ISDA has updated the attached guidance for parties to over-the-counter derivative transactions that are affected… Read more ISDA USD LIBOR ICE Swap Rate Future Cessation Guidance – 2021 and 2006 ISDA Definitions
ISDA Generic Fallback Provisions - Summary
The summary of the Generic Fallback Provisions in this document reflects the Generic Fallback Provisions… Read more ISDA Generic Fallback Provisions – Summary
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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 ISDA Market Practice Note on Applicable Calendars for Determining Effective Dates of SOFR Swaps
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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: 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