Useful Documents
Interest Rate Derivatives
Matrices
| SUBJECT
|
STATUS
- DESCRIPTION |
AVAILABLE
DOCUMENTS |
DATE
POSTED |
Settlement Matrix for Early Termination for cross-currency
swaps (Draft) |
This document is for discussion purposes only |
Settlement
Matrix for Early Termination for cross-currency swaps (Draft)
|
January 18, 2008 |
2006 ISDA Definitions MTM Matrix for Mark-to-market
Currency Swaps |
A matrix setting out standard terms for use when
marking to market MTM swaps. |
2006
ISDA Definitions MTM Matrix for Mark-to-market Currency Swaps |
January 14, 2008 |
2006 ISDA Definitions Settlement Matrix for Early
Termination and Swaptions (the "Settlement Matrix") |
The versions of the Settlement Matrix with their
period of applicability are available on the ISDA website.
Propositions for change should be brought to the Operations Committee. |
2006 ISDA Definitions Settlement Matrix for Early
Termination and Swaptions
- Link
to Settlement Matrix versions |
January 14, 2008 |
Best Practices and Memorandums
Definitions Supplements
| SUBJECT
|
STATUS
- DESCRIPTION |
AVAILABLE
DOCUMENTS |
DATE
POSTED |
Supplement number 5to the 2006 ISDA Definitions
|
Section 13.1(h) is amended in its entirety. For
USD denominated Swaptions only, it provides that where a specified
Expiration Date is not an Exercise Business Date, the Expiration
Date will be the first preceding day that is an Exercise Business
Day, unless the authority announcing that a day will no longer be
an Exercise Business Date does so less than two Exercise Business
Days prior to the original expiration. In that case, the Expiration
Date will be the next following day that is an Exercise Business
Day. |
Supplement
number 5 to the 2006 ISDA Definitions |
April 14, 2008 |
Supplement number 4 to the 2006 ISDA
Definitions |
The Floating Rate Options "RUB-MOSPRIME-NFEA"
and “RUB-MOSPRIME-Reference Banks” were published on
January 29, 2008 as an amendment to the 2006 Definitions. |
Supplement
number 4 to the 2006 ISDA Definitions |
January 29, 2008 |
Supplement number 3 to the 2006 ISDA Definitions
|
The Floating Rate Options "TRY-TRYIBOR-Reuters"
and “TRY-TRYIBOR-Reference Banks” were published on
December 12, 2007 as an amendment to the 2006 Definitions. |
Supplement
number 3 to the 2006 ISDA Definitions |
December 12, 2007 |
Supplement number 2 to the 2006 ISDA Definitions
|
The first paragraph of Section 10.5 relating to
MTM Amount is amended and restated. |
Supplement
number 2 to the 2006 ISDA Definitions |
October 10, 2007 |
Supplement number 1 to the 2006 ISDA Definitions
|
The Floating Rate Option "SEK-Annual Swap Rate-SESWFI"
was published on October 5, 2007 as an amendment to the 2006 Definitions. |
Supplement
number 1 to the 2006 ISDA Definitions |
October 5, 2007 |
Supplements to the 2000 Definitions |
Overview table of the Supplements to the 2000 ISDA
Definitions |
Link
to the table |
January 3, 2005 |
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Credit Derivatives
Matrices
| SUBJECT
|
STATUS
- DESCRIPTION |
AVAILABLE
DOCUMENTS |
DATE
POSTED |
Swaption Matrix for CDS Swaption Transactions
|
The ISDA Swaption Matrix is intended
for use with the Single Name CDS Swaption Standard Terms Supplement
and Credit Default Swaption Confirmation. It facilitates the documentation
of CDS swaption transactions by providing standard elections for
CDS swaptions referencing various types of Reference Entity. It
is anticipated that this document will be updated from time to time
with the latest trading standards as contemplated by the Credit
Default Swaption Confirmation. |
ISDA
Swaption Matrix |
October 16, 2007 |
Credit Derivatives Physical Settlement Matrix, 2005
