Dear Participants,
Please note that the following update(s) of the floating rate indices will be supported in the HKTR system.
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Code
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Source
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Description
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Effective Date (DD/MM/YYYY)
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EUR-EuroSTR ICE Swap Rate
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ISDA
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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
|
01/02/2025 |
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Testing
|
17/12/2024 |
|
IDR-INDONIA
|
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
|
01/02/2025 |
|
Testing
|
17/12/2024 |
|
IDR-INDONIA-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
|
01/02/2025 |
|
Testing
|
17/12/2024 |
|
PHP-ORR
|
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
|
01/02/2025 |
|
Testing
|
17/12/2024 |
|
USD-SOFR ICE Swap Rate Spreads
|
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
|
01/02/2025 |
|
Testing
|
17/12/2024 |
|
|
|
|
|
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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.