Asset Classes

Publication of Supplement 59 (EuroSTR FRO) and Supplement 60 (Revised EONIA FROs) to the 2006 ISDA Definitions

+0

On 1st October 2019, ISDA published Supplement 59 to the 2006 ISDA Definitions, which adds a compounded EuroSTR Floating Rate Option to the 2006 ISDA Definitions. Click here for Supplement 59 which includes the definition for the Floating Rate Option “EUR-EuroSTR-COMPOUND.”

“EUR-EONIA-OIS-COMPOUND”, “EUR-EONIA-OIS-COMPOUND-Bloomberg” and “EUR-EONIA-AVERAGE”

Share
Category

Pre-Publication of EuroSTR and Revised EONIA FROs

+0

EUR-EuroSTR-COMPOUND

ISDA has made a pre-publication draft of its compounded EuroSTR Floating Rate Option available on its website ahead of planned publication on 1st October 2019.   The definition will be published in a supplement to the 2006 ISDA Definitions, allowing it to be used in new cleared and non-cleared derivatives trades which incorporate the definitions.

Click here for the pre-publication draft of the Floating Rate Option “EUR-EuroSTR-COMPOUND.”

Share
Category

ISDA Market Education Call: Narrowly Tailored Credit Event Proposed Amendments

+0

This page is only accessible to ISDA members.
You must be logged to access this page.

Share
Category