FpML Coding Schemes 28 July 2017

Version: 1.91

Table Of Contents

    1 CHARACTER ENCODING AND CHARACTER REPERTOIRE
        1.1 Character Encoding
        1.2 Character Repertoire
    2 DATATYPES AND CODING SCHEMES
        2.1 Datatypes
             2.1.1 date
             2.1.2 time
    3 CODING SCHEMES
        3.1 Introduction
        3.2 Coding Schemes in XML Format
    4 CHANGES IN THIS VERSION
    FpML SCHEME DEFINITIONS
        5.1 accountTypeScheme
        5.2 accruingFeeTypeScheme
        5.3 actionTypeScheme
        5.4 actionTypeScheme
        5.5 algorithmRoleScheme
        5.6 allocationReportingStatusScheme
        5.7 approvalTypeScheme
        5.8 assetClassScheme
        5.9 assetMeasureScheme
        5.10 assignmentFeeRuleScheme
        5.11 brokerConfirmationTypeScheme
        5.12 bullionDeliveryLocationScheme
        5.13 businessCenterScheme
        5.14 businessProcessScheme
        5.15 cashflowTypeScheme
        5.16 categoryScheme
        5.17 clearanceSystemScheme
        5.18 clearingStatusScheme
        5.19 clearingExceptionReasonScheme
        5.20 collateralAssetDefinitionsScheme
        5.21 collateralDisputeResolutionMethodReasonScheme
        5.22 collateralInterestResponseReasonScheme
        5.23 collateralMarginCallResponseReasonScheme
        5.24 collateralResponseReasonScheme
        5.25 collateralRetractionReasonScheme
        5.26 collateralSubstitutionResponseReasonScheme
        5.27 collateralTypeScheme
        5.28 commodityBusinessCalendarScheme
        5.29 commodityCoalQualityAdjustmentsScheme
        5.30 commodityCoalProductSourceScheme
        5.31 commodityCoalProductTypeScheme
        5.32 commodityCoalTransportationEquipmentScheme
        5.33 commodityEnvironmentalTrackingSystemScheme
        5.34 commodityExpireRelativeToEventScheme
        5.35 commodityFrequencyTypeScheme
        5.36 commodityFxTypeScheme
        5.37 informationProviderScheme
        5.38 commodityMarketDisruptionFallbackScheme
        5.39 commodityMarketDisruptionScheme
        5.40 commodityMetalBrandManagerScheme
        5.41 commodityMetalBrandNameScheme
        5.42 commodityMetalProductTypeScheme
        5.43 commodityMetalShapeScheme
        5.44 commodityOilProductTypeScheme
        5.45 commodityPayRelativeToEventScheme
        5.46 commodityQuantityFrequencyScheme
        5.47 commodityCodeScheme
        5.48 commodityReferencePriceScheme
        5.49 commodityReferencePriceScheme
        5.50 compoundingFrequencyScheme
        5.51 compressionTypeScheme
        5.52 confirmationMethodScheme
        5.53 contractualDefinitionsScheme
        5.54 contractualSupplementScheme
        5.55 corporateActionScheme
        5.56 couponTypeScheme
        5.57 creditApprovalModelScheme
        5.58 creditDocumentScheme
        5.59 creditLimitCheckReasonScheme
        5.60 creditLimitTypeScheme
        5.61 creditRatingAgencyScheme
        5.62 creditSeniorityScheme
        5.63 creditSeniorityTradingScheme
        5.64 creditSupportAgreementTypeScheme
        5.65 currencyScheme
        5.66 cutNameScheme
        5.67 dayCountScheme
        5.68 dayCountFractionScheme
        5.69 declearReasonScheme
        5.70 deliveryMethodScheme
        5.71 deliveryRiskScheme
        5.72 derivativeCalculationMethodScheme
        5.73 designatedPriorityScheme
        5.74 determinationMethodScheme
        5.75 embeddedOptionTypeScheme
        5.76 entityClassificationScheme
        5.77 entityClassificationScheme
        5.78 entityClassificationScheme
        5.79 entityClassificationScheme
        5.80 entityClassificationScheme
        5.81 entityTypeScheme
        5.82 eventStatusScheme
        5.83 eventTypeScheme
        5.84 exchangeDateScheme
        5.85 executionTypeScheme
        5.86 executionVenueTypeScheme
        5.87 exerciseStyleScheme
        5.88 exposureTypeScheme
        5.89 facilityFeatureScheme
        5.90 floatingRateIndexScheme
        5.91 floatingRateIndexScheme
        5.92 floatingRateIndexScheme
        5.93 fxTemplateTermsScheme
        5.94 governingLawScheme
        5.95 holdingPostedCollateralScheme
        5.96 hedgeTypeScheme
        5.97 pretradePartyRoleScheme
        5.98 independentAmountDeterminationScheme
        5.99 independentAmountEligibilityScheme
        5.100 indexAnnexSourceScheme
        5.101 inflationIndexDescriptionScheme
        5.102 inflationIndexSourceScheme
        5.103 inflationMainPublicationScheme
        5.104 informationProviderScheme
        5.105 initialMarginInterestRateTermsScheme
        5.106 interpolationMethodScheme
        5.107 lcPurposeScheme
        5.108 lcTypeScheme
        5.109 legalDocumentNameScheme
        5.110 legalDocumentPublisherScheme
        5.111 legalDocumentStyleScheme
        5.112 lenderClassificationScheme
        5.113 loanTypeScheme
        5.114 localJurisdictionScheme
        5.115 nonIsoCurrencyScheme
        5.116 marginQuoteTypeScheme
        5.117 marketDisruptionScheme
        5.118 masterAgreementTypeScheme
        5.119 masterAgreementVersionScheme
        5.120 masterConfirmationAnnexTypeScheme
        5.121 masterConfirmationTypeScheme
        5.122 matrixTermScheme
        5.123 matrixTermScheme
        5.124 matrixTypeScheme
        5.125 mortgageSectorScheme
        5.126 optionTypeScheme
        5.127 organizationCharacteristicScheme
        5.128 organizationTypeScheme
        5.129 originatingEventScheme
        5.130 otcClassificationScheme
        5.131 packageTypeScheme
        5.132 partyGroupTypeScheme
        5.133 partyRoleScheme
        5.134 partyRoleTypeScheme
        5.135 partyRelationshipTypeScheme
        5.136 personRoleScheme
        5.137 perturbationTypeScheme
        5.138 positionChangeTypeScheme
        5.139 positionStatusScheme
        5.140 positionUpdateReasonCodeScheme
        5.141 priceQuoteUnitsScheme
        5.142 pricingContextScheme
        5.143 pricingInputTypeScheme
        5.144 pricingModelScheme
        5.145 productGradeScheme
        5.146 productTaxonomyScheme
        5.147 productTypeSimpleScheme
        5.148 esmaProductClassificationScheme
        5.149 queryParameterOperatorScheme
        5.150 quoteTimingScheme
        5.151 reasonCodeScheme
        5.152 regionScheme
        5.153 regulatoryCorporateSectorScheme
        5.154 reportingBooleanScheme
        5.155 reportingBooleanScheme
        5.156 reportingCurrencyTypeScheme
        5.157 reportingLevelScheme
        5.158 reportingRegimeNameScheme
        5.159 reportingRoleScheme
        5.160 reportingPurposeScheme
        5.161 requestedWithdrawalActionScheme
        5.162 requestedActionScheme
        5.163 requestedCollateralAllocationActionScheme
        5.164 resourceTypeScheme
        5.165 restructuringScheme
        5.166 scheduledDateTypeScheme
        5.167 serviceStatusScheme
        5.168 serviceProcessingEventScheme
        5.169 serviceProcessingCycleScheme
        5.170 serviceProcessingStepScheme
        5.171 serviceAdvisoryCategoryScheme
        5.172 settlementDayScheme
        5.173 settledEntityMatrixSourceScheme
        5.174 settlementMethodScheme
        5.175 settlementPriceDefaultElectionScheme
        5.176 settlementPriceSourceScheme
        5.177 settlementRateOptionScheme
        5.178 shortSaleScheme
        5.179 spreadScheduleTypeScheme
        5.180 supervisoryBodyScheme
        5.181 terminatingEventScheme
        5.182 tradeCashflowsStatusScheme
        5.183 tradingCapacityScheme
        5.184 tradingWaiverScheme
        5.185 transactionCharacteristicScheme
        5.186 transportCurrencyScheme
        5.187 unitRoleScheme
        5.188 verificationStatusScheme
        5.189 verificationMethodScheme
        5.190 weatherDataProviderScheme
        5.191 weatherIndexReferenceLevelScheme
        5.192 withdrawalReasonScheme
        5.193 withholdingTaxReasonScheme
EXTERNAL SCHEME DEFINITIONS
        6.194 countryScheme
        6.195 creditRatingScheme
        6.196 creditRatingNotationScheme
        6.197 creditRatingScaleScheme
        6.198 currencyScheme
        6.199 debtTypeScheme
        6.200 entityIdScheme
        6.201 entityNameScheme
        6.202 exchangeIdScheme
        6.203 industryClassificationScheme
        6.204 instrumentIdScheme
        6.205 interconnectionPointScheme
        6.206 issuerIdScheme
        6.207 partyIdScheme
        6.208 personIdScheme
        6.209 productTypeScheme
        6.210 routingIdCodeScheme
        6.211 timezoneLocationScheme
        6.212 weatherStationAirportScheme
        6.213 weatherStationWBANScheme
        6.214 weatherStationWMOScheme

1 CHARACTER ENCODING AND CHARACTER REPERTOIRE

1.1 Character Encoding

Producers of FpML documents intended for interchange with other parties must encode such documents using either UTF-8 or UTF-16. Consumers of FpML documents must be able to process documents encoded using UTF-8, as well as documents encoded using UTF-16.

For more information, see

http://www.w3.org/TR/REC-xml#charencoding

1.2 Character Repertoire

FpML element content, as well as values of the FpML id and href attributes, may use any valid XML characters.

For more information, see

http://www.w3.org/TR/REC-xml#charsets

2 DATATYPES AND CODING SCHEMES

2.1 Datatypes

FpML uses a subset of the built-in datatypes (both primitive and derived datatypes) as defined in XML Schema Part 2: Datatypes, W3C Recommendation 02 May 2001. The built-in datatypes are described at:

http://www.w3.org/TR/2001/REC-xmlschema-2-20010502/#built-in-datatypes

The built-in datatypes used in FpML are the following:

The set of valid literals for each datatype are those defined in the XML Schema specification as being its lexical space. Additional constraints are imposed by FpML on the date and time built-in datatypes as described below.

2.1.1 date

All elements of type date in FpML must contain date values with the format CCYY-MM-DD where "CC" represents the century, "YY" the year, "MM" the month and "DD" the day. The CCYY field must have exactly four digits, the MM and DD fields exactly two digits each; leading zeroes must be used if the field would otherwise have too few digits. A following time zone qualifier is not allowed and year values must be in the range 0001 to 9999. For example, 25 May 2000 would be represented in FpML as 2000-05-25.

2.1.2 time

All elements of type time in FpML must represent daily recurring instant of time values with the format hh:mm:ss where "hh", "mm" and "ss" represent hour, minute and second respectively. The hh, mm and ss fields must have exactly two digits each; leading zeroes must be used if the field would otherwise have too few digits. FpML imposes the further restriction that the second (ss) component must be '00' and a time zero qualifier is not allowed. For example, 00:00:00 (midnight), 01:00:00 (1:00am), 12:00:00 (midday), 23:30:00 (11:30pm).

3 CODING SCHEMES

3.1 Introduction

A number of data elements defined in FpML are restricted to holding one of a limited set of possible values, e.g. currency, business calendar locations, etc. Such restricted sets of values are frequently referred to as domains.

In FpML, two different codings of domains are used. Domains that are small and not expected to change during the life of the specification are coded using XML schema enumerations. These domains are described elsewhere, in particular in the fpml-enum schema file. Other domains are coded using a strategy that has been defined by the Architecture Working Group, referred to as 'Schemes'. Each Scheme is associated with a URI. Coding Schemes can be categorized as one of the following:

  • An external coding Scheme, which has a well-known URI. In this case the URI is assigned by an external body, and may or may not have its own versioning, date syntax and semantics. The external body may be an open standards organization, or it may be a market participant. It's worth stating that a scheme provides alternate identifiers for one identity. However it is not used to identify things other than the identity of the thing that contains it.
  • An external coding Scheme, which does not have a well-known URI. In this case FpML assigns a URI as a proxy to refer to the concept of the external Scheme, but this URI will not be versioned or dated
  • An FpML-defined coding Scheme. In this case the Scheme is fully under FpML control and the URI will change reflecting newer versions and revisions as the scheme evolves and changes.

In this section, the FpML-controlled Schemes and their associated URIs are defined, as well as URIs assigned by FpML to external coding schemes. The URI construction follows the FpML Architecture Version 2.1 recommendation.

Note that FpML does not define a coding Scheme or URI for the following Schemes:

  • Additional Data (additionalDataScheme)
  • Conversation Identifier (conversationIdScheme)
  • Event Identifier (eventIdScheme)
  • Future Identifier (futureIdScheme)
  • Index Name (indexNameScheme)
  • Index Identifier (indexIdScheme)
  • Language (languageScheme)
  • Link Identifier (linkIdScheme)
  • Message Identifier (messageIdScheme)
  • MIME Type (mimeTypeScheme)
  • Payment Type (paymentTypeScheme)
  • Product Identifier (productIdScheme)
  • Rate Source Page (rateSourcePageScheme)
  • Reference Amount (referenceAmountScheme)
  • Trade Identifier (tradeIdScheme)
  • Trade Status (tradeStatusScheme)
  • Trader (traderScheme)
  • Portfolio Name (portfolioNameScheme)
  • Query Parameter Identifier (queryParameterIdScheme)
  • Reference Bank Identifier (referenceBankIdScheme)
  • Resource Identifier (resourceIdScheme)
  • Type (typeScheme)
  • Validation (validationScheme)
  • Commodity Pipeline Name (pipelineName)
  • Commodity Delevery or Withdrawal Point (deliveryPointScheme)

These are currently assumed to be specific to individual organizations or FpML based implementations.

Although the initial set of Schemes are defined in this document we expect that new versions of Schemes will be released from time to time and published separately. Key benefits of using Schemes are that they allow:

  • enumerations to be revised without requiring a re-issue of the FpML schema files
  • alternate Schemes to be used without requiring changes to the FpML schema files.

3.2 Coding Schemes in XML Format

4 CHANGES IN THIS VERSION

  • The following scheme has been updated:
    • Interest Rate floatingRateIndexScheme
      • Version corrected from "3-0" to "2-20"
      • Publication date: 2017-07-28
      • We previously published the scheme as version as "3-0". It should have been a minor version increase to "2-20". There are no other changes. For an overview of all the recently added indices, please refer to http://www.fpml.org/coding-scheme/set-of-schemes-1-90.xml.

5 FpML SCHEME DEFINITIONS

5.1 accountTypeScheme

Scheme Definition:

Contains a code representing the type of an account, for example in a clearing or exchange model.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
AggregateClient FpML
Aggregate client account, as defined under ESMA MiFIR.

Client FpML
The account contains trading activity or positions that belong to a client of the firm that opened the account.

House FpML
The account contains proprietary trading activity or positions, belonging to the firm that is the owner of the account.


5.2 accruingFeeTypeScheme

Scheme Definition:

Facility-level accruing fees.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
Commitment FpML
A fee paid by the borrower to keep loan in place until it can be used. For a revolver, the fee paid by a borrower on unused/funded commitments.

Facility FpML
A fee that is paid on a facility's entire committed amount, regardless of usage; it is often charged on revolving credits to investment grade borrowers instead of a commitment fee because these facilities typically have a competitive-bid option (CBO) that allows a borrower to solicit the best bid from it syndicate group for a given borrowing. The lenders that do not lender until the CBO are still paid for their commitment.

Ticking FpML
A fee associated with a long-term commitment to provide a Bridge Loan or Credit Facility, which starts accruing the day the Fee Letter is signed (or a specified number of days thereafter) and terminates when the underlying transaction is either consummated or terminated. The Ticking Fee is set forth in the Fee Letter.

Utilization FpML
Calculated as a percentage of the utilized portion of the facility. This fee type is subject to banding rules - different portions of the utilization amount may be subject to different percentages.


5.3 actionTypeScheme

Scheme Definition:

Action type as defined by the European Securities and Markets Authority (ESMA).

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
C FpML
Cancel (a termination of an existing contract).

E FpML
Error (a cancellation of a wrongly submitted report).

M FpML
Modify (a modification of details of a previously reported derivative contract).

N FpML
New (a derivative contract reported for the first time).

O FpML
Other (any other amendment to the report).

V FpML
Valuation update (an update of a contract valuation).

Z FpML
Compression (a compression of the reported contract).


5.4 actionTypeScheme

Scheme Definition:

Alternative to actionTypeScheme.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
CANC FpML
Cancelation Report.

NEWT FpML
New Transaction report.


5.5 algorithmRoleScheme

Scheme Definition:

Defines the role of the algorithm.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
Execution FpML
Algorithm responsible for the execution of the transaction.

InvestmentDecision FpML
Specifies a role of investment decision for the algorithm.


5.6 allocationReportingStatusScheme

Scheme Definition:

Defines an allocation reporting status categorization. Specifies whether the trade is anticipated to be allocated, has been allocated, or will not be allocated.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
PostAllocation FpML
An indication that the swap has been allocated.

PreAllocation FpML
An indication that the swap is to be allocated.

Unallocated FpML
An indication that the swap has not been allocated.


5.7 approvalTypeScheme

Scheme Definition:

Defines the type of approval in a consent or approval process.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
PreClearingCredit FpML
An indication that pre-clearing credit has been granted.


5.8 assetClassScheme

Scheme Definition:

Defines a simple asset class categorization. Used for classification of the risk class of the trade.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
Commodity FpML
Commodity.

Credit FpML
Credit.

Equity FpML
Equity.

ForeignExchange FpML
ForeignExchange.

InterestRate FpML
InterestRate.


5.9 assetMeasureScheme

Scheme Definition:

The type of measure about an asset. Used for escribing valuation, sensitivity, and risk measures.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
AccruedCoupon FpML
The coupon accrued on the underlying bonds from that the most recent bond coupon payment date until the valuation date.

AccruedInterest FpML
The value of interest accrued from the previous payment to the valuation date.

AccruedInterestResetPrice FpML
The value of interest accrued for price at last Reset.

AdditionalPriceNotation FpML
The secondary price field as required by CFTC's 17 CFR Part 43.

AverageExposure FpML
The average exposure of this trade over its lifetime

BucketedCreditSpreadSensitivity FpML
Change in NPV/value caused by a point change shift in the credit spread.

BucketedDefaultProbabilitySensitivity FpML
Change in NPV/value caused by a point change shift in the default probability.

BucketedInterestRateConvexity FpML
Change in interest rate sensitivity caused by a single point change in the yield curve (IR Gamma).

BucketedInterestRateSensitivity FpML
Change in NPV/value caused by a single point change in the yield curve (IR Delta).

BucketedInterestRateVolatilitySensitivity FpML
Change in NPV/value caused by a point change shift in the volatility matrix (vega).

BucketedRecoveryRateSensitivity FpML
Change in NPV/value caused by a point change shift in the credit default recovery rate.

CalculatedStrike FpML
The effective strike price of the option as derived from the underlying asset swap. (Used for options on asset swaps).

CAPMBeta FpML
Systematic risk = Ratio of expected return to expected return of the market

Cash FpML
A monetary amount paid or received. For example, a monetary amount payable on the valuation date, or a monetary amount payable on another specified date, such as a payment date.

CashEquivalent FpML
The CashEquivalentLocalCurrency converted to the reporting currency (e.g. USD) at the spot exchange rate.

CashEquivalentLocalCurrency FpML
The aggregated equivalent FX position in a specific currency. This includes the NPVs payable in that currency, plus equivalent positions generated by trades price sensitivity to FX rates.

CleanGrossCurrentMarketPrice FpML
The price of an asset, expressed in par value, excluding accrued interest, excluding commissions, as observed on a market.

CleanGrossCurrentSettlementPrice FpML
The price of an asset, expressed in par value, excluding accrued interest, excluding commissions, for settlement purposes.

CleanGrossResetPrice FpML
The reset price of an asset, expressed in par value, excluding accrued interest, excluding commissions.

CleanNetCurrentMarketPrice FpML
The price of an asset, expressed in par value, excluding accrued interest, including commissions, as observed on a market.

CleanNetCurrentSettlementPrice FpML
The price of an asset, expressed in par value, excluding accrued interest, including commissions, for settlement purposes.

CleanNetResetPrice FpML
The reset price of an asset, expressed in par value, excluding accrued interest, including commissions.

ConvexityAdjustment FpML
An adjustment to the price of an instrument (such as a future) to compensate for its lack of convexity.

CreditSpread FpML
The spread between the return of a credit instrument and of a corresponding risk free instrument.

CurrentNotional FpML
The notional in effect on the valuation date.

DE@R FpML
VAR for 1 day time horizon and 95% level of confidence

DeltaAdjustedLongSwaptionPosition FpML
The Delta Adjusted Long Swaption Position.

DeltaAdjustedShortSwaptionPosition FpML
The Delta Adjusted Short Swaption Position.

DeltaFactor FpML
The Delta factor.

DirtyGrossCurrentMarketPrice FpML
The price of an asset, expressed in par value, including accrued interest, excluding commissions, as observed on a market.

DirtyGrossCurrentSettlementPrice FpML
The price of an asset, expressed in par value, including accrued interest, excluding commissions, for settlement purposes.

DirtyGrossResetPrice FpML
The reset price of an asset, expressed in par value, including accrued interest, excluding commissions.

DirtyNetCurrentMarketPrice FpML
The price of an asset, expressed in par value, including accrued interest, including commissions, as observed on a market.

DirtyNetCurrentSettlementPrice FpML
The price of an asset, expressed in par value, including accrued interest, including commissions, for settlement purposes.

DirtyNetResetPrice FpML
The reset price of an asset, expressed in par value, including accrued interest, including commissions.

DividendYield FpML
The dividend payout ratio, expressed as a decimal (e.g. 0.03 = 3%) per year.

EconomicCapital FpML
Capital which is kept aside to compensate for unexpected losses due to credit risk. (VAR for 1 year and 99.97%)

EquityAccrual FpML
Unrealized profit or loss on an equity price based stream or product. This is based on the difference between current market price and the reset/reference price.

EVA FpML
Economic Value Added = (Spread + Fees - Expected loss - Operating cost) -ROE*(Capital at risk)

FixedPrice FpML
A numerical price (usually a stock or bond price or a commodity price) that is used to price a derivative.

FixedRate FpML
A numerical rate (usually an interest or FX rate) that is used to price a derivative.

FundingOnRealizedGains FpML
Funding-related interest charges associated with profit or loss on realized gains that have not yet been exchanged.

FXSpotSensitivity FpML
Change in NPV/value caused by a change in FX spot rate

GrossNotional FpML
The gross notional.

GrossNPV FpML
The gross NPV.

ImpliedVolatility FpML
The implied volatility of the underlying asset from the valuation date to the expiration of the option.

InterestOnRealizedGains FpML
Accrued interest on realized gains, for portfolio swap agreements where unwind profit/loss not exchanged until reset.

JensensAlpha FpML
The average excess return on a portfolio relative to the excess return predicted by CAPM

LoanEquivalent FpML
The loan equivalent exposure of this asset.

LongNotionalPosition FpML
The Long Notional Position.

LongSwapPosition FpML
The Long Swap Position.

MarginalRisk FpML
Change of a portfolio VAR with addition of a specified asset.

MarketQuote FpML
The price of an instrument as quoted on an exchange or similar market.

ModifiedSharpeRatio FpML
Sharpe ratio where both return and risk are defined relative to a benchmark portfolio

NonDeltaAdjustedLongSwaptionPosition FpML
The Non Delta Adjusted Long Swaption Position.

NonDeltaAdjustedShortSwaptionPosition FpML
The Non Delta Adjusted Short Swaption Position.

NPV FpML
Net Present Value = sum of present values of all cash flows; excludes cash flows paid or received on the valution date.

NPVLocalCurrency FpML
NPV in the trade currency.

NumberOfUnderlyingSecurities FpML
Used for bond positions to report the product of the open units and the par value of the bond.

PAI FpML
Price adjustment interest ... the amount of interest owing on the NPV over the previous calculation period (use in clearing models).

ParallelShiftCreditSpreadSensitivity FpML
Change in NPV/value caused by a parallel shift in the credit spread.

ParallelShiftDefaultProbabilitySensitivity FpML
Change in NPV/value caused by a parallel shift in the default probability.

ParallelShiftInterestRateSensitivity FpML
Change in NPV/value caused by a parallel shift in the yield curve/risk free rate of interest (IR Delta, rho).

ParallelShiftInterestRateVolatilitySensitivity FpML
Change in NPV/value caused by a parallel shift in the volatility matrix (vega).

ParallelShiftRecoveryRateSensitivity FpML
Change in NPV/value caused by a parallel shift in the credit default recovery rate.

PayNPV FpML
NPV of cash flows for which the base counterparty pays.

PeakExposure FpML
The peak/potential exposure of this trade over its lifetime

Premium FpML
A fee paid or received to purchase a contract (usually an option).

PriceNotation FpML
The primary price field as required by CFTC's 17 CFR Part 43.

PriorNPV FpML
Net Present Value for prior day/processing run = sum of present values of all cash flows; excludes cash flows paid or received on the valution date.

RAROC FpML
Risk adjusted return on capital = (Adjusted income)/(Capital at risk)

RealizedTradingGains FpML
Realized profit or loss that has not yet been exchanged. This is based on positions that have been closed out but not settled.

RealizedVariance FpML
Realized variance between effective date and valuation date.

ReceiveNPV FpML
NPV of cash flows for which the base counterparty receives.

RecoveryRate FpML
The estimated amount that a creditor would receive in final satisfaction of the claims on a defaulted credit.

RegulatoryCapital FpML
A provision for expected losses, required by the BIS.

ReturnOnEconomicCapital FpML
The return from an asset expressed as a percentage of the amount of economic capital involved in holding that asset.

ReturnOnRegulatoryCapital FpML
The return from an asset expressed as a percentage of the amount of regulatory capital involved in holding that asset.

RiskConcentration FpML
Measures the amount of risk concentrated in individual counterparties, similar assets, common geographical locations, or common industries.

ROA FpML
Return on assets = (Adjusted income)/Assets

RORAC FpML
Return on risk-adjusted capital = (Adjusted income)/(BIS risk - based capital requirement)

SettlementFxRate FpML
The FX rate used to compute a settlement amount.

SettlementPrice FpML
The settlement price.

SharpeRatio FpML
The ratio between portfolio return in excess of the risk-free return and portfolio risk (measured as volatility)

ShortNotionalPosition FpML
The Short Notional Position.

ShortSwapPosition FpML
The Short Swap Position.

SortinoRatio FpML
Similar to Sharpe Ratio but risk defined as downside risk rather than portfolio variance.

StrikePrice FpML
The strike price.

TransactedGrossPrice FpML
The price, exclusive of any commission, at which a transaction has been conducted.

TransactedNetPrice FpML
The actual price (inclusive of commissions, when applicable) at which a transaction has been conducted.

TreatedRate FpML
A rate following rate treatment procedures.

TreynorRatio FpML
Similar to Sharpe Ratio but risk defined as CAPM systematic risk (beta) rather than portfolio variance.

ValuationDateChangeSensitivity FpML
Change in NPV/value caused by a change in valuation date (theta).

VAR FpML
Value at Risk is the amount of money that could be lost over a pre-defined period of time with a a given level of confidence.

VariationMargin FpML
Amount required to be posted to accommodate change in net value of trade or portfolio.

Volatility FpML
The underlying price volatility used for calculating the value of this asset.


5.10 assignmentFeeRuleScheme

Scheme Definition:

List of assignment fee payment rules.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
HalfFeePerMasterTrade FpML
Half of the assignment fee, as set forth in the credit agreement, is charged for the entire trade regardless of the number of facilities included in the trade and regardless of the number of sub-allocations made.

OneFeePerAssignment FpML
One full assignment fee, as fee set forth in the credit agreement, is charged for each separate allocation/assignment agreement under the master trade.

OneFeePerMasterTrade FpML
One full assignment fee, as fee set forth in the credit agreement, is charged for the entire trade regardless of the number of facilities included in the trade and regardless of the number of sub-allocations made.

Waived FpML
The assignment fee is waived for the entire trade.


5.11 brokerConfirmationTypeScheme

Scheme Definition:

Defines the type of Broker Confirm the FpML trade represents.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
ABX FpML
Broker Confirmation Type representing ABX index trades.

AsiaCorporate FpML
Broker Confirmation Type of Asia Corporate.

AsiaSovereign FpML
Broker Confirmation Type of Asia Sovereign.

AustraliaCorporate FpML
Broker Confirmation Type of Australia Corporate.

AustraliaSovereign FpML
Broker Confirmation Type of Australia Sovereign.

CDSonLeveragedLoans FpML
Broker Confirmation Type for use with Credit Derivative Transactions on Leveraged Loans.

CDSonMBS FpML
Broker Confirmation Type for use with Credit Derivative Transactions on Mortgage-backed Security with Pay-As-You-Go or Physical Settlement.

CDXEmergingMarkets FpML
Broker Confirmation Type for CDX Emerging Markets Untranched Transactions.

CDXEmergingMarketsDiversified FpML
Broker Confirmation Type for CDX Emerging Markets Diversified Untranched Transactions.

CDXSwaption FpML
Broker Confirmation Type for CDX Swaption Transactions.

CDXTranche FpML
Broker Confirmation Type for Dow Jones CDX Tranche Transactions.

CMBX FpML
Broker Confirmation Type representing CMBX index trades.

DJ.CDX.EM FpML
Broker Confirmation Type for CDS Index trades relating to Dow Jones CDX.EM index series.

DJ.CDX.NA FpML
Broker Confirmation Type for CDS Index trades relating to Dow Jones CDX.NA.IG and Dow Jones CDX.NA.HY index series.

EmergingEuropeanAndMiddleEasternSovereign FpML
Broker Confirmation Type of Emerging European and Middle Eastern Sovereign.

EmergingEuropeanCorporate FpML
Broker Confirmation Type for EMERGING EUROPEAN CORPORATE.

EmergingEuropeanCorporateLPN FpML
Broker Confirmation Type for EMERGING EUROPEAN CORPORATE LPN.

EuropeanCMBS FpML
Broker Confirmation Type for Single Name European CMBS Transactions.

EuropeanCorporate FpML
Broker Confirmation Type of European Corporate.

EuropeanRMBS FpML
Broker Confirmation Type for Single Name European RMBS Transactions.

iTraxxAsiaExJapan FpML
Broker Confirmation Type for iTraxx Asia Excluding Japan.

iTraxxAsiaExJapanSwaption FpML
Broker Confirmation Type for iTraxx Asia Ex-Japan Swaption Transactions.

iTraxxAsiaExJapanTranche FpML
Broker Confirmation Type for iTraxx Asia Excluding Japan Tranched Transactions.

iTraxxAustralia FpML
Broker Confirmation Type for iTraxx Australia.

iTraxxAustraliaSwaption FpML
Broker Confirmation Type for iTraxx Australia Swaption Transactions.

iTraxxAustraliaTranche FpML
Broker Confirmation Type for iTraxx Australia Tranched Transactions.

iTraxxCJ FpML
Broker Confirmation Type for iTraxx CJ.

iTraxxCJTranche FpML
Broker Confirmation Type for iTraxx CJ Tranched Transactions.

iTraxxEurope FpML
Broker Confirmation Type for iTraxx Europe.

iTraxxEurope FpML
Broker Confirmation Type for iTraxx Europe Transactions

iTraxxEuropeSwaption FpML
Broker Confirmation Type for iTraxx Europe Swaption Transactions.

iTraxxEuropeTranche FpML
Broker Confirmation Type for iTraxx Europe Tranched Transactions.

iTraxxJapan FpML
Broker Confirmation Type for iTraxx Japan.

iTraxxJapanSwaption FpML
Broker Confirmation Type for iTraxx Japan Swaption Transactions.

iTraxxJapanTranche FpML
Broker Confirmation Type for iTraxx Japan Tranched Transactions.

iTraxxLevX FpML
Broker Confirmation Type for iTraxx LevX.

iTraxxSDI75 FpML
Broker Confirmation Type for iTraxx SDI 75 Transactions.

iTraxxSovX FpML
Broker Confirmation Type for iTraxx SovX.

