Business Conduct and Other Disclosures, Documentation, and Notices

This website contains disclosures, notices and other documentation required under, or related to, the CFTC External Business Conduct Rule (CFTC Part 23.400 et seq.), the SEC Business Conduct Rule (SEC Part 240.15Fh-3) as well as certain other SEC and/or CFTC Dodd-Frank Title VII rules for swaps (including physically settling FX forwards and FX swaps), security-based swaps, and mixed swaps, as applicable.

NOTICE: The documents on this page are protected by a password. To obtain access, please contact your J.P. Morgan representative.

Material Risks

• General Disclosure Statement 2023
• Commodity Derivatives Disclosure Annex
• Credit Derivatives Disclosure Annex (updated for 2014 ISDA Credit Derivatives Definitions)
• ABS Swaps Disclosure
• Equity Swaps Disclosure
• Rates Swaps Disclosure
• IBOR Alternative Reference Rates Disclosure
• FX Derivatives Disclosure Annex

Material Information

• Disclosure of Material Information
• Notice Regarding Block Swap Transactions
• Notice Regarding Block SBS Transactions

Material Economic Terms (METs)

Rates 

• METs: Rates (.xlsx)

NOTICE: The documents on this page are protected by a password. To obtain access, please contact your J.P. Morgan representative.

• METs: Rates - Non MW (.xlsx)

The information compiled herein has been assembled by MarkitSERV LTD, which is the owner of such compilation of data, and has licensed it to JPMorgan Chase Bank N.A for distribution to you. Any redistribution by you of this data, whether or not for a fee, to third parties is strictly prohibited.

• 2006 ISDA Definitions
• 2021 ISDA Interest Rate Derivatives Definitions
• 2021 ISDA Interest Rate Derivatives Definitions - Matrices

FX

• METs: FX
• 1998 FX and Currency Option Definitions
• User’s Guide to the 1998 FX and Currency Option Definitions
• Annex A to the 1998 FX and Currency Option Definitions

Credit / Securitized Products Group (SPG)

• METs: Credit
• METs: SPG
• 2000 ISDA Definitions
• 2002 ISDA Master Agreement
• 2003 ISDA Credit Derivative Definitions
• 2003 ISDA Credit Derivatives Definitions incorporating the “May 2003 Supplement” and the “July 2009 Supplement”
• 2006 ISDA Definitions
• 2014 ISDA Credit Derivatives Definitions
• 2019 Narrowly Tailored Credit Event Supplement to the 2014 ISDA Credit Derivatives Definitions

Commodities

• METs: Commodities
• METs: Commodities Options
• Disclosure Annex for Commodity Index Derivative Transactions
• 2005 ISDA Commodity Definitions & Supplement to Sub-Annex A

Equities

• 2011 ISDA Equity Derivatives Definitions
• Appendix to 2011 ISDA Equity Derivatives Definitions
• 2006 ISDA Fund Derivatives Definitions
• 2006 ISDA Definitions
• 2007 Full Look-through Depository Receipt Supplement to the 2002 ISDA Equity Derivatives Definitions
• 2007 Partial Look-through Depository Receipt Supplement to the 2002 ISDA Equity Derivatives Definitions
• 2002 ISDA Equity Derivatives Definitions
• User's Guide to the 2002 ISDA Equity Derivatives Definitions
• Supplemental Disclosure of Certain Material Terms for Breakable Equity Swaps

Material economic terms for equity derivatives transactions are provided directly to certain clients. If you have not previously received the relevant material economic terms directly from us, the fixed material economic terms for the relevant equity derivatives transactions that you may enter into with us are as set forth below. The exhibit attached to each set of fixed material economic terms made available on this website indicates certain variable material economic terms relating to the relevant transaction type that will be disclosed prior to trading. If you have previously received the relevant material economic terms directly from us (each such set of material economic terms relating to a transaction type, the “Client Specific Document”), the terms of the Client Specific Document supersede any fixed material economic terms designated for such transaction that is available on this website.

Equity Swap

• MXN Index on Futures
• Brazil Index CDI
• Brazil Share CDI
• NA Index
• NA Share
• LatAm Brazil Share
• LatAm Bovespa Index
• Japan Share
• Japan Index
• EMEA Share
• EMEA Index
• Asia Ex-Japan Share
• Asia Ex-Japan Index

Volatility Swap

• EMEA Index
• NA Index
• NA Dispersion Volatility Swap
• Asia Ex-Japan Index
• Japan Index

Variance Swap

• EMEA Index
• NA Index
• Bovespa Index
• Asia Ex-Japan Index
• Japan Index

Forward

• EMEA Index
• NA Index
• LatAm Bovespa Index
• Asia Ex-Japan Index
• Japan Index
• MXN Index

Dividend Swap

• EMEA Index
• NA Index
• Japan Index

Synthetic Forward

• EMEA Index
• NA Index
• Japan Index

Custom Basket

• Global Share basket

Options (High Delta)

• Knock-in Index Risk Reversal

Security-Based Swaps – Additional Notices and Disclosures

• SBS Clearing Agencies and JPM SBSD Clearing Privileges
• Initial Margin Segregation Notice for Counterparties of J.P. Morgan Securities LLC
• Initial Margin Segregation Notice for Counterparties of JPMorgan Chase Bank, N.A.
• SBS Transactions with J.P. Morgan Securities plc (ANE Transactions)
• SBS Transactions with J.P. Morgan SE (ANE Transactions)

Note: For any index comprised of component securities traded in more than one jurisdiction, the EMEA regional document will be used.