On September 26, ISDA and the FIA responded to the CFTC’s notice of proposed rulemaking… Read more ISDA, FIA Respond to CFTC Consultation on DCO Recovery and Orderly Wind-Down
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Japanese Share Variance Swaps
Market Practice Statement for what would constitute a Market Disruption Event due to exchange-imposed daily... Read more Japanese Share Variance Swaps
Documents (1) for Japanese Share Variance Swaps
Succession Events
Best Practices on Reference Obligation amendments.
Documents (1) for Succession Events
Drafting, Affirmation and Risk Mitigation
ISDA Best Practice Statement
Documents (1) for Drafting, Affirmation and Risk Mitigation
Interest rate compounding conventions used in OTC derivatives transactions
Memo (February 5, 2009) and Excel spreadsheet with examples
Documents (2) for Interest rate compounding conventions used in OTC derivatives transactions
Documents (1) for Single stock or single exchange index equity derivatives transactions involving shares traded on exchanges in the following countries: Korea, Taiwan, Hong Kong, India, Indonesia, Malaysia, Singapore, Thailand, Philippines, Vietnam and Pakistan (“Applicable Transactions”)
30/360 Day Count Conventions
Calculation examples of 30/360 and 30E/360 in the 2006 ISDA Definitions
Documents (1) for 30/360 Day Count Conventions
Single stock or single index equity derivatives transactions involving Korean or Taiwanese shares documented under the 2002 ISDA Equity Derivatives Definitions
Statement of temporary practice (as an interim approach) for certain Equity Derivative Transactions involving Korean... Read more Single stock or single index equity derivatives transactions involving Korean or Taiwanese shares documented under the 2002 ISDA Equity Derivatives Definitions
Documents (1) for Single stock or single index equity derivatives transactions involving Korean or Taiwanese shares documented under the 2002 ISDA Equity Derivatives Definitions
Adjustment of Termination Date
Best Practice Statement
Documents (1) for Adjustment of Termination Date
Index Variance Swaps on Nikkei 225
Summary of the discussion that took place on Friday, October 10 among market participants on... Read more Index Variance Swaps on Nikkei 225
Documents (1) for Index Variance Swaps on Nikkei 225
LSE Disruption Consensus
ISDA Equity Committee and Equity Operations Working Group