International Money Market Dates Market Practice Note

(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

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...

Response to EC on Carbon Accounting

On October 5, ISDA responded to the Joint Research Centre (JRC) of the European Commission (EC) survey, drawing on input from five member firms across the banking, exchange and market-data sectors. The response highlighted broad support for internationally recognized carbon...