On 1st October 2019, ISDA published Supplement 59 to the 2006 ISDA Definitions, which adds… Read more Publication of Supplement 59 (EuroSTR FRO) and Supplement 60 (Revised EONIA FROs) to the 2006 ISDA Definitions
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EUR ICE Swap Rate – December 24 and December 31, 2018
ISDA notification to members regarding potential non-publication of EUR ICE swap rates on December 24... Read more EUR ICE Swap Rate – December 24 and December 31, 2018
George H.W. Bush National Day of Mourning
The International Swaps and Derivatives Association, Inc. (ISDA) announces the following guidance for parties to... Read more George H.W. Bush National Day of Mourning
Market Practice Change for Settlement of EUR Swaptions to Collateralized Cash Price
Following on from last year’s ISDA survey on changing the market convention for the cash... Read more Market Practice Change for Settlement of EUR Swaptions to Collateralized Cash Price
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CSC Statement on German Bank CDS
This note has been prepared by ISDA’s Credit Steering Committee (CSC) to explain the CSC’s... Read more CSC Statement on German Bank CDS
Discontinuation of EURIBOR Tenors
Following the announcement by EMMI on June 6, 2018 that, with effect from December 3, 2018, it... Read more Discontinuation of EURIBOR Tenors
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SwapsInfo First Quarter 2018 Review
The ISDA SwapsInfo Quarterly Review provides analysis of interest rate derivatives (IRD) and index credit... Read more SwapsInfo First Quarter 2018 Review
SONIA reform FAQs and publication of GBP-SONIA-Compound
Click here to view the SONIA reform frequently asked questions (FAQ) document, or download the... Read more SONIA reform FAQs and publication of GBP-SONIA-Compound
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
Credit Derivatives Physical Settlement Matrix – 2014 and 2003 Confirmations
2014 Definitions Confirmation CDS Matrix v25 2014 Definitions Matrix Confirmations 2003 Definitions Matrix Confirmations Link... Read more Credit Derivatives Physical Settlement Matrix - 2014 and 2003 Confirmations
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JAC sends letter to EC and ESAs on Key Information Documents
On May 5, 2017, the Joint Associations Committee on Retail Structured Products (JAC) wrote to... Read more JAC sends letter to EC and ESAs on Key Information Documents