SUBMISSION COVER SHEET

IMPORTANT: Check box if Confidential Treatment is requested 

Registered Entity Identifier Code (optional): ___________________________ 

Organization: ______________________________________________________________________ 

Filing as a: DCM SEF DCO SDR Please note - only ONE choice allowed. 

Filing Date (mm/dd/yy): ___________ Filing Description:

SPECIFY FILING TYPE Please note only ONE choice allowed per Submission.

 

Organization Rules and Rule Amendments

Certification § 40.6(a)

Approval § 40.5(a)

Notification § 40.6(d)

Advance Notice of SIDCO Rule Change § 40.10(a)

SIDCO Emergency Rule Change § 40.10(h)

Rule Numbers: ____________________________________________________________________ 

New Product Please note only ONE product per Submission.

Certification § 40.2(a) 

Certification Security Futures § 41.23(a)

Certification Swap Class § 40.2(d)

Approval § 40.3(a)

Approval Security Futures § 41.23(b) 

Novel Derivative Product Notification § 40.12(a)

Swap Submission § 39.5

Official Product Name: _____________________________________________________________

Product Terms and Conditions (product related Rules and Rule Amendments)

Certification § 40.6(a) 

Certification Made Available to Trade Determination § 40.6(a)

Certification Security Futures § 41.24(a)

Delisting (No Open Interest) § 40.6(a) 

Approval § 40.5(a)

Approval Made Available to Trade Determination § 40.5(a)

Approval Security Futures § 41.24(b)

Approval Amendments to enumerated agricultural products § 40.4(a), § 40.5(a)

“Non-Material Agricultural Rule Change” § 40.4(b)(5)

Notification § 40.6(d)

Official Name(s) of Product(s) Affected: ________________________________________________

Rule Numbers: ______________________________________________________________________ 

Bloomberg SEF LLC 

✔

Weekly Notification of Rule Amendments related to product terms and conditions (Week of August 01, 2023)

08/01/2023

✔

See filing. 

See Filing.
Bloomberg SEF LLC 731 Lexington Avenue Tel +1 212 318 2000 

New York, NY 10022 bloombergsef.com 

August 1, 2023

Submitted via Portal

U.S. Commodity Futures Trading Commission

Three Lafayette Centre

1155 21st Street, N.W.

Washington, D.C. 20581

Re: CFTC Regulation 40.6(d) Weekly Notification of Rule Amendments

BSEF Submission No. 2023ͲRͲ10

Ladies and Gentlemen:

Pursuant to Commodity Futures Trading Commission (“CFTC” or “Commission”) Regulation 40.6(d),

Bloomberg SEF submits this weekly notification of the following amendment related to product terms

and conditions made effective during the week of August 1, 2023.

On August 1, 2023, Bloomberg SEF (BSEF) corrected a typographical error in the Spot FX Rate Sources

column and Description column for Brazilian Real (BRL), as stated in the initial product certification

2013Ͳ09ͲPS, in Rule 1401 Foreign Exchange Contract – NonͲDeliverable Forward (“Contract”). The Spot

FX Rate Source for Brazilian Real (BRL) should be BRL PTAX or BRL09. The Description for Brazilian Real

(BRL) should also reference “BRL PTAX” or “BRL09.” Pursuant to BSEF Submission No. 2023ͲRͲ02 dated

May 10, 2023, Exhibit B erroneously refenced BRL OFFICIAL or BRL02 in both the Spot FX Rate Sources

column and Description column in the Brazilian Real (BRL) Currency row.

On August 1, 2023, Bloomberg SEF updated in Rule 516.A the methods Participants should use to

contact BSEF compliance to request cancellation, correction, adjustment or offset of a Trade in Cleared

Swaps. Participants should contact BSEF by phone or another form of approved written communication.

Exhibit A provides the BSEF Rulebook in redline format, reflecting the amendments to (a) Exhibit B of

Bloomberg SEF Submission No. 2023ͲRͲ02 and (b) Rule 516.A.

