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

16 June 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)

AUD-AONIA

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.

Production

01/08/2021

Testing

17/06/2021

CAD-CORRA

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.

Production

01/08/2021

Testing

17/06/2021

CHF-SARON

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.

Production

01/08/2021

Testing

17/06/2021

CNY 7-Repo Compounding Date

ISDA

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).

 

Per 2006 ISDA Definitions or Annex to 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

01/08/2021

Testing

17/06/2021

EUR-EuroSTR

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.

Production

01/08/2021

Testing

17/06/2021

GBP-SONIA

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.

Production

01/08/2021

Testing

17/06/2021

GBP-SONIA 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.

Production

01/08/2021

Testing

17/06/2021

HKD-HONIA

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.

Production

01/08/2021

Testing

17/06/2021

JPY-TONA

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.

Production

01/08/2021

Testing

17/06/2021

NOK-NOWA

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.

Production

01/08/2021

Testing

17/06/2021

NZD-NZIONA

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.

Production

01/08/2021

Testing

17/06/2021

SGD-SORA

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.

Production

01/08/2021

Testing

17/06/2021

THB-THOR

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.

Production

01/08/2021

Testing

17/06/2021

USD-AMERIBOR 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.

Production

01/08/2021

Testing

17/06/2021

USD-BSBY

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.

Production

01/08/2021

Testing

17/06/2021

USD-SOFR

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.

Production

01/08/2021

Testing

17/06/2021


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 June 2021