Useful documentation, relevant matrices, best practice statements, FAQs, memorandums and other useful material pertaining to the interest rate derivative industry.
Market Agreed Coupon (MAC) Contract
- Press Release
- 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.
Other links:
- ISDA Webinar on Swaps Straight Through Processing
From August 1, 2016, the US Commodity Futures Trading Commission will require all swaps intended for clearing that are executed on a swap execution facility to be sent to a derivatives clearing organization within 10 minutes. This webinar summarizes the requirement and highlights some general principles to help with compliance. - Settlement Matrix for Early Termination for Cross-Currency Swaps
Matrix setting out the standard settlement currency for early termination for cross-currency swaps. - 2006 ISDA Definitions Settlement Matrix for Early Termination and Swaptions
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 MTM Matrix for Mark-to-market Currency Swaps
A matrix setting out standard terms for use when marking to market MTM swaps.
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.
ISDA Publishes Saudi Arabia Netting Opinions
ISDA has published new legal opinions that recognize the enforceability of close-out netting under regulations published by the Saudi Central Bank (SAMA) earlier this year. SAMA’s netting regulations were published in February, meaning all Group-of-20 jurisdictions now recognize the enforceability...
Get Ready for the ISDA Notices Hub
No one wants to have to terminate a derivatives trading relationship – that usually means a counterparty has failed to make a payment or has become insolvent. At an already stressful time, the last thing anyone needs is to experience...
ISDA Publishes Paper on SFDR Review
On June 23, ISDA and the Association for Financial Markets in Europe (AFME) published a position paper on the review of the Sustainable Finance Disclosure Regulation (SFDR). The paper acknowledges that the SFDR needs to be revised in line with...