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FXC
 

FX Options and NDFs

2015



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
 
Quick Links
Guidelines for Foreign Exchange Trading Activities
Management of Operational Risk in Foreign Exchange, or the “Sixty Best Practices”
Foreign Exchange Transactions: Execution to Settlement Recommendations for Non-Dealer Participants

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