Common Interest Rates Ontology
type: Ontology
abstract: This ontology provides reference data for commonly referenced interest rates, specifically those that are referenced in the ISDA FpML codes for floating interest rates. The rates included herein are generated directly from the FpML published reference data.
license: Copyright (c) 2015-2025 EDM Council, Inc. Copyright (c) 2015-2025 Object Management Group, Inc. Copyright (c) 2015-2025 Thematix Partners LLC Copyright (c) 2023-2025 Federated Knowledge, LLC Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the 'Software'), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions: The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software. THE SOFTWARE IS PROVIDED 'AS IS', WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE. See https://opensource.org/licenses/MIT.
imports: USFinancialServicesEntitiesIndividuals
imports: USRegulatoryAgencies
imports: ISO4217-CurrencyCodes
imports: Relations
imports: AnnotationVocabulary
imports: InterestRates
imports: MarketDataProviders
imports: Organizations
version IRI: CommonInterestRates
change note: The https://spec.edmcouncil.org/fibo/ontology/IND/InterestRates/CommonInterestRates.rdf version of the ontology was modified to use the Commons Ontology Library (Commons) Annotation Vocabulary rather than the OMG's Specification Metadata vocabulary.
change note: The https://spec.edmcouncil.org/fibo/ontology/IND/InterestRates/InterestRates.rdf version of the ontology was modified to replace additional content that is now available in the OMG Commons Ontology Library (Commons) v1.2 (FND-389).
change note: The https://spec.edmcouncil.org/fibo/ontology/IND/InterestRates/InterestRates.rdf version of this ontology was modified to normalize the prefix for the EU individuals ontology and update the reference interest rates as of 10 March 2023.
change note: The https://spec.edmcouncil.org/fibo/ontology/IND/InterestRates/InterestRates.rdf version of this ontology was modified to normalize the prefix for the EU individuals ontology and update the reference interest rates as of 26 April 2024.
change note: The https://spec.edmcouncil.org/fibo/ontology/IND/InterestRates/InterestRates.rdf version of this ontology was modified to update the reference interest rates as of Q4 2024.
change note: The https://spec.edmcouncil.org/fibo/ontology/IND/InterestRates/InterestRates.rdf version of this ontology was revised extensively to restructure the way in which interest rate benchmarks are modeled and eliminate references to the merged interest rate publishers ontology.
change note: The https://spec.edmcouncil.org/fibo/ontology/IND/InterestRates/InterestRates.rdf version of this ontology was revised to reflect the latest FpML rates, which include a number of changes, including deprecating some rates and replacing them with others.
change note: The https://spec.edmcouncil.org/fibo/ontology/IND/InterestRates/InterestRates.rdf version of this ontology was revised to reflect the latest FpML rates.
has maturity level: Release
adapted from: http://www.fpml.org/coding-scheme/floating-rate-index-3-10.xml
copyright: Copyright (c) 2015-2025 EDM Council, Inc.
copyright: Copyright (c) 2015-2025 Object Management Group, Inc.
copyright: Copyright (c) 2015-2025 Thematix Partners LLC
copyright: Copyright (c) 2023-2025 Federated Knowledge, LLC

AED-EIBOR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: UAEDirham
abbreviation: AED-EIBOR
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

AUD-AONIA
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: AustralianDollar
abbreviation: AUD-AONIA
explanatory note: 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.

AUD-AONIA-OIS Compound
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: AustralianDollar
abbreviation: AUD-AONIA-OIS Compound
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

AUD-BBR-ISDC
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: AustralianDollar
abbreviation: AUD-BBR-ISDC
explanatory note: 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.

AUD-BBSW
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: AustralianDollar
abbreviation: AUD-BBSW
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

AUD-BBSW Quarterly Swap Rate ICAP
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: AustralianDollar
abbreviation: AUD-BBSW Quarterly Swap Rate ICAP
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

AUD-BBSW Semi Annual Swap Rate ICAP
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: AustralianDollar
has tenor: TwelveMonths
abbreviation: AUD-BBSW Semi Annual Swap Rate ICAP
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

AUD-BBSY Bid
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: AustralianDollar
abbreviation: AUD-BBSY Bid
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

AUD-LIBOR-BBA
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: AustralianDollar
abbreviation: AUD-LIBOR-BBA
explanatory note: 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.

AUD-LIBOR-BBA-Bloomberg
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: AustralianDollar
abbreviation: AUD-LIBOR-BBA-Bloomberg
explanatory note: 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.
is provided by: BloombergLP

AUD-LIBOR-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: AustralianDollar
abbreviation: AUD-LIBOR-Reference Banks
explanatory note: 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.

AUD-Quarterly Swap Rate-ICAP-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: AustralianDollar
has tenor: ThreeMonths
abbreviation: AUD-Quarterly Swap Rate-ICAP-Reference Banks
explanatory note: 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.

AUD-Semi-Annual Swap Rate-11:00-BGCANTOR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: AustralianDollar
has tenor: SixMonths
abbreviation: AUD-Semi-Annual Swap Rate-11:00-BGCANTOR
explanatory note: 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.
is provided by: FenicsMarketData

AUD-Semi-Annual Swap Rate-BGCANTOR-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: AustralianDollar
has tenor: SixMonths
abbreviation: AUD-Semi-Annual Swap Rate-BGCANTOR-Reference Banks
explanatory note: 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.

AUD-Semi-Annual Swap Rate-ICAP-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: AustralianDollar
has tenor: SixMonths
abbreviation: AUD-Semi-Annual Swap Rate-ICAP-Reference Banks
explanatory note: 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.

AUD-Swap Rate-Reuters
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: AustralianDollar
abbreviation: AUD-Swap Rate-Reuters
explanatory note: 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.
is provided by: ThomsonReuters

BRL-CDI
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: BrazilianReal
abbreviation: BRL-CDI
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

CAD-BA-ISDD
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: CanadianDollar
abbreviation: CAD-BA-ISDD
explanatory note: 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.

CAD-BA-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: CanadianDollar
abbreviation: CAD-BA-Reference Banks
explanatory note: 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.

CAD-BA-Telerate
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: CanadianDollar
abbreviation: CAD-BA-Telerate
explanatory note: 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.
is provided by: ThomsonReuters

CAD-CDOR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: CanadianDollar
abbreviation: CAD-CDOR
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

CAD-CORRA
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: CanadianDollar
abbreviation: CAD-CORRA
explanatory note: 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.

CAD-CORRA-OIS Compound
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: CanadianDollar
abbreviation: CAD-CORRA-OIS Compound
explanatory note: 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.

CAD-CORRA CanDeal TMX Term
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: CanadianDollar
abbreviation: CAD-CORRA CanDeal TMX Term
explanatory note: 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.

CAD-CORRA Compounded Index
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: CanadianDollar
abbreviation: CAD-CORRA Compounded Index
explanatory note: 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.

CAD-ISDA-Swap Rate
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: CanadianDollar
abbreviation: CAD-ISDA-Swap Rate
explanatory note: 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.

CAD-LIBOR-BBA
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: CanadianDollar
abbreviation: CAD-LIBOR-BBA
explanatory note: 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.

CAD-LIBOR-BBA-Bloomberg
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: CanadianDollar
abbreviation: CAD-LIBOR-BBA-Bloomberg
explanatory note: 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.
is provided by: BloombergLP

CAD-LIBOR-BBA-SwapMarker
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: CanadianDollar
abbreviation: CAD-LIBOR-BBA-SwapMarker
explanatory note: 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.
is provided by: SwapMarker

CAD-LIBOR-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: CanadianDollar
abbreviation: CAD-LIBOR-Reference Banks
explanatory note: 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.

CAD-REPO-CORRA
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: CanadianDollar
abbreviation: CAD-REPO-CORRA
explanatory note: 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.

CAD-TBILL-ISDD
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: CanadianDollar
abbreviation: CAD-TBILL-ISDD
explanatory note: 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.

CAD-TBILL-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: CanadianDollar
abbreviation: CAD-TBILL-Reference Banks
explanatory note: 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.

CAD-TBILL-Reuters
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: CanadianDollar
abbreviation: CAD-TBILL-Reuters
explanatory note: 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.
is provided by: ThomsonReuters

CAD-TBILL-Telerate
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: CanadianDollar
abbreviation: CAD-TBILL-Telerate
explanatory note: 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.
is provided by: ThomsonReuters

CHF-3M LIBOR SWAP-CME vs LCH-ICAP
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SwissFranc
has tenor: ThreeMonths
abbreviation: CHF-3M LIBOR SWAP-CME vs LCH-ICAP
explanatory note: 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.

CHF-3M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SwissFranc
has tenor: ThreeMonths
abbreviation: CHF-3M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg
explanatory note: 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.
is provided by: BloombergLP

CHF-3M LIBOR SWAP-EUREX vs LCH-ICAP
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SwissFranc
has tenor: ThreeMonths
abbreviation: CHF-3M LIBOR SWAP-EUREX vs LCH-ICAP
explanatory note: 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.

CHF-3M LIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SwissFranc
has tenor: ThreeMonths
abbreviation: CHF-3M LIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg
explanatory note: 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.
is provided by: BloombergLP

CHF-6M LIBORSWAP-CME vs LCH-ICAP-Bloomberg
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SwissFranc
has tenor: SixMonths
abbreviation: CHF-6M LIBORSWAP-CME vs LCH-ICAP-Bloomberg
explanatory note: 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.
is provided by: BloombergLP

CHF-6M LIBOR SWAP-CME vs LCH-ICAP
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SwissFranc
has tenor: SixMonths
abbreviation: CHF-6M LIBOR SWAP-CME vs LCH-ICAP
explanatory note: 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.

CHF-6M LIBOR SWAP-EUREX vs LCH-ICAP
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SwissFranc
has tenor: SixMonths
abbreviation: CHF-6M LIBOR SWAP-EUREX vs LCH-ICAP
explanatory note: 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.

CHF-6M LIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SwissFranc
has tenor: SixMonths
abbreviation: CHF-6M LIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg
explanatory note: 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.
is provided by: BloombergLP

CHF-Annual Swap Rate
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SwissFranc
has tenor: TwelveMonths
abbreviation: CHF-Annual Swap Rate
explanatory note: 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.

CHF-Annual Swap Rate-11:00-ICAP
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SwissFranc
has tenor: TwelveMonths
abbreviation: CHF-Annual Swap Rate-11:00-ICAP
explanatory note: 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.

CHF-Annual Swap Rate-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SwissFranc
has tenor: TwelveMonths
abbreviation: CHF-Annual Swap Rate-Reference Banks
explanatory note: 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.

CHF-Basis Swap-3m vs 6m-LIBOR-11:00-ICAP
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SwissFranc
abbreviation: CHF-Basis Swap-3m vs 6m-LIBOR-11:00-ICAP
explanatory note: 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.

CHF-ISDAFIX-Swap Rate
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SwissFranc
abbreviation: CHF-ISDAFIX-Swap Rate
explanatory note: 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.

CHF-LIBOR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SwissFranc
abbreviation: CHF-LIBOR
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

CHF-LIBOR-ISDA
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SwissFranc
abbreviation: CHF-LIBOR-ISDA
explanatory note: 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.

CHF-LIBOR-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SwissFranc
abbreviation: CHF-LIBOR-Reference Banks
explanatory note: 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.

