The FpML floating rate index codes contained in this document are based on the ISDA Floating Rate Options as published by ISDA in the 2021 ISDA Definitions, the 2006 ISDA Definitions, the Annex to the 2000 Definitions, Section 7.1. Rate Options, and other sources, including broker rates. The codes correspond to their respective ISDA FRO only in the context of a transaction incorporating the corresponding contractual definitions.
2021-08-02
This document contains only public information.
Aggregate Information Disclaimer: This content aggregates individual data submissions received by ISDA from third party participants. ISDA does not warrant that such aggregated data is comprehensive, and makes no warranty or guarantees to the accuracy of the underlying data provided by third parties.
IMPORTANT: This document maps certain Floating Rate Option labels in the 2006 ISDA Definitions against Floating Rate Option labels in the 2021 ISDA Interest Rate Derivatives Definitions to the extent that they derive from the same underlying benchmark and is provided for information purposes on an 'as is' basis only. It does not signify that one Floating Rate Option is a successor to another Floating Rate Option or that the definition of such Floating Rate Options are identical. Among other differences, Floating Rate Options under the 2021 ISDA Interest Rate Derivatives Definitions may have updated fixing dates and fixing times, administrator names and fallback provisions in comparison to mapped Floating Rate Options under the 2006 ISDA Definitions. No representation is made as to its accuracy or completeness and the information it contains should not be relied on for any particular purpose. None of ISDA, FpML, their directors, staff or agents accept any responsibility for any inaccuracy or any loss incurred by any party as a result of any use to which it may be put. Consumers of this document should undertake their own due diligence on the subject matter it contains, in combination with such professional advisors as may be appropriate.
floatingRateIndexScheme
3-0
http://www.fpml.org/coding-scheme/floating-rate-index
http://www.fpml.org/coding-scheme/floating-rate-index-3-0
http://www.fpml.org/coding-scheme/floating-rate-index-3-0.xml
Code
The unique string/code identifying the ISDA floating rate option, e.g. USD-LIBOR-BBA
63
Source
Description
Does not provide the actual FRO Definitions, but rather point the user to the place where the FRO definitions can be found, e.g. Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
Metadata
Partial metadata is supplied for all ISDA FROs. Full metadata is provided for demonstration purposes for 2021 FROs in the currencies listed below.
This metadata is only relevant if the floating rate index code is used as an ISDA-defined Floating Rate Option as part of a Transaction as defined under the ISDA Definitions. For any other use of this floating rate index code (for instance as part of a loan transaction), the metadata is not applicable.
CAD
2006 Definitions includes the FRO.
2021 Definitions includes the FRO.
Broker Rate Source includes the BR.
The date the Floating Rate Option was added to the 2006 Definitions or 2021 Floating Rate Matrix. e.g. 2017/4/6
The supplement or version the FRO was first added to the 2006 Definitions or 2021 Floating Rate Matrix. e.g. S52
The date the Floating Rate Option was last updated in the 2006 Definitions or 2021 Floating Rate Matrix. e.g. 2013/8/29
The supplement or version the FRO was last updated in the 2006 Definitions or 2021 Floating Rate Matrix. e.g. S36
The date the Floating Rate Option was removed from the 2006 Definitions or 2021 Floating Rate Matrix. e.g. 2014/1/1
The administrator for that rate or benchmark or, if there is no administrator, the provider of that rate or benchmark.
Whether Designated Maturity is Applicable/ Not Applicable in the Floating Rate Matrix.
Broker Rate Description from ISDA Broker Rate Source.
Broker Rate Publication Page/Screen from ISDA Broker Rate Source.
YES / NO to flag FROs identified by the FpML Syndicated Loan WG as having underlying benchmark that may also be referenced in syndicated loans, e.g.NO.
Where FROs under the 2006 ISDA Definitions map to FROs under the 2021 Definitions; 'mapping' means that the FROs share a common underlying benchmark, not that the Floating Rates Options are identical.
Where FROs under the 2021 Definitions from Floating Rate Options under the 2006 ISDA Definitions map; 'mapping' means that the FROs share a common underlying benchmark, not that the Floating Rates Options are identical.
4-character ISO BenchmarkCurveNameCode(s) mapped to ISDA FROs for Regulatory purposes. e.g. "BBSW" ISO code is mapped to "AUD-BBSW" FRO
The 'Category' as set out in such column for the FRO in the Floating Rate Matrix.
The 'Style' as set out in such column for the FRO in the Floating Rate Matrix.
The method or formula as set out in the Category/Style column for the FRO in the Floating Rate Matrix.
Applicable to 2006 FROs only. 'OIS' indicates that an OIS formula is embedded in the FRO.
The default Floating Rate Day Count Fraction as set out in such column for the FRO in the Floating Rate Matrix.
Fixing Time as defined in the Fixing Time column for the FRO in the Floating Rate Matrix.
The Fixing Time in the Fixing Time Business Center as defined in the Fixing Time Definition.
The business center specified for the Fixing Time as defined in the Fixing Time Definition.
Any alternative Fixing Time that might apply under any specified scenario as defined in the Fixing Time Definition.
The business center used for any alternative Fixing Time as defined in the Fixing Time Definition.
The Designated Maturity (index tenor) for which the Alternative Fixing Time applies as defined in the Fixing Time Definition.
The description of the specified scenario that would result in the alternative Fixing Time being used as defined in the Fixing Time Definition.
Fixing Day offset as defined in the Fixing Day column for the FRO in the Floating Rate Matrix.
Default fixing offset period multiplier as defined in the Fixing Offset Definition.
Default fixing offset period (typically days) as defined in the Fixing Offset Definition.
Alternative fixing offset period multiplier where any specified condition applies as defined Fixing Offset Definition.
Alternative fixing offset period where any specified condition applies (typically days) as defined Fixing Offset Definition.
Business Center for alternative fixing offset period as defined Fixing Offset Definition.
The Designated Maturity (index tenor) for which the Fixing Day offset applies as defined in the Fixing Offset Definition.
The specific condition that would result in an alternative fixing offset period applying as defined in the Fixing Offset Definition.
