Equity Derivatives – Page 3 – International Swaps and Derivatives Association

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Tag: Equity Derivatives

Asset Classes | October 4, 2011

LIFFE Disruption – September 30, 2011

Market consensus on treatment of LIFFE event of September 30, 2011 for FTSE Index Variance... Read more

Documents (1) for LIFFE Disruption – September 30, 2011

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Asset Classes | September 20, 2011

Standardisation Legend 2011- Equity- Final

2011 Standardisation Matrix Definitions and Reporting Explanations for Equity Derivatives

Documents (1) for Standardisation Legend 2011- Equity- Final

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Asset Classes | 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

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Asset Classes | 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

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Asset Classes | 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

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Asset Classes | November 16, 2009

LSE Incident – 9 November 2009

Summary of responses received from Equity Steering Committee regarding the LSE incident on 9 November... Read more

Documents (1) for LSE Incident – 9 November 2009

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Asset Classes | October 22, 2009

Japanese Index and Share Variance Swaps

Market Practice Statement for what would constitute a Market Disruption Event due to exchange-imposed daily... Read more

Documents (1) for Japanese Index and Share Variance Swaps

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Asset Classes | March 25, 2009

NASDAQ disruption call summary

Summary of the discussion that took place on Wednesday, March 25 among market participants to... Read more

Documents (2) for NASDAQ disruption call summary

Asset Classes | March 10, 2009

Japanese Share Variance Swaps

Market Practice Statement for what would constitute a Market Disruption Event due to exchange-imposed daily... Read more

Documents (1) for Japanese Share Variance Swaps

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Asset Classes | January 8, 2009

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”)

Market Practice Statement

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”)

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