ISDA®
INTERNATIONAL SWAPS AND DERIVATIVES ASSOCIATION, INC.

NEWS RELEASE

For Immediate Release Friday, May 4, 2007

For More Information, Please Contact:

Scott Marra, ISDA New York, 212-901-6013, smarra@isda.org

 

 

ISDA Publishes 2007 Property Index Derivatives Definitions

 

NEW YORK, Friday, May 4, 2007 The International Swaps and Derivatives Association, Inc. (ISDA) today announced publication of the 2007 ISDA Property Index Derivatives Definitions. The Definitions are intended for use in confirmations of individual property index derivatives transactions governed by agreements such as the 2002 ISDA Master Agreement, the 1992 ISDA Master Agreement (Multicurrency – Cross Border) and the 1992 ISDA Master Agreement (Single Currency – Local Jurisdiction).

 

Working with its members, ISDA has developed these definitions to assist the smooth and efficient functioning of the property index derivatives market by providing a common set of terms for parties to use in documenting such transactions.

 

The ISDA 2007 Property Index Derivatives Definitions will increase efficiency, reduce legal risk and improve liquidity in a relatively small but rapidly growing segment of the privately negotiated derivatives business,” said Robert Pickel, Executive Director and Chief Executive Officer, ISDA. “We expect that this will facilitate the continued development of the property derivatives business, just as our legal and documentation work has in a range of other derivatives asset classes.”

 

In conjunction with the release of the Definitions, ISDA also published new confirmation forms for common types of property index derivatives transactions, including total return swaps and forwards. An options confirmation template will be developed over the summer. 

 

An Annex to the Definitions contains Index Descriptions. It is anticipated that Index Descriptions will be added or changed from time to time as transactions involving property indices not included in the Definitions become more prevalent and to reflect market practice. Currently, indices in North America and Europe are included.

 

The 2007 ISDA Property Index Derivatives Definitions and Confirmation templates are available at ISDA’s website: www.isda.org.

 

About ISDA

ISDA, which represents participants in the privately negotiated derivatives industry, is among the world’s largest global financial trade associations as measured by number of member firms. ISDA was chartered in 1985, and today has approximately 780 member institutions from 54 countries on six continents. These members include most of the world's major institutions that deal in privately negotiated derivatives, as well as many of the businesses, governmental entities and other end users that rely on over-the-counter derivatives to manage efficiently the financial market risks inherent in their core economic activities. Information about ISDA and its activities is available on the Association's web site: www.isda.org.

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