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Useful Documents

Commodities

Supervisory Letter

SUBJECT

STATUS - DESCRIPTION

AVAILABLE DOCUMENTS

DATE POSTED

CMD Next Actions Memo Published March 17, 2010 CMD Commitments Enhancement Summary March 17, 2010

G14 CMD Supervisory Commitment Letter

Published December 7, 2009

CMD Supervisory Commitment Letter

December 7, 2009

ISDA Commodities Best Practices and Proposals

SUBJECT

STATUS - DESCRIPTION

AVAILABLE DOCUMENTS

DATE POSTED

Platts Best Practice Statement Best Practices Statement for Certain OTC derivatives transactions affected by Platt's discontinuation of specific Gasoil and Fuel Oil quotes Platts Best Practice Statement and the point-to-point differentials December 18, 2009

ISDA Commodities Lifecycles Events Whitepaper

The Lifecycles Events Whitepaper provides an overview of the Operational Best Practices for Processing OTC Commodity Derivative Transactions

ISDA Commodities Lifecycles Events Whitepaper

December 17, 2009

Matrices

SUBJECT

STATUS - DESCRIPTION

AVAILABLE DOCUMENTS

DATE POSTED

ISDA Commodities Documentation Matrix

This Matrix provides members with a summary of various Commodities documentation (both published and in draft form) by product and region

Index Matrix

July 30, 2010

Interest Rate Derivatives

Matrices

SUBJECT

STATUS - DESCRIPTION

AVAILABLE DOCUMENTS

DATE POSTED

Settlement Matrix for Early Termination for Cross-Currency Swaps

Matrix setting out the standard settlement currency for early termination for cross-currency swaps

Settlement Matrix for Early Termination for Cross-Currency Swaps

January 7, 2011 (effective January 10, 2011)

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

December 12, 2008 (effective January 1, 2009)


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 7, 2011 (effective January 10, 2011)


 Best Practices and Memorandums

SUBJECT

STATUS - DESCRIPTION

AVAILABLE DOCUMENTS

DATE POSTED

Electronic Novation Consent

Note from the Rates Steering Committee

Electronic Novation Consent note

July 7, 2010

Drafting, Affirmation and Risk Mitigation

ISDA Best Practice Statement

Drafting, Affirmation and Risk Mitigation in connection with Interest Rate Products Transactions

February 10 , 2009

Compounding

Interest rate compounding conventions used in OTC derivatives transactions

Memo (February 5, 2009); Excel spreadsheet with examples

February 5, 2009
Adjustment of Termination Date ISDA Best Practice Statement Adjustment of Termination Date Note October 31, 2008

CMS One Look Transactions

ISDA Best Practice Statement

CMS One Look Best Practice

September 3, 2008

Interest Rates Novation Pair-Offs
ISDA Best Practice Statement
Interest Rates Novation Pair-Offs
May 8, 2008
(Updated July 28, 2008)

Cash Settlement Payment Dates for early termination options

ISDA Best Practice Statement

Cash Settlement Payment Dates for early termination options

August 21, 2007
(updated February 8, 2008)

Adoption of 2006 ISDA Definitions

Advisory note relating to market moves to commence adoption of the 2006 Definitions for interest rate and currency derivative transactions from July 30th 2007.

2006 Definitions: Go-Live 30 July 2007

July 23, 2007

Rate Source Memo & Reference Chart

Memo on migration of rate sources from Telerate to Reuters and implications for the 2000 ISDA Definitions

Rate Source Memo & Reference Chart

August 22, 2006

Rate Source Matrix

ISDA Definitions-Rate Cross-Reference Chart

ISDA Definitions-Rate Cross-Reference Chart

May 18, 2004

Definitions Supplements

SUBJECT

STATUS - DESCRIPTION

AVAILABLE DOCUMENTS

DATE POSTED

Supplement number 25 to the 2006 ISDA Definitions

Supplement No.25 to the 2006 ISDA Definitions provides for the addition of the following rate options to Section 7.1: TWD-TAIBIR01 and TWD-TAIBIR02 and for the amendment of Section 7.3(f)(ii).