Please contact the undersigned at (212) 617Ͳ7331 with any questions regarding this matter.

an Glatter

Chief Compliance Officer

Bloomberg SEF LLC

731 Lexington Avenue

New York, NY 10022
Exhibit A

BSEF Rulebook

(deletions struckthrough)

RULE 516.A Notification of Action Taken and Trade Review – Cleared Swaps

(a) Cleared Swaps Executed on a NonͲAnonymous Basis

(i) If Participants involved in a Trade agree that the Trade is anError Trade and that the

cancellation, correction, adjustment or offset of the Error Trade is appropriate and will

not adversely impact market integrity, facilitate market manipulation, or other

illegitimate activity, or otherwise violate the CEA, CFTC Regulations or BSEF Rules,

Participants may enter into an Offsetting Tradeand/or into a Correcting Trade and

specifying that a Trade is either an Offsetting Trade or Correcting Trade.Providing such

specification will constitute notice to the Compliance Department and BSEF permission

to perform the actions described in Rule 516.B(a).

(ii) For a Trade corrected pursuant to subsection (a)(i) of this Rule 516.A, the Compliance

Department will conduct an ex post facto review of the Trade, the Offsetting Trade and

the Correcting Trade within one Business Day of the date of execution of the Offsetting

and the Correcting Trade. Such ex post facto review will include a review of the

electronic audit trail of the Trade, as well as other facts and circumstances associated

with the Trade.If BSEF makes an affirmative finding that such Trade was not an Error

Trade, BSEF Compliance will consider any action appropriate under BSEF Rules.

(iii)In the case of a Trade in Cleared Swaps executed on a nonͲanonymous basis, BSEF may,

but is not obliged to, inform Participants affected by the Error Trade of the identity and

contact information of any other Participant affected by the Error Trade.

(b) Cleared Swaps Executed on an Anonymous Basis

(i) To request cancellation, correction, adjustment or offset of a Trade in Cleared Swaps

executed on an anonymous basis (“Alleged Error Trade”), a Participant must notify the

BSEF Support Desk by phone at 1Ͳ212Ͳ617Ͳ1530 or bsefdesk@bloomberg.net or by any

form of written communication approved by BSEF by providing details sufficient to

identify the Error Trade (e.g., UTI, FIT/FITDNA key, or Swap contract, notional amount,

price/spread, Clearing House and execution time) and stating the grounds for the

request as soon as possible, but no later than the end of the Business Day following the

date of execution of the Alleged Error Trade.For notifications received after such date,

BSEF shall have discretion as to whether to review the request to cancel, correct, adjust

or offset the Alleged Error Trade.

(ii) The Compliance Department will review promptly the electronic audit trail of the

Alleged Error Trade as well as any facts and circumstances associated with the Alleged

Error Trade. If BSEF makes an affirmative finding that the Alleged Error Trade was an

Error Trade and that the cancellation, correction, adjustment or offset of the Alleged

Error Trade is appropriate and would not adversely impact market integrity, facilitate

market manipulation or other illegitimate activity, or otherwise violate the CEA, CFTC
Regulations or BSEF Rules, BSEF will designate such Alleged Error Trade as an “Error

Trade.”

(iii)BSEF will inform affected Participants of the Error Trade alleged as set forth in

subsection (b)(i) and of the next steps that the Participants must or could make.

(iv) BSEF will not take any action with respect to an Error Trade unless the Error Trade is

outside the NoͲBust Range.BSEF will inform the affected Participants of the final

disposition of the Error Trade.

(v) For Trades in Cleared Swaps executed on an anonymous basis, BSEF will not inform

Participants affected by the Error Trade of the identity and contact information of any

other Participant affected by the Error Trade and will facilitate a preͲarranged Offsetting

Trade or a Correcting Trade if all such Participants agree to or are required to enter into

Trades described in Rule 516.B.

 
RULE 1401. Foreign Exchange Contract – NonͲDeliverable Forward

Contract Overview A nonͲdeliverable forward (NDF) is a forward contract which

counterparties settle by exchanging in Settlement Currency the

difference between the Forward Rate agreed upon at the inception of

the contract and the Reference Rate on the Fixing Date on an

agreed notional amount.

