This document sets out the naming convention for how the Commodity Reference Prices (“CRPs”), as… Read more Sub-Annex A – CRP Naming Convention

ISDA has published the attached guidance for parties to over-the-counter derivative transactions that are affected… Read more ISDA Future Cessation Guidance – 2021 ISDA Interest Rate Derivatives Definitions and 2006 ISDA Definitions – ICAPZAR

ISDA notification to members regarding potential non-publication of ICE swap rates on December 24 and… Read more ICE Swap Rate – December 24 and December 31, 2021

Recommended EMTA-ISDA Market Practice for Relevant Cities for Business Days for Payment Dates. Please note… Read more EMTA-ISDA Market Practice: Relevant Cities for Business Days for Payment Dates

Recommended EMTA-ISDA Market Practice for Non-Deliverable CLP “Cámara” (CLP TNA) Interest Rate Swap Transactions. Please… Read more EMTA-ISDA Market Practice: Non-Deliverable CLP “Cámara” (CLP TNA) Interest Rate Swap Transactions

Recommended EMTA-ISDA Market Practice for BRL CDI Non-Deliverable Interest Rate Swap Transactions. Please note that… Read more EMTA-ISDA Market Practice: BRL CDI Non-Deliverable Interest Rate Swap Transactions

The ISDA SwapsInfo Quarterly Review provides analysis of interest rate derivatives (IRD) and index credit… Read more SwapsInfo First Quarter 2018 Review

Credit and Interest Rate liquidity study based on public data compiled from the DTCC real-time… Read more Credit and Interest Rate Liquidity Data Study (January 2013)

ISDA guidance for parties to over-the-counter derivative transactions affected by expected non-publication of SOFR on… Read more ISDA Guidance: SOFR Publication on Good Friday 2023

ISDA has updated the attached guidance for parties to over-the-counter derivative transactions that are affected… Read more ISDA USD LIBOR ICE Swap Rate Future Cessation Guidance – 2021 and 2006 ISDA Definitions