Price Notation and Additional Price Notation Approach Document v1.

The spreadsheet provides an overview with examples for the different asset classes and different scenarios, explaining the approach discussed and agreed with the CFTC for the population of the Price Notation (PN) and Additional Price Notation (APN) fields required under Part 43 reporting.

Documents (1) for Price Notation and Additional Price Notation Approach Document v1.

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...