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
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