Useful documentation, relevant matrices, best practice statements, FAQs, memorandums and other useful material pertaining to the equity derivative industry.
The Electronic Eligibility Matrix v7.0
Identifies products that are electronically eligible and therefore eligible for the industry electronic processing targets. The matrix is maintained by the EIG and will be published on a quarterly basis. December 22, 2014.
(Previous versions: v6.0, v5.0, v4.0, v3.0, v2.0, v1.0)
Change in TWD Fixing Time in the ISDA AEJ Reference Price Source Matrix
In the interest of promoting the orderly valuation and settlement of transactions involving TWD as the Reference Price currency, ISDA strongly urges all participants to apply the guidance set out in the Market Practice Statement to such transactions (regardless of their Trade Date) in respect of fixings occurring on or after June 25, 2009.
ISDA Equity Derivatives Documentation Matrix
Provides members with a summary of ISDA equity documentation (both published and in draft form) by product and region. Published March 31, 2009
PLEASE NOTE: ISDA does not maintain an exhaustive list of market events. The events listed below are only those where ISDA has held market discussions and where general consensus was reached as to treatment of a particular event. Absence of a particular event from the list should not be taken as an indication that the particular day or event is or is not a Disrupted Day, Market Disruption Event or Pricing Disruption Event.
As with all market information and guidance that ISDA disseminates, parties are free to choose alternate means of addressing the event. Each market participant remains responsible for considering its own documentation and the specific terms of its own trades and forming its own conclusion on the proper interpretation of events.