ISDA has published the attached guidance for parties to over-the-counter derivative transactions that are affected by the announcement made on September 14, 2023 by TP ICAP that the ICAPZAR rate will cease publication from December 31, 2023.
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ISDA Future Cessation Guidance – 2021 ISDA Interest Rate Derivatives Definitions And 2006 ISDA Definitions – ICAPZAR
Date 31/10/2023
