This section of the ISDA website is a hub for links to key information and… Read more Interest Rate Derivatives Overview
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Information on the TOIS-SARON Transition
November 15, 2016, ACI Suisse announced the termination of the TOIS fixing effective on December 29,... Read more Information on the TOIS-SARON Transition
Documents (2) for Information on the TOIS-SARON Transition
ISDA Webinar on Swaps Straight Through Processing (STP)
From August 1, 2016, the US Commodity Futures Trading Commission will require all swaps intended... Read more ISDA Webinar on Swaps Straight Through Processing (STP)
Documents (1) for ISDA Webinar on Swaps Straight Through Processing (STP)
ISDA Best Practice Principles on Swaps Straight-Through-Processing
Principles to facilitate compliance with the CFTC staff’s STP guidance that comes into force on... Read more ISDA Best Practice Principles on Swaps Straight-Through-Processing
Documents (1) for ISDA Best Practice Principles on Swaps Straight-Through-Processing
ICE Swap Rate – Thomson Reuters ISDAFIX Page Discontinuation – Guidance Note
Guidance to assist market participants who have outstanding trades that reference an ICE Swap Rate... Read more ICE Swap Rate - Thomson Reuters ISDAFIX Page Discontinuation – Guidance Note
Documents (1) for ICE Swap Rate – Thomson Reuters ISDAFIX Page Discontinuation – Guidance Note
Information on ICE Swap Rate
Thomson Reuters ISDAFIX Page Discontinuation – Guidance Note Guidance to assist market participants who have... Read more Information on ICE Swap Rate
Documents (1) for Information on ICE Swap Rate
CFTC response to ISDA’s proposed STP plan
On December 21, 2015, the CFTC responded in agreement with ISDA’s proposal to permit derivatives... Read more CFTC response to ISDA’s proposed STP plan
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ISDA’s STP plan
On 27th July 2015 ISDA, on behalf of its members, submitted a plan to the... Read more ISDA’s STP plan
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Interest Rate Derivatives Overview
This section of the ISDA website is a hub for links to key information and... Read more Interest Rate Derivatives Overview
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Market Practice Statement for EUR LIBOR Rates and EURIBOR Rates For Over The Counter Derivative Transactions
Guidance for parties regarding the determination of Relevant Rates for certain Floating Rate Options for... Read more Market Practice Statement for EUR LIBOR Rates and EURIBOR Rates For Over The Counter Derivative Transactions
Documents (1) for Market Practice Statement for EUR LIBOR Rates and EURIBOR Rates For Over The Counter Derivative Transactions
Market Agreed Coupon (MAC) confirmation form
Form of confirmation for a Market Agreed Coupon (MAC) contract as an additional choice for... Read more Market Agreed Coupon (MAC) confirmation form