ISDA’s comment letter to the US Prudential Regulators and CFTC regarding the use of a broad product set for calculating variation margin.

ISDA provided comments to the US Prudential Regulators and CFTC regarding the use of a broad product set for calculating variation margin, when transactions are subject to the US VM requirements and another margin regulation (issued by a US regulator or a non-U.S. regulator) or contractually agreed variation margin requirements. ISDA requests that the two US regulators allow parties to run a single VM calculation across both product groups.

Documents (1) for ISDA’s comment letter to the US Prudential Regulators and CFTC regarding the use of a broad product set for calculating variation margin.

Launch of US Treasury Repo Market Indicators

ISDA has launched the ISDA-Actrix US Treasury Repo Market Clearing Indicators in collaboration with Actrix. The indicators illustrate central clearing adoption in the US Treasury repo market. Sponsored cleared repo volumes are used as a proxy to monitor client participation...

ISDA-Actrix US Treasury Clearing Indicators

This report provides indicators that 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 and Exchange Commission's...