Applicability of Designated Maturity as set out in such column for FRO in the Floating Rate Matrix, in case the applicable business days omitted from confirmation.
key
AED-EBOR-Reuters
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
AED-EIBOR
AED-EIBOR
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
AED-EBOR-Reuters
AUD-AONIA
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
YES
AUD-AONIA-OIS Compound
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
NO
AUD-AONIA-OIS-COMPOUND
AUD-AONIA-OIS-COMPOUND-SwapMarker
OIS Compounding
AUD-AONIA-OIS-COMPOUND
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
AUD-AONIA-OIS Compound
OIS
AUD-AONIA-OIS-COMPOUND-SwapMarker
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
AUD-AONIA-OIS Compound
OIS
AUD-BBR-AUBBSW
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
AUD-BBSW
BBSW
AUD-BBR-BBSW
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
AUD-BBSW
BBSW
AUD-BBR-BBSW-Bloomberg
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
AUD-BBSW
BBSW
AUD-BBR-BBSY (BID)
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
AUD-BBSY Bid
AUD-BBR-ISDC
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
AUD-BBSW
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
AUD-BBR-AUBBSW
AUD-BBR-BBSW
AUD-BBR-BBSW-Bloomberg
BBSW
AUD-BBSW Quarterly Swap Rate ICAP
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
NO
AUD-Quarterly Swap Rate-ICAP
SWAP
AUD-BBSW Semi Annual Swap Rate ICAP
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
NO
AUD-Semi-annual Swap Rate-ICAP
SWAP
AUD-BBSY Bid
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
AUD-BBR-BBSY (BID)
AUD-LIBOR-BBA
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
LIBO
AUD-LIBOR-BBA-Bloomberg
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
LIBO
AUD-LIBOR-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
LIBO
AUD-Quarterly Swap Rate-ICAP
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
AUD-BBSW Quarterly Swap Rate ICAP
SWAP
AUD-Quarterly Swap Rate-ICAP-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
AUD-Semi-Annual Swap Rate-11:00-BGCANTOR
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
AUD-Semi-Annual Swap Rate-BGCANTOR-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
AUD-Semi-annual Swap Rate-ICAP
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
AUD-BBSW Semi Annual Swap Rate ICAP
SWAP
AUD-Semi-Annual Swap Rate-ICAP-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
AUD-Swap Rate-Reuters
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
BRL-CDI
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
CAD-BA-CDOR
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
2007-01-12
ISDA2006
NO
CAD-CDOR
CDOR
CAD-BA-CDOR-Bloomberg
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
2007-01-12
ISDA2006
NO
CAD-CDOR
CDOR
CAD-BA-ISDD
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
2000-07-17
ISDA2000
NO
CAD-BA-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
2007-01-12
ISDA2006
NO
CAD-BA-Reuters
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
2007-01-12
ISDA2006
NO
CAD-CDOR
CAD-BA-Telerate
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
2000-07-17
ISDA2000
2007-01-12
NO
CAD-CDOR
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
2021-06-11
FRO-M-V1
Refinitiv Benchmark Services (UK) Limited
Applicable
YES
CAD-BA-CDOR
CAD-BA-CDOR-Bloomberg
CAD-BA-Reuters
CDOR
Screen Rate
Term Rate
ACT/365.FIXED
10:15, Toronto time
10:00
CATO
The Reset Date
0
D
CAD-CORRA
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
2021-05-13
S74
Bank of Canada
Not Applicable
YES
CORA
Screen Rate
Overnight Rate
ACT/365.FIXED
09:00, Toronto time One Toronto Business Day following the Reset Date
9:00
CATO
1
D
CATO
CAD-CORRA-OIS Compound
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
2021-06-11
FRO-M-V1
Bank of Canada
Not Applicable
NO
CAD-CORRA-OIS-COMPOUND
Calculated Rate
Compounded FRO
OIS Compounding
ACT/365.FIXED
09:00, Toronto time
9:00
CATO
One Toronto Business Day following the day "i"
1
D
CATO
CAD-CORRA-OIS-COMPOUND
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
2007-01-12
ISDA2006
2021-07-06
S77
Bank of Canada
NO
CAD-CORRA-OIS Compound
OIS
CAD-ISDA-Swap Rate
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
2007-01-12
ISDA2006
NO
SWAP
CAD-LIBOR-BBA
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
2007-01-12
ISDA2006
NO
LIBO
CAD-LIBOR-BBA-Bloomberg
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
2007-01-12
ISDA2006
NO
LIBO
CAD-LIBOR-BBA-SwapMarker
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
2007-01-12
ISDA2006
NO
LIBO
CAD-LIBOR-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
2007-01-12
ISDA2006
NO
LIBO
CAD-REPO-CORRA
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
2007-01-12
ISDA2006
Bank of Canada
NO
CORA
CAD-TBILL-ISDD
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
2000-07-17
ISDA2000
NO
CAD-TBILL-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
2007-01-12
ISDA2006
NO
CAD-TBILL-Reuters
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
2007-01-12
ISDA2006
NO
CAD-TBILL-Telerate
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
2000-07-17
ISDA2000
2007-01-12
NO
CHF-3M LIBOR SWAP-CME vs LCH-ICAP
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
CHF-3M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
CHF-3M LIBOR SWAP-EUREX vs LCH-ICAP
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
CHF-3M LIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
CHF-6M LIBOR SWAP-CME vs LCH-ICAP
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
CHF-6M LIBORSWAP-CME vs LCH-ICAP-Bloomberg
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
CHF-6M LIBOR SWAP-EUREX vs LCH-ICAP
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
CHF-6M LIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
CHF-Annual Swap Rate
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
CHF-Annual Swap Rate-11:00-ICAP
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
CHF-Annual Swap Rate-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
CHF-Basis Swap-3m vs 6m-LIBOR-11:00-ICAP
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
CHF-ISDAFIX-Swap Rate
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
CHF-LIBOR
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
CHF-LIBOR-BBA
CHF-LIBOR-BBA-Bloomberg
CHF-LIBOR-ISDA
LIBO
CHF-LIBOR-BBA
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
CHF-LIBOR
LIBO
CHF-LIBOR-BBA-Bloomberg
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
CHF-LIBOR
LIBO
CHF-LIBOR-ISDA
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
LIBO
CHF-LIBOR-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
LIBO
CHF-OIS-11:00-ICAP
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
OIS
CHF-SARON
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
YES
CHF-SARON-OIS Compound
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
NO
CHF-SARON-OIS-COMPOUND
OIS Compounding
CHF-SARON-OIS-COMPOUND
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
CHF-SARON-OIS Compound
OIS
CHF-TOIS-OIS-COMPOUND
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
OIS
CHF USD-Basis Swaps-11:00-ICAP
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
CL-CLICP-Bloomberg
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
CLP-ICP
CLP-ICP
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
CL-CLICP-Bloomberg
CLP-TNA
EMTA-ISDA
Refers to the Indice Camara Promedio ("ICP") rate for Chilean Pesos which, for a Reset Date, is determined and published by the Asociacion de Bancos e Instituciones Financieras de Chile A.G. ("ABIF") in accordance with the "Reglamento Indice de Camara Promedio" of the ABIF as published in the Diario Oficial de la Republica de Chile (the "ICP Rules") and which is reported on the ABIF website by not later than 10:00 a.m., Santiago time, on that Reset Date.