JapanCorporate FpML
Broker Confirmation Type of Japan Corporate.

JapanSovereign FpML
Broker Confirmation Type of Japan Sovereign.

LatinAmericaCorporate FpML
Broker Confirmation Type of Latin America Corporate.

LatinAmericaCorporateBond FpML
Broker Confirmation Type for LATIN AMERICA CORPORATE B.

LatinAmericaCorporateBondOrLoan FpML
Broker Confirmation Type for LATIN AMERICA CORPORATE BL.

LatinAmericaSovereign FpML
Broker Confirmation Type of Latin America Sovereign.

MBX FpML
Broker Confirmation Type for MBX Transactions.

MCDX FpML
Broker Confirmation Type for Municipal CDX Untranched Transactions.

NewZealandCorporate FpML
Broker Confirmation Type of New Zealand Corporate.

NewZealandSovereign FpML
Broker Confirmation Type of New Zealand Sovereign.

NorthAmericanCorporate FpML
Broker ConfirmationType of North American Corporate.

PO FpML
Broker Confirmation Type for PO Index Transactions.

SingaporeCorporate FpML
Broker Confirmation Type of Singapore Corporate.

SingaporeSovereign FpML
Broker Confirmation Type of Singapore Sovereign.

StandardAsiaCorporate FpML
Broker Confirmation Type of STANDARD ASIA CORPORATE.

StandardAsiaSovereign FpML
Broker Confirmation Type of STANDARD ASIA SOVEREIGN.

StandardAustraliaCorporate FpML
Broker Confirmation Type of STANDARD AUSTRALIA CORPORATE.

StandardAustraliaSovereign FpML
Broker Confirmation Type of STANDARD AUSTRALIA SOVEREIGN.

StandardCDXTranche FpML
Broker Confirmation Type for Standard CDX Tranche Transactions.

StandardEmergingEuropeanAndMiddleEasternSovereign FpML
Broker Confirmation Type of STANDARD EMERGING EUROPEAN AND MIDDLE EASTERN SOVEREIGN.

StandardEmergingEuropeanCorporate FpML
Broker Confirmation Type of STANDARD EMERGING EUROPEAN CORPORATE.

StandardEmergingEuropeanCorporateLPN FpML
Broker Confirmation Type of STANDARD EMERGING EUROPEAN CORPORATE LPN.

StandardEuropeanCorporate FpML
Broker Confirmation Type for STANDARD EUROPEAN CORPORATE.

StandardiTraxxEuropeTranche FpML
Broker Confirmation Type for Standard iTraxx Europe Tranched Transactions.

StandardJapanCorporate FpML
Broker Confirmation Type of STANDARD JAPAN CORPORATE.

StandardJapanSovereign FpML
Broker Confirmation Type of STANDARD JAPAN SOVEREIGN.

StandardLatinAmericaCorporateBond FpML
Broker Confirmation Type of STANDARD LATIN AMERICA CORPORATE B.

StandardLatinAmericaCorporateBondOrLoan FpML
Broker Confirmation Type of STANDARD LATIN AMERICA CORPORATE BL.

StandardLatinAmericaSovereign FpML
Broker Confirmation Type of STANDARD LATIN AMERICA SOVEREIGN.

StandardLCDS FpML
Standard Syndicated Secured Loan Credit Default Swap Broker Confirmation Type.

StandardLCDSBullet FpML
Broker Confirmation Type for Standard Syndicated Secured Loan Credit Default Swap Bullet Transactions.

StandardLCDXBullet FpML
Broker Confirmation Type for Standard Syndicated Secured Loan Credit Default Swap Index Bullet Transactions.

StandardLCDXBulletTranche FpML
Broker Confirmation Type for Standard Syndicated Secured Loan Credit Default Swap Index Bullet Tranche Transactions.

StandardNewZealandCorporate FpML
Broker Confirmation Type of STANDARD NEW ZEALAND CORPORATE.

StandardNewZealandSovereign FpML
Broker Confirmation Type of STANDARD NEW ZEALAND SOVEREIGN.

StandardNorthAmericanCorporate FpML
Broker Confirmation Type for STANDARD NORTH AMERICAN CORPORATE.

StandardSingaporeCorporate FpML
Broker Confirmation Type of STANDARD SINGAPORE CORPORATE.

StandardSingaporeSovereign FpML
Broker Confirmation Type of STANDARD SINGAPORE SOVEREIGN.

StandardSubordinatedEuropeanInsuranceCorporate FpML
Broker Confirmation Type for STANDARD SUBORDINATED EUROPEAN INSURANCE CORPORATE.

StandardWesternEuropeanSovereign FpML
Broker Confirmation Type for STANDARD WESTERN EUROPEAN SOVEREIGN.

SubordinatedEuropeanInsuranceCorporate FpML
Broker Confirmation Type of Subordinated European Insurance Corporate.

SukukCorporate FpML
Broker Confirmation Type of SUKUK CORPORATE.

SukukSovereign FpML
Broker Confirmation Type of SUKUK SOVEREIGN.

SyndicatedSecuredLoanCDS FpML
Syndicated Secured Loan Credit Default Swap Broker Confirmation Type.

TRX FpML
Broker Confirmation Type for TRX Transactions.

TRX.II FpML
Broker Confirmation Type for TRX.II Transactions.

USMunicipalFullFaithAndCredit FpML
Broker Confirmation Type for U.S. MUNICIPAL FULL FAITH AND CREDIT.

USMunicipalGeneralFund FpML
Broker Confirmation Type for U.S. MUNICIPAL GENERAL FUND.

USMunicipalRevenue FpML
Broker Confirmation Type for U.S. MUNICIPAL REVENUE.

WesternEuropeanSovereign FpML
Broker Confirmation Type of Western European Sovereign.


5.12 bullionDeliveryLocationScheme

Scheme Definition:

Defines where bullion is to be delivered for a Bullion Transaction.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
BankOfEngland FpML
Delivery will be made to the Purchaser of Bullion's account with the Bank of England in London.

INCOActonPool FpML
Delivery will be made to the INCO Acton Pool.

JMPennsylvaniaPool FpML
Delivery will be made to the Johnson Matthey Pennsylvania Pool.

JMUKPool FpML
Delivery will be made to the Johnson Matthey UK Pool.

London FpML
Delivery will be made to the Purchaser of Bullion's custodian bank in London. Custodian bank to be agreed by the parties.

TBA FpML
If parties are not intending to deliver the physical but are using a transaction to open a position that will be closed prior to settlement, the value TBA may be used to indicate that a delivery location needs to be agreed between the parties.

Zurich FpML
Delivery will be made to the Purchaser of Bullion's custodian bank in Zurich. Custodian bank to be agreed by the parties.


5.13 businessCenterScheme

Scheme Definition:

A business day calendar location

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
AEAD FpML
Abu Dhabi, United Arab Emirates

AEDU FpML
Dubai, United Arab Emirates

AMYE FpML
Yerevan, Armenia

AOLU FpML
Luanda, Angola

ARBA FpML
Buenos Aires, Argentina

ATVI FpML
Vienna, Austria

AUAD FpML
Adelaide, Australia

AUBR FpML
Brisbane, Australia

AUCA FpML
Canberra, Australia

AUDA FpML
Darwin, Australia

AUME FpML
Melbourne, Australia

AUPE FpML
Perth, Australia

AUSY FpML
Sydney, Australia

BBBR FpML
Bridgetown, Barbados

BDDH FpML
Dhaka, Bangladesh

BEBR FpML
Brussels, Belgium

BGSO FpML
Sofia, Bulgaria

BHMA FpML
Manama, Bahrain

BMHA FpML
Hamilton, Bermuda

BNBS FpML
Bandar Seri Begawan, Brunei

BOLP FpML
La Paz, Bolivia

BRBD FpML
Brazil Business Day. This means a business day in any of Sao Paulo, Rio de Janeiro or Brasilia not otherwise declared as a financial market holiday by the Bolsa de Mercadorias & Futuros (BM&F)

BRBR FpML

BRDB (Brazil Business Days; adopted at business-center-6-7, May 2009) replaces business center collection - BRBR, BRRJ, BRSP.

See: the 2009 ISDA/EMTA recommendation for BRL CDI Non-Deliverable swaps.



Brasilia, Brazil

BRRJ FpML

BRDB (Brazil Business Days; adopted at business-center-6-7, May 2009) replaces business center collection - BRBR, BRRJ, BRSP.

See: the 2009 ISDA/EMTA recommendation for BRL CDI Non-Deliverable swaps.



Rio de Janeiro, Brazil

BRSP FpML

BRDB (Brazil Business Days; adopted at business-center-6-7, May 2009) replaces business center collection - BRBR, BRRJ, BRSP.

See: the 2009 ISDA/EMTA recommendation for BRL CDI Non-Deliverable swaps.



Sao Paulo, Brazil

BSNA FpML
Nassau, Bahamas

BWGA FpML
Gaborone, Botswana

CACL FpML
Calgary, Canada

CAMO FpML
Montreal, Canada

CAOT FpML
Ottawa, Canada

CATO FpML
Toronto, Canada

CAVA FpML
Vancouver, Canada

CAWI FpML
Winnipeg, Canada

CHBA FpML
Basel, Switzerland

CHGE FpML
Geneva, Switzerland

CHZU FpML
Zurich, Switzerland

CIAB FpML
Abidjan, Cote d'Ivoire

CLSA FpML
Santiago, Chile

CNBE FpML
Beijing, China

CNSH FpML
Shanghai, China

COBO FpML
Bogota, Colombia

CRSJ FpML
San Jose, Costa Rica

CYNI FpML
Nicosia, Cyprus

CZPR FpML
Prague, Czech Republic

DECO FpML
Cologne, Germany

DEDU FpML
Dusseldorf, Germany

DEFR FpML
Frankfurt, Germany

DELE FpML
Leipzig, Germany

DEMA FpML
Mainz, Germany

DEMU FpML
Munich, Germany

DEST FpML
Stuttgart, Germany

DKCO FpML
Copenhagen, Denmark

DOSD FpML
Santo Domingo, Dominican Republic

DZAL FpML
Algiers, Algeria

EETA FpML
Tallinn, Estonia

EGCA FpML
Cairo, Egypt

ESAS FpML
ESAS Settlement Day (as defined in 2006 ISDA Definitions Section 7.1 and Supplement Number 15 to the 2000 ISDA Definitions)

ESBA FpML
Barcelona, Spain

ESMA FpML
Madrid, Spain

ETAA FpML
Addis Ababa, Ethiopia

EUTA FpML
TARGET (euro 'Business Center')

FIHE FpML
Helsinki, Finland

FRPA FpML
Paris, France

GBED FpML
Edinburgh, Scotland

GBLO FpML
London, United Kingdom

GETB FpML
Tbilisi, Georgia

GGSP FpML
Saint Peter Port, Guernsey

GHAC FpML
Accra, Ghana

GRAT FpML
Athens, Greece

HKHK FpML
Hong Kong, Hong Kong

HNTE FpML
Tegucigalpa, Honduras

HRZA FpML
Zagreb, Republic of Croatia

HUBU FpML
Budapest, Hungary

IDJA FpML
Jakarta, Indonesia

IEDU FpML
Dublin, Ireland

ILJE FpML
Jerusalem, Israel

ILTA FpML
Tel Aviv, Israel

INBA FpML
Bangalore, India

INCH FpML
Chennai, India

INHY FpML
Hyderabad, India

INKO FpML
Kolkata, India

INMU FpML
Mumbai, India

INND FpML
New Delhi, India

IRTE FpML
Tehran, Iran

ISRE FpML
Reykjavik, Iceland

ITMI FpML
Milan, Italy

ITRO FpML
Rome, Italy

ITTU FpML
Turin, Italy

JESH FpML
St. Helier, Channel Islands, Jersey

JMKI FpML
Kingston, Jamaica

JOAM FpML
Amman, Jordan

JPTO FpML
Tokyo, Japan

KENA FpML
Nairobi, Kenya

KRSE FpML
Seoul, Republic of Korea

KWKC FpML
Kuwait City, Kuwait

KYGE FpML
George Town, Cayman Islands

KZAL FpML
Almaty, Kazakhstan

LBBE FpML
Beirut, Lebanon

LKCO FpML
Colombo, Sri Lanka

LULU FpML
Luxembourg, Luxembourg

LVRI FpML
Riga, Latvia

MACA FpML
Casablanca, Morocco

MARA FpML
Rabat, Morocco

MCMO FpML
Monaco, Monaco

MOMA FpML
Macau, Macao

MTVA FpML
Valletta, Malta

MUPL FpML
Port Louis, Mauritius

MVMA FpML
Male, Maldives

MWLI FpML
Lilongwe, Malawi

MXMC FpML
Mexico City, Mexico

MYKL FpML
Kuala Lumpur, Malaysia

MYLA FpML
Labuan, Malaysia

NAWI FpML
Windhoek, Namibia

NGAB FpML
Abuja, Nigeria

NGLA FpML
Lagos, Nigeria

NLAM FpML
Amsterdam, Netherlands

NLRO FpML
Rotterdam, Netherlands

NOOS FpML
Oslo, Norway

NPKA FpML
Kathmandu, Nepal

NYFD FpML
New York Fed Business Day (as defined in 2006 ISDA Definitions Section 1.9 and 2000 ISDA Definitions Section 1.9)

NYSE FpML
New York Stock Exchange Business Day (as defined in 2006 ISDA Definitions Section 1.10 and 2000 ISDA Definitions Section 1.10)

NZAU FpML
Auckland, New Zealand

NZWE FpML
Wellington, New Zealand

OMMU FpML
Muscat, Oman

PAPC FpML
Panama City, Panama

PELI FpML
Lima, Peru

PHMA FpML
Manila, Philippines

PHMK FpML
Makati, Philippines

PKKA FpML
Karachi, Pakistan

PLWA FpML
Warsaw, Poland

PRSJ FpML
San Juan, Puerto Rico

PTLI FpML
Lisbon, Portugal

QADO FpML
Doha, Qatar

ROBU FpML
Bucarest, Romania

RSBE FpML
Belgrade, Serbia

RUMO FpML
Moscow, Russian Federation

SAAB FpML
Abha, Saudi Arabia

SAJE FpML
Jeddah, Saudi Arabia

SARI FpML
Riyadh, Saudi Arabia

SEST FpML
Stockholm, Sweden

SGSI FpML
Singapore, Singapore

SILJ FpML
Ljubljana, Slovenia

SKBR FpML
Bratislava, Slovakia

SNDA FpML
Dakar, Senegal

SVSS FpML
San Salvador, El Salvador

THBA FpML
Bangkok, Thailand

TNTU FpML
Tunis, Tunisia

TRAN FpML
Ankara, Turkey

TRIS FpML
Istanbul, Turkey

TTPS FpML
Port of Spain, Trinidad and Tobago

TWTA FpML
Taipei, Taiwan

TZDA FpML
Dar es Salaam, Tanzania

TZDO FpML
Dodoma, Tanzania

UAKI FpML
Kiev, Ukraine

UGKA FpML
Kampala, Uganda

USBO FpML
Boston, Massachusetts, United States

USCH FpML
Chicago, United States

USCR FpML
Charlotte, North Carolina, United States

USDC FpML
Washington, District of Columbia, United States

USDN FpML
Denver, United States

USDT FpML
Detroit, Michigan, United States

USGS FpML
U.S. Government Securities Business Day (as defined in 2006 ISDA Definitions Section 1.11 and 2000 ISDA Definitions Section 1.11)

USHL FpML
Honolulu, Hawaii, United States

USHO FpML
Houston, United States

USLA FpML
Los Angeles, United States

USMB FpML
Mobile, Alabama, United States

USMN FpML
Minneapolis, United States

USNY FpML
New York, United States

USPO FpML
Portland, Oregon, United States

USSA FpML
Sacramento, California, United States

USSE FpML
Seattle, United States

USWT FpML
Wichita, United States

UYMO FpML
Montevideo, Uruguay

VECA FpML
Caracas, Venezuela

VGRT FpML
Road Town, Virgin Islands (British)

VNHA FpML
Hanoi, Vietnam

VNHC FpML
Ho Chi Minh (formerly Saigon), Vietnam

YEAD FpML
Aden, Yemen

ZAJO FpML
Johannesburg, South Africa

ZMLU FpML
Lusaka, Zambia

ZWHA FpML
Harare, Zimbabwe


5.14 businessProcessScheme

Scheme Definition:

Contains a code representing the type of business process a message (e.g. a status request) applies to.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
Allocation FpML
Process for splitting a trade across accounts.

Clearing FpML
Process for novating a trade to a central counterparty (with margining) for credit risk mitigation.

Confirmation FpML
Process for verifying the terms of a trade.

Execution FpML
Process for executing a trade.

Reconciliation FpML
Process for comparing representations of a trade or portfolio for the purpose of identifying and resolving discrepancies.

Settlement FpML
Process for calculating payment amounts and performing payments as required by the terms of a transaction.


5.15 cashflowTypeScheme

Scheme Definition:

The type of cash flows associated with OTC derivatives contracts and their lifecycle events.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
AmendmentFee FpML
A cash flow associated with an amendment lifecycle event.

AssignmentFee FpML
A cash flow resulting from the assignment of a contract to a new counterparty.

Coupon FpML
A cash flow corresponding to the periodic accrued interests.

CreditEvent FpML
A cashflow resulting from a credit event.

DividendReturn FpML
A cash flow corresponding to the synthetic dividend of an equity underlyer asset traded through a derivative instrument.

ExerciseFee FpML
A cash flow associated with an exercise lifecycle event.

Fee FpML
A generic term for describing a non-scheduled cashflow that can be associated either with the initial contract, with some later corrections to it (e.g. a correction to the day count fraction that has a cashflow impact) or with some lifecycle events. Fees that are specifically associated with termination and partial termination, increase, amendment, and exercise events are qualified accordingly.

IncreaseFee FpML
A cash flow associated with an increase lifecycle event.

InterestReturn FpML
A cash flow corresponding to the return of the interest rate portion of a derivative instrument that has different types of underlying assets, such as a total return swap.

PartialTerminationFee FpML
A cash flow associated with a partial termination lifecycle event.

Premium FpML
The premium associated with an OTC contract such as an option or a cap/floor.

PriceReturn FpML
A cash flow corresponding to the return of the price portion of a derivative instrument that has different types of underlying assets, such as a total return swap.

PrincipalExchange FpML
A cash flow which amount typically corresponds to the notional of the contract and that is exchanged between the parties on trade inception and reverted back when the contract is terminated.

TerminationFee FpML
A cash flow associated with a termination lifecycle event.


5.16 categoryScheme

Scheme Definition:

Contains a code representing the type of organization. Used to clarify which participant's information is being reported.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
Agent FpML
The trade or trade report represents the information from the perspective of the sender of the report, typically a clearing member firm or dealer (acting as an agent).

Counterparty FpML
The trade or trade report represents the information from the perspective of the counterparty of the sender of the report, which is typically a clearing member firm or dealer.

Customer FpML
The trade or trade report represents the information from the perspective of a client opposite the sender of the report, which is typically a clearing member firm or dealer.

Principal FpML
The trade or trade report represents the information from the perspective of the sender of the report, typically a clearing member firm or dealer (acting as a principal).


5.17 clearanceSystemScheme

Scheme Definition:

A clearance system

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
Clearstream FpML
Clearstream International

CREST FpML
CREST

DTCC FpML
The Depository Trust and Clearing Corporation

Euroclear FpML
Euroclear

MonteTitoli FpML
Monte Titoli SPA


5.18 clearingStatusScheme

Scheme Definition:

Defines a list of clearing status codes.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
Accepted FpML
The trade has passed CCP eligibility checks and is accepted as a request for clearing.

AwaitingAcceptance FpML
The trade is awaiting approval by a clearing firm/broker before a registration can be confirmed.

Cancelled FpML
The trade has been cancelled.

Decleared FpML
The trade has been rescinded from clearing with the CCP.

Exercised FpML
The option trade has been exercised (applicable where the CCP is the option executor).

Expired FpML
The option trade has been expired (applicable where the CCP is the option executor).

Pending FpML
The trade is pending an internal CCP process before registration can be confirmed.

PendingTheirApproval FpML
The trade is awaiting approval by the other clearing firm/broker before a registration can be confirmed.

Received FpML
The request for a trade to be cleared has been received by the CCP.

Registered FpML
The trade is registered with the CCP and novation has taken place.

Rejected FpML
The trade has failed CCP eligibility checks and is rejected as a request for clearing.

Settled FpML
The trade has been settled (applicable where the CCP initiates settlement).

Uncleared FpML
The trade has not been cleared and there is no pending clearing operation on it.


5.19 clearingExceptionReasonScheme

Scheme Definition:

The reason a trade is exempted from a clearing mandate.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
Agent-Affiliate FpML
Used to indicate a clearing exception where a firm is hedging and using an agent to do doing the hedging on its behalf.

Cooperative FpML
Clearing exception for certain swaps entered into by cooperatives. In the US, see Regulation 50.51(a) Definition of Exempt Cooperative.

End-User FpML
In the US, see CFTC Final Rule on End-User Exception to Clearing Requirements for Swaps Fact Sheet.

Exception FpML
Used to indicate an exception to a clearing requirement without elaborating on the type of exception.

Inter-Affiliate FpML
In the US, see CFTC Final Rule - Clearing Exemption for Swaps Between Certain Affiliated Entities.

Treasury-Affiliate FpML
In the US, see CFTC No Action Letter 13-22 No Action Relief from the Clearing Requirement for Swaps Entered into by Eligible Treasury Affiliates.


5.20 collateralAssetDefinitionsScheme

Scheme Definition:

ISDA Collateral Assets Definitions as published by ISDA in the 2003 ISDA Collateral Asset Definitions.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
AU-CASH FpML
Australian Dollar (AUD) Cash.

AU-CIB FpML
Australian Government Securities Capital-Indexed Bonds.

AU-FIB FpML
Australian Semi-Government Securities Fixed Interest Bonds.

AU-FRB FpML
Australian Government Securities Fixed Rate Bonds.

AU-ILB FpML
Australian Semi-Government Securities Index Linked Bonds.

AU-NOTE FpML
Australian Government Securities Treasury Notes.

AU-STATENOTE FpML
Australian Semi-Government Securities Treasury Notes.

AU-TAB FpML
Australian Government Securities Treasury Adjustable Rate Bonds.

BE-BEL20 FpML
BEL20 Equity Securities.

BE-CERT FpML
Belgian Treasury Certificates.

BE-LINEAR FpML
Belgian Linear Obligations.

BE-NOTE FpML
Belgian Treasury notes.

BE-REGIONGT FpML
Public sector issues guaranteed by Regional Authorities.

BE-STATEGT FpML
Public sector issues guaranteed by the Belgian State.

BE-STATELOAN FpML
Belgian State Loans.

CA-BOND FpML
Canada Bonds.

CA-CASH FpML
Canadian Dollar (CAD) Cash.

CA-RRB FpML
Government of Canada Real Return Bonds.

CA-TBILL FpML
Government of Canada Treasury Bills.

CH-CANTON FpML
Public Authority Bond.

CH-CASH FpML
Swiss Franc (CHF) Cash.

CH-FEDBOND FpML
Federal Bond.

DE-BILL FpML
Unverzinsliche Schatzanweisungen (Bills).

DE-BOND FpML
Bundesanleihen (Bonds).

DE-ERBLAST FpML
Negotiable Debt Obligations issued by or taken over and since serviced and managed by the Erblasttilgungsfond (Redemption Fund for Inherited Liabilities) backed by Federal Republic of Germany, including but not limited to former issues of the Treuhandanstalt, the Bundesbahn, the Bundespost, the Economic Recovery Program (ERP), the privatised Federal Railway (Bahn AG), the telecommunications element of the Federal Post Office (Telekom) and the German Unity Fund.

DE-MUNI FpML
Kommunalschuldverschreib ungen (Municipal Bonds).

DE-NOTE2 FpML
Bundesschatzanweisungen (Notes).

DE-NOTE5.5 FpML
Bundesobligationen (Notes).

DE-PFAND FpML
Hypothekenpfandbriefe (Mortgage Bonds).

DK-BILL FpML
Skatkammerbeviser (Treasury Bills).

DK-BOLIGX FpML
BoligX obligationer.

DK-BOND FpML
Statsobligationer (Government Bonds).

DK-CALLMORT FpML
Callable Mortgage Bonds.

DK-CASH FpML
Danish Krone (DKK) Cash.

DK-KFX FpML
KFX Equity Securities.

DK-MORT FpML
Non-callable Mortgage Bonds.

DK-NOTE FpML
Statsgaeldsbeviser (Treasury Notes).

ES-BILL FpML
Treasury Bills - Letras del Tesoro.

ES-BOND FpML
Public Government Debt.

ES-CEDULAS FpML
Cedulas.

ES-CORP FpML
Corporate Bonds.

ES-EQUITY FpML
Equity securities issued by a Spanish company, and listed as an IBEX 35 constituent company as reported by the Sociedad de Bolsas, each share representing the minimum unit of participation of a shareholder in the stock capital of the company.

EU-CASH FpML
Euro (EUR) Cash.

EU-EURO100 FpML
FTSE Euro 100 Index Equity Securities.

EU-EUROTOP300 FpML
FTSE Eurotop 300 Index Equity Securities.

EU-STOXX50 FpML
EuroSTOXX 50 Index Equity Securities.

EU-STOXX600 FpML
STOXX 600 Index Equity Securities.

FI-BILL FpML
Treasury bills.

FI-BOND FpML
Serial bonds (Finnish Government Bond).

FI-HEX FpML
HEX Equity Securities.

FR-BDT FpML
Commercial Paper: (Billet de Tresorerie).

FR-BTAN FpML
Treasury Notes: Bons du Tresor a Taux Annuel (BTAN).

FR-BTF FpML
Treasury Bills: Bons du Tresor a Taux Fixe (BTF).

FR-OAT FpML
Government bonds: Obligations Assimilables du Tresor (OAT).

FR-STRIP FpML
STRIPS.

GA-AU-GOV FpML
Generally Accepted Australian Government Obligations.

GA-BE-GOV FpML
Generally Accepted Belgian Government Obligations.

GA-CA-GOV FpML
Generally Accepted Canadian Government Obligations.

GA-CH-GOV FpML
Generally Accepted Swiss Government Obligations.

GA-DE-GOV FpML
Generally Accepted German Government Obligations.

GA-DK-GOV FpML
Generally Accepted Danish Government Obligations.

GA-ES-GOV FpML
Generally Accepted Spanish Government Obligations.

GA-EU-GOV FpML
Generally Accepted EU Member State Government Securities.

GA-EUROZONE-GOV FpML
Generally Accepted Euro Zone Government Securities.

GA-FI-GOV FpML
Generally Accepted Finnish Government Obligations.

GA-FR-GOV FpML
Generally Accepted French Government Obligations.

GA-G5-GOV FpML
Generally Accepted G5 Government Obligations.

GA-GB-GOV FpML
Generally Accepted British Government Obligations.

GA-HK-GOV FpML
Generally Accepted Hong Kong Government Obligations.

GA-IT-GOV FpML
Generally Accepted Italian Government Obligations.

GA-JP-GOV FpML
Generally Accepted Japanese Government Obligations.

GA-KR-GOV FpML
Generally Accepted Korean Government Obligations.

GA-NL-GOV FpML
Generally Accepted Netherlands Government Obligations.

GA-NO-GOV FpML
Generally Accepted Norwegian Government Obligations.

GA-NZ-GOV FpML
Generally Accepted New Zealand Government Obligations.

GA-SE-GOV FpML
Generally Accepted Swedish Government Obligations.

GA-SG-GOV FpML
Generally Accepted Singaporean Government Obligations.

GA-US-AGENCY FpML
Generally Accepted US Agency Obligations.

GA-US-GOV FpML
Generally Accepted US Government Obligations.

GA-US-MORTGAGES FpML
Generally Accepted US Mortgage-Backed Obligations.

GB-CASH FpML
British Pound Sterling (GBP) Cash.

GB-DDGILT FpML
Double-dated Gilts.

GB-FT100 FpML
FTSE 100 Equity Securities.

GB-FT250 FpML
FTSE 250 Equity Securities.

GB-FT350 FpML
FTSE 350 Equity Securities.

GB-GILT FpML
Conventional Gilts.

GB-INDEXGILT FpML
Index-Linked Gilts.

GB-PERPGILT FpML
Undated or Perpetual Gilts.

GB-RUMPGILT FpML
Rump Stock.

GB-SUPR1 FpML
Bank of England Euro Bills.

GB-SUPR2 FpML
Bank of England Euro Notes.

GB-TBILL FpML
UK Treasury Bills.

GB-ZEROGILT FpML
Gilt Strips or Zero Coupon Gilts.

HK-BILL FpML
Hong Kong Government Exchange Fund Bills.

HK-CASH FpML
Hong Kong Dollar (HKD) Cash.

HK-NOTE FpML
Hong Kong Government Exchange Fund Notes.

IT-BOT FpML
Botbuoni Ordinari del Tesoro (BOT) zero coupon debt securities issued by the Italian Treasury with maturities up to 365 days.

IT-BTP FpML
Buoni del Tesoro Poliennali fixed interest semi-annual debt securities issued by the Italian Treasury with original maturities between 3 and 30 years.

IT-CCT FpML
Certificati di Credito del Tesoro a Cedola Variable (CCT) or floating rate interest bearing debt securities issued by the Italian Treasury.

IT-CORP FpML
Corporate bonds.

IT-CTZ FpML
Certificati del Tesoro zero coupon debt securities issued by the Italian Treasury with maturities between 18 and 24 months.

IT-MIB30 FpML
MIB30 Equity Securities.

IT-REP FpML
Debt securities issued and marketed by the Republic of Italy outside the Italian market, traded as Eurobonds.

JP-CASH FpML
Japanese Yen (JPY) Cash.

JP-CORPORATE FpML
Corporate bonds including straight bonds.

JP-CP FpML
Commercial Paper.

JP-EQUITY FpML
Equity securities issued by a Japanese company, each share representing the minimum unit of participation of a partner in the stock capital of the company.

JP-EUROBOND FpML
Yen-denominated foreign bonds.

JP-JGB FpML
Japanese Government Bonds.

KR-BOND FpML
Korean Treasury Bonds.

KR-CASH FpML
Korean Won (KRW) Cash.

KR-EXIM FpML
Non Korean Won denominated Export-Import Bank of Korea bonds.

KR-KDICKRW FpML
Korean Development Insurance Corporation Bonds (Korean Won denominated).

KR-KDR FpML
Non-Korean Won denominated Korea Development Bank bonds (KDBs).

KR-KEPCO FpML
KEPCO bonds.

KR-MSB FpML
Monetary Stabilisation Bonds.

KR-NHC FpML
Non Korean Won denominated Korea National Housing Corporation bonds (KNHCs).

KR-ROK FpML
Non-Korean Won denominated Republic of Korea bonds (ROKs).