CHF-OIS-11:00-ICAP
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SwissFranc
abbreviation: CHF-OIS-11:00-ICAP
explanatory note: 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.

CHF-SARON
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SwissFranc
abbreviation: CHF-SARON
explanatory note: 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.

CHF-SARON-OIS Compound
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SwissFranc
abbreviation: CHF-SARON-OIS Compound
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

CHF-SARON Average 12M
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SwissFranc
abbreviation: CHF-SARON Average 12M
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

CHF-SARON Average 1M
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SwissFranc
abbreviation: CHF-SARON Average 1M
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

CHF-SARON Average 1W
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SwissFranc
abbreviation: CHF-SARON Average 1W
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

CHF-SARON Average 2M
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SwissFranc
abbreviation: CHF-SARON Average 2M
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

CHF-SARON Average 3M
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SwissFranc
abbreviation: CHF-SARON Average 3M
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

CHF-SARON Average 6M
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SwissFranc
abbreviation: CHF-SARON Average 6M
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

CHF-SARON Average 9M
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SwissFranc
abbreviation: CHF-SARON Average 9M
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

CHF-SARON Compounded Index
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SwissFranc
abbreviation: CHF-SARON Compounded Index
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

CHF-TOIS-OIS-COMPOUND
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SwissFranc
abbreviation: CHF-TOIS-OIS-COMPOUND
explanatory note: 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.

CHF USD-Basis Swaps-11:00-ICAP
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SwissFranc
abbreviation: CHF USD-Basis Swaps-11:00-ICAP
explanatory note: 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.

CLP-ICP
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: ChileanPeso
abbreviation: CLP-ICP
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

CLP-TNA
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: ChileanPeso
abbreviation: CLP-TNA
explanatory note: Refers to the Indice Camara Promedio ("ICP") rate for Chilean Pesos which, for a Reset Date, is determined and published by the Asociacion de Bancos e Instituciones Financieras de Chile A.G. ("ABIF") in accordance with the "Reglamento Indice de Camara Promedio" of the ABIF as published in the Diario Oficial de la Republica de Chile (the "ICP Rules") and which is reported on the ABIF website by not later than 10:00 a.m., Santiago time, on that Reset Date.

CNY-Deposit Rate
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: YuanRenminbi
abbreviation: CNY-Deposit Rate
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

CNY-Fixing Repo Rate
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: YuanRenminbi
abbreviation: CNY-Fixing Repo Rate
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

CNY-LPR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: YuanRenminbi
abbreviation: CNY-LPR
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

CNY-Quarterly 7D Repo NDS Rate Tradition
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: YuanRenminbi
has tenor: ThreeMonths
abbreviation: CNY-Quarterly 7D Repo NDS Rate Tradition
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

CNY-Quarterly 7 day Repo Non Deliverable Swap Rate-TRADITION-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: YuanRenminbi
has tenor: ThreeMonths
abbreviation: CNY-Quarterly 7 day Repo Non Deliverable Swap Rate-TRADITION-Reference Banks
explanatory note: 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.

CNY-SHIBOR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: YuanRenminbi
abbreviation: CNY-SHIBOR
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

CNY-SHIBOR-OIS Compound
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: YuanRenminbi
abbreviation: CNY-SHIBOR-OIS Compound
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

CNY-Semi-Annual Swap Rate-11:00-BGCANTOR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: YuanRenminbi
has tenor: SixMonths
abbreviation: CNY-Semi-Annual Swap Rate-11:00-BGCANTOR
explanatory note: 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.
is provided by: FenicsMarketData

CNY-Semi-Annual Swap Rate-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: YuanRenminbi
has tenor: SixMonths
abbreviation: CNY-Semi-Annual Swap Rate-Reference Banks
explanatory note: 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.

CNY 7-Repo Compounding Date
type: NamedIndividual
type: InterestRateBenchmark
deprecated: true
has reference currency: YuanRenminbi
abbreviation: CNY 7-Repo Compounding Date
explanatory note: Deprecated usage: CNY 7-Repo Compounding Date - is not an floating rate index and should not be in the floating-rate-index list (it is a date).
explanatory note: 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.

COP-IBR-OIS Compound
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: ColombianPeso
abbreviation: COP-IBR-OIS Compound
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

CZK-Annual Swap Rate-11:00-BGCANTOR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: CzechKoruna
has tenor: TwelveMonths
abbreviation: CZK-Annual Swap Rate-11:00-BGCANTOR
explanatory note: 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.
is provided by: FenicsMarketData

CZK-Annual Swap Rate-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: CzechKoruna
has tenor: TwelveMonths
abbreviation: CZK-Annual Swap Rate-Reference Banks
explanatory note: 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.

CZK-CZEONIA
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: CzechKoruna
abbreviation: CZK-CZEONIA
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

CZK-CZEONIA-OIS Compound
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: CzechKoruna
abbreviation: CZK-CZEONIA-OIS Compound
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

CZK-PRIBOR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: CzechKoruna
abbreviation: CZK-PRIBOR
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

CZK-PRIBOR-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: CzechKoruna
abbreviation: CZK-PRIBOR-Reference Banks
explanatory note: 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.

DKK-CIBOR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: DanishKrone
abbreviation: DKK-CIBOR
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

DKK-CIBOR-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: DanishKrone
abbreviation: DKK-CIBOR-Reference Banks
explanatory note: 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.

DKK-CIBOR2
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: DanishKrone
abbreviation: DKK-CIBOR2
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

DKK-CITA
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: DanishKrone
abbreviation: DKK-CITA
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

DKK-DESTR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: DanishKrone
abbreviation: DKK-DESTR
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

DKK-DESTR-OIS Compound
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: DanishKrone
abbreviation: DKK-DESTR-OIS Compound
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

DKK-DESTR Compounded Index
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: DanishKrone
abbreviation: DKK-DESTR Compounded Index
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

DKK-Tom Next-OIS Compound
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: DanishKrone
abbreviation: DKK-Tom Next-OIS Compound
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

EUR-3M EURIBOR SWAP-CME vs LCH-ICAP
type: NamedIndividual
type: InterestRateBenchmark
is produced by: EuropeanMoneyMarketsInstituteBenchmarkPublisher
has reference currency: Euro
has tenor: ThreeMonths
abbreviation: EUR-3M EURIBOR SWAP-CME vs LCH-ICAP
explanatory note: 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.

EUR-3M EURIBOR SWAP-CME vs LCH-ICAP-Bloomberg
type: NamedIndividual
type: InterestRateBenchmark
is produced by: EuropeanMoneyMarketsInstituteBenchmarkPublisher
has reference currency: Euro
has tenor: ThreeMonths
abbreviation: EUR-3M EURIBOR SWAP-CME vs LCH-ICAP-Bloomberg
explanatory note: 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.
is provided by: BloombergLP

EUR-3M EURIBOR SWAP-EUREX vs LCH-ICAP
type: NamedIndividual
type: InterestRateBenchmark
is produced by: EuropeanMoneyMarketsInstituteBenchmarkPublisher
has reference currency: Euro
has tenor: ThreeMonths
abbreviation: EUR-3M EURIBOR SWAP-EUREX vs LCH-ICAP
explanatory note: 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.

EUR-3M EURIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg
type: NamedIndividual
type: InterestRateBenchmark
is produced by: EuropeanMoneyMarketsInstituteBenchmarkPublisher
has reference currency: Euro
has tenor: ThreeMonths
abbreviation: EUR-3M EURIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg
explanatory note: 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.
is provided by: BloombergLP

EUR-6M EURIBOR SWAP-CME vs LCH-ICAP
type: NamedIndividual
type: InterestRateBenchmark
is produced by: EuropeanMoneyMarketsInstituteBenchmarkPublisher
has reference currency: Euro
has tenor: SixMonths
abbreviation: EUR-6M EURIBOR SWAP-CME vs LCH-ICAP
explanatory note: 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.

EUR-6M EURIBOR SWAP-CME vs LCH-ICAP-Bloomberg
type: NamedIndividual
type: InterestRateBenchmark
is produced by: EuropeanMoneyMarketsInstituteBenchmarkPublisher
has reference currency: Euro
has tenor: SixMonths
abbreviation: EUR-6M EURIBOR SWAP-CME vs LCH-ICAP-Bloomberg
explanatory note: 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.
is provided by: BloombergLP

EUR-6M EURIBOR SWAP-EUREX vs LCH-ICAP
type: NamedIndividual
type: InterestRateBenchmark
is produced by: EuropeanMoneyMarketsInstituteBenchmarkPublisher
has reference currency: Euro
has tenor: SixMonths
abbreviation: EUR-6M EURIBOR SWAP-EUREX vs LCH-ICAP
explanatory note: 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.

EUR-6M EURIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg
type: NamedIndividual
type: InterestRateBenchmark
is produced by: EuropeanMoneyMarketsInstituteBenchmarkPublisher
has reference currency: Euro
has tenor: SixMonths
abbreviation: EUR-6M EURIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg
explanatory note: 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.
is provided by: BloombergLP

EUR-Annual Swap Rate-10:00
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Euro
has tenor: TwelveMonths
abbreviation: EUR-Annual Swap Rate-10:00
explanatory note: 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.

EUR-Annual Swap Rate-10:00-BGCANTOR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Euro
has tenor: TwelveMonths
abbreviation: EUR-Annual Swap Rate-10:00-BGCANTOR
explanatory note: 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.
is provided by: FenicsMarketData

EUR-Annual Swap Rate-10:00-Bloomberg
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Euro
has tenor: TwelveMonths
abbreviation: EUR-Annual Swap Rate-10:00-Bloomberg
explanatory note: 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.
is provided by: BloombergLP

EUR-Annual Swap Rate-10:00-ICAP
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Euro
has tenor: TwelveMonths
abbreviation: EUR-Annual Swap Rate-10:00-ICAP
explanatory note: 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.

EUR-Annual Swap Rate-10:00-SwapMarker
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Euro
has tenor: TwelveMonths
abbreviation: EUR-Annual Swap Rate-10:00-SwapMarker
explanatory note: 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.
is provided by: SwapMarker

EUR-Annual Swap Rate-10:00-TRADITION
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Euro
has tenor: TwelveMonths
abbreviation: EUR-Annual Swap Rate-10:00-TRADITION
explanatory note: 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.
is provided by: Tradition

EUR-Annual Swap Rate-11:00
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Euro
has tenor: TwelveMonths
abbreviation: EUR-Annual Swap Rate-11:00
explanatory note: 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.

EUR-Annual Swap Rate-11:00-Bloomberg
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Euro
has tenor: TwelveMonths
abbreviation: EUR-Annual Swap Rate-11:00-Bloomberg
explanatory note: 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.
is provided by: BloombergLP

EUR-Annual Swap Rate-11:00-ICAP
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Euro
has tenor: TwelveMonths
abbreviation: EUR-Annual Swap Rate-11:00-ICAP
explanatory note: 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.

EUR-Annual Swap Rate-11:00-SwapMarker
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Euro
has tenor: TwelveMonths
abbreviation: EUR-Annual Swap Rate-11:00-SwapMarker
explanatory note: 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.
is provided by: SwapMarker

EUR-Annual Swap Rate-3 Month
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Euro
has tenor: TwelveMonths
abbreviation: EUR-Annual Swap Rate-3 Month
explanatory note: 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.