NO
CNH-HIBOR
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
CNH-HIBOR-TMA
HKIO
CNH-HIBOR-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
HKIO
CNH-HIBOR-TMA
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
CNH-HIBOR
HKIO
Deprecated usage: CNY 7-Repo Compounding Date - is not an floating rate index and should not be in the floating-rate-index list (it is a date).
CNY 7-Repo Compounding Date
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
CNY-CNREPOFIX=CFXS-Reuters
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
CNY-Fixing Repo Rate
CNY-Deposit Rate
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
CNY-PBOCB-Reuters
CNY-Fixing Repo Rate
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
CNY-CNREPOFIX=CFXS-Reuters
CNY-LPR
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
CNY-PBOCB-Reuters
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
CNY-Deposit Rate
CNY-Quarterly 7 day Repo Non Deliverable Swap Rate-TRADITION
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
CNY-Quarterly 7D Repo NDS Rate Tradition
SWAP
CNY-Quarterly 7 day Repo Non Deliverable Swap Rate-TRADITION-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
CNY-Quarterly 7D Repo NDS Rate Tradition
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
NO
CNY-Quarterly 7 day Repo Non Deliverable Swap Rate-TRADITION
SWAP
CNY-Semi-Annual Swap Rate-11:00-BGCANTOR
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
CNY-Semi-Annual Swap Rate-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
CNY-SHIBOR
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
CNY-SHIBOR-Reuters
CNY-SHIBOR-OIS Compound
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
NO
CNY-Shibor-OIS-Compounding
OIS Compounding
CNY-Shibor-OIS-Compounding
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
CNY-SHIBOR-OIS Compound
OIS
CNY-SHIBOR-Reuters
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction..
NO
CNY-SHIBOR
COP-IBR-OIS Compound
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
NO
COP-IBR-OIS-COMPOUND
OIS Compounding
COP-IBR-OIS-COMPOUND
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
COP-IBR-OIS Compound
OIS
CZK-Annual Swap Rate-11:00-BGCANTOR
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
CZK-Annual Swap Rate-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
CZK-CZEONIA
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
CZK-CZEONIA-OIS Compound
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
NO
OIS Compounding
CZK-PRIBOR
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
CZK-PRIBOR-PRBO
PRBO
CZK-PRIBOR-PRBO
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
CZK-PRIBOR
PRBO
CZK-PRIBOR-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
PRBO
DKK-CIBOR
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
DKK-CIBOR-DKNA13
DKK-CIBOR-DKNA13-Bloomberg
CIBO
DKK-CIBOR2
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
DKK-CIBOR2-Bloomberg
DKK-CIBOR2-DKNA13
CIBO
DKK-CIBOR2-Bloomberg
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
DKK-CIBOR2
CIBO
DKK-CIBOR2-DKNA13
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
DKK-CIBOR2
CIBO
DKK-CIBOR-DKNA13
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
DKK-CIBOR
CIBO
DKK-CIBOR-DKNA13-Bloomberg
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
DKK-CIBOR
CIBO
DKK-CIBOR-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
CIBO
DKK-CITA
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
DKK-CITA-DKNA14-COMPOUND
DKK-CITA-DKNA14-COMPOUND
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
DKK-CITA
DKK-DKKOIS-OIS-COMPOUND
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
DKK-Tom Next-OIS Compound
OIS
DKK-Tom Next-OIS Compound
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
NO
DKK-DKKOIS-OIS-COMPOUND
OIS Compounding
EUR-3M EURIBOR SWAP-CME vs LCH-ICAP
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
EUR-3M EURIBOR SWAP-CME vs LCH-ICAP-Bloomberg
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
EUR-3M EURIBOR SWAP-EUREX vs LCH-ICAP
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
EUR-3M EURIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
EUR-6M EURIBOR SWAP-CME vs LCH-ICAP
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
EUR-6M EURIBOR SWAP-CME vs LCH-ICAP-Bloomberg
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
EUR-6M EURIBOR SWAP-EUREX vs LCH-ICAP
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
EUR-6M EURIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
EUR-Annual Swap Rate-10:00
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
EUR-Annual Swap Rate-10:00-BGCANTOR
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
EUR-Annual Swap Rate-10:00-Bloomberg
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
EUR-Annual Swap Rate-10:00-ICAP
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
EUR-Annual Swap Rate-10:00-SwapMarker
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
EUR-Annual Swap Rate-10:00-TRADITION
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
EUR-Annual Swap Rate-11:00
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
EUR-Annual Swap Rate-11:00-Bloomberg
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
EUR-Annual Swap Rate-11:00-ICAP
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
EUR-Annual Swap Rate-11:00-SwapMarker
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
EUR-Annual Swap Rate-3 Month
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
EUR-Annual Swap Rate-3 Month-SwapMarker
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
EUR-Annual Swap Rate-4:15-TRADITION
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
EUR-Annual Swap Rate-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
EUR Basis Swap-EONIA vs 3m EUR+IBOR Swap Rates-A/360-10:00-ICAP
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
EUR-CNO TEC10
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
NO
EUR-TEC10-CNO
EUR-TEC10-CNO-SwapMarker
EUR-EONIA
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
EONA
EUR-EONIA-AVERAGE
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
EUR-EONIA-Average
EUR-EONIA-Average
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
EUR-EONIA-AVERAGE
Overnight Averaging
EUR-EONIA-OIS-10:00-BGCANTOR
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
OIS
EUR-EONIA-OIS-10:00-ICAP
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
OIS
EUR-EONIA-OIS-10:00-TRADITION
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
OIS
EUR-EONIA-OIS-11:00-ICAP
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
OIS
EUR-EONIA-OIS-4:15-TRADITION
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
OIS
EUR-EONIA-OIS Compound
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
NO
EUR-EONIA-OIS-COMPOUND
EUR-EONIA-OIS-COMPOUND-Bloomberg
OIS Compounding
EUR-EONIA-OIS-COMPOUND
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
EUR-EONIA-OIS Compound
OIS
EUR-EONIA-OIS-COMPOUND-Bloomberg
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
EUR-EONIA-OIS Compound
OIS
EUR-EONIA-Swap-Index
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
EONS
EUR-EURIBOR
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
EUR-EURIBOR-Reuters
EURI
EUR-EURIBOR-Act/365
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
EURI
EUR-EURIBOR-Act/365-Bloomberg
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
EURI
EUR EURIBOR-Annual Bond Swap vs 1m-11:00-ICAP
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
EUR EURIBOR-Basis Swap-1m vs 3m-Euribor-11:00-ICAP
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
EUR EURIBOR-Basis Swap-3m vs 6m-11:00-ICAP
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
EUR-EURIBOR ICE Swap Rate-11:00
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
NO
EUR-ISDA-EURIBOR Swap Rate-11:00
SWAP
EUR-EURIBOR ICE Swap Rate-12:00
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
NO
EUR-ISDA-EURIBOR Swap Rate-12:00
SWAP
EUR-EURIBOR-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
EURI
