Supplements to the 2006 ISDA Definitions
Supplements to the 2006 ISDA Definitions
Please note that ISDA no longer supports the 2006 ISDA Definitions – see ISDA’s statement for further information.
These supplements are amendments to the 2006 ISDA Definitions.
Note that Supplement 70 (the IBOR Fallbacks Supplement) is effective January 25, 2021. As the 2006 ISDA Definitions have not been amended since Supplement 66 on December 14, 2020, ISDA has published three blank supplements (Supplements 67, 68 and 69) to address the numbering issue.
Free downloads for Supplements to the 2006 ISDA Definitions (103)
- Supplement 1 (Floating Rate Option "SEK-Annual Swap Rate-SESWFI", published October 5, 2007) (pdf)
- Supplement 2 (Amended first paragraph of Section 10.5 relating to MTM Amount, published October 10, 2007) (pdf)
- Supplement 2 (Side letter, published October 10, 2007) (doc)
- Supplement 3 (Floating Rate Options "TRY-TRYIBOR-Reuters" and “TRY-TRYIBOR-Reference Banks”, published December 12, 2007) (pdf)
- Supplement 4 (Floating Rate Options "RUB-MOSPRIME-NFEA" and “RUB-MOSPRIME-Reference Banks”, published January 29, 2008) (pdf)
- Supplement 5 (Section 13.1(h) amended for USD denominated Swaptions only, published April 14, 2008) (pdf)
- Supplement 6 (Sections 1.4 and 1.8 amended, migration from TARGET to TARGET2 payment system, published June 9, 2008) (pdf)
- Supplement 7 (Floating Rate Option "ISK-REIBOR-Reuters" and "ISK-REIBOR-Reference Banks", published June 9, 2008) (pdf)
- Supplement 8 (Additional Provisions for Confirmation of Range Accrual Swap Swap Transaction, published June 10, 2008) (pdf)
- Supplement 9 (Floating Rate Options "EUR-Annual Swap Rate-10:00-BGCANTOR" and "USD-Annual Swap Rate-11:00-BGCANTOR", revised Section 7.1(f)(xxxi), published August 19, 2008) (pdf)
- Supplement 10 (INR-MIBOR-OIS-COMPOUND definition revised, published September 5, 2008) (pdf)
- Supplement 10 (INR-MIBOR-OIS-COMPOUND side letter, published September 5, 2008) (doc)
- Supplement 11 (Floating Rate Options "EUR-Annual Swap Rate-10:00-ICAP" and "EUR-Annual Swap Rate-11:00-ICAP", revised Section 7.1(f)(xxxi), published October 14, 2008 (pdf)
- Supplement 12 (Floating Rate Options "EUR-EONIA-OIS-10:00-BGCANTOR," "HKD-Quarterly-Annual Swap Rate-11:00-BGCANTOR," "HKD-Quarterly-Annual Swap Rate-4:00-BGCANTOR," "SGD-Semi-Annual Swap Rate-11:00-BGCANTOR," "USD-OIS-11:00-BGCANTOR," and "USD-OIS-3:00-BGCANTOR", added "Reference Banks" language for HKD and SGD, published October 28, 2008 (pdf)
- Supplement 13 (Floating Rate Options " EUR-EONIA-OIS-10:00-ICAP," "EUR-EONIA-OIS-11:00-ICAP," "JPY-OIS-11:00-ICAP," "GBP-SONIA-OIS-11:00-ICAP," "CHF-OIS-11:00-ICAP," "USD-OIS-11:00-LON-ICAP," "USD-OIS-11:00-NY-ICAP," and "USD-OIS-3:00-NY-ICAP, published November 26, 2008") (pdf)
- Supplement 14 (Revised "CHF-ISDAFIX-Swap Rate" and "USD-SIFMA Municipal Swap Index" definitions, new Day Count Fraction, new Romanian Leu Floating Rate Option, published June 5, 2009) (pdf)
- Supplement 15 (New Swap Rate Floating Rate Options, published August 5, 2009) (pdf)
- Supplement 16 (New Spread Exclusive Compounding method, redefined Applicable to Straight Compounding method, Straight and Flat Compounding definitions expressed in formulas, new Guidance, published August 8, 2009) (pdf)
- Supplement 17 (Floating Rate Option "AED-EBOR-Reuters", published October 15, 2009) (pdf)
- Supplement 18 (Technical changes for Section 7.1, published December 18, 2009) (pdf)
