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
- Settlement Matrix for Early Termination for Cross-Currency Swaps
Matrix setting out the standard settlement currency for early termination for cross-currency swaps. Effective December 1, 2014. - 2006 ISDA Definitions Settlement Matrix for Early Termination and Swaptions
Effective December 17, 2012 - 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. Effective September 8, 2017.
Interest Rates links
- ISDA Library Rates and Currency page
Definitions and matrices - ISDAFIX
- ISDA Benchmark Committee
Interest Rates Derivatives Best Practices
- ISDA Market Practice guidance for Rescaling of SPIPC and NOCPI Inflation Indicies
March 8, 2017 - ISDA Market Practice Guidance for Rescaling of Inflation Indices
March 4, 2016 - Market Practice Statement for EUR LIBOR Rates and EURIBOR Rates For Over The Counter Derivative Transactions
August 22, 2013 - Market Practice Guidance for German CPI Rescaling
July 15, 2013 - Recommended EMTA-ISDA Market Practice for Non-Deliverable CLP “Cámara” (CLP TNA) Interest Rate Swap Transactions
July 21, 2009 - Recommended EMTA-ISDA Market Practice for BRL CDI Non-Deliverable Interest Rate Swap Transactions
March 13, 2009 - Recommended EMTA-ISDA Market Practice for Relevant Cities for Business Days for Payment Dates
March 13, 2009 - Cash Settlement Payment Dates for early termination options
August 21, 2007 (updated February 8, 2008; second update March 2009)
Latest
Updated OTC Derivatives Compliance Calendar
ISDA has updated its global calendar of compliance deadlines and regulatory dates for the over-the-counter (OTC) derivatives space.
Letter on EU Legislative Reform
On July 1, ISDA and 11 other trade associations published a statement on enhancing the EU legislative and supervisory framework to support market competitiveness. The statement highlights a significant opportunity to strengthen the EU’s regulatory and supervisory framework through the...
Response to CPMI-IOSCO Margin Proposals
On June 29, ISDA submitted a response to a consultation from the Committee on Payments and Market Infrastructures (CPMI) and the International Organization of Securities Commissions (IOSCO) on updated guidance and public quantitative disclosures to implement the 2025 margin proposals....
US Treasury Repo Clearing Indicators May 2026
The ISDA-Actrix US Treasury Repo Market Clearing Indicators illustrate central clearing adoption in the US Treasury repo market. Sponsored cleared repo volumes are used as a proxy to monitor client participation in central clearing, the key objective of the Securities...