Market Practice – International Swaps and Derivatives Association

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Tag: Market Practice

Interest Rate | April 8, 2022

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

Documents (1) for ISDA Market Practice Note on Applicable Calendars for Determining Effective Dates of SOFR Swaps

Market Practice Note - Effective Date for SOFR transactions 040822(pdf) will open in a new tab or window

Inflation | March 8, 2017

ISDA Market Practice Guidance for Rescaling of the SPIPC and NOCPI

ISDA Market Practice Guidance for Rescaling of the following indices: Indice de Precios de Consumo... Read more

Documents (1) for ISDA Market Practice Guidance for Rescaling of the SPIPC and NOCPI

ISDA Market Practice Guidance for Rescaling SPIPC and NOCPI 030817(pdf) will open in a new tab or window

Inflation | March 4, 2016

ISDA Market Practice Guidance for Rescaling of FR CPIxT, EU HICPxT, IT CPI, UK HICP and NLG CPI

ISDA Market Practice Guidance for Rescaling of the: FRC – Excluding Tobacco-Non-Revised Consumer Price Index... Read more

Documents (1) for ISDA Market Practice Guidance for Rescaling of FR CPIxT, EU HICPxT, IT CPI, UK HICP and NLG CPI

ISDA Market Guidance for Rescaling FR CPIxT, EU HICPxT, IT CPI, UK HICP and NLG CPI 030416(pdf) will open in a new tab or window

Interest Rate | July 9, 2009

EMTA-ISDA Market Practice: Non-Deliverable CLP “Cámara” (CLP TNA) Interest Rate Swap Transactions

Recommended EMTA-ISDA Market Practice for Non-Deliverable CLP “Cámara” (CLP TNA) Interest Rate Swap Transactions. Please... Read more

Documents (1) for EMTA-ISDA Market Practice: Non-Deliverable CLP “Cámara” (CLP TNA) Interest Rate Swap Transactions

SwapsCDsMP4(pdf) will open in a new tab or window

Interest Rate | March 13, 2009

EMTA-ISDA Market Practice: Relevant Cities for Business Days for Payment Dates

Recommended EMTA-ISDA Market Practice for Relevant Cities for Business Days for Payment Dates. Please note... Read more

Documents (1) for EMTA-ISDA Market Practice: Relevant Cities for Business Days for Payment Dates

SwapsCDsMP2(pdf) will open in a new tab or window

Interest Rate | March 13, 2009

EMTA-ISDA Market Practice: BRL CDI Non-Deliverable Interest Rate Swap Transactions

Recommended EMTA-ISDA Market Practice for BRL CDI Non-Deliverable Interest Rate Swap Transactions. Please note that... Read more

Documents (1) for EMTA-ISDA Market Practice: BRL CDI Non-Deliverable Interest Rate Swap Transactions

SwapsCDsMP1Rev(pdf) will open in a new tab or window

Inflation | May 11, 2006

Market Practice Guidance for HICP Rescaling

ISDA has issued Market Practice Guidance for parties to OTC inflation derivatives transactions which are... Read more

Documents (1) for Market Practice Guidance for HICP Rescaling

mrktpractguide051106(pdf) will open in a new tab or window