This section of the ISDA website is a hub for links to key information and… Read more Asset Classes Overview
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ESG Derivatives Overview
ISDA’s work in the ESG space has been primarily geared toward supporting the transition towards... Read more ESG Derivatives Overview
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Market Closure InfoHub
This page will be updated regularly as information regarding market closure becomes available globally. Should... Read more Market Closure InfoHub
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Credit Derivatives Physical Settlement Matrix – 2014 and 2003 Confirmations
2014 Definitions Confirmation CDS Matrix v29 2014 Definitions Matrix Confirmations 2003 Definitions Matrix Confirmations Link... Read more Credit Derivatives Physical Settlement Matrix - 2014 and 2003 Confirmations
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ISDA Guidance: Japan Summer 2021 Holiday Changes
ISDA guidance for parties to over-the-counter derivative transactions affected by the holiday changes happening in... Read more ISDA Guidance: Japan Summer 2021 Holiday Changes
Documents (3) for ISDA Guidance: Japan Summer 2021 Holiday Changes
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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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ISDA Publishes Negative Floating Amounts Model Clauses
ISDA published Model Clauses for use with the 2005 ISDA Commodity Definitions (Negative Floating Amounts).... Read more ISDA Publishes Negative Floating Amounts Model Clauses
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ISDA Guidance: Japan Summer 2020 Holiday Changes
ISDA guidance for parties to over-the-counter derivative transactions affected by the holiday changes happening in... Read more ISDA Guidance: Japan Summer 2020 Holiday Changes
Documents (3) for ISDA Guidance: Japan Summer 2020 Holiday Changes
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- ISDA Japanese Summer 2020 Holiday Changes - Equity Derivatives(pdf) will open in a new tab or window
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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