Ticker NDFͲ[currency pair][settlement currency][fixing date]

Reference Currency (i.e.,

NonͲDeliverable Currency)

x AOA Angolan Kwanza

x ARS Argentine Peso

x BRL Brazilian Real

x CLP Chilean Peso

x CNY Chinese Renminbi

x COP Colombian Peso

x CRC Costa Rican Colon

x DOP Dominican Republic Peso

x EGP Egyptian Pound

x GEL Georgian Lari

x GHS Ghanaian Cedi

x IDR Indonesian Rupiah

x INR Indian Rupee

x KES Kenyan Shilling

x KRW South Korean Won

x KZT Kazakh Tenge

x MYR Malaysian Ringgit (Please see Notice to Participants 2017Ͳ3,

which is posted on BSEF’s website)

x NGN Nigerian Naira

x NPR Nepalese Rupee

x PEN Peruvian Nuevo sol

x PHP Philippine Peso

x PKR Pakistani Rupee

x PYG Paraguayan Guarani

x RUB Russian Ruble

x TWD Taiwan Dollar

x UAH Ukrainian Hryvnia

x UGX Ugandan Shilling

x UYU Uruguayan Peso

x VND Vietnamese Dong

Reference Rate For a specific currency, see Annex B

Settlement Currency See Settlement Currency List in Annex A

Quoting Convention

and Minimum Increment

Notional amount, as agreed by counterparties.

Minimum Size Notional amount, as agreed by counterparties.

Notional Currency Currency in which contract size is expressed in, as agreed by counterparties.

Trading Conventions Buy or Sell, which refers to the contract size expressed in notional currency.

Forward Rate Currency exchange rate expressed as the amount of Reference Currency per

unit of Settlement Currency.
Trade Date The date on which parties enter into the contract.

Settlement Date Specified settlement or payment date, as agreed by counterparties.

Fixing/Expiration Date The date at which the difference between the Reference Rate and the Forward

Rate is calculated.

Settlement Procedure Bilateral settlement performed in settlement currency.

Trading Hours 14:00 Sunday to 17:00 Friday Eastern Time.

Block Size As set forth in Appendix F to Part 43 of the CFTC Regulations.

Speculative Limits As set in Part 150 of the CFTC Regulations.

Reportable Levels As set in CFTC Regulation 15.03.
Annex A

Settlement Currencies

AED UAE Dirham GBP British Pound MRO Mauritania Ouguiya SLL Sierra Leone Leone

AFN Afghanistan Afghani GEL Georgia Lari MUR Mauritius Rupee SOS Somali Shilling

AMD Armenia Dram GHS Ghanaian cedi MVR Maldives Rufiyaa SRD Suriname Dollar

ANG Neth. Ant. Guilder GMD Gambian Dalasi MWK Malawi Kwacha SSP South Sudanese Pound

AOA Angolan Kwanza GNF Guinea Franc MXN Mexican Peso STD Sao Tome Dobra

ARS Argentine Peso GTQ Guatemala Quetzal MYR Malaysian Ringgit SVC El Salvador Colon

AUD Australian Dollar GYD Guyana Dollar MZM Mozambique Metical THB Thai Baht

AWG Aruban Guilder HKD Hong Kong Dollar MZN New Mozambique Metical TJS Tajikistan Somoni

BAM BosniaͲHerze Convrt Mrka HNL Honduras Lempira NGN Nigeria Naira TND Tunisian Dinar

BBD Barbados Dollar HRK Croatia Kuna NID New Iraqi Dinar TOP Tonga Pa’Anga

BDT Banglaldesh Taka HTG Haiti Gourde NIO Nicaragua Cordoba TRY Turkish Lira

BGD Bulgarian Lev HUF Hungarian Forint NLG Dutch Guilder TTD Trinidad/Tobago Dol

BHD Bahraini Dinar IDR Indonesian Rupiah NOK Norwegian Krone TWD Taiwan Dollar

BIF Burundi Franc ILS Israeli Shekel NPR Nepalese Rupee TZS Tanzanian Shilling

BMD Bermudian Dollar INR Indian Rupee NZD New Zealand Dollar UAH Ukraine Hryvnia

BND Brunei Dollar ISK Iceland Krona OMR Omani Rial UDI Mexican UDI

BOB Bolivian Boliviano JMD Jamaica Dollar PAD Panamanian Balboa UGX Ugandan Shilling

BRL Brazilian Real JOD Jordanian Dinar PEN Peruvian New Sol USD US Dollar

BSD Bahamas Dollar JPY Japanese Yen PGK Papua N.G. Kina UYU Uruguay Peso

BWP Botswana Pula KES Kenyan Shilling PHP Philippines Peso UZS Uzbekistan Sum

BYR Belarus Ruble KGS Kyrgyzstan Som PKR Pakistani Rupee VEE Venezuela Essential Rate

