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2018 Credit Support Deed For Initial Margin (IM) (Security Interest – English Law)
2018 Credit Support Annex For Initial Margin (IM) (Security Interest – New York Law)
2002 ISDA Master Agreement
2006 ISDA Definitions
Representations for Taiwan Market Access Products
(published on September 20, 2019) This document explains and sets out representations and undertakings for... Read more Representations for Taiwan Market Access Products
Publication of the September 2019 Averaging Supplement to the 1998 FX and Currency Option Definitions (the “Supplement”)
The Supplement provides standard terms and provisions that can be incorporated within confirmations to FX... Read more Publication of the September 2019 Averaging Supplement to the 1998 FX and Currency Option Definitions (the “Supplement”)
Amendment Agreement relating to Hong Kong SFC Risk Mitigation Requirements
The Amendment Agreement allows two parties to amend the terms of their Covered Master Agreements... Read more Amendment Agreement relating to Hong Kong SFC Risk Mitigation Requirements
French IM Collateral Documents for use with a Bank Custodian (2019)
The following French law governed documents are used to document a collateral arrangement between two... Read more French IM Collateral Documents for use with a Bank Custodian (2019)
Free downloads (6)
- ISDA 2019 Collateral Transfer Agreement for Initial Margin (IM) - English language (zip) will open in a new tab or window
- ISDA 2019 Collateral Transfer Agreement for Initial Margin (IM) - French language (zip) will open in a new tab or window
- ISDA 2019 Collateral Transfer Agreement for Initial Margin (IM) - bilingual version (zip) will open in a new tab or window
- ISDA 2019 Security Agreement for Initial Margin (IM) subject to French law - English language (zip) will open in a new tab or window
- ISDA 2019 Security Agreement for Initial Margin (IM) subject to French law - French language (zip) will open in a new tab or window
- ISDA 2019 Security Agreement for Initial Margin (IM) subject to French law - bilingual version (zip) will open in a new tab or window
ISDA Template Collateral Schedules
These template collateral schedules provide counterparties with pre-selected lists of eligible collateral types and minimum... Read more ISDA Template Collateral Schedules
Free downloads (1)
2019 Narrowly Tailored Credit Event Supplement to the 2014 ISDA Credit Derivatives Definitions
(published July 15, 2019) The NTCE Supplement contains amendments to the 2014 ISDA Credit Derivatives... Read more 2019 Narrowly Tailored Credit Event Supplement to the 2014 ISDA Credit Derivatives Definitions
Summary of ISDA Initial Margin Documentation
This table provides a summary of the IM documentation ISDA has prepared to allow parties... Read more Summary of ISDA Initial Margin Documentation
ISDA Master Regulatory Disclosure Letter and accompanying Guidance Note
The ISDA Master Regulatory Disclosure Letter is a form of letter that is intended to... Read more ISDA Master Regulatory Disclosure Letter and accompanying Guidance Note
Supplements to the 2000 ISDA Definitions and Annex to the 2000 ISDA Definitions
These supplements have been published as amendments to the 2000 ISDA Definitions and the Annex... Read more Supplements to the 2000 ISDA Definitions and Annex to the 2000 ISDA Definitions
Free downloads (23)
- Supplement 1 (MXN-TIIE-Banxico Definition, published August 14, 2002) (pdf) will open in a new tab or window
- Supplement 1 (MXN-TIIE-Banxico side letter, published August 14, 2002) (doc) will open in a new tab or window
- Supplement 2 (rate cut-off amendments, published February 19, 2003) (pdf) will open in a new tab or window
- Supplement 3 (Slovak Koruna Rate Option Amendments, published March 14, 2003) (pdf) will open in a new tab or window
- Supplement 4 (SEK-SIOR-OIS-COMPOUND Definition, published April 03, 2003) (pdf) will open in a new tab or window
- Supplement 5 (DKK-DKKOIS-OIS-COMPOUND Definition, published April 03, 2003) (pdf) will open in a new tab or window
- Supplement 6 (USD-Federal Funds-H.15-OIS-COMPOUND Definition, published April 03, 2003) (pdf) will open in a new tab or window
- Supplement 7 (JPY-TONA-OIS-COMPOUND Definition, published April 03, 2003) (pdf) will open in a new tab or window
- Supplement 8 (CAD-CORRA-OIS-COMPOUND Definition, published August 04, 2003) (pdf) will open in a new tab or window
- Supplement 9 (INR Definitions, published December 15, 2003) (pdf) will open in a new tab or window
- Supplement 10 (TWD Definitions, published December 18, 2003) (pdf) will open in a new tab or window
- Supplement 11 (KRW Definitions, published December 26, 2003) (pdf) will open in a new tab or window