Supplement number 25 to the 2006 ISDA Definitions December 1, 2010
Supplement number 24 to the 2006 ISDA Definitions

Supplement No. 24 to the 2006 ISDA Definitions provides for the addition of the following Floating Rate Options; AUD-Semi-Annual Swap Rate-11:00-BGCANTOR, EUR EURIBOR-Basis Swap - 3m vs 6m- -11:00-ICAP, EUR EURIBOR- Basis Swap- 1m vs 3m- Euribor-11:00-ICAP, HKD-Quarterly-Quarterly Swap Rate-11am-ICAP, HKD-Quarterly-Quarterly Swap Rate-4pm-ICAP, USD-Treasury-19901-3:00-ICAP, RUB-Annual Swap Rate-12:45-TRADITION, RUB-Annual Swap Rate-4:15-TRADITION, NZD-Semi-Annual Swap Rate-11:00-BGCANTOR, ZAR-Quarterly Swap Rate-1:00-TRADITION, ZAR-Quarterly Swap Rate-5:30-TRADITION, HKD-Quarterly-Annual Swap Rate-11:00-TRADITION and SGD-Semi-Annual Swap Rate-11.00-TRADITION

Supplement number 24 to the 2006 ISDA Definitions August 2, 2010
Supplement number 23 to the 2006 ISDA Definitions

Supplement No. 23 to the 2006 ISDA Definitions provides technical changes for Section 16.1 Optional Early Termination, Section 18.2 Certain Definitions Relating to Cash Settlement, Section 18.3 Cash Settlement Methods and Article 19 ISDA Settlement Matrix.

Supplement number 23 to the 2006 ISDA Definitions July 26, 2010
Supplement number 22 to the 2006 ISDA Definitions

Supplement No. 22 to the 2006 ISDA Definitions provides technical changes for Section 1.5 Financial Centers, Article 5 Fixed Amounts, Section 6.2 Certain Definitions Relating to Floating Amounts, Section 6.4 Negative Interest Rates and Section 7.1 Rate Options.

Supplement number 22 to the 2006 ISDA Definitions July 26, 2010
Supplement number 21 to the 2006 ISDA Definitions

Supplement No. 21 to the 2006 ISDA Definitions provides changes for Section 7.1(ah) (Chinese Renminbi) of the 2006 ISDA Definitions by adding the terms CNY-CNREPOFIX=CFXS-Reuters and CNY 7-Repo Compounding Date.

Supplement number 21 to the 2006 ISDA Definitions April 26, 2010
Supplement number 20 to the 2006 ISDA Definitions

Supplement No. 20 to the 2006 ISDA Definitions provides for the addition of the following Floating Rate Options;  EUR-Annual Swap Rate-10:00-TRADITION, EUR-Annual Swap Rate-4:15-TRADITION, EUR-EONIA-OIS-10:00-TRADITION, EUR-EONIA-OIS-4:15-TRADITION, GBP-Semi Annual Swap Rate-11:00-TRADITION, GBP-Semi Annual Swap Rate-4:15-TRADITION, GBP-SONIA-OIS-11:00-TRADITION, GBP-SONIA-OIS-4:15-TRADITION, JPY-Annual Swap Rate-11:00-TRADITION, JPY-Annual Swap Rate-3:00-TRADITION, JPY-OIS-11:00-TRADITION, JPY-OIS-3:00-TRADITION, USD-Annual Swap Rate-11:00-TRADITION, USD-Annual Swap Rate-4:00-TRADITION, USD-OIS-11:00-TRADITION and USD-OIS-4:00-TRADITION

Supplement number 20 to the 2006 ISDA Definitions April 16, 2010
Supplement number 19 to the 2006 ISDA Definitions

Supplement No. 19 to the 2006 ISDA Definitions provides for the addition of the following Floating Rate Options;  JPY-LTRM-MHCB, JPY-LTPR-TBC, JPY-STPR-Quoting Banks, JPY-Quoting Banks-LIBOR

Supplement number 19 to the 2006 ISDA Definitions January 6, 2010
Supplement number 18 to the 2006 ISDA Definitions

Supplement No. 18 to the 2006 ISDA Definitions provides technical changes for Section 7.1 of the 2006 ISDA Definitions

Supplement number 18 to the 2006 ISDA Definitions December 18, 2009
Supplement number 17 to the 2006 ISDA Definitions

Supplement No. 17 to the 2006 ISDA Definitions provides for the addition of the AED-EBOR-Reuters Floating Rate Option.