BZD Belize Dollar KHR Cambia Riel PLN Polish Zloty VEF Venezuelan Bolivar

CAD Canadian Dollar KMF Comoros Franc PTE Portuguese Escudo VND Vietnamese Dong

CDF Congolese Franc KRW South Korean Won PYG Paraguay Guarani VUV Vanuatu Vatu

CHF Swiss Franc KWD Kuwaiti Dinar ROL Romanian Leu WAR Qatari Riyal

CLP Chilean Peso KYD Cayman Islands Dollar RON New Romanian Leu WST Samoa (West) Tala

CNY China Renminbi (NDF) KZT Kazakhstan Tenge RSD Serbian Dinar XAF CFA Franc Beac

COP Colombian Peso LAK Laos Kip RUB Russian Ruble (NDF) XCD East Caribbean Dollar

CRC Costa Rican Colon LBP Lebanese Pound RWF Rwanda Franc XDR Special Drawing Rights

CVE Cape Verde Escudo LKR Sri Lankan Rupee SAR Saudi Riyal XOF CFA Franc Bceao

CZK Czech Koruna LTL Lithuanian Litas SBD Solomon Is. Dollar XPF Pacific Island Franc

DJF Djibouti Franc LVL Latvian Lats SCR Seychelles Rupee XSU Sucre

DKK Danish Krone MAD Moroccan Dirham SDD Sudanese Dinar YER Yemeni Rial

DOP Dominican Repb. MDL Moldova Leu SDG New Sudanese Pound ZAR S. African Rand

DZD Algerian Dinar MGA Malagascy Ariary SDP Old Sudanese Pound ZMK Zambian Kwacha

EGP Egyptian Pound (NDF) MKD Macedonia Denar SEK Swedish Korna ZMW Zambia Kwacha

ERN Eritrean Nakfa MMK Myanmar Kyat SGD Singapore Dollar ZWR Zimbabwe Dollar

EUR Euro MNT Mongolian Togrog SIT Slovenia Tolar

FJD Fiji Dollar MOP Macau Pataca SKK Slovakia Koruna
Annex B

Exchange Rate Sources

Currency Spot FX Rate

Sources

Description

Angolan

Kwanza (AOA)

AOA Official or AOA1 “AOA Official” or “AOA1” as described in ANNEX A to the 1998 FX

and Currency Option Definitions effective on the Fixing Date

published by International Swaps and Derivatives Association, Inc

and Trade Association for the Emerging Markets.

Bloomberg MID or

BFX03

“Bloomberg MID” or “BFX03” as described in ANNEX A to the 1998 FX

and Currency Option Definitions effective on the Fixing Date

published by International Swaps and Derivatives Association, Inc

and Trade Association for the Emerging Markets.

Argentine Peso

(ARS)

ARS MAE or ARS05 “ARS MAE” or “ARS05” as described in ANNEX A to the 1998 FX and

Currency Option Definitions effective on the Fixing Date published by

International Swaps and Derivatives Association, Inc and Trade

Association for the Emerging Markets.

Bloomberg MID or

BFX03

“Bloomberg MID” or “BFX03” as described in ANNEX A to the 1998 FX

and Currency Option Definitions effective on the Fixing Date

published by International Swaps and Derivatives Association, Inc

and Trade Association for the Emerging Markets.

Brazilian Real

(BRL)

BRL OFFICIAL PTAX

or BRL092

“BRL OFFICIAL” or “BRL02” “BRL PTAX” or “BRL09” as described in

ANNEX A to the 1998 FX and Currency Option Definitions effective on

the Fixing Date published by International Swaps and Derivatives

Association, Inc and Trade Association for the Emerging Markets.

Bloomberg MID or

BFX03

“Bloomberg MID” or “BFX03” as described in ANNEX A to the 1998 FX

and Currency Option Definitions effective on the Fixing Date

published by International Swaps and Derivatives Association, Inc

and Trade Association for the Emerging Markets.

Chilean Peso

(CLP)

CLP DÓLAR OBS or

CLP10

“CLP DÓLAR OBS” or “CLP10” as described in ANNEX A to the 1998 FX

and Currency Option Definitions effective on the Fixing Date

published by International Swaps and Derivatives Association, Inc

and Trade Association for the Emerging Markets.

