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

Episode 56: Countdown to Treasury Clearing

With less than nine months to go until the first US Treasury clearing mandates come into force, BlackRock’s Tyler Wellensiek and BNY’s Nate Wuerffel discuss industry progress. Please view this page via Chrome to access the recording.

Response to Eurosystem Consultation on Appia

On April 22, ISDA responded to the Eurosystem consultation on the Appia roadmap. ISDA broadly supports the roadmap and its high level principles, while recommending that the principle on market access and integration should be expanded to explicitly address interoperability...