Supplement number 17 to the 2006 ISDA Definitions October 15, 2009
Supplement number 16 to the 2006 ISDA Definitions

Section 6.1, 6.2 and 6.3 are amended.  Supplement number 16 to the 2006 ISDA Definitions provides for the addition of a third method of Compounding, Spread Exclusive Compounding.  It also redefines the former method of Compounding: Applicable to Straight Compounding.  Both Definitions for Straight Compounding and Flat compounding are now expressed in formulas.   Guidance is also provided on use of this within transaction documentation.

Supplement number 16 to the 2006 ISDA Definitions Augus 8, 2009
Supplement number 15 to the 2006 ISDA Definitions

Supplement number 15 to the 2006 ISDA Definitions provides for the addition of AUD-Quarterly Swap Rate-ICAP, AUD-Semi-annual Swap Rate-ICAP, AUD-Quarterly Swap Rate-ICAP-Reference Banks, AUD-Semi-Annual Swap Rate-ICAP-Reference Banks, CZK-Annual Swap Rate-11:00-BGCANTOR, CZK-Annual Swap Rate-Reference Banks, EUR USD-Basis Swaps-11:00-ICAP, INR-Semi-Annual Swap Rate-11:30-BGCANTOR, INR-Semi-Annual Swap Rate-Reference Banks, IDR-Semi-Annual Swap Rate-11:00-BGCANTOR, IDR-Semi-Annual Swap Rate-Reference Banks, JPY USD-Basis Swaps-11:00-ICAP, NZD-Swap Rate-ICAP, NZD-Swap Rate-ICAP-Reference Banks, RON-Annual Swap Rate-11:00-BGCANTOR, RON-Annual Swap Rate-Reference Banks, RUB-Annual Swap Rate-11:00-BGCANTOR, RUB-Annual Swap Rate-Reference Banks, SGD-Semi-Annual Swap Rate-ICAP, SGD-Semi-Annual  Swap Rate-ICAP-Reference Banks, GBP USD-Basis Swaps-11:00-ICAP, CHF USD-Basis Swaps-11:00-ICAP, TWD-Quarterly-Annual Swap Rate-11:00-BGCANTOR, TWD-Quarterly-Annual Swap Rate-Reference Banks, THB-Semi-Annual Swap Rate-11:00-BGCANTOR, THB-Semi-Annual Swap Rate-Reference Banks, TRY-Annual Swap Rate-11:15-BGCANTOR, TRY-Annual Swap Rate-Reference Banks, CNY-Semi-Annual Swap Rate-11:00-BGCANTOR, CNY-Semi-Annual Swap Rate-Reference Banks, PHP-Semi-Annual Swap Rate-11:00-BGCANTOR, PHP-Semi-Annual Swap Rate-Reference Banks, VND-Semi-Annual Swap Rate-11:00-BGCANTOR, VND-Semi-Annual Swap Rate-Reference Banks Floating Rate Options.

Supplement number 15 to the 2006 ISDA Definitions Augus 5, 2009
Supplement number 14 to the 2006 ISDA Definitions

Supplement number 14 to the 2006 ISDA Definitions revises the definitions of “CHF-ISDAFIX-Swap Rate” and "USD-SIFMA Municipal Swap Index", adds a new Day Count Fraction as well as a new Floating Rate Option for the Romanian Leu and makes a minor technical amendment to the Definitions. 

