Parry is a stat calculated from 2 + half of the character's Fighting die. For untrained skills, a character would roll d4-2. Is this -2 taken into consideration when calculating Parry?
Parry is 2 + half Fighting skill. If Fighting is untrained then the fighting skill is 0, though like all Untrained Skill rolls you'd roll d4-2 when you make a Fighting roll.
A character with untrained Fighting has Parry 2. Incidentally, this is the same as the Parry of an inanimate object, like a brick wall.
This is in the rule book, Chapter One: Character Creation, under Traits. For the current Savage Worlds Deluxe rules, that's on page 17.
Parry is equal to 2 plus half your character’s Fighting (2 if a character does not have Fighting), plus any bonuses for shields or certain weapons. This is the Target Number (TN) to hit your hero in hand-to-hand combat.
The Parry score is only calculated from the fighting dice, not from the fighting skill. If you are untrained in fighting, then your skill is d4-2, but your fighting dice is actually non-existent.
Therefore if you are untrained in fighting, your parry is half of nothing (0) + 2 = 2.