(updated June 26, 2024)
On May 15, ISDA published the attached market practice note regarding setting the start date/effective date for over-the-counter interest rate derivatives traded by reference to an international money market (IMM) date.
On June 26, ISDA republished the attached market practice note with the addition of a supplemental table of the financial centre(s) customarily used for determining the effective date for certain non-deliverable and cross-currency interest rate swaps in certain currencies, referencing certain Floating Rate Options based on feedback from the ISDA Interest Rates Steering Committee.
Documents (1) for International Money Market Dates Market Practice Note
Latest
ISDA In Review – December 2025
A compendium of links to new documents, research papers, press releases and comment letters published by ISDA in December 2025.
Response to EC on Market Risk Prudential Framework
On January 6, ISDA, the Association for Financial Markets in Europe (AFME) and the Institute of International Finance (IIF) submitted a joint response to the European Commission’s (EC) targeted consultation on the application of the market risk prudential framework. ISDA,...
Updated OTC Derivatives Compliance Calendar
ISDA has updated its global calendar of compliance deadlines and regulatory dates for the over-the-counter (OTC) derivatives space.
Response on CCP Participation Requirements
On December 24, ISDA responded to a consultation from the European Securities and Markets Authority (ESMA) on central counterparty (CCP) participation requirements. Participation requirements for CCPs are vital for safe and efficient clearing markets, and ISDA broadly supports ESMA’s consultation...