ISDA Generic Fallback Provisions – Summary

The summary of the Generic Fallback Provisions in this document reflects the Generic Fallback Provisions in the latest version of the Main Book of the 2021 ISDA Interest Rate Derivatives Definitions (which, as at the date of this document, is Version 7.0).

Documents (1) for ISDA Generic Fallback Provisions – Summary

Launch of US Treasury Repo Market Indicators

ISDA has launched the ISDA-Actrix US Treasury Repo Market Clearing Indicators in collaboration with Actrix. The indicators illustrate central clearing adoption in the US Treasury repo market. Sponsored cleared repo volumes are used as a proxy to monitor client participation...

ISDA-Actrix US Treasury Clearing Indicators

This report provides indicators that illustrate central clearing adoption in the US Treasury repo market. Sponsored cleared repo volumes are used as a proxy to monitor client participation in central clearing, the key objective of the Securities and Exchange Commission's...

US Treasury Repo Market Indicators Methodology

This paper is intended for market participants interested in the structure and methodology used to construct the ISDA-Actrix US Treasury Repo Market Clearing Indicators. It provides precise details allowing participants to access the publicly available data and replicate the calculations...