|
Code
|
Source
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Description
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Effective Date (DD/MM/YYYY)
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|
EUR-EuroSTR Average 12M
|
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.
|
Production
|
01/12/2021
|
|
Testing
|
19/10/2021
|
|
EUR-EuroSTR Average 1M
|
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.
|
Production
|
01/12/2021
|
|
Testing
|
19/10/2021
|
|
EUR-EuroSTR Average 1W
|
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.
|
Production
|
01/12/2021
|
|
Testing
|
19/10/2021
|
|
EUR-EuroSTR Average 3M
|
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.
|
Production
|
01/12/2021
|
|
Testing
|
19/10/2021
|
|
EUR-EuroSTR Average 6M
|
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.
|
Production
|
01/12/2021
|
|
Testing
|
19/10/2021
|
|
EUR-EuroSTR 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.
|
Production
|
01/12/2021
|
|
Testing
|
19/10/2021
|
|
GBP-SONIA ICE 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.
|
Production
|
01/12/2021
|
|
Testing
|
19/10/2021
|
|
GBP-SONIA Refinitiv 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.
|
Production
|
01/12/2021
|
|
Testing
|
19/10/2021
|
|
INR-Modified 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.
|
Production
|
01/12/2021
|
|
Testing
|
19/10/2021
|
|
JPY-TONA Average 180D
|
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.
|
Production
|
01/12/2021
|
|
Testing
|
19/10/2021
|
|
JPY-TONA 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.
|
Production
|
01/12/2021
|
|
Testing
|
19/10/2021
|
|
JPY-TONA 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.
|
Production
|
01/12/2021
|
|
Testing
|
19/10/2021
|
|
JPY-TONA 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.
|
Production
|
01/12/2021
|
|
Testing
|
19/10/2021
|
|
JPY-TORF QUICK
|
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.
|
Production
|
01/12/2021
|
|
Testing
|
19/10/2021
|
|
USD-AMERIBOR Term Structure
|
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.
|
Production
|
01/12/2021
|
|
Testing
|
19/10/2021
|
|
USD-SOFR Average 180D
|
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.
|
Production
|
01/12/2021
|
|
Testing
|
19/10/2021
|
|
USD-SOFR 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.
|
Production
|
01/12/2021
|
|
Testing
|
19/10/2021
|
|
USD-SOFR 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.
|
Production
|
01/12/2021
|
|
Testing
|
19/10/2021
|
|
USD-SOFR CME 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.
|
Production
|
01/12/2021
|
|
Testing
|
19/10/2021
|
|
USD-SOFR 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.
|
Production
|
01/12/2021
|
|
Testing
|
19/10/2021
|