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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Market Practice Change for Settlement of EUR Swaptions to Collateralized Cash Price
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
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Discontinuation of EURIBOR Tenors
Following the announcement by EMMI on June 6, 2018 that, with effect from December 3, 2018, it... Read more Discontinuation of EURIBOR Tenors
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SONIA reform FAQs and publication of GBP-SONIA-Compound
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
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Information on the TOIS-SARON Transition
November 15, 2016, ACI Suisse announced the termination of the TOIS fixing effective on December 29,... Read more Information on the TOIS-SARON Transition
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ISDA Webinar on Swaps Straight Through Processing (STP)
From August 1, 2016, the US Commodity Futures Trading Commission will require all swaps intended... Read more ISDA Webinar on Swaps Straight Through Processing (STP)
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ISDA Best Practice Principles on Swaps Straight-Through-Processing
Principles to facilitate compliance with the CFTC staff’s STP guidance that comes into force on... Read more ISDA Best Practice Principles on Swaps Straight-Through-Processing
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ICE Swap Rate – Thomson Reuters ISDAFIX Page Discontinuation – Guidance Note
Guidance to assist market participants who have outstanding trades that reference an ICE Swap Rate... Read more ICE Swap Rate - Thomson Reuters ISDAFIX Page Discontinuation – Guidance Note
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Information on ICE Swap Rate
Thomson Reuters ISDAFIX Page Discontinuation – Guidance Note Guidance to assist market participants who have... Read more Information on ICE Swap Rate
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CFTC response to ISDA’s proposed STP plan
On December 21, 2015, the CFTC responded in agreement with ISDA’s proposal to permit derivatives... Read more CFTC response to ISDA’s proposed STP plan
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ISDA’s STP plan
On 27th July 2015 ISDA, on behalf of its members, submitted a plan to the... Read more ISDA’s STP plan