NL-AEX FpML
AEX Equity Securities.

NL-BILL FpML
Dutch Treasury Certificates.

NL-BOND FpML
Dutch State Loans.

NO-BOND FpML
Norwegian Government Bonds.

NO-CASH FpML
Norwegian Krone (NOK) Cash.

NO-OBX FpML
OBX Equity Securities.

NO-TBILL FpML
Norwegian T-Bills.

NZ-BOND FpML
New Zealand Government Bonds.

NZ-CASH FpML
New Zealand Dollar (NZD) Cash.

NZ-TBILL FpML
New Zealand Government Treasury Bills.

SE-CASH FpML
Swedish Krona (SEK) Cash.

SE-GOVT FpML
Swedish Government Bonds (SGB).

SE-ILGOVT FpML
Swedish Index Linked Government bonds.

SE-MORT FpML
Swedish Mortgage Bonds.

SE-OMX FpML
OMX Equity Securities.

SE-TBILL FpML
Swedish Treasury Bills (STB).

SG-BOND FpML
Singapore Government (SGS) Bonds.

SG-CASH FpML
Singapore Dollar (SGD) Cash.

SG-TBILL FpML
Singapore Government T-Bills (T-Bills).

SU-IADB FpML
Inter-American Development Bank Bonds.

SU-IBRDDN FpML
International Bank for Reconstruction and Development (World Bank) Discount Notes.

SU-IBRDGB FpML
International Bank for Reconstruction and Development (World Bank or IBRD) Global Benchmark Bonds.

US-ARM FpML
Adjustable Rate Mortgage (ARM) Bonds.

US-CASH FpML
United States of America Dollar (USD) Cash.

US-DERIV FpML
REMICs, CMOs and other derivative structures.

US-DOW FpML
Dow Jones Industrial Average Equity Securities.

US-DOW-COMP FpML
Dow Jones Composite Average Equity Securities.

US-DOW-TRAN FpML
Dow Jones Transportation Average Equity Securities.

US-DOW-UTIL FpML
Dow Jones Utilities Average Equity Securities.

US-FAMC FpML
Federal Agricultural Mortgage Corp (Farmer Mac) Bonds.

US-FCS FpML
Farm Credit System (FCS) Bonds.

US-FCSFAC FpML
Farm Credit System Financial Assistance Corporation (FCSFAC) Bonds.

US-FHLB FpML
Callable Agency Debt - Federal Home Loan Bank (FHLB).

US-FHLBNC FpML
Non-Callable Federal Home Loan Bank Debt.

US-FHLBNCDN FpML
Non-Callable Federal Home Loan Bank Discount Notes.

US-FHLMC FpML
Callable Agency Debt - the Federal Home Loan Mortgage Corporation (FHLMC or Freddie Mac).

US-FHLMCMBS FpML
Federal Home Loan Mortgage Corporation Certificates - Mortgage Backed Securities.

US-FICO FpML
Financing Corp (FICO) Bonds.

US-FNMA FpML
Callable Agency Debt - Federal National Mortgage Association (FNMA or Fannie Mae).

US-FNMAMBS FpML
Federal National Mortgage Association Certificates - Mortgage Backed Securities.

US-GNMA FpML
Callable Agency Debt - Government National Mortgage Association (GNMA).

US-GNMAMBS FpML
Government National Mortgage Association Certificates - Mortgage Backed Securities (GNMA or Ginnie Mae)

US-LEHM-BOND FpML
Lehman Brothers Credit Bond Index Debt Securities.

US-NAS-100 FpML
NASDAQ-100 Index Equity Securities.

US-NAS-COMP FpML
NASDAQ Composite Index Equity Securities.

US-NCAD FpML
Non-Callable Agency Debt - Various Issuers.

US-NCADN FpML
Non-Callable Agency Discount Notes - Various Issuers.

US-NYSE-COMP FpML
NYSE Composite Index Equity Securities.

US-REFCORP FpML
Resolution Funding Corp (REFCorp) Bonds.

US-S&P100 FpML
Standard & Poor's 100 Index Equity Securities.

US-S&P400 FpML
Standard & Poor's Midcap 400 Equity Securities. corporations that are included within the Standard And Poor's Midcap 400 Index published by Standard And Poor's, a division of The McGraw-Hill Companies, Inc.

US-S&P500 FpML
Standard & Poor's 500 Index Equity Securities.

US-S&P600 FpML
Standard & Poor's Smallcap 600 Index Equity Securities.

US-SLMA FpML
Student Loan Marketing Association (Sallie Mae) Bonds.

US-STRIP FpML
US Treasury Strips.

US-TBILL FpML
US Treasury Bills.

US-TBOND FpML
US Treasury Bonds.

US-TIPS FpML
US Treasury Inflation Protected Issues (TIPS).

US-TNOTE FpML
US Treasury Notes.

US-TVA FpML
Tennessee Valley Authority (TVA) Bonds.


5.21 collateralDisputeResolutionMethodReasonScheme

Scheme Definition:

Defines a list of collateral dispute resolution method codes.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
EvaluateMarginTerms FpML
Evaluate Margin Terms

ReconcileCollateral FpML
Reconcile Collateral

ReconcilePortfolio FpML
Reconcile Portfolio

ReconcileSegregatedIndependentAmount FpML
Reconcile Segregated Independent Amount


5.22 collateralInterestResponseReasonScheme

Scheme Definition:

Defines a list of collateral interest response reason codes.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
DisputedInterest FpML
Disputed Interest

InterestNotificationAccepted FpML
Interest Notification Accepted

RejectedValueDate FpML
Rejected Value Date

RejectTreatmentType FpML
Reject Treatment Type


5.23 collateralMarginCallResponseReasonScheme

Scheme Definition:

Defines a list of collateral reason codes.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
BaseCurrencyMismatch FpML
Base Currency Mismatch

CreditSupportAgreementMismatch FpML
Credit Support Agreement Mismatch

HeldCollateralMismatch FpML
Held Collateral Mismatch

IndependentAmountConventionMismatch FpML
Independent Amount Convention Mismatch

MarkToMarketConventionMismatch FpML
Mark To Market Convention Mismatch

MarkToMarketMismatch FpML
Mark to Market Mismatch

NetOpenPositionIndependentAmountMismatch FpML
Net Open Position Independent Amount Mismatch

PartyReferenceMismatch FpML
The margin call was issued to the incorrect entity.

PendingCollateralMismatch FpML
Pending Collateral Mismatch

SegregatedIndependentAmountMinimumTransferAmountMismatch FpML
Segregated Independent Amount Minimum Transfer Amount Mismatch

SegregatedIndependentAmountRoundingMismatch FpML
Segregated Independent Amount Rounding Mismatch

SegregatedIndependentAmountThresholdMismatch FpML
Segregated Independent Amount Threshold Mismatch

TradeLevelIndependentAmountMismatch FpML
Trade Level Independent Amount Mismatch

ValuationDateMismatch FpML
Valuation Date Mismatch

ValueAtRiskIndependentAmountMismatch FpML
Value At Risk Independent Amount Mismatch

VariationMarginMinimumTransferAmountMismatch FpML
Variation Margin Minimum Transfer Amount Mismatch

VariationMarginRoundingMismatch FpML
Variation Margin Rounding Mismatch

VariationMarginThresholdMismatch FpML
Variation Margin Threshold Mismatch


5.24 collateralResponseReasonScheme

Scheme Definition:

Defines a list of collateral response reason codes.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
ConcentrationLimitExceeded FpML
Concentration Limit Exceeded

InsufficientCollateral FpML
Insufficient Collateral

InvalidIdentifier FpML
Invalid Identifier

NonEligibleSecurity FpML
Non-Eligible Security


5.25 collateralRetractionReasonScheme

Scheme Definition:

Defines a list of collateral retraction reason codes.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
NewerCalculations FpML
Newer calculations are available.

PartyReferenceMismatch FpML
The margin call was issued to the incorrect entity.

PendingCollateralMismatch FpML
The pending collateral does not match.

RevisedMarginTerms FpML
The margin terms were revised.


5.26 collateralSubstitutionResponseReasonScheme

Scheme Definition:

Defines a list of collateral substitution response reason codes.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
InsufficientCollateral FpML
Insufficient Collateral

InvalidIdentifier FpML
Invalid Identifier


5.27 collateralTypeScheme

Scheme Definition:

Contains a code representing the type of collateral obtained by a party to offset its counterparty risk.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
Fully FpML
Both initial margin (independent amount) and variation margin will be posted. For Transparency view, both parties will do this; for Recordkeeping view, this party will do this (a separate indicator in the other partyTradeInformation block is used for the other side).

OneWay FpML
Applies to Transparency view only. One party will post some form of collateral (initial margin or variation margin.)

Partially FpML
Variation margin (but not initial margin) will be posted. For Transparency view, both parties will do this; for Recordkeeping view, this party will do this (a separate indicator in the other partyTradeInformation block is used for the other side).

Uncollateralized FpML
No collateral is posted for this trade. In Transparency view, no collateral is posted by either party; in Recordkeeping view, no collateral is posted by the counterparty.


5.28 commodityBusinessCalendarScheme

Scheme Definition:

Specifies the commodity business calendar.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
AGRUS-FMB FpML
Argus Media Fertilizer Reports. http://www.argusmedia.com/Fertilizer

APPI FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

ARGUS-CRUDE FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

ARGUS-EUROPEAN-GAS FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

ARGUS-EUROPEAN-PRODUCTS FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

ARGUS-INTERNATIONAL-LPG FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

ARGUS-MCCLOSKEYS-COAL-REPORT FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

ARGUS-US-PRODUCTS FpML
The Argus US Products report. http://www.argusmedia.com/Petroleum/Petroleum-Products/Argus-US-Products

ASX FpML
Australian Securities Exchange http://www.asx.com.au/

AWB FpML
Australian Wheat Board. www.awb.com.au

AWEX FpML
Australian Wool Exchange. http://www.awex.com.au/home.html

BALTIC-EXCHANGE FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

BANK-NEGARA-MALAYSIA-POLICY-COMMITTEE FpML
The business calendar of the Bank Negara Malaysia Policy Committee.

BELPEX FpML
The business calendar for the Belpex power exchange (www.belpex.be).

BLUENEXT FpML
BlueNext Power Market.

BM&F FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

BURSA-MALAYSIA-SETTLEMENT FpML
The settlement business calendar for Bursa Malaysia.

BURSA-MALAYSIA-TRADING FpML
The trading business calendar for Bursa Malaysia.

CANADIAN-GAS-PRICE-REPORTER FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

CBOT-SOFT FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

CMAI-AROMATICS-MARKET-REPORT FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

CMAI-GLOBAL-PLASTICS-AND-POLYMERS-MARKET-REPORT FpML
CMAI Global Plastics and Polymers Market Report. http://www.ihs.com/products/chemical/index.aspx?pu=1&rd=cmai

CMAI-METHANOL-MARKET-REPORT FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

CMAI-MONOMERS-MARKET-REPORT FpML
CMAI Monomers Market Report. http://www.ihs.com/products/chemical/index.aspx?pu=1&rd=cmai

CME-DAIRY FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

CME-NON-DAIRY-SOFT FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

COMEX FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

CRU FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

CRU-LONG FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

DEPARTMENT-OF-ENERGY FpML
The business calendar for statistical publications by the by the United States Department of Energy (DOE).

DEWITT-BENZENE-DERIVATIVES FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

DME FpML
Dubai Mercantile Exchange. http://www.dubaimerc.com/

DOW-JONES FpML
Dow Jones US Calendar. http://www.dowjones.com/

DOW-JONES-ENERGY-SERVICE FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

DowJonesPower FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

EEX-COAL FpML
European Energy Exchange-Coal

EEX-EMISSIONS FpML
European Energy Exchange-Emissions Rights

EEX-GAS FpML
European Energy Exchange-Gas

EEX-POWER FpML
European Energy Exchange-Power

EURONEX-MATIF FpML
TBD.

FERTECON FpML
FERTECON Limited Information Services. http://fertecon.com/current_information_services.asp

FERTILIZER-WEEK FpML
Fertilizer Week. http://www.crugroup.com/market-analysis/products/fertilizerweek

GAS-DAILY FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

GAS-DAILY-PRICE-GUIDE FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

GLOBALCOAL FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

HEREN-REPORT FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

ICE-CANADA FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

ICE-ECX FpML
European Climate Exchange.

ICE-GAS FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

ICE-OIL FpML
The business calendar oil and refined product contracts on ICE Futures Europe.

ICE-US-AGRICULTURAL FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

ICE/10X-DAILY FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

ICE/10X-MONTHLY FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

ICIS-PRICING-BENZENE-(EUROPE) FpML
The business calendar for publication of ICIS Benzene (Europe) data.

ICIS-PRICING-ETHYLENE-(EUROPE) FpML
The business calendar for publication of ICIS Ethylene (Europe) data.

ICIS-PRICING-POLYPROPYLENE-(EUROPE) FpML
The business calendar for publication of ICIS Polyproylene (Europe) data.

INSIDE-FERC FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

JAPAN-MOF-TSRR FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

KCBOT FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

KUALA-LUMPUR-BANK FpML
The banking business calendar in Kuala Lumpur.

LABUAN-BANK FpML
The business calendar for the Labuan Bank (Malaysia).

LIFFE-LONDON-SOFT FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

LME FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

LONDON-BULLION-MARKET FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

LONDON-BULLION-MARKET-GOLD-A.M-ONLY FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

LONDON-PLATINUM-PALLADIUM-MARKET FpML
The London Platinum and Palladium Market in London on which members quote prices for the buying and selling of Platinum and Palladium.

MGEX FpML
Minneapolis Grain Exchange http://www.mgex.com/

N2EX FpML
The business calendar for the N2EX UK power exchange (https://www.n2ex.com/aboutn2ex).

NASDAQ-OMX FpML
NASDAQ-OMX (Formerly known as Nordpool). http://www.nasdaqomx.com/commodities

NATURAL-GAS-WEEK FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

NERC FpML
Per 2005 ISDA Commodity Definitions, Article XIV.

NGI FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

NGX FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

NUCLEAR-MARKET-REVIEW FpML
The Nuclear Market Review report as published by Trade tech. http://www.uranium.info/nuclear_market_review.php

NYMEX-ELECTRICITY FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

NYMEX-GAS FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

NYMEX-NATURAL-GAS FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

NYMEX-OIL FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

OFFICIAL-BOARD-MARKETS FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

OPIS-LP-GAS FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

OPIS-PROPANE FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

PAPER-PACKAGING-MONITOR FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

PAPER-TRADER FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

PERTAMINA FpML
Pertamina-Indonesia. http://www.pertamina.com/

PETROCHEMWIRE FpML
PetroChemWire Publication Calendar. http://www.petrochemwire.com/

PIX-PULP-BENCHMARK-INDICES FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

PLATTS-APAG-MARKETSCAN FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

PLATTS-BUNKERWIRE FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

PLATTS-CLEAN-TANKERWIRE FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

PLATTS-CRUDE-OIL-MARKETWIRE FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

PLATTS-DIRTY-TANKERWIRE FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

PLATTS-EUROPEAN-GAS FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

PLATTS-EUROPEAN-MARKETSCAN FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

PLATTS-METALS-ALERT FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

PLATTS-OILGRAM FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

PLATTS-TSI-IRON-ORE FpML
The Steel Index Iron Ore Service. http://www.thesteelindex.com/en/iron-ore

PLATTS-TSI-SCRAP FpML
The Steel Index Scrap Reference Prices. http://www.thesteelindex.com/en/scrapprices

PLATTS-TSI-STEEL FpML
The Steel Index. http://www.thesteelindex.com/en/price-specifications

PLATTS-US-MARKETSCAN FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

PULP-AND-PAPER-INTERNATIONAL FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

PULP-AND-PAPER-WEEK FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

RIM-PRODUCTS-INTELLIGENCE-DAILY FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

SAFEX-SOFT FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

SFE-SOFT FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

SGX FpML
Singapore Exchange. www.sgx.com

SICOM FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

SP-GSCI FpML
Standard and Poor's GSCI. http://us.spindices.com/index-family/commodities/sp-gsci

STATISTICHES-BUNDESAMT FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

TGE FpML
Tokyo Grain Exchange. www.tge.or.jp

TOCOM-OIL FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

TOCOM-PRECIOUS FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

TOCOM-SOFT FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

UX-WEEKLY FpML
The Ux Consulting Company. http://www.uxc.com/products/uxw_overview.aspx

WORLD-PULP-MONTHLY FpML
Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.


5.29 commodityCoalQualityAdjustmentsScheme

Scheme Definition:

Defines a scheme of Coal Quality Adjustments.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
Clause10Appendix1 FpML
Per clause 10 of Appendix 1 to the ISDA Coal Annex.


5.30 commodityCoalProductSourceScheme

Scheme Definition:

Defines a scheme of Coal Product Sources.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
CAPP-CSXStandard FpML
Any rail loadout located on the CSX railroad within the Kanawha Rate District or the Big Sandy Rate District capable of loading 100 car/10,000 Ton Unit Trains in four hours or less.

CAPP-NSStandard FpML
Any rail loadout located on the Norfolk Southern railroad within the Kenova Rate District or the Thacker Rate Districts capable of loading 100 car/10,000 Ton Unit Trains in four hours or less.

NYMEXStandard FpML
Any dock located on the Ohio River between MP 306 and MP 317 or on the Big Sandy River.

PRBStandard FpML
Any rail loadout located on the joint line (Burlington Northern Santa Fe/Union Pacific) in the Southern Powder River Basin within Converse or Campbell Counties, Wyoming capable of loading 12,000 to 15,000 Ton Unit Trains.


5.31 commodityCoalProductTypeScheme

Scheme Definition:

Defines a scheme of Coal Products specified in Exhibit A to the ISDA Coal Annex.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
CAR125CS FpML
Per Exhibit A to the ISDA Coal Annex.

CAR125LS FpML
Any rail loadout located on the Norfolk Southern railroad within the Kenova Rate District or the Thacker Rate Districts capable of loading 100 car/10,000 Ton Unit Trains in four hours or less.

NXLA FpML
Any dock located on the Ohio River between MP 306 and MP 317 or on the Big Sandy River.

PR84 FpML
Any rail loadout located on the joint line (Burlington Northern Santa Fe/Union Pacific) in the Southern Powder River Basin within Converse or Campbell Counties, Wyoming capable of loading 12,000 to 15,000 Ton Unit Trains.

PR88 FpML
Any rail loadout located on the joint line (Burlington Northern Santa Fe/Union Pacific) in the Southern Powder River Basin within Converse or Campbell Counties, Wyoming capable of loading 12,000 to 15,000 Ton Unit Trains.

PR88LS FpML
Any rail loadout located on the joint line (Burlington Northern Santa Fe/Union Pacific) in the Southern Powder River Basin within Converse or Campbell Counties, Wyoming capable of loading 12,000 to 15,000 Ton Unit Trains.


5.32 commodityCoalTransportationEquipmentScheme

Scheme Definition:

Defines a scheme of Coal Transportation Equipment values.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
Barge FpML
Delivery will take place by Barge.

Railcar FpML
Delivery will take place by Railcar.

Truck FpML
Delivery will take place by Truck.


5.33 commodityEnvironmentalTrackingSystemScheme

Scheme Definition:

For US Emissions Allowance Transactions. A system where all electronic certificates are stored and emissions are tracked.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
COATS FpML
RGGI CO2 Allowance Tracking System.


5.34 commodityExpireRelativeToEventScheme

Scheme Definition:

Specifies the event relative to which optional expiration(s) occur.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
NominationDeadline FpML
The date by which nomination must be received for a given Delivery Period.


5.35 commodityFrequencyTypeScheme

Scheme Definition:

Specifies the frequency with which a price shall be observed.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
All FpML
The price will be observed on all days (day type is defined in the message) in the Calculation Period.

First FpML
The price will be observed only on the first day (day type is defined in the message) in the Calculation Period.

Last FpML
The price will be observed only on the last day (day type is defined in the message) in the Calculation Period.

Penultimate FpML
The price will be observed only on the penultimate day (day type is defined in the message) in the Calculation Period.


5.36 commodityFxTypeScheme

Scheme Definition:

Specifies the method by which FX rate will be applied.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
AverageAtPeriodEnd FpML
An average FX rate will be applied to the Floating Amount when this is calculated.

Daily FpML
The prevailing FX spot rate will be applied to the observed Commodity Reference Price on each Pricing Date.

SpotAtPeriodEnd FpML
The prevailing FX spot rate will be applied to the Floating Amount when this is calculated.


5.37 informationProviderScheme

Scheme Definition:

Defines a publication in which the rate, price, index or factor is to be found. (e.g Gas Daily, Platts Bloomberg.)

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
Argus FpML
TBD.

Argus-Americas-Crude-Report FpML
TBD.

Argus-Biofuel-Report FpML
TBD.

Argus-Crude-Report FpML
TBD.

Argus-European-Products-Report FpML
TBD.

Argus-FMB FpML
Argus Media Fertilizer Reports. http://www.argusmedia.com/Fertilizer

Argus-International-LPG-Report FpML
TBD.

Argus-LPG FpML
TBD.

Argus-Nat-Gas FpML
TBD.

ARGUS-US-PRODUCTS FpML
The Argus US Products report. http://www.argusmedia.com/Petroleum/Petroleum-Products/Argus-US-Products

Argus/McCloskey's FpML
TBD.

AssocBanksSingapore ISDA
The Association of Banks in Singapore.

BankOfCanada ISDA
The central bank of Canada.

BankOfEngland ISDA
The Bank Of England.

BankOfJapan ISDA
The central bank of Japan.

Bloomberg ISDA
Bloomberg LP.

CAISO FpML
http://www.caiso.com

Canadian-Gas-Price-Reporter FpML
TBD.

Canadian-Gas-Reporter FpML
TBD.

Chemical-Markets-Association FpML
TBD.

CMAI-Aromatics-Market-Report FpML
TBD.

CMAI-GLOBAL-PLASTICS-AND-POLYMERS-MARKET-REPORT FpML
CMAI Monomers Market Report. http://www.ihs.com/products/chemical/index.aspx?pu=1&rd=cmai"

CMAI-MONOMERS-MARKET-REPORT FpML
CMAI Global Plastics and Polymers Market Report. http://www.ihs.com/products/chemical/index.aspx?pu=1&=cmai

CMAI-Weekly-Methanol-Market-Report FpML
TBD.

CRU-Steel-Long-Product-Monitor FpML
TBD.

CRU-Steel-Sheet-Products-Monitor FpML
http://www.crugroup.com

DEPARTMENT-OF-ENERGY FpML
US Energy Information Adminstration publishes prices as reported by the US Department of Energy. http://www.eia.gov/petroleum/gasdiesel/

DEPARTMENT-OF-LABOR FpML
US Department of Labor Bureau of Labor Statistics. http://data.bls.gov/cgi-bin/surveymost?wp

Dow-Jones-Energy-Service FpML
TBD.

Dow-Jones-Energy-Service-Screen FpML
TBD.

Dow-Jones-Nat-Gas FpML
TBD.

ERCOT FpML
http://www.ercot.com

EuroCentralBank ISDA
The European Central Bank.

FederalReserve ISDA
The Federal Reserve, the central bank of the United States.

FERTECON FpML
FERTECON Limited Information Services. http://fertecon.com/current_information_services.asp

Fertilizer-Week FpML
Fertilizer Week. http://www.crugroup.com/market-analysis/products/fertilizerweek

FHLBSF ISDA
The Federal Home Loan Bank of San Francisco, or its successor.

Gas-Daily FpML
TBD.

Gas-Daily-Price-Guide FpML
TBD.

GlobalCoal FpML
TBD.

Heren-Report FpML
TBD.

ICIS FpML
TBD.

Inside-FERC FpML
TBD.

ISDA ISDA
International Swaps and Derivatives Association, Inc.

ISO-New-England FpML
http://www.iso-ne.com

JAPAN-MOF-TSRR FpML
Japanese Ministry of Finance Trade Statistics Reference Room.

LEBA FpML
TBD.

London-Bullion-Market-Association FpML
TBD.

Megawatt-Daily FpML
TBD.

Metal-Bulletin FpML
TBD.

MISO FpML
http://www.midwestiso.com

Natural-Gas-Week FpML
TBD.

Net-Energy FpML
Canadian Net-Energy.

NGI-Bidweek-Survey FpML
TBD.

NUCLEAR-MARKET-REVIEW FpML
The Nuclear Market Review report as published by Trade tech. http://www.uranium.info/nuclear_market_review.php

NYISO FpML
http://www.nyiso.com

OPIS FpML
TBD.

Paper-Trader FpML
TBD.

PERTAMINA FpML
Pertamina-Indonesia. http://www.pertamina.com/

PETROCHEMWIRE FpML
PetroChemWire Publication Calendar. http://www.petrochemwire.com/

PIX FpML
PIX Pulp Benchmark Indexes, or any successor publication, published by FOEX Indexes Ltd. or its successor (http://www.foex.fi).

PJM FpML
http://www.pjm.com

Platts-Asia-Pacific FpML
TBD.

Platts-Asia-Pacific/Arab-Marketscan FpML
TBD.

Platts-Clean-Tankerwire FpML
TBD.

Platts-Coal-Trader FpML
TBD.

Platts-Crude-Oil-Marketwire FpML
TBD.

Platts-Dirty-Takerwire FpML
TBD.

Platts-ENGR FpML
TBD.

Platts-European FpML
TBD.

Platts-European-Marketscan FpML
TBD.

Platts-Gas-Daily FpML
TBD.

Platts-Gas-Daily-Price-Guide FpML
TBD.

Platts-Inside-FERC FpML
TBD.

Platts-LPG FpML
http://www.platts.com/Products/lpgaswire

Platts-Marketwire FpML
TBD.

Platts-Megawatt-Daily FpML
TBD.

Platts-Metals-Alert FpML
TBD.

Platts-Oilgram FpML
TBD.

Platts-Oilgram-Bunkerwire FpML
TBD.

Platts-Polymerscan FpML
http://www.platts.com/Products/polymerscan

Platts-TSI-Iron-Ore FpML
The Steel Index Iron Ore Service. http://www.thesteelindex.com/en/iron-ore

Platts-TSI-Scrap FpML
The Steel Index Scrap Reference Prices. http://www.thesteelindex.com/en/scrapprices

Platts-TSI-Steel FpML
The Steel Index. http://www.thesteelindex.com/en/price-specifications

Platts-U.S. FpML
TBD.

Platts-U.S.-Marketscan FpML
TBD.

PPM FpML
Paper Packaging Monitor, or any successor publication, published by RISI or its successor (http://www.www.risiinfo.com).

PPM-Europe FpML
Paper Packaging Monitor-Europe, or any successor publication, published by RISI or its successor (http://www.www.risiinfo.com).

PPW FpML
Pulp & Paper Week, or any successor publication, published by RISI or its successor (http://www.www.risiinfo.com).

ReserveBankAustralia ISDA
The Reserve Bank of Australia.

ReserveBankNewZealand ISDA
The Reserve Bank of New Zealand.

Reuters ISDA
Reuters Group Plc.

Reuters-Screen FpML
TBD.

RIM-Intelligence-Products FpML
TBD.

SeaPac FpML
SeaPac Services.

Telerate ISDA
Telerate, Inc.

Telerate-Screen FpML
TBD.

UX-WEEKLY FpML
The Ux Consulting Company. http://www.uxc.com/products/uxw_overview.aspx

World-Crude-Report FpML
TBD.

World-Pulp-Monthly FpML
TBD.


5.38 commodityMarketDisruptionFallbackScheme

Scheme Definition:

Specifies the Disruption Fallbacks that are applicable.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
AverageDailyPriceDisruption FpML
Average Daily Price Disruption as defined in section 7.5 para (c) subpara (vi) of the ISDA 1993 Commodity Derivative definitions.

CalculationAgentDetermination FpML
Calculation Agent Determination as defined in section 7.5 para (c) subpara (vi) of the ISDA 2005 Commodity Derivative definitions or section 7.5 para (c) subpara (v) of the ISDA 1993 Commodity Derivative definitions as applicable.

DelayedPublicationOrAnnouncement FpML
Delayed Publication or Announcement as defined in section 7.5 para (c) subpara (vii) of the ISDA 2005 Commodity Derivative definitions.

FallbackReferenceDealers FpML
Fallback Reference Dealers as defined in section 7.5 para (c) subpara (i) of the ISDA 2005 Commodity Derivative definitions.

FallbackReferencePrice FpML
Fallback Reference Price as defined in section 7.5 para (c) subpara (ii) of the ISDA 2005 Commodity Derivative definitions or section 7.5 para (c) subpara (i) of the ISDA 1993 Commodity Derivative definitions as applicable.

NegotiatedFallback FpML
Negotiated Fallback as defined in section 7.5 para (c) subpara (iii) of the ISDA 2005 Commodity Derivative definitions or section 7.5 para (c) subpara (ii) of the ISDA 1993 Commodity Derivative definitions as applicable.

NoFaultTermination FpML
No Fault Termination as defined in section 7.5 para (c) subpara (iv) of the ISDA 2005 Commodity Derivative definitions or section 7.5 para (c) subpara (iii) of the ISDA 1993 Commodity Derivative definitions as applicable.

Postponement FpML
Postponement as defined in section 7.5 para (c) subpara (v) of the ISDA 2005 Commodity Derivative definitions or section 7.5 para (c) subpara (iv) of the ISDA 1993 Commodity Derivative definitions as applicable.


5.39 commodityMarketDisruptionScheme

Scheme Definition:

Specifies the Market Disruption Events that are applicable.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
DeMinimisTrading FpML
De Minimis Trading as defined in section 7.4 para (c) subpara (vi) of the ISDA 1993 Commodity Derivative definitions.

DisappearanceOfCommodityReferencePrice FpML
Disappearance of Commodity Reference Price as defined in section 7.4 para (c) subpara (iii) of the ISDA 2005 Commodity Derivative definitions or section 7.4 para (c) subpara (iii) of the ISDA 1993 Commodity Derivative definitions as applicable.

MaterialChangeInContent FpML
Material Change in Content as defined in section 7.4 para (c) subpara (v) of the ISDA 2005 Commodity Derivative definitions or section 7.4 para (c) subpara (v) of the ISDA 1993 Commodity Derivative definitions as applicable.

MaterialChangeInFormula FpML
Material Change in Formula as defined in section 7.4 para (c) subpara (iv) of the ISDA 2005 Commodity Derivative definitions or section 7.4 para (c) subpara (iv) of the ISDA 1993 Commodity Derivative definitions as applicable.

PriceSourceDisruption FpML
Price Source Disruption as defined in section 7.4 para (c) subpara (i) of the ISDA 2005 Commodity Derivative definitions or section 7.4 para (c) subpara (i) of the ISDA 1993 Commodity Derivative definitions as applicable.

TaxDisruption FpML
Tax Disruption as defined in section 7.4 para (c) subpara (vi) of the ISDA 2005 Commodity Derivative definitions or section 7.4 para (c) subpara (vii) of the ISDA 1993 Commodity Derivative definitions as applicable.

TradingDisruption FpML
Trading Disruption as defined in section 7.4 para (c) subpara (ii) of the ISDA 2005 Commodity Derivative definitions.

TradingLimitation FpML
Trading Limitation as defined in section 7.4 para (c) subpara (viii) of the ISDA 1993 Commodity Derivative definitions.

TradingSuspension FpML
Trading Suspension as defined in section 7.4 para (c) subpara (ii) of the ISDA 1993 Commodity Derivative definitions.


5.40 commodityMetalBrandManagerScheme

Scheme Definition:

Specifies the brand manager of metal product for a physically settled metal trade.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
CME FpML
CME Group.

LME FpML
London Metals Exchange.


