ISDA Guidance on SOFR Publication on Good Friday 2026
Summary
ISDA has issued guidance for parties to over-the-counter derivative transactions regarding the expected non-publication of SOFR on Good Friday in 2026. This guidance addresses potential impacts on derivative transactions due to the holiday.
What changed
The International Swaps and Derivatives Association (ISDA) has published guidance addressing the expected non-publication of the Secured Overnight Financing Rate (SOFR) on Good Friday, 2026. This guidance is intended for parties involved in over-the-counter derivative transactions that may be affected by this temporary cessation of SOFR publication.
While this is a non-binding guidance document, market participants should review the guidance to understand any potential implications for their derivative contracts. The document notes that it may be updated, so ongoing monitoring is advisable. The primary impact is on the handling of derivative transactions that reference SOFR and may be affected by the holiday closure.
What to do next
- Review ISDA guidance on SOFR publication for Good Friday 2026
- Assess impact on derivative transactions referencing SOFR
Source document (simplified)
- Asset Classes
- Interest Rate
- ISDA Guidance: SOFR Publication on Good Friday 2026
ISDA Guidance: SOFR Publication on Good Friday 2026
ISDA guidance for parties to over-the-counter derivative transactions affected by expected non-publication of SOFR on Good Friday in 2026.
Please note that the guidance may be updated from time to time.
Tags:
Interest Rate Derivatives, SOFR
Documents (1)
Latest
ISDA Guidance: SOFR Publication on Good Friday 2026
ISDA guidance for parties to over-the-counter derivative transactions affected by expected non-publication of SOFR on Good Friday in 2026. Please note that the guidance may be updated from time to time.
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