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Asian Currencies Non-Deliverable Swap Transaction Standard Terms (2021 Definitions) Supplement and Confirmation

This template is designed to document non-deliverable interest rate swaps and cross-currency swaps (either fixed/floating or basis swaps) that reference the 2021 ISDA Interest Rate Derivatives Definitions (2021 Definitions) involving the following non-deliverable Asian Currencies: CNY, IDR, INR, KRW, MYR, PHP, and TWD. The Settlement Currency can be any one of USD, EUR, GBP, JPY, AUD, HKD and SGD. The template is comprised of:

  1. the Standard Terms Supplement;
  2. the Fallback Matrix; and
  3. the Confirmation.

Free downloads for Asian Currencies Non-Deliverable Swap Transaction Standard Terms (2021 Definitions) Supplement and Confirmation (2)