To adhere to the Protocol and for FAQs and other information regarding the Protocol, please go to the ISDA 2016 Variation Margin Protocol page.
For a description of the documents below, please see “How is the Protocol structured? What is the purpose of the different Protocol documents?” on the Protocol FAQs page.
Recipient PCA Principal Annex
Revised EMIR Supplemental Annex (Dec. 16, 2016)
Japanese Notification Time Amendments Supplemental Annex (Jan. 13, 2017)
Non-netting Supplemental Annex (Jan. 20, 2017)
Segregation Amendments Supplemental Annex (Jan. 26, 2017)
Swiss (FMIA) rules Supplemental Annex (May 9, 2017)
Documents (6) for Recipient PCA Principal Annex
- 10recipient-pca-principal-annex(docx) will open in a new tab or window
- 10revised-emir-supplemental-recipient-pca-principal-annex(docx) will open in a new tab or window
- 10japan-notification-time-recipient-pca-principal-annex(docx) will open in a new tab or window
- 10non-netting-recipient-pca-principal-annex(docx) will open in a new tab or window
- 10seg-amends-recipient-pca-principal-annex(docx) will open in a new tab or window
- 10fmia-supplemental-recipient-pca-principal-annex(docx) will open in a new tab or window
Latest
Response to FCA on Commodity Derivatives Clearing
On April 9, ISDA, the Commodity Markets Council Europe (CMCE), Energy Traders Europe (ETE) and FIA jointly responded to Chapter 7 of the UK Financial Conduct Authority’s (FCA) Quarterly Consultation CP26/8 on increasing the clearing threshold for commodity derivatives under the UK...
Response on EC’s SFR Proposal
On April 9, ISDA published technical comments on the European Commission’s (EC) proposed Settlement Finality Regulation (SFR) as it applies to designated EU systems and registered third-country systems. One significant concern is that the scope of insolvency protections provided to...
Natixis CIB Adopts ISDA’s DRR
ISDA has announced that Natixis CIB has adopted ISDA’s Digital Regulatory Reporting (DRR) solution, enabling the bank to meet regulatory reporting requirements more efficiently and accurately. The ISDA DRR uses the Common Domain Model (CDM) – an open-source data standard...
Paper on MIFIR PTT
On April 7, ISDA, the Association for Financial Markets in Europe (AFME), the International Capital Market Association (ICMA) and the European Banking Federation (EBF) published a paper on proposals relating to post-trade transparency (PTT) under the Markets in Financial Instruments...