EUR-Annual Swap Rate-3 Month-SwapMarker
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Euro
has tenor: TwelveMonths
abbreviation: EUR-Annual Swap Rate-3 Month-SwapMarker
explanatory note: 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.
is provided by: SwapMarker

EUR-Annual Swap Rate-4:15-TRADITION
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Euro
has tenor: TwelveMonths
abbreviation: EUR-Annual Swap Rate-4:15-TRADITION
explanatory note: 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.
is provided by: Tradition

EUR-Annual Swap Rate-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Euro
has tenor: TwelveMonths
abbreviation: EUR-Annual Swap Rate-Reference Banks
explanatory note: 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.

EUR-CNO TEC10
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Euro
abbreviation: EUR-CNO TEC10
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

EUR-EONIA
type: NamedIndividual
type: InterestRateBenchmark
is produced by: EuropeanMoneyMarketsInstituteBenchmarkPublisher
has reference currency: Euro
abbreviation: EUR-EONIA
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

EUR-EONIA-Average
type: NamedIndividual
type: InterestRateBenchmark
is produced by: EuropeanMoneyMarketsInstituteBenchmarkPublisher
has reference currency: Euro
abbreviation: EUR-EONIA-Average
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

EUR-EONIA-OIS-10:00-BGCANTOR
type: NamedIndividual
type: InterestRateBenchmark
is produced by: EuropeanMoneyMarketsInstituteBenchmarkPublisher
has reference currency: Euro
abbreviation: EUR-EONIA-OIS-10:00-BGCANTOR
explanatory note: 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.
is provided by: FenicsMarketData

EUR-EONIA-OIS-10:00-ICAP
type: NamedIndividual
type: InterestRateBenchmark
is produced by: EuropeanMoneyMarketsInstituteBenchmarkPublisher
has reference currency: Euro
abbreviation: EUR-EONIA-OIS-10:00-ICAP
explanatory note: 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.

EUR-EONIA-OIS-10:00-TRADITION
type: NamedIndividual
type: InterestRateBenchmark
is produced by: EuropeanMoneyMarketsInstituteBenchmarkPublisher
has reference currency: Euro
abbreviation: EUR-EONIA-OIS-10:00-TRADITION
explanatory note: 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.
is provided by: Tradition

EUR-EONIA-OIS-11:00-ICAP
type: NamedIndividual
type: InterestRateBenchmark
is produced by: EuropeanMoneyMarketsInstituteBenchmarkPublisher
has reference currency: Euro
abbreviation: EUR-EONIA-OIS-11:00-ICAP
explanatory note: 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.

EUR-EONIA-OIS-4:15-TRADITION
type: NamedIndividual
type: InterestRateBenchmark
is produced by: EuropeanMoneyMarketsInstituteBenchmarkPublisher
has reference currency: Euro
abbreviation: EUR-EONIA-OIS-4:15-TRADITION
explanatory note: 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.
is provided by: Tradition

EUR-EONIA-OIS Compound
type: NamedIndividual
type: InterestRateBenchmark
is produced by: EuropeanMoneyMarketsInstituteBenchmarkPublisher
has reference currency: Euro
abbreviation: EUR-EONIA-OIS Compound
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

EUR-EONIA-Swap-Index
type: NamedIndividual
type: InterestRateBenchmark
is produced by: EuropeanMoneyMarketsInstituteBenchmarkPublisher
has reference currency: Euro
abbreviation: EUR-EONIA-Swap-Index
explanatory note: 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.

EUR-EURIBOR
type: NamedIndividual
type: InterestRateBenchmark
is produced by: EuropeanMoneyMarketsInstituteBenchmarkPublisher
has reference currency: Euro
abbreviation: EUR-EURIBOR
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

EUR-EURIBOR-Act/365
type: NamedIndividual
type: InterestRateBenchmark
is produced by: EuropeanMoneyMarketsInstituteBenchmarkPublisher
has reference currency: Euro
abbreviation: EUR-EURIBOR-Act/365
explanatory note: 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.

EUR-EURIBOR-Act/365-Bloomberg
type: NamedIndividual
type: InterestRateBenchmark
is produced by: EuropeanMoneyMarketsInstituteBenchmarkPublisher
has reference currency: Euro
abbreviation: EUR-EURIBOR-Act/365-Bloomberg
explanatory note: 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.
is provided by: BloombergLP

EUR-EURIBOR-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
is produced by: EuropeanMoneyMarketsInstituteBenchmarkPublisher
has reference currency: Euro
abbreviation: EUR-EURIBOR-Reference Banks
explanatory note: 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.

EUR-EURIBOR-Telerate
type: NamedIndividual
type: InterestRateBenchmark
is produced by: EuropeanMoneyMarketsInstituteBenchmarkPublisher
has reference currency: Euro
abbreviation: EUR-EURIBOR-Telerate
explanatory note: 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.
is provided by: ThomsonReuters

EUR-EURIBOR ICE Swap Rate-11:00
type: NamedIndividual
type: InterestRateBenchmark
is produced by: EuropeanMoneyMarketsInstituteBenchmarkPublisher
has reference currency: Euro
abbreviation: EUR-EURIBOR ICE Swap Rate-11:00
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

EUR-EURIBOR ICE Swap Rate-12:00
type: NamedIndividual
type: InterestRateBenchmark
is produced by: EuropeanMoneyMarketsInstituteBenchmarkPublisher
has reference currency: Euro
abbreviation: EUR-EURIBOR ICE Swap Rate-12:00
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

EUR-EURONIA-OIS Compound
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Euro
abbreviation: EUR-EURONIA-OIS Compound
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

EUR-EuroSTR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Euro
abbreviation: EUR-EuroSTR
explanatory note: 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.

EUR-EuroSTR-OIS Compound
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Euro
abbreviation: EUR-EuroSTR-OIS Compound
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

EUR-EuroSTR Average 12M
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Euro
abbreviation: EUR-EuroSTR Average 12M
explanatory note: 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.

EUR-EuroSTR Average 1M
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Euro
abbreviation: EUR-EuroSTR Average 1M
explanatory note: 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.

EUR-EuroSTR Average 1W
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Euro
abbreviation: EUR-EuroSTR Average 1W
explanatory note: 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.

EUR-EuroSTR Average 3M
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Euro
abbreviation: EUR-EuroSTR Average 3M
explanatory note: 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.

EUR-EuroSTR Average 6M
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Euro
abbreviation: EUR-EuroSTR Average 6M
explanatory note: 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.

EUR-EuroSTR Compounded Index
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Euro
abbreviation: EUR-EuroSTR Compounded Index
explanatory note: 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.

EUR-EuroSTR FTSE Term
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Euro
abbreviation: EUR-EuroSTR FTSE Term
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

EUR-EuroSTR ICE Compounded Index
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Euro
abbreviation: EUR-EuroSTR ICE Compounded Index
explanatory note: 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.

EUR-EuroSTR ICE Compounded Index 0 Floor
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Euro
abbreviation: EUR-EuroSTR ICE Compounded Index 0 Floor
explanatory note: 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.

EUR-EuroSTR ICE Compounded Index 0 Floor 2D Lag
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Euro
abbreviation: EUR-EuroSTR ICE Compounded Index 0 Floor 2D Lag
explanatory note: 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.

EUR-EuroSTR ICE Compounded Index 0 Floor 5D Lag
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Euro
abbreviation: EUR-EuroSTR ICE Compounded Index 0 Floor 5D Lag
explanatory note: 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.

EUR-EuroSTR ICE Compounded Index 2D Lag
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Euro
abbreviation: EUR-EuroSTR ICE Compounded Index 2D Lag
explanatory note: 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.

EUR-EuroSTR ICE Compounded Index 5D Lag
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Euro
abbreviation: EUR-EuroSTR ICE Compounded Index 5D Lag
explanatory note: 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.

EUR-EuroSTR ICE Swap Rate
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Euro
abbreviation: EUR-EuroSTR ICE Swap Rate
explanatory note: 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.

EUR-EuroSTR Term
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Euro
abbreviation: EUR-EuroSTR Term
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

EUR-ISDA-LIBOR Swap Rate-10:00
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Euro
abbreviation: EUR-ISDA-LIBOR Swap Rate-10:00
explanatory note: 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.

EUR-ISDA-LIBOR Swap Rate-11:00
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Euro
abbreviation: EUR-ISDA-LIBOR Swap Rate-11:00
explanatory note: 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.

EUR-LIBOR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Euro
abbreviation: EUR-LIBOR
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

EUR-LIBOR-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Euro
abbreviation: EUR-LIBOR-Reference Banks
explanatory note: 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.

EUR-TAM-CDC
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Euro
abbreviation: EUR-TAM-CDC
explanatory note: 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.

EUR-TEC10-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Euro
abbreviation: EUR-TEC10-Reference Banks
explanatory note: 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.

EUR-TEC5-CNO
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Euro
abbreviation: EUR-TEC5-CNO
explanatory note: 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.

EUR-TEC5-CNO-SwapMarker
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Euro
abbreviation: EUR-TEC5-CNO-SwapMarker
explanatory note: 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.
is provided by: SwapMarker

EUR-TEC5-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Euro
abbreviation: EUR-TEC5-Reference Banks
explanatory note: 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.

EUR-TMM-CDC-COMPOUND
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Euro
abbreviation: EUR-TMM-CDC-COMPOUND
explanatory note: 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.

EUR Basis Swap-EONIA vs 3m EUR+IBOR Swap Rates-A/360-10:00-ICAP
type: NamedIndividual
type: InterestRateBenchmark
is produced by: EuropeanMoneyMarketsInstituteBenchmarkPublisher
has reference currency: Euro
abbreviation: EUR Basis Swap-EONIA vs 3m EUR+IBOR Swap Rates-A/360-10:00-ICAP
explanatory note: 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.

EUR EURIBOR-Annual Bond Swap vs 1m-11:00-ICAP
type: NamedIndividual
type: InterestRateBenchmark
is produced by: EuropeanMoneyMarketsInstituteBenchmarkPublisher
has reference currency: Euro
has tenor: TwelveMonths
abbreviation: EUR EURIBOR-Annual Bond Swap vs 1m-11:00-ICAP
explanatory note: 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.

EUR EURIBOR-Basis Swap-1m vs 3m-Euribor-11:00-ICAP
type: NamedIndividual
type: InterestRateBenchmark
is produced by: EuropeanMoneyMarketsInstituteBenchmarkPublisher
has reference currency: Euro
abbreviation: EUR EURIBOR-Basis Swap-1m vs 3m-Euribor-11:00-ICAP
explanatory note: 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.

EUR EURIBOR-Basis Swap-3m vs 6m-11:00-ICAP
type: NamedIndividual
type: InterestRateBenchmark
is produced by: EuropeanMoneyMarketsInstituteBenchmarkPublisher
has reference currency: Euro
abbreviation: EUR EURIBOR-Basis Swap-3m vs 6m-11:00-ICAP
explanatory note: 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.

EUR USD-Basis Swaps-11:00-ICAP
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Euro
abbreviation: EUR USD-Basis Swaps-11:00-ICAP
explanatory note: 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.

GBP-6M LIBOR SWAP-CME vs LCH-ICAP
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: PoundSterling
has tenor: SixMonths
abbreviation: GBP-6M LIBOR SWAP-CME vs LCH-ICAP
explanatory note: 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.

