ISDAFIX - Revision history

imported>Doug Williamson: Mend link.

2022-06-24T14:40:41Z

Mend link.

← Older revision		Revision as of 14:40, 24 June 2022
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	== See also ==		== See also ==
	* [[ICE Swap Rate]]		* [[ICE Swap Rate]]
	* [[~~ISDA~~]]		* [[International Swaps and Derivatives Association]] (ISDA)
	* [[Reference rate]]		* [[Reference rate]]

	[[Category:Accounting,_tax_and_regulation]]		[[Category:Accounting,_tax_and_regulation]]

imported>Doug Williamson: Classify page.

2018-09-01T16:12:21Z

Classify page.

← Older revision		Revision as of 16:12, 1 September 2018
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	* [[ISDA]]		* [[ISDA]]
	* [[Reference rate]]		* [[Reference rate]]

			[[Category:Accounting,_tax_and_regulation]]

imported>Doug Williamson: Update for ICE Swap Rate.

2018-09-01T09:48:29Z

Update for ICE Swap Rate.

← Older revision		Revision as of 09:48, 1 September 2018
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	~~ISDAFIX is a benchmark reference rate for annual swap~~ rates ~~in CHF, EUR, GBP, JPY, USD and (historically up to April 2013) HKD.~~		''Reference rates''.


	~~Its uses include calculating:~~

	~~#Cash settlement amounts on the early termination of swaps.~~
	~~#Exercise values for cash-settled swap options.~~
	~~#Mark to market valuations for swaps and other derivatives.~~


	~~ISDAFIX is calculated and published daily.~~

	~~Published maturities differ slightly by currency, for example in USD they are: 1-10 years inclusive, 15, 20, and 30 years~~.

			ISDAFIX was the former name of ICE Swap Rate.

	Sometimes written ISDA FIX, ISDAFix or ISDAfix.		Sometimes written ISDA FIX, ISDAFix or ISDAfix.



	== See also ==		== See also ==
			* [[ICE Swap Rate]]
	* [[ISDA]]		* [[ISDA]]
	* [[~~Swap~~]]		* [[Reference rate]]

imported>Doug Williamson: Link with ISDA and Swap pages.

2015-03-20T22:40:55Z

Link with ISDA and Swap pages.

← Older revision		Revision as of 22:40, 20 March 2015
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	Sometimes written ISDA FIX, ISDAFix or ISDAfix.		Sometimes written ISDA FIX, ISDAFix or ISDAfix.



			== See also ==
			* [[ISDA]]
			* [[Swap]]

imported>Doug Williamson: Wiki numbering added 27/8/13

2013-08-27T08:37:25Z

Wiki numbering added 27/8/13

← Older revision		Revision as of 08:37, 27 August 2013
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	Its uses include calculating:		Its uses include calculating:

	1. Cash settlement amounts on the early termination of swaps.		#Cash settlement amounts on the early termination of swaps.
			#Exercise values for cash-settled swap options.
	2. Exercise values for cash-settled swap options.		#Mark to market valuations for swaps and other derivatives.

	3. Mark to market valuations for swaps and other derivatives.

imported>Doug Williamson: Improve wording about published maturities.

2013-04-20T11:00:05Z

Improve wording about published maturities.

← Older revision		Revision as of 11:00, 20 April 2013
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	ISDAFIX is calculated and published daily.		ISDAFIX is calculated and published daily.

	~~Maturities~~ differ slightly by currency, for example in USD they are: 1-10 years inclusive, 15, 20, and 30 years.		Published maturities differ slightly by currency, for example in USD they are: 1-10 years inclusive, 15, 20, and 30 years.


	Sometimes written ISDA FIX, ISDAFix or ISDAfix.		Sometimes written ISDA FIX, ISDAFix or ISDAfix.

imported>Doug Williamson: Future-proofed wording about HKD ISDAFIX. To be suspended with effect from 29th April 2013.

2013-04-20T10:57:46Z

Future-proofed wording about HKD ISDAFIX. To be suspended with effect from 29th April 2013.

← Older revision		Revision as of 10:57, 20 April 2013
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	ISDAFIX is a benchmark reference rate for annual swap rates in CHF, EUR, GBP, JPY, USD and (up to April 2013 ~~only~~) HKD.		ISDAFIX is a benchmark reference rate for annual swap rates in CHF, EUR, GBP, JPY, USD and (historically up to April 2013) HKD.

imported>Doug Williamson: Summarised from ISDA's website: http://www2.isda.org/asset-classes/interest-rates-derivatives/isdafix/#ContingencyHKD

2013-04-20T10:55:49Z

Summarised from ISDA's website: http://www2.isda.org/asset-classes/interest-rates-derivatives/isdafix/#ContingencyHKD

New page

ISDAFIX is a benchmark reference rate for annual swap rates in CHF, EUR, GBP, JPY, USD and (up to April 2013 only) HKD.

Its uses include calculating:

1. Cash settlement amounts on the early termination of swaps.

2. Exercise values for cash-settled swap options.

3. Mark to market valuations for swaps and other derivatives.

ISDAFIX is calculated and published daily.

Maturities differ slightly by currency, for example in USD they are: 1-10 years inclusive, 15, 20, and 30 years.

Sometimes written ISDA FIX, ISDAFix or ISDAfix.