- Supplement 12 (THB-THBFIX-Reuters Definitions, published January 5, 2004) (pdf) will open in a new tab or window
- Supplement 13 (AUD-AONIA-OIS-COMPOUND language, published February 23, 2004) (pdf) will open in a new tab or window
- Supplement 14 (Swaption Straddles, published June 15, 2004) (pdf) will open in a new tab or window
- Supplement 15 (Floating Rate NZD-NZIONA-OIS-COMPOUND Definition, published June 15, 2004) (pdf) will open in a new tab or window
- Supplement 16 (Floating Rate HKD-HONIX-OIS-COMPOUND, published June 28, 2004) (pdf) will open in a new tab or window
- Supplement 17 (Floating Rate SGD-SONAR-OIS-COMPOUND, published July 1, 2004) (pdf) will open in a new tab or window
- Supplement 18 (Floating Rate Options "JPY-TIBOR- 17096", "JPY-TIBOR-17097" and "JPY-TIBOR-DTIBOR01", published July 7, 2004) (pdf) will open in a new tab or window
- Supplement 19 (Floating Rate Options "USD-BMA Municipal Swap Index" and "USD-S&P Index-High Grade", published August 27, 2004) (pdf) will open in a new tab or window
- Supplement 20 (ISDA Settlement Matrix to the Definitions, published January 3, 2005) (pdf) will open in a new tab or window
- Supplement 20 (ISDA Settlement Matrix Forms of Confirmations, published January 3, 2005) (doc) will open in a new tab or window
- Supplement 20 (MTM Matrix, published January 3, 2005) (zip) will open in a new tab or window
Supplements to the 2006 ISDA Definitions
These supplements are amendments to the 2006 ISDA Definitions.
Free downloads (63)
- Supplement 1 (Floating Rate Option "SEK-Annual Swap Rate-SESWFI", published October 5, 2007) (pdf) will open in a new tab or window
- Supplement 2 (Amended first paragraph of Section 10.5 relating to MTM Amount, published October 10, 2007) (pdf) will open in a new tab or window
- Supplement 2 (Side letter, published October 10, 2007) (doc) will open in a new tab or window
- Supplement 3 (Floating Rate Options "TRY-TRYIBOR-Reuters" and “TRY-TRYIBOR-Reference Banks”, published December 12, 2007) (pdf) will open in a new tab or window
- Supplement 4 (Floating Rate Options "RUB-MOSPRIME-NFEA" and “RUB-MOSPRIME-Reference Banks”, published January 29, 2008) (pdf) will open in a new tab or window
- Supplement 5 (Section 13.1(h) amended for USD denominated Swaptions only, published April 14, 2008) (pdf) will open in a new tab or window
- Supplement 6 (Sections 1.4 and 1.8 amended, migration from TARGET to TARGET2 payment system, published June 9, 2008) (pdf) will open in a new tab or window
- Supplement 7 (Floating Rate Option "ISK-REIBOR-Reuters" and "ISK-REIBOR-Reference Banks", published June 9, 2008) (pdf) will open in a new tab or window
- Supplement 8 (Additional Provisions for Confirmation of Range Accrual Swap Swap Transaction, published June 10, 2008) (pdf) will open in a new tab or window
- 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) will open in a new tab or window
- Supplement 10 (INR-MIBOR-OIS-COMPOUND definition revised, published September 5, 2008) (pdf) will open in a new tab or window
- Supplement 10 (INR-MIBOR-OIS-COMPOUND side letter, published September 5, 2008) (doc) will open in a new tab or window
- 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) will open in a new tab or window
- 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) will open in a new tab or window
- 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) will open in a new tab or window
- 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) will open in a new tab or window
- Supplement 15 (New Swap Rate Floating Rate Options, published August 5, 2009) (pdf) will open in a new tab or window
- 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) will open in a new tab or window
- Supplement 17 (Floating Rate Option "AED-EBOR-Reuters", published October 15, 2009) (pdf) will open in a new tab or window
- Supplement 18 (Technical changes for Section 7.1, published December 18, 2009) (pdf) will open in a new tab or window
- 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) will open in a new tab or window
- Supplement 20 (Additional Floating Rate Options, published April 16, 2010) (pdf) will open in a new tab or window
- Supplement 21 (Terms "CNY-CNREPOFIX=CFXS-Reuters" and "CNY 7-Repo Compounding Date" added to Section 7.1(ah), published April 26, 2010) (pdf) will open in a new tab or window
- 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) will open in a new tab or window
- 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) will open in a new tab or window
- Supplement 24 (Additional Floating Rate Options, published August 2, 2010) (pdf) will open in a new tab or window
- Supplement 25 (Floating Rate Options "TWD-TAIBIR01" and "TWD-TAIBIR02," amended Section 7.3(f)(ii), published December 1, 2010) (pdf) will open in a new tab or window
