June 2024 IMM Date Market Practice Note

ISDA has published the attached market practice note regarding the Effective Date for OTC interest rate derivative transactions referencing SOFR, that trade with a start date determined by reference to the June 2024 ‘IMM date’.

Documents (1) for June 2024 IMM Date Market Practice Note

A Financial Markets Revolution

Every financial center has its own unique features, but it was particularly fitting that ISDA’s recent Annual General Meeting (AGM) was held in Boston – not only a global hub for asset management and insurance, but also a city that...