Interest Rates Derivatives

Market Agreed Coupon (MAC) Contract

  • Press Release – SIFMA AMG and ISDA Announce that CUSIPs Are Now Available for MAC Contracts (December 12, 2013)
  • Press Release – ISDA Publishes Market Agreed Coupon Confirmation for Interest Rate Swaps (April 24, 2013)
  • Current Coupons
    Indicates, by currency and maturity, the coupons currently being traded in the market under the terms of the MAC contract.
  • Confirmation
    Form of confirmation for a Market Agreed Coupon (MAC) contract as an additional choice for market participants who wish to use over-the-counter (OTC) interest rate swaps (IRS) that have common, pre-agreed terms.

Interest Rate and Currency Derivative Matrices

Interest Rates links

Interest Rates Derivatives Best Practices

Assessing Tokenized MMFs as Eligible Collateral

Distributed ledger technology and digital assets have matured from their early stages to solutions capable of addressing longstanding inefficiencies in collateral management. Tokenized money market funds (TMMFs) represent a particularly promising area for the application of this technology, combining the...

Response to EC on Carbon Accounting

On October 5, ISDA responded to the Joint Research Centre (JRC) of the European Commission (EC) survey, drawing on input from five member firms across the banking, exchange and market-data sectors. The response highlighted broad support for internationally recognized carbon...