Japanese Share Variance Swaps
Market Practice Statement for what would constitute a Market Disruption Event due to exchange-imposed daily... Read more Japanese Share Variance Swaps
Tag: Equity Derivatives
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”)
Single stock or single index equity derivatives transactions involving Korean or Taiwanese shares documented under the 2002 ISDA Equity Derivatives Definitions
Statement of temporary practice (as an interim approach) for certain Equity Derivative Transactions involving Korean... Read more Single stock or single index equity derivatives transactions involving Korean or Taiwanese shares documented under the 2002 ISDA Equity Derivatives Definitions
Documents (1) for Single stock or single index equity derivatives transactions involving Korean or Taiwanese shares documented under the 2002 ISDA Equity Derivatives Definitions
Index Variance Swaps on Nikkei 225
Summary of the discussion that took place on Friday, October 10 among market participants on... Read more Index Variance Swaps on Nikkei 225
Documents (1) for Index Variance Swaps on Nikkei 225
Fannie/Freddie Equity Events
Summary of the discussion that took place on Tuesday, September 9 among market participants on... Read more Fannie/Freddie Equity Events
Documents (1) for Fannie/Freddie Equity Events
LSE Disruption Consensus
ISDA Equity Committee and Equity Operations Working Group
Documents (1) for LSE Disruption Consensus
ISDA Equity Derivatives Committee Market Practice Issues 2004-2008
Updated as of March 2008
Documents (1) for ISDA Equity Derivatives Committee Market Practice Issues 2004-2008
Australia
ISDA submission on Draft Guidance Note on Equity Derivatives
Documents (1) for Australia
U.S. Exchange Closings on January 2, 2007 for mourning President Gerald Ford
The International Swaps and Derivatives Association, Inc. (ISDA) announces the following guidance for parties to... Read more U.S. Exchange Closings on January 2, 2007 for mourning President Gerald Ford
Documents (1) for U.S. Exchange Closings on January 2, 2007 for mourning President Gerald Ford
Prioritising among outstanding confirmation or payment breaks
market discussion