ISDA®             

INTERNATIONAL SWAPS AND DERIVATIVES ASSOCIATION

MEDIA ADVISORY

For Immediate Release Wednesday, June 9, 2004

For More Information Contact: Louise Marshall, (212) 901-6000; lmarshall@isda.org

 

U.S. Exchange and Market Closings on June 11, 2004

 

The International Swaps and Derivatives Association, Inc. (“ISDA”) has issued guidance for parties to over-the-counter derivative transactions that are affected by the closing of U.S. exchanges and bond markets on Friday, June 11, 2004 in observance of a national day of mourning for former U.S. President Ronald Reagan. 

 

The guidance has been posted at the Association's web site: www.isda.org. It covers operation of the following derivative transactions:

 

·        Exercise, Valuation and Expiration of Option Transactions under the 2002 ISDA Equity Derivatives Definitions or the 1996 ISDA Equity Derivatives Definitions

·        Options, Rate Resets and Swaptions under the 2000 ISDA Definitions

·        Commodity Derivative Transactions under the 1993 ISDA Commodity Derivatives Definitions

·        Credit Derivative Transactions under the 2003 ISDA Credit Derivatives Definitions

·        Payments

 

ISDA has issued this guidance in the interest of mitigating market risk and the promotion of orderly valuation and settlement of positions by market participants. Parties are not obliged to follow the guidance and may choose alternate means of addressing the event.  ISDA encourages firms to establish contact with their clients in advance of June 11. 

 

About ISDA
ISDA is the global trade association representing leading participants in the privately negotiated derivatives industry. ISDA was chartered in 1985, and today has more than 600 member institutions from 46 countries on six continents. These members include most of the world's major institutions that deal in privately negotiated derivatives, as well as many of the businesses, governmental entities and other end users that rely on over-the-counter derivatives to manage efficiently the financial market risks inherent in their core economic activities. Information about ISDA and its activities is available on the Association's web site: www.isda.org

 

 

®ISDA is a registered trademark of the International Swaps & Derivatives Association, Inc.

 

###