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Notice of Enactment of New Brazilian Holiday
Please find attached EMTA-ISDA note regarding the enactment of a new public holiday in Brazil.
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June 2024 IMM Date Market Practice Note
ISDA has published the attached market practice note regarding the Effective Date for OTC interest... Read more June 2024 IMM Date Market Practice Note
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ISDA Future Cessation Guidance – 2021 ISDA Interest Rate Derivatives Definitions and 2006 ISDA Definitions – ICAPZAR
ISDA has published the attached guidance for parties to over-the-counter derivative transactions that are affected... Read more ISDA Future Cessation Guidance – 2021 ISDA Interest Rate Derivatives Definitions and 2006 ISDA Definitions - ICAPZAR
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ISDA USD LIBOR ICE Swap Rate Future Cessation Guidance – 2021 and 2006 ISDA Definitions
ISDA has updated the attached guidance for parties to over-the-counter derivative transactions that are affected... Read more ISDA USD LIBOR ICE Swap Rate Future Cessation Guidance - 2021 and 2006 ISDA Definitions
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ISDA Guidance: SOFR Publication on Good Friday 2023
ISDA guidance for parties to over-the-counter derivative transactions affected by expected non-publication of SOFR on... Read more ISDA Guidance: SOFR Publication on Good Friday 2023
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ISDA Generic Fallback Provisions – Summary
The summary of the Generic Fallback Provisions in this document reflects the Generic Fallback Provisions... Read more ISDA Generic Fallback Provisions - Summary
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ISDA Market Practice Note on Applicable Calendars for Determining Effective Dates of SOFR Swaps
The purpose of this Market Practice Note is to recommend an approach to the calendars... Read more ISDA Market Practice Note on Applicable Calendars for Determining Effective Dates of SOFR Swaps
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RUB-MOSPRIME-NFEA FRO: Market Guidance Regarding Change of Price Source under the 2006 ISDA Definitions
ISDA understands that on March 15, 2022, the National Finance Association announced that with immediate effect MosPrime... Read more RUB-MOSPRIME-NFEA FRO: Market Guidance Regarding Change of Price Source under the 2006 ISDA Definitions
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ISDA Guidance Note – Linear Interpolation
ISDA published a Guidance Note on Linear Interpolation (the “Guidance Note”) that provides further clarity... Read more ISDA Guidance Note - Linear Interpolation
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ICE Swap Rate – December 24 and December 31, 2021
ISDA notification to members regarding potential non-publication of ICE swap rates on December 24 and... Read more ICE Swap Rate – December 24 and December 31, 2021