|
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
|