Variance Swaps

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Variance Swaps

Documentation is being prepared for variance swaps in the U.S., Europe and Asia.

Documentation is being prepared for variance swaps in the U.S., Europe and Asia. Although there will be separate forms for each region, ISDA is working to ensure they converge as much as possible and it expects the final forms to be published at the end of January. For Japan, an index variance document was published in June, and a single-stock variance version is expected shortly.

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