Bloomberg MID or

BFX03

“Bloomberg MID” or “BFX03” as described in ANNEX A to the 1998 FX

and Currency Option Definitions effective on the Fixing Date

published by International Swaps and Derivatives Association, Inc

and Trade Association for the Emerging Markets.

Chinese

Renminbi (CNY)

CNY CNHHK or

CNY03

“CNY CNHHK” or “CNY03” as described in ANNEX A to the 1998 FX

and Currency Option Definitions effective on the Fixing Date

published by International Swaps and Derivatives Association, Inc

and Trade Association for the Emerging Markets.
CNY SAEC or CNY01 “CNY SAEC” or “CNY01” as described in ANNEX A to the 1998 FX and

Currency Option Definitions effective on the Fixing Date published by

International Swaps and Derivatives Association, Inc and Trade

Association for the Emerging Markets.

SFEMC CNY

INDICATIVE SURVEY

RATE or CNY02

“SFEMC CNY INDICATIVE SURVEY RATE” or “CNY02” as described in

ANNEX A to the 1998 FX and Currency Option Definitions effective on

the Fixing Date published by International Swaps and Derivatives

Association, Inc and Trade Association for the Emerging Markets.

Bloomberg MID or

BFX03

“Bloomberg MID” or “BFX03” as described in tANNEX A to the 1998

FX and Currency Option Definitions effective on the Fixing Date

published by International Swaps and Derivatives Association, Inc

and Trade Association for the Emerging Markets.

Colombian Peso

(COP)

COP TRM or COP02 “COP TRM” or “COP02” as described in ANNEX A to the 1998 FX and

Currency Option Definitions effective on the Fixing Date published by

International Swaps and Derivatives Association, Inc and Trade

Association for the Emerging Markets.

Bloomberg MID or

BFX03

“Bloomberg MID” or “BFX03” as described in ANNEX A to the 1998 FX

and Currency Option Definitions effective on the Fixing Date

published by International Swaps and Derivatives Association, Inc

and Trade Association for the Emerging Markets.

Costa Rican

Colon (CRC)

Bloomberg MID or

BFX03

“Bloomberg MID” or “BFX03” as described in ANNEX A to the 1998 FX

and Currency Option Definitions effective on the Fixing Date

published by International Swaps and Derivatives Association, Inc

and Trade Association for the Emerging Markets.

WM/Refinitiv MID or

WMR03

“WM/ RefinitivMID” or “WMR03” as described in ANNEX A to the

1998 FX and Currency Option Definitions effective on the Fixing Date

published by International Swaps and Derivatives Association, Inc

and Trade Association for the Emerging Markets.

Dominican

Republic Peso

(DOP)

Bloomberg MID or

BFX03

“Bloomberg MID” or “BFX03” as described in ANNEX A to the 1998 FX

and Currency Option Definitions effective on the Fixing Date

published by International Swaps and Derivatives Association, Inc

and Trade Association for the Emerging Markets.

WM/Refinitiv MID or

WMR03

“WM/ RefinitivMID” or “WMR03” as described in ANNEX A to the

1998 FX and Currency Option Definitions effective on the Fixing Date

published by International Swaps and Derivatives Association, Inc

and Trade Association for the Emerging Markets.

Egyptian Pound

(EGP)

EGP FEMF or EGP01 “EGP FEMF” or “EGP01” as described in ANNEX A to the 1998 FX and

Currency Option Definitions effective on the Fixing Date published by

International Swaps and Derivatives Association, Inc and Trade

Association for the Emerging Markets.
Bloomberg MID or

BFX03

“Bloomberg MID” or “BFX03” as described in ANNEX A to the 1998 FX

and Currency Option Definitions effective on the Fixing Date

published by International Swaps and Derivatives Association, Inc

and Trade Association for the Emerging Markets.

Georgian Lari

(GEL)

Bloomberg MID or

BFX03

“Bloomberg MID” or “BFX03” as described in ANNEX A to the 1998 FX

and Currency Option Definitions effective on the Fixing Date

published by International Swaps and Derivatives Association, Inc

and Trade Association for the Emerging Markets.

WM/Refinitiv MID or

WMR03

“WM/ RefinitivMID” or “WMR03” as described in ANNEX A to the

1998 FX and Currency Option Definitions effective on the Fixing Date

published by International Swaps and Derivatives Association, Inc

and Trade Association for the Emerging Markets.