- Supplement 26 (Additional Floating Rate Options, published June 27, 2011) (pdf) will open in a new tab or window
- Supplement 27 (Floating Rate Options "DKK-CIBOR2-Bloomberg" and "GBP-WMBA-RONIA-COMPOUND", published July 11, 2011) (pdf) will open in a new tab or window
- Supplement 28 (New Section 15.2 Cleared Physical Settlement, Section 18.3(g) Collateralized Cash Price, published September 30, 2011) (pdf) will open in a new tab or window
- Supplement 28 (New Section 19.4 ISDA Collateral Cash Price Matrix, published September 30, 2011) (pdf) will open in a new tab or window
- Supplement 29 (Floating Rate Option "GBP-Semi-Annual Swap Rate-SwapMarker26", published January 3, 2012) (pdf) will open in a new tab or window
- 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) will open in a new tab or window
- Supplement 31 (Floating Rate Option "COP-IBR-OIS COMPOUND", published May 21, 2012) (pdf) will open in a new tab or window
- Supplement 32 (Adjustment of HK Business Day and certain HKD Floating Rate Options under adverse weather conditions, published July 27, 2012) (pdf) will open in a new tab or window
- Supplement 33 (Floating Rate Option "UK Base Rate" and amended "COREPO Rate", published September 26, 2012) (pdf) will open in a new tab or window
- Supplement 34 (Floating Rate Option "CNH-HIBOR-TMA" and "CNH-HIBOR-Reference Banks", published August 23, 2013) (docx) will open in a new tab or window
- 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) will open in a new tab or window
- Supplement 36 (Deleted "USD-SIBOR-SIBO" under Section 7.1(ab)., published August 29, 2013, effective January 1, 2014) (pdf) will open in a new tab or window
- Supplement 37 (Amended Section 7.1 (ae) Russian Ruble including new provision (viii) "RUB-RUONIA-OIS-COMPOUND", published October 15, 2013) (pdf) will open in a new tab or window
- 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) will open in a new tab or window
- Supplement 39 (Floating Rate Options "PHP-PHIREF-BAP" and "PHP-PHIREF-Reference Banks" under Section 7.1(ah), published February 20, 2014) (pdf) will open in a new tab or window
- 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) will open in a new tab or window
- Supplement 41 (REPOFUNDS Floating Rate Options for Germany, France and Italy under Section 7.1, published April 29, 2014) (pdf) will open in a new tab or window
- Supplement 42 (Revised Section 19.1.: Application of ISDA Settlement Matrices, published July 7, 2014) (pdf) will open in a new tab or window
- 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) will open in a new tab or window
- Supplement 44 (Amended fixing time of HKD Rate Options under Section 7.1(g)(i) to (v), published December 5, 2014) (pdf) will open in a new tab or window
- Supplement 45 (Amended PHIREF rate option and "CNY-SHIBOR-Reuters" Floating Rate Option fixing time, published January 12, 2015) (pdf) will open in a new tab or window
- 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) will open in a new tab or window
- 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) will open in a new tab or window
- 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) will open in a new tab or window
- 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) will open in a new tab or window
- Supplement 50 (Floating Rate Option "USD-Overnight Bank Funding Rate" under Section 7.1(ab)(lv), published October 19, 2016) (docx) will open in a new tab or window
- 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) will open in a new tab or window
- 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) will open in a new tab or window
- 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) will open in a new tab or window
- Supplement 54 (Amended and deleted definitions under Section 7.1 and additions under Section 7.2(a), published April 1, 2018) (pdf) will open in a new tab or window
- Supplement 55 (Amended Floating Rate Option definition "GBP-SONIA-COMPOUND", updated for the SONIA benchmark reforms, published April 23, 2018) (pdf) will open in a new tab or window
- 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) will open in a new tab or window
- Supplement 57 (USD-SOFR-COMPOUND, published May 16, 2018) (pdf) will open in a new tab or window
- Supplement 58 (Updated definition of Collateralized Cash Price Cash Settlement Method, published November 21, 2018) (pdf) will open in a new tab or window
- Supplement 59 (“EUR-EuroSTR-COMPOUND”, published October 1, 2019) (pdf) will open in a new tab or window
- Supplement 60 (Amended definitions “EUR-EONIA-OIS-COMPOUND”, “EUR-EONIA-OIS-COMPOUND-Bloomberg” and “EUR-EONIA-AVERAGE”, published October 1, 2019) (pdf) will open in a new tab or window