EUR-EURIBOR-Reuters
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
EUR-EURIBOR
EURI
EUR-EURIBOR-Telerate
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
EURI
EUR-EURONIA-OIS Compound
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
NO
EUR-EURONIA-OIS-COMPOUND
OIS Compounding
EUR-EURONIA-OIS-COMPOUND
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
EUR-EURONIA-OIS Compound
OIS
EUR-EuroSTR
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
YES
ESTR
EUR-EuroSTR Average 12M
ISDA
Per 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
EUR-EuroSTR Average 1M
ISDA
Per 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
EUR-EuroSTR Average 1W
ISDA
Per 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
YES
EUR-EuroSTR Average 3M
ISDA
Per 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
YES
EUR-EuroSTR Average 6M
ISDA
Per 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
YES
EUR-EuroSTR-COMPOUND
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
YES
EUR-EuroSTR-OIS Compound
OIS
EUR-EuroSTR Compounded Index
ISDA
Per 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
EUR-EuroSTR-OIS Compound
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
NO
EUR-EuroSTR-COMPOUND
OIS Compounding
EUR-ISDA-EURIBOR Swap Rate-11:00
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
EUR-EURIBOR ICE Swap Rate-11:00
EUR-ISDA-EURIBOR Swap Rate-12:00
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
EUR-EURIBOR ICE Swap Rate-12:00
EUR-ISDA-LIBOR Swap Rate-10:00
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
EUR-ISDA-LIBOR Swap Rate-11:00
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
EUR-LIBOR
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
EUR-LIBOR-BBA
EUR-LIBOR-BBA-Bloomberg
LIBO
EUR-LIBOR-BBA
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
EUR-LIBOR
LIBO
EUR-LIBOR-BBA-Bloomberg
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
EUR-LIBOR
LIBO
EUR-LIBOR-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
LIBO
EUR-TAM-CDC
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
EUR-TEC10-CNO
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
EUR-CNO TEC10
EUR-TEC10-CNO-SwapMarker
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
EUR-CNO TEC10
EUR-TEC10-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
EUR-TEC5-CNO
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
EUR-TEC5-CNO-SwapMarker
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
EUR-TEC5-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
EUR-TMM-CDC-COMPOUND
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
EUR USD-Basis Swaps-11:00-ICAP
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
GBP-6M LIBOR SWAP-CME vs LCH-ICAP
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
GBP-6M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
GBP-6M LIBOR SWAP-EUREX vs LCH-ICAP
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
GBP-6M LIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
GBP-ISDA-Swap Rate
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
GBP-LIBOR ICE Swap Rate
SWAP
GBP-LIBOR
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
GBP-LIBOR-BBA
GBP-LIBOR-BBA-Bloomberg
LIBO
GBP-LIBOR-BBA
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
GBP-LIBOR
LIBO
GBP-LIBOR-BBA-Bloomberg
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
GBP-LIBOR
LIBO
GBP-LIBOR ICE Swap Rate
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
NO
GBP-ISDA-Swap Rate
SWAP
GBP-LIBOR-ISDA
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
LIBO
GBP-LIBOR-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
LIBO
GBP-RONIA
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
GBP-RONIA-OIS Compound
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
NO
GBP-WMBA-RONIA-COMPOUND
OIS Compounding
GBP-Semi-Annual Swap Rate
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
GBP-Semi-Annual Swap Rate-11:00-ICAP
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
GBP-Semi Annual Swap Rate-11:00-TRADITION
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
GBP-Semi Annual Swap Rate-4:15-TRADITION
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
GBP-Semi-Annual Swap Rate-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
GBP-Semi-Annual Swap Rate-SwapMarker26
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
GBP-SONIA
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
YES
SONA
GBP-SONIA-COMPOUND
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
GBP-SONIA-OIS Compound
OIS
GBP-SONIA Compounded Index
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
YES
GBP-SONIA ICE Swap Rate
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
NO
GBP-SONIA Swap Rate
SWAP
GBP-SONIA ICE Term
ISDA
Per 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SONA
GBP-SONIA-OIS-11:00-ICAP
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
OIS
GBP-SONIA-OIS-11:00-TRADITION
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
OIS
GBP-SONIA-OIS-4:15-TRADITION
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
OIS
GBP-SONIA-OIS Compound
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
NO
GBP-SONIA-COMPOUND
OIS Compounding
GBP-SONIA Refinitiv Term
ISDA
Per 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SONA
GBP-SONIA Swap Rate
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
GBP-SONIA ICE Swap Rate
SWAP
GBP-UK Base Rate
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
UK Base Rate
GBP USD-Basis Swaps-11:00-ICAP
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
GBP-WMBA-RONIA-COMPOUND
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
GBP-RONIA-OIS Compound
OIS
Deprecated usage: "GBP-SONIA-COMPOUND" replaces "GBP-WMBA-SONIA-COMPOUND". "GBP-WMBA-SONIA-COMPOUND" code has been deprecated in supplement 55 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes.
GBP-WMBA-SONIA-COMPOUND
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
GBP-SONIA-COMPOUND
OIS
GRD-ATHIBOR-ATHIBOR
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
GRD-ATHIBOR-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
GRD-ATHIBOR-Telerate
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
GRD-ATHIMID-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
GRD-ATHIMID-Reuters
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
HKD-HIBOR
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
HKD-HIBOR-HIBOR=
HKD-HIBOR-HKAB
HKD-HIBOR-HKAB-Bloomberg
HKIO
Deprecated usage: "HKD-HIBOR-HIBOR=" code has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of certain Hong Kong Rate Options.). The code is kept in FpML for backward compatibility purposes.
HKD-HIBOR-HIBOR=
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
HKIO
Deprecated usage: "HKD-HIBOR-HIBOR-Bloomberg" code has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of certain Hong Kong Rate Options.). The code is kept in FpML for backward compatibility purposes.
HKD-HIBOR-HIBOR-Bloomberg
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
HKIO
HKD-HIBOR-HKAB
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
HKD-HIBOR
HKIO
HKD-HIBOR-HKAB-Bloomberg
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
HKD-HIBOR
HKIO
HKD-HIBOR-ISDC
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
HKIO
HKD-HIBOR-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
HKIO
HKD-HONIA
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
YES
HKD-HONIA-OIS Compound
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
NO
HKD-HONIX-OIS-COMPOUND
OIS Compounding
HKD-HONIX-OIS-COMPOUND
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
HKD-HONIA-OIS Compound
OIS
HKD-ISDA-Swap Rate-11:00
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
HKD-ISDA-Swap Rate-4:00
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
Deprecated usage: "HKD-Quarterly-Annual Swap Rate-11:00-BGCANTOR" code has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of certain Hong Kong Rate Options.). The code is kept in FpML for backward compatibility purposes.
