]> Common Interest Rates Ontology 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. https://opensource.org/licenses/MIT The https://spec.edmcouncil.org/fibo/ontology/IND/20190101/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. The https://spec.edmcouncil.org/fibo/ontology/IND/20190101/InterestRates/InterestRates.rdf version of this ontology was revised to reflect the latest FpML rates. The https://spec.edmcouncil.org/fibo/ontology/IND/20210301/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. The https://spec.edmcouncil.org/fibo/ontology/IND/20211201/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. The https://spec.edmcouncil.org/fibo/ontology/IND/20230201/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.

http://www.fpml.org/coding-scheme/floating-rate-index-3-6.xml

AED-EIBOR

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

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

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

Per 2006 ISDA Definitions or Annex to 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

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

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

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

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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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-Reference Banks

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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-BGCANTOR-Reference Banks

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

BRL-CDI

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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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-CDOR

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

CAD-CORRA-OIS Compound

Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

CAD-ISDA-Swap Rate

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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-SwapMarker

Per 2006 ISDA Definitions or Annex to 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-Reference Banks

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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-Telerate

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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 LIBORSWAP-CME vs LCH-ICAP-Bloomberg

Per 2006 ISDA Definitions or Annex to 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-CME vs LCH-ICAP

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

CHF-SARON-OIS Compound

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

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

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

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

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

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

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

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

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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

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

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.

CNH-HIBOR

Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.

CNH-HIBOR-Reference Banks

Per 2006 ISDA Definitions or Annex to 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-Deposit Rate

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

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

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

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

Per 2006 ISDA Definitions or Annex to 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

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

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

Per 2006 ISDA Definitions or Annex to 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-Semi-Annual Swap Rate-Reference Banks

Per 2006 ISDA Definitions or Annex to 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 true

CNY 7-Repo Compounding Date

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).

Per 2006 ISDA Definitions or Annex to 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

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

Per 2006 ISDA Definitions or Annex to 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-Annual Swap Rate-Reference Banks

Per 2006 ISDA Definitions or Annex to 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

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

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

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

Per 2006 ISDA Definitions or Annex to 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

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

Per 2006 ISDA Definitions or Annex to 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

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

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

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

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

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

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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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-Bloomberg

Per 2006 ISDA Definitions or Annex to 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-ICAP

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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-TRADITION

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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-ICAP

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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-4:15-TRADITION

Per 2006 ISDA Definitions or Annex to 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-Reference Banks

Per 2006 ISDA Definitions or Annex to 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

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

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

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

Per 2006 ISDA Definitions or Annex to 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-ICAP

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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-11:00-ICAP

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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 Compound

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

Per 2006 ISDA Definitions or Annex to 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

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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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-Reference Banks

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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 ICE Swap Rate-11:00

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

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

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

EUR-EuroSTR-OIS Compound

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

EUR-EuroSTR Average 1M

EUR-EuroSTR Average 1W

EUR-EuroSTR Average 3M

EUR-EuroSTR Average 6M

EUR-EuroSTR Compounded Index

EUR-EuroSTR ICE Compounded Index

EUR-EuroSTR ICE Compounded Index 0 Floor

EUR-EuroSTR ICE Compounded Index 0 Floor 2D Lag

EUR-EuroSTR ICE Compounded Index 0 Floor 5D Lag

EUR-EuroSTR ICE Compounded Index 2D Lag

EUR-EuroSTR ICE Compounded Index 5D Lag

EUR-EuroSTR Term

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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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-Reference Banks

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

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

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

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

GBP-SONIA-OIS-11:00-ICAP

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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-4:15-TRADITION

Per 2006 ISDA Definitions or Annex to 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 Compound

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

GBP-SONIA ICE Compounded Index

GBP-SONIA ICE Compounded Index 0 Floor

GBP-SONIA ICE Compounded Index 0 Floor 2D Lag

GBP-SONIA ICE Compounded Index 0 Floor 5D Lag

GBP-SONIA ICE Compounded Index 2D Lag

GBP-SONIA ICE Compounded Index 5D Lag

GBP-SONIA ICE Swap Rate

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

GBP-SONIA Refinitiv Term

GBP-Semi-Annual Swap Rate

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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-4:15-TRADITION

Per 2006 ISDA Definitions or Annex to 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-UK Base Rate

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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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-Reference Banks

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

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 true

HKD-HIBOR-HIBOR-Bloomberg

Deprecated usage: "HKD-HIBOR-HIBOR-Bloomberg" code has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of certain Hong Kong Rate Options.). The code is kept in FpML for backward compatibility purposes.

Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

HKD-HIBOR-HIBOR= true

HKD-HIBOR-HIBOR=

Deprecated usage: "HKD-HIBOR-HIBOR=" code has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of certain Hong Kong Rate Options.). The code is kept in FpML for backward compatibility purposes.

Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

HKD-HIBOR-ISDC

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

HKD-HONIA-OIS Compound

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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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 true

HKD-Quarterly-Annual Swap Rate-11:00-BGCANTOR

Deprecated usage: "HKD-Quarterly-Annual Swap Rate-11:00-BGCANTOR" code has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of certain Hong Kong Rate Options.). The code is kept in FpML for backward compatibility purposes.

Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

HKD-Quarterly-Annual Swap Rate-11:00-TRADITION true

HKD-Quarterly-Annual Swap Rate-11:00-TRADITION

Deprecated usage: "HKD-Quarterly-Annual Swap Rate-11:00-TRADITION" code has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of certain Hong Kong Rate Options.). The code is kept in FpML for backward compatibility purposes.

Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

HKD-Quarterly-Annual Swap Rate-4:00-BGCANTOR true

HKD-Quarterly-Annual Swap Rate-4:00-BGCANTOR

Deprecated usage: "HKD-Quarterly-Annual Swap Rate-4:00-BGCANTOR" code has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of certain Hong Kong Rate Options.). The code is kept in FpML for backward compatibility purposes.

Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

HKD-Quarterly-Annual Swap Rate-Reference Banks true

HKD-Quarterly-Annual Swap Rate-Reference Banks

Deprecated usage: "HKD-Quarterly-Annual Swap Rate-Reference Banks" code has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of certain Hong Kong Rate Options.). The code is kept in FpML for backward compatibility purposes.

Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

HKD-Quarterly-Quarterly Swap Rate-11:00-ICAP true

HKD-Quarterly-Quarterly Swap Rate-11:00-ICAP

Deprecated usage: "HKD-Quarterly-Quarterly Swap Rate-11:00-ICAP" code has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of certain Hong Kong Rate Options.). The code is kept in FpML for backward compatibility purposes.

Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

HKD-Quarterly-Quarterly Swap Rate-4:00-ICAP true

HKD-Quarterly-Quarterly Swap Rate-4:00-ICAP

Deprecated usage: "HKD-Quarterly-Quarterly Swap Rate-4:00-ICAP" code has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of certain Hong Kong Rate Options.). The code is kept in FpML for backward compatibility purposes.

Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

HKD-Quarterly-Quarterly Swap Rate-Reference Banks true

HKD-Quarterly-Quarterly Swap Rate-Reference Banks

Deprecated usage: "HKD-Quarterly-Quarterly Swap Rate-Reference Banks" code has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of certain Hong Kong Rate Options.). The code is kept in FpML for backward compatibility purposes.

Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

HUF-BUBOR

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

Per 2006 ISDA Definitions or Annex to 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

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

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

Per 2006 ISDA Definitions or Annex to 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-IDRFIX

Per 2006 ISDA Definitions or Annex to 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-JIBOR

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

Per 2006 ISDA Definitions or Annex to 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-Reference Banks

Per 2006 ISDA Definitions or Annex to 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 true

IDR-SOR-Reuters

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.

Per 2006 ISDA Definitions or Annex to 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-Telerate

Per 2006 ISDA Definitions or Annex to 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-11:00-BGCANTOR

Per 2006 ISDA Definitions or Annex to 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-Reference Banks

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

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

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

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

Per 2006 ISDA Definitions or Annex to 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 true

INR-BMK

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.

Per 2006 ISDA Definitions or Annex to 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 true

INR-CMT

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.