Matrix Supplement and Confirmation to the 2003 ISDA Credit Derivatives
Definitions. |
Link to the Credit Derivatives Physical Settlement
Matrix, 2005 Matrix Supplement, Confirmation and Commentary to the
2003 ISDA Credit Derivatives Definitions. |
Link
to Credit Derivatives Physical Settlement Matrix
2005
Matrix Supplement
Confirmation
Commentary |
December 6, 2007 |
Best Practices and Memorandums
Equity Derivatives
Matrices
| SUBJECT
|
STATUS
- DESCRIPTION |
AVAILABLE
DOCUMENTS |
DATE
POSTED |
ISDA Equity Derivatives Documentation
Matrix |
This Matrix provides members with a
summary of ISDA equity documentation (both published and in draft
form) by product and region |
ISDA
Equity Derivatives Documentation Matrix |
April 2, 2008 |
ISDA AEJ Reference Price Source Matrix
|
If parties have executed the Amendment
to 2005 AEJ Interdealer Master Equity Derivatives Confirmation Agreement
or the Revised 2005 AEJ Interdealer Master Equity Derivatives Confirmation
Agreement, and if the Reference Price of the Transaction is listed
in the ISDA AEJ Reference Price Source Matrix as of the Trade Date,
then the Reference Price Source contained therein with respect to
such Reference Price currency shall be deemed to apply to the Transaction.
|
ISDA
AEJ Reference Price Source Matrix |
November 29, 2006 |
Top of Page
Settlement
Novations
Portfolio Reconciliation
Top of Page
Processing Standards and Strategy
| SUBJECT
|
STATUS
- DESCRIPTION |
AVAILABLE
DOCUMENTS |
DATE
POSTED |
Credit Derivatives Operations – 2008 Industry
Commitments
|
Summary of industry commitments following letter to
the Federal Reserve Bank of New York dated March 27, 2008
|
Summary
of 2008 Industry Commitments |
May 9, 2008 |
| Rethinking Operations: The Changing Landscape |
Presentations from ISDA’s AGM in Vienna |
Presentation
1
Presentation 2
|
April 15, 2008 |
Prioritising among outstanding confirmation or payment
breaks |
Market Discussion |
Market
Discussion on Prioritisation |
June 28, 2005 |
Barcoding of documents |
Market Discussion |
Market
Discussion on barcoding |
December 15, 2004 |
Implementation Paper |
Moving Forward: An Implementation Plan |
Implementation
Paper |
March 31, 2004 |
Strategy Paper |
Going Forward: A Strategic Plan |
Strategy
Paper |
December 10, 2003 |
Telephone Confirming Trade Details |
ISDA Best Practice Statement |
ISDA
Best Practice Statement: Telephone Confirming Trade Details |
October 28, 2003 |
Documenting Exercise of Option Transactions |
ISDA Best Practice Statement |
ISDA
Best Practice Statement: Documenting Exercise of Option Transactions
|
October 28, 2003 |
Reference Banks |
Determination of Cash Settlement Reference Banks
under ISDA-documented transactions |
Letter
to brokers |
June 17, 2002 |
N2 Working Group |
ISDA has responded to each of a series of Consultative
Papers from FSA. In response to CP141, it highlighted the wholesale
nature of the OTC derivatives markets and the need for the rules
to reflect that. ISDA's response to CP151 welcomes more targeted
rules regarding "packaged" securities. |
i) Response
to CP141 - cover letter;
ii) briefing
note on wholesale nature of OTC derivatives markets.
iii) Response
to CP151 |
September 20, 2002
November 22, 2002 |
Valuation and settlement of Legacy transactions
|
A problem arises when valuation and settlement of
legacy transactions (pre EURO) fall to be carried out on days that
may be good business days in the legacy currency center, but are
days on which TARGET is closed. |
ISDA
memorandum on Valuation and Settlement of Legacy Transactions
a
copy of the ECB Press Release detailing the long term TARGET holiday
calendar |
April 2, 2001
December 14, 2000 |
Operations Benchmarking Survey
Top of Page |
