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ISDA Definitions Settlement Matrix for Early Termination and Swaptions (the “Settlement Matrix”)
ISDA Definitions Settlement Matrix for Early Termination and Swaptions (the “Settlement Matrix”)
Pleas note that the below Settlement Matrices are for use with the 2006 ISDA Definitions. If you would like to access the Settlement Matrices for the 2021 ISDA Interest Rate Definitions, please go to the “Resources” tab under the “2021 ISDA Interest Rate Definitions” on mylibrary.isda.org.
Free downloads for ISDA Definitions Settlement Matrix for Early Termination and Swaptions (the “Settlement Matrix”) (22)
- Cash Settlement Matrix, November 6, 2001 (pdf)
- Cash Settlement Matrix, July 1, 2002 (pdf)
- Cash Settlement Matrix, January 2, 2003 (pdf)
- Cash Settlement Matrix, July 1, 2003 (pdf)
- Cash Settlement Matrix, July 1, 2004 (pdf)
- Cash Settlement Matrix, January 3, 2005 (pdf)
- Cash Settlement Matrix, July 1, 2005 (pdf)
- Cash Settlement Matrix, January 3, 2006 (pdf)
- Cash Settlement Matrix, July 3, 2006 (pdf)
- Cash Settlement Matrix, January 2, 2007 (pdf)
- Cash Settlement Matrix, March 7, 2007 (pdf)
- Cash Settlement Matrix, January 14, 2008 (pdf)
- Cash Settlement Matrix, July 25, 2008 (pdf)
- Cash Settlement Matrix, January 1, 2009 (pdf)
- Cash Settlement Matrix, May 23, 2009 (pdf)
- Cash Settlement Matrix, July 11, 2009 (pdf)
- Cash Settlement Matrix, January 10, 2011 (pdf)
- Cash Settlement Matrix, December 17, 2012 (pdf)
- Cash Settlement Matrix, November 26, 2018 (pdf)
- Cash Settlement Matrix, December 14, 2020 (pdf)
- Cash Settlement Matrix, May 13, 2021 (pdf)
- Cash Settlement Matrix, November 10, 2021 (pdf)