Supplement number 52 to the 2006 ISDA Definitions

Supplement number 52 to the 2006 ISDA Definitions

(published April 6, 2017)

Supplement number 52 provides for the following:

  • Addition of the following Floating Rate Options under Section 7.1(f) (Euro), Section 7.1(w) (Sterling), Section 7.1(y) (Swiss Franc) and Section 7.1(ab) (US Dollar): “CHF – 6M LIBOR SWAP – CME vs LCH – ICAP”; “CHF – 6M LIBOR SWAP – CME vs LCH – ICAP – Bloomberg”; “CHF – 6M LIBOR SWAP – EUREX vs LCH- ICAP”; “CHF – 6M LIBOR SWAP – EUREX vs LCH – ICAP – Bloomberg”; “CHF – 3M LIBOR SWAP – CME vs LCH – ICAP”; “CHF – 3M LIBOR SWAP – CME vs LCH – ICAP – Bloomberg”; “CHF – 3M LIBOR SWAP – EUREX vs LCH – ICAP”; “CHF – 3M LIBOR SWAP – EUREX vs LCH- ICAP – Bloomberg”; “EUR – 6M EURIBOR SWAP – CME vs LCH – ICAP”; “EUR – 6M EURIBOR SWAP – CME vs LCH – ICAP – Bloomberg”; “EUR – 6M EURIBOR SWAP – EUREX vs LCH – ICAP”; “EUR – 6M EURIBOR SWAP – EUREX vs LCH – ICAP – Bloomberg”; “EUR – 3M EURIBOR SWAP – CME vs LCH – ICAP”; “EUR – 3M EURIBOR SWAP – CME vs LCH – ICAP – Bloomberg”; “EUR – 3M EURIBOR SWAP – EUREX vs LCH – ICAP”; “EUR – 3M EURIBOR SWAP – EUREX vs LCH – ICAP – Bloomberg”; “GBP – 6M LIBOR SWAP – CME vs LCH – ICAP”; “GBP – 6M LIBOR SWAP – CME vs LCH – ICAP – Bloomberg”; “GBP – 6M LIBOR SWAP – EUREX vs LCH – ICAP”; “GBP – 6M LIBOR SWAP – EUREX vs LCH – ICAP – Bloomberg”; “USD – 3M LIBOR SWAP – CME vs LCH – ICAP”; “USD – 3M LIBOR SWAP – CME vs LCH – ICAP – Bloomberg”; “USD – 6M LIBOR SWAP – CME vs LCH – ICAP”; and “USD – 6M LIBOR SWAP – CME vs LCH – ICAP – Bloomberg”.
  • Amendment to Section 7.2(a)(xii) “Reuters Screen” or “Thomson Reuters Screen” definition.

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