Supplement number 14 to the 2006 ISDA Definitions June 5, 2009
Supplement number 13 to the 2006 ISDA Definitions Supplement No. 13 to the 2006 ISDA Definitions provides for the addition of the EUR-EONIA-OIS-10:00-ICAP, EUR-EONIA-OIS-11:00-ICAP, JPY-OIS-11:00-ICAP, GBP-SONIA-OIS-11:00-ICAP, CHF-OIS-11:00-ICAP, USD-OIS-11:00-LON-ICAP, USD-OIS-11:00-NY-ICAP and USD-OIS-3:00-NY-ICAP Floating Rate Options. Supplement number 13 to the 2006 ISDA Definitions November 26, 2008
Supplement number 12 to the 2006 ISDA Definitions

Supplement No. 12 to the 2006 ISDA Definitions provides for the addition of the EUR-EONIA-OIS-10:00-BGCANTOR, HKD-Quarterly-Annual Swap Rate-11:00-BGCANTOR, HKD-Quarterly-Annual Swap Rate-4:00-BGCANTOR, SGD-Semi-Annual Swap Rate-11:00-BGCANTOR, USD-OIS-11:00-BGCANTOR and USD-OIS-3:00-BGCANTOR Floating Rate Options. Additionally, ‘Reference Banks’ language for HKD and SGD has been added in accordance with the aforementioned provisions.

Supplement number 12 to the 2006 ISDA Definitions October 28, 2008
Supplement number 11 to the 2006 ISDA Definitions Supplement No. 11 to the 2006 ISDA Definitions provides for the addition of the EUR-Annual Swap Rate-10:00-ICAP and EUR-Annual Swap Rate-11:00-ICAP Floating Rate Options (FROs) and revises Section 7.1(f)(xxxi) (EUR-Annual Swap Rate-Reference Banks). Supplement number 11 to the 2006 ISDA Definitions October 14, 2008
Supplement number 10 to the 2006 ISDA Definitions

Supplement No. 10 to the 2006 ISDA Definitions revises the definition of “INR-MIBOR-OIS-COMPOUND” in the light of the FIMMDA Circular to members dated May 27, 2008 and the NSE Press Release dated June 2, 2008.  The Side Letter allows parties to bilaterally amend their legacy trades. 

Supplement number 10 to the 2006 ISDA Definitions September 5, 2008
Supplement number 9 to the 2006 ISDA Definitions Supplement number 9 provides for the addition of the EUR-Annual Swap Rate-10:00-BGCANTOR and USD-Annual Swap Rate-11:00-BGCANTOR Floating Rate Options and revises Section 7.1(f)(xxxi) (EUR-Annual Swap Rate-Reference Banks). Supplement number 9 to the 2006 ISDA Definitions August 19, 2008
Supplement number 8 to the 2006 ISDA Definitions Supplement 8 provides for Additional Provisions for a Confirmation of a Swap Transaction that is a Range Accrual Swap. Supplement number 8 to the 2006 ISDA Definitions June 10, 2008
Supplement number 7 to the 2006 ISDA Definitions The Floating Rate Option " ISK-REIBOR-Reuters " and “ISK-REIBOR-Reference Banks” were published on June 9, 2008 as an amendment to the 2006 Definitions Supplement number 7 to the 2006 ISDA Definitions June 9, 2008
Supplement number 6 to the 2006 ISDA Definitions Sections 1.4 and 1.8 are amended to addresses the migration from the TARGET payment system to the TARGET2 payment system. Supplement number 6 to the 2006 ISDA Definitions June 9, 2008

Supplement number 5 to 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

Top of Page

Credit Derivatives

Matrices

SUBJECT

STATUS - DESCRIPTION

AVAILABLE DOCUMENTS

DATE POSTED

CC Product Eligibilty Matrix The Eligibility Matrix has been designed to help firms understand which products and transaction types will be eligible for Consent = Confirmation. The Matrix also outlines the core principles which need to be applicable for Consent = Confirmation. The Matrix has been split into 2 tabs: The first tab includes all electronically eligible transaction types, the second includes all transaction types that are not electronically eligible. Product Eligibilty Matrix April 25, 2011

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

March 16, 2011

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

June 30, 2008

Best Practices and Memorandums

SUBJECT

STATUS - DESCRIPTION

AVAILABLE DOCUMENTS

DATE POSTED

Documentation updates to incorporate the July 2009 Supplement - Small Bang Protocol Provisions: Frequently Asked Questions (FAQ)

Frequently asked questions to assist in consideration of the CDS documentation updates to reflect the changes made by the Small Bang Protocol for CDS Transactions entered into on or after February 1, 2011.

