Asset Classes – Page 17 – International Swaps and Derivatives Association

To experience the full functionality of the ISDA website, it is necessary to enable Javascript in your browser.
Here are instructions on how to enable JavaScript in your web browser.

Asset Classes Overview

This section of the ISDA website is a hub for links to key information and… Read more Asset Classes Overview

Clear All

Equity | March 25, 2009

NASDAQ disruption call summary

Summary of the discussion that took place on Wednesday, March 25 among market participants to... Read more

Documents (2) for NASDAQ disruption call summary

Interest Rate | March 13, 2009

EMTA-ISDA Market Practice: Relevant Cities for Business Days for Payment Dates

Recommended EMTA-ISDA Market Practice for Relevant Cities for Business Days for Payment Dates. Please note... Read more

Documents (1) for EMTA-ISDA Market Practice: Relevant Cities for Business Days for Payment Dates

SwapsCDsMP2(pdf) will open in a new tab or window

Interest Rate | March 13, 2009

EMTA-ISDA Market Practice: BRL CDI Non-Deliverable Interest Rate Swap Transactions

Recommended EMTA-ISDA Market Practice for BRL CDI Non-Deliverable Interest Rate Swap Transactions. Please note that... Read more

Documents (1) for EMTA-ISDA Market Practice: BRL CDI Non-Deliverable Interest Rate Swap Transactions

SwapsCDsMP1Rev(pdf) will open in a new tab or window

Credit | March 12, 2009

Big Bang Protocol

The 2009 ISDA Credit Derivatives Determinations Committees and Auction Settlement CDS Protocol (or ‘Big Bang’... Read more

Documents (0) for Big Bang Protocol

Equity | March 10, 2009

Japanese Share Variance Swaps

Market Practice Statement for what would constitute a Market Disruption Event due to exchange-imposed daily... Read more

Documents (1) for Japanese Share Variance Swaps

market-statement-031009(pdf) will open in a new tab or window

Credit | February 20, 2009

Succession Events

Best Practices on Reference Obligation amendments.

Documents (1) for Succession Events

refobamendsforsuccessioneventsfinal(pdf) will open in a new tab or window

Interest Rate | February 10, 2009

Drafting, Affirmation and Risk Mitigation

ISDA Best Practice Statement

Documents (1) for Drafting, Affirmation and Risk Mitigation

isda-rates-best-practice(pdf) will open in a new tab or window

Interest Rate | February 5, 2009

Interest rate compounding conventions used in OTC derivatives transactions

Memo (February 5, 2009) and Excel spreadsheet with examples

Documents (2) for Interest rate compounding conventions used in OTC derivatives transactions

Equity | January 8, 2009

Single stock or single exchange index equity derivatives transactions involving shares traded on exchanges in the following countries: Korea, Taiwan, Hong Kong, India, Indonesia, Malaysia, Singapore, Thailand, Philippines, Vietnam and Pakistan (“Applicable Transactions”)

Market Practice Statement

Documents (1) for Single stock or single exchange index equity derivatives transactions involving shares traded on exchanges in the following countries: Korea, Taiwan, Hong Kong, India, Indonesia, Malaysia, Singapore, Thailand, Philippines, Vietnam and Pakistan (“Applicable Transactions”)

marketpracticestatement(pdf) will open in a new tab or window

Interest Rate | December 22, 2008

30/360 Day Count Conventions

Calculation examples of 30/360 and 30E/360 in the 2006 ISDA Definitions

Documents (1) for 30/360 Day Count Conventions

30-360-2006ISDADefs(xls) will open in a new tab or window

Filter by Category