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Update of the floating rate indices effective on 4-Oct-2021

27 September 2021

Dear Participants,

To cope with the floating rate indices emerging from 2021 ISDA Definitions and changes in code description, an update is implemented to the coding scheme “FloatingRateIndex” in the HKTR system. The update will be effective in testing environments on 28 September 2021 and production environment on 4 October 2021. TR members will be given six weeks to perform testing and prepare for reporting the new indices.

The full list of coding schemes and enumerations with the highlighted changes is documented in the AIDG Appendix F available on this HKTR Info Page website to allow participants to keep abreast of the latest development supported in the HKTR system. 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:27 September 2021