Note from the Rates Steering Committee
Drafting, Affirmation and Risk Mitigation
ISDA Best Practice Statement
Documents (1) for Drafting, Affirmation and Risk Mitigation
Interest rate compounding conventions used in OTC derivatives transactions
Memo (February 5, 2009) and Excel spreadsheet with examples
Documents (2) for Interest rate compounding conventions used in OTC derivatives transactions
Adjustment of Termination Date
Best Practice Statement
Documents (1) for Adjustment of Termination Date
Interest Rates Novation Pair-Offs
Best Practice Statement
Documents (1) for Interest Rates Novation Pair-Offs
Cash Settlement Payment Dates for early termination options
ISDA Best Practice Statement (updated February 8, 2008)
Documents (1) for Cash Settlement Payment Dates for early termination options
1998 ISDA memo “EMU and Market Conventions: Recent Developments”
The linked memo describes market conventions for the EUR-denominated markets.
Documents (1) for 1998 ISDA memo “EMU and Market Conventions: Recent Developments”
ISDA Guidance - Delayed Publication of the September 2023 Level of “USA – Non-revised Consumer Price Index – Urban (CPI-U)”
On September 25, 2023, Reuters reported concerns that publication of the September 2023 level of CPI-U could… Read more ISDA Guidance – Delayed Publication of the September 2023 Level of “USA – Non-revised Consumer Price Index – Urban (CPI-U)”
Documents (1) for ISDA Guidance – Delayed Publication of the September 2023 Level of “USA – Non-revised Consumer Price Index – Urban (CPI-U)”
Market Practice Guidance for HICP Rescaling
ISDA has issued Market Practice Guidance for parties to OTC inflation derivatives transactions which are… Read more Market Practice Guidance for HICP Rescaling
Documents (1) for Market Practice Guidance for HICP Rescaling
ISDA Market Practice Guidance for Rescaling of the SPIPC and NOCPI
ISDA Market Practice Guidance for Rescaling of the following indices: Indice de Precios de Consumo… Read more ISDA Market Practice Guidance for Rescaling of the SPIPC and NOCPI