HKD-Quarterly-Annual Swap Rate-11:00-BGCANTOR
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
Deprecated usage: "HKD-Quarterly-Annual Swap Rate-11:00-TRADITION" code has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of certain Hong Kong Rate Options.). The code is kept in FpML for backward compatibility purposes.
HKD-Quarterly-Annual Swap Rate-11:00-TRADITION
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
Deprecated usage: "HKD-Quarterly-Annual Swap Rate-4:00-BGCANTOR" code has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of certain Hong Kong Rate Options.). The code is kept in FpML for backward compatibility purposes.
HKD-Quarterly-Annual Swap Rate-4:00-BGCANTOR
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
Deprecated usage: "HKD-Quarterly-Annual Swap Rate-Reference Banks" code has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of certain Hong Kong Rate Options.). The code is kept in FpML for backward compatibility purposes.
HKD-Quarterly-Annual Swap Rate-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
Deprecated usage: "HKD-Quarterly-Quarterly Swap Rate-11:00-ICAP" code has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of certain Hong Kong Rate Options.). The code is kept in FpML for backward compatibility purposes.
HKD-Quarterly-Quarterly Swap Rate-11:00-ICAP
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
Deprecated usage: "HKD-Quarterly-Quarterly Swap Rate-4:00-ICAP" code has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of certain Hong Kong Rate Options.). The code is kept in FpML for backward compatibility purposes.
HKD-Quarterly-Quarterly Swap Rate-4:00-ICAP
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
Deprecated usage: "HKD-Quarterly-Quarterly Swap Rate-Reference Banks" code has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of certain Hong Kong Rate Options.). The code is kept in FpML for backward compatibility purposes.
HKD-Quarterly-Quarterly Swap Rate-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
HUF-BUBOR
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
HUF-BUBOR-Reuters
BUBO
HUF-BUBOR-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
BUBO
HUF-BUBOR-Reuters
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
HUF-BUBOR
BUBO
HUF-HUFONIA
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
IDR-IDMA-Bloomberg
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
IDR-IDRFIX
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
YES
IDR-JIBOR
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
IDR-JIBOR-Reuters
IDR-JIBOR-Reuters
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
IDR-JIBOR
IDR-SBI-Reuters
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
IDR-Semi-Annual Swap Rate-11:00-BGCANTOR
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
IDR-Semi Annual Swap Rate-Non-deliverable-16:00-Tullett Prebon
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
IDR-Semi-Annual Swap Rate-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
IDR-SOR-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
Deprecated usage: "IDR-SOR-Reuters" code has been deprecated in supplement 35 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes.
IDR-SOR-Reuters
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
IDR-SOR-Telerate
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
ILS-TELBOR
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
ILS-TELBOR01-Reuters
TLBO
ILS-TELBOR01-Reuters
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
ILS-TELBOR
TLBO
ILS-TELBOR-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
TLBO
Deprecated usage: "INR-BMK" code has been deprecated in supplement 54 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes.
INR-BMK
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
Deprecated usage: "INR-CMT" code has been deprecated in supplement 54 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes.
INR-CMT
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
INR-FBIL-MIBOR-OIS-COMPOUND
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
INR-MIBOR-OIS Compound
OIS
Deprecated usage: "INR-INBMK-REUTERS" code has been deprecated in supplement 54 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes.
INR-INBMK-REUTERS
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
INR-MIBOR OIS
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
NO
INR-MIOIS
SWAP
INR-MIBOR-OIS Compound
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
NO
INR-FBIL-MIBOR-OIS-COMPOUND
OIS Compounding
INR-MIBOR-OIS-COMPOUND
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
OIS
INR-MIFOR
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
YES
INR-MIOIS
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
INR-MIBOR OIS
OIS
Deprecated usage: "INR-MITOR-OIS-COMPOUND" code has been deprecated in supplement 54 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes.
INR-MITOR-OIS-COMPOUND
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
OIS
INR-Modified MIFOR
ISDA
Per 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
INR-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
INR-Semi-Annual Swap Rate-11:30-BGCANTOR
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
INR-Semi Annual Swap Rate-Non-deliverable-16:00-Tullett Prebon
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
INR-Semi-Annual Swap Rate-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
ISK-REIBOR
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
ISK-REIBOR-Reuters
ISK-REIBOR-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
ISK-REIBOR-Reuters
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
ISK-REIBOR
JPY-Annual Swap Rate-11:00-TRADITION
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
JPY-Annual Swap Rate-3:00-TRADITION
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
JPY-BBSF-Bloomberg-10:00
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
JPY-BBSF-Bloomberg-15:00
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
JPY-Euroyen TIBOR
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
JPY-TIBOR-ZTIBOR
TIBO
JPY-ISDA-Swap Rate-10:00
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
JPY-ISDA-Swap Rate-15:00
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
JPY-LIBOR
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
JPY-LIBOR-BBA
JPY-LIBOR-BBA-Bloomberg
JPY-LIBOR-FRASETT
LIBO
JPY-LIBOR-BBA
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
JPY-LIBOR
LIBO
JPY-LIBOR-BBA-Bloomberg
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
JPY-LIBOR
LIBO
JPY-LIBOR-FRASETT
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
JPY-LIBOR
LIBO
JPY-LIBOR-ISDA
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
LIBO
JPY-LIBOR-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
LIBO
JPY-LIBOR TSR-10:00
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
NO
JPY-TSR-Reuters-10:00
SWAP
JPY-LIBOR TSR-15:00
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
NO
JPY-TSR-Reuters-15:00
SWAP
JPY-LTPR MHBK
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
JPY-LTPR-MHCB
JPY-LTPR-MHCB
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
JPY-LTPR MHBK
JPY-LTPR-TBC
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
JPY-MUTANCALL-TONAR
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
JPY-OIS-11:00-ICAP
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
OIS
JPY-OIS-11:00-TRADITION
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
OIS
JPY-OIS-3:00-TRADITION
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
OIS
JPY-Quoting Banks-LIBOR
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
LIBO
JPY-STPR-Quoting Banks
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
JPY-TIBOR
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
JPY-TIBOR-17097
JPY-TIBOR-TIBM (All Banks)-Bloomberg
TIBO
JPY-TIBOR-17096
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
TIBO
JPY-TIBOR-17097
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
JPY-TIBOR
TIBO
JPY-TIBOR-DTIBOR01
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
TIBO
JPY-TIBOR-TIBM
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
TIBO
Deprecated usage: "JPY-TIBOR-TIBM (10 Banks)" code has been deprecated in supplement 47 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes.
