Summary of Regulatory Reporting Requirements for Benchmark Cessation

Immediately following December 31, 2021, several LIBOR tenors will discontinue or become non-representative. This will impact regulatory reporting requirements for Interest Rate trades across jurisdictions. Some regulators have published guidance of how to adhere to reporting expectations following IBOR cessation, but this guidance is not all in a single location and does not address all the questions raised by market participants.

This summary document aims to consolidate the regulatory guidance published by regulators along with the additional impacts to reporting requirements discussed within ISDA working groups that market participants may want to consider to meet the obligations for reporting fallbacks and transfers to RFRs.

Documents (1) for Summary of Regulatory Reporting Requirements for Benchmark Cessation

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...