| settlementCurrency | Currency | ISDA 2003 Term: Settlement Currency. | Settlement currency. | | 0-1,
mfr | |
| @id | xsd:ID | | | | 1-1,
ncf | |
| physicalSettlementPeriod | PhysicalSettlementPeriod | The number of business days used in the determination of the physical settlement date.
The physical settlement date is this number of business days after all applicable
conditions to settlement are satisfied. If a number of business days is not specified
fallback provisions apply for determining the number of business days. If Section
8.5/8.6 of the 1999/2003 ISDA Definitions are to apply the businessDaysNotSpecified
element should be included. If a specified number of business days are to apply these
should be specified in the businessDays element. If Section 8.5/8.6 of the 1999/2003
ISDA Definitions are to apply but capped at a maximum number of business days then
the maximum number should be specified in the maximumBusinessDays element. ISDA 2003
Term: Physical Settlement Period.
| Physical settlement period. | | 0-1 | |
| deliverableObligations | DeliverableObligations | This element contains all the ISDA terms relevant to defining the deliverable obligations. | Deliverable obligations. | | 0-1,
ncf | At the first stage this element is not used in the repository messages. |
| escrow | xsd:boolean | If this element is specified and set to 'true', indicates that physical settlement
must take place through the use of an escrow agent. (For Canadian counterparties this
is always "Not Applicable". ISDA 2003 Term: Escrow.
| Escrow. | | 0-1,
ncf | |
| sixtyBusinessDaySettlementCap | xsd:boolean | If this element is specified and set to 'true', for a transaction documented under
the 2003 ISDA Credit Derivatives Definitions, has the effect of incorporating the
language set forth below into the confirmation. The section references are to the
2003 ISDA Credit Derivatives Definitions. Notwithstanding Section 1.7 or any provisions
of Sections 9.9 or 9.10 to the contrary, but without prejudice to Section 9.3 and
(where applicable) Sections 9.4, 9.5 and 9.6, if the Termination Date has not occurred
on or prior to the date that is 60 Business Days following the Physical Settlement
Date, such 60th Business Day shall be deemed to be the Termination Date with respect
to this Transaction except in relation to any portion of the Transaction (an "Affected
Portion") in respect of which: (1) a valid notice of Buy-in Price has been delivered
that is effective fewer than three Business Days prior to such 60th Business Day,
in which case the Termination Date for that Affected Portion shall be the third Business
Day following the date on which such notice is effective; or (2) Buyer has purchased
but not Delivered Deliverable Obligations validly specified by Seller pursuant to
Section 9.10(b), in which case the Termination Date for that Affected Portion shall
be the tenth Business Day following the date on which Seller validly specified such
Deliverable Obligations to Buyer.
| Settlement period cap. | | 0-1,
ncf | |