ISDA has published version 2.0 of the ISDA Equity Derivatives Definitions (Versionable Edition) (the “Equity Definitions VE”) on the MyLibrary platform.
This publication includes, among other updates, provisions that can be used for documenting transactions with time-weighted average price or volume-weighted average price features, futures price valuation in respect of share transactions and benchmark provisions in respect of an index.
Confirmation templates for use with version 2.0 of the Equity Definitions VE are also available in MyLibrary.
This publication is part of the initiative to allow additions and improvements to be made to the 2002 Equity Definitions, as published by ISDA in 2002. More information on such initiative can be found here and by joining the ISDA Equity Market Infrastructure Group.
Documents (1) for ISDA Publishes Equity Definitions VE, Version 2.0
Latest
IRD Trading Activity First Quarter of 2025
This report analyzes interest rate derivatives (IRD) trading activity reported in Europe. The analysis is based on transactions publicly reported by 30 European approved publication arrangements (APAs) and trading venues (TVs). Key highlights for the first quarter of 2025 include:...
Launch of ISDA Notices Hub and Protocol
ISDA has launched the ISDA Notices Hub and the ISDA 2025 Notices Hub Protocol, giving users a faster and more efficient method for delivering critical notices and reducing the uncertainty and risk of losses that can result from delays. The...
Response to Voluntary Carbon Markets Consultation
On July 10, ISDA responded to the UK government’s consultation on voluntary carbon and nature markets. The UK should continue to play a leading role in promoting the consistent legal treatment of carbon credits internationally, with the development of global...
ISDA Response – ROC Consultation on Revised CDE Version 4
The International Swaps and Derivatives Association, Inc. (ISDA) response to the Regulatory Oversight Committee (ROC) consultation on the harmonisation of critical OTC derivatives data elements (CDE) revised CDE Technical Guidance – version 4, submitted to the ROC on January 24,...