Per 2006 ISDA Definitions or Annex to 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 true

INR-INBMK-REUTERS

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.

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

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

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

INR-MITOR-OIS-COMPOUND true

INR-MITOR-OIS-COMPOUND

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.

Per 2006 ISDA Definitions or Annex to 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

INR-Reference Banks

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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-Reference Banks

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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-3:00-TRADITION

Per 2006 ISDA Definitions or Annex to 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-10:00

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

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

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

Per 2006 ISDA Definitions or Annex to 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

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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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-3:00-TRADITION

Per 2006 ISDA Definitions or Annex to 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-Quoting Banks-LIBOR

Per 2006 ISDA Definitions or Annex to 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

JPY-TIBOR

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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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) true

JPY-TIBOR-TIBM (10 Banks)

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.

Per 2006 ISDA Definitions or Annex to 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) true

JPY-TIBOR-TIBM (5 Banks)

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.

Per 2006 ISDA Definitions or Annex to 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) true

JPY-TIBOR-TIBM (All Banks)

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.

Per 2006 ISDA Definitions or Annex to 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

JPY-TONA-OIS Compound

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

JPY-TONA Average 30D

JPY-TONA Average 90D

JPY-TONA Compounded Index

JPY-TONA ICE Compounded Index

JPY-TONA ICE Compounded Index 0 Floor

JPY-TONA ICE Compounded Index 0 Floor 2D Lag

JPY-TONA ICE Compounded Index 0 Floor 5D Lag

JPY-TONA ICE Compounded Index 2D Lag

JPY-TONA ICE Compounded Index 5D Lag

JPY-TONA TSR-10:00

JPY-TONA TSR-15:00

JPY-TORF QUICK

JPY-TSR-Reference Banks

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

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

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

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

Per 2006 ISDA Definitions or Annex to 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

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 true

MXN-TIIE-Banxico-Reference Banks

Deprecated usage: MXN-TIIE-Banxico-Reference Banks. It was added to FpML in error, MXN-TIIE-Reference Banks should be used instead.

Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

MXN-TIIE-Reference Banks

Per 2006 ISDA Definitions or Annex to 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-KLIBOR

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

Per 2006 ISDA Definitions or Annex to 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

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

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

Per 2006 ISDA Definitions or Annex to 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-Quarterly Swap Rate-TRADITION-Reference Banks

Per 2006 ISDA Definitions or Annex to 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

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 true

NOK-NIBOR-NIBR

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.

Per 2006 ISDA Definitions or Annex to 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 true

NOK-NIBOR-NIBR-Reference Banks

Deprecated usage: NOK-NIBOR-NIBR-Reference Banks. It was added to FpML in error, NOK-NIBOR-Reference Banks should be used instead.

Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

NOK-NIBOR-Reference Banks

Per 2006 ISDA Definitions or Annex to 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

NOK-NOWA-OIS Compound

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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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-BKBM Bid

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

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

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

NZD-NZIONA-OIS Compound

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

Per 2006 ISDA Definitions or Annex to 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-Semi-Annual Swap Rate-BGCANTOR-Reference Banks

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

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 true

PHP-PHIREF-BAP

Deprecated usage: "PHP-PHIREF-BAP" code has been deprecated in supplement 45 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes.

Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.

PHP-PHIREF-Reference Banks

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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-Reference Banks

Per 2006 ISDA Definitions or Annex to 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

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

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

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

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

Per 2006 ISDA Definitions or Annex to 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

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

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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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-Reference Banks

Per 2006 ISDA Definitions or Annex to 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

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

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

Per 2006 ISDA Definitions or Annex to 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-12:45-TRADITION

Per 2006 ISDA Definitions or Annex to 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-4:15-TRADITION

Per 2006 ISDA Definitions or Annex to 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-Reference Banks

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

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

Per 2006 ISDA Definitions or Annex to 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

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

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

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

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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

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

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

Per 2006 ISDA Definitions or Annex to 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

SEK-SWESTR-OIS Compound

SEK-SWESTR Average 1M

SEK-SWESTR Average 1W

SEK-SWESTR Average 2M

SEK-SWESTR Average 3M

SEK-SWESTR Average 6M

SEK-SWESTR Compounded Index

SGD-SIBOR

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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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-SONAR-OIS-COMPOUND true

SGD-SONAR-OIS-COMPOUND

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.

