Interest Rates Derivatives

 Market Agreed Coupon (MAC) Contract

  • Press Release - SIFMA AMG and ISDA Announce that CUSIPs Are Now Available for MAC Contracts (December 12, 2013)
  • Press Release - ISDA Publishes Market Agreed Coupon Confirmation for Interest Rate Swaps (April 24, 2013)
  • Current Coupons

    Indicates, by currency and maturity, the coupons currently being traded in the market under the terms of the MAC contract.

  • Confirmation
    Form of confirmation for a Market Agreed Coupon (MAC) contract as an additional choice for market participants who wish to use over-the-counter (OTC) interest rate swaps (IRS) that have common, pre-agreed terms.

Interest Rate and Currency Derivative Matrices

Interest Rates links

Interest Rates Derivatives Best Practices

 Interest Rates links from the Market Infrastructure pages: 


DateTitle / DescriptionDocuments
May 8, 2008
Interest Rates Novation Pair-Offs
Best Practice Statement
IR-Novation-Pair-Offs-Best-Practice.pdf
February 7, 2008
Cash Settlement Payment Dates for early termination options
ISDA Best Practice Statement (updated February 8, 2008)
ETOP-Best-practice.pdf