PROGRAM AGENDA

8:15 AM   Registration and Continental Breakfast

9:00 AM   Introduction and Welcoming Remarks - Frederick O. Quenzer, Counsel, ISDA

9:15 AM   Interest Rate Products

• Floating Rate Options
• Interest rate swaps
• Caps, floors and collars
• Compounding in swaps
• Swaptions and straddles
• Optional and mandatory exercise rights
• Options: Automatic exercise, exercise styles and settlement methods
• Negative interest amounts
• ISDA Matrices
  Ilene K. Froom, Partner, Reed Smith LLP
  Alex Van Voorhees, Assistant General Counsel, Bank of America Merrill Lynch
  Tess Weil, Partner, Purrington Moody Weil LLP

10:45 AM   Morning Break

11:00 AM   Foreign Exchange Products

• The 1998 FX and Currency Option Cross Currency Swaps Definitions and Annex A thereto
• Cross Currency Swaps
• Non-deliverable and deliverable forwards
• Non-deliverable and deliverable options
• Cross Rates and the Non-Deliverable Cross Currency FX Transactions Supplement
• Unscheduled Holidays, Disruption Events and Disruption Fallbacks
• Master Confirmation Agreements
  Ilene K. Froom, Partner, Reed Smith LLP
  Michael K. Wirgin, Vice President, Senior Legal Counsel, HSBC Securities (USA) Inc.

12:15 PM   Luncheon

1:15 PM   Equity Derivatives Products

• Underlying assets: single share, single index, basket of shares, basket of indices
• Options, caps, floors and collars
• Pre-paid variable forwards
• Total return swaps
• FX provisions in equity derivatives trades
• Volatility and variance swaps
• Knock-out and knock-in events
• Documentation
  Seth Bloom, Counsel, Purrington Moody Weil LLP
  Gary M. Rosenblum, Senior Vice President and Associate General Counsel, Bank of America Merrill Lynch
  Peter G. Tucker, Vice President and Assistant General Counsel, Bank of America Merrill Lynch

2:45 PM   Afternoon Break

3:00 PM   Credit Derivatives Products

• Credit default swaps: single name and index
• Reference Obligation and Standard Reference Obligation
• CDS on sovereign debt
• Credit events and regional variations
• The ISDA Credit Derivatives Determinations Committee
• Settlement methods and auctions
• Credit Derivatives Physical Settlement Matrix
  David G. Lucking, Partner, Allen & Overy LLP
  Mark New, Senior Counsel, Americas, ISDA

4:15 PM   Commodity Derivatives Products

• Examples of transaction underlyers: Agriculture, Base and Precious Metals, Coal, Crude Oil, Emissions, Gas, Power
• Forwards and options
• Settlement conventions unique to underlying commodity and region (e.g., financial commodities, power, physical commodities)
• Option exercise
• Market Disruption Events and consequences
  Charles F. Cerria, Associate General Counsel – Trading; Assistant Secretary, Hess Energy Trading Company, LLC
  Ryan Patino, Partner, Teigland-Hunt LLP

5:15 PM   Conference Concludes

Agenda is subject to change

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