Epstein Files Search

EFTA01388302Set 10

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Section 13.9. Settlement Rate on Automatic Exercise or Fallback Exercise. For imposes of Section 13.7 (Automatic Exercise) and Section 13.8 (Fallback Exercise) and determining whether Buyer is in-the-money ... exercised pursuant to the provisions of Section 13.7 (Automatic Exercise) or Section 13.8 (Fallback Exercise). the Settlement Rate will be: (a) if the ISDA Settlement Matrix applies and an applicable ... exercised pursuant to the provisions of Section 13.7 (Automatic Exercise) or Section 13.8 (Fallback Exercise), the other Swaption will expire unexercised. (b) American style or Bermuda style. In the case

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01388302.pdf

EFTA01388301Set 10

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provide that notification will not affect the validity of such exercise. Section 13.8. Fallback Exercise. If "Automatic Exercise" is not specified to be applicable. "Fallback Exercise" will be deemed ... respect of which the Underlying Swap Transaction is an interest Rate Swap. If Fallback Exercise is applicable to a Swaption, then the Notional Amount of the Underlying Swap Transaction ... Agent (orally, including by telephone, or in writing) that it does not wish Fallback Exercise to apply. If either party believes that exercise pursuant to the provisions of this Section

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01388301.pdf

EFTA01436668Set 10

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Multiple Exercise 92 Minimum Notional Amount 93 Maximum Notional Amount .... 93 Automatic Exercise 93 Fallback Exercise 93 Settlement Rate on Automatic Exercise or Fallback Exercise 94 Exercise of Swaption Straddles

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01436668.pdf

EFTA01388229Set 10

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SECTION 13.6. Maximum Notional Amount 93 SECTION 13.7. Automatic Exercise 93 SECTION 13.8. Fallback Exercise 93 SECTION 13.9. Settlement Rate on Automatic Exercise or Fallback Exercise 94 SECTION 13.10. Exercise

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01388229.pdf

EFTA01388305Set 10

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exercised pursuant to the provisions of Section 13.7 (Automatic Exercise) or Section 13.8 (Fallback Exercise), Seller will pay to Buyer, subject to any other applicable provisions, the Cash Settlement Amount ... party, in accordance with the provisions of Section 13.7 (Automatic Exercise) or Section 13.8 (Fallback Exercise), that it believes such exercise has occurred. (b) In respect of each Exercise Date

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01388305.pdf

EFTA01388307Set 10

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subject to the provisions of Section 13.9 (Settlement Rate on Automatic Exercise or Fallback Exercise) and Section 18.6 (Corrections to Published and Displayed Rates for Settlement Rate): (i) if "ISDA ... means, subject to thc provisions of Section 13.9 (Settlement Rate on Automatic Exercise or Fallback Exercise): the institutions specified as such in the related Confirmation

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01388307.pdf

EFTA01388300Set 10

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exercised pursuant to the provisions of Section 13.7 (Automatic Exercise) or Section 13.8 (Fallback Exercise), Buyer must give notice (which may be given orally, including by telephone, unless the parties

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01388300.pdf

EFTA01388303Set 10

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exercised pursuant to the provisions of Section 13.7 (Automatic Exercise) or Section 13.8 (Fallback Exercise), the other Swaption will expire unexercised. ARTICLE 14 GENERAL TERMS AND PROVISIONS RELATING TO SETTLEMENT

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01388303.pdf

EFTA01388321Set 10

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Fallback Exercise:] [Applicablc/Inapplicabler [Contact Details for Purpose of Giving Notice:1 [Seller/Seller's Agent]43 3. Settlement Terms: Settlement: [Cash/Physical] (Cash Settlement Valuation Time] I 144 (Cash Settlement Valuation Date ... respect of which, in accordance with Section 13.8 of the 2006 ISDA Definitions. Fallback Exercise will be deemed to apply). 41 Include Seller's Agent if an egad is designated

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01388321.pdf

EFTA01388332Set 10

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Pays 100 18.2(jXii) Expiration Date 91 13.1(h) Expiration Time 91 13.1(f) Fallback Exercise 93 13.8 FHLBSF 77 7.2(aXv) FIMMDA 78 7.2(aXvi) FIMMDA's Website

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01388332.pdf