Equity Amount Payer - Equity Derivatives Provision

2002 ISDA Equity Derivatives Definitions A Jolly Contrarian owner’s manual™ Resources and navigation Resources About the Equity Derivatives Definitions | (full wikitext) | (nutshell wikitext) | Equity v credit derivatives showdown Hot topics Synthetic Prime Brokerage Anatomy | The Triple Cocktail | Cancellation and Payment | Calculation Agent TOC | 1 General Definitions | 2 Option Transactions | 3 Exercise of Options | 4 Forward Transactions | 5 Equity Swap Transactions | 6 Valuation | 7 Settlement | 8 Cash Settlement | 9 Physical Settlement | 10 Dividends | 11 Adjustments and Modifications | 12 Extraordinary Events · 12.8 Cancellation Amount · 12.9 Additional Disruption Events · 12.9 List of ADEs · 12.9(b) Consequences of ADEs | 13 Miscellaneous Index: Click ᐅ to expand: Equity Derivatives - Premium Synthetic Prime Brokerage Section 5.1 in a Nutshell™ Use at your own risk, campers! 5.1. Equity Amount Payer. The “Equity Amount Payer” will be specified in the Confirmation. view template Full text of Section 5.1 Section 5.1. Equity Amount Payer. “Equity Amount Payer” means, in respect of an Equity Swap Transaction, the party or parties specified as such in the related Confirmation. view template Comments? Questions? Suggestions? Requests? Insults? We’d love to 📧 hear from you. Sign up for our newsletter.

Content and comparisons

Not of itself a wildly interesting definition but the question of when one is an Equity Amount Payer — when you are long, and not when you are short — is not entirely intuitive.

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Summary

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General discussion

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See also

• Equity Notional Reset
• Equity Amount

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References

The equivalent of a “Seller” in an Option Transaction. The person paying away the equity performance.