LIFFE Disruption – August 4, 2011

Market consensus on treatment of LIFFE event of August 4, 2011 for FTSE Index Variance Swap transactions which are documented under Revised 2007 European Variance Master Confirmation Agreement and reference LIFFE as the Related Exchange.

Documents (1) for LIFFE Disruption – August 4, 2011

Global Trading in INR Derivatives

Global trading in derivatives involving the Indian rupee (INR) has expanded significantly over the past decade, reflecting the currency’s growing role in international hedging and trading activity. According to the Bank for International Settlements (BIS) Triennial Central Bank Survey, the...

Response to FCA on Commodity Derivatives Clearing

On April 9, ISDA, the Commodity Markets Council Europe (CMCE), Energy Traders Europe (ETE) and FIA jointly responded to Chapter 7 of the UK Financial Conduct Authority’s (FCA) Quarterly Consultation CP26/8 on increasing the clearing threshold for commodity derivatives under the UK...