Per 2006 ISDA Definitions or Annex to 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

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 true

SGD-SOR-Reference Banks

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.

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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-VWAP-Reference Banks

Per 2006 ISDA Definitions or Annex to 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

SGD-SORA-OIS Compound

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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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-BGCANTOR

Per 2006 ISDA Definitions or Annex to 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-Tullett Prebon

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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-NBSK07

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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 true

THB-SOR-Reference Banks

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.

Per 2006 ISDA Definitions or Annex to 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 true

THB-SOR-Reuters

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.

Per 2006 ISDA Definitions or Annex to 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-Telerate

Per 2006 ISDA Definitions or Annex to 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-Semi-Annual Swap Rate-11:00-BGCANTOR true

THB-Semi-Annual Swap Rate-11:00-BGCANTOR

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.

Per 2006 ISDA Definitions or Annex to 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-Semi-Annual Swap Rate-Reference Banks true

THB-Semi-Annual Swap Rate-Reference Banks

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.

Per 2006 ISDA Definitions or Annex to 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

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

Per 2006 ISDA Definitions or Annex to 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

THB-THOR-OIS Compound

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

Per 2006 ISDA Definitions or Annex to 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-Reference Banks

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

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

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

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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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-Quarterly-Annual Swap Rate-11:00-BGCANTOR

Per 2006 ISDA Definitions or Annex to 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-Quarterly-Annual Swap Rate-Reference Banks

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

TWD-TAIBIR02

TWD-TAIBOR

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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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-AMERIBOR

USD-AMERIBOR Average 30D

USD-AMERIBOR Average 90D

USD-AMERIBOR Term

USD-AMERIBOR Term Structure

USD-AXI Term

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

Per 2006 ISDA Definitions or Annex to 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-Annual Swap Rate-11:00-TRADITION

Per 2006 ISDA Definitions or Annex to 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-Annual Swap Rate-4:00-TRADITION

Per 2006 ISDA Definitions or Annex to 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-H.15

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

USD-CD-H.15

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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-Telerate

Per 2006 ISDA Definitions or Annex to 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-CMT

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

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

Per 2006 ISDA Definitions or Annex to 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-COFI

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

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

Per 2006 ISDA Definitions or Annex to 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

FRO-M-V7

USD-FFCB-DISCO

Per 2006 ISDA Definitions or Annex to 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

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

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

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

Per 2006 ISDA Definitions or Annex to 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

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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

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

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

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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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-LON-ICAP

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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-3:00-BGCANTOR

Per 2006 ISDA Definitions or Annex to 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-3:00-NY-ICAP

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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-Overnight Bank Funding Rate

USD-Prime

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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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 true

USD-SIBOR-SIBO

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.

Per 2006 ISDA Definitions or Annex to 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

USD-SOFR-OIS Compound

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

USD-SOFR Average 30D

USD-SOFR Average 90D

USD-SOFR CME Term

USD-SOFR Compounded Index

USD-SOFR ICE Compounded Index

USD-SOFR ICE Compounded Index 0 Floor

USD-SOFR ICE Compounded Index 0 Floor 2D Lag

USD-SOFR ICE Compounded Index 0 Floor 5D Lag

USD-SOFR ICE Compounded Index 2D Lag

USD-SOFR ICE Compounded Index 5D Lag

USD-SOFR ICE Swap Rate

USD-SOFR ICE Term

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

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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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 Secondary Market-Bond Equivalent Yield

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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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-Reference Banks

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

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

Per 2006 ISDA Definitions or Annex to 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

Per 2006 ISDA Definitions or Annex to 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

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

Per 2006 ISDA Definitions or Annex to 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-Quarterly Swap Rate-5:30-TRADITION

Per 2006 ISDA Definitions or Annex to 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-Quarterly Swap Rate-TRADITION-Reference Banks

Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.