5.41 commodityMetalBrandNameScheme

Scheme Definition:

Specifies the brand name of metal product for a physically settled metal trade.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
A-1 FpML
Source: LME.

AAM FpML
Source: LME.

ABCQ FpML
Source: LME.

ABCQ FpML
Source: LME.

ABI FpML
Source: LME.

ABRA FpML
Source: LME.

AD FpML
Source: LME.

AE FpML
Source: LME.

AE-SX-EW FpML
Source: LME.

AFJA FpML
Source: LME.

AHRESTY FpML
Source: LME.

AIM FpML
Source: LME.

AL FpML
Source: LME.

ALBA FpML
Source: LME.

ALBRAS FpML
Source: LME.

ALCAN FpML
Source: LME.

ALCAN-BEAUHARNOIS FpML
Source: LME.

ALCAN-LO FpML
Source: LME.

ALCAN-SEBREE FpML
Source: LME.

ALCASA FpML
Source: LME.

ALCHEVSK FpML
Source: LME.

ALCOA FpML
Source: LME.

ALCOA-BRASIL FpML
Source: LME.

ALCOA-INESPAL-AV FpML
Source: LME.

ALCOA-MASSENA-EAST FpML
Source: LME.

ALCOA-OF-AUSTRALIA FpML
Source: LME.

ALCOA-SC FpML
Source: LME.

ALENOY FpML
Source: LME.

ALLIED-METAL-CO FpML
Source: LME.

ALMA FpML
Source: LME.

ALOUETTE FpML
Source: LME.

ALRO FpML
Source: LME.

ALUAR FpML
Source: LME.

ALUCAM FpML
Source: LME.

ALUMINIUM-PECHINEY-SJ FpML
Source: LME.

ALUSIGMA FpML
Source: LME.

AMSTEEL-BANTING FpML
Source: LME.

AMSTEEL-KLANG FpML
Source: LME.

AMURMETAL-KOMSOMOLSK FpML
Source: LME.

ANGLO-SZ-SHG FpML
Source: LME.

ANN-JOO-PRAI FpML
Source: LME.

ANTARA-PASIR-GUDANG FpML
Source: LME.

Any-LME-registered FpML
Material may be any LME registered brand.

AoG FpML
Source: LME.

ASK FpML
Source: LME.

AST FpML
Source: LME.

ASTUZINC-ELECTRO-99.995% FpML
Source: LME.

ATR FpML
Source: LME.

AUDUBON FpML
Source: LME.

AURUBIS-F99.985 FpML
Source: LME.

AZ-SHG-Zn-99995 FpML
Source: LME.

AZC FpML
Source: LME.

B.M. FpML
Source: LME.

BALCO FpML
Source: LME.

BANKA FpML
Source: LME.

BAZ-SUAL FpML
Source: LME.

BBU FpML
Source: LME.

BCH FpML
Source: LME.

BCL-EMPRESS FpML
Source: LME.

BEHR-METALS-CO FpML
Source: LME.

BERA FpML
Source: LME.

BERMCO FpML
Source: LME.

BHARATAL FpML
Source: LME.

BHN FpML
Source: LME.

BHP-BILLITON-NICKEL-BRIQUETTES FpML
Source: LME.

BIRLA-COPPER FpML
Source: LME.

BIRLA-COPPER-II FpML
Source: LME.

BK FpML
Source: LME.

BLCO-9997% FpML
Source: LME.

BLCO-9999% FpML
Source: LME.

BMC FpML
Source: LME.

BMC1 FpML
Source: LME.

BMZ-ZHLOBIN FpML
Source: LME.

BOLIDEN-A FpML
Source: LME.

BRX FpML
Source: LME.

BSB FpML
Source: LME.

BSL FpML
Source: LME.

BTL FpML
Source: LME.

BUDEL-ZINK-Z1 FpML
Source: LME.

BYXY-SHG FpML
Source: LME.

CAC FpML
Source: LME.

CAL FpML
Source: LME.

CALVISANO FpML
Source: LME.

CASH FpML
Source: LME.

CASS FpML
Source: LME.

CAST FpML
Source: LME.

CBA FpML
Source: LME.

CBCC FpML
Source: LME.

CbM FpML
Source: LME.

CC FpML
Source: LME.

CCC-SBL FpML
Source: LME.

cCc-SX-EW FpML
Source: LME.

CCCP FpML
Source: LME.

CDA FpML
Source: LME.

CENTURY FpML
Source: LME.

CEZINC-SHG FpML
Source: LME.

CHELYABINSK-METALLURGICAL FpML
Source: LME.

CHOW-KABINBURI FpML
Source: LME.

CHUQUI-P FpML
Source: LME.

CISHAN-SHG FpML
Source: LME.

CMBA FpML
Source: LME - (produced on or after April 26 2011).

CMC-STEEL-ALABAMA FpML
Source: LME.

CMC-STEEL-SOUTH-CAROLINA FpML
Source: LME.

CMC-STEEL-TEXAS FpML
Source: LME.

CMCC FpML
Source: LME.

COLAKOGLU-METALURJI-DILISKELESI FpML
Source: LME.

COLLAHUASI FpML
Source: LME - (produced after December 1998).

COMALCO FpML
Source: LME.

COMINCO-CANADA-SHG FpML
Source: LME.

CORRUGADOS-AZPEITIA FpML
Source: LME.

CP-PERU-INDUSTRIA-PERUANA FpML
Source: LME.

CP-PERU-INDUSTRIA-PERUANA-99995+ FpML
Source: LME.

CTB FpML
Source: LME.

CY FpML
Source: LME.

CZP-SHG FpML
Source: LME.

DELFZIJL FpML
Source: LME.

DEMZ-DONETSK FpML
Source: LME.

DESCHAMBAULT FpML
Source: LME.

DIK FpML
Source: LME.

DILER-DILOVASI FpML
Source: LME.

DINH-VU-HAI-PHONG FpML
Source: LME.

DJ-A FpML
Source: LME.

DNEPROVSKY FpML
Source: LME.

DOE-RUN FpML
Source: LME.

DUBAL FpML
Source: LME.

DUBUC FpML
Source: LME.

EAGLE-9997 FpML
Source: LME.

EAM FpML
Source: LME.

EASTALCO FpML
Source: LME.

ECO-BAT FpML
Source: LME.

EGYPTALUM FpML
Source: LME.

EKINCILER-SARISEKI FpML
Source: LME.

ELEKTROSTAL-KURAKHOVO FpML
Source: LME.

EMAL FpML
Source: LME.

EMC-H FpML
Source: LME.

EMC-K FpML
Source: LME.

EMK-K FpML
Source: LME.

EMK-T FpML
Source: LME.

ENAF FpML
Source: LME.

ENM FpML
Source: LME.

ESF-RIESA FpML
Source: LME.

ESOX FpML
Source: LME.

EVER-STAR-99.80 FpML
Source: LME.

EVER-STAR-99.98 FpML
Source: LME.

EVRAZ-DMZP FpML
Source: LME.

EVRAZ-NKMK FpML
Source: LME.

EVRAZ-NTMK FpML
Source: LME.

EVRAZ-ZSMK FpML
Source: LME.

EXIDE FpML
Source: LME.

F FpML
Source: LME.

FAK FpML
Source: LME.

FESA FpML
Source: LME.

FHG FpML
Source: LME.

FL FpML
Source: LME.

FMB-PB970R FpML
Source: LME.

FMS FpML
Source: LME.

G*L FpML
Source: LME.

G-CI-SHAN-SHG FpML
Source: LME.

GAST-970R FpML
Source: LME.

GB99.99+ FpML
Source: LME.

GBAIE FpML
Source: LME.

GNB FpML
Source: LME.

GOLDEN-CAMEL-9965 FpML
Source: LME.

GOLDEN-CAMEL-9995 FpML
Source: LME.

GRESIK FpML
Source: LME.

GROWTH-SUMATRA-MEDAN FpML
Source: LME.

GUIYE FpML
Source: LME.

GUORUN FpML
Source: LME.

H20POLSKAMS FpML
Source: LME.

HAMCO FpML
Source: LME.

HAW FpML
Source: LME.

HBMS-CANADA-SHG FpML
Source: LME.

HELLENIC-HALYVOURGIA-ASPROPYRGOS FpML
Source: LME.

HELLENIC-HALYVOURGIA-VELESTINO FpML
Source: LME.

HHMG-SMD FpML
Source: LME.

HILLSIDE FpML
Source: LME.

HINDALCO FpML
Source: LME.

HINDALCO-HK FpML
Source: LME.

HJ-ENTHOVEN-&-SONS FpML
Source: LME.

HK FpML
Source: LME.

HKA3 FpML
Source: LME.

HMD FpML
Source: LME.

HMG-B FpML
Source: LME.

HML FpML
Source: LME.

HOBOKEN-EXTRA-RAFFINE FpML
Source: LME.

HP FpML
Source: LME.

HP6/OU3-99.97% FpML
Source: LME.

HP6/OU3-99.985% FpML
Source: LME.

HP6/OU3-99.99% FpML
Source: LME.

HR FpML
Source: LME.

HSC-SHG FpML
Source: LME.

HV FpML
Source: LME.

HX FpML
Source: LME.

HYDRO FpML
Source: LME.

HYDRO-99723 FpML
Source: LME.

HYDRO-U FpML
Source: LME.

HZL-SHG-99.995 FpML
Source: LME.

IBIS FpML
Source: LME.

ICDAS-BIGA FpML
Source: LME.

ICDAS-GUNESLI FpML
Source: LME.

ID FpML
Source: LME.

IDC-ALIAGA FpML
Source: LME.

IMCO-M FpML
Source: LME.

IMCO-M2 FpML
Source: LME.

IMCO-SWA FpML
Source: LME.

IMCO-T FpML
Source: LME.

IMLI FpML
Source: LME.

IMM-SLP FpML
Source: LME.

IMPALA-NICKEL FpML
Source: LME.

INTALCO FpML
Source: LME.

IRALCO FpML
Source: LME.

IRKAZ-SUAL FpML
Source: LME.

IS FpML
Source: LME.

ISA FpML
Source: LME.

ISAL FpML
Source: LME.

JBMI FpML
Source: LME.

JCC FpML
Source: LME.

JH FpML
Source: LME.

JINDA-MOLY FpML
Source: LME.

JINTUN FpML
Source: LME - (produced after August 1997).

JINTUO-GRADE-1 FpML
Source: LME - (produced after August 1997).

JL FpML
Source: LME.

JL-FRENCH-CORPORATION FpML
Source: LME.

JLF FpML
Source: LME.

JMZ*** FpML
Source: LME.

JNMC FpML
Source: LME.

K FpML
Source: LME.

KAP FpML
Source: LME.

KAPTAN-MARMARA-EREGLISI FpML
Source: LME.

KAS FpML
Source: LME.

KAZ-SUAL FpML
Source: LME.

KCCL FpML
Source: LME.

KETY-A FpML
Source: LME.

KEYSTONE FpML
Source: LME.

KIDD-SHG FpML
Source: LME.

KIT FpML
Source: LME.

KK FpML
Source: LME.

KKH FpML
Source: LME.

KLK-9995 FpML
Source: LME.

KMOLY FpML
Source: LME.

KOBA FpML
Source: LME.

KOKKOLA-ZINC-SHG FpML
Source: LME.

KPA3 FpML
Source: LME.

KUC FpML
Source: LME.

KUM-99.97% FpML
Source: LME.

KUM-99.99% FpML
Source: LME.

KUM-99.995 FpML
Source: LME.

KUNDUR FpML
Source: LME.

KZ-LEAD FpML
Source: LME.

KZ-SHG-99.995 FpML
Source: LME.

LA-ESTRELLA FpML
Source: LME.

LA-ESTRELLA FpML
Source: LME.

LAC FpML
Source: LME.

LAC FpML
Source: LME.

LAT FpML
Source: LME.

LBF FpML
Source: LME.

LL2 FpML
Source: LME.

LLL FpML
Source: LME.

LMI FpML
Source: LME.

LUCKY FpML
Source: LME.

LUOMU FpML
Source: LME.

M FpML
Source: LME.

MAK-1 FpML
Source: LME.

MALAYSIA-SMELTING-CORPORATION FpML
Source: LME.

MALAYSIA-STEEL-KLANG FpML
Source: LME.

MAMORE FpML
Source: LME.

Material-must-be-LME-registered-and-warrantable FpML
Material must be a LME registered brand and LME warrantable.

MB FpML
Source: LME.

MC FpML
Source: LME.

MCM FpML
Source: LME.

MCM-V9B FpML
Source: LME.

MCM-V9C FpML
Source: LME.

MCM-V9X FpML
Source: LME - (produced on or after 24 March 2010).

MCR-MADE-IN-BELGIUM FpML
Source: LME.

ME-ALCOA FpML
Source: LME.

ME-WESER FpML
Source: LME.

ME-WESER-E-ZINK FpML
Source: LME.

MENTOK FpML
Source: LME.

MET FpML
Source: LME.

MET-AL FpML
Source: LME.

MIC-P FpML
Source: LME.

MIC-T FpML
Source: LME.

MINARA-HIGH-GRADE-NICKEL-BRIQUETTES FpML
Source: LME.

MITSUBISHI FpML
Source: LME.

MK-MBC FpML
Source: LME.

MOLDOVA-STEEL-WORKS-RYBNITSA FpML
Source: LME.

MOLYMET FpML
Source: LME.

MOLYMEX FpML
Source: LME.

MOLYNOR FpML
Source: LME.

MONYWA-S&K FpML
Source: LME.

MOTTAL FpML
Source: LME.

MOZAL FpML
Source: LME.

MRISB-MALAYSIA FpML
Source: LME.

MT-HOLLY FpML
Source: LME.

MTW FpML
Source: LME.

MV FpML
Source: LME.

MW FpML
Source: LME.

MZ FpML
Source: LME.

NA FpML
Source: LME.

NA-(NORDDEUTSCHE-AFFINERIE)-F99985 FpML
Source: LME.

NA-ESN FpML
Source: LME.

NALCO FpML
Source: LME.

NAZ-SUAL FpML
Source: LME.

NF FpML
Source: LME.

NH-R FpML
Source: LME.

NH-SHG FpML
Source: LME.

NICKEL-HP FpML
Source: LME.

NICO FpML
Source: LME.

NIKKELVERK-NICKEL FpML
Source: LME.

NM-M FpML
Source: LME.

NM-T FpML
Source: LME.

NOK-99.9 FpML
Source: LME.

NORANDA FpML
Source: LME - (produced after October 1999).

NORANDA-ALUMINUM-INC FpML
Source: LME.

NORILSK-COMBINE-H-1 FpML
Source: LME.

NORILSK-COMBINE-H-1Y FpML
Source: LME.

NORILSK-K1A FpML
Source: LME.

NORILSK-K1AY FpML
Source: LME.

NORILSK-NICKEL-HARJAVALTA-BRIQUETTES FpML
Source: LME.

NORILSK-NICKEL-HARJAVALTA-CATHODES FpML
Source: LME.

NORZINK-MADE-IN-NORWAY FpML
Source: LME.

NOVA-PB FpML
Source: LME.

NOVA-PB-9997 FpML
Source: LME.

NOVOROSMETALL FpML
Source: LME.

NUOVA-SAMIM-Zn-99.995% FpML
Source: LME.

NYRSTAR-A-Z-Z1 FpML
Source: LME.

NYRSTAR-CLARKSVILLE-Z1 FpML
Source: LME.

NYRSTAR-OVERPELT-Z1 FpML
Source: LME.

NZAS FpML
Source: LME.

OETINGER-BERLIN FpML
Source: LME.

OLEN FpML
Source: LME.

OLYDA FpML
Source: LME.

OMCO FpML
Source: LME.

ONSAN-I FpML
Source: LME.

ONSAN-II FpML
Source: LME.

ORMET FpML
Source: LME.

OSR FpML
Source: LME.

OVERCOR-99.995-ZINC FpML
Source: LME.

P*D FpML
Source: LME.

P.-COLOMBO FpML
Source: LME.

PADAENG-THAILAND-SHG FpML
Source: LME.

PDSS FpML
Source: LME.

PENOLES FpML
Source: LME.

PEOPLES-STEEL-KARACHI FpML
Source: LME.

PERWAJA-KEMAMAN FpML
Source: LME.

PGL FpML
Source: LME.

PGMA FpML
Source: LME.

PHUKET FpML
Source: LME.

PIPSA-99.970% FpML
Source: LME.

PIRDOP FpML
Source: LME.

PMC FpML
Source: LME.

PMS FpML
Source: LME.

PODOLSK FpML
Source: LME.

PODOLSK-5 FpML
Source: LME.

PODOLSK-8 FpML
Source: LME.

PORTLAND FpML
Source: LME.

PSR-ISABEL FpML
Source: LME.

PTM FpML
Source: LME.

PZ-MAROC FpML
Source: LME.

Q-JIN-SHA-9999+ FpML
Source: LME.

QATALUM FpML
Source: LME.

QB FpML
Source: LME.

QHAS FpML
Source: LME.

QIANAN-RONGXIN FpML
Source: LME.

QIANAN-YANSHAN FpML
Source: LME.

QTX FpML
Source: LME.

R.M. FpML
Source: LME.

RAY FpML
Source: LME.

RBT FpML
Source: LME.

REC FpML
Source: LME.

RECOBAT-PB FpML
Source: LME.

REDISA FpML
Source: LME.

REFINAL FpML
Source: LME.

REFINALSA FpML
Source: LME.

REMETAL FpML
Source: LME.

REVERE FpML
Source: LME.

RG FpML
Source: LME.

RIVA FpML
Source: LME.

RMC FpML
Source: LME.

RSR-CLFR FpML
Source: LME.

RSR-INDY FpML
Source: LME.

RT FpML
Source: LME.

RTA-LYN FpML
Source: LME.

RUSAL-B FpML
Source: LME.

RUSAL-K FpML
Source: LME.

RUSAL-KH FpML
Source: LME.

RUSAL-N FpML
Source: LME.

RUSAL-S FpML
Source: LME.

RUSTENBURG-NICKEL FpML
Source: LME.

S FpML
Source: LME.

SAC FpML
Source: LME.

SACAL FpML
Source: LME.

SADACI FpML
Source: LME.

SAG FpML
Source: LME.

SAN-GAVINO FpML
Source: LME.

SANDERS FpML
Source: LME.

SANKO FpML
Source: LME.

SAO-LUIS FpML
Source: LME.

SBI FpML
Source: LME.

SEB FpML
Source: LME.

SEPON FpML
Source: LME.

SEVERONICKEL-COMBINE-H-1 FpML
Source: LME.

SHA FpML
Source: LME.

SHERRITT-NICKEL-BRIQUETTE FpML
Source: LME.

SIMS-ALUMINIUM FpML
Source: LME.

SJ FpML
Source: LME.

SK FpML
Source: LME.

SKS FpML
Source: LME.

SKS-SHG FpML
Source: LME.

SLOVALCO FpML
Source: LME.

SMC FpML
Source: LME.

SMCV FpML
Source: LME.

SME FpML
Source: LME.

SMI FpML
Source: LME.

SML FpML
Source: LME.

SMM FpML
Source: LME.

SMM-CO-99.8% FpML
Source: LME.

SMZ-KRASNY-SULIN FpML
Source: LME.

SNS-SHG FpML
Source: LME.

SOERAL FpML
Source: LME.

SOHAR FpML
Source: LME.

SPCC-ILO FpML
Source: LME.

SPCC-SXEW FpML
Source: LME.

SPENCE FpML
Source: LME.

SR-P FpML
Source: LME.

SSM FpML
Source: LME.

STCM-970R FpML
Source: LME.

STENA-A FpML
Source: LME.

STENA-A FpML
Source: LME.

STERLING-STEEL FpML
Source: LME.

STERLITE FpML
Source: LME.

STERLITE-T FpML
Source: LME.

STOLBERG FpML
Source: LME.

STY FpML
Source: LME.

SUMIKO-N FpML
Source: LME.

SUMIKO-S FpML
Source: LME.

SUMIKO-T FpML
Source: LME.

SUMITOMO-METAL-MINING-CO.-LTD FpML
Source: LME.

SUPERIOR FpML
Source: LME.

SVINETS-99.97 FpML
Source: LME.

SVINETS-99.99 FpML
Source: LME.

SZ-SHG FpML
Source: LME.

TAG FpML
Source: LME.

TAK FpML
Source: LME.

TAMANO FpML
Source: LME.

TAMANO FpML
Source: LME.

TAMANO-P FpML
Source: LME.

TECK-COMINCO FpML
Source: LME.

TECK-COMINCO-CANADA-SHG FpML
Source: LME.

TG FpML
Source: LME.

THAISARCO FpML
Source: LME.

THAMESTEEL-SHEERNESS FpML
Source: LME.

THREE-DIAMOND FpML
Source: LME.

TIE-FENG FpML
Source: LME.

TIMCO FpML
Source: LME.

TIMCO-TX FpML
Source: LME.

TMC FpML
Source: LME.

TMI FpML
Source: LME.

TMP FpML
Source: LME.

TN-ALCOA FpML
Source: LME.

TOCANTINS FpML
Source: LME.

TOCANTINS-ALLOY-GRADE-99.8% FpML
Source: LME.

TOHO-SHG FpML
Source: LME.

TOMAGO FpML
Source: LME.

TONOLLI-CANADA FpML
Source: LME.

TORCH FpML
Source: LME.

TORCH-II FpML
Source: LME.

TORCH-SHG FpML
Source: LME.

TUDOR FpML
Source: LME.

TUSSO FpML
Source: LME.

UAZ-SUAL FpML
Source: LME.

UMC-CHONBURI FpML
Source: LME.

UMICORE-99.97 FpML
Source: LME.

UMICORE-99.985 FpML
Source: LME.

UMICORE-99.99 FpML
Source: LME.

UMMC FpML
Source: LME.

URV FpML
Source: LME.

VALE-ELECTROLYTIC-NICKEL FpML
Source: LME.

VALE-INCO-ELECTROLYTIC-COBALT-ROUNDS FpML
Source: LME.

VALE-INCO-ELECTROLYTIC-NICKEL FpML
Source: LME.

VALE-INCO-NICKEL-PELLETS* FpML
Source: LME.

VALE-NICKEL-PELLETS FpML
Source: LME.

VAW-IMCO-E FpML
Source: LME.

VAW-IMCO-Innwerk FpML
Source: LME.

VAWICC FpML
Source: LME.

VAWICCN FpML
Source: LME.

VEDANI FpML
Source: LME.

VEDANTA-99.99 FpML
Source: LME.

VEDANTA-SHG-99.995 FpML
Source: LME.

VEDANTA-ZN-SHG-99.995 FpML
Source: LME.

VEDANTAL FpML
Source: LME.

VENALUM FpML
Source: LME.

VGAZ-SUAL FpML
Source: LME.

VM FpML
Source: LME.

VM-99995+% FpML
Source: LME.

VOTORANTIM-CJ-ZINC-SHG FpML
Source: LME.

VOTORANTIM-JF-ZINC-SHG FpML
Source: LME.

VOTORANTIM-TM-ZINC-SHG FpML
Source: LME.

WABASH-D FpML
Source: LME.

WABASH-M FpML
Source: LME.

WABASH-S FpML
Source: LME.

WABASH-T FpML
Source: LME.

WABASH-V FpML
Source: LME.

WABASH-V FpML
Source: LME.

WABASH-W FpML
Source: LME.

WAR-ALCOA FpML
Source: LME.

WE-ALCOA FpML
Source: LME.

WEI-CHIH-KUAN-TIEN FpML
Source: LME.

WF FpML
Source: LME.

WORLD-BEST-KAOHSIUNG FpML
Source: LME.

XF FpML
Source: LME.

XGC FpML
Source: LME.

XINXIN.BML-99.994 FpML
Source: LME.

YAZICI-SARISEKI FpML
Source: LME.

YE-CHIU FpML
Source: LME.

YECHIU-TC FpML
Source: LME.

YG FpML
Source: LME.

YG-SHG FpML
Source: LME.

YK FpML
Source: LME.

YL-YL FpML
Source: LME.

YP-SHG FpML
Source: LME.

YQ-99994 FpML
Source: LME.

YQ99.995 FpML
Source: LME.

YS FpML
Source: LME.

YT FpML
Source: LME.

YT-99.99 FpML
Source: LME.

YUBEI-99.994 FpML
Source: LME.

YUGUANG FpML
Source: LME.

YUNHENG FpML
Source: LME.

YUNSHA-PB99.994%MIN FpML
Source: LME.

YX99.995Q FpML
Source: LME.

YY-PB-99.994PCT FpML
Source: LME.

ZALCO FpML
Source: LME.

ZALDIVAR FpML
Source: LME.

ZAO-VOLGA-FEST-FROLOVO FpML
Source: LME.

ZF FpML
Source: LME.

ZGH-Z1 FpML
Source: LME.

ZHUHAI-YUEYUFENG FpML
Source: LME.

ZINIFEX-BHAS-BROKEN-HILL-AUSTRALIA-9997 FpML
Source: LME.

ZINIFEX-BHAS-BROKEN-HILL-AUSTRALIA-9999 FpML
Source: LME.

ZMZ-ZLATOUST FpML
Source: LME.

ZS-GL FpML
Source: LME.

ZSM FpML
Source: LME.


5.42 commodityMetalProductTypeScheme

Scheme Definition:

Specifies the types of metal product for a physically settled metal trade. Note: the coding scheme is intended for non-precious metals only.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
Aluminum-Alloy FpML
Alloy Aluminum alloy conforming to the Aluminum Association Inc. A380.1 specification (1989).

Aluminum-Primary FpML
Primary Aluminium 99.70% purity.

Cobalt FpML
Cobalt.

Copper FpML
Copper.

Lead FpML
Lead.

Molybdenum FpML
Molybdenum.

NASAAC FpML
Aluminum alloy conforming to the LME NA380.1 specification.

Nickel FpML
Nickel.

Steel FpML
Steel.

Tin FpML
Tin.

Uranium FpML
Uranium.

Zinc FpML
Zinc.


5.43 commodityMetalShapeScheme

Scheme Definition:

Specifies the shape(s) of metal product for a physically settled metal trade.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
Billet FpML
Billet.

Cathodes FpML
Cathodes.

Cathodes-Cut FpML
Cathodes-Cut.

Cathodes-Full-Plate FpML
Cathodes-Full Plate.

Drums FpML
Drums.

Ingots FpML
Ingots.

Pellets FpML
Pellets.

Sows FpML
Sows.

Sows-Large FpML
Sows-Large.

Sows-Small FpML
Sows-Small.

T-bars FpML
T-bars.


5.44 commodityOilProductTypeScheme

Scheme Definition:

Defines a type of physical commodity product to be delivered.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
Benzene FpML
Benzene (C6H6)

DieselFuel FpML
Diesel Fuel

Ethylene FpML
Ethylene or Ethene (C2H4)

FuelOil FpML
Fuel Oil

GasOil FpML
Gas Oil

Gasoline FpML
Gasoline

HeatingOil FpML
Heating Oil

JetFuel FpML
Jet Fuel

Kerosene FpML
Kerosene

Naphtha FpML
Naphtha

Oil FpML
Crude Oil

Propylene FpML
Propylene or propene (C3H6)


5.45 commodityPayRelativeToEventScheme

Scheme Definition:

Specifies the event relative to which payment(s) occur.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
BillOfLading FpML
The date on which a Bill of Lading is issued.

CompletionOfDischarge FpML
The date on which Completion of Discharge occurs.

NoticeOfReadiness FpML
The date on which a Notice of Readiness is issued.


5.46 commodityQuantityFrequencyScheme

Scheme Definition:

Specifies the frequency at which the Quantity or Notional Quantity is deemed to apply for purposes of calculating the Total Quantity or Total Notional Quantity.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
PerBusinessDay FpML
The Notional Quantity is deemed to apply once per Commodity Business Day for purposes of calculating the Total Notional Quantity.

PerCalculationPeriod FpML
The Quantity or Notional Quantity is deemed to apply once per Calculation Period for purposes of calculating the Total Quantity or Total Notional Quantity.

PerCalendarDay FpML
The Quantity or Notional Quantity is deemed to apply once per Calendar Day for purposes of calculating the Total Quantity or Total Notional Quantity.

PerHour FpML
The Quantity or Notional Quantity is deemed to apply once per hour for purposes of calculating the Total Quantity or Total Notional Quantity.

PerMonth FpML
The Notional Quantity is deemed to apply once per Month for purposes of calculating the Total Notional Quantity.

PerSettlementPeriod FpML
The Quantity or Notional Quantity is deemed to apply once per Settlement Period for purposes of calculating the Total Quantity or Total Notional Quantity.

Term FpML
The Quantity or Notional Quantity is deemed to apply once over the term of the trade for purposes of calculating the Total Quantity or Total Notional Quantity.