JPY-TIBOR-TIBM (10 Banks)
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
TIBO
Deprecated usage: "JPY-TIBOR-TIBM (5 Banks)" code has been deprecated in supplement 47 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes.
JPY-TIBOR-TIBM (5 Banks)
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
TIBO
Deprecated usage: "JPY-TIBOR-TIBM (All Banks)" code has been deprecated in supplement 47 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes.
JPY-TIBOR-TIBM (All Banks)
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
TIBO
JPY-TIBOR-TIBM (All Banks)-Bloomberg
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
JPY-TIBOR
TIBO
JPY-TIBOR-TIBM-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
TIBO
JPY-TIBOR-ZTIBOR
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
JPY-Euroyen TIBOR
TIBO
JPY-TONA
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
YES
JPY-TONA Average 180D
ISDA
Per 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
JPY-TONA Average 30D
ISDA
Per 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
JPY-TONA Average 90D
ISDA
Per 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
JPY-TONA Compounded Index
ISDA
Per 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
JPY-TONA-OIS Compound
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
NO
JPY-TONA-OIS-COMPOUND
OIS Compounding
JPY-TONA-OIS-COMPOUND
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
JPY-TONA-OIS Compound
OIS
JPY-TORF QUICK
ISDA
Per 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
JPY-TSR-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
JPY-TSR-Reuters-10:00
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
JPY-LIBOR TSR-10:00
JPY-TSR-Reuters-15:00
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
JPY-LIBOR TSR-15:00
JPY-TSR-Telerate-10:00
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
JPY-TSR-Telerate-15:00
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
JPY USD-Basis Swaps-11:00-ICAP
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
KRW-Bond-3222
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
KRW-CD-3220
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
KRW-CD 91D
KRW-CD 91D
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
KRW-CD-3220
KRW-CD-KSDA-Bloomberg
KRW-CD-KSDA-Bloomberg
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
KRW-CD 91D
KRW-Quarterly Annual Swap Rate-3:30-ICAP
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
MXN-TIIE
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
MXN-TIIE-Banxico
MXN-TIIE-Banxico-Bloomberg
MXN-TIIE-Banxico
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
MXN-TIIE
MXN-TIIE-Banxico-Bloomberg
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
MXN-TIIE
Deprecated usage: MXN-TIIE-Banxico-Reference Banks. It was added to FpML in error, MXN-TIIE-Reference Banks should be used instead.
MXN-TIIE-Banxico-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
MXN-TIIE-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
MYR-KLIBOR
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
MYR-KLIBOR-BNM
LIBO
MYR-KLIBOR-BNM
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
MYR-KLIBOR
LIBO
MYR-KLIBOR-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
LIBO
MYR-Quarterly Swap Rate-11:00-TRADITION
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
MYR-Quarterly Swap Rate-TRADITION-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
NOK-NIBOR
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
NOK-NIBOR-OIBOR
NOK-NIBOR-NIBR-Bloomberg
NIBO
Deprecated usage: "NOK-NIBOR-NIBR" code has been deprecated in supplement 49 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes.
NOK-NIBOR-NIBR
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
NIBO
NOK-NIBOR-NIBR-Bloomberg
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
NOK-NIBOR
NIBO
Deprecated usage: NOK-NIBOR-NIBR-Reference Banks. It was added to FpML in error, NOK-NIBOR-Reference Banks should be used instead.
NOK-NIBOR-NIBR-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
NIBO
NOK-NIBOR-OIBOR
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
NOK-NIBOR
NIBO
NOK-NIBOR-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
NIBO
NOK-NOWA
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
YES
NOK-NOWA-OIS Compound
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
NO
OIS Compounding
OIS
NZD-BBR-BID
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
NZD-BKBM Bid
NZD-BBR-FRA
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
NZD-BKBM FRA
NZD-BBR-ISDC
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
NZD-BBR-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
NZD-BBR-Telerate
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
NZD-BKBM Bid
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
NZD-BBR-BID
NZD-BKBM FRA
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
NZD-BBR-FRA
NZD-BKBM FRA Swap Rate ICAP
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
NO
NZD-Swap Rate-ICAP
SWAP
NZD-NZIONA
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
YES
NZD-NZIONA-OIS Compound
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
NO
NZD-NZIONA-OIS-COMPOUND
OIS Compounding
NZD-NZIONA-OIS-COMPOUND
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
NZD-NZIONA-OIS Compound
OIS
NZD-Semi-Annual Swap Rate-11:00-BGCANTOR
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
NZD-Semi-Annual Swap Rate-BGCANTOR-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
NZD-Swap Rate-ICAP
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
NZD-BKBM FRA Swap Rate ICAP
SWAP
NZD-Swap Rate-ICAP-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
PHP-PHIREF
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
PHP-PHIREF-Bloomberg
Deprecated usage: "PHP-PHIREF-BAP" code has been deprecated in supplement 45 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes.
