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Update of the floating rate indices effective on 01-Apr-2021

16 February 2021

Dear Participants,

Please note that the following update(s) of the floating rate indices will be supported in the HKTR system.

 

Code

Source

Description

Effective Date (DD/MM/YYYY)

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.

Production Environment

01/04/2021

Testing Environments

17/02/2021


The full list of coding schemes and enumerations supported in the HKTR system is documented in the
AIDG Appendix F available on this HKTR Info Page website. You may also use the “View Coding Scheme” function on the TR System to view the list of floating rate indices supported on the enquiry date. Thank you.

Last revision date:16 February 2021