On August 7, 2023, ISDA published a revised version 3.0 of Sub-Annex A to the… Read more Revised Sub-Annex A to the 2005 ISDA Commodity Definitions
Sub-Annex A – CRP Naming Convention
This document sets out the naming convention for how the Commodity Reference Prices (“CRPs”), as… Read more Sub-Annex A – CRP Naming Convention
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ISDA Future Cessation Guidance – 2021 ISDA Interest Rate Derivatives Definitions and 2006 ISDA Definitions - ICAPZAR
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ICE Swap Rate – December 24 and December 31, 2021
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
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EMTA-ISDA Market Practice: Relevant Cities for Business Days for Payment Dates
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EMTA-ISDA Market Practice: Non-Deliverable CLP "Cámara" (CLP TNA) Interest Rate Swap Transactions
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
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EMTA-ISDA Market Practice: BRL CDI Non-Deliverable Interest Rate Swap Transactions
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SwapsInfo First Quarter 2018 Review
The ISDA SwapsInfo Quarterly Review provides analysis of interest rate derivatives (IRD) and index credit… Read more SwapsInfo First Quarter 2018 Review
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Credit and Interest Rate Liquidity Data Study (January 2013)
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)
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ISDA Guidance: SOFR Publication on Good Friday 2023
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