ISDA Benchmarks Supplement
The ISDA Benchmarks Supplement can be used in conjunction with the following definitional booklets to... Read more ISDA Benchmarks Supplement
Interest Rate Derivatives
Settlement Matrix for Early Termination for Cross-Currency Swaps
Matrix setting out the standard settlement currency for early termination for cross-currency swaps
Free downloads (5) for Settlement Matrix for Early Termination for Cross-Currency Swaps
Bilateral Amendment Agreement for Certain Rate Swap and Other Transaction
(published October 8, 2014) This bilateral Amendment Agreement has been published to assist parties wishing... Read more Bilateral Amendment Agreement for Certain Rate Swap and Other Transaction
Free downloads (1) for Bilateral Amendment Agreement for Certain Rate Swap and Other Transaction
Free downloads (2) for Exhibit II-F.1 to the 2006 ISDA Definitions (Cancellable Swap) — Exhibit II-F.1 provides for Additional Provisions for a Confirmation of of a Swap Transaction to which Optional Early Termination applies, with Cash Settlement inapplicable
Non-Deliverable Swap Transaction Fallback Matrix
(published December 7, 2021, effective December 7, 2021) The December 7, 2021 Fallback Matrix has... Read more Non-Deliverable Swap Transaction Fallback Matrix
Free downloads (6) for Non-Deliverable Swap Transaction Fallback Matrix
2013 Multilateral Amendment Agreement for Certain Rate Swap and Other Transactions Open from August 29, 2013 to September 26, 2013
The Association of Banks in Singapore (ABS), in consultation with the Singapore Foreign Exchange Market... Read more 2013 Multilateral Amendment Agreement for Certain Rate Swap and Other Transactions Open from August 29, 2013 to September 26, 2013
Free downloads (8) for 2013 Multilateral Amendment Agreement for Certain Rate Swap and Other Transactions Open from August 29, 2013 to September 26, 2013
LIBOR Discontinuations Guidance
(published March 25, 2013) Industry guidance and associated bilateral Amendment Letter for the discontinuation of... Read more LIBOR Discontinuations Guidance
Free downloads (2) for LIBOR Discontinuations Guidance
ISDA Definitions Settlement Matrix for Early Termination and Swaptions (the “Settlement Matrix”)
Pleas note that the below Settlement Matrices are for use with the 2006 ISDA Definitions. ... Read more ISDA Definitions Settlement Matrix for Early Termination and Swaptions (the "Settlement Matrix”)
Free downloads (22) for ISDA Definitions Settlement Matrix for Early Termination and Swaptions (the “Settlement Matrix”)
Revised Non-Deliverable Swap Transaction Standard Terms Supplement and Confirmation
This template is designed to document non-deliverable interest rate swaps and cross-currency swaps (either fixed/floating... Read more Revised Non-Deliverable Swap Transaction Standard Terms Supplement and Confirmation