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
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
Documents (0) for Discontinuation of EURIBOR Tenors
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
Documents (2) for SONIA reform FAQs and publication of GBP-SONIA-Compound
Islamic Finance
Global Staff Contact: Peter Werner — pwerner@isda.org The ISDA Islamic Finance WG has been set up… Read more Islamic Finance
Documents (0) for Islamic Finance
Euro market ACT/ACT Day Count Conventions
The linked memo describes and gives examples of three alternative versions of Actual/Actual day count… Read more Euro market ACT/ACT Day Count Conventions
Documents (1) for Euro market ACT/ACT Day Count Conventions
ACT/ACT (ICMA)
The International Capital Markets Association (ICMA) has verified to ISDA that the Day Count Convention… Read more ACT/ACT (ICMA)
Documents (1) for ACT/ACT (ICMA)
30/360 Day Count Conventions
Calculation examples of 30/360 and 30E/360 in the 2006 ISDA Definitions
Documents (1) for 30/360 Day Count Conventions
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
Documents (2) for Information on the TOIS-SARON Transition
Interest Rates Derivatives
Market Agreed Coupon (MAC) Contract Press Release – SIFMA AMG and ISDA Announce that CUSIPs… Read more Interest Rates Derivatives
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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