The protocol, publicly available on Isda`s website (www.isda.org), aims to enable market participants to agree, by reference and on a multilateral basis, with other counterparties, on the terms of one or any of Isda`s framework confirmation agreements – the documentation used by traders to conclude transactions – that the organisation has published in the past. It hoped that the Single Protocol would help to reduce outstanding confirmations. Previous Master`s Confirmation Agreements are: the 2007 Master`s Variance Exchange Agreement, the 2007 Master-Variance Exchange Agreement for Asia Excluding Japan (AEJ), the 2007 European Master Equity Agreement (which covers stock finance stock options and swaps referring to European underlying), the 2007 Revised European Variance Data Exchange Agreement and the 2007 Swap Agreement and the 2007 Swap Agreement 006 on the 2006 variance. The new protocol also contains Isda`s recent annex to the Investment Finance Swap (EFS) of its 2007 European Master Equity Confirmation Agreement. This website contains links to confirmation forms and tables with essential economic terms relating to a large number of transactions (“Transactions”) that deutsche Bank (“we”) may enter into from time to time with counterparties. Any confirmation or documentation that we provide to you directly in connection with an actual or potential transaction supersedes the information on this site and, to the extent inconsistent, such confirmation or other documentation takes precedence. In addition, the agreed terms of a transaction we enter into with you are set out in the confirmation or any other agreement that you and we enter into regarding that transaction and may differ materially from the terms available in the forms and spreadsheets on or through this website. By providing this site, we are not showing that we are willing to make a transaction with a counterparty on any condition. The amendment of the AEJ Master Variance Swaps 2007 and the AEJ Master Variance Swap Swap 2007 allows the parties to participate in the procedure of the 9th AEJ Master Variance Swap Confirmation Agreement 2007, published on 12 March 2009, or the AEJ Master Variance Swap Confirmation Agreement, published on 12 February 2007, adopted the necessary amendments to implement the market policy statement issued by ISDA on 28 December 2007. 2009 with respect to circumstances that would constitute a market disruption event for Stock Share Variance Swaps and Single Exchange Exchange Variance Swaps with Australian equities. . . .
PLEASE NOTE THAT ISDA does not maintain an exhaustive list of market events. The events listed below are only those for which ISDA has conducted market discussions and resulted in a general consensus on the treatment of a given event. The absence of a particular event from the list should not be counted as an indication that the given day or event is or is not a disrupted day, market disruption event or price interruption event. Index Variance Swap – North America and Latin America Revised in 2007 European Variance Swap Master Confirmation Agreement Blackline European Dispersion Variance Swap General Conditions of Confirmation. 2007 Full Lookthrough Depository Receipt Supplement to the 2002 Equity Derivatives Definitions Annex IS Index Annex to the 2007 European Master Equity Confirmation Agreement. . 1992 Confirmation of the option option OTC Equity Index The second revision in 2005 AEJ (Asia Excluding Japan) Interdealer Master Equity Derivatives Confirmation Agreement published on December 9, 2005. On March 9, 2009, the ISDA AEJ Derivatives Protocol, published by ISDA on March 9, 2009, contains the amendments to the revision of the AEJ Master Equity Derivatives 2005. 2009. . .