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Update of the floating rate indices effective on 01-Feb-2023

16 December 2022

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)

CHF-SARON Average 12M

ISDA

Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

Production

01/02/2023

Testing

19/12/2022

CHF-SARON Average 1M

ISDA

Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

Production

01/02/2023

Testing

19/12/2022

CHF-SARON 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.

Production

01/02/2023

Testing

19/12/2022

CHF-SARON Average 2M

ISDA

Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

Production

01/02/2023

Testing

19/12/2022

CHF-SARON Average 3M

ISDA

Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

Production

01/02/2023

Testing

19/12/2022

CHF-SARON Average 6M

ISDA

Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

Production

01/02/2023

Testing

19/12/2022

CHF-SARON Average 9M

ISDA

Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

Production

01/02/2023

Testing

19/12/2022

CHF-SARON Compounded 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.

Production

01/02/2023

Testing

19/12/2022

EUR-EuroSTR Term

ISDA

Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

Production

01/02/2023

Testing

19/12/2022

HUF-HUFONIA-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.

Production

01/02/2023

Testing

19/12/2022

ILS-SHIR

ISDA

Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

Production

01/02/2023

Testing

19/12/2022

ILS-SHIR-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.

Production

01/02/2023

Testing

19/12/2022

KRW-KOFR

ISDA

Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

Production

01/02/2023

Testing

19/12/2022

KRW-KOFR-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.

Production

01/02/2023

Testing

19/12/2022

MYR-MYOR

ISDA

Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

Production

01/02/2023

Testing

19/12/2022

MYR-MYOR-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.

Production

01/02/2023

Testing

19/12/2022

PLN-WIRON

ISDA

Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

Production

01/02/2023

Testing

19/12/2022

PLN-WIRON-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.

Production

01/02/2023

Testing

19/12/2022

 

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 December 2022
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