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) |
| USD-AMERIBOR |
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
Environment |
01/06/2021 |
Testing
Environments |
19/04/2021 |
| USD-AMERIBOR Average 30D |
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
Environment |
01/06/2021 |
Testing
Environments |
19/04/2021 |
| USD-AMERIBOR Average 90D |
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
Environment |
01/06/2021 |
Testing
Environments |
19/04/2021 |
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.