30 day COMMENT PERIOD – Proposed Credit ISDA Taxonomy Value for S&P/ISDA US 150 Swap Indices (adopted 19 Sept 2014)

A taxonomy value for the new S&P/ISDA US 150 Credit Spread Indices has been defined and signed-off by the ISDA Credit Implementation Group and Credit Steering Committee.

In line with the ISDA OTC Taxonomies "Rules of Operations" dated December 20, 2011, the draft taxonomy is now available on the ISDA website for a 30 day comment period.

If you wish to comment on the proposed value, please contact EHsu@isda.org before 19 September, 2014.

Tags:

Documents (1) for 30 day COMMENT PERIOD – Proposed Credit ISDA Taxonomy Value for S&P/ISDA US 150 Swap Indices (adopted 19 Sept 2014)

Joint Paper on UK EMIR Reform

On July 1, ISDA and UK Finance published a paper, which recommended a set of reforms for the UK European Market Infrastructure Regulation (UK EMIR), carefully considering each EU EMIR 3.0 reform and asking whether we would wish to adopt...

Response to FCA on UK EMIR Reporting

On June 30, ISDA submitted a response to chapter 5 of the UK Financial Conduct Authority’s (FCA) quarterly consultation CP25/16 on trade repository reporting requirements under the UK European Market Infrastructure Regulation (UK EMIR). Chapter 5 proposes ‘Amendments to the...

CDS Trading Activity in EU, UK and US Markets

This report analyzes credit derivatives trading activity reported in Europe. The analysis shows European credit derivatives transactions based on the location of reporting venues (EU versus UK) and product type. The report also compares European-reported credit derivatives trading activity to...