- Supplement 19 (Floating Rate Options "JPY-LTRM-MHCB," "JPY-LTPR-TBC," "JPY-STPR-Quoting Banks," and "JPY-Quoting Banks-LIBOR", published January 6, 2010) (pdf)
- Supplement 20 (Additional Floating Rate Options, published April 16, 2010) (pdf)
- Supplement 21 (Terms "CNY-CNREPOFIX=CFXS-Reuters" and "CNY 7-Repo Compounding Date" added to Section 7.1(ah), published April 26, 2010) (pdf)
- Supplement 22 (Technical changes for Section 1.5 Financial Centers, Article 5 Fixed Amounts, Section 6.2 Certain Definitions Relating to Floating Amounts, Section 6.4 Negative Interest Rates and Section 7.1 Rate Options, published July 26, 2010) (pdf)
- Supplement 23 (Technical changes for Section 16.1 Optional Early Termination, Section 18.2 Certain Definitions Relating to Cash Settlement, Section 18.3 Cash Settlement Methods and Article 19 ISDA Settlement Matrix, published July 26, 2010) (pdf)
- Supplement 24 (Additional Floating Rate Options, published August 2, 2010) (pdf)
- Supplement 25 (Floating Rate Options "TWD-TAIBIR01" and "TWD-TAIBIR02," amended Section 7.3(f)(ii), published December 1, 2010) (pdf)
- Supplement 26 (Additional Floating Rate Options, published June 27, 2011) (pdf)
- Supplement 27 (Floating Rate Options "DKK-CIBOR2-Bloomberg" and "GBP-WMBA-RONIA-COMPOUND", published July 11, 2011) (pdf)
- Supplement 28 (New Section 15.2 Cleared Physical Settlement, Section 18.3(g) Collateralized Cash Price, published September 30, 2011) (pdf)
- Supplement 28 (New Section 19.4 ISDA Collateral Cash Price Matrix, published September 30, 2011) (pdf)
- Supplement 29 (Floating Rate Option "GBP-Semi-Annual Swap Rate-SwapMarker26", published January 3, 2012) (pdf)
- Supplement 30 (Changes to Sections 7.1(a)(x), 7.1(i), 7.1(m)(iv), and 7.1(ah)(vii), (viii), and (ix), published February 27, 2012) (pdf)
- Supplement 31 (Floating Rate Option "COP-IBR-OIS COMPOUND", published May 21, 2012) (pdf)
- Supplement 32 (Adjustment of HK Business Day and certain HKD Floating Rate Options under adverse weather conditions, published July 27, 2012) (pdf)
- Supplement 33 (Floating Rate Option "UK Base Rate" and amended "COREPO Rate", published September 26, 2012) (pdf)
- Supplement 34 (Floating Rate Option "CNH-HIBOR-TMA" and "CNH-HIBOR-Reference Banks", published August 23, 2013) (docx)
- Supplement 35 (Deleted "IDR-SOR-Reuters", "SGD-SOR-Reuters", SGD-SOR-Reference Banks" "SGD-SONAR-OIS-COMPOUND" and "THB-SOR-Reuters", Added "SGD-SOR-VWAP", "SGD-SOR-VWAP-Reference Banks" and "SGD-SONAR-OIS-VWAP-COMPOUND" under Section 7.1(j), (t) and (aa), amendments to Section 6.2(g), published August 29, 2013, effective October 1, 2013) (pdf)
- Supplement 36 (Deleted "USD-SIBOR-SIBO" under Section 7.1(ab)., published August 29, 2013, effective January 1, 2014) (pdf)
- Supplement 37 (Amended Section 7.1 (ae) Russian Ruble including new provision (viii) "RUB-RUONIA-OIS-COMPOUND", published October 15, 2013) (pdf)
- Supplement 38 (Amended definition of "THB-THBFIX-Reuters", deleted definition of "THB-SOR-Reference Banks", amended Section 6.2(g), new definition of "THB-THBFIX-Reference Banks" under Section 7.1(aa), published December 27, 2013, effective January 1, 2014) (pdf)
- Supplement 39 (Floating Rate Options "PHP-PHIREF-BAP" and "PHP-PHIREF-Reference Banks" under Section 7.1(ah), published February 20, 2014) (pdf)
- Supplement 40 (revised definitions of "AUD-BBR-AUBBSW", "AUD-BBR-BBSW", "AUD-BBR-BBSW-Bloomberg", and "AUD-BBR-BBSY (BID)" under Section 7.1(a)(iii) to (vi), amendments to Section 7.3(c)., published February 24, 2014) (pdf)
