To adhere to the Protocol and for FAQs and other information regarding the Protocol, please go to the ISDA 2016 Variation Margin Protocol page.
For a description of the documents below, please see “How is the Protocol structured? What is the purpose of the different Protocol documents?” on the Protocol FAQs page.
Japanese Notification Time Amendments Supplemental Rules Exhibit (Jan. 13, 2017)
Australia Rules Supplemental Rules Exhibit (Jan. 20, 2017)
Non-netting Supplemental Rules Exhibit (Jan. 20, 2017)
Segregation Amendments Supplemental Rules Exhibit (Jan. 26, 2017)
Swiss (FMIA) rules Supplemental Rules Exhibits (May 9, 2017)
Documents (7) for Variation Margin Protocol Supplemental Rules Exhibits
- 1isda-vm-protocol-agreement(pdf) will open in a new tab or window
- 1revised-emir-supplemental-rules-exhibit(pdf) will open in a new tab or window
- 1jp-notification-time-supplement-supplemental-rules-exhibit(pdf) will open in a new tab or window
- 1aus-supplement-supplemental-rules-exhibit(pdf) will open in a new tab or window
- 1non-netting-supplemental-rules-exhibit(pdf) will open in a new tab or window
- 1seg-amends-supplemental-rules-exhibit(pdf) will open in a new tab or window
- 1fmia-supplemental-rules-exhibit(pdf) will open in a new tab or window
Latest
ISDA Omnibus Canadian Representation Letter
On September 2, ISDA published the Omnibus Canadian Representation Letter, which combines previously published representation letters drafted to assist firms in compliance with Canadian trade reporting, business conduct, regulatory margin and clearing classification rules. The Omnibus Canadian Letter is designed...
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On August 31, ISDA and FIA submitted a letter to the US Commodity Futures and Trading Commission (CFTC) and the Securities and Exchange Commission (SEC) on the agencies’ joint request for comment on the implementation of portfolio margining and cross-margining...
Accounting for Carbon Credits: Latest Developments
This paper updates and extends the analysis set out in ISDA’s October 2023 paper on accounting for carbon credits. While preserving the original focus on the accounting treatment of voluntary carbon credits (VCCs) and compliance carbon credits (CCCs), it expands...
Response to SEC on FICC Guaranty Fund
On September 1, ISDA and FIA submitted a joint response to the US Securities and Exchange Commission (SEC), supporting the Fixed Income Clearing Corporation’s (FICC) proposal to establish a dedicated guaranty fund at its government securities division (GSD). FICC had...