• 2007 Americas Master Variance Swap Confirmation Agreement
  Index and Share Variance Swaps – for hedge funds. January 2007.
• 2004 Americas Interdealer Master Equity Derivatives Confirmation Agreement
  Index Options, Index Swaps and Index Basket Swaps, Share Options, Share Swaps, Share Basket Swaps on U.S. underliers. March 2004. (Explanatory note)
• Index and Share Variance Swap Annexes
  Variance Swap Templates to the 2004 Americas Interdealer Master Equity Derivatives Confirmation Agreement. Index and Share Variance Swaps. January 2007.
• Canadian Supplement to the 2004 Master Confirmation Agreement
  for transactions on Canadian underliers. March 2004.

Asia (ex-Japan)

• 2009 Pan-Asia Interdealer Master Equity Derivatives Confirmation Agreement
  Includes Annex PAISS which documents Pan-Asia Interdealer Share Swaps in the countries specified and otherwise as agreed by the parties. Published September 11, 2009
• Market Practice Statement regarding Change in TWD Fixing Time in the ISDA AEJ Reference Price
  Revised ISDA AEJ Reference Price Source Matrix. Published June 25, 2009, supersedes version dated November 29, 2006
• Revised 2008 AEJ Master Equity Derivatives Confirmation Agreement
  Incorporates Annex CMISO in addition to Annexes previously published. The Confirmation Agreement contains the following annexes: the Multiple Exchange Index Annex; Annex CMISO, which documents to document index and share Option Transactions referencing closed markets; the Open Market Annex OMISO, which documents cash and physically-settled European and American style index and share options; and the Open Market Annex OMEFS, which documents cash-settled equity finance share swaps. Open market annexes reference underlying shares or indices in Australia, Hong Kong, New Zealand or Singapore; Closed market annexes reference underlying shares or indices in India, Indonesia, Korea, Malaysia, Taiwan and Thailand. Published October 7, 2009, supersedes version dated March 9, 2009.
• AEJ Cash Settled Closed Markets Index Share Options Annex
  Documents index and share Option Transactions referencing closed-markets entered into between counterparties under the Revised 2008 AEJ Master Equity Derivatives Confirmation Agreement. Published October 7, 2009
• Second Revised 2005 AEJ Interdealer Master Equity Derivatives Confirmation Agreement – The Second Revised 2005 AEJ (Asia Excluding Japan) Interdealer Master Equity Derivatives Confirmation Agreement incorporates the amendments that were made to the Revised 2005 AEJ Interdealer Master Equity Derivatives Confirmation Agreement by the 2009 ISDA AEJ Derivatives Protocol published by ISDA on March 9, 2009. The Confirmation Agreement is designed to document Index Option, Index Swap, Share Option and Share Swap Transactions with respect to underlying shares or indices in Australia, Hong Kong, India, Indonesia, Korea, Malaysia, New Zealand, Singapore, Taiwan and Thailand in the interdealer market.
• Revised 2007 AEJ Master Variance Swap Confirmation Agreement – The Revised 2007 AEJ Master Variance Swap Confirmation Agreement incorporates the amendments that were made to the 2007 AEJ Master Variance Swap Confirmation Agreement by the 2009 ISDA AEJ Derivatives Protocol published by ISDA on March 9, 2009.  The Confirmation Agreement documents cash-settled index and share variance swap transactions with respect to an underlying index or share in Australia, Hong Kong, India, Indonesia, Korea, Malaysia, New Zealand, Pakistan, Philippines, Singapore, Taiwan, Thailand and Vietnam.
• 2007 AEJ Master Variance Swap Confirmation Agreement – The 2007 AEJ Master Variance Swap Confirmation Agreement documents index and share variance swap transactions with respect to an underlying index or share in Australia, Hong Kong, India, Indonesia, Korea, Malaysia, New Zealand, Singapore, Taiwan and Thailand.
• Amendment to the 2005 AEJ Interdealer Master Equity Derivatives Confirmation Agreement – The Amendment will enable parties who have executed the 2005 AEJ Interdealer Master Equity Derivatives Confirmation Agreement to amend Annex IO (Index Option) and SO (Share Option) of their existing 2005 AEJ Interdealer Master Equity Derivatives Confirmation Agreement by inserting the date of the amendment on Exhibit I.
• Revised 2005 AEJ Interdealer Master Equity Derivatives Confirmation Agreement – The Confirmation Agreement is designed to document Index Option and Share Option Transactions with respect to underlying shares or indices in Australia, Hong Kong, India, Indonesia, Korea, Malaysia, New Zealand, Singapore, Taiwan and Thailand in the interdealer market.
• Additional Provisions for Use with Indian Underliers
  Use in conjunction with the 2005 AEJ Interdealer Master Equity Derivatives Confirmation Agreement. Published – June 6, 2005
• Memo regarding AEJ Master Equity Derivatives Confirmation – Joint Calculation Agents
  Memo from Allen & Overy regarding use of Joint Calculation Agents in the 2005 AEJ (Asia Excluding Japan) Interdealer Master Equity Derivatives Confirmation Agreement

BRIC

• BRIC 40 Index Template
  Long form confirmation is for use with index option transactions which reference S&P BRIC40 Index.

EMEA

• 2010 EMEA EM Interdealer Master Equity Derivatives Confirmation Agreement
  Includes Annex ISEMO. Annex ISEMO documents equity cash-settled index options and cash/physically-settled share option transactions with respect to an underlying index or share in Czech Republic, Egypt, Greece, Hungary, Israel, Kuwait, Poland, Qatar, Russia, South Africa, Turkey, the United Arab Emirates and any other country otherwise agreed between the parties. Published November 23, 2010

Japan

• Revised 2008 Japanese Dividend Swap Master Confirmation Agreement (Amendment)
  document index dividend swap transactions based on a Japanese index. Published January 19, 2010, supersedes version dated May 16, 2008.
• 2006 Japan Master Variance Swap Confirmation Agreement
  Documents index and share variance swap transactions with respect to a Japanese index or share. Other than with regard to designation of the Calculation Agent, it is identical in terms to the 2006 Japan Interdealer Master Variance Swap Confirmation Agreement. Published – January 22, 2007.
• Share Variance Swap Confirmation
  Used in conjunction with the 2006 Japan Interdealer Master Variance Swap Confirmation Agreement expands product coverage under the 2006 Japan Interdealer Master Variance Swap Confirmation Agreement to share variance swaps. Published – December 21, 2006.
• 2006 Japan Interdealer Master Variance Swap Confirmation Agreement
  Documents index and share variance swap transactions with respect to a Japanese index or share. Annex IVS published June 30, 2006, Annex SVS published December 21, 2006.
• 2005 Japanese Interdealer Master Equity Derivatives Confirmation Agreement
  Cash-settled Index Options, Physically-settled Share Options. Revised – April, 2007
• 2006 Japan Master Variance Swap Confirmation Agreement
  Index Variance Swaps. Published – June 30, 2006
• Japanese Inter-Dealer Market Templates
  Confirmations for use with the 2002 ISDA Equity Derivatives Definitions. Cash-settled Index Options and Physically-settled Share Options on Japanese Shares for the Japanese Inter-Dealer Market

Market Infrastructure links:
From the Market Infrastructure Equity Derivatives page.

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.