- Supplement 41 (REPOFUNDS Floating Rate Options for Germany, France and Italy under Section 7.1, published April 29, 2014) (pdf)
- Supplement 42 (Revised Section 19.1.: Application of ISDA Settlement Matrices, published July 7, 2014) (pdf)
- Supplement 43 (Floating Rate Options "IDR-JIBOR-Reuters" under Section 7.1(j), "TWD-TAIBOR-Reuters" and "TWD-TAIBOR-Bloomberg" under Section 7.1(z), and Day Count Fractions "RBA Bond Basis (quarter)", "RBA Bond Basis (semi-annual)" and "RBA Bond Basis (annual)" under Section 4.16, published September 5, 2014) (pdf)
- Supplement 44 (Amended fixing time of HKD Rate Options under Section 7.1(g)(i) to (v), published December 5, 2014) (pdf)
- Supplement 45 (Amended PHIREF rate option and "CNY-SHIBOR-Reuters" Floating Rate Option fixing time, published January 12, 2015) (pdf)
- Supplement 46 (Floating Rate Options "CHF-Basis Swap-3m vs 6m-LIBOR-11:00-ICAP" and "CHF-Annual Swap Rate-11:00-ICAP" under Section 7.1(y) and "EUR Basis Swap-EONIA vs 3m EURIBOR Swap Rates-A/360-10:00-ICAP" under Section 7.1(f), published January 29, 2015) (pdf)
- Supplement 47 (New rate "INR-FBIL-MIBOR-OIS-COMPOUND", amended "INR-MITOR-OIS-COMPOUND" and "INR-MIFOR", new rate "JPY-TIBOR-TIBM", originally published March 23, 2015, re-published July 14, 2015) (pdf)
- Supplement 48 (Addition of Section 14.1(f) and Section 14.1(g) and amended Section 15.2 and Section 18.3, published March 23, 2016) (pdf)
- Supplement 49 (Deleted "NOK-NIBOR-NIBR", added "NOK-NIBOR-OIBOR", amended "KRW-CD-KSDA-Bloomberg", "KRW-CD-3220" and "Check Screen", published April 18, 2016) (pdf)
- Supplement 50 (Floating Rate Option "USD-Overnight Bank Funding Rate" under Section 7.1(ab)(lv), published October 19, 2016) (docx)
- Supplement 51 (Floating Rate Options "CHF-SARON-OIS-COMPOUND" and "CNY-SHIBOR-Reuters" under Section 7.1, amended Section 8.1 Rounding, published April 3, 2017) (pdf)
- Supplement 52 (Additional 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), amended Section 7.2(a)(xii) "Reuters Screen" or "Thomson Reuters Screen" definition, published April 6, 2017) (pdf)
- Supplement 53 (Amended definition "REUTERS EBS SPOT FX FIXINGS" and Floating Rate Option "PLN-WIBOR-WIBO" under Section 7.1, published September 8, 2017) (pdf)
- Supplement 54 (Amended and deleted definitions under Section 7.1 and additions under Section 7.2(a), published April 1, 2018) (pdf)
- Supplement 55 (Amended Floating Rate Option definition "GBP-SONIA-COMPOUND", updated for the SONIA benchmark reforms, published April 23, 2018) (pdf)
- Supplement 56 (Amended definitions "AUD-BBR-AUBBSW", "AUD-BBR-BBSW", "AUD-BBR-BBSW-Bloomberg" and "AUD-BBR-BBSY (BID)" under Section 7.1, published April 23, 2018) (pdf)
- Supplement 57 (USD-SOFR-COMPOUND, published May 16, 2018) (pdf)
- Supplement 58 (Updated definition of Collateralized Cash Price Cash Settlement Method, published November 21, 2018) (pdf)
- Supplement 59 (“EUR-EuroSTR-COMPOUND”, published October 1, 2019) (pdf)
- Supplement 60 (Amended definitions “EUR-EONIA-OIS-COMPOUND”, “EUR-EONIA-OIS-COMPOUND-Bloomberg” and “EUR-EONIA-AVERAGE”, published October 1, 2019) (pdf)
- Supplement 61 (“USD-Treasury Rate-BCMP1” and “USD-Swap Rate-BCMP1”, published December 16, 2019) (pdf)
- Supplement 62 (“SGD-SORA-COMPOUND”, published February 3, 2020) (pdf)
- Supplement 63 (“TRY-TLREF-OIS-COMPOUND”, published March 30, 2020) (pdf)
