Interest Rate Derivatives – Page 17 – International Swaps and Derivatives Association

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Tag: Interest Rate Derivatives

Asset Classes | January 27, 2014

ISDAFIX Rate Suspension Guidance Note

Guidance to assist market participants who have outstanding trades that reference any ISDAFIX rate that... Read more

Documents (1) for ISDAFIX Rate Suspension Guidance Note

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Asset Classes | November 19, 2013

ISDA FIX–USD Rates

ISDAFIX as of November 19, 2013

Documents (1) for ISDA FIX–USD Rates

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Asset Classes | November 19, 2013

ISDA FIX–USD Spreads

ISDAFIX as of November 19, 2013

Documents (1) for ISDA FIX–USD Spreads

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Asset Classes | October 15, 2013

ISDA FIX–USD Rates

ISDAFIX as of October 15, 2013

Documents (1) for ISDA FIX–USD Rates

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Asset Classes | October 15, 2013

ISDA FIX Characteristics and Contributor Panels—Currency: HKD

ISDAFIX – October 2013

Documents (1) for ISDA FIX Characteristics and Contributor Panels—Currency: HKD

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Asset Classes | October 15, 2013

ISDA FIX–USD Spreads

ISDAFIX as of October 15, 2013

Documents (1) for ISDA FIX–USD Spreads

isdafix-usd-spreads-14-oct-2013(pdf) will open in a new tab or window

Asset Classes | October 15, 2013

ISDA FIX Characteristics and Contributor Panels—Currency: JPY

ISDAFIX – October 2013

Documents (1) for ISDA FIX Characteristics and Contributor Panels—Currency: JPY

isdafix-jpy-14-oct-2013(pdf) will open in a new tab or window

Asset Classes | August 22, 2013

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

Documents (1) for Market Practice Statement for EUR LIBOR Rates and EURIBOR Rates For Over The Counter Derivative Transactions

final-isda-market-practice-statement-eur-libor-euribor-082813-reset-only(pdf) will open in a new tab or window

Asset Classes | July 15, 2013

Market Practice Guidance for German CPI Rescaling

Guidance for parties to over-the-counter inflation derivative transactions that are affected by the rebasing of... Read more

Documents (1) for Market Practice Guidance for German CPI Rescaling

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Asset Classes | April 24, 2013

Market Agreed Coupon (MAC) confirmation form

Form of confirmation for a Market Agreed Coupon (MAC) contract as an additional choice for... Read more

Documents (1) for Market Agreed Coupon (MAC) confirmation form

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