Asset Classes – Page 14 – International Swaps and Derivatives Association

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Asset Classes Overview

This section of the ISDA website is a hub for links to key information and… Read more Asset Classes Overview

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Equity | September 15, 2011

Market practice statement for dividend adjustments corresponding to Intesa Sanpaolo and Carrefour corporate actions

Market Practice statement with regard to the valuation of dividend amounts on trades referencing certain... Read more

Documents (1) for Market practice statement for dividend adjustments corresponding to Intesa Sanpaolo and Carrefour corporate actions

final-isda-market-practice-statement-carrefour-and-intesa-div-adj-20110913v2(pdf) will open in a new tab or window

Equity | August 16, 2011

LIFFE Disruption – August 4, 2011

Market consensus on treatment of LIFFE event of August 4, 2011 for FTSE Index Variance... Read more

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

liffe-august-2011posted(pdf) will open in a new tab or window

Credit | July 1, 2011

2011 Credit Clearing Comparative Analysis

For additional background, please see: http://www2.isda.org/news/credit-clearing-comparative-analysis-available

Documents (1) for 2011 Credit Clearing Comparative Analysis

cig-credit-clearing-comparative-analysis-v1(pdf) will open in a new tab or window

Credit | July 1, 2011

2011 Credit Clearing Comparative Analysis: CCP Snap-Shot Matrices v1.0

For additional background, please see: http://www2.isda.org/news/credit-clearing-comparative-analysis-available

Documents (1) for 2011 Credit Clearing Comparative Analysis: CCP Snap-Shot Matrices v1.0

20110629-mn-comments-ccp-snap-shot-matrices-v1-0-29-june-11(pdf) will open in a new tab or window

Credit | May 27, 2011

Clarification Pertaining to the Documentation of Recovery Lock Credit Derivative Transactions

Documents (1) for Clarification Pertaining to the Documentation of Recovery Lock Credit Derivative Transactions

20110527-final-clarification-pertaining-to-rls(pdf) will open in a new tab or window

Equity | April 4, 2011

US Regulation SHO Rule 201

Market practice statement in regard to short sale price limitations triggered under Regulation SHO Rule... Read more

Documents (1) for US Regulation SHO Rule 201

reg-sho-201-04-05-2011(docx) will open in a new tab or window

Interest Rate | March 23, 2011

Questions received by ISDA on the RFP for the Interest Rate Derivatives Trade Repository and answers provided

Documents (1) for Questions received by ISDA on the RFP for the Interest Rate Derivatives Trade Repository and answers provided

rfp-for-the-interest-rate-derivatives-trade-repository-questions-received-and-answers23-03(pdf) will open in a new tab or window

Interest Rate | March 14, 2011

Euro market ACT/ACT Day Count Conventions

The linked memo describes and gives examples of three alternative versions of Actual/Actual day count... Read more

Documents (1) for Euro market ACT/ACT Day Count Conventions

The Actual-Actual Day Count Fraction (1999)(pdf) will open in a new tab or window

Interest Rate | March 14, 2011

Request for Proposal: Interest Rate Derivatives Trade Repository

RFP

Documents (1) for Request for Proposal: Interest Rate Derivatives Trade Repository

rates-trade-repository-rfp-draft-finalfinal-2(pdf) will open in a new tab or window

Credit | January 20, 2011

Credit Derivatives Physical Settlement Matrix

Link to historical Confirmations documents

Documents (1) for Credit Derivatives Physical Settlement Matrix

cds-confirmations(html) will open in a new tab or window

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