FpML Benchmark rates
2021-12-17
This document contains only public information.
benchmarkRateScheme
1-2
http://www.fpml.org/coding-scheme/benchmark-rate
http://www.fpml.org/coding-scheme/benchmark-rate-1-2
http://www.fpml.org/coding-scheme/benchmark-rate-1-2.xml
Code
The unique string/code identifying the benchmark rate.
63
Source
Description
key
AMERIBOR
ISDA
Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks.

AONIA
ISDA
Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks.

CORRA
ISDA
Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks.

CZEONIA
ISDA
Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks.

DKK OIS
ISDA
Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks.

EFFR
ISDA
"EFFR" or "Fed Funds" per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks.

EONIA
ISDA
Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks.

EuroSTR
ISDA
Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks.

HONIA
ISDA
Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks.

HUFONIA
ISDA
Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks.

MYOR
ISDA
Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks.

NOWA
ISDA
Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks.

NZIONA
ISDA
Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks.

POLONIA
ISDA
Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks.

SARON
ISDA
Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks.

SFXROD
ISDA
Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks.

SOFR
ISDA
Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks.

SONIA
ISDA
Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks.

SORA
ISDA
Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks.

Deprecated usage: "SWESTR" replaces "STIBOR". "STIBOR" code has been deprecated in the 2021 Definitions V4. The code is kept in FpML for backward compatibility purposes.
STIBOR
ISDA
Per 2021 ISDA Definition up to V3, Section 10.3 Overnight Rate Benchmarks. What is defined as "SEK OIS" in the 2006 ISDA Collateral Cash Price Matrix up to November 10, 2021 publication.

SWESTR
ISDA
Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks.

TELBOR
ISDA
Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks.

TONA
ISDA
Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks. What is defined as "TONAR" in the 2006 ISDA Collateral Cash Price Matrix.