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

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