GBP-6M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: PoundSterling
has tenor: SixMonths
abbreviation: GBP-6M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg
explanatory note: 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.
is provided by: BloombergLP

GBP-6M LIBOR SWAP-EUREX vs LCH-ICAP
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: PoundSterling
has tenor: SixMonths
abbreviation: GBP-6M LIBOR SWAP-EUREX vs LCH-ICAP
explanatory note: 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.

GBP-6M LIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: PoundSterling
has tenor: SixMonths
abbreviation: GBP-6M LIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg
explanatory note: 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.
is provided by: BloombergLP

GBP-LIBOR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: PoundSterling
abbreviation: GBP-LIBOR
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

GBP-LIBOR-ISDA
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: PoundSterling
abbreviation: GBP-LIBOR-ISDA
explanatory note: 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.

GBP-LIBOR-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: PoundSterling
abbreviation: GBP-LIBOR-Reference Banks
explanatory note: 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.

GBP-LIBOR ICE Swap Rate
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: PoundSterling
abbreviation: GBP-LIBOR ICE Swap Rate
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

GBP-RONIA
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: PoundSterling
abbreviation: GBP-RONIA
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

GBP-RONIA-OIS Compound
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: PoundSterling
abbreviation: GBP-RONIA-OIS Compound
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

GBP-SONIA
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: PoundSterling
abbreviation: GBP-SONIA
explanatory note: 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.

GBP-SONIA-OIS-11:00-ICAP
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: PoundSterling
abbreviation: GBP-SONIA-OIS-11:00-ICAP
explanatory note: 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.

GBP-SONIA-OIS-11:00-TRADITION
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: PoundSterling
abbreviation: GBP-SONIA-OIS-11:00-TRADITION
explanatory note: 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.
is provided by: Tradition

GBP-SONIA-OIS-4:15-TRADITION
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: PoundSterling
abbreviation: GBP-SONIA-OIS-4:15-TRADITION
explanatory note: 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.
is provided by: Tradition

GBP-SONIA-OIS Compound
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: PoundSterling
abbreviation: GBP-SONIA-OIS Compound
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

GBP-SONIA Compounded Index
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: PoundSterling
abbreviation: GBP-SONIA Compounded Index
explanatory note: 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.

GBP-SONIA FTSE Term
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: PoundSterling
abbreviation: GBP-SONIA FTSE Term
explanatory note: 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.

GBP-SONIA ICE Compounded Index
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: PoundSterling
abbreviation: GBP-SONIA ICE Compounded Index
explanatory note: 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.

GBP-SONIA ICE Compounded Index 0 Floor
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: PoundSterling
abbreviation: GBP-SONIA ICE Compounded Index 0 Floor
explanatory note: 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.

GBP-SONIA ICE Compounded Index 0 Floor 2D Lag
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: PoundSterling
abbreviation: GBP-SONIA ICE Compounded Index 0 Floor 2D Lag
explanatory note: 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.

GBP-SONIA ICE Compounded Index 0 Floor 5D Lag
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: PoundSterling
abbreviation: GBP-SONIA ICE Compounded Index 0 Floor 5D Lag
explanatory note: 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.

GBP-SONIA ICE Compounded Index 2D Lag
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: PoundSterling
abbreviation: GBP-SONIA ICE Compounded Index 2D Lag
explanatory note: 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.

GBP-SONIA ICE Compounded Index 5D Lag
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: PoundSterling
abbreviation: GBP-SONIA ICE Compounded Index 5D Lag
explanatory note: 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.

GBP-SONIA ICE Swap Rate
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: PoundSterling
abbreviation: GBP-SONIA ICE Swap Rate
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

GBP-SONIA ICE Term
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: PoundSterling
abbreviation: GBP-SONIA ICE Term
explanatory note: 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.

GBP-Semi-Annual Swap Rate
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: PoundSterling
has tenor: SixMonths
abbreviation: GBP-Semi-Annual Swap Rate
explanatory note: 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.

GBP-Semi-Annual Swap Rate-11:00-ICAP
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: PoundSterling
has tenor: SixMonths
abbreviation: GBP-Semi-Annual Swap Rate-11:00-ICAP
explanatory note: 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.

GBP-Semi-Annual Swap Rate-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: PoundSterling
has tenor: SixMonths
abbreviation: GBP-Semi-Annual Swap Rate-Reference Banks
explanatory note: 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.

GBP-Semi-Annual Swap Rate-SwapMarker26
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: PoundSterling
has tenor: SixMonths
abbreviation: GBP-Semi-Annual Swap Rate-SwapMarker26
explanatory note: 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.

GBP-Semi Annual Swap Rate-11:00-TRADITION
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: PoundSterling
has tenor: SixMonths
abbreviation: GBP-Semi Annual Swap Rate-11:00-TRADITION
explanatory note: 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.
is provided by: Tradition

GBP-Semi Annual Swap Rate-4:15-TRADITION
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: PoundSterling
has tenor: SixMonths
abbreviation: GBP-Semi Annual Swap Rate-4:15-TRADITION
explanatory note: 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.
is provided by: Tradition

GBP-UK Base Rate
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: PoundSterling
abbreviation: GBP-UK Base Rate
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

GBP USD-Basis Swaps-11:00-ICAP
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: PoundSterling
abbreviation: GBP USD-Basis Swaps-11:00-ICAP
explanatory note: 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.

GRD-ATHIBOR-ATHIBOR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Euro
abbreviation: GRD-ATHIBOR-ATHIBOR
explanatory note: 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.

GRD-ATHIBOR-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Euro
abbreviation: GRD-ATHIBOR-Reference Banks
explanatory note: 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.

GRD-ATHIBOR-Telerate
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Euro
abbreviation: GRD-ATHIBOR-Telerate
explanatory note: 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.
is provided by: ThomsonReuters

GRD-ATHIMID-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Euro
abbreviation: GRD-ATHIMID-Reference Banks
explanatory note: 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.

GRD-ATHIMID-Reuters
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Euro
abbreviation: GRD-ATHIMID-Reuters
explanatory note: 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.
is provided by: ThomsonReuters

HKD-HIBOR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: HongKongDollar
abbreviation: HKD-HIBOR
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

HKD-HIBOR-HIBOR-Bloomberg
type: NamedIndividual
type: InterestRateBenchmark
deprecated: true
has reference currency: HongKongDollar
abbreviation: HKD-HIBOR-HIBOR-Bloomberg
explanatory note: 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.
explanatory note: 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.
is provided by: BloombergLP

HKD-HIBOR-HIBOR=
type: NamedIndividual
type: InterestRateBenchmark
deprecated: true
has reference currency: HongKongDollar
abbreviation: HKD-HIBOR-HIBOR=
explanatory note: 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.
explanatory note: 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.

HKD-HIBOR-ISDC
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: HongKongDollar
abbreviation: HKD-HIBOR-ISDC
explanatory note: 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.

HKD-HIBOR-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: HongKongDollar
abbreviation: HKD-HIBOR-Reference Banks
explanatory note: 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.

HKD-HONIA
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: HongKongDollar
abbreviation: HKD-HONIA
explanatory note: 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.

HKD-HONIA-OIS Compound
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: HongKongDollar
abbreviation: HKD-HONIA-OIS Compound
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

HKD-ISDA-Swap Rate-11:00
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: HongKongDollar
abbreviation: HKD-ISDA-Swap Rate-11:00
explanatory note: 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.

HKD-ISDA-Swap Rate-4:00
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: HongKongDollar
abbreviation: HKD-ISDA-Swap Rate-4:00
explanatory note: 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.

HKD-Quarterly-Annual Swap Rate-11:00-BGCANTOR
type: NamedIndividual
type: InterestRateBenchmark
deprecated: true
has reference currency: HongKongDollar
has tenor: ThreeMonths
abbreviation: HKD-Quarterly-Annual Swap Rate-11:00-BGCANTOR
explanatory note: 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.
explanatory note: 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.
is provided by: FenicsMarketData

HKD-Quarterly-Annual Swap Rate-11:00-TRADITION
type: NamedIndividual
type: InterestRateBenchmark
deprecated: true
has reference currency: HongKongDollar
has tenor: ThreeMonths
abbreviation: HKD-Quarterly-Annual Swap Rate-11:00-TRADITION
explanatory note: 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.
explanatory note: 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.
is provided by: Tradition

HKD-Quarterly-Annual Swap Rate-4:00-BGCANTOR
type: NamedIndividual
type: InterestRateBenchmark
deprecated: true
has reference currency: HongKongDollar
has tenor: ThreeMonths
abbreviation: HKD-Quarterly-Annual Swap Rate-4:00-BGCANTOR
explanatory note: 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.
explanatory note: 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.
is provided by: FenicsMarketData

HKD-Quarterly-Annual Swap Rate-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
deprecated: true
has reference currency: HongKongDollar
has tenor: ThreeMonths
abbreviation: HKD-Quarterly-Annual Swap Rate-Reference Banks
explanatory note: 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.
explanatory note: 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.

HKD-Quarterly-Quarterly Swap Rate-11:00-ICAP
type: NamedIndividual
type: InterestRateBenchmark
deprecated: true
has reference currency: HongKongDollar
has tenor: ThreeMonths
abbreviation: HKD-Quarterly-Quarterly Swap Rate-11:00-ICAP
explanatory note: 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.
explanatory note: 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.

HKD-Quarterly-Quarterly Swap Rate-4:00-ICAP
type: NamedIndividual
type: InterestRateBenchmark
deprecated: true
has reference currency: HongKongDollar
has tenor: ThreeMonths
abbreviation: HKD-Quarterly-Quarterly Swap Rate-4:00-ICAP
explanatory note: 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.
explanatory note: 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.

HKD-Quarterly-Quarterly Swap Rate-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
deprecated: true
has reference currency: HongKongDollar
has tenor: ThreeMonths
abbreviation: HKD-Quarterly-Quarterly Swap Rate-Reference Banks
explanatory note: 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.
explanatory note: 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.

HUF-BUBOR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Forint
abbreviation: HUF-BUBOR
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

HUF-BUBOR-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Forint
abbreviation: HUF-BUBOR-Reference Banks
explanatory note: 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.

HUF-HUFONIA
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Forint
abbreviation: HUF-HUFONIA
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

HUF-HUFONIA-OIS Compound
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Forint
abbreviation: HUF-HUFONIA-OIS Compound
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

IDR-IDMA-Bloomberg
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Rupiah
abbreviation: IDR-IDMA-Bloomberg
explanatory note: 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.
is provided by: BloombergLP

IDR-IDRFIX
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Rupiah
abbreviation: IDR-IDRFIX
explanatory note: 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.

IDR-INDONIA
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Rupiah
abbreviation: IDR-INDONIA
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

IDR-INDONIA-OIS Compound
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Rupiah
abbreviation: IDR-INDONIA-OIS Compound
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

IDR-JIBOR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Rupiah
abbreviation: IDR-JIBOR
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

IDR-SBI-Reuters
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Rupiah
abbreviation: IDR-SBI-Reuters
explanatory note: 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.
is provided by: ThomsonReuters

IDR-SOR-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Rupiah
abbreviation: IDR-SOR-Reference Banks
explanatory note: 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.