Ghanaian Cedi

(GHS)

Bloomberg MID or

BFX03

“Bloomberg MID” or “BFX03” as described in ANNEX A to the 1998 FX

and Currency Option Definitions effective on the Fixing Date

published by International Swaps and Derivatives Association, Inc

and Trade Association for the Emerging Markets.

GHS WMR or GHS04 “GHS WMR” or “GHS04” as described in ANNEX A to the 1998 FX and

Currency Option Definitions effective on the Fixing Date published by

International Swaps and Derivatives Association, Inc and Trade

Association for the Emerging Markets.

Indian Rupee

(INR)

INR FBIL or INR01 “INR FBIL” or “INR01” as described in ANNEX A to the 1998 FX and

Currency Option Definitions effective on the Fixing Date published by

International Swaps and Derivatives Association, Inc and Trade

Association for the Emerging Markets.

SFEMC INR

INDICATIVE SURVEY

RATE or INR02

“SFEMC INR INDICATIVE SURVEY RATE” or “INR02” as described in

ANNEX A to the 1998 FX and Currency Option Definitions effective on

the Fixing Date published by International Swaps and Derivatives

Association, Inc and Trade Association for the Emerging Markets.

Bloomberg MID or

BFX03

“Bloomberg MID” or “BFX03” as described in ANNEX A to the 1998 FX

and Currency Option Definitions effective on the Fixing Date

published by International Swaps and Derivatives Association, Inc

and Trade Association for the Emerging Markets.

Indonesian

Rupiah (IDR)

IDR JISDOR or IDR04 “IDR JISDOR” or “IDR04” as described in ANNEX A to the 1998 FX and

Currency Option Definitions effective on the Fixing Date published by

International Swaps and Derivatives Association, Inc and Trade

Association for the Emerging Markets.

SFEMC IDR

INDICATIVE SURVEY

RATE or IDR02

“SFEMC IDR INDICATIVE SURVEY RATE” or “IDR02” as described in

ANNEX A to the 1998 FX and Currency Option Definitions effective on

the Fixing Date published by International Swaps and Derivatives

Association, Inc and Trade Association for the Emerging Markets.
Bloomberg MID or

BFX03

“Bloomberg MID” or “BFX03” as described in ANNEX A to the 1998 FX

and Currency Option Definitions effective on the Fixing Date

published by International Swaps and Derivatives Association, Inc

and Trade Association for the Emerging Markets.

Kazakhstani

Tenge (KZT)

KZT KASE or KZT01 “KZT KASE” or “KZT01” as described in ANNEX A to the 1998 FX and

Currency Option Definitions effective on the Fixing Date published by

International Swaps and Derivatives Association, Inc and Trade

Association for the Emerging Markets.

Bloomberg MID or

BFX03

“Bloomberg MID” or “BFX03” as described in ANNEX A to the 1998 FX

and Currency Option Definitions effective on the Fixing Date

published by International Swaps and Derivatives Association, Inc

and Trade Association for the Emerging Markets.

Kenyan Shilling

(KES)

KES OFFICIAL or

KES02

“KES OFFICIAL” or “KES02” as described in ANNEX A to the 1998 FX

and Currency Option Definitions effective on the Fixing Date

published by International Swaps and Derivatives Association, Inc

and Trade Association for the Emerging Markets.

Bloomberg MID or

BFX03

“Bloomberg MID” or “BFX03” as described in ANNEX A to the 1998 FX

and Currency Option Definitions effective on the Fixing Date

published by International Swaps and Derivatives Association, Inc

and Trade Association for the Emerging Markets.

KES WMR or KES03 “KES WMR” or “KES03” as described in ANNEX A to the 1998 FX and

Currency Option Definitions effective on the Fixing Date published by

International Swaps and Derivatives Association, Inc and Trade

Association for the Emerging Markets.

Korean Won

(KRW)

KRW KFTC18 or

KRW02

“KRW KFTC18” or “KRW02” as described in ANNEX A to the 1998 FX

and Currency Option Definitions effective on the Fixing Date

published by International Swaps and Derivatives Association, Inc

and Trade Association for the Emerging Markets.

KRW KFTC30 or

KRW05

“KRW KFTC30” or “KRW05” as described in ANNEX A to the 1998 FX

and Currency Option Definitions effective on the Fixing Date

published by International Swaps and Derivatives Association, Inc

and Trade Association for the Emerging Markets.

