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: SOFR Publication on Good Friday 2021
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 2021
Documents (1) for ISDA Guidance: SOFR Publication on Good Friday 2021
ISDA Guidance: Singapore Elections
ISDA guidance for parties to over-the-counter derivative transactions affected by the holiday announced in Singapore... Read more ISDA Guidance: Singapore Elections
Documents (3) for ISDA Guidance: Singapore Elections
- ISDA Singapore Elections Market Closures Guidance 2006 ISDA Definitions(pdf) will open in a new tab or window
- ISDA Singapore Elections Market Closures Guidance 1998 FX Definitions(pdf) will open in a new tab or window
- ISDA Singapore Elections Market Closures Guidance Equity Definitions(pdf) will open in a new tab or window
ISDA Guidance: Japan Summer 2020 Holiday Changes
ISDA guidance for parties to over-the-counter derivative transactions affected by the holiday changes happening in... Read more ISDA Guidance: Japan Summer 2020 Holiday Changes
Documents (3) for ISDA Guidance: Japan Summer 2020 Holiday Changes
- ISDA Japanese Summer 2020 Holiday Changes - 2006 ISDA Definitions(pdf) will open in a new tab or window
- ISDA Japanese Summer 2020 Holiday Changes - Equity Derivatives(pdf) will open in a new tab or window
- ISDA Japanese Summer 2020 Holiday Changes - FX Definitions(pdf) will open in a new tab or window
ISDA Guidance: UK Early May 2020 Bank Holiday Change
ISDA guidance for parties to over-the-counter derivative transactions affected by the announcement on 7 June... Read more ISDA Guidance: UK Early May 2020 Bank Holiday Change
Documents (3) for ISDA Guidance: UK Early May 2020 Bank Holiday Change
Swaptions: ‘Agreed Discount Rate’ Supplement to the 2006 ISDA Definitions Published
Supplement 64 to the 2006 ISDA Definitions has been published today, March 30, 2020 to... Read more Swaptions: 'Agreed Discount Rate' Supplement to the 2006 ISDA Definitions Published
Documents (0) for Swaptions: ‘Agreed Discount Rate’ Supplement to the 2006 ISDA Definitions Published
ICE Swap Rate – December 24 and December 31, 2019
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, 2019
Documents (1) for ICE Swap Rate – December 24 and December 31, 2019
Publication of Supplement 59 (EuroSTR FRO) and Supplement 60 (Revised EONIA FROs) to the 2006 ISDA Definitions
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
Documents (0) for Publication of Supplement 59 (EuroSTR FRO) and Supplement 60 (Revised EONIA FROs) to the 2006 ISDA Definitions
ISDA Launches NTCE Protocol for Adherence
ISDA has launched a protocol to allow market participants to amend their legacy credit derivatives... Read more ISDA Launches NTCE Protocol for Adherence
Documents (0) for ISDA Launches NTCE Protocol for Adherence
EURIBOR reform FAQs
This Frequently Asked Questions (“FAQ”) document, which may be updated from time to time, contains... Read more EURIBOR reform FAQs
Documents (1) for EURIBOR reform FAQs
Proposed Amendments to 2014 ISDA Credit Derivatives Definitions For NTCEs – Outstanding Principal Balance
This document contains proposed amendments to the 2014 ISDA Credit Derivatives Definitions to address issues... Read more Proposed Amendments to 2014 ISDA Credit Derivatives Definitions For NTCEs – Outstanding Principal Balance