On 1st October 2019, ISDA published Supplement 59 to the 2006 ISDA Definitions, which adds a compounded EuroSTR Floating Rate Option to the 2006 ISDA Definitions. Click here for Supplement 59 which includes the definition for the Floating Rate Option “EUR-EuroSTR-COMPOUND.”
“EUR-EONIA-OIS-COMPOUND”, “EUR-EONIA-OIS-COMPOUND-Bloomberg” and “EUR-EONIA-AVERAGE”
ISDA has also published Supplement 60 to the 2006 ISDA Definitions which embeds robust fallbacks into Floating Rate Options in the 2006 ISDA Definitions which reference EONIA. Click here for the Supplement 60 which updates the Floating Rate Options “EUR-EONIA-OIS-COMPOUND”, “EUR-EONIA-OIS-COMPOUND-Bloomberg” and “EUR-EONIA-AVERAGE.”
Other related ISDA initiatives
ISDA continues to discuss with its working groups other recommendations made by the EU RFR Working Group in its EONIA-€STR Legal Action Plan, including the incorporation of EONIA fallbacks into legacy transactions and collateral arrangements.
Latest
Paper on Proposal 6 on Margin Transparency
On November 16, ISDA published a document that looked at proposal 6 in the final Basel Committee on Banking Supervision (BCBS), Committee on Payments and Market Infrastructures (CPMI) and International Organization of Securities Commissions (IOSCO) report on margin transparency. Proposal...
Tender Issued for DC Administrator Role
ISDA and the Credit Derivatives Governance Committee have issued an invitation to tender for an independent regulated entity to serve as the administrator for the Credit Derivatives Determinations Committees (DCs), which includes assuming the role of DC secretary. The DC...
ISDA SIMM: The Standard for IM Calculations
The ISDA Standard Initial Margin Model (ISDA SIMM) plays an important role in ensuring margin calculations are consistent, transparent and aligned with global best practices and regulatory requirements. Since its launch in 2016, the model has been rigorously tested, regularly...
ISDA In Review – October 2025
A compendium of links to new documents, research papers, press releases and comment letters published by ISDA in October 2025.