New York — We at ISDA have been faced with frequent misconceptions regarding the CDS… Read more Plain Vanilla Facts Are the Best Flavor for CDS
IMM CAD Market Practice Note
On May 15, ISDA published the attached market practice note regarding the effective date for… Read more IMM CAD Market Practice Note
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ISDA Publishes New Fallbacks for Additional IBORs
ISDA has today published a new set of fallbacks for derivatives referenced to certain interbank… Read more ISDA Publishes New Fallbacks for Additional IBORs
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ISDA Announces Key Steps in ISDAFIX Transition
NEWS RELEASE For Immediate Release ISDA Announces Key Steps in ISDAFIX Transition The Association outlines… Read more ISDA Announces Key Steps in ISDAFIX Transition
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ISDA Begins Tender Process for ISDAFIX Benchmark Administrator
NEWS RELEASE For Immediate Release ISDA Begins Tender Process for ISDAFIX Benchmark Administrator NEW YORK,… Read more ISDA Begins Tender Process for ISDAFIX Benchmark Administrator
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New IBOR Fallbacks Take Effect for Derivatives
New fallbacks for derivatives linked to key interbank offered rates (IBORs) have come into effect… Read more New IBOR Fallbacks Take Effect for Derivatives
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ISDA 2019 German Bank CDS Protocol
The Protocol is relevant for parties that entered into credit derivatives transactions referencing German banks. On July 21, 2018, a change in German law allowed German banks to issue two types of senior unsecured debt obligations – senior preferred and senior non-preferred. On November 26, 2018, the ISDA Credit Steering Committee issued a statement regarding changes to the documentation practice for credit default swap transactions referencing German banks to allow for trading of CDS on both senior preferred and senior non-preferred terms. The Protocol amends legacy transactions referencing certain German banks to apply these new documentation terms to ensure fungibility with new transactions.
**IMPORTANT UPDATE** The Cut-off Date for adherence to this Protocol has been extended to Friday, April 26, 2019. The Cut-off Time remains 5:00 p.m., New York time. The Implementation Date is now May 11, 2019.
**IMPORTANT UPDATE on the ISDA 2019 German Bank CDS Protocol:** This protocol is now closed as of 5 pm, New York time, on Friday, April 26, 2019, and per the terms of the protocol agreement you are no longer able to submit an adherence letter for this protocol. ISDA has determined that ten Reference Banks have adhered to the Protocol as at 5pm New York time on Friday, April 26, 2019, and therefore the Protocol Effectiveness Condition is satisfied.
Adherence to Protocol not open.
View Adhering PartiesRates 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
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Countdown to New Fallbacks
More than 5,900 entities across roughly 70 jurisdictions have so far adhered to an ISDA… Read more Countdown to New Fallbacks
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OTC Derivatives Data Sources
Data on the OTC derivatives market, including its size, clearing volumes and portfolio compression. OTC… Read more OTC Derivatives Data Sources