IDR-SOR-Reuters
type: NamedIndividual
type: InterestRateBenchmark
deprecated: true
has reference currency: Rupiah
abbreviation: IDR-SOR-Reuters
explanatory note: Deprecated usage: "IDR-SOR-Reuters" code has been deprecated in supplement 35 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes.
explanatory note: 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.
is provided by: ThomsonReuters

IDR-SOR-Telerate
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Rupiah
abbreviation: IDR-SOR-Telerate
explanatory note: 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.
is provided by: ThomsonReuters

IDR-Semi-Annual Swap Rate-11:00-BGCANTOR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Rupiah
has tenor: SixMonths
abbreviation: IDR-Semi-Annual Swap Rate-11:00-BGCANTOR
explanatory note: 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.
is provided by: FenicsMarketData

IDR-Semi-Annual Swap Rate-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Rupiah
has tenor: SixMonths
abbreviation: IDR-Semi-Annual Swap Rate-Reference Banks
explanatory note: 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.

IDR-Semi Annual Swap Rate-Non-deliverable-16:00-Tullett Prebon
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Rupiah
has tenor: SixMonths
abbreviation: IDR-Semi Annual Swap Rate-Non-deliverable-16:00-Tullett Prebon
explanatory note: 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.

ILS-SHIR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: NewIsraeliSheqel
abbreviation: ILS-SHIR
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

ILS-SHIR-OIS Compound
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: NewIsraeliSheqel
abbreviation: ILS-SHIR-OIS Compound
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

ILS-TELBOR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: NewIsraeliSheqel
abbreviation: ILS-TELBOR
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

ILS-TELBOR-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: NewIsraeliSheqel
abbreviation: ILS-TELBOR-Reference Banks
explanatory note: 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.

INR-BMK
type: NamedIndividual
type: InterestRateBenchmark
deprecated: true
has reference currency: IndianRupee
abbreviation: INR-BMK
explanatory note: Deprecated usage: "INR-BMK" code has been deprecated in supplement 54 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes.
explanatory note: 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.

INR-CMT
type: NamedIndividual
type: InterestRateBenchmark
deprecated: true
has reference currency: IndianRupee
abbreviation: INR-CMT
explanatory note: Deprecated usage: "INR-CMT" code has been deprecated in supplement 54 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes.
explanatory note: 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.

INR-INBMK-REUTERS
type: NamedIndividual
type: InterestRateBenchmark
deprecated: true
has reference currency: IndianRupee
abbreviation: INR-INBMK-REUTERS
explanatory note: Deprecated usage: "INR-INBMK-REUTERS" code has been deprecated in supplement 54 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes.
explanatory note: 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.

INR-MIBOR-OIS-COMPOUND
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: IndianRupee
abbreviation: INR-MIBOR-OIS-COMPOUND
explanatory note: 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.

INR-MIBOR-OIS Compound
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: IndianRupee
abbreviation: INR-MIBOR-OIS Compound
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

INR-MIBOR OIS
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: IndianRupee
abbreviation: INR-MIBOR OIS
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

INR-MIFOR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: IndianRupee
abbreviation: INR-MIFOR
explanatory note: 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.

INR-MITOR-OIS-COMPOUND
type: NamedIndividual
type: InterestRateBenchmark
deprecated: true
has reference currency: IndianRupee
abbreviation: INR-MITOR-OIS-COMPOUND
explanatory note: Deprecated usage: "INR-MITOR-OIS-COMPOUND" code has been deprecated in supplement 54 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes.
explanatory note: 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.

INR-Modified MIFOR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: IndianRupee
abbreviation: INR-Modified MIFOR
explanatory note: 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.

INR-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: IndianRupee
abbreviation: INR-Reference Banks
explanatory note: 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.

INR-Semi-Annual Swap Rate-11:30-BGCANTOR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: IndianRupee
has tenor: SixMonths
abbreviation: INR-Semi-Annual Swap Rate-11:30-BGCANTOR
explanatory note: 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.
is provided by: FenicsMarketData

INR-Semi-Annual Swap Rate-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: IndianRupee
has tenor: SixMonths
abbreviation: INR-Semi-Annual Swap Rate-Reference Banks
explanatory note: 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.

INR-Semi Annual Swap Rate-Non-deliverable-16:00-Tullett Prebon
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: IndianRupee
has tenor: SixMonths
abbreviation: INR-Semi Annual Swap Rate-Non-deliverable-16:00-Tullett Prebon
explanatory note: 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.

ISK-REIBOR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: IcelandKrona
abbreviation: ISK-REIBOR
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

ISK-REIBOR-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: IcelandKrona
abbreviation: ISK-REIBOR-Reference Banks
explanatory note: 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.

JPY-Annual Swap Rate-11:00-TRADITION
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Yen
has tenor: TwelveMonths
abbreviation: JPY-Annual Swap Rate-11:00-TRADITION
explanatory note: 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.
is provided by: Tradition

JPY-Annual Swap Rate-3:00-TRADITION
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Yen
has tenor: TwelveMonths
abbreviation: JPY-Annual Swap Rate-3:00-TRADITION
explanatory note: 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.
is provided by: Tradition

JPY-BBSF-Bloomberg-10:00
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Yen
abbreviation: JPY-BBSF-Bloomberg-10:00
explanatory note: 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.

JPY-BBSF-Bloomberg-15:00
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Yen
abbreviation: JPY-BBSF-Bloomberg-15:00
explanatory note: 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.

JPY-Euroyen TIBOR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Yen
abbreviation: JPY-Euroyen TIBOR
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

JPY-ISDA-Swap Rate-10:00
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Yen
abbreviation: JPY-ISDA-Swap Rate-10:00
explanatory note: 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.

JPY-ISDA-Swap Rate-15:00
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Yen
abbreviation: JPY-ISDA-Swap Rate-15:00
explanatory note: 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.

JPY-LIBOR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Yen
abbreviation: JPY-LIBOR
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

JPY-LIBOR-ISDA
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Yen
abbreviation: JPY-LIBOR-ISDA
explanatory note: 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.

JPY-LIBOR-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Yen
abbreviation: JPY-LIBOR-Reference Banks
explanatory note: 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.

JPY-LIBOR TSR-10:00
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Yen
abbreviation: JPY-LIBOR TSR-10:00
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

JPY-LIBOR TSR-15:00
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Yen
abbreviation: JPY-LIBOR TSR-15:00
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

JPY-LTPR-TBC
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Yen
abbreviation: JPY-LTPR-TBC
explanatory note: 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.

JPY-LTPR MHBK
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Yen
abbreviation: JPY-LTPR MHBK
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

JPY-MUTANCALL-TONAR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Yen
abbreviation: JPY-MUTANCALL-TONAR
explanatory note: 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.

JPY-OIS-11:00-ICAP
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Yen
abbreviation: JPY-OIS-11:00-ICAP
explanatory note: 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.

JPY-OIS-11:00-TRADITION
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Yen
abbreviation: JPY-OIS-11:00-TRADITION
explanatory note: 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.
is provided by: Tradition

JPY-OIS-3:00-TRADITION
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Yen
abbreviation: JPY-OIS-3:00-TRADITION
explanatory note: 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.
is provided by: Tradition

JPY-Quoting Banks-LIBOR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Yen
abbreviation: JPY-Quoting Banks-LIBOR
explanatory note: 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.

JPY-STPR-Quoting Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Yen
abbreviation: JPY-STPR-Quoting Banks
explanatory note: 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.

JPY-TIBOR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Yen
abbreviation: JPY-TIBOR
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

JPY-TIBOR-17096
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Yen
abbreviation: JPY-TIBOR-17096
explanatory note: 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.

JPY-TIBOR-DTIBOR01
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Yen
abbreviation: JPY-TIBOR-DTIBOR01
explanatory note: 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.

JPY-TIBOR-TIBM
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Yen
abbreviation: JPY-TIBOR-TIBM
explanatory note: 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.

JPY-TIBOR-TIBM-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Yen
abbreviation: JPY-TIBOR-TIBM-Reference Banks
explanatory note: 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.

JPY-TIBOR-TIBM (10 Banks)
type: NamedIndividual
type: InterestRateBenchmark
deprecated: true
has reference currency: Yen
abbreviation: JPY-TIBOR-TIBM (10 Banks)
explanatory note: Deprecated usage: "JPY-TIBOR-TIBM (10 Banks)" code has been deprecated in supplement 47 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes.
explanatory note: 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.

JPY-TIBOR-TIBM (5 Banks)
type: NamedIndividual
type: InterestRateBenchmark
deprecated: true
has reference currency: Yen
abbreviation: JPY-TIBOR-TIBM (5 Banks)
explanatory note: Deprecated usage: "JPY-TIBOR-TIBM (5 Banks)" code has been deprecated in supplement 47 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes.
explanatory note: 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.

JPY-TIBOR-TIBM (All Banks)
type: NamedIndividual
type: InterestRateBenchmark
deprecated: true
has reference currency: Yen
abbreviation: JPY-TIBOR-TIBM (All Banks)
explanatory note: Deprecated usage: "JPY-TIBOR-TIBM (All Banks)" code has been deprecated in supplement 47 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes.
explanatory note: 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.

JPY-TONA
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Yen
abbreviation: JPY-TONA
explanatory note: 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.

JPY-TONA-OIS Compound
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Yen
abbreviation: JPY-TONA-OIS Compound
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

JPY-TONA Average 180D
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Yen
abbreviation: JPY-TONA Average 180D
explanatory note: 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.

JPY-TONA Average 30D
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Yen
abbreviation: JPY-TONA Average 30D
explanatory note: 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.

JPY-TONA Average 90D
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Yen
abbreviation: JPY-TONA Average 90D
explanatory note: 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.

JPY-TONA Compounded Index
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Yen
abbreviation: JPY-TONA Compounded Index
explanatory note: 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.

JPY-TONA ICE Compounded Index
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Yen
abbreviation: JPY-TONA ICE Compounded Index
explanatory note: 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.

JPY-TONA ICE Compounded Index 0 Floor
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Yen
abbreviation: JPY-TONA ICE Compounded Index 0 Floor
explanatory note: 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.

JPY-TONA ICE Compounded Index 0 Floor 2D Lag
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Yen
abbreviation: JPY-TONA ICE Compounded Index 0 Floor 2D Lag
explanatory note: 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.

JPY-TONA ICE Compounded Index 0 Floor 5D Lag
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Yen
abbreviation: JPY-TONA ICE Compounded Index 0 Floor 5D Lag
explanatory note: 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.

JPY-TONA ICE Compounded Index 2D Lag
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Yen
abbreviation: JPY-TONA ICE Compounded Index 2D Lag
explanatory note: 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.

JPY-TONA ICE Compounded Index 5D Lag
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Yen
abbreviation: JPY-TONA ICE Compounded Index 5D Lag
explanatory note: 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.

JPY-TONA TSR-10:00
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Yen
abbreviation: JPY-TONA TSR-10:00
explanatory note: 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.

JPY-TONA TSR-15:00
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Yen
abbreviation: JPY-TONA TSR-15:00
explanatory note: 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.

JPY-TORF QUICK
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Yen
abbreviation: JPY-TORF QUICK
explanatory note: 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.

JPY-TSR-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Yen
abbreviation: JPY-TSR-Reference Banks
explanatory note: 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.

JPY-TSR-Telerate-10:00
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Yen
abbreviation: JPY-TSR-Telerate-10:00
explanatory note: 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.