SFEMC KRW

INDICATIVE SURVEY

RATE or KRW04

“SFEMC KRW INDICATIVE SURVEY RATE” or “KRW04” as described in

ANNEX A to the 1998 FX and Currency Option Definitions effective on

the Fixing Date published by International Swaps and Derivatives

Association, Inc and Trade Association for the Emerging Markets.

Malaysian

Ringgit (MYR)

MYR KL REF or

MYR04

“MYR KL REF” or “MYR04” as described in ANNEX A to the 1998 FX

and Currency Option Definitions effective on the Fixing Date

published by International Swaps and Derivatives Association, Inc

and Trade Association for the Emerging Markets.
SFEMC MYR

INDICATIVE SURVEY

RATE or MYR02

“SFEMC MYR INDICATIVE SURVEY RATE” or “MYR02” as described in

ANNEX A to the 1998 FX and Currency Option Definitions effective on

the Fixing Date published by International Swaps and Derivatives

Association, Inc and Trade Association for the Emerging Markets.

Nigerian Naira

(NGN)

NGN NAFEX or

NGN03

“NGN NAFEX” or “NGN03” as described in ANNEX A to the 1998 FX

and Currency Option Definitions effective on the Fixing Date

published by International Swaps and Derivatives Association, Inc

and Trade Association for the Emerging Markets.

Bloomberg MID or

BFX03

“Bloomberg MID” or “BFX03” as described in ANNEX A to the 1998 FX

and Currency Option Definitions effective on the Fixing Date

published by International Swaps and Derivatives Association, Inc

and Trade Association for the Emerging Markets.

Nepalese Rupee

(NPR)

Bloomberg MID or

BFX03

“Bloomberg MID” or “BFX03” as described in ANNEX A to the 1998 FX

and Currency Option Definitions effective on the Fixing Date

published by International Swaps and Derivatives Association, Inc

and Trade Association for the Emerging Markets.

WM/Refinitiv MID or

WMR03

“WM/ RefinitivMID” or “WMR03” as described in ANNEX A to the

1998 FX and Currency Option Definitions effective on the Fixing Date

published by International Swaps and Derivatives Association, Inc

and Trade Association for the Emerging Markets.

Pakistani Rupee

(PKR)

PKR SBPK or PKR01 “PKR SBPK” or “PKR01” as described in ANNEX A to the 1998 FX and

Currency Option Definitions effective on the Fixing Date published by

International Swaps and Derivatives Association, Inc and Trade

Association for the Emerging Markets.

Bloomberg MID or

BFX03

“Bloomberg MID” or “BFX03” as described in ANNEX A to the 1998 FX

and Currency Option Definitions effective on the Fixing Date

published by International Swaps and Derivatives Association, Inc

and Trade Association for the Emerging Markets.

Paraguayan

Guarani (PYG)

Bloomberg MID or

BFX03

“Bloomberg MID” or “BFX03” as described in ANNEX A to the 1998 FX

and Currency Option Definitions effective on the Fixing Date

published by International Swaps and Derivatives Association, Inc

and Trade Association for the Emerging Markets.

WM/Refinitiv MID or

WMR03

“WM/ RefinitivMID” or “WMR03” as described in ANNEX A to the

1998 FX and Currency Option Definitions effective on the Fixing Date

published by International Swaps and Derivatives Association, Inc

and Trade Association for the Emerging Markets.

Philippine Peso

(PHP)

PHP BAPPESO or

PHP06

“PHP BAPPESO or “PHP06” as described in ANNEX A to the 1998 FX

and Currency Option Definitions effective on the Fixing Date

published by International Swaps and Derivatives Association, Inc

and Trade Association for the Emerging Markets.
“SFEMC PHP INDICATIVE SURVEY RATE” or “PHP05” as described in

ANNEX A to the 1998 FX and Currency Option Definitions effective on

the Fixing Date published by International Swaps and Derivatives

Association, Inc and Trade Association for the Emerging Markets.

Bloomberg MID or

BFX03

“Bloomberg MID” or “BFX03” as described in ANNEX A to the 1998 FX

and Currency Option Definitions effective on the Fixing Date

published by International Swaps and Derivatives Association, Inc

and Trade Association for the Emerging Markets.