5.47 commodityCodeScheme

Scheme Definition:

Contains a code representing a CFTC Part 20 covered commodity

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
CBT BO FpML
A code for the BO commodity

CBT C FpML
A code for the C commodity

CBT EH FpML
A code for the EH commodity

CBT O FpML
A code for the O commodity

CBT RR FpML
A code for the RR commodity

CBT S FpML
A code for the S commodity

CBT SM FpML
A code for the SM commodity

CBT W FpML
A code for the W commodity

CME CB FpML
A code for the CB commodity

CME CSC FpML
A code for the CSC commodity

CME DA FpML
A code for the DA commodity

CME DY FpML
A code for the DY commodity

CME FC FpML
A code for the FC commodity

CME GNF FpML
A code for the GNF commodity

CME HWP FpML
A code for the HWP commodity

CME LB FpML
A code for the LB commodity

CME LC FpML
A code for the LC commodity

CME LH FpML
A code for the LH commodity

CME WP FpML
A code for the WP commodity

CMX GC FpML
A code for the GC commodity

CMX HG FpML
A code for the HG commodity

CMX SI FpML
A code for the SI commodity

ICUS CC FpML
A code for the CC commodity

ICUS CT FpML
A code for the CT commodity

ICUS KC FpML
A code for the KC commodity

ICUS OJ FpML
A code for the OJ commodity

ICUS SB FpML
A code for the SB commodity

ICUS SF FpML
A code for the SF commodity

KCBT KW FpML
A code for the KW commodity

MGEX MWE FpML
A code for the MWE commodity

NYL ZG FpML
A code for the ZG commodity

NYL ZI FpML
A code for the ZI commodity

NYMEX BZ FpML
A code for the BZ commodity

NYMEX CJ FpML
A code for the CJ commodity

NYMEX CL FpML
A code for the CL commodity

NYMEX HO FpML
A code for the HO commodity

NYMEX HR FpML
A code for the HR commodity

NYMEX KT FpML
A code for the KT commodity

NYMEX NG FpML
A code for the NG commodity

NYMEX PA FpML
A code for the PA commodity

NYMEX PL FpML
A code for the PL commodity

NYMEX QL FpML
A code for the QL commodity

NYMEX RB FpML
A code for the RB commodity

NYMEX TT FpML
A code for the TT commodity

NYMEX UX FpML
A code for the UX commodity

NYMEX YO FpML
A code for the YO commodity


5.48 commodityReferencePriceScheme

Scheme Definition:

Contains a code representing the Commodity Reference Price corresponding to the CFTC Part 20 covered commodities.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
COAL-CENTRAL APPALACHIAN-NYMEX FpML
A code for the NYMEX Central Appalachian Coal. commodity

COCOA-ICE FpML
A code for the ICE Futures U.S. (‘‘ICUS’’) Cocoa. commodity

COFFEE ARABICA-ICE FpML
A code for the ICUS Coffee C. commodity

COFFEE ROBUSTA-ICE FpML
A code for the ICUS Coffee C. commodity

COPPER-COMEX FpML
A code for the COMEX (‘‘CMX’’) Copper Grade #1. commodity

CORN-CBOT FpML
A code for the Chicago Board of Trade (‘‘CBOT’’) Corn. commodity

COTTON NO. 2-ICE FpML
A code for the ICUS Cotton No. 2. commodity

ETHANOL-CBOT FpML
A code for the CBOT Ethanol. commodity

FEEDER CATTLE-CME FpML
A code for the CME Feeder Cattle. commodity

FROZEN CONCENTRATED ORANGE JUICE NO. 1-ICE FpML
A code for the ICUS Frozen Concentrated Orange Juice. commodity

GASOLINE-RBOB-NEW YORK-ICE FpML
A code for the NYMEX Gasoline Blendstock (RBOB). commodity

GASOLINE-RBOB-NEW YORK-NYMEX FpML
A code for the NYMEX Gasoline Blendstock (RBOB). commodity

GOLD-COMEX FpML
A code for the CMX Gold. commodity

HEATING OIL-NEW YORK-NYMEX FpML
A code for the NYMEX No. 2 Heating Oil, New York Harbor. commodity

LEAN HOGS-CME FpML
A code for the CME Lean Hogs. commodity

LIVE CATTLE-CME FpML
A code for the CME Live Cattle. commodity

LUMBER-CME FpML
A code for the CME Random Length Lumber. commodity

MILK-CLASS III-CME FpML
A code for the CME Milk Class III. commodity

MILK-NONFAT-DRY-CME FpML
A code for the CME Non Fat Dry Milk. commodity

NATURAL GAS-NYMEX FpML
A code for the NYMEX Natural Gas. commodity

OATS-CBOT FpML
A code for the CBOT Oats. commodity

OIL-WTI-NYMEX FpML
A code for the NYMEX Crude Oil, Light Sweet. commodity

PALLADIUM-NYMEX FpML
A code for the NYMEX Palladium. commodity

PLATINUM-NYMEX FpML
A code for the NYMEX Platinum. commodity

RICE-CBOT FpML
A code for the CBOT Rough Rice. commodity

SILVER-COMEX FpML
A code for the CMX Silver. commodity

SOYBEAN MEAL-CBOT FpML
A code for the CBOT Soybean Meal commodity

SOYBEAN OIL-CBOT FpML
A code for the CBOT Soybean Oil. commodity

SOYBEANS-CBOT FpML
A code for the CBOT Soybeans. commodity

SUGAR # 11 (WORLD)-ICE FpML
A code for the ICUS Sugar No. 11. commodity

SUGAR # 16 (US)-ICE FpML
A code for the ICUS Sugar No. 16. commodity

WHEAT HRW-KCBOT FpML
A code for the Kansas City Board of Trade (‘‘KCBT’’)Wheat. commodity

WHEAT RED SPRING-MGE FpML
A code for the Wheat. commodity

WHEAT-CBOT FpML
A code for the CBOT Wheat. commodity


5.49 commodityReferencePriceScheme

Scheme Definition:

Defines a scheme of Commodity Reference Prices specified in the Annex to the 2005 ISDA Commodity Definitions.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
10PPM ULTRA LOW SULPHUR DIESEL-CARGOES CIF NWE/BASIS ARA-PLATTS EUROPEAN ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

50PPM ULTRA LOW SULPHUR DIESEL-FOB MED (ITALY) 50PPM-PLATTS EUROPEAN ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ALUMINIUM ALLOY-LME 15 MONTH ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ALUMINIUM ALLOY-LME 27 MONTH ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ALUMINIUM ALLOY-LME 3 MONTH ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ALUMINIUM ALLOY-LME CASH ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ALUMINIUM-LME 15 MONTH ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ALUMINIUM-LME 27 MONTH ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ALUMINIUM-LME 3 MONTH ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ALUMINIUM-LME CASH ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ALUMINUM ALLOY-MW A-380-PLATTS METALS ALERT ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ALUMINUM ALLOY-MW-319-PLATTS METALS ALERT ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ALUMINUM ALLOY-MW-356-PLATTS METALS ALERT ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ALUMINUM-COMEX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ALUMINUM-MIDWEST-PLATTS METALS ALERT ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ALUMINUM-TOCOM ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

BENZENE-CONTRACT BENZENE (FOB USGC/GAL)-GALLON-B&D ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

BENZENE-CONTRACT BENZENE (FOB USGC/GAL)-TON-B&D ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

BENZENE-CONTRACT BENZENE-GALLON-CMAI ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

BENZENE-CONTRACT BENZENE-TON-CMAI ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

BENZENE-SPOT BENZENE (USGC/GAL)-GALLON-B&D ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

BENZENE-SPOT BENZENE (USGC/GAL)-TON-B&D ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

BENZENE-SPOT BENZENE-GALLON-CMAI ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

BENZENE-SPOT BENZENE-TON-CMAI ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

BROAD WOOL (23 MICRON)-SFE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

BUCKEYE PIPELINE GASOLINE ASSESSMENTS-PLATTS U.S. ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

CANOLA-WCE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

CATTLE-SFE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

CLEAN FUELS-SPOT METHANOL (GALLON) FOB U.S. GULF-CMAI WEEKLY MMR ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

CLEAN FUELS-SPOT METHANOL (TON) FOB U.S. GULF-CMAI WEEKLY MMR ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

COAL-NEWCASTLE-GLOBALCOAL ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

COAL-RICHARDS BAY-GLOBALCOAL ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

COAL-TFS API 2-ARGUS/MCCLOSKEY'S ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

COAL-TFS API 4-ARGUS/MCCLOSKEY'S ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

COCOA-GBP-EURONEXT LIFFE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

COCOA-NYBOT ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

COFFEE ARABICA-BM&F ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

COFFEE ARABICA-NYBOT ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

COFFEE ROBUSTA-EURONEXT LIFFE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

CONTAINERBOARD 26LB CORRUGATING MEDIUM SEMICHEMICAL EAST (LIST) PPW ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

CONTAINERBOARD 26LB SEMICHEMICAL MEDIUM EASTERN U.S. (LIST) PPM ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

CONTAINERBOARD 42LB LINERBOARD UNBLEACHED KRAFT EAST (LIST) PPW ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

CONTAINERBOARD 42LB UNBLEACHED KRAFT LINERBOARD EASTERN U.S. (LIST) PPM ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

COPPER-COMEX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

COPPER-LME 15 MONTH ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

COPPER-LME 27 MONTH ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

COPPER-LME 3 MONTH ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

COPPER-LME CASH ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

CORN-CBOT ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

COTTON NO. 2-NYBOT ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

DIESEL FUEL-GULF COAST LOW SULFUR (PIPELINE) PLATTS U.S. ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

DIESEL FUEL-GULF COAST LOW SULFUR (WATERBORNE) PLATTS U.S. ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

DIESEL FUEL-NO. 2 BILLINGS-PLATTS OILGRAM ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

DIESEL FUEL-NO. 2 SALT LAKE PLATTS OILGRAM ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

DIESEL FUEL-ON HIGHWAY ALL TYPES (U.S.)-ENERGY INFORMATION ADMINISTRATION FpML
Per Final Pre-publication Draft as of November 25, 2016 of the revised 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

DJ-AIGCISM ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

DJ-AIGCITRSM ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY PJM-EASTERN HUB-REAL TIME ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY PJM-NEW JERSEY HUB-DAY AHEAD ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY PJM-NEW JERSEY HUB-REAL TIME ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY PJM-PSEG-DAY AHEAD ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY PJM-PSEG-REAL TIME ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY PJM-WESTERN HUB-DAY AHEAD ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY PJM-WESTERN HUB-REAL TIME ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-AEP DAYTON HUB OFF-PEAK-ICE/10X DAILY-POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-AEP DAYTON HUB PEAK-ICE/10X DAILY-POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-CALIFORNIA/OREGON BORDER FIRM (OFF-PEAK)-DOW JONES POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-CALIFORNIA/OREGON BORDER FIRM (ON-PEAK)-DOW JONES POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-CALIFORNIA/OREGON BORDER NON-FIRM (OFF-PEAK)-DOW JONES POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-CALIFORNIA/OREGON BORDER NON-FIRM (ON-PEAK)-DOW JONES POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-CINERGY (ON-PEAK)-MEGAWATT DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-CINERGY FIRM (OFF-PEAK)-DOW JONES POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-CINERGY FIRM (ON-PEAK)-DOW JONES POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-CINERGY NON-FIRM (OFF-PEAK)-DOW JONES POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-CINERGY NON-FIRM (ON-PEAK)-DOW JONES POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-CINERGY OFF-PEAK-ICE/10X DAILY-POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-CINERGY PEAK-ICE/10X DAILY-POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-COB OFF-PEAK-ICE/10X DAILY-POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-COB PEAK-ICE/10X DAILY-POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-CONTINUOUS TRADING BASE-EEX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-CONTINUOUS TRADING PEAK-EEX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-CONTINUOUS TRADING WEEKEND BASE-EEX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-DAILY PHELIX BASE SPOT-EEX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-DAILY PHELIX PEAK SPOT-EEX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-DAY-AHEAD-HOURLY-POWERNEXT ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-DKK-ELSPOT (SYSTEM PRICE)-HOURLY-NORDPOOL ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-DKK-ELSPOT DENMARK EAST (CPH)-HOURLY-NORDPOOL ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-DKK-ELSPOT DENMARK WEST (ARH)-HOURLY-NORDPOOL ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-DKK-ELSPOT FINLAND (HEL)-HOURLY-NORDPOOL ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-DKK-ELSPOT NORWAY (BER)-HOURLY-NORDPOOL ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-DKK-ELSPOT NORWAY (KRI)-HOURLY-NORDPOOL ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-DKK-ELSPOT NORWAY (MOL)-HOURLY-NORDPOOL ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-DKK-ELSPOT NORWAY (TROM)-HOURLY-NORDPOOL ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-DKK-ELSPOT NORWAY (TRON)-HOURLY-NORDPOOL ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-DKK-ELSPOT SWEDEN (STO)-HOURLY-NORDPOOL ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-DKK-NORWAY (OSL)-HOURLY- NORDPOOL ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-ENTERGY (ON-PEAK)-MEGAWATT DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-ENTERGY PEAK-ICE/10X DAILY-POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-ERCOT OFF-PEAK-ICE/10X DAILY-POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-ERCOT PEAK-ICE/10X DAILY-POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-ERCOT-NORTH PEAK-ICE/10X DAILY-POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-EUR-ELSPOT (SYSTEM PRICE)-HOURLY-NORDPOOL ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-EUR-ELSPOT DENMARK EAST (CPH)-HOURLY-NORDPOOL ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-EUR-ELSPOT DENMARK WEST (ARH)-HOURLY-NORDPOOL ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-EUR-ELSPOT FINLAND (HEL)-HOURLY-NORDPOOL ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-EUR-ELSPOT NORWAY (BER)-HOURLY-NORDPOOL ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-EUR-ELSPOT NORWAY (KRI)-HOURLY-NORDPOOL ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-EUR-ELSPOT NORWAY (MOL)-HOURLY-NORDPOOL ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-EUR-ELSPOT NORWAY (TROM)-HOURLY-NORDPOOL ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-EUR-ELSPOT NORWAY (TRON)-HOURLY-NORDPOOL ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-EUR-ELSPOT SWEDEN (STO)-HOURLY-NORDPOOL ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-EUR-NORWAY (OSL)-HOURLY- NORDPOOL ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-FOUR CORNERS OFF-PEAK-ICE/10X DAILY-POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-FOUR CORNERS PEAK-ICE/10X DAILY-POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-FOURCORNERS FIRM (OFF-PEAK)-DOW JONES POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-FOURCORNERS FIRM (ON-PEAK)-DOW JONES POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-FOURCORNERS NON-FIRM (OFF-PEAK)-DOW JONES POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-FOURCORNERS NON-FIRM (ON-PEAK)-DOW JONES POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-HOURLY BLOCK AFTERNOON-EEX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-HOURLY BLOCK EVENING-EEX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-HOURLY BLOCK HIGH NOON-EEX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-HOURLY BLOCK MORNING-EEX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-HOURLY BLOCK NIGHT-EEX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-HOURLY BLOCK OFF PEAK I-EEX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-HOURLY BLOCK OFF PEAK II-EEX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-HOURLY BLOCK RUSH HOUR-EEX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-ISO NEW ENGLAND-MASS HUB-DAY AHEAD ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-ISO NEW ENGLAND-MASS HUB-REAL TIME ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-ISO NEW ENGLAND-NE MASS BOSTON-DAY AHEAD ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-ISO NEW ENGLAND-NE MASS BOSTON-REAL TIME ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-JOJOBA PEAK-ICE/10X DAILY-POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-LEBA UK POWER INDEX-ALL DAYS-TELERATE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-LEBA UK POWER INDEX-DAY AHEAD WINDOW-TELERATE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-LEBA UK POWER INDEX-MONDAY-FRIDAY PEAK-TELERATE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-LEBA UK POWER INDEX-WORKING DAYS-TELERATE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-MEAD OFF-PEAK-ICE/10X DAILY-POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-MEAD PEAK-ICE/10X DAILY-POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-MEAD/MARKETPLACE FIRM (OFF-PEAK)-DOW JONES POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-MEAD/MARKETPLACE FIRM (ON-PEAK)-DOW JONES POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-MEAD/MARKETPLACE NON-FIRM (OFF-PEAK)-DOW JONES POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-MEAD/MARKETPLACE NON-FIRM (ON-PEAK)-DOW JONES POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-MID C OFF-PEAK-ICE/10X DAILY-POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-MID C PEAK-ICE/10X DAILY-POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-MID-COLUMBIA FIRM (OFF-PEAK)-DOW JONES POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-MID-COLUMBIA FIRM (ON-PEAK)-DOW JONES POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-MID-COLUMBIA NON-FIRM (OFF-PEAK)-DOW JONES POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-MID-COLUMBIA NON-FIRM (ON-PEAK)-DOW JONES POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-MONTH FUTURES BASE-EEX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-MONTH FUTURES PEAK-EEX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-MONTHLY PHELIX BASE SPOT-EEX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-MONTHLY PHELIX PEAK SPOT-EEX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-N ILLINOIS PEAK-ICE/10X DAILY-POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-NEM SPOT PRICE-HISTORICAL-NSW ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-NEM SPOT PRICE-HISTORICAL-QLD ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-NEM SPOT PRICE-HISTORICAL-SA ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-NEM SPOT PRICE-HISTORICAL-SNOWY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-NEM SPOT PRICE-HISTORICAL-VIC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-NEM SPOT PRICE-NSW ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-NEM SPOT PRICE-OTHER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-NEM SPOT PRICE-QLD ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-NEM SPOT PRICE-SA ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-NEM SPOT PRICE-SNOWY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-NEM SPOT PRICE-VIC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-NEM-TAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-NEPOOL MASS HUB PEAK-ICE/10X DAILY-POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-NEPOOL MH DA LMP PEAK-ICE/10X DAILY-POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-NOK-ELSPOT (SYSTEM PRICE)-HOURLY-NORDPOOL ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-NOK-ELSPOT DENMARK EAST (CPH)-HOURLY-NORDPOOL ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-NOK-ELSPOT DENMARK WEST (ARH)-HOURLY-NORDPOOL ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-NOK-ELSPOT FINLAND (HEL)-HOURLY-NORDPOOL ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-NOK-ELSPOT NORWAY (BER)-HOURLY-NORDPOOL ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-NOK-ELSPOT NORWAY (KRI)-HOURLY-NORDPOOL ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-NOK-ELSPOT NORWAY (MOL)-HOURLY-NORDPOOL ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-NOK-ELSPOT NORWAY (TROM)-HOURLY-NORDPOOL ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-NOK-ELSPOT NORWAY (TRON)-HOURLY-NORDPOOL ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-NOK-ELSPOT SWEDEN (STO)-HOURLY-NORDPOOL ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-NOK-NORWAY (OSL)-HOURLY- NORDPOOL ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-NP-15 FIRM (OFF-PEAK)-DOW JONES POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-NP-15 FIRM (ON-PEAK)-DOW JONES POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-NP-15 OFF-PEAK-ICE/10X DAILY-POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-NP-15 PEAK-ICE/10X DAILY-POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-NYISO A PEAK-ICE/10X DAILY-POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-NYISO-ZONE A (WEST)-DAY AHEAD ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-NYISO-ZONE A (WEST)-REAL TIME ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-NYISO-ZONE G (HUD VL)-DAY AHEAD ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-NYISO-ZONE G (HUD VL)-REAL TIME ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-NYISO-ZONE J (N.Y.C.)-DAY AHEAD ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-NYISO-ZONE J (N.Y.C.)-REAL TIME ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-PALO VERDE FIRM (OFF-PEAK)-DOW JONES POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-PALO VERDE FIRM (ON-PEAK)-DOW JONES POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-PALO VERDE NON-FIRM (OFF-PEAK)-DOW JONES POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-PALO VERDE NON-FIRM (ON-PEAK)-DOW JONES POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-PALO VERDE OFF-PEAK-ICE/10X DAILY-POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-PALO VERDE PEAK-ICE/10X DAILY-POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-PJM FIRM (ON-PEAK)-DOW JONES POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-PJM WH REAL TIME PEAK-ICE/10X DAILY-POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-PJM-EASTERN HUB-DAY AHEAD ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-PJM-W OFF-PEAK-ICE/10X DAILY-POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-PJM-WEST PEAK-ICE/10X DAILY-POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-POWER INDEX-HOURLY-APX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-POWER INDEX-HOURLY-EEX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-POWER INDEX-HOURLY-OMEL ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-QUARTER FUTURES BASE-EEX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-QUARTER FUTURES PEAK-EEX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-SEK-ELSPOT (SYSTEM PRICE)-HOURLY-NORDPOOL ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-SEK-ELSPOT DENMARK EAST (CPH)-HOURLY-NORDPOOL ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-SEK-ELSPOT DENMARK WEST (ARH)-HOURLY-NORDPOOL ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-SEK-ELSPOT FINLAND (HEL)-HOURLY-NORDPOOL ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-SEK-ELSPOT NORWAY (BER)-HOURLY-NORDPOOL ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-SEK-ELSPOT NORWAY (KRI)-HOURLY-NORDPOOL ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-SEK-ELSPOT NORWAY (MOL)-HOURLY-NORDPOOL ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-SEK-ELSPOT NORWAY (TROM)-HOURLY-NORDPOOL ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-SEK-ELSPOT NORWAY (TRON)-HOURLY-NORDPOOL ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-SEK-ELSPOT SWEDEN (STO)-HOURLY-NORDPOOL ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-SEK-NORWAY (OSL)-HOURLY- NORDPOOL ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-SP-15 FIRM (OFF-PEAK)-DOW JONES POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-SP-15 FIRM (ON-PEAK)-DOW JONES ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-SP-15 OFF-PEAK-ICE/10X DAILY-POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-SP-15 PEAK-ICE/10X DAILY-POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-SWEP-DOW JONES POWER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-YEAR FUTURES BASE-EEX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ELECTRICITY-YEAR FUTURES PEAK-EEX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FEEDER CATTLE-CME ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FINE WOOL (19 MICRON)-SFE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-BALTIC EXCHANGE-CAPESIZE INDEX ROUTE C10_03 or BALTIC C10_03 ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-BALTIC EXCHANGE-CAPESIZE INDEX ROUTE C11_03 or BALTIC C11_03 ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-BALTIC EXCHANGE-CAPESIZE INDEX ROUTE C12 or BALTIC C12 ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-BALTIC EXCHANGE-CAPESIZE INDEX ROUTE C2 or BALTIC C2 ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-BALTIC EXCHANGE-CAPESIZE INDEX ROUTE C3 or BALTIC C3 ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-BALTIC EXCHANGE-CAPESIZE INDEX ROUTE C4 or BALTIC C4 ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-BALTIC EXCHANGE-CAPESIZE INDEX ROUTE C5 or BALTIC C5 ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-BALTIC EXCHANGE-CAPESIZE INDEX ROUTE C7 or BALTIC C7 ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-BALTIC EXCHANGE-CAPESIZE INDEX ROUTE C8_03 or BALTIC C8_03 ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-BALTIC EXCHANGE-CAPESIZE INDEX ROUTE C9_03 or BALTIC C9_03 ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-BALTIC EXCHANGE-CAPESIZE INDEX TIME CHARTER AVERAGE ROUTES-CALCULATED DAILY AVERAGE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-BALTIC EXCHANGE-CAPESIZE INDEX TIME CHARTER AVERAGE ROUTES-PUBLISHED DAILY AVERAGE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-BALTIC EXCHANGE-CLEAN TANKER INDEX ROUTE TC1 or BALTIC TC1 ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-BALTIC EXCHANGE-CLEAN TANKER INDEX ROUTE TC2_37 or BALTIC TC2_37 ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-BALTIC EXCHANGE-CLEAN TANKER INDEX ROUTE TC3_38 or BALTIC TC3_38 ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-BALTIC EXCHANGE-CLEAN TANKER INDEX ROUTE TC4 or BALTIC TC4 ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-BALTIC EXCHANGE-CLEAN TANKER INDEX ROUTE TC5 or BALTIC TC5 ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-BALTIC EXCHANGE-CLEAN TANKER INDEX ROUTE TC6 or BALTIC TC6 ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-BALTIC EXCHANGE-DIRTY TANKER INDEX ROUTE TD1 or BALTIC TD1 ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-BALTIC EXCHANGE-DIRTY TANKER INDEX ROUTE TD10 or BALTIC TD10 ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-BALTIC EXCHANGE-DIRTY TANKER INDEX ROUTE TD10D or BALTIC TD10D ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-BALTIC EXCHANGE-DIRTY TANKER INDEX ROUTE TD11 or BALTIC TD11 ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-BALTIC EXCHANGE-DIRTY TANKER INDEX ROUTE TD12 or BALTIC TD12 ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-BALTIC EXCHANGE-DIRTY TANKER INDEX ROUTE TD2 or BALTIC TD2 ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-BALTIC EXCHANGE-DIRTY TANKER INDEX ROUTE TD3 or BALTIC TD3 ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-BALTIC EXCHANGE-DIRTY TANKER INDEX ROUTE TD4 or BALTIC TD4 ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-BALTIC EXCHANGE-DIRTY TANKER INDEX ROUTE TD5 or BALTIC TD5 ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-BALTIC EXCHANGE-DIRTY TANKER INDEX ROUTE TD6 or BALTIC TD6 ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-BALTIC EXCHANGE-DIRTY TANKER INDEX ROUTE TD7 or BALTIC TD7 ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-BALTIC EXCHANGE-DIRTY TANKER INDEX ROUTE TD8 or BALTIC TD8 ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-BALTIC EXCHANGE-DIRTY TANKER INDEX ROUTE TD9 or BALTIC TD9 ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-BALTIC EXCHANGE-HANDYMAX INDEX ROUTE M1A or BALTIC M1A ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-BALTIC EXCHANGE-HANDYMAX INDEX ROUTE M1B or BALTIC M1B ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-BALTIC EXCHANGE-HANDYMAX INDEX ROUTE M2 or BALTIC M2 ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-BALTIC EXCHANGE-HANDYMAX INDEX ROUTE M3 or BALTIC M3 ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-BALTIC EXCHANGE-HANDYMAX INDEX ROUTE M4A or BALTIC M4A ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-BALTIC EXCHANGE-HANDYMAX INDEX ROUTE M4B or BALTIC M4B ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-BALTIC EXCHANGE-HANDYMAX WEIGHTED INDEX AVERAGE ROUTES-CALCULATED DAILY AVERAGE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-BALTIC EXCHANGE-PANAMAX INDEX ROUTE P1 or BALTIC P1 ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-BALTIC EXCHANGE-PANAMAX INDEX ROUTE P1A_03 or BALTIC P1A_03 ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-BALTIC EXCHANGE-PANAMAX INDEX ROUTE P2 or BALTIC P2 ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-BALTIC EXCHANGE-PANAMAX INDEX ROUTE P2A_03 or BALTIC P2A_03 ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-BALTIC EXCHANGE-PANAMAX INDEX ROUTE P3 or BALTIC P3 ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-BALTIC EXCHANGE-PANAMAX INDEX ROUTE P3A_03 or BALTIC P3A_03 ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-BALTIC EXCHANGE-PANAMAX INDEX ROUTE P4_03 or BALTIC P4_03 ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-BALTIC EXCHANGE-PANAMAX INDEX TIME CHARTER AVERAGE ROUTES-PUBLISHED DAILY AVERAGE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-BALTIC EXCHANGE-PANAMAX TIME CHARTER INDEX AVERAGE ROUTES-CALCULATED DAILY AVERAGE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-PLATTS CLEAN TANKERWIRE INDEX-ROUTE TC1 (RAS TANURA-YOKOHAMA) or PLATTS TC1 (RT-YOK) ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-PLATTS CLEAN TANKERWIRE INDEX-ROUTE TC2_37 (ROTTERDAM-NY) or PLATTS TC2_37 (RDM-NY) ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-PLATTS CLEAN TANKERWIRE INDEX-ROUTE TC3_30 (ARUBA-NEW YORK) or PLATTS TC3_30 (ARU-NY) ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-PLATTS CLEAN TANKERWIRE INDEX-ROUTE TC4 (SINGAPORE-CHIBA) or PLATTS TC4 (SING-CHI) ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-PLATTS CLEAN TANKERWIRE INDEX-ROUTE TC5 (RAS TANURA-YOKOHAMA) or PLATTS TC5 (RT-YOK) ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-PLATTS DIRTY TANKERWIRE INDEX-ROUTE TD10 (ARUBA-NEW YORK) or PLATTS TD10 (ARU-NY) ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-PLATTS DIRTY TANKERWIRE INDEX-ROUTE TD11 (BANIAS-LAVERA) or PLATTS TD11 (BAN-LAV) ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-PLATTS DIRTY TANKERWIRE INDEX-ROUTE TD12 (ANTWERP-HOUSTON) or PLATTS TD12 (ARA-USG) ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-PLATTS DIRTY TANKERWIRE INDEX-ROUTE TD14 (DUMAI-CHIBA) or PLATTS TD14 (DUM-CHI) ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-PLATTS DIRTY TANKERWIRE INDEX-ROUTE TD1_270 (RAS TANURA-LOOP) or PLATTS TD1_270 (RT-LOOP) ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-PLATTS DIRTY TANKERWIRE INDEX-ROUTE TD2 (RAS TANURA-SINGAPORE) or PLATTS TD2 (RT-SING) ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-PLATTS DIRTY TANKERWIRE INDEX-ROUTE TD3_250 (RAS TANURA-CHIBA) or PLATTS TD3_250 (RT-CHI) ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-PLATTS DIRTY TANKERWIRE INDEX-ROUTE TD4 (O.S BONNY-LOOP) or PLATTS TD4 (BSY-LOOP) ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-PLATTS DIRTY TANKERWIRE INDEX-ROUTE TD5 (O.S BONNY-PHILADELPHIA) or PLATTS TD5 (BSY-PHIL) ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-PLATTS DIRTY TANKERWIRE INDEX-ROUTE TD6 (NOVOROSSIYK-AUGUSTA) or PLATTS TD6 (X-MED) ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-PLATTS DIRTY TANKERWIRE INDEX-ROUTE TD7 (SULLOM VOE-WILHELMSHAVEN or PLATTS TD7 (SV-WH) ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-PLATTS DIRTY TANKERWIRE INDEX-ROUTE TD8 (MENA AL AHMADI-SINGAPORE) or PLATTS TD8 (MA-SP) ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FREIGHT-PLATTS DIRTY TANKERWIRE INDEX-ROUTE TD9 (PUERTO LAS CRUZ-CORPUS CHRISTI) or PLATTS TD9 (PLC-CC) ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FRENCH ULTRA LOW SULPHUR DIESEL-CARGOES CIF NWE/BASIS ARA-PLATTS EUROPEAN ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FROZEN CONCENTRATED ORANGE JUICE NO. 1-NYBOT ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FUEL OIL SCHWERES HEIZOEL-1 PERCENT HSL RHEINSCHIENE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FUEL OIL-1 PERCENT-BARGES FOB ROTTERDAM-PLATTS EUROPEAN ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FUEL OIL-1 PERCENT-CARGOES CIF NWE/BASIS ARA-PLATTS EUROPEAN ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FUEL OIL-1 PERCENT-CARGOES FOB NWE-PLATTS EUROPEAN ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FUEL OIL-1 PERCENT-CIF MED (GENOVA/LAVERA)-PLATTS EUROPEAN ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FUEL OIL-1 PERCENT-FOB MED (ITALY)-PLATTS EUROPEAN ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FUEL OIL-180 CST ARAB GULF (FOB)-PLATTS ASIA-PACIFIC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FUEL OIL-180 CST SINGAPORE-PLATTS OILGRAM BUNKERWIRE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FUEL OIL-3.5 PERCENT-BARGES FOB ROTTERDAM-PLATTS EUROPEAN ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FUEL OIL-3.5 PERCENT-CARGOES CIF NWE/BASIS ARA-PLATTS EUROPEAN ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FUEL OIL-3.5 PERCENT-CARGOES FOB NWE-PLATTS EUROPEAN ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FUEL OIL-3.5 PERCENT-CIF MED (GENOVA/LAVERA)-PLATTS EUROPEAN ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FUEL OIL-3.5 PERCENT-FOB MED (ITALY)-PLATTS EUROPEAN ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FUEL OIL-380 CST DAILY ESTIMATED MARINE FUEL OIL SPOT PRICES CRISTOBAL (EX-WHARF)-PLATTS OILGRAM BUNKERWIRE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FUEL OIL-380 CST FUJAIRAH (IFO)-PLATTS OILGRAM BUNKERWIRE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FUEL OIL-380 CST ROTTERDAM (IFO)-PLATTS OILGRAM BUNKERWIRE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FUEL OIL-380 CST SINGAPORE (CARGOES)-PLATTS ASIA-PACIFIC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FUEL OIL-380 CST SINGAPORE (NON-CARGOES)-PLATTS OILGRAM BUNKERWIRE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FUEL OIL-NO. 6 0.3 PERCENT HP NEW YORK (BARGE)-PLATTS U.S. ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FUEL OIL-NO. 6 0.3 PERCENT HP NEW YORK (CARGO)-PLATTS U.S. ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FUEL OIL-NO. 6 0.3 PERCENT LP NEW YORK (CARGO)-PLATTS U.S. ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FUEL OIL-NO. 6 0.7 PERCENT NEW YORK (CARGO)-PLATTS U.S. ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FUEL OIL-NO. 6 1.0 PERCENT GULF COAST (WATERBORNE)-8 API-PLATTS U.S. ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FUEL OIL-NO. 6 1.0 PERCENT NEW YORK (CARGO)-PLATTS U.S. ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FUEL OIL-NO. 6 2.2 PERCENT RESIDUAL (BARGE)-PLATTS U.S. ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FUEL OIL-NO. 6 2.2 PERCENT RESIDUAL (CARGO)-PLATTS U.S. ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FUEL OIL-NO. 6 3.0 PERCENT GULF COAST (WATERBORNE)-PLATTS U.S. ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

FUEL OIL-NO. 6 3.0 PERCENT NEW YORK (CARGO)-PLATTS U.S. ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

GAS OIL-0.2 PERCENT-BARGES FOB ROTTERDAM-PLATTS EUROPEAN ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

GAS OIL-0.2 PERCENT-CARGOES FOB NWE-PLATTS EUROPEAN ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

GAS OIL-0.2 PERCENT-CIF MED (GENOVA/LAVERA)-PLATTS EUROPEAN ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

GAS OIL-0.2 PERCENT-FOB MED (ITALY)-PLATTS EUROPEAN ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

GAS OIL-0.2 PERCENT-FOB MED (ITALY)-PLATTS EUROPEAN ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

GAS OIL-0.5 SINGAPORE-PLATTS ASIA-PACIFIC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

