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RUB-MOSPRIME-NFEA FRO: Market Guidance Regarding Change of Price Source under the 2006 ISDA Definitions
ISDA understands that on March 15, 2022, the National Finance Association announced that with immediate effect MosPrime... Read more RUB-MOSPRIME-NFEA FRO: Market Guidance Regarding Change of Price Source under the 2006 ISDA Definitions
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ISDA Guidance Note – Linear Interpolation
ISDA published a Guidance Note on Linear Interpolation (the “Guidance Note”) that provides further clarity... Read more ISDA Guidance Note - Linear Interpolation
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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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ISDA Guidance: SOFR Publication on Good Friday 2021
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 2021
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Swaptions: ‘Agreed Discount Rate’ Supplement to the 2006 ISDA Definitions Published
Supplement 64 to the 2006 ISDA Definitions has been published today, March 30, 2020 to... Read more Swaptions: 'Agreed Discount Rate' Supplement to the 2006 ISDA Definitions Published
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ICE Swap Rate – December 24 and December 31, 2019
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, 2019
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Publication of Supplement 59 (EuroSTR FRO) and Supplement 60 (Revised EONIA FROs) to the 2006 ISDA Definitions
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
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EURIBOR reform FAQs
This Frequently Asked Questions (“FAQ”) document, which may be updated from time to time, contains... Read more EURIBOR reform FAQs
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EUR ICE Swap Rate – December 24 and December 31, 2018
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
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George H.W. Bush National Day of Mourning
The International Swaps and Derivatives Association, Inc. (ISDA) announces the following guidance for parties to... Read more George H.W. Bush National Day of Mourning