PHP-PHIREF-BAP
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
PHP-PHIREF-Bloomberg
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
PHP-PHIREF
PHP-PHIREF-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
PHP-Semi-Annual Swap Rate-11:00-BGCANTOR
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
PHP-Semi-Annual Swap Rate-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
PLN-POLONIA
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
PLN-POLONIA-OIS Compound
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
NO
PLN-POLONIA-OIS-COMPOUND
OIS Compounding
PLN-POLONIA-OIS-COMPOUND
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
PLN-POLONIA-OIS Compound
OIS
PLN-WIBID
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
PLN-WIBOR
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
PLN-WIBOR-WIBO
WIBO
PLN-WIBOR-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
WIBO
PLN-WIBOR-WIBO
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
PLN-WIBOR
WIBO
PLZ-WIBOR-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
WIBO
PLZ-WIBOR-WIBO
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
WIBO
REPOFUNDS RATE-FRANCE-OIS-COMPOUND
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
OIS
REPOFUNDS RATE-GERMANY-OIS-COMPOUND
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
OIS
REPOFUNDS RATE-ITALY-OIS-COMPOUND
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
OIS
RON-Annual Swap Rate-11:00-BGCANTOR
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
RON-Annual Swap Rate-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
RON-RBOR-Reuters
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
RON-ROBOR
RON-ROBID
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
RON-ROBOR
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
RON-RBOR-Reuters
RUB-Annual Swap Rate-11:00-BGCANTOR
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
RUB-Annual Swap Rate-12:45-TRADITION
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
RUB-Annual Swap Rate-4:15-TRADITION
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
RUB-Annual Swap Rate-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
RUB-Annual Swap Rate-TRADITION-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
RUB-Key Rate CBRF
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
RUB-MosPrime
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
RUB-MOSPRIME-NFEA
MOSP
RUB-MOSPRIME-NFEA
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
RUB-MosPrime
MOSP
RUB-MOSPRIME-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
MOSP
RUB-RUONIA
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
RUB-RUONIA-OIS Compound
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
NO
RUB-RUONIA-OIS-COMPOUND
OIS Compounding
RUB-RUONIA-OIS-COMPOUND
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
RUB-RUONIA-OIS Compound
OIS
SAR-SAIBOR
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
SAR-SRIOR-SUAA
SAR-SRIOR-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SAR-SRIOR-SUAA
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SAR-SAIBOR
SEK-Annual Swap Rate
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
SEK-Annual Swap Rate-SESWFI
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
SEK-SIOR-OIS-COMPOUND
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SEK-STIBOR-OIS Compound
OIS
SEK-STIBOR
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
SEK-STIBOR-Bloomberg
SEK-STIBOR-SIDE
STBO
SEK-STIBOR-Bloomberg
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SEK-STIBOR
STBO
SEK-STIBOR-OIS Compound
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
NO
SEK-SIOR-OIS-COMPOUND
OIS Compounding
SEK-STIBOR-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
STBO
SEK-STIBOR-SIDE
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SEK-STIBOR
STBO
SGD-Semi-Annual Currency Basis Swap Rate-11:00-Tullett Prebon
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
SGD-Semi-Annual Currency Basis Swap Rate-16:00-Tullett Prebon
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
SGD-Semi-Annual Swap Rate-11:00-BGCANTOR
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
SGD-Semi-Annual Swap Rate-11:00-Tullett Prebon
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
SGD-Semi-Annual Swap Rate-11.00-TRADITION
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
SGD-Semi-Annual Swap Rate-16:00-Tullett Prebon
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
SGD-Semi-Annual Swap Rate-ICAP
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
SGD-Semi-Annual Swap Rate-ICAP-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
SGD-Semi-Annual Swap Rate-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
SGD-Semi-Annual Swap Rate-TRADITION-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
SGD-SIBOR
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
SGD-SIBOR-Reuters
SGD-SIBOR-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SGD-SIBOR-Reuters
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SGD-SIBOR
SGD-SIBOR-Telerate
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
Deprecated usage: "SGD-SONAR-OIS-COMPOUND" code has been deprecated in supplement 35 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes.
SGD-SONAR-OIS-COMPOUND
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
OIS
Deprecated usage: "SGD-SONAR-OIS-VWAP-COMPOUND" code has been deprecated usage: the code has been deprecated in supplement 62 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes.
SGD-SONAR-OIS-VWAP-COMPOUND
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SGD-SORA-COMPOUND
OIS
SGD-SOR
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
SGD-SOR-VWAP
SGD-SORA
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
YES
SGD-SORA-COMPOUND
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SGD-SORA-OIS Compound
OIS
SGD-SORA-OIS Compound
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
NO
SGD-SORA-COMPOUND
OIS Compounding
Deprecated usage: "SGD-SOR-Reference Banks" code has been deprecated in supplement 35 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes.
SGD-SOR-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
Deprecated usage: "SGD-SOR-Reuters" code has been deprecated in supplement 35 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes.
SGD-SOR-Reuters
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SGD-SOR-VWAP
SGD-SOR-Telerate
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SGD-SOR-VWAP
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SGD-SOR
SGD-SOR-VWAP-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SKK-BRIBOR-Bloomberg
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SKK-BRIBOR-BRBO
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
YES
SKK-BRIBOR-NBSK07
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SKK-BRIBOR-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
Deprecated usage: the code has been deprecated in supplement 38 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes.
THB-Semi-Annual Swap Rate-11:00-BGCANTOR
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
Deprecated usage: the code has been deprecated in supplement 38 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes.
THB-Semi-Annual Swap Rate-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
Deprecated usage: "THB-SOR-Reference Banks" code has been deprecated in supplement 38 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes.
THB-SOR-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
Deprecated usage: "THB-SOR-Reuters" code has been deprecated in supplement 35 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes.
THB-SOR-Reuters
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
THB-SOR-Telerate
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
THB-THBFIX
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
THB-THBFIX-Reuters
THB-THBFIX-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
THB-THBFIX-Reuters
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
THB-THBFIX
THB-THOR
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
YES
THB-THOR-COMPOUND
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
THB-THOR-OIS Compound
OIS
THB-THOR-OIS Compound
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
NO
THB-THOR-COMPOUND
OIS Compounding
TRY Annual Swap Rate-11:00-TRADITION
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
TRY-Annual Swap Rate-11:15-BGCANTOR
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
TRY-Annual Swap Rate-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
TRY-Semi-Annual Swap Rate-TRADITION-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
TRY-TLREF-OIS Compound
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
NO
TRY-TLREF-OIS-COMPOUND
OIS Compounding
TRY-TLREF-OIS-COMPOUND
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
TRY-TLREF-OIS Compound
OIS
TRY-TRLIBOR
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
TRY-TRYIBOR-Reuters
LIBO
TRY-TRYIBOR-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
TRY-TRYIBOR-Reuters
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
TRY-TRLIBOR
TWD-Quarterly-Annual Swap Rate-11:00-BGCANTOR
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
TWD-Quarterly-Annual Swap Rate-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
TWD-Reference Dealers
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
TWD-Reuters-6165
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
TWD-TAIBIR01
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
YES
TWD-TAIBIR02
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
YES
TWD-TAIBOR
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
TWD-TAIBOR-Bloomberg
TWD-TAIBOR-Reuters
TWD-TAIBOR-Bloomberg
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
TWD-TAIBOR
TWD-TAIBOR-Reuters
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
TWD-TAIBOR
TWD-Telerate-6165
