Variation Margin Protocol Questionnaires

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.

 

Form of Questionnaire

Form of Revised EMIR Supplemental Questionnaire (Dec. 16, 2016)

Form of Japanese Notification Time Amendments Supplemental Questionnaire (Jan. 13, 2017)

Australia Rules Supplemental Questionnaire (Jan. 20, 2017)

Non-netting Supplemental Questionnaire (Jan. 20, 2017)

Segregation Amendments Supplemental Questionnaire (Jan. 26, 2017)

Swiss (FMIA) rules Supplemental Questionnaire (May 9, 2017)

ISDA Expands SwapsInfo with US FX Derivatives Data

ISDA has expanded its SwapsInfo website to include data on US-reported foreign exchange (FX) derivatives, further increasing transparency in the over-the-counter (OTC) derivatives market. The new FX section provides insights into trading activity in FX forwards, swaps and options. Users...

ISDA Feedback on Identifying Reference Data

On July 20, ISDA submitted feedback to the European Securities and Markets Authority (ESMA) on draft Level 3 guidance on several technical issues caused by the interaction of the recently adopted regulatory technical standard on derivatives transparency (RTS 2) and...