Tag: Trading
Linear Interpolation Example – 2010
SEE MARCH 6, 2012 for most recent Linear Interpolation formula spreadsheet. Linear Interpolation example is... Read more Linear Interpolation Example - 2010
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Best Practice Statement for Linear Interpolation
Best practice for linear interpolation and a worked example. ISDA published an updated Linear Interpolation... Read more Best Practice Statement for Linear Interpolation
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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
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Documents (1) for Recommended Common Principles for Relationships Between Customer and EB and CM
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
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Electronic Credit Derivative Commitment Document
Credit Derivative operational commitment for processing all transactions electronically
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Buy-side Access to CDS Clearing Report
Full Report Annex C Annex C to CCP Report CME Memorandum Annex C to CCP... Read more Buy-side Access to CDS Clearing Report
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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
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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