(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
CDM: User Journey from Concept to Production
The Common Domain Model (CDM) is a standardized, machine-readable and executable model for representing financial products, lifecycle events and contractual information. By providing an open source shared language across firms and platforms, it supports interoperability, automation, resource optimization and reduced...
ISDA DTF Tokyo SOM Opening Remarks
ISDA Derivatives Trading Forum Tokyo, October 23, 2026 Opening Remarks Scott O’Malia ISDA Chief Executive Good afternoon, and welcome to the ISDA Tokyo Derivatives Trading Forum. Thanks for joining us today, and a big thank you to our sponsors,...
Transforming Asset Management: SOM Remarks
Transforming Asset Management October 23, 2026 Welcoming Remarks Scott O’Malia, ISDA CEO Good morning, and welcome to ISDA’s Transforming Asset Management event. It’s great to be back in Tokyo for Japan Weeks. Now in its fourth year, Japan Weeks...
Response on Dividend Stripping
On October 14, ISDA, the Association for Financial Markets in Europe (AFME) and the International Securities Lending Association (ISLA) submitted a joint response to the Dutch Ministry of Finance on its proposed measures on dividend stripping. While supporting the policy...