Day Count
Fraction:
365
360
365
360
360
360
360
360
360
360
360
360
360
Contract
Currency:
KPW
RAW
MYR
MXN
NED
P114
SGD
?AR
SIX
CHF
TWD
THB
Day Count
Fraction:
360
360
360
360
360
360
360
360
360
360
360
360
Contract
MIL/SD
I
34
Confidential Treatment Requested by JPMorgan Chase
JPM-SDNY-00061215
EFTA01581786
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