Peruvian Sol

(PEN)

PEN INTERBANK AVE

or PEN05

“PEN INTERBANK AVE” or “PEN05” as described in ANNEX A to the

1998 FX and Currency Option Definitions effective on the Fixing Date

published by International Swaps and Derivatives Association, Inc

and Trade Association for the Emerging Markets.

Bloomberg MID or

BFX03

“Bloomberg MID” or “BFX03” as described in ANNEX A to the 1998 FX

and Currency Option Definitions effective on the Fixing Date

published by International Swaps and Derivatives Association, Inc

and Trade Association for the Emerging Markets.

Russian Ruble

(RUB)

RUB MOEX or RUB05 “RUB MOEX” or “RUB05” as described in ANNEX A to the 1998 FX

and Currency Option Definitions effective on the Fixing Date

published by International Swaps and Derivatives Association, Inc

and Trade Association for the Emerging Markets.

Bloomberg MID or

BFX03

“Bloomberg MID” or “BFX03” as described in ANNEX A to the 1998 FX

and Currency Option Definitions effective on the Fixing Date

published by International Swaps and Derivatives Association, Inc

and Trade Association for the Emerging Markets.

Taiwan Dollar

(TWD)

SFEMC TWD

INDICATIVE SURVEY

RATE or TWD04

“SFEMC TWD INDICATIVE SURVEY RATE” or “TWD04” as described in

ANNEX A to the 1998 FX and Currency Option Definitions effective on

the Fixing Date published by International Swaps and Derivatives

Association, Inc and Trade Association for the Emerging Markets.

TWD TAIFX1 or

TWD03

“TWD TAIFX1” or “TWD03”as described in ANNEX A to the 1998 FX

and Currency Option Definitions effective on the Fixing Date

published by International Swaps and Derivatives Association, Inc

and Trade Association for the Emerging Markets.

Bloomberg MID or

BFX03

“Bloomberg MID” or “BFX03” as described in ANNEX A to the 1998 FX

and Currency Option Definitions effective on the Fixing Date

published by International Swaps and Derivatives Association, Inc

and Trade Association for the Emerging Markets.

Ukrainian

Hryvnia (UAH)

UAH NBU or UAH04 “UAH NBU” or “UAH04” as described in ANNEX A to the 1998 FX and

Currency Option Definitions effective on the Fixing Date published by

International Swaps and Derivatives Association, Inc and Trade

Association for the Emerging Markets.

Bloomberg MID or

BFX03

“Bloomberg MID” or “BFX03” as described in ANNEX A to the 1998 FX

and Currency Option Definitions effective on the Fixing Date
published by International Swaps and Derivatives Association, Inc

and Trade Association for the Emerging Markets.

Ugandan

Shilling (UGX)

UGX MID or UGX01 “UGX MID” or “UGX01” as described in ANNEX A to the 1998 FX and

Currency Option Definitions effective on the Fixing Date published by

International Swaps and Derivatives Association, Inc and Trade

Association for the Emerging Markets.

Bloomberg MID or

BFX03

“Bloomberg MID” or “BFX03” as described in ANNEX A to the 1998 FX

and Currency Option Definitions effective on the Fixing Date

published by International Swaps and Derivatives Association, Inc

and Trade Association for the Emerging Markets.

Uruguayan

Peso (UYU)

UYU OFFICIAL or

UYU01

“UYU OFFICIAL” or “UYU01” as described in ANNEX A to the 1998 FX

and Currency Option Definitions effective on the Fixing Date

published by International Swaps and Derivatives Association, Inc

and Trade Association for the Emerging Markets.

Bloomberg MID or

BFX03

“Bloomberg MID” or “BFX03” as described in ANNEX A to the 1998 FX

and Currency Option Definitions effective on the Fixing Date

published by International Swaps and Derivatives Association, Inc

and Trade Association for the Emerging Markets.

Vietnamese

Dong (VND)

VND FX or VND02 “VND FX” or “VND02” as described in ANNEX A to the 1998 FX and

Currency Option Definitions effective on the Fixing Date published by

International Swaps and Derivatives Association, Inc and Trade

Association for the Emerging Markets.

Bloomberg MID or

BFX03

“Bloomberg MID” or “BFX03” as described in ANNEX A to the 1998 FX

and Currency Option Definitions effective on the Fixing Date

published by International Swaps and Derivatives Association, Inc

and Trade Association for the Emerging Markets.