Interest Rate – International Swaps and Derivatives Association

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Interest Rate Derivatives Overview

This section of the ISDA website is a hub for links to key information and… Read more Interest Rate Derivatives Overview

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Interest Rate | June 25, 2024

CDOR Fallbacks Webinar

On June 17, ISDA hosted a webinar on the application of fallbacks for CDOR in... Read more

Documents (0) for CDOR Fallbacks Webinar

Interest Rate | May 15, 2024

International Money Market Dates Market Practice Note

May 15, 2024, updated June 26, 2024 On May 15, ISDA published the attached market... Read more

Documents (1) for International Money Market Dates Market Practice Note

Market Practice Note IMM dates 042224 + Table 062624(pdf) will open in a new tab or window

Interest Rate | May 15, 2024

IMM CAD Market Practice Note

On May 15, ISDA published the attached market practice note regarding the effective date for... Read more

Documents (1) for IMM CAD Market Practice Note

Market Practice Note IMM CAD 051524(pdf) will open in a new tab or window

Interest Rate | December 23, 2023

Notice of Enactment of New Brazilian Holiday

Please find attached EMTA-ISDA note regarding the enactment of a new public holiday in Brazil.

Documents (1) for Notice of Enactment of New Brazilian Holiday

EMTA ISDA B3 Note 122223(pdf) will open in a new tab or window

Interest Rate | December 7, 2023

June 2024 IMM Date Market Practice Note

ISDA has published the attached market practice note regarding the Effective Date for OTC interest... Read more

Documents (1) for June 2024 IMM Date Market Practice Note

Market Practice Note IMM dates Juneteenth 2024(doc) will open in a new tab or window

Interest Rate | October 31, 2023

ISDA Future Cessation Guidance – 2021 ISDA Interest Rate Derivatives Definitions and 2006 ISDA Definitions – ICAPZAR

ISDA has published the attached guidance for parties to over-the-counter derivative transactions that are affected... Read more

Documents (1) for ISDA Future Cessation Guidance – 2021 ISDA Interest Rate Derivatives Definitions and 2006 ISDA Definitions – ICAPZAR

ISDA Future Cessation Guidance – 2021 ISDA Interest Rate Derivatives Definitions and 2006 ISDA Definitions - ICAPZAR(pdf) will open in a new tab or window

Interest Rate | April 13, 2023

ISDA USD LIBOR ICE Swap Rate Future Cessation Guidance – 2021 and 2006 ISDA Definitions

ISDA has updated the attached guidance for parties to over-the-counter derivative transactions that are affected... Read more

Documents (1) for ISDA USD LIBOR ICE Swap Rate Future Cessation Guidance – 2021 and 2006 ISDA Definitions

ISDA Guidance USD LIBOR ICE Swap Rate 041323(pdf) will open in a new tab or window

Interest Rate | April 4, 2023

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

Documents (1) for ISDA Guidance: SOFR Publication on Good Friday 2023

SOFR Good Friday Notification 040423(pdf) will open in a new tab or window

Interest Rate | November 28, 2022

ISDA Generic Fallback Provisions – Summary

The summary of the Generic Fallback Provisions in this document reflects the Generic Fallback Provisions... Read more

Documents (1) for ISDA Generic Fallback Provisions – Summary

Generic Fallback Provisions summary 112122(pdf) will open in a new tab or window

Interest Rate | April 8, 2022

ISDA Market Practice Note on Applicable Calendars for Determining Effective Dates of SOFR Swaps

The purpose of this Market Practice Note is to recommend an approach to the calendars... Read more

Documents (1) for ISDA Market Practice Note on Applicable Calendars for Determining Effective Dates of SOFR Swaps

Market Practice Note - Effective Date for SOFR transactions 040822(pdf) will open in a new tab or window

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