GAS OIL-1.0. SINGAPORE-PLATTS ASIA-PACIFIC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

GAS OIL-EN590-CARGOES CIF NWE/BASIS ARA-PLATTS EUROPEAN ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

GAS OIL-EN590-CIF MED (GENOVA/LAVERA)-PLATTS EUROPEAN ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

GAS OIL-IPE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

GAS OIL-IPE GASOIL AVERAGE-ARGUS EUROPEAN PRODUCTS REPORT ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

GAS OIL-IPE GASOIL AVERAGE-PLATTS EUROPEAN ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

GAS OIL-L.P. SINGAPORE-PLATTS ASIA-PACIFIC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

GAS OIL-LEICHTES HEIZOEL RHEINSCHIENE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

GAS OIL-TOCOM ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

GASOLINE RBOB-NEW YORK-NYMEX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

GASOLINE-BARGES MOGAS 95 R UNL-ARGUS EUROPEAN PRODUCTS REPORT ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

GASOLINE-NEW YORK-NYMEX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

GASOLINE-PREMIUM .15-FOB MED (ITALY)-PLATTS EUROPEAN ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

GASOLINE-PREMIUM UNL-BARGES FOB ROTTERDAM-PLATTS EUROPEAN ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

GASOLINE-PREMIUM UNL-CARGOES CIF NWE/BASIS ARA-PLATTS EUROPEAN ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

GASOLINE-PREMIUM UNL-CARGOES FOB NWE-PLATTS EUROPEAN ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

GASOLINE-PREMIUM UNL-FOB MED (ITALY)-PLATTS EUROPEAN ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

GASOLINE-REGULAR UNL-BARGES FOB ROTTERDAM-PLATTS EUROPEAN ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

GASOLINE-REGULAR UNL-CARGOES CIF NWE/BASIS ARA-PLATTS EUROPEAN ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

GASOLINE-SUPER UNL 93 NEW YORK (BARGE)-PLATTS U.S. ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

GASOLINE-TOCOM ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

GASOLINE-UNL 87 GULF COAST (PIPELINE)-PLATTS U.S. ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

GASOLINE-UNL 87 GULF COAST (WATERBORNE)-PLATTS U.S. ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

GASOLINE-UNL 87 NEW YORK (BARGE)-PLATTS U.S. ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

GASOLINE-UNL 87 NEW YORK (CARGO)-PLATTS U.S. ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

GASOLINE-UNL 87 WEST COAST PIPELINE (LOS ANGELES)-PLATTS U.S. ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

GASOLINE-UNL 92 SINGAPORE (MOGAS)-PLATTS ASIA PACIFIC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

GASOLINE-UNL 93 GULF COAST (PIPELINE)-PLATTS U.S. ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

GASOLINE-UNL 95 SINGAPORE (MOGAS)-PLATTS ASIA PACIFIC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

GASOLINE-WATERBORNE SPOT TOKYO BAY-RIM INTELLIGENCE PRODUCTS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

GOLD-A.M. FIX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

GOLD-COMEX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

GOLD-P.M. FIX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

GOLD-TOCOM ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

GREASY WOOL (21 MICRON)-SFE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

GSAG ER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

GSAG TR ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

GSCI ER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

GSCI TR ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

HEATING OIL-NEW YORK (BARGE)-PLATTS U.S. ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

HEATING OIL-NEW YORK (CARGO)-PLATTS U.S. ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

HEATING OIL-NEW YORK-NYMEX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

HEATING OIL-NO. 2 GULF COAST (PIPELINE)-PLATTS U.S. ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

HEATING OIL-NO. 2 GULF COAST (WATERBORNE)-PLATTS U.S. ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

IRON ORE-FINES 62 PERCENT FE-QINGDAO-THE STEEL INDEX FpML
Per Final Pre-publication Draft as of November 25, 2016 of the revised 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

JET FUEL-ASIA-PACIFIC (KERO)-PLATTS ASIA-PACIFIC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

JET FUEL-BARGES FOB ROTTERDAM-PLATTS EUROPEAN ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

JET FUEL-CARGOES CIF NWE/BASIS ARA-PLATTS EUROPEAN ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

JET FUEL-FOB MED (ITALY)-PLATTS EUROPEAN ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

JET FUEL-JET 54 GULF COAST (PIPELINE)-PLATTS U.S. ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

JET FUEL-JET 54 GULF COAST (WATERBORNE)-PLATTS U.S. ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

JET FUEL-JET 55 GULF COAST (PIPELINE)-PLATTS U.S. ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

JET FUEL-JET 55 GULF COAST (WATERBORNE)-PLATTS U.S. ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

JET FUEL-NEW YORK (BARGE)-PLATTS U.S. ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

KEROSENE-TOCOM ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

LEAD-LME 15 MONTH ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

LEAD-LME 3 MONTH ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

LEAD-LME CASH ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

LEAN HOGS-CME ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

LIVE CATTLE-CME ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

MILK-CLASS III-CME ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

MILK-CLASS IV-CME ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

MTBE-GULF COAST (WATERBORNE)-PLATTS U.S. ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NAPHTHA PHYSICAL-BARGES FOB ROTTERDAM-PLATTS EUROPEAN ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NAPHTHA PHYSICAL-CARGOES CIF NWE/BASIS ARA-PLATTS EUROPEAN ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NAPHTHA PHYSICAL-CARGOES FOB NWE-PLATTS EUROPEAN ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NAPHTHA SINGAPORE-PLATTS ASIA-PACIFIC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NAPHTHA-CIF MED (GENOVA/LAVERA)-PLATTS EUROPEAN ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NAPHTHA-FOB MED (ITALY)-PLATTS EUROPEAN ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NAPHTHA-GULF COAST (WATERBORNE)-PLATTS U.S. ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NASAAC-LME 15 MONTH ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NASAAC-LME 27 MONTH ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NASAAC-LME 3 MONTH ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NASAAC-LME CASH ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-AECO ($CAD/GJ)-NGX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-AECO C/NIT (C$/GJ)-CANADIAN GAS PRICE REPORTER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-AECO C/NIT (US$/MMBTU)-CANADIAN GAS REPORTER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-ALBERTA NATURAL GAS CO. & PG&E GAS TRANSMISSIONS-NORTHWEST INTERCONNECT-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-ALBERTA, NOVA INVENTORY TRANSFER (AECO)-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-ALGONQUIN CITY GATES-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-ALGONQUIN CITY-GATES-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-ALGONQUIN CITYGATES-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-ALGONQUIN GAS TRANSMISSIONS CO.-CITYGATES-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-ALLIANCE DELIVERED-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-ALLIANCE PIPELINE CO.-INTO INTERSTATES (ANR, NICOR, NGPL, MIDWESTERN, UDEL, VECTOR)-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-AMERICAN NATURAL RESOURCES PIPELINE CO.-SE TRANSMISSION & GATHERING POOL-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-AMERICAN NATURAL RESOURCES PIPELINE CO.-SW POOL-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-AMERICAN NATURAL RESOURCES PIPLELINE CO.-SE GATHERING POOL-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-ANR ML 7-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-ANR ML 7-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-ANR-SE-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-ANR-SW-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-APPALACHIA (COLUMBIA GAS)-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-APPALACHIA (COLUMBIA GAS)-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-APPALACHIA (DOMINION)-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-APPALACHIA (DOMINION, NORTH POINT)-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-APPALACHIA (DOMINION, NORTH POINT)-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-APPALACHIA (DOMINION, SOUTH POINT)-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-CALIFORNIA MALIN-NGI ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-CALIFORNIA PG&E CITYGATE-NGI ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-CALIFORNIA SOCAL-NGI ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-CANADIAN BORDER (NWPL)-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-CANADIAN GAS (DAWN)-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-CANADIAN GAS (IROQUOIS)-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-CANADIAN GAS (KINGSGATE)-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-CANADIAN GAS (NORTHWEST SUMAS)-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-CARTHAGE HUB-TAILGATE-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-CARTHAGE-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-CEGT-EAST-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-CEGT-WEST-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-CENTERPOINT ENERGY GAS TRANSMISSION CO.-EAST (GENERIC-NORTH, SOUTH OR FLEX)-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-CENTERPOINT-WEST (GENERIC-W1 OR W2)-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-CG-MAINLINE-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-CG-ONSHORE-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-CHEYENNE HUB-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-CHEYENNE-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-CHICAGO CITY-GATE-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-CHICAGO CITY-GATES-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-CHICAGO CITYGATE-NGI ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-CHICAGO CITYGATES-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-CIG-MAINLINE-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-COL GAS TCO-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-COLORADO INTERSTATE GAS COMPANY-MAINLINE-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-COLUMBIA GAS CO.-TCO POOL (APPALACHIA)-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-COLUMBIA GULF TRANSMISSION CO.-MAINLINE POOL-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-COLUMBIA GULF TRANSMISSION CO.-ONSHORE POOL-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-CONSUMERS ENERGY CITYGATE-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-CONSUMERS-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-DAILY-IPE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-DAWN ONTARIO-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-DAWN-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-DEMARC-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-DEMARCATION (NNG)-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-DOMINION-SOUTH POINT-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-DOMINION-SOUTH-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-DRACUT-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-DRACUT-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-E. LOUISIANA (TETCO)-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-E. TEXAS (HOUSTON SHIP CHANNEL)-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-E. TEXAS (KATY)-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-E. TEXAS (TETCO)-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-EAST (RELIANT)-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-EAST TEXAS (CARTHAGE)-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-EAST TEXAS (MRT MAINLINE)-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-EAST TEXAS (NGPL TEXOK)-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-EL PASO-KEYSTONE POOL-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-EL PASO-SAN JUAN BASIN, BLANCO POOL (NON-BONDAD)-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-EMERSON ($CAD/GJ)-NGX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-EMPRESS ($US/MMBTU)-NGX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-EP-PERMIAN (KEYSTONE POOL, WAHA POOL)-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-EP-SAN JUAN-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-FGT-Z2-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-FGT-Z3-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-FLORIDA GAS TRANSMISSION-ZONE 2-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-FLORIDA GAS TRANSMISSION-ZONE 3-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-HENRY HUB-NYMEX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-HENRY HUB-TAILGATE, LOUISIANA-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-HENRY-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-HOUSTON SHIP CHANNEL-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-HOUSTON SHIP CHANNEL-HOUSTON PIPE LINE POOL-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-HOUSTON SHIP CHANNEL-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-HUNTINGDON/SUMAS-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-IPE-NBP NATURAL GAS INDEX-IPE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-IROQUOIS ($US/MMBTU)-NGX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-IROQUOIS ZONE 2-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-IROQUOIS-Z2-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-IROQUOIS-ZONE 1-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-IROQUOIS-ZONE 2-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-KATY (EXXON, OASIS, LONESTAR INTA/INTER, PPM STORAGE (INJ/WD)-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-KATY-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-KATY-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-KERN RIVER GAS TRANSMISSION CO-- ON SYSTEM DELIVERY (NON-WHEELER, NON-KRAMER JUNCTION, NON-DAGGETT)-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-KERN RIVER GAS TRANSMISSION-ON SYSTEM RECEIPT-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-KINGSGATE-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-KRGT-DEL POOL-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-KRGT-REC POOL-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-LOUISIANA (ANR)-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-LOUISIANA (ANR)-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-LOUISIANA (COLUMBIA GULF MAINLINE)-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-LOUISIANA (COLUMBIA GULF)-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-LOUISIANA (COLUMBIA GULF)-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-LOUISIANA (FLORIDA GAS ZONE 1)-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-LOUISIANA (FLORIDA GAS ZONE 2)-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-LOUISIANA (FLORIDA GAS ZONE 3)-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-LOUISIANA (HENRY HUB)-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-LOUISIANA (NGPL)-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-LOUISIANA (NGPL)-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-LOUISIANA (SOUTHERN NATURAL)-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-LOUISIANA (SOUTHERN NATURAL)-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-LOUISIANA (TENNESSEE 500 LEG)-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-LOUISIANA (TENNESSEE 800 LEG)-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-LOUISIANA (TENNESSEE, 500 LEG)-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-LOUISIANA (TENNESSEE, 800 LEG)-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-LOUISIANA (TEXAS EASTERN, ELA)-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-LOUISIANA (TEXAS EASTERN, WLA)-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-LOUISIANA (TEXAS GAS ZONE SL)-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-LOUISIANA (TRANSCO ZONE 2)-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-LOUISIANA (TRANSCO ZONE 3)-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-LOUISIANA (TRUNKLINE ELA)-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-LOUISIANA (TRUNKLINE WLA) -GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-LOUISIANA (TRUNKLINE)-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-LOUISIANA-NATURAL GAS WEEK ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MALIN-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MARITIMES & TENNESSEE GAS PIPELINE CO.-DRACUT INTERCONNECT-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MICH CON CITY GATE-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MICH CON CITY-GATE-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MICHCON-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MICHIGAN CONSOLIDATED CITYGATE-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MIDCONTINENT (NGPL)-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MIDCONTINENT (NGPL)-NGI ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MISS/ALA (TRANSCO)-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MISSISSIPPI (MAINLINE)-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX ALGONQUIN CITY-GATES-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX ANR ML 7-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX APPALACHIA (COLUMBIA GAS)-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX APPALACHIA (DOMINION)-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX CANADIAN BORDER (NWPL)-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX CHICAGO CITY-GATES-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX DAWN ONTARIO-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX DEMARCATION (NNG)-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX E. LOUISIANA (TETCO)-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX E. TEXAS (HOUSTON SHIP CHANNEL)-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX E. TEXAS (KATY)-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX E. TEXAS (TETCO)-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX EAST (RELIANT)-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX LOUISIANA (ANR)-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX LOUISIANA (COLUMBIA GULF)-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX LOUISIANA (NGPL)-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX LOUISIANA (SOUTHERN NATURAL)-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX LOUISIANA (TENNESSEE 500 LEG)-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX LOUISIANA (TENNESSEE 800 LEG)-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX LOUISIANA (TRUNKLINE)-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX MICH CON CITY-GATE-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX MIDCONTINENT (NGPL)-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX MISS/ALA (TRANSCO)-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX MISSISSIPPI (MAINLINE)-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX NIAGARA-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX OKLAHOMA (ANR)-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX OKLAHOMA (ONG)-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX PERMIAN BASIN (EL PASO)-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX PERMIAN BASIN (TRANSWESTERN)-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX ROCKIES/NW (STANFIELD)-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX ROCKIES/NW NOVA (AECO-C)-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX ROCKY MOUNTAINS (CIGC)-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX ROCKY MOUNTAINS (QUESTAR)-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX ROCKYMTNS (NWPL)-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX S. LOUISIANA (HENRY HUB)-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX S. LOUISIANA/EAST SIDE (GULF SOUTH)-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX S. TEXAS (TETCO)-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX SAN JUAN BASIN (EL PASO)-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX SOUTH TEXAS (NGPL)-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX TEX/OKL MAINLINE (PEPL)-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX TEX/OKLA/KAN (NNG)-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX TEX/OKLA/KAN (SOUTHERN)-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX TEXAS (TENNESSEE ZONE 0)-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX TEXAS (TRUNKLINE)-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX TEXOK (NGPL)-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX VENTURA (NNG)-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX W. LOUISIANA (TETCO)-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX W. TEXAS (WAHA)-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX WEST (RELIANT)-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX WYOMING (KERN RIVER)-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX ZONE 1 (FGTC)-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX ZONE 1 (TGT)-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX ZONE 1 (TRANSCO)-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX ZONE 2 (FGTC)-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX ZONE 2 (TRANSCO)-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX ZONE 3 (FGTC)-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX ZONE 3 (TRANSCO)-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX ZONE 6 DELIVERED (TENNESSEE)-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX ZONE 6 NON-NY (TRANSCO)-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX ZONE 6 NY (TRANSCO)-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX ZONE M-3 (TETCO)-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY INDEX ZONE SL (TGT)-GAS DAILY PRICE GUIDE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-MONTHLY-IPE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-NATURAL GAS PIPELINE CO. OF AMERICA, SOUTH TEXAS POOL-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-NATURAL GAS PIPELINE CO. OF AMERICA-AMARILLO POOLING PIN-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-NATURAL GAS PIPELINE CO. OF AMERICA-LOUISIANA POOLING PIN-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-NATURAL GAS PIPELINE CO. OF AMERICA-MID-CONTINENT POOLING PIN-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-NATURAL GAS PIPELINE CO. OF AMERICA-TXOK EAST POOL (GULF COAST)-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-NBP MONTHLY-HEREN ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-NBP-DAY AHEAD AND WEEKEND UNWEIGHTED AVERAGE PRICE-ARGUS NAT GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-NBP-DAY AHEAD AND WEEKEND UNWEIGHTED AVERAGE PRICE-HEREN ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-NBP-DAY AHEAD INDEX-HEREN ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-NBP-DAY AHEAD-ARGUS NAT GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-NBP-MONTH AHEAD UNWEIGHTED AVERAGE PRICE-ARGUS NAT GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-NBP-PLATTS ENGR ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-NEW MEXICO (EL PASO, BONDAD)-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-NEW MEXICO (EL PASO, SAN JUAN)-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-NGPL (NICOR, NIPSCO, PGLC CITYGATE), NBPL-NICOR-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-NGPL AMARILLO-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-NGPL IOWA-ILL-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-NGPL STX-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-NGPL-AMARILLO-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-NGPL-LA POOL-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-NGPL-MIDCONT-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-NGPL-STX-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-NGX AECO (C$/GJ)-CANADIAN GAS PRICE REPORTER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-NGX AECO (US$/MMBTU)-CANADIAN GAS PRICE REPORTER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-NGX AECO C/NIT (C$/GJ)-CANADIAN GAS PRICE REPORTER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-NGX AECO C/NIT (US$/MMBTU)-CANADIAN GAS PRICE REPORTER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-NGX EMPRESS (C$/GJ)-CANADIAN GAS PRICE REPORTER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-NGX EMPRESS (US$/MMBTU)-CANADIAN GAS PRICE REPORTER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-NGX UNION DAWN (C$/GJ)-CANADIAN GAS PRICE REPORTER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-NGX UNION DAWN (US$/MMBTU)-CANADIAN GAS PRICE REPORTER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-NIAGARA ($US/MMBTU)-NGX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-NIAGARA-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-NNG DEMARCATION-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-NNG TX-OKLA-KAN-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-NNG VENTURA-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-NORTHERN NATURAL GAS & NORTHERN BORDER (TRANSFER POINT) AT VENTURA-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-NORTHERN NATURAL GAS-DEMARCATION-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-NORTHWEST PIPELINE CORP.-ROCKY MOUNTAIN POOL-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-NORTHWEST PIPELINE CORP.-WYOMING POOL-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-NWP-ROCKY MTN-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-NWP-WYOMING-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-NYMEX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-OCM ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-OKLAHOMA (ANR)-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-OKLAHOMA (ANR)-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-OKLAHOMA (NGPL)-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-OKLAHOMA (ONG)-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-OKLAHOMA (PANHANDLE)-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-OKLAHOMA (RELIANT EAST)-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-OKLAHOMA (RELIANT WEST)-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-ONEOK GAS TRANSPORTATION-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-ONEOK-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-OPAL PLANT TAILGATE-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-OPAL-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-PACIFIC GAS TRANSMISSION-MALIN POOL-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-PACIFIC GAS TRANSMISSION-STANFIELD POOL-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-PANHANDLE EASTERN PIPE LINE CO.-POOL GAS-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-PANHANDLE-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-PERMIAN BASIN (EL PASO)-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-PERMIAN BASIN (EL PASO)-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-PERMIAN BASIN (TRANSWESTERN)-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-PERMIAN BASIN (WAHA)-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-PG&E CITY-GATE-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-PG&E MALIN-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-PG&E-CITYGATE-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-PG&E-CITYGATE-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-PG&E-TOPOCK-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-ROCKIES (KERN RIVER, OPAL PLANT)-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-ROCKIES (QUESTAR RM)-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-ROCKIES (STANFIELD ORE.)-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-ROCKIES/NW (STANFIELD)-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-ROCKIES/NW NOVA (AECO-C)-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-ROCKY MOUNTAINS (CIGC)-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-ROCKY MOUNTAINS (QUESTAR)-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-ROCKYMTNS (NWPL)-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-S. LOUISIANA (HENRY HUB)-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-S. LOUISIANA/EAST SIDE (GULF SOUTH)-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-S. TEXAS (TETCO)-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-SAN JUAN BASIN (EL PASO)-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-SOCAL BORDER-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-SOCAL GAS-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-SONAT-T1-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-SOUTH TEXAS (NGPL)-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-SOUTHERN CALIFORNIA BORDER (EHRENBERG,TOPOCK,NEEDLES,WHEELER,KRS,STOR/PROD,KRAMER)-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-SOUTHERN NATURAL GAS CO.-TIER 1 POOL-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-STANFIELD-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-STATION #2 ($CAD/GJ)-NGX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-STATION 2-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-TENNESSEE GAS PIPELINE CO.-ZONE 0-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-TENNESSEE GAS PIPELINE CO.-ZONE 6, 200 LINE (DELIVERED)-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-TENNESSEE GAS PIPELINE CO.-ZONE L, 500 LEG POOL-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-TENNESSEE GAS PIPELINE CO.-ZONE L, 800 LEG POOL-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-TENNESSEE ZONE 0-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-TENNESSEE ZONE 6-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-TETCO M-3-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-TETCO-ELA-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-TETCO-M1-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-TETCO-M3-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-TETCO-STX-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-TETCO-WLA-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-TEX/OKL MAINLINE (PEPL)-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-TEX/OKLA/KAN (NNG)-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-TEX/OKLA/KAN (SOUTHERN)-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-TEXAS (TENNESSEE ZONE 0)-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-TEXAS (TRUNKLINE)-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-TEXAS EASTERN ETX-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-TEXAS EASTERN STX-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-TEXAS EASTERN TRANSMISSION CORP.- EAST LA-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-TEXAS EASTERN TRANSMISSION CORP.- M1 30 & 24 INCH-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-TEXAS EASTERN TRANSMISSION CORP.- WEST LA-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-TEXAS EASTERN TRANSMISSION CORP.-SOUTH TEXAS ZONE-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-TEXAS EASTERN-M3 ZONE-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-TEXAS GAS TRANSMISSION CORP.- ZONE 1 FT POOL-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-TEXAS GAS TRANSMISSION CORP.- ZONE SL FT POOL-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-TEXAS GAS ZONE 1-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-TEXOK (NGPL)-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-TGP-500L-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-TGP-800L-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-TGP-Z0-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-TGP-Z6 200L-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-TGT-NGPL-TXOK-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-TGT-SL (FT)-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-TGT-Z1(FT)-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-TRANSCO ZONE 1-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-TRANSCO ZONE 4-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-TRANSCO ZONE 6 NON-NY-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-TRANSCO ZONE 6 NY-GAS DAILY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-TRANSCO-30-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-TRANSCO-45-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-TRANSCO-65-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-TRANSCO-85-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-TRANSCO-EP-PERMIAN-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-TRANSCO-Z6 (NON-NY)-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-TRANSCO-Z6 (NY)-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-TRANSCONTINENTAL GAS PIPE LINE CORP.-ZONE 5 DELIVERED (NON-WASH.GAS LIGHT)-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-TRANSCONTINENTAL GAS PIPELINE CORP.-STATION 30 (ZONE 1)-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-TRANSCONTINENTAL GAS PIPELINE CORP.-STATION 45 (ZONE 2)-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-TRANSCONTINENTAL GAS PIPELINE CORP.-STATION 65 (ZONE 3)-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-TRANSCONTINENTAL GAS PIPELINE CORP.-STATION 85 (ZONE 4)-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-TRANSCONTINENTAL GAS PIPELINE CORP.-ZONE 6 (NON-NY)-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-TRANSCONTINENTAL GAS PIPELINE CORP.-ZONE 6 (NY)-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-TRUNKLINE GAS COMPANY-EAST LOUISIANA POOL-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-TRUNKLINE GAS COMPANY-WEST LOUISIANA POOL-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-TRUNKLINE-ELA-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-TRUNKLINE-WLA-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-UNION DAWN ($US/MMBTU)-NGX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-UNION GAS-DAWN-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-VENTURA (NNG)-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-VENTURA-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-W. LOUISIANA (TETCO)-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-W. TEXAS (WAHA)-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-WAHA HUB-WEST TEXAS-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-WAHA-ICE/10X DAILY-NATURAL GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-WEST (RELIANT)-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-WESTCOAST ENERGY & NORTHWEST PIPELINE CORP. (CDN BORDER)-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-WESTCOAST ENERGY INC-STATION 2-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-WYOMING (KERN RIVER)-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-WYOMING INTERSTATE COMPANY-POOL-ICE/10X MONTHLY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-ZEEBRUGGE HUB-MONTH AHEAD UNWEIGHTED AVERAGE PRICE-ARGUS NAT GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-ZEEBRUGGE-DAY AHEAD AND WEEKEND UNWEIGHTED AVERAGE PRICE - ARGUS NAT GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-ZEEBRUGGE-DAY AHEAD AND WEEKEND UNWEIGHTED AVERAGE PRICE-HEREN ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-ZEEBRUGGE-DAY AHEAD BASE INDEX-DOW JONES NAT GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-ZEEBRUGGE-MONTH AHEAD UNWEIGHTED AVERAGE PRICE-HEREN ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-ZEEBRUGGE-WEEKEND BASE INDEX-DOW JONES NAT GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-ZIG INDEX-DOW JONES NAT GAS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-ZONE 1 (FGTC)-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-ZONE 1 (TGT)-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-ZONE 1 (TRANSCO)-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-ZONE 2 (FGTC)-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-ZONE 2 (TRANSCO)-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-ZONE 3 (FGTC)-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-ZONE 3 (TRANSCO)-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-ZONE 6 DELIVERED (TENNESSEE)-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-ZONE 6 NON-NY (TRANSCO)-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-ZONE 6 NY (TRANSCO)-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-ZONE M-3 (TETCO)-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NATURAL GAS-ZONE SL (TGT)-INSIDE FERC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NEWPRINT 30LB EAST PPW ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NEWPRINT 48.8 GSM US PAPER TRADER ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NEWSPRINT 45G PPI GERMANY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NEWSPRINT 60G PPI GERMANY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NGL-BUTANE (EUROPE)-ARGUS LPG ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NGL-CANADIAN ISOBUTANE (EDMONTON)-OPIS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NGL-CANADIAN ISOBUTANE (SARNIA)-OPIS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NGL-CANADIAN N. BUTANE (EDMONTON)-OPIS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NGL-CANADIAN N. BUTANE (SARNIA)-OPIS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NGL-CANADIAN PROPANE (EDMONTON)-OPIS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NGL-CANADIAN PROPANE (SARNIA)-OPIS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NGL-CONWAY ETHANE (IN-LINE)-OPIS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NGL-CONWAY ETHANE (IN-WELL)-OPIS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NGL-CONWAY ISOBUTANE (IN-LINE)-OPIS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NGL-CONWAY ISOBUTANE (IN-WELL)-OPIS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NGL-CONWAY N. BUTANE (IN-LINE)-OPIS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NGL-CONWAY N. BUTANE (IN-WELL)-OPIS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NGL-CONWAY N. GAS (IN-LINE)-OPIS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NGL-CONWAY N. GAS (IN-WELL)-OPIS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NGL-CONWAY PROPANE (IN-LINE)-OPIS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NGL-CONWAY PROPANE (IN-WELL)-OPIS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NGL-MONT BELVIEU EP MIX-OPIS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NGL-MONT BELVIEU ISOBUTANE (NON-TET)-OPIS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NGL-MONT BELVIEU ISOBUTANE (TET)-OPIS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NGL-MONT BELVIEU N. BUTANE (NON-TET)-OPIS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NGL-MONT BELVIEU N. BUTANE (TET)-OPIS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NGL-MONT BELVIEU N. GAS (NON-TET)-OPIS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NGL-MONT BELVIEU PROPANE (NON-TET)-OPIS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NGL-MONT BELVIEU PROPANE (TET)-OPIS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NGL-MONT BELVIEU PURITY ETHANE-OPIS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NGL-MONT BELVIEU RIVER N. GAS-OPIS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NGL-PROPANE (EUROPE)-ARGUS LPG ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NGL-PROPANE (NORTH SEA BP)-ARGUS LPG ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NGL-PROPANE (NORTH SEA)-ARGUS LPG ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NGL-PROPANE (SAUDI ARAMCO)-ARGUS LPG ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NGL-PROPANE-NYMEX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NICKEL-LME 15 MONTH ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NICKEL-LME 27 MONTH ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NICKEL-LME 3 MONTH ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

NICKEL-LME CASH ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

OATS-CBOT ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

OIL-BRENT (DTD)-ARGUS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

OIL-BRENT (DTD)-PLATTS MARKETWIRE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

OIL-BRENT-ARGUS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

OIL-BRENT-IPE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

OIL-BRENT-PLATTS MARKETWIRE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

OIL-BWAVE (1)-IPE-PLATTS MARKETWIRE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

OIL-BWAVE (2)-IPE-PLATTS MARKETWIRE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

OIL-DUBAI-PLATTS MARKETWIRE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

OIL-JCC-9 DIGIT PROVISIONAL ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

OIL-JCC-DETAILED ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

OIL-JCC-FIXED ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

OIL-JCC-PROVISIONAL ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

OIL-MIDDLE EAST-TOCOM ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

OIL-OMAN-PLATTS MARKETWIRE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

OIL-TAPIS-APPI ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

OIL-TAPIS-PLATTS MARKETWIRE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

OIL-WTI MIDLAND-PLATTS MARKETWIRE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

OIL-WTI-ARGUS ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

OIL-WTI-NYMEX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

OIL-WTI-PLATTS MARKETWIRE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

OIL-WTS-PLATTS MARKETWIRE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

OMAN MINISTRY OF GAS OFFICIAL PRICE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

PALLADIUM-A.M. FIX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

PALLADIUM-NYMEX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

PALLADIUM-P.M. FIX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

PALLADIUM-TOCOM ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

PLATINUM-A.M. FIX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

PLATINUM-NYMEX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

PLATINUM-P.M. FIX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

PLATINUM-TOCOM ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

PULP BLEACHED HARDWOOD KRAFT EUROPE PIX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

PULP BLEACHED HARDWOOD KRAFT PULP US RISI ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

PULP BLEACHED HARDWOOD KRAFT US PIX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

PULP NORTHERN BLEACHED SOFTWOOD KRAFT EUROPE PIX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

PULP NORTHERN BLEACHED SOFTWOOD KRAFT US PIX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

PULP NORTHERN BLEACHED SOFTWOOD KRAFT US PPW ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

PULP NORTHERN BLEACHED SOFTWOOD KRAFT US RISI ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

RECOVERED PAPER 1.02 MIXED P&B (SORTED) PPI GERMANY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

RECOVERED PAPER 1.04 SUPERMARKET CORRUGATED MIXED P&B PPI GERMANY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

RECOVERED PAPER 1.05 OLD CORRUGATED CONTAINERS PPI FRANCE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

RECOVERED PAPER 1.11 SORTED GRAPHIC PAPER PPI GERMANY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

RECOVERED PAPER 2.01 NEWSPAPERS PPI GERMANY ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

RECOVERED PAPER DEINK NEWS (8) ATLANTA PPW ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

RECOVERED PAPER DEINK NEWS (8) CHICAGO PPW ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

RECOVERED PAPER DEINK NEWS (8) DALLAS-HOUSTON PPW ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

RECOVERED PAPER DEINK NEWS (8) NEW YORK PPW ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

RECOVERED PAPER DEINK NEWS (8) SAN FRANCISCO-LOS ANGELES PPW ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

RECOVERED PAPER DEINK NEWS (8) U.S. AVERAGE PPW ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

RECOVERED PAPER NEWS #8 BUFFALO OBM ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

RECOVERED PAPER NEWS #8 CHICAGO OBM ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

RECOVERED PAPER NEWS #8 LOS ANGELES OBM ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

RECOVERED PAPER NEWS #8 NEW ENGLAND OBM ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

RECOVERED PAPER NEWS #8 NEW YORK OBM ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

RECOVERED PAPER NEWS #8 PACIFIC NW OBM ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

RECOVERED PAPER NEWS #8 SAN FRANCISCO OBM ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

RECOVERED PAPER NEWS #8 SOUTHEAST OBM ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

RECOVERED PAPER NEWS #8 SOUTHWEST OBM ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

RECOVERED PAPER OCC #11 ATLANTA PPW ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

RECOVERED PAPER OCC #11 CHICAGO PPW ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

RECOVERED PAPER OCC #11 DALLAS-HOUSTON PPC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

RECOVERED PAPER OCC #11 NEW YORK PPW ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

RECOVERED PAPER OCC #11 SAN FRANCISCO-LOS ANGELES ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

RECOVERED PAPER OCC #11 U.S. AVERAGE PPC ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

RECOVERED PAPER OCC#11 BUFFALO OBM ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

RECOVERED PAPER OCC#11 CHICAGO OBM ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

RECOVERED PAPER OCC#11 LOS ANGELES OBM ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

RECOVERED PAPER OCC#11 NEW ENGLAND OBM ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

RECOVERED PAPER OCC#11 NEW YORK OBM ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

RECOVERED PAPER OCC#11 PACIFIC NW OBM ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

RECOVERED PAPER OCC#11 SAN FRANCISCO OBM ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

RECOVERED PAPER OCC#11 SOUTHEAST OBM ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

RECOVERED PAPER OCC#11 SOUTHWEST OBM ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

RUBBER-RSS3-SICOM ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

RUBBER-TOCOM ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

RUBBER-TSR20-SICOM ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

SILVER-COMEX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

SILVER-FIX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

SILVER-TOCOM ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

SOYBEAN MEAL-CBOT ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

SOYBEAN OIL-CBOT ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

SOYBEANS-CBOT ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

SOYBEANS-SAFEX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

STEEL-MONTHLY-BILLET-CIS EXPORT FOB BLACK SEA-CRU LONG ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

STEEL-MONTHLY-CRC-GERMANY (EUR)-CRU ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

STEEL-MONTHLY-CRC-GERMANY (USD)-CRU ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

STEEL-MONTHLY-CRC-USA-MIDWEST-CRU ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

STEEL-MONTHLY-HRC-GERMANY (EUR)-CRU ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

STEEL-MONTHLY-HRC-GERMANY (USD)-CRU ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

STEEL-MONTHLY-HRC-USA-MIDWEST-CRU ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

STEEL-MONTHLY-SLAB-EUROPE-CIS-EXPORT-BLACK SEA PORT-CRU ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

STEEL-MONTHLY-SLAB-LATIN AMERICA-BRAZIL-EXPORT-CRU ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

SUGAR # 11 (WORLD)-NYBOT ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

SUNFLOWER SEEDS-SAFEX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

TIN-LME 15 MONTH ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

TIN-LME 3 MONTH ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

TIN-LME CASH ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ULTRA LOW SULPHUR DIESEL CIF NWE 50PPM-ARGUS EUROPEAN PRODUCTS REPORT ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ULTRA LOW SULPHUR DIESEL-BARGES FOB ROTTERDAM 10 PPM-PLATTS EUROPEAN ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ULTRA LOW SULPHUR DIESEL-BARGES FOB ROTTERDAM-PLATTS EUROPEAN ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ULTRA LOW SULPHUR DIESEL-CARGOES CIF NWE/BASIS ARA-PLATTS EUROPEAN ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

WHEAT HRW-KCBOT ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

WHEAT-CBOT ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

WHEAT-SAFEX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

WHITE MAIZE-SAFEX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

WHITE SUGAR-EURONEXT LIFFE ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

YELLOW MAIZE-SAFEX ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ZINC-LME 15 MONTH ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ZINC-LME 27 MONTH ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ZINC-LME 3 MONTH ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.

