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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 Average 1W |
ISDA
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Per 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
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Production
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01/10/2021
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Testing
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17/08/2021
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EUR-EuroSTR Average 1M |
ISDA
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Per 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
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Production
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01/10/2021
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Testing
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17/08/2021
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EUR-EuroSTR Average 3M |
ISDA
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Per 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
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Production
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01/10/2021
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Testing
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17/08/2021
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EUR-EuroSTR Average 6M |
ISDA
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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
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01/10/2021
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Testing
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17/08/2021
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EUR-EuroSTR Average 12M |
ISDA
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Per 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
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Production
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01/10/2021
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Testing
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17/08/2021
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EUR-EuroSTR Compounded Index |
ISDA
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Per 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
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Production
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01/10/2021
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Testing
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17/08/2021
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GBP-SONIA ICE Term |
ISDA
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Per 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
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Production
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01/10/2021
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Testing
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17/08/2021
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GBP-SONIA Refinitiv Term |
ISDA
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Per 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
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Production
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01/10/2021
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Testing
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17/08/2021
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HKD-HIBOR-HIBOR= |
ISDA
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code has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of certain Hong Kong Rate Options.). The code is kept in FpML for backward compatibility purposes.Deprecated usage: "HKD-HIBOR-HIBOR=" code has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of certain Hong Kong Rate Options.). The code is kept in FpML for backward compatibility purposes.
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.
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Production
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01/10/2021
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Testing
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17/08/2021
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HKD-HIBOR-HIBOR-Bloomberg |
ISDA
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code has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of certain Hong Kong Rate Options.). The code is kept in FpML for backward compatibility purposes.Deprecated usage: "HKD-HIBOR-HIBOR-Bloomberg" code has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of certain Hong Kong Rate Options.). The code is kept in FpML for backward compatibility purposes.
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.
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Production
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01/10/2021
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Testing
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17/08/2021
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HKD-Quarterly-Annual Swap Rate-4:00-BGCANTOR |
ISDA
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code has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of certain Hong Kong Rate Options.). The code is kept in FpML for backward compatibility purposes.Deprecated usage: "HKD-Quarterly-Annual Swap Rate-4:00-BGCANTOR" code has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of certain Hong Kong Rate Options.). The code is kept in FpML for backward compatibility purposes.
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.
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Production
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01/10/2021
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Testing
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17/08/2021
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HKD-Quarterly-Annual Swap Rate-11:00-BGCANTOR |
ISDA
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code has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of certain Hong Kong Rate Options.). The code is kept in FpML for backward compatibility purposes.Deprecated usage: "HKD-Quarterly-Annual Swap Rate-11:00-BGCANTOR" code has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of certain Hong Kong Rate Options.). The code is kept in FpML for backward compatibility purposes.
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.
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Production
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01/10/2021
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Testing
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17/08/2021
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HKD-Quarterly-Annual Swap Rate-11:00-TRADITION |
ISDA
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code has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of certain Hong Kong Rate Options.). The code is kept in FpML for backward compatibility purposes.Deprecated usage: "HKD-Quarterly-Annual Swap Rate-11:00-TRADITION" code has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of certain Hong Kong Rate Options.). The code is kept in FpML for backward compatibility purposes.
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.
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Production
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01/10/2021
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Testing
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17/08/2021
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HKD-Quarterly-Annual Swap Rate-Reference Banks |
ISDA
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code has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of certain Hong Kong Rate Options.). The code is kept in FpML for backward compatibility purposes.Deprecated usage: "HKD-Quarterly-Annual Swap Rate-Reference Banks" code has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of certain Hong Kong Rate Options.). The code is kept in FpML for backward compatibility purposes.
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.
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Production
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01/10/2021
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Testing
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17/08/2021
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HKD-Quarterly-Quarterly Swap Rate-4:00-ICAP |
ISDA
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code has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of certain Hong Kong Rate Options.). The code is kept in FpML for backward compatibility purposes.Deprecated usage: "HKD-Quarterly-Quarterly Swap Rate-4:00-ICAP" code has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of certain Hong Kong Rate Options.). The code is kept in FpML for backward compatibility purposes.
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.
