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
ISDA DTF Tokyo SOM Opening Remarks
ISDA Derivatives Trading Forum Tokyo, October 23, 2026 Opening Remarks Scott O’Malia ISDA Chief Executive Good afternoon, and welcome to the ISDA Tokyo Derivatives Trading Forum. Thanks for joining us today, and a big thank you to our sponsors,...
Transforming Asset Management: SOM Remarks
Transforming Asset Management October 23, 2026 Welcoming Remarks Scott O’Malia, ISDA CEO Good morning, and welcome to ISDA’s Transforming Asset Management event. It’s great to be back in Tokyo for Japan Weeks. Now in its fourth year, Japan Weeks...
Response on Dividend Stripping
On October 14, ISDA, the Association for Financial Markets in Europe (AFME) and the International Securities Lending Association (ISLA) submitted a joint response to the Dutch Ministry of Finance on its proposed measures on dividend stripping. While supporting the policy...
ISDA Launches DRR Tracer Agent
ISDA has launched an artificial intelligence (AI) agent for its Digital Regulatory Reporting (DRR) solution that will bring greater transparency to users by tracing the rules and decisions that have guided the development of the DRR. The ISDA DRR Tracer...