Interest rate compounding conventions used in OTC derivatives transactions
Memo (February 5, 2009) and Excel spreadsheet with examples
Tag: Trading
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”)
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
Documents (1) for LSE Disruption Consensus
Fannie/Freddie Equity Events
Summary of the discussion that took place on Tuesday, September 9 among market participants on... Read more Fannie/Freddie Equity Events
Documents (1) for Fannie/Freddie Equity Events
Interest Rates Novation Pair-Offs
Best Practice Statement
Documents (1) for Interest Rates Novation Pair-Offs
Deemed Trade
Best Practices for called and matured bond
Documents (1) for Deemed Trade
ISDA Equity Derivatives Committee Market Practice Issues 2004-2008
Updated as of March 2008