JPY-TSR-Telerate-15:00
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Yen
abbreviation: JPY-TSR-Telerate-15:00
explanatory note: 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.

JPY USD-Basis Swaps-11:00-ICAP
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Yen
abbreviation: JPY USD-Basis Swaps-11:00-ICAP
explanatory note: 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.

KRW-Bond-3222
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Won
abbreviation: KRW-Bond-3222
explanatory note: 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.

KRW-CD 91D
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Won
abbreviation: KRW-CD 91D
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

KRW-KOFR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Won
abbreviation: KRW-KOFR
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

KRW-KOFR-OIS Compound
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Won
abbreviation: KRW-KOFR-OIS Compound
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

KRW-Quarterly Annual Swap Rate-3:30-ICAP
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Won
has tenor: ThreeMonths
abbreviation: KRW-Quarterly Annual Swap Rate-3:30-ICAP
explanatory note: 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.

MXN-TIIE
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: MexicanPeso
abbreviation: MXN-TIIE
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

MXN-TIIE-Banxico-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
deprecated: true
has reference currency: MexicanPeso
abbreviation: MXN-TIIE-Banxico-Reference Banks
explanatory note: Deprecated usage: MXN-TIIE-Banxico-Reference Banks. It was added to FpML in error, MXN-TIIE-Reference Banks should be used instead.
explanatory note: 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.

MXN-TIIE-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: MexicanPeso
abbreviation: MXN-TIIE-Reference Banks
explanatory note: 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.

MXN-TIIE ON
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: MexicanPeso
abbreviation: MXN-TIIE ON
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

MXN-TIIE ON-OIS Compound
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: MexicanPeso
abbreviation: MXN-TIIE ON-OIS Compound
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

MYR-KLIBOR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: MalaysianRinggit
abbreviation: MYR-KLIBOR
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

MYR-KLIBOR-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: MalaysianRinggit
abbreviation: MYR-KLIBOR-Reference Banks
explanatory note: 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.

MYR-MYOR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: MalaysianRinggit
abbreviation: MYR-MYOR
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

MYR-MYOR-OIS Compound
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: MalaysianRinggit
abbreviation: MYR-MYOR-OIS Compound
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

MYR-Quarterly Swap Rate-11:00-TRADITION
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: MalaysianRinggit
has tenor: ThreeMonths
abbreviation: MYR-Quarterly Swap Rate-11:00-TRADITION
explanatory note: 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.
is provided by: Tradition

MYR-Quarterly Swap Rate-TRADITION-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: MalaysianRinggit
has tenor: ThreeMonths
abbreviation: MYR-Quarterly Swap Rate-TRADITION-Reference Banks
explanatory note: 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.

NOK-NIBOR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: NorwegianKrone
abbreviation: NOK-NIBOR
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

NOK-NIBOR-NIBR
type: NamedIndividual
type: InterestRateBenchmark
deprecated: true
has reference currency: NorwegianKrone
abbreviation: NOK-NIBOR-NIBR
explanatory note: Deprecated usage: "NOK-NIBOR-NIBR" code has been deprecated in supplement 49 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes.
explanatory note: 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.

NOK-NIBOR-NIBR-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
deprecated: true
has reference currency: NorwegianKrone
abbreviation: NOK-NIBOR-NIBR-Reference Banks
explanatory note: Deprecated usage: NOK-NIBOR-NIBR-Reference Banks. It was added to FpML in error, NOK-NIBOR-Reference Banks should be used instead.
explanatory note: 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.

NOK-NIBOR-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: NorwegianKrone
abbreviation: NOK-NIBOR-Reference Banks
explanatory note: 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.

NOK-NOWA
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: NorwegianKrone
abbreviation: NOK-NOWA
explanatory note: 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.

NOK-NOWA-OIS Compound
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: NorwegianKrone
abbreviation: NOK-NOWA-OIS Compound
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

NZD-BBR-ISDC
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: NewZealandDollar
abbreviation: NZD-BBR-ISDC
explanatory note: 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.

NZD-BBR-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: NewZealandDollar
abbreviation: NZD-BBR-Reference Banks
explanatory note: 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.

NZD-BBR-Telerate
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: NewZealandDollar
abbreviation: NZD-BBR-Telerate
explanatory note: 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.
is provided by: ThomsonReuters

NZD-BKBM Bid
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: NewZealandDollar
abbreviation: NZD-BKBM Bid
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

NZD-BKBM FRA
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: NewZealandDollar
abbreviation: NZD-BKBM FRA
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

NZD-BKBM FRA Swap Rate ICAP
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: NewZealandDollar
abbreviation: NZD-BKBM FRA Swap Rate ICAP
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

NZD-NZIONA
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: NewZealandDollar
abbreviation: NZD-NZIONA
explanatory note: 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.

NZD-NZIONA-OIS Compound
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: NewZealandDollar
abbreviation: NZD-NZIONA-OIS Compound
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

NZD-Semi-Annual Swap Rate-11:00-BGCANTOR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: NewZealandDollar
has tenor: SixMonths
abbreviation: NZD-Semi-Annual Swap Rate-11:00-BGCANTOR
explanatory note: 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.
is provided by: FenicsMarketData

NZD-Semi-Annual Swap Rate-BGCANTOR-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: NewZealandDollar
has tenor: SixMonths
abbreviation: NZD-Semi-Annual Swap Rate-BGCANTOR-Reference Banks
explanatory note: 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.

NZD-Swap Rate-ICAP-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: NewZealandDollar
abbreviation: NZD-Swap Rate-ICAP-Reference Banks
explanatory note: 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.

PHP-ORR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: PhilippinePeso
abbreviation: PHP-ORR
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

PHP-PHIREF
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: PhilippinePeso
abbreviation: PHP-PHIREF
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

PHP-PHIREF-BAP
type: NamedIndividual
type: InterestRateBenchmark
deprecated: true
has reference currency: PhilippinePeso
abbreviation: PHP-PHIREF-BAP
explanatory note: 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.
explanatory note: 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.

PHP-PHIREF-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: PhilippinePeso
abbreviation: PHP-PHIREF-Reference Banks
explanatory note: 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.

PHP-Semi-Annual Swap Rate-11:00-BGCANTOR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: PhilippinePeso
has tenor: SixMonths
abbreviation: PHP-Semi-Annual Swap Rate-11:00-BGCANTOR
explanatory note: 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.
is provided by: FenicsMarketData

PHP-Semi-Annual Swap Rate-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: PhilippinePeso
has tenor: SixMonths
abbreviation: PHP-Semi-Annual Swap Rate-Reference Banks
explanatory note: 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.

PLN-POLONIA
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Zloty
abbreviation: PLN-POLONIA
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

PLN-POLONIA-OIS Compound
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Zloty
abbreviation: PLN-POLONIA-OIS Compound
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

PLN-WIBID
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Zloty
abbreviation: PLN-WIBID
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

PLN-WIBOR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Zloty
abbreviation: PLN-WIBOR
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

PLN-WIBOR-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Zloty
abbreviation: PLN-WIBOR-Reference Banks
explanatory note: 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.

PLN-WIRON
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Zloty
abbreviation: PLN-WIRON
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

PLN-WIRON-OIS Compound
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Zloty
abbreviation: PLN-WIRON-OIS Compound
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

PLZ-WIBOR-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Zloty
abbreviation: PLZ-WIBOR-Reference Banks
explanatory note: 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.

PLZ-WIBOR-WIBO
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Zloty
abbreviation: PLZ-WIBOR-WIBO
explanatory note: 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.

REPOFUNDS RATE-FRANCE-OIS-COMPOUND
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Euro
abbreviation: REPOFUNDS RATE-FRANCE-OIS-COMPOUND
explanatory note: 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.

REPOFUNDS RATE-GERMANY-OIS-COMPOUND
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Euro
abbreviation: REPOFUNDS RATE-GERMANY-OIS-COMPOUND
explanatory note: 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.

REPOFUNDS RATE-ITALY-OIS-COMPOUND
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Euro
abbreviation: REPOFUNDS RATE-ITALY-OIS-COMPOUND
explanatory note: 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.

RON-Annual Swap Rate-11:00-BGCANTOR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: RomanianLeu
has tenor: TwelveMonths
abbreviation: RON-Annual Swap Rate-11:00-BGCANTOR
explanatory note: 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.
is provided by: FenicsMarketData

RON-Annual Swap Rate-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: RomanianLeu
has tenor: TwelveMonths
abbreviation: RON-Annual Swap Rate-Reference Banks
explanatory note: 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.

RON-ROBID
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: RomanianLeu
abbreviation: RON-ROBID
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

RON-ROBOR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: RomanianLeu
abbreviation: RON-ROBOR
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

RUB-Annual Swap Rate-11:00-BGCANTOR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: RussianRuble
has tenor: TwelveMonths
abbreviation: RUB-Annual Swap Rate-11:00-BGCANTOR
explanatory note: 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.
is provided by: FenicsMarketData

RUB-Annual Swap Rate-12:45-TRADITION
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: RussianRuble
has tenor: TwelveMonths
abbreviation: RUB-Annual Swap Rate-12:45-TRADITION
explanatory note: 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.
is provided by: Tradition

RUB-Annual Swap Rate-4:15-TRADITION
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: RussianRuble
has tenor: TwelveMonths
abbreviation: RUB-Annual Swap Rate-4:15-TRADITION
explanatory note: 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.
is provided by: Tradition

RUB-Annual Swap Rate-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: RussianRuble
has tenor: TwelveMonths
abbreviation: RUB-Annual Swap Rate-Reference Banks
explanatory note: 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.

RUB-Annual Swap Rate-TRADITION-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: RussianRuble
has tenor: TwelveMonths
abbreviation: RUB-Annual Swap Rate-TRADITION-Reference Banks
explanatory note: 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.

RUB-Key Rate CBRF
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: RussianRuble
abbreviation: RUB-Key Rate CBRF
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

RUB-MOSPRIME-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: RussianRuble
abbreviation: RUB-MOSPRIME-Reference Banks
explanatory note: 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.

RUB-MosPrime
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: RussianRuble
abbreviation: RUB-MosPrime
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

RUB-RUONIA
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: RussianRuble
abbreviation: RUB-RUONIA
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

RUB-RUONIA-OIS Compound
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: RussianRuble
abbreviation: RUB-RUONIA-OIS Compound
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

SAR-SAIBOR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SaudiRiyal
abbreviation: SAR-SAIBOR
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

SAR-SRIOR-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SaudiRiyal
abbreviation: SAR-SRIOR-Reference Banks
explanatory note: 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.

SEK-Annual Swap Rate
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SwedishKrona
has tenor: TwelveMonths
abbreviation: SEK-Annual Swap Rate
explanatory note: 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.

SEK-Annual Swap Rate-SESWFI
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SwedishKrona
has tenor: TwelveMonths
abbreviation: SEK-Annual Swap Rate-SESWFI
explanatory note: 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.

SEK-STIBOR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SwedishKrona
abbreviation: SEK-STIBOR
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

SEK-STIBOR-OIS Compound
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SwedishKrona
abbreviation: SEK-STIBOR-OIS Compound
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

SEK-STIBOR-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SwedishKrona
abbreviation: SEK-STIBOR-Reference Banks
explanatory note: 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.

SEK-SWESTR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SwedishKrona
abbreviation: SEK-SWESTR
explanatory note: 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.