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Production
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01/10/2021
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Testing
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17/08/2021
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HKD-Quarterly-Quarterly Swap Rate-11:00-ICAP |
ISDA
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code has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of certain Hong Kong Rate Options.). The code is kept in FpML for backward compatibility purposes.Deprecated usage: "HKD-Quarterly-Quarterly Swap Rate-11:00-ICAP" code has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of certain Hong Kong Rate Options.). The code is kept in FpML for backward compatibility purposes.
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.
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Production
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01/10/2021
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Testing
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17/08/2021
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HKD-Quarterly-Quarterly Swap Rate-Reference Banks |
ISDA
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code has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of certain Hong Kong Rate Options.). The code is kept in FpML for backward compatibility purposes.Deprecated usage: "HKD-Quarterly-Quarterly Swap Rate-Reference Banks" code has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of certain Hong Kong Rate Options.). The code is kept in FpML for backward compatibility purposes.
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.
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Production
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01/10/2021
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Testing
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17/08/2021
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IDR-Semi Annual Swap Rate-Non-deliverable-16:00-Tullett Prebon |
ISDA
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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.
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Production
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01/10/2021
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Testing
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17/08/2021
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JPY-TONA Average 30D |
ISDA
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Per 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
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Production
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01/10/2021
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Testing
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17/08/2021
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JPY-TONA Average 90D |
ISDA
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Per 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
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Production
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01/10/2021
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Testing
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17/08/2021
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JPY-TONA Average 180D |
ISDA
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Per 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
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Production
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01/10/2021
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Testing
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17/08/2021
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JPY-TONA Compounded Index |
ISDA
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Per 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
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Production
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01/10/2021
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Testing
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17/08/2021
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MXN-TIIE-Banxico-Reference Banks |
ISDA
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Deprecated usage: MXN-TIIE-Banxico-Reference Banks. It was added to FpML in error, MXN-TIIE-Reference Banks should be used instead.
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.
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Production
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01/10/2021
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Testing
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17/08/2021
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MXN-TIIE-Reference Banks |
ISDA
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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.
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Production
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01/10/2021
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Testing
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17/08/2021
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NOK-NIBOR-NIBR-Bloomberg |
ISDA
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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.
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Production
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01/10/2021
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Testing
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17/08/2021
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NOK-NIBOR-NIBR-Reference Banks |
ISDA
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Deprecated usage: NOK-NIBOR-NIBR-Reference Banks. It was added to FpML in error, NOK-NIBOR-Reference Banks should be used instead
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.
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Production
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01/10/2021
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Testing
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17/08/2021
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NOK-NOWA-OIS Compound |
ISDA
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Per 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
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Production
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01/10/2021
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Testing
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17/08/2021
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PHP-PHIREF-BAP |
ISDA
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code has been deprecated in supplement 45 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes.Deprecated usage: "PHP-PHIREF-BAP" code has been deprecated in supplement 45 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes.
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.
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Production
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01/10/2021
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Testing
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17/08/2021
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THB-Semi-Annual Swap Rate-11:00-BGCANTOR |
ISDA
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code has been deprecated in supplement 38 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes.Deprecated usage: "THB-Semi-Annual Swap Rate-11:00-BGCANTOR" code has been deprecated in supplement 38 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes.
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.
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Production
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01/10/2021
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Testing
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17/08/2021
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THB-Semi-Annual Swap Rate-Reference Banks |
ISDA
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code has been deprecated in supplement 38 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes.Deprecated usage: "THB-Semi-Annual Swap Rate-Reference Banks" code has been deprecated in supplement 38 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes.
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.
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Production
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01/10/2021
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Testing
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17/08/2021
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USD-AMERIBOR Term Structure |
ISDA
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Per 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
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Production
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01/10/2021
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Testing
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17/08/2021
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USD-SIBOR-SIBO |
ISDA
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code has been deprecated in supplement 38 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes.Deprecated usage: "USD-SIBOR-SIBO" code has been deprecated in supplement 38 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes.
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.
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Production
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01/10/2021
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Testing
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17/08/2021
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USD-SOFR Average 30D |
ISDA
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Per 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
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Production
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01/10/2021
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Testing
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17/08/2021
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USD-SOFR Average 90D |
ISDA
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Per 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
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Production
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01/10/2021
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Testing
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17/08/2021
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USD-SOFR Average 180D |
ISDA
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Per 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
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Production
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01/10/2021
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Testing
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17/08/2021
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USD-SOFR Compounded Index |
ISDA
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Per 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
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Production
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01/10/2021
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Testing
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17/08/2021
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