SOFR – International Swaps and Derivatives Association

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Tag: SOFR

Research Notes June 18, 2025

Interest Rate Derivatives Trading in the US, EU and UK: Growth, Structural Shifts and the Rise of OIS

This research note analyzes changes in interest rate derivatives (IRD) trading activity in the US,... Read more

Documents (1) for Interest Rate Derivatives Trading in the US, EU and UK: Growth, Structural Shifts and the Rise of OIS

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Interest Rate December 7, 2023

June 2024 IMM Date Market Practice Note

ISDA has published the attached market practice note regarding the Effective Date for OTC interest... Read more

Documents (1) for June 2024 IMM Date Market Practice Note

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derivatiViews April 27, 2023

Updating Term SOFR

It’s just 65 days until the final five US dollar LIBOR settings cease to exist... Read more

Documents (0) for Updating Term SOFR

Interest Rate April 4, 2023

ISDA Guidance: SOFR Publication on Good Friday 2023

ISDA guidance for parties to over-the-counter derivative transactions affected by expected non-publication of SOFR on... Read more

Documents (1) for ISDA Guidance: SOFR Publication on Good Friday 2023

SOFR Good Friday Notification 040423(pdf) will open in a new tab or window

Research Notes March 15, 2023

Progress on Global Transition to RFRs in Derivatives Markets

This paper examines the progress made on the global transition to risk-free rates (RFRs). Specifically,... Read more

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Speeches & testimony June 22, 2022

Benchmark Strategies Forum: Latest Developments in the Move Away from LIBOR: Scott O’Malia Opening Remarks

Benchmark Strategies Forum June 22, 2022 Opening Remarks Scott O’Malia, ISDA Chief Executive Hello everyone,... Read more

Documents (1) for Benchmark Strategies Forum: Latest Developments in the Move Away from LIBOR: Scott O’Malia Opening Remarks

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Tax & Accounting June 14, 2022

ISDA Responds to FASB on Exposure Draft

On June 6, 2022, ISDA submitted a comment letter to the Financial Accounting Standards Board... Read more

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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

FX January 4, 2022

EMTA-ISDA Recommendation on SOFR Non-Deliverable Swaps

Recommended EMTA-ISDA Market Practice on Incorporation of SOFR as a Risk-Free Rate into Latin American... Read more

Documents (1) for EMTA-ISDA Recommendation on SOFR Non-Deliverable Swaps

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Interest Rate March 23, 2021

ISDA Guidance: SOFR Publication on Good Friday 2021