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FXC
 

FX Options and NDFs

2014


2013



2012


2011

2010

2008

  • July 11 PDF - FXC Press Release regarding new Pakistani Rupee and Vietnamese Dong rate source definitions published by the FXC, EMTA and ISDA, effective June 25, 2008
  • July 11 PDF - New Pakistani Rupee and Vietnamese Dong rate source definitions published by the FXC, EMTA and ISDA, effective June 25, 2008
  • July 11 PDF - Second Addendum to 2004 Asian Currency Non-Deliverable FX Documentation: PKR/USD Non-Deliverable FX Documentation and VND/USD Non-Deliverable FX Documentation, effective July 14, 2008

2007

  • November 15 PDF - New Peruvian Sol rate source definition published by the FXC, EMTA and ISDA, effective November 15th (November 2007)
  • October 31 - FXC, EMTA, and FX JSC issue Multilateral Master Confirmation Agreement for Non-Deliverable Forward FX Transactions (October 2007)
  • January 12 - FXC, EMTA and ISDA announce publication of a new compendium of amendments to Annex A of the 1998 FX and Currency Option Definitions, effective January 12th (January 2007)

2006

2005

2004

  • November 1 - The FXC, EMTA, and SFEMC Announce Updated Documentation for Non-Deliverable Foreign Exchange Transactions for Six Asian Currencies
 
  • November 1 - EMTA, ISDA, and the FXC Announce Amended Rate Source Definitions for Six Asian Currencies, effective as of December 1, 2004
  • March 8 - Compendium of Amendments To Annex A to the 1998 FX and Currency Option Definitions
  • February 18 - Amended Brazilian Rate Source Definition Announced by EMTA, ISDA, and the FXC, effective as of March 1, 2004

2003

  • December 2 - Amended Korean Won Rate Source Definition Announced by EMTA, ISDA, and the FXC
  • April 2 - Master Agreement Supplement for Non-Deliverable Forwards
  • March 3 - Amended Taiwanese Dollar Rate Source Definition Announced By ISDA, EMTA and the FXC
  • January 9 (doc) - FXC recommends the use of a master agreement addendum for NDFs to minimize operational risk associated with NDF confirmations

2002

  • December 20 - New and Amended Argentine Peso Rate Source Definitions Announced By EMTA, ISDA and the FXC
  • April 18 - The Committee Supports EMTA's Efforts to Generate a New Methodology for Settling NDFs in the Event of an Unscheduled Market Holiday
  • April 18 - Committee Recommendations to EMTA Regarding Settling NDF Contracts in the Event of an Unscheduled Market Holiday
  • January 8 - FXC statement on NDF transactions involving the Argentine peso

2001

  • November 23 - Foreign Exchange Committee offers Supplementary Guidance for Market Disruptions
  • September 14 - REVISED - SFEMC statement regarding the treatment of the Taiwan dollar fixing rate for September 12, 2001
  • July 10 - EMTA, ISDA and the FX Committee announce new and amended Argentine Peso Rate Source Definitions to Annex A effective as of July 10, 2001
  • June 20 - EMTA, ISDA and FX Committee announce addition of new Korean Won rate source definitions to Annex A

2000

  • December 11 - The Emerging Markets Trading Association (EMTA) has been working with the industry on resolving NDF issues and has recently published a number of suggested new best practices. These best practices can be found on EMTA's web site. Also available on the site is a summary of EMTA's current efforts to resolve the remaining open issues on NDF practices
  • September 28 - The FX Committee recommemds the use of the new templates (1) the Knock-Out/Knock-In Barrier Option Template and (2) the Binary Option Template
  • September 22 - ISDA, EMTA, & FX Committee Announce Website Publication of Revised Annex A to 1998 FX and Currency Option Definitions
  • September 22 - Revised Annex A to 1998 FX and Currency Option Definitions, effective September 25, 2000
  • September 07 - Current and Historical Implied Volatility Rates for FX Options at Month End
  • September 22 - Revised Annex A to 1998 FX and Currency Option Definitions, effective September 25, 2000
  • March 14 - EMTA, ISDA and FX Committee announce addition of new Brazilian Real rate source definition
  • February 17 - FXC announces new set of best practices for the barrier option market

1999

  • August 25 - EMTA, ISDA and the FX Committee announce amendments to the Philippine peso rate source definitions
  • February 3 - New Brazilian Real Rate Sources Announced by EMTA, ISDA and the FX Committee

1998

  • September 10 - New Ruble Rate Definition Published by ISDA, EMTA and FX Committee
  • September 3 - Foreign Exchange Committee Recommends Close-out of Ringgit Positions
  • August 11 - FXDS: The Benefits of Foreign Exchange Transactions that Settle Difference Only