Documentation updates to incorporate the July 2009 Supplement-Small Bang Protocol Provisions  (FAQ)

March 4, 2011

Small Bang Protocol: Archive of previous Operational Material These documents set forth the Tactical operational proposals which were previously implemented for processing various transactions under the Small Bang Protocol. These processes are no longer considered current.

Archive of previous Small Bang Operational Material

December 2, 2010

Credit Novation Consent Equals Confirmation: Operational Best Practice Materials

Presentation explaining the market practice changes to the Credit Novation Consent process. The two step practice of consent followed by confirmation is being replaced by an automated single step process for parties to provide their consent and their legal confirmation to a Novation simultaneously.
Recordings of the new Credit Novation Consent Equals Confirmation Operational  Best Practice Calls & FAQ.

Consent Equals Confirmation: Market Call Presentation

Credit Novation Consent Equals Confirmation Best Practice Call Recording and Transcript - August 13, 2010

Credit Novation Consent Equals Confirmation Best Practice Call Recording and Transcript - August 13, 2010

October 8, 2010

Monoline Insurer Reference Entities

The purpose of this list is to gather and disseminate information as to the reference entity names that market participants believe to be monoline insurers which may be referenced as such in a standard credit default swap. ISDA members have advised that it is current market practice to refer to Schedule 2 to the Monoline Supplement Agreement published by ISDA on Feb 29, 2008, when attempting to identifying monoline reference entities.
As Schedule 2 is a stagnant list, ISDA members have suggested that it would be helpful to prepare and publicize a revised list of names in order to provide market participants with an ongoing source for identifying former and current monoline reference entities.

Monoline Insurer Reference Entities Document

August 31, 2010

August 2010 Additional Provisions for Consent to, and Confirmation of, Transfer by Novation of OTC Derivative Transactions

These additional provisions were prepared to facilitate the launch of the Consent = Confirmation project for Credit Derivatives Transactions. They are designed for incorporation into the documentation governing use of a Novation Consent Platform to set out the legal effect of a novation consent request processed through that platform. It is intended to apply to users of the relevant platform via the users' agreement to be governed by the platform's rules, and to ensure that consistent legal provisions apply to novation consent requests processed through different platforms.

August 2010 Additional Provisions for Consent to, and Confirmation of, Transfer by Novation of OTC Derivative Transactions

August 25, 2010

Strategic Restructuring: ISDA Operational Best Practices Call

Recordings of the ISDA Operational Best Practices Call for Strategic Restructuring.

Recording of the ISDA Operational Best Practices Call for Strategic Restructuring - June 30, 2010

Recording of the ISDA Operational Best Practices Call for Strategic Restructuring - June 30, 2010

August 24, 2010

Standardized Credit Products:  Frequently Asked Questions (FAQ)

These Frequently Asked Questions (FAQ) explain the derivatives industry's standards in regard to operational processing for standardized credit derivative transactions.

Frequently Asked Questions on Credit Derivative Initiatives

June 16, 2010

Electronic Credit Derivative Commitment Document

The ECDC document sets forth the Credit Derivative operational commitment for processing all transactions electronically

Electronic Credit Commitment

July 31, 2009

Called Subordinated Notice

This Best Practice language indicates firms' intention that trades confirmed inclusive of a Subordinated Reference Obligation that was matured or called as of the Trade Date is a trade with the Subordination of the Reference Obligation as of the date on which it was redeemed.