SEK-SWESTR-OIS Compound
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SwedishKrona
abbreviation: SEK-SWESTR-OIS Compound
explanatory note: 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.

SEK-SWESTR Average 1M
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SwedishKrona
abbreviation: SEK-SWESTR Average 1M
explanatory note: 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.

SEK-SWESTR Average 1W
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SwedishKrona
abbreviation: SEK-SWESTR Average 1W
explanatory note: 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.

SEK-SWESTR Average 2M
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SwedishKrona
abbreviation: SEK-SWESTR Average 2M
explanatory note: 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.

SEK-SWESTR Average 3M
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SwedishKrona
abbreviation: SEK-SWESTR Average 3M
explanatory note: 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.

SEK-SWESTR Average 6M
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SwedishKrona
abbreviation: SEK-SWESTR Average 6M
explanatory note: 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.

SEK-SWESTR Compounded Index
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SwedishKrona
abbreviation: SEK-SWESTR Compounded Index
explanatory note: 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.

SGD-SIBOR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SingaporeDollar
abbreviation: SGD-SIBOR
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

SGD-SIBOR-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SingaporeDollar
abbreviation: SGD-SIBOR-Reference Banks
explanatory note: 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.

SGD-SIBOR-Telerate
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SingaporeDollar
abbreviation: SGD-SIBOR-Telerate
explanatory note: 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.
is provided by: ThomsonReuters

SGD-SONAR-OIS-COMPOUND
type: NamedIndividual
type: InterestRateBenchmark
deprecated: true
has reference currency: SingaporeDollar
abbreviation: SGD-SONAR-OIS-COMPOUND
explanatory note: Deprecated usage: "SGD-SONAR-OIS-COMPOUND" code has been deprecated in supplement 35 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes.
explanatory note: 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.

SGD-SOR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SingaporeDollar
abbreviation: SGD-SOR
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

SGD-SOR-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
deprecated: true
has reference currency: SingaporeDollar
abbreviation: SGD-SOR-Reference Banks
explanatory note: Deprecated usage: "SGD-SOR-Reference Banks" code has been deprecated in supplement 35 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes.
explanatory note: 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.

SGD-SOR-Telerate
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SingaporeDollar
abbreviation: SGD-SOR-Telerate
explanatory note: 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.
is provided by: ThomsonReuters

SGD-SOR-VWAP-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SingaporeDollar
abbreviation: SGD-SOR-VWAP-Reference Banks
explanatory note: 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.

SGD-SORA
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SingaporeDollar
abbreviation: SGD-SORA
explanatory note: 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.

SGD-SORA-OIS Compound
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SingaporeDollar
abbreviation: SGD-SORA-OIS Compound
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

SGD-Semi-Annual Currency Basis Swap Rate-11:00-Tullett Prebon
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SingaporeDollar
has tenor: SixMonths
abbreviation: SGD-Semi-Annual Currency Basis Swap Rate-11:00-Tullett Prebon
explanatory note: 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.

SGD-Semi-Annual Currency Basis Swap Rate-16:00-Tullett Prebon
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SingaporeDollar
has tenor: SixMonths
abbreviation: SGD-Semi-Annual Currency Basis Swap Rate-16:00-Tullett Prebon
explanatory note: 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.

SGD-Semi-Annual Swap Rate-11.00-TRADITION
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SingaporeDollar
has tenor: SixMonths
abbreviation: SGD-Semi-Annual Swap Rate-11.00-TRADITION
explanatory note: 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.
is provided by: Tradition

SGD-Semi-Annual Swap Rate-11:00-BGCANTOR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SingaporeDollar
has tenor: SixMonths
abbreviation: SGD-Semi-Annual Swap Rate-11:00-BGCANTOR
explanatory note: 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.
is provided by: FenicsMarketData

SGD-Semi-Annual Swap Rate-11:00-Tullett Prebon
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SingaporeDollar
has tenor: SixMonths
abbreviation: SGD-Semi-Annual Swap Rate-11:00-Tullett Prebon
explanatory note: 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.

SGD-Semi-Annual Swap Rate-16:00-Tullett Prebon
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SingaporeDollar
has tenor: SixMonths
abbreviation: SGD-Semi-Annual Swap Rate-16:00-Tullett Prebon
explanatory note: 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.

SGD-Semi-Annual Swap Rate-ICAP
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SingaporeDollar
has tenor: SixMonths
abbreviation: SGD-Semi-Annual Swap Rate-ICAP
explanatory note: 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.

SGD-Semi-Annual Swap Rate-ICAP-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SingaporeDollar
has tenor: SixMonths
abbreviation: SGD-Semi-Annual Swap Rate-ICAP-Reference Banks
explanatory note: 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.

SGD-Semi-Annual Swap Rate-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SingaporeDollar
has tenor: SixMonths
abbreviation: SGD-Semi-Annual Swap Rate-Reference Banks
explanatory note: 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.

SGD-Semi-Annual Swap Rate-TRADITION-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: SingaporeDollar
has tenor: SixMonths
abbreviation: SGD-Semi-Annual Swap Rate-TRADITION-Reference Banks
explanatory note: 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.

SKK-BRIBOR-BRBO
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Euro
abbreviation: SKK-BRIBOR-BRBO
explanatory note: 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.

SKK-BRIBOR-Bloomberg
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Euro
abbreviation: SKK-BRIBOR-Bloomberg
explanatory note: 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.
is provided by: BloombergLP

SKK-BRIBOR-NBSK07
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Euro
abbreviation: SKK-BRIBOR-NBSK07
explanatory note: 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.

SKK-BRIBOR-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Euro
abbreviation: SKK-BRIBOR-Reference Banks
explanatory note: 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.

THB-SOR-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
deprecated: true
has reference currency: Baht
abbreviation: THB-SOR-Reference Banks
explanatory note: Deprecated usage: "THB-SOR-Reference Banks" code has been deprecated in supplement 38 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes.
explanatory note: 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.

THB-SOR-Reuters
type: NamedIndividual
type: InterestRateBenchmark
deprecated: true
has reference currency: Baht
abbreviation: THB-SOR-Reuters
explanatory note: Deprecated usage: "THB-SOR-Reuters" code has been deprecated in supplement 35 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes.
explanatory note: 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.
is provided by: ThomsonReuters

THB-SOR-Telerate
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Baht
abbreviation: THB-SOR-Telerate
explanatory note: 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.
is provided by: ThomsonReuters

THB-Semi-Annual Swap Rate-11:00-BGCANTOR
type: NamedIndividual
type: InterestRateBenchmark
deprecated: true
has reference currency: Baht
has tenor: SixMonths
abbreviation: THB-Semi-Annual Swap Rate-11:00-BGCANTOR
explanatory note: Deprecated usage: the code has been deprecated in supplement 38 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes.
explanatory note: 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.
is provided by: FenicsMarketData

THB-Semi-Annual Swap Rate-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
deprecated: true
has reference currency: Baht
has tenor: SixMonths
abbreviation: THB-Semi-Annual Swap Rate-Reference Banks
explanatory note: Deprecated usage: the code has been deprecated in supplement 38 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes.
explanatory note: 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.

THB-THBFIX
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Baht
abbreviation: THB-THBFIX
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

THB-THBFIX-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Baht
abbreviation: THB-THBFIX-Reference Banks
explanatory note: 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.

THB-THOR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Baht
abbreviation: THB-THOR
explanatory note: 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.

THB-THOR-OIS Compound
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Baht
abbreviation: THB-THOR-OIS Compound
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

TRY-Annual Swap Rate-11:15-BGCANTOR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: TurkishLira
has tenor: TwelveMonths
abbreviation: TRY-Annual Swap Rate-11:15-BGCANTOR
explanatory note: 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.
is provided by: FenicsMarketData

TRY-Annual Swap Rate-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: TurkishLira
has tenor: TwelveMonths
abbreviation: TRY-Annual Swap Rate-Reference Banks
explanatory note: 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.

TRY-Semi-Annual Swap Rate-TRADITION-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: TurkishLira
has tenor: SixMonths
abbreviation: TRY-Semi-Annual Swap Rate-TRADITION-Reference Banks
explanatory note: 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.

TRY-TLREF
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: TurkishLira
abbreviation: TRY-TLREF
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

TRY-TLREF-OIS Compound
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: TurkishLira
abbreviation: TRY-TLREF-OIS Compound
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

TRY-TRLIBOR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: TurkishLira
abbreviation: TRY-TRLIBOR
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

TRY-TRYIBOR-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: TurkishLira
abbreviation: TRY-TRYIBOR-Reference Banks
explanatory note: 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.

TRY Annual Swap Rate-11:00-TRADITION
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: TurkishLira
has tenor: TwelveMonths
abbreviation: TRY Annual Swap Rate-11:00-TRADITION
explanatory note: 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.
is provided by: Tradition

TWD-Quarterly-Annual Swap Rate-11:00-BGCANTOR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: NewTaiwanDollar
has tenor: ThreeMonths
abbreviation: TWD-Quarterly-Annual Swap Rate-11:00-BGCANTOR
explanatory note: 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.
is provided by: FenicsMarketData

TWD-Quarterly-Annual Swap Rate-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: NewTaiwanDollar
has tenor: ThreeMonths
abbreviation: TWD-Quarterly-Annual Swap Rate-Reference Banks
explanatory note: 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.

TWD-Reference Dealers
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: NewTaiwanDollar
abbreviation: TWD-Reference Dealers
explanatory note: 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.

TWD-Reuters-6165
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: NewTaiwanDollar
abbreviation: TWD-Reuters-6165
explanatory note: 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.

TWD-TAIBIR01
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: NewTaiwanDollar
abbreviation: TWD-TAIBIR01
explanatory note: 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.

TWD-TAIBIR02
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: NewTaiwanDollar
abbreviation: TWD-TAIBIR02
explanatory note: 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.

TWD-TAIBOR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: NewTaiwanDollar
abbreviation: TWD-TAIBOR
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

TWD-TWCPBA
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: NewTaiwanDollar
abbreviation: TWD-TWCPBA
explanatory note: 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.

TWD-Telerate-6165
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: NewTaiwanDollar
abbreviation: TWD-Telerate-6165
explanatory note: 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.

USD-3M LIBOR SWAP-CME vs LCH-ICAP
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
has tenor: ThreeMonths
abbreviation: USD-3M LIBOR SWAP-CME vs LCH-ICAP
explanatory note: 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.

USD-3M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
has tenor: ThreeMonths
abbreviation: USD-3M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg
explanatory note: 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.
is provided by: BloombergLP

USD-6M LIBOR SWAP-CME vs LCH-ICAP
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
has tenor: SixMonths
abbreviation: USD-6M LIBOR SWAP-CME vs LCH-ICAP
explanatory note: 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.

USD-6M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
has tenor: SixMonths
abbreviation: USD-6M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg
explanatory note: 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.
is provided by: BloombergLP

USD-AMERIBOR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-AMERIBOR
explanatory note: 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.

USD-AMERIBOR Average 30D
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-AMERIBOR Average 30D
explanatory note: 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.

USD-AMERIBOR Average 90D
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-AMERIBOR Average 90D
explanatory note: 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.

USD-AMERIBOR Term
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-AMERIBOR Term
explanatory note: 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.

