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
Response to Voluntary Carbon Markets Consultation
On July 10, ISDA responded to the UK government’s consultation on voluntary carbon and nature markets. The UK should continue to play a leading role in promoting the consistent legal treatment of carbon credits internationally, with the development of global...
ISDA Response – ROC Consultation on Revised CDE Version 4
The International Swaps and Derivatives Association, Inc. (ISDA) response to the Regulatory Oversight Committee (ROC) consultation on the harmonisation of critical OTC derivatives data elements (CDE) revised CDE Technical Guidance – version 4, submitted to the ROC on January 24,...
ISDA response to ESMA MiFIR Review Consultation
On July 11, ISDA submitted a response to the European Securities and Markets Authority's (ESMA) fourth package of Level 2 consultation under the Markets in Financial Instruments Regulation Review (MiFIR), on transparency for derivatives, package orders and input/output data for...
Canadian Transaction Reporting Party Requirements
These Reporting Party Requirements establish the hierarchy and tie-breaker logic to determine a single reporting counterparty for Canadian provincial reporting. By leveraging the existing reporting party standard established for reporting to the CFTC, in most cases these rules facilitate submission...