Called Subordinated Notice

February 23, 2009

Best Practices on Reference Obligation amendments for Succession Events

The Best Practice recommendation is meant to be utilized for Succession Event processing

Best Practices on Reference Obligation amendments for Succession Events

February 10, 2009

Internal Novation Notice and Best Practice Workflows

The Internal Novation Notice and Best Practice Workflows are meant to be utilized for Internal Novation processing

Internal Novations Notice and Best Practice Workflows

February 9, 2009

Industry Novation Fact Sheet and Novation Interoperability Workflow
The Industry Novation Fact Sheet and Novation Interoperability Workflow are intended to highlight existing electronic solutions for novation processing
Industry Novation Fact Sheet and Novation Interoperability Workflow now available July 21, 2008
Deemed Trade – called and matured bond Best Practices
ISDA best practice statement Deemed Trade-called and matured bond Best Practices May 6, 2008

LCDX Best Practices for Credit Events, Secured List Early Termination Events and Novations

LCDX Best Practices for Credit Events

LCDX Best Practices for Credit Events, Secured List Early Termination Events and Novations

January 25, 2008

Best practice standard elections for European LCDS

ISDA best practice statement

Standard Elections for European LCDS

September 27, 2007

LPN Procedure Document

Procedure Document

LPN Procedure Document

June 4, 2007

Equity Derivatives

Matrices

SUBJECT

STATUS - DESCRIPTION

AVAILABLE DOCUMENTS

DATE POSTED

Electronic Eligibility Matrix

The Electronic Eligibility Matrix identifies products that are electronically eligible and therefore eligible for the industry electronic processing targets. The matrix is maintained by the EIG and will be published on a quarterly basis.

Electronic Eligibility Matrix v 5.0

Electronic Eligibility Matrix v 4.0

Electronic Eligibility Matrix v 3.0

Electronic Eligibility Matrix v 2.0

Electronic Eligibility Matrix v 1.0

December 1, 2010

Index Matrix

The index matrix is maintained by the ISDA Equity Operations Working Group and summarizes best practice as agreed by firms represented on the call.

Index Matrix version 2.0

July 29, 2009

Index Matrix
The index matrix is maintained by the ISDA Equity Operations Working Group and summarizes key confirmation fields for the indices listed
Index Matrix version 1.0 May 27, 2008

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

March 31, 2009

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

SUBJECT

STATUS - DESCRIPTION

AVAILABLE DOCUMENTS

DATE POSTED

Settlements Best Practice ISDA Best Practice Statement OTC Derivative Settlements Best Practices October 26, 2010
Interest Compensation Claims Best Practice ISDA Best Practice Statement Claims Best Practice Statement October 26, 2010
Standard Settlement Instructions Best Practice Requirements Document

Requirements best practice document for standard settlement instructions – cross-asset class focus

Standard Settlement Instructions Best Practice Requirements Document August 11, 2010

Settlement Best Practice

ISDA Best Practice Statement

Settlement Best Practice

June 6, 2007

Settlement Standards

ISDA Best Practice Statement

CD Settlement Standards

May 5, 2006

Cashflow Matching, Netting and Settlement

High Level Requirements and Guidelines for Strategic Processing Standards

Cashflow Matching, Netting and Settlement

November 16, 2004

ISDA Statement on Account Details in Confirmations

Describes counterparty obligations with regard to inclusion of account details in confirmations

Link to Statement

September 1, 2004

Standard Settlement Instructions

ISDA Best Practice Statement

ISDA Best Practice Statement: Standard Settlement Instructions

July 29, 2004

Interest Compensation Claims

ISDA Best Practice Statement

ISDA Best Practice Statement: Interest Compensation

February 12, 2004

Rate Reset

Rate Reset and payment advise notice Elimination Letter

Rate Reset Elimination Letter

January 17, 2003

Novations

SUBJECT

STATUS - DESCRIPTION

AVAILABLE DOCUMENTS

DATE POSTED

Industry Novation Fact Sheet and Novation Interoperability Workflow
The Industry Novation Fact Sheet and Novation Interoperability Workflow are intended to highlight existing electronic solutions for novation processing
Industry Novation Fact Sheet and Novation Interoperability Workflow now available July 21, 2008
Interest Rates Novation Pair-Offs
ISDA Best Practice Statement
Interest Rates Novation Pair-Offs
May 8, 2008

Novation Agreement, User's Guide & Best Practice Statement

The 2004 ISDA Novation Definitions are intended to facilitate the documentation of the novation of transactions under the ISDA Master Agreement.

