Calculation examples of 30/360 and 30E/360 in the 2006 ISDA Definitions
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Information on the TOIS-SARON Transition
November 15, 2016, ACI Suisse announced the termination of the TOIS fixing effective on December 29,… Read more Information on the TOIS-SARON Transition
Documents (2) for Information on the TOIS-SARON Transition
Information on ICE Swap Rate
Thomson Reuters ISDAFIX Page Discontinuation – Guidance Note Guidance to assist market participants who have… Read more Information on ICE Swap Rate
Documents (1) for Information on ICE Swap Rate
ICE Swap Rate – Thomson Reuters ISDAFIX Page Discontinuation – Guidance Note
Guidance to assist market participants who have outstanding trades that reference an ICE Swap Rate… Read more ICE Swap Rate – Thomson Reuters ISDAFIX Page Discontinuation – Guidance Note
Documents (1) for ICE Swap Rate – Thomson Reuters ISDAFIX Page Discontinuation – Guidance Note
Market Practice Statement for EUR LIBOR Rates and EURIBOR Rates For Over The Counter Derivative Transactions
Guidance for parties regarding the determination of Relevant Rates for certain Floating Rate Options for… Read more Market Practice Statement for EUR LIBOR Rates and EURIBOR Rates For Over The Counter Derivative Transactions
Documents (1) for Market Practice Statement for EUR LIBOR Rates and EURIBOR Rates For Over The Counter Derivative Transactions
Market Agreed Coupon (MAC) confirmation form
Form of confirmation for a Market Agreed Coupon (MAC) contract as an additional choice for… Read more Market Agreed Coupon (MAC) confirmation form
Documents (1) for Market Agreed Coupon (MAC) confirmation form
Rates SDR Liquidity Data (January – March 2013) – DATA UPDATE
Interest Rate liquidity data based on public information compiled from the DTCC real-time reporting SDR,… Read more Rates SDR Liquidity Data (January – March 2013) – DATA UPDATE
Documents (1) for Rates SDR Liquidity Data (January – March 2013) – DATA UPDATE
LIBOR Discontinuations Guidance
Industry guidance and associated bilateral Amendment Letter for the discontinuation of certain currencies and maturities… Read more LIBOR Discontinuations Guidance
Documents (2) for LIBOR Discontinuations Guidance
Leap Year Conventions 2012
Industry practice with regards to leap year trading from the ISDA Rates Steering Committee
Documents (1) for Leap Year Conventions 2012
Standardisation 2010 – Final Interest Rate Derivatives Matrix and Legend
2010 Standardisation Matrix / corresponding legend