Swaptions – International Swaps and Derivatives Association

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Tag: Swaptions

Interest Rate | December 23, 2021

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

Documents (1) for ICE Swap Rate – December 24 and December 31, 2021

ISDA Guidance ISR 2431 December 2021(pdf) will open in a new tab or window

Interest Rate | March 30, 2020

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

Documents (0) for Swaptions: ‘Agreed Discount Rate’ Supplement to the 2006 ISDA Definitions Published

Interest Rate | December 20, 2019

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

Documents (1) for ICE Swap Rate – December 24 and December 31, 2019

ICE Swap Rate notification 24 and 31 Dec 2019(pdf) will open in a new tab or window

Interest Rate | December 20, 2018

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

Documents (1) for EUR ICE Swap Rate – December 24 and December 31, 2018

EUR ICE Swap Rate notification(pdf) will open in a new tab or window

Interest Rate | November 26, 2018

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