- Supplement 64 (Amended Sections 14.1, 15.2, 18.2 and 18.3, published March 30, 2020) (pdf)
- Supplement 64 (Updated ISDA Collateral Cash Price Matrix, published March 30, 2020) (pdf)
- Supplement 65 (“THB-THOR-COMPOUND”, published June 8, 2020) (pdf)
- Supplement 66 (“GBP-SONIA Swap Rate”, Amended Sections 13.9 and 18.2, published December 14, 2020) (pdf)
- Supplement 66 (Updated ISDA Settlement Matrix, published December 14, 2020) (pdf)
- Supplement 66 (Updated ISDA Collateral Cash Price Matrix, published December 14, 2020) (pdf)
- Supplement 67 (Blank Supplement, published January 22, 2021) (pdf)
- Supplement 68 (Blank Supplement, published January 22, 2021) (pdf)
- Supplement 69 (Blank Supplement, published January 22, 2021) (pdf)
- Supplement 70 (IBOR Fallbacks Supplement, published January 25, 2021) (pdf)
- Supplement 71 (“USD-AMERIBOR”, “USD-AMERIBOR Average 30D”, and “USD-AMERIBOR Average 90D”, published February 22, 2021) (pdf)
- Supplement 72 (“USD-AMERIBOR Term”, published May 6, 2021) (pdf)
- Supplement 73 (“USD-BSBY”, published May 6, 2021) (pdf)
- Supplement 74 (Overnight RFR FROs, published May 13, 2021) (pdf)
- Supplement 74 (Updated ISDA Settlement Matrix, published May 13, 2021) (pdf)
- Supplement 75 (Compounding and Averaging provisions, published May 13, 2021) (pdf)
- Supplement 75 (Compounding and Averaging Matrix v1, published May 13, 2021) (pdf)
- Supplement 76 (Compounded Index provisions and “GBP-SONIA Compounded Index”, published May 13, 2021) (pdf)
- Supplement 77 (Updated self-compounding RFR FROs and “NOK-NOWA-OIS Compound”, published July 6, 2021) (pdf)
- Supplement 78 (“USD-AMERIBOR Term Structure”, published August 4, 2021) (pdf)
- Supplement 79 (Updated Hong Kong typhoon and rainstorm provisions, published August 4, 2021) (pdf)
- Supplement 80 (EuroSTR, TONA and SOFR Index and Average Rate Options, published August 4, 2021) (pdf)
- Supplement 81 (“GBP-SONIA ICE Term” and “GBP-SONIA Refinitiv Term”, published August 4, 2021) (pdf)
- Supplement 82 (Addition of fallbacks to “GBP-ISDA-Swap Rate”, published August 6, 2021) (pdf)
- Supplement 82 (Updated ISDA Collateral Cash Price Matrix, published August 6, 2021) (pdf)
- Supplement 83 (“JPY-TORF QUICK”, published August 25, 2021) (pdf)
- Supplement 84 (“USD-SOFR CME Term”, published September 8, 2021) (pdf)
- Supplement 85 (“INR-Modified MIFOR”, published September 9, 2021) (pdf)
- Supplement 86 (Updated “SAR-SRIOR-SUAA” and “SAR-SRIOR-Reference Banks”, published September 9, 2021) (pdf)
- Supplement 87 (“USD-CRITR” and updated BSBY and AMERIBOR Rate Options, published November 10, 2021) (pdf)
- Supplement 88 (“USD-SOFR ICE Swap Rate”, “JPY-TONA TSR-10:00” and “JPY-TONA TSR-15:00” Rate Options; updated “USD-ISDA-Swap Rate”, “USD-ISDA-Swap Rate-3:00”, “USD-ISDAFIX3-Swap Rate”, “USD-ISDAFIX3-Swap Rate-3:00”, “JPY-TSR-Reuters-10:00” and “JPY-TSR-Reuters-15:00” and updates to Settlement Rate Provisions to add USD and JPY swap rate fallbacks, published November 10, 2021) (pdf)
- Supplement 88 (Updated ISDA Collateral Cash Price Matrix, published November 10, 2021) (pdf)
- Supplement 88 (Updated ISDA Settlement Matrix, published November 10, 2021) (pdf)
- Supplement 89 (SWESTR Rate Options, published December 16, 2021) (pdf)
- Supplement 89 (Updated ISDA Collateral Cash Price Matrix, published December 16, 2021) (pdf)
- Supplement 90 (Regional IBOR Fallbacks Supplement, published December 16, 2021) (pdf)
- Supplement 91 (ICE RFR Index Rate Options, published December 16, 2021) (pdf)