LIFFE Disruption – September 30, 2011
Market consensus on treatment of LIFFE event of September 30, 2011 for FTSE Index Variance... Read more LIFFE Disruption – September 30, 2011
Tag: Equity Derivatives
Standardisation Q2 (April-June) 2011 – Final Equity Derivatives Matrix and Legend
Standardisation Matrix / corresponding legend
Documents (2) for Standardisation Q2 (April-June) 2011 – Final Equity Derivatives Matrix and Legend
Standardisation Legend 2011- Equity- Final
2011 Standardisation Matrix Definitions and Reporting Explanations for Equity Derivatives
Documents (1) for Standardisation Legend 2011- Equity- Final
Market practice statement for dividend adjustments corresponding to Intesa Sanpaolo and Carrefour corporate actions
Market Practice statement with regard to the valuation of dividend amounts on trades referencing certain... Read more Market practice statement for dividend adjustments corresponding to Intesa Sanpaolo and Carrefour corporate actions
Documents (1) for Market practice statement for dividend adjustments corresponding to Intesa Sanpaolo and Carrefour corporate actions
LIFFE Disruption – August 4, 2011
Market consensus on treatment of LIFFE event of August 4, 2011 for FTSE Index Variance... Read more LIFFE Disruption – August 4, 2011
Documents (1) for LIFFE Disruption – August 4, 2011
US Regulation SHO Rule 201
Market practice statement in regard to short sale price limitations triggered under Regulation SHO Rule... Read more US Regulation SHO Rule 201
Documents (1) for US Regulation SHO Rule 201
Trade Transparency in OTC Equity Derivatives Markets
NEW YORK, Wednesday, January 26, 2011 — The International Swaps and Derivatives Association, Inc. (ISDA) today... Read more Trade Transparency in OTC Equity Derivatives Markets
Documents (3) for Trade Transparency in OTC Equity Derivatives Markets
LSE Incident – 9 November 2009
Summary of responses received from Equity Steering Committee regarding the LSE incident on 9 November... Read more LSE Incident - 9 November 2009
Documents (1) for LSE Incident – 9 November 2009
Japanese Index and Share Variance Swaps
Market Practice Statement for what would constitute a Market Disruption Event due to exchange-imposed daily... Read more Japanese Index and Share Variance Swaps
Documents (1) for Japanese Index and Share Variance Swaps
NASDAQ disruption call summary
Summary of the discussion that took place on Wednesday, March 25 among market participants to... Read more NASDAQ disruption call summary