The ISDA 2021 Interest Rate Definitions will impact the regulatory reporting requirements for market participants. ISDA have produced a guidance on how reporting interest rate trades executed on 2006 Definitions will differ from reporting a trade using the 2021 Definitions. This guidance has been produced following discussions by the ISDA Data and Reporting EMEA Working Group on the affect the 2021 Definitions will have to reporting.
Documents (1) for Regulatory Reporting Guidance for the ISDA 2021 Interest Rate Definitions
Latest
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...
ISDA In Review – May 2026
A compendium of links to new documents, research papers, press releases and comment letters published by ISDA in May 2026.
US Treasury Repo Market Indicators Methodology
This paper is intended for market participants interested in the structure and methodology used to construct the ISDA-Actrix US Treasury Repo Market Clearing Indicators. It provides precise details allowing participants to access the publicly available data and replicate the calculations...