June 2024 IMM Date Market Practice Note

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

Efficiency is Vital to Delivering Resilience

With less than three months to go until implementation of US Treasury clearing begins at the end of this year, it’s critical that the mandate is safely implemented without compromising market efficiency. This represents a huge change in market structure,...

Assessing Tokenized MMFs as Eligible Collateral

Distributed ledger technology and digital assets have matured from their early stages to solutions capable of addressing longstanding inefficiencies in collateral management. Tokenized money market funds (TMMFs) represent a particularly promising area for the application of this technology, combining the...