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 then-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.
For the now-current Savage Worlds Adventure Edition, that's on page 10, in even more explicit language.
Parry is equal to 2 plus half your character’s Fighting die type (a total of 2 if a character doesn’t have Fighting), plus any bonuses for shields or certain weapons.
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.