Following the announcement by EMMI on June 6, 2018 that, with effect from December 3, 2018, it… Read more Discontinuation of EURIBOR Tenors

Click here to view the SONIA reform frequently asked questions (FAQ) document, or download the… Read more SONIA reform FAQs and publication of GBP-SONIA-Compound

Global Staff Contact: Peter Werner — pwerner@isda.org The ISDA Islamic Finance WG has been set up… Read more Islamic Finance

The linked memo describes and gives examples of three alternative versions of Actual/Actual day count… Read more Euro market ACT/ACT Day Count Conventions

The International Capital Markets Association (ICMA) has verified to ISDA that the Day Count Convention… Read more ACT/ACT (ICMA)

Calculation examples of 30/360 and 30E/360 in the 2006 ISDA Definitions

November 15, 2016, ACI Suisse announced the termination of the TOIS fixing effective on December 29,… Read more Information on the TOIS-SARON Transition

Market Agreed Coupon (MAC) Contract Press Release – SIFMA AMG and ISDA Announce that CUSIPs… Read more Interest Rates Derivatives

Thomson Reuters ISDAFIX Page Discontinuation – Guidance Note Guidance to assist market participants who have… Read more Information on ICE Swap Rate

Guidance to assist market participants who have outstanding trades that reference an ICE Swap Rate… Read more ICE Swap Rate – Thomson Reuters ISDAFIX Page Discontinuation – Guidance Note