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

ISDA AGM Studio: Benny Crapanzano & Jacques Vigner

Sebastian Crapanzano, ISDA board member, global co-head of financial resources and strategy and global head of market and counterparty risk, institutional securities group, at Morgan Stanley, and Jacques Vigner, ISDA board member and chief strategic oversight officer for global markets...