USD-AMERIBOR Term Structure
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-AMERIBOR Term Structure
explanatory note: 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.

USD-AXI Term
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-AXI Term
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

USD-Annual Swap Rate-11:00-BGCANTOR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
has tenor: TwelveMonths
abbreviation: USD-Annual Swap Rate-11:00-BGCANTOR
explanatory note: 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.
is provided by: FenicsMarketData

USD-Annual Swap Rate-11:00-TRADITION
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
has tenor: TwelveMonths
abbreviation: USD-Annual Swap Rate-11:00-TRADITION
explanatory note: 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.
is provided by: Tradition

USD-Annual Swap Rate-4:00-TRADITION
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
has tenor: TwelveMonths
abbreviation: USD-Annual Swap Rate-4:00-TRADITION
explanatory note: 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.
is provided by: Tradition

USD-BA-H.15
type: NamedIndividual
type: InterestRateBenchmark
is produced by: BoardOfGovernorsOfTheFederalReserveSystem
has reference currency: USDollar
abbreviation: USD-BA-H.15
explanatory note: 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.

USD-BA-Reference Dealers
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-BA-Reference Dealers
explanatory note: 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.

USD-BMA Municipal Swap Index
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-BMA Municipal Swap Index
explanatory note: 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.

USD-BSBY
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-BSBY
explanatory note: 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.

USD-CD-H.15
type: NamedIndividual
type: InterestRateBenchmark
is produced by: BoardOfGovernorsOfTheFederalReserveSystem
has reference currency: USDollar
abbreviation: USD-CD-H.15
explanatory note: 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.

USD-CD-Reference Dealers
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-CD-Reference Dealers
explanatory note: 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.

USD-CMS-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-CMS-Reference Banks
explanatory note: 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.

USD-CMS-Reference Banks-ICAP SwapPX
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-CMS-Reference Banks-ICAP SwapPX
explanatory note: 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.

USD-CMS-Reuters
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-CMS-Reuters
explanatory note: 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.
is provided by: ThomsonReuters

USD-CMS-Telerate
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-CMS-Telerate
explanatory note: 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.
is provided by: ThomsonReuters

USD-CMT
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-CMT
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

USD-CMT Average 1W
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-CMT Average 1W
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

USD-COF11-Telerate
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-COF11-Telerate
explanatory note: 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.
is provided by: ThomsonReuters

USD-COFI
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-COFI
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

USD-CP-Money Market Yield
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-CP-Money Market Yield
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

USD-CP-Reference Dealers
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-CP-Reference Dealers
explanatory note: 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.

USD-CRITR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-CRITR
explanatory note: FRO-M-V7
explanatory note: 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.

USD-FFCB-DISCO
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-FFCB-DISCO
explanatory note: 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.

USD-FXI Term
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-FXI Term
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

USD-Federal Funds
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-Federal Funds
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

USD-Federal Funds-OIS Compound
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-Federal Funds-OIS Compound
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

USD-Federal Funds-Reference Dealers
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-Federal Funds-Reference Dealers
explanatory note: 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.

USD-LIBOR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-LIBOR
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

USD-LIBOR-ISDA
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-LIBOR-ISDA
explanatory note: 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.

USD-LIBOR-LIBO
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-LIBOR-LIBO
explanatory note: 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.

USD-LIBOR-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-LIBOR-Reference Banks
explanatory note: 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.

USD-LIBOR ICE Swap Rate-11:00
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-LIBOR ICE Swap Rate-11:00
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

USD-LIBOR ICE Swap Rate-15:00
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-LIBOR ICE Swap Rate-15:00
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

USD-Municipal Swap Index
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-Municipal Swap Index
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

USD-Municipal Swap Libor Ratio-11:00-ICAP
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-Municipal Swap Libor Ratio-11:00-ICAP
explanatory note: 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.

USD-Municipal Swap Rate-11:00-ICAP
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-Municipal Swap Rate-11:00-ICAP
explanatory note: 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.

USD-OIS-11:00-BGCANTOR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-OIS-11:00-BGCANTOR
explanatory note: 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.
is provided by: FenicsMarketData

USD-OIS-11:00-LON-ICAP
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-OIS-11:00-LON-ICAP
explanatory note: 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.

USD-OIS-11:00-NY-ICAP
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-OIS-11:00-NY-ICAP
explanatory note: 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.

USD-OIS-11:00-TRADITION
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-OIS-11:00-TRADITION
explanatory note: 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.
is provided by: Tradition

USD-OIS-3:00-BGCANTOR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-OIS-3:00-BGCANTOR
explanatory note: 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.
is provided by: FenicsMarketData

USD-OIS-3:00-NY-ICAP
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-OIS-3:00-NY-ICAP
explanatory note: 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.

USD-OIS-4:00-TRADITION
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-OIS-4:00-TRADITION
explanatory note: 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.
is provided by: Tradition

USD-Overnight Bank Funding Rate
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-Overnight Bank Funding Rate
explanatory note: 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.

USD-Prime
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-Prime
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

USD-Prime-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-Prime-Reference Banks
explanatory note: 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.

USD-SIBOR-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-SIBOR-Reference Banks
explanatory note: 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.

USD-SIBOR-SIBO
type: NamedIndividual
type: InterestRateBenchmark
deprecated: true
has reference currency: USDollar
abbreviation: USD-SIBOR-SIBO
explanatory note: Deprecated usage: the code has been deprecated in supplement 36 to the 2006 ISDA definitions (Section 7.1 (ab) (xxviii) USD-SIBOR-SIBO is deleted in its entirety). The code is kept in FpML for backward compatibility purposes.
explanatory note: 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.

USD-SOFR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-SOFR
explanatory note: 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.

USD-SOFR-OIS Compound
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-SOFR-OIS Compound
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

USD-SOFR Average 180D
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-SOFR Average 180D
explanatory note: 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.

USD-SOFR Average 30D
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-SOFR Average 30D
explanatory note: 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.

USD-SOFR Average 90D
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-SOFR Average 90D
explanatory note: 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.

USD-SOFR CME Term
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-SOFR CME Term
explanatory note: 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.

USD-SOFR Compounded Index
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-SOFR Compounded Index
explanatory note: 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.

USD-SOFR ICE Compounded Index
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-SOFR ICE Compounded Index
explanatory note: 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.

USD-SOFR ICE Compounded Index 0 Floor
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-SOFR ICE Compounded Index 0 Floor
explanatory note: 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.

USD-SOFR ICE Compounded Index 0 Floor 2D Lag
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-SOFR ICE Compounded Index 0 Floor 2D Lag
explanatory note: 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.

USD-SOFR ICE Compounded Index 0 Floor 5D Lag
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-SOFR ICE Compounded Index 0 Floor 5D Lag
explanatory note: 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.

USD-SOFR ICE Compounded Index 2D Lag
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-SOFR ICE Compounded Index 2D Lag
explanatory note: 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.

USD-SOFR ICE Compounded Index 5D Lag
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-SOFR ICE Compounded Index 5D Lag
explanatory note: 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.

USD-SOFR ICE Swap Rate
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-SOFR ICE Swap Rate
explanatory note: 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.

USD-SOFR ICE Swap Rate Spreads
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-SOFR ICE Swap Rate Spreads
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

USD-SOFR ICE Term
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-SOFR ICE Term
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

USD-SandP Index High Grade
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-SandP Index High Grade
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

USD-TBILL-H.15
type: NamedIndividual
type: InterestRateBenchmark
is produced by: BoardOfGovernorsOfTheFederalReserveSystem
has reference currency: USDollar
abbreviation: USD-TBILL-H.15
explanatory note: 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.

USD-TBILL-H.15-Bloomberg
type: NamedIndividual
type: InterestRateBenchmark
is produced by: BoardOfGovernorsOfTheFederalReserveSystem
has reference currency: USDollar
abbreviation: USD-TBILL-H.15-Bloomberg
explanatory note: 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.
is provided by: BloombergLP

USD-TBILL Auction High Rate
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-TBILL Auction High Rate
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

USD-TBILL Secondary Market-Bond Equivalent Yield
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-TBILL Secondary Market-Bond Equivalent Yield
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

USD-TIBOR-ISDC
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-TIBOR-ISDC
explanatory note: 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.

USD-TIBOR-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-TIBOR-Reference Banks
explanatory note: 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.

USD-Treasury-19901-3:00-ICAP
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-Treasury-19901-3:00-ICAP
explanatory note: 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.

USD-Treasury Rate-ICAP BrokerTec
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-Treasury Rate-ICAP BrokerTec
explanatory note: 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.

USD-Treasury Rate-SwapMarker100
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-Treasury Rate-SwapMarker100
explanatory note: 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.

USD-Treasury Rate-SwapMarker99
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-Treasury Rate-SwapMarker99
explanatory note: 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.

USD-Treasury Rate-T19901
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-Treasury Rate-T19901
explanatory note: 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.

USD-Treasury Rate-T500
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD-Treasury Rate-T500
explanatory note: 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.

USD Swap Rate-BCMP1
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD Swap Rate-BCMP1
explanatory note: 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.

USD Treasury Rate-BCMP1
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: USDollar
abbreviation: USD Treasury Rate-BCMP1
explanatory note: 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.

VND-Semi-Annual Swap Rate-11:00-BGCANTOR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Dong
has tenor: SixMonths
abbreviation: VND-Semi-Annual Swap Rate-11:00-BGCANTOR
explanatory note: 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.
is provided by: FenicsMarketData

VND-Semi-Annual Swap Rate-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Dong
has tenor: SixMonths
abbreviation: VND-Semi-Annual Swap Rate-Reference Banks
explanatory note: 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.

ZAR-DEPOSIT-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Rand
abbreviation: ZAR-DEPOSIT-Reference Banks
explanatory note: 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.

ZAR-DEPOSIT-SAFEX
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Rand
abbreviation: ZAR-DEPOSIT-SAFEX
explanatory note: 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.

ZAR-JIBAR
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Rand
abbreviation: ZAR-JIBAR
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

ZAR-JIBAR-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Rand
abbreviation: ZAR-JIBAR-Reference Banks
explanatory note: 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.

ZAR-PRIME-AVERAGE-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Rand
abbreviation: ZAR-PRIME-AVERAGE-Reference Banks
explanatory note: 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.

ZAR-Prime Average
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Rand
abbreviation: ZAR-Prime Average
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

ZAR-Quarterly Swap Rate-1:00-TRADITION
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Rand
has tenor: ThreeMonths
abbreviation: ZAR-Quarterly Swap Rate-1:00-TRADITION
explanatory note: 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.
is provided by: Tradition

ZAR-Quarterly Swap Rate-5:30-TRADITION
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Rand
has tenor: ThreeMonths
abbreviation: ZAR-Quarterly Swap Rate-5:30-TRADITION
explanatory note: 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.
is provided by: Tradition

ZAR-Quarterly Swap Rate-TRADITION-Reference Banks
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Rand
has tenor: ThreeMonths
abbreviation: ZAR-Quarterly Swap Rate-TRADITION-Reference Banks
explanatory note: 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.

ZAR-ZARONIA
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Rand
abbreviation: ZAR-ZARONIA
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

ZAR-ZARONIA-OIS Compound
type: NamedIndividual
type: InterestRateBenchmark
has reference currency: Rand
abbreviation: ZAR-ZARONIA-OIS Compound
explanatory note: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.