On 1st October 2019, ISDA published Supplement 59 to the 2006 ISDA Definitions, which adds… Read more Publication of Supplement 59 (EuroSTR FRO) and Supplement 60 (Revised EONIA FROs) to the 2006 ISDA Definitions

This Frequently Asked Questions (“FAQ”) document, which may be updated from time to time, contains… Read more EURIBOR reform FAQs

ISDA notification to members regarding potential non-publication of EUR ICE swap rates on December 24… Read more EUR ICE Swap Rate – December 24 and December 31, 2018

Following on from last year’s ISDA survey on changing the market convention for the cash… Read more Market Practice Change for Settlement of EUR Swaptions to Collateralized Cash Price

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