2004 ISDA Novation Definitions
User's Guide & Best Practice Statement

May 4, 2004

ISDA Statement on Consent Requirement for Transfer of Transactions

ISDA Statement on Consent Requirement for Transfer of Transactions

Statement on Consent Requirement for Transfer of Transactions

April 3, 2003

Novation Agreement

Novation Agreement and User's Guide Published on May 30, 2002.

Agreement (word document)

User's Guide

May 30, 2002

Portfolio Reconciliation

SUBJECT

STATUS - DESCRIPTION

AVAILABLE DOCUMENTS

DATE POSTED

Portfolio Reconciliation

ISDA Best Practice Statement

Recommended Practices for Portfolio Reconciliation

February 14, 2006

Top of Page

Processing Standards and Strategy

SUBJECT

STATUS - DESCRIPTION

AVAILABLE DOCUMENTS

DATE

ISDA Industry Operational Commitments Update Call

Audio Recording of the session held on 22 September 2009

Audio Recording

September 23, 2009

Service Providers Derivatives Roundtable – Live event in London – August 13, 2008 Audio Recording of live session held in London on August 13, 2008

Agenda
Audio recording

August 13, 2008
Credit Derivatives Processing Standards: Frequently Asked Questions Provides answers to Frequently Asked Questions in regard to Credit Derivatives Processing Credit Derivatives Processing Standards: Frequently Asked Questions July 24, 2008
Operations Industry Commitments – Live event in New York – June 5, 2008
Audio Recording of live session held in New York on June 5, 2008 - Co-sponsored by ISDA, MFA and SIFMA AMG

Agenda

Audio recording

June 5, 2008
Operations Industry Commitments – Industry call – May 12, 2008
Audio Recording of Industry Call held on May 12, 2008 - Co-sponsored by ISDA, MFA and SIFMA AMG
Audio recording May 12, 2008
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

SUBJECT

STATUS - DESCRIPTION

AVAILABLE DOCUMENTS

DATE POSTED

2010 Operations Benchmarking Survey

The final results of the 2010 Survey are now available.

Link to 2010 Operations Benchmarking Survey

April 23, 2010

2009 Operations Benchmarking Survey

The final results of the 2009 Survey are now available.

Link to 2009 Operations Benchmarking Survey

April 23, 2009

2008 Operations Benchmarking Survey

The final results of the 2008 Survey are now available.

Link to 2008 Operations Benchmarking Survey

June 2, 2008

2007 Operations Benchmarking Survey

The final results of the 2007 Survey are now available.

Link to 2007 Operations Benchmarking Survey

June 26, 2007

2006 Operations Benchmarking Survey

Completed

Link to 2006 Operations Benchmarking Survey

May 26, 2006

2005 Operations Benchmarking Survey and FpML Use Survey

Completed

Link to 2005 Operations Benchmarking Survey and FpML Use Survey
Link to the Press Release

June 1, 2005

2004 Operations Benchmarking Survey

Completed

Link to 2004 Operations Benchmarking Survey

Link to the Press Release

June 10, 2004

2003 Operations Benchmarking Survey

Completed

Link to 2003 Operations Benchmarking Survey

Link to the Press Release

August 1, 2003

2002 Operations Benchmarking Survey

Completed

Link to 2002 Operations Benchmarking Survey

Link to the Press Release

July 09, 2002

2001 Operations Benchmarking Survey

Completed

Link to 2001 Operations Benchmarking Survey

Link to the Press Release

July 25, 2001

2000 Operations Benchmarking Survey

Completed

Link to 2000 Operations Benchmarking Survey

Link to the Press Release

October 31, 2000

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