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
TWD-TWCPBA
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
UK Base Rate
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
GBP-UK Base Rate
USD-3M LIBOR SWAP-CME vs LCH-ICAP
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
USD-3M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
USD-6M LIBOR SWAP-CME vs LCH-ICAP
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
USD-6M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
USD-AMERIBOR
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
YES
USD-AMERIBOR Average 30D
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
YES
USD-AMERIBOR Average 90D
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
YES
USD-AMERIBOR Term
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
YES
USD-AMERIBOR Term Structure
ISDA
Per 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
USD-Annual Swap Rate-11:00-BGCANTOR
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
USD-Annual Swap Rate-11:00-TRADITION
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
USD-Annual Swap Rate-4:00-TRADITION
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
USD-BA-H.15
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
YES
USD-BA-Reference Dealers
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
USD-BMA Municipal Swap Index
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
USD-BSBY
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
YES
USD-CD-H.15
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
USD-CD-Reference Dealers
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
USD-CMS-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
USD-CMS-Reference Banks-ICAP SwapPX
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
USD-CMS-Reuters
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
USD-CMS-Telerate
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
USD-CMT
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
USD-CMT-T7051
USD-CMT Average 1W
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
USD-CMT-T7052
USD-CMT-T7051
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
USD-CMT
USD-CMT-T7052
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
USD-CMT Average 1W
USD-COF11-FHLBSF
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
USD-COFI
USD-COF11-Reuters
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
USD-COFI
USD-COF11-Telerate
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
USD-COFI
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
USD-COF11-FHLBSF
USD-COF11-Reuters
USD-CP-H.15
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
USD-CP-Money Market Yield
USD-CP-Money Market Yield
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
USD-CP-H.15
USD-CP-Reference Dealers
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
USD-Federal Funds
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
USD-Federal Funds-H.15
USD-Federal Funds-H.15-Bloomberg
EFFR
USD-Federal Funds-H.15
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
USD-Federal Funds
EFFR
USD-Federal Funds-H.15-Bloomberg
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
USD-Federal Funds
EFFR
USD-Federal Funds-H.15-OIS-COMPOUND
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
USD-Federal Funds-OIS Compound
OIS
USD-Federal Funds-OIS Compound
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
NO
USD-Federal Funds-H.15-OIS-COMPOUND
OIS Compounding
USD-Federal Funds-Reference Dealers
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
EFFR
USD-FFCB-DISCO
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
USD-ISDAFIX3-Swap Rate
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
USD-LIBOR ICE Swap Rate-11:00
ISDA
USD-ISDAFIX3-Swap Rate-3:00
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
USD-LIBOR ICE Swap Rate-15:00
ISDA
USD-ISDA-Swap Rate
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
USD-LIBOR ICE Swap Rate-11:00
SWAP
USD-ISDA-Swap Rate-3:00
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
USD-LIBOR ICE Swap Rate-15:00
SWAP
USD-LIBOR
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
USD-LIBOR-BBA
USD-LIBOR-BBA-Bloomberg
LIBO
USD-LIBOR-BBA
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
USD-LIBOR
LIBO
USD-LIBOR-BBA-Bloomberg
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
USD-LIBOR
LIBO
USD-LIBOR ICE Swap Rate-11:00
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
NO
USD-ISDA-Swap Rate
USD-ISDAFIX3-Swap Rate
SWAP
USD-LIBOR ICE Swap Rate-15:00
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
NO
USD-ISDA-Swap Rate-3:00
USD-ISDAFIX3-Swap Rate-3:00
SWAP
USD-LIBOR-ISDA
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
LIBO
USD-LIBOR-LIBO
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
LIBO
USD-LIBOR-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
LIBO
USD-Municipal Swap Index
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
USD-SIFMA Municipal Swap Index
USD-BMA Municipal Swap Index
MAAA
USD-Municipal Swap Libor Ratio-11:00-ICAP
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
MAAA
USD-Municipal Swap Rate-11:00-ICAP
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
MAAA
USD-OIS-11:00-BGCANTOR
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
OIS
USD-OIS-11:00-LON-ICAP
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
OIS
USD-OIS-11:00-NY-ICAP
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
OIS
USD-OIS-11:00-TRADITION
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
OIS
USD-OIS-3:00-BGCANTOR
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
OIS
USD-OIS-3:00-NY-ICAP
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
OIS
USD-OIS-4:00-TRADITION
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
OIS
USD-Overnight Bank Funding Rate
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
YES
USD-Prime
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
USD-Prime-H.15
USD-Prime-H.15
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
USD-Prime
USD-Prime-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
USD-S&P Index-High Grade
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
USD-SandP Index High Grade
USD-SandP Index High Grade
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
USD-S&P Index-High Grade
USD-SIBOR-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
Deprecated usage: the code has been deprecated in supplement 36 to the 2006 ISDA definitions (Section 7.1 (ab) (xxviii) USD-SIBOR-SIBO is deleted in its entirety). The code is kept in FpML for backward compatibility purposes.
USD-SIBOR-SIBO
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
USD-SIFMA Municipal Swap Index
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
USD-Municipal Swap Index
MAAA
USD-SOFR
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
YES
SOFR
USD-SOFR Average 180D
ISDA
Per 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
YES
SOFR
USD-SOFR Average 30D
ISDA
Per 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
YES
SOFR
USD-SOFR Average 90D
ISDA
Per 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
YES
SOFR
USD-SOFR CME Term
ISDA
Per 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
USD-SOFR-COMPOUND
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
USD-SOFR-OIS Compound
OIS
USD-SOFR Compounded Index
ISDA
Per 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
USD-SOFR-OIS Compound
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
NO
USD-SOFR-COMPOUND
OIS Compounding
USD Swap Rate-BCMP1
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
USD-TBILL-H.15
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
YES
TREA
USD-TBILL-H.15-Bloomberg
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
YES
TREA
USD-TBILL-Secondary Market
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
YES
USD-TBILL Secondary Market-Bond Equivalent Yield
TREA
USD-TBILL Secondary Market-Bond Equivalent Yield
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
NO
USD-TBILL-Secondary Market
TREA
USD-TIBOR-ISDC
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
YES
TIBO
USD-TIBOR-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
TIBO
USD-Treasury-19901-3:00-ICAP
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
TREA
USD Treasury Rate-BCMP1
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
TREA
USD-Treasury Rate-ICAP BrokerTec
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
TREA
USD-Treasury Rate-SwapMarker100
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
TREA
USD-Treasury Rate-SwapMarker99
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
TREA
USD-Treasury Rate-T19901
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
TREA
USD-Treasury Rate-T500
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
TREA
VND-Semi-Annual Swap Rate-11:00-BGCANTOR
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
VND-Semi-Annual Swap Rate-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
ZAR-DEPOSIT-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
ZAR-DEPOSIT-SAFEX
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
YES
ZAR-JIBAR
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
ZAR-JIBAR-SAFEX
JIBA
ZAR-JIBAR-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
JIBA
ZAR-JIBAR-SAFEX
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
ZAR-JIBAR
JIBA
ZAR-Prime Average
ISDA
Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
YES
ZAR-PRIME-AVERAGE
ZAR-PRIME-AVERAGE
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
ZAR-Prime Average
ZAR-PRIME-AVERAGE-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
ZAR-Quarterly Swap Rate-1:00-TRADITION
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
ZAR-Quarterly Swap Rate-5:30-TRADITION
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP
ZAR-Quarterly Swap Rate-TRADITION-Reference Banks
ISDA
Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
NO
SWAP