International Money Market Dates Market Practice Note

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.

ISDA has been asked to publish a supplemental table of the financial centre(s) customarily used for determining the effective date for certain non-deliverable swaps – the table is currently under review by the ISDA Interest Rates Steering Committee and will be published in due course.

Documents (1) for International Money Market Dates Market Practice Note