ISDA_®
Safe, Efficient Markets

• This section catalogues ISDA’s work across the interest rates derivatives space:  documentation, public policy, market structure, market practices, research and other areas.

Interest Rate and Currency Derivative Matrices

• Settlement Matrix for Early Termination for Cross-Currency Swaps
  Matrix setting out the standard settlement currency for early termination for cross-currency swaps. Effective January 10, 2011.
• 2006 ISDA Definitions Settlement Matrix for Early Termination and Swaptions
  The versions of the Settlement Matrix with their period of applicability are available on the ISDA website.  Propositions for change should be brought to the Operations Committee. Effective January 10, 2011
• 2006 ISDA Definitions MTM Matrix for Mark-to-market Currency Swaps
  A matrix setting out standard terms for use when marking to market MTM swaps. Effective January 1, 2009.

ISDA Bookstore page

• ISDA Bookstore Rates and Currency page
  Definitions and matrices

ISDAFIX

• ISDAFIX
  An introduction to this leading benchmark for fixed rates on interest rate swaps worldwide. This screen service provides average mid-market swap rates for six major currencies at selected maturities on a daily basis. The rates are collected by Thomson Reuters and ICAP, tabulated, and then posted on the applicable Thomson Reuters and Bloomberg screen at various times throughout the day.

Interest Rates Derivatives Best Practices

• Recommended EMTA-ISDA Market Practice for Non-Deliverable CLP “Cámara” (CLP TNA) Interest Rate Swap Transactions
  July 21, 2009
• Recommended EMTA-ISDA Market Practice for BRL CDI Non-Deliverable Interest Rate Swap Transactions
  March 13, 2009
• Recommended EMTA-ISDA Market Practice for Relevant Cities for Business Days for Payment Dates
  March 13, 2009
• Cash Settlement Payment Dates for early termination options
  August 21, 2007 (updated February 8, 2008; second update March 2009)

 Interest Rates links from the Market Infrastructure pages: