ISDA has published the attached market practice note regarding the Effective Date for OTC interest rate derivative transactions referencing SOFR, that trade with a start date determined by reference to the June 2024 ‘IMM date’.
Documents (1) for June 2024 IMM Date Market Practice Note
Latest
Response to CFTC on 24/7 Trading
ISDA, SIFMA, and SIFMA AMG jointly filed a comment letter on May 21, 2025 in response to the US Commodity Futures Trading Commission (CFTC) request for comment on 24/7 trading and clearing. Overall, the Associations believe that the feasibility of...
ISDA AGM Studio: Jack Hattem and Jared Noering
Jack Hattem, ISDA board member and managing director, global fixed income at BlackRock, and Jared Noering, ISDA board member and global head of fixed income trading at NatWest Markets, talk to Nick Sawyer, ISDA’s global head of communications, on how...
ISDA Publishes ISDA SIMM® Version 2.7+2412
This version of the ISDA SIMM has updates that are based only on the full recalibration of the model and marks the first ISDA SIMM version publication of the new semiannual calibration cycle in 2025. The ISDA SIMM methodology remains...
ISDA AGM Studio: José Manuel Campa, EBA
José Manuel Campa, chairperson of the European Banking Authority, speaks to Mark Gheerbrant, ISDA’s global head of risk and capital, about concerns over differences in timing and content of the Basel III reforms across jurisdictions and what can be done...