Interest Rate | December 18, 2009 Best Practice Statement for Linear Interpolation Best practice for linear interpolation and a worked example. ISDA published an updated Linear Interpolation... Read more Best Practice Statement for Linear Interpolation Tags: Interest Rate Derivatives, Trading Documents (2) for Best Practice Statement for Linear Interpolation linear-interpolation-bp(pdf) will open in a new tab or window linear-interpolation-example-1-10(pdf) will open in a new tab or window
Equity | 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 LSE Incident - 9 November 2009 Tags: Equity Derivatives, Trading Documents (1) for LSE Incident – 9 November 2009 lse-disruption(pdf) will open in a new tab or window
Clearing | November 15, 2009 Recommended Common Principles for Relationships Between Customer and EB and CM Report Tags: Credit Default Swaps (CDS), Credit Derivatives, Trading Documents (1) for Recommended Common Principles for Relationships Between Customer and EB and CM recommended-common-principles(pdf) will open in a new tab or window
Equity | 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 Japanese Index and Share Variance Swaps Tags: Equity Derivatives, Trading Documents (1) for Japanese Index and Share Variance Swaps mp-statement(pdf) will open in a new tab or window
Credit | July 31, 2009 Electronic Credit Derivative Commitment Document Credit Derivative operational commitment for processing all transactions electronically Tags: Credit Default Swaps (CDS), Credit Derivatives, Trading Documents (1) for Electronic Credit Derivative Commitment Document electroniccreditcommitment(pdf) will open in a new tab or window
Clearing | June 30, 2009 Buy-side Access to CDS Clearing Report Full Report Annex C Annex C to CCP Report CME Memorandum Annex C to CCP... Read more Buy-side Access to CDS Clearing Report Tags: Credit Default Swaps (CDS), Credit Derivatives, Trading Documents (0) for Buy-side Access to CDS Clearing Report
Equity | March 25, 2009 NASDAQ disruption call summary Summary of the discussion that took place on Wednesday, March 25 among market participants to... Read more NASDAQ disruption call summary Tags: Equity Derivatives, Market Disruption, Trading Documents (2) for NASDAQ disruption call summary final-nasdaq-mde-note(pdf) will open in a new tab or window spx-nasdaq-weights(xls) will open in a new tab or window
Equity | 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 Japanese Share Variance Swaps Tags: Equity Derivatives, Market Disruption, Trading Documents (1) for Japanese Share Variance Swaps market-statement-031009(pdf) will open in a new tab or window
Credit | February 20, 2009 Succession Events Best Practices on Reference Obligation amendments. Tags: Credit Default Swaps (CDS), Credit Derivatives, Trading Documents (1) for Succession Events refobamendsforsuccessioneventsfinal(pdf) will open in a new tab or window
Interest Rate | February 10, 2009 Drafting, Affirmation and Risk Mitigation ISDA Best Practice Statement Tags: Interest Rate Derivatives, Trading Documents (1) for Drafting, Affirmation and Risk Mitigation isda-rates-best-practice(pdf) will open in a new tab or window