ISDA has published guidance for parties to over-the-counter derivatives that are affected by the announcement made on March 6, 2024 by JBA TIBOR Administration (JBATA) relating to the future cessation of all euroyen TIBOR tenors.
Following a public consultation, JBATA announced that calculation and publication of all euroyen TIBOR tenors will cease immediately following a final publication on December 30, 2024.
Click on the attached PDF to read the guidance in full.
Documents (1) for Euroyen TIBOR Cessation Guidance
Latest
US Treasury Repo Clearing Indicators June 2026
The ISDA-Actrix US Treasury Repo Market Clearing Indicators 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, a key objective of the Securities...
Australia: ISDA responds to ASIC consultation on pre-hedging guidance
On July 27, ISDA submitted a response to the Australian Securities and Investments Commission's (ASIC) consultation on its proposed regulatory guide on pre-hedging. ISDA's response emphasises the importance of international consistency, including alignment with the International Organization of Securities Commissions'...
An Important Step Towards Efficient Reporting
Of all the problems that have hindered effective trade reporting in the derivatives market, one of the most difficult to resolve has been duplication. In the EU, both parties to a trade are mandated to submit the same information, while...
The ISDA Notices Hub: One Year On
In times of war, armed forces are often required to mobilize over large distances at short notice. The most dreaded response to the question of how they are to be transported is ‘by LPC’, meaning ‘leather personnel carrier’ – the...