ZINC-LME CASH ISDA
Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction.


5.50 compoundingFrequencyScheme

Scheme Definition:

The frequency at which a rate is compounded.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
Annual FpML
The curve represents annual compounding.

Continuous FpML
The curve represents continuous compounding.

Daily FpML
The curve represents daily compounding.


5.51 compressionTypeScheme

Scheme Definition:

Indicates what type of trade compression activity took place.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
Netting FpML
Similar trades were combined into a single net trade.

PortfolioCompression FpML
A large pool of trades was combined into a small number of trades with a similar risk position.


5.52 confirmationMethodScheme

Scheme Definition:

Contains a code representing a trade could be confirmed (ie. how the legally binding terms of a derivatives contract could be documented and agreed.).

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
Electronic FpML
Confirmation via a shared confirmation facility or platform, or a private/bilateral electronic system.

NonElectronic FpML
Confirmation via a human-readable written document (possibly transmitted electronically).

NotConfirmed FpML
This trade has not been confirmed and is not expected to be confirmed in any form. For example, this could include situations where the trade is an inter-affiliate trade and no confirmation is required, or cases were confirmation is negative only. For trades that have not yet been confirmed but are expected to be confirmed, one of the other values should be used.


5.53 contractualDefinitionsScheme

Scheme Definition:

Specifies a set of standard contract definitions relevant to the transaction

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
ISDA1991 FpML
ISDA 1991 Definitions

ISDA1993Commodity FpML
ISDA 1993 Commodity Derivatives Definitions

ISDA1996Equity FpML
ISDA 1996 Equity Derivatives Definitions

ISDA1997Bullion FpML
ISDA 1997 Bullion Definitions

ISDA1997GovernmentBond FpML
ISDA 1997 Government Bond Option Definitions

ISDA1998FX FpML
ISDA 1998 FX and Currency Option Definitions

ISDA1999Credit FpML
ISDA 1999 Credit Derivatives Definitions

ISDA2000 FpML
ISDA 2000 Definitions

ISDA2002Equity FpML
ISDA 2002 Equity Derivatives Definitions

ISDA2003Credit FpML
ISDA 2003 Credit Derivatives Definitions

ISDA2004Novation FpML
ISDA 2004 Novation Definitions

ISDA2005Commodity FpML
ISDA 2005 Commodity Derivatives Definitions

ISDA2006 FpML
ISDA 2006 Definitions

ISDA2006Inflation FpML
ISDA 2006 Inflation Derivatives Definitions

ISDA2008Inflation FpML
ISDA 2008 Inflation Derivatives Definitions

ISDA2011Equity FpML
ISDA 2011 Equity Derivatives Definitions

ISDA2014Credit FpML
ISDA 2014 Credit Derivatives Definitions


5.54 contractualSupplementScheme

Scheme Definition:

Defines the supplements to a base set of ISDA Definitions that are applicable to the transaction.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
ABX FpML
Standard Terms Supplement for ABX Transactions.

ABXTranche FpML
Standard Terms Supplement for Asset-Backed Tranche Transactions.

CDSonLeveragedLoans FpML
ISDA Standard Terms Supplement for use with Credit Derivative Transactions on Leveraged Loans.

CDSonMBS FpML
ISDA Standard Terms Supplement for use with Credit Derivative Transactions on Mortgage-backed Security with Pay-As-You-Go or Physical Settlement.

CDX FpML
Standard Terms Supplement for CDX Untranched Transactions.

CDXEmergingMarkets FpML
Standard Terms Supplement for CDX Emerging Markets Untranched Transactions.

CDXEmergingMarketsDiversified FpML
Standard Terms Supplement for CDX Emerging Markets Diversified Untranched Transactions..

CDXSwaption FpML
Standard Terms Supplement for CDX Swaption Transactions.

CDXTranche FpML
Standard Terms Supplement for Dow Jones CDX Tranche Transactions.

CMBX FpML
Standard Terms Supplement for CMBX Transactions.

EuropeanCMBS FpML
Standard Terms Supplement for Single Name European CMBS Transactions.

EuropeanRMBS FpML
Standard Terms Supplement for Single Name European RMBS Transactions.

IOS FpML
Standard Terms Supplement for IOS Transactions.

ISDA1999CreditConvertibleExchangeableAccretingObligations FpML
Supplement to the 1999 ISDA Credit Derivatives Definitions Relating to Convertible, Exchangeable or Accreting Obligations dated November 9, 2001.

ISDA1999CreditRestructuring FpML
Restructuring Supplement to the 1999 ISDA Credit Derivatives Definitions dated May 11, 2001.

ISDA1999CreditSuccessorAndCreditEvents FpML
Supplement Relating to Successor and Credit Events to the 1999 ISDA Credit Derivatives Definitions dated November 28, 2001.

ISDA2003AdditionalProvisionsLPN FpML
Additional Provisions for LPN dated December 6, 2007.

ISDA2003ContingentCreditSpreadTransaction FpML
Additional Provisions for Contingent Credit Spread Transactions dated August 15, 2008.

ISDA2003Credit2005MatrixSupplement FpML
2005 Matrix Supplement to the 2003 ISDA Credit Derivatives.

ISDA2003CreditArgentineRepublic FpML
Additional Provisions for the Argentine Republic: Excluded Obligations and Excluded Deliverable Obligations dated December 21, 2005.

ISDA2003CreditAuctionSupplement FpML
ISDA Credit Derivatives Determinations Committees and Auction Settlement Supplement to the 2003 ISDA Credit Derivatives Definitions (published on [TBD]).

ISDA2003CreditMay2003 FpML
May 2003 Supplement to the 2003 ISDA Credit Derivatives Definitions.

ISDA2003CreditMonolineInsurers FpML
Additional Provisions for Physically Settled Default Swaps Monoline Insurer as Reference Entity dated May 9, 2003.

ISDA2003CreditMonolineInsurers2005 FpML
Additional Provisions for Physically Settled Default Swaps Monoline Insurer as Reference Entity dated January 21, 2005.

ISDA2003CreditRepublicOfHungary FpML
Additional Provisions for the Republic of Hungary: Obligation Characteristics and Deliverable Obligation Characteristics dated August 13, 2004.

ISDA2003CreditRepublicOfHungary2005 FpML
Additional Provisions for the Republic of Hungary: Obligation Characteristics and Deliverable Obligation Characteristics dated February 14, 2005.

ISDA2003CreditRussianFederation FpML
Additional Provisions for the Russian Federation: Obligation Characteristics and Deliverable Obligation Characteristics dated August 13, 2004.

ISDA2003CreditUSMunicipals FpML
Additional Provisions for Credit Derivative Transactions - U.S. Municipal Entity as Reference Entity dated September 17, 2004.

ISDA2003STMicroelectronicsNV FpML
Additional Provisions for STMicroelectronics NV dated December 6, 2007.

ISDA2007FullLookthroughDepositoryReceiptSupplement FpML
2007 Full Lookthrough Depository Receipt Supplement to the 2002 Equity Derivatives Definitions.

ISDA2007PartialLookthroughDepositoryReceiptSupplement FpML
2007 Partial Lookthrough Depository Receipt Supplement to the 2002 ISDA Equity Derivatives Definitions.

ISDACreditMonolineInsurers FpML
Additional Provisions for Physically Settled Default Swaps Monoline Insurer.

ISDADeliveryRestrictions FpML
Additional Provisions for Fixed Recovery Credit Default Swap Transactions

ISDAFixedRecovery FpML
Additional Provisions for Fixed Recovery Credit Default Swap Transactions.

ISDALPNReferenceEntities FpML
Additional Provisions for LPN Reference Entities.

ISDAMarch2004EquityCanadianSupplement FpML
Canadian Supplement to the 2004 Americas Interdealer Master Equity Derivatives Confirmation Agreement dated March 29, 2004.

ISDARecoveryLock FpML
Additional Provisions for Recovery Lock Credit Default Swap Transactions.

ISDASecuredDeliverableObligationCharacteristic FpML
Additional Provisions for Secured Deliverable Obligation Characteristic.

iTraxxAsiaExJapan FpML
Standard Terms Supplement for iTraxx Asia Excluding Japan.

iTraxxAsiaExJapanSwaption FpML
Standard Terms Supplement for iTraxx Asia Ex-Japan Swaption Transactions.

iTraxxAsiaExJapanTranche FpML
Standard Terms Supplement for iTraxx Asia Excluding Japan Tranched Transactions.

iTraxxAustralia FpML
Standard Terms Supplement for iTraxx Australia.

iTraxxAustraliaSwaption FpML
Standard Terms Supplement for iTraxx Australia Swaption Transactions.

iTraxxAustraliaTranche FpML
Standard Terms Supplement for iTraxx Australia Tranched Transactions.

iTraxxCJ FpML
Standard Terms Supplement for iTraxx CJ.

iTraxxCJTranche FpML
Standard Terms Supplement for iTraxx CJ Tranched Transactions.

iTraxxEurope FpML
Standard Terms Supplement for iTraxx Europe Transactions.

iTraxxEuropeDealer FpML
Standard Terms Supplement for iTraxx Europe Dealer Form.

iTraxxEuropeNonDealer FpML
Standard Terms Supplement for iTraxx Europe Non-Dealer Form.

iTraxxEuropeSwaption FpML
Standard Terms Supplement for iTraxx Europe Swaption Transactions.

iTraxxEuropeTranche FpML
Standard Terms Supplement for iTraxx Europe Tranched Transactions.

iTraxxJapan FpML
Standard Terms Supplement for iTraxx Japan.

iTraxxJapanSwaption FpML
Standard Terms Supplement for iTraxx Japan Swaption Transactions.

iTraxxJapanTranche FpML
Standard Terms Supplement for iTraxx Japan Tranched Transactions.

iTraxxLevX FpML
Standard Terms Supplement for iTraxx LevX.

iTraxxSDI75Dealer FpML
Standard Terms Supplement for iTraxx SDI 75 Dealer Transactions.

iTraxxSDI75NonDealer FpML
Standard Terms Supplement for iTraxx SDI 75 Non-Dealer Transactions.

iTraxxSovX FpML
Standard Terms Supplement for iTraxx SovX.

LCDX FpML
Standard Terms Supplement for Syndicated Secured Loan Credit Default Swap Index Transactions.

LCDXTranche FpML
Standard Terms Supplement for Syndicated Secured Loan Credit Default Swap Index Tranche Transactions.

MBX FpML
Standard Terms Supplement for MBX Transactions.

MCDX FpML
Standard Terms Supplement for Municipal CDX Untranched Transactions.

PO FpML
Standard Terms Supplement for PO Index Transactions.

PrimeX FpML
Standard Terms Supplement for PrimeX Transactions.

StandardCDXTranche FpML
Standard Terms Supplement for Standard CDX Tranche Transactions.

StandardiTraxxEuropeTranche FpML
Standard Terms Supplement for Standard iTraxx Europe Tranched Transactions.

StandardLCDS FpML
Standard Syndicated Secured Loan Credit Default Swap Standard Terms Supplement.

StandardLCDSBullet FpML
Standard Terms Supplement for Standard Syndicated Secured Loan Credit Default Swap Bullet Transactions.

StandardLCDXBullet FpML
Standard Terms Supplement for Standard Syndicated Secured Loan Credit Default Swap Index Bullet Transactions.

StandardLCDXBulletTranche FpML
Standard Terms Supplement for Standard Syndicated Secured Loan Credit Default Swap Index Bullet Tranche Transactions.

SyndicatedSecuredLoanCDS FpML
Syndicated Secured Loan Credit Default Swap Standard Terms Supplement.

TRX FpML
Standard Terms Supplement for TRX Transactions.

TRX.II FpML
Standard Terms Supplement for TRX.II Transactions.


5.55 corporateActionScheme

Scheme Definition:

Defines a scheme of values for specifying the type of corporate action.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
Bankruptcy FpML
Corporate action triggered by bankruptcy. A legal proceeding involving a person or business that is unable to repay outstanding debts. The bankruptcy process begins with a petition filed by the debtor (most common) or on behalf of creditors (less common). All of the debtor's assets are measured and evaluated, whereupon the assets are used to repay a portion of outstanding debt. Upon the successful completion of bankruptcy proceedings, the debtor is relieved of the debt obligations incurred prior to filing for bankruptcy. The value maps closely to the ISO code (BRUP) defined as the legal status of a company unable to pay creditors. Bankruptcy usually involves a formal court ruling. Securities may become valueless.

BonusIssue FpML
Corporate action triggered by a bonus issue. A bonus issue or bonus share is a free share of stock given to current shareholders in a company, based upon the number of shares that the shareholder already owns. While the issue of bonus shares increases the total number of shares issued and owned, it does not change the value of the company. The value maps closely to the ISO code (BONU) defined as a bonus, scrip or capitalisation issue. Security holders receive additional assets free of payment from the issuer, in proportion to their holding.

ClassAction FpML
Corporate action triggered by a Class Action. An action where an individual represents a group in a court claim. The judgment from the suit is for all the members of the group (class). The value maps closely to the ISO code (CLSA) defined as the situation where interested parties seek restitution for financial loss. The security holder may be offered the opportunity to join a class action proceeding and would need to respond with an instruction.

CreditEvent FpML
Corporate action triggered by a credit event. A credit event is any sudden and tangible (negative) change in a borrower's credit standing or decline in credit rating. A credit event brings into question the borrower's ability to repay its debt. It is the defining trigger in a credit derivative contract, or credit default swap. If the borrower experiences a credit event, then the buyer of the contract must pay the seller an agreed-upon sum to cover the loss. The value maps closely to the ISO code (CREV) defined as an occurrence of credit derivative for which the issuer of one or several underlying securities is unable to fulfill his financial obligations (as defined in terms and conditions).

Default FpML
Corporate action triggered by a default. The failure to promptly pay interest or principal when due. Default occurs when a debtor is unable to meet the legal obligation of debt repayment. Borrowers may default when they are unable to make the required payment or are unwilling to honor the debt. The value maps closely to the ISO code (DFLT) defined as the failure by the company to perform obligations defined as default events under the bond agreement and that have not been remedied.

EarlyRedemption FpML
Corporate action triggered by an early redemption. The value maps closely to the ISO code (MCAL) defined as the redemption of an entire issue outstanding of securities, for example, bonds, preferred equity, funds, by the issuer or its agent, for example, asset manager, before final maturity.

EquityRights FpML
Corporate action triggered by Equity Rights.

Liquidation FpML
Corporate action triggered by a liquidation. When a business or firm is terminated or bankrupt, its assets are sold (liquidated) and the proceeds pay creditors. Any leftovers are distributed to shareholders. The value maps closely to the ISO code (LIQU) defined as a distribution of cash, assets or both. Debt may be paid in order of priority based on preferred claims to assets specified by the security.

Merger FpML
Corporate action triggered by a merger. Mergers and acquisitions (abbreviated M&A) is an aspect of corporate strategy, corporate finance and management dealing with the buying, selling, dividing and combining of different companies and similar entities that can help an enterprise grow rapidly in its sector or location of origin, or a new field or new location, without creating a subsidiary, other child entity or using a joint venture. The distinction between a "merger" and an "acquisition" has become increasingly blurred in various respects (particularly in terms of the ultimate economic outcome), although it has not completely disappeared in all situations. The value maps closely to the ISO code (MRGR) defined as an offer made to shareholders, normally by a third party, requesting them to sell (tender) or exchange their equities.

ReverseSplit FpML
Corporate action triggered by a reverse split. A reverse stock split or reverse split is a process by a company of issuing to each shareholder in that company a smaller number of new shares in proportion to that shareholder's original shares that are subsequently canceled. A reverse stock split is also called a stock merge. The reduction in the number of issued shares is accompanied by a proportional increase in the share price. The value maps closely to the ISO code (SPLR) defined as a decrease in a company's number of outstanding equities without any change in the shareholder's equity or the aggregate market value at the time of the split. Equity price and nominal value are increased accordingly.

SpinOff FpML
Corporate action triggered by a spin Off. A spin-out, also known as a spin-off or a starburst, refers to a type of corporate action where a company "splits off" sections of itself as a separate business. The value maps closely to the ISO code (SOFF) defined as a a distribution of subsidiary stock to the shareholders of the parent company without a surrender of shares. Spin-off represents a form of divestiture usually resulting in an independent company or in an existing company. For example, demerger, distribution, unbundling.

StockReclassification FpML
Corporate action triggered by a Stock Reclassification.

StockSplit FpML
Corporate action triggered by a stock split. A stock split or stock divide increases the number of shares in a public company. The price is adjusted such that the before and after market capitalization of the company remains the same and dilutiondoes not occur. The value maps closely to the ISO code (SPLF) defined as a distribution of subsidiary stock to the shareholders of the parent company without a surrender of shares. Spin-off represents a form of divestiture usually resulting in an independent company or in an existing company. For example, demerger, distribution, unbundling.

Takeover FpML
Corporate action triggered by a takeover. A takeover is the purchase of onecompany (the target) by another (the acquirer, or bidder). The value maps to the ISO code (TEND) but is finer grained than TEND which emcompasses Tender/Acquisition/Takeover/Purchase Offer/Buyback. ISO defines the TEND code as an offer made to shareholders, normally by a third party, requesting them to sell (tender) or exchange their equities.


5.56 couponTypeScheme

Scheme Definition:

Defines a scheme of values for specifying if the bond has a variable coupon, step-up/down coupon or a zero-coupon.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
Fixed FpML
Bond has fixed rate coupon.

Float FpML
Bond has floating rate coupon.

Struct FpML
Bond has structured coupon.


5.57 creditApprovalModelScheme

Scheme Definition:

The method jointly employed by the Credit Extender and Limit Checker for a given Credit User through which the credit value of a trade is verified to be within the credit limit prior to the placement of an order and the execution of a trade. Defines the pre-execution model.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
Ping FpML
Ping pre-execution model

Plus1ToPing FpML
Plus One To Ping pre-execution model

Plus1ToStop FpML
Plus One To Stop pre-execution model

PushToPing FpML
Push To Ping pre-execution model

PushToStop FpML
Push To Stop pre-execution model


5.58 creditDocumentScheme

Scheme Definition:

Indicates a type of credit document.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
CreditSupportAgreement FpML


Guaranty FpML


OtherFinancing FpML


PledgeOfCollateral FpML


RelianceOnAvailableFinancing FpML



5.59 creditLimitCheckReasonScheme

Scheme Definition:

Standard code to indicate which type of credit limit check reason.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
LimitExceeded FpML
The credit limit was exceeded.


5.60 creditLimitTypeScheme

Scheme Definition:

"Standard code to indicate which type of credit line is being referred to.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
CS01 FpML
The type of credit line expressed in CS01. The sensitivity with respect to changes in the CDS spread.

DV01 FpML
The type of credit line expressed in DV01. The dollar value of a one basis point decrease in interest rates. It shows the change in a bond's price compared to a decrease in the bond's yield.

IM FpML
The type of credit line expressed in IM value.

Notional FpML
The type of credit line expressed in Notional amount.

PV01 FpML
The type of credit line expressed in PV01. The value of a one dollar or one basis point annuity.


5.61 creditRatingAgencyScheme

Scheme Definition:

Specifies the credit rating agencies.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
AMBest FpML
A. M. Best

CBRS FpML
Canadian Bond Rating Service

DBRS FpML
Dominion Bond Rating Service

Fitch FpML
Fitch

Japanagency FpML
Japan Credit Rating Agency, Ltd.

Moodys FpML
Moody's

RatingAndInvestmentInformation FpML
Rating And Investment Information, Inc.

StandardAndPoors FpML
Standard And Poor's


5.62 creditSeniorityScheme

Scheme Definition:

Specifies the repayment precedence of a debt instrument.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
Other FpML
Other as defined under EMIR.

SeniorSec FpML
Senior domestic (RED Tier Code: SECDOM).

SeniorUnSec FpML
Senior foreign (RED Tier Code: SNRFOR).

SubLowerTier2 FpML
Subordinate, Lower Tier 2 (RED Tier Code: SUBLT2).

SubTier1 FpML
Subordinate Tier 1 (RED Tier Code: PREFT1).

SubTier3 FpML
Subordinate, Tier 3.

SubUpperTier2 FpML
Subordinate, Upper Tier 2 (RED Tier Code: JRSUBUT2).


5.63 creditSeniorityTradingScheme

Scheme Definition:

Specifies the seniority of the reference obligation used in a single name credit default swap trade. It overrides the creditSeniorityScheme.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
Senior FpML
Top precedence.

Subordinate FpML
Subordinate


5.64 creditSupportAgreementTypeScheme

Scheme Definition:

Specifies the type of ISDA Credit Support Agreement governing the transaction.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
ISDA1994CreditSupportAnnexNewYorkLaw FpML
The ISDA 1994 Credit Support Annex New York Law (pledge) applies.

ISDA1995CreditSupportAnnexEnglishLaw FpML
The ISDA 1995 Credit Support Annex English Law (title transfer) applies.

ISDA1995CreditSupportAnnexJapaneseLaw FpML
The ISDA 1995 Credit Support Annex Japanese Law applies.

ISDA1995CreditSupportDeedEnglishLaw FpML
The ISDA 1995 Credit Support Deed English Law (charge) applies.

ISDA2001MarginProvisions FpML
The ISDA 2001 Margin Provisions applies.

ISDA2013StandardCreditSupportAgreement FpML
The ISDA 2013 Standard Credit Support Agreement.

ISDA2014StandardCreditSupportAgreement FpML
The ISDA 2014 Standard Credit Support Agreement.


5.65 currencyScheme

Scheme Definition:

The FpML currency code coding scheme is the union of the ISO 4217 currency scheme (currencyScheme) and the FpML non ISO currency scheme (nonIsoCurrency).

Scheme Identification:


5.66 cutNameScheme

Scheme Definition:

The specification of the cut name, or expiry date and time, for an FX OTC option.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
Comex FpML
2:30 p.m. New York time.

ECB FpML
1:30 p.m. London time.

LondonEveningGold FpML
3:00 p.m. London time.

LondonEveningPgm FpML
2:00 p.m. London time.

LondonMorningGold FpML
10:30 a.m. London time.

LondonMorningPgm FpML
9:45 a.m. London time.

Mexico FpML
12:30 p.m. New York time.

NewYork FpML
10:00 a.m. New York time.

NewYorkPgm FpML
9:30 a.m. New York time.

SilverLondon FpML
12:15 p.m. London time.


5.67 dayCountScheme

Scheme Definition:

Specifies the denominator for accrual calculation to be used as part of the ISDA Standard CSA document.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
360 FpML
360

365 FpML
365


5.68 dayCountFractionScheme

Scheme Definition:

Defines a scheme of values for specifying how the number of days between two dates is calculated for purposes of calculation of a fixed or floating payment amount and the basis for how many days are assumed to be in a year.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
1/1 FpML
Per 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (a) or Annex to the 2000 ISDA Definitions (June 2000 Version), Section 4.16. Day Count Fraction, paragraph (a).

30/360 FpML
Per 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (f) or Annex to the 2000 ISDA Definitions (June 2000 Version), Section 4.16. Day Count Fraction, paragraph (e).

30E/360 FpML
Per 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (g) or Annex to the 2000 ISDA Definitions (June 2000 Version), Section 4.16. Day Count Fraction, paragraph (f). Note that the algorithm defined for this day count fraction has changed between the 2000 ISDA Definitions and 2006 ISDA Definitions. See Introduction to the 2006 ISDA Definitions for further information relating to this change.

30E/360.ISDA FpML
Per 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (h). Note the algorithm for this day count fraction under the 2006 ISDA Definitions is designed to yield the same results in practice as the version of the 30E/360 day count fraction defined in the 2000 ISDA Definitions. See Introduction to the 2006 ISDA Definitions for further information relating to this change.

ACT/360 FpML
Per 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (e) or Annex to the 2000 ISDA Definitions (June 2000 Version), Section 4.16. Day Count Fraction, paragraph (d).

ACT/365.FIXED FpML
Per 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (d) or Annex to the 2000 ISDA Definitions (June 2000 Version), Section 4.16. Day Count Fraction, paragraph (c).

ACT/365L FpML
Per 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (i).

ACT/ACT.AFB FpML
The Fixed/Floating Amount will be calculated in accordance with the "BASE EXACT/EXACT" day count fraction, as defined in the "Definitions Communes plusieurs Additifs Techniques" published by the Association Francaise des Banques in September 1994.

ACT/ACT.ICMA FpML
Per 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (c). This day count fraction code is applicable for transactions booked under the 2006 ISDA Definitions. Transactions under the 2000 ISDA Definitions should use the ACT/ACT.ISMA code instead.

ACT/ACT.ISDA FpML
Per 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (b) or Annex to the 2000 ISDA Definitions (June 2000 Version), Section 4.16. Day Count Fraction, paragraph (b). Note that going from FpML 2.0 Recommendation to the FpML 3.0 Trial Recommendation the code in FpML 2.0 'ACT/365.ISDA' became 'ACT/ACT.ISDA'.

ACT/ACT.ISMA FpML
The Fixed/Floating Amount will be calculated in accordance with Rule 251 of the statutes, by-laws, rules and recommendations of the International Securities Market Association, as published in April 1999, as applied to straight and convertible bonds issued after December 31, 1998, as though the Fixed/Floating Amount were the interest coupon on such a bond. This day count fraction code is applicable for transactions booked under the 2000 ISDA Definitions. Transactions under the 2006 ISDA Definitions should use the ACT/ACT.ICMA code instead.

BUS/252 FpML
The number of Business Days in the Calculation Period or Compounding Period in respect of which payment is being made divided by 252.


5.69 declearReasonScheme

Scheme Definition:

Indicates the reason that a declear was requested.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
ClearedInError FpML
The trade was cleared in error (but the trade itself remains in effect).

RemovedFromClearing FpML
The trade will no longer be cleared. For example, the trade was amended and is no longer eligible for clearing, the clearing service no longer clears this type of trade, etc.

TradeCancelled FpML
The trade was cancelled, e.g. due to an error in creation of the trade.

TransferredClearingService FpML
The trade was relocated to a new clearing service.


5.70 deliveryMethodScheme

Scheme Definition:

Defines the possible delivery methods for securities.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
DeliveryVersusPayment FpML
Indicates that a securities delivery must be made against payment in simultaneous transmissions and stipulate each other.

FreeOfPayment FpML
Indicates that a securities delivery can be made without a simultaneous cash payment in exchange and not depending on if payment obligations are fulfilled or not and vice versa.

PreDelivery FpML
Indicates that a securities delivery must be made in full before the payment for the securities; fulfillment of payment obligations depends on securities delivery obligations fulfillment.

PrePayment FpML
Indicates that a payment in full amount must be made before the securities delivery; fulfillment of securities delivery obligations depends on payment obligations fulfillment.


5.71 deliveryRiskScheme

Scheme Definition:

Specifies how the parties to the trade aportion responsibility for the delivery of the commodity product (for example Free On Board, Cost, Insurance, Freight).

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
CFR FpML
Cost and Freight (requires names port of destination) Abbreviation was formerly C&F.

CIF FpML
Cost, Insurance and Freight (required name port of destination).

CIP FpML
Carriage and Insurance Paid To (requires named place of destination).

CPT FpML
Carriage Paid To (requires named place of destination).

DAF FpML
Deliver at Frontier (requires named place of destination) DAF was in Incoterms 2000 but was eliminated from Incoterms 2010.

DAP FpML
Deliver at Place (requires named place of destination).

DDP FpML
Delivered Duty Paid (requires named place of destination).

DDU FpML
Delivered Duty Unpaid (requires named place of destination).

DEQ FpML
Delivered Ex Quay (requires named of port of delivery).

DES FpML
Delivered Ex Ship (requires named of port of delivery).

EXW FpML
Ex Works (requires named place of delivery).

FAS FpML
Free Alongside Ship (requires named port of shipment).

FCA FpML
Free Carrier (requires named place of delivery).

FOB FpML
Free On Board (requires name port of shipment).


5.72 derivativeCalculationMethodScheme

Scheme Definition:

Specifies the method by which a derivative is computed.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
Analytic FpML
The derivative is computed analytically, e.g. by a closed form analytical equation.

Numerical FpML
The derivative is computed by other (non-perturbative) numerical means, such as a direct output from a numerical model.

Perturbation FpML
The derivative is computed by a numerical difference method, ie. by numerically perturbing the input, recalculating the measure, and dividing by the amount of the perturbation.

Substitution FpML
The derivative is computed by finite difference based on the substitution of a supplied pricing input, e.g. a bumped yield curve.


5.73 designatedPriorityScheme

Scheme Definition:

Specifies the types of liens that can be associated with a loan facility. In practice there could be any number of liens. Practice shows that the number does not typically goes beyond 3.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
FirstLienLoan FpML
First lien.

SecondLienLoan FpML
Second lien.

ThirdLienLoan FpML
Third lien.

Unknown FpML
It is unknown whether a lien is associated with a loan facility.


5.74 determinationMethodScheme

Scheme Definition:

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

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
AgreedInitialPrice FpML
Agreed separately between the parties.

AsSpecifiedInMasterConfirmation FpML
As specified in Master Confirmation.

CalculationAgent FpML
Determined by the Calculation Agent.

ClosingPrice FpML
Official Closing Price.

DividendCurrency FpML
Determined by the Currency of Equity Dividends.

ExpiringContractLevel FpML
The initial Index Level is the level of the Expiring Contract as provided in the Master Confirmation.

HedgeExecution FpML
Determined by the Hedging Party.

IssuerPaymentCurrency FpML
Issuer Payment Currency.

NAV FpML
Net Asset Value.

OpenPrice FpML
Opening Price of the Market.

OSPPrice FpML
OSP Price.

SettlementCurrency FpML
Settlement Currency.

StrikeDateDetermination FpML
Date on which the strike is determined in respect of a forward starting swap.

TWAPPrice FpML
Official TWAP Price.

ValuationTime FpML
Price determined at valuation time.

VWAPPrice FpML
Official VWAP Price.


5.75 embeddedOptionTypeScheme

Scheme Definition:

Indicates a type of embedded option contained in an OTC derivative contract.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
CancelableProvision FpML
The right but not the obligation to terminate a trade early without additional payment.

ExtendibleProvision FpML
The right but not the obligation to increase the term of a trade (without changing other terms) without additional payment.

OptionalEarlyTerminationProvision FpML
The right but not the obligation to terminate a trade early with payment of fair market replacement value of the trade by the out of the money counterparty.


5.76 entityClassificationScheme

Scheme Definition:

This specifies the entity classification of a party.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
Other FpML
Indicates an organization with respect to the reporting Regime that does not fit any other classification.


5.77 entityClassificationScheme

Scheme Definition:

Specifies the dealer status of a party under Canadian Securities Administrators (CSA).

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
Dealer FpML
Indicates the organization with respect to the reporting Regime is a Dealer, for example in Canadian reporting.

NonDealer FpML
Indicates the organization with respect to the reporting Regime is a Non Dealer, for example in Canadian reporting.


5.78 entityClassificationScheme

Scheme Definition:

Specifies the local party status of a party under Canadian Securities Administrators (CSA).

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
LocalParty FpML
Indicates the organization referenced by the partyTradeInformation with respect to the reporting Regime is a Local Party, for example in Canadian reporting.

NonLocalParty FpML
Indicates the organization referenced by the partyTradeInformation with respect to the reporting Regime is a Non Local Party, for example in Canadian reporting.


5.79 entityClassificationScheme

Scheme Definition:

Specifies the entity classification of a party under ESMA.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
CentralCounterparty FpML
Indicates the organization with respect to the reporting Regime is a Central Counterparty, for example under ESMA EMIR.

Exempt FpML
Parties that are exempted from reporting Financial, NonFinancial status as per Article 1(5) of EMIR, such as Multilateral Development Banks.

Financial FpML
Indicates the organization referenced by the partyTradeInformation with respect to the reporting Regime is a Financial Entity, for example in ESMA reporting.

NonFinancial FpML
Indicates the organization referenced by the partyTradeInformation with respect to the reporting Regime is a NonFinancial Entity, for example in ESMA reporting.


5.80 entityClassificationScheme

Scheme Definition:

Specifies the entity classification of a party under the U.S. Securities and Exchange Commission (SEC).

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
CA FpML
Indicates the organization with respect to the reporting Regime is a Clearing Agency, for example under SEC. CA under SEC has the same meaning as CentralCounterparty under ESMA.

MSBSP FpML
Indicates the organization with respect to the reporting Regime is a Major Security-based Swap Participant, for example under SEC SBSR.

non-SBSD/MSBSP FpML
Indicates the organization with respect to the reporting Regime is neither a Security-based Swap Dealer nor a Major Security-based Swap Participant, for example under SEC SBSR.

Participant FpML
Indicates an organization with respect to the reporting Regime is a participant.

SBSD FpML
Indicates the organization with respect to the reporting Regime is Security-based Swap Dealer, for example under SEC SBSR.


5.81 entityTypeScheme

Scheme Definition:

This specifies the reference entity types corresponding to a list of types defined in the ISDA First to Default documentation.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
Asian FpML
Entity Type of Asian.

AustralianAndNewZealand FpML
Entity Type of Australian and New Zealand.

EuropeanEmergingMarkets FpML
Entity Type of European Emerging Markets.

Japanese FpML
Entity Type of Japanese.

NorthAmericanHighYield FpML
Entity Type of North American High Yield.

NorthAmericanInsurance FpML
Entity Type of North American Insurance.

NorthAmericanInvestmentGrade FpML
Entity Type of North American Investment Grade.

Singaporean FpML
Entity Type of Singaporean.

WesternEuropean FpML
Entity Type of Western European.

WesternEuropeanInsurance FpML
Entity Type of Western European Insurance.


5.82 eventStatusScheme

Scheme Definition:

Status of the set of payments once the matching process is performed.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
Alleged FpML
No corresponding payment (or set of payments) was found in "your" submitted sets.

Cancelled FpML
One or the other side's values were cancelled.

Matched FpML
Both sides have the same payment (or set of payments) information within matching policies.

Mismatched FpML
Both sides have the same payment (or set of payments), but there are differences greater than the acceptable tolerance in the matching policies.

Unmatched FpML
No corresponding payment (or set of payments) was found in the "other party's" submitted sets.


5.83 eventTypeScheme

Scheme Definition:

Contains a code representing an event type.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
Allocation FpML
Indicates that the trade results from an allocation.

Amendment FpML
Indicates that the trade was changed by a bilaterally negotiated agreement.

BasketChange FpML
Indicates that the trade was affected by a change to the composition of a basket that underlay it.

Cleared FpML
Indicates that the trade is the result of a clearing operation. Applies in the context of an alpha trade.

Clearing FpML
Indicates that the trade is the result of a clearing operation. Applies in the context of a beta or gamma trade.

CorporateAction FpML
Indicates that the trade experienced a corporate action (e.g., strategic restructuring, renaming, merger, acquisition).

Exercise FpML
Indicates that the trade results from an exercise event or experienced an exercise.

Expiration FpML
Indicates that the option in the trade expired worthless.

Increase FpML
Indicates that the trade was increased in size (notional, number of options, volume, etc) by bilateral agreement without affecting other terms.

IndexChange FpML
Indicates that the trade was affected by an external change to a published index.

Novation FpML
Indicates that the trade was novated (transferred fully or in part to another counterparty).

Reset FpML
Indicates that the trade's terms, such as notional, were changed by a resetting event (for example an equity swap reset, or an fx-linked notional swap reset).

Trade FpML
Indicates that the trade or trade package is the result of a new trading activity.

Valuation FpML
Indicates that the trade is being reported to update its valuation.

Withdrawal FpML
Indicates that the trade was withdrawn from the reporting service.


5.84 exchangeDateScheme

Scheme Definition:

Defines the alternate meaning for Exchange Date as specified in Paragraph 3(d)(ii) of the ISDA Standard Credit Support Annex (English Law).

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
T FpML
The Transferee will be obliged to transfer to the Transferor IA Equivalent Credit Support in respect of the Original Credit Support no later than the date on which the Transferee receives the New Credit Support (the "Exchange Date").

T+2 FpML
The Transferee will be obliged to transfer to the Transferor IA Equivalent Credit Support in respect of the Original Credit Support no later than Two Settlement Days following the date on which the Transferee receives the New Credit Support (the "Exchange Date").

T+3 FpML
The Transferee will be obliged to transfer to the Transferor IA Equivalent Credit Support in respect of the Original Credit Support no later than Three Settlement Days following the date on which the Transferee receives the New Credit Support (the "Exchange Date").

T+4 FpML
The Transferee will be obliged to transfer to the Transferor IA Equivalent Credit Support in respect of the Original Credit Support no later than four Settlement Days following the date on which the Transferee receives the New Credit Support (the "Exchange Date").


5.85 executionTypeScheme

Scheme Definition:

Contains a code representing a trade could be executed (ie. how a legally enforceable contract could be agreed, as per CFTC's 17 CFR Part 43.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
Electronic FpML
Execution via electronic execution facility, derivatives contract market, or other electronic message such as an instant message.

Voice FpML
Execution via a spoken agreement, for example over a telephone call.

Written FpML
Execution via a written document.


5.86 executionVenueTypeScheme

Scheme Definition:

Contains a code representing the type of venue where a trade could be executed.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
DCM FpML
Registered Designated Contract Market.

ETP FpML
Electronic Trading Platform as defined in the Japanese Financial Instruments and Exchange Act.

MTF FpML
Registered Multilateral Trading Facility (MiFID and MiFID II) - Pursuant to MiFID II, refers to a multilateral system operated by an investment firm or market operator, which brings together multiple third-party buying and selling interests in financial instruments in the system, in accordance with non-discretionary rules, in a way that results in a contract in accordance with the provisions of Title II of the MiFID II.

OffFacility FpML
Bilateral execution between counterparties not pursuant to the rules of a SEF or DCM.

OTF FpML
Organised Trading Facility (MiFID II). A multilateral system which is not a regulated market or MTF and in which multiple third party buying and selling interests in bonds, structured finance product, emissions allowances or derivatives are able to interact in the system in a way which results in a contract.

SEF FpML
Registered Swaps Execution Facility.


5.87 exerciseStyleScheme

Scheme Definition:

Option Exercise Style.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
American FpML
Option can be exercised on any date between a commencement date and an expiration date.

Bermuda FpML
Option can be exercised on a specific set of exercise dates.

European FpML
Option can be exercised once on a specified expiration date.


5.88 exposureTypeScheme

Scheme Definition:

Contains a code representing the type of exposure.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
IndexOrBasket FpML
Risk that is a component of an overall index or multi-commodity/multi-asset basket.

Other FpML
Risk with no special or mitigating characteristics.

TwoComponentIntercommoditySpread FpML
Risk generated by a trade based on a spread between two commodities.

TwoComponentLocationalBasis FpML
Risk generated by a trade based on a basis between a single commodity at different delivery locations.


5.89 facilityFeatureScheme

Scheme Definition:

Various features associated with a given facility.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
ABL FpML
Asset -Based Loan (ABL): a loan that is secured by specific assets (typically receivables or inventory) an made on the basis of a borrowing formula (borrowing base) that reflects a percentage of the value of such assets.

Acquisition FpML
A specific type of loan that typically cannot be reborrowed. Funds can be drawn down from the line of credit only for a specific period of time and only to purchase specified assets.

Add-On FpML
An increase to an existing facility.

Advance FpML
An individual borrowing under a credit facility.

BankersAcceptance FpML
A promised future payment, or time draft, which is accepted and guaranteed by a bank and drawn on a deposit at the bank. The banker's acceptance specifies the amount of money, the date, and the person to which the payment is due. After acceptance, the draft becomes an unconditional liability of the bank. But the holder of the draft can sell (exchange) it for cash at a discount to a buyer who is willing to wait until the maturity date for the funds in the deposit.

Bridge FpML
A Credit Facility pursuant to which Lenders make Bridge Loans which are short-term loans (generally maturing in one year) that typically (although not always) are not intended to be funded. The purpose of the Bridge Loan is to provide a bidder with a committed financing in the context of an action for a business in case the Notes offering contemplated as part of the acquisition financing cannot be consummated prior to the consumption of the acquisition (i.e., to "bridge" the gap in financing). Traditionally, Bridge Loans are used by Financial Buyers (Sponsors) in auction situations, but corporate buyers also sometimes use Bridge Loans to finance acquisitions.

Capex FpML
A facility whose loans are used to fund capital expenditures which are defined as any expenditure in respect of a capital asset of the borrower, i.e., an expenditure that does not flow through the borrower's income statement.

DIP FpML
Debtor-In-Possession (DIP Loan Facility: A credit agreement entered into by a borrower during the course of its Chapter 11 bankruptcy case, which is secured and has priority over existing debt and other claims.

Exit FpML
Financing that takes place when a debtor is ready to confirm a plan and exit Bankruptcy. It is through Exit Financing that the debtor is able to fund its plan of reorganization. In most, if not all, plans of reorganization, Exit Financing is required to be available before a debtor can reach the effective date for its plan.

Extended FpML
Credit Facility that is extended beyond its original maturity date. When all or a portion of the initial facilitiy remains and is not extended, the extended portion becomes a new facility.

Guarantee FpML
A Guarantor's agreement to purchase or otherwise become contingently liable for the debts or other obligations of another entity. With respect to a group of companies guarantees can be "upstream" (a subsidiary guaranteeing debt of its parent), "cross-stream" (a subsidiary guaranteeing debt of a "sister" company, where both are ultimately owned by the same parent) and "downstream" (a parent guaranteeing debt of a subsidiary).

Incremental FpML
A post-Closing addition to an existing Credit Facility on substantially the same terms as the existing Credit Facility, typically used to finance acquisitions, investments or even dividends. The existing Lenders do not precommit to provide the Incremental Facility, but do pre-approve the incremental leverage. At the time the Borrower desires to add on to the existing Credit Facility, it must seek new commitments from existing or new Lenders. Incremental Facility debt is additional Secured Debt that shares Collateral with the pre-existing First or Second Lien Debt.

Mezzanine FpML
An unsecured debt instrument with certain equity-like characteristics. The Mezzanine component of a capital structure is subordinate in right of payment to Senior Debt and carries a coupon similar to high yield bonds. Mezzanine debt is often issued at the holdco level. Mezzanine debt often has equity features, frequently referred to as equity kickers, which may take the form of warrants that permit the holder to purchase equity at a preset price, or conversion features upon certain events (such as change of control). The combination of the debt coupon and the equity kicker gives Mezzanine investors a higher return than high yield bonds.

Non-Extended FpML
Credit Facility that is not extended beyond its original maturity date.

PIK FpML
"Payment in Kind" interest is a form of payment where the interest owed by the borrower is added to the principal amount owed to a lender. A separate PIK facility is comprised of this interest.

PIKToggle FpML
An interest rate feature that gives the Borrower the option to pay all, half or none of the interest for any period (generally during a non-call period) in kind. Typically, an interest rate step up will apply to any portion of interest that is paid in kind. PIK Toggles are attractive to Borrowers because of the ability to "toggle" out of cash interest payments in times of a liquidity crunch - meaning if the Borrower is short on cash, it can stop making cash interest payments and just let the interest PIK.

Synthetic FpML
Typically refers to letters of credit.


5.90 floatingRateIndexScheme

Scheme Definition:

Commodity Rate Options.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION
GOFO FpML
Gold Forward Rate.


5.91 floatingRateIndexScheme

Scheme Definition:

ISDA Rate Options as published by ISDA in either the 2006 ISDA Definitions or the Annex to the 2000 Definitions, Section 7.1. Rate Options.

Scheme Identification:

Coding Scheme

CODE SOURCE DESCRIPTION STYLE
AED-EBOR-Reuters ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

AUD-AONIA-OIS-COMPOUND ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

OIS
AUD-AONIA-OIS-COMPOUND-SwapMarker ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

OIS
AUD-BBR-AUBBSW ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

AUD-BBR-BBSW ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

AUD-BBR-BBSW-Bloomberg ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

AUD-BBR-BBSY (BID) ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

AUD-BBR-ISDC ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

AUD-LIBOR-BBA ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

AUD-LIBOR-BBA-Bloomberg ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

AUD-LIBOR-Reference Banks ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

AUD-Quarterly Swap Rate-ICAP ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

AUD-Quarterly Swap Rate-ICAP-Reference Banks ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

AUD-Semi-Annual Swap Rate-11:00-BGCANTOR ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

AUD-Semi-Annual Swap Rate-BGCANTOR-Reference Banks ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

AUD-Semi-annual Swap Rate-ICAP ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

AUD-Semi-Annual Swap Rate-ICAP-Reference Banks ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

AUD-Swap Rate-Reuters ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

BRL-CDI ISDA
Refers to the Overnight Brazilian Interbank Deposit Rate Annualized known as the average (Media) of the DI-OVER-EXTRA Grupo as published by CETIP (Camara de Custodia e Liquidacao).

CAD-BA-CDOR ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

CAD-BA-CDOR-Bloomberg ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

CAD-BA-ISDD ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

CAD-BA-Reference Banks ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

CAD-BA-Reuters ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

CAD-BA-Telerate ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

CAD-CORRA-OIS-COMPOUND ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

OIS
CAD-ISDA-Swap Rate ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

CAD-LIBOR-BBA ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

CAD-LIBOR-BBA-Bloomberg ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

CAD-LIBOR-BBA-SwapMarker ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

CAD-LIBOR-Reference Banks ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

CAD-REPO-CORRA ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

CAD-TBILL-ISDD ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

CAD-TBILL-Reference Banks ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

CAD-TBILL-Reuters ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

CAD-TBILL-Telerate ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

CHF USD-Basis Swaps-11:00-ICAP ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

CHF-3M LIBOR SWAP-CME vs LCH-ICAP ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

CHF-3M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

CHF-3M LIBOR SWAP-EUREX vs LCH-ICAP ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

CHF-3M LIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

CHF-6M LIBOR SWAP-CME vs LCH-ICAP ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

CHF-6M LIBOR SWAP-EUREX vs LCH-ICAP ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

CHF-6M LIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

CHF-6M LIBORSWAP-CME vs LCH-ICAP-Bloomberg ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

CHF-Annual Swap Rate ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

CHF-Annual Swap Rate-11:00-ICAP ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

CHF-Annual Swap Rate-Reference Banks ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

CHF-Basis Swap-3m vs 6m-LIBOR-11:00-ICAP ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

CHF-ISDAFIX-Swap Rate ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

CHF-LIBOR-BBA ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

CHF-LIBOR-BBA-Bloomberg ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

CHF-LIBOR-ISDA ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

CHF-LIBOR-Reference Banks ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

CHF-OIS-11:00-ICAP ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

OIS
CHF-SARON-OIS-COMPOUND ISDA
PPer 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

OIS
CHF-TOIS-OIS-COMPOUND ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

OIS
CL-CLICP-Bloomberg ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

CNH-HIBOR-Reference Banks ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

CNH-HIBOR-TMA ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

CNY 7-Repo Compounding Date ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

CNY-CNREPOFIX=CFXS-Reuters ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

CNY-PBOCB-Reuters ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

CNY-Quarterly 7 day Repo Non Deliverable Swap Rate-TRADITION ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

CNY-Quarterly 7 day Repo Non Deliverable Swap Rate-TRADITION-Reference Banks ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

CNY-Semi-Annual Swap Rate-11:00-BGCANTOR ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

CNY-Semi-Annual Swap Rate-Reference Banks ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

CNY-Shibor-OIS-Compounding ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

OIS
CNY-SHIBOR-Reuters ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction..

COP-IBR-OIS-COMPOUND ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

OIS
CZK-Annual Swap Rate-11:00-BGCANTOR ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

CZK-Annual Swap Rate-Reference Banks ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

CZK-PRIBOR-PRBO ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

CZK-PRIBOR-Reference Banks ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

DKK-CIBOR-DKNA13 ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

DKK-CIBOR-DKNA13-Bloomberg ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

DKK-CIBOR-Reference Banks ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

DKK-CIBOR2-Bloomberg ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

DKK-CIBOR2-DKNA13 ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

DKK-CITA-DKNA14-COMPOUND ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

DKK-DKKOIS-OIS-COMPOUND ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

OIS
EUR Basis Swap-EONIA vs 3m EUR+IBOR Swap Rates-A/360-10:00-ICAP ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

EUR EURIBOR-Annual Bond Swap vs 1m-11:00-ICAP ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

EUR EURIBOR-Basis Swap-1m vs 3m-Euribor-11:00-ICAP ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

EUR EURIBOR-Basis Swap-3m vs 6m-11:00-ICAP ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

EUR USD-Basis Swaps-11:00-ICAP ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

EUR-3M EURIBOR SWAP-CME vs LCH-ICAP ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

EUR-3M EURIBOR SWAP-CME vs LCH-ICAP-Bloomberg ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

EUR-3M EURIBOR SWAP-EUREX vs LCH-ICAP ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

EUR-3M EURIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

EUR-6M EURIBOR SWAP-CME vs LCH-ICAP ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

EUR-6M EURIBOR SWAP-CME vs LCH-ICAP-Bloomberg ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

EUR-6M EURIBOR SWAP-EUREX vs LCH-ICAP ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

EUR-6M EURIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

EUR-Annual Swap Rate-10:00 ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

EUR-Annual Swap Rate-10:00-BGCANTOR ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

EUR-Annual Swap Rate-10:00-Bloomberg ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

EUR-Annual Swap Rate-10:00-ICAP ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

EUR-Annual Swap Rate-10:00-SwapMarker ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

EUR-Annual Swap Rate-10:00-TRADITION ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

EUR-Annual Swap Rate-11:00 ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

EUR-Annual Swap Rate-11:00-Bloomberg ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

EUR-Annual Swap Rate-11:00-ICAP ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

EUR-Annual Swap Rate-11:00-SwapMarker ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

EUR-Annual Swap Rate-3 Month ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

EUR-Annual Swap Rate-3 Month-SwapMarker ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

EUR-Annual Swap Rate-4:15-TRADITION ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

EUR-Annual Swap Rate-Reference Banks ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

EUR-EONIA-AVERAGE ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

EUR-EONIA-OIS-10:00-BGCANTOR ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

OIS
EUR-EONIA-OIS-10:00-ICAP ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

OIS
EUR-EONIA-OIS-10:00-TRADITION ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

OIS
EUR-EONIA-OIS-11:00-ICAP ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

OIS
EUR-EONIA-OIS-4:15-TRADITION ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

OIS
EUR-EONIA-OIS-COMPOUND ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

OIS
EUR-EONIA-OIS-COMPOUND-Bloomberg ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

OIS
EUR-EONIA-Swap-Index ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

EUR-EURIBOR-Act/365 ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

EUR-EURIBOR-Act/365-Bloomberg ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

EUR-EURIBOR-Reference Banks ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

EUR-EURIBOR-Reuters ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

EUR-EURIBOR-Telerate ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

EUR-EURONIA-OIS-COMPOUND ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

OIS
EUR-ISDA-EURIBOR Swap Rate-11:00 ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

EUR-ISDA-EURIBOR Swap Rate-12:00 ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

EUR-ISDA-LIBOR Swap Rate-10:00 ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

EUR-ISDA-LIBOR Swap Rate-11:00 ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

EUR-LIBOR-BBA ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

EUR-LIBOR-BBA-Bloomberg ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

EUR-LIBOR-Reference Banks ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

EUR-TAM-CDC ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

EUR-TEC10-CNO ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

EUR-TEC10-CNO-SwapMarker ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

EUR-TEC10-Reference Banks ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

EUR-TEC5-CNO ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

EUR-TEC5-CNO-SwapMarker ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

EUR-TEC5-Reference Banks ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

EUR-TMM-CDC-COMPOUND ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

GBP USD-Basis Swaps-11:00-ICAP ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

GBP-6M LIBOR SWAP-CME vs LCH-ICAP ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

GBP-6M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

GBP-6M LIBOR SWAP-EUREX vs LCH-ICAP ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

GBP-6M LIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

GBP-ISDA-Swap Rate ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

GBP-LIBOR-BBA ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

GBP-LIBOR-BBA-Bloomberg ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

GBP-LIBOR-ISDA ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

GBP-LIBOR-Reference Banks ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

GBP-Semi Annual Swap Rate-11:00-TRADITION ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

GBP-Semi Annual Swap Rate-4:15-TRADITION ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

GBP-Semi-Annual Swap Rate ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

GBP-Semi-Annual Swap Rate-11:00-ICAP ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

GBP-Semi-Annual Swap Rate-Reference Banks ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

GBP-Semi-Annual Swap Rate-SwapMarker26 ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

GBP-SONIA-OIS-11:00-ICAP ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

OIS
GBP-SONIA-OIS-11:00-TRADITION ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

OIS
GBP-SONIA-OIS-4:15-TRADITION ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

OIS
GBP-WMBA-RONIA-COMPOUND ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

OIS
GBP-WMBA-SONIA-COMPOUND ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

OIS
GRD-ATHIBOR-ATHIBOR ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

GRD-ATHIBOR-Reference Banks ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

GRD-ATHIBOR-Telerate ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

GRD-ATHIMID-Reference Banks ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

GRD-ATHIMID-Reuters ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

HKD-HIBOR-HIBOR-Bloomberg ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

HKD-HIBOR-HIBOR= ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

HKD-HIBOR-HKAB ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

HKD-HIBOR-HKAB-Bloomberg ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

HKD-HIBOR-ISDC ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

HKD-HIBOR-Reference Banks ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

HKD-HONIX-OIS-COMPOUND ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

OIS
HKD-ISDA-Swap Rate-11:00 ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

HKD-ISDA-Swap Rate-4:00 ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

HKD-Quarterly-Annual Swap Rate-11:00-BGCANTOR ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

HKD-Quarterly-Annual Swap Rate-11:00-TRADITION ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

HKD-Quarterly-Annual Swap Rate-4:00-BGCANTOR ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

HKD-Quarterly-Annual Swap Rate-Reference Banks ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

HKD-Quarterly-Quarterly Swap Rate-11:00-ICAP ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

HKD-Quarterly-Quarterly Swap Rate-4:00-ICAP ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

HKD-Quarterly-Quarterly Swap Rate-Reference Banks ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

HUF-BUBOR-Reference Banks ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

HUF-BUBOR-Reuters ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

IDR-IDMA-Bloomberg ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

IDR-IDRFIX ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

IDR-JIBOR-Reuters ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

IDR-SBI-Reuters ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

IDR-Semi-Annual Swap Rate-11:00-BGCANTOR ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

IDR-Semi-Annual Swap Rate-Reference Banks ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

IDR-SOR-Reference Banks ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

IDR-SOR-Reuters ISDA
code has been deprecated in supplement 35 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes.

"IDR-SOR-Reuters" code has been deprecated in supplement 35 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes.



Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

IDR-SOR-Telerate ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

ILS-TELBOR-Reference Banks ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

ILS-TELBOR01-Reuters ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

INR-BMK ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

INR-CMT ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

INR-FBIL-MIBOR-OIS-COMPOUND ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

OIS
INR-INBMK-REUTERS ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

INR-MIBOR-OIS-COMPOUND ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

OIS
INR-MIFOR ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

INR-MIOIS ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

INR-MITOR-OIS-COMPOUND ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

OIS
INR-Reference Banks ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

INR-Semi Annual Swap Rate-Non-deliverable-16:00-Tullett Prebon ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

INR-Semi-Annual Swap Rate-11:30-BGCANTOR ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

INR-Semi-Annual Swap Rate-Reference Banks ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

ISK-REIBOR-Reference Banks ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

ISK-REIBOR-Reuters ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

JPY USD-Basis Swaps-11:00-ICAP ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

JPY-Annual Swap Rate-11:00-TRADITION ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

JPY-Annual Swap Rate-3:00-TRADITION ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

JPY-BBSF-Bloomberg-10:00 ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

JPY-BBSF-Bloomberg-15:00 ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

JPY-ISDA-Swap Rate-10:00 ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

JPY-ISDA-Swap Rate-15:00 ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

JPY-LIBOR-BBA ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

JPY-LIBOR-BBA-Bloomberg ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

JPY-LIBOR-FRASETT ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

JPY-LIBOR-ISDA ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

JPY-LIBOR-Reference Banks ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

JPY-LTPR-MHCB ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

JPY-LTPR-TBC ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

JPY-MUTANCALL-TONAR ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

JPY-OIS-11:00-ICAP ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

OIS
JPY-OIS-11:00-TRADITION ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

OIS
JPY-OIS-3:00-TRADITION ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

OIS
JPY-Quoting Banks-LIBOR ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

JPY-STPR-Quoting Banks ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

JPY-TIBOR-17096 ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

JPY-TIBOR-17097 ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

JPY-TIBOR-DTIBOR01 ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

JPY-TIBOR-TIBM ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

JPY-TIBOR-TIBM (10 Banks) ISDA
code has been deprecated in supplement 47 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes.

"JPY-TIBOR-TIBM (10 Banks)" code has been deprecated in supplement 47 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes.



Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

JPY-TIBOR-TIBM (5 Banks) ISDA
code has been deprecated in supplement 47 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes.

"JPY-TIBOR-TIBM (5 Banks)" code has been deprecated in supplement 47 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes.



Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

JPY-TIBOR-TIBM (All Banks) ISDA
code has been deprecated in supplement 47 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes.

"JPY-TIBOR-TIBM (All Banks)" code has been deprecated in supplement 47 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes.



Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

JPY-TIBOR-TIBM (All Banks)-Bloomberg ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

JPY-TIBOR-TIBM-Reference Banks ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

JPY-TIBOR-ZTIBOR ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

JPY-TONA-OIS-COMPOUND ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

OIS
JPY-TSR-Reference Banks ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

JPY-TSR-Reuters-10:00 ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

JPY-TSR-Reuters-15:00 ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

JPY-TSR-Telerate-10:00 ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

JPY-TSR-Telerate-15:00 ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

KRW-Bond-3222 ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

KRW-CD-3220 ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

KRW-CD-KSDA-Bloomberg ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

KRW-Quarterly Annual Swap Rate-3:30-ICAP ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

MXN-TIIE-Banxico ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

MXN-TIIE-Banxico-Bloomberg ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

MXN-TIIE-Banxico-Reference Banks ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

MYR-KLIBOR-BNM ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

MYR-KLIBOR-Reference Banks ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

MYR-Quarterly Swap Rate-11:00-TRADITION ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

MYR-Quarterly Swap Rate-TRADITION-Reference Banks ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

NOK-NIBOR-NIBR ISDA
code has been deprecated in supplement 49 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes.

"NOK-NIBOR-NIBR" code has been deprecated in supplement 49 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes.



Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

NOK-NIBOR-NIBR-Reference Banks ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

NOK-NIBOR-OIBOR ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

NOK-NIBOR-Reference Banks ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

NZD-BBR-BID ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

NZD-BBR-FRA ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

NZD-BBR-ISDC ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

NZD-BBR-Reference Banks ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

NZD-BBR-Telerate ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

NZD-NZIONA-OIS-COMPOUND ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

OIS
NZD-Semi-Annual Swap Rate-11:00-BGCANTOR ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

NZD-Semi-Annual Swap Rate-BGCANTOR-Reference Banks ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

NZD-Swap Rate-ICAP ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

NZD-Swap Rate-ICAP-Reference Banks ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

PHP-PHIREF-BAP ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.