ISDA has published version 2.0 of the ISDA Equity Derivatives Definitions (Versionable Edition) (the “Equity Definitions VE”) on the MyLibrary platform.
This publication includes, among other updates, provisions that can be used for documenting transactions with time-weighted average price or volume-weighted average price features, futures price valuation in respect of share transactions and benchmark provisions in respect of an index.
Confirmation templates for use with version 2.0 of the Equity Definitions VE are also available in MyLibrary.
This publication is part of the initiative to allow additions and improvements to be made to the 2002 Equity Definitions, as published by ISDA in 2002. More information on such initiative can be found here and by joining the ISDA Equity Market Infrastructure Group.
Documents (1) for ISDA Publishes Equity Definitions VE, Version 2.0
Latest
Future Path - IQ December 2025
At the start of ISDA’s 40th anniversary year, IQ convened the pioneers of the association to reflect on how a desperate need for standardization in the early days of the derivatives market brought dealers together to develop a dictionary of...
Steps to a Vibrant Derivatives Market: SOM Remarks
Steps to a Vibrant and Resilient Derivatives Market December 4, 2025 Remarks at the Mediterranean Partnership of Securities Regulators Scott O’Malia ISDA Chief Executive Officer Good afternoon and thank you to the Mediterranean Partnership of Securities Regulators (MPSR) for...
ISDA Response to BoE on Gilt Market Resilience
On November 28, ISDA responded to the Bank of England’s discussion paper on gilt market resilience. ISDA encourages the Bank of England, before introducing any significant policy changes that would affect the functioning of the gilt repo market, to consider...
Addressing Termination Troubles
When Enron announced a shock $618 million loss on October 16, 2001, it took a further 47 days until it filed for bankruptcy. For Bear Stearns, it took 266 days between its bailout of a structured credit fund run by...