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FXC EMTA and ISDA Publish Compendium to Options Definitions

The Foreign Exchange Committee (FXC), EMTA and the International Swaps and Derivatives Association (ISDA) have updated Annex A to the 1998 Foreign Exchange and Currency Option Definitions on September, 25, 2000. Since that time, a number of amendments to Annex A have been published by ISDA, EMTA and the FXC. The publication of an update in its entirety is still pending, but will be published in the near future.

The amendments to Annex A (which can be viewed at www.newyorkfed.org/fxc/ongoingwork/fxdocumentation.html) since September 25, 2000 include:

November 7, 2005 Amendment CNY/USD Rate Source Definition;

July 1, 2005 Amendments MYR/USD Rate Source Definitions, IDR/USD Rate Source Definition and ROL Definition;

June 16, 2005 Amendment RUB/USD Settlement Rate Options

January 1, 2005 Amendment TRY Definition

December 1, 2004 Amendments CNY/USD Settlement Rate Option, IDR/USD Settlement Rate Options; INR/USD Settlement Rate Option, KRW/USD Settlement Rate Option; PHP/USD Settlement Rate Option and TWD/USD Settlement Rate Options

March 1, 2004 Amendment BRL/USD Settlement Rate Option

December 2, 2003 Amendment KRW/USD Settlement Rate Option

March 3, 2003 Amendment TWD/USD Settlement Rate Option

January 2, 2003 Amendment ARS/USD Settlement Rate Option

July 10, 2001 Amendment ARS/USD Settlement Rate Option

June